Weak independence of events and the converse of the Borel--Cantelli Lemma

Abstract

The converse of the Borel-Cantelli Lemma states that if $\{A_i\}_{i=1}^\infty$ is a sequence of independent events such that $\sum P(A_i)=\infty$, then almost surely infinitely many of these events will occur. Erd\H os and R\'enyi proved that it is sufficient to weaken the condition of independence to pairwise independence. In this paper we study various conditions of weak independence that imply the conclusion of the converse of the Borel--Cantelli Lemma. We will determine the exact implicational relationship among these conditions.