Abstract:
The quantization dimension of a probability measure defined on a metric compact space $X$ is known not to exceed the box dimension of its support. It is proved that on any metric compact space of box dimension $\dim_BX=a\leq\infty$, for arbitrary two numbers $b\in[0,a]$ and $c\in[b,a]$ there is a probability measure such that its lower quantization dimension is $b$ and its upper quantization dimension is $c$.
Bibliography: 6 titles.
Keywords:space of probability measures, box dimension, quantization dimension, intermediate value theorem for the quantization dimension.
The research was funded from the federal budget through the state assignment to the Karelian Research Centre RAS (Institute of Applied Mathematical Research, Karelian Research Centre RAS).
Quantizing a probability measure means approximating this measure by measures with finite support. Studies of quantization problems form a meaningful branch of probability theory (see [1]). Within quantization theory, the quantization dimensions (the upper one $\overline{D}(\mu)$ and the lower one $\underline{D}(\mu)$) of a probability measure $\mu$ are specified. These dimensions characterize the asymptotic rate at which this measure is approximated by measures with finite support. The quantization dimensions of a probability measure $\mu$ defined on a metric compact space $(X,\rho)$ are known not to exceed the corresponding box dimensions $\dim_B$ of its support, namely
(see [2]; for probability measures in $\mathbb{R}^n$ with the metric induced by the norm, see [1]). Inequalities (1) specify an upper bound for the quantization dimensions of measures with a given support and give rise to the following natural problems concerning intermediate values of quantization dimensions, which were stated in [3].
Is it true that for any number $b\in[0,\overline{\dim}_BX]$ ($b\in[0,\underline{\dim}_{\,B}X]$) there is a probability measure $\mu_b$ on the compact space $X$ such that $\overline{D}(\mu_b)=b$ ($\underline{D}(\mu_b)=b$)?
The intermediate value problem for upper dimensions was solved in the positive in [3]. Its solution was based on the existence of a closed subset $F$ in $X$ of prescribed upper box dimension $\overline{\dim}_BF=b$ for any $b\in[0,\overline{\dim}_BX]$. Such an approach is impossible for lower quantization dimensions since an example of a compact metric space $X$ of dimension $\dim_BX=1$ such that all of its nonempty proper closed subsets have dimension $\underline{\dim}_{\,B}$ equal to zero was constructed in [4]. However, our paper shows that the above problem of lower dimensions is also solved in the positive (see Theorem 4). Thus, values of the lower quantization dimension of probability measures on $X$ cover the entire range $[0,\underline{\dim}_{\,B}X]$ regardless of the presence of ‘gaps’ in the set of values of the lower box dimension of closed subsets of the compact space $X$. In addition, we prove (Theorem 3) that if $X$ is a metric compact space and $\dim_BX=a\leqslant\infty$, then for any numbers $b\in[0,a]$ and $c\in[b,a]$ there exists a measure $\mu\in P(X)$ such that $\underline{D}(\mu)=b$ and $\overline{D}(\mu)=c$.
§ 2. Definitions and lemmas
In what follows $(X,\rho)$ is a metric compact space and $P(X)$ is the space of probability measures on $X$ with the Kantorovich–Rubinstein metric $\rho_P$ defined by
where $\mathrm{Lip}_1(X)$ is the set of real functions on $X$ satisfying the Lipschitz condition with constant $1$ and $\mu(f)=\displaystyle\int f\, d\mu$. For each measure $\mu\in P(X)$ its support $\mathrm{supp}(\mu)$ is defined to be a minimal closed subset of full measure of $X$. It is known (see [5], Ch. 7) that the set1[x]1$|A|$ denotes the cardinality of a set $A$.
is closed in $P(X)$ for any $n\in \mathbb{N}$ and $\bigcup_{n\in\mathbb{N}}P_n(X)$ is everywhere dense in $P(X)$. Hence for any measure $\mu\in P(X)$ and each $\varepsilon>0$ the quantity
is well defined. If $\mu\not\in \bigcup_{n\in\mathbb{N}}P_n(X)$, then $N(\mu,\varepsilon)$ increases unboundedly as $\varepsilon\to 0$. The rate of this increase is characterized by the quantization dimension $D(\mu)$ of $\mu$ (see [1] and [2]) as follows:
If this limit does not exist, then the upper and lower limits are considered and we arrive at the upper $\overline{D}(\mu)$ and lower $\underline{D}(\mu)$ quantization dimensions of $\mu$, respectively. Clearly, it is always true that $\underline{D}(\mu)\leqslant\overline{D}(\mu)$. The notation $D(\mu)$ means that ${\overline{D}(\mu)=\underline{D}(\mu)}$.
