A note on the Borel-Cantelli lemma

It is often desirable to find the probability that for a given sequence E, E, of events n infinite number of E occur. If the E re inde- pendent events, then by the Borel-Cntelli lemma this probability is 0 or 1 ccording as P (E) converges or diverges.

A note on the Borel-Cantelli lemma | Litlas