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 2
zero–one law 1

How this entity was disambiguated

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 Andrey Kolmogorov ⓘ
linked to: Andrei 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 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 ⓘ

How these facts were elicited

Referenced by (3)

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 → zero–one law ⓘ
linked to: Kolmogorov zero–one law
Borel–Cantelli lemmas → relatedTo → Kolmogorov zero–one law ⓘ