The doubling property of conformal measures of infinite iterated function systems

We provide sufficient conditions for the conformal measures induced by regular conformal infinite iterated function systems to satisfy the doubling property. We apply these conditions to iterated function systems derived from the continued fraction algorithm—continued fractions with restricted entries. For these systems our conditions are expressed in terms of the asymptotic density properties of the allowed entries. As examples, we give some relatively large classes of sets of continued fractions with restricted entries for which the corresponding conformal measures have the doubling property. Similarly, we give some other classes for which the conformal measure does not have the doubling property.     

Conical upper density theorems and porosity of measures

We study how measures with finite lower density are distributed around (n−m)-planes in small balls in Rn. We also discuss relations between conical upper density theorems and porosity. Our results may be applied to a large collection of Hausdorff and packing type measures.     

Lattice measures and associated outer measures

In this paper, we consider lattice measures and introduce certain associated outer measures (not the usual induced outer measures), study their properties, and investigate the associated classes of measureable sets. We utilize some of these outer measures to characterize normality and investigate lattice separation properties; also, to extend the notion of regularity of measures to weak regularity of measures. We give applications of our results to specific topological lattices.     

On the Gibbs Properties of Bernoulli Convolutions Related to β-Numeration in Multinacci Bases

We consider infinitely convolved Bernoulli measures (or simply Bernoulli convolutions) related to the -numeration. A matrix decomposition of these measures is obtained in the case when is a PV number. We also determine their Gibbs properties for being a multinacci number, which makes the multifractal analysis of the corresponding Bernoulli convolution possible.Supported by a HK RGC grant and a CUHK Postdoctoral Fellowship.Supported by the EPSRC grant no GR/R61451/01.     

Some remarks on countably determined measures and uniform distribution of sequences

Two topics are investigated: countably determined (regular Borel probability) measures on compact Hausdorff spaces, and uniform distribution of sequences regarding mainly this kind of measures. We prove several characterizations of countably determined measures, and apply the results in order to show the existence of a well distributed sequence in the support of a countably determined measure. We also generalize a result of Losert on the existence of uniformly distributed sequences in compact dyadic spaces.     

Lévy group and density measures

We will deal with finitely additive measures on integers extending the asymptotic density. We will study their relation to the Lévy group G of permutations of N. Using a new characterization of the Lévy group G we will prove that a finitely additive measure extends density if and only if it is G-invariant.     

First and second moments for self‐similar couplings and Wasserstein distances

We study aspects of the Wasserstein distance in the context of self‐similar measures. Computing this distance between two measures involves minimising certain moment integrals over the space of couplings, which are measures on the product space with the original measures as prescribed marginals. We focus our attention on self‐similar measures associated to equicontractive iterated function systems consisting of two maps on the unit interval and satisfying the open set condition. We are particularly interested in understanding the restricted family of self‐similar couplings and our main achievement is the explicit computation of the 1st and 2nd moment integrals for such couplings. We show that this family is enough to yield an explicit formula for the 1st Wasserstein distance and provide non‐trivial upper and lower bounds for the 2nd Wasserstein distance for these self‐similar measures.     

Some remarks on the existence of doubly stochastic measures with latticework hairpin support

Summary In their paper Properties of a special class of doubly stochastic measures, which appeared in volume 36 of this journal (pp. 212–229), A. Kaminski et al. introduced latticework hairpins and used them to provide a counterexample to a conjecture of J. H. B. Kemperman. However, their paper contains an error and, as a consequence, a umber of incorrect statements (which fortunately do not invalidate its main results). We point out the error and the incorrect statements. More importantly, we modify the argument, present correct versions wherever possible, and provide a valid characterization of those latticework hairpins that support doubly stochastic measures. We also construct a number of new examples, including another counterexample to Kemperman's conjecture.     

On multifractality and time subordination for continuous functions

Let Z:[0,1]→R be a continuous function. This paper relates to the existence of a decomposition of Z as Z=g○f, where g:[0,1]→R is a monofractal function with exponent 0<H<1 and f:[0,1]→[0,1] is a time subordinator, i.e. the integral of a positive Borel measure supported by [0,1]. An equivalent question consists of searching for a (multifractal) parametrization of Z which transforms Z into a monofractal function. We establish that such a decomposition can be found for a large class of functions which includes the usual examples of multifractal functions.We find an interesting relationship between self-similar functions and self-similar measures as an application of our results.Our theorems yield new insights in the understanding of the multifractal behaviour of functions, giving a significant role to the regularity analysis of Borel measures.     

