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.

A Note on the Borel-Cantelli Lemma for Capacity

  • 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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