In mathematics, a cylinder set is the natural open set of a product topology. Cylinder sets are particularly useful in providing the base of the natural topology of the product of a countable number of copies of a set. If V is a finite set, then each element of V can be represented by a letter, and the countable product can be represented by the collection of strings of letters.
where denotes the integers. This collection has a natural topology, the product topology. The basis of the topology are the cylinder sets
Cylinder sets are clopen sets.
where the for i from 1 to n are Borel subsets of R. The cylinder sets of C* are then defined by the union
The σ algebra generated by the cylinder sets is defined to be the intersection of all σ algebras over Cwhich contains . This σ algebra is frequently considered as the σ algebra of C[0,1 functions and is important in the development of the theory of continuous stochastic processes.
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"Cylinder set".
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