English

Finite-sample Borel--Cantelli inequalities under mixing conditions

Probability 2026-04-28 v1

Abstract

We prove explicit finite-NN lower bounds for P(k=1NAk)\mathbb P(\bigcup_{k=1}^N A_k) when the σ\sigma-algebras generated by an event sequence satisfy quantitative φ\varphi- or α\alpha-mixing bounds. The main φ\varphi-mixing estimate is obtained by a residue-class blocking argument and a one-sided approximate-independence inequality; it has a free spacing parameter L0L\ge0, spacing coefficient 1/(L+1)1/(L+1), and residual terms governed by φ(L+1)\varphi(L+1). For α\alpha-mixing families, we derive an additive-correction analogue using strong-mixing covariance control. A windowed rate corollary and a second-order Bonferroni refinement parallel the corresponding mm-dependent finite-sample results. The coefficient 1/(L+1)1/(L+1) is sharp as a universal spacing constant only in the zero-residual sense: the full mixing classes contain LL-dependent block constructions with φ(L+1)=0\varphi(L+1)=0 and α(L+1)=0\alpha(L+1)=0 that asymptotically attain the corresponding bound. This sharpness statement does not assert optimality of the residual penalties.

Keywords

Cite

@article{arxiv.2604.23791,
  title  = {Finite-sample Borel--Cantelli inequalities under mixing conditions},
  author = {Chatchawan Panraksa},
  journal= {arXiv preprint arXiv:2604.23791},
  year   = {2026}
}

Comments

26 pages

R2 v1 2026-07-01T12:35:54.153Z