Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/ii/paper-2/25j/a/solution

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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