A Note on the Borel-Cantelli Lemma
Probability
2023-01-16 v2 Statistics Theory
Statistics Theory
Abstract
In this short note, we discuss the Barndorff-Nielsen lemma, which is a generalization of well-known Borel-Cantelli lemma. Although the result stated in the Barndorff-Nielsen lemma is correct, it does not follow from the argument proposed in the corresponding proof. In this note, we show this and offer an alternative proof of this lemma. We also propose a new generalization of Borel-Cantelli lemma.
Keywords
Cite
@article{arxiv.2112.00741,
title = {A Note on the Borel-Cantelli Lemma},
author = {Narayanaswamy Balakrishnan and Alexei Stepanov},
journal= {arXiv preprint arXiv:2112.00741},
year = {2023}
}
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6 pages, 0 figures