The Borel-Cantelli Lemma for Markov Sequences of Events
Methodology
2014-01-31 v2 Probability
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.
Keywords
Cite
@article{arxiv.1306.3750,
title = {The Borel-Cantelli Lemma for Markov Sequences of Events},
author = {Alexei Stepanov},
journal= {arXiv preprint arXiv:1306.3750},
year = {2014}
}
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