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: | Tasche Dirk |
Keywords: | probability |
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.