let Omega be non empty set ; for Sigma being SigmaField of Omega
for Prob being Probability of Sigma
for A being SetSequence of Sigma holds
( ( Partial_Sums (Prob * A) is convergent implies ( Prob . (lim_sup A) = 0 & Prob . (lim_inf (Complement A)) = 1 ) ) & ( A is_all_independent_wrt Prob & Partial_Sums (Prob * A) is divergent_to+infty implies ( Prob . (lim_inf (Complement A)) = 0 & Prob . (lim_sup A) = 1 ) ) )
let Sigma be SigmaField of Omega; for Prob being Probability of Sigma
for A being SetSequence of Sigma holds
( ( Partial_Sums (Prob * A) is convergent implies ( Prob . (lim_sup A) = 0 & Prob . (lim_inf (Complement A)) = 1 ) ) & ( A is_all_independent_wrt Prob & Partial_Sums (Prob * A) is divergent_to+infty implies ( Prob . (lim_inf (Complement A)) = 0 & Prob . (lim_sup A) = 1 ) ) )
let Prob be Probability of Sigma; for A being SetSequence of Sigma holds
( ( Partial_Sums (Prob * A) is convergent implies ( Prob . (lim_sup A) = 0 & Prob . (lim_inf (Complement A)) = 1 ) ) & ( A is_all_independent_wrt Prob & Partial_Sums (Prob * A) is divergent_to+infty implies ( Prob . (lim_inf (Complement A)) = 0 & Prob . (lim_sup A) = 1 ) ) )
let A be SetSequence of Sigma; ( ( Partial_Sums (Prob * A) is convergent implies ( Prob . (lim_sup A) = 0 & Prob . (lim_inf (Complement A)) = 1 ) ) & ( A is_all_independent_wrt Prob & Partial_Sums (Prob * A) is divergent_to+infty implies ( Prob . (lim_inf (Complement A)) = 0 & Prob . (lim_sup A) = 1 ) ) )
A1:
( Partial_Sums (Prob * A) is convergent implies Prob . (lim_inf (Complement A)) = 1 )
A5:
for A being SetSequence of Sigma st Partial_Sums (Prob * A) is convergent holds
Prob . (lim_sup A) = 0
for B being SetSequence of Sigma st B is_all_independent_wrt Prob & Partial_Sums (Prob * B) is divergent_to+infty holds
( Prob . (lim_inf (Complement B)) = 0 & Prob . (lim_sup B) = 1 )
proof
let B be
SetSequence of
Sigma;
( B is_all_independent_wrt Prob & Partial_Sums (Prob * B) is divergent_to+infty implies ( Prob . (lim_inf (Complement B)) = 0 & Prob . (lim_sup B) = 1 ) )
assume that A7:
B is_all_independent_wrt Prob
and A8:
Partial_Sums (Prob * B) is
divergent_to+infty
;
( Prob . (lim_inf (Complement B)) = 0 & Prob . (lim_sup B) = 1 )
A9:
Prob . (@lim_sup B) = Prob . (lim_sup B)
;
A10:
Prob . (@lim_inf (Complement B)) = Prob . (lim_inf (Complement B))
by Lemma;
for
B being
SetSequence of
Sigma st
B is_all_independent_wrt Prob &
Partial_Sums (Prob * B) is
divergent_to+infty holds
(
Prob . (@lim_inf (Complement B)) = 0 &
Prob . (@lim_sup B) = 1 )
proof
let B be
SetSequence of
Sigma;
( B is_all_independent_wrt Prob & Partial_Sums (Prob * B) is divergent_to+infty implies ( Prob . (@lim_inf (Complement B)) = 0 & Prob . (@lim_sup B) = 1 ) )
assume that A11:
B is_all_independent_wrt Prob
and A12:
Partial_Sums (Prob * B) is
divergent_to+infty
;
( Prob . (@lim_inf (Complement B)) = 0 & Prob . (@lim_sup B) = 1 )
