On the second Borel–Cantelli lemma for strongly mixing sequences of events

On the second Borel–Cantelli lemma for strongly mixing sequences of events

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Article ID: iaor19981002
Country: United Kingdom
Volume: 34
Issue: 2
Start Page Number: 381
End Page Number: 394
Publication Date: Jun 1997
Journal: Journal of Applied Probability
Authors:
Keywords: probability
Abstract:

Assume a given sequence of events to be strongly mixing at a polynomial or exponential rate. We show that the conclusion of the second Borel–Cantelli lemma holds if the series of the probabilities of the events diverges at a certain rate depending on the mixing rate of the events. An application to necessary moment conditions for the strong law of large numbers is given.

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