Singular stationary measures are not always fractal
type: Item
instance of: scholarly article
title: Singular stationary measures are not always fractal
zbMATH Open document ID: 0791.28007
DOI: 10.1007/BF02213368
author: Steve Pincus
published in: Journal of Theoretical Probability
publication date: 1994-07-05T00:00:00Z
review text: Let \(G\) be some transformation semigroup of a space \(M\) and \(\mu\) some probability measure of \(G\) supported on two points \(T_ 1\) and \(T_ 2\) of \(G\), say \(\mu (T_ 1)=p\) and \(\mu(T_ 2)=1-p\), then a probability measure \(\nu\) on \(M\) is a stationary measure for \(\mu\) iff \[ \int f(x)dx=p \int f(T_ 1(x))d \nu(x)+(1-p) \int f(T_ 2(x))d \nu (x). \] For \(M=[0,1]\), \(G\) the semigroup of transformations of \([0,1]\), \(T_ 1,T_ 2\) two Lipschitz transformations satisfying some extra condition amongst them \(T_ 1([0,1]) \cap T_ 2 ([0,1])\neq\emptyset\) the author proves that 1. \(\nu\) is unique, 2. \(\nu\) has no atoms, 3. \(\nu\) is singular with respect to Lebesgue measure on \([0,1]\), 4. \(\nu\) has \(M\) as its support. The analogous result is obtained for \(M\) as the real projective one- space, \(G=SL_ 2(\mathbb{R})\), the group of \(2 \times 2\) real matrices of determinant 1 and \[ T_ 1=\left( \begin{matrix} a & b \\ 0 & a^{-1} \end{matrix} \right),\;T_ 2=\left( \begin{matrix} c & 0 \\ d & c^{-1} \end{matrix} \right) \] as special transformations for \(a,b,c,d \in \mathbb{R}\).
reviewed by: Hermann Haase
Mathematics Subject Classification ID: 28A80
Mathematics Subject Classification ID: 28A15
Mathematics Subject Classification ID: 28D05
zbMATH DE Number: 501138
zbMATH Keywords: singular
zbMATH Keywords: non-atomic
zbMATH Keywords: interval support
zbMATH Keywords: stationary measure
zbMATH Keywords: semigroup of transformations
zbMATH Keywords: Lipschitz transformations
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 501138