Convergence theorems for barycentric maps

DOI10.1142/S0219025719500164MaRDI QIDQ4960404zbMATH OpenOpenAlexWikidataFDO

Authors Fumio Hiai, Yongdo Lim

Publication date 15 April 2020

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.08558

zbMATH Keywords

martingaleconditional expectationlarge deviation principleergodic theoremcontractive barycentric map

Mathematics Subject Classification ID

Large deviations (60F10) Probability measures on topological spaces (60B05) Ergodic theorems, spectral theory, Markov operators (37A30) Operator means involving linear operators, shorted linear operators, etc. (47A64)

Abstract: We first develop a theory of conditional expectations for random variables with values in a complete metric space $M$ equipped with a contractive barycentric map $$, and then give convergence theorems for martingales of $$-conditional expectations. We give the Birkhoff ergodic theorem for $$-values of ergodic empirical measures and provide a description of the ergodic limit function in terms of the $$-conditional expectation. Moreover, we prove the continuity property of the ergodic limit function by finding a complete metric between contractive barycentric maps on the Wasserstein space of Borel probability measures on $M$. Finally, the large derivation property of $$-values of i.i.d. empirical measures is obtained by applying the Sanov large deviation principle.

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Cited in

(6)

• Matrix extremal problems and shift invariant means
• Barycentric maps for compactly supported measures
• Operator means of probability measures
• Birkhoff's ergodic theorems in terms of weighted inductive means
• On \(L^1\) convergence of barycentric sequences of empirical measures
• The barycenter property for robust and generic diffeomorphisms

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