Consider an iterated function system (IFS) that does not necessarily contract uniformly, but instead contracts on average after a finite number of iterations. Under some technical assumptions, previous work by Barnsley, Demko, Elton and Geronimo has shown that such an IFS has a unique invariant probability measure, whilst many (such as Peigné, Hennion and Hervé, Guivarc'h and le Page, Santos and Walkden) have shown that (for different function spaces) the transfer operator associated with the IFS is quasi-compact. A result due to Keller and Liverani allows one to deduce whether the transfer operator remains quasi-compact under suitable, small perturbations. The first part of this thesis proves a large deviations result for IFSs that contract on average using skew product transfer operators, a technique used by Broise to prove a similar result for dynamical systems. The remaining chapters introduce a notion of 'coupled IFSs', an analogue of the traditional coupled map lattices where the base, unperturbed behaviour is determined by an underlying dynamical system. We use transfer operators and Keller and Liverani's theorem to prove that quasi-compactness of the transfer operator is preserved for 'product IFSs' under small perturbations and for coupled IFSs. This allows us to prove a central limit theorem with a rate of convergence for the coupled IFS.

The aim of this work is the study of infinite conformal iterated function systems. More specifically, we investigate some properties of a limit set J associated to such system, its Hausdorff and packing measure and Hausdorff dimension. We provide necessary and sufficient conditions for such systems to be bi-Lipschitz equivalent. We use the concept of scaling functions to obtain some result about 1-dimensional systems. We discuss particular examples of infinite iterated function systems derived from complex continued fraction expansions with restricted entries. Each system is obtained from an infinite number of contractions. We show that under certain conditions the limit sets of such systems possess zero Hausdorff measure and positive finite packing measure. We include an algorithm for an approximation of the Hausdorff dimension of limit sets. One numerical result is presented. In this thesis we also explore the concept of positively recurrent function. We use iterated function systems to construct a natural, wide class of such functions that have strong ergodic properties.

This thesis is structured as follows. Chapter 1 introduces fractal sets before recalling basic mathematical concepts from dynamical systems, measure theory, dimension theory and probability theory. In Chapter 2 we give an overview of both deterministic and stochastic sets obtained from iterated function systems. We summarise classical results and set most of the basic notation. This is followed by the introduction of random graph directed systems in Chapter 3, based on the single authored paper [T1] to be published in Journal of Fractal Geometry. We prove that these attractors have equal Hausdorff and upper box-counting dimension irrespective of overlaps. It follows that the same holds for the classical models introduced in Chapter 2. This chapter also contains results about the Assouad dimensions for these random sets. Chapter 4 is based on the single authored paper [T2] and establishes the box-counting dimension for random box-like self-affine sets using some of the results and the notation developed in Chapter 3. We give some examples to illustrate the results. In Chapter 5 we consider the Hausdorff and packing measure of random attractors and show that for reasonable random systems the Hausdorff measure is zero almost surely. We further establish bounds on the gauge functions necessary to obtain positive or finite Hausdorff measure for random homogeneous systems. Chapter 6 is based on a joint article with J. M. Fraser and J.-J. Miao [FMT] to appear in Ergodic Theory and Dynamical Systems. It is chronologically the first and contains results that were extended in the paper on which Chapter 3 is based. However, we will give some simpler, alternative proofs in this section and crucially also find the Assouad dimension of some random self-affine carpets and show that the Assouad dimension is always `maximal' in both measure theoretic and topological meanings.

Indiana University-Purdue University Indianapolis (IUPUI) / Given a parametrized family of Iterated Function System (IFS) we give sufficient conditions for a parameter on the boundary of the connectedness locus, M, to be accessible from the complement of M. Moreover, we provide a few examples of such parameters and describe how they are connected to Misiurewicz parameter in the Mandelbrot set, i.e. the connectedness locus of the quadratic family z^2+c.

In this paper, we begin in Chapter 1 by giving a brief overview of the history of fractal geometry, focusing on six of the most important mathematicians in this field. Chapter 2 explains the main definitions needed for the remainder of the paper. In Chapter 3, we clarify the process of creating fractals from iterated function systems. Chapter 4 consists of an examination of the properties of traditional fractals. Next, in Chapter 5, we examine the newly discovered V-variable fractals and their properties. Finally we consider applications and future research in the field of fractal geometry.

