Convergence theorems for barycentric maps

Author:

Hiai Fumio1,Lim Yongdo2

Affiliation:

1. Graduate School of Information Sciences, Tohoku University, Aoba-ku, Sendai 980-8579, Japan

2. Department of Mathematics, Sungkyunkwan University, Suwon 440-746, Korea

Abstract

We first develop a theory of conditional expectations for random variables with values in a complete metric space [Formula: see text] equipped with a contractive barycentric map [Formula: see text], and then give convergence theorems for martingales of [Formula: see text]-conditional expectations. We give the Birkhoff ergodic theorem for [Formula: see text]-values of ergodic empirical measures and provide a description of the ergodic limit function in terms of the [Formula: see text]-conditional expectation. Moreover, we prove the continuity property of the ergodic limit function by finding a complete metric between contractive barycentric maps on the Wasserstein space of Borel probability measures on [Formula: see text]. Finally, the large deviation property of [Formula: see text]-values of i.i.d. empirical measures is obtained by applying the Sanov large deviation principle.

Funder

JSPS KAKENHI

National Research Foundation of Korea

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics

Reference26 articles.

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