Borel-Cantelli Lemma

This article is about the Borel-Cantelli Lemma in probability theory. Necessary definitions and theorems are given in [10] and [7].Ludwig Maximilians University of Munich, GermanyGrzegorz Bancerek. The fundamental properties of natural numbers. Formalized Mathematics, 1(1):41-46, 1990.Grzegorz Bancerek. The ordinal numbers. Formalized Mathematics, 1(1):91-96, 1990.Czesław Byliński. Functions and their basic properties. Formalized Mathematics, 1(1):55-65, 1990.Czesław Byliński. Functions from a set to a set. Formalized Mathematics, 1(1):153-164, 1990.Czesław Byliński. Partial functions. Formalized Mathematics, 1(2):357-367, 1990.Fuguo Ge and Xiquan Liang. On the partial product of series and related basic inequalities. Formalized Mathematics, 13(3):413-416, 2005.Hans-Otto Georgii. Stochastik, Einführung in die Wahrscheinlichkeitstheorie und Statistik. deGruyter, Berlin, 2 edition, 2004.Adam Grabowski. On the Kuratowski limit operators. Formalized Mathematics, 11(4):399-409, 2003.Krzysztof Hryniewiecki. Basic properties of real numbers. Formalized Mathematics, 1(1):35-40, 1990.Achim Klenke. Wahrscheinlichkeitstheorie. Springer-Verlag, Berlin, Heidelberg, 2006.Jarosław Kotowicz. Convergent sequences and the limit of sequences. Formalized Mathematics, 1(2):273-275, 1990.Jarosław Kotowicz. Real sequences and basic operations on them. Formalized Mathematics, 1(2):269-272, 1990.Jarosław Kotowicz. The limit of a real function at infinity. Formalized Mathematics, 2(1):17-28, 1991.Andrzej Nędzusiak. Probability. Formalized Mathematics, 1(4):745-749, 1990.Andrzej Nędzusiak. σ-fields and probability. Formalized Mathematics, 1(2):401-407, 1990.Konrad Raczkowski and Andrzej Nędzusiak. Series. Formalized Mathematics, 2(4):449-452, 1991.Piotr Rudnicki and Andrzej Trybulec. Abian's fixed point theorem. Formalized Mathematics, 6(3):335-338, 1997.Zinaida Trybulec. Properties of subsets. Formalized Mathematics, 1(1):67-71, 1990.Yuguang Yang and Yasunari Shidama. Trigonometric functions and existence of circle ratio. Formalized Mathematics, 7(2):255-263, 1998.Bo Zhang, Hiroshi Yamazaki, and Yatsuka Nakamura. Limit of sequence of subsets. Formalized Mathematics, 13(2):347-352, 2005.Bo Zhang, Hiroshi Yamazaki, and Yatsuka Nakamura. Set sequences and monotone class. Formalized Mathematics, 13(4):435-441, 2005

Probability Measure on Discrete Spaces and Algebra of Real-Valued Random Variables

In this article we continue formalizing probability and randomness started in [13], where we formalized some theorems concerning the probability and real-valued random variables. In this paper we formalize the variance of a random variable and prove Chebyshev's inequality. Next we formalize the product probability measure on the Cartesian product of discrete spaces. In the final part of this article we define the algebra of real-valued random variables.Okazaki Hiroyuki - Shinshu University, Nagano, JapanShidama Yasunari - Shinshu University, Nagano, JapanGrzegorz Bancerek and Krzysztof Hryniewiecki. Segments of natural numbers and finite sequences. Formalized Mathematics, 1(1):107-114, 1990.Józef Białas. Series of positive real numbers. Measure theory. Formalized Mathematics, 2(1):173-183, 1991.Czesław Byliński. Binary operations. Formalized Mathematics, 1(1):175-180, 1990.Czesław Byliński. Functions and their basic properties. Formalized Mathematics, 1(1):55-65, 1990.Czesław Byliński. Functions from a set to a set. Formalized Mathematics, 1(1):153-164, 1990.Czesław Byliński. Partial functions. Formalized Mathematics, 1(2):357-367, 1990.Czesław Byliński. Some basic properties of sets. Formalized Mathematics, 1(1):47-53, 1990.Czesław Byliński. The sum and product of finite sequences of real numbers. Formalized Mathematics, 1(4):661-668, 1990.Agata Darmochwał. Finite sets. Formalized Mathematics, 1(1):165-167, 1990.Jarosław Kotowicz. Real sequences and basic operations on them. Formalized Mathematics, 1(2):269-272, 1990.Keiko Narita, Noboru Endou, and Yasunari Shidama. Integral of complex-valued measurable function. Formalized Mathematics, 16(4):319-324, 2008, doi:10.2478/v10037-008-0039-6.Andrzej Nędzusiak. s-fields and probability. Formalized Mathematics, 1(2):401-407, 1990.Hiroyuki Okazaki and Yasunari Shidama. Probability on finite set and real-valued random variables. Formalized Mathematics, 17(2):129-136, 2009, doi: 10.2478/v10037-009-0014-x.Henryk Oryszczyszyn and Krzysztof Prażmowski. Real functions spaces. Formalized Mathematics, 1(3):555-561, 1990.Yasunari Shidama and Noboru Endou. Integral of real-valued measurable function. Formalized Mathematics, 14(4):143-152, 2006, doi:10.2478/v10037-006-0018-8.Yasunari Shidama, Hikofumi Suzuki, and Noboru Endou. Banach algebra of bounded functionals. Formalized Mathematics, 16(2):115-122, 2008, doi:10.2478/v10037-008-0017-z.Andrzej Trybulec. Binary operations applied to functions. Formalized Mathematics, 1(2):329-334, 1990.Zinaida Trybulec. Properties of subsets. Formalized Mathematics, 1(1):67-71, 1990.Edmund Woronowicz. Relations and their basic properties. Formalized Mathematics, 1(1):73-83, 1990.Edmund Woronowicz. Relations defined on sets. Formalized Mathematics, 1(1):181-186, 1990.Hiroshi Yamazaki, Yasunari Shidama, and Yatsuka Nakamura. Bessel's inequality. Formalized Mathematics, 11(2):169-173, 2003.Bo Zhang, Hiroshi Yamazaki, and Yatsuka Nakamura. The relevance of measure and probability, and definition of completeness of probability. Formalized Mathematics, 14(4):225-229, 2006, doi:10.2478/v10037-006-0026-8

