Question: 6. Let (2, A, P) be a probability space. Let A1, A2, . .. be a sequence of events, and let / be a positive


6. Let (2, A, P) be a probability space. Let A1, A2, . .. be a sequence of events, and let / be a positive integer. Suppose there are events B and C such that B C An C C for all n > N, and such that P( B) = P(C). Prove that P(lim inf, A,) = P(lim sup,, An) = P(B) = P(C)
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