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Dimension Theory in Dynamical Systems
by Lionel Schwartz (1994) Topological Classijication of Stratijied Spaces. Peter May. Norman R. N. Zimmer (1990) Fuchsian Groups. by George V. Lebovitz. and Carlos Kenig. by J .Chicago Lectures in Mathematics Series Robert J. Bloch. Eberlein (1996) . by Zvetlana Katok (1992) Unstable Modules over the Steenrod Algebra and Sullivan's Fixed Point Set Conjecture. William Fulton. by Patrick B. by Robert Gilmer (1984) InfiniteDimensional Optimization and Convexity. by Eben Matlis (1973) Stable Homotopy and Generalised Homology. editors Other Chicago Lectures in Mathematics titles available from the University of Chicago Press: Simplicia1 Objects in Algebraic Topology. by J. by Shmuel Weinberger ( 1994) Lectures on Exceptional Lie Groups. by J . series editor J. Second Edition. by Ivar Ekeland and Thomas Turnbull (1983) NavierStokes Equations.Mackey (1976) Commutative Semigroup Rings. Herstein (1976) Theory of Unitary Group Representation. F. Zimmer. Adams (1996) Geometry of Nonpositively Curved Manifolds. by Raghavan Narasimhan (1971) TorsionFree Modules. by Irving Kaplansky (1969. by Irving Kaplansky (1971) Several Complex Variables. Peter May (1967) Fields and Rings. by Peter Constantin and Ciprian Foias (1988) Essential Results of Functional Analysis. 1972) Lie Algebras and Locally Compact Groups. Adams (1974) Rings with Involution. Spencer J. by I. by Robert J. F.
Pesin DIMENSION THEORY IN DYNAMICAL SYSTEMS: Contemporary Views and Applications The University of Chicago Press Chicago and London .Yakov B.
QA611. Pesin is professor of mathematics at Pennsylvania State University.Yakov B. Dimension theory (Topology) 2.ISBN 0226662225 (pbk. Title. . Pesin.16686 CIP 0 The paper used in this publication meets the minimum requirements of the American National Standard for Information SciencesPermanenceof Paper for Printed Library Materials. Ya. The University of Chicago Press. Dimension theory in dynamical systems : contemporary views and applications / Yakov B.. ISBN 0226662217 (alk.P47 1997 5 15'. He is the author of The General Theory of Smooth Hyperbolic Dynamical Systems and coeditor of Sinai's Moscow Seminar on Dynamical Systems.: alk. . University Park. paper). Published 1997 Printed in the United States of America 06050403020100999897 1 2 3 4 5 ISBN: 022666221 7 (cloth) ISBN: 0226662225 (paper) Library of Congress CataloginginPublicationData Pesin. paper) 1. cm. Series: Chicago lectures in mathematics. B. 11. London 0 1997 by The University of Chicago All rights reserved.352d~2 1 97.) and index. ANSI 239. .3. . p. Chicago 60637 The University of Chicago Press. Differentiabledynamical systems. Ltd.(Chicago lectures in mathematics series) Includes bibliographical references (p.481984. I.
and my fathel. who make it all worthwhile . Boris. Ira and Lena. Natasha.For my wife. daughters.
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Hausdorff Dimension and Box Dimension of Sets 7. Hausdorff Dimension and Box Dimension of Measures. Topological and 68 MeasureTheoretic Entropies 83 12. DIMENSION OF CANTORLIKE SETS AND SYMBOLIC DYNAMICS 117 13. CarathCodory Dimension of Sets 2. Dimensional Definition of Topological Pressure. CSTRUCTURES ASSOCIATED WITH METRICSAND MEASURES: DIMENSION SPECTRA 48 8. GENERALCARATHEODORY CONSTRUCTION 11 12 1. Pointwise Dimension. Nonadditive Thermodynamic Formalism PRESSURE. CSTRUCTURES 64 THERMODYNAMIC FORMALISM 10. Carathkodory Dimension Spectrum 31 CHAPTER 2. CSTRUCTURES ASSOCIATED WITH METRICS:HAUSDORFF DIMENSION AND BOX DIMENSION 34 35 6. CarathCodory Capacity of Sets 16 21 3. qDimension and qBox Dimension of Sets 48 57 9. Lower and Upper Bounds for CarathCodory Dimension of Sets. Moranlike Geometric Constructions with Stationary (Constant) Ratio Coefficients 123 vii .Contents PREFACE INTRODUCTION ix 1 Part I: Carathkodory Dimension Characteristics CHAPTER1. A Modification of the General Carathkodory Construction 65 11.BOWEN’SEQUATION APPENDIX111: A N EXAMPLE O F CARATHEODORY STRUCTURE GENERATED BY DYNAMICAL SYSTEMS 110 Part 11: Applications to Dimension Theory and Dynamical Systems CHAPTER 5. Coincidence of CarathCodory Dimension and Carathbodory Capacity of Measures 28 5. Mass Distribution Principle 41 CHAPTER3. APPENDIX11: VARIATIONAL PRINCIPLE FOR TOPOLOGICAL 87 SYMBOLIC DYNAMICAL SYSTEMS. qDimension and qBox Dimension of Measures APPENDIXI: HAUSDORFF(Box) DIMENSION AND Q(Box) DIMENSION 61 OF SETS AND MEASURES IN GENERAL METRICSPACES ASSOCIATED WITH DYNAMICAL SYSTEMS: CHAPTER4. CarathCodory Dimension and Capacity of Measures 4.
Multifractal Analysis of Equilibrium Measures on Basic Sets of Axiom A Diffeomorphisms 247 APPENDIXIV: A GENERALCONCEPTOF MULTIFRACTAL SPECTRA. Vlll Contents 14. The EckmannRuelle Conjecture 279 293 APPENDIXV: SOMEUSEFULFACTS BIBLIOGRAPHY 295 INDEX 301 . Hausdorff Dimension and Box Dimension of Basic Sets for Axiom A DXeomorphisms 227 238 23. AND LYAPUNOV EXPONENTS 270 25... Hausdorff Dimension of Horseshoes and Solenoids 24.. Correlation Dimension 174 18. Multifractal Analysis of Gibbs Measures on Limit Sets of Geometric 189 Constructions OF SETS AND MEASURESINVARIANT UNDER CHAPTER 7. Moranlike Geometric Constructions with Nonstationary Ratio 140 Coefficients 16. Noncoincidence of Box Dimension and Hausdorff Dimension of Sets 153 CHAPTER6. RELATIONS BETWEEN DIMENSION. DIMENSION HYPERBOLIC SYSTEMS 196 20. ENTROPY. Dimension Spectra: HentschelProcaccia. Geometric Constructions with Rectangles. Regular Geometric Constructions 133 15. MULTIFRACTAL FORMALISM 170 17. and f(a)Spectra. Dimension of Measures with Nonzero Lyapunov Exponents. Existence and Nonexistence of Pointwise Dimension for Invariant Measures 271 26. R h y i . Multifractal Analysis of Gibbs Measures for Smooth Conformal Expanding Maps 209 22. Hausdorff Dimension and Box Dimension of Conformal Repellers for Smooth Expanding Maps 197 21. MULTIFRACTAL RIGIDITY 259 CHAPTER 8. Information Dimension 182 19.
Although this new discipline was formed only in the last 1015 years. Their work paid off: they not only enjoyed some very interesting problems but also revealed some new and unexpected phenomena which did not fit in with the “physical” intuition and were not forestalled by physicists.is quite strong and fruitful and its concepts and results are widely used in many applied fields. One can find all these features in the dimension theory of dynamical systems. as well as exciting applications to other fields. Hardly any book alone can cover such a diverse and broad area of research as the dimension theory in dynamical systems. Although this book is not designed as an introductory textbook on dimension theory or on the theory of dynamical systems some of its parts can be used for a special topics course since it contains all preliminary information from the “parent” disciplines. and trace the history of its development. This book deals with a new direction of research that lies at the interface of these two theories. its impact on both “parents” . find its origin. one can use. Although most “statements” were not rigorous but only intuitively clear and the “proofs” were based upon heuristic arguments. The goal of the book is to lay down the mathematical foundation for the new area of research as well as to present the current stage in its development and systematic exposition of its most important accomplishments. I suggest the following courses (they may also be considered ix . I am mainly concerned with the general concept of characteristics of dimension type and with the “dimension” approach to the theory of dynamical systems. I would like to point out another important circumstance: until recently physicists and applied mathematicians were the main creators of the dimension theory in dynamical systems. This is why I had to select the material following my own interest and my (certainly subjective) point of view. They developed many new concepts and posed a number of challenging problems. isolate basic notions and methods of study.Preface This is neither a book on dimension theory nor a book on the theory of dynamical systems.dimension theory and the theory of dynamical systems . the influence that the new discipline has on other areas and the presence of intriguing new ideas and profound methods of study. One would presumably start writing a book about a new area of research when this area is matured enough to be considered as an independent discipline. they essentially built up a new building and designed its architecture. I also hope this will stimulate further active study. Mathematicians came to lay up its foundation and to decorate the building. I believe this will help to shape the new area as an independent discipline: establish its own language. perhaps. As indicators of the maturity.
and Formulae in such a way that the numerals before the point indicate the number of the corresponding Section. In the Fall of 1996. Appendix I1 (proofs are optional). Let us point out that we number Theorems. and 4 (Sections 10 and l l ) . It was the first course of this type anywhere in the world that I am aware of. Luis Barreira. I sincerely thank Boris Hasselblatt who worked long hours modifying his TeX macros and thus enabling me to create a cameraready copy of the manuscript. Examples. Appendices IIV are brief (but sufficiently detailed) surveys on topics which are closely related to the main exposition and help extend reader’s vision of the area. Acknowledgments I wish to acknowledge the invaluable assistance of several friends and collaborators including Valentine Afraimovich. and 3 (Section 9 and Appendix I are optional). Throughout the book the reader will find numerous Remarks. Propositions. 22. (3) Multifractal Analysis of Dynamical Systems . Appendix I1 (proofs are optional). they contain the material which is “aside” from the mainstream of the book but provide useful additional information. 2. 2. In 1995. Chapter 4 (Sections 10 and ll). I would like to thank my students for their enthusiasm. I taught a graduate course on Dimension Theory and Dynamical Systems at The Pennsylvania State University based on a draft of this book.Chapters 1. and 4. and Howie Weiss. Appendix I11 (optional). with whom I enjoyed numerous hours of fruitful discussions while this book was taking shape. and assistance with numerous rough spots in my exposition.Chapters 1. and 23) and Chapter 8 (Section 26 is optional). and Chapter 5 (Section 15 is optional) .X Preface as logically connected sequences of chapters which are recommended in the first reading): (1) Dimension of Cantorlike Sets and Symbolic Dynamics .Chapters 1. His comments helped me clarify the presentation of some parts of the book so that it can be used (at least partly) as a textbook for students. Chapter 7 (Sections 20. Appendix V provides the reader with some useful information from Analysis and Measure Theory and thus makes the book a little more selfcontained. Valentine Afraimovich designed and taught a course on dimension theory in dynamical systems at Northwestern University. They also reviewed the entire manuscript and made pany cogent comments which helped me improve the exposition of the book significantly. and Chapter 7 (Sections 21 and 24 and Appendix IV is optional). There are five Appendices in the book. Joerg Schmeling. Our collaborative . and avoid some mathematical and stylistical errors and misprints. Appendix I1 (proofs are optional). and for this I thank him. crystallize its content. Chapter 6 (Sections 17 and 18). 2. patience. I am particularly indebted to Luis Barreira for his devoted assistance in producing the figures and editing the text and to Howie Weiss for his help in polishing the text. (2) Dimension and Hyperbolic Dynamics .
an experienced editor. I had the great fortune to have topnotch editorial assistance at the Chicago University Press throughout the entire writing and editing process. I wish to thank Natasha Pesin. 1997 Yakov B. Pennsylvania April. I enjoyed a wonderful and productive visit to the University of Chicago. While at Chicago. and this was a partial impetus for writing this book. State College. Michael Koplow. Boris Kalinin. Special thanks go to Serge Ferleger. In the Spring of 1990. Most of all I thank her for her constant encouragement and inspiration. and Dave Aftandilian. Last but not least. Robert Zimmer persuaded me to write a book for the Chicago Lectures in Mathematics Series. Misha Guysinsky. Pesin . Particular thanks go to Penelope Kaiserlian. who spent a great amount of time helping me edit and design the book in its present form. Margaret Mahan. and Serge Yaskolko.Preface xi efforts that semester resulted in many additions and changes to the book. My thanks also go to Kathy Wyland and Pat Snare at The Pennsylvania State University who typed the first draft of most chapters in TeX. Vicki Jennings.
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Revealing these interrelationships is one of the main goals in studying dimension in dynamical systems. There are many other examples of invariant sets with “wild” topological structure. The study of the dimension of these sets has recently spawned a new and exciting area in dynamical systems. The dimension can be interpreted as a quantitative characteristic of the complexity of the topological siructure of the attractor in the transverse directions.invariant sets of a special type specialists in dynamical systems became interested in studying the Hausdorff dimension of these attractors. The Cantorlike set lies in the directions “transverse” to the attractor that are stable with respect to the dynamics. as a characteristic of complexity of the topological structure. Among them are the wellknown SmaleWilliams solenoid and Smale horseshoe. This book presents a comprehensive and systematic treatment of dimension theory in dynamical systems. Carathkodory and Hausdorff originated this notion at the beginning of the twentieth century and later it has become a subject of intensive study by specialists in function theory. Local topological structure of a strange attractor is often the product of a submanifold and a Cantorlike set. and in relating the dimension to other invariants of dynamical systems. These investigators used the Hausdorff dimension as an appropriate quantitative characteristic of the complexity of topological structure of subsets in metric spaces. The latter is an example of a hyperbolic invariant set whose local topological structure is the product of different Cantorlike sets. The model for the notions of dimension we will consider is the Hausdorff dimension. Specialists in dynamical systems strongly believe that there is a deep connection between the topology of the attractor and properties of the dynamics acting on it. This is a source for exciting relationships between dimension. Unlike the classical topological concept of dimension it is not of a purely topological nature. mainly by Besicovitch and his school. these sets are similar to the wellknown Cantor set. and invariants of the dynamics such as Lyapunov exponents and entropy which characterize instability and stochasticity of dynamical systems (see discussion in [GOY]).Introduction The dimension of invariant sets is among the most important characteristics of dynamical systems. 1 . The local submanifold is unstable with respect to the dynamics and corresponds to the directions “along” the attractor. A classical example of a strange attractor is the Lorenz attractor. Strange attractors are always associated with trajectories having extremely irregular behavior and are thought of as the origin of “dynamical” chaos. Soon after the discovery of strange attractors .
Assume that a physical system admits a group of scale similarities. and Mandelbrot shaped a new field in mathematics called fractal geometry. hardly contains any rigorous general definitions of dimension and related rigorous results. i. being directed at specialists in applied fields. Besicovitch. This book introduces the reader to a range of ideas connected with dimension.2 Introduction The great interest to this area among specialists in applied fields was inspired by the works of Mandelbrot and especially by his famous book Fractal Geometry of Nature [Ml]. Unfortunately. Multifractals are used in many applied sciences to cope with phenomena associated with intricate structures involving more than one scaling exponent (see Chapter 6). it “reproduces” itself on smaller scales. possesses invariant sets of a special selfsimilar structure known as fractals . Many areas of science have adopted and widely used the methods and results of fractal geometry. Among them are correlation dimension. In particular.e. information dimension. to a greater or lesser degree.. researchers were not quite satisfied with the notion of Hausdorff dimension which is not quite adopted to the dynamics. characteristics of dimension type can be quite “treacherous” and have some “pathological” properties. Using many (often infinitely many) single fractals one can build a multifractal.a word coined by Mandelbrot in 1975 (see Chapters 5 and 6. Moreover. in a variety of ways. is that one can produce complex shapes with “highly unusual” properties starting from some simple ones and using simple iteration schemes (see [Ba]). The important conclusion of fractal geometry. It also gives a convincing heuristic description of the way in which the complicated topological structure of invariant sets can influence the qualitative behavior of dynamical systems generating irregular “turbulent” regimes. Mandelbrot’s book. where various types of fractals are considered). The works of Hausdorff. which describes the physical phenomenon. From a mathematical point of view this means that the dynamical system. aspire to be called dimensions. Undoubtedly. The “natural” popularity of fractal geometry has caused “natural” problems: the rigorous mathematical study was far behind applications. The “empty space” was immediately filled up with numerous “notions” and “results” obtained in studying fractals by a computer. These properties may not fit in with the intuition that physicists may have developed in working with other objects of research. the book does not reflect the crucial fact that. The rate of this scaling can be characterized quantitatively by a fractal dimension. based on selfsimilar properties of multifractals. This prompted researchers to introduce other characteristics that. In many . During the past 10 years the concepts of fractal geometry have become enormously popular among specialists in most natural sciences (see [Sc]). The important feature of fractals is their independence of scaling. etc. Its topological structure is much more complicated and is the result of the “interaction” of topological structures of single kactals on different scales. in many cases the straightforward calculation of the Hausdorff dimension was very difficult. Plausibility was the only criterion for immediate adoption of these notions and results into the theory. Mandelbrot also revealed another important aspect of this phenomenon. similarity dimension.
m]. Of course. one cannot expect to obtain sufficiently meaningful results on dimension. This book provides a rigorous mathematical description of the notions. One can now define the family of set functions m(2. q is the potential. if correctly interpreted. Although not all of these conjectures have been confirmed. €to g . methods.Un} of 2 by sets Ui E 3 one can associate the free energy where [ is the weight function. and extends some concepts of fractal geometry by developing general ways to introduce various characteristics of dimension type. . from such a general standpoint. and is the temperature of the physical system. a number of conjectures connecting this dimension with other invariants of dynamics have been put forward.. Let X be a set and m(. and results that shape the new area. Moreover. The latter is given when one chooses a collection 3 of subsets in X and three 3 that satisfy some conditions. would coincide and determine what they called “the fractal dimension”.a ) a family of crsubadditive set functions on X depending on a real parameter a.(YO) can be any number in the interval [0. Nevertheless. The role of the set functions [ and q can be understood using concepts of statistical physics. we propose a more restricted (but still sufficiently general) approach to construct a family of set functions with the above property. During the past 1015 years these interrelations have grown from some isolated special results into a cohesive new area in the theory of dynamical systems with its own intrinsic structure. To any cover G = { U l . Let us describe a general scheme for introducing the notion of dimension. Therefore. in particular. most researchers were convinced that in “sufficiently good cases”. In this context the set X is viewed as a configurations space of a given physical system.We generalize it to include new phenomena associated with the use of dimension in dynamical systems.a ) = 0 for a > 00 and m(2. Its current state is characterized by an abundance of notions of dimension and exciting nontrivial relations between them and other invariants of dynamics. The goal of this book is to study interrelations between dimension theory (and.a ) = lim inf F ( G ) . q . Let us outline our approach. Assume that for each 2 c X there exists a critical “overchanged” value 00 of a such that m(2. . Our construction is an elaboration of the wellknown Carathe‘odory construction in general measure theory [C]. One can introduce the notion of dimension in a space X which is endowed with a special structure that we call a Cstructure. new promising methods of study.a ) by m(2. . intuition did not lead the researchers astray. $ : F + E set function $ is used to characterize the “size” of sets in E a set U E 3 is “small” if $ ( U ) is small. fractal geometry) and the theory of dynamical systems.3 Introduction cases both the motivation for the introduction of these characteristics and their definitions were vague and could be understood in a variety of ways. . and growing interest from specialists in different fields. The nonnegative set functions [ .a ) = m for o < oo while m(2. on the whole. all these characteristics. The number 00 is called the dimension characteristic of the set 2.
leads to the definition of two other basic characteristics of dimension type .a). We will be mostly interested in Cstructures associated in one way or another with a dynamical system f acting on X . In this open subsets in X . The basic relationship between the CarathCodory dimension of p and lower and upper CarathCodory capacities of p is the following: .h Z ( f ) (see Chapter 4). The CarathCodory dimension and CarathCodory capacities of a set Z. The formal definition does not involve any dynamics on X and is given in Chapter 1 (see Section 3). Among several examples given in Chapters 2. dimH Z. 9 . We call these characteristics the Carathe‘odory dimension of p and lower and upper Carathe‘odory capacities of p and denote them respectively by dimc p. Another procedure.Z (q 2 1. Cap. and G c p . (2) topological pressure of a function cp on 2. which is invariant under f.(f) (see Section 11). $ is determined by f in some “natural” way. and 4 let us mention the measuretheoretic entropy off. b B Z and d i m ~ Z(see Section 6). In this case the choice of the collection of subsets 7 and set functions [ .p.the lower and upper Carathe‘odory capacities of the set Z. dim. One can generate a Cstructure on X using other structures on X . and set ((U) case the CarathCodory dimension of a set Z is its Hausdorff dimension. We denote them by Cap. 2 c X has a critical value a0 = ao(2).Z 5 G c Z . thus our approach exposes a “dimensional” nature of these wellknown topological invariants of dynamical systems. 9(U) = $ ( U ) = diam U for U E 7. if X is a complete metric space then one can choose 7 to be the collection of = 1. When p is invariant under a dynamical system f these characteristics are invariants of f associated with p. The study of Cstructures generated by dynamical systems leads to another class of characteristics of dimension type specified by a measure p on X .Z and G c Z respectively.Introduction 4 where the infimum is taken over all finite or countable covers 6 c 7 of Z by sets U of “size” $(U)5 e (U E G). In Chapter 1 we will show that the family of set functions m(Z. Thus our approach provides a “dimensional” interpretation of this important metric invariant of dynamical systems.We call it the Carathe‘odory dimension of the set Z and denote it by dimc 2. 3. when one uses covers of 2 by sets U with $(U)= e . For example. The basic relationship between CarathCodory dimension and lower and upper Carathkodory capacities is the following inequality: dimc Z 5 Cap. Pz(cp)and topological entropy on 2. and the lower and upper CarathCodory capacities of Z coincide with the lower and upper box dimensions of Z. Examples are: (1) qdimension of Z. q # 0 is a parameter) that is used to characterize the multifractal structure of Z generated by f (see Chapter 3). turn out to be invariants of the dynamical system flZ. h.
where we consider Cstructures generated by dynamical systems acting on compact metric spaces and continuous functions. In “real” situations. Another aspect of the notions of dimension and capacity type characteristics relative to a measure has to do with the abovementioned phenomenon of selfsimilarity of an invariant set. selfsimilarity is hardly ever exact. the invariant set sometimes can be “broken into pieces” each of which turns out to be “asymptotically selfsimilar” in a way. the common value represents the dimension of p defined by the Cstructure on X .2). and metric entropy (see Chapter 8). The book consists of two parts. In Chapter 3 we deal with Cstructures generated by both metrics and measures and introduce the notions of qdimension and lower and upper qbox dimensions of sets and measures. We describe these spectra in detail in Chapter 6 . This is the clue to reveal the fundamental relation between dimension. In Appendix I we extend results of Chapters 2 and 3 to arbitrary complete separable metric spaces. and “selfsimilarityscales” can be expressed in terms of the Lyapunov exponents of these measures. We believe that in “good” cases the conditions of this criterion hold and. Sinai. Such pieces are the supports of invariant ergodic measures. Lyapunov exponents. it is an important addition to Chapter 4 and is crucial for results in the second . We stress that the coincidence of the CarathCodory dimension and CarathCodory capacities relative to a set 2 is a rare phenomenon and requires a special somewhat homogeneous structure of Z (see Chapter 5). As far as CarathCodory dimension and CarathCodory capacities relative to a measure p are concerned we present a powerful criterion that guarantees their coincidence (see Section 4). This leads to an important application of the general CarathCodory construction developed in Chapter 1: the qbox dimension is closely related to dimension spectra of dynamical systems which are widely used in’numerical study of dynamical systems. In Chapter 1 we describe a generalized version of the classical Carathkodory construction in a space X and introduce the notions of Cstructure and CarathCodory dimension characteristics: CarathCodory dimension and lower and upper CarathCodory capacities of subsets of X and measures on X . However. In Appendix I1 we use the “dimension” approach to discuss various versions of the thermodynamic formalism (including the classical thermodynamic formalism of dynamical systems created by Bowen. In Chapter 2 we study Cstructures generated by metrics on Euclidean spaces. Our main example of a Cstructure is given in Chapter 4. We introduce the notions of Hausdorff dimension and lower and upper box dimensions of sets and measures and describe their basic properties. In the first part we develop the general theory of CarathCodory dimension.Introduction 5 A challenging problem is to find s a c i e n t conditions that would guarantee equalities in (0. This example is one of the main manifestations of the general CarathCodory construction: we demonstrate how the “dimension” approach can be used to introduce a general concept of topological pressure and topological entropy for arbitrary subsets of the space as well as a concept of measuretheoretic entropy. thus. and Walters). Ruelle.1) and (0. Although this lies not strictly along the line of the main exposition.
We demonstrate that the theory of dynamical systems grants powerful methods to study geometric constructions with complicated geometry of basic sets and essentially arbitrarily symbolic representation. The second part of the book is devoted to applications of results in Part I to dimension theory and the theory of dynamical systems. and limit sets for Schottky groups).a recent new direction of research in the theory of dynamical systems which we sketch in Appendix IV. we obtain a complete and surprisingly simple description of a highly nontrivial and intricate multifractal structure of conformal repellers and conformal hyperbolic sets associated with the pointwise dimension. A significant part of Chapter 7 is to develop a complete multifractal analysis of Gibbs measures for smooth conformal dynamical systems. repellers for onedimensional Markov maps. Multifractal spectra provide refined information on some ergodic properties of dynamical systems. multifractal spectra for local entropies describe their deviation from the mean value provided by the ShannonMcMillanBreiman Theorem while multifractal spectra for Lyapunov exponents describe their distribution around the mean value given by the Multiplicative Ergodic Theorem. We obtain most definite results in the case when dynamics is conformal and sharp “dimension estimates” in the nonconformal case. we discuss the recent achievement in dimension theory of smooth hyperbolic . In particular. In Appendix I11 we describe an example of Cstructure which plays a crucial role in studying some “weird” sets for dynamical systems. In Chapter 8 we deal with the dimension of invariant measures. basic sets of Axiom A diffeomorphisms (including Smale horseshoes). We also use dimension spectra to discuss the mathematical content of the notion of multifractality. In particular. For example. RCnyi spectrum for dimensions.one of the most popular subjects in dimension theory. In Chapter 6 we study another popular subject of dimension theory intimately connected with fractals and multifractals. and we effect a complete multifractal analysis of Gibbs measures supported on the limit sets of Moran geometric constructions. The interrelation between dimension theory and the theory of dynamical systems is of benefit to both sides. associated with the geometric construction. and S m a l e Williams solenoids. We introduce various dimension spectra (the HentschelProcaccia spectrum for dimensions. local entropy. We consider repellers for smooth expanding maps (including hyperbolic Julia sets. In Chapter 5 we describe various geometric constructions .6 Introduction part of the book. Our main tool is the thermodynamic formalism developed in Chapter 4 that we apply to the symbolic dynamical system. and Lyapunov exponent. The approach is built upon the general concept of multifractal spectra . In the last two chapters we show how methods of dimension theory can be applied to study various characteristics of dimension type of sets and measures invariant under hyperbolic dynamical systems. and the spectrum of socalled pointwise dimensions) and describe their relations to some wellknown dimension characteristics of dynamical systems such as the correlation dimension and information dimension. The approach we use demonstrates the power of the general CarathCodory construction which allows one to extend and unify many results on dimension of invariant sets for dynamical systems with hyperbolic behavior.
This implies that all characteristics of dimension type of the measure coincide and thus. It establishes the existence of pointwise dimension for almost every point with respect to a hyperbolic invariant measure.the affirmative solution of the EckmannRuelle conjecture obtained in [BPSl]. Since hyperbolic measures are “responsible” for chaotic regimes generated by dynamical systems. this quantity stands in a row of most fundamental characteristics of such complicated motions. . it justifies the strong opinion among experts that in “good cases”(and hyperbolic measures are “good” ones) all known methods of computing the dimension of a measure lead to the same quantity.Introduction 7 dynamical systems .
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Part I Carath6odory Dimension Characteristics .
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and we call it the CarathCodory dimension structure (or. They include the Carathhodory dimension and lower and upper Carathhodory capacities. There are deep relations between them and other important invariants of dynamics which we will consider in the second part of the book. etc. we will give some examples of Cstructures and will illustrate general properties of CarathCodory dimension characteristics established in this chapter. It was designed to produce a family of ameasures on a metric space X given by where the infimum is taken over all finite or countable covers B = {Ui} of Z by open sets Ui with diamUi 5 E (one can easily see that the limit exists). We study some of their fundamental properties which will be widely used in the book. The original CarathCodory construction was created within the framework of the classical function theory where the dimension of subsets was a “natural” 11 . Let us notice that CarathCodory dimension characteristics are invariants of an isomorphism which preserves the Cstructure.Chapter 1 General Carathitodory Construction The classical CarathCodory construction in the general measure theory was originated by Carathkodory in [C] (a contemporary exposition can be found in [Fe]). We call these quantities the CarathCodory dimension characteristics (of sets and measures). We will be mainly interested in Cstructures generated by dynamical systems acting on X. Here 77 is a positive set function.  Cstructures can be generated by some other structures on X associated with metrics. This structure enables us to yield two types of quantities that are the dimension of subsets of X and the dimension of measures on X. In Chapters 2 and 3. In the case when the Cstructure is generated by a dynamical system on X. One can also use an arbitrarily chosen collection of subsets of X to make up covers of Z . briefly. In this chapter we introduce a construction which is a generalization of the classical Carathkodory construction. We introduce this structure axiomatically by describing its basic elements and relations between them. the CarathCodory dimension and lower and upper CarathCodory capacities become invariants of the dynamics and can be used to characterize invariant sets and invariant measures. functions. Cstructure). The starting point for the construction is a space X which is endowed with a special structure. It was elaborated by Pesin in [PZ] to produce various characteristics of dimension type. measures.
B ( z . for any E > 0 there exists a finite or countable subcollection B c 3 which E. x w e define the Cstructure 76 = (36. etc.6)# B. for any 6 > 0 one can find E > 0 such that r](U)5 6 for any U E 3 with $(U) I E.[. Let 3 be the collection of open sets. (2) Let . = . and 4. E > 0) and set [ ( B ( z E. and z E X we denote &(z. etc. n 2 0}. r ] . 1.6)) = e".(z. Carathhodory Dimension of Sets Let X be a set and 3 a collection of subsets of X . $ satisfy Conditions A l l A2. One can easily check that the structure T ~ . for simplicity. [. Examples. r](U) > 0 and $ ( U ) > 0 for any U E 3. 3. geometry.the general case is considered in Section 11). ( ( U ) = 1. associated with metrics and measures on X . (3. $: 3+ R+(= [0.e. introduce the Carathhodory dimension structure or Cstructure r on X and we (.(y.E ) (z E X . Fix any y > 0 and q 2 0. more general setups are given in Chapters 2. It is worth emphasizing that the general Carathkodory construction does not require any dynamics on X and thus. ~ ( 0=)0 and $(a) = 0. (3) Let X be a compact metric space endowed with a metric p and f : X + X a continuous map. r](B. n 2 0. and $(Bn(zl6)) = (Remark: we assume.. [(B. (1) Define the Cstructure on the Euclidean space R" as follows. covers X (i. It is easy to see that the collection of subsets 3 and set functions (.(z. [.u(B(z.$) on by setting 3 6 = {Bn(z. r ] . . We say that the collection of subsets 3 and the set functions [ .(z.m)) satisfying the following conditions: A l .12 Chapter 1 subject of study. The dimension of measures was introduced within the theory of dynamical systems in order to characterize invariant subsets and measures concentrated on them. UZ0. We illustrate this by the following examples. $) is a Cstructure on X .6): z E X . Given 6 > 0. A2. $) on X .A2. $ . r ] . its applications go far beyond the theory of dynamical systems and include such fields as function theory.7]. $ ( U ) = diamU for U E 3. Cstructures on X can be generated by other structures write 7 = (3. and A3 and hence introduce the Cstructure 7 = (3. and A3. ) ) = . r](B(z. Assume that there exist two set functions r ] .E ) ) = E. UuEgU3 X ) and $(B) gfsup{$(U) : U E 8) I Let [:3 R+ ibe a set function. 0 E 3.77. satisfying Conditions Al. The most exciting applications of the general Carathkodory construction can be obtained in this case and are related to the dimension characteristics of measures. r](U)= diamU. that the map f is such that B. i. Define 3 to be the collection of open balls.y~))Q.u be a Bore1 probability measure on the Euclidean space Rm. fi(y)) 2 6 for o 5 i I n). 6 ) = {y E x : p ( f ' ( z ) . E ) ) = $(B(z. 6) if n # m .S))= 1.r ] . A3. $). maps acting on X .
E > 0.p) = 0 for any p > a and if rnc(Z. W If m c ( 0 .a) I mc(Zz. t. U Zi. a20 i20 Proof. (1. and i 2 0 one can find ~ 0i < and a cover B.a ) satisfies the following properties: (1) mc(0.a) 2 0 for some a E R then mc(2. We shall . We call this measure the aCarathhodory measure. i = 0 .a.) for a fixed set 2.q. $). Given a set 2 c X and numbers a E R. such that The collection B of sets { U i j . The first two statements follow directly from the definitions.a ) = 0 for a > ac. It is nondecreasing as E decreases. Proposition 1. . ). Note that this measure is not necessarily afinite. This proves the desired statement.2) We shall study the function rnc(2. Proposition 1. becomes an outer measure on X (see definition of outer measures and other relevant information in Appendix V).2.. a )= 0 (this holds true for a > 0 but can also happen for some negative a ) the set function m ~ ( a. There exists a critical value ac.a). . By Condition A3 the function M c ( 2 .where Zi c X . Proof. We call it the aCarathhodory outer measure (specified by the collection of subsets 3 and the set functions [.a ) = 00 for a < ac and mc(2.a ) = 00 for some a E R then mc(2.4 = "Ef{ C F ( U ) r l ( U ) a ) .p) = 00 for any p < a. [Fe] and also Appendix V). we define a .a ) . .j 2 0) of the set Zi with $(Bi) 5 E. E ) .a) if z 1 c zz c x . 1 . W .a)= 0 for a > 0. . Given 6 > 0. E ) is correctly defined. 2 . E > 0. j 2 0) covers 2 = Ui20Zi and satisfies $(B) 5 E. It follows from A2 that if co > mc(2. = {Uij E 3. For any a E R the set function mc(. Therefore. According to the general measure theory the outer measure induces a aadditive measure on the afield of measurable sets in X (see for example.$).. there exists the limit mc(2.a) I Cmc(Zi. Now we have that  Since E and 6 can be chosen arbitrarily small this implies the desired result. ~i I E prove the third one.a)= E+O lim M c ( Z . (3) m c ( .77.General Carathbodory Construction 13 Consider a set X endowed with a Cstructure r = (3. co 5 CYC5 +co such that mc(2. i 2 0 . (1. We shall now describe a crucial property of the function mc(2. (2) mc(Z1.a.1) U€G where the infimum is taken over all finite or countable subcollections B c 7 covering 2 with $(G) I E .1.
S).1 dim. a20 i>O Proof. . . The first two statements follow directly from Proposition 1. We will use the more explicit notation dimc. . dimc Zi. (1..14 Chapter 1 Let us remark that mc(2. We define the Carath6odory dimension of a set 2 c X by dimc 2 = ac = inf{a : mc(2. X when we want to emphasize the Cstructure we are dealing with.[. . 2. 2 . (3) the 6topological entropy of the map f on the set 2 which we denote by hz(f. or a finite positive number. 6). the CarathCodory dimension of the space X (and hence every subset in X ) may become negative or even 00. . mc(Ui>oZi) = 0. On the other hand. 7)dimension of the set 2 which we denote by dim.ac)can be 0. Thus. in general. (2) the (q. we define the qdimension of the set 2 by dim. . 00. (2) di21 5 dimcZz i f 2 1 c 2. The opposite inequality immediately follows from the second statement of the theorem. 1 . we define the topological entropy of f on 2 by hz(f) = limhz(f.i = 0 . If [ ( U ) 2 constant for any U E 7 then d i m c 2 2 0 for any 2 c X ... 2 . (3) dime( . This implies that dimc(Ui&) supi>.a)= m}.a ) = 0 and hence by Proposition 1. Let us point out that the definition of the CarathCodory dimension does not require any assumptions on the set function [. 1 . 2 = sup.1. 2 (see Section 8) . (we show in Section 11 that if 2 is finvariant and compact 60 then this definition is equivalent to the wellknown definition of topological entropy). we have respectively: (1) the Hausdorff dimension of the set 2 which we denote by d i m H 2 (see Section 6). (1) d i m c 0 < 0.. Therefore. < < Let us notice that.3). dimc(Ui&?i) a. . The use of this function allows one to broaden remarkably applications of the above construction. In order to prove the third statement assume that dimc Zi < a for all i = 0 . Theorem 1. However.U 2. We now state some basic properties of the CarathCodory dimension.1. It follows that mc(Zi. where Zi c X. Whether this is the case depends on the set function 6.3) The CarathCodory dimension clearly depends on the choice of Cstructure T = (7.a ) = 0) = sup{a : mc(Z. if [ ( U ) increases to infinity “sufficiently fast” as + ( U ) + 0 the CarathCodory dimension of X may become equal to +00 (see Example 6. if the set function [ ( U ) decays “sufficiently fast” towards zero as $(U)+ 0.Ijf) on X . c X . and 3 above. One can obtain different examples of CarathCodory dimension of sets by using the Cstructures in Examples 1.1..) = supdimc Zi.. there may exist sets with negative CarathCodory dimension... 2. 1.
where U’ E 3’and U’ 2 U . x(Z)= dimc.) Kl$J’w. 17.T(z.T(z. Define 3”= {X(U) : u E 3}. E’. We show that the Carathkodory dimension is invariant under an isomorphism which preserves the Cstructure. (Y E R. v’(U’) I K v ( U ) . KE) E’(U’)v’(U’)a I U‘€P 5 Kl+O C t ( U ) v ( U ) OI Xl+=(Mc. Assume that there exists a constant K 1 1 such that for any U E 3 one can find sets U.$ I ) be two Cstructures on X .T’(z. (2) K’E’(U. E. Then dime. The desired result follows from Theorem 1. there exists EO > 0 such that for any E . and 6 > 0.. It is easy to see that 7’’= (F”. The sets U‘ comprise the cover Q’ of 2 with $ I @ ‘ ) 5 K E .T’(zI Theorem 1. Let X and X’ be sets endowed respectively with Cstructures r = (3.. We say that r is subordinated to r’ and write r < r’ if the following conditions hold: (a) for any U E 3 there exists U‘ E 3‘such that U c U’. c X(U)c u. 77.. 0 . € )+ 6).(Z. Theorem 1. The desired result follows immediately. . $J) and r’ = (F’.T(Z.T2 for any 2 c X . El’ = ( 0 x1. _< K1+’2(mC.15 General Carathbodory Construction Let r = (3.) I E(U) I KE’(Ui).. $J’(U’)I K W ) .4’). 0 < E I EO one can find a cover Q of 2 with $(Q) 5 E and U€G 6(u)v(u)a 5 Mc.. Ui E 3’ satisfying (1) u.) I $J(U)5 K$J’(ULJ. 77’’ = 7 0 x1.We have now Mc. 2 I dimc. (b) there exists a constant K > 0 such that for any U E 3. v”. I v ( U ) 5 Kv’(Ui)...2.3. E’(U’) I KE(U).TZ for any 2 C X . and Proof.[. + &)$ Since 6 can be chosen arbitrarily small this implies that a ) 5 xl+amc. mC.v’.$J”) is a Cstructure on X’ and that r’ < r” and r” < 7’..T’(z. Let also x:X + X’ be a bijective map. v’. E l ’ . For each U E g we choose a set U’ which satisfies Conditions (a) and (b) above. K’v’(U. U€G Taking the limit as E + 0 we obtain from here that mc. Proof. $J) and r’ = (F’. Given 2 c X . a .2. If r < r’ then dime. $’I = $J 0 x1.(Y>E) + 6.
a ) = O for a > % (while ~ ~ ac) ( 2 . and a set Z c X . a. co. Carathkodory Capacity of Sets Let X be a set endowed with a Cstructure r = (3. We set Tc(z.y)box dimensions of the set Z which we denote we define the lower and upper qbox dimensions by . E+O E+O The following statement describes the behavior of the functions %(Z. F o r a n y Z c X . O F a finite positive number). Proposition 2. Z when we want to emphasize the structure 7 we are dealing with. Rc(Z.$. The proof is analogous to the proof of Proposition 1. According to A3'. . We now modify the above construction to produce another type of Carathhodory dimension characteristics. there ezist cxc.q. P C ( z ..2. . there exists E > 0 such that for any E 1 E > 0.).a ) = 0) = sup{a : ~ ~ a( ) 2 = co}. (2) P c ( ~ a. and 3 in Section 1 (these Cstructures clearly satisfy Condition A3').. a . We will use the more explicit notation 7 Cap Z and G c . c r=) 0) = sup{a : cc(Z. Given Z c X .1) These quantities clearly depend on the choice of the collection 3 and the set functions (.q.a ) = 0 for (Y > E c (while P c ( Z . & ) . ZC E R such that (I) %(Z.?Z and dim&. we have respectively: (1) the lower and upper box dimensions of the set Z which we denote by h .&). d i m ~ Z(see Section 6). a c ) can be 0 . (2) the lower and upper (q.16 Chapter 1 2. OT a finite positive number). 2 . We shall assume that the following Condition A3' holds which is stronger than Condition A3: A3'.E ) is correctly defined. Thus. one can find a finite subcollection 9 c 3 covering X such that $ ( U ) = E for any U E 9. Z . we define the lower and upper CarathQodory capacities of the set Z by = % = inf{a : %(Z. Given a E R. a ) = cm}. One can obtain examples of the lower and upper Carathhodory capacities by exploiting the Cstructures in Examples 1. ) = co f o r a < ZC and Vc(z. define where the infimum is taken over all finite or countable subcollections 9 C 3 covering Z such that + ( U ) = E for any U E 9. E. CapcZ = ZC = inf{a : ~ c ( Z . +).) and Pc(Z. co. E > 0. a ) = i 6 &(Z. .a . (2.(Y) = @ &(Z.1.a)= co for a < cxc and rc(Z. can be 0 .
