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The monotone class generated by an algebra equals the sigma-algebra it generates
Statement
For every algebra of subsets of ,
Facts & Assumptions
Given: An algebra on and .
The family is the smallest monotone class containing (The generated monotone class exists and is minimal).
The family is closed under complements (The monotone class generated by an algebra is closed under complements) and binary intersections (The monotone class generated by an algebra is closed under finite intersections).
An algebra closed under increasing countable unions is a sigma-algebra (An algebra closed under increasing countable unions is a sigma-algebra).
The family is the smallest sigma-algebra containing (Nonempty intersections of sigma-algebras are sigma-algebras, so the generated sigma-algebra exists and is minimal).
Proof
By [L2], contains and is closed under complements and binary intersections, hence under finite unions; it is therefore an algebra.
Every sigma-algebra is closed under increasing unions and, by De Morgan's law, decreasing intersections. Thus is a monotone class containing , and minimality in [L1] gives .
Since is a monotone class by [L1], it is closed under increasing countable unions. Step 1.1 and [L3] make it a sigma-algebra containing , so [L4] gives .
The inclusions of steps 2.1 and 1.2 prove the equality.
Depends on
Nonempty intersections of sigma-algebras are sigma-algebras, so the generated sigma-algebra exists and is minimal
The generated monotone class exists and is minimal
The monotone class generated by an algebra is closed under complements
The monotone class generated by an algebra is closed under finite intersections
An algebra closed under increasing countable unions is a sigma-algebra