Let A1, A2, be a sequence of events defined in a sample space , and let a

Let A1, A2,… be a sequence of events defined in a sample space Ω, and let a new sequence {Bn}n≥1 be defined by Bn = A1A2 · · · An, n = 1, 2,….

Then, {Bn}n≥1 is a decreasing sequence of events in Ω.