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small clarification
Aidan Rocke
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Integrable version of the Borel-Cantelli theorem?

I have taken an introductory course on measure theory where I learned about the Borel-Cantelli theorem but I wonder whether there is a lebesgue integrable version. Given an uncountable collection of independent events $E_{t \in \mathbb{R}_+}$,

$$ \int_0^{\infty} P(E_t) dt <\infty \implies P( E_t\quad i.o. )=0\tag{1}$$

$$ \int_0^{\infty} P(E_t) dt =\infty \implies P( E_t\quad i.o. )=1\tag{2}$$

Note: i.o. here means infinitely often. I'd like to add that this question is motivated by a problem I encountered in statistical physics.

Aidan Rocke
  • 3.9k
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  • 47