Show an infinite sigma algebra contains an infinite sequence of disjoint sets proof clarification












2












$begingroup$


I am new to real analysis and was looking at this problem.
I have been looking at the numerous answers to this question and I feel like I am close to understanding; however, I am not quite understanding this last, bolded part of this Proof (The first answer at the link).



Let $X$ be the whole space. First we show that




there is $Einmathcal{M}$ such that the restriction of $mathcal{M}$ to $E^c$ is still infinite.




If no such $E$ existed, then pick any $emptysetneq Einmathcal{M}$. The restriction of $mathcal{M}$ to $E^c$ is finite. But the restriction to $E$ must also be finite because otherwise we could take $E^c$ for the role of $E$. Notice that $mathcal{M}$ would be generated by the two finite, and disjoint, restrictions and that would imply it is itself finite.



Now apply induction to define the infinite sequence. Pick the first $E_0$ with that property, $E_1$ with the same property from the restriction of the $sigma$-algebra to $E^c$, $E_2$ from the restriction of the $sigma$-algebra to $E^csetminus E_1$, and so on ...



I think that it is saying let $E_0$ be the first element so that the restriction of $E_0^c$ and $mathcal{M}$ is infinite. But then I don't understand what $E_1$ is.



Can I say that $mathcal{M}_1={F cap E_0^c : Fin mathcal{M}}$. Then we have $mathcal{M}_1$ is still a sigma algebra since it is closed under intersections and compliments. Then Take $E_1$ so that the restriction of $E_1^c$ and $mathcal{M}_1$ is infinite.



I feel like this maybe isn't the right way to do it. I am a bit concerned that I can’t say that the $mathcal{M}_1$ is a sigma algebra.



If someone could explicitly write for me what the $E_i$ are I would really appreciate the clarification. Thank you.










share|cite|improve this question











$endgroup$








  • 1




    $begingroup$
    I feel like it is the way to do it. You should check out the previous posts on the same question.
    $endgroup$
    – Y.Ding
    Aug 22 '18 at 3:10










  • $begingroup$
    That'd be awesome if I am right :) I was reading all of the ones I could find on MSE and also online. That was the easiest for me to understand that I posted, but I was having trouble with the last part :/
    $endgroup$
    – MathIsHard
    Aug 22 '18 at 3:20










  • $begingroup$
    Sorry about that. Fixing it now
    $endgroup$
    – MathIsHard
    Aug 22 '18 at 3:33






  • 1




    $begingroup$
    You can visualize this process by drawing circles (Venn diagram). Basically, you can keep drawing non-empty, disjoint circles indefinitely. And the result is infinitely many non-empty, disjoint circles. You can also get some inspiration by thinking about the following question: why an infinite binary tree must have an infinite branch? Finally, for your problem, can you define a $mathcal{M}_2$ by restricting $mathcal{M}_1$ to $E_1^c$? Then you can get $E_2$ from $mathcal{M}_2$. In general, you can get $mathcal{M}_{i_1}$ from $mathcal{M}_i$ and $E_i^c$.
    $endgroup$
    – Y.Ding
    Aug 23 '18 at 4:50












  • $begingroup$
    @Y.Ding I think I can do that yes. I also was able to get help showing that the restriction of an element and the sigma algebra generates another sigma algebra so I can repeat my argument I believe infinitely many times :) as for the venn diagram, that is a great visualization, I was wondering how I know that a circle that I draw is actually one of the sets in the sigma algebra? Thank you very much for your help.
    $endgroup$
    – MathIsHard
    Aug 23 '18 at 14:49
















2












$begingroup$


I am new to real analysis and was looking at this problem.
I have been looking at the numerous answers to this question and I feel like I am close to understanding; however, I am not quite understanding this last, bolded part of this Proof (The first answer at the link).



Let $X$ be the whole space. First we show that




there is $Einmathcal{M}$ such that the restriction of $mathcal{M}$ to $E^c$ is still infinite.




If no such $E$ existed, then pick any $emptysetneq Einmathcal{M}$. The restriction of $mathcal{M}$ to $E^c$ is finite. But the restriction to $E$ must also be finite because otherwise we could take $E^c$ for the role of $E$. Notice that $mathcal{M}$ would be generated by the two finite, and disjoint, restrictions and that would imply it is itself finite.



