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Borel-Cantelli first lemma

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Borel-Cantelli lemmas
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For arbitrary events An​, if ∑n​P(An​)<∞, then P(limsupn​An​)=0. The union bound gives P(limsupAn​)≤∑n≥m​P(An​)→0. No independence is required.

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  1. Borel-Cantelli lemmas
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  • Cramér model prime-gap upper bound
  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 124 / 2 / a / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 124 / 2 / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 124 / 2 / c / Solution
  • Upper law of the iterated logarithm

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