Bowen's formula relates the Hausdorff dimension of a conformal repeller to the zero of a 'pressure' function. We present an elementary, self-contained proof to show that Bowen's formula holds for C 1 conformal repellers. We consider time-dependent conformal repellers obtained as invariant subsets for sequences of conformally expanding maps within a suitable class. We show that Bowen's formula generalizes to such a repeller and that if the sequence is picked at random then the Hausdorff dimension of the repeller almost surely agrees with its upper and lower box dimensions and is given by a natural generalization of Bowen's formula. For a random uniformly hyperbolic Julia set on the Riemann sphere we show that if the family of maps and the probability law depend realanalytically on parameters then so does its almost sure Hausdorff dimension.
Random Julia sets and their dimensionsLet (U, d U ) be an open, connected subset of the Riemann sphere avoiding at least three points and equipped with a hyperbolic metric. Let K ⊂ U be a compact subset. We denote by E(K, U ) the space of unramified conformal covering maps f : D f → U with the requirement that the covering domain D f ⊂ K. Denote by Df : D f → R + the conformal derivative of f , see equation (2.4), and by Df = sup f −1 K Df the maximal value of this derivative over the set f −1 K. Let F = (f n ) ⊂ E(K, U ) be a sequence of such maps. The intersectiondefines a uniformly hyperbolic Julia set for the sequence F. Let (Υ, ν) be a probability space and let ω ∈ Υ → f ω ∈ E(K, U ) be a ν-measurable map. Suppose that the elements in the sequence F are picked independently, each according to the law ν. Then J(F) becomes a random 'variable'. Our main objective is to establish the following 696 HANS HENRIK RUGH Theorem 1.1. I. Suppose that E(log Df ω ) < ∞. Then almost surely, the Hausdorff dimension of J(F) is constant and equals its upper and lower box dimensions. The common value is given by a generalization of Bowen's formula.II. Suppose in addition that there is a real parameter t having a complex extension so that: (a) The family of maps (f t,ω ) ω∈Υ depends analytically upon t. (b) The probability measure ν t depends real-analytically on t. (c) Given any local inverse, f −1 t,ω , the log-derivative log Df t,ω •f −1 t,ω is (uniformly in ω ∈ Υ) Lipschitz with respect to t. (d) For each t the condition number Df t,ω · 1/Df t,ω is uniformly bounded in ω ∈ Υ.Then the almost sure Hausdorff dimension obtained in part I depends realanalytically on t. (For a precise definition of the parameter t we refer to Section 6.3, for conditions (a), (c) and (d) see Definition 6.8 and Assumption 6.13, and for (b) see Definition 7.1 and Assumption 7.3. We prove Theorem 1.1 in Section 7). Example 1.2. Let a ∈ C and r ≥ 0 be such that |a| + r < 1 4 . Suppose that c n ∈ C, n ∈ N are i.i.d. random variables uniformly distributed in the closed disk B(a, r) and that N n , n ∈ N are i.i.d. random variables distributed according to a Poisson law of parameter λ ≥ 0. We consider the seque...