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Weak independence of events and the converse of the Borel–Cantelli Lemma

Authors :
Csaba Biró
Israel R. Curbelo
Source :
Expositiones Mathematicae. 40:328-340
Publication Year :
2022
Publisher :
Elsevier BV, 2022.

Abstract

The converse of the Borel–Cantelli Lemma states that if { A i } i = 1 ∞ is a sequence of independent events such that ∑ P ( A i ) = ∞ , then almost surely infinitely many of these events will occur. Erdős and Renyi proved that it is sufficient to weaken the condition of independence to pairwise independence. Later, several other weakenings of the condition appeared in the literature. The aim of this paper is to provide a collection of conditions, all of which imply that almost surely infinitely many of the events occur, and determine the complete implicational relationship between them. Many of these results are known, or follow from known results, however, they are not widely known among non-specialists. Yet, the results can be extremely useful for areas outside of probability theory, as evidenced by the original motivation of this paper emerging from infinite combinatorics. Our proofs are aimed to be accessible to a general mathematical audience.

Details

ISSN :
07230869
Volume :
40
Database :
OpenAIRE
Journal :
Expositiones Mathematicae
Accession number :
edsair.doi...........20b28f825ab825b0332028d862159de0