ANNALS OF MATHEMATICS
A measure-conjugacy invariant for free group actions
By Lewis Phylip Bowen
SECOND SERIES, VOL. 171, NO. 2 March, 2010
anmaah
Annals of Mathematics, 171 (2010), 1387–1400
A measure-conjugacy invariant for free group actions
By LEWIS PHYLIP BOWEN
Abstract
This paper introduces a new measure-conjugacy invariant for actions of free groups. Using this invariant, it is shown that two Bernoulli shifts over a finitely generated free group are measurably conjugate if and only if their base measures have the same entropy. This answers a question of Ornstein and Weiss.
1. Introduction
This paper is motivated by an old and central problem in measurable dynamics: given two dynamical systems, determine whether they are measurably-conjugate, i.e., isomorphic. Let us set some notation. A dynamical system (or system for short) is a triple .G; X; / where .X; / is a probability space and G is a group acting by measure-preserving transformations on .X; /. We will also call this a dynamical system over G, a G-system or an action of G. In this paper, G will always be a discrete countable group. Two systems .G; X; / and .G; Y; / are isomorphic (i.e., measurably conjugate) if and only if there exist conull sets X 0 X;Y 0 Y and a bijective measurable map X 0 Y 0 1 W ! such that is measurable, and .gx/ g.x/ g G, x X 0. D D 8 2 2 A special class of dynamical systems called Bernoulli systems or Bernoulli shifts has played a significant role in the development of the theory as a whole; it was the problem of trying to classify them that motivated Kolmogorov to in- troduce the mean entropy of a dynamical system over ޚ [Kol58], [Kol59]. That is, Kolmogorov defined for every system .ޚ; X; / a number h.ޚ; X; / called the mean entropy of .ޚ; X; / that quantifies, in some sense, how “random” the system is. His definition was modified by Sinai [Sin59]; the latter has become standard. The lectures notes [Roh67] are a classical reference. Modern references include [Pet83], [Rud90] and [Gla03]. Bernoulli shifts also play an important role in this paper, so let us define them. Let .K; / be a standard Borel probability space. For a discrete countable
1387 1388 LEWISPHYLIPBOWEN group G, let KG Q K be the set of all functions x G K with the D g G W ! product Borel structure and2 let G be the product measure on KG. G acts on KG by .gx/.f / x.g 1f / for x KG and g; f G. This action is measure- D 2 2 preserving. The system .G; KG; G/ is the Bernoulli shift over G with base .K; /. It is nontrivial if is not supported on a single point. Before Kolmogorov’s seminal work [Kol58], [Kol59], it was unknown whether all nontrivial Bernoulli shifts over ޚ were measurably conjugate to each other. He proved that h.ޚ;Kޚ; ޚ/ H./ where H./, the entropy of is defined as fol- D lows. If there exists a finite or countably infinite set K K such that .K / 1 0 0 D then X H./ . k / log.. k // D f g f g k K 2 0 where we follow the convention 0 log.0/ 0. Otherwise, H./ . Thus two D D C1 Bernoulli shifts over ޚ with different base measure entropies cannot be measurably conjugate. The converse was proven by D. Ornstein in the groundbreaking papers [Orn70a], [Orn70b]. That is, he proved that if two Bernoulli shifts .ޚ;Kޚ; ޚ/, .ޚ;Lޚ; ޚ/ are such that H./ H./ then they are isomorphic. D In [Kie75], Kieffer proved a generalization of the Shannon-McMillan theorem to actions of a countable amenable group G. In particular, he extended the defini- tion of mean entropy from ޚ-systems to G-systems. This leads to the generalization of Kolmogorov’s theorem to amenable groups. In the landmark paper [OW87], Ornstein and Weiss extended most of the classical entropy theory from ޚ-systems to G-systems where G is any countable amenable group. In particular, they proved that if two Bernoulli shifts .G; KG; G/, .G; LG; G/ over a countably infinite amenable group G are such that H./ D H./ then they are isomorphic. Thus Bernoulli shifts over G are completely clas- sified by base measure entropy. Now let us say that a group G is Ornstein if H./ H./ implies .G; KG; G/ D is isomorphic to .G; LG; G/ whenever .K; / and .L; / are standard Borel prob- ability spaces. By the above, all countably infinite amenable groups are Ornstein. Stepin proved that any countable group that contains an Ornstein subgroup is itself Ornstein [Ste75]. It is unknown whether every countably infinite group is Ornstein. In [OW87], Ornstein and Weiss asked whether all Bernoulli shifts over a non- amenable group are isomorphic. The next result shows that the answer is ‘no’:
