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2000 | Book

Fractal Geometry and Stochastics II

Editors: Christoph Bandt, Siegfried Graf, Martina Zähle

Publisher: Birkhäuser Basel

Book Series : Progress in Probability

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About this book

The second conference on Fractal Geometry and Stochastics was held at Greifs­ wald/Koserow, Germany from August 28 to September 2, 1998. Four years had passed after the first conference with this theme and during this period the interest in the subject had rapidly increased. More than one hundred mathematicians from twenty-two countries attended the second conference and most of them presented their newest results. Since it is impossible to collect all these contributions in a book of moderate size we decided to ask the 13 main speakers to write an account of their subject of interest. The corresponding articles are gathered in this volume. Many of them combine a sketch of the historical development with a thorough discussion of the most recent results of the fields considered. We believe that these surveys are of benefit to the readers who want to be introduced to the subject as well as to the specialists. We also think that this book reflects the main directions of research in this thriving area of mathematics. We express our gratitude to the Deutsche Forschungsgemeinschaft whose financial support enabled us to organize the conference. The Editors Introduction Fractal geometry deals with geometric objects that show a high degree of irregu­ larity on all levels of magnitude and, therefore, cannot be investigated by methods of classical geometry but, nevertheless, are interesting models for phenomena in physics, chemistry, biology, astronomy and other sciences.

Table of Contents

Frontmatter

Fractal Sets and Measures

Frontmatter
Multifractal Geometry
Abstract
This is a survey on multifractal analysis with an emphasis on the multifractal geometry of geometric constructions involving (multifractal) measures.
We first describe the basic notions in multifractal analysis: the Multi-fractal Formalism, the coarse multifractal spectra, the box (Legendre) multifractal spectra, the fine multifractal spectra, and discuss the relationship between these multifractal spectra (Sections 1-3).
We then (Section 4) consider general geometric constructions in multifractal geometry. We show that the fine multifractal formalism introduced by Olsen [O111], Pesin [Pes1, Pes2] and Peyrière [Pey] leads to a multifractal geometry for product measures, for slices of measures (i. e. intersections of measures with lower dimensional subspaces), and for general intersections of measures, which is completely analogous to the fractal geometry for product sets, for slices of sets (i. e. intersections of sets with lower dimensional subspaces), and for general intersections of sets, respectively.
L. Olsen
Sixty Years of Bernoulli Convolutions
Abstract
The distribution νλ of the random series random series Σ±λn is the infinite convolution product of These measures have been studied since the 1930’s, revealing connections with harmonic analysis, the theory of algebraic numbers, dynamical systems, and Hausdorff dimension estimation. In this survey we describe some of these connections, and the progress that has been made so far on the fundamental open problem: For which λ∈ is νλ, absolutely continuous?
Our main goal is to present an exposition of results obtained by Erdős, Kahane and the authors on this problem. Several related unsolved problems are collected at the end of the paper.
Yuval Peres, Wilhelm Schlag, Boris Solomyak

Iterated Function Systems

Frontmatter
Problems on Self-similar Geometry
Abstract
Abstract. We discuss some results and open questions in the field of classical self-similar constructions: Boundaries of self-similar sets with open set condition; the dimension of a self-similar set with a big overlapping; the singularity of self-similar measures with respect to Hausdorff and packing measures and a variational property of self-similar measures which plays a role in multifractality. The multidimensional Legendre Transform is shown to satisfy the multifractal formalism for intersections of several multifractal layers relative to different self-similar measures.
Manuel Moran
Problems on Self-similar Sets and Self-affine Sets: An Update
Abstract
Self-similar sets that satisfy a certain separation condition (the open set condition) are quite well understood. However, self-similar sets with “overlap”, and self-affine sets (with or without overlap) still retain many mysteries. We list a few of these unsolved problems, and give references for the relevant background.
Yuval Peres, Boris Solomyak

Stochastic Processes and Random Fractals

Frontmatter
Selfsimilar Fractals and Selfsimilar Random Fractals
Abstract
We survey the application of contraction mapping arguments to selfsimilar (nonrandom) fractal sets, measures and functions. We review the results for selfsimilar random fractal sets and measures and show how the method and extensions also work for selfsimilar random fractal functions.
John E. Hutchinson, Ludger Rüschendorf
Random Coverings and Multiplicative Processes
Abstract
The problems and results on random coverings are described as they arose in the course of history. Then it is explained how the method of multiplicative processes applies in that connection and further examples and generalizations are given.
Multiplicative processes and related martingales appear in a number of circumstances and raise many interesting problems. It would be possible to start with the general theory and show how most problems can be solved in the particular case of random coverings in a very clear manner. We shall go the opposite way. I shall describe the problems and results on random coverings as they arose in the course of history, then explain how the method of multiplicative processes applies in that connection, and go to further examples and generalizations.
Jean-Pierre Kahane
Recent Results on Mandelbrot Multiplicative Cascades
Abstract
This article gives a brief account on twenty five years of research on Mandelbrot multiplicative cascades with a stress on recent results on their multifractal analysis.
Jacques Peyrière
The Weierstrass-Mandelbrot Process Provides a Series Approximation to the Harmonizable Fractional Stable Motion
Abstract
We show that Weierstrass’s nowhere differentiable function can be modified and randomized, so as to provide a series approximation to the Harmonizable Fractional Stable Motion. The Harmonizable Fractional Stable Motion, which is a complex-valued, stable, self-similar process with stationary increments, is one of the many different extensions of fractional Brownian motion to the stable case.
Vladas Pipiras, Murad S. Taqqu

