The Ergodic Theory of Subadditive Stochastic Processes.¶
Kingman, J. F. C. (1968). The Ergodic Theory of Subadditive Stochastic Processes. Journal of the Royal Statistical Society: Series B, 499-510.
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Primes¶
- Subadditivity
- For a subadditive sequence \(a_{m+n}\leq a_m+a_n\), Fekete's lemma identifies a stable asymptotic rate, \(\lim_n a_n/n=\inf_n a_n/n\), and Hammersley and Kingman extend the limiting logic to broader and stochastic subadditive settings.
This sourceDevelops subadditive ergodic theory for stochastic processes and its long-run rate conclusion.
- For a subadditive sequence \(a_{m+n}\leq a_m+a_n\), Fekete's lemma identifies a stable asymptotic rate, \(\lim_n a_n/n=\inf_n a_n/n\), and Hammersley and Kingman extend the limiting logic to broader and stochastic subadditive settings.
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