Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/iii/paper-201/3/a/solution

The tail sigma-algebra is
Its events depend only on arbitrarily late coordinates. The Kolmogorov zero-one law states that for a sequence of independent random variables, every tail event has probability zero or one:
Identical probability distributions and integrability are not required for the Kolmogorov zero-one law.

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