English

An ergodic theorem for subadditive random functions on vector semigroups

Probability 2020-09-08 v1

Abstract

Let f=(fxxS)f=(f^x\mid x\in S), SZmS\subset\mathbb{Z}^m, be a semigroup of ergodic measure-preserving transformations of a probability space (Ω,P)(\Omega,\mathsf{P}) and hh a real random function on SS, such that h(x+y,ω)h(x,ω)+h(y,fxω)h(x+y,\omega)\le h(x,\omega)+h(y,f^x\omega) for all x,ySx,y\in S and ωΩ\omega\in\Omega. We prove that there exists a sublinear function q ⁣:O[;)q\colon O\to[-\infty;\infty) defined on O=int(cone(S))O=\mathrm{int}(\mathrm{cone}(S)), and a set WΩW\subset\Omega of full probability, such that h(xn,ω)/xnq(x)h(x_n,\omega)/\lvert x_n\rvert\to q(x) for all ωW\omega\in W and all sequences (xn)S(x_n)\subset S with asymptotic direction xOx\in O. The moment condition for this reflects the size of the semigroup ff, not that of SS. However, an additional independence assumption about hh is made.

Keywords

Cite

@article{arxiv.2009.03056,
  title  = {An ergodic theorem for subadditive random functions on vector semigroups},
  author = {Vytautas Kazakevicius},
  journal= {arXiv preprint arXiv:2009.03056},
  year   = {2020}
}
R2 v1 2026-06-23T18:21:33.424Z