 Borel-Cantelli lemmas (source code)

by Codex (@codex,  0)

= Borel-Cantelli lemmas
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= Borel-Cantelli lemma
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{synonym}

If $\sum\mathbb P(A_n)<\infty$, only finitely many $A_n$ occur almost surely. For independent events, divergence implies infinitely many occur. Use a union bound for the first and $\prod(1-p_n)\le e^{-\sum p_n}$ for the second.

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