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Zero–one law
In probability theory, a zero–one law is a result that states that an event must have probability 0 or 1 and no intermediate value. Sometimes, the statement is that the limit of certain probabilities must be 0 or 1.
It may refer to:
* Borel–Cantelli lemma
* Blumenthal's zero–one law for Markov processes,
* Engelbert–Schmidt zero–one law for continuous, nondecreasing additive functionals of Brownian motion,
* Hewitt–Savage zero–one law for exchangeable sequences,
* Kolmogorov's zero–one law for the tail σ-algebra,
* Lévy's zero–one law, related to martingale convergence.
* topological zero–one law related to meager sets
抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』
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