Now apply induction to define the infinite sequence. Pick the first $E_0$ with that property, $E_1$ with the same property from the restriction of the $sigma$-algebra to $E^c$, $E_2$ from the restriction of the $sigma$-algebra to $E^csetminus E_1$, and so on ...



I think that it is saying let $E_0$ be the first element so that the restriction of $E_0^c$ and $mathcal{M}$ is infinite. But then I don't understand what $E_1$ is.



Can I say that $mathcal{M}_1={F cap E_0^c : Fin mathcal{M}}$. Then we have $mathcal{M}_1$ is still a sigma algebra since it is closed under intersections and compliments. Then Take $E_1$ so that the restriction of $E_1^c$ and $mathcal{M}_1$ is infinite.



I feel like this maybe isn't the right way to do it. I am a bit concerned that I can’t say that the $mathcal{M}_1$ is a sigma algebra.



If someone could explicitly write for me what the $E_i$ are I would really appreciate the clarification. Thank you.










share|cite|improve this question











$endgroup$








  • 1




    $begingroup$
    I feel like it is the way to do it. You should check out the previous posts on the same question.
    $endgroup$
    – Y.Ding
    Aug 22 '18 at 3:10










  • $begingroup$
    That'd be awesome if I am right :) I was reading all of the ones I could find on MSE and also online. That was the easiest for me to understand that I posted, but I was having trouble with the last part :/
    $endgroup$
    – MathIsHard
    Aug 22 '18 at 3:20










  • $begingroup$
    Sorry about that. Fixing it now
    $endgroup$
    – MathIsHard
    Aug 22 '18 at 3:33






  • 1




    $begingroup$
    You can visualize this process by drawing circles (Venn diagram). Basically, you can keep drawing non-empty, disjoint circles indefinitely. And the result is infinitely many non-empty, disjoint circles. You can also get some inspiration by thinking about the following question: why an infinite binary tree must have an infinite branch? Finally, for your problem, can you define a $mathcal{M}_2$ by restricting $mathcal{M}_1$ to $E_1^c$? Then you can get $E_2$ from $mathcal{M}_2$. In general, you can get $mathcal{M}_{i_1}$ from $mathcal{M}_i$ and $E_i^c$.
    $endgroup$
    – Y.Ding
    Aug 23 '18 at 4:50












  • $begingroup$
    @Y.Ding I think I can do that yes. I also was able to get help showing that the restriction of an element and the sigma algebra generates another sigma algebra so I can repeat my argument I believe infinitely many times :) as for the venn diagram, that is a great visualization, I was wondering how I know that a circle that I draw is actually one of the sets in the sigma algebra? Thank you very much for your help.
    $endgroup$
    – MathIsHard
    Aug 23 '18 at 14:49














2












2








2


0



$begingroup$


I am new to real analysis and was looking at this problem.
I have been looking at the numerous answers to this question and I feel like I am close to understanding; however, I am not quite understanding this last, bolded part of this Proof (The first answer at the link).



Let $X$ be the whole space. First we show that




there is $Einmathcal{M}$ such that the restriction of $mathcal{M}$ to $E^c$ is still infinite.




If no such $E$ existed, then pick any $emptysetneq Einmathcal{M}$. The restriction of $mathcal{M}$ to $E^c$ is finite. But the restriction to $E$ must also be finite because otherwise we could take $E^c$ for the role of $E$. Notice that $mathcal{M}$ would be generated by the two finite, and disjoint, restrictions and that would imply it is itself finite.



Now apply induction to define the infinite sequence. Pick the first $E_0$ with that property, $E_1$ with the same property from the restriction of the $sigma$-algebra to $E^c$, $E_2$ from the restriction of the $sigma$-algebra to $E^csetminus E_1$, and so on ...



I think that it is saying let $E_0$ be the first element so that the restriction of $E_0^c$ and $mathcal{M}$ is infinite. But then I don't understand what $E_1$ is.



