Definition

$\lambda$-system

a class $\mathcal{L}$ of subsets of $\Omega$ such that

1. $\Omega \in \mathcal{L}$
2. $A, B \in \mathcal{L}, A \subset B \implies B \setminus A \in \mathcal{L}$
3. $A_n \uparrow, A_n \in \mathcal{L} \implies \cup A_n \in \mathcal{L}$

mnemonic: collection of sets including the space itself that is closed under increasing limits (hence $\lambda$) and subset subtraction