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Borel-Cantelli lemmas
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Words: 102
Articles: 2
If
∑
P
(
A
n
)
<
∞
, only finitely many
A
n
occur almost surely. For independent events, divergence implies infinitely many occur. Use a union bound for the first and
∏
(
1
−
p
n
)
≤
e
−
∑
p
n
for the second.
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102
2
Tail-sum formula for expectation
Borel-Cantelli lemmas
31
Extremes of independent exponential variables
Borel-Cantelli lemmas
38
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Probability theory
Probability and statistics
Area of mathematics
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Simultaneous returns of independent simple random walks