The Borel-Cantelli Lemmas for contaminated events, and small maxima
Probability
2017-11-07 v2
Abstract
For a sequence of independent events the sum of the associated zero-one random variables is almost surely finite or almost surely infinite according as the sum of the probabilities converges or diverges. In this paper the events are contaminated. What can one say about when for a sequence of events with vanishing probability? The behaviour depends on the relation between the events and 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}
}
Comments
5 pages