Theorem

corollaries of Kolmogorov zero-one law


Let {Xn}\{X_n\} be independent random variables. Then the following are true.

  1. The event [nXn converges][\sum_{n}X_n \text{ converges}] has probability 0 or 1.
  2. The random variables lim supnXn\limsup_{n \to \infty}X_n and lim infnXn\liminf_{n \to \infty}X_n are constant with probability 1.
  3. The event {ω:Sn(ω)/n0}\{\omega: S_{n}(\omega)/n \to 0\} has probability 0 or 1. (We define Sn=ΔX1++XnS_n \overset{\Delta}{=} X_1 + \cdots + X_n.)