On the Borel-Cantelli Lemma and moments

S. Amghibech

Commentationes Mathematicae Universitatis Carolinae (2006)

  • Volume: 47, Issue: 4, page 669-679
  • ISSN: 0010-2628

Abstract

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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., A generalization of the Borel-Cantelli Lemma, Statist. Probab. Lett. 67 (2004), no. 3, 233–239.

How to cite

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Amghibech, S.. "On the Borel-Cantelli Lemma and moments." Commentationes Mathematicae Universitatis Carolinae 47.4 (2006): 669-679. <http://eudml.org/doc/249844>.

@article{Amghibech2006,
abstract = {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., A generalization of the Borel-Cantelli Lemma, Statist. Probab. Lett. 67 (2004), no. 3, 233–239.},
author = {Amghibech, S.},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {Borel-Cantelli Lemma; Stirling numbers; Borel-Cantelli Lemma; Stirling numbers},
language = {eng},
number = {4},
pages = {669-679},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {On the Borel-Cantelli Lemma and moments},
url = {http://eudml.org/doc/249844},
volume = {47},
year = {2006},
}

TY - JOUR
AU - Amghibech, S.
TI - On the Borel-Cantelli Lemma and moments
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 2006
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 47
IS - 4
SP - 669
EP - 679
AB - 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., A generalization of the Borel-Cantelli Lemma, Statist. Probab. Lett. 67 (2004), no. 3, 233–239.
LA - eng
KW - Borel-Cantelli Lemma; Stirling numbers; Borel-Cantelli Lemma; Stirling numbers
UR - http://eudml.org/doc/249844
ER -

References

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  1. Chung K.L., Erdös P., On the application of the Borel-Cantelli Lemma, Trans. Amer. Math. Soc. 72 (1952), 1 179-186. (1952) MR0045327
  2. Erdös P., Rényi A., On Cantor’s series with convergent Σ 1 / q n , Ann. Univ. Sci. Budapest Sect. Math. 2 (1959), 93-109. (1959) MR0126414
  3. Kochen S.P., Stone C.J., A note on the Borel-Cantelli Lemma, Illinois J. Math. 8 (1964), 248-251. (1964) Zbl0139.35401MR0161355
  4. Lamperti J., Wiener's test and Markov chains, J. Math. Anal. Appl. 6 (1963), 58-66. (1963) Zbl0238.60044MR0143258
  5. Ortega J., Wschebor M., On the sequence of partial maxima of some random sequences, Stochastic Process. Appl. 16 (1983), 85-98. (1983) MR0723645
  6. Petrov V.V., A note on the Borel-Cantelli Lemma, Statist. Probab. Lett. 58 (2002), 3 283-286. (2002) Zbl1017.60004MR1921874
  7. Petrov V.V., A generalization of the Borel-Cantelli Lemma, Statist. Probab. Lett. 67 (2004), 3 233-239. (2004) Zbl1101.60300MR2053525
  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. MR0315747
  9. Spitzer F., Principles of Random Walk, 2nd edition, Springer, New York-Heidelberg, 1976. Zbl0979.60002MR0388547
  10. Van Lint J.H., Wilson R.M., A Course in Combinatorics, 2nd ed., Cambridge University Press, Cambridge, 2001. Zbl0980.05001MR1871828

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