Borel-Cantelli lemmas and the law of large numbers
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چکیده
k=n Ak. If E occurs, then infinitely many of Ak:s occur. Sometimes we write this as E = {An i.o.} where i.o. is to be read as ”infinitely often”, i.e., infinitely many times. E is sometimes denoted with lim supAk. We need a couple of auxiliary results (the lemmas below) of probability calculus (found, e.g., on page 3 of [1]) that are basic in the sense that they are derived directly from the Kolmogorov axioms.
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تاریخ انتشار 2009