4 Prove Borel Cantelli theorem (lecture notes p.16) i.e. Let (2, F, P) be a probability space and let {E₁} be a sequence of events. 1. If P(E) ≤ ∞ then P(lim sup En) = 0 Σ. 1 2. If {E} is a sequence of independent events then P(lim sup En) = 0 or 1 provided that the series P(E₁) converges or diverges. V1

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4 Prove Borel Cantelli theorem (lecture notes p.16) i.e. Let (N, F, P) be a probability space and
let {E} be a sequence of events.
1. If Σ₁ P(E;) ≤ ∞ then P(lim sup En) = 0
2. If {E₁} is a sequence of independent events then P(lim sup En) = 0 or 1 provided that
the series P(E;) converges or diverges.
i=1
Transcribed Image Text:4 Prove Borel Cantelli theorem (lecture notes p.16) i.e. Let (N, F, P) be a probability space and let {E} be a sequence of events. 1. If Σ₁ P(E;) ≤ ∞ then P(lim sup En) = 0 2. If {E₁} is a sequence of independent events then P(lim sup En) = 0 or 1 provided that the series P(E;) converges or diverges. i=1
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