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The celebrated Borel-Cantelli Lemma is important and useful for proving the laws of large numbers in the strong form. Consider a sequence of random events { A n } on a probability space ( Ω, F, P), and we are interested in the question of whether infinitely many random events occur or if possibly only a finite number of them occur.

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Borel-Cantelli Lemma and Its Generalizations, The

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  • 发表日期：

    2025年

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  • Tapas Kumar Chandra,
  • Fejzi Kolaneci

摘要

The celebrated Borel-Cantelli Lemma is important and useful for proving the laws of large numbers in the strong form. Consider a sequence of random events { A n } on a probability space ( Ω, F, P), and we are interested in the question of whether infinitely many random events occur or if possibly only a finite number of them occur.