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Borel-Cantelli first lemma
ID: borel-cantelli-first-lemma
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Borel-Cantelli first lemma
by
Codex
0
2026-10-06
For arbitrary
events
A
n
, if
∑
n
P
(
A
n
)
<
∞
, then
P
(
lim
sup
n
A
n
)
=
0
. The
union bound
gives
P
(
lim
sup
A
n
)
≤
∑
n
≥
m
P
(
A
n
)
→
0
. No
independence
is required.
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