Upcrossing inequalities for stationary sequences

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Microsoft Research
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Published on ● Video Link: https://www.youtube.com/watch?v=FrSyF04oehs


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Let $g$ be a function which assigns to each stationary process $X_n$ and to each sample $X_1, X_2 ,..., X_n$ of the process a real number $g(X_1, ... ,X_n)$, which may also depend on the distribution of the process. I'll discuss how one can obtain effective bounds on the probability that the sequence $g(X_1, ..., X_n)$ crosses a fixed interval some number of times in terms of a quantity measuring the average



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