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A Note on the Borel-Cantelli Lemma

2021/12/01 by N. Balakrishnan, Balakrishnan, Narayanaswamy, Alexei Stepanov +1
Computer Science · Mathematics · #14F05 #14J26 (Secondary) #60F05 (Primary) #FOS: Mathematics #G.3 #Mathematical Dynamics and Fractals #Optimization and Variational Analysis #Probability (math.PR) #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.2112.00741

openalex publication_date 2021/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this short note, we discuss the Barndorff-Nielsen lemma, which is a generalization of well-known Borel-Cantelli lemma. Although the result stated in the Barndorff-Nielsen lemma is correct, it does not follow from the argument proposed in the corresponding proof. In this note, we show this and offer an alternative proof of this lemma. We also propose a new generalization of Borel-Cantelli lemma.

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