Kolmogorov zero–one law

E320434

The Kolmogorov zero–one law is a fundamental result in probability theory stating that certain events determined by the tail behavior of independent random variables must have probability either zero or one.

All labels observed (2)

Label Occurrences
Kolmogorov zero–one law canonical 1
zero–one law 1

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Statements (45)

Predicate Object
instanceOf probability theorem
result in probability theory
appliesTo independent random variables
sequences of independent random variables
assumes mutual independence of the random variables
characterizes triviality of the tail sigma-algebra for independent sequences
concerns events invariant under finite modifications of coordinates
tail events
conclusionType zero–one valued probabilities
contrastsWith events depending on finitely many coordinates
ensures no nontrivial tail events with intermediate probability
field measure theory
probability theory
formalSetting probability space
product probability space
hasConsequence tail sigma-algebra is almost surely trivial
historicalPeriod 20th-century mathematics
holdsFor countable sequences of independent random variables
implies tail events are almost sure or almost impossible
involves events measurable with respect to the tail sigma-algebra
isPartOf classical probability theory
isTaughtIn advanced measure-theoretic probability textbooks
graduate probability courses
mathematicalDomain infinite product measures
probability on product spaces
namedAfter Andrei Kolmogorov
surface form: Andrey Kolmogorov
relatedTo Borel–Cantelli lemmas
Hewitt–Savage zero–one law
ergodic theorems
law of large numbers
requires countable additivity of the probability measure
statesThat every tail event of a sequence of independent random variables has probability 0 or 1
typeOfResult Kolmogorov zero–one law self-linksurface differs
surface form: zero–one law
typicalProofUses independence and invariance arguments
properties of conditional expectation
usedIn analysis of convergence of random variables
analysis of random series
ergodic theory
probabilistic number theory
theory of stochastic processes
usesConcept almost sure events
independence of sigma-algebras
probability measure
sigma-algebra
tail sigma-algebra

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Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Andrei Kolmogorov notableWork Kolmogorov zero–one law
Kolmogorov zero–one law typeOfResult Kolmogorov zero–one law self-linksurface differs
this entity surface form: zero–one law