Abstract:
We say that a class of events fulfills a
conditional zero-one law if it is a subset of the completion of
the conditioning $\sigma$-algebra. In this case the conditional
probability of an event of the class is an indicator function.
Therefore the conditional probability takes almost surely only
the values zero and one; in the unconditional case the indicator
functions are almost surely constant.
We consider two special zero-one laws. If a
sequence of random variables is conditionally independent, then
its tail $\sigma$-algebra fulfills a conditional zero-one law;
this generalizes Kolmogorov's zero-one law. If the sequence is
even conditionally identically distributed, then its permutable
$\sigma$-algebra, which contains the tail $\sigma$-algebra,
fulfills a conditional zero-one law; this generalizes the
zero-one law of Hewitt and Savage.