Random fractals and probability metrics

John E. Hutchinson, Ludger Rüschendorf

    Research output: Contribution to journalArticlepeer-review

    13 Citations (Scopus)

    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 languageEnglish
    Pages (from-to)925-947
    Number of pages23
    JournalAdvances in Applied Probability
    Volume32
    Issue number4
    DOIs
    Publication statusPublished - 1 Jan 2000

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