TY - JOUR
T1 - Weak independence of events and the converse of the Borel–Cantelli Lemma
AU - Biró, Csaba
AU - Curbelo, Israel R.
N1 - Publisher Copyright:
© 2021 Elsevier GmbH
PY - 2022/6
Y1 - 2022/6
N2 - The converse of the Borel–Cantelli Lemma states that if {Ai}i=1∞ is a sequence of independent events such that ∑P(Ai)=∞, then almost surely infinitely many of these events will occur. Erdős and Rényi proved that it is sufficient to weaken the condition of independence to pairwise independence. Later, several other weakenings of the condition appeared in the literature. The aim of this paper is to provide a collection of conditions, all of which imply that almost surely infinitely many of the events occur, and determine the complete implicational relationship between them. Many of these results are known, or follow from known results, however, they are not widely known among non-specialists. Yet, the results can be extremely useful for areas outside of probability theory, as evidenced by the original motivation of this paper emerging from infinite combinatorics. Our proofs are aimed to be accessible to a general mathematical audience.
AB - The converse of the Borel–Cantelli Lemma states that if {Ai}i=1∞ is a sequence of independent events such that ∑P(Ai)=∞, then almost surely infinitely many of these events will occur. Erdős and Rényi proved that it is sufficient to weaken the condition of independence to pairwise independence. Later, several other weakenings of the condition appeared in the literature. The aim of this paper is to provide a collection of conditions, all of which imply that almost surely infinitely many of the events occur, and determine the complete implicational relationship between them. Many of these results are known, or follow from known results, however, they are not widely known among non-specialists. Yet, the results can be extremely useful for areas outside of probability theory, as evidenced by the original motivation of this paper emerging from infinite combinatorics. Our proofs are aimed to be accessible to a general mathematical audience.
KW - Borel–Cantelli Lemma
KW - Independent events
UR - http://www.scopus.com/inward/record.url?scp=85117709044&partnerID=8YFLogxK
U2 - 10.1016/j.exmath.2021.09.002
DO - 10.1016/j.exmath.2021.09.002
M3 - Article
AN - SCOPUS:85117709044
SN - 0723-0869
VL - 40
SP - 328
EP - 340
JO - Expositiones Mathematicae
JF - Expositiones Mathematicae
IS - 2
ER -