Solution (source code)

= Solution

The <tail sigma-algebra> is
$$
\mathcal T=\bigcap_{m\geq1}\sigma(X_m,X_{m+1},\ldots).
$$
<Kolmogorov zero-one law> states that if the random variables are mutually independent, every event in $\mathcal T$ has <probability> zero or one. No identical-distribution assumption is needed.