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  • https://math.libretexts.org/Under_Construction/Purgatory/Remixer_University/Username%3A_ASCCC/Statistics%3A_UC_Davis/1%3A_Notes/1.05%3A_05_The_Borel-Cantelli_Lemmas
    \begin{eqnarray*} \prob(\{A_n\textrm{ i.o.}\}^c) &=& \prob\left(\left(\bigcap_{N=1}^\infty \bigcup_{n=N}^\infty A_n\right)^c \right) = \prob\left( \bigcup_{N=1}^\infty \bigcap_{n=N}^\infty A_n^c \righ...\prob({An i.o.}c)=\prob((N=1n=NAn)c)=\prob(N=1n=NAcn)N=1\prob(n=NAcn).

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