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Borel-Cantelli for the shrinking intervals (0,2k) under a dyadic atomic measure

Example

On the Borel subsets of R, define

μ:=j=02(j+1)δ2j,Ek:=(0,2k).

Then μ(Ek)=2(k+1), so kμ(Ek)=1 and the first Borel-Cantelli lemma gives μ(lim supkEk)=0. In fact lim supkEk=.

Facts & Assumptions

Given: The dyadic atomic set function μ and intervals Ek displayed above.

[L1]

Dirac set functions are probability measures (A Dirac set function is a probability measure), and nonnegative countable weighted sums of measures are measures (Nonnegative scalar multiples and countable weighted sums of measures are measures).

[L3]

If the sum of the measures is finite, the first Borel-Cantelli lemma makes the set limsup null (The first Borel-Cantelli lemma for measures).

[L4]

The set limsup is the intersection of the tail unions (Limit superior and limit inferior of a sequence of sets), and (0,b)={x:0<x<b} (Intervals of R: the nine order-convex forms, nondegeneracy, and length).

Verification

technique · direct
1.1

By [L1], μ is a measure. For fixed k, the atom 2j lies in (0,2k) exactly when j>k, so μ(Ek)=j>k2(j+1).

givenL1L4
1.2

The intervals decrease. No x0 belongs to any of them, and for x>0, convergence 2k0 supplies k with 2kx, so xEk; hence their intersection, and therefore their limsup, is empty.

givenL2L4
2.1

The tail geometric sum in step 1.1 is 2(k+1), and therefore k=0μ(Ek)=k=02(k+1)=1. At k=0, this gives μ((0,1))=1/2.

step 1.1L2algebra
3.1

Borel-Cantelli applied using step 2.1 gives μ(lim supkEk)=0, while step 1.2 independently identifies that limsup as .

step 2.1step 1.2L3

Depends on

Used by

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Dependency tree · two levels

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