Convergence theorems for barycentric maps
Abstract
We first develop a theory of conditional expectations for random variables with values in a complete metric space 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 . Finally, the large derivation property of -values of i.i.d. empirical measures is obtained by applying the Sanov large deviation principle.
Cite
@article{arxiv.1805.08558,
title = {Convergence theorems for barycentric maps},
author = {Fumio Hiai and Yongdo Lim},
journal= {arXiv preprint arXiv:1805.08558},
year = {2018}
}
Comments
37 pages