Previous |  Up |  Next

Article

Keywords:
Borel-Cantelli Lemma; Stirling numbers
Summary:
We present some extensions of the Borel-Cantelli Lemma in terms of moments. Our result can be viewed as a new improvement to the Borel-Cantelli Lemma. Our proofs are based on the expansion of moments of some partial sums by using Stirling numbers. We also give a comment concerning the results of Petrov V.V., {\it A generalization of the Borel-Cantelli Lemma\/}, Statist. Probab. Lett. {\bf 67} (2004), no. 3, 233--239.
References:
[1] Chung K.L., Erdös P.: On the application of the Borel-Cantelli Lemma. Trans. Amer. Math. Soc. 72 (1952), 1 179-186. MR 0045327
[2] Erdös P., Rényi A.: On Cantor's series with convergent $\Sigma 1/q_n$. Ann. Univ. Sci. Budapest Sect. Math. 2 (1959), 93-109. MR 0126414
[3] Kochen S.P., Stone C.J.: A note on the Borel-Cantelli Lemma. Illinois J. Math. 8 (1964), 248-251. MR 0161355 | Zbl 0139.35401
[4] Lamperti J.: Wiener's test and Markov chains. J. Math. Anal. Appl. 6 (1963), 58-66. MR 0143258 | Zbl 0238.60044
[5] Ortega J., Wschebor M.: On the sequence of partial maxima of some random sequences. Stochastic Process. Appl. 16 (1983), 85-98. MR 0723645
[6] Petrov V.V.: A note on the Borel-Cantelli Lemma. Statist. Probab. Lett. 58 (2002), 3 283-286. MR 1921874 | Zbl 1017.60004
[7] Petrov V.V.: A generalization of the Borel-Cantelli Lemma. Statist. Probab. Lett. 67 (2004), 3 233-239. MR 2053525 | Zbl 1101.60300
[8] Rényi A.: Probability Theory. North-Holland Series in Applied Mathematics and Mechanics, vol. 10, North-Holland, Amsterdam-London, 1970; German version 1962, French version 1966, new Hungarian edition 1965. MR 0315747
[9] Spitzer F.: Principles of Random Walk. 2nd edition, Springer, New York-Heidelberg, 1976. MR 0388547 | Zbl 0979.60002
[10] Van Lint J.H., Wilson R.M.: A Course in Combinatorics. 2nd ed., Cambridge University Press, Cambridge, 2001. MR 1871828 | Zbl 0980.05001
Partner of
EuDML logo