Finite-sample Borel--Cantelli inequalities under mixing conditions
Abstract
We prove explicit finite- lower bounds for when the -algebras generated by an event sequence satisfy quantitative - or -mixing bounds. The main -mixing estimate is obtained by a residue-class blocking argument and a one-sided approximate-independence inequality; it has a free spacing parameter , spacing coefficient , and residual terms governed by . For -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 -dependent finite-sample results. The coefficient is sharp as a universal spacing constant only in the zero-residual sense: the full mixing classes contain -dependent block constructions with and that asymptotically attain the corresponding bound. This sharpness statement does not assert optimality of the residual penalties.
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