Tail event

A tail event is an event $A\in \mathcal{T}$, where $\mathcal{T}$ is the tail sigma-algebra of the chosen sequence of random variables. It concerns information available arbitrarily far along the sequence. In the measurable coordinate models described in finite-prefix invariance of tail events, any finite edit preserves whether it occurs.

This is stronger than merely needing a long waiting time. On $\{0,1{\}}^{\mathbb{N}}$, with $1$ denoting heads, let $K=\inf \{j\ge 1:X_j=1\}$, taking $K=\infty$ if there is no head. The eventis not a tail event: changing only $X_1$ from zero to one changes membership. Under fair independent Bernoulli trials its probability is $1/8$. Even the event $\{K<\infty \}$, of probability one in this model, is not a tail event as a literal set: the all-zero sequence and the sequence with just one initial head differ in one coordinate. A probability of zero or one does not characterize tail events.

On $\{0,1{\}}^{\mathbb{N}}$, the event of infinitely many heads isIt says that after every index there is another head. For each $n$, the same intersection can start at $m=n$, so $A\in \sigma (X_n,X_{n+1},\dots )$; therefore $A$ is a tail event. This verifies measurability directly using countable unions and intersections.

Assume now that the coordinates are fair independent Bernoulli trials. For fixed $m$, let $B_{m,r}$ be the event of at least one head among $X_m,\dots ,X_{m+r-1}$. Its complement requires $r$ tails, soThe last equality follows from continuity of probability. Now $A={\bigcap }_{m\ge 1}{B}_m$, a countable intersection of almost sure events, and hence $\mathbb{P}(A)=1$. This determines which of the two possibilities in Kolmogorov's zero–one law occurs. Equivalently, the Borel-Cantelli second lemma applies to the independent events $\{X_j=1\}$.

Nevertheless, no finite prefix certifies membership in $A$: every finite record can be extended by all tails or by alternating heads and tails. Under the fair independent model, conditioning on any exact finite prefix leaves $\mathbb{P}(A)=1$, since $A$ is independent of the initial sigma-algebra. The excluded all-tails continuation has probability zero, but remains a possible member of the sample space. Logical determination by a finite record and a conclusion holding almost surely are different statements.