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Moment estimates in the first Borel–Cantelli Lemma with applications to mean deviation frequencies
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2022-07-30 , DOI: 10.1016/j.spl.2022.109636
Luisa F. Estrada , Michael A. Högele

We quantify the elementary Borel–Cantelli Lemma by higher moments of the overlap count statistic in terms of the weighted summability of the probabilities. Applications include mean deviation frequencies in the Strong Law and the Law of the Iterated Logarithm.



中文翻译:

第一个 Borel-Cantelli 引理中的矩估计与平均偏差频率的应用

我们根据概率的加权求和性,通过重叠计数统计量的更高矩来量化基本的 Borel-Cantelli 引理。应用包括强定律和迭代对数定律中的平均偏差频率。

更新日期:2022-07-30
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