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Math Help - Borel-Cantelli's II lemma and the independence condtion

  1. #1
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    Borel-Cantelli's II lemma and the independence condtion

    Let E_{1},E_{2},.... be a sequence of independent events. If \displaystyle\sum_{n=1}^{\infty}\mathcal{P}(E_{n})  =\infty then \mathcal{P}(\displaystyle\limsup_{n}E_{n})=1 i.e the probability that infinitely many events occur is 1.


    What easy example one can give to show that the lemma fails if the dependence condition is omitted?
    Please step by step, I am beginner in this field...
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  2. #2
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    Re: Borel-Cantelli's II lemma and the independence condtion

    What if all E_n are equal?
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