On the use of the Borel–Cantelli lemma in Markov chains

In the present paper, we propose technical generalizations of the Borel–Cantelli lemma. These generalizations can be further used to derive strong limit results for Markov chains. In our work, we obtain some strong limit results.

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Year of publication:	2014
Authors:	Stepanov, Alexei
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 90.2014, C, p. 149-154
Publisher:	Elsevier
Subject:	Markov chains \| The Borel–Cantelli lemma \| Strong limit laws \| The concomitants of order statistics \| The Fα-scheme

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011040148