The Borel Hierarchy is a system for objectively deciding which subsets of a Polish space are superior to other ones and must be obeyed. It is defined using transfinite induction, with the base case Σ_1 = { the open sets }, Π_1 = { the closed sets }, and for a countable ordinal α, Σ_α is the collection of sets which are the countable union of sets appearing in Π_β for β < α, and dually, Π_α is the collection of sets which are the countable intersection of sets appearing in Σ_β for β < α.

The rank of a set is the index of the first time the set appears in the hierarchy. The lowest rank sets are the open and closed sets, and the highest rank set is the Borel algebra.
The Borel algebra is the σ-algebra generated by open sets, and it doesn't appear at any countable level of the Borel hierarchy; instead, it exists outside the countable hierarchy, with rank ω_1, the least uncountable ordinal, and it is a superset of all the other sets in the hierarchy.
by sigma_algebra_grindset June 5, 2022
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