加权和条件下的b-c引理及其在测度空间上的应用-b - c lemma under weighted sum and its application in measure space.docxVIP

Abstract IV  ? ? ???n ?2 n n ????lim sup ?n ????lim sup ???????k ?? / ??????i ??j ??. ? n?? ? n?? ??k ?1 ? i?1 j ?1  A lot of scholars have obtained the generalization of second part of the Borel-Cantelli Lemma under weak independent conditions, see for example, Móri and Székely (1983)，Ortega and Wschebor (1983), Petrov (2002, 2004), Yan (2006), Amghibech (2006) and Chandra (2008), etc. Xie (2008) obtained a bilateral inequality on the Borel-Cantelli Lemma. But Hu et al . (2009) pointed out there were several mistakes in the proof of the bilateral inequality and example given in Xie (2008), then they presented a corrected version therein. Xie (2009) extended the result of Xie (2008) to the case of nonnegateive bounded sequence of random variables. Feng, et al. (2009) got a weighted version of the Kochen-Stone-Spitzer Theorem. In the paper, we are interested in the results of the Kochen-Stone-Spitzer Theorem and Feng, et al. (2009).The main purpose of the paper is to extend the above result to the case of a sequence of measurable sets defined on a measure space ?S, ?S , ??? and  present a weighted version of the Kochen-Stone-Spitzer Theorem. First, we will give the introduction and the definition of measurable set, measure space, and some inequalities which will be used in the paper. Second, we will give the Borel-Cantelli Lemma and its proof . Hu et al . (2009) pointed out there were several mistakes in the proof of Theorem of Xie (2008). In addition, we will give out some subject about Borel-Cantelli Lemma. Last, we will give the generalization of the Borel-Cantelli Lemma on the measure space and present a weighted version of the Kochen-Stone-Spitzer Theorem. We will also give some examples for results we abtianed. Keywords ： Borel-Cantelli Lemma; Measurable set; Measure space; The condition of weighted sums. 符号说明 VI 符号说明 r.v 随机变量 a.s 几乎必然地 （?, F, P） ?S, ?S , ??? ?S ? 概率空间 测度空间 集合 S 的测度  I A 集合 A 的示性函数 An ? 事件序列 An , n ??1,2,?是不降的  An