http://i111.photobucket.com/albums/n149 ... 1298605295
I think I understand the first conclusion. The probability of the union of the disjoint sets is the sum of the probabilities. As k tends to infinity, this pairwise disjoint set tends to the limit of the union which in this case would be the sample space. The limit of the union could be something else, but it's less than or equal to the probability of the sample space.
I'm not exactly sure about the last one.
I think I understand the first conclusion. The probability of the union of the disjoint sets is the sum of the probabilities. As k tends to infinity, this pairwise disjoint set tends to the limit of the union which in this case would be the sample space. The limit of the union could be something else, but it's less than or equal to the probability of the sample space.
I'm not exactly sure about the last one.