Consider a sequence of bernoulli trials

Reference no: EM13826923

Consider a sequence of Bernoulli trials X1, X2, X3,..., when Xn =1 or 0. Assume Pr{Xn=1 l X1, X2, ..., X(n-1)} >= alpha > 0, n=1,2,...
Prove that :
a) Pr{Xn =1 for some n} = 1
b) Pr{Xn =1 infinitely often} =1

Reference no: EM13826923

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