Problem in understanding the converse part of Borel-Cantelli lemma
- From: Ehsan <ghiathi2@xxxxxxxxx>
- Date: Sat, 22 Dec 2007 23:52:18 -0800 (PST)
Hello,
I have read the proof of Borel-Cantelli lemma in Billingzley
(Probability and measure) and Papoulis (Probability,
Random Variables and Stochastic Processes) books.
In the proof of converse Borel-Cantelli lemma, Billingzley has
taken for granted that for proving
A = P( Union (from n=1 to inf) of Intersection (from k=n to
inf) of (A_k complement) = 0
one only needs to prove that for each n:
B = P( Intersection (from k=n to inf) of (A_k complement) = 0
Papoulis used the relation
A <= sum (from n=1 to inf) of B
and then changed the order of limit and sigma. I tried to use
the Lebesgue's dominated convergence theorem to change the order of
lim and sum. But the proof failed.
I appreciate if anyone could give me a hint.
Thanks,
Ehsan
.
- Follow-Ups:
- Re: Problem in understanding the converse part of Borel-Cantelli lemma
- From: David C . Ullrich
- Re: Problem in understanding the converse part of Borel-Cantelli lemma
- Prev by Date: Re: Random numbers
- Next by Date: Re: problem about multivariate function
- Previous by thread: WHOLESALE NBA JERSEYS $35 13104083863 NBA JERSEY
- Next by thread: Re: Problem in understanding the converse part of Borel-Cantelli lemma
- Index(es):
Relevant Pages
|