Bounds for probabilities of unions of events and the Borel–Cantelli lemma

We discuss a method which yields new bounds for probabilities of unions of events. These bounds are stronger than the Chung–Erdős inequality and its generalizations. We derive new generalizations of the second part of the Borel–Cantelli lemma. Earlier generalizations are special cases.

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Year of publication:	2012
Authors:	Frolov, Andrei N.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 12, p. 2189-2197
Publisher:	Elsevier
Subject:	The Borel–Cantelli lemma \| The Chung–Erdős inequality \| Bounds for unions of events

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011039856