Image measures of infinite product measures and generalized Bernoulli convolutions
Probability
2007-05-23 v2 Dynamical Systems
Abstract
We examine measure preserving mappings acting from a probability space into a probability space where . Conditions on , under which preserves the relations ''to be singular'' and ''to be absolutely continuous'' between measures defined on and corresponding image measures, are investigated. We apply the results to investigate the distribution of the random variable where and are independent not necessarily identically distributed random variables taking the values with probabilities , We also studied in details the metric-topological and fractal properties of the distribution of a random variable where are terms of the convergent series.
Keywords
Cite
@article{arxiv.math/0308025,
title = {Image measures of infinite product measures and generalized Bernoulli convolutions},
author = {Albeverio Sergio and Torbin Grygoriy},
journal= {arXiv preprint arXiv:math/0308025},
year = {2007}
}
Comments
15 pages