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

Published online by Cambridge University Press:  14 July 2016

Dirk Tasche*
Affiliation:
Technische Universität Berlin
*
Postal address: Ingeborgstrasse 62, 81825 München, Germany.

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.

MSC classification

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1997 

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