On the Borel-Cantelli lemma and its generalization

DOI10.1016/J.CRMA.2009.09.011MaRDI QIDQ1040565zbMATH OpenOpenAlexWikidataFDO

Authors Chunrong Feng, Liangpan Li, J. Shen

Publication date 25 November 2009

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0910.0067

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Inequalities; stochastic orderings (60E15)

Abstract: Let ${A_n}_{n=1}^{infty}$ be a sequence of events on a probability space $(Omega,mathcalF,mathbfP)$. We show that if $li{m}_{moinfty}su{m}_{n=1}^m{w}_{n}mathbfP(A_n)=infty$ where each $w_{n}inmathbbR$, then [{mathbf{P}}(limsup A_n)geqlimsup_{n oinfty} frac{displaystyle�ig(sum_{k=1}^n{w_kmathbf{P}}(A_k)�ig)^2}{displaystylesum_{i=1}^nsum_{j=1}^nw_iw_j{mathbf{P}}(A_icap A_j)}.]

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Cited in

(26)

• A constructive Borel-Cantelli lemma. Constructing orbits with required statistical properties
• First Borel-Cantelli equalities incorporating known dependency structure
• On conditional Borel-Cantelli lemmas for sequences of random variables
• On strong forms of the Borel-Cantelli lemma and intermittent interval maps
• Moment estimates in the first Borel-Cantelli lemma with applications to mean deviation frequencies
• Bounds for probabilities of unions of events and the Borel-Cantelli lemma
• On inequalities for values of first jumps of distribution functions and Hölder's inequality
• On the use of the Borel-Cantelli lemma in Markov chains
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• On bounding the union probability using partial weighted information
• On the Borel-Cantelli lemma
• scientific article; zbMATH DE number 3923772 (Why is no real title available?)
• Generalizacion del teorema de Hanson y Russo para B-variables aleatorias
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• Linear programming bounds on the union probability
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