On the fine structure of stationary measures in systems which contract-on-average

Details On the fine structure of stationary measures in systems which contract-on-average On the fine structure of stationary measures in systems which contract-on-average

2000-05-22

arxiv.org/abs/math/0005211v1

Mathematics

Probability

Final version; 14 pages in Latex

Scientific paper

Suppose $\{f_1,...,f_m\}$ is a set of Lipschitz maps of $\mathbb{R}^d$. We form the iterated function system (IFS) by independently choosing the maps so that the map $f_i$ is chosen with probability $p_i$ ($\sum_{i=1}^m p_i=1$). We assume that the IFS contracts on average. We give an upper bound for the Hausdorff dimension of the invariant measure induced on $\mathbb{R}^d$ and as a corollary show that the measure will be singular if the modulus of the entropy $\sum_i p_i \log p_i$ is less than $d$ times the modulus of the Lyapunov exponent of the system. Using a version of Shannon's Theorem for random walks on semigroups we improve this estimate and show that it is actually attainable for certain cases of affine mappings of $\mathbb{R}$.

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