For $x\in X$, we let $B(x,\varepsilon)$ denote a closed $\varepsilon$-ball: $B(x,\varepsilon)=\{y \colon \rho(x,y)\leqslant\varepsilon\}$. The closed $\varepsilon$-neighbourhood of a subset $A\subset X$ is denoted similarly: $B(A,\varepsilon)=\{y\colon \rho(y,A)\leqslant\varepsilon\}$, where $\rho(y,A)=\inf\{\rho(y,x)\colon x\in A\}$. A subset $A$ is called an $\varepsilon$-net in $X$ if $X=B(A,\varepsilon)$.
For $\varepsilon>0$ we let $N(X,\varepsilon)$ denote the least number of points in an $\varepsilon$-net in $X$. The definition of the box dimensions of a compact space $X$ (the upper dimension $\overline{\dim}_BX$ and the lower one $\underline{\dim}_{\,B}X$) is similar to the definition of the quantization dimensions; more precisely,
When $\overline{\dim}_BX{\kern1pt}{=}\,\underline{\dim}_{\,B}X$, the notation $\dim_BX$ is used. (The functorial generality of box and quantization dimensions was discussed in [2]; the theory of box dimensions is presented in [6].)
It is known that if $A$ is a finite subset in $X$, then
for any measure $\mu\in P(X)$, where $P(A)$ is the set of measures whose support lies in $A$ (see [2], Proposition 2).
A subset $A\subset X$ is said to be $\varepsilon$-separated if $\rho(x,y)>\varepsilon$ for any two distinct points $x,y\in A$. Any $\varepsilon$-separated subset of a compact space is finite. It is obvious that a maximal (with respect to inclusion) $\varepsilon$-separated set is an $\varepsilon$-net in $X$. Thus, for any $\varepsilon >0$ there is an $\varepsilon$-separated $\varepsilon$-net in any metric compact space.
In what follows we need the following assertions borrowed from [4] and [3], respectively.
Theorem 1. Let $X$ be a metric compact space, and let $\overline{\dim}_BX=a\leqslant\infty$. Then for any number $b\in[0,a]$ there is a closed subset $F$ of $X$ such that
Theorem 2. Let $X$ be a metric compact space and $\overline{\dim}_BX=a\leqslant\infty$. Then for any number $b\in[0,a]$ there is a probability measure $\mu$ on $X$ such that $\overline{D}(\mu)=b.$
The following assertion holds.
Proposition 1. If a sequence $\varepsilon_n>0$, $n\in \mathbb{N}$, converges to zero monotonically ($\varepsilon_{n+1}\leqslant\varepsilon_n$) and $\lim_{n\to\infty}{\log\varepsilon_n}/{\log\varepsilon_{n+1}}=1$, then
It remains to consider the case when $\varepsilon_n\not=\delta_k$ for all $n,k\in\mathbb{N}$. Then for any $k$ above some $k_0$ there is a natural number $n(k)$ such that $\delta_k\in(\varepsilon_{n(k)+1},\varepsilon_{n(k)})$. Therefore,
So the first equality is proved. The remaining equalities can be proved similarly.
The proposition is proved.
Lemma 1. Assume that a sequence $\{\varepsilon_n\colon n\in\mathbb{N}\}$ satisfies the assumptions of Proposition 1 and $H_n$ is a sequence of $\varepsilon_n$-separated $\varepsilon_n$-nets in a metric compact space $X$. Then
In fact, since $H_n$ is an $\varepsilon_n$-separated set, we have $|B(x,\varepsilon_n/2)\cap H_n|\leqslant 1$ for any point $x\in X$. Therefore, if $A$ is an $(\varepsilon_n/2)$-net in $X$, then $|H_n|\leqslant |A|$. Inequalities (3) and (4) yield the assertion of the lemma.
Let $\mu,\nu\in P(X)$, and let $p,q>1$ be numbers such that $p+q=1$. Clearly, $p\mu+q\nu\in P(X)$.
