Upcrossing inequalities for stationary sequences and applications

DOI10.1214/09-AOP460zbMATH Open1196.37014arXivmath/0608311OpenAlexW2076112250MaRDI QIDQ971935FDOQ971935

Authors: Michael Hochman 

Publication date: 17 May 2010

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

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.

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

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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)

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Cited In (14)

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

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