Un Theoreme Ergodique Presque Sous-Additif
Derriennic, Yves
Ann. Probab., Tome 11 (1983) no. 4, p. 669-677 / Harvested from Project Euclid
The two following results are proved. Given $(\Omega, \mathscr{F}, \mu, T)$ where $T$ is a measurable transformation preserving the probability measure $\mu$, given a sequence $f_n$ of integrable functions such that $\int (f_{n+k} - f_n - T^nf_k)^+ d\mu \leq c_k \text{with} \lim_k \frac{1}{k} c_k = 0,$ then $(1/n) f_n$ is converging in $L^1$-norm. If, furthermore, $f_{n+k} - f_n - T^nf_k \leq T^nh_k$ with $h_k$ a sequence of positive functions whose integrals are bounded, then $(1/n) f_n$ is also converging a.e. From this extension of Kingman's subadditive ergodic theorem, the Shannon-McMillan-Breiman theorem follows at once.
Publié le : 1983-08-14
Classification:  Ergodic theorem,  a.e. convergence,  $L^1$-convergence,  subadditive sequence,  almost subadditive sequence,  entropy,  28D05,  60G10
@article{1176993511,
     author = {Derriennic, Yves},
     title = {Un Theoreme Ergodique Presque Sous-Additif},
     journal = {Ann. Probab.},
     volume = {11},
     number = {4},
     year = {1983},
     pages = { 669-677},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/1176993511}
}
Derriennic, Yves. Un Theoreme Ergodique Presque Sous-Additif. Ann. Probab., Tome 11 (1983) no. 4, pp.  669-677. http://gdmltest.u-ga.fr/item/1176993511/