The Borel-Cantelli Lemma and its Applications

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2 The Borel-Cantelli lemma and applications Lemma 1 (Borel-Cantelli) Let fE kg1 k=1 be a countable family of measur-able subsets of Rd such that X1 k=1 m(E k) <1 Then limsup k!1 (E k) is measurable and has measure zero. Proof. Given the identity, E= limsup k!1 (E k) = \1 n=1 [1 k= E k Since each E k is a measurable subset of Rd, S 1

  Applications, Lemma, Cantelli lemma and its applications, Cantelli