A Note on the Borel-Cantelli Lemma
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Publication:6384584
arXiv2112.00741MaRDI QIDQ6384584FDOQ6384584
Authors: Narayanaswamy Balakrishnan, A. Stepanov
Publication date: 1 December 2021
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.
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