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

Alexei Stepanov

Statistics & Probability Letters, 2014, vol. 90, issue C, 149-154

Abstract: 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.

Keywords: Markov chains; The Borel–Cantelli lemma; Strong limit laws; The concomitants of order statistics; The Fα-scheme (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715214001187
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:90:y:2014:i:c:p:149-154

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2014.03.025

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().