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Borel-Cantelli for the shrinking intervals under a dyadic atomic measure
Example
On the Borel subsets of , define
Then , so and the first Borel-Cantelli lemma gives . In fact .
Facts & Assumptions
Given: The dyadic atomic set function and intervals displayed above.
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).
The geometric series with ratio sums to , and the sequence tends to (For , , and for the series diverges, For the sequence is null, and for the sequence diverges to ).
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).
The set limsup is the intersection of the tail unions (Limit superior and limit inferior of a sequence of sets), and (Intervals of : the nine order-convex forms, nondegeneracy, and length).
Verification
By [L1], is a measure. For fixed , the atom lies in exactly when , so .
The intervals decrease. No belongs to any of them, and for , convergence supplies with , so ; hence their intersection, and therefore their limsup, is empty.
The tail geometric sum in step 1.1 is , and therefore . At , this gives .
Borel-Cantelli applied using step 2.1 gives , while step 1.2 independently identifies that limsup as .
Depends on
- The first Borel-Cantelli lemma for measures
- Nonnegative scalar multiples and countable weighted sums of measures are measures
- A Dirac set function is a probability measure
- For $|r| < 1$, $\sum_{k \ge 0} r^k = 1/(1-r)$, and for $|r| \ge 1$ the series diverges
- For $|r| < 1$ the sequence $r^k$ is null, and for $|r| > 1$ the sequence $|r|^k$ diverges to $+\infty$
- Limit superior and limit inferior of a sequence of sets
- Intervals of $\mathbb{R}$: the nine order-convex forms, nondegeneracy, and length
Used by
Nothing in the library uses this result yet.
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