Description: Define the sigma-algebra generated by a given set. Definition 111G (b)
of Fremlin1 p. 13. The sigma-algebra generated by a set is the
smallest sigma-algebra, on the same base set, that includes the set, see
dfsalgen2 . The base set of the sigma-algebras used for the
intersection needs to be the same, otherwise the resulting set is not
guaranteed to be a sigma-algebra, as shown in the counterexample
salgencntex . (Contributed by Glauco Siliprandi, 17-Aug-2020)(Revised by Glauco Siliprandi, 1-Jan-2021)