Abstract

We first develop a theory of conditional expectations for random variables with values in a complete metric space [Formula: see text] equipped with a contractive barycentric map [Formula: see text], and then give convergence theorems for martingales of [Formula: see text]-conditional expectations. We give the Birkhoff ergodic theorem for [Formula: see text]-values of ergodic empirical measures and provide a description of the ergodic limit function in terms of the [Formula: see text]-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 [Formula: see text]. Finally, the large deviation property of [Formula: see text]-values of i.i.d. empirical measures is obtained by applying the Sanov large deviation principle.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call