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单词 BorelCantelliLemma
释义

Borel-Cantelli lemma


Let A1,A2, be random events in a probability spaceMathworldPlanetmath.

  1. 1.

    If n=1P(An)<, thenP(Ani.o.)=0;

  2. 2.

    If A1,A2, are independentPlanetmathPlanetmath, and n=1P(An)=,then P(Ani.o.)=1

where A=[Ani.o.] represents the event “An happens for infinitely many values of n.”Formally, A=lim supAn, which is a limit superior of sets.

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更新时间:2025/5/4 18:07:24