In set theory, the cardinality of a set refers to its size. For finite sets, the cardinality can be easily quantified with a natural number. We describe the cardinality of infinite sets by referring to a 1-to-1 correspondence between two sets (this approach also works for finite sets).

If there exists some function that is bijective on two sets , then there is a one-to-one correspondence between the sets and they have the same cardinality. In this case, we write . This can hold even if is a proper subset of .

For example, the set of even natural numbers has the same cardinality as , because we can define a bijection such that any element in maps to that value in .

We now introduce some definitions. A set is countable if . An infinite set that is not countable is an uncountable set.

  • With this definition, we easily say that are countably infinite. We can also prove that is countably infinite.
  • However, is uncountably infinite. This has many proofs, one of which is with Cantor’s theorem.

In probability theory, we say that is a discrete sample space if is finite or countably infinite. is a continuous sample space if is uncountably infinite.