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### The $\sigma$-algebra of subsets of $X$ generated by a set $\mathcal{A}$ is the smallest sigma algebra including $\mathcal{A}$

I am struggling to understand why it should be that the $\sigma$-algebra of subsets of $X$ generated by $\mathcal{A}$ should be the smallest $\sigma$-algebra of subsets of $X$ including $\mathcal{A}$. ...
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### Cardinality of Borel sigma algebra

It seems it's well known that if a sigma algebra is generated by countably many sets, then the cardinality of it is either finite or $c$ (the cardinality of continuum). But it seems hard to prove it, ...
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### Lebesgue measurable but not Borel measurable

I'm trying to find a set which is Lebesgue measurable but not Borel measurable. So I was thinking of taking a Lebesgue set of measure zero and intersecting it with something so that the result is not ...
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### Achilles and the tortoise paradox?

Let's say we decide to race on a track $1000$ km long. You are a $100$ times faster than me, meaning if we both start at the beginning, you obviously win. To make things more fair you give me a head ...
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### between Borel $\sigma$ algebra and Lebesgue $\sigma$ algebra, are there any other $\sigma$ algebra?

Is there any $\sigma$-algebra that is strictly between the Borel $\sigma$-algebra and the Lebesgue $\sigma$-algebra? How about not in between the two, but in general, are there any other $\sigma$ ...
### Constructing a subset not in $\mathcal{B}(\mathbb{R})$ explicitly
While reading David Williams's "Probability with Martingales", the following statement caught my fancy: Every subset of $\mathbb{R}$ which we meet in everyday use is an element of Borel $\sigma$-...