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According to this page in "Encyclopedia in Mathematics", the Borel's large number theorem can be stated as below.

"Consider independent random variables $X_1,\dots,X_n,\dots$ which are identically distributed and assume one of two values 0 and 1 with probability of 1/2 each; the expression $S_n=\sum_{k=1}^n{X_k}$ will then give the number of successful trials in a Bernoulli scheme in which the probability of success is 1/2. Borel [B] showed that

$ \frac{S_n}{n} \to \frac{1}{2} $

with probability one as $n \to \infty$. "

Question 1:

Does the last sentence in the above statement mean (precisely) the sequence $\frac{S_n}{n}$ converges "almost surely" to $\frac{1}{2}$ (with probability 1) as the following?

$P( \lim\limits_{n \to \infty}{ \frac{S_n}{n} } = \frac{1}{2} ) = 1 $

namely,

$ P(\forall \epsilon \gt 0, \exists \; n_0 \in \mathbb{N} \; s.t. \; | \frac{S_n}{n} - \frac{1}{2} | \lt \epsilon, \forall n \ge n_0 ) = 1 $

where $P$ denotes the probability.

Question 2:

On the other hand, the definition of "almost sure convergence" doesn't make sense. Because for some event $E$, the notation "$P(E) = 1$" means the event $E$ is certain. So we should be able to drop "$P() = 1$", therefore

$P(E) = 1 \Leftrightarrow E$

which is confusing to me. I can see that, if we had the notation "$\lim\limits_{n \to \infty}{P(E(n)) = 1}$", then we wouldn't be able to drop the "$P() = 1$" inside the limit, since this would be the definition to an asymptotic probability.

I appreciate any help to get me understand these basic concepts.

EDIT NOTE: I have edited and split the text into 2 questions.

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RE-EDIT: adding question 3.

Question 3:

If my understanding in question 1 is accurate (see above), why is the following result by Khinchin the stronger one? From the same page in "Encyclopedia in Mathematics",

$\dots$ after which (1922) the stronger result:

$ P( \limsup\limits_{n \to \infty} { \frac{ |\frac{S_n}{n} - \frac{1}{2}| } { \sqrt{nloglogn} } = \frac{1}{\sqrt{2}} } ) = 1 $

was proved by A.Ya. Khinchin.

My reasoning is, since both theorems state the limit with probability 1 (almost sure convergence), I could drop the notation "$P()$" and only compare the statement inside the "P()". The Borel's theorem states that, $\forall \epsilon \gt 0$ that is the bound of $| \frac{S_n}{n} - \frac{1}{2} |$, as long as $n \ge n_0$ and $n_0$ exists. But the divergent function $f(n) \equiv nloglogn$, in Khinchin's theorem, can be much bigger than the given $\epsilon$ when $n \ge n_0$. So the limit from the above with the divergent function $f(n) \equiv nloglogn$ doesn't seem to be the stronger one at all.

Phil
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    $P(E)=1$ does not imply $E$ always happens (similarly, $P(E)=0$ does not imply $E$ never happens). See here and here for past discussions. – angryavian Jul 28 '23 at 04:50
  • @angryavian Thanks so much! That makes sense. I have edited and split the text into 2 questions. Your comment answered question 2. Is the question 1 too obvious and I just didn'r realize it? If so, please do help me understand it. – Phil Jul 28 '23 at 16:05
  • For question 1, I think your understanding is correct. – angryavian Jul 28 '23 at 16:08
  • @angryavian I re-edited text to bring up the question 3. My apologies for keep editting the question but I promise this is the last question added. The question 3 was my original motivation to post the question 1, about which I thought I had mis-conceptions. – Phil Jul 28 '23 at 18:11
  • It might be better to write your third question as a new self-contained question. – angryavian Jul 30 '23 at 21:47

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