State the Borel-Cantelli Lemma for independent sequences of events

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State the Borel-Cantelli Lemma for
independent sequences of events and use it to
prove the following.
(A1, A2, ...)
be an independent sequence
Let
of events. Prove that
P
An
n=1
n=1
Transcribed Image Text:State the Borel-Cantelli Lemma for independent sequences of events and use it to prove the following. (A1, A2, ...) be an independent sequence Let of events. Prove that P An n=1 n=1
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