If the dimension $D(\mu)$ exists for $\mu$ and $D(\mu)\geqslant\underline{D}(\nu)$, then $\underline{D}(p\mu+q\nu)=D(\mu)$.
Proof. Let $\xi\in P(X)$ be an $\varepsilon$-approximation of the measure $p\mu+q\nu$, and let ${A=\mathrm{supp}(\xi)}$. Then $\varepsilon\geqslant (p\mu+q\nu)(\rho(x,A))\geqslant p\mu(\rho(x,A))$; hence $\mu(\rho(x,A))\leqslant (\varepsilon/p)$. So we have
It immediately follows from this inequality that $\underline{D}(\mu)\leqslant\underline{D}(p\mu+q\nu)$. In a similar way we obtain $\underline{D}(\nu)\leqslant\underline{D}(p\mu+q\nu)$.
Now we assume that the dimension $D(\mu)$ exists and $D(\mu)\geqslant\underline{D}(\nu)$. Let $\xi$ and $\eta$ be $\varepsilon$-approximations of $\mu$ and $\nu$, respectively, let $\mathrm{supp}(\xi)=A$, $\mathrm{supp}(\eta)=B$, $|A|=N(\mu,\varepsilon)$, and $|B|=N(\nu,\varepsilon)$. Then
Theorem 3. Let $X$ be a metric compact space, and let $\dim_BX=a\leqslant\infty$. Then for any numbers $b\in[0,a]$ and $c\in[b,a]$ there is a measure $\mu\in P(X)$ such that $\underline{D}(\mu)=b$ and $\overline{D}(\mu)=c$.
Proof. We show that for any $b\in[0,a]$ there is a measure $\mu'\in P(X)$ such that $D(\mu')=b$.
For $b=0$, the required measure $\mu'$ is any measure with finite support.
Now assume that $b>0$.
Case 1. $b<a<\infty$. We denote the ratio $b/(a-b)$ by $p$. Then
We set $\varepsilon_n=2^{-pn}$. Using induction we construct a sequence $H_n$, $n\in\mathbb{N}$, of $\varepsilon_n$-separated $\varepsilon_n$-nets in $X$ as follows. As $H_1$ we take a maximal (with respect to inclusion) $\varepsilon_1$-separated subset of $X$. Assume that for $i<k$ the sets $H_i$ have already been constructed. We choose a maximal $\varepsilon_k$-separated subset $C_k$ of $X\setminus B(H_{k-1},\varepsilon_k)$ and set $H_k=H_{k-1}\cup C_k$. Proceeding in this way, we arrive at the required sequence $H_n$, for which $C_n=H_n\setminus H_{n-1}$ for $n>1$. We set $C_1=H_1$ and define $\mu'$ by the formula
for any $n$. Assume that a measure $\nu\in P(X)$ is such that $\rho_P(\mu',\nu)\leqslant{\varepsilon_n}/{2^{n+2}}$ and $A=\mathrm{supp}(\nu)$. We show that $|A|\geqslant |H_n|/2$. We assume the opposite. Since $H_n$ is an $\varepsilon_n$-separated set, for $x\in H_n$ the balls $B(x,\varepsilon_n/2)$ are pairwise disjoint. We set
Thus, inequality (8) is proved. By virtue of (6), (8), Proposition 1, Lemma 1 and the condition $\dim_BX=a$ we derive the following lower estimate for the lower quantization dimension of $\mu'$:
which implies (10). By analogy with the reasoning in (9) we conclude that ${\overline{D}(\mu')\,{\leqslant}\, b}$. So $D(\mu')=b$.
Case 2. $b=a<\infty$. We set $\varepsilon_n=2^{-n^2}$. As above, we construct a sequence of $\varepsilon_n$-separated $\varepsilon_n$-nets $H_k$ and define $\mu'$ using (7). Since the sequence $\varepsilon_n/2^{n+2}$ satisfies the assumptions of Proposition 1, by analogy with (9) we obtain
Using induction we construct the following sequences $\varepsilon_k$ and $p_k$. Assume that $\varepsilon_0>0$ is such that $f(\varepsilon_0)>b$. We set $p_1=b/f(\varepsilon_0)$ and $\varepsilon_1=2^{-p_1}$.
