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The problem
Let be a finite measure and measurable with . (a) Show . (b) Deduce that (the Borel–Cantelli lemma). (c) Does (b) need finite?
Bound the tail union.
8 concepts · 15 questions
Let be a finite measure and measurable with . (a) Show . (b) Deduce that (the Borel–Cantelli lemma). (c) Does (b) need finite?
Bound the tail union.