Infinitely often and almost always: Difference between revisions

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Let <math>A_1, A_2, A_3, \ldots</math> be a sequence of events in some sample space <math>\Omega</math>.
Let <math>A_1, A_2, A_3, \ldots</math> be a sequence of events in some sample space <math>\Omega</math>. Let <math>\omega \in \Omega</math> be an outcome.


In the following table, all statements in the "infinitely often" column are logically equivalent. Similarly, all statements in the "almost always" column are logically equivalent.
In the following table, all statements in the "infinitely often" column are logically equivalent. Similarly, all statements in the "almost always" column are logically equivalent.
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| unions and intersections || <math>\omega \in \bigcap_{N=1}^\infty \bigcup_{n=N}^\infty A_n</math> || <math>\omega \in \bigcup_{N=1}^\infty \bigcap_{n=N}^\infty A_n</math>
| unions and intersections || <math>\omega \in \bigcap_{N=1}^\infty \bigcup_{n=N}^\infty A_n</math> || <math>\omega \in \bigcup_{N=1}^\infty \bigcap_{n=N}^\infty A_n</math>
|-
|-
| first-order quantifiers || <math>\forall N\geq 1\ \exists n \geq N\colon \omega \in A_n</math> || <math>\exists N \leq 1\ \forall n \geq N\colon \omega \in A_n</math>
| first-order quantifiers || <math>\forall N\geq 1\ \exists n \geq N\colon \omega \in A_n</math> || <math>\exists N \geq 1\ \forall n \geq N\colon \omega \in A_n</math>
|-
|-
| verbal expression || <math>\omega \in A_n</math> for infinitely many <math>n\geq 1</math> || <math>\omega \in A_n</math> for almost all <math>n\geq 1</math>, i.e. <math>\omega \in A_n</math> for all but finitely many <math>n \geq 1</math>, i.e. <math>\omega \notin A_n</math> for finitely many <math>n \geq 1</math>
| verbal expression || <math>\omega \in A_n</math> for infinitely many <math>n\geq 1</math> || <math>\omega \in A_n</math> for almost all <math>n\geq 1</math>, i.e. <math>\omega \in A_n</math> for all but finitely many <math>n \geq 1</math>, i.e. <math>\omega \notin A_n</math> for finitely many <math>n \geq 1</math>
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|-
|-
| limit of sup/inf || <math>\omega \in \lim_{N\to\infty} \bigcup_{n=N}^\infty A_n</math> || <math>\omega \in \lim_{N\to\infty} \bigcap_{n=N}^\infty A_n</math>
| limit of sup/inf || <math>\omega \in \lim_{N\to\infty} \bigcup_{n=N}^\infty A_n</math> || <math>\omega \in \lim_{N\to\infty} \bigcap_{n=N}^\infty A_n</math>
|}
==Analogy with sequences of real numbers==
Let <math>(a_n)_{n=1}^\infty</math> be a sequence of real numbers, let <math>\epsilon > 0</math> be a real number, and let <math>x</math> be a real number.
We say <math>(a_n)_{n=1}^\infty</math> is eventually <math>\epsilon</math>-close to <math>x</math> iff there exists some <math>N \geq 1</math> such that for all <math>n \geq N</math> we have <math>|a_n - x| \leq \epsilon</math>.
We say that <math>(a_n)_{n=1}^\infty</math> is continually <math>\epsilon</math>-adherent iff for every <math>N \geq 1</math> there exists some <math>n \geq N</math> such that <math>|a_n - x| \leq \epsilon</math>.
I think we can even define <math>A_n := \{x \in \mathbf R : |a_n-x| \leq \epsilon\}</math>.
<math>\limsup_{n\to\infty} |a_n-x| = \inf_{N \geq 1} \sup_{n \geq N} |a_n - x| \leq \epsilon</math>
<math>\liminf_{n\to\infty} |a_n-x| = \sup_{N \geq 1} \inf_{n \geq N} |a_n - x| \leq \epsilon</math> -- I think this one is equivalent to infinitely often, which is confusing since now the quantifier order has seemingly switched.
but this makes sense in terms of strength of "infinitely often" vs "almost always". We have <math>\liminf_{n\to\infty} |a_n-x| \leq \limsup_{n\to\infty} |a_n-x|</math>, so if <math>\limsup_{n\to\infty} |a_n-x| \leq \epsilon</math> (i.e. <math>a_n</math> is <math>\epsilon</math>-close to <math>x</math> almost always) then <math>\liminf_{n\to\infty} |a_n-x| \leq \epsilon</math> (i.e. <math>a_n</math> is <math>\epsilon</math>-close to <math>x</math> infinitely often).
{| class="wikitable"
|-
! perspective !! infinitely often !! almost always
|-
| Tao's terminology (see his ''Analysis'') || <math>(a_n)_{n=1}^\infty</math> is continually <math>\epsilon</math>-adherent || <math>(a_n)_{n=1}^\infty</math> is eventually <math>\epsilon</math>-close to <math>x</math>
|-
| first-order quantifier || for every <math>N \geq 1</math> there exists some <math>n \geq N</math> such that <math>|a_n - x| \leq \epsilon</math> || there exists some <math>N \geq 1</math> such that for all <math>n \geq N</math> we have <math>|a_n - x| \leq \epsilon</math>
|-
| || <math>|a_n - x| \leq \epsilon</math> for infinitely many <math>n</math> || <math>|a_n - x| \leq \epsilon</math> for all but finitely many <math>n</math>
|-
| || <math>\liminf_{n\to\infty} |a_n-x| \leq \epsilon</math> || <math>\limsup_{n\to\infty} |a_n-x| \leq \epsilon</math>
|-
| || <math>x \in \limsup_{n\to\infty} A_n</math> || <math>x \in \liminf_{n\to\infty} A_n</math>
|}
|}


[[Category:Probability]]
[[Category:Probability]]

Latest revision as of 22:37, 31 July 2019

Let be a sequence of events in some sample space . Let be an outcome.

In the following table, all statements in the "infinitely often" column are logically equivalent. Similarly, all statements in the "almost always" column are logically equivalent.

perspective infinitely often almost always
unions and intersections
first-order quantifiers
verbal expression for infinitely many for almost all , i.e. for all but finitely many , i.e. for finitely many
lim sup/lim inf
limit of sup/inf

Analogy with sequences of real numbers

Let be a sequence of real numbers, let be a real number, and let be a real number.

We say is eventually -close to iff there exists some such that for all we have .

We say that is continually -adherent iff for every there exists some such that .

I think we can even define .

-- I think this one is equivalent to infinitely often, which is confusing since now the quantifier order has seemingly switched.

but this makes sense in terms of strength of "infinitely often" vs "almost always". We have , so if (i.e. is -close to almost always) then (i.e. is -close to infinitely often).

perspective infinitely often almost always
Tao's terminology (see his Analysis) is continually -adherent is eventually -close to
first-order quantifier for every there exists some such that there exists some such that for all we have
for infinitely many for all but finitely many