BorelAlgebra
Borelalgebra, often called the Borel algebra or Borel sigma-algebra, of a topological space X is the smallest sigma-algebra on X that contains every open set. Equivalently, it is the sigma-algebra generated by the open sets (or by the closed sets, since the complements of open sets are closed). This sigma-algebra includes all open sets, all closed sets, and any countable unions, intersections, and complements of such sets. It provides the natural domain for measurable functions and underpins the construction of Borel measures.
In practice, the Borel algebra on a concrete space such as the real numbers with the standard
Notes and variations: The term Borelalgebra is sometimes used interchangeably with Borel sigma-algebra. Some authors reserve
Applications: The Borel algebra is central in measure theory and probability, defining measurable maps, random variables,
See also: Borel sigma-algebra, measurable space, topology, sigma-algebra.