Convergence theorems for barycentric maps

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Publication:4960404

DOI10.1142/S0219025719500164zbMATH Open1436.60011arXiv1805.08558OpenAlexW3001223802WikidataQ126529366 ScholiaQ126529366MaRDI QIDQ4960404FDOQ4960404


Authors: Fumio Hiai, Yongdo Lim Edit this on Wikidata


Publication date: 15 April 2020

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

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.


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




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