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Research Report MRR98-048

Random fractals and probability metrics

John E. Hutchinson and Ludger Ruschendorf

Abstract: Variants of the minimal Lp-metrics are introduced in the space of random measures and are applied, with various modifications of the contraction method, to prove existence and uniqueness results for self-similar random fractal measures. We obtain exponential convergence, both in distribution and almost surely, of an iterative sequence of random measures (defined by means of the scaling operator) to a unique self-similar random measure. The assumptions are quite weak, and correspond to similar conditions in the deterministic case. The fixed mass case is handled in a direct way based on regularity properties of the metrics and the properties of a natural probability space. To prove convergence in the random mass case needs additional tools such as a specially adapted choice of the space of random measures and of the space of probability distributions on measures, the introduction of reweighted sequences of random measures and a comparison technique.

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