ThmDex – An index of mathematical definitions, results, and conjectures.
Result R2732 on D3889: Tail sigma-algebra
Kolmogorov zero-one law
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $\mathcal{G}_0, \mathcal{G}_1, \mathcal{G}_2, \ldots \subseteq \mathcal{F}$ are each a D470: Subsigma-algebra of $\mathcal{F}$ on $\Omega$
(i) $\mathcal{G}_0, \mathcal{G}_1, \mathcal{G}_2, \ldots$ is an D471: Independent collection of sigma-algebras on $P$
(iii) $\mathcal{G}_{\infty}$ is the D3889: Tail sigma-algebra on $\Omega$ with respect to $\mathcal{G}_0, \mathcal{G}_1, \mathcal{G}_2, \ldots$
(iv) $E \in \mathcal{G}_{\infty}$ is an D1716: Event in $(\Omega, \mathcal{F}_{\infty}, \mathbb{P})$
Then \begin{equation} \mathbb{P}(E) \in \{ 0, 1 \} \end{equation}