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It is named after Émile Borel and Francesco Paolo Cantelli, who gave statement to the lemma in the first decades of the 20th century. [1] [2] A related result, sometimes called the second Borel–Cantelli lemma, is a partial converse of the first Borel–Cantelli lemma. The lemma states that, under certain conditions, an event will have ...
This is a direct implication from the Borel–Cantelli lemma. If S n is a sum of n real independent random variables: = + + then S n converges almost surely if and only if S n converges in probability. The proof can be found in Page 126 (Theorem 5.3.4) of the book by Kai Lai Chung. [13]
Burnside's lemma also known as the Cauchy–Frobenius lemma; Frattini's lemma (finite groups) Goursat's lemma; Mautner's lemma (representation theory) Ping-pong lemma (geometric group theory) Schreier's subgroup lemma; Schur's lemma (representation theory) Zassenhaus lemma
Proof: We will prove this statement using the portmanteau lemma, part A. First we want to show that (X n, c) converges in distribution to (X, c). By the portmanteau lemma this will be true if we can show that E[f(X n, c)] → E[f(X, c)] for any bounded continuous function f(x, y). So let f be such arbitrary bounded continuous function.
In mathematics, the limit of a sequence of sets,, … (subsets of a common set ) is a set whose elements are determined by the sequence in either of two equivalent ways: (1) by upper and lower bounds on the sequence that converge monotonically to the same set (analogous to convergence of real-valued sequences) and (2) by convergence of a sequence of indicator functions which are themselves ...
Borel–Cantelli lemma; C. Covering lemma; ... Vitali covering lemma; W. Whitney covering lemma This page was last edited on 1 January 2018, at 13:47 (UTC) ...
Borel's law of large numbers, named after Émile Borel, states that if an experiment is repeated a large number of times, independently under identical conditions, then the proportion of times that any specified event is expected to occur approximately equals the probability of the event's occurrence on any particular trial; the larger the ...
Proofs of Borel's lemma can be found in many text books on analysis, including Golubitsky & Guillemin (1974) and Hörmander (1990), from which the proof below is taken. Note that it suffices to prove the result for a small interval I = (− ε , ε ), since if ψ ( t ) is a smooth bump function with compact support in (− ε , ε ) equal ...