Zentralblatt MATH
Publications of (and about) Paul Erdös
Zbl.No: 046.35203
Autor: Chung, Kai Lai; Erdös, Pál
Title: On the application of the Borel-Cantelli lemma. (In English)
Source: Trans. Am. Math. Soc. 72, 179-186 (1952).
Review: Let a sequence of events Ek be given and define limsup Ek by \capn = 1oo \cupk = noo Ek. The authors state conditions for the probability of lim limsup Ek to be unity. Their assumptions do not include independence of the events (as the Borel-Cantelli lemma does) and they are weaker than Borel's condition sum P (Ek | \bar E1,...\bar Ek-1) = oo. The result is applied to independent random variables which take the values ± 1 with probabilities 1/2 .
Reviewer: St.Vajda
Classif.: * 60D05 Geometric probability
Index Words: probability theory
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