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

then

**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.

© 1996-9

1999-05-26