Fractals and Dynamical Systems

Frontmatter
An Ergodic Theoretic Approach to Mean Field Coupled Maps
Abstract
We study infinite systems of globally coupled maps with permutation invariant interaction as limits of large finite-dimensional systems. Because of the symmetry of the interaction the interesting invariant measures are the exchangeable ones. For infinite systems this means in view of de Finetti's theorem that we must look for time invariant measures within the class of mixtures of spatial Li.d. processes. If we consider only those invariant measures in that class as physically relevant which are weak limits of SRB-measures of the finite-dimensional approximations, we find for systems of piecewise expanding interval maps that the limit measures are in fact mixtures of absolutely continuous measures on the interval which have densities of uniformly bounded variation.
The law of large numbers is violated (in the sense of Kaneko) if a nontrivial mixture of i.i.d. processes can occur as a weak limit of finite-dimensional SRB-measures. We prove that this does neither happen for C3-expanding maps of the circle (extending slightly a result of Jiirvenpiiii) nor for mixing tent maps for which the critical orbit finally hits a fixed point (making rigorous a result of Chawanya and Morita).
Gerhard Keller
Entropy and Dimension Families Associated with Equilibrium Measures for Hyperbolic Dynamical Systems
Abstract
For a (one or two-sided) subshift of finite type 0" and a Hölder continuous function ψ we consider the equilibrium measures {μ,β} βȦ0 corresponding to the Hölder continuous functions φβ(χ) = -βψ, β ≥ 0. We provide a complete description of the entropy family FE(β) =hμβ(σ) and the dimension family Fd((β) = dim H μ,β p,tJ associated with these measures. Similar results are obtained for entropy and dimension families generated by equilibrium measures for (conformal) expanding maps and (conformal) Axiom A diffeomorphisms. As a consequence we show that for a "typical" Holder continuous function ψ the set {hμ,β(σ) β ≥ 0} contains all positive values of metric entropy.
Yakov B. Pesin

Harmonic Analysis on Fractals

Frontmatter
On Limit Theorems for Brownian Motions on Unbounded Fractal Sets
Abstract
We consider a general unbounded nested fractal (a typical finitely ramified self similar fractal) E ⊂ Rd. We are concerned with large time asymptotics of the Brownian motion moving on E. In particular, we show that the Donsker-Varadhan method for the one-dimensional symmetric stable process of index α still works for the present Brownian motion to identify the accumulation points of its scale changed occupation time distributions and thereby establish the law of the iterated logarithm (LIL) of Chung's type of the Brownian path and the LIL of the Brownian local time. The walk dimension dw of the Brownian motion now plays the role of α in the case of the stable process.
Masatoshi Fukushima
Heat Kernels and Spectral Asymptotics for some Random Sierpinski Gaskets
Abstract
We discuss two types of randomization for nested fractals based upon the d-dimensional Sierpinski gasket. One type, called homogeneous random fractals, are spatially homogeneous but scale irregular, while the other type, called random recursive fractals are spatially inhomogeneous. We use Dirichlet form techniques to construct Laplace operators on these fractals. The properties of the two types of random fractal differ and we extend and unify previous work to demonstrate that, though the homogeneous random fractals are well behaved in space, the behaviour in time of their on-diagonal heat kernels and their spectral asymptotics is more irregular than that of the random recursive fractals.
B. M. Hambly
Lagrangian Metrics and Fractal Dynamics
Abstract
We study self-similarity and metric scaling in the general setting of the spaces of homogeneous type with emphasis on the role that intrinsic Lagrangian metrics play in the description of fractal dynamics.
Umberto Mosco
Backmatter
Metadata
Title
Fractal Geometry and Stochastics II
Editors
Christoph Bandt
Siegfried Graf
Martina Zähle
Copyright Year
2000
Publisher
Birkhäuser Basel
Electronic ISBN
978-3-0348-8380-1
Print ISBN
978-3-0348-9542-2
DOI
https://doi.org/10.1007/978-3-0348-8380-1