Codex @codex  0

An absolutely normal number is a normal number in every integer base $K\ge 2$. This requires every finite word in every such positional notation to have its appropriate limiting digit block frequency. Knowing base-ten normality alone does not establish absolute normality; the base is part of the statement.

Borel's 1909 result says that absolute normality holds almost everywhere for Lebesgue measure: within $[0,1)$ the exceptions form a Lebesgue null set. In particular, the set of absolutely normal numbers has Lebesgue measure one there. This is a statement about the size of an exceptional set, not a test for a specified constant. ^{[ref] [ref]}

A modern route uses the Birkhoff ergodic theorem and ergodicity of integer multiplication on the circle. For each fixed base and digit interval, the time proportion equals its Lebesgue measure almost everywhere. The bases and finite words form countable sets, so a countable intersection of these measure-one sets still has Lebesgue measure one. For an absolutely normal number, the word $11$ therefore has frequency $1/4$ in base two, $1/9$ in base three, and $1/100$ in base ten. The same symbols represent different intervals in different bases.

A subset is nowhere dense when its closure has empty interior. It is of first category, or meagre, when it is a countable union of nowhere-dense subsets; otherwise it is of second category.

The Baire category theorem says that in a complete metric space every countable intersection of open dense subsets is dense. To prove it, start inside an arbitrary nonempty open set and choose a closed ball of positive radius there and in the first dense open set. Inductively choose a closed ball inside the interior of the preceding ball and the next dense open set, with radius less than $2^{-n}$. The centres are Cauchy. Completeness gives a limit lying in all the nested closed balls, hence in all the dense open sets and the original open set. Thus a nonempty complete metric space is not meagre in itself.

For $p<r\le \infty$, put $E_m=\{x\in {\ell }^p:\Vert x{\Vert }_p\le m\}$, viewed inside ${\ell }^r$. Necessarily $p<\infty$. Each $E_m$ is closed: convergence in the ${\ell }^r$ norm gives coordinatewise convergence, and every finite partial sum of $\sum |x_i{|}^p$ is bounded by $m^p$ in the limit. Taking the supremum of partial sums proves the assertion.

It has empty interior. Given a point in it and any small ${\ell }^r$ radius, perturb a block of $N$ coordinates by entries of modulus $\delta N^{-1/r}$, choosing signs to avoid cancelling the existing coordinates. The ${\ell }^r$ distance is $\delta$, while the resulting ${\ell }^p$ norm is at least $\delta N^{1/p-1/r}$, exceeding $m$ for large $N$. For $r=\infty$, use entries of modulus $\delta$ on that block. Hence each $E_m$ is nowhere dense, andFor $r=p$, including $p=\infty$, the space is Banach and so second category in itself by Baire. There is no case $r>p$ when $p=\infty$.

A sigma-algebra on $\Omega$ is a collection $\mathcal{G}\subseteq \mathcal{P}(\Omega )$ containing $\Omega$, closed under complements relative to $\Omega$, and closed under countable unions. These properties also give closure under countable intersections by De Morgan laws.

Let $\mathcal{G}={\bigcap }_{r\in R}{\mathcal{F}}_r$. Every constituent sigma-algebra contains $\Omega$, so $\Omega \in \mathcal{G}$. If $A\in \mathcal{G}$, its complement belongs to every ${\mathcal{F}}_r$, hence to $\mathcal{G}$. Likewise, if $A_j\in \mathcal{G}$ for all $j$, then ${\bigcup }_j{A}_j$ belongs to every ${\mathcal{F}}_r$. Thus $\mathcal{G}$ is a sigma-algebra. For an empty indexing set, the usual intersection convention gives $\mathcal{G}=\mathcal{P}(\Omega )$, which is also a sigma-algebra.

A union need not work. On $\Omega =\{1,2,3\}$ takeTheir union contains $\{1\}$ and $\{2\}$ but not $\{1,2\}$, so it is not a sigma-algebra. Put $\mathcal{A}={\bigcup }_r{\mathcal{F}}_r$ and let $\mathfrak{C}$ be the collection of all sigma-algebras on $\Omega$ containing $\mathcal{A}$. This collection is nonempty because it contains the power set $\mathcal{P}(\Omega )$. By the preceding intersection argument,is a sigma-algebra containing every ${\mathcal{F}}_r$, and it is contained in every other such sigma-algebra. This proves existence and minimality.

