Borel-Cantelli lemma
Let be random events in a probability space.
- 1.
If , then;
- 2.
If are independent
, and ,then
where represents the event “ happens for infinitely many values of .”Formally, , which is a limit superior of sets.
单词 | BorelCantelliLemma |
释义 | Borel-Cantelli lemmaLet be random events in a probability space
where represents the event “ happens for infinitely many values of .”Formally, , which is a limit superior of sets. |
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