reconsider CB =
Complement B as
SetSequence of
Sigma ;
A15:
Prob . (@lim_inf CB) = lim (Prob * (inferior_setsequence (Complement B)))
by PROB_2:10;
A16:
for
n being
Nat holds
(Prob * (inferior_setsequence (Complement B))) . n = 0
proof
let n be
Nat;
(Prob * (inferior_setsequence (Complement B))) . n = 0
dom (Prob * (inferior_setsequence (Complement B))) = NAT
by FUNCT_2:def 1;
then A18:
(Prob * (inferior_setsequence (Complement B))) . n = Prob . ((inferior_setsequence (Complement B)) . n)
by FUNCT_1:12, ORDINAL1:def 12;
(inferior_setsequence (Complement B)) . n = Intersection ((Complement B) ^\ n)
by Def9;
then A19:
(Prob * (inferior_setsequence (Complement B))) . n = Prob . (Intersection (Partial_Intersection ((Complement B) ^\ n)))
by A18, PROB_3:29;
Partial_Intersection ((Complement B) ^\ n) is
non-ascending
by PROB_3:27;
then A20:
(Prob * (inferior_setsequence (Complement B))) . n = lim (Prob * (Partial_Intersection ((Complement B) ^\ n)))
by A19, PROB_1:def 8;
A21:
for
k being
Nat holds
(Prob * (Partial_Intersection (Complement (B ^\ n)))) . k <= ((1 + (Partial_Sums (Prob * (B ^\ n)))) ") . k
A42:
Partial_Sums (Prob * (B ^\ n)) is
divergent_to+infty
A63:
for
A being
SetSequence of
Sigma st
Partial_Sums (Prob * A) is
divergent_to+infty holds
(
lim ((1 + (Partial_Sums (Prob * A))) ") = 0 &
(1 + (Partial_Sums (Prob * A))) " is
convergent )
Partial_Intersection (Complement (B ^\ n)) is
non-ascending
by PROB_3:27;
then A70:
(
Prob * (Partial_Intersection (Complement (B ^\ n))) is
convergent &
(1 + (Partial_Sums (Prob * (B ^\ n)))) " is
convergent )
by A42, A63, PROB_1:def 8;
A71:
lim ((1 + (Partial_Sums (Prob * (B ^\ n)))) ") = 0
by A42, A63;
A72:
for
k being
Nat holds
0 <= (Prob * (Partial_Intersection (Complement (B ^\ n)))) . k
A74:
lim (Prob * (Partial_Intersection (Complement (B ^\ n)))) <= 0
by A70, A21, A71, SEQ_2:18;
Complement (B ^\ n) = (Complement B) ^\ n
hence
(Prob * (inferior_setsequence (Complement B))) . n = 0
by A72, A70, A74, A20, SEQ_2:17;
verum
end;
set B2 =
seq_const 0;
ex
n being
Nat st
(seq_const 0) . n = 0
then A77:
lim (seq_const 0) = 0
by SEQ_4:25;
A78:
(
seq_const 0 is
convergent & ex
k being
Nat st
for
n being
Nat st
k <= n holds
(seq_const 0) . n = (Prob * (inferior_setsequence (Complement B))) . n )
(
Prob . (@lim_inf (Complement B)) = 0 &
(Prob . (@lim_inf (Complement B))) + (Prob . (@lim_sup B)) = 1 )
by A15, A78, A77, Th15, SEQ_4:19;
hence
(
Prob . (@lim_inf (Complement B)) = 0 &
Prob . (@lim_sup B) = 1 )
;
verum
end;
hence
(
Prob . (lim_inf (Complement B)) = 0 &
Prob . (lim_sup B) = 1 )
by A9, A10, A7, A8;
verum
end;
hence
( ( Partial_Sums (Prob * A) is convergent implies ( Prob . (lim_sup A) = 0 & Prob . (lim_inf (Complement A)) = 1 ) ) & ( A is_all_independent_wrt Prob & Partial_Sums (Prob * A) is divergent_to+infty implies ( Prob . (lim_inf (Complement A)) = 0 & Prob . (lim_sup A) = 1 ) ) )
by A5, A1; verum