Can I say that $mathcal{M}_1={F cap E_0^c : Fin mathcal{M}}$. Then we have $mathcal{M}_1$ is still a sigma algebra since it is closed under intersections and compliments. Then Take $E_1$ so that the restriction of $E_1^c$ and $mathcal{M}_1$ is infinite.



I feel like this maybe isn't the right way to do it. I am a bit concerned that I can’t say that the $mathcal{M}_1$ is a sigma algebra.



If someone could explicitly write for me what the $E_i$ are I would really appreciate the clarification. Thank you.










share|cite|improve this question











$endgroup$




I am new to real analysis and was looking at this problem.
I have been looking at the numerous answers to this question and I feel like I am close to understanding; however, I am not quite understanding this last, bolded part of this Proof (The first answer at the link).



Let $X$ be the whole space. First we show that




there is $Einmathcal{M}$ such that the restriction of $mathcal{M}$ to $E^c$ is still infinite.




If no such $E$ existed, then pick any $emptysetneq Einmathcal{M}$. The restriction of $mathcal{M}$ to $E^c$ is finite. But the restriction to $E$ must also be finite because otherwise we could take $E^c$ for the role of $E$. Notice that $mathcal{M}$ would be generated by the two finite, and disjoint, restrictions and that would imply it is itself finite.



Now apply induction to define the infinite sequence. Pick the first $E_0$ with that property, $E_1$ with the same property from the restriction of the $sigma$-algebra to $E^c$, $E_2$ from the restriction of the $sigma$-algebra to $E^csetminus E_1$, and so on ...



I think that it is saying let $E_0$ be the first element so that the restriction of $E_0^c$ and $mathcal{M}$ is infinite. But then I don't understand what $E_1$ is.



Can I say that $mathcal{M}_1={F cap E_0^c : Fin mathcal{M}}$. Then we have $mathcal{M}_1$ is still a sigma algebra since it is closed under intersections and compliments. Then Take $E_1$ so that the restriction of $E_1^c$ and $mathcal{M}_1$ is infinite.



I feel like this maybe isn't the right way to do it. I am a bit concerned that I can’t say that the $mathcal{M}_1$ is a sigma algebra.



If someone could explicitly write for me what the $E_i$ are I would really appreciate the clarification. Thank you.







real-analysis measure-theory






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Aug 22 '18 at 14:25







MathIsHard

















asked Aug 22 '18 at 2:28









MathIsHardMathIsHard

1,278516




1,278516








  • 1




    $begingroup$
    I feel like it is the way to do it. You should check out the previous posts on the same question.
    $endgroup$
    – Y.Ding
    Aug 22 '18 at 3:10










  • $begingroup$
    That'd be awesome if I am right :) I was reading all of the ones I could find on MSE and also online. That was the easiest for me to understand that I posted, but I was having trouble with the last part :/
    $endgroup$
    – MathIsHard
    Aug 22 '18 at 3:20










  • $begingroup$
    Sorry about that. Fixing it now
    $endgroup$
    – MathIsHard
    Aug 22 '18 at 3:33






  • 1




    $begingroup$
    You can visualize this process by drawing circles (Venn diagram). Basically, you can keep drawing non-empty, disjoint circles indefinitely. And the result is infinitely many non-empty, disjoint circles. You can also get some inspiration by thinking about the following question: why an infinite binary tree must have an infinite branch? Finally, for your problem, can you define a $mathcal{M}_2$ by restricting $mathcal{M}_1$ to $E_1^c$? Then you can get $E_2$ from $mathcal{M}_2$. In general, you can get $mathcal{M}_{i_1}$ from $mathcal{M}_i$ and $E_i^c$.
    $endgroup$
    – Y.Ding
    Aug 23 '18 at 4:50












  • $begingroup$
    @Y.Ding I think I can do that yes. I also was able to get help showing that the restriction of an element and the sigma algebra generates another sigma algebra so I can repeat my argument I believe infinitely many times :) as for the venn diagram, that is a great visualization, I was wondering how I know that a circle that I draw is actually one of the sets in the sigma algebra? Thank you very much for your help.
    $endgroup$
    – MathIsHard
    Aug 23 '18 at 14:49














