Uniform scaling limits for ergodic measures

Abstract

We provide an elementary proof that ergodic measures on one-sided shift spaces are ‘uniformly scaling’ in the following sense: at almost every point the scenery distributions weakly converge to a common distribution on the space of measures. Moreover, we show how the limiting distribution can be expressed in terms of, and derived from, a 'reverse Jacobian’ function associated with the corresponding measure on the space of left infinite sequences. Finally we specialise to the setting of Gibbs measures, discuss some statistical properties, and prove a Central Limit Theorem for ergodic Markov measures.