See σ-algebra on Wiktionary
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"ref": "2001, Elliott H. Lieb, Michael Loss, Analysis, American Mathematical Society, page 4:",
"text": "Consider all the sigma-algebras that contain #92;mathcal#123;F#125; and take their intersection, which we call #92;Sigma, i.e., a subset A#92;subset#92;Omega is in #92;Sigma if and only if A is in every sigma-algebra containing #92;mathcal#123;F#125;. It is easy to check that #92;Sigma is indeed a sigma-algebra.",
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