Factorized Joint Probability Mass Function Implies Independence
lemmaProbabilitylem:factorized-pmf-independence-2026aLet be a \reftext{def:probability-space-random-variable-2026a}{probability space}, let be the set of \reftext{def:natural-numbers-2026a}{natural numbers} with , and let . Let be random variables such that for every and every . Suppose that for each there is a function with such that for all ,
with the \reftext{def:finite-product-notation-2026a}{finite product notation}. Then:
\textbf{1.} for every and every \reftext{def:borel-sigma-algebra-real-line-2026a}{Borel set} ,
the sum over the countable index set being the supremum of its finite partial sums (all terms are nonnegative); in particular ;
\textbf{2.} the random variables are \reftext{def:independence-events-rvs-2026a}{independent}.
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