Upcrossing inequalities for stationary sequences and applications (Q971935)
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scientific article
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| English | Upcrossing inequalities for stationary sequences and applications |
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Upcrossing inequalities for stationary sequences and applications (English)
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17 May 2010
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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.
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stationary random variables
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mean subadditivity
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ergodic theorems
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upcrossing inequalities
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0.8046061992645264
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0.7509413957595825
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0.7391288876533508
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0.7373497486114502
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0.7301560640335083
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