26. (Barndorff-Nielsen) Suppose {En} is a sequence of events such that lim_ P(En) = 0, ΣP(EnE+1) < 0. Prove n P(En i.o.) = 0. Hint: Decompose Un Ej for m > n. j=n

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
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26. (Barndorff-Nielsen)
Prove
Suppose {En} is a sequence of events such that
Σ
n
lim P(En) = 0, P(EnE+1) <0.
n→x
P(En i.o.) = 0.
Hint: Decompose Un Ej for m > n.
Transcribed Image Text:26. (Barndorff-Nielsen) Prove Suppose {En} is a sequence of events such that Σ n lim P(En) = 0, P(EnE+1) <0. n→x P(En i.o.) = 0. Hint: Decompose Un Ej for m > n.
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