Convergence theorems for barycentric maps

Fumio Hiai, Yongdo Lim

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

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 languageEnglish
Article number1950016
JournalInfinite Dimensional Analysis, Quantum Probability and Related Topics
Volume22
Issue number3
DOIs
StatePublished - 1 Sep 2019

Keywords

  • conditional expectation
  • Contractive barycentric map
  • ergodic theorem
  • large deviation principle
  • martingale

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