The Borel-Cantelli Lemma for Markov Sequences of Events

2013/06/17 by Alexei Stepanov, Stepanov, Alexei
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60F15 #60F99 #F.2.2 #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #I.2.7 #Methodology (stat.ME) #Probability (math.PR) #Probability and Risk Models #Statistical Distribution Estimation and Applications

paper · pdf · doi:10.48550/arxiv.1306.3750

openalex publication_date 2013/06/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In the present paper, we propose a new generalization of the Borel-Cantelli lemma. This generalization can be further used to derive strong limit results for Markov chains. Illustrative applications are provided.

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