# Events Supremum and Divergence Proof

Printable View

• Oct 2nd 2011, 11:30 PM
akolman
Events Supremum and Divergence Proof
Hello, I have no idea how to start with the following problem. Any hint will be greatly appreciated

Show that $P(\lim \sup_n A_n)=1$ if and only if $\sum_n P(A\cap A_n)$diverges for each $A$ of positive probability.

(Bow)