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Consider a probability space (2, Q, P) and a sequence of events ( (^-measurable sets in 2) Ek, A = 1, 2,. The upper (or outer) limiting set of the sequence Ek is defined by oo oo lim sup Ek = fi U Ek. n=l k=nWe recall that the events Ek are said to be (mutually) independent (with respect to the probability measure P) if for any finite number of distinct subscripts Ai, , As we have P (Eki Ekt) = P (Ekl) P (EK).
Chung et al. (Tue,) studied this question.
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