On Lp Space Formed by Real-Valued Partial Functions

This article is the continuation of [31]. We define the set of Lp integrable functions - the set of all partial functions whose absolute value raised to the p-th power is integrable. We show that Lp integrable functions form the Lp space. We also prove Minkowski's inequality, Hölder's inequality and that Lp space is Banach space ([15], [27]).Watase Yasushige - Graduate School of Science and Technology, Shinshu University, Nagano, JapanEndou Noboru - Gifu National College of Technology, JapanShidama Yasunari - Shinshu University, Nagano, JapanJonathan Backer, Piotr Rudnicki, and Christoph Schwarzweller. Ring ideals. Formalized Mathematics, 9(3):565-582, 2001.Grzegorz Bancerek. The fundamental properties of natural numbers. Formalized Mathematics, 1(1):41-46, 1990.Grzegorz Bancerek. The ordinal numbers. Formalized Mathematics, 1(1):91-96, 1990.Grzegorz Bancerek and Andrzej Trybulec. Miscellaneous facts about functions. Formalized Mathematics, 5(4):485-492, 1996.Józef Białas. Series of positive real numbers. Measure theory. Formalized Mathematics, 2(1):173-183, 1991.Józef Białas. The s-additive measure theory. Formalized Mathematics, 2(2):263-270, 1991.Czesław Byliński. Binary operations. Formalized Mathematics, 1(1):175-180, 1990.Czesław Byliński. The complex numbers. Formalized Mathematics, 1(3):507-513, 1990.Czesław Byliński. Functions and their basic properties. Formalized Mathematics, 1(1):55-65, 1990.Czesław Byliński. Functions from a set to a set. Formalized Mathematics, 1(1):153-164, 1990.Czesław Byliński. Partial functions. Formalized Mathematics, 1(2):357-367, 1990.Czesław Byliński. Some basic properties of sets. Formalized Mathematics, 1(1):47-53, 1990.Noboru Endou and Yasunari Shidama. Integral of measurable function. Formalized Mathematics, 14(2):53-70, 2006, doi:10.2478/v10037-006-0008-x.Noboru Endou, Yasunari Shidama, and Keiko Narita. Egoroff's theorem. Formalized Mathematics, 16(1):57-63, 2008, doi:10.2478/v10037-008-0009-z.P. R. Halmos. Measure Theory. Springer-Verlag, 1987.Krzysztof Hryniewiecki. Basic properties of real numbers. Formalized Mathematics, 1(1):35-40, 1990.Jarosław Kotowicz. Convergent sequences and the limit of sequences. Formalized Mathematics, 1(2):273-275, 1990.Jarosław Kotowicz. Real sequences and basic operations on them. Formalized Mathematics, 1(2):269-272, 1990.Keiko Narita, Noboru Endou, and Yasunari Shidama. Integral of complex-valued measurable function. Formalized Mathematics, 16(4):319-324, 2008, doi:10.2478/v10037-008-0039-6.Keiko Narita, Noboru Endou, and Yasunari Shidama. Lebesgue's convergence theorem of complex-valued function. Formalized Mathematics, 17(2):137-145, 2009, doi: 10.2478/v10037-009-0015-9.Andrzej Nędzusiak. s-fields and probability. Formalized Mathematics, 1(2):401-407, 1990.Beata Padlewska and Agata Darmochwał. Topological spaces and continuous functions. Formalized Mathematics, 1(1):223-230, 1990.Beata Perkowska. Functional sequence from a domain to a domain. Formalized Mathematics, 3(1):17-21, 1992.Jan Popiołek. Real normed space. Formalized Mathematics, 2(1):111-115, 1991.Konrad Raczkowski and Andrzej Nędzusiak. Real exponents and logarithms. Formalized Mathematics, 2(2):213-216, 1991.Konrad Raczkowski and Andrzej Nędzusiak. Series. Formalized Mathematics, 2(4):449-452, 1991.Walter Rudin. Real and Complex Analysis. Mc Graw-Hill, Inc., 1974.Yasunari Shidama and Noboru Endou. Integral of real-valued measurable function. Formalized Mathematics, 14(4):143-152, 2006, doi:10.2478/v10037-006-0018-8.Wojciech A. Trybulec. Vectors in real linear space. Formalized Mathematics, 1(2):291-296, 1990.Zinaida Trybulec. Properties of subsets. Formalized Mathematics, 1(1):67-71, 1990.Yasushige Watase, Noboru Endou, and Yasunari Shidama. On L1 space formed by real-valued partial functions. Formalized Mathematics, 16(4):361-369, 2008, doi:10.2478/v10037-008-0044-9.Edmund Woronowicz. Relations defined on sets. Formalized Mathematics, 1(1):181-186, 1990

