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相关论文: The Borel-Cantelli Lemma for Markov Sequences of E…

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In the present note a generalization of Borel-Cantelli Lemma is proposed.

统计理论 · 数学 2007-06-13 Alexei Stepanov

In the present note, we generalize the first part of the Borel-Cantelli lemma. By this generalization, we obtain some strong limit results.

概率论 · 数学 2011-11-28 Alexei Stepanov

We obtain new lower and upper bounds for probabilities of unions of events.These bounds are sharp. They are stronger than earlier ones. General bounds maybe applied in arbitrary measurable spaces.We have improved the method that has been…

概率论 · 数学 2014-08-19 Andrei N. Frolov

In the present paper, a generalization of the first part of the Borel-Cantelli lemma is obtained by the recent work of Balakrishnan and Stepanov (2010). This generalization is further applied to derive strong limit results for the sequence…

概率论 · 数学 2012-06-22 Alexei Stepanov

In this short note, we briefly discuss the Borel-Cantelli lemma and propose a new generalization of the first part of it.

概率论 · 数学 2023-01-31 Alexei Stepanov

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…

概率论 · 数学 2023-01-16 Narayanaswamy Balakrishnan , Alexei Stepanov

Multiple Borel-Cantelli Lemma is a criterion that characterizes the occurrence of multiple rare events on the same time scale. We generalize the multiple Borel-Cantelli Lemma in dynamics established by Dolgopyat, Fayad and Liu [J. Mod. Dyn.…

动力系统 · 数学 2024-06-21 Sixu Liu

A classical Borel Cantelli Lemma gives conditions for deciding whether an infinite number of rare events will almost surely happen. In this article, we propose an extension of Borel Cantelli Lemma to characterize the multiple occurrence of…

动力系统 · 数学 2021-03-16 Dmitry Dolgopyat , Bassam Fayad , Sixu Liu

We give a version of the Borel-Cantelli lemma. As an application, we prove an almost sure local central limit theorem. As another application, we prove a dynamical Borel-Cantelli lemma for systems with sufficiently fast decay of…

概率论 · 数学 2012-01-30 Nuno Luzia

Let (X k) be a strictly stationary sequence of random variables with values in some Polish space E and common marginal $\mu$, and (A k) k>0 be a sequence of Borel sets in E. In this paper, we give some conditions on (X k) and (A k) under…

概率论 · 数学 2019-04-04 Jérôme Dedecker , Florence Merlevède , Emmanuel Rio

A new notion of typicality for arbitrary probability measures on standard Borel spaces is proposed, which encompasses the classical notions of weak and strong typicality as special cases. Useful lemmas about strong typical sets, including…

信息论 · 计算机科学 2016-11-17 Junekey Jeon

We discuss some conditional generalized Borel-Cantelli lemmas and investigate their quantitative versions following the ideas of Arthan and Oliva (arXiv: 2012.09942).

概率论 · 数学 2022-11-30 B. L. S. Prakasa Rao

We quantify the elementary Borel-Cantelli Lemma by higher moments of the overlap count statistic in terms of the weighted summability of the probabilities. Applications include mean deviation frequencies in the Strong Law and the Law of the…

概率论 · 数学 2022-07-29 Luisa F. Estrada , Michael A. Högele

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…

动力系统 · 数学 2025-02-07 Tomas Persson , Alejandro Rodriguez Sponheimer

This paper integrates two strands of the literature on stability of general state Markov chains: conventional, total variation based results and more recent order-theoretic results. First we introduce a complete metric over Borel…

概率论 · 数学 2024-10-02 Takashi Kamihigashi , John Stachurski

In the paper we propose certain conditions, relatively easy to verify, which ensure the central limit theorem for some general class of Markov chains. To justify the usefulness of our criterion, we further verify it for a particular…

概率论 · 数学 2020-12-04 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

We establish general theorems quantifying the notion of recurrence --- through an estimation of the moments of passage times --- for irreducible continuous-time Markov chains on countably infinite state spaces. Sharp conditions of…

概率论 · 数学 2014-07-15 Mikhail Menshikov , Dimitri Petritis

We prove a martingale triangular array generalization of the Chow-Birnbaum-Marshall's inequality. The result is used to derive a strong law of large numbers for martingale triangular arrays whose rows are asymptotically stable in a certain…

概率论 · 数学 2009-05-19 Yves F. Atchade

In this paper we introduce generalised Markov numbers and extend the classical Markov theory for the discrete Markov spectrum to the case of generalised Markov numbers. In particular we show recursive properties for these numbers and find…

数论 · 数学 2018-09-07 Oleg Karpenkov , Matty van-Son

We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…

概率论 · 数学 2011-08-16 Yves F. Atchade , Matias D. Cattaneo
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