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Moment estimates in the first Borel-Cantelli Lemma with applications to mean deviation frequencies

We quantify the elementary Borel-Cantelli Lemma by higher moments of the overlap count statistic in terms of the weighted summability of the probabilities. Applications include mean deviation frequencies in the Strong Law and the Law of the Iterated Logarithm.

preprint2022arXivOpen access
Luisa F. EstradaMichael A. Högele
math.PRmath.STStatistics Theory
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Luisa F. EstradaMichael A. Högele

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