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Let be a Topological Space. Let be the smallest σ-algebra containing Elements of are called Borel subsets and # Definition (437) Denote by the smallest σ-algebra on (where is a metric space with metric ) containing the Open subsets of (i.e. the σ-algebra generated by the open sets) we call this the Borel σ-algebra. Subsets from are called Borel Sets.
A Summary of MATH 891
Borel function
Borel space
Borel subset
Fσ set
Gδ set
σ-algebra containing all Borel subsets
Measurability Criterion for Topological Codomain
Borel measure
Lebesgue-Stieltjes Integral
Lebesgue-Stieltjes Measure
h-interval
Lebesgue Integral
Measurability of Continuous Functions
Dirac Measure
Blackwell's Irrelevant Information Theorem
Information Function
Static Quadratic Team
Prokhorov's Theorem
Relatively Sequentially Compact