Upcrossing inequalities for stationary sequences and applications (Q971935)

Let \(\{S_{i,j}\}_{1\leq i\leq j}\) be a collection of stationary random variables. It is shown that 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 \(\{S_{i,j}\}_{1\leq i\leq j}\). Universal upcrossing inequalities with exponential decay for several classical ergodic theorems are obtained as well.