Abstract
We first develop a theory of conditional expectations for random variables with values in a complete metric space M equipped with a contractive barycentric map β, and then give convergence theorems for martingales of β-conditional expectations. We give the Birkhoff ergodic theorem for β-values of ergodic empirical measures and provide a description of the ergodic limit function in terms of the β-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 M. Finally, the large deviation property of β-values of i.i.d. empirical measures is obtained by applying the Sanov large deviation principle.
| Original language | English |
|---|---|
| Article number | 1950016 |
| Journal | Infinite Dimensional Analysis, Quantum Probability and Related Topics |
| Volume | 22 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1 Sep 2019 |
Keywords
- conditional expectation
- Contractive barycentric map
- ergodic theorem
- large deviation principle
- martingale