& and E C Z l I (3) For any sets Zi c X . The proofs follow directly from the definitions.a ) for any Z c X then the set function r c ( . a ) I r C ( Z 2 .Z = sup7>l dim. . Theorem 2. the set function rC(.a ) and Pc(.a ) satisfy: (a) ~ ~ a( ) 2 0 0 . .a ) = 0. Provided this condition holds the function V ( E ) = v ( U ) if $ ( U ) = E is correctly defined and the lower and upper Carathkodory capacities admit the following description.a ) is a finite subadditive outer measure on X provided r c ( 0 . (3) the lower and upper &capacity topological entropies of f on Z which we denote by a . i = 1 . 6) and C h z ( f ) = G g + o Chz(f. We now state some basic properties of the lower and upper Carathkodory capacities of sets.2.a ) 2 0 for a > 0.^ dim. . . In general.?Z (see Section 8).. .. (b) GA&.Z1 5 Cap..1. a ) I:Tc(Z2. Remark.a)is not finitely subadditive while the set function Fc(.. > 0 and any set Z C X let us set where the infimum is taken over all finite or countable subcollections B C 7 covering Z for which $ ( U ) = E for all U E 8. for any (2) caP. q(U1) = 17(U2)for any U l . i = 1.6) and C h ~ ( f6).a ) if 21 c 2 2 c X .(f)= C h z ( f ) = hz(f).Z 5 G c Z for any 2 c X.Z and dim. For any E 21 c 2 2 cX. a ) ..(f) = C h z ( f ) and if Z is invariant and compact then Ch. The set functions rC(.n \ / n n ef Note that if k ( 2 . U2 E 7 for which $(U1) = $(Uz).and Pc(Z1.and Fc(0. in Section 18 we establish relations between the lower and upper qbox dimensions and dimension spectra of dynamical systems. .a) does have this property: one can show that for any finite number of sets 2. .a ) = Fc(Z. . ( f.c X..(f..General Carathkodory Construction 17  of Z by dim.6). Let us assume that the set function 17 satisfies the following condition: A4. (1) dimc Z 5 Cap.Z = SUP^. . we define the lower and upper capacity topological entropies o f f on Z by setting CJzz(f) = K g + o CJz..we show in Section 11 that if Z is invariant under f then Ch.a ) r c ( 2 .
one can choose a sequence E. Therefore.4) < 1 for all sufficiently large v ( E ~ ) Therefore. A(Z. Taking the limit as n and consequently.a 7)= lirn &(Z. for (2. the second one can be proved in a similar fashion. By virtue of Condition A2 one can assume that n. t 0 such that O = k ( Z . ~ 5~ 1) for all sufficiently large n. Proof. + co we obtain that aIP+r. + n+w + 7 . and hence. n+m This implies that &(Z. En)v(En)a+7 5 1. w. .5) and (2.4) that Therefore.a such numbers n .)a7 z 1.18 Chapter 1 Theorem 2. For such n we obtain from (2.7.a .2 one can obtain a simple but useful criterion that guarantees the coincidence of the lower and upper Caratheodory capacities of a set zc x.a .6) imply that a = p.EL) 2 1 for all sufficiently large n. Let us now choose a sequence E. Hence.EL) 1 r c ( Z .y) = co. Using Theorem 2. If the set function 77 satisfies ConditionA4 then for any Z cX.2.)v(E. + It follows that Rc(Z. (2. a . aIP7.6) Since y can be chosen arbitrarily small the inequalities (2. Let us put Given y > 0.En).E. We will prove the first equality. such that We have that lirn Rc(Z. a 7.y. for such n.
. The case of lower limits can be considered in a similar fashion. The opposite inequality is obvious. In general. It is sufficient to consider only the case n = 2 since the general case can be easily derived by induction. We shall first show that for each E > 0.n (2) i f zi c X .E) < logA(z. ) .4. Theorem 2. E n + l ) 10g(1/V(En+l)) + 10gC'  < lim logA(Z. Let 2 = 21 U 2 2 . by the conditions of the theorem. i = 1. We begin with the proof of the first statement. Proof. we cannot expect equalities in (2. . (4) there exists the limit w. choose n such that q ( ~ .E). . . + 5~ q) ( ~<) q ( ~ . i = 1.E) % log(l/q(E)) < log A(Z. ..En+l) hd1/V(E)) .nm log(l/q(E. )Then .&) +A(ZZ. Under Condition A4 we have that (1) for any sets Zi c X . + 0 and a number C > 0 such that q(~.7) .E)increases monotonically while E decreases.2) (see Examples in Section 6 ) unless we consider the union of a finite number of sets Zi. (2.Z = = d.n are sets such that = Capc& then Proof.+l) 2 C ~ ( E . Assume that the set functions ( and q satisfy Condition A4 and the following conditions: (1) for any set Z c X the function A(Z. Given E > 0. 1% En) *f log(l/q(En)) Then. (2) q ( ~decreases ) monotonically with E..log(1/77(En)) Therefore. E5 )A(&. logA(Z. ~ ( Z .. caP. We shall see that regarding to this the lower and upper CarathCodory capacities expose different types of behavior.logA(Z.En) .General Carath6odory Construction 19 Theorem 2. (3) there exists a monotonically decreasing sequence E ..3.)). .
we may also assume that A(&.. the result is obvious).)/ logv(En) .~. Let us consider the following cases: a) a1 > a 2 .) 5 lOgA(Zi.1ogA(Z1.7).&.8) = logA(zl.) + l o g ( l + A(z1. + 0 such that Passing to a subsequence if necessary we may assume that for i = 1 . a1 + 6.) # 0 for all n 2 0 (in the case A(Zl.&. En) ) logA(Z.). Since 6 is arbitrary this leads . = logA(Zz.&.20 Chapter 1 where A(. using (2. We have A(&. we have G C Z 5 to (2.8).2 there is a sequence E. given 6 > 0. Therefore. There is a number a > 0 such that an 2 a for all sufficiently large n.9).&) is defined by (2. there exist covers 61 C 3 of Zl and 62 c 3 of Z2 such that $ ( U ) = E for any U E 61 or U E 6 2 and It follows that Since 6 can be chosen arbitrarily small this implies (2. where a. En) (2.&.) = A ( Z ~ . 2 the limits exist.En) + log(l+ q ( ~ n ) ~ " ) .8) that where Cl > 0 is a constant.En)/ logrl(&. For such n we obtain from (2. E=~ 0) for all sufficiently large n. By Theorem 2. For any 6 > 0 and any sufficiently large n = n(6). Moreover. Dividing this inequality by log(l/q(En)) and passing to the limit as n + 00 we have b) a1 = a 2 . In fact.3).
. the result follows from Statement 3 of Theorem 2. (2) KlE’(W I E(U) I KE’(U4). and A3’. The measure p may actually “occupy” only a “small” part of the space.1) is called the Carath6odory dimension of the measure p. and A3. of full measure) and carries its dimension (i. A2.9) holds. Then for any Z C X I q ( U ) I Kv’(Ui).E. i. It follows directly from the first statement that The opposite inequality follows from Statement 3 of Theorem 2. E . if A is a subset of measure zero then it is negligible regarding to p but its CarathCodory dimension may exceed the CarathCodory dimension of the set X \ A of full measure (i. ~ n>) 0).21 General Carathkodory Construction < 0 2 . c X(U) c Ui.3. This case is analogous to the case 1 with A(Z1..1.$) and r’ = (3’. A2. Let us stress that a priori there may be no sets that support the measure p (i.e.K’V‘(U:) $’(W= Kl$(U). We assume that any set U E F is measurable. Assume that there are positive constants K . K1. q.5.&.e. Its proof is similar to the proof of Theorem 1. and K2 such that for any U E 7 one can find sets U .Ui E 3‘ satisfying (1) u.q. ~2~h)( Z 1 . the functions E and q satisfy Conditions A l . The quantity dimc p = inf{dimc Z : p ( Z ) = 1) (3.1. Let also r = (7. the infimum may not be reached). This motivates the introduction of the following notions. Let X and X’ be sets endowed with Cstructures r = (7. in all the cases (2. .<. $’(W= &$(U). ..$) be a Cstructure on X . In other words.e. Carathbodory Dimension and Capacity of Measures Let ( X . E’. # .. p ) be a Lebesgue space with a finite measure p. ) 0 for all sufficiently large n since h ( Z 2 . 3. c) 01 Thus. Theorem 2. We now proceed with the proof of the second statement.9’)satisfying Conditions A l . The following statement shows that the lower and upper CarathCodory capacities are invariant under a bijective map x: X + X’ which preserves the Cstructures.e. the set A is “bigger” than the set X \ A). Therefore.)replaced by (Let us notice that in this case A ( Z ~ . This completes the proof of the theorem. q’.
they are Carathkodory dimension and (lower and upper) Carathkodory capacities of sets and measures. we have 6+0 that dimc p 2 inf{dimc 2 : p ( 2 ) 2 1 . One of the main reasons for this is that for a broad class of measures invariant under dynamical systems their Carathkodory dimension and lower and upper Carathkodory capacities coincide. introduced by Kolmogorov and Sinai within the framework of general measure theory.6 ) and hence dimc p 2 a.Z 6+0  : p(2) 2 1 .3) Indeed.6) (34 6+0 that are called respectively the lower and upper Carathhodory capacities of the measure p. and 3 one can obtain examples of Carathkodory dimension characteristics of measures. We collect them in the following table: dimc Z dimc p The study of these characteristics constitutes two main branches of the general Caratheodory construction. let a = lim inf{dimc Z : p ( 2 ) 2 1 . (1) It is not difficult to verify that dimc p = 6+0 lim inf{dimc Z : p(Z) 2 1 . We have.p = lim inf{Cap. For instance.22 Chapter 1 If we assume the stronger Condition A3‘. This reveals the “dimension” nature of this famous invariant of dynamical systems and allows one to establish new properties of measuretheoretic entropy (see Section 11). On the . Using the Cstructures in Examples 1. We consider these examples in detail in Chapters 2. and 4. then one can define the quantities Cap.6). 2. Capcp = lim inf{CapcZ : p ( ~2) 1 . in Chapter 4 we will show that the measuretheoretic entropy. Remarks. is one of the Carathkodory dimension characteristics of the measure.6}. The common value turns out to be a fundamental characteristic of measures and is intimately related to other characteristics of dynamical systems. (3. In the following chapters of the book we will demonstrate an essential role played by CarathCodory dimension characteristics of measures in the theory of dynamical systems. For every 6 > 0. therefore.6). 3. two classes of Carathkodory dimension characteristics.
. if m(s. By Condition A3 for any E > 0 there is a set U E 7 . dime p I dime S(P).1 and define the Carathkodory dimension and lower and upper Carathkodory capacities which coincide respectively with dimc p . and G c p . (3) Let X be a separable topological space and p a Bore1 probability measure on X . n 2 2 such that p ( Z n ) 2 and a = lim dimc 2. a)= lim inf{Fc(Z.a ) = inf{mc(Z. p 5 inf{CapcZ Capcp inf{CapcZ : p ( Z ) = I}.).. dimc p 5 dimc Z = sup dimc 2..p.. and E = supsEs a.2 with the critical values (y = infsESa.23 General Carathkodory Construction other hand. we also have that v ( U ) > 0.) satisfy Propositions 1. respectively.p 5 G c p .sm(s. . rc(p. F c ( p . depending on a parameter s and satisfying Proposition 1. If Z = UnZn then 12.)satisfy Proposition 1. (2) Let us set m c ( p . s E S is a family of functions.6}. by Condition A l . c nbm i. there is 6 > 0 and a sequence of sets Z. a ) : p ( z ) = I}. We establish relations between the Carathkodory dimension and lower and upper Carathkodory capacities of measures. 6m It is not hard to show that the functions m c ( p . caP. Namely.U 3 x with $ ( U ) 5 E . Indeed. Cap. n22 It also follows from the definition that c a P .)= inf. Below we shall give some general sufficient conditions to produce lower and upper estimates for these quantities and to study the problem of their coincidence.). . and F c ( p . one can expect strict inequalities (see Remark 3 in Section 7 and baker’s transformation in Section 23). Furthermore.6).p I %S(p).) = supSESm(s.a) 60 : p ( Z ) 2 1 . : p ( Z ) = 1).4) Example 7. a ) : p ( Z ) 2 1 . Capcp 5 G c S ( p ) .. We shall now assume that the following condition holds: .then the functions z(. * ( p .) and mi(. In general.2 and 2. a ) = lim inf{*(Z.).. = a.4) can occur. It follows immediately from the definitions that dimc p 5 Cap.2 with the corresponding critical values a.. The Carathkodory dimension characteristics of p can be used to estimate the Carathkodory dimension characteristics of its support S(p) (the smallest closed subset of full measure). Let us ~IX x E X . (3..1 in Section 7 illustrates that strict inequalities in (3.
a(x) Caratheodory pointwise dimensions of p can take on both positive and negative values. Once a choice of a set U ( x . and A3 hold while in the statements i n v o l v i n g G c p (or both dimc p and G c p ) Conditions A l .O<E~E}. A2. In what follows P is assumed to be fixed..p. a # ac.E ) ) = E .a(x).. They are called respectively the lower and upper aCaratheodory pointwise dimensions of the measure p at the point x specified by the subcollection 3’.p.. In general. We say that the subcollection 3’is suficient if for any Z c X .. if &. for palmost every x E X and any E > 0. We first obtain a lower estimate for dimc p.E)E3:zEX. there exists a set U ( x . In general. this gives a powerful criterion for coincidence of the Carathbodory dimension characteristics of measures (see Section 4). By virtue of Condition A3‘ given x E X and E .(x) is positive and b) the “essential” upis negative. in general..24 Chapter 1 A5... the lower and upper a&. In particular.. According to Condition A5 these quantities are correctly defined at least for palmost every x E X .(z) admits only a nonnegative one.. From now on we shall assume that in the statements dealing with dimc p Conditions A l . if U E 3. It turns out that these characteristics can be effectively used to produce sharp lower bounds for the Carathkodory dimension of the measure and sharp upper bounds for the upper Carathkodory capacity of the measure. We shall also assume that the measures we consider satisfy Condition A5.E ) E 3 containing x with $ ( U ( x . One can try to achieve optimal estimates by an appropriate choice of this subcollection: in practical situations such a subcollection can be often found in a “natural” way.. the lower and upper bounds depend on the choice of the subcollection 3’. Let us now set for a E W... No efficient estimates for d i m c p and G c p can be obtained. A2. If [ ( U ) = 1 for any U E 3then &+.a (x)and the “essential” upper bound for (x)produce respectively the lower bound for d i m p and upper bound for G c p and viceversa in the second case. For any x E X for which Condition A5 holds.(z) for &. In the first case the “essential” lower bound per bound for &. . and A3’ hold.. We shall see below that the two cases should be treated separately when: a) the “essential” lower bound for &.. 0 < E 5 E . a...(x) 2 0.a . and E > 0 the quantity M c ( Z . U 3 x is a set with $(U) 5 E then p ( U ) > 0 and e ( U ) > 0.E ) is made for each x E X and each 0 < E 5 E we obtain the subcollection F’={U(x. (x) admits only a nonpositive “essential” lower bound while dc.E ) can be computed while taking the infimum over B c 3’.  5 dC...
E ) } c 3' of 2 for which c U(2. & ) ) P L r U(Z.~))v(U(x.E))Pr. (2) there exists E ( Z ) > 0 such that t(U(x.E)EG c p(U(x7.E ) E 3'. /3 < 0 is similar. (3.Let A be the set of points x E X satisfying Condition A5 and Conditions 1 and 2 of the theorem.6) > 0.7) . we have rnc(A. Fix any y E (0..E)EG Since is arbitrary and 3'is sufficient it follows that M c ( A p n 2 .~))v(U(x. Assume that there are a number /3 # 0 and an interval [p1. (3) 3' is suficient.p1) and set a = .B and i f 0 < 0 then z ~ . Let us fix 0 < E I p and choose a cover g c 3' of the set A. = {x E A : E ~ ( z )2 p } .E ) E 3'. (3) there exist K > 0 and EO > 0 such that for any measurable set 2 c X of positive measure and any 0 < E I EO one can find a cover = { U ( x . if pz and A = U. (3.~))~ < 1 for any set U ( x . Assume that there are a number p # 0 and an interval [PI.o(x) I /3 and i f @< 0 then & r .7.pz] (1) i f 0 > 0 then &. We consider the case p > 0.)) L P ( A p ) L 1 2' U(Z. It is easy to see that Ap1 c A. This implies that dimc 2 1 dimc A.&) and for palmost every x E X and any a E [p1. . pz] such that .6) we obtain Given p p1 i.2. n 2 with $(g) 5 E. Therefore.5) and Condition 1 of the theorem that for any x E A one can find &I(%).moreover.E)EP P(U(Z. there exists p > 0 such that p ( A p ) 2 Let 2 c A be an arbitrary set of full measure. E ) 2 1/2. set A.p . the function E ( X ) is measurable. It remains to note that since y can be chosen rn arbitrarily small we obtain that dimc 2 1 /3 and hence dimc p 1 0.E))v(U(x.fi.r. a ( x ) 2 p. E ) ) v ( u ( x .8 .pz] such that p E (PI.a(z)2 . Then dimc p 2 p.~))" < 1 for any set U ( x . We now obtain an upper estimate for the upper CarathCodory capacity of the measure.E)) 5 K. Without loss of generality we can assume /31 > 0. the function ~ ( x is ) measurable. 2 c E ( u ( x .. ~5 (p.1. 0 < 5 ~ ( xsuch ) that if 0 < E 5 q ( x ) then Using the second condition of the theorem we conclude that P ( m . using (3. Now. ~ . n 2.021 (1) i f p > 0 then &.Py. Taking the limit as E + 0.>O A. n 2 2 /3 .B E (PI.x ) (2) there exists ~ ( x > ) 0 such that t(U(x. Theorem 3. /3 .y. the case.moreover. It follows from (3.y) 2 1/2. 4 ) I t ( U ( x . Proof. pz) and for palmost every x E X and any a E [PI.General Carathbodory Construction 25 Theorem 3.
p) and set a = p y.1 and 3. Remembering that p ( A p ) 2 1 ..a(z) and &.pz . E ) I K .26 Chapter 1 Then p 5 p.. given 6 > 0 there exists po > 0 such that p ( A p ) 2 1 .. Since for each element of this cover condition (3. Roughly speaking it means that sets of positive measure in X admit “finite multiplicity covers” comprised from sets U ( z .e.E ) E 3’.P + y) 5 K .7). Remark..8) holds we obtain It follows that &(A. i.p. Condition (3.6 and that 6 was arbitrarily chosen (with p = p(6) + 0 as 6 + 0) we see that Since y was also arbitrarily chosen it follows that S c p 5 0.E ) } c F’of the set A.. 0 < E ~ ( z )I ~ ( zsuch ) that if 0 < E 5 E ~ ( z )then + Using the second condition of the theorem we obtain that Given p > 0. 0 I dc. dc. Furthermore. One can now reformulate Theorems 3. 5 p + y. We consider again only the case p > 0. if p1 2 pz and A = Up>0A. Taking the upper limit as E + 0 yields Tc(A. . This implies that G c A .5) and the first condition of the theorem that for any z E A there exists &I(%).. In Chapters 24 we will show that this condition holds for a broad class of measures. We consider the particular case [ ( U ) = 1 for any U E are independent of a. p } let us choose a cover = { U ( z . /3 + 7. Fix any y E (0.2 in the following way. Obviously. Let us fix 0 < p 5 po and choose K and EO in accordance with Condition 3 of the theorem. F.(z) Moreover.. Proof of the theorem.6 for any 0 < p I po. for E such that 0 < E I rnin(E0. p ( z ) . which satisfies (3. Let A be the set of points z E X for which Condition A5 and Conditions 1 and 2 of the theorem hold. Therefore. define A.7) establishes the relation between the Cstructure in X and the structure induced by the measure p.. It is easy to see that Apl c A. = {z E A : E ~ ( z )2 p } ... It follows from (3.Jz) I & .
.1 holds then dimc p 2 P. a ( x ) 2 P. The second statement follows from the observation that for any E > 0 we have dc. (2) the second condition of Theorem 3. . the following theorems are immediate consequences of Theorems 3.~( x ) 5 P. Given (Y E W.1 and 3. We now obtain lower bounds for the Carathkodory dimension of the measure and upper bounds for the upper Carathkodory capacity of the measure regardless of the choice of the subcollection 3’. if P > 0 the result follows from these theorems. Assume that ((U)= 1for any U E 3.(x) 2 P for palmost every x E X and Condition 3 of Theorem 3. If 7’ = { U ( x .(z) 5 P for palmost every x E X and Condition 3 of Theorem 3.f3 2 0 such that &.821 > 0 then Dc. set According to Condition A5 these quantities are correctly defined at least for palmost every x E X. Theorem 3. Thus. the second conditions of Theorems 3. Pz) and f o r palmost every x E X and any (Y E [PI.Pz] such that /3 E (PI... Assume that there are a number /3 # 0 and an interval [Pl. If = 0 the first statement is obvious since d i m c p 2 0.General Carathkodory Construction 27 Theorem 3..5. Proof. 021 such that E (01.’ # 0 and an interval [PI.. We have (1) if there mists P 2 0 such that cjc. Theorem 3.2 hold.4.3. .Pz)and for palmost every x E X and any (Y E [PI.(x) 5 P and ZfP < 0 then a . (1) i f P Then capc p 5 0.& I E. .2. .. (2) the second and third conditions of Theorem 3..1 and 3. We remark that in the case we consider. Assume that there are a number b .Pz] (1) if P > 0 then ( x ) 2 P and if P < 0 then Dc.1 holds. Then dimc p 2 P.E ) } is a subcollection of 3 then Therefore.2 hold in view of Condition A2.2 holds then G c p I P. (2) if there exists .
E1 )for ) ~ any a E [ / 3 1 .Then according to (3. (3) there ezists E ( Z ) > 0 such that ( ( U ( Z . i.p.f3 E d ( a ) E C1 on (/31. They are also nonnegative.1 and Condition 3 of Theorem 3. ~ . moreover. the function E ( Z ) is measurable.$21  2‘ d(a) for &+.2. Let p be a probability measure on X satisfying Condition A5. E )E 3 : z E X . .2 hold.f31 < /3z such that for palmost every z E X (1) &c.a(z) do not depend on a E W but may depend on z E X and may also be different. / 3 ~ ] and any U ( Z .p. (2) Condition 3 of Theorem 3. E E ) 3’ with E 5 ~(x).p./32) and /3 # 0. There are also some general conditions in this case that can be used to obtain the coincidence of the CarathCodory dimension characteristics ./32 E R. Consider the lower and upper apointwise CarathCodory dimensions of p specified by the subcollection 3’.a(x) = [PI’. d’(@) > 1 if /3 < 0. ~“essentially” ( x ) depend on a E W and Condition 1 of Theorem 4. We now turn to the case of nontrivial set function (. E ) ) ~ ( U ( ~<.p = Capcp = /3. Assume that there are numbers /31. .2 can work well so that these theorems still give us some estimates for the CarathCodory dimension and upper CarathCodory capacity). If they are “essentially” the same and are constant. Coincidence of Carathkodory Dimension and Carathhodory Capacity of Measures Using results of the previous section we obtain now some sufficient conditions that guarantee the coincidence of the CarathCodory dimension characteristics relative to measures.e. (4) Condition 3 of Theorem 3. (Y any a E has a unique root 0 < d’(@) < 1 if cy [/31.a(”) (2) the equation d ( a ) = moreover./32] and = .a(z) = &. 14.1 and 3. Then dimc p = caP. /3 > 0. ( ( U ) = 1 for any U E 3.1.28 Chapter 1 4. Assume also that there exists /3 2 0 such that for palmost every x E X (1) &.2 hold. Theorem 3. The quantities and z ~ . Theorem 4. We fix a subcollection 3’ = { U ( Z . Theorem 4.a(z) and &.rr. and 15). We first consider the case when the set function ( is trivial.. Assume that ( ( U ) = 1 for any U E 3.1 and Condition 3 of Theorem 3. 0 < E 5 E } as in Section 3.5) the quantities &.a(z) = B.p.1 cannot be satisfied (although Condition 1 of Theorems 3.3 gives us sufficient conditions for coincidence of the CarathCodory dimension characteristics of measures. Let us point out that the CarathCodory dimension characteristics of sets are more “sensitive”: the coincidence of them is a rare phenomenon although it can happen in some specific rigid situations (see Sections 13.
min{PPl. Let us fix x E A. 0 < d’(a) < 1 if p > 0 and d’(a) > 1 if p < 0 (otherwise the interval [pl. 0< E ~ ( z5) ~ ( x such ) that for any E .B and a’(y) = d’(p .p.@2].p2]in (4. Condition 2 of the theorem implies that for all y satisfying (4. a E [p1.p2]} if p > 0 : (Y E [pl. Therefore.a)y if p < 0 we obtain ifp>O ifp<O. It follows from Condition 1 of the theorem that given 7 > 0.1) and putting 7 = (1 .E [pl. there exists E~(z).General Carathbodory Construction 29  Then dimc p = caP.P2P} 2 1 O < y < .:)($). Denote .p2]} if p <0.l ) if ~ z).82 s= {d’(a) { max min {d’(a) : a E [p1.min{PP1.P2/3} 2 Considering a = /3 .p = Capcp = p. Let A be the set of points x E X for which Condition A5 and Conditions 1 and 3 of the theorem are satisfied.] 3 p for which this assumption holds).2) > 0 and Consider the function a ( y ) = d(P We have a(0) = d(0) = .2) a’(?) This gives us that 2 1 if /3 > 0 and a’(y) 5 1 if p < 0. Note that s < 1 if p > 0 and s > 1 if p < 0.p2]. 7 = (: . We can also assume that for all a E [pl. and x E A. and a number y satisfying S O < y < .. Proof. (4. 0 < E 5 E~(z). .p2]can be replaced by a smaller subinterval [p. Without loss of generality we can assume that p1 > 0 if p > 0 and < 0 if p < 0. 0 < E 5 E~(z).
presented at the end of the proof of Theorem 3.4) Repeating the argument.30 Chapter 1 Combining this with (4.E ) ) P . and the fact that and p + z < 0 if p < 0 we obtain log P(U(x. and using (4. I E(Wz7 E))V(U(X.E l ) w:. a E [p1.8) Now.7) and Condition 3 of the theorem that 4Y+$I p(U(x7E l ) . there 0 < E ~ ( z )5 ~ ( zsuch ) that for any E .6).2).p2].8). 0 < E 5 &I(%) and choose a number y satisfying (4. E))P++) p + $ > 0 if p > 0 I 1.3) and taking into account that p . E N / 1% (E(U(z.6).E))/log (E(U(Z. Using these inequalities.: ) In view of Condition 3 of the theorem it follows that Cl(U(Z. (4. and z E A. .E ) ) V ( U ( Z . We now proceed with the upper bound and prove that G c p 5 p.8) instead of (3. Set a =p E [PI. r Let us fix x E A.E))V(U(Z. 4)V(U(zY (4. It follows from Condition 1 of the theorem that given > 0. in order to obtain the inequality G C p 5 /3 we need only to repeat the arguments presented at the end of the proof of Theorem 3.1) we have that if p < 0 then +z and if p > 0 then Considering the function c(y) = d(P+ $) and repeating the arguments presented above one can show that c i ( ~ + aI ) P+~ if P > O d ( p + S ) > p + y if P < O . (4.5) and (4.1.7) It follows from (4.2 and to use (4.$ < 0 if /3 < 0 we have > 0 if . (4. exists E~(z).4) instead of (3. log cL(U(Z. we obtain the lower bound dimc p 2 p.$ 0 .8 > 0 and z 1. By virtue of (4. p2]. 0 < E 5 E~(z). W ( Z .
moreover. 3 a collection of Borel subsets of X . and E : 3 + R+ is a set function. We fix a subcollection 3' = { U ( x . x E U ( Z .E ) E 8. Assume that there exist numbers 0.~ ) ) q ( U (E))'" x . Theorem 5. E )and $ ( U ( Z . and A3'. EE )3' with E = ~ ( x5) 6 such that PO. Given x E A.B < 0.e. PO E R. E ) )= E ) and consider the lower and upper apointwise Carathkodory dimensions of the measure p specified by the subcollection 3'. $: 3 + R+ are set functions satisfying Conditions A l . Let X be a separable topological space. the function E ( Z ) is measurable.31 General Caratheodory Construction 5. there exist K > 0 and EO > 0 such that for any measurable set 2 c X of positive measure and any Besicovitch cover B c 3' of 2 with $(Q) I EO one can find a subcover 5 c B of 2 for which + If A is the set of points for which Condition A5 and Conditions 1 and 2 hold then dimc A 5 /3.E ) E 3' with E 5 ~ ( xand ) any a E [p. & )E 3 : x E X . Lower and Upper Bounds for Carathbodory Dimension of Sets. a ( x ) 5 /3 and i f /3 < 0 then &. Carathbodory Dimension Spectrum We shall use results from the previous section to produce sharp lower and upper estimates for the Carathbodory dimension of a set by considering measures supported on the set. We begin with the upper bound. 00> 0 such that for palmost every x E X i f p 2 0 then & p .PO. Given a Borel set 2 and 6 > 0.1.. Assume that 7.. one can . < 1 for any U ( x . Let p be a Borel probability measure on X satisfying Condition A5. there exists ~ ( x>) 0 such that E(U(x. A2. Proof. 0 < E 5 E } as in Section 3 (i./3 PO]if p 2 0 and a E [p . Let us choose numbers 6 > 0 and 0 < y 5 find a set U ( ~ .+(x) 2 0.p] if . we call a cover B c 3' of 2 a Besicovitch cover if for any x E 2 there exists 0 < E = ~ ( x5) 6 such that the set U ( x .
. define Va = {Z E A.3 implies now that dimc 2 1 dimc p 2 p .e. For any p E M ( 2 ) we have dimc p 5 dimc 2. rn We still assume that [ ( U ) = 1 for any U E 3. rn + + We shall now obtain a lower bound for the Carathhodory dimension of a set 2 c X in the special case [ ( U ) = 1 for any U E 7.(z). is called the Carath6odory dimension spectrum specified by the measure p. ( x ) . Since y is arbitrary the result follows. denote by A. The function f. &. p y . : d c + ( ~ c )= a}. E = ~(x)}comprise a cover 6 of A which is clearly a Besicovitch cover. E: x) E X .Denote also by M ( 2 ) the set of Borel depend on a . Let us notice that if p ( V a ) > 0 for some a 2 0 then f&) = a. a ( ~ ) measures p on X with p ( 2 ) = 1 (implicitly.E for palmost every x E 2.(x) 2 /? . we assume that 2 is measurable with respect to p ) .The previous results give rise to the following notion. Therefore. the set of points for which Condition A5 holds.. The sets { U ( ~ . Some particular examples will be given in Chapters 6 and 7. dimc 2 2 0. Theorem 3. i. Passing to the limit as E + 00 we obtain that mc(A. P€M . The case /3 < 0 is considered in a similar fashion. It follows from the definition of p that for any E > 0 one can find a measure p on X with p ( 2 ) = 1 such that &.(a) = dimcV. y) 5 K . Proof. Let M c M ( 2 ) be a subset. c i c .. p€M(Z)x E h ~ Theorem 5. In this case. ~ )5 K . and it does not ef d ~ . if 6 is sufficiently small then by the third condition of the theorem. p . Hence. This implies that dimc A I:/3 y. sup dimc p 5 dimc 2. one can find a subcover 5 C 6 satisfying (5.a(x) 2 0 for any x E A. Given a Borel measure p on X .2.E and the desired result follows.r.1). In the case p 2 0 it follows that + Hence M c ( A . Given a 2 0. . Put p = sup inf dc.32 Chapter 1 if /3 < 0.
Therefore. PEM We say that a measure I/ dimension (specified by M ) if E M is the measure of full Caratheodory dimc v = dimc 2. are fixed.1 in Appendix 11). We will establish this principle and the existence of an invariant measure of full (CarathCodory) dimension for the limit sets of some geometric constructions (see Theorem 13. classical variational principles for topological pressure and topological entropy in statistical physics (see Theorem A2. (5. In this case the class of measures M c M ( 2 ) consists of measures invariant under the underlying dynamical system.E. Another example is the variational principle f o r the Hausdorff dimension of a set invariant under a dynamical system (with M to be the collection of all invariant measures). . the above approach enables us to obtain the “dimension” interpretation of the thermodynamic formalism of statistical physics.q.1) and conformal repellers (see Theorem 20.General Carathkodory Construction 33 We say that the CarathCodory dimension of 2 admits the variational prin ciple (with respect to M ) if sup dimc p = dimc 2. We will see that any equilibrium measure is the measure of full CarathCodory dimension. Examples will include the the general construction F.4) In the following chapters of the book we will present explicit versions of the variational principle for Carathbodory dimension when the parameters of and 11.1).
in many “physically” interesting situations. i. If they coincide the common value can be used to characterize the “fractal” structure of the invariant 34 . It is now accepted by most experts in the field that the coincidence is a relatively rare phenomenon and can occur only in some “rigid” situations.. which satisfy Conditions collection of subsets . the 11. c. One is to use some geometric constructions in order to estimate the Hausdorff dimension and box dimension of invariant sets and measures (see Chapters 7 and 8). We describe some of their properties and present some methods for their calculation. In order to explain this let us consider a map f:U + R”’ . A3 (or A3‘). conversely. The second is. are the Hausdorff dimension and box dimension of the measure p. In this chapter we consider the Cstructure induced by the standard metric (or an equivalent one) in the Euclidean space Rm (in Appendix I we consider Cstructures which are induced by metrics in general metric spaces). Assume that f preserves an ergodic Bore1 probability measure p with compact support 2 C U (i. 2 is a compact invariant set and p ( 2 ) = 1). One of the challenging problems in dimension theory is the problem of coincidence of the Hausdorff dimension and lower and upper box dimensions of sets.e. This means that we should make a choice of the parameters of the construction. The stochastic properties of the map f l Z are closely related to the topological structure of the set 2 that. to use some ideas in the theory of dynamical systems in order to compute the Hausdorff dimension and box dimension of “geometrically constructed” sets (see Chapters 5 and 6 ) .~. where U c R”’ is an open domain.e. i.e. which can be used to describe complexity of the topological structure of 2. resembles a Cantorlike set. Our aim is to demonstrate how they can be used to characterize sets and measures invariant under dynamical systems.Chapter 2 CStructures Associated with Metrics: Hausdorff Dimension and Box Dimension We begin now to exploit the general construction described in Chapter 1 in order to produce different Carathkodory dimension characteristics. A2. The relevant quantitative characteristics. This structure generates Carathkodory dimension characteristics that are wellknown in dimension theory. There are two aspects of this problem.F and the set functions A l .. One wellknown class of sets for which the coincidence usually takes place is the class of limit sets for some geometric constructions (see Chapter 5). the Hausdorff dimension and lower and upper box dimensions.. For subsets which are invariant under a dynamical system one can pose another problem of the coincidence of the Hausdorff dimension and box dimension of invariant measures.
in a way. Bakhtin [B] examined some properties of the lower box dimension. taken over all possible metrics on X . there is no special reason to prefer any of them. The general definition of lower and upper box dimensions was given by Young [Yl. q ( U ) = $ ( U ) = diamU. Apparently. Namely. $) on Rm. In 1932.a. who have made significant progress and obtained several fundamental results. within the framework of function theory. ) (see (1. (6. who also studied relations between the Hausdorff dimension and lower and upper box dimensions. more general) method for estimating the Hausdorff dimension of measures was formulated by Young [Y2]. the part of the set where the measure is concentrated. Let F be the collection of all open subsets of E m . Il’yashenko [Ill considered the lower box dimension (under the name entropy dimension) in connection with the study of dimension of maximal attractors for some partial differential equations. the contemporary exposition and further references can be found in [F5]). more precisely.2 is an extension of her result to other characteristics of dimension type. the infimum of lower box dimensions of a compact subset Z in a compact metric space X . The significance of lower and upper box dimensions is acknowledged now by experts in the field (see. for example. A similar (but. coincides with the topological dimension of Z . Minkowski dimensions. The notion of Hausdorff dimension was introduced by Hausdorff [HI in 1919 to characterize sets with “pathologically complicated” topological structures (like the famous middlethird Cantor set) but some very basic ideas behind this nction were formulated earlier by Carathkodory [C] in 1914. It is known as the . The properties of the Hausdorff dimension have been intensively studied for a long time.2)) is an outer measure for any a 2 0. (Different aspects of their study are described in [Fe.Y2]. Ro].1) and (1. A3. A2. 6. by Besicovitch and his students and collaborators. and A3‘. Hausdorff Dimension and Box Dimension of Sets We introduce a Cstructure on the Euclidean space Rm endowed with a metric p which is equivalent to the standard metric. Furstenberg [Fu] obtained some relations between box dimension and topological entropy for symbolic dynamical systems. Hence they determine a Cstructure T = (F.q. One of the most successful methods in dimension theory for estimating the Hausdorff dimension of sets was suggested by Frostman [Fr] and is known as the mass distribution principle. they knew about box dimension but did not find it sufficiently useful.CStructures Associated with Metrics: Hausdorff Dimension and Box Dimension 35 set. the lower and upper box dimensions have several other names: lower and upper boxcounting dimensions. this also gives rise to the problem of multifractality which we consider in Chapter 6. The corresponding CarathCodory set function r n ~ ( . but the name “box dimension” seems most appropriate). Pontryagin and Shnirel’man [PSI proved a fundamental result involving the lower box dimension (which they called the metric order). I . Theorem 4. [F5]. capacities.1) A direct verification shows that the collection of subset F and set functions q and $ satisfy Conditions Al. For U E F define ~ ( u= )1.
