[Merged by Bors] - feat(Probability/BorelCantelli): clarify documentation #8527
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Some of the students from my Lean seminar got quite confused trying to find the Borel-Cantelli lemmas in Mathlib, because there is a file
Probability.Martingale.BorelCantelli
but neither of the Borel-Cantelli lemmas are in it! This PR adds cross-links between the documentation strings for the various files concerned. (There are no changes to actual code.)