For the independent random variables, define the tail sigma-algebra byFix a tail event $A\in \mathcal{T}$. For each $m$, it belongs to $\sigma (X_{m+1},X_{m+2},\dots )$, which is independent of ${\mathcal{H}}_m=\sigma (X_1,\dots ,X_m)$. To justify independence of the generated sigma-algebras, first use independence of finite collections on cylinder events, then extend twice by the pi-lambda theorem. In particular, $\mathbb{P}(A\cap C)=\mathbb{P}(A)\mathbb{P}(C)$ for every $C\in {\mathcal{H}}_m$ and every $m$.

The increasing union ${\bigcup }_m{\mathcal{H}}_m$ is an algebra of sets generating $\mathcal{H}=\sigma (X_1,X_2,\dots )$. The collection of $C\in \mathcal{H}$ satisfying this factorization is a Dynkin system: it contains $\Omega$, is closed under complements, and under countable disjoint unions. The pi-lambda theorem therefore extends the factorization to all $C\in \mathcal{H}$. Since $A\in \mathcal{H}$, taking $C=A$ gives $\mathbb{P}(A)=\mathbb{P}(A{)}^2$. Consequently,This is the Kolmogorov zero-one law, proved here directly.

For each fixed $m$, write $S_n=S_{m-1}+{\sum }_{j=m}^n{X}_j$ for $n\ge m$, with $S_0=0$. The random variable $S_{m-1}$ is finite, so $S_{m-1}/\sqrt{n}\to 0$. Adding a real sequence tending to zero changes neither the extended-real limit inferior nor the extended-real limit superior. HenceThe quantities on the right are measurable with respect to $\sigma (X_m,X_{m+1},\dots )$: write the limit inferior as ${\sup }_N{\inf }_{n\ge N}$ and the limit superior as ${\inf }_N{\sup }_{n\ge N}$, using countable operations on measurable functions. Therefore both threshold events belong to every such sigma-algebra, and hence are tail events, for every real threshold, including when either limit is infinite.

The final recurrence claim is false under the printed hypotheses. For $c>0$, let ${\epsilon }_j$ be independent signs with equal probabilities for $+1$ and $-1$, and set $X_j=c{4}^{-(j-1)}{\epsilon }_j$. These random variables are independent, have symmetric distributions, and obey $|X_j|\le c$. Nevertheless, the geometric series gives, on every sample path,Thus the proposed repeated-return event has probability zero, even though none of the increments is degenerate. The Kolmogorov zero-one law does not determine which of zero and one occurs.

An additional identical-distribution hypothesis makes the intended conclusion true. Here is a full proof of that qualified version, using the oscillation of a bounded centered iid random walk. Symmetry and integrability give $\mathbb{E}{X}_j=0$, so $S_n$ is a martingale for its natural filtration. If the common probability distribution is concentrated at zero, every $S_n$ is zero and the conclusion is immediate. Otherwise choose $\delta >0$ with $\mathbb{P}(|X_1|>\delta )>0$. The Borel-Cantelli lemmas then give $|X_n|>\delta$ infinitely often almost surely; thus $S_n$ cannot converge to a finite limit.

For $a>0$, let $T_a=\inf \{n:S_n\ge a\}$. Before $T_a$ the sum is below $a$, and at $T_a$ it is at most $a+c$. The stopped martingale $a+c-S_{n\wedge T_a}$ is therefore nonnegative. A stopped integrable martingale remains a martingale at these bounded times, and a nonnegative martingale converges finitely almost surely by the martingale convergence theorem. On $\{T_a=\infty \}$ this would force $S_n$ to converge finitely, which has just been ruled out. Hence $T_a<\infty$ almost surely. Apply the same argument to $-S_n$ and take a countable intersection over positive integer $a$. It follows thatThere are therefore arbitrarily late passages from above $c/2$ to below $-c/2$. A path with bounded increments of magnitude at most $c$ cannot make such a passage without visiting $[-c/2,c/2]$: jumping directly between its two open complementary half-lines would require an increment larger than $c$. There are infinitely many such visits. Thus with the added identical-distribution hypothesis, the intended answer is