Binomial measures and their approximations (Q418206): Difference between revisions

Let \(0<\alpha<1\). It is first proved that there exists a unique measure \(\mu_\alpha\) on the Borel algebra \(\mathcal{B}\) of \([0,1]\) such that \(\mu_\alpha(E)=(1-\alpha)\mu_\alpha S_1^{-1}(E)+\alpha\mu_\alpha S_2^{-1}(E)\) for every \(E\in\mathcal{B}\) where \(S_1=x/2\) and \(S_2=x/2+1/2\). The authors study several properties of these measures \(\mu_\alpha\), called here binomial measures. In particular it is proved that the transformation of \(([0,1,\mathcal{B},\mu_\alpha)\) given by \(T(x):=2x-[2x]\) is measure preserving and strongly mixing, i.e., \(\lim_{n\rightarrow\infty}\nu(T^{-n}(B_1)\cap B_2)=\nu(B_1)\nu(B_2)\) whenever \(B_1,B_2\in\mathcal{B}\). Moreover, the authors deal with error estimations when approximating \(\int_0^1f(x)d\mu_\alpha\) by quadrature rules used in numerical analysis.