THEOREM 1.1. Let G s1; : : : ; sr be the free group of rank r. If .K1; 1/, D h i G G .K2; 2/ are standard probability spaces with H.1/ H.2/< then .G; K1 ; 1 / G G C 1 is measurably conjugate to .G; K ; / if and only if H.1/ H.2/. 2 2 D AMEASURE-CONJUGACYINVARIANTFORFREEGROUPACTIONS 1389
The reason Ornstein and Weiss thought the answer might be ‘yes’ is due to a curious example presented in [OW87]. It pertains to a well-known fundamental property of entropy: it is nonincreasing under factor maps. Let .G; X; / and .G; Y; / be two systems. A map X Y is a factor if and .gx/ W ! D D g.x/ for almost every x X and every g G. If G is amenable then the mean 2 2 entropy of a factor is less than or equal to the mean entropy of the source. This is essentially due to Sinai [Si59]. So if Kn 1; : : : ; n and n is the uniform G GD f g probability measure on Kn then .G; K2 ; 2 /, which has entropy log.2/, cannot G G factor onto .G; K4 ; 4 /, which has entropy log.4/. The argument above fails if G is nonamenable. Indeed, let G a; b be a D h i rank 2 free group. Identify K2 with the group ޚ=2ޚ and K4 with ޚ=2ޚ ޚ=2ޚ. Then .x/.g/ x.g/ x.ga/; x.g/ x.gb/ x KG; g G WD C C 8 2 2 2 G G G G is a factor map from .G; K2 ; 2 / onto .G; K4 ; 4 /. This is Ornstein-Weiss’ ex- ample. It is the main ingredient in the proof of the next theorem, which will appear in a separate paper.
THEOREM 1.2. Let G be any countable group that contains a nonabelian free subgroup. Then every nontrivial Bernoulli shift over G factors onto every Bernoulli shift over G.
To prove Theorem 1.1, the following invariant is introduced. Let .X; / be any probability space on which G s1; : : : ; sr , the rank r free group, acts by measure- D h i preserving transformations. Let ˛ A1;:::;An be a partition of X into finitely D f g many measurable sets. Let B.e; n/ G denote the ball of radius n centered at the identity element with respect to the word metric induced by S s 1; : : : ; s 1 . D f 1˙ r˙ g The join of two partitions ˛; ˇ of X is defined by ˛ ˇ A B A ˛; B ˇ . _ D f \ j 2 2 g Let X H.˛/ .A/ log..A//; WD A ˛ 2 r X F .˛/ .1 2r/H.˛/ H.˛ si ˛/; WD C _ i 1 _ D ˛n g˛; WD g B.e;n/ 2 f .˛/ inf F .˛n/: WD n A partition ˛ is generating if the smallest G-invariant -algebra containing ˛ is the -algebra of all measurable sets (up to sets of measure zero). The main theorem of this paper is: 1390 LEWISPHYLIPBOWEN
THEOREM 1.3. Let G s1; : : : ; sr . Let .G; X; / be a system. If ˛ and ˇ D h i are finite measurable generating partitions of X then f .˛/ f .ˇ/. Hence this D number, denoted f .G; X; /, is a measure-conjugacy invariant. Theorem 5.2 below implies that if K < then f .G; KG; G/ H./. This j j 1 D and Stepin’s theorem proves Theorem 1.1. A simple exercise reveals that if r 1, D then f .G; X; / h.G; X; / is Kolmogorov’s entropy. D Here is a brief outline of the paper. In the next section, standard entropy-theory definitions are presented. In Section 3, an equivalence relation, called combinato- rial equivalence, is introduced on the space of finite partitions of X, where .X; / is a standard probability space on which a countable group G acts. We prove that the combinatorial equivalence class of a finite generating partition is dense in the space of all generating partitions. In Section 4, we introduce an operation on partitions called splitting and show that any two combinatorially equivalent partitions have a common splitting. This culminates in a condition sufficient for a function from the space of partitions to ޒ to induce a measure-conjugacy invariant. In Section 5, this condition is shown to hold for the function F defined above. This proves Theorem 1.3. Then we prove Theorem 5.2 (that f .G; KG; G/ H./ if D K < ) and conclude Theorem 1.1. j j 1 2. Some standard definitions
For the rest of this section, fix a standard probability space .X; /.
