Let An, n = 1, 2,..., be independent events in the probability space ((, A, P), and

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Let An, n = 1, 2,..., be independent events in the probability space ((, A, P), and suppose that lim n→( An exits, call it A. Then show that P(A) = 0 or P(A) = 1.

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An Introduction to Measure Theoretic Probability

ISBN: 978-0128000427

2nd edition

Authors: George G. Roussas

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Question Posted: Mar 25, 2016 03:34 AM

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Let An, n = 1, 2,..., be independent events in the probability space ((, A, P), and

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Here lim sup n A n A since lim n ...View the full answer

An Introduction to Measure Theoretic Probability

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