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 t

The purpose of this chapter is to show that if a monkey types infinitely, Shakespeare,Äôs Hamlet and any other works one may wish to add to the list will each

This book, first published in 2005, introduces measure and integration theory as it is needed in many parts of analysis and probability.

This book is devoted exclusively to a very special class of random processes, namely, to random walk on the lattice points of ordinary Euclidian space. The auth

An extension of the Borel-Cantelli lemma to the case of dependent events occurring infinitely often with probability one is carried out. Applications in establi