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Update Chapter 4.md
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YunxiaoZhai authored Dec 13, 2024
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- All tail events in $\mathcal T=\cap_{i=1}^\infty\sigma(X_i,X_{i+1},...)$ are permutable. It's because tail events are determined by asymptotic behaviors of a sequence of random variables. Still, think of a tail event example in Chapter 2. No matter how to change the order of first $k$ elements, whether sample mean limit exists is determined by only asymptotic random variables in the sequence.

$$
\text{Example 1}:\quad\begin{align}
A&\equiv\left\{(\omega_1,\omega_2,...):\lim_{N\to\infty}\frac{X_1+\cdots+X_N}N<\infty\right\}\\
&=\left\{(\omega_1,\omega_2,...):\lim_{N\to\infty}\frac{X_1+\cdots+X_n}N+\frac{X_{n+1}+\cdots+X_N}N<\infty\right\}\\
&=\left\{(\omega_1,\omega_2,...):0+\lim_{N\to\infty}\frac{X_{n+1}+\cdots+X_N}N<\infty\right\}\\
&=\left\{(\omega_{n+1},\omega_{n+2},...):\lim_{N\to\infty}\frac{X_{n+1}+\cdots+X_N}N<\infty\right\}
\end{align}
$$
$$
\text{Example 1}:\quad\begin{align}
A&\equiv\left\{(\omega_1,\omega_2,...):\lim_{N\to\infty}\frac{X_1+\cdots+X_N}N<\infty\right\}\\
&=\left\{(\omega_1,\omega_2,...):\lim_{N\to\infty}\frac{X_1+\cdots+X_n}N+\frac{X_{n+1}+\cdots+X_N}N<\infty\right\}\\
&=\left\{(\omega_1,\omega_2,...):0+\lim_{N\to\infty}\frac{X_{n+1}+\cdots+X_N}N<\infty\right\}\\
&=\left\{(\omega_{n+1},\omega_{n+2},...):\lim_{N\to\infty}\frac{X_{n+1}+\cdots+X_N}N<\infty\right\}
\end{align}
$$

- Not all permutable events are tail events. E.g.:
$$
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