Tangent measure distributions of fractal measures

Tangent measure distributions provide a natural tool to study the local geometry of fractal sets and measures in Euclidean spaces. The idea is, loosely speaking, to attach to every point of the set a family of random measures, called the -dimensional tangent measure distributions at the point, which describe asymptotically the -dimensional scenery seen by an observer zooming down towards this point. This tool has been used by Bandt [BA] and Graf [G] to study the regularity of the local geometry of self similar sets, but in this paper we show that its scope goes much beyond this situation and, in fact, it may be used to describe a strong regularity property possessed by every measure: We show that, for every measure on a Euclidean space and any dimension , at -almost every point, all -dimensional tangent measure distributions are Palm measures. This means that the local geometry of every dimension of general measures can be described – like the local geometry of self similar sets – by means of a family of statistically self similar random measures. We believe that this result reveals a wealth of new and unexpected information about the structure of such general measures and we illustrate this by pointing out how it can be used to improve or generalize recently proved relations between ordinary and average densities. Received: 27 November 1996 / Revised version: 27 February 1998     

Nonarchimedean Cantor set and string

We construct a nonarchimedean (or p-adic) analogue of the classical ternary Cantor set . In particular, we show that this nonarchimedean Cantor set is self-similar. Furthermore, we characterize as the subset of 3-adic integers whose elements contain only 0’s and 2’s in their 3-adic expansions and prove that is naturally homeomorphic to . Finally, from the point of view of the theory of fractal strings and their complex fractal dimensions [7, 8], the corresponding nonarchimedean Cantor string resembles the standard archimedean (or real) Cantor string perfectly. Dedicated to Vladimir Arnold, on the occasion of his jubilee     

Some Local Properties of Spectrum of Linear Dynamical Systems in Hilbert Space

We prove some local properties of the spectrum of a linear dynamical system in Hilbert space. The semigroup generator, the control operator and the observation operator may be unbounded. We consider (i) the PBH test, (ii) the correspondence between the poles of the resolvent of the semigroup generator and the poles of the transfer function, and (iii) pole-zero cancellation between two transfer functions of the cascade connection of two dynamical systems. For our investigation we take well-posed linear systems and a subclass of them called weakly regular systems as the most general setting.     

Infinitely Many Securities and the Fundamental Theorem of Asset Pricing

Several authors have pointed out the possible absence of martingale measures for static arbitrage free markets with an infinite number of available securities. Accordingly, the literature constructs martingale measures by generalizing the concept of arbitrage (free lunch, free lunch with bounded risk, etc.) or introducing the theory of large financial markets. This paper does not modify the definition of arbitrage and addresses the caveat by drawing on projective systems of probability measures. Thus we analyze those situations for which one can provide a projective system of σ–additive measures whose projective limit may be interpreted as a risk-neutral probability of an arbitrage free market. Hence the Fundamental Theorem of Asset Pricing is extended so that it can apply for models with infinitely many assets. Partially funded by the Spanish Ministry of Science and Education (ref: BEC2003 – 09067 –C04 – 03) and Comunidad Autonoma de Madrid (ref: s – 0505/tic/000230).     

Finitely subadditive and countably subadditive outer measures

Results are given comparing countably subadditive (csa) outer measures and finitely subadditive (fsa) outer measures, especially relating to regularity and measurability conditions such as (*) condition:A setE (of an arbitrary setX), is measurable ( an outer measure),ES (the collection of measurable sets) iff (X)=(E)+(E). Specific examples are given contrasting csa and fsa outer measures. In particular fsa and csa outer measures derived from finitely additive measures defined on an algebra of sets generated by a lattice of sets, are investigated in some detail.     

Minimal and reduced pairs of convex bodies

We give a new proof for the existence and uniqueness (up to translation) of plane minimal pairs of convex bodies in a given equivalence class of the Hörmander-R»dström lattice, as well as a complete characterization of plane minimal pairs using surface area measures. Moreover, we introduce the so-called reduced pairs, which are special minimal pairs. For the plane case, we characterize reduced pairs as those pairs of convex bodies whose surface area measures are mutually singular. For higher dimensions, we give two sufficient conditions for the minimality of a pair of convex polytopes, as well as a necessary and sufficient criterion for a pair of convex polytopes to be reduced. We conclude by showing that a typical pair of convex bodies, in the sense of Baire category, is reduced, and hence the unique minimal pair in its equivalence class.     

The limited Rademacher functions and Bernoulli convolutions associated with Pisot numbers

In this paper, we give a systematical study of the local structures and fractal indices of the limited Rademacher functions and Bernoulli convolutions associated with Pisot numbers. For a given Pisot number in the interval (1,2), we construct a finite family of non-negative matrices (maybe non-square), such that the corresponding fractal indices can be re-expressed as some limits in terms of products of these non-negative matrices. We are especially interested in the case that the associated Pisot number is a simple Pisot number, i.e., the unique positive root of the polynomial x^k-x^k-1-…-x-1 (k=2,3,…). In this case, the corresponding products of matrices can be decomposed into the products of scalars, based on which the precise formulas of fractal indices, as well as the multifractal formalism, are obtained.     

Scaling properties of Hausdorff and packing measures

Let . Let be a continuous increasing function defined on , for which and is a decreasing function of t. Let be a norm on , and let , , denote the corresponding metric, and Hausdorff and packing measures, respectively. We characterize those functions such that the corresponding Hausdorff or packing measure scales with exponent by showing it must be of the form , where L is slowly varying. We also show that for continuous increasing functions and defined on , for which , is either trivially true or false: we show that if , then for a constant c, where is the Lebesgue measure on . Received June 17, 2000 / Accepted September 6, 2000 / Published online March 12, 2001