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Let (X, A, ) be a measure space, and (En) be a sequence in A. (a) Show that (lim inf En) lim inf (En).
Let (X, A, ) be a measure space, and (En) be a sequence in A. (a) Show that (lim inf En) lim inf (En). 818 n-x (b) If there exists A & A with E, CA and (A) < x for every n N, then show that (lim sup En) > lim sup (En). 1-8 72-100
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An Introduction to Measure Theoretic Probability
Authors: George G. Roussas
2nd edition
128000422, 978-0128000427
