A generalization of the Borel-Cantelli lemma. (English) Zbl 0872.60024
Summary: An extension of the Borel-Cantelli lemma to the case of dependent events occuring infinitely often with probability one is carried out. Applications in establishing a converse to the strong law of large numbers, and in estimating distribution means are given.
MSC:
60F20 | Zero-one laws |