Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/ii/paper-2/25j/a/solution
Past exam of the mathematics course of the University of Cambridge 2007 ii Paper 2 25J a Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-14
The first Borel-Cantelli lemma says that implies , without an independence assumption. Indeed, for every ,The decreasing intersection of these tail unions is the infinitely-often event; continuity of probability from above proves the assertion. The second lemma says that for independent , divergence of the probability sum implies .
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