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
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
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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.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F3a7e0308-dccb-4361-9acd-d47996ca0f5f%2F6a1e2ba5-8016-46d7-be5d-ac2ea6c2d0de%2Fbdvmogg_processed.jpeg&w=3840&q=75)
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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