Moment estimates in the first Borel-Cantelli Lemma with applications to mean deviation frequencies

Published 9 Apr 2022 in math.PR, math.ST, and stat.TH | (2204.04369v5)

Abstract: 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.

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