The term quantization refers to the process of estimating a given probability by a discrete probability supported on a finite set. The quantization dimension Dr of a probability is related to the asymptotic rate at which the expected distance (raised to the rth power) to the support of the quantized version of the probability goes to zero as the size of the support is allowed to go to infinity. This assumes that the quantized versions are in some sense ``optimal'' in that the expected distances have been minimized. In this dissertation we give a short history of quantization as well as some basic facts. We develop a generalized framework for the quantization dimension which extends the current theory to include a wider range of probability measures. This framework uses the theory of thermodynamic formalism and the multifractal spectrum. It is shown that at least in certain cases the quantization dimension function D(r)=Dr is a transform of the temperature function b(q), which is already known to be the Legendre transform of the multifractal spectrum f(a). Hence, these ideas are all closely related and it would be expected that progress in one area could lead to new results in another. It would also be expected that the results in this dissertation would extend to all probabilities for which a quantization dimension function exists. The cases considered here include probabilities generated by conformal iterated function systems (and include self-similar probabilities) and also probabilities generated by graph directed systems, which further generalize the idea of an iterated function system.

D'abord, on étudie trois façons d'associer une C*-algèbre à une transformation continue. Ensuite, nousdonnons une nouvelle définition de l'entropie. Nous trouvons des relations entre les états KMS des algèbrespréalablement définies et les états d'équilibre, donné par un principe variationnel. Dans la seconde partie,nous étudions les algèbres de Kajiwara-Watatani associées à un système des fonctions itérées. Nouscomparons ces algèbres avec l'algèbre de Cuntz et le produit croisé. Enfin, nous étudions les états KMS desalgèbres de Kajiwara-Watatani pour les actions provenant d'un potentiel et nous trouvouns des relationsentre ces états et les mesures trouvée dans une version de le théorème de Ruelle-Perron-Frobenius pour lessystèmes de fonctions itérées. / First, we study three ways of associating a C*-algebra to a continuous map. Then, we give a new definitionof entropy. We relate the KMS states of the previously defined algebras with the equilibrium states, givenby a variational principle. In the second part, we study the Kajiwara-Watatani algebras associated toiterated function system. We compare these algebras with the Cuntz algebra and the crossed product.Finally, we study the KMS states of the Kajiwara-Watatani algebras for actions coming from a potentialand we relate such states with measures found in a version of the Ruelle-Perron-Frobenius theorem foriterated function systems.

<p>This thesis consists of three papers, all of them on the topic of function spaces on fractals.</p><p>The papers summarised in this thesis are:</p><p>Paper I Mats Bodin, Wavelets and function spaces on Mauldin-Williams fractals, Research Report in Mathematics No. 7, Umeå University, 2005.</p><p>Paper II Mats Bodin, Harmonic functions and Lipschitz spaces on the Sierpinski gasket, Research Report in Mathematics No. 8, Umeå University, 2005.</p><p>Paper III Mats Bodin, A discrete characterisation of Lipschitz spaces on fractals, Manuscript.</p><p>The first paper deals with piecewise continuous wavelets of higher order in Besov spaces defined on fractals. A. Jonsson has constructed wavelets of higher order on fractals, and characterises Besov spaces on totally disconnected self-similar sets, by means of the magnitude of the coefficients in the wavelet expansion of the function. For a class of fractals, W. Jin shows that such wavelets can be constructed by recursively calculating moments. We extend their results to a class of graph directed self-similar fractals, introduced by R. D. Mauldin and S. C. Williams.</p><p>In the second paper we compare differently defined function spaces on the Sierpinski gasket. R. S. Strichartz proposes a discrete definition of Besov spaces of continuous functions on self-similar fractals having a regular harmonic structure. We identify some of them with Lipschitz spaces introduced by A. Jonsson, when the underlying domain is the Sierpinski gasket. We also characterise some of these spaces by means of the magnitude of the coefficients of the expansion of a function in a continuous piecewise harmonic base.</p><p>The last paper gives a discrete characterisation of certain Lipschitz spaces on a class of fractal sets. A. Kamont has discretely characterised Besov spaces on intervals. We give a discrete characterisation of Lipschitz spaces on fractals admitting a type of regular sequence of triangulations, and for a class of post critically finite self-similar sets. This shows that, on some fractals, certain discretely defined Besov spaces, introduced by R. Strichartz, coincide with Lipschitz spaces introduced by A. Jonsson and H. Wallin for low order of smoothness.</p>