We denote them by h B Z and d i m ~ respectively.36 Chapter 2 aHausdorff outer measure of 2 and is denoted by mH(2. (6. (6. In the above definition of the Cstructure r one can choose 3 to be the collection of all closed subsets of Rm or even all subsets of R"' to obtain the same value of the aHausdorff measure. ) = 0) = sup{a : ? i ~ (a2).3). We have for any 2 c Rm and a 2 0. According to (1. They are immediate corollaries of the definitions and Theorems 1.2 below provides a counterexample).1. Therefore. instead. The set function f g ( Z . 2 According to (2.e.4. namely. We formulate the main properties of the Hausdorff dimension and lower and upper box dimensions of sets. and 2. in accordance with (2. ) can be shown to be a finite subadditive outer measure on R"' while the set function ~ ~ ..3) Moreover.a)= 0 } = SUP{Q : K B ( Z a) . Obviously. a ) =O}=sup{a: m H ( 2 . 2. . This measure can be shown to be Borel (i. mH(2.3). We denote it by dimH 2. one chooses 3 to be the collection of all open or closed balls in Rm then the value of the corresponding aHausdorff measure can change but the Hausdorff dimension and lower and upper box dimensions of 2 remain the same.2 produces another equivalent definition of the lower and upper box dimensions of a set 2 c Rm.= CO}. the above Cstructure generates the CarathCodory dimension of 2 called the Hausdorff dimension of the set 2. all Borel sets in Rm are measurable). The set function mH(. not have this property (see Remark in Section 2. N ( 2 . . Further. it is also a regular measure (see Appendix V). Theorem 2. a)is an outer measure on Rm and hence it induces a aadditive measure on R"' called the aHausdorff measure.1. a ) =m}.4) d i m e 2 = inf{a : ? ~ ( ( z a .E ) is the least number of balls of radius E needed to cover 2. Example 6. a ) .)( may 2 . If. for a subset 2.1) we have d B Z = inf{a : rB(Z.. we have d i m H Z = i n f { a : m H ( 2 . the set functions q and $J satisfy Condition A4. where. = m}. Moreover. the above Cstructure generates also the lower and upper CarathCodory capacities of 2 called the lower and upper box dimensions of the set 2. a ) = lim inf E+O p where the infimum is taken over all finite or countable covers B of 2 by open sets with diamB 5 E. where and the infimum is taken over all finite or countable covers of 2 by open sets of diameter E.
This fact and Theorems 1.CStructures Associated with Metrics: Hausdorff Dimension and Box Dimension / n 37 \ (6) If the set Z is finite then dimBZ = di m ~ Z = 0.3. We now illustrate that Statements 2. The set of rational points on [0. w h e r e 2 is the closure of the set Z. . The Hausdorff dimension and lower and upper box dimensions are invariant with respect to a Lipschitz continuous homeomorphism with a Lipschitz continuous inverse. A more sophisticated example where all three characteristics are positive and distinct is constructed in Section 16. Theorem 6.3 and 2. In fact. First we need the following lemma. and 6 of Theorem 6. = dimaz’.2 cannot be improved. Example 6.d i m ~ Z = /3 while dimH Z = 0.1] is countable and hence it has Hausdorff dimension 0.2 its lower and upper box dimensions equal 1. By Statement 7 of Theorem 6. d i m ~ Z We remark that any Lipschitz continuous homeomorphism of Rm with a Lipschitz continuous inverse preserves the Cstructure 7. 4. (7) b B Z = b B Z . 5. This shows that Statement 6 may not be true for a countable set of points and strict inequalities may occur in Statement 4. Proof.2. In this example the Hausdorff dimension of the set is zero while the lower and upper box dimensions are positive and distinct.1] such that h B Z = a. one can expect the noncoincidence of the Hausdorff dimension and lower and upper box dimensions to be a typical phenomenon in a sense. For given 0 < a 5 p < 1 there is a closed countable set Z C [0.5 imply the following statement.2 may fail for a set of a very simple topological structure. We present now an example which demonstrates that Statement 2 of Theorem 6.1.
(3) a = lirn l o g s n / l o g ~ ./log&. + 0. 00. since by (6. k=l $ and choose a number M (6. increase monotonically and b. n+cu where&= ( 4 ) there exists C > 0 such that for any n > 0 Proof of the lemma. b.38 Chapter 2 Lemma.apn4k+2. decrease monotonically and a. where 0 < a 5 such that a+ < M < al. Let nk n xbk.4k+l 5 (aPM)n4k+2 and can be solved by an appropriate choice of a"M Now we choose n4k+3 so large that n4k+z > a P M > 1. (6. if n 4 k Set no = 0. Assuming that n4k is given we be the smallest integer such that aan4k+1Mn4k+2n4k+1 > . This inequality is equivalent to (aaM).}.} and {b.6). Define I n < n4k+l if n4k+i I n < W + Z Mbn1 b n = { aPn if W + Z I n < n4k+3 bn4~+31 if n4k+3 5 n < n4k+4 aan We now specify the sequence choose n4k+1 so large that Let n4k+Z nk. Set a.8) . = an. ~n+m lim = logs. There exist sequences of positive numbers {a.6) be a growing sequence of integers. n 2 1 such that ( 1 ) a.
.10) This inequality can be solved since 1 > aa > up. We have according to (6. and b. Condition 4 of the lemma implies that "T2. These sets are disjoint and Iz1.7) and (6.bn) when n grows starting from n = n 4 k .}. (6.6) that where C > 0 is a constant.E/2) I C2Srn(E).9). where P. w In order to construct the required set Z we define by induction the sets Namely.~ / 2 = ) Sm(. Condition 3 follows from (6..2 cannot be improved. until this line crosses the graph of the function y = u p a x (by virtue of (6. = 03 xak[bk]. Let z=n20 u ZnU{P. then it moves along this graph until n = n 4 k + 3 . then it stays on the line y = bn4.. [ b k ] denotes pn1+ Z. w We now show that Statement 5 of Theorem 6.an4k+4. The definition of the numbers bn can be better understood if one imagines the motion of the point (n.8) this happens when n = n 4 k + 2 ) . P.n 4 k + l ) times with the coefficient M until it reaches the graph of the function y = ePz (by virtue of (6.CStructures Associated with Metrics: Hausdorff Dimension and Box Dimension Let n4k+4 39 be the smallest integer such that apn4k+3 5 .1 + an. set ZO = (0) and then Zn = Zn1 U { p n . k=l w e wish to show that b B Z = (Y and dim~z= p.. This point first moves along the graph of the function y = aax until n = n 4 k + l . where PO= 0. then it jumps up ( n 4 k + 2 .z21 2 E for any distinct z1. [bnlan}. then the process is repeated. = n ak[bk] k=l and . This implies Condition 4 and completes the proof of the lemma. It is easy to see that N(T1. Now the desired result follows from Condition 3 of the lemma. z 2 E T I . Giyen E > 0. .) and where C1 > 0 is a constant.+. the sequences a. where C 2 > 0 is a constant. the entire part of bk. satisfy Conditions 12.10) it happens when n = n 4 k + 4 ) . Clearly. consider the sets where m ( ~is)the smallest integer for which urn(c) 5 E.
Theorem 6.3. We now introduce another Cstructure with nontrivial weight function in order to illustrate some new phenomena which can occur in this case. Then. E. (b) given i = 1 or 2 and a sequence E~ +0 for which the limit exists.1) (which induces the Hausdorff measure on Rm) has a trivial weight function <. Proof. By analyzing the construction of Example 6. this is false. W We formulate a simple but useful criterion that guarantees the coincidence of the lower and upper box dimensions of a set 2 c Wm.5.40 Chapter 2 Example 6.b.l) is a given number. Zz d&B(ZI u Zz) c W such that > m a x { h B Z 1 . we have where j = 2 if i = 1 and j = 1 if i = 2. Obviously. d&BZz}. (3) dim~(E x F ) 5 =BE dim~F. .4. where a E (0. Z1 and Zz have the required properties.1 one can show that there are countable closed sets Z1 C [O.) start moving along the graph of the function y = while constructing the set Z1 and start moving along the graph of the function y = aPS while constructing the set Zz. In general.3] satisfying the following conditions: (a) h B Z l = b B Z z = a .11 and Zz c [2. is a monotonically decreasing sequence of numbers. Theorem 6. in the proof of the lemma. (1) dimH (E x F ) 2 dimH E dimH F . There are two closed countable disjoint sets Z1. and 2 CE. Assume also that there exists the limit = d. + 0. It was a longstanding problem in dimension theory whether the Hausdorff dimension of the Cartesian product of E and F is equal to the sum of their Hausdorff dimensions. (4) If dimH E = =BE then dimH(E x F ) = dimH E Borel set F . + + + + dimH F for any The Cstructure defined by (6. defining the sequence b. a B Z = d i m ~ Z Let E c U c Wn and F c V c W m be two Borel sets (Uand V are bounded open subsets). and we state some positive results in this directions (see [F5] for detailed discussion and proofs). Assume that E.2. for some C > 0 which is independent of n. (2) dimH(E x F ) 5 dimH E d i m ~ F . Indeed. we can make the point (n. It is a simple corollary of Theorem 2.
we have d i m a p = inf{dimH Z : p ( 2 ) = l}. b B p 5 inf{dimaZ : p ( z ) = I}.6).1] by setting p(rn) = 1/2"+'.. ~ 2 . Thus. where h is a positive continuous function on R. A 3 . There is a Bore! finite measure p on [0. b B p = lim inf{dim_. .r]. We number points in Q such that Q = { T I . Z c [0. z c [o..1] for which a B p = d h B p and < i n f { a B Z : p(Z) = 1. one can show that mc(Rm. Clearly.a)= 00 for any a E R and hence dimHRm = 00. On the other hand.e.  dimBp 5 inf{dimBZ : p ( z ) = 1). in accordance with (3.I]}.11).$) given by (6. Qis the only set of full measure.1].1) produces.1) dimBp = lim inf{dimBZ : p ( z ) 2 1 . mBp. It also demonstrates that the Hausdorff dimension and box dimension of the measure can be strictly less than the Hausdorff dimension and box dimension of the support of the measure (i. Moreover. Example 7. a ) = 0 for any a E R and hence dimH Rm = 00.6). 7. . and d i m ~ p respectively. .Z : p(z)= 1) = 1. Mass Distribution Principle Let p be a Borel finite measure on Rm. Define an atomic measure p on [0.(.CStructures Associated with Metrics: Hausdorff Dimension and Box Dimension 41 Example 6.1]. 6+0 One can also define the Hausdorff dimension of the measure as follows (see (3. Since m B Q = h B B= 1 and also dim& = dim& = 1 we have inf{diqlBZ : p ( z ) = 1) = inf{dimt.3. A 2 . Hausdorff Dimension and Box Dimension of Measures. Pointwise Dimension. As the following example shows the strict inequalities can occur. in general. p is a Borel finite measure on [0. the Carathbodory dimension of p and lower and upper CarathCodory capacities of p. }. For U E 7 set [ ( U ) = h(diamU).2). On the other hand. The Cstructure 7 = (F.6}. dimBp < inf{dimBZ : p ( z ) = 1. Bp Proof. Thus.3)) dimHp = lim inf{dimH Z : p(Z) 2 1 . r](U)= $ ( U ) = diamU.Za = d i m ~ Z 6= 0. if h ( z ) = exp(:). the smallest closed subset of full measure).1) and (3. Let Q be the set of rational points in [0. Assuming that h ( z ) = exp(k). and A3' hold. for every 6 >0 there is a finite set Z6 c Q for which p ( z 6 ) 2 1 . 6+0 (7. They are called respectively the Hausdorff dimension of the measure and lower and upper box dimensions of the measure and are denoted by dimap.6. We have dim.1. 6+0 On the other hand. Let 7 be the collection of all open sets of Rm. dim_~p= d i m ~ p = 0. It is easy to verify that Conditions A l . then mc(Rm.Z : p(Z) 2 1 .
&(x) = d.1) that Below we will construct examples where strict inequalities occur.1 and 3. Theorem 7. The result follows from Theorem 5. In order to obtain an upper estimate of the Hausdorff dimension one must present a specific “good” cover U = {Ui} of 2 with elements of small diameter for which C(diamUi)d is finite (so that d provides an upper bound for the Hausdorff dimension). obviously. If p is an atomic measure then. In accordance with Section 3 (see (3. The following statements are consequences of Theorems 3. Let p be a Borel finite measure on R”.1.2 is obvious. using Theorem 4.(x) = &(x) = d for palmost every x then dimHp = b B p = dimBp = d.5)) we define the lower and upper pointwise dimensions of p at x (specified by F’)by Clearly. Assume first that p is a nonatomic measure. Proof. Theorem 7. . Then dimH 2 5 d. (2) i f & ( x ) 5 d for palmost every x then d i m ~ p5 d .1 hold while the third condition follows directly from the Besicovitch Covering Lemma (see Appendix V). This implies (3. Then the following statements hold: (1) i f d.3 and 4.1. (3) zfd. In many cases a keenminded person can guess how to choose a “good” cover with an appropriate value d (which often turns out to be the actual value for the Hausdorff dimension).3 and 4. One can easily check that the first two conditions of Theorem 5.7). For any set 2 of positive measure and any E > 0 there exists a finite multiplicity cover of Z by balls of radius E (see Appendix V). The validity of the second conditions of Theorems 3. They were first established by Young in [Y2].42 Chapter 2 It follows from definitions (7.1.1. Another method for obtaining an upper estimate for the Hausdorff dimension of Z is based on Theorem 5.(x) = 0 and dimH p = dimap = dimBp = 0.1 we will obtain a powerful criterion that guarantees the coincidence of the Hausdorff dimension and lower and upper box dimensions of measures.1. Consider the collection of balls F’= { B ( x . On the other hand. The desired result follows now from Theorems 3. T > 0). rn The direct calculation of the Hausdorff dimension of a set Z c R” based on its definition is usually very difficult.(x) 2 d for palmost every x then dimHp 2 d . r ): z E R”. Assume that there exists a number d > 0 such that &(x) 5 d for every x E 2. Let p be a Borel finite measure on Rm . cip(x) 5 &(x). Proof.2.
It is easier to establish the nonuniform mass distribution principle than the uniform one.1 can be reformulated as the nonuniform mass distribution principle: Assume that there are a number d > 0 and a Borel finite measure p on Z such that for any E > 0 and palmost every x E Z one can find a constant C ( x . r ) )2 Crd. as soon as the uniform mass distribution principle is established for a given set 2. This simple corollary of Theorem 7.CStructures Associated with Metrics: Hausdorff Dimension and Box Dimension 43 Theorem 7. namely mH(2. C > 0 . (7. . and a Borel finite measure p on Z such that for every x E Z and r > 0 p(+. assume that one can construct a Borel finite measure p concentrated on Z such that &(x) 2 d for palmost every x E Z and some d 2 0 then dimH 2 dimHp 2 d. Namely. In order to obtain a lower estimate of the Hausdorff dimension one must work with all open covers of Z with elements of small diameter. * It is surprising that in many interesting cases one can construct a measure that satisfies a stronger version of (7. There is an intelligent way of producing lower bounds which is based on the first statement of Theorem 7.2 is an effective tool whieh allows one to establish an efficient upper estimate of the Hausdorff dimension and it is useful in applications (see. Moreover. one can actually compute the Hausdorff dimension of a set Z if one can find a measure p and a number d such that p ( Z ) > 0. and &(x) 5 d for every x E 2 (we will use this fact in the proof of Lemma 2 in Theorem 21.4) then dimH 2 d. (7.2 which is often used in applications.r ) ) 5 C ( X . (7.2. d ) 2 1/C.3) known as the (uniform) mass distribution principle (see [Fr]): Assume that there are numbers d > 0 . For example.E ) > 0 satisfying for any r > 0 p ( B ( x .r)) 5 Crd.1. E)rd€. in view of Theorems 7. and a Borel finite measure p on Z such that for palmost every x E Z and r > 0 p ( B ( x .1 and 7.1 and Lemma 1 in Theorem 24.4) immediately produces the positivity of the dHausdorff measure of 2.3) then dimH Z 2 d. On the other hand. then dimH Z 5 d. There is a stronger version of Theorem 7. It claims the following: Assume that there are numbers d > 0 . Theorem 18. it is usually more effective and allows one to obtain more information about the Hausdorff dimension of 2.1). for example. C > 0 .3). &(x) 1 d for palmost every x E 2.
is defined as The integral Lb. In [Fr].G r ) . We consider the case when p is an invariant measure for a diffeomorphism f of a smooth Riemannian manifold M . Let us emphasize that exact dimensionality includes two conditions: (1) the limit exists almost everywhere.3) holds but the dHausdorff measure of Z is zero (see [PWI]). Let p be a Bore1 finite measure on Rm. Let us notice that for any x E Rm the function + ( z .(.e. c B(f(x). where C1 > 0 and Cz > 0 are constants independent of x and r .(z) is constant almost everywhere. This principle can be restated as follows. Define the scapacity of a set Z by C S ( Z )= SUP 1 : P(Z) = I } . The statement follows immediately from the obvious implications: for any x E M and r > 0. B(fb)lC z . . (b) if r n ~ ( 2s). the functions d. Theorem 7. = 00. Proof. The functions &(x) d J f ( 4 ) = d P ( 4a. It is known as the potential theoretic method.due to the measure p.) and z P ( x ) are invariant under f.) dp(z) = / W"XR" Iz  Y r 8 d p b ) x dp(y) (7. Therefore. We shall discuss the relationships between these two conditions. Frostman developed another method of estimating the Hausdorff dimension of a subset Z of R"' using measures supported on 2. (2) d. 1 c f(B(xc.4 = /W" %(. A measure p is said to be exact dimensional if it satisfies (7. The potential principle claims (see [F5]) that for any Z c R"' (a) if there is a measure p on Z with I s ( p ) < cy) then r n ~ ( Zs).Chapter 2 44 One can construct an example of a set Z of Hausdorff dimension d for which the nonuniform mass distribution principle (7. i. = . > 0 then there exists a measure p on 2 with & ( p ) < 00 for all t < s. { P Then dimH Z = inf {s : Cs(Z) = 0) = sup {s : Cs(Z)> 0).(x) and z P ( x ) are measurable.i.r))/logr is rightcontinuous in r for every x.3.5) is known as the senergy of the measure p.For s 2 0 the spotential a t a point x E Rm. This notion was introduced by Cutler (see [Cu]).6) We now proceed with Statement 3 of Theorem 7. (7.1. r )= logp(B(x.3) for palmost every x.(f(x))..
7) exists almost everywhere but is not essentially constant. it gives more and allows one to obtain lower and upper bounds for the aHausdorff measure of Z . x) 5 c for every point x E Z ( c > 0 is a constant) then &(x) 2 a.1 and 7. As Example 25. The assumption.(cz. Remarks. that the map is smooth. estimating the lower and upper densities provides upper and lower bounds for the Hausdorff dimension and box dimension of Z .z) 5 c for palmost every x E z then ~ H ( z a. In fact. in general. Let Z be a Borel subset of positive measure. Given 6 > 0. (1) IfD. if D. Given a point z E R"'. As Example 25.(a.3 is not. Thus. In Section 26 we will show that an ergodic Borel measure with nonzero Lyapunov exponents invariant under a C1+adiffeomorphismof a smooth Riemannian manifold is exact dimensional. if p is ergodic we have &(x) = const = d ( p ) and &(x) = const = d ( p ) almost everywhere. > Theorem 7.x) 5 c. Let 2 denote the set of points x E Z for which n. Theorem 7.3 illustrates one can construct a smooth map of the unit interval with &(x) < &(x) for almost all x (indeed. we call the auantities the lower and upper adensities of the measure p at the point x.CStructures Associated with Metrics: Hausdorff Dimension and Box Dimension def 45 def Thus.x) 2 c for every x E Z then r n ~ ( Z . these functions are constant almost everywhere). Let p be a finite Borel measure on R"'.2 demonstrates there exists a Holder continuous homeomorphism (whose Holder exponent can be made arbitrarily close to one) with positive topological entropy and unique measure of maximal entropy whose lower and upper pointwise dimensions are different at almost every point.(a.1 shows there exists a Holder continuous map f preserving an ergodic Borel probability measure p such that the limit (7.2.. Proof. in view of Theorems 7. Similarly. It is straightforward to check that if D.(a. x) c for every point x of a set Z c R"' of positive Geasure ( c > 0 is a constant) then &(x) 5 a. ) 2 p ( z ) / c> 0. (1) As we saw above the (lower and upper) pointwise dimension allows one to estimate (and sometimes to determine precisely) the value of the Hausdorff dimension and box dimension of sets. (2) IfD.(a.4. is crucial: as Example 25. consider the set z6 which consists of points x E 2 satisfying . There is an alternative approach based on the notion of density of a measure at a point which simulates the notion of the Lebesgue density (see [Fe]). true for continuous maps on compact metric spaces. a<_) Pclp(R*) < 00.
E is chosen arbitrarily This implies that r n ~ ( Za. by the definition of the set 2 6 .r ) centered at points x E Z of radius 0 < T 5 6 for which It follows from the definition of the upper density that Applying the Vitali Covering Lemma (see Appendix V) we can find a subcollection B = {Bit c A consisting of disjoint balls for which where hi denotes the closed ball concentric with Bi whose radius is four times the radius of B.} be a cover of Z by open sets of diameter 5 6. 6>0 Let {U. IUil). let A be the collection of balls B ( x .E ) . Since Ui c B ( x . We proceed with the second statement of the theorem. Since this inequality holds for all 6 This implies that p(Z6) 5 ( c & ) r n ~ (a).~ ~ ( RSince the second statement of the theorem follows. and E the first statement of the theorem follows.IUil). Note that it is sui€icient to assume that the set Z is bounded. . consider the ball B ( x . We have that ~ ) ..46 Chapter 2 for all 0 < r 5 6 and some E density that > 0. For each Uj containing a point x E 2 6 .) 5 Sa(c . It follows from the definition of the upper z=UZ6. Given 6 > 0 and E > 0. we obtain that It follows that + Z .
Otherwise z is called irregular.. z )5 2a for rnH(.5. Let Z be an aset. a)a~mostall z E Z . otherwise 2 is called irregular. Theorem 7.a)aZmost all z outside Z . We have that  0 = dimH p = b B p = dimBp < 1 = dimH S ( p ) = b B S ( p )= d i m B ~ ( p ) . whose Hausdorff dimension is strictly less than the Hausdorff dimension of its support. Let Z be a Borel aset. One can now be interested in estimating the of the measure at points in 2. z ) = 1. An aset 2 is called regular if rn~(. where S ( p ) is the support of p. z ) = D p ( a . Another example of a measure (which is invariant under a dynamical system). . ( a . is given in Section 23 (see baker’s transformations). (2) 1 2 O . Characterizing asets is one of the main directions of study in the dimension theory. A point z E Z is called regular if Q p ( a .  ( 3 ) Let p be the measure that is constructed in Example 7. One of the main results claims that an aset cannot be regular unless a is an integer (see [F5])..CStructures Associated with Metrics: Hausdorff Dimension and Box Dimension (2) measure densities referring 47 A subset Z C Rm is called an aset (0 2 (Y 5 rn) if its aHausdorff is positive and finite. z )= o for mH(..1. Then (1) D p ( a .a)almostevery point z E 2 is regular. We describe a result in this direction the reader to [F5].
For any ball B ( x . avirtue ).. 8. qDimension and qBox Dimension of Sets Let p be a Bore1 finite measure on the Euclidean space Rm . Namely. and $ satisfy conditions A l . 77. of (1. we will show in Section 18 that the lower and upper qbox dimensions of the support of p are intimately related to the wellknown dimension spectra specified by the measure p (i. (where 2 c Rm and a E R) is called the (q. We assume that Rm is endowed with a metric p which is equivalent to the standard metric. $).(7. We denote it by w ~ ~ . T ~= .Chapter 3 CStructures Associated with Metrics and Measures: Dimension Spectra In this Chapter we introduce and study Cstructures on the Euclidean space Rm induced by measures and metrics on Rm (in Appendix I we consider Cstructures which are generated by measures and metrics on general metric spaces). ~t.a ) . In particular. and A3'. A3. we introduce a Cstructure on Rm generated by p and p . we define oneparameter families of CarathCodory dimension characteristics that we call qdimension and lower and upper qbox dimensions of the sets or measures respectively. The corresponding CarathCodory set function rnc(2. Among them the most valuable are the correlation dimensions of order q (see Section 17). In Chapter 6 we will demonstrate an important role that these characteristics play in the theory of dynamical systems. let 7 be the collection of open balls in Rm.y)set function. the HentschelProcaccia spectrum for dimensions and the RCnyi spectrum for dimensions). Given numbers q 2 0 and y > 0.2) this function is given as follows: 48 . the qdimension and lower and upper qbox dimensions are invariants of f which are completely specified by p. 17.E ) E 7 . given a measure p . ~ ( ZBy .e. A2. In the case when p is an invariant measure for a dynamical system f acting on Rm. Namely.1) and (1. Hence they define a Cstructure in Rm. we define It is easy to verify that the collection 7 and the set functions 6.
e..Z respectively.Z.Z = inf{a : %.3). Further.(Z. a ) = co}..(@.2 gives us another equivalent definition of the lower and upper ( 4 . We call it the (q.. and 2...(z.satisfy Condition A4. we have dim... It is obvious that the set functions 17 and II.a) = 0 (this holds true for a > 0 but can also happen for some negative a ) the set function m. ...Z = inf{a : m. (here the infimum is taken over all finite or countable covers 9 of Z by balls of radius e)..3) Moreover.^ = inf{a : F.. y)dimension and lower and upper (q. y)box dimensions of sets are listed below. a ) = 0) = sup{a : m.(Z..(Z..a) = 0) = sup{a : r.(. dim..1) we have dim. This measure can be shown to be Borel (i.4.a) = co). the above Cstructure produces the Carathkodory dimension of Z.a) becomes an outer measure on E P (see Appendix V)..1..3).. see Appendix V) .a ) = 0) = sup{a : F. According to (1...1.. If m. ~ ) boz dimensions of sets: where in accordance with (2.4) where and the infimum is taken over all finite or countable covers 0 of Z by balls of radius E . 7)box dimensions of the set Z and denote them by dim.. 2..(Z. (8.~ i with ) ~i 5 E . (8.. all Borel sets are measurable. Therefore. They follow immediately from the definitions and Theorems 1. According to (2. Hence it induces a aadditive measure on Rm that we call the (q. the above Cstructure generates also the lower and upper Carathkodory capacities of 2.(Z....r)dimensionof the set Z and denote it by dim. 7)measure..Z and dim. The main properties of the (q. Theorem 2... We call them the lower and upper (q.CStructures Associated with Metrics and Measures: Dimension Spectra 49 where the infimum is taken over all finite or countable covers B c F of Z by balls B(zi. a ) = co).
2Z.Zl 5 dim.2.3... (1) dim& < dim& 5 dimq. 7 ) . We remark that any Lipschitz continuous homeomorphism of Rm with a Lipschitz continuous inverse that moves the measure p into an equivalent measure is an isomorphism of the Cstructure T.b o x dimensions are invariant with respect to any Lipschitz continuous homeomorphism with a Lipschitz continuous inverse that moves the measure p into an equivalent measum.Z 5 0.50 Chapter 3 Theorem 8.& and dirn....{z} . We describe the behavior of the functions dim......{z} = 0. dimq.. 7)dimension and lower and upper (q.....Z... This fact and Theorems 1.= 0..e...Z...3 and 2. w .... and dimq. i...Z 5 dim.Z f o r any 2 c Rm .Z..Z. . Z .. (3) ( 5 ) If 2 is a finite set then dim.Z  5 dim... dim.Z 5 dim. (2) dim..5 imply the following statement. dim.. Theorem 8. First let us notice that these functions are nondecreasing.. ( 6 ) dim....& 5 dim.lZ < dim....{x} = dim.Z = dim. i f x is a n atom of p Theorem 8. ( 3 ) If 2 is a finite or countable set then dim& then dim.Z... The (q..... (1) dim. where Z is the closure of 2.& if21 c 2..& (2) if21 c 2 2 .& < dim.. 5 0..Z = dim. .1.Z over y > 0 for a fixed set 2 C Rm and a number q 2 1.... if x is a n atom of p then dim.. for any 0 < y1 5 y2 dim..
E )is the &neighborhood o f 2 XEZ Proof. let us set (q. y > 1.(Z. u B ( z . The following statements hold.4 2 PqV. (7 . Note that the function 2 p(B(2... and y (see Appendix V). E ) r&))q 5 Aq.E)EP a cover 4 of Z by balls B ( z ~ . E ) + 6. For any measurable set Z c Rm. Given E > 0.(Z. Since the metric in Rm is equivalent to the standard metric the cover of Z by the balls { B ( x i . and any measurable set Z For any q 2 1. We have that We use here the fact that B ( z i . 6 can be chosen arbitrarily small it follows that Aq. it is integrable. ESince ). q. Since it is bounded.~ ) ) q is measurable (this can easily be seen by decomposing p into discrete and continuous parts). For any q 2 1. = Z ~ c Rm c Rm. 7)box dimensions in the case q Theorem 8. For any S such that > 0 and E > 0 one can find c P(B(% B ( z i .(y .CStructures Associated with Metrics and Measures: Dimension Spectra 51 We now obtain a formula that allows one to compute the lower and upper 2 1. We now prove the second statement. y ~ )has } finite . This implies the first statement. y ~2) B ( z . ~ of ) } Z by balls of the same radius E which has finite multiplicity independent of E .1 ) ~for ) any z E B ( z ~ . y 2 1. one can choose a cover 4 = { B ( z i .1)4. and any measurable set where (Z).4.
for q 2 0 and any set 2 c Rm. 7 >1 (8.. 17 dim.4 we obtain that for any set 2 of full measure. Z = dim12 = 0 and hence. (since one can replace integral over the &neighborhoodof Z by the integral over the set Z).Z and dim$ < dim. any q 2 1.2.Z = inf dim 7>117 711 2 = lim dim 711 2.^ = lim dim.. 0 5 dim.Z = lim dim.2 5 0 if 0 5 q 5 1 if q 2 1. Namely.7~..Z.Z = inf dim. (4) ifp(2) > 0 then dim12 = b . and h Z = a B Z 2 0.Z 5 dim12 I 0 and hence. and dim.52 Chapter 3 The desired result now follows. dim. and y > 1..Z < dim.. dimoZ = d i m ~ 2 0. (2) dimoZ = dimHZ 2 0. if one considers these quantities as functions over q 2 0 then (1) they are nonincreasing: dim. Z for any 0 5 q1 I q2.Z.Z 5 2 5 dim.Z 5 dim. Moreover.3. and 8. dim.Z > dim.^ = inf dim. 8.Z 5 0 for any q 2 1.. As an immediate consequence of Theorem 8.. (3) if p ( 2 ) = 0 then dim12 < dim. Z 2 dim. we define dim..... . This gives rise to the notion of qdimension of the set 2 and lower and upper qbox dimensions of the set Z.Z.. 7>l dim.9) 711 These quantities have the properties established in Theorems 8.1.Z 2 dim.Z 5 dim.
&) is given by (8.for some p > 0..a)(a is fixed) has the properties described by Proposition 1.6) we obtain for q = 1 and every y > 1 that P(Z) 5 AI.y(Z..10) One can easily see that dim.6).(Z. E ) ) ~ .CStructures Associated with Metrics and Measures: Dimension Spectra 53 Properties (1) and (2) are obvious.a). Another description of the lower and upper qbox dimensions of sets for q 2 1 is based on Theorem 8. One can choose a sequence nk such that for any Q > q > 1. . Mbn1 pn bn4k+al ifn4k 5 n < n4k+l if n4k+1 5 n < n4k+2 if n4k+2 5 n < n4k+3 if n4k+3 5 < n4k+4 where M > 0 is a number satisfying M > pl. The set function mq(. .8)). y such that 0 < a < p < y < 1. = a" and bn = { r. By (8. This implies Properties (3) and (4).Z.&)5 P ( ( Z M 5 1. where 7>1 m.' ~ C L ( Z ) dim.2 with the critical value CYC= dim.a) is defined by (8. & ) ) ~ .1 and the function m. The values dim.I < dim.Z. Define a.5): for q 2 0 and 2 C Wm. where A.7(Z..Z = lim E+O log(l/4 dim.' ~ P ( x ) > log(l/E) log JRm P ( B ( X . Example 8. For any Q > 0 there exists a finite Bore1 measure p on the interval I = [O. (2) dim.p]. Proof. for any set 2 of full measure log JRm P ( B ( ~ .(Z.p.a) = inf mq.) (Z is fixed) has the properties described by Proposition 1. and dim. We construct an example of a measure p for which the strict inequality occurs on an arbitrary interval in q. Given a set 2 and a E W. Namely.(Z..Z=l&l E+O q (8. such that (1) p is equivalent to the Lebesgue measure.4 (see also (8.2). we set m. One can obtain formulae for computing the lower and upper qbox dimensions of sets using equalities (8. We first choose any three numbers a.I for any 1 < q 5 Q.Z can be obtained in a similar fashion.Z 5 dim.(Z.1. Let nk be an increasing sequence of integers..Z for every compact set 2 and every 2 1.
We decompose it into three subintervals (1) I.(b.T i + T. if where n Tn = xu.L be the measure on the interval I that is absolutely continuous with respect to the Lebesgue measure with the density function f(x) given by f(x) = b.1 1of length lI. = i=l &..T. i f x E I:') if x E I : ~ ) if x E Ij3). Ti1 . . . 5 x <~ ~ .1].B 1 < .A.2 (8. = { + Tnbi (x . .=I 5 51 A.T . T. where 1 5 i 5 n.+l + ( ~ i 2 + rn)bi+l over x E Ii with respect to p for q Bi = bi(2'b: . I:2) = [Ti + T. ] .T n . O0 n=l Let L.13) We also have that for all sufficiently large n " Tn)bf .n we obtain One can easily verify that (8. . r.1 .Chapter 3 54 n where A . I?) = [T&1 . = C a . r n ) ..+l.]. Taking the s& over i = 1 .bi+i)' and B.Til)bil rnbi Integrating p ( B ( x .[Ti. = b.))Q' where if bi # b.Consider an interval I. = 2'bq if b.l = a. We first compute the value v q ( I . > 1 we have + b. . ~ i .+l)Q)ql(b.. n . = [T. It is easy to see that P ( B ( Tn)) ~.14) .z ) b i + (x+ r n . . Since ay' < ap' < 1 we have that p def = i=l C anbn < 00.. b f ...ri)bi 2rnbi + (ri1 .. T.
21.Z and dim& for any Z c Rm.~ .. twodimensional (or more general.TI). Theorem 8.13). q 2 0.1). Given k > 0 one can find n = n(k) such that r n ( k ) 5 pk 5 ~ . . ( k ) .. and y  = dim$  = dim. and 24. 1)box dimensions with the lower and upper qbox dimensions respectively.Z for any q 2 0 and any set Z c Rm. Such a measure is sometimes called a Federer measure. 1)box dimension of a set Z may be strictly less than the qbox dimension of Z as the following example shows.15) is sufficiently strong one can show that it holds in many interesting cases: for example. and symbolic dynamical systems (see Propositions 19.15) P m x . conformal) Axiom A diffeomorphisms.11)) that Let pk be any decreasing sequence of numbers.yr)) I C. Whether they coincide or not depends on rather delicate relations between metrics and measures on Rm. then dim. As we know dim. This implies (see also (8.. Since the function cp(I. ^lor))I COP(B(Z. Pk + 0.16) > 1.14) that where C1 > 0 and Cz > 0 are constants..lZ I dim.4. choose the least positive integer n = n ( y ) such that y y t n < 1. . If p is a diametrically regular measure on Rm. Although the assumption (8..15) is violated the (q.CStructures Associated with Metrics and Measures: Dimension Spectra 55 It follows from (8...Z = dim. (8."CL(B(x. for equilibrium measures (corresponding to Holder continuous functions) for conformal expanding maps. Following [Fe] we call a Bore1 finite measure p diametrically regular if it satisfies the following condition: there exist constants yo > 1 and CO> 0 such that for any point x and any r>O (8. ( ~ )it follows that This implies the desired result. in harmonic analysis it is also known as a doubling measure.. It follows from (8.lZ (8.15) that for any point x and r p(B(x. Given y > 1. If Assumption (8. This immediately implies the following statement. We discuss now the problem of coincidence of the lower and upper (q. > 0.and (8.5.Z  = dim.1.12).Z < dim$ and dim.r) is nondecreasing and rn(k)l 5 const x T .
1 . ..S.2..7Z = dim.Z ~ = max{(1 .11.56 Chapter 3 Example 8. On the other hand for any y > 1. dim. Note that in the above example the set 2 is of positive but not full measure.. let p be the measure on [0.Z = dimq.3. I n other words.S = dim. 2 2 [i. Thus.l)box dimension of Z is strictly less than the qbox dimension of 2 for a set Z of full measure. There exists a finite Borel measure p on R2 with the support inside of the unit square S = [0.lZ < dim. Let us fix qo > 1..q } . Given a number qo > 1 there exists a finite Borel measure p o n [0.lZ = dim..1] such that (1) p is absolutely continuous with respect to the Lebesgue measure on [0. the measure p satisfies = dim. Guysinsky and Yaskolko [GY] constructed another example of a measure in Rm which is not diametrically regular and for which (q. = 1.lS < dim.1] but is not diametrically regular..Z = dim.1] which is absolutely continuous with respect to the Lebesgue measure with the density function h ( x ) given by a h ( x ) = (iz) Set Z = 1 1 ifO<z<andh(z)=lif<x<l. For any q 2 0.E)EO /El 7>1E+O I..q ..Z.. p(B(z..ra))Q B(Zi. E ) ~ }< inf lim log inf { c lim log inf EiO L7 B(~~. (2) f o r any 4 > 40 dim. Proof.. the desired result follows if we choose a = &.1] x [0.1] and a set Z c [0. we have dim. Example 8.S I n other words.lZ _ .a)q. Given 0 < a < 1.E)EO hdl/E) where the infimum is taken over all finite or countable covers Q of Z by balls of radius E . the measure p satisfies ' { log( c 1 p ( B ( z i .1] such that for every q 2 1 __ dim.
