Random fractals and probability metrics

DOI10.1017/S0001867800010375MaRDI QIDQ2713148zbMATH OpenOpenAlexFDO

Authors John E. Hutchinson, Ludger Rüschendorf

Publication date 21 April 2002

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0001867800010375

zbMATH Keywords

fractaliterated function systemminimal metricMonge-Kantorovich metricprobability metricrandom fractalrandom measurescaling operatorself-similar

Mathematics Subject Classification ID

Fractals (28A80) Geometric probability and stochastic geometry (60D05) Self-similar stochastic processes (60G18) Random measures (60G57)

Review text

New existence, uniqueness and convergence results for self-similar random measures are shown. In particular, self-similar random measures with non-constant total mass are treated extensively. The methods of this paper allow to work under very general conditions on the random iterated function systems. The principal tools are various modifications of the contraction method. The method is exploited by intricate choices of metrics on spaces of random measures and their distributions. The contraction properties of these metrics arise from the linear structure of the set of measures rather than any independence properties. In order to establish almost sure convergence results and to deal with the case of non-constant mass the scaling operators are extended to a space of construction trees.

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Cited in

(27)

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• Stochastic two-scale convergence and iterated function system
• Elementary fixed points of the BRW smoothing transforms with infinite number of summands
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• A survey of average contractive iterated function systems
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• Generating a probability measure from a fractal structure
• \(V\)-variable fractals: Fractals with partial self similarity

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