olemus
hulga \(X\) alamhulkade hulk, milles sisaldub hulk \(X\) ise koos iga alamhulgaga \(A\), täiend \(X\backslash A\) - koos iga loenduva hulga alamhulkadega \(A_1,A_2,A_3,\ldots\) ja ka nende alamhulkade
ühend \(A_1\cup A_2\cup A_3\ldots\)

Wiktionary:
(mathematical analysis) a collection of subsets of a given set, such that the empty set is part of this collection, the collection is closed under complements (with respect to the given set) and the collection is closed under countable unions

ülevaateid
https://math.stackexchange.com/questions/528889/why-do-we-call-it-a-sigma-algebra

https://en.wikipedia.org/wiki/%CE%A3-algebra

https://www.quora.com/What-is-an-intuitive-explanation-of-a-sigma-algebra

https://www.bauer.uh.edu/rsusmel/phd/sR-0.pdf

https://ncatlab.org/nlab/show/sigma-algebra

https://www.math.lsu.edu/~sengupta/7312s02/sigmaalg.pdf

https://stats.stackexchange.com/questions/199280/why-do-we-need-sigma-algebras-to-define-probability-spaces

http://ee.usc.edu/stochastic-nets/docs/probability-axioms-sigma-algebras.pdf