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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2007 Volume 13(29), Issue 2, Pages 281–293 (Mi thsp205)

Probability distributions with independent $Q$-symbols and transformations preserving the Hausdorff dimension

Grygoriy Torbin

Institut für Angewandte Mathematik, Universität Bonn, Bonn, Germany; National Pedagogical University, Kyiv, Ukraine; Institute for Mathematics of NASU, Kyiv.

Abstract: The paper is devoted to the study of connections between fractal properties of one-dimensional singularly continuous probability measures and the preservation of the Hausdorff dimension of any subset of the unit interval under the corresponding distribution function. Conditions for the distribution function of a random variable with independent $Q$-digits to be a transformation preserving the Hausdorff dimension (DP-transformation) are studied in details. It is shown that for a large class of probability measures the distribution function is a DP-transformation if and only if the corresponding probability measure is of full Hausdorff dimension.

Keywords: Singularly continuous probability distributions, Hausdorff dimension of probability measures, Hausdorff-Billingsley dimension, fractals, DP-transformations.

MSC: 60G30, 28A80, 11K55

Language: English



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