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On the Borel-Cantelli lemma

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Abstract

Necessary and sufficient conditions for P(An infinitely often) = α, α ∈ [0, 1], are obtained, where {An} is a sequence of events such that ΣP(A n ) = ∞.

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Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akademii Nauk SSSR, Vol. 184, pp. 200–207, 1990.

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Martikainen, A.I., Petrov, V.V. On the Borel-Cantelli lemma. J Math Sci 68, 540–544 (1994). https://doi.org/10.1007/BF01254279

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  • DOI: https://doi.org/10.1007/BF01254279

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