The Measurability of Complex-Valued Functional Sequences

Narita Keiko - Hirosaki-city, Aomori, JapanEndou Noboru - Gifu National College of Technology, JapanShidama Yasunari - Shinshu University, Nagano, JapanGrzegorz Bancerek. The fundamental properties of natural numbers. Formalized Mathematics, 1(1):41-46, 1990.Grzegorz Bancerek. The ordinal numbers. Formalized Mathematics, 1(1):91-96, 1990.Grzegorz Bancerek and Krzysztof Hryniewiecki. Segments of natural numbers and finite sequences. Formalized Mathematics, 1(1):107-114, 1990.Józef Białas. Infimum and supremum of the set of real numbers. Measure theory. Formalized Mathematics, 2(1):163-171, 1991.Józef Białas. Series of positive real numbers. Measure theory. Formalized Mathematics, 2(1):173-183, 1991.Józef Białas. The σ-additive measure theory. Formalized Mathematics, 2(2):263-270, 1991.Józef Białas. Some properties of the intervals. Formalized Mathematics, 5(1):21-26, 1996.Czesław Byliński. The complex numbers. Formalized Mathematics, 1(3):507-513, 1990.Czesław Byliński. Functions and their basic properties. Formalized Mathematics, 1(1):55-65, 1990.Czesław Byliński. Functions from a set to a set. Formalized Mathematics, 1(1):153-164, 1990.Czesław Byliński. Partial functions. Formalized Mathematics, 1(2):357-367, 1990.Czesław Byliński. Some basic properties of sets. Formalized Mathematics, 1(1):47-53, 1990.Wenpai Chang, Hiroshi Yamazaki, and Yatsuka Nakamura. The inner product and conjugate of finite sequences of complex numbers. Formalized Mathematics, 13(3):367-373, 2005.Noboru Endou and Yasunari Shidama. Integral of measurable function. Formalized Mathematics, 14(2):53-70, 2006, doi:10.2478/v10037-006-0008-x.Noboru Endou, Yasunari Shidama, and Keiko Narita. Egoroff's theorem. Formalized Mathematics, 16(1):57-63, 2008, doi:10.2478/v10037-008-0009-z.Noboru Endou, Katsumi Wasaki, and Yasunari Shidama. Definitions and basic properties of measurable functions. Formalized Mathematics, 9(3):495-500, 2001.Jarosław Kotowicz. Convergent sequences and the limit of sequences. Formalized Mathematics, 1(2):273-275, 1990.Jarosław Kotowicz and Yuji Sakai. Properties of partial functions from a domain to the set of real numbers. Formalized Mathematics, 3(2):279-288, 1992.Keiko Narita, Noboru Endou, and Yasunari Shidama. Integral of complex-valued measurable function. Formalized Mathematics, 16(4):319-324, 2008, doi:10.2478/v10037-008-0039-6.Adam Naumowicz. Conjugate sequences, bounded complex sequences and convergent complex sequences. Formalized Mathematics, 6(2):265-268, 1997.Andrzej Nędzusiak. σ-fields and probability. Formalized Mathematics, 1(2):401-407, 1990.Beata Padlewska. Families of sets. Formalized Mathematics, 1(1):147-152, 1990.Beata Perkowska. Functional sequence from a domain to a domain. Formalized Mathematics, 3(1):17-21, 1992.Yasunari Shidama and Noboru Endou. Integral of real-valued measurable function. Formalized Mathematics, 14(4):143-152, 2006, doi:10.2478/v10037-006-0018-8.Yasunari Shidama and Artur Korniłowicz. Convergence and the limit of complex sequences. Series. Formalized Mathematics, 6(3):403-410, 1997.Zinaida Trybulec. Properties of subsets. Formalized Mathematics, 1(1):67-71, 1990.Edmund Woronowicz. Relations and their basic properties. Formalized Mathematics, 1(1):73-83, 1990.Hiroshi Yamazaki, Noboru Endou, Yasunari Shidama, and Hiroyuki Okazaki. Inferior limit, superior limit and convergence of sequences of extended real numbers. Formalized Mathematics, 15(4):231-236, 2007, doi:10.2478/v10037-007-0026-3