Bounded Geometry in the Supports of Ergodic Invariant Probability Measures

1998 ◽  
Vol 08 (10) ◽  
pp. 1957-1973 ◽  
Author(s):  
Jun Hu

In this paper we put some techniques and methods of [Misurewicz, 1979; Hu & Sullivan, 1997; Hu & Tresser, 1998; Blokh & Lyubich, 1990; Martens et al., 1992] together to show that if a map f, from an interval I into itself with finitely many turning points, satisfies a new smooth regularity in [Hu & Sullivan, 1997] and is on the boundary of chaos, and if μ is an ergodic f-invariant probability measure on I which is not concentrated on a periodic orbit of f, then the support K of μ is a Cantor set of bounded geometry, and hence has Lebesgue measure 0 and Hausdorff dimension strictly between 0 and 1. We also include some natural examples which satisfy this new smooth regularity rather than the traditional ones.

2019 ◽  
Vol 20 (04) ◽  
pp. 2050024
Author(s):  
Zhihui Yuan

Any Borel probability measure supported on a Cantor set included in [Formula: see text] and of zero Lebesgue measure on the real line possesses a discrete inverse measure. We study the validity of the multifractal formalism for the inverse measures of random weak Gibbs measures. The study requires, in particular, to develop in this context of random dynamics a suitable version of the results known for heterogeneous ubiquity associated with deterministic Gibbs measures.


Author(s):  
Michael Röckner ◽  
Feng-Yu Wang

By using the integration by parts formula of a Markov operator, the closability of quadratic forms associated to the corresponding invariant probability measure is proved. The general result is applied to the study of semilinear SPDEs, infinite-dimensional stochastic Hamiltonian systems, and semilinear SPDEs with delay.


2002 ◽  
Vol 9 (1) ◽  
pp. 75-82
Author(s):  
A. Kharazishvili

Abstract Two symmetric invariant probability measures μ 1 and μ 2 are constructed such that each of them possesses the strong uniqueness property but their product μ 1 × μ 2 turns out to be a symmetric invariant probability measure without the uniqueness property.


2007 ◽  
Vol 14 (6) ◽  
pp. 695-700 ◽  
Author(s):  
W. M. Macek

Abstract. Within the complex dynamics of the solar wind's fluctuating plasma parameters, there is a detectable, hidden order described by a chaotic strange attractor which has a multifractal structure. The multifractal spectrum has been investigated using Voyager (magnetic field) data in the outer heliosphere and using Helios (plasma) data in the inner heliosphere. We have also analyzed the spectrum for the solar wind attractor. The spectrum is found to be consistent with that for the multifractal measure of the self-similar one-scale weighted Cantor set with two parameters describing uniform compression and natural invariant probability measure of the attractor of the system. In order to further quantify the multifractality, we also consider a generalized weighted Cantor set with two different scales describing nonuniform compression. We investigate the resulting multifractal spectrum depending on two scaling parameters and one probability measure parameter, especially for asymmetric scaling. We hope that this generalized model will also be a useful tool for analysis of intermittent turbulence in space plasmas.


2020 ◽  
pp. 1-21
Author(s):  
GÁBOR ELEK

We prove that for any countable group $\unicode[STIX]{x1D6E4}$ , there exists a free minimal continuous action $\unicode[STIX]{x1D6FC}:\unicode[STIX]{x1D6E4}\curvearrowright {\mathcal{C}}$ on the Cantor set admitting an invariant Borel probability measure.


1995 ◽  
Vol 117 (1) ◽  
pp. 185-191 ◽  
Author(s):  
Richard Darst

AbstractEach number a in the segment (0, ½) produces a Cantor set, Ca, by putting b = 1 − 2a and recursively removing segments of relative length b from the centres of the interval [0, 1] and the intervals which are subsequently generated. The distribution function of the uniform probability measure on Ca is a Cantor function, fa. When a = 1/3 = b, Ca is the standard Cantor set, C, and fa is the standard Cantor function, f. The upper derivative of f is infinite at each point of C and the lower derivative of f is infinite at most points of C in the following sense: the Hausdorff dimension of C is ln(2)/ln(3) and the Hausdorff dimension of S = {x ∈ C: the lower derivative of f is finite at x} is [ln(2)/ln(3)]2. The derivative of f is zero off C, the derivative of f is infinite on C — S, and S is the set of non-differentiability points of f. Similar results are established in this paper for all Ca: the Hausdorff dimension of Ca is ln (2)/ln (1/a) and the Hausdorff dimension of Sa is [ln (2)/ln (1/a)]2. Removing k segments of relative length b and leaving k + 1 intervals of relative length a produces a Cantor set of dimension ln(k + l)/ln(1/a); the dimension of the set of non-differentiability points of the corresponding Cantor function is [ln (k + l)/ln (1/a)]2.


2006 ◽  
Vol 43 (3) ◽  
pp. 767-781 ◽  
Author(s):  
O. L. V. Costa ◽  
F. Dufour

In this paper we obtain some ergodic properties and ergodic decompositions of a continuous-time, Borel right Markov process taking values in a locally compact and separable metric space. Initially, we assume that an invariant probability measure (IPM) μ exists for the process and, without making any further assumptions on the transition kernel, obtain some characterization results for the convergence of the expected occupation measure to a limit kernel. Under the same assumption, we present the so-called Yosida decomposition. Next, instead of assuming the existence of an IPM, we assume that the Markov process satisfies a certain condition, named the T'-condition. Under this condition it is shown that the Foster-Lyapunov criterion is necessary and sufficient for the existence of an IPM and that the process admits a Doeblin decomposition. Furthermore, it is shown that in this case the set of ergodic probability measures is countable and that every probability measure for the Markov process is nonsingular with respect to the transition kernel.


2006 ◽  
Vol 43 (03) ◽  
pp. 767-781
Author(s):  
O. L. V. Costa ◽  
F. Dufour

In this paper we obtain some ergodic properties and ergodic decompositions of a continuous-time, Borel right Markov process taking values in a locally compact and separable metric space. Initially, we assume that an invariant probability measure (IPM) μ exists for the process and, without making any further assumptions on the transition kernel, obtain some characterization results for the convergence of the expected occupation measure to a limit kernel. Under the same assumption, we present the so-called Yosida decomposition. Next, instead of assuming the existence of an IPM, we assume that the Markov process satisfies a certain condition, named theT'-condition. Under this condition it is shown that the Foster-Lyapunov criterion is necessary and sufficient for the existence of an IPM and that the process admits a Doeblin decomposition. Furthermore, it is shown that in this case the set of ergodic probability measures is countable and that every probability measure for the Markov process is nonsingular with respect to the transition kernel.


Mathematics ◽  
2021 ◽  
Vol 9 (13) ◽  
pp. 1546
Author(s):  
Mohsen Soltanifar

How many fractals exist in nature or the virtual world? In this paper, we partially answer the second question using Mandelbrot’s fundamental definition of fractals and their quantities of the Hausdorff dimension and Lebesgue measure. We prove the existence of aleph-two of virtual fractals with a Hausdorff dimension of a bi-variate function of them and the given Lebesgue measure. The question remains unanswered for other fractal dimensions.


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