Let An,n∈N be a sequence of events. 1. If ∑n=1∞P(An)<∞ then P(An i.o.)=0 2. If ∑n=1∞P(An)=∞ and Ai⊥⊥Aj,∀i=j then P(Ami.o.)=1
that is, if summable, then the probability of An occurring Limits of Events is zero or that w.p.1. (with probability 1), only finitely many An’s happen.
\begin{proof} PROVING (i): By Extension Theorem we have that P(An i.o.)=P(n→∞limsupAn)=P(n=1⋂∞k=n⋃∞Ak)≤P(k=n⋃∞Ak)≤k=n∑∞P(Ak)by definitionmonotonicitycountable subadditivityProvided that the last last sum is finite, then as n→∞ P(limsupn→∞An)=0 which gives us what we want.
PROVING (ii): So here we work with the complement of the event: {Am i.o.}c={Am finitely often}⊆N≥1⋃{AN,AN+1,… don’t occur}and by Probability Measure we have P({Am i.o.}c)≤N=1∑∞P({AN,AN+1,… don’t occur})but, we have that P({AN,AN+1,… don’t occur})=n=N∏∞(1−P(An))≤n=N∏∞e−P(An)=e−∑n=N∞P(An)=e−∞=0since 1−x≤e−xHence we get that ∀N:P({AN,AN+1,… don’t occur})=0 giving us that P({Am i.o.}c)=0 and hence P({Am i.o.})=1 \end{proof} >[!rmk] >Note that independence is required for the second condition. A counterexample is for infinite coin tosses, let A1=A2=⋯= s.t.