Related papers: The Divergence Borel-Cantelli Lemma revisited

The converse of the Borel-Cantelli Lemma states that if $\{A_i\}_{i=1}^\infty$ is a sequence of independent events such that $\sum P(A_i)=\infty$, then almost surely infinitely many of these events will occur. Erd\H os and R\'enyi proved…

The most versatile version of the classical divergence Borel-Cantelli lemma shows that for any divergent sequence of events $E_n$ in a probability space satisfying a quasi-independence condition, its corresponding limsup set $E_\infty$ has…

We study the dynamical Borel-Cantelli lemma for recurrence sets in a measure preserving dynamical system $(X, \mu, T)$ with a compatible metric $d$. We prove that, under some regularity conditions, the $\mu$-measure of the following set \[…

Let $(B_{i})$ be a sequence of measurable sets in a probability space $(X,\mathcal{B}, \mu)$ such that $\sum_{n=1}^{\infty} \mu (B_{i}) = \infty$. The classical Borel-Cantelli lemma states that if the sets $B_{i}$ are independent, then $\mu…

Early results by Borel and Cantelli and Erd\H{o}s and Chung have provided bounds for the measure of a limsup set in terms of measures of its constituent sets and their intersections. Recent work by Beresnevich and Velani \cite{Velanipaper}…

We derive new variants of the quantitative Borel--Cantelli lemma and apply them to analysis of statistical properties for some dynamical systems. We consider intermittent maps of $(0,1]$ which have absolutely continuous invariant…

Let $\{A_n\}_{n=1}^{\infty}$ be a sequence of events on a probability space $(\Omega,\mathcal{F},\mathbf{P})$. We show that if $\lim_{m\to\infty}\sum_{n=1}^{m}w_n\mathbf{P}(A_n)=\infty$ where each $w_n\in\mathbb{R}$, then…

We consider intermittent maps T of the interval, with an absolutely continuous invariant probability measure \mu. Kim showed that there exists a sequence of intervals A_n such that \sum \mu(A_n)=\infty, but \{A_n\} does not satisfy the…

For a sequence of independent events $E_n$ the sum of the associated zero-one random variables $1_{E_n}$ is almost surely finite or almost surely infinite according as the sum of the probabilities converges or diverges. In this paper the…

We prove an analogue of the portmanteau theorem on weak convergence of probability measures allowing measures which are unbounded on an underlying metric space but finite on the complement of any Borel neighbourhood of a fixed element.

Let $(X,T,\mu,d)$ be a metric measure-preserving system for which $3$-fold correlations decay exponentially for Lipschitz continuous observables. Suppose that $(M_k)$ is a sequence satisfying some weak decay conditions and suppose there…

Consider a mixing dynamical systems $([0,1], T, \mu)$, for instance a piecewise expanding interval map with a Gibbs measure $\mu$. Given a non-summable sequence $(m_k)$ of non-negative numbers, one may define $r_k (x)$ such that $\mu (B(x,…

Let $(X,\mu,T,d)$ be a metric measure-preserving dynamical system such that $3$-fold correlations decay exponentially for Lipschitz continuous observables. Given a sequence $(M_k)$ that converges to $0$ slowly enough, we obtain a strong…

This note establishes that if a sequence $P_n, n=1,\ldots$ of probability measures converges in total variation to the limiting probability measure $P$, and $\sigma$-algebras $\mathbb{A}$ and $\mathbb{B}$ are conditionally independent given…

Let $\lambda$ be a probability measure on $\mathbb T^{n-1}$ where $n=2$ or 3. Suppose $\lambda$ is invariant, ergodic and has positive entropy with respect to the linear transformation defined by a hyperbolic matrix. We get a measure $\mu $…

Let $ ([0,1]^d,T,\mu) $ be a measure-preserving dynamical system so that the correlations decay exponentially for H\"older continuous functions. Suppose that $ \mu $ is absolutely continuous with a density function $ h\in L^q(\mathcal L^d)…

Let $(\Omega,\mathcal{F})$ be a standard Borel space and $\mathcal{P}(\mathcal{F})$ the collection of all probability measures on $\mathcal{F}$. Let $E\subset\Omega\times\Omega$ be a measurable equivalence relation, that is,…

We prove an explicit finite-sample version of the Borel--Cantelli lemma under $m$-dependence. Given any $m$-dependent sequence of events $(A_k)_{1\leq k\leq N}$, we show that \[ \mathbb{P}\Bigl(\bigcup_{k=1}^N A_k\Bigr) \ge 1 -…

In this paper, by establishing a Borel-Cantelli lemma for a capacity which is not necessarily continuous, and a link between a sequence of independent random variables under the sub-linear expectation and a sequence of independent random…

A sequence $\{x_{n}\}_1^\infty$ in $[0,1)$ is called Borel-Cantelli (BC) if for all non-increasing sequences of positive real numbers $\{a_n\}$ with $\underset{i=1}{\overset{\infty}{\sum}}a_i=\infty$ the set…