^.v.Z dim..Z 6+0 : V ( Z )2 1 ..Z : v ( 2 ) = l}.. For any q 2 0.v = inf{dim..v 5 dim.. we present.y)dimensionof the measure v and the lower and upper (q. : v ( 2 )2 1 .e) whose centers lie on I. and __ dim.CStructures Associated with Metrics and Measures: Dimension Spectra 57 where the infimum is taken over all finite or countable covers 0 of S by balls of radius E . (9. the Carathkodory dihension of v and lower and upper Carathkodory capacities of v.6 } . defined by (8..lS = m. We call them the (q.6 from each other starting from the left endpoint. which do not intersect I ..E) n 1 I1 6nnq  Therefore.l)box dimension of I let us fix E > 0. spaced equally on the distance . 7)box . dim..2.. we have dim. Observe that  dim.. 7)dimension and lower and upper (q..S = dim. It follows from (8. Thus. It follows from the definitions that dim. qDimension and qBox Dimension of Measures Let p be a Borel finite measure on R". based on Theorem 4... 6 > 0.E ) = 0 and hence dim.l(S.17) By adding other balls of radius E .S = lim r+o 1 0 g ~ ~ ( 2 r ) Qdp ' =1q.1) (and specified by the measure p ) yields. log(l/r) In order to compute the (q..1) and (3...2).y)box dimensions of the measure v and denote them by dim.. in accordance with (3. and any Borel finite measure v on Rm the Cstructure T.. and n > 0 and let In be the interval which is placed horizontally strictly above (or d q .17) that for every n > 0.. y > 0.S = dim.." = 6+0 lim inf{dim..v...v respectively.i(S. 0 I Aq. below) I on the distance a. a powerful criterion that guarantees the coincidence of (q.v = lim inf{dim... we can obtain a cover 0 of S.. A straightforward calculation shows that (8. Proof.v  I dim. rn 9.2) In the case v = p . Let I be a horizontally spaced interval which lies strictly inside S and p a measure on S which coincides with the standard Lebesgue measure on I ... = Consider the cover of I by balls B(zi.. dim..6). Aq.
T ) : x E R”.. __ dim. there exists a finite multiplicity cover of Z by balls of radius E (see Appendix V). dim. In accordance with Section 3 (see (3. d ( l . (1) d. It follows from Theorem 9...1 and 3...1.p = dimqp = d ( l .v 5 dim. for dim.. and dim.+ = dim.71v 5 dimq.v = limdim...q).q ) . 7 ) pointwise dimension of v at x by Theorem 9..E > 0 although a and hence d ( a ) may be negative). q # 1.. i.v = inf dim.v __ = inf dim y>1*l v = lim dim 711 _ . + +a 1 Proof.2 is obvious.Chapter 3 58 dimensions of v.7(z) = d ( a ) = ad(dq a)’ (note that dq d .u. Choose numbers q 2 0 .ylv 5 ”.. ..q ) .+ = d ( l . The validity of the second conditions of Theorems 3.3) for palmost every x...  d i q p = dim. + Then f o r palmost every x and any a E I .3) does not hold) we establish a refined version of Theorem 9..e. Consider the collection of balls F’= {B(x.^ are nondecreasing in y. dim. For any set Z of positive measure and any E > 0.. This implies (3.v.7zv. r > 0 ) .+ We define now the qdimension of the measure v by setting dim. and E > 0 such that d .E > 0 and the interval I = [ d ( l . & ( x) = a. 17 v..E .1 that: if the measure p satisfies (9.7v.v < dim.5)) we define the lower and upper (9. The first statement is a straightforward calculation. The second statement now follows from the first one and Theorem 4.v I dim.v = inf dim. y > 0 . The functions dim.7).y. p = dim.3) f o r almost every x then f o r any q 2 0 .v 01 711 and the lower and upper qbox dimension of the measure Y by setting dim. i..v.(.  dim.v..q ) E ] does not contain 0. In the general case (when (9..) =d >0 (9...a. r>1 711 In general.7(x) = a.. ( 2 ) dim.y2v.e.v = lim dim.1 which demonstrates a close connection between qbox dimension of p and the pointwise dimension of p.2..q.. Assume that the measure p is exact dimensional. any 0 < 71 5 7 2 .. dim  dim..
a.a > dim.6.p and 0 < r 5 p. In view of (8. c p.5) this implies that dim.p 2 dim.($). We  d = essinf a.r ) with r 5 p of finite multiplicity K ..r)EB x. there exists a set Xo of positive measure such that z. We can choose a set Z with p ( Z ) 2 1 . is the &neighborhoodof the set 2)..a.(. If 6 is sufficiently small the set Y has positive measure. Furthermore.r)EG . Let p be a Bore1 finite measure on P. For P ( B ( Q .Y .q ) and the desired result follows..r)EG B(si.6 for which p > dim. > This implies that dim. Let Z c X..p 5 dim.1 P ( q % YT)) B(xi . Since a can be chosen arbitrarily small it follows that dim..p) 2 1 .2. XER* Proof. (1 .Z . Then for any q 2 1.r)with r 5 p(B(xci.  p = p(6) such that p(X.(x) 5 a for any z E X.p 5 d(1 .q)..q ) and hence dim.q). Since a can be taken arbitrarily small the last inequalities yield dim. XEW" XEWm For palmost every z we have &(x) 2 d . Let any y > 1 we have c = zn be a cover of Y by balls B(z.(z).p> (d .Z 5 (d .2 a ) ( l .p 2 a(l .q ) essinf &(x).CStructures Associated with Metrics and Measures: Dimension Spectra 59 Theorem 9.) < dim.rr))Q = B(xi.q ) YEgf a.r ) ) 5 ?%(=)a.2 a ) ( l . 7r)) B(ii. < p ( B ( x .?? .€)EG < .r)EG /&((Z) ) < K1r(daa)(ql)  where K1 > 0 is a constant (we recall that (Z).(Z+a4(91) P(Y).p 5 (1 . 7 r ) ) q .. r r ) ) q= c /@(xi..@n z.p be a set of positive measure and B a cover of Z by balls B(zi.a 2 ( a + 2 a ) ( l  q ) .a. For any y > 1 we have that a+ c @(xi. yr))q'CL(B(xi. raP(l)+n  For any 6 > 0 there exist a = a(6)and denote d = essinf d. Given a > 0 and p > 0 we define the set It is easy to see that for any x E X. .Kr(d24(4') B(zi.
p = dim.(.60 Chapter 3 As an immediate consequence of Theorem 9.p = (1 . (9.4) .2 we have: if the measure p satisfies dJ4 = a.(z).q)essinf XEW* d.) = d.(z) palmost everywhere then  dim.
and A3’ and hence determine a Cstructure T = (3. The latter can be shown to be a Borel regular measure (see Appendix V). T > 0) and define in accordance with (3. The Cstructure T produces. The analysis of the proof of Theorem 7. Consider the collection of all open subsets of X and set functions t .1).r) : x E X . and 6. the lower and upper box dimensions of Z satisfy (6. for a subset Z c Rm.Appendix I Hausdorff (Box) Dimension and q(Box) Dimension of Sets and Measures in General Metric Spaces Hausdorff Dimension and Box Dimension of Sets and Measures Let X be a complete separable metric space endowed with a metric p.2)) is an outer measure on X and is given by (6. the corresponding Carathkodory set function r n ~ ( .2).2). This outer measure induces a aadditive measure on X called the aHausdorff measure. Further. 71. Consider the collection of balls 3’ = { B ( x . there exist K > 0 and EO > 0 such that for any E . They obey (6.3. We denote them by dimH Z.1 shows that it holds for any complete separable metric space X of finite multiplicity and any Borel finite measure p 61 . 6. For any a 2 0. and $ defined by (6. the Cstructure T generates the Carathkodory dimension of 2 called the Hausdorff dimension of the set Z as well as the lower and upper Carathkodory capacities of 2 called the lower and upper box dimensions of the set 2.4). We say that X is a metric space of finite multiplicity if the following condition holds: H1.1) and (3. and d i m ~ p They . 0 < E 5 EO one can find a cover of X by balls of radius E of multiplicity K . the Carathkodory dimension of p and lower and upper Carathkodory capacities of p. A2.3) and (6. the set functions 71 and Ijl satisfy Condition A4 and thus. Obviously. Let p be a Borel finite measure on X . It is known as the aHausdorff outer measure on X . They are called respectively the Hausdorff dimension of the measure p and lower and upper box dimensions of the measure p and are denoted by dimHp. [.1. in accordance with (3. A3. and d i m ~ Z respectively.5) the lower and upper pointwise dimensions of p at x by (7. h B Z .1).2. They satisfy Conditions A l .71. h B p .1) and (1. The main properties of the Hausdorff dimension and lower and upper box diGensions of sets are described in Theorems 6. . Ijl) on X .2). a(see ) (1.5). satisfy (7.
One can show that Theorem 7. qDimension and qBox Dimension of Sets and Measures Let p be a Borel finite measure on a complete separable metric space X .. 9. In [GY].1).2). then (8. Given numbers q 2 0 and 7 > 0. A Borel finite measure p on X is called diametrically regular if it satisfies Condition (8. the Besicovitch Covering Lemma holds true with respect to the metric on X . 7)box dimensions of sets are stated in Theorems 8.. and dim. ?)box dimensions of the set Z respectively and denote them by dim.1. there exist K > 0 and EO > 0 such that for any subset Z c X and any cover { B ( z .. The main properties of the (q..Z. In particular..Guysinsky and Yaskolko proved that if a complete separable metric space X admits a Borel finite diametrically regular measure v . we say that a complete separable metric space X is a Besicovitch metric space if the following condition holds: H2. and $J by (8.3) and (8. Further. The corresponding Carathkodory set function rnc(Z.16) holds.in X . the cover of 2 by concentric balls of radius AE is of finite multiplicity BK.2.4 one can show that i f X is a complete separable isotropic metric space of finite multiplicity (see Conditions (Hl) and (H3)) then f o r any set Z of full measure the qdimension of 2 and lower and upper qbox dimensions of Z can be computed by formulae (8. 8.4). and 8. We call them the (q. r)set function. produces the Carathkodory dimension of 2 as well as the lower and upper Carathkodory capacities of 2. for any q 2 0 and any set Z c X .15). 0 < ~ ( z 5 ) E O } one can find a subcover of Z of multiplicity K (in other words. Moreover..5) and (8. since the set functions 9 and $J satisfy Condition A4 the lower and upper (q. 7)box dimensions of sets can be computed using (8. We say that a complete separable metric space X is isotropic if the following condition holds: H3. A3. 7)dimension and lower and upper (q.Z. They satisfy conditions A l . Repeating arguments in the proof of Theorem 8. E ( z ) :) z E Z.2 holds for any Besicovitch metric space and any Borel finite measure on it. see Appendix V). the Cstructure r.. Further. and A3' and hence define the Cstructure rq. They obey (8. i f &(z) = &(z) = d f o r palmost every z then dimHp = dimBp = d i m ~ p = d. consider the collection F of open balls in X and define set functions 5. Moreover. a ) and is given by (8. 7)dimension of the set Z and lower and upper (q. A2..62 Appendix I on X .10).3.. we define the qdimension of the set 2 and lower and upper qbox dimensions of the set Z by formulae (8.6). It is easy to see that if p is a diametrically regular measure on X . the uniform and nonuniform mass distribution principles can be used to obtain lower bounds for the Hausdorff dimension of sets. dim. It is denoted by rnq. Finally. a ) (where Z c X and a E R) is called the (q..Z.(Z.9). for every A > 0 there exists B > 0 such that for any set Z c X and any cover of Z of finite multiplicity K by balls of radius E .
.. p = dim. Moreover.. We denote them by dim. defined above (and specified by the measure p ) yields..10) hold for any y > 1 and q 2 1.y)dimension of the measure v and the lower and upper (q. in accordance with (9..3) then f o r every q 2 0.v respectively. One can show that if X is a complete separable metric space of f i nite multiplicity and p is a Borel finite measure on X satisfying Condition (9... dim..y)box dimensions of the measure v..1).Hausdorff (Box) Dimension and q(Box) Dimension in Metric Spaces 63 then X is isotropic and of finite multiplicity. the (q. and dim.. f o r every q 2 1.2 holds.8) and (8. In this case for any Borel finite measure p and any set Z of full measure equalities (8.p = dim..q). .v. dim.^.. If v is a Borel finite measure on X then the Cstructure T. the conclusion of Theorem 9.+ = d ( l ..
then Cpz(cp)= mz(cp) and if. and mz(cp.U). We then show that these quantities have limits as diamU tends to zero which we call the topological pressure and lower and upper capacity topological pressures of cp on 2 and denote them by Pz(cp).Chapter 4 CStructures Associated with Dynamical Systems: Thermodynamic Formalism Let f be a continuous map acting on a compact metric space ( X . This notion was brought to the theory of dynamical systems by Ruelle [Rl]. who was inspired by the theory of Gibbs states in statistical mechanics.Cpz(cp).and mz(cp) respectively. We show that. We denote them respectively by Pz(cp. Given a finite open cover U of X . Ruelle considered only the case when the set 2 is compact and finvariant (he also assumed that f is a homeomorphism which separates points. for any subset Z c X . p ) with metric p and cp a continuous function on X . The “dimension” approach that is faithful to the general Carathkodory construction gives us a new insight on the thermodynamic formalism and allows us to extend the classical notion of topological pressure to noncompact or noninvariant sets. The topological pressure is a key notion in the thermodynamic formalism (see Appendix 11) which is the main tool in studying dimension of invariant sets and measures for dynamical systems and dimension of Cantorlike sets in dimension theory. the case of general continuous maps was later studied by Walters [W]). The fact that the topological pressure is a characteristic of dimension type was first noticed (implicitly) by Bowen [Boll. 2 is compact. this Cstructure generates the Carathkodory dimension and lower and upper Carathkodory capacities of Z. Furthermore. In this chapter we discuss the notion of topological pressure of cp on a subset 2 C X (specified by f). According to Section 10. continuous function cp.U). in addition.U). if Z is f invariant. we introduce a Cstructure T on X which is specified by the map f . then 64 . In this chapter we systematically use the “dimensional” approach to the notion of topological pressure which is based on a modification of the general Carathkodory construction (we describe the modified version in Section 10). we will use the “dimension” approach to obtain a more general nonadditive version of the topological pressure. metric p. This is an important advantage which we will use in studying dimension.Cpz(cp. and cover U. Pesin and Pitskel’ [PP]further developed his approach and extended the notion of topological pressure to arbitrary subsets of X which are not necessarily invariant or compact. It was introduced by Barreira in [Bar2]. Let us outline the “dimension” approach. The associated nonadditive thermodynamic formalism is a powerful tool to study dimension of Cantorlike sets with extremely complicated geometric structure where other methods of study failed to work.
CStructures Associated with Dynamical Systems: Thermodynamic Formalism 65 Pz(’p) = Cp.Cp. if Us = $(s) = 0. and McAndrew [AKM].(cp. We denote them by Pp(cp. In [Boll. On the other hand. + sx + sx 10.U). We stress that for an arbitrary subset Z . $: S + IK+ satisfying the following conditions: A l . we show that Bowen’s topological entropy coincides with h f ( 2 ) .= 0 .Cp. In the latter case. For example. quantities Pz(cp).(f) cpdp is the potential function in the variational principle (see below Appendix 11).(cp) = z(cp). in general distinct.Cp.(cp). Let X and S be arbitrary sets and 3 = {Us: s E S} a collection of subsets in X . if Us# 0 then ~ ( s > ) 0 and $(s) > 0. In Section 10 we will show that the Cstructure 7 generates the CarathCodory dimension and lower and upper CarathCodory capacities of p. for any 6 > 0 one can find $(s) IE. there exists so E S such that Us. We show that these quantities have limits as diamU cpdp.The topological entropy is a wellknown invariant of dynamical systems and plays a key role in topological dynamics. the common value coincides with the “classical” topological pressure introduced by Bowen.(cp. Let p be a Bore1 probability measure on X . and CP. We emphasize that the straightforward generalization of the AdlerKonheimMcAndrew definition of the topological entropy for noncompact sets leads to the quantities mf(Z)and C h f ( Z ) . A2.C&(Z). and m z ( 0 ) the topological entropy and lower and upper capacity topological entropies and we use the generally accepted notations h f ( Z ) . a “dimension” definition of the measuret heoretic entropy. and Walters.(f) h. and C h f ( 2 ) . In the case cp = 0 our approach produces. E > 0 such that q ( s ) 0 then ~ ( s )= 0 and 5 6 for any s E S with . where tends to zero and these limits coincide and are equal to h. In view of the variational principle (see Appendix I1 below) a crucial role is played by the quantity Pz(cp)while lower and upper capacity topological pressures are also often used in computing dimension of invariant sets for dynamical systems (see Chapters 5 and 7). one has three.(f) is the measuretheoretic entropy of f. We assume that there exist two functions 77. and m z ( ( p )to be used as a generalization of the classical notion of topological pressure. The expression h. Konheim.U) respectively. There is an important particular case when cp = 0. Ruelle. A Modification of the General Carathhodory Construction We describe a modification of a general CarathCodory construction. We call the quantities Pz(O). Bowen extended it to noncompact invariant sets and pointed out the “dimensional” nature of this notion. in particular.(O). The first definition of the topological entropy for compact invariant sets was given by Adler. for subshifts of finite type (and hence for Axiom A diffeomorphisms) the topological entropy is the exponential growth rate of the number of periodic points.U).
If the map s H Usis onetoone then the functions E.a. We define the Carathhodory dimension of the set 2 by (1. By Condition A3 the function M c ( 2 . and the functions El r].El r ] . $) and r' = (S. r]'. we define where the infimum is taken over all finite or countable subcollections B C S covering 2 with $(P) 5 E . We say that the set S.1 and 1.2. $. One can show that the CarathCodory dimension of sets is invariant with respect to a bijective map x:X + X' which preserves the Cstructures T and 7' (compare to Theorem 1. A2. In the general case one can still follow the approach. and A3.. E ) is correctly defined. Given a set 2 c X and numbers a E R. let us consider a set 2 c X and define where the infimum is taken over all finite or countable subcollections B C S covering 2 such that $(s) = E for any s E 0.E.a . for any E > 0 there exists a finite or countable subcollection B covers X (i.a)= ~ o R c ( Z . Therefore. $J') respectively. introduce the Carathhodory dimension structure or Cstructure r on X and write = (S17. Let X and X' be sets endowed with Cstructures 7. It has prop erties stated in Theorem 1. We shall now assume that the following condition holds: A3'. $1. r ] . the above Cstructure coincides with the Cstructure introduced in Section 1. E > 0.1. Given a E R and E > 0.E). We shall briefly outline this approach. satisfying Conditions A l .7 . U Us3 X ) and $@) Ef sup{$(s) : s E S} 5 E .a)satisfies Propositions 1. E+O Pc(2. c S which S€G Let (:S+ R+ be a function. described in Chapter 1. and $ can be considered as being defined on the set F and thus. E ) . We set & ( Z .7'. a ) = l&Rc(Z.e. to define the CarathCodory dimension and 7 lower and upper CarathCodory capacities generated by the Cstructure.E'. According to A3'.E ) is correctly defined. the following limit exists: One can show that the function mc(2. Rc(2.3).a.3).66 Chapter 4 A3. r ] . there exists E > 0 such that for any 0 < E 5 E there exists a finite or countable subcollection 0 c S covering X such that +(s) = E for any s E 8.= (S. a . collection of subsets 7 . It is nondecreasing as E decreases.
1.2) respectively. E ) E S $(s) such that x E Usand $(s) = E (this is possible in view of Condition A3‘).Z and =. We define the lower and upper Carathdodory capacities of the set 2.$’) respectively. q .F’.4. 0 < E 5 E . Once this choice is made we obtain the subcollection S’ = { S ( X . We define the Carathdodory dimension of the measure p . For any E > 0 and any set Z c X .3. s2 E S for which $(sl) = $(s~). $ )and r’ = (S. =. and 2.$). One can prove that. the lower and upper Carathdodory capacities of sets satisfy Theorem 2. andlower and upper Carath6odory capacities of the measure p . ~(51) = ~ ( s 2 )for We shall now assume that the following condition holds: A5. p ) be a Lebesgue space with a probability measure p endowed with a Cstructure 7 = (7. by (2. if s E S and Us3 x is a set with I E then p(Us) > 0 and [(s) > 0. One can show that the lower and upper Carathkodory capacities of sets are invariants with respect to a bijective map x:X + X’which preserves Cstructures 7 and 7’(compare to Theorem 2. For each point x E X and a number E .5). let us put where the infimum is taken over all finite or countable subcollections covering Z for which $(s) = E for all s E P. Let ( X .p. by (3. dimH p . F .2.Z.CStructures Associated with Dynamical Systems: Thermodynamic Formalism 67 One can show that the functions rC(Z. provided Condition A4 holds. we choose s = S ( X . Let us assume that the function 17 satisfies the following condition: B cS any s1. 2.a ) satisfy Proposition 2.1). E ) E S : x E x.t‘.q’.1) and (3. p and Cap. Given a E W and x E X . Let X and X‘ be sets endowed with Cstructures r = ( S . v.0 < E 5 E}. [ . for palmost every x E X and any E > 0.[. c a P . They have properties stated in Theorem 2. Assume that any set UsE 7 is measurable. a ) and Fc(2. we define now the lower and upper aCarath6odory pointwise dimensions of p at x by .1. One can now correctly define the function V ( E ) of a real variable E by setting V ( E ) = ~ ( s if ) $(s) = E . We have that A4.
A 2 . hold. . . We also define (10. 4. . . Ntm . p ) be a compact metric space with metric p. Dimensional Definition of Topological Pressure.68 Chapter 4 (see (3.qb: S ( U ) + R as follows (11.a(z) 5 &.E .. We put S = S(U)= Um~oSm(U).5 and 3. 3.3. .1. Consider a finite open cover U of X and denote by Sm(U)the set of all strings U = {Ui.2 hold (with obvious modifications in the formulations).2.the collection of subsets 3. E .F . and 5. 77. (11. 4. 11.U. a.a) (where Z c X and a E W.N ) .a ) = lim M ( 2 .Vim. see Section 10) depends on the cover U (and the function 'p) and is given by m c ( 2 .a(z) for any z E X. We have that &. satisfy Conditions A l .2) and three functions E. .and the functions rl.p. and A3' in Section 10 and hence they determine a Cstructure T = T(U)= (S. m ( ~)1).6.2. qb) on X.3) It is straightforward to verify that the set S. The corresponding Carathkodory function mc(Z. : Uij E U} of length m = m ( U ) .l} E S ( U ) we associate the set X(U)= {z E x : fj(z) E uij f o r j = 0 . 3.1.1) +(a)=€ It is easy to check that conclusions of Theorem 3. 5.5)). .1. . It is a simple exercise to prove that the conclusion of Theorems 3. 'p.Ui. and 'p: X +R a continuous function. Topological and MeasureTheoretic Entropies Topological Pressure Let (X. To a given string U = {Ui. and 11. .. 7. A 3 .p.1) Define the collection of subsets 3 = F ( U ) = { X ( U ): u E S(U)} (11. . f : X + X a continuous map.
} = sup{a : ~ ~ a( ) = 2 co}. the CarathCodory functions rc(Z. Cp.U)= inf{a Let : FC(Z.. a )= co}. the collection of sets { X ( U ): U E G } covers 2). IUI = max{diamUi : Ui c U} be the diameter of the cover U.  CPz(cp. .Cu) = N+CC lim R(Z.e. For any set 2 C X the following limits exist: Proof. rm where and the infimum is taken over all finite or countable collections of strings G C S ( U ) such that m ( U )= N for all U E G and 0 covers 2.To any string V = {KO.1)) Pz(cp. U ) .3) and (2.} E S ( V ) we associate the string U(V)= { U ( K o ) . Theorem 11. One can see that each element V E V is contained in some element U ( V ) E U.U). We have that (compare to (1.and cpz(cp.U.5) .K. Fc(2.CStructures Associated with Dynamical Systems: Thermodynamic Formalism 69 and the infimum is taken over all finite or countable collections of strings G c S ( U ) such that m ( U ) 2 N for all U E G and 9 covers 2 (i.4) that for every a E E U for some U E U}.1. Furthermore.(cp.U)= inf{a : m c ( Z .y One can verify using (11..U(K.cp.cp.cp(y)l : 2.)} E S ( U ) .. Let V be a finite open cover of X with diameter smaller than the Lebesgue number of U. see Section 10) depend on the cover U and are given by zc(2.U) respectively. . given a set 2 c X.N).N).a. a ) (where 2 c X and a E R. lR and N > 0 (11. According to Section 10. the Cstructure T gener ates the CarathCodory dimension of 2 and lower and upper CarathCodory capacities of 2 specified by the cover U and the map f. Let y = y(U) = sup{ Icp(z) .a ) = co}.U.a) = Nlim R(Z..C p z ( c p . If G c S ( V ) covers a set 2 c X then U(G)= {U(V) : V E G } c S ( U ) also covers 2. a )= 0} = sup{a: m c ( 2 . a ) = 0} = sup{a : f c ( 2 . a ) and T c ( 2 .a. . We denote them by Pz(cp.U) = inf{a : ~ ~ a( ) = 2 0. .
IVI+O If JUI+ 0 then y(U)+ 0 and hence This implies the existence of the first limit. (cp) and CPZ.N ) I WZl .Cpz. .(cp) a n d C P z ( c p ) 1 SUP.1 and 2.V ) . Vl N ) .1. where 2 = Ui21Zi and Zi c X . this u nEZ may not be true for lower and upper capacity topological pressures (see Example 11. .21 cpz. 2 . i = 1 .e. Therefore.(cp)..(cp) if 21 c z2 c (3) Pz(cp)= supi2l Pz. Theorem 11.( 9 )I Pz. Since X is compact it has finite open covers of arbitrarily small diameter. Pz(cp.U) . rn This completes the proof of the theorem.2. and m z ( p ) . ..2.6) 1" a.3.(cp). ( Z ) ( c p O hl). U . and m z .Y I lim Pz(cp. However. (I) Cp0(cp) 5 0 . respectively the topological pressure and lower and upper capacity topological pressures of the function cp on the set Z (with respect to f).U). Theorem 11.V).. i = 1. We call the quantities Pz(cp).f(cp). (4) Iff is a homeomorphism then Pz(cp)= Pfp)(cp). f ( ' p )will be used to emphasize the dependence on the map f . . They are immediate corollaries of the definitions and Theorems 1. (1) P0(cp) 5 0 .e. the set f n ( Z ) .Yl cp. cP0((0)5 0 (2) c p z l (cp) I Cpz. cpz(cp) = ~ h ( Z ) ( ' p hl) O .2 below). x.cp. We formulate the basic properties of topological pressure and lower and upper capacity topologital pressures.(cp).Cp. this follows from Theorem 11.5) (11. PZ(cp) = Ph(Z)(P0 hIL Cpz(cp) = c p . The existence of two other limits can be proved in a similar fashion by using the inequality which is an analog of (11.Y I Pz(cp.f(cp).(cp) if z1 c 2 2 c (3) Cpz(cp) 2 SUPi2l cpz. ( 9 )I m z . We emphasize that the set 2 can be arbitrary and need not be compact or invariant under the map f. (4) If h : X + X is a homeomorphism which commutes with f (i. where z = UillZi and Zi c X . If f is a homeomorphism then for any set Z C X its topological pressure coincides with topological pressure on the invariant hull of Z (i. . Sometimes more explicit notations Pz. . .Chapter 4 70 This implies that Pz(cp.2 below). (2) Pz. f o h = h o f ) then x.
we have that N.2 and 11. and (11.7) where in accordance with (2. 1 1 denotes the supremum norm in the space of continuous functions on X . (11.3) and the infimum is taken over all finite or countable collections of strings S(U)such that m ( U ) = N for all U E B and 0 covers 2. by Theorems 2. we have for any 2 C X that 1 CpZ(p)= lim lim log IuI+o N z N A(Z. l ) .1 It follows that This implies that and concludes the proof of the first inequality. Bc We also point out the continuity property of the topological pressure and lower and upper capacity topological pressures. the functions 11 and $ satisfy Condition A4 in Section 10.U. .3). The proof of the other two inequalities is similar.1. Proof. For any two continuous functions cp and $ on X where 11.CStructures Associated with Dynamical Systems: Thermodynamic Formalism 71 Obviously. Therefore.N).4.cp. ( l l . Given N > 0. Theorem 11.
2 . U ) = c P z ( p .m) x N Z .7) and the following lemma (we leave its proof to the reader. U . (2) For any compact invariant set 2 C X we have Pz(9) = Cpz(cp)= mz((p). for any open cover U of X . The desired result is now a direct consequence of (11. There exist N covers 2 and 2 > 0 and Q c S(U)such that G . U . Proof.cp.5. m) 2 emllpll. U ) . cp.n).18 in [ B o ~ ] ) . cp. The situation for invariant and compact sets is different. Theorem 11. = logh(2. moreover.?l 2 llcpll > m. be a sequence of numbers satisfying inf. see Lemma 1..U.Chapter 4 72 One can easily see that Below we will give an example where the strict inequalities occur (see Examples 11. Let a . a. Note that h(2. m). Then the limit limm+co exists and coincides with inf.2). Choose two collections of strings G.U) = Cpz(rP. for any open coverU of X . Let 2 c X be an finvariant set. c Sm(U)and Gn c Sn(U)which cover 2 and consider Since 2 is finvariant the collection of strings G. 2 2 Lemma.cp. inf.21 > m and am+. .. U . U ) . Therefore. we have c P .U) = c P z ( c p .m + n) I h(2. (1) For any finvariant set 2 C X we have Cpz(cp)= mz(cp).U. ( c p . U . We wish to / \ n1 This implies that A ( 2 .8).U). m n) using (11. We have + / m1 also covers 2.1 and 11. . m = 1 .p .moreover. for all m. estimate A ( 2 .>l + 2. . we have Pz(cp.cp. Let a. 5 a . Choose any a > Pz(cp. n 2 1.
.a .e.7) and (11. they are defined by formulae (11. where h is a homeomorphism which commutes with f ) . The latter coincide if the set 2 is invariant and may not otherwise (see Example 11.a . Q(z.Un : U i ~ G } a n d I ' = n=l Since 2 is invariant r covers 2. If a set 2 is neither invariant nor compact one has three. Furthermore. n=l Let us fix some N > 0 and consider a point x E 2. Put UG". in general distinct. Pz(cp). 00 B n = { U l .9). [ B o ~ ] ) . m(U)l Ccp(f"Y)) 5 SUP k=O denotes the collection of all substrings U* constructed above then N1 By (11. 6)". Cpz(cp)and mz(cp).7) we obtain that a (11. Since r covers 2 there exists a string U E I? such that x E X ( U ) and N 5 m(U) < N M . quantities: the topological pressure. It is a simple exercise (which we leave to the reader) to check that for every n > 0. Hence.5 shows that for a compact invariant set Z the topological pressure and lower and upper capacity topological pressures coincide and the common value yields the classical topological pressure (see. In view of the .and lower and upper capacity topological pressures. for example. > m z ( c p ) .CStructures Associated with Dynamical Systems: Thermodynamic Formalism 73 Since 2 is compact we can choose 6 to be finite and hence for some M 2 1.and hence the desired result follow " 1 Theorem 11. We have that + N1 SUP YEX(U') k=O If I'N c cp(fk(Y)) + Mllcpll.8) which are a straightforward generalization of the classical definition of the topological pressure. Gn) 5 Q ( Z . This means that the pressure does not depend on the metric on X .It is worth pointing out that this common value is a topological invariant (i. Denote by U' the substring that consists of the first N symbols of the string U . .1 below). Px(cp) = Px(p o h ) ..
n ) = exp(n). the collection of subsets F .1 that (2) If the map f : X + X is a homeomorphism we can consider the topological pressure and lower and upper capacity topological pressures for the map f as well as for the inverse map f .F.(z. +(x.and functions 7.6) = {y E x : p(fi(x).+t!x S t R as follows r](x.(z. a set 2 c X . . Let U be a finite open cover of X and 6(U)its Lebesgue number. CP.E. the topological pressure PZ(9) seems more adapted to the case of noncompact sets and plays a crucial role in the thermodynamic formalism (see Appendix 11).6) : 2 E x.l .r]. 6 ) . We define the collection of subsets F = {B. for o 5 i 5 n). Given n > 0 and a point x E X . It is easily seen that for every x E X . If Z is an invariant subset of X then for any continuous function 'p: X + R. p ) be a compact metric space with metric p . given termine a Cstructure r = (S. f : X X a continuous map. (11. Fix a number 6 > 0. Remarks.74 Chapter 4 variational principle.n E N} and three functions c. (1) We describe another approach to the definition of topological pressure. this Cstructure generates the Carathbodory dimension of 2 and lower and upper Carathkodory capacities of 2 which depend on 6. and 'p:X + R a continuous function.(p. According to Section 10.10) Put S = X x N. and $ satisfy Conditions A l . 6)ball at x by B.6.6). and A3' in Section 10 and hence der ] . $) on X . n) = nI One can directly verify that the set S. Let ( X . We denote 6) respectively. and mz('p. A2. A3. define the (n.fi(y )) 5 6. them by Pz('p. if z E X ( U ) for some U E S(U) then It follows now from Theorem 11.
(UI+O N + w (11.13) reveals the meaning of the quantity C h Z ( f ) :it is the exponential rate of growth in N of the smallest number of strings U of length N . the topological entropy and lower and upper capacity topological entropies of the map f on Z.3 below). for which the sets X ( U ) cover Z . .. = i.. that h z ( f ) = Chz(f) = ChZ(f). we have By (11.U.. for which the sets X ( U ) cover Z . is the space of twosided infinite sequences on p symbols and u is the (twosided) shift.3 (applied to cp = 0).3 below). We now proceed with the inequalities (11. The topological entropy and lower and upper capacity topological entropies have properties stated in Theorems 11.9) that (11. We stress again that the set Z can be arbitrary and need not be compact or invariant under f. . . It follows from (11.. = it (see more detailed description in Appendix I1 below). O . A(Z. u). in accordance with (11. In particular. Topological Entropy We consider the special case cp = 0.7) we obtain for an invariant set 2 that 1 C h z ( f )= lim lim log A ( Z . see Example 11.. they are invariant under a homeomorphism of X which commutes with f . Given a set Z c X . U . consists of all sequences w = ( j k ) for which j . If the set 2 is finvariant. N ) is the smallest number of strings U of length N . We recall that the cylinder set C. For a compact invariant set Z we have by Theorem 11.j . U .12). we call the quantities respectively.8). N ) I W + O Ntoo N = lim 1 & log A ( Z . Formula (11.. In examples below we consider the symbolic dynamical system (C. .2 and 11..13) N where. N ) . .where C. O .12) h z ( f ) I Chz(f)5 mm. If 2 is invariant and compact then in addition we have that and this may fail if Z is not compact (although still invariant. O.CStructures Associated with Dynamical Systems: Thermodynamic Formalism 75 These equalities hold no matter whether Z is compact or not but may fail to be true if Z is not invariant (see Example 11.5.
= ak. (a)= 0 and hence hz. Given m 2 0. Chz. O.. in accordance with (11. It is easy to see that A(Zk.)EC3:w. = 3 if n2e+1 5 n < n2e+2. Proof. Applying (11. Therefore.=lor 2 ifn~e<n<n2e+land wn = 1. The desired result follows..  C h z ( a )= 10g3. Given m 2 0. where C1 > 0 is a constant independent of e.O.2. Obviously. C h z ( a )= Chc. Therefore..N) is the smallest number of cylinders of length m N needed to cover the set 2. Set S.8). consider the cover Urn of C3 by cylinder sets Ci..UmLN) 5 C .1. There is an invariant set 2 c C2 for which hZ(u) < ChZ(a). Define the sets It is easy to see that the set Z is invariant and everywhere dense in C2. or 3 if n2e+l 5 n < n2e+2 for some e } . Consider the sequence a. the set 2 is compact. Example 11.76 Chapter 4 Example 11... . A ( 2 . There exists a compact noninvariant set Z C C3 for which C h z ( a )< C h z ( a ) . Proof. . . defined as follows: a .Um. Therefore. Let nk be a strictly increasing sequence of integers.i. (a)= ChZ. ( u )= log 2. (a)= 0 for all m..2. This implies that h z ( a )= 0. = 2 if n2e 5 n < n2~+1and a. where C > 0 is a constant independent of N. Notice that for every string U the set X ( U ) is a cylinder.=. It follows that if nk 5 N < nk+l. consider the cover Urn of C2 by cylinder sets Ci. then + where Cz(m)> 0 is a constant independent of n..13) with U = Urn (and (UI+ 0 as m + 0) yields CJzZ(a)= l0g2. We choose the sequence nk growing so fast that n. Define the set Z={~=(w.
U ) = C h z ( f . [ .3). then a z ( f .5. l ) . According to Section 10.) E CZ : w. and (11. E ) . Let V be a finite open cover of X whose diameter does not exceed the Lebesgue number of U. let [ be a finite Borel partition of X such that each element of [ is contained in an element of the cover U.3.Applying (11. We leave it as an exercise to the reader to show that Z fulfills requirements in Statement 1 and so does 20 in Statement 2. (u)= 0 while Chz(u)= log 2. Let U be a finite open cover of X . v . = 1 for all n 5 k}. U ) EfC h Z ( f . U ) = C h z ( f . Z is compact then h Z ( f .2). in addition. U ) are called the topological entropy and lower and upper capacity topological entropies o f f on Z with respect to U.5) with 'p = 0 we obtain that hx(f. Remark. Consider a finite open cover U of X . C J L z ( f . the Cstructure 7 = ( S . the quantities  def  h Z ( f . In [BGH]. U ) . U ) and if.W 5 hx(f. U ) . U ) Ef p z ( O . k€Z Obviously. z = UZ~. Blanchard. Given a set Z c X . F . Example 11. Namely. (11. U ) 5 h p ( f . U ) . if Z is invariant. the set Z is invariant (but not compact) and the set 20is compact (but not invariant).l ) = 0. generates the Carathkodory dimension of p and lower and upper Carathkodory . $ )on X. (1) There is an invariant (noncompact) set Z C CZ f o r which hZ( u) = log 2 while h Z ( 0 . Glasner.V). and Host obtained a significantly stronger statement.introduced by ( l l . (2) There is a compact (noninvariant) set Z C Cz for which Proof.CStructures Associated with Dynamical Systems: Thermodynamic Formalism 77 Note that the set Z in this example is the invariant hull of the set 20 and Chzo(0)= Chz. U ) = C P z ( 0 . Then there exists an f invariant ergodic measure p on X for which h x ( f . MeasureTheoretic Entropy Let p be a Borel probability measure on X (not necessarily invariant under f ) . Define the sets ~k = { w = (w. U )gfC p z ( O . C h z ( f . By Theorem 11.
Proof of the lemma. We denote them by P.U)= (11. We need the following statement known as the BrinKatok local entropy formula (see [BK]).6)ball at x (see (11.U). Cp. CP.U) respectively.U) : p ( z ) 2 1 . CP. For the sake of reader's convenience we present a simplified version of the proof in [BK] which exploits the fact that the measure .(cp. It follows from Theorem 11. Lemma.U) : p ( Z ) 1 1 a}.(cp. If p is a Bore1 probability measure on X invariant under the map f and ergodic.6 ) . then for every a E R and palmost every x E X where h. and cp.10)).(f) is the measuretheoretic entropy o f f .1 that there exist the limits (11. We have that P.U) = inf{Pz((p. Proposition 11.1) where the infimum and supremum are taken over all strings U with x E X ( U ) and m(U)= N .((P. Proof.15) Given a point x E X .14) inf{CPz(cp.(cp.(cp.78 Chapter 4 capacities of p specified by the cover U and the map f.(cp. For palmost every x E X we have where Bn(x. we set in accordance with (10.U) : p ( Z ) = I}.U)  = 6+0 lim inf {Cpz(cp.1.U).. 6 ) is the ( n .
