Article
Summary:
The notions lim sup $A_n$, lim inf $A_n$ for sequences of sets $A_n$ and the notion lim sup $\sigma_n$ for sequences of $\sigma$-algebras $\sigma_n$ are generalized for nondenumerable families of sets, or $\sigma$-algebras, respectively. Using these generalized definitions, the author proves a certain weaker analogue of the Borel-Cantelli lemma for non-denumerable families of sets $A_n$, $t\in T$, and a direct generalization of the Kolmogorov $0-1$ law for non-denumerable families of $\sigma$-algebras $\sigma_t$, $t\in T$.
References:
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Теория случайных процессов. Москва, 1971.
Zbl 1230.35094