Definition 1. A partition ˛ A1;:::;An is a pairwise disjoint collection D f n g of measurable subsets Ai of X such that Ai X. The sets Ai are called the [i 1 D partition elements of ˛. Alternatively, they areD called the atoms of ˛. Unless stated otherwise, all partitions in this paper are finite (i.e., n < ). 1 If ˛ and ˇ are partitions of X then we write ˛ ˇ a.e. if for all A ˛ there D 2 exists B ˇ with .AB/ 0. Let ᏼ denote the set of all a.e.-equivalence classes 2 D of finite partitions of X. By a standard abuse of notation, we will refer to elements of ᏼ as partitions. Definition 2. If ˛; ˇ ᏼ then the join of ˛ and ˇ is the partition ˛ ˇ 2 _ D A B A ˛; B ˇ . f \ j 2 2 g Definition 3. Let Ᏺ be a -algebra contained in the -algebra of all measur- able subsets of X. Given a partition ˛, define the conditional information function I.˛ Ᏺ/ X ޒ by j W ! I.˛ Ᏺ/.x/ log .Ax Ᏺ/.x/ j D j where Ax is the atom of ˛ containing x. Here .Ax Ᏺ/ X ޒ is the condi- j W ! tional expectation of Ax , the characteristic function of Ax, with respect to the -algebra Ᏺ. AMEASURE-CONJUGACYINVARIANTFORFREEGROUPACTIONS 1391
The conditional entropy of ˛ with respect to Ᏺ is defined by Z H.˛ Ᏺ/ I.˛ Ᏺ/.x/ d.x/: j D X j If ˇ is a partition then, by abuse of notation, we can identify ˇ with the - algebra equal to the set of all unions of partition elements of ˇ. Through this identification, I.˛ ˇ/ and H.˛ ˇ/ are well-defined. Let I.˛/ I.˛ ∅;X / and j j D jf g H.˛/ H.˛ ∅;X /. D jf g LEMMA 2.1. For any two partitions ˛; ˇ and for any two -algebras Ᏺ1; Ᏺ2 with Ᏺ1 Ᏺ2, H.˛ ˇ/ H.˛/ H.ˇ ˛/; _ D C j H.˛ Ᏺ2/ H.˛ Ᏺ1/: j Ä j Proof. This is well-known. For example, see [Gla03, Prop. 14.16, p. 255]. Definition 4 (Rokhlin distance). Define d ᏼ ᏼ ޒ by W ! d.˛; ˇ/ H.˛ ˇ/ H.ˇ ˛/ 2H.˛ ˇ/ H.˛/ H.ˇ/: D j C j D _ By [Par69, Th. 5.22, p. 62] this defines a distance function on ᏼ. If G is a group acting by measure-preserving transformations on .X; / then the action of G on ᏼ is isometric. Thus, if g G, ˛; ˇ ᏼ then d.g˛; gˇ/ d.˛; ˇ/. From now on, 2 2 D we consider ᏼ with the topology induced by d. ; /. Definition 5. Let G be a group acting on .X; /. Let ˛ be a partition of X. Let †˛ be the smallest G-invariant -algebra containing ˛. Then ˛ is generating if for any measurable set A X there exists a set A †˛ such that .AA / 0. 0 2 0 D Let ᏼgen ᏼ denote the set of all generating partitions. 3. Combinatorially equivalent partitions
For this section, fix a countable group G and an action of G on a standard probability space .X; / by measure-preserving transformations. F W Definition 6. Given ˛ ᏼ and F G finite, let ˛ f F f ˛. 2 D 2 Definition 7. If ˛; ˇ ᏼ are such that for all A ˛ there exists B ˇ with 2 2 2 .A B/ 0 then we say that ˛ refines ˇ and denote it by ˛ ˇ. Equivalently, D ˇ is a coarsening of ˛. Definition 8. Let ˛; ˇ ᏼ. We say that ˛ is combinatorially equivalent to ˇ 2 L M if there exist finite sets L;M G such that ˛ ˇ and ˇ ˛ . Let ᏼeq.˛/ ᏼ Ä Ä denote the set of partitions combinatorially equivalent to ˛ The goal of this section is to prove Theorem 3.3 below: If ˛ is a generating partition then ᏼeq.˛/ is dense in the subspace of all generating partitions. 1392 LEWISPHYLIPBOWEN
LEMMA 3.1. Let ˛ be a generating partition and ˇ B1;:::;Bm ᏼ. Let D f g 2 " > 0. Then there exists a partition ˇ0 B10 ;:::;Bm0 and a finite set L G such L D f g that ˛ ˇ and for all i 1 : : : m, .Bi B / ". 0 D i0 Ä Proof. Since ˛ is generating, there exists a finite set L G such that for every L i 1; : : : ; m , there is a set Bi00, equal to a finite union of atoms of ˛ , such that 2 f g " .Bi B / < . For i 1 : : : m 1, let i00 m D [ B B B : i0 WD i00 j00 j i ¤ [ [ B X B B B B : m0 WD i0 D m00 [ i00 \ j00 i