Intersection of sigma algebras on X is sigma algebra.
For system G there is a coarsest σ-algebra containing G.
(i) Arbitrary intersection of σ-algerbras is σ-algebra.
(ii) For every system of subsets \\(\\mathcal{G}\\) of \\(X\\) there is a smallest σ-algebra containing \\(\\mathcal{G}\\).
G is called generator, σ(G) is sigma algebra generated by G.
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