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