(z.(z. for palmost every z E X there exists Nl(z) such that for any n 2 N1 (z).<) is the measuretheoretic entropy of f with respect to <.. n)names are &closeto the (6. one can choose 60 > 0 such that @a([)) 5 E for any 0 < 6 5 60. .(f"(z))ACc(f'(y)))).6). Fix E > 0. If y E B. ef diam< partition 79 &=<V fl[v.<) 2 h.. Given a point z E X . It can be shown that the total number L. E X : the ball B ( z . Clearly.E . there exists l o > 1 such that p(Ae) 2 1 .Cc(f W).( f .. One can show that there exists a finite measurable partition of X satisfying: < (1) h. Therefore. Therefore. . n)names admits the following estimate: < Ln 5 exp (KlEn). Since n.(z) the element of the p is ergodic.6) is not contained in Cc(z)}. of such (<.n1 Let At = {z E X : Nl(z) 5 e}.(z. Furthermore. Hence.Ub(<) = a< we obtain that p ( U & ( [ ) )+ 0 as 6 + 0.(z.n)name of z. Bowen's ball B. ' . Fix e 2 lo.Hence.6)then for any 0 5 i 5 n .6).. the sets At are nested and exhaust X up to a set of measure zero. for z E At. Cc. by the Birkhoff ergodic theorem.then the Hamming distance between (<.6) is contained in the set of points y whose (6.n)names of z and y does not exceed E (recall that the Hamming distance is defined as follows: Cyii p(C. (z) c B.(f.CStructures 'Associated with Dynamical Systems: Thermodynamic Formalism < Fix 6 > 0 and consider a finite measurable partition with max{diamCc : Cc E <} 5 6. where a< denotes the boundary of the partition For 6 > 0 let U6(<)= {z 6. Denote by Cc.) E Ua(<). (2) p(a<) = 0. Obviously. n)name of z. By the ShannonMcMillanBreiman theorem the following limit exists for palmost every z E X : where h.E for any !2 to.v fy containing z. if z E At and y E B. It follows that We proceed now with the estimate from below.1 either fi(z) and fi(y) belong to the same element of or fa((.(f) . we call the collection (Cc(z). >cc(f"'(4)) the (<. .
we multiply their number by the upper bound of their measure This implies that for any sufficiently small E > 0 and 6 > 0 for every point z in a subset D C At n B k of measure 2 p(Ae n B k ) . Let Bk = {x E X : Nz(x)5 k}. the sets Bk are nested and exhaust X up to a set of measure zero.have positive measure. Since cp is continuous on X there exists a number 6 > 0 such that Icp(z) . 6. Fix such a number k and consider those of the Qn elements of &. of measure greater than exp((h.11) and the lemma that where the infimum and supremum are taken over all strings U for which x E X(U) and m(U)= N . .E) 2Kle)n) in their Hamming &neighborhood.Chapter 4 80 where K1 > 1 is a constant independent of x and n. Clearly.2 K l ~ ) n ) Hence.K1~)n). We continue the proof of the proposition. there exists k > 1 such that p ( B k ) 2 1 E for any k 2 ko.(f.TI)names have an element of the partition [. Therefore.. To estimate their total measure S. P F ) .2Kls)n) 5 ~ X ((hp(f. We wish to estimate the measure of those points in At whose ([. and E ) . Obviously.cp(y)l 5 E for any two points . Therefore. Let U be a finite open cover of X and 6(U)its Lebesgue number. P 0 + KIE. the total number Qn of elements in their Hamming &neighborhoodsatisfies + Qn I~ X ((hp(f. whose intersection with At n BI. By the ShannonMcMillanBreiman theorem for palmost every x E X there exists Nz(x)such that for any n 2 N z ( z ) . [) .K ~ (here E Kz > 0 and K3 > 0 are constants independent of x. the total number of such elements does not exceed exp ((h..(f. Let us fix a number E > 0. Since b(U) + 0 as IUI + 0 it follows from (11. This completes the proof of the statement.
17) The desired result follows immediately from (11.we obtain that for palmost every z E X .6.17).(f) 2 0 and a = cpdp. y) 5 6. h a ] . ( p . cp.15) we obtain that P. p. . + .5 to obtain the proper lower bound for P. from below and above respectively which do not depend on a. Assuming that a varies on the interval [h a .a(z. if IUI 5 6 then by view of Birkhoff ergodic theorem.a)l .4 and 3.1 one can choose 6 > 0 such that for palmost every z E X . We first assume that a > 0. We wish to use Theorems 3. Therefore.. U )2 h + a . We now use Proposition 11.16) and (11. we obtain for palmost every z E X that where the infimum and supremum are taken over all strings U for which z E X ( U ) and m ( U ) = N .a(z. Since this holds for every finite open cover U by (11. Theorem 11. U ) 2 h a..(cp). that P. + + %.2 ~ . 0 < E < .U) upper bound for . using Theorem 3.(cp.U) ~ .(cp) 2 h + a. and D c .. .U) 2 h + a .E is decreasing. Let f be a homeomorphism of a compact metric space X and p a nonatomic Bore1 ergodic measure on X .CStructures'Associated with Dynamical Systems: Thermodynamic Formalism 81 z. Then sx Proof.4. By Proposition 11.E . ~ (cp.(cp) and To do so we need to find estimates of DC. N1  N1 (11... Fix E . Note that the function g(a)= ah(a . Since E is arbitrary this implies that . y E X with p ( z . Set h = h.2 ~ and hence P ..1to prove the following result. We conclude.
82
Chapter 4
+
We now show that ,(cp)
5 h a. Fix E > 0. Let ( = {Cl,.. . ,C,} be a
finite measurable partition of X with Ih,(f, ()  hl 5 E and U = { U l , . . .,U p } a
finite open cover of X of diameter 5 E for which Ci c Ui, i = 1 , . . . , p .
By the Birkhoff ergodic theorem for palmost every z E X there exists a
number N l ( z ) > 0 such that for any n 2 Nl(z),
(11.18)
By the ShannonMcMillanBreiman theorem for palmost every z E X there
exists a number Nz(2) > 0 such that for any n 2 N z ( s ) ,
I;
1% P(C,, (.I)
1
+ h,(f, 0 I
E.
( 11.19)
Let A be the set of points for which (11.18) and (11.19) hold. Given N > 0,
consider the set AN = {z E A : N l ( z ) 5 N and N z ( z ) 5 N } . We have that
AN c AN+^ and A = UN>OAN. Therefore, given 6 > 0, one can find NO > 0
for which p(An,,)2 1  6 . Fix a number N 2 NO and a point x E AN. Let U be
a string of length m ( U )= N for which z E X ( U ) .It follows from (11.18) that
(11.20)
where y = y(U).Furthermore, using (11.19) we obtain that
p(c<N (.)
2 exp(h

2E)N'
This implies that the number of elements of the partition EN that have nonempty
intersection with the set AN does not exceed exp(h 2c)N.
To each element C,, of the partition ( N we associate a string U of length
m ( U ) = N for which C,, c X ( U ) . The collection of such strings consists of at
most exp(h ~ E ) elements
N
which comprise a cover B of AN. By (11.8) and
(11.20) we obtain that
+
+
i exp(a + h + 3~ + y ) N .
In view of (11.7) this means that
CpA,(cp,U) i a + h + 3 E + y .
This implies that m,(cp,U) 5 a+h+3e+y. Passing to the limit as diamU + 0
yields that Cp,(cp)
5 a h 3 ~ .It remains to note that E can be chosen
arbitrarily small to conclude that
5 a + h.
In the case a 5 0, let us consider a function 11, = cp C , where C is chosen
such that
11,dp > 0. Note that PP(11,,U)= P,(cp,U)
C and m,(11,,U) =
m , ( c p , U ) C , and the desired result follows.
+ +
sx
+
m,((p)
+
+
CStructuresAssociated with Dynamical Systems: Thermodynamic Formalism
83
As an immediate consequence of Theorem 11.6 we obtain that
These relations reveal the “dimension” nature of the notion of measuretheoretic entropy, introduced by Kolmogorov and Sinai within the framework of
general measure theory. One can obtain another “dimension” interpretation of
measuretheoretic entropy using Proposition 11.1. Namely,
In conclusion, we point out a remarkable application of relations (11.14) and
(11.15) known as the inverse variational principle for topological pressure:
h,(f)
+
L
cpdp = inf {Pz(cp): ~ ( 2=)1).
In particular, when cp = 0 this gives the inverse variational principle for
topological entropy
h,(f) = inf { h z ( f ): p ( Z ) = 1).
This result was first established by Bowen [Boll.
Let us also point out that the requirement in Proposition 11.1 and Theorem
11.6, that p is ergodic, is crucial; they may not hold true otherwise.
12. Nonadditive Thermodynamic Formalism
Let ( X ,p ) be a compact metric space with metric p, f : X + X a continuous
map, and cp = {cpn:X + R} a sequence of continuous functions. Consider a
finite open cover U of X and define for each n 2 1
Yn(cp,U) = suP{l~n(z) Pn(Y)l:
Z,Y
6 X ( u ) for Some u
Sn(U)}.
We assume that the following property holds:
(12.1)
(since .yn(cp,U)2 0 one can show that the limit exists as IUI + 0).
We define now the collection of subsets 3 by (11.1) and (11.2) and three
functions <,7,$: S ( U ) + R as follows
$(V)= rn(u)’.
.
I
Chapter 4
84
One can verify using (12.1) that the collection of subsets 7 and the functions
17, El and $I satisfy Conditions A l , A2, A3, and A3' in Section 10 and hence determine a Cstructure T = (S,7 ,El 71,111) on X . The corresponding Carathkodory
function mc(2,a ) (2 c X and a E R) depends on the cover U and is given by
mc(2,a) = lim M(Z,a,cp,U,N),
N+w
where
and the infimum is taken over all finite or countable collections of strings Q C
S ( U ) such that m ( U ) 2 N for all U E Q and Q covers 2.
Furthermore, the Carathkodory functions ~ ~ a( ) and
2 , Tc(Z,a ) (where 2 c
X and a E R) depend on the cover U and are given by
where
and the infimum is taken over all finite or countable collections of strings Q C
S ( U ) such that m(U)= N for all U E Q and Q covers 2.
According to Section 10, given a set 2 c X , this Cstructure generates the
CarathCodory dimension of 2 and the lower and upper CarathCodory capacities
of 2 specified by the cover U and the map f. We denote them, respectively,
by Pz(cp,U),Cpz(cp,U), and cPz((p,U).Repeating arguments in the proof of
Theorem 11.1, one can show that for any 2 C X the following limits exist:
We call the quantities Pz(cp),C p z ( c p ) , and cPz(cp), respectively, the nonadditive topological pressure and nonadditive lower and upper capacity
topological pressures of the sequence of functions cp on the set 2 (with respect
to f ) . They were introduced by Barreira in [Bar2]. We emphasize that the set
2 can be arbitrary and need not be compact or invariant under the map f.
One can verify that the sequence cp is additive if and only if c n1 Pn(4 = cp(f”x)). Pz(cp)= Pz(cp). We note that the sequences of functions we will deal with.3. k=O where cp is a function.CStructures Associated with Dynamical Systems: Thermodynamic Formalism 85 The quantities Pz(cp). cpn+rn(x) I cpn(. The nonadditive topological pressure will be used as an essential tool in computing the Hausdorff dimension of the limit sets of geometric constructions as well as of invariant sets for hyperbolic dynamical systems.2). cp.3) and (12. N ) . see Chapter 7). for any z c x.U. 1 IVl+Ontm N 1 P z ( c p )= lim & log IUI+O n+oo N C p z ( c p ) = lim lim log A(Z. c p z ( ( P ) = cpz(cp). Furthermore. We call a sequence of functions cp = {cp.4) The proof of the following result is similar to the proof of Theorem 11.3) and the infimum is taken over all finite or countable collections of strings Q c E Q and Q covers Z . . being in general nonadditive.. In the second part of the book we will often deal with nonadditive sequences of functions. One can naturally associate such sequences with geometric constructions of a general type in dimension theory (including Moranlike geometric constructions. The use of the adjective “nonadditive” is due to the following observation.} is called additive if S ( U ) such that m(U)= N for all U cpn+rn(x) = cpnb) + cprn(fn(x)) for any n. see Chapter 5) as well as with dynamical systems of hyperbolic type (including smooth expanding maps and Axiom A diffeomorphisms. N ) . where.U. m 2 1.2 and 11. m 2 1. A sequence of functions cp = {cp.5. often satisfy a special property which we now describe. in accordance with (2. One can check that the functions 71 and 1c. in this case. (12. cpz(cp) = P Z ( c p ) . It is not difficult to check that an additive sequence satisfies (12. and x E X .and z(cp) have the properties stated in Theorems 11. A(Z. cp. and x E X . Therefore..1) if the function cp is continuous. Cpz(cp). (12. satisfy Condition A4 in Section 10.} subadditive if for any n.) + ‘Prn(fnw).
U)= Cp. [Bar21 (1) If a set Z c X is f invariant and a sequence offunctions cp is subadditive then for any finite open cover U of X we have Cpz(cp.2). N ) is given b y (12.86 Chapter 4 Theorem 12.1. 1 Pz(cp. (2) If a set Z c X is f invariant and compact and a sequence of functions cp is subadditive and satisfies mz(cp.(cp. vn I vn+l+ K for some K (12.U ) = U).U.cp.U.5) > 0 then for any finite open cover U of X . . N where h ( Z .cp. N ) .U) = n+m lim log h(Z.U) = Cpz(cp.
the formalism of equilibrium statistical physics. Bowen. Symbolic Dynamical Systems. Given an finvariant (not necessarily 87 . which establishes the variational property of the “free energy” of the system (which is defined as the sum of the measuretheoretic entropy and the integral of ‘p with respect to a probability distribution in the phase space of the system). f : X + X a continuous map. and ‘p:X + R a continuous function. has been led by Ruelle [Rl]. and Sinai have used the thermodynamic approach to study ergodic properties of smooth hyperbolic dynamical systems (see references and discussion in [KH]).. (b) the variational principle for the topological pressure.p) be a compact metric space with metric p. i.Appendix I1 Variational Principle for Topological Pressure. Its roots often provide optimal estimates (and sometimes the exact value) of the dimension of an invariant set. Denote by mZ(X) the set of all f invariant Bore1 ergodic measures on X . In the second part of the book the reader will find many applications of these results to dimension theory as well as to the theory of dynamical systems. Variational Principle for Topological Pressure Let ( X . The main constituent components of the thermodynamic formalism are: (a) the topological pressure of a continuous function ‘p which determines the “potential of the system”. uniqueness.e. and ergodic properties of equilibrium measures (which are extremes of the variational principle). One of the main manifestations of the thermodynamic formalism in dimension theory is different versions of Bowen’s equation. For the reader’s convenience we also provide a brief description of basic notions in symbolic dynamics which are widely used in the second part of the book. In this appendiv we outline more general versions of the variational principle by considering topological pressure on noncompact sets and nonadditive topological pressure. Bowen’s Equation The mathematical foundation of the thermodynamic formalism. We use the thermodynamic formalism to describe Gibbs measures for symboTic dynamical systems. (c) existence. We describe some properties of the pressure function and study roots of Bowen’s equation. Ruelle. Ruelle’s version of the thermodynamic formalism is based on the classical notion of topological pressure for compact invariant sets.
uk}.m (where 2 denotes the ciosure of the subset A c Y in the induced topology of Y ) . is the &measure supported at the point y . let t.k 2 m of such that (1) diamU. . It was proved by Pesin and Pitskel' in PI. Put L ( 2 ) = { z E 2 : V(z) n m(Z)# 0 } . Proof. .We first show that for any finvariant subset Y c X (i. .(f) is the measuretheoretic entropy o f f .. It follows from Lemma 1 (see Statement 3) and the Birkhoff ergodic theorem that there exist IVl > 0 and a set A1 c Y such that p ( A 1 ) 2 1 . For each z E X and n 1 0 we define a probability measure px. i = 1 . . . i = 1 . . We present a sketch of the proof following [PP]. i=m+l Given y E Y . 5 E . . Theorem A2. IVl. diamCj 5 E . Let Z function 'p on X . (2) c Ci. . 0 < 6 5 E . . j = 1 .l t n ( y ) 5 26. . . . (A2. .n on X by  n1 where 6. .2) .(y) denote the number of those e. For any E > 0 there exists 6. a finite Borel partition [ = { C l .e. . . . . Lemma 1. x ui ( 3 ) p(Ci \ Ui) I 6.1.6 and for any y E A1 and n 2. . . and a finite open cover u = { U l . . It is easy to check that L ( 2 ) is a Borel finvariant set.Appendix I1 88 compact) set 2 c X .m. .1) One can prove the following statement. The following statement establishes the variational principle for the topological pressure on noncompact sets. f . Denote by V(z) the set of limit measures (in the weak topology) of the sequence of measures ( p x . . . + n . k . i = 1 . . n ) n G ~It. .l ( Y ) = Y ) and any measure p E m(Y). k U Ui ) I 6. 0 I C < n.m and p( (4) 26 log m 5 E . . for which f e ( y ) E Ui for some i = m 1 . k . Then for any continuous (recall that Py('p) is the topological pressure of the function 'p on the set Y and h. see Section 11). (A2. C X be an finvariant set.c m } . . denote also by m(Z) c m(X)the set of measures p for which p ( 2 ) = 1. is easy to see that 0 # V(z) c m(X)for each z E X .
8) that Le 2 4%n A ) exp ((h.(f. Pwof of the lemma. (A2.[) .3) and (A2.S and for any y E A2 and n 2 N z ..W). .2) implies that the number Se(U) of those elements C. n Ye n A # c It is easy to see that 0.36.E)+ J Y vdfiy(~) (we recall that y(U)= sup{lp(x) .y E Ui for some Ui E U}).)2 P(Ye n A ) ..(f.By the definition of the topological pressure there exists a finite or countable collection of strings G c S ( U ) . V f"(...26logm)e). (i. (A2. P(C€?% (Y)) (A2. We have Pe 2 p(& n A)exp((h.7) (A2. E ) . Since C..6 and for any y E A3 and n 2 N3.!logm).(f.which covers Y . 5 exp((h. P(C€. n A2 # Q we obtain by (A2.9) and (A2.Variational Principle for Topological Pressure 89 Set En = E V f'( V .. (A2.10). The lemma now follows from (A2. admits the following estimate: Se(U) 5 m26e= exp(2~.!and X ( U )n A # 0.@n).5) Choose any n 2 N and any A<~. (A2.(p(y)I : z. (A2.S .6) Let Ge c G be a subcollection of strings for which m(U)= . Set Ye = U X ( U ) . Denote by Pe the cardinality of Ge. N2. UEBt Lemma 2. n A # 0 .8) where the sum is taken over all elements of the partition for which Condition (A2. E ) . Since X ( U )n A l # 0 the inequality (A2.u.9) Let us fix U E &. using the Birkhoff ergodic theorem one can find N3 > 0 and a set A3 C Y such that p(A3) 2 1 . the collection of sets { X ( U ): U E 8) covers Y ) such that m ( U ) 2 N and (A2. N3) and A = A1 n A2 n As. Let Le be the number of those elements of the partition & for which C. (y) denotes the element of the partition En containing y. .7) holds. We have that p ( A ) 2 1 .4) Set N = max(N1.e.3) where C.10) . It follows from the ShannonMcMillanBreiman theorem that there exist N2 > 0 and a set A2 c Y such that p(A2) 2 1 .. At last. for which X ( U )n C. of the partition &.
c L(2).) = 1 and that Z. .r(U). Given a measure p E m(Z) denote by Z.(cp) 2 PZ. (A2.ak1) E po(e) = :(the k Ek.(f. . Therefore.E) + / Y E (and hence 6) is cpdp .1). .11) We now prove that for any Borel finvariant (not necessarily compact) subset 0 for any z E Y we have Y c X with the property that V(z) n m(Y)# Let E be a finite set and = (ao.U) > X and hence Wcp.Therefore. J ) + J cpdp22~2~1ogmy(U)A>O.(cp) z h. Using Lemma 2.90 Appendix I1 We continue the proof of the inequality (A2.26logm .U. e=N We used here the fact that for sufficiently small E h. cpdp .5) we obtain that / m(U)l c W 2 p(yL n A ) = p(A) 2 1 . N ) 2 1 . . (A2. PL(Z. . Y By (A2.(f. Consider a Borel finvariant subset 2 c X .J) + s.A.y(U). = {z E Z : V(z) = { p } } .46 2 1/2 if sufficiently small. Py(cp.4).x > h .1) follows.36.(f) + / Z PdP.(f) and (A2. It is easy to see that p(Z. J) approaches h. Letting E + 0 yields y(U)+ 0 and diamJ + 0. The latter also implies that h.26 . and (A2.U) z h. ( f .6) we have that M ( Y .Define the measure pa on E by number of those j for which aj = e).(f.1). by (A2. cp.
. . . converges to the measure p for some subsequence n. For each D.factor of m then the new subsequence of measures will still converge to p. . The proof is based on rather standard combinatorial arguments and is omitted. Thus. We have 1 lim logIR(k. . (3) the string U contains a substring U' of length m(U') = km 2 N . There exists a Bore1 partition = {Cl. h. . .E)I 5 h. i = 1 .. k ktm Let U = { U l .13) ci Proof.h. Lemma 4. V Fix . satisfies the inequality 1 m H ( a ) I h. Given x E Y and p E V ( x )n 3n(Y).Dt be the nonempty elements of the partition [ = C V . . . one can find a compact set Ki C Di such that p(Di \ K . we can assume that nj = mkj.. Each element Di is contained in an element of the cover f("+l)s.r .C.m which.. . By the definition of measuretheoretic entropy there exists a number m > 0 such that Assume that px..} be an open cover of X and E > 0. . . .(f) + E. . Lemma 3.16 in [Boll). .U. (See Lemma 2. .. being written as g = (ao. ) 5 p. For n' > n we write This shows that if we replace the number nj by the closest integer which is a ..8 > 0.n.Variational Principle for Topological Pressure 91 The following statement describes the asymptotic growth in k of the number of elements in the set R(k. .} of X such that c Ui. E ) . there exists a number m > 0 such that for any n > 0 one can find N > n and a string U E S(U)with m(U) = N satisfying: (1) 2 EX(V. .akl). (A2. Let D1. . .
For some sufficiently large j we choose a string U E S ( U ) with m ( U ) = N in the following way. For s < q we choose Us E U which contains f”(z). for which fS(z)E and by MI.i K* c u0. n~fm+l ) (um1. for which s = q (mod m ) . such that we choose a string Ui = U O .Further. This implies that + Let N = nj q.. . One can find disjoint open subsets & such that Ki c V..i)...l ( ~ ~. If j is sufficiently large and p is sufficiently small we find that Since the function g(z) = z logz is convex we obtain that and hence Therefore. Given nj = mkj. Since P~. .:) the number of those s E M y ) . n j ) . c Bi. for every ..Uml.92 Appendix I1 V = U V .n f . Define v v. Moreover. V f(m+l)U which we denote by Bi.~converges to the measure p we obtain that limp?) 2 p j+oo ( ~ i2) p ( ~ i) p. .m). the inequality should hold for some q E [0. we denote by M y ) the number of those s E [ O .. .~. there exist Borel subsets comprising a Borel partition of X such that Vi c V : c Bi.
. Given a number m > 0.U").l a o a l .(f) 5 c . the set of points y E Y.E .15) ..~ + E . Note that if z E Y.NO)5 > PNO 10 + 2. Therefore. It follows from (A2. We have that Y= Y..i. Denote also by Y.. the total number of the strings constructed in Lemma 4 does not exceed b(N) = IUlmlR(k. By Lemma 3 we obtain that + + (A2.. Set c = SUP PEI)JI(Y) (h. the measure p& is given by probabilities p t i . the set of points y E Y for which Lemma 4 holds for this m and some measure p E V(z) n 3n(Y). ' 1 ~ E ] .5)). . Hence. and all N exceeding some number NO. This proves the first and the third statements of the lemma. where h = c .njconverges to the measure p we obtain for sufficiently large N that This implies the second statement and completes the proof of the lemma. Urnl. = Ue.. then the corresponding measure p satisfies h. the substring constructed in Lemma 3 is contained in R ( k . = UO. t and it satisfies v. .1 ) . Let G .iUl.i. . . . .a k .U")I.Variational Principle for Topological Pressure 93 T h e n . .. . we have that b ( N ) 5 exp(N(h M(Ym.13) that for any z E Y. ..U . For a = (ao.u.m(h+E). . . (A2. i = 1 .(l) + s. be the collection of all strings U described in Lemma 4 that correspond to all 2 E Y. m(h E). CP.u E . denote by Y. where i is chosen such that fq+"P(x) E Set a. .i and consider the string UO.1 .. U q . Since pz.14) If NO is sufficiently large.a k .. for which Lemma 3 holds for some measure p E V(z) n M ( Y ) satisfying 'p d p E [u . sy PdP) + .. f o r s > q w e w r i t e s = q + m p + e w i t h p > O a n d m > e > O a n d s e t U.
U). (3) classical variational principle for topological entropy on compact sets: h x ( f ) = SUP h. This implies that c + r(U)+ 4~ 2 Py(cp.(p)i X.e. and any measure (A2.5) .. Hence.U).94 Appendix I1 where + h + cpdp + r(U)+ 3. then . U). (cp. m .. applying this equality to cp = 0 yields Bowen's formula for the measuretheoretic entropy of f hp(f) (5) let Z =hG.16) where G. z SUP PY.(f).. c X be an invariant set. + We state some most interesting corollaries of Theorem A2. any continuous function hp(f + s. and any measure p € Im(Z). any con cpdp I Pz(cp). is the set of all forward generic points of the measure p (i.(f).U).. U )for any m and i. IIIcpIL IIcpII1. (2) classical variational principle for topological pressure on compact sets: for any continuous function cp on X.. It follows from (A2.. . cp on cp dp = PG.. . Therefore.15) that if X > c + r(U)+ 4~ then mC(Yrn.(f) + 1 z c X.(cp. Assume that points Then u1. the points for which the Birkhoff ergodic theorem holds for any continuous function on X)..* m. Since E can be chosen arbitrarily small it follows that c "y(U) 2 Py(cp. if V(z) n m(2)# 0 for every z E 2.A) = 0. Taking the limit as 1241 + 0 yields c 2 Py(cp)and the desired result follows. B = exp (X X 2 ern. PE%V (4) for any set Z P E mw7 c X ..1: (1) inequality for topological pressure: for any invariant set Z tinuous function cp on X. h.i (cpl U )= f% (cp...tir form an &net of the interval r We have that X 2 Py.
Given 6. we can choose p such that log2 . where CO = { w = (in) : io = 0) and C1 = { w = (in) : io = 1) are cylinders and p # q.h. if n E Qz where w = (. Proof of the lemma..(a) 5 6. Proposition A2. i . Note that p(Z) = 0 for any p E !lX(Cz).. Set Y = I+!J(G. Then h z ( a )= hcl(a)= log2.a) be the full shijl on twosided sequences of two symbols (the classical Bernoulli scheme) and z = {w E CZ :w G. Hence. for any measure p E ~ ( c Z ) ) = CZ \ U G. Remark. Proof of the proposition.n Z k +l n1 # q it follows that the Birkhoff sum 1 C x ( d ( w ) ) does not converge and hence w E 2.). . Pesin and Pitskel’ described an example that shows that the assumption “V(z) nm(Z)# 0 for every 2 € 2” is crucial and that the variational principle for the topological pressure on noncompact sets may fail otherwise. n2k r=. Note that I+!J is a homeomorphism (even biLipschitz) but it does not commute with the shift. Consider the map I+!J: Cz + C2 given as follows (I+!J(w))n = { fl+1 (mod 2) if n E Q1. We decompose the set of all integers into two disjoint subsets Q1 and Q2 in the following way: i E Q1 if n Z k 5 lil < nZk+l and i E Q2 otherwise. and the variational principle for the topological pressure fails (note that in this case C ( Z ) = 0 ) .Variational Principle for Topological Pressure 95 In [PP]. Lemma 1. i=o . 0 < 6 5 1.. is the set of points which are both forward and backward generic with respect to the measure p . It also reveals some new and interesting phenomena associated with the topological entropy in the case of noncompact sets. .If the sequence { n k } increases sufficiently rapidly then by the Birkhoff ergodic theorem for any w E Y we obtain that lim k+a. The set 2 is an example of socalled metrically irregular sets for dynamical systems which we describe in detail in Appendix IV. Since p nZk+l 1 2nzk+l+ 1. .1.p = q.l i ~ i l . PEW~2) where G. If the sequence {nk} grows suficiently fast then Y c 2. . Consider a Bernoulli measure p on Cz such that p(C0) = p and p(C1) = 1 . Let (&. Let x be the indicator of the set CO.). Let { n k } be a sequence of positive integers satisfying n k < nk+l and n k + 00 as k + 00.
11. m.Appendix I1 96 Let 6 be the partition of C2 by the sets Co and Cl. Given m > 0 and n m = . For every w C Gp + + Proof of the lemma. 2 .. Fix n 2 N and choose a collection of strings C7 c S(vm) which cover Y (i. and n > 0. m > 0.(ff) . 1 H 0 transfers the measure p into a Bernoulli measure with the same entropy we obtain that For any n > 0 we write The desired result follows.. $ &qm. j=n Lemma 2. Fix m > 0 and consider the partition qm which is also a finite cover of Cz.7 ) ) . there exists the limit where IAl denotes the number of elements in the set A . Set Q(i. Since the involution 0 e 1. = j=m > 0. denote by qm = . We proceed with the proof of the proposition. By the law of large numbers for every w E G.. It follows from Lemma 2 that for any y > 0 there exists a set D C Gp and a number N > 0 such that p ( D ) 2 1y and for any w E D and n 2 N . the sets { & ( U ) : U E 8) cover Y ) and satisfy: m(U) 2 n and .m n .n 1.)*(@(w))) I exp (n(h.e. where i = 1 . n) = Qi n [m . V aj< and <. P(C(.
y this implies that 1 M(Y.y. qm) L h.27)). y E X if p(f'(x). .a)= 03 and hence PY (0.y. f'(y)) 5 E for all k E Z then x = y.7 z . + 0 as m + co this implies that h y ( u ) = Py(0) 2 log 2 .(u)  y L log 2 .+.O. Since diamq. For a < h. We recall that a homeomorphism f of X is called expansive if there exists E > 0 such that for any two points x . U" E Ge we obtain that Therefore. This completes the proof of the proposition. Taking into account that the numbers 6 and y can be chosen arbitrarily small we conclude that h z ( u ) 2 h y ( a ) 1 log2. in general.177n. Given an finvariant set 2 C X we call a measure p = p. Equilibrium Measures Let cp be a continuous function on X . an equilibrium measure on 2 corresponding to the function cp if pv E EX(2) and The following statement establishes the existence of an equilibrium measure for a continuous function cp.n) 2 1 .6 .Variational Principle for Topological Pressure 97 Let Ge = { U E C j : m(U) = a} and Ke be the number of elements in Ge. 2 Taking the limit as n + 00 we obtain that mc(Z.6 . this measure may not be unique.a. Note that.(a) . Set Since the sets &(U') and Cz(U") are disjoint for any distinct U'. if n is sufficiently big (such that p(+'(En) n D ) 2 (1.
(f) is upper semicontinuous on m(2). h. 5 E .. ..choose compact sets .Cn). 5 E. ( f ) = h. . ( 2 ) f is expansive..CA} of X n fk(c:. on 2.(f. ( f ) cpdp is also upper semicontinuous on fUt(2)and the desired result follows from Theorem A2.2. + 0. ( 3 ) the set m(2) is closed in m(X)(in the weak*topology).1 and the fact that an upper semicontinuous function on a compact set attains its supremum. h . Therefore.. We have that (’ = {C. Set En = . . Fix p E m(Z). .98 Appendix I1 Theorem A2. Given 0.(f. and a partition [ = {C. be a partition of X with diamf.f. Since f is expansive we obtain that diamf.). k=O This implies that Since Li are disjoint and compact one can find a partition with diamf..) = h. .(f) = lim h. Proof. [PP] Assume that the following conditions hold: (1) f is a homeomorphism of X .~.a > 0.Cn}of X with diamf..[). . Therefore. (f7 E l . On n+w the other hand. Then for any continuous function cp there exists an equilibrium measure p. it is easy to see that hb(f.1 K~. We now show that the map p H h.~ c int k=O If a measure v E m(2)is close to p in the weak*topology then k=O and .+. j=n fjt.. m. For a sufficiently large m we have that + Let us fix such an m.. . Let f. Then the map p H h .’ 5 E such that Li c intCi.
Assume that there exists a continuous function $: X + R such that . Then for any compact f invariant set Z c X and any continuous function cp on Z there exists an equilibrium measure plP on Z for which In particular. (11.6 hold). in view of (11.. Let Z c X be an f invariant set. if a map f satisfies Conditions 1 and 2 of Theorem A2. any equilibrium measure is a measure of full Carathbodory dimension (with respect to the space M of invariant measures.3.15).1 for any compact invariant set Z we have that (provided conditions of Theorem 11.2 then for any compact finvariant set Z C X there exists a measure of maximal entropy. see Sections 1 and 5). see (5. . Nonadditive Variational Principle We now state a nonadditive version of the variational principle for topological pressure established by Barreira in [BarZ]. the variational principle for topological pressure can be viewed as a variational principle for CarathCodory dimension (where the dimension is generated by the Cstructure defined by (11. . and Theorems 11. ff This completes the proof of the theorem. As a direct consequence of Theorem A2.4)). any measure of maximal entropy is a measure of full CarathCodory dimension.2. V f m+l[’) 1 5 H. Let cp = {pn} be a sequence of continuous functions.4. i.(E’ V .99 Variational Principle for Topological Pressure If p is sufEciently small it follows that 1 L ( f )= L ( ft’) .2 we obtain the following statement.1)(11. . I . Moreover. In particular. .e. ( f ) + 2ff. Therefore.v f m m+l 0 + I h .14). Theorem A2. an equilibrium measure corresponding to the function cp = 0 for which Let us notice that.3).6 and A2. Assume that a map f satisfies Conditions 1 and 2 of Theorem A2.(E v . Theorem A2.H.
to stress that we are dealing with a rightsided infinite sequence. . For each p E N we denote the space of rightsided infinite sequences of p symbols by ~1. we endow the space CP+ with the metric (A2. Falconer [F3]established another version of the variational principle for topological pressure assuming that the sequence of functions Q is subadditive (it also should satisfy some other additional requirements) .*. Symbolic Dynamical Systems We briefly describe some basic concepts of symbolic dynamics which are used in the second part of the book. The (onesided) shift on C: is defined by a ( w ) k = wk+l (we also use more explicit notation u+)..) and w’ = (ibii . .the socalled “subadditive” variational principle for topological pressure.17). It induces the topology on C: such that the space is compact and cylinders are disjoint open (as well as closed) subsets. A cylinder (or a cylinder set) is defined as Cio. We write w+ for points in C. It is easily seen to be continuous. Given /3 > 1.p}’.. . . We also use more explicit notation C:. . ) } = {I. then where the function @ satisfies (A2. .. .100 Appendix I1 uniformly on Z QS n + 00. . .+= { w = (ioil. . ...i..n } . A subset Q c C$ is said to be uinvariant if a(&) = Q.18) where w = (ioil.. Then As an immediate consequence of the above statement we have that i f Z c X is an f invariant compact set. When the set Q c C: is compact and ainvariant..) E Cp’ : j k = ik.). k = 0. We call the number ij the jcoordinate of the point w (we also use another notation w j ) . . the map alQ is called a (onesided) subshift. = { ( j o j . . ..
={w=( . It is continuous. i.. where ufj is the (i. .18') ...p}". . An example is the even system. The map uICf. Further.e.i . We call (Q.. where m 5 n. . Given /3 > 1. . It is topologically transitive (i. The compact C z = { (ioil . there exists n > 0 such that u"(U)n V # 0 ) if the matrix A is irreducible. i. ) E C. i . for each entry aij there exists a positive integer k such that a$ > 0.Variational Principle for Topological Pressure Let A be a p x p matrix whose entries and uinvariant subset 101 aij are either 0 or 1. . + = ~ 1 for all n E N} is called a topological Markov chain with the transfer matrix A .e.. j . . Similarly to the above. we endow the space C .. We also consider the space of twosided infinite sequences of p symbols C.. V c Cf. . for any two open subsets U.. We also write w. where the 2's are separated by an even number of 1's. V c Cf. we consider the space of leftsided in6nite sequences Cp = { w = (.j. The map ulCf. is called a (onesided) subshift of finite type. . The (onesided) shift is defined by (we also use more explicit notation u).e. . . there exists a continuous surjective map C: that uIQoC = Cou.i..e.. . k = m. is topologically mixing (i. . : j k = ik.) E Cp+ : ~ i . = { w = (.. with the metric (A2. . (or more explicitly CtLn.e.l j o j l . A cylinder (or a cylinder set) is defined as ~i. ) } = { l . given a transfer matrix A = ( a i j ) ..for points in Cp. . . for any two open subsets U. .e. i & l ) } . n } . .j)entry of the matrix A k . u)a sofic system if Q c C: is a finite factor of some topological + Q such Markov chain C..io). i. . there exists N > 0 such that u"(U)n V # 0 for any n > N ) if the transfer matrix A is transitive. Ak > 0 for some positive integer k.~ i O i l .we set The map ulCA is a (onesided) subshift of finite type.. i.. .. A cylinder in Cp is denoted by Ci.. the set Q of sequences of 1's and 2's.. .
