Let
be a Sequence of events occurring with a certain probability distribution, and let be
the event consisting of the occurrence of a finite number of events , , .... Then if
References
Hazewinkel, M. (Managing Ed.). Encyclopaedia of Mathematics: An Updated and Annotated Translation
of the Soviet ``Mathematical Encyclopaedia.'' Dordrecht, Netherlands: Reidel, pp. 435-436, 1988.