ThmDex – An index of mathematical definitions, results, and conjectures.
Formulation F10453 on R1234: Borel-Cantelli lemma
F10453
Formulation 0
Let $M = (X, \mathcal{F}, \mu)$ be a D1158: Measure space such that
(i) $E_0, E_1, E_2, \ldots \in \mathcal{F}$ are each a D1109: Measurable set in $M$
(ii) \begin{equation} \sum_{n \in \mathbb{N}} \mu(E_n) < \infty \end{equation}
Then
(1) \begin{equation} \mu \left( \bigcap_{n = 1}^{\infty} \bigcup_{m = n}^{\infty} E_m \right) = 0 \end{equation}
(2) \begin{equation} \mu(\{ x \in X : \# \{ n \in \mathbb{N} : x \in E_n \} = \infty \}) = 0 \end{equation}