) the set X ( U ) is a cylinder set. Furthermore... we call the map ulQ a (twosided) subshift. R(Z. c C:.be the open cover of Cg by cylinder sets Cj.l + 0 as n + 00 and for any U E S(U. ~un. Given a compact oinvariant set Q c C. where Q is a compact oinvariant subset of C. . Let U.1).iNintersecting 2.. .. cp.4) Therefore. the function M ( Z . with cylinders to be disjoint open (and at the same time closed) subsets.. U. x Ct. ).iLlibii . For symbolic dynamical systems the definitions of topological pressure and lower and upper capacity topological pressure can be simplified based on the following observation (which we have already used in the proof of Proposition A2.a . + C. ..4') as a .in ...U.i.i. = w: for i 5 0) can be identified with the cylinder C.we have that . It induces the compact topology on C. any cylinder set C ~ o . .. Let (Q.i .e. Thus.cp>un. cp. . N ) ( N > n ) can be rewritten according to (11. the cylinder Ci.a . . Let us notice that given a point w E C A . N ) can be rewritten according to (11.l i o i l . the set of points w' E C A having the same past as w (i. Notice that lU. .102 Appendix I1 where w = (..a . the set of points w' E C A having the same future as w (i.. = w: for i 2 0) can be identified with the cylinder Cz: c C. ~ . Let A be a p x p transfer matrix with entries 0 and 1. Similarly.. and cp a continuous function on Q. The (twosided)shift o:C.e. r and any w E Cio.. w. . w. . N) and the sum is taken over the collection of all cylinder sets Cio. o)be a symbolic dynamical system. A Bore1 probability measure p = pv on Q is called a Gibbs measure (corresponding to 9) if there exist constants D1 > 0 and D2 > 0 such that for any n > 0.. The map is called a (twosided) subshift of finite type. N )= and the infimum is taken over all finite or countable collections of cylinder with m 2 N > n which cover Z.. as M ( Z . Consider the compact ainvariant subset C A = {w E C.w. c C A can be identified with the direct product Cif. . the function sets Ci.+I = 1 for all n E z}. It is an expansive homeomorphism. : aw..... .) and w' = (. is defined by o(w)k = w k + l ...
p and set R = (&). N ) I D. where each matrix A. It is known that any subshift of finite type (C2.20') where P = P ~ ( c p )Again..m EB I D. Therefore. we have that (A2.P + E.i.. . cp.(i). ..20) holds for some number P then P = PQ. A Bore1 probability measure 1. by the PerronF'robenius theorem one can decompose the set C 2 into two shiftinvariant subsets: the wandering set Q1 (corresponding to the nonrecurrent states) and the nonwandering set Qz (corresponding to the recurrent states). is a Gibbs measure provided the transfer matrix A is transitive.u)satisfies the specification property. ) . The latter can be further partitioned into finitely many shiftinvariant subsets of the form X i i .lexp(e + r(Un)) + r(Un)). Any Gibbs measure is an equilibrium measure but not otherwise..Variational Principle for Topological Pressure 103 where P = P~(cp). u) ensures that any equilibrium measure corresponding to a Holder continuous function is Gibbs. Indeed.+.. Ferleger for pointing out this argument to me). any cylinder set Ci..Note that if Condition (A2. .19) we obtain that M ( Z . It is known that the specification property (see [KH] for definition) of a topologically mixing symbolic dynamical system (Q.. an equilibrium measure p. In this case it is also a Bernoulli measure. In order to describe this connection consider a twosided subshift of finite type ( C A . is irreducible and corresponds to a class of equivalent recurrent states (see [KH] for details). in this case for every E > 0 by (A2. We define the notion of Gibbs measures for twosided subshifts.. In the case of subshifts of finite type there is a deep connection between Gibbs measures for onesided and twosided subshifts. For an arbitrary transfer matrix A . + Letting n + 03 yields that PQ 5 P E and hence Pq 5 P since E is arbitrary. . ..( wzwliwlwz .. Choose p points di) w!) = i for i = 1.2 w ( a1) z . Note also that any sofic system satisfies the specification property.. The opposite inequality can be proved in a similar fashion (I thank S.o..w 1 w ~ . ... .i. Let Q be a compact ainvariant subset of Cp and cp a continuous function on Q. on Q is called a Gibbs measure (corresponding to cp) if there exist constants D1 > 0 and Dz > 0 such that for any rn < 0.. ~ m )exp(e c. corresponding to a Holder continuous function cp.'inf B p(Cio .1= p. .. O ) and a Holder = (u!)) E C A such that continuous function cp on C A .) = (.. . for each i there exists a number ni such that the map CPS is topologically mixing. .U... n > 0. We now define the function rn on C A by m ( w ) = r ~. Moreover. any Gibbs measure is an equilibrium measure and the specification property ensures otherwise.. and any w E C.. . .w ( P ) ) . ..
nI Icp(aj(w)) . Further. we define the function @(U)(w)= cp(ra(w))+ c dU)= 0): on C A by W [ P ( d + ’ ( T o ( w ) ) ). Since the icoordinates of the points & ( w ) and U ~ ( T ~ ( Ucoincide ) ) for all i between . If w and w’ are two points whose icoordinates coincide for all i between n and co then var. Therefore. 0 5 i < n}. I+) c b/21 .18’). If w = ( w i ) and w‘ = (w:) are two points satisfying wi = wi for lil 5 n then for any j E P.C p ( U ’ + l ( W ) ) ] j=1 W + [Cp(aj+’((w)) . We have that c 00 d”)(W) k =Cp(W) c [(p(U’+l(TO(w))).cp(gj(m(4))l I CP”+. Proof. In order to complete the proof of the lemma we need only to show that the function u ( w ) is Holder continuous.c p ( 4 m ( w ) ) ) lI varj’p 5 CPj. we define the nvariation of the function 4 by varn4 = sup{l4(w) .104 Appendix I1 provided wo = i.Cp(4n(w)))l+ 2 c j>[nl21 This completes the proof of the lemma.C p ( 4 T s 2 ( ~ ( ~ ) ) ) = ) 1 Cp(w)  j=O + 4+J)). = w i .j and co we obtain that Icp(+J)) . where C > 0 is a constant and /3 is the coefficient in the dpmetric on C A (see (A2. Lemma A2.4(w’)l : w.4 5 Cpn. it is cohomologous t o cp and hence has the same topological pressure.441I Icp(d(w))  cp(C+bJ’))l j=O +Icp(aj(ra(w’))) .cp(uj(w’))l 5 cpn+ and Icp(aj(rn(w))).cp(aj(7l2(0w)))] j=O Given a Holder continuous function 4 on C A and a positive integer n. CPj . The function QcU) is Holder continuous.1.
) .. ~=~p(Ci ) o. .= x+(Ci0.2. ) = (ioil . .. We have that p(") = p 0 (x+)l since both measures are Gibbs measures for the function cp("). be the projections x+(. In a similar fashion. . . Let x+:C A t C i and n: C A t C.L l i 0 i l .l i o ) E C. Proof.. . .= (. Let p(") be the Gibbs measure for p(") on C i and p(') the Gibbs measure for cp(') on C.) and P ( ' ) ( C . (cp'").. . . to switch to the functions +(") on C$ and +(') on C. We want now to normalize the functions cp(") and cp('). . we define the function O(') = 0:) on C A .2 in [PaPo]): let p be the Gibbs measure corresponding to a Holder continuous function 4 on X i .i . = 8(")(..j.i. (cp'"'). io). Pc=(log+(")) = Pet. ) whenever ij = i. . .. (A2. 141a is the Holder norm of 4 (i. x(.4Cio.. One can easily check that O(")(..e. defined by log +'"' = cp(")  Clearly..in) and CL.). . .... . W e have that f o r each w+ = (ioil .Pc. Lemma A2. io = x(Ci _.l i o ) .. .) E C i (with uniform convergence).) = .. and for each w. . (with uniform convergence)..l i ~ i l . ) = (.105 Variational Principle for Topological Pressure It follows from the lemma that the measure p is the Gibbs measure corresponding to e(").. . . .e. log+(^)) = 0. . ).i .i. .. This means that there is a function p(") on C i such that e(") = cp(") o x+ on c A . The functions cp(") and cp(') can be shown to be Holder continuous.. for every j 2 0.. This implies that P(")(C. . . .21) where Cz.i ..~. The statement is an immediate corollary of the following property of Gibbs measures (see Proposition 3.. .. log +(') = cp(s) . such that e(') = cp(') o x.ilioil. iLlibii. i. and find a function cp(') on C.. . We call them stable and unstable parts of the function cp. and that p(') = p o (x)' since both measures are Gibbs measures for the function cp(')... then Here a is the Holder exponent of 4 and lQla = sup{anvarn4 : n 2 0))...
and $ ( t )= m z (tcp). ilid1 . Then (1) the functions $ ( t ) . ) E C A . m 2 0. and 3 of the equations (3) 0 5 s 5 2 5 3 and S < co if hx (f)< co. The following properties hold: (d"') (1) PEA(V) = PE: = p. In [BO~]. and cp:X + W a continuous function. and .$ ( t ) . . f: X + X a continuous map. Consider the pressure function $(t)= Px(tcp) for t E R By the continuity property of the topological pressure (see Section 11) this function is continuous. (2) there exist unique roots s. (4) s = 0 if and onZy if h ~ ( f=) 0.1. . 2 = 0 if and only i f s = O if and only i f C h Z ( f ) = 0.(f)= 0. Bowen discovered this equation while studying the Hausdorff dimension of quasicircles. and q(t)are Lipschitz continuous.5. Proposition A2. Since $(O) = h x ( f ) 2 0 the equation Px(tcp) = 0 has a unique root.p) be a compact metric space with metric p. (2) there exist positive constants A1 and A2 such that for every integers n. This equation is known now in dimension theory as Bowen's equation.$(t) = =. The second property is an immediate consequence of identities (A2.Appendix I1 106 The lemma implies that the functions $(") and $(') do not depend on the choice of the point 52. . If 2 c X is an arbitrary set (not necessarily invariant or compact) one can consider three pressure functions $(t) = Pz(tcp). 2. If cp is negative the function $(t) can be shown to be strictly decreasing (see below). Assume that the function cp is negative. The following statement shows that the measure p is the "direct product" of measures p(u) and p @ ) . . and any (. Since the functions cp(8) and cp(") are cohomologous the first property follows from Lemma A2. convex.1(cp'"'). G. and strictly decreasing. Bowen's Equation Let ( X .21). Proof. Theorem A2.(tcp).2.
1).. if. In particular. This implies that the function $(t) is strictly decreasing. We apply the above results to a symbolic dynamical system ( Q ..22) then the pressure functions $(t) = Pz(tcp). and $(t) = 0 respectively. Let cp = {pn:X + W} be a sequence of continuous functions satisfying (12. One can use the construction in Example 15. the set 2 is compact and thesequence of functions {cpn} satisfies (12. We notice that by Theorem 11. If t’ 2 t . we obtain that (t’ .5) then $(t)= $(t) = $(t) for all t and hence s = 5 = 8.4)) and the set 2 is invariant then $ ( t ) = $(t) for all t and hence s = 8. 2) it is not subadditive. if the set 2 is invariant then $ ( t )= $(t) for $(t)= $(t) all t and hence s = 8. 3) 3 < 8 (see detailed description in [Bars]). in addition. The proof of convexity of these functions is straightforward... The last two statements are consequences of Theorems 11.1). in addition. We notice that by Theorem 12. . where C1 and Cz are positive constants. . One can verify that the sequence of functions cp satisfies (12.4.Variational Principle for Topological Pressure 107 Proof.. which satisfy 0 6 s 6 g 6 8.3.t)Cl 6 $(t’).2 and 11.in for w = (ioiz . Similar arguments show that the other two functions are also strictly decreasing. g. we consider a nonadditive version of Bowen’s equation.. The following statement is an extension of Theorem A2. We assume. [Bar21 If a sequence of functions cp satisfies Condition (A2. and $(O) 2 0 the second statement follows. + . and 3 of the equations $ ( t ) = 0 .1 below to show that there exists a sequence of functions cp = {cpn} defined on a compact invariant set 2 such that: 1) it satisfies conditions (12.and $(t) follows from Theorem 11. u ) . if.). Assume that for any ( n 1)tuple (io . Following Barreira [Bars].t)Cz. where cpn(w) = 1oga. in addition..22) (and hence there exist unique roots g and 8 of the equations $(t)= 0 and $(t) = 0).22) This condition is satisfied if cpn is additive. Since $(O) 2 0. $(t). if the sequence of functions cp is subadditive (see (12.where Q is an invariant compact subset of C.5 to the nonadditive case. and $(t) = mz(tcp)satisfy Statements (1)(4) of Theorem A2. there exist unique roots s.$(t)5 (t’ . that the following condition holds: there exist negative constants B1 and Bz such that for any suficiently large n (A2.5. $ ( t )= 0 . Theorem A2. the set 2 is compact then $ ( t ) = for all t and hence s = 3 = 8.in) we have a positive number aio. Lipschitz continuity of the functions $ ( t ) . $ ( t ) = CP.1. The nonadditive topological pressure and nonadditive lower and upper capacity topological pressures corresponding to cp admit the following explicit description established in [BarZ].i. .6. Consider a sequence of functions cp = {cpn}.(tcp).5...1) and (A2. . $(O) 2 0.
. i=l If (&. Let f : E i def (L$f)b) = +R be a continuous function. PQ(tcp)= 0. is exp(P(cp)). . Theorem A2.io). .. If (Q. then Bowen's equation PQ(tcp)= 0 has a unique root. = cp(i0) depends on the first coordinate only. .108 Theorem A2. . where w = ( i o i l . We consider an important particular case. g. Q = E i with a transfer ma= 0 i s equivalent to the equation trix A. Hence.where iP denotes the ( p x p ) diagonal matrix diag(e+'(l). ..23) ePan 5 ai. . . This implies the third statement..an) Qadmissible and the limit exists as n + m.22)..23) implies (A2. where p ( B ) denotes the spectral radius of the matrix B and Mt(a) = diag (alt. .. (A2. Clearly. ) and the function cp(w) = log ai.e.(tcp)= mQ(t9) = lim log ai.. and hence the equations  m(t9 = )0. i..a ) is the full shift. (2) if the sequence of functions cp is subadditive and satisfies (12. The first statement follows from Theorem A2. . The eigenvalue equation (corresponding to an eigenvalue 17) is According to [Rl].ev(P))..). .B are positive constants. exp(P(cp)) is the spectral radius of the matrix A*@.. where w = (ioil.)A@.in nmc n c (&.5.a) i s a subshift of finite type. For every t E W we have: (1) if the sequence of functions cp is subadditive then 1 t CP. ep(2).8.. Q = C': then Bowen's equation PQ(@)= 0 is equivalent to the equation P Gait = 1. then Bowen's equation P~(tcp) p(AMt(a))= 1. . where a and . i. . Define the function cp on C: by p ( w ) = logai. Proof.e. The second one is an immediate consequence of the third statement... Let 0 < a l . . .5) then PQ(tV)= =(tP) =m Q ( t P ) ..ap < 1 be numbers. c w'Eu'(w) exp(cp(w'))f(w') = Consider the transfer operator Ck exp(cp(k))f(kioi1 . .7.in satisfy the following condition: (A2. .u p t ) . If Q C C: as a compact ainvariant set. CPQ(t9)= 0 have unique roots s.. .in 5 e@.the largest eigenvalue of L .. Assume that the numbers ai. and 3 which satisfy 0 5 s 5 5 5 3 < co.
where p is the coefficient in the dometric (see (A2.18)).2 (see Statement 2. . Proof.Variational Principle for Topological Pressure 109 We conclude the appendix with formulae for the topological entropy of a subshift of finite type and the Hausdorff dimension of a topological Markov chain. = P(A). (2) d i m H z 2 = d i m H z 1 = where p is the coefficient i n the dpmetric (see (A2.9.2 (see also linear horseshoes in Section 23). The second and the third statements can be proved by straightforward calculation which we leave to the reader. Let A be a transfer matrix. The first statement follows from the third statement of Theorem A2.18 I ) ) . Note that the second statement is essentially a corollary of Theorem 13. Theorem A2. Then w. (1) hz: ( 0 ) = h q (a)= h ~(0) .8. (3) dimHCA = 2 w . see also selfsimilar constructions in Section 13) while the third statement is a corollary of Theorem 22.
f c ( 2 .U. a . U . $(U)= m(U)l. the Caratheodory functions ~ ~ a( ) 2and. see Section 10) depends on the cover U (and the function 'p) and is given by m c ( Z .Appendix I11 An Example of Carathkodory Structure Generated by Dynamical Systems In this Appendix we briefly discuss an example of Cstructure generated by dynamical systems. $ ) on X . and A3' in Section 10 and hence determine a Cstructure 7 = . see Section 10) depend on the cover U and are given by rc(2. A3. 7.[.a. Let f:X + X be a continuous map of a compact metric space X and 'p: X + R a continuous strictly positive function.a)= Nlim R(Z. 3 . a )= lim M(Z. 7 . c Furthermore. See Appendix IV. [ .N). 7 ( U )= exP( SUP Srn(U)'p(4). XEX(U) where c m(U)l Sm(U)'p= 'pOfk.'p. This Cstructure was introduced by Barreira and Schmeling [BS] in their study of metrically irregular sets for dynamical systems. N ) . and II.$: S ( U ) + R as follows E(U)= 1. f c ( 2 . satisfy Conditions A l . and the functions 7. k=O One can directly verify that the collection of subsets 3.U.2) and three functions E .cY.a ) (where 2 C X and a E W. tw 110 . a )= N+CO lim R ( Z .N). ' p .a) (where 2 c X and a E W. The corresponding Caratheodory function mc(2. Consider a finite open cover U of X and define the collection of subsets 3 = 3 ( U ) by (11. A2.'p.(U) = ( S . N+w and the infimum is taken over all finite or countable collections of strings 0 S ( U ) such that m ( U ) 2 N for all U E B and B covers 2.
after Barreira and Schmeling). B S .(ZZ) ifZ1 c ZZ c BS. They are immediate corollaries of the definitions and Theorems 1.(Z).(Z) .(Zi).. 2 . &.p(Z) respectively. . 2 .(Z) 2 supi2l sS.$11.(Z)I I IIcp  $117 ..(Zi) and m. and =. BS. given a set Z c X . BS. ( Z ) .(ZZ) if ZI c ZZc X.. and m . If h: X + X is a homeomorphism which commutes with f (i.1 and 2. &(ZI) I W ( Z 2 ) and m. BS.(Z).1. . IBS.. According to Section 10. . &(Z) 2 0 and m. .(Z1) I %. IW+O We call the quantities BS.B%J(Z)lI IIcp ... . 0 = = 0. Repeating arguments in the proof of Theorem 11. f o h = h o f) then x.(Z)2 sup.BS.. .1 one can show that for any set Z c X the following limits exist: S ( U ) such that m ( U ) = N for all U &(Z) def = lim BS.0 = 0. where Z = UiZlZi and 2.(Z)I I IIP .0 BS.(Z) = &ohi(h(Z)).(Zl) I BS. i = 1 . I&(Z) . .An Example of Carathhodory Structure 111 and the infimum is taken over all finite or countable collections of strings 6 c E 6 and 6 covers 2. respectively the BSdimension of a set and lower and upper BSbox dimensions of the set Z (specified by the function cp and the map f .21Zi and Zi c X . c X .(Z) = BSv0hi(h(Z)). where Z = U.(Zi). For any two continuous functions cp and $ on X IBS. We denote them by BS. m.e. BS. Theorem A3.(Z).p(Z).$11.l ( h ( z ) ) . We emphasize that the set Z can be arbitrary and need not be compact or invariant under the map f.Ss..(Z) = B ~ ..1.(Z) = supi2l BS.Ss. The main properties of BSdimension and lower and upper BSbox dimensions are described below. i = 1 .(Z) 2 O for any nonempty set Z c X . o h . ( Z ) .(Z) . the Cstructure 7 generates the CarathCodory dimension of Z and lower and upper CarathCodory capacities of Z specified by the cover U and the map f. .. BS. BS..(Z)2 0 for any nonempty set Z c X .l..
+. we set in accordance with (10. If p is a Borel probability measure on X invariant under the map f and ergodic. i. (2) Compare the definitions of topological pressure and BSdimension one can obtain that for any set Z c X the BSdimension of 2 is a unique root of Bowen’s equation Pz(scp) = 0.(f) is the measuretheoretic entropy o f f .. (1) In the case ‘p = 1.(p) = m . Let p be a Borel probability measure on X which is invariant under f . IUI+J We call these quantities the BSdimension of a measure and lower and upper BSbox dimensions of the measure p (specified by the function ‘p and the map f ) . ~ ( p )respectively. We denote them by BS. (2) BS.(p) = sS. where h..[.u(p). s = BS.$) on X generates the CarathCodory dimension of p and lower and upper CarathCodory capacities of p specified by the cover U and the map f .2. ( p ) = d . the Cstructure 7 = (S.(~L) lim BS. &.F . Given a point z E X .1) where the infimum and supremum are taken over all strings U with z E X ( U ) and m(U)= N .e. It follows from what was said above that there exist the limits BS. Remarks.Appendix I11 112 where 11..1).u(p). We leave the proof of the following statement to the reader (compare to Proposition 11. q..~(~).. According to Section 10. Theorem A3.(Z). . then (1) for every CY E R and palmost every z E X .11 denotes the supremum norm in the space of continuousfunctions on X . and m .u(p). the BSdimension of a set 2 c X and lower and upper BSbox dimensions of 2 coincide with the topological entropy o f f on Z and lower and upper capacity topological entropies o f f on 2 respectively. ( p ) = lim BS. ef IUIrO def B S . .
16)). is the set of all forward generic points of the PEWX) measure p (see (A2.2 and (A2. Indeed.) X 'f'dp = PG(BSp(p)P). and hence . by Theorem A3.2 we establish the variational princzple for the BSdimension: where G = u G. 0 = hp(f)  / BSv(p) This implies that BS. and G.(p) = BS.(G.16).113 An Example of Carathkodory Structure As a consequence of Theorem A3.
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Part I1 Applications to Dimension Theory and Dynamical Systems .
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. . We begin with the most basic geometric construction.Chapter 5 Dimension of Cantorlike Sets and Symbolic Dynamics It is now the prevailing opinion among experts in dimension theory that the coincidence of the Hausdorff dimension and lower and upper box dimensions of a set is a “rare” phenomenon and can occur only if a set has a “rigid” geometric structure... (CG2) diamAi.. Nevertheless.Ap of Rm we define a Cantorlike set by M where the basic sets on the nth step of the geometric construction. . Thus. i n ) # (jo.in + 0 as n + co. .. By the separation condition this map is onetoone and hence (since Cp’ is compact) it is a homeomorphism.. Starting from p arbitrary closed subsets A. and totally disconnected. .. ) of p symbols (p is the number of basic sets on the first step of the construction) endowed with the dp metric given by (A2. ....i= 1.. A... n Aj.in is nonempty and by Condition (CG2).. . for .i..in). Symbolic representation. n F = 0 for any (io ... The set F is perfect... . Computing their Hausdorff dimension and box dimension was a great challenge to experts in the field who had to create a number of highly nontrivial methods of study. Given w = (ioil . i k = 1.. The Cantorlike sets are defined by geometric constructions of different types..... ..18) (see Appendix 11). . nowhere dense. consists of only one point 2..... there exists a broad class of subsets in Rm. .. known as Cantorlike sets. ..j C A. These sets often were the source for exciting examples that demonstrated different phenomena in dimension theory. the formula x ( w ) = 2 defines correctly a continuous map x: E$ t F which we call the coding map. ....i. Let E. nr=o 117 . These sets were a traditional object of study in dimension theory for a long time and also served as a touchstone for different techniques. See Figure 1... .. The description of a geometric construction includes the description of its symbolic representation and its geometry.. (CG3) (separation condition): A. for which the coincidence usually takes place... ) E Cp’ the intersection A... . be the set of all onesided infinite sequences (i& . p (n 2 0) are closed and satisfy the following conditions: (CG1) A.j.P. . ..
.in) with respect to Q. a(&) = Q. j1 = il. . . This includes the information on the placement of the basic sets. a). a finite factor of a subshift of finite type). The limit set F is defined by cx) n=O (io. Q = C of geometric constructions are constructions modeled by subshifts of finite type. A SIMPLEGEOMETRICCONSTRUCTION. a) is a sofic system (i. see also Figure 2 in Section 13). = 1 for j = 0 . there exists ( j o j l .in) Qadmissible One can classify geometric constructions according to their symbolic representation.e. i..e.. Namely..where Q c C map a. A(ij.. A construction is called a simple geometric construction if it is : (see Figure 1). . Finally. l . then the placement can be fairly .e. and "sizes". see Appendix 11.j ) = 0 or 1.jn = in. . we allow only basic sets that correspond to admissible ntuples (io . .e. .. Figure 1.e. Another important class modeled by the full shift. If one has strong control over the shape and sizes of basic sets. Such constructions are called symbolic geometric constructions. i. a geometric construction is called a sofic geometric construction if (Q. .118 Chapter 5 We consider a geometric construction modeled by a general symbolic dy: is a compact set invariant under the shift namical system (Q.) E Q such that j o = io.. .. Namely. the geometric construction is called a Markov geometric construction if Q = C i (we remind the reader that C i consists of all sequences ( i o i l . Geometry of the construction. . ) admissible with respect to the transfer matrix A with entries A ( i . . their geometric shapes. i. . i. .
i. However. for instance. Namely. . developed in Chapter 4 and Appendix I1 (in particular its nonadditive version). provide complete information on the geometry of the construction and.. is sufficient to compute the Hausdorff dimension and box dimension of the limit set.the radius and by zio.. In Section 15 we will show that. the Hausdorff dimension and lower and upper box dimensions of the limit set coincide and are equal to s... According to Appendix I1 (see Theorem A2. and viceversa.o.i. the sequence of functions vn is subadditive (see Condition (12. the number s provides a lower bound for the Hausdorff dimension and the number s provides an upper bound for the upper box dimension of the limit set (see Theorem 15. s 5 3.e. Bowen’s equation is one of the main manifestations of the general CarathCodory construction developed in Chapter 1: it expresses intimate relations between two CarathCodory dimension characteristics: the Hausdorff dimension of the limit set of a geometric construction and nonadditive topological pressure specified by the sequence of functions {cpn} for the underlying symbolic dynamical system . The collection of numbers rio....i. under some mild additional assumptions.. To illustrate this we first consider constructions whose geometry seems to be most simple where one has complete control over the shape and sizes of basic sets which are balls. one can often use only the numbers rio. then the Hausdorff dimension and lower and upper box dimensions coincide and are completely determined by the sizes of basic sets only... i. to obtain refined estimates for the Hausdorff dimension (from below) and the upper box dimension (from above) of the limit set (see Section 15).... consider the sequence of functions cpn(w) = logrio. the numbers rio. where w = (ioil.. Clearly.i. m Q ( S { ‘ P n } ) = 0 (where PQ and CPQ denote the nonadditive topological pressure and nonadditive upper capacity topological pressure specified by the sequence of functions { c p n } ) have unique roots provided the sequence of radii admits the asymptotic estimate (A2. Denote by rio.23). applied to the underlying symbolic dynamical system.i..)..Dimension of Cantorlike Sets and Symbolic Dynamics 119 arbitrary.1)... Surprisingly.i. in particular. the Hausdorff dimension and lower and upper box dimensions may not coincide and their exact values may depend on the placement of basic sets (see Example 15.. In this case s =3 s and regardless of the placement of basic sets. We denote these roots by 3 and 3 respectively.i.1). The main tool to study this geometric construction is the thermodynamic formalism. We emphasize that the above approach works well for an arbitrary collection of numbers rio. Moreover.1).. which may depend on the whole “past” and may not admit any asymptotic behavior as n + 03. Clearly it satisfies Condition (12. .. s is the unique root of the equation sf An equation of this type was first discovered by Bowen in his study of the Hausdorff dimension of quasicircles (see [ B o ~ ]and ) now bears his name.6) the equations pQ(s{Pn}) = 0.in and coordinates of points zio.. on Q.E Rm the center of the basic set (ball) A. on the nth step of the construction. Yet. if.4)).
. compare to Condition (CG3)). (CM4) for any ( 2 0 .. which can be used to obtain the exact values of the Hausdorff dimension of the limit set (we call it a Moran cover) is completely determined by the symbolic representation of the geometric construction. .. p are const ants. We stress that basic sets of a Moran geometric construction at the same step may not be disjoint (they may intersect along boundaries. (CM2) 4 0 .. . where 0 < X j < 1 for j = 1.. . i. Moran constructions modeled by subshifts of finite type or sofic systems were studied in [MW]. Bowen’s equation contains all necessary information on the geometric construction that matters in computing the Hausdorff dimension of the limit set: the information on the underlying symbolic dynamical system and its realization into the Euclidean space by basic sets. In [PWl].. (CM5) diamAiO. is .i.. .e.. in his seminal paper [Mo]...o. .jn) the basic sets Aio.. In 1946 Moran..injis geometrically similar to the basic set Aio... regardless of the placement of basic sets.. .i n j C Ai0.in and Ajo.120 Chapter 5 ( Q . Moran considered only geometric constructions modeled by the full shift.. is the closure of its interior. Bowen’s equation seems to be “universal” in dimension theory: we will demonstrate that the Hausdorff dimension of limit sets for various classes of geometric constructions as well as invariant sets for various classes of dynamical systems can be computed as roots of Bowen equations written with respect to the underlying symbolic dynamical systems. Pesin and Weiss demonstrated that Moran’s approach can be greatly extended to a much more general class of Moranlike geometric constructions w i t h stationary (constant) ratio coefficients. In particular. .c)..infor every j . Namely. (CM3) each basic set Aio. i n ) # ( j o .jndo not overlap. Moran discovered that it is a unique root of the equation P p i t =1 i=l which is a particular case of Bowen’s equation corresponding to the full shift.P.. His remarkable observation was that an “optimal” cover.. They discovered that the only property of basic sets that matters in constructing Moran covers.i. introduced and studied geometric constructions with basic sets satisfying the following conditions: (CM1) each basic set A. ....in for J’ = 1.. their interiors are disjoint. The numbers X i are known as ratio coefficients of the construction since they determine the rate of decreasing the sizes of basic sets. Such constructions are called Moran geometric constructions (the name coined by Cawley and Mauldin [CM]). the Hausdorff dimension of the limit set is completely determined by the ratio coefficients. .inj= XjdiamAi. Therefore. the limit set F may not be a Cantorlike set and the coding map x may not be injective (but it is still surjective)...
. Stella considered a particular case of geometric constructions modeled by subshifts of finite type assuming that basic sets do not overlap and satisfy Conditions (CM1) and (CM4).. one can generalize results by Pesin and Weiss to Moranlike geometric constructions with nonstationary ratio coefficients where the radii of balls Bi. one can choose Bi. the push forward to F by the coding map of an equilibrium measure p on Q corresponding to the function scp is an invariant measure m of full dimension.. Moranlike geometric constructions with stationary or nonstationary ratio coefficients can serve as models to approximate geometric constructions with to be inarbitrary geometry of basic sets. In [St]. regardless of the placement of basic sets the Hausdorff dimension and lower and upper box dimensions of the limit set F coincide and the common value is a unique root of Bowen's equation where cp(w) = logxi.. .=. For example.in of radii is a constant) with disjoint interiors such that 121 rio.e... the ratio coefficients do not depend on the directions in Rm.. Barreira pointed out that using a nonadditive version of the thermodynamic formalism. for example. Moreover.. it is positive and finite. In [Bars].. is the thermodynamic formalism described in Chapter 4 and Appendix 11.. X i J (C > 0 The topology and geometry of basic sets of these constructions may be quite complicated (for example.. It is worth emphasizing that if prpis a Gibbs measure (this happens. dimH F = dimH m (see discussion in Section 5).. i. the basic sets at step n of the construction need not be geometrically similar to the basic sets at step n . Pesin and Weiss also showed that a slight modification of Moran's approach allows one to deal with geometric constructions modeled by an arbitrary symbolic dynamical system (Q..inmust be disjoint). In [PWl]. ..e. Examples include geometric constructions in R2 with basic sets to be rectangles or ellipsis (see Sections 14 and 16).1 (see Condition (CM3) in the definition of Moran geometric constructions).in) (see Section 15). they may not be connected and their boundary may be fractal). i..The main tool of study..Dimension of Cantorlike Sets and Symbolic Dynamics the following: there exist closed balls &.inmay depend on the whole past (io .in= Cn. scribed balls and use their radii to estimate the Hausdorff dimension (from below) of the limit set.. for any w = (ioil . We note that Moranlike geometric constructions are isotropic. ) E Q. There are geometric constructions which do not satisfy this assumption and have different rates of contraction in different directions in Rm. a).... Moreover.. Nevertheless..: for some transitive transfer matrix A ) the Hausdorff measure of F is equivalent to m. In particular. as explained above. if Q = Z . the idea of approximating geometric constructions (CG1CG2) with complicated geometry of basic sets (which may not even satisfy separation .in at step n of the construction may intersect each other (although the interiors of the balls Bi... Another important feature is that basic sets Ai. . in particular..
. In dimension theory there is a popular class of geometric constructions. i. known as selfsimilar geometric constructions. . the embedding of the symbolic dynamics into R" by x). We notice that if basic sets of a geometric construction are disjoint the coding map is injective. These constructions are a very special type of Moran geometric constructions (CM1CM5) where not only the sizes of basic sets but also the gaps between them are strongly controlled. are given bY Aio. inscribed balls often fail to produce a reasonable approximation (see Example 14. . we obtain a general lower bound for the Hausdorff dimension of the limit set of the construction (see Theorem 14. . based on an effective replacement of the basic set of a geometric construction (CG1CG2) by disjoint balls.i. Therefore. In particular. In general.. The dynamics of G bears the complete information on the symbolic representation of the construction (via the map ulQ) as well as on its geometry (via the coding map x. it may be extremely difficult to find an effective approximation of a given geometric construction. A more sophisticated approach to the description of geometric constructions with complicated geometry of basic sets is based upon the study of the induced map G on the limit set F generated by the symbolic dynamical system. .i. It seems quite plausible that those characteristics of the dynamics of G that are connected to the instability of its trajectories are relevant for computing the Hausdorff dimension and box dimension of F . We stress that basic sets of a regular geometric construction need not resemble balls in any geometrical sense. o hin(D). We call a geometric construction regular if it admits such an approximation. This means that the basic sets Ai.e. to obtain a general upper bound for the upper box dimension of its limit set (see Theorem 14. o .in= hi. they satisfy the p r o p erty: dist(hi(x).h. In Section 14 we give a formal mathematical definition of the notion of regularity and study some properties of regular constructions. This can be clearly seen when G is an expanding map.e. .5). hi(y)) = X i dist(x. y) for any x.. the shift u induces a map G on the limit set F given by G = x o (T o x'.. for instance... . One can further use the approach.: D + D are conformal affine maps.1).. A more general class of geometric constructions is formed by geometric constructions with contraction maps where the maps hi are biLipschitz . o hi.122 Chapter 5 condition (CG3)) by Moranlike geometric constructions can be fruitfully used to some extent.y E D (where D is the unit ball in R") with fixed 0 < X i < 1 (for detailed description of selfsimilar constructions and related results see [Fl] where further references can also be found). Roughly speaking the regularity of a geometric construction means that its basic sets can be effectively replaced by balls such that the new geometric construction admits a Moran cover. In Section 15 we introduce appropriate characteristics of instability and demonstrate how to use them in estimating the Hausdorff dimension and box dimension of the limit set.1). which are effected by a finite collection of similarity maps. where h l ..
Moranlike Geometric Constructions with Stationary (Constant) Ratio Coefficients We begin with a geometric construction with the simplest geometry of basic sets modeled by a symbolic dynamical system (Q.. . Note that it is Holder continuous. Furthermore.. y E D.. These constructions are regular (see Section 14).. ~ ~ (CPW3) Bio.) and w2 = (ioil .. i . a). .) = 0 (we remind the reader that PQdenotes the topological pressure on Q with respect to the shift o.. . > 0 are constants.) be two points in Q with j # k..i. y) 5 dist(hi(x). p . ~i0.i. . i n k . i n j . .. Basic sets of these constructions are essentially balls. ... We have " .. .for j = 1. ..see Section 11 and Appendix 11). Aidist(x. They are fixed and do not depend on the basic sets..injC AiO.in) # ( j o .. We assume that basic sets are closed and satisfy: (CPW1) Aio. The geometric simplicity of the geometric constructions (CPW1CPW4) will allow us to illustrate better the role of symbolic dynamics.) such that 0 < X i < 1. n are closed n (13.A.1) where 0 < X j < 1 for j = 1. Given a ptuple X = (XI.where Q c CP+ is a compact shift invariant set. .. hi(y)) 5 xi dist(x.. basic sets Aio.. . 13. K1 > 0. .i.. .and .and BiO .P.i.jm = 0 for any m 2 n.Denote by x:Q + F the coding map (see definition in the introduction to this chapter).. ( 2 0 . Selfsimilar constructions (see below) or more general Moran geometric constructions (CM1CM5) (see the introduction to this chapter) are particular examples of geometric constructions (CPW1CPW4).Dimension of Cantorlike Sets and Symbolic Dynamics 123 contraction maps. . and Kz (CPW4) intl?io.. n intEjo.i. This means that for any x. . (CPW2) C Ai.. although their topology and geometry may be quite complicated.jm) and This class of geometric constructions was introduced by Pesin and Weiss in [PWl]. The numbers X i are called ratio coefficients.inat step n of the construction may intersect each other.. ... . . C Bio. where 0 < Ai 5 xi < 1. .. . . where balls of radii E ~ ~ ... y). .. .. there exists a uniquely defined nonnegative number sx such that PQ(sxlOgXi.... To see this let w1 = (ioil . .
.. . Let px be an equilibrium measure for the function ( i o i l . We have that w E Ci.) c Q..o.Ap) be a vector of numbers with 0 < X i < 1.i+... We call this cover a Moran cover.. This implies that any Holder continuous function on F pulls back by x to a Holder continuous function on Q.in(.o..e.. . Fix 0 < r < 1. if w' E C..Np.j = 1. > r .. Given a point x E F and a number r > 0. .R(X).in(wj). if it does not cause any confusion). Moreover.~n(w. Let C ( w ) be the largest cylinder set containing w with the property that C ( w ) = Cio.Ain(w)+lI T.... on Q.. . C@)n R is empty for any j # k (while the intersection C(j)n C @ )may not be empty1.e... m x ( 2 ) = px(x'(Z)) for any Bore1 set 2 c F ) . p . Xin(. .).in(u) and n(d)5 n ( w ) then Ci0. We have that A(j) = Aio. and a number r > 0.) for some w" E C ( w ) and C~o. i... (13. .. .. . Let X = ( X I ... There exist points w j E Q such that C(j) = C.) c C ( w ) for any w' E C ( w ) . r . Q ( X ) .in(".. 0 < a < 1 are constants and dp is the metric in C: (see (A2.. .r ) is bounded f r o m above by M . ) ++ sx log Xi.. . ... . . given a subset R c Q. &.n(uj). A) denote the unique positive integer such that Xi. We denote these sets by C(j). in general. The sets A(j) = x ( C ( j ) ) j.. It where w j E R and the intersection C(j) n consists of sets C(j) = Cio. the gaps between them).i Furthermore.18) in Appendix 11). . the coding map x is not invertible (since basic sets at the same level of the construction may intersect each other) and even if it is invertible it is not necessarily Holder continuous (this depends on the placement of the basic sets. let n ( w ) = n ( w ...r ) is bounded from above by M .. = U ... . We call M a Moran multiplicity factor.. . a point x E F . Given a point w = ( i o i l .. . i = 1. Notice that. The crucial role that Moran covers play in studying the Hausdorff dimension and box dimension of F can be understood in view of the following observation. Given a subset R c Q (not necessarily invariant) one can repeat the above arguments to construct a Moran cover of R which we denote by U. These sets form a disjoint cover of Q which we denote by U. are not necessarily disjoint and comprise a cover of F (which we will denote by the same symbol U.in(. there exists a number M > 0 which does not depend on x.Xi.124 Chapter 5 where C > 0.) c ciO. . .N. = 1.) E Q.2) It is easy to see that n ( w ) + 00 as r + 0 uniformly in w ..Q(X) that have nonempty intersection with the ball B ( x . and mx the push forward measure to F under x (i.R(X) that have nonempty intersection with the ball B ( x . Fix w E Q and consider the cylinder set C. We describe a special cover of the limit set F for a symbolic geometric construction (CPW1CPW4) which allows one to build an optimal cover to be used to compute the Hausdorff dimension and box dimension of F .in(zj) for some x ~ jE F . and X and satisfies the following property: the number of basic sets A(j) in a Moran coverU.. the number of basic sets A(j) in a Moran cover U. ... r .Xi. . . The sets C ( w ) corresponding to different w E Q either coincide or are disjoint.
