=+ (b) Show that P(lim sup ,, A.) = 1 if for each k the series E
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(b) Show that P(lim sup ,, A.) = 1 if for each k the series E ,., P(A,JAG
.. . OAG ,_ 1) diverges. From this deduce the second Borel-Cantelli lemma once again.
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Related Book For 
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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