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On the Borel-Cantelli lemma |
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| Authors: | Harry Cohn |
| Institution: | (1) Technion-Israel Institute of Technology, Haifa |
| Abstract: | A new variant of the “divergent” part of the Borel-Cantelli lemma for events derived from a Markov chain is given. Further two applications are considered. One of the applications refers to the denumerable Markov chain and the second is a new proof of the “strong” theorem corresponding to the “arc sine law”. |
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