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CorollaryStatement: Literature-sourcedProof: AI-generatedprecheck passaudited 2026-09-05
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Second Borel-Cantelli lemma under pairwise independence

Statement

Let (An)nN be pairwise independent events with n=0P(An)=+. Then P(An i.o.)=1.

Facts & Assumptions

Given: Pairwise independent events (An)nN with n=0P(An)=+.

[L1]

The frequency law gives k=0n1Akk=0nP(Ak)1 almost surely. (Pairwise-independent Borel-Cantelli frequency law)

[L2]

The event {An i.o.} is the event that infinitely many of the An occur. (Limsup and the infinitely often event)

Proof

technique · direct
1.1

Let Sn:=k=0n1Ak and an:=k=0nP(Ak). The divergence hypothesis makes an+, and [L1] gives Sn/an1 almost surely. Therefore on a full-probability event there is N such that Snan/2 for every nN, hence Sn+.

givenL1
2.1

The partial counts Sn(ω) diverge to + exactly when the event An occurs for infinitely many indices n. By [L2], this is precisely the event An i.o.. Since step 1.1 shows it has probability 1, the second Borel-Cantelli conclusion follows.

step 1.1L2

Depends on

Used by

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Dependency tree · two levels

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Sources