Dimension of invariant measures for affine iterated function systems

Let $\{S_i\}_{i\in Λ}$ be a finite contracting affine iterated function system (IFS) on ${\Bbb R}^d$. Let $(Σ,σ)$ denote the two-sided full shift over the alphabet $Λ$, and $π:Σ\to {\Bbb R}^d$ be the coding map associated with the IFS. We prove that the projection of an ergodic $σ$-invariant measure on $Σ$ under $π$ is always exact dimensional, and its Hausdorff dimension satisfies a Ledrappier-Young type formula. Furthermore, the result extends to average contracting affine IFSs. This completes several previous results and answers a folklore open question in the community of fractals. Some applications are given to the dimension of self-affine sets and measures.

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