The Divergence Borel-Cantelli Lemma revisited

Abstract

Let $(\Omega ,\mathcal{A},\mu )$ be a probability space. The classical Borel-Cantelli Lemma states that for any sequence of $\mu$-measurable sets $E_i$ ($i=1,2,3,\dots$), if the sum of their measures converges then the corresponding $\mathrm{limsup}$ set $E_{\infty }$ is of measure zero. In general the converse statement is false. However, it is well known that the divergence counterpart is true under various additional 'independence' hypotheses. In this paper we revisit these hypotheses and establish both sufficient and necessary conditions for $E_{\infty }$ to have either positive or full measure.

26 pages