Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that

(i)	$E_0, E_1, E_2, \ldots \in \mathcal{F}$ are each an D1716: Event in $P$
(ii)	\begin{equation} E_0 \subseteq E_1 \subseteq E_2 \subseteq \cdots \end{equation}

Then \begin{equation} \lim_{n \to \infty} \mathbb{P}(E_n) = \mathbb{P} \left( \bigcup_{n \in \mathbb{N}} E_n \right) \end{equation}