Let F=(An)n∈N. Prove that P(lim supAn)=1 if ∀A∈F s.t. P(A)>0,∑∞n=1P(A∩An)=∞. (Side question 1 Is second Borel-Cantelli out because we don't know if the An's are independent?)
Suppose ∀A∈F s.t. P(A)>0,∑∞n=1P(A∩An)=∞, but P(lim supAn)<1. My prof gave us this convenient hint: Show ∃M>0 s.t. P(⋂∞j=MAcj)>0.
1>P(lim supAn)
1−P(lim supAn)>0
P(lim infAcn)>0
By definition of lim infAcn, ∃M>0 s.t. P(⋂∞j=MAcj)>0. (Side questions 2 and 3 Isn't this =1? ...Wait, is that what we're trying to prove? Haha)
→1−P(⋃∞j=MAj)>0
→1>P(⋃∞j=MAj)
Main question: Now I guess we have to come up with some A s.t.
→1>P(⋃∞j=MAj)≥∑∞n=1P(A∩An), or is there something else to do?
Answer
Show that the series ∑nP(A∩An) converges for A=∞⋂n=MAcn.
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