English

The Borel-Cantelli Lemmas for contaminated events, and small maxima

Probability 2017-11-07 v2

Abstract

For a sequence of independent events EnE_n the sum of the associated zero-one random variables 1En1_{E_n} is almost surely finite or almost surely infinite according as the sum of the probabilities converges or diverges. In this paper the events EnE_n are contaminated. What can one say about 1Dn\sum1_{D_n} when Dn=EnAnD_n=E_n\setminus A_n for a sequence of events AnA_n with vanishing probability? The behaviour depends on the relation between the events EnE_n and AnA_n and on the size of the events. We prove a Borel-Cantelli lemma for the contaminated variables and give an application in extreme value theory.

Keywords

Cite

@article{arxiv.1707.01678,
  title  = {The Borel-Cantelli Lemmas for contaminated events, and small maxima},
  author = {Guus Balkema},
  journal= {arXiv preprint arXiv:1707.01678},
  year   = {2017}
}

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5 pages