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单词 Borel-Cantelli Lemma
释义

Borel-Cantelli Lemma

Let 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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