English

On the First and the Second Borel-Cantelli Lemmas

Probability 2024-01-08 v1

Abstract

Let {An}n=1\{A_n\}_{n=1}^\infty be a sequence of events and let S:=n=11An\displaystyle S:=\sum_{n=1}^\infty 1_{A_n}. We present in this note equivalent characterizations for the statements P(S<)=1\mathbb{P} (S<\infty)=1 and P(S=)=1\mathbb{P} (S=\infty)=1 respectively. These characterizations are of Borel-Cantelli lemma type and of Kochen-Stone lemma type respectively, which could be regarded as the most general version of the first and the second Borel-Cantelli Lemmas.

Cite

@article{arxiv.2401.02725,
  title  = {On the First and the Second Borel-Cantelli Lemmas},
  author = {Jian-Sheng Xie and Qihang Wang},
  journal= {arXiv preprint arXiv:2401.02725},
  year   = {2024}
}
R2 v1 2026-06-28T14:09:25.350Z