  • 1




    $begingroup$
    I feel like it is the way to do it. You should check out the previous posts on the same question.
    $endgroup$
    – Y.Ding
    Aug 22 '18 at 3:10










  • $begingroup$
    That'd be awesome if I am right :) I was reading all of the ones I could find on MSE and also online. That was the easiest for me to understand that I posted, but I was having trouble with the last part :/
    $endgroup$
    – MathIsHard
    Aug 22 '18 at 3:20










  • $begingroup$
    Sorry about that. Fixing it now
    $endgroup$
    – MathIsHard
    Aug 22 '18 at 3:33






  • 1




    $begingroup$
    You can visualize this process by drawing circles (Venn diagram). Basically, you can keep drawing non-empty, disjoint circles indefinitely. And the result is infinitely many non-empty, disjoint circles. You can also get some inspiration by thinking about the following question: why an infinite binary tree must have an infinite branch? Finally, for your problem, can you define a $mathcal{M}_2$ by restricting $mathcal{M}_1$ to $E_1^c$? Then you can get $E_2$ from $mathcal{M}_2$. In general, you can get $mathcal{M}_{i_1}$ from $mathcal{M}_i$ and $E_i^c$.
    $endgroup$
    – Y.Ding
    Aug 23 '18 at 4:50












  • $begingroup$
    @Y.Ding I think I can do that yes. I also was able to get help showing that the restriction of an element and the sigma algebra generates another sigma algebra so I can repeat my argument I believe infinitely many times :) as for the venn diagram, that is a great visualization, I was wondering how I know that a circle that I draw is actually one of the sets in the sigma algebra? Thank you very much for your help.
    $endgroup$
    – MathIsHard
    Aug 23 '18 at 14:49








1




1




$begingroup$
I feel like it is the way to do it. You should check out the previous posts on the same question.
$endgroup$
– Y.Ding
Aug 22 '18 at 3:10




$begingroup$
I feel like it is the way to do it. You should check out the previous posts on the same question.
$endgroup$
– Y.Ding
Aug 22 '18 at 3:10












$begingroup$
That'd be awesome if I am right :) I was reading all of the ones I could find on MSE and also online. That was the easiest for me to understand that I posted, but I was having trouble with the last part :/
$endgroup$
– MathIsHard
Aug 22 '18 at 3:20




$begingroup$
That'd be awesome if I am right :) I was reading all of the ones I could find on MSE and also online. That was the easiest for me to understand that I posted, but I was having trouble with the last part :/
$endgroup$
– MathIsHard
Aug 22 '18 at 3:20












$begingroup$
Sorry about that. Fixing it now
$endgroup$
– MathIsHard
Aug 22 '18 at 3:33




$begingroup$
Sorry about that. Fixing it now
$endgroup$
– MathIsHard
Aug 22 '18 at 3:33




1




1




$begingroup$
You can visualize this process by drawing circles (Venn diagram). Basically, you can keep drawing non-empty, disjoint circles indefinitely. And the result is infinitely many non-empty, disjoint circles. You can also get some inspiration by thinking about the following question: why an infinite binary tree must have an infinite branch? Finally, for your problem, can you define a $mathcal{M}_2$ by restricting $mathcal{M}_1$ to $E_1^c$? Then you can get $E_2$ from $mathcal{M}_2$. In general, you can get $mathcal{M}_{i_1}$ from $mathcal{M}_i$ and $E_i^c$.
$endgroup$
– Y.Ding
Aug 23 '18 at 4:50






$begingroup$
You can visualize this process by drawing circles (Venn diagram). Basically, you can keep drawing non-empty, disjoint circles indefinitely. And the result is infinitely many non-empty, disjoint circles. You can also get some inspiration by thinking about the following question: why an infinite binary tree must have an infinite branch? Finally, for your problem, can you define a $mathcal{M}_2$ by restricting $mathcal{M}_1$ to $E_1^c$? Then you can get $E_2$ from $mathcal{M}_2$. In general, you can get $mathcal{M}_{i_1}$ from $mathcal{M}_i$ and $E_i^c$.
$endgroup$
– Y.Ding
Aug 23 '18 at 4:50














