I was reading (Countable) partition generated $\sigma$-algebra but I can't understand few parts.
First, we know that in order to show that a partion $\mathcal{C}=\left\{C_{1},C_{2},…,C_{n}\right\}$ of a set E, generates a sigma algebra that contains all the unions of elements of C, we have to do the following steps:
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We define the sigma algebra $\sigma(\mathcal{C})$
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We also define $\mathcal{E}$ that we want to show that is generated from $\mathcal{C}$ as $\mathcal{E}=\left\{\bigcup_{i\in I}C_{i}:I\subset \mathbb{N}\right\} $ and we show that is sigma algebra
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And the last part is to show that $\sigma(C)=\mathcal{E}$
Back to the proof, at first step, they show that
E $\in \mathcal{C}$: $\mathcal{C}$ is a partition of E, so $\cup \mathcal{C}=E.$ Since $\mathcal{C}$ is countable, $\cup \mathcal{C}$ is the union of countably many members of $\mathcal{C}$.
But we shouldn't do that $E\in\mathcal{E}$ and not $E\in \mathcal{C}$? As we want to show that $\mathcal{E}$ is a sigma algebra.
And on the third part of the proof, they show that
$\mathcal{E}$ is closed under complement: Let $A \in \mathcal{C}$, so there exists a countable $\mathcal{C}_A \subseteq \mathcal{C}$ such that $A = \cup \mathcal{C}_A.$ Let $\mathcal{D} = \mathcal{C} \setminus \mathcal{C}_A$; then $\mathcal{D}$ is a countable subset of $\mathcal{C}$, and if $D =\cup \mathcal{D},$ then $D \in \mathcal{C}.$ Since $\mathcal{C}$ is a partition on E, $D = E \setminus A = A^c$, and so $A^c\in \mathcal{C}$.
But how do we conclude that $\mathcal{E}$ is closed under complements? Here we showed that C is closed under complements. And also what is this $\mathcal{C}_{A}$? Is it a new partition that contains A?
Any advice would be helpful.
Best Answer
The high level structure of the proof is as follows.
The proof in the question you linked to is purely trying to prove point (1). However, there are many typos in the question, which are understandably causing confusion.
(1) $E\in\mathcal C$ is false. The author is in fact showing $E\in\mathcal E$, by expressing $E$ as a countable union of elements of $\mathcal C$.
(2) There are no typos in part two, but the author is implicitly using the fact that a countable union of countable families of sets is again a countable union of those sets.
(3) We want to show $\mathcal E$ is closed under complements, so we should take $A\in\mathcal E$ and show $A^c\in\mathcal E$. This is what the author meant, $A\in\mathcal C$ is a typo. If $A\in\mathcal E$, then by definition $A$ is a union of some family of sets in $\mathcal C$, the author calls that family $\mathcal C_A$. We then show that $A^c$ is in fact the union of $(C_A)^c$, and thus is an element of $\mathcal E$.