Upcrossing inequalities for stationary sequences and applications

DOI10.1214/09-AOP460zbMATH Open1196.37014OpenAlexW2076112250MaRDI QIDQ971935FDOQ971935

Authors Michael Hochman 

Publication date 17 May 2010

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0608311

zbMATH Keywords

ergodic theoremsmean subadditivitystationary random variablesupcrossing inequalities

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Stationary stochastic processes (60G10) Ergodic theorems, spectral theory, Markov operators (37A30) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Sample path properties (60G17) Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30)

Abstract: For arrays $(S_{i,j}{)}_{1leqileqj}$ 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 $(S_{i,j}{)}_{1leqileqj}$. 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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• Oscillation in ergodic theory
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Cited in

(14)

• Martin-Löf randomness implies multiple recurrence in effectively closed sets
• Quasiperiodicity and non-computability in tilings
• Oscillation and the mean ergodic theorem for uniformly convex Banach spaces
• Local stability of ergodic averages
• On stability of probability laws with respect to small violations of algorithmic randomness
• Martin-Löf random quantum states
• On upcrossing inequalities for subadditive superstationary processes
• Upcrossing inequalities for powers of nonlinear operators and Chacon processes
• The metamathematics of ergodic theory
• A new maximal inequality and invariance principle for stationary sequences
• Universal coding and prediction on ergodic random points
• Ergodic theorems and converses for PSPACE functions
• Randomness and initial segment complexity for measures
• Computable Measure Theory and Algorithmic Randomness

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