It follows from (12) that $kp_k\geqslant(k-1)p_{k-1}$ for any $k\in\mathbb{N}$. Hence the sequence $\varepsilon_k$ is monotonically decreasing ($\varepsilon_k\leqslant\varepsilon_{k-1}$). We show that $\lim_{k\to\infty}kp_k=\infty$ and $\lim_{k\to\infty}\varepsilon_k=0$. Assume the opposite: $\lim_{k\to\infty}\varepsilon_k\,{=}\,h\,{>}\,0.$ Then ${b/f(\varepsilon_{k-1})\,{\geqslant}\, b/f(h)}$ and, owing to (12), $p_k\geqslant b/f(h)$ for all $k$. Consequently, $\lim_{k\to\infty}kp_k=\infty$, which is a contradiction.
Since $f(\varepsilon_{k-1})\leqslant f(\varepsilon_k)$, the sequence $p_k$ is monotonically decreasing ($p_k\leqslant p_{k-1}$). If ${p_k=p_{k-1}(k-1)/k}$ for all $k$ above some $k_0$, then $p_k=p_{k_0}k_0/k$ and $kp_k=k_0p_{k_0}$, which is impossible in view of the fact that $\lim_{k\to\infty}kp_k=\infty$. Therefore, there is a sequence $k_n$ such that $p_{k_n}=b/f(\varepsilon_{k_n-1})$; thus, $\lim_{k\to\infty}p_k=0$. Furthermore, we have
Now using induction we construct an increasing sequence (with respect to inclusion) of $\varepsilon_k$-separated subsets $H_k\subset X$ of cardinality $|H_k|=q_k$.
Step 1. We take a maximal $\varepsilon_1$-separated subset $D_1$ of $X$. Since $|D_1|\geqslant N(X,\varepsilon_1)$, we can find a subset $H_1$ of $D_1$ with cardinality $|H_1|=q_1$.
Step $k$. We take a maximal $\varepsilon_k$-separated subset $D_k$ of $X\setminus B(H_{k-1},\varepsilon_k)$. The set $H_{k-1}\cup D_k$ is an $\varepsilon_k$-separated $\varepsilon_k$-net in $X$; therefore, $|H_{k-1}\cup D_k|\geqslant N(X,\varepsilon_k)\geqslant q_k$. Thus, we can find a subset $C_k$ in $D_k$ such that the set $H_k=H_{k-1}\cup C_k$ is of cardinality $q_k$.
Now we define the measure $\mu'$ using (7). From (8) we obtain the inequality
Hence the existence of a measure $\mu'$ of dimension $D(\mu')=b$ has been proved for all $a$ and $b$.
Now assume that $c\in[b,a]$. According to Theorem 1, there is a closed subset $F\subset X$ such that $\underline{\dim}_{\,B}F=0$ and $\overline{\dim}_BF=c$. By Theorem 2 there is a probability measure $\nu\in P(F)$ such that $\overline{D}(\nu)=c$. We also have $\underline{D}(\nu)=0$ since $\underline{D}(\nu)\leqslant\underline{\dim}_{\,B}F=0$. In addition, we know that the quantization dimensions of $\nu$ with respect to $F$ coincide with the quantization dimensions of this measure with respect to $X$ (see [2], Proposition 5).
Corollary 1. If $X$ is a metric compact space and $\dim_BX=a\leqslant\infty$, then for any $b\in[0,a]$ there is a measure $\mu\in P(X)$ such that $D(\mu)=b$.
The following theorem, which gives an answer to the question of intermediate values of the lower quantization dimension, is also true.
Theorem 4. Let $\underline{\dim}_{\,B}X=a<\infty$. Then for any number $b\in[0,a]$ there is a probability measure $\mu\in P(X)$ such that $\underline{D}(\mu)=b$.
Proof. If $a=\infty$, then the assertion of the theorem is a direct consequence of Theorem 3. For $b<a<\infty$ it is straightforward to verify that the measure $\mu'$ constructed in the proof of Theorem 3 (Case 1) has lower quantization dimension
By Lemmas 2 and 3 the support of $\mu'$ is $X$, and the quantization dimensions of $\mu'$ coincide with the quantization dimensions of $\mu$.
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Citation:
A. V. Ivanov, “Quantization dimension of probability measures”, Sb. Math., 215:8 (2024), 1043–1052