Question: 3. Let $1, $2, ... be a sequence of random variables on a probability space (0, F, P), and G be a o-subalgebra of F.

3. Let $1, $2, ... be a sequence of random variables on a probability space (0, F, P), and G be a o-subalgebra of F. Assume that En is independent of G for each n, and that limn-+0 En = & almost surely. Prove that & is independent of g

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