A Borel-Cantelli lemma and its applications

Mathematics – Probability

Scientific paper

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Scientific paper

We give a version of the Borel-Cantelli lemma. As an application, we prove an
almost sure local central limit theorem. As another application, we prove a
dynamical Borel-Cantelli lemma for systems with sufficiently fast decay of
correlations with respect to Lipschitz observables.

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