SpringerBriefs in Statistics

The Borel-Cantelli Lemma

Authors: Chandra, Tapas Kumar

  • Elegant and detailed treatment of the topic
  • Self-contained discussion
  • Includes numerous examples and applications.
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About this book

This monograph provides an extensive treatment of the theory and applications of the celebrated Borel-Cantelli Lemma. Starting from some of the basic facts of the axiomatic probability theory, it embodies the classical versions of these lemma, together with the well known as well as the most recent extensions of them due to Barndorff-Nielsen, Balakrishnan and Stepanov, Erdos and Renyi, Kochen and Stone, Petrov and the present author. The versions of the second Borel-Cantelli Lemma for pair wise negative quadrant dependent sequences, weakly *-mixing sequences, mixing sequences (due to Renyi) and for many other dependent sequences are all included. The special feature of the book is a detailed discussion of a strengthened form of the second Borel-Cantelli Lemma and the conditional form of the Borel-Cantelli Lemmas due to Levy, Chen and Serfling. All these results are well illustrated by means of many interesting examples. All the proofs are rigorous, complete and lucid. An extensive list of research papers, some of which are forthcoming, is provided. The book can be used for a self study and as an invaluable research reference on the present topic.

About the authors

Tapas Kumar Chandra is a Professor of Statistics at the Indian Statistical Institute, Kolkata, India, since 1991. He is the author of the text books A First Course in Asymptotic Theory of Statistics and A First Course in Probability Theory. Among the problems solved by him, mention must be made of the age-old problems of finding valid Edgeworth expansions of the Likelihood Ratio Statistic and other perturbed Chi-square variables under very general conditions, and of comparing Bahadur-optimal test statistics, settling the conjecture of C. R. Rao on the optimality of score test for local alternatives and obtaining very general extensions of the Kolmogorov-Etemadi SLLN, the Marcinkiewicz-Zygmund SLLN, the well known results on the L1 and Lp convergence of the normalized sample sum and an inequality of Kolmogorov. His work is co-authored with J. K. Ghosh, R. R. Bahadur, S. Ghosal, R. Mukherjee, and others.

Reviews

From the reviews:

“This book is devoted to the famous Borel-Cantelli lemmas, which play a very important role in probability theory, in particular in limit theorems. … The monograph is very well written, full of illustrating examples and problems … . At the end of each chapter there is a complete … list of references. It is a real pleasure to read this book. This monograph may be recommended not only for researchers but also for intermediate and graduate students.” (Przemysław Matuła, Mathematical Reviews, April, 2013)

Table of contents (5 chapters)

Buy this book

eBook $34.99
price for USA (gross)
  • ISBN 978-81-322-0677-4
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $49.95
price for USA
  • ISBN 978-81-322-0676-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
The Borel-Cantelli Lemma
Authors
Series Title
SpringerBriefs in Statistics
Copyright
2012
Publisher
Springer India
Copyright Holder
The Author(s)
eBook ISBN
978-81-322-0677-4
DOI
10.1007/978-81-322-0677-4
Softcover ISBN
978-81-322-0676-7
Series ISSN
2191-544X
Edition Number
1
Number of Pages
XII, 106
Topics