I was wondering what is the relation between the first and second Borel–Cantelli lemmas and Kolmogorov's zero-one law?
The former is about limsup of a sequence of events, while the latter is about tail event of a sequence of independent sub sigma algebras or of independent random variables. Both have results for limsup/tail event to have either probability 0 or 1. I guess there are relations between but cannot identify them.
Can the former be viewed as a special case of the latter? How about in reverse direction?
Thanks and regards!