English

Image measures of infinite product measures and generalized Bernoulli convolutions

Probability 2007-05-23 v2 Dynamical Systems

Abstract

We examine measure preserving mappings ff acting from a probability space (Ω,F,μ)(\Omega, F,\mu) into a probability space % (\Omega ^{*},F^{*},\mu ^{*}) , where μ=μ(f1)\mu ^{*}=\mu (f^{-1}). Conditions on ff, under which ff preserves the relations ''to be singular'' and ''to be absolutely continuous'' between measures defined on (Ω,F)(\Omega, F) and corresponding image measures, are investigated. We apply the results to investigate the distribution of the random variable % \xi =\sum\limits^{\infty}_{k=1} \xi_k\lambda ^k, where % \lambda \in (0;1), and ξk\xi_k are independent not necessarily identically distributed random variables taking the values ii with probabilities % p_{ik} ,i=0,1.i=0,1. We also studied in details the metric-topological and fractal properties of the distribution of a random variable ψ=k=1ξkak,\psi = \sum\limits^{\infty}_{k=1} \xi _ka_k, where ak>0a_k>0 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