This thesis consists of three papers, all of them on the topic of function spaces on fractals. The papers summarised in this thesis are: Paper I Mats Bodin, Wavelets and function spaces on Mauldin-Williams fractals, Research Report in Mathematics No. 7, Umeå University, 2005. Paper II Mats Bodin, Harmonic functions and Lipschitz spaces on the Sierpinski gasket, Research Report in Mathematics No. 8, Umeå University, 2005. Paper III Mats Bodin, A discrete characterisation of Lipschitz spaces on fractals, Manuscript. The first paper deals with piecewise continuous wavelets of higher order in Besov spaces defined on fractals. A. Jonsson has constructed wavelets of higher order on fractals, and characterises Besov spaces on totally disconnected self-similar sets, by means of the magnitude of the coefficients in the wavelet expansion of the function. For a class of fractals, W. Jin shows that such wavelets can be constructed by recursively calculating moments. We extend their results to a class of graph directed self-similar fractals, introduced by R. D. Mauldin and S. C. Williams. In the second paper we compare differently defined function spaces on the Sierpinski gasket. R. S. Strichartz proposes a discrete definition of Besov spaces of continuous functions on self-similar fractals having a regular harmonic structure. We identify some of them with Lipschitz spaces introduced by A. Jonsson, when the underlying domain is the Sierpinski gasket. We also characterise some of these spaces by means of the magnitude of the coefficients of the expansion of a function in a continuous piecewise harmonic base. The last paper gives a discrete characterisation of certain Lipschitz spaces on a class of fractal sets. A. Kamont has discretely characterised Besov spaces on intervals. We give a discrete characterisation of Lipschitz spaces on fractals admitting a type of regular sequence of triangulations, and for a class of post critically finite self-similar sets. This shows that, on some fractals, certain discretely defined Besov spaces, introduced by R. Strichartz, coincide with Lipschitz spaces introduced by A. Jonsson and H. Wallin for low order of smoothness.

In this paper we investigate the potential of the analysis of noisy non-stationary time series by quantizing it into streams of discrete symbols and applying finite-memory symbolic predictors. The main argument is that careful quantization can reduce the noise in the time series to make model estimation more amenable given limited numbers of samples that can be drawn due to the non-stationarity in the time series. As a main application area we study the use of such an analysis in a realistic setting involving financial forecasting and trading. In particular, using historical data, we simulate the trading of straddles on the financial indexes DAX and FTSE 100 on a daily basis, based on predictions of the daily volatility differences in the underlying indexes. We propose a parametric, data-driven quantization scheme which transforms temporal patterns in the series of daily volatility changes into grammatical and statistical patterns in the corresponding symbolic streams. As symbolic predictors operating on the quantized streams we use the classical fixed-order Markov models, variable memory length Markov models and a novel variation of fractal-based predictors introduced in its original form in (Tino, 2000b). The fractal-based predictors are designed to efficiently use deep memory. We compare the symbolic models with continuous techniques such as time-delay neural networks with continuous and categorical outputs, and GARCH models. Our experiments strongly suggest that the robust information reduction achieved by quantizing the real-valued time series is highly beneficial. To deal with non-stationarity in financial daily time series, we propose two techniques that combine ``sophisticated" models fitted on the training data with a fixed set of simple-minded symbolic predictors not using older (and potentially misleading) data in the training set. Experimental results show that by quantizing the volatility differences and then using symbolic predictive models, market makers can generate a statistically significant excess profit. However, with respect to our prediction and trading techniques, the option market on the DAX does seem to be efficient for traders and non-members of the stock exchange. There is a potential for traders to make an excess profit on the FTSE 100. We also mention some interesting observations regarding the memory structure in the studied series of daily volatility differences. (author's abstract) / Series: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"