Definition 17.1.6 (Generated $\sigma$-Algebra).label Let $X$ be a set and $\ce \subset 2^{X}$, then the $\sigma$-algebra $\sigma(\ce)$ generated by $\ce$ is the smallest $\sigma$-algebra on $X$ containing $\ce$.
Definition 17.1.6 (Generated $\sigma$-Algebra).label Let $X$ be a set and $\ce \subset 2^{X}$, then the $\sigma$-algebra $\sigma(\ce)$ generated by $\ce$ is the smallest $\sigma$-algebra on $X$ containing $\ce$.