2 . . . j ) ) . The property of the Moran cover implies that m(l)5 M . Denote them by A?'. (3) Proof. We now have that for any n > 0 and N > n . . .1. . By the definition of Hausdorff dimension there exists a number r > 0 and a cover of F by balls Be.. .in(t. F i x E > 0. choose r so small that n ( e . .Then (1) dimH F = h B F = d i m ~ F= sx. where M > 0 is a Moran multiplicity factor (which is independent of l ). } comprise a cover B of F .AZ""".4) Given a number N > 0 . [PWl] Let F be the limit set for a geometric construction (CPWICPW4) modeled b y a symbolic dynamical system ( & .Dimension of Cantorlike Sets and Symbolic Dynamics 125 Theorem 13. By (13.m ( l ) ..3) For every l > 0 consider a Moran cover qf of F and choose those basic sets Note that from the cover that intersect Be. of radius re 5 r such that (13.j) comprise a cover of Q. By (13. and the corresponding cylinder sets Cf' = Cio..3) and (13. i n ( e . We first show that s 5 d.in(f. . . . . a ) . 2 . l = 1 .j) for some (io.1) and (13. (2) d'imH mx = sx. A?) = Aio. The sets {A?). l = 1 . .. . . .. j ) 2 N for all l and j . j = 1 .2) it follows that where C1 > 0 is a constant independent of l and j . Set s = sx and d = dimH F ..
By the definition of the upper box dimension (see Section 6) there exists a number r = r(&)> 0 such that N ( F . cp... Consider an arbitrary cover of Q by cylinder sets Cio..19) (see Appendix 11) with p ( w ) = (d + E) log xi. Then there exists a basket containing at least balls. Consider a Moran cover U.Since this inequality holds for all E we conclude that s 5 d.) 5 0. . r ) 2 rE' (recall that N ( F . This implies that there exists a positive integer 11 such that N E [C2log . r r where Cz > 0 and C3 > 0 are constants. (and a = 0). It follows that .i. that this cover need not be optimal. Let A(j) = x ( C ( j ) )= Ai.5 (see Appendix IT).0.. s 5 d + ~ .N.. and hence 1 A Czlog.(. xj = ~ ( w j ) Note .. by Theorem A2..15 n ( w j ) 5 C310g. i.log p ' where card denotes the cardinality of the corresponding set. We now think of having N. balls and B baskets. Hence.. of Q by basic j = 1.+ l ... Denote d = d i m ~ F We . r ) is the least number of balls of radius r needed to cover the set F ) ...in(w..Un.1.iN . If r is sufficiently small we obtain that card { j : n ( w j ) = N } 2 rZc'. N ( F ... where sets C(j) = Cio.126 Chapter 5 where M ( Q .2) there exists A > 1 such that for j = 1... . Fix E > 0...N ) is defined by (A2. now show that d 5 s. This implies that PQ((d+E)logXi. By (13..Cz log 2 possible values. This implies that n ( w j ) can take on at def most B = C3 log .). N.C3 log 4 4+ 9 4+ N..e. r ) card { j : n ( w j ) = N } 2 B > 2~ rE' c.. r ) .N. 2 N ( F ....
5) and (13. (4Q) + s log X i o h = 0. j=1 j=1 k=O where C5 > 0 is a constant. r ) 5 M .0.U.. It follows that the measure mx satisfies the uniform mass distribution principle (see Section 7) and hence dimH mx 2 s.7) . Assume first that the measure p~ is a Gibbs measure corresponding to the function slog Xi..5 in Appendix 11)...r ) of radius r centered at a point x . By (13. Since this inequality holds for all E we conclude that d 5 s. (13.5) Consider the open Euclidean ball B ( x . N where R(Q. By (A2.2) we obtain that for every x and every r > 0. N ) is defined by (A2. p. where M is a Moran multiplicity factor. We turn to the general case when px is just an equilibrium measure.2&)logXio. r )denote the number of sets A ( j ) that have nonempty intersection with B ( a . In order to prove the second statement we need only to establish that s I dimH mx.5 this implies that and hence d . . By Theorem 11.20) (see Appendix 11) there exist positive constants D1 and Dz such that for j = 1. We now have that for any n > 0 and N > n..2~ 5 s (see Theorem A2.Nr (13. r ) . . Let N ( x . By definition h. This completes the proof of the first statement.Dimension of Cantorlike Sets and Symbolic Dynamics where C4 127 > 0 is a constant.19') (see Appendix 11) with a = 0 and p(w) = ( d . It follows from the property of the Moran cover that N ( z .
applied to the function slogXi. . .r ) .. If the measure is ergodic it follows from the Birkhoff ergodic theorem..9) Combining (13.. Let us first assume that is ergodic. where A 4 is a Moran multiplicity factor. Thus. PA(Go.u~(Qe) > 0 if C 2 t o . that for PAalmost every w E Q there exists N z ( w ) such that for any n 2 N z ( w ) .r. Since m ~ ( x ( Q e )>) 0 by the Bore1 Density Lemma (see Appendix V) for mxalmost every x E x(Qe) there exists a number T O = T O ( Z ) such that for every 0 < r T O we have < m ~ ( + .T ) of radius r centered at a point 2. Fix E > 0..10) and (13. r . Set A?) = x ( ~ f ) ) . This implies that for PAalmost every w E Q and any n 2 max{Nl(w)."=.).r ) n x(Qe)) N N < C mx(A?)) < C j=1 n n(x~) Xibsa j=1 k=O < K2N(x. C ) denote the number of sets A?' that have nonempty intersection with B ( x . It now follows from (13.Chapter 5 128 def where h.E b ) . Consider the open Euclidean ball B ( x . (13. < mx(B(z. It is easy to see that Qe c Qe+l and Q = Qe (mod 0 ) .Nr.e for which there exist points w j E Q such that Cf' = c~~.(w) is the cylinder set containing w. consider a Moran cover &.. . Let N = N ( x ..10) is still valid and can be shown by decomposing . .. j = 1. It follows from the ShannonMcMillanBreiman theorem that for PAalmost every w E Q one can find N l ( w ) > 0 such that for any n 2 Nl(W).8). denote by Qe = {w E Q : N l ( w ) 5 C and N z ( w ) I C}. (13.LLA into its ergodic components. then (13. Given 0 < r < 1. Given C > 0.(alQ) = h is the measuretheoretic entropy. C ) T ' .. there exists CO > 0 such that . Let us choose C 2 CO.~ < K & f r S .Ww)}. r ) ) I 2mx(B(x.2) that u. and (13..&(w)) I exp((h .8) where Cio. n n j=O j=O where a = 2 ~ minj / log(l/Xj) > 0.(~. (13.. It consists of sets Cf)..10) j=O If is not ergodic.a . By the property of the Moran cover we have that N M .7). r ) n x(Qe))...Q( of the set Qe.~.Nz(w)).9) we obtain that for PAalmost every w E Q and 71 2 max{Nl(w). (13.
Thus. . F = d i m ~ F= 0. p . Therefore. Note that px is an equilibrium measure corresponding to the function sx log Xi.Then where . . In view of Statement 2 of Theorem 13. in particular. (z) 2 s x . . If X i = X for i = 1 . This implies that dimH mx 2 s x . p . Since the sets Qe are nested and exhaust the set Q (mod 0) we obtain that elm. . . .1 that The case of equality is obvious. and the third statement follows.1 the measure mx is an invariant measure of full Carathkodory dimension (see (5. .A = max{Xk : 1 5 k 5 p } and hQ(u) is the topological entropy of u on Q. It follows from Statement 3 of Theorem 13. . if hQ(U)= 0.This proves the desired results. equality occurs if X i = X for i = 1 .4)). . The next statement provides an upper estimate for the number sx. . h. (u I Q ) = h Q ( u ) ..a for rnxalmost every x E F . then dimH F = b . Let F be the limit set for a geometric construction (CPWICPW4) modeled b y a symbolic dynamical system (&. (2) [Fu] i f X i = X f o r i = 1 . . Since a can be arbitrarily small this proves that dimH F 2 dimH rnx 2 sx.2. . .Dimension of Cantorlike Sets and Symbolic Dynamics This implies that for any f2 > l o and rnxalmost every x E 129 x(Qe). . Theorem 13. We call it simply measure of full dimension. then Proof.a . then px is a measure of maximal entropy (since the function cp(w) = slogX is constant). .a). p .
A p t ) . . The corresponding transfer matrix is (1 : 11 1 1 1 . .Given < XI.3. This is the wellknown Sierpinski gasket . < 1. b) A Markov Construction. specified by the full shift and a subshift of finite type respectively.1 and Theorem A2. Examples are shown on Figure 2. Let p ( B ) denote the spectral radius of the matrix B. where we forbid all configurations whose codings contain a 1 followed by a 2. F = dim~F = sx. we define a p x p diagonal matrix Mt(A) = diag(Alt. . We consider the particular case of a subshift of finite type (C2. Then dimH F = d i m . where sx is the unique root of the equation CAit= 1. The case of a simple construction is shown on Figure 2a.130 Chapter 5 a b Figure 2.A. . where sx is the unique root of the equation p(AMt(A))= 1. .. (1) Let F be the limit set for a geometric construction (CPW1CPW4) modeled by a subshift of finite type ( X i .simple geometric constructions and Markov geometric constructions.the limit set for a Moran geometric construction (CM1CM5) on the plane with A 1 = A2 = A3 < and p = 3. SIERPINSKI GASKETS: a) A Simple Construction. . and the case of a Markov construction on Figure 2b. We consider two special cases of symbolic geometric constructions . . p numbers 0 Theorem 13. Then dimHF = k B F =dim~F = sx.8 (see Appendix 11). The desired result follows from Theorem 13. u). P i=l Proof. (2) Let F be the limit set for a geometric construction (CPWlCPW4) modeled by the full shift.u). .
e. there exists E > 0 and a cover of 2 by balls Bk of radius r k 5 E satisfying (Tk)"' 5 mH(F. includes geometric constructions modeled by mixing sofic systems or by mixing subshifts satisfying specification property (see the definition in [KH]).4. s ~ < (3) rJmx (x)= am. (2) the Hausdorff measure mH(. Remark..5) and (13.then by Theorem 15. the subshift is topologically mixing (the case of an arbitrary transfer matrix can be reduced. sx) is equivalent to the measure mA. Proof of the theorem. ticular. see Appendix 11). A more general class of geometric constructions. u ) . to the case of transitive transfer matrix. If p is an arbitrary Gibbs measure on Q.. [PWl] Let F be the limit set for a geometric construction (CPWICPW4) modeled b y a symbolic dynamical system ( Q . 0 < mH(F. S x ) + 6. for the Sierpiriski gaskets shown on Figures 2a and 2b with we have respectively that SA = log3(log2)' and sx = log *(10g2)~. .4 below its push forward measure m = x * p is exact dimensional (see definition of exact dimensional measures in Section 7) and the pointwise dimension of m is constant almost everywhere (and is equal to h p ( u l Q ) /SQlogXi. It follows that SA 5 dimH F and mH(F. s A ) .A). We now prove that mA(. in par) 00. (13.dp).(x)= SA for every x E F. This proves the first statement. the answer is negative.) 5 const x ~ H ( .Dimension of Cantorlike Sets and Symbolic Dynamics 131 For instance. Assume that the measure mA is a Gibbs measure then (1) the measure p~ satisfies the uniform mass distribution principle. Since p~ is a Gibbs measure one can repeat arguments i s the proof of Theorem 13.6) that where C1 > 0 is a constant. The latter form a much broader class of geometric constructions than the class of geometric constructions modeled by subshifts of finite type. If a geometric construction is Markov then the measure px is Gibbs provided the transfer matrix is transitive.Given 6 > 0 and a Bore1 subset 2 c F. c k It follows from (13. SA) > 0.20) in Appendix 11). Since 6 is chosen arbitrarily this implies that . A more delicate question in dimension theory is whether the Hausdorff measure of the limit set at dimension is finite. Moreover. (4) dimH(F n U )= SA for any open set U which has nonempty intersection with F . X= a Theorem 13.1 (see (13.6) implies that sx 5 &(x) for every x E F. Below we will show that it is positive provided the measure px is a Gibbs measure (see Condition (A2. . In general.6)) and conclude that it satisfies the uniform mass distribution principle. i. in a sense. for which p~ is still a Gibbs measure. mx (2)5 ClMmH(F.
If x = x(i0il . . .)+l c B ( x .. S A ) > 0.132 Chapter 5 We now show that m ~ ( SX) .in(. .1) and (13.11) UEU Note that one can choose a cover U of Z by basic sets A(k) = diamA(k) 5 E and mx(A(')) 5 mx(2) 6. . SA L dimH(F n U ) 2 dimH(F n Aio.) E F n U and n > 0 is sufficiently large then Ai. let U be any open set with F n U # 0 . Thus.11) to this cover U and obtain using (13. ' + i)6. ~ . This implies the third statement. This completes the proof of the theorem. . dimH(F n A.By virtue of (13.. 5 (13. .in) 2 sA. . . Fix 0 < T < 1. ~ H ( Zsx) . K z r ) . ~ + + m x ( ~ ( k ) )6 5 K ~ D . c U . . It follows from (13.). We now prove the last statement.5) for all w E Q. It follows that for all x E F.2).. 5 const x mx(. there exists E > 0 such that for any cover U of Z by open sets whose diameter 5 E we have + (diamU)SX 6. For each w E Q choose n(w) according to (13.. A(k)EU Since 6 is chosen arbitrarily this implies the second statement.. . Given 6 > 0.. . o .1) that A. It follows from the second statement that mH(F n A... Now. where Cz > 0 is a constant.5) that C 5K ~ D . i n ) 2 sx.. .o. Therefore.where x = ~ ( w ) . C satisfying + A(k)EU We can apply (13. ~ ( z )( K ~ D .. Let Z c F be a closed subset.
. These geometric constructions can be modeled by an arbitrary symbolic dynamical system (Q. it preserves the Hausdorff dimension and box dimension which can be computed by Statement 2 of Theorem 13. 0 < yi < 1. by Theorem 13. . Therefore... for w = (i& . . Regular Geometric Constructions In this section we follow Pesin and Weiss [PWl] and introduce a class of geometric constructions that admit approximations by Moranlike geometric constructions with stationary ratio coefficients. .i. Thus.. . Thus. this is not always the case and below we present an example where the “optimal” numbers 7 1 .yP are completely independent of the radii of the largest inscribed balls (see Example 14.hi(y)) = Aidist(z..e. . Consider a geometric construction (CG1CG2) modeled by a symbolic dynamical system (Q. ...1. . . where h l . We will control the geometry of basic sets by numbers 71. = hi. Given 0 < T < 1 and a vector of numbers y = ( 7 1 .. hp:D + D are conformal affine maps (i.9 in Appendix 11). . This allows us to obtain effective lower bounds for the Hausdorff dimension of the limit sets. If we further assume that basic sets at the same level of a selfsimilar construction do not overlap (i.e. . . consider a ny=. where ~ ( w = ) logxi. . p .2 (compare to Theorem A2. . They are geometric constructions with basic sets Aio. . Moreover. . their interiors are disjoint) then the geometric construction is a Moran geometric construction (CM1CM5).).Dimension of Cantorlike Sets and Symbolic Dynamics 133 Selfsimilar Constructions There is a special class of geometric constructions of type (CG1CG2) which are most studied in the literature (see for example. selfsimilar constructions are a particular case of Moran geometric constructions with stationary ratio coefficients (CPW1CPW4). The common value is the unique root of Bowen’s equation P ~ ( s ’ p= ) 0. i = 1. maps that satisfy dist(hi(z). see (A2. We also remark that if the ratio coefficients of the maps hi are equal (say.. 14..18) in Appendix 11). the induced map G on the limit set of the selfsimilar construction (which in this case is a smooth map) provides a smooth realization of the subshift ( Q . by balls of radius yij.. In some cases these balls coincide with the largest balls that can be inscribed in the basic sets. Here 0 < Xi < 1 are ratio coefficients. where D is the unit ball in Rm).i.a). o . 0) (see the introduction to this chapter.3).y) for any z . . .. However.in given as follows: Ai.) (if a selfsimilar construction is modeled by a subshift of finite type or the full shift the number s can be computed as stated in Theorem 13.1 below). it is worth emphasizing that we do not require the separation condition (CG3)). [Fl]).yP such that one can replace the basic sets Ai. . the Hausdorff dimension and lower and upper box dimensions of the limit set of a selfsimilar construction coincide.. to a number A) then the coding map is an isometry between the limit set of the geometric construction and Q (endowed with the metric dAl. . . (D). o hi..y. 0 hi. Clearly. g). . if basic sets at the same level are disjoint the coding map is a homeomorphism. y E D. .selfsimilar geometric constructions.
We define the 2" basic sets at step n by intersecting these 2" polygons with the rectangle [0. .. 1 r.yP) for which yi 2 Ti.3 consider a simple geometric construction (CG1CG2) on the interval [0.i = 1. then any vector y = (71.2. . A"].y3. We provide an example of a regular geometric construction on the plane that illustrates how the choice of the estimating vector can be made.. See Figure 3. = 4 ( y ) = {A(j)} of the limit set F constructed in Section 13. and A be any numbers in (0.1] having six vertices which consist of the two endpoints of the ith subinterval at step n for all three constructions.y p ) is an estimating vector for a regular geometric construction.r ) 5 constant (14. Given an open Euclidean ball B ( z .134 Chapter 5 Moran cover U.1] x [An.2) with 2" basic sets of size yi" at step n. . .1] x {i . We call a vector y estimating if R ( z .y2. If y = (71.. 1 5 i 5 2" of these constructions.T ) of radius T centered at z.r ) the number of sets A(j) that have nonempty intersection with B ( z . . This produces a simple geometric construction (CG1CG2) on the plane. . Consider the 2" polygons in [0.1 [PWl] Let yl. Since the 2" intervals at step n in each of these constructions are clearly ordered we may refer to the ith subinterval at step n. Example 14.r ) . We call a symbolic geometric construction (CG1CG2) regular if it admits an estimating vector. We denote this construction by CG(yi). Given a number i = 1. .1) uniformly in z and T .. .. A REGULAR GEOMETRIC CONSTRUCTION. Figure 3. denote by R(z.l). p is also estimating.1] x [1.
. (4) dimH(F fl U ) 2 s. . be the push forward measure on F under the coding map x (i. 7 3 . Theorem 14.4. these balls cannot be used to determine the Hausdorff dimension of the limit set.2.1.y2. The following result provides a lower bound for the Hausdorff dimension of the limit set. or A.1 and prove a statement that is similar to Theorem 13.in < 1 such that Ii. Roughly speaking.. satisfies the uniform mass distribution principle. One can see that the inscribed and circumscribed balls of the basic sets at step n have radii which are bounded from below and above by ClyF and C2Xn. > 0 for any open set U which has nonempty intersection with F. where PQ denotes the topological pressure with respect to the shift u on Q (see Section 11). In the case when the measure p. nfw n . denote an equilibrium measure for the function (ioil . Let us choose numbers y1. moreover. Then dimH F 2 s7 for any estimating vector y. Assume that the measure p7 i s a Gibbs measure. where C1 and C2 are positive constants which are independent of n. m 7 ( Z ) 5 CmH(Z. and X such that 7 2 < y1 = 7 3 < X and 7 2 < Xyl or 7 2 < Xy3. Let p. such that P~(s...e..in 2 logy. Theorem 14... it requires that the basic sets contain sufficiently large open balls...i.in nIj o. .. . Theorem 14.. log yi. Assume that each basic set Aio. . The second statement of Theorem 14. where C > 0 is a constant.. Assume also that there exists 0 < y < 1 such that lirn min 1 log Xio.3. (2) 0 < mH(F. s. m7(Z) = p 7 ( x P 1 ( Z ) for ) any Bore1 set Z c F). dimH F 2 sup s7.i..logyi. s7) = 00. is Gibbs one can strengthen Theorem 14. ) ++ s.).y3. [PWl] Let F be the limit set for a regular symbolic geometric construction.2 is nontrivial only when s.jn= 0 for any ( i o .in) # ( j o .. In [Barl]. Hence. where the supremum i s taken over all estimating vectors y. dimH F = and does not depend on y1. then the sHausdorff measure may be zero or infinite. Barreira gave sufficient conditions for a geometric construction to be regular. on Q.jn).1. Otherwise. Thus. W Consider the positive number s.3.. If s7 < s = dimH F. = dimH F. . Hence. . Then (1) the measure m. mH(F. by Theorem 13. of a symbolic geometric construction (CG1CG2) on the line contains an interval Ii... Its proof is quite similar to the proof of Statement 2 of Theorem 13. s7) for any measurable set Z c F. of length 0 < X i. [PWl] Let F be the limit set of a regular symbolic geometric construction and y an estimating vector.) = 0.Dimension of Cantorlike Sets and Symbolic Dynamics 135 It is easy to see that the limit set F of this geometric construction coincides with the limit set of the construction CG(y2). Theorem 14. and let m. respectively..2 holds for simple geometric constructions or Markov geometric constructions with transitive transfer matrix. (3) s7 5 &Jx) f o r every x E F. We begin with geometric constructions on the line.
. for every point x in the limit set the number R ( x . The following example shows that the converse statement may not be true. the construction is regular with the estimating vector (Ye€. . Example 14.jnintersecting the ball B(x. c Aio. Then the geometric construction is regular with the estimating vector (Ye€. . there exists a geometric construction (CGICG2) on the line modeled by the full shift ( C t . By elementary geometry there exists a universal constant C = C(6) such that the maximum number of sets Aio... least j E N with i j = 1..2 that the Hausdorff dimension of any open set U which has nonempty intersection with F satisfies dimH(F n U ) 2 s for some s > 0. A jO .j a(&o . l). .2. Hence.. i n ) . Theorem 14.i...A) 2 6A" for all x E F and n 2 1 and that Bi o .An). [Barl] For each s E (0.. It follows from Theorem 14.inand Ajo.nBjo.of radius A" with 0 < A < 1. Fix a point x E F and a number A > 0.jn = 0 f o r any ( i o . . Assume that each basic set of a symbolic geometric construction (CGICG2) in Rm with m > 1 contains a ball Bi.inintersecting a ball B(A") does not exceed C... .. Given E > 0. A) be the minimum of all the angles contain both Aio. ... .. o. .. we have A i o .. ... .4.. .i. Assume also that there exists 6 > 0 such that an(x.jn) the minimum angle of spherical sectors centered at x which .(x. i n > ( y e ... . . Proof.. . Given n > 0. . consider two basic sets Aio.i. ) .. ) E Q and any sufficiently large n. A). i . one can find a unique number n = n ( r ) > 0 such that 5 r < (re')". w # 0. Therefore. .r ) in the definition of regular geometric constructions (see (14. .inand Ajo. .. u) such that (1) dimH(F n U ) = s for any open set U with F n U # 0 . This proves the result. H We now formulate a criterion of regularity for a geometric construction in Rm with m > 1. Given r > 0.. . . r ) 5 2 for all sufficiently small r .Y e p E )for any E > 0 . For any interval I of length r there exist at most two basic sets of length 2 (re')" intersecting I . .€ ) " for every (ioil . A.jn).136 Chapter 5 where the minimum is taken over all Qadmissible ntuples (io . j . . Then the geometric construction is regular with the estimating vector (A. Proof.1)) we obtain that R ( x . . ( 2 ) the construction is nonregular. . Proof.. Define the function m:Q m(w)= m(ioi1... Consider a simple regular geometric construction in Rm with the limit set F. .in) # ( j o . i . .Ye"). . Let a. . ) = + N U {+m} by { w=o +m. Denote by a(Aio...
the following property: if Ai o.) is defined in (14. = 2/(n . . Hence. ij) = (0..+m log n! logy'  .. We consider basic sets spaced as shown on Figure 4....."=." (where R(O..ij. E A i o ... by Xo(j)" + Xl(j)" = 1 (14.": x .1)). s = dimH F 2 dimH(F n U ) dimH(F n Aio. k 2 logr. Now. ( j 2). = logr.. i . for the smallest positive integer k such that some ( i o i l . and n > 0 such that Aio.in)= s. there exists x = x(ioi1..n logy n..Dimension of Cantorlike Sets and Symbolic Dynamics 137 0 1 Figure 4. .) E ( F n U ) \ {0}.] then a.I)! 1% 7 1n x n+m log n! . Since F = (0) U Uj>o(Fn A(j)) it follows that dimH F = dimH(F n A(j)) = s. . Set y = min{yl. Inside each A(j) we have a subconstruction modeled by (Ct.T.where (20.Ol).For each n > 0.3).I)!. Therefore. They have ~ b. g ) with rates Xo. ./X~.i. . We also have n.yz).2).. ..~l = Xi. > T. fork. Therefore.inc U . dimH(F n A(j)) = s.. This proves the first stat ement . E Aio. with j 2 instead of j (see Theorem 13.. Select now yi. k.) 2 2'. nz=o + + > Consider a vector (y1. Hence.) E E$. set T .l../logyl weget R(O. . A NONREGULARGEOMETRIC CONSTRUCTION.n> log 2 ...log(n . Hence./logyl. the Hausdorff dimension of F n A(j) is equal to s. and yij 5 T. Define also the numbers Xio . where s is the unique root of equation (14. . . b..oli.i. .in = [a..ya} and observe that yk+' 5 T. i nand Define intervals A(j) = Aio.2) for each j > 0. if F n U # 0 ..r.
yII 2 C1 Xij. Let x:Q + F and 2:Q + F be the coding maps. .). The second statement follows immediately from the first one.i. (14..$(y)II 5 Cnj”’. = 2C ous map from its limit set F onto F .i. Hence. Ai.....3) j=O where C > 0 is a constant. j o . . and we As the sequence r. Therefore. 11$(z) . decreases monotonically to 0 and (y1. $ ( y ) E Aio. . We shall show that $ is a (locally) Lipschitz continuous map.). under some mild assumption.A. ..yo) is arbitrary we proved that the construction is nonregular. p .i. in general.. 112 .. 0 < X i < 1 such that for any admissible ntuple ( i o . . .138 Chapter 5 Therefore. W Geometric Constructions with Ellipsis We describe a special class of regular geometric constructions. where C1 > 0 is a constant. .~ F: + F .. Consider a selfsimilar geometric construction with ratio coefficients X I .=. Proof. We say that a geometric construction (CGlLCG3) in R2 is a construction with ellipsis (see Figure 5) if each basic set Aio. there exists D obtain > 0 such that k . .a). .a ) satisfying: a) its basic sets Bio.. Denote its basic set by F . . .. + nj”=..n 2 Dlogn! for all n > 0. and c) there is a Lipschitz continuballs. Let F be the limit set of a geometric construction (CGICG2) modeled by a symbolic dynamical system (&. .z+.in). %‘(y) = ( j o j l . One can also see that $ ( x ) . .= X O X ..1).inis an ellipse with axes An/2 and r / 2 . Then (1) there exists a selfsimilar geometric construction modeled by a symbolic dynamical system ( Q .in 5 C Xij. If a geometric construction is regular one can effectively replace its basic sets by balls to obtain a lower bound for the Hausdorff dimension of its limit set (see Theorem 14. by (14. Xij.in = jn.5. are disjoint X i J .i”. . Since the map $ is onto this proves the nj”=. we have n n diam Ai . Consider the map II. first statement. A. Such constructions were studied by Barreira in [Barl]. Choose x. for some 0 < < < 1 (we stress that we require the separation condition (CG3)).y ) 5 E . a geometric construction (CG1CG2) (whose basic sets are. . ij = 1 .. . . (2) d i m ~ F5 S X . b) diam Bi. arbitrary close subsets and are possibly intersecting) can be effectively compared with a geometric construction whose basic sets are disjoint balls. We have that k’(x) = (ioil. Theorem 14. . and i o = .1 # jn+l for some n > 0.. are disjoint balls of radii Cn...Assume that there exist numbers XI.y E F with p ( x ... a) whose basic sets Bi. .. . . We further exploit this approach and show that.. . modeled by a symbolic dynamical system (Q.3).
and that the major axis of the ellipse points towards 0. x <x x=x x>x where t = logA/logX.i ~ ~ / 2 ) (' r+n ( n ) x ) ' = 1. Proof of the lemma. X ) . xan/2 xan/2 . l ) x ( 0 . We assume that it is located outside the ball B(O.X)" as n + m. Consider an ellipse En with axes X a n / 2 and p n / 2 .is tangent to this ball at a point..A2/x).6. Then the construction is regular with the estimating vector (A. P(n) decreases exponentially with the rate g x ( X . A).An). l ) + W by g x ( X . the points of tangency are solutions of the equation ( x .l when A2/x < X < and is uniformly bounded away from 0 i f 0 < x 5 a"/.139 Dimension of Cantorlike Sets and Symbolic Dynamics Theorem 14.~ n . x Figure 5.x). For each X E (O.4 and the following lemma. l ) define the function g x : ( 0 . where a = logX/logx.  Lemma. 1'2. 1)= { [(X/X2)"] (X/X)t. Let F be the limit set of a geometric construction with ellipsis.. If m(n) = tanP(n) is the slope of a line starting at 0 and tangent to En. I n particular. where X is any number in the interval (0. A CONSTRUCTION WITH ELLIPSIS. For each X E ( 0 . The desired result follows immediately from Theorem 14.there exists a number C > 0 such that tanP(n) Cgx(X. Proof. Denote by 2 P(n) the smallest angular sector centered at 0 that contains En. Consider an orthogonal coordinate system centered at 0 with the zaxis directed along the major axis of En.
in and Bio.we have gx(A.... < 1 and 2m(n) (bIza/ba) 4 2 .then b. . . x ) .. . . . One can see that 4m(n)' = blan/[bE(bE + l)]..i n j C Aio . We wish to consider Bowen's equations and to show that they have unique roots. 1)5 1.5 below).. We define the sequence of functions Q = {pn:Q + JR} by for each w = (i0il.. . 2 ) n / 2 = = gx(X..  (a) X > then b. . geometric constructions with contraction maps (see below). We assume that alQ is topologically mixing and the following conditions hold: (CB1) Aio .. . where &o.jm = 0 for any ( 2 0 .~ .. > 1 and 2m(n) ( b 1 2 a / b ... (CB2) &. 15. The study of geometric constructions (CB1CB3) is based upon the nonadditive version of the thermodynamic formalism (see Section 12 and Appendix 11). We shall use these equations to produce sharp estimates and sometimes obtain exact values of the Hausdorff dimension . Consider a geometric construction modeled by a symbolic dynamical system (&. Moranlike Geometric Constructions with Nonstationary Ratio Coefficients In this section we study Moranlike geometric constructions with ratio coefficients at step n depending on all the previous steps.then b. = A / r .We consider the following cases: x.jn)and m 2 n.i n .x)". ) . .. W N N  x.in n int i3jo. This class of geometric constructions was introduced by Barreira in [Bar2]. ) E Q. The class of geometric constructions (CB1CB3) is quite broad and includes geometric constructions (CPW1CPW4) (see Section 13).. . (b) X = 1. (CB3) int 13io..in c Aio . It is easy to check that if A'/ 1 < X < 1. 1)> 1 and if 0 < X 5 A'/ we have gx(A.P.. . Since t a n o o as x + 0 the desired result follows. .)... .l))n. ' and 0 < K1 5 K z .in c Bio .gx(X. (c) X < 1 ..in are closed balls with radii Klr....... and more general geometric constructions with quasiconformal expanding induced maps (see Theorem 15.140 Chapter 5 provided that the discriminant of this equation is zero: Set b.inand K ~ r i o . i n )# ( j o . = 1 and 2 f i m ( n ) (bla)n = g ~ ( X .in for j = 1.
Condition (15.e.in I L.in x ri. (15. ) E Q and any n 2 1.)+l I r. Theorem 15.3). .j) .5) the Hausdorff dimension and box dimension of the limit set coincide regardless of the placement of the basic sets... one can construct.4) epan I rio.1.1)) satisfies Condition (A2. (15..o. Therefore. where a and . .. Furthermore..~ ( C i ~ .in+. that have nonempty intersection with the ball B ( z . Then _s < dimH F < dim. At last. Repeating arguments in the proof of Statement 1 of Theorem 13.+l .1.in(zJ) c Q are disjoint.. which is independent of z and r (a Moran multiplicity factor). ( P ~ 5 + vn+vm ~ oun on Q (see (12.i. We need the following two assumptions on the radii of the basic sets.F I d i m ~ FI 3.e. I rio ...i. [Bar21 Let F be the limit set of a geometric construction (CBICB3) modeled by a symbolic dynamical system (&. using Condition (15.) E Q and n 2 0 .3) The role of Condition (15.3)). .1 one can prove the following result.i.6 Bowen’s equations (15. satisfy Condition (15...22) (see Appendix 11)..1) the subadditivity of the sequence cp is equivalent to the following condition: Ti0 .. one can easily derive from (15. < < v n + log& I v n + l . i . of the limit set F... (15. i .in I eDn. . .i.7 (see Appenof Bowen’s equation P ~ ( s ’ p= dix 11) and is a modification of the proof of Theorem 13. The first assumption is the following: there exist L1 > 1 and L2 > 0 such that for any (ioil . ... a Moran cover U. . Condition (12. The common value is the unique root ) 0.. Ti0 . The proof uses Theorem A2.in(~.2) have respectively unique roots 3 and s that satisfy 0 3 < 00.(. Moran covers have the following crucial property: given a point x E F and a number r > 0 the number of basic sets Aio.5) holds...”.+l 2 L2ri o .3) implies that for every n 2 0.in ( =a ~Moran )) cover U.in(=j)> r and rio. rio.a)..3) is the following.r ) is bounded from above by a number M .in+.5) We now establish the remarkable result that under assumptions (15. i. .. given 0 < r < 1. (b) the corresponding cylinder sets C(j) = C. By Theorem A2..j)such that: (a) x j E F.Assume that the numbers rio. Thus. By virtue of (15.. the radii of basic sets decay exponentially....in(. the sequence of functions {pn} (see (15.B are positive constants. Ti0 ..Dimension of Cantorlike Sets and Symbolic Dynamics 141 and box dimension of the limit set of a geometric construction (CBlCB3)..3) and (15. The second assumption we need is the following: the sequence cp is subadditive. i. First of all. . It consists of basic sets A(j) = Aio.3). .3) that for any (ioil .
b ) / n k .3) and (15. Let F be the limit set. Fix numbers b > a > 0 and choose 6 > 0 such that 6 < i ( b .ex) 5 2".in is a closed interval of length depending only on n. This implies that cp = (9. Let mj be a sequence of positive integers. Assume that the numbers ~ i ~ .5). .. Note that (15. if k is even. Set ml = 1 and choose mk such that Ink(a.a)...: E$ + R by %(U) = nrc(a. w e introduce now the sequence of functions p. . On the other hand. Then  dimHF = d&lBF= dimBF = 8 = 3 = s.6) and pnk> nkpo.o.. b)  { b(n  nk) a(n. Example 15.bJ < 6 / k . [Bar21 There exists a geometric construction (CBlCB3) on the line modeled b y the full shift (E$. Denote We define inductively the sequence mj. One can build a geometric construction (CB1CB3) on the line modeled by E$ with basic sets A. if k is odd if k is even < n.a1 < 6 / k .(w) = const = A. there exist at most two basic sets which intersect it and at least one. isatisfy . b ) / n k . if k is odd. and Ink(a. to be closed intervals of length expX.. [Bar21 Let F be the limit set of a geometric construction (CBlCB3) modeled b y a symbolic dynamical system (Q.n k ) where k is the largest positive integer such that def nk cp...u). (3) 5 = dimHF = d&lBF < dimBF = 3. where s is the unique root of Bowen's equations The assumption that the sequence cp is subadditive is crucial.2. Conditions (15.u)such that (1) each basic set A. N ( F ....) is not subadditive.. (2) the sequence cp is not subadditive. The following example demonstrates that the Hausdorff dimension of the limit set of a geometric construction (CB1CB3) may not agree with the upper box dimension if the sequence cp fails to be subadditive.142 Chapter 5 Theorem 15. Proof. given an interval of length expX.. Clearly.1. if .
. Given x E F. cP.. a By Theorem 15. Theorem 15.)) = log2 (io. 5 an and thus.i.) = d(x) for ualmost every x E F . . Moreover..log v(Ai0 ..log N(F.. n log(2"exp(s~. Therefore.Dimension of Cantorlike Sets and Symbolic Dynamics 143 the interval intersects F.I ' where IAio. Then (1) &(x) 5 d(x) for all x E F .i n ) d(x) = inf lim n+m log lAio.sa.1 we obtain that dimH F 2 2.in) where Cio.We formulate a criterion that allows one to estimate the lower and upper pointwise dimensions of v.3).) dimBF = lim n+m n log2 ) = log2 x lim = . 2 b by Theorem 6..4 we have h B F =  lim n+m log N ( F . Therefore. b ) .n log2 = log2 x lim = . = log2 . n+wA.A. An .where 8 is the unique root of the first equation in (15.inI denotes the diameter of the basic set Aio. 0). (2) d(x) 5 &(x) for ualmost all x E F . By definition A. An b n+w An .. Since An+l .inand the infimum is taken over all w = (i&. 2N(F...i.. e'n) 2 2". are cylinder sets. We need only to show that B = log2/a. Since A.. 2 bn for all n > 0 we conclude that log 2 b = s = dimH F = h B F  __ log 2 a < dimBF = .3. we have that bn 5 A.2).ex. Assume that a geometric construction (CBlCB3) satisfies Condition (15... Observe that for every s E R. .) E Q such that x = ~ ( w ) .(scp) This implies that 3 = log 2/a. then &(x) = &(x) = d(x) for ualmost every x E F . ex. .SAn n = nk(a. + . Pointwise Dimension of Measures on Limit Sets of Moranlike Geometric Constructions Let v be a Bore1 probability measure on the limit set F of a geometric construction (CBlCB3) modeled by a symbolic dynamical system (Q.. def (3) if d(x) = a(. set  .
. ... we have that A. Fix x E F. . n F ) I 2 4 % This implies that for valmost every x E F.cand x ( w ) = x then Moreover.. It follows that Since this is true for every w = ( i ~ i...c = x(Q.nl I 2 r... where C1 > 0 is a constant.w) such that IAio. .. B ( z .r)...c)..) E Qa.3).. This implies logv(B(x. Given a > 0 and C > 0. We now prove the second statement. r)) logv(Aio .If w = ( i o i l . I < r and lA~o.r ) n c u M (A(j) n F. where Lz is the constant in (15. j = 1 .) E Q : v(Aio..in...r). 1. Indeed. ..M (where M is a Moran multiplicity factor which is independent of x and r) and basic sets A(j) such that xj E A(j) = Aio. .. Since x E Aio..c)> 0. diamA(j) I r. choose n = n(r. .c and r > 0. ~ ( B ( x4. ... By the Bore1 Density Lemma (see Appendix V) for valmost every x E F. We will show that &(x) 2 a for almost every x E F. Set F...c and choose those basic sets in the cover that have nonempty intersection with the ball B ( z . .i. if d(x) > &(x) on a set of positive measure then there exists a such that d ( x ) > a > &(x) on a set of positive measure..) 5 CIAio..) E Q with x ( w ) = x the first statement follows. . 1 for all n 2 0 ) . By the property of the Moran cover there are points xj E F....c there exists a number r o = ro(z) such that for every 0 < r 5 ro we have r) n F a d . r) n F . of the set F. = Uc>oF.. . . ) log r I logr ' We also have r I &~A~o. j=1 Assume that v(F. define Q..i.) E Q such that x ( w ) = x. Consider a Moran cover I&.. Fix x E F and choose w = (ioil .o.c = { w = (ioii . . Given r > 0...c).l .. . the set F..n(zj)... . The last statement is a direct consequence of the preceding statements.c coincides with the set of points for which This will imply Statement 2.Chapter 5 144 Proof. ~ )I M C v ( ~ ( jn) F ) .. c B ( x .c.. j=1 It follows that V(B(Z.c.. and d(x) 2 a.
log diam Ai. by the ShannonMcMillanBreiman theorem we obtain that for palmost every w = (ioil .. . Even if the pointwise dimension d. dp. Let also m be the push forward measure of p to F ... It follows from Condition (CPW3) that for palmost every w = (i0il. the pointwise dimension may not be constant even if v is a Gibbs measure..Dimension of Cantorlike Sets and Symbolic Dynamics 145 Let v be a Bore1 probability measure on the limit set F of a geometric construction (CBlCB3).2 shows. . . The desired result follows now from Theorem 15.u) and p an ergodic measure on Q . Then m is exact dimensional (see Section 7) and f o r palmost every w = (ioil .) E Q we have where x = ~ ( w ) .in = lim log Xi.. ) E Q.. = n ntm n ntoo k=O L log Xi. Exploiting again the fact that p is an ergodic measure.  ntm n k=O log xi. As Example 25. d p .(x) of v exists almost everywhere it may not be constant and may essentially depend on x. Let F be the limit set of a geometric construction (CPWlCPWd) modeled by a symbolic dynamical system ( Q . . Since p is ergodic by the Birkhoff ergodic theorem applied to the function w H log A. Theorem 15. This phenomenon is caused by the nonstationarity of geometric constructions (CB1CB3).Since we require the separation condition (CG3) the coding map x:Q + F is a homeomorphism and the induced map G: F + F is well defined by G = x o u o x'.a).) E Q) we have that for palmost every w the following limit exists: C L l n lim log xi.4. We have the following commutative diagram QLQ FG'F .) E Q.3. Proof. Geometric Constructions with Quasiconformal Induced Map Let F be the limit set of a geometric construction (CG1CG3) in E P modeled by a subshift ( Q . 1 1 " lim . . The situation is different for geometric constructions (CPW1CPW4) where ratio coefficients do not depend on the step of the construction. . (where w = (ioil .
