arXiv · math/0608311
Upcrossing inequalities for stationary sequences and applications
Abstract
For arrays $(S_{i,j})_{1\leq i\leq j}$ of random variables that are stationary in an appropriate sense, we show that the fluctuations of the process $(S_{1,n})_{n=1}^{\infty}$ can be bounded in terms of a measure of the ``mean subadditivity'' of the process $(S_{i,j})_{1\leq i\leq j}$. We derive universal upcrossing inequalities with exponential decay for Kingman's subadditive ergodic theorem, the Shannon--MacMillan--Breiman theorem and for the convergence of the Kolmogorov complexity of a stationary sample.
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Michael Hochman. 2006-08-13. Upcrossing inequalities for stationary sequences and applications. https://doi.org/10.1214/09-aop460
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