Approximation of measures by Markov processes and homogeneous affine iterated function systems
Ergodic theory (37A99) Approximations and expansions (41A99) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Positive definite functions in one variable harmonic analysis (42A82) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25)
It is shown that under certain conditions, attractive invariant measures for iterated function systems (indeed for Markov processes on locally compact spaces) depend continuously on parameters of the system. We discuss a special class of iterated function systems, the homogeneous affine ones, for which an inverse problem is easily solved in principle by Fourier transform methods. We show that a probability measure \(\mu\) on \({\mathbb{R}}^ n\) can be approximated by invariant measures for finite iterated function systems of this class if \({\hat \mu}\)(t)/\({\hat \mu}\)(a\({}^ Tt)\) is positive definite for some nonzero contractive linear map a: \({\mathbb{R}}^ n\to {\mathbb{R}}^ n\). Moments and cumulants are also discussed.
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