The Borel-Cantelli Lemma

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 ...