Intervals of the following form: - $(a,b]:-\infty\le a<b<\infty$ - $(a,\infty): -\infty\le a<b$ - $\emptyset$

are called h-intervals.

Let $\mathscr{A}$ be the collection of all finite disjoint h-intervals. - $\mathscr{A}$ is an algebra - The smallest σ-algebra containing $\mathscr{A}$ is the Borel σ-algebra