| 释义 |
Borel-Cantelli LemmaLet be a Sequence of events occurring with a certain probability distribution, and let bethe event consisting of the occurrence of a finite number of events , , .... Then if
then
References
Hazewinkel, M. (Managing Ed.). Encyclopaedia of Mathematics: An Updated and Annotated Translation of the Soviet ``Mathematical Encyclopaedia.'' Dordrecht, Netherlands: Reidel, pp. 435-436, 1988.
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