The simplest definition I found of the difference between the particle horizon and the event horizon is here:

http://iapetus.phy.umist.ac.uk/Teaching/Cosmology/Metric.html

The particle horizon is defined as the largest comoving distance from which light can have reached us - today.

The event horizon is defined as the largest comoving distance from which light will ever reach us - at any time in the future.

To have an event horizon, a universe needs to expand "very quickly", e.g. in a de Sitter universe, whose scale factor follows a pure (positive) exponential: http://nedwww.ipac.caltech.edu/level5/Watson/Watson6_1.html

Apparently the definitions come from Rindler (1956, MNRAS, 116, 662):

http://nedwww.ipac.caltech.edu/level5/Seitter/Seitter3_2_2.html

but the figure is not clear to me.

Boud