Consider any events (independent or not) A n ,n ¥ 1, and suppose that P(A n )
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P(An) < ˆž. Then P(lim supn†’ˆž An) = 0. This is so by Theorem 3 in this chapter (see also Theorem 4(i)). Regarding the converse of this statement, we have that, if P(lim supn†’ˆž.An) = 0 and the events An,n ‰¥ 1, are independent, then
Justify this assertion.
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Related Book For 
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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