The Annals of Probability

Multiparameter Subadditive Processes

R. T. Smythe

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Abstract

Let $N$ be the positive integers. We define a class of processes indexed by $N^r \times N^r$ which we call subadditive (when $r = 1$ our definition coincides with the usual one). Under a first moment condition we prove mean convergence of $x_{0t}/|\mathbf{t}|$ as each coordinate of $\mathbf{t} \rightarrow \infty$, where $|\mathbf{t}| = t_1 t_2 \cdots t_r$. If the process is strongly subadditive (a more restrictive condition) then the same first moment condition gives a.s. sectorial convergence. We conjecture (and verify in several cases) that an $L(\log L)^{r-1}$ integrability condition is sufficient to give unrestricted a.s. convergence.

Article information

Source
Ann. Probab., Volume 4, Number 5 (1976), 772-782.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176995983

Digital Object Identifier
doi:10.1214/aop/1176995983

Mathematical Reviews number (MathSciNet)
MR423495

Zentralblatt MATH identifier
0339.60022

JSTOR
links.jstor.org

Subjects
Primary: 60F15: Strong theorems
Secondary: 60G10: Stationary processes 28A65

Keywords
Subadditive processes multiparameter processes ergodic theory

Citation

Smythe, R. T. Multiparameter Subadditive Processes. Ann. Probab. 4 (1976), no. 5, 772--782. doi:10.1214/aop/1176995983. https://projecteuclid.org/euclid.aop/1176995983


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