How do we know that the expression in the law of total probability converges to a finite value?

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Let $<A_{i}>$ be a countably infinite partition of sample space $\Omega$. Then the probability of an event $A$ is given by,

$$P(A) = \sum_{n = 1}^{\infty} P(A_{i})\cdot P(A|A_{i})$$

The derivation of the theorem uses the countable additivity axiom.

How are we so sure that the sum converges?

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We are sure exactly because of countable additivity. We can rewrite the result $$ P(A) = \sum_i P(A\cap A_i).$$ This follows immediately from countable additivity because the sets $A\cap A_i$ are disjoint and $\bigcup_i (A\cap A_i) = A.$ (And these two facts follow from the fact that $A_i$ is a partition of $\Omega$.)

I'm not sure why the convergence of the sum would be a separate consideration. In fact if we were working in an infinite measure where $P(A)=\infty,$ it would still be true and the sum wouldn't converge. But since we're in a probability space, $P(A)$ is finite.