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Absolute continuity for random iterated function systems with overlaps

Dynamical Systems 2007-05-23 v1 Probability

Abstract

We consider linear iterated function systems with a random multiplicative error on the real line. Our system is {xdi+λiYx}i=1m\{x\mapsto d_i + \lambda_i Y x\}_{i=1}^m, where diRd_i\in \R and λi>0\lambda_i>0 are fixed and Y>0Y> 0 is a random variable with an absolutely continuous distribution. The iterated maps are applied randomly according to a stationary ergodic process, with the sequence of i.i.d. errors y1,y2,...y_1,y_2,..., distributed as YY, independent of everything else. Let hh be the entropy of the process, and let χ=E[log(λY)]\chi = E[\log(\lambda Y)] be the Lyapunov exponent. Assuming that χ<0\chi < 0, we obtain a family of conditional measures νy\nu_y on the line, parametrized by y=(y1,y2,...)y = (y_1,y_2,...), the sequence of errors. Our main result is that if h>χh > |\chi|, then νy\nu_y is absolutely continuous with respect to the Lebesgue measure for a.e. yy. We also prove that if h<χh < |\chi|, then the measure νy\nu_y is singular and has dimension h/χh/|\chi| for a.e. yy. These results are applied to a randomly perturbed IFS suggested by Y. Sinai, and to a class of random sets considered by R. Arratia, motivated by probabilistic number theory.

Keywords

Cite

@article{arxiv.math/0502200,
  title  = {Absolute continuity for random iterated function systems with overlaps},
  author = {Yuval Peres and Károly Simon and Boris Solomyak},
  journal= {arXiv preprint arXiv:math/0502200},
  year   = {2007}
}

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22 pages