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Finite-sample Borel–Cantelli inequalities under mixing conditions

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Abstract

We prove explicit one-lag, finite-N lower bounds for P(⋃k=1NAk) that use only the marginal probabilities P(Ak) and a single selected-lag dependence coefficient of the event-generated σ-fields. A residue-class blocking argument gives, under φ-mixing, a bound with a free spacing parameter L≥0, spacing constant 1/(L+1), and residual governed by φ(L+1); a strong-mixing covariance argument gives an α-mixing analogue with an additive residual ⌈N/(L+1)⌉α(L+1). When the lag-(L+1) coefficient vanishes, both reduce to the finite-sample m-dependent bound of Panraksa (2026), and the spacing constant 1/(L+1) is sharp in this zero-residual sense. A second-order Bonferroni refinement and a worked geometrically φ-mixing example are included. The estimates are non-asymptotic one-lag tools, complementary to second-moment and variance criteria rather than competitors to them.

Original languageEnglish
Article number110902
JournalStatistics and Probability Letters
Volume239
DOIs
Publication statusPublished - Dec 2026

Keywords

  • Borel–Cantelli lemma
  • Finite-sample inequalities
  • Mixing coefficients
  • α-mixing
  • φ-mixing

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