On the Second Borel-Cantelli Lemma for α-mixing Sequences of Events
On the Second Borel-Cantelli Lemma for α-mixing Sequences of Events作者机构:College of Science Chongqing Technology and Business University Chongqing 400067 China
出 版 物:《Chinese Quarterly Journal of Mathematics》 (数学季刊(英文版))
年 卷 期:2009年第24卷第4期
页 面:551-560页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 070104[理学-应用数学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金:Supported by the SCR of Chongqing Municipal Education Commission(KJ090703)
主 题:Borel-Cantelli lemma strong mixing α-mixing strong law of large numbers
摘 要:In this paper, we give some conditions on diverging rate of series of the probabilities and converging rate of series of the α-mixing coefficients for sequences of events, under which the conclusion of the Second Borel-Cantelli Lemma holds. As corollaries, some moment conditions are obtained, under which the strong law of large numbers holds for sequences of identically distributed random variables.