Markov odometers are natural models for non-homogeneous Markov chains, and are natural generalisations of infinite product measures. We show how to calculate the critical dimension of these measures: this is an invariant which describes the asymptotic growth rate of sums of Radon-Nikodym derivatives. This interesting invariant appears to give a kind of entropy for non-singular odometer actions. The techniques require a law of large numbers for inhomogeneous Markov chains.
|Journal||Monatshefte fur Mathematik|
|Publication status||Published - 1 Nov 2006|