NIST

subadditive ergodic theorem

(definition)

Definition: If a stationary and ergodic process satisfies the subadditive inequality, it grows almost surely linearly in time.

Note: From Algorithms and Theory of Computation Handbook, page 14-35, Copyright © 1999 by CRC Press LLC. Appearing in the Dictionary of Computer Science, Engineering and Technology, Copyright © 2000 CRC Press LLC.

Author: CRC-A


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Entry modified 17 December 2004.
HTML page formatted Wed Mar 13 12:42:46 2019.

Cite this as:
Algorithms and Theory of Computation Handbook, CRC Press LLC, 1999, "subadditive ergodic theorem", in Dictionary of Algorithms and Data Structures [online], Paul E. Black, ed. 17 December 2004. (accessed TODAY) Available from: https://www.nist.gov/dads/HTML/subadditive.html