Zero–one law

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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