, then we use (8.12) and an argument of separating class to obtain the semi-group property for

P({i}) = 1 6 , A = {2, 4, 6}. The experiment is rolling a dice, A is the event "the outcome is an even number, vol.6 ,

The experiment is tossing two times a unbiased coin (T stands for "tail" then, and H for, P({?}) = 1 4 for each, vol.2 ,

We have R = ? n?N K n (increasing union), hence 1 = µ(R) = lim n?+? µ(K n ). For all ? > 0 ,

, In the infinite-dimensional case, we use the following characterization of compact sets in separable, complete, 1. We will apply Lemma 2.12. By the Markov inequality, we have P(Y n E > ?) ? ? ?2 EY n 2 E for ? > 0, so (Y n ) is converging to 0 in probability

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