Abstract
New metrics are introduced in the space of random measures and are applied, with various modifications of the contraction method, to prove existence and uniqueness results for self-similar random fractal measures. We obtain exponential convergence, both in distribution and almost surely, of an iterative sequence of random measures (defined by means of the scaling operator) to a unique self-similar random measure. The assumptions are quite weak, and correspond to similar conditions in the deterministic case. The fixed mass case is handled in a directway based on regularity properties of the metrics and the properties of a natural probability space. Proving convergence in the random mass case needs additional tools, such as a specially adapted choice of the space of random measures and of the space of probability distributions on measures, the introduction of reweighted sequences of random measures and a comparison technique.
Original language | English |
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Pages (from-to) | 925-947 |
Number of pages | 23 |
Journal | Advances in Applied Probability |
Volume | 32 |
Issue number | 4 |
DOIs | |
Publication status | Published - 1 Jan 2000 |