Chapter 1
RS – Chapter 1 – Random Variables 6/14/2019 5 Definition: Borel σ-algebra (Emile Borel (1871-1956), France.) The Borel σ-algebra (or, Borel field) denoted B, of the topological space (X; τ) is the σ-algebra generated by the family τof open sets. Its elements are called Borel sets.
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