Tuesday, 10 February 2015

Sigma-Algebra: Is it an Algebra, Field, or Something Else?




The Wikipedia page for σ-algebra says this set is called a "sigma-algebra" by some, and called a "sigma-field" by others. I'm writing a paper on measure theory, where the topic of sigma-algebra comes up, and wanted to use the correct term. So, I need to figure out which term is more appropriate: field or algebra?



I recall from abstract algebra that the definition of a field is a commutative ring (which itself is a triple (S,+,×) where +:S×SS and ×:S×SS are binary operators satisfying a number of properties), so that every nonzero element has a multiplicative inverse. The classic example of a field is the rational numbers, Q.



The definition of an algebra, however, I do not recall learning. Wikipedia says an algebra is a vector space (which is itself a triple (S,+,) where +:S×SS and :R×SS are operators satisfying a number of properties) equipped with a bilinear product (what is this?).



Now, I can't immediately see how EITHER of these definitions relate to a σ-algebra. Let's look at the definition. A collect Σ of subsets of S is a σ-algebra in S if SΣ, Σ is closed under complementation, and Σ is closed under countable unions.



So, we have the definitions of field, algebra and σ-algebra in front of us. I can't see how σ-algebra relates to either algebra or field. And back to the original question -- which name is more appropriate: "sigma-algebra" or "sigma-field"?




Thanks!






Edit As an additional question: When defining the σ-blank, would it be rigorous to define an algebra first, and then teach σ-algebra as an example (special case) of an algebra?



Edit 2 Thank you JHance for the awesome answer! With the new construction, let's show all the necessary properties are satisfied:



Additive properties:





  • (AB)(AB)=(BA)(BA) (commutativity: A+B=B+A)

  • (A0)(A0)=A0=A (additive identity: A+0=A)

  • (AA)(AA)=AA= (additive inverse: A+A1=A)



Multiplicative properties:





  • AB=BA (commutativity: A×B=B×A)

  • (AB)C)=A(BC) (associativity: (A×B)×C=A×(B×C))

  • AX=A (multiplicative identity: A×1=A)

  • A= (that is, A×0=0)



Distributive:




  • ((AB)(AB))C=...



Answer



Let X be a total space. If we let symmetric difference take the place of addition: AΔB=(AB)(AB), and let intersection be multiplication, then a sigma algebra of subsets of X becomes a boolean ring with the empty set being 0 and the total space being 1. In general a family of sets closed under intersection and symmetric difference, and having the emptyset is a called a ring of sets and is actually a ring (or for some, a rng since it need not have unity), in addition it is a Boolean ring of characteristic 2 as for any A we have A+A= and A2=A.



An algebra of sets is a ring containing the total space, or in other words, it is a ring with unity, note that this is equivalent to closing the family under complements.



The notion of σ-rings/algebras corresponds to a more measure theoretic desire for countable operation, although they still behave well since all operations are Abelian.



Note that a σ-algebra with addition and multiplication given by symmetric difference and intersection is actually a (unital) algebra over the field Z/2Z, which can be imbedded in the algebra as the set {,X}




Edit: Looking back at your question, you also expressed some confusion as to what an algebra is. For most things you'll see an algebra is a set A that is at once equipped with the structures of a ring and vector space (or module) over a field ( or ring) K. However we want ring addition and vector addition on A to coincide, and we want ring multiplication to be bilinear, which really just boils down to saying that for v,wA and λK, we want (λv)w=v(λw)=λ(vw)



If you're comfortable with rings, an elegant way of phrasing this in that context is simply that a unital algebra is a ring A together with a ring of scalars R and homomorphism of rings f:RA. Scalar multiplication is just λv=f(λ)v


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