$begingroup$
@Y.Ding I think I can do that yes. I also was able to get help showing that the restriction of an element and the sigma algebra generates another sigma algebra so I can repeat my argument I believe infinitely many times :) as for the venn diagram, that is a great visualization, I was wondering how I know that a circle that I draw is actually one of the sets in the sigma algebra? Thank you very much for your help.
$endgroup$
– MathIsHard
Aug 23 '18 at 14:49




$begingroup$
@Y.Ding I think I can do that yes. I also was able to get help showing that the restriction of an element and the sigma algebra generates another sigma algebra so I can repeat my argument I believe infinitely many times :) as for the venn diagram, that is a great visualization, I was wondering how I know that a circle that I draw is actually one of the sets in the sigma algebra? Thank you very much for your help.
$endgroup$
– MathIsHard
Aug 23 '18 at 14:49










1 Answer
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From the comments above.





Yes, your understanding is correct! You choose $E_0$ to be a nonempty member of $mathcal{M}$ such that $mathcal{M}_1 := { F cap E_0^c : F in mathcal{M} }$ is infinite. You can check that $mathcal{M}_1$ is indeed a $sigma$-algebra, and now you can choose $E_1$ to be a nonempty member of $mathcal{M}_1$ such that $mathcal{M}_2 := { F_1 cap E_1^c : F_1 in mathcal{M}_1 }$ is infinite. And you can proceed like this inductively to complete the proof.






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    $begingroup$

    From the comments above.





    Yes, your understanding is correct! You choose $E_0$ to be a nonempty member of $mathcal{M}$ such that $mathcal{M}_1 := { F cap E_0^c : F in mathcal{M} }$ is infinite. You can check that $mathcal{M}_1$ is indeed a $sigma$-algebra, and now you can choose $E_1$ to be a nonempty member of $mathcal{M}_1$ such that $mathcal{M}_2 := { F_1 cap E_1^c : F_1 in mathcal{M}_1 }$ is infinite. And you can proceed like this inductively to complete the proof.






    share|cite|improve this answer











    $endgroup$


















      1












      $begingroup$

      From the comments above.





      Yes, your understanding is correct! You choose $E_0$ to be a nonempty member of $mathcal{M}$ such that $mathcal{M}_1 := { F cap E_0^c : F in mathcal{M} }$ is infinite. You can check that $mathcal{M}_1$ is indeed a $sigma$-algebra, and now you can choose $E_1$ to be a nonempty member of $mathcal{M}_1$ such that $mathcal{M}_2 := { F_1 cap E_1^c : F_1 in mathcal{M}_1 }$ is infinite. And you can proceed like this inductively to complete the proof.






      share|cite|improve this answer











      $endgroup$
















        1












        1








        1





        $begingroup$

        From the comments above.





        Yes, your understanding is correct! You choose $E_0$ to be a nonempty member of $mathcal{M}$ such that $mathcal{M}_1 := { F cap E_0^c : F in mathcal{M} }$ is infinite. You can check that $mathcal{M}_1$ is indeed a $sigma$-algebra, and now you can choose $E_1$ to be a nonempty member of $mathcal{M}_1$ such that $mathcal{M}_2 := { F_1 cap E_1^c : F_1 in mathcal{M}_1 }$ is infinite. And you can proceed like this inductively to complete the proof.






        share|cite|improve this answer











        $endgroup$



        From the comments above.





        Yes, your understanding is correct! You choose $E_0$ to be a nonempty member of $mathcal{M}$ such that $mathcal{M}_1 := { F cap E_0^c : F in mathcal{M} }$ is infinite. You can check that $mathcal{M}_1$ is indeed a $sigma$-algebra, and now you can choose $E_1$ to be a nonempty member of $mathcal{M}_1$ such that $mathcal{M}_2 := { F_1 cap E_1^c : F_1 in mathcal{M}_1 }$ is infinite. And you can proceed like this inductively to complete the proof.







        share|cite|improve this answer














        share|cite|improve this answer



        share|cite|improve this answer








        answered Dec 12 '18 at 13:21


























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