ELI5: Explain Like I'm 5

Σ-algebra

Imagine a box full of toys. Your mom tells you that you can only pick toys that fit certain rules. For example, you can only pick toys that are red, round and made of wood. Any other toys you just can't pick.

Now imagine something called a "σ-algebra". It's like a list of all the rules that you need to follow when you want to pick toys from the box. So instead of your mom telling you each time what you can and can't pick, you just look at the σ-algebra and know exactly what toys you're allowed to choose.

The σ-algebra is basically a way to organize things so that you know what you're allowed to do. Just like your toy box has certain rules for picking toys, in math we use a σ-algebra to tell us what we can and can't do. It's a way to keep everything organized and easy to understand.