Zhang Defei, Duan Xingde. A Note on the Borel-Cantelli Lemma for Capacity[J]. Chinese Journal of Applied Probability and Statistics, 2014, 30(5): 469-475.
Citation:
Zhang Defei, Duan Xingde. A Note on the Borel-Cantelli Lemma for Capacity[J]. Chinese Journal of Applied Probability and Statistics, 2014, 30(5): 469-475.
Zhang Defei, Duan Xingde. A Note on the Borel-Cantelli Lemma for Capacity[J]. Chinese Journal of Applied Probability and Statistics, 2014, 30(5): 469-475.
Citation:
Zhang Defei, Duan Xingde. A Note on the Borel-Cantelli Lemma for Capacity[J]. Chinese Journal of Applied Probability and Statistics, 2014, 30(5): 469-475.
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.