) E E . such that for each x E F and 0 < r < ro we have B(G(x).e.n) < co..Notice that by the multiplicative ergodic theorem (see for example [KH]). Furthermore. we assume that k is so large that (15. and placement of the basic sets of the geometric construction and hence can be used to control the geometry of the construction. we define numbers where the infimum and the supremum are taken over all distinct x.. log+X(x.5 below).. . the shift is topologically mixing (see Appendix 11). consider the limits 1 1 ~ ( x=) lim .r)) c B ( G ( x )br).+. We now specify the choice of the number k in (15. It may happen that X ( w .146 Chapter 5 It is easy to see that G is a continuous endomorphism onto F . More precisely. When G is continuous these numbers can serve as a substitution for the Lyapunov exponents (see IKi]). In the case o < ~ ( wn. . (15. n). the limits exist for almost all x with respect to any Bore1 Ginvariant measure p on F provided that log. In order to illustrate this let us fix a number k > 0.. we call the induced map expanding if there exist constants b 2 a > 1 and ro > 0. n ) = 03 for all sufficiently large n. From now on we consider finite type. We consider the case when the trajectories of the induced map are strongly unstable. shapes.+& .logX(w.y E F n Aio. i. ar) c G(B(x.i. 1) d p < 00.. By the result of Parry [Pa]it is a local homeomorphism if and only if the subshift is a subshift of . 5 To. n  where x = ~ ( w ) . Namely.) 5 X(w. ~ ( x=) lim .8) If the map G is smooth the numbers X(x) and x ( x ) coincide with the largest and smallest Lyapunov exponents of G at x (see definition of Lyapunov exponents in Section 26). if the induced map G is expanding then the placement of basic sets of the geometric construction cannot be arbitrary (see Theorem 15. For each w = ( i ~ i l . .: where A is a transfer matrix.7). n ) = 0 or X ( w .e. : and n 2 0.i. 1) d p < co.logX(w...9) Note that if the induced map G is expanding then it is (locally) biLipschitz.n). Q = E this case and assume that A is transitive.X(x.10) diam Ai o. n+wn "+a. (15. i. The induced map encodes information about the sizes.
.. By straightforward calculations one can show that given w = (ioil . Theorem 15. ) E C: and n ..11) A(w.in))’= 0..e. Since the basic sets on the first step of the construction have nonempty interiors we observe that each basic set Aio. Similar arguments show that the second inequality also holds. Assume that the induced map G is quasiconformal and that the basic sets on the first step of the construction have nonempty interiors.in Since the induced map G is quasiconformal this implies that the geometric construction satisfies Condition (CB2). ~ ( wn.”(w).. i nclosed balls with radii rio. n m) 2 X ( w .. .. This implies the first statement. the placement of basic sets and their “sizes”) is sufficiently “rigid”. n+m n (io. Moreover.n and where there exist numbers C1 > 0 and C2 > 0 such that .5)... moreover.. .10) that Thus... X(w. n) x X(. the construction is a Moranlike geometric construction with nonstationary ratio coefficients. n ) 5 C M w . m) 5 I(w.Dimension of Cantorlike Sets and Symbolic Dynamics 147 We say that an expanding induced map G is quasiconformalif there exist numbers C > 0 and k > 0 (satisfying (15.admissible Proof..inof the geometric construction satisfies B. .n ) x X(un(w). Then (1) the construction satisfies Conditions (CBlCB3). (2) dimH F = h B F = d i m ~ F= s..in) Cf. . The second statement follows from the first one and Theorem 15. + Since the induced map G is quasiconformal the above inequalities imply Condition (15. We outline the proof of the theorem. where s is a unique number satisfying 1 lim log (diam(F n Ai0...m). it is a Moranlike geometric construction with nonstationary ratio coeficients. o. It follows from (15.. it also satisfies Conditions (15.e. u ) . (15. the first inequality in (15. 4. As the following example shows geometry of constructions (CGlCG3) with expanding quasiconformal induced maps (i. are . n).10)) such that for each w E C: and n 2 0.in C  Bio. m 2 1.5.in C &. Let F be the limit set of a geometric construction (CG1CG3) in Rm modeled by a subshift of finite type ( E f . Clearly.3) holds.io.i n .3) and (15. and ~ ~ o .2. Conditions (CB1) and (CB3) hold and thus. + and similarly.i.9) and (15.5). ..
[Bar21 There exists a geometric construction (CGlCG3) o n CT) such that the line modeled by the full shift (Ct. n ) = 0 and x ( w .l be attached respectively to the left and right endpoints of the interval Aio. = [ajn. 1...'. (c) the difference u2.. the induced map G is not expanding.i. It also illustrates that in this case Theorem 15. We present now more sophisticated examples which illustrate properties of induced maps.i..in) = ( 0 .. 1. be numbers defined by (15. (b) the difference a l . al.y(I is of the form eXm + Cj"=. Notice that not all sequences k. This guarantees that for each 2.bl.. b = log6.in such that x # y . (See Figure 6b..2 .i. n ) = 00 for the point (i& .bj.in to be closed intervals of length exp A.. 2. The following example shows that there are geometric constructions (CG1CG3) for which the induced map may be expanding but not quasiconformal. . Proof. .is a closed interval. Given a basic set we require that the sets AiO. One can choose the basic sets such that: (a) for each n 2 0 the points bo. . Since . . and k j taking on one of the values { . Example 15.i. and b2.in are of length 5"). [Bar21 There exists a geometric construction (CGICG3) on the line modeled by the full shift (C. (3) dimH F = h B F < d i m ~ F . ...n) = 00 for each n 2 1. (1) each basic set A.148 Chapter 5 One can build a geometric construction (CPW1CPW4) for which the induced map on the limit set is not expanding: whether it is expanding depend on the placement of basic sets on each step of the construction (see below). and the intervals Aio. u) such that: (1) each basic set Aio.6). . hence. Here a and b are positive distinct constants (see Figure 6a where a = log5.i..O.Gnyll/llx ..O) and j = 0.bOn is ea(n+l) for n even and eb(n+l) for n odd. the ratio llGnx .. Consider a geometric construction on the line modeled by the full shift on 3 symbols for which Aio. This implies that X ( w ... bin.. Proof.i.2. Consider a geometric construction (CG1CG3) on the line modeled by the full shift on 2 symbols with the basic sets Aio. .o. . 1..o and Aio. lie in the limit set F .is a closed interval of length depending only o n n ...5 may fail.2} for each j 2 0. Example 15.) = (00. (2) there exists a point w E C$ such that X(w. is ea(n+l) for [ n / 2 ] even and eb(n+l) for [ n / 2 ] odd...3.. n) = 0 and x(u. are admissible.kjexm+j ' for some m 2 0.. (2) the induced map G is expanding but not quasiconformal.y E F n Aio..] for each ( i o . .) and all n 2 1.) Let A.
we have that sup (A.) = an.G(y)(( 5 PIIo .Am.12) for any n 2 0. . Since G is a local homeomorphism one can easily derive from here that G is expanding. Therefore. m>O . 2 bn for all n 2 0 we C? conclude that s 2 log 2/b.12) implies that b B F= . y E F we have that a(Iz.. a  Notice that our construction is a geometric construction (CBlCB3) with basic sets satisfying (15. One can see that 2”l 5 N(F. This proves that the induced map G is not quasiconformal. m>0 .3). Hence. Therefore. (15.f3.l) 5 .Amn) = bn (15.l) 5 x(w. r ) is the smallest number of balls of radius T needed to cover F ) . Hence. Notice that by the construction of the numbers A.logb 2 log 2 dimBF = . Since A. where s is the unique root of the equation P +(scp) = 0. ex.f? are some positive constants.1 we have that dimH F 2 s. inf (A.y ( ( 5 T O .) 5 2” (recall that N(F.Dimension of Cantorlike Sets and Symbolic Dynamics 149 we obtain for all b 2 a > log3.yII provided 112 .y ( ( 5 llG(z) . dlmH F = b B F = log 2/b. where (Y and . By Theorem 15. for a sficiently small T O and any o . If a is sufficiently large we have It follows that (Y 5 X(w.
. y). y) 5 dist(h.150 Chapter 5 0 I d \ 5 A00 A01 A02 HH H 1 1 36 25 I 1 5 a b Figure 6. ..e..constructions with contraction maps.. GEOMETRIC CONSTRUCTIONS WITH INDUCED MAPS: a) Nonexpanding. hp:D maps.. .. o . . .. Geometric Constructions with Contraction Maps There is a special class of geometric constructions (CG1CG2) that are wellknown in the literature (see for example. hi(y)) 5 xi dist(x. + D are biLipschitz contraction Aidist(z. b) Nonconformal. They are modeled by a subshift (Q. y E D . Their basic sets Ai. for any x . i. [Fl]) . o hi. o hi.(z).. .. where 0 < Ai 5 xi < 1. ( D ) Here D is the unit ball in Rm and h l . a). It is easy to see that these geometric constructions are Moranlike geometric constructions with nonstationary ratio coefficients of type (CB1CB3) and hence can be treated accordingly.in are given as follows Ai. .in = hi.
. is smooth and conformal. A (classical) Schottky group r is a Kleinian group with finitely many generators 91. If Xi = 1. [Krl). The inequalities can be strict (see [BarZ]). 2 .2) (see Theorem 15.. p .3. Notice that.e. . where d and 2 are unique roots of Bowen’s equations Pci(dcp)  = 0 and Pct. . . and ip(w) = log&. The common value is given by Theorem 13.yp. . n n By Theorem 15.e. One can also verify that for each w = (ioil ... in general.n ) than using the Lipschitz constants of the contraction maps (i. The group r is known to be free and purely loxodromic. i. .7.. . it satisfies (15. .r.. . n) and x(w.) E C i and n > 0.Dimension of Cantorlike Sets and Symbolic Dynamics 151 If we require the separation condition (CG3) then the coding map is a homeomorphism and we can consider the induced map G on the limit set F of the for each z E F n Ai and construction which acts as follows: G(z) = i = 1 ..gp. G is expanding.(dip)= 0 with ~ ( w =) log&.. . is modeled by the full shift) then s is the unique root of the equation XIS + . . .9). The induced map G is quasiconformal (and in fact.bounding a 2pconnected region D for which gj (D)nD = 0 and gj(7j) = 7. if the geometric construction is simple (i..for any i = 1 . . + XPS = 1. In particular. This illustrates that one can obtain more refined estimates of the Hausdorff dimension and upper box dimension using the numbers X(w. the numbers Ag and  Xi). .. where 3 and 3 are roots of Bowen’s equations (15.1). .e. p . . p then the the contraction maps are affine and conformal. Q = C i for some transfer matrix A (which we assume to be transitive).2 the Hausdorff dimension and lower and upper box dimensions of the limit set of a construction with contraction maps admit the following estimates: _d < _ dimH F < d i m R F 5 d i m ~ F5 2. p 2 1 which act in the following way: there exist 2p disjoint circles 71.e. i. Hence. i. Geometric Constructions Associated with Schottky Groups A Kleinian group is a discrete subgroup of th_egroup of all linear fractional of the complex plane C with the determinant ad transformations z ++ bc = 1 or 1. for j = 1 . see Section 20) and the Hausdorff dimension and lower and upper box dimensions of the limit set coincide.4]. all nontrivial elements of r have either hyperbolic or loxodromic type (see [Mas]..e. A linear fractional transformation g is said to be hyperbolic if tr2g = ( a + d)’ > 4 and loxodromic if tr2g E \ [0. .. As we mentioned above G is a local homeomorphism if and only if Q is a topological Markov chain. d 5 and 2 2 3. . . ..
The limit set for a classical Schottky group can be viewed as the limit set for a geometric construction with maps which are conformal but. This construction is modeled by a (onesided) subshift of finite type.. = 0 for all g E r/r. One can show that the maps. Thus. for g E rZ. g ) . such that g(Uz) nu. Note that the induced map G on the limit set of the geometric construction is smooth conformal and expanding. A GEOMETRIC CONSTRUCTION CORRESPONDING TO A REFLECTION GROUPWITH THREE GENERATORS. n > 0. h The group is said to act discontinuously at a point e E C! if the stabilizer ra = {g E r : g(z) = z } of z in r is finite. if it is expanding it is quasiconformal (this follows from the above inequalities and Condition (13. .The set O(r) of points z E at which I? acts discontinuously is called the region of discontinuity of the group r. It is known that if r is a classical Schottky group then the factor n(I')/r is a closed surface of genus p. We assume that the basic sets of the construction are disjoint. and e has a neighborhood U. where sx is the number in Theorem 13.e. are neither affine nor contracting. and g(Uz) = U. One can verify that for each w = (ioil. 3 = S = sx. in general.152 Chapter 5 A3 Figure 7. Geometric Constructions (CPW1CPWI) with Disjoint Basic Sets We consider a geometric construction (CPW1CPW4) (see Section 13) modeled by a subshift of finite type ( E f . Schottky group is called the reflection group (see Figure 7 where p = 3). the Hausdorff dimension and lower and upper box dimensions of the limit set coincide and are equal to SX). n n j=O j=O One can construct a geometric construction (CPW1CPW4) for which the induced map G is not expanding (we leave this as an easy exercise for the reader). .1(i.) E E a . are contracting and the transfer matrix has 0s along main diagonal while other entries are equal to 1..1)). However. generating the geometric construction associated with a reflection group. In the special case rj = 7.
then sx 5 dmA(x)and dmr(z) I ~1. Theorem 16. i. . . As in the case of Moranlike geometric constructions one still has a complete control over the sizes and shapes of the basic sets but needs two collections of ratio coefficients to control length and width of rectangles on the nth step.. Geometric Constructions with Rectangles.Dimension of Cantorlike Sets and Symbolic Dynamics 153 16.p ..and sx be the unique roots of Bowen’s equations pQ(S&log&o)= 0 and ~ Q ( s s . the ratio coefficients do not depend on the directions in the space. Even so. 0 < A.e. discussed later in Section 16). A surprising phenomenon is that the Hausdorff dimension of the limit set for constructions with rectangles may also depend on some delicate numbertheoretic properties of ratio coefficients corresponding to different directions.. be the push forward measures by the coding map of equilibrium measures p~ and px corresponding to the functions (i&l . Noncoincidence of Box Dimension and Hausdorff Dimension of Sets A crucial feature of Moranlike geometric constructions with stationary or nonstationary ratio coefficients is that they are. In this section we consider the simplest case when the ratio coefficients are constant and do not depend on the step of the construction. nj”=. These examples are also a source for understanding some “pathological” properties of the pointwise dimension (see Section 25). In this section we present examples which illustrate how the equality between the Hausdorff dimension and box dimension can be destroyed..l . .e. Let F be the limit set for a symbolic geometric construction with rectangles. .1.. CT) a construction with rectangles if there exist 2p numbers Xi and xi. 5 xi < 1 such that the basic set Aio.. it is given by finitely many affine maps (the socalled general Sierpinski carpets. isotropic.) ++ sxlogxi.inis a rectangle with the largest side not exceeding K1 x i j and the smallest side not less than K2 Xij. This is a very strong requirement and that is why the placement of the basic sets may be fairly arbitrary. i. ) t)sllog&o and ( i ~ i. i = 1.. Then (1) sx 5 dimH F < dim.. See Figure 8. l o g ~=~0orespectively ) and m l and mS. Let sx. where K1 and K2 are positive constants. This can happen even if a geometric construction is “most close” to a selfsimilar construction.F 5 dimeF 5 SX.. n:=. We stress that we require the separation condition (CG3). so to speak. A simple example of anisotropic geometric constructions is provided by constructions with rectangles. (2) If the measures p~ and px on Q are Gibbs. Geometric Constructions with Rectangles We call a symbolic geometric construction (CG1CG3) on the plane modeled by a symbolic dynamical system (Q. we will see that the Hausdorff and box dimensions of the limit set may depend on the placement of the basic sets and may not agree.
.and A~o.. We follow his approach and assume for simplicity that A..5. We first consider the "worst" possible placement of rectangles on the nth step of the construction (see Figure 9): a pair of touches the two longest diametrically opposed vertices of a rectangle Ai0 sides of a rectangle Let On be the angle between the longest sides of Aio. In [Barl]... Notice that the geometric construction with rectangle is regular with The result follows from Theorems 14..154 Chapter 5 Proof.. the sides of length We first show that yn(w) converges uniformly when n + 03 with an exponential rate. Given w = (i& . = and x i = for i = I. p for some 0 < A < 1< 1.e.. Barreira gave a description of geometric constructions with rectangles.) E Q and n > 0 denote by yn(w) E S1 3 [0... ) E Q.. 14. there exists the limit y ( w ) '%iflim y.(w).i..1) I\ Figure 8.1.. n+w (16. (1) For each w E Q. (2) There exists C > 0 such that for all w E Q . x r. . i. . . ... 2 ~ ) the direction of the longest sides of A.1. w and 14. A GEOMETRIC CONSTRUCTION WITH RECTANGLES. . + cos en = .2a]/{O. the estimating vector (Al.i. . ..a). We notice that On does not depend on w and satisfies the equation x +I sin 0. . .+l(see Figure 9). Proof.2.. Proposition 16.. Fix w = ( i ~ i l.
Therefore.Dimension of Cantorlike Sets and Symbolic Dynamics 155 Setting a = x/A we obtain that sine. A i. This takes place if n is sufficiently large..=lek. One can now choose C1 and C2 to obtain in addition that Cla" < 0.. I = [X2("+') + < An.2) we have This shows that the sequence ( ~ . if no > 0 is sufficiently large and n > m 2 n o one has x2z(n+1)]Y2 We nowconsider a general placement Of the basic sets. . The discriminant of this equation is nonnegative if and only if lAi.1) a("+') as n + co.. Given w E Q. < Cza...~. i. Therefore. ( w ) ) . < C ~ U for " all sufficiently large n.. converges ~ ~ and satisfies (16. > 0 we have to choose the root with minus in front of the square root.e...... using (16. One can also see that sin& is asymptotically equivalent to ( l / A . .1 / ~ 2) = 1 . IA~.i.+.. satisfies the following equation: (an+l sine. THE"WORST"DISPOSITION OF RECTANGLES. if n > m 2 no.1)..sin2 en. there exist angles &(w) (for each k > 0) with le&)l 5 & such that m ( w ) = C.I < An. The formal roots of this equation are Since cose. Since A < 1 there exist C1 > 0 and Cz > 0 such that Clan < sin 0.. in  Figure 9..
) E Q and each n E N we have that .such that d&BF = dimBF. modeled by a symbolic dynamical system ( Q .for each n > 0 and k 2 m. In [Barl]..e..2. Consider a sequence w. A CONSTRUCTION WITH ALIGNED RECTANGLES. . there exists a geometric construction with and dimBF = aligned ..1) we conclude that IY(Wk) . + w as n + 00. Proof. + 00 as n + 00 such that x ( w ) E A.) E Q. Therefore. We present here two of his results in this direction.r n ( w ) ( + Iyn(w) Y(w)I< 2C(X/X)" (16.. Given E > 0.rectangles. the sides of length 7 for all n 2 0 are parallel (see Figure 10).2 show that the basic sets of a symbolic geometric construction with rectangles cannot be spaced arbitrarily.. Figure 10. Since F is compact this gives the desired result.1 and 16. Using (16.i. Theorem 16.r c w ) l q r ( w k ) .2 and are omitted.u). There exists a sequence of numbers m. . Let w = ( i o i l .156 Chapter 5 Proposition 16. Barreira showed that the problem of computing the Hausdorff dimension and box dimension of the limit sets for geometric constructions with rectangles can be reduced to study constructions of a special kind where rectangles are aligned. .2. mBF We say that a geometric construction has exponentially large gaps if there exists 6 > 0 such that for each (ioil . where F and F are the limit sets of the two constructions. Propositions 16.. let us choose n > 0 such that 2C(X/X)" < E . The vector field y o x': F + S1 is uniformly continuous. i.a). . y.1 and 16.Yn(wk)J+IYn(wk) .y(w)l < E for k 2 m. Given a geometric construction with rectangles. modeled b y ( Q .3) for n sdciently large and k 2 m. but are forced to be oriented to approach a continuous vector field.. Then ly(wk) .(wk) = m ( w ) for n E N and k 2 m.io. The proofs are based on Propositions 16.
. . .G ] . [i. . We consider a geometric construction with rectangles in Rz which is generated by finitely many affine maps f i . modeled b y a symbolic dynamical system (&.) E RzP (in the sense of 2pdimensional Lebesgue measure).j) wtth 0 5 i < e and 0 5 j < m..Tp provided that IlTill < On the other hand. . . a). Given a geometric constmction with rectangles and exponentially large gaps. as we mentioned above. Let F be the limit set. k = 1 .i. b. ..y ] [k. .(S) being (L" x m+)rectangles. y ) = T i ( z .. . modeled by (&. then repeat this procedure in each chosen rectangle and so on. The geometric description of this construction is the following: starting from the ( 1 x m)grid of the unit square S choose rectangles corresponding to ( i . In [F2] (see also [F4]). . where Ti is a linear contraction and bi is a twovector..a).j) and ( 2 0 . The corresponding example is described by McMullen (see [Mu].a be a f h e maps given in the following way: if k enumerates the element (i. on the first step of the construction to intersect each other by either a common vertex or a common edge (see Figure 11 where e = m = 4 and a = 6 ) . . . the Hausdorff dimension and the lower and upper box dimensions of F coincide and the common value is completely determined by T I .. With this extra hypothesis we can study the Hausdorff dimension of a geometric construction with rectangles by comparing it with an appropriate geometric construction with aligned rectangles.1] is the unit square. .1] x [0. . the Hausdorff and box dimensions of the limit set for geometric constructions with rectangles may depend on the placement of the basic sets. . Noncoincidence of Hausdorff Dimension and Box Dimension We provide several special examples of geometric constructions with rectangles that illustrate some interesting phenomena and reveal the nontrivial structure of these constructions and the crucial difference between them and Moranlike geometric constructions with stationary ratio coefficients. i . where F and F are the limit sets. . .Dimension of Cantorlike Sets and Symbolic Dynamics 157 dist(Aio . where S = [0. . y ) b. o .3. Let f k . . o fi.1] and sij = x The affine maps f k generate a simple geometric construction with basic sets A. Denote by a the cardinality of A (clearly a 5 mn).f.: S + s. . . j ) E A . and is known as a general Sierpiliski carpet (see [Mu]). Theorem 16.j) E A then fk(s)= Sij. Lalley and Gatzouras considered a more general version of his construction). in [LG]. .. Each map fi can be written as f i ( z . Falconer proved that for almost all (bl . . where S = [0. .i. = fi. They may not agree even in the case when the construction is generated by finitely many affine maps. . i n k ) 2 SA" whenever j # k and ( i o .there exists a geometric construction with aligned rectangles and exponentially large gaps. . The limit set F for this construction is + i.. j . Given integers e 2 m 2 2 choose a set A consisting of pairs of integers ( i .1] x [0.o.ink) are &admissible.A.such that the map f :F + F is Lipschitz with Lipschitz inverse and dimH F = dimH F. A jo . We allow some of the basic sets A.
j ) E A then bk is the number of 'i such that ( i l . if C ko .jn). In the first case the construction is conformal selfsimilar and the common value for dimensions is log. k . = (in. (2) b B F = d i m ~ F= log. We will show that dimH X 2 s.1 in the following way. t z = 2. b) the constants t j take on only one value other then zero. It is surjective but may fail to be injective because some points in F may have more than one representation. . t 3 = 1. j ) E A . such that B((X.1. . k . and r = 4. is "almost" a ball of radius m". consider the set R k o . k . k=O We define the Bernoulli measure on C: by assigning probabilities Pk = b? m . Define numbers b k .. . . where r is the number of those j for which ( i . . . Y). .' ( A ) ) for any Bore1 subset A c F ) . there are constants Cl > 0 and CZ> 0 independent of (ko . k. Note that x i = 1 p k = 1.q and ji = j t for t = 0 . .1. (2) The Hausdorff and box dimensions of the limit set F agree if: a) 1 = m.) with kt = ( i t . .4) . . More precisely. tl = 2. ty (1) dimH F = log. . The set R k o . C B ( ( X . k . k .. . .l ms to each symbol k = 0.n. j ) E A for some i. . . This map provides a symbolic representation of the limit set F by the (onesided) shift on a symbols. X(A) = p ( x . a . Let X be the measure on F which is the push forward of the measure p (i.. Set q = [nlogt m] 5 n. .y) E R k o . is a cylinder set then p ( C k o . . (1) For the geometric construction shown on Figure 11 we have t o = 1. . k . . .) and a point (x.y) for which + where 2: = it for t = 0. j t ) E A . . k. (16. ) = n : = o p k t . . Czm") n F. a. . . Proof. j ) E A . . In other words. Cim") n F c R ko . + Remarks.r loge(f).158 Chapter 5 Example 16. Note that by the definition of the number s. (C:&' ") $fs. .e. . Given (n 1)tuple (ko . If k = ( i . a ..Y). C F of all points (x. Let x : C z + F be the coding map given as follows: where k . where t j is the number of those i for which ( i . . . k = 0.
k l ..). .. cko. ... + l . . .bk..).k. . . w e denote Lemma 1. z. comprise an “optimal” cover of J which we use to compute the Hausdorff dimension of the memure A... . .. k q k . for t = q 1.kn) and set ( S O . k l . Moreover. the number of such sets is equal to bkq+. . Lemma 2.k. . . . F inside the in terms of the behavior of the functions & over n. where kl = (zi.+.. This is equal to This completes the proof of the lemma. Therefore. by . k. + 1 as n + co palmost everywhere. Define the functions gn and h. I bk. . . . set w e now describe the “gaps” between the sets A ~ o . .k. s1.. It is easy to see that this function is constant on the cylinder the common value by 4 ko . . . bk.Dimension of Cantorlike Sets and Symbolic Dynamics 159 We will show that the sets R k o . For any (ko ..+= . . on C. Note that this sequence is independent of the choice of ( k o . n F . .sn) = ( b k o . j i ) and j l = j . . b k l .. k . kn : . implies that As we have mentioned the number of basic sets bk.kn. . bk. . . k : . k .. on Define now the function by + +. . (1) limn+m+n(W) 2 1 for all w E (2) 4.k:. .) we have + Proof of the lemma.+. . . bkq+D . k . + .. . . Note that each set R k o . k . . .. Let us pick an (n 1)tuple (ko. Proof of the lemma.n.k. can be decomposed into finitely many basic sets A k o . . . . Ako.. k . .. . Rko.
We claim that the functions g. Indeed.(w) + 1 as n + co for all w . and h. . 1 5 bk 5 C for all k and hence The expression in the righthand side goes to 1 as n + 00 since since this holds for any positive sequence st bounded away from zero. satisfy the following properties which immediately imply the desired result: 1) h.Chapter 5 160 1 2 3 4 Then & ( w ) = h.(w) x g.(w)logc m.
y) E F. ) E c.. and 2 s for Aalmost every point (x. m]) such that a) ( i J . It is easy to see that where C1 > 0 and C2 > 0 are constants independent of n (recall that N ( F . be the number of elements in this cover.for infinitely many n since limntooQn((z. . identically distributed random variables with respect to p. b) ( i t .Dimension of Cantorlike Sets and Symbolic Dynamics 161 3) gn(u) + 1 palmost everywhere as n + 00. k .€ " < E. Fix E > 0 and consider the collection R. is precisely the number of ways to choose sequences (it)..t = 1. These sets are disjoint and by Lemma 1satisfy (16. y)) Therefore.. j t ) E A for t = 1. s 5 dimH F . . E R. . and let N. . 2.. . . Thus. . n and some choice of &. . n = 0. . . . Note that any point (z. .2.. . Therefore. I..k. This implies that dimH F 5 s + 2~ and the desired result follows since E can be chosen arbitrarily small. k . 2 m€. . n = 0. . is a cover of F for any choice of N. .) r) p k . converges for almost every ( k o k l . . the number of such sets is bounded by m(s+E)nas A(F) = 1. .. for which #Jko. Note that N. Consider the finite cover of F by sets R k o . n>N It follows that (here card denotes the cardinality of the corresponding set).q and ( j t ) .of those of sets R k o . .. . Hence. R ( N ) = U . It immediately follows from Lemma 1. . From the definition of p it is clear that the functions ( k o k l . p k . r ) is the least number of balls of radius r needed to cover the set F). . j t ) E A for t = q + 1...y) E F is covered by sets R k o . .. k . . ) l / n . . .t = 1. In order to compute the box dimension of the limit set F let us choose n > 0 and set r. We now show that dimH F 5 s by constructing an efficient cover of F . are independent. n (recall that q = [nlog. the sequence ( P k o P k l . . = m".4) that &((z. . Note that by the definition of p k and hence gn + 1palmost everywhere. Let us choose N so large that E m . .q. .. .+by Kolmogorov's strong law of large numbers. the second statement of Lemma 2.y))2 1 > rn€ (see Statement 1 of Lemma 2).1. . ~ N R .
. (4) Repaint all 2"3k+3 rectangles white.may be distinct. See Figure 12. Example 16. During steps n 3 k < n 5 n3k+1 we use (B).f?k percent of these rectangles arbitrarily and paint them blue. the lower and upper box dimensions . Repeat steps 1 through 4. Therefore. Let no = 0 and for k = 0 . let nk+1 = [an4 and . r.logr. The induced map G on the limit set F is easily seen to be Holder continuous with Holder exponent log log 1. There exists a geometric construction with rectangles in the unite square S c R2. 2 . modeled by the full shift on two symbols ( C $ . (2) We begin with Y 3 k + l rectangles..2. r nm n This completes the proof of the statement. Moreover. paint the others green. (1) We start with two horizontally stacked rectangles. for which Al = = A. Proof. 1 1 = 1 2 = 1. During steps n3k+1 < n 5 n3k+2.the Hausdorff dimension. 1 . (3) During steps n3k+2 < n 5 n3k+3. .162 Chapter 5 It follows that Nn = u'Jrnq = (f)'Jrn (recall that u is the cardinality of A and r is the number of j such that (i. In order to describe the nth step of the construction we use the basic types of spacings: vertical stacking (A) and horizontal staking (B). which illustrates that all three characteristics .=log. a 4 lim . the induced map G on F is Holder continuous. the size in the vertical direction is 1" and the size in the horizontal direction is Any two subrectangles at step n 1 that are contained in the same rectangle at step n are stacked either horizontally or vertically and the distance between them is chosen to be at least . U r W Following Pesin and Weiss [PWll we construct a more sophisticated example than in the previous section. = lim nm log Nn ~ . a ) is an arbitrary number and a = logX/logx. . . The projections of any two distinct rectangles at step n onto the two coordinate axes either coincide or are disjoint.j)E A for some i). Choose .10gX' where y E ( 1 .An. we use (A) in all blue rectangles and use (B) in all green rectangles. =log.r+log. we use (B) in all blue rectangles and use (A) in all green rectangles. u ) . + x/ .0 < A < < and the limit set F satisfies x t. log 2 dimH F = .log1' log 2 dimBF = .r+log. The collection of rectangles at the nth step of the construction contains 2" rectangles each with vertical and horizontal sides.& = 2(7cr)n3k+l.l0gX' m B F = 7  log 2 . Each point x E X can be coded by a onesided infinite sequence of two symbols.
log1 We now proceed with the box dimension. These rectangles are vertically aligned and have size Xn3k+2 r 3 k + 2 since p k + 2 = X [ a n 3 k + l l + 2 5 c o n ~ t A ~ the ~ ~ +(1' .Ic. a) Vertical Stacking.our construction the intersecnF is contained in 2n3k+3n3k+2small blue rectangles corretion B = Aio..in3k+2 "3k+3 sponding to n = n 3 k + 3 ..1.. ~ . . . Since pk+3 5 ~ons t X " ~the ~ +Pk2"3k+12"3k+2"3k+1 ~ = Pk2"3k+2 blue rectangles in the construction of F are each contained in a blue square of size A"3k+2. s. . ~ n 3nkF + l is contained in 2n3k+2n3k+1small green rectangles corresponding to n = n 3 k + 2 .By construction the intersection A = A ~ o . b) Calculation of Lower and Upper Box Dimensions. by Theorem 16. log 2 . we know that dimH F 2 s.} of F for which + Pk2"3k+2 ( f i ~ n 3 k.in3k+l. Consider a green rectangle Ai.. Given E > 0. + 2 ) s ) (diam Ui)" 5 const ((1 . .)2"3k+1 Ui €G The righthand side of this inequality tends to 0 as k + 00 if s > *A. We now compute the Hausdorff dimension and the lower and upper box dimensions of the limit set F.. This implies that dimH F 5 On the other hand. . Consider the cover of F consisting of green rectangles for n = n 3 k + 1 and blue rectangles for n = n 3 k + 2 .163 Dimension of Cantorlike Sets and Symbolic Dynamics n h h a b Figure 12. .3 By k + .Pk)2"3k+' green rectangles in the construction of F are each contained in a green square of size An"+'. a) Calculation of Hausdorff Dimension. The collection of green and blue squares comprises a cover B = {U. Now consider a blue rectangle A ~ o . b) Horizontal Stacking. choose k > 0 such that AnBk+I 5 E . Therefore. we conclude that dimHF = . They are vertically aligned and have size n 3 k + 3 x X .
A .E) = Nbiue(F. One can easily see that N ( F . E ) are the numbers of &ballsin the optimal cover that have nonempty intersection with respectively blue and green rectangles at step n. E )= 2" and hence A. E ) and Ngreen(F. if n = n 3 k + 1 then log 2 lim A .164 Chapter 5 Choose E > 0. We consider the following three cases: Case 1: n 3 k 5 n < n 3 k + 1 .&) = P k 2 .P k ) 2 n 3 k + i . f (1 . This implies that Moreover. It follows N ( F .logX' + Case 2: n 3 k + l 5 n < n 3 k + 2 .E ) (the least number of ball of radius E needed to cover F ) . We wish to compute explicitly the number N ( F . 4 1ogr .log X' Pk 5 i). = 1% " F . There exists a unique integer +I <E 5 Denote by n > 0 such that X r.E). w e have N(F. = n+w . . One can see that for all sufficiently large k (for which and provided n3k+1 < n < n 3 k + 2 . .E) Ngreen(F. log 2 = . where Nblue(F.
b B F = y*.2. 2 denote the projections of the unit square I onto the vertical side. .. for any basic set Aio. k = 1 . we conclude It also follows that h B F 2 y*.(I). 7r1 o h i ( x . As we have seen Thus. . n+ It follows that d i m ~ F2 that d i m ~ F= above. We assume that 0 < A 1 5 A2 < 1 and A1 < Consider the two affine maps hi: I + Ai. = 00 ....y) E I and i = 1. These maps generate a simple selfsimilar geometric construction with rectangles in the plane with basic sets at step n Aio. o hi. for k = 2. is . log 2 lim A.. .. k+cc Combining this with Theorem 16. lim A. Moreover. where 0 < a1 5 u2< 1 and 51. )given by + . J2 are disjoint intervals in the vertical axis of the same length A1. . Obviously.log5.. for k = 1. o hi. and onto the horizontal side.2..in = hi. Hence. s..1] given by Ai = [ai. Example 16. 0.] x J i .. if n = n3k+2 then n3k+2 log 2 lim A.log A' n+m provided < n < n3k+3.Dimension of Cantorlike Sets and Symbolic Dynamics It is easy to see that for sufficiently large k (for which p k 5 165 f). We consider another example of a simple geometric construction with rectangles in the plane generated by two afKne maps which was introduced by Pollicott and Weiss (see [Pow]). Let Xk. = y*.1. 2 that contract the unit square by A1 in the vertical direction and by A2 in the horizontal direction. i = 1 .3 We begin with two disjoint rectangles A.ai A. y ) = ai A2x for any (2.inthe left endpoint of the interval ~ 1 ( A i ~ ..1] x [0. A2 c I in the unit square I = [0. i = 1. See Figure 13. 2 .. + i.' *. It illustrates that the Hausdorff dimension of the limit set may depend on delicate numbertheoretic properties of ratio coefficients while the box dimension is much more robust.
It then follows from Theorem 13.al.6) There is a very special .. Note that if A 1 = A2 then the construction is a Moran simple geometric construction (CM1CM5).case when 7rl(A.6) still holds.a1 > 0.il.1 that (16. (2) < A2 5 f . . We first consider the case 0 < A2 5 f . a) Calculation of Box Dimension. the rectangle A1 lies directly above the rectangle A2).) E {O.degenerate . def (1) h B F=dim~F = dimBF. if0 log%/logA1 Proof. By virtue of (16.al)) A5 : (iO. It is easy to check that in this case (16.. We now compute the Hausdorff dimension and lower and upper box dimensions of the limit set F of the construction assuming that A1 < A2 and d = a2 .e.) = 7rl(A2) (i. .5) the set is affinely equivalent to the standard Cantor set k=O after scaling by d = disjoint rectangles a2 .l}' k=O (16. Consider two new .5) where d = a2 . Lemma 1. i f $ 5 x 2 < 1.Chapter 5 166 Taking the limit when n { + ca yields 03 7r2(F) = c ( a l + ik+l(a2 .a1 7r2(F) I > 0 and translating by &.
i.. is covered by +1 squares aligned in a row. satisfy A:o. . Lemma 2...5) that the projection %.A 2 ' This implies that A" A.1 that dim~F 5 We turn now to the case f 5 A2 < 1.i. n F is at least lJllw(Ai o .. IJlAF Hence..... . Given n. This implies that b B F > dim#* = On the other hand..A.) contains an interval of length ~ J ~ ~ r ~ ( A i ~ .Dimension of Cantorlike Sets and Symbolic Dynamics 167 hl Figure 13..i. ..=. i . it follows from Theorem 16. i n ) l..e. One can see from (16. the basic