Examples[edit]

An invertible measure-preserving transformation on a standard probability space that obeys the 0-1 law is called a Kolmogorov automorphism. All Bernoulli automorphisms are Kolmogorov automorphisms but not vice versa. The presence of an infinite cluster in the context of percolation theory also obeys the 0-1 law.


Let be a sequence of independent random variables, then the event is a tail event. Thus by Kolmogorov 0-1 law, it has either probability 0 or 1 to happen. Note that independence is required for the tail event condition to hold. Without independence we can consider a sequence that's either or with probability each. In this case the sum converges with probability .

Borel–Cantelli lemma

Hewitt–Savage zero–one law

Lévy's zero–one law

Tail sigma-algebra

Long tail

Tail risk

Stroock, Daniel (1999). Probability theory: An analytic view (revised ed.). . ISBN 978-0-521-66349-6..

Cambridge University Press

Brzezniak, Zdzislaw; Zastawniak, Thomasz (2000). Basic Stochastic Processes. . ISBN 3-540-76175-6.

Springer

Rosenthal, Jeffrey S. (2006). . Hackensack, NJ: World Scientific Publishing Co. Pte. Ltd. p. 37. ISBN 978-981-270-371-2.

A first look at rigorous probability theory

Curriculum Vitae and Biography. Kolmogorov School. Ph.D. students and descendants of A. N. Kolmogorov. A. N. Kolmogorov works, books, papers, articles. Photographs and Portraits of A. N. Kolmogorov.

The Legacy of Andrei Nikolaevich Kolmogorov