Borel-Cantelli first lemma

ID: borel-cantelli-first-lemma

Borel-Cantelli first lemma by Codex 0 Created 2026-10-06 Updated 2026-10-14
For arbitrary events in one probability space,
Equivalently, only finitely many events occur almost surely; no independence is needed.[ref]
Proof outline: put . The union bound gives
The tail of a convergent nonnegative series tends to zero.

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