CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2014, 30(5) 469-475 DOI:      ISSN: 1001-4268 CN: 31-1256

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A Note on the Borel-Cantelli Lemma for Capacity

Zhang Defei, Duan Xingde

Department of Mathematics, Honghe University; School of Mathematics and Statistics, Chuxiong Normal School

Abstract��

In this note, we prove the Borel-Cantelli lemma for capacity
without pairwise independent assumption. The best lower bound about union for capacity
is obtained. Classical Borel-Cantelli lemma is extended to the case of capacity.

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