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I’ve been looking for a quantitative notion of the Borel-Cantelli lemma along the following lines:

Let $(X,\Omega,p)$ be a probability space, and let $(A_n)_n\subseteq \Omega$ be a sequence of measurable sets s.t $p(A_n)\geq 1-\delta$ for all $n$ (for some small $\delta>0$).

Then of course, the Borel-Cantelli lemma tells us that $p(\limsup A_n)>0$, and in fact a trivial observation from the proof of the lemma shows $p(\limsup A_n)\geq 1-\delta$.

However, I am interested in something further, relating to the lower density of sequences of indices to which elements belong: is there $\alpha>0$ s.t $$p\left(\left\{x\in X: \exists n_k\uparrow \infty\text{ with }\underline{d}((n_k)_k)\geq 1-\alpha\text{ s.t }x\in A_{n_k},\forall k\geq 0\right\}\right)\geq 1-\alpha?$$ where $\underline{d}(\cdot)$ denotes the lower-density of a sequence. In particular, can $\alpha>0$ be made small when $\delta>0$ is small?

Intuitively it seems to make sense, but so far no success in proving, and also searching online yielded nothing. Any interesting counter examples are also welcome.

Thanks.

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  • $\begingroup$ You need the independence of the events $A_n$ and then $p(\lim\sup A_n)=1$. $\endgroup$ Commented Aug 12, 2023 at 7:19
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    $\begingroup$ I would say, if we fix a number $n$, then there is a $B_n$ with $p(B_n)\ge 1-2\delta$ such that any $x\in B_n$ belongs to $A_k$ for al least $(1-2\delta)n$ indices $k\le n$. So points in $B_*:=\liminf B_n$ belong to the $A_k$'s for a set of indices $k$ with lower density al least $1-2\delta$, but $B_*$ may be a null set. The set $B^*:=\limsup B_n$ has again $p(B^*)\ge 1-2\delta$, and points in $B^*$ belong to the $A_k$'s with upper density al least $1-2\delta$. $\endgroup$ Commented Aug 12, 2023 at 8:52

1 Answer 1

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Imagine that for all $k=1,2,\ldots$ all events $A_n$ for $n\in [k!,(k+1)!-1)$ are the same event $C_k$. Then if $x$ belongs to all $A_i$ along a subsequence of positive density yields that it belongs to all but finitely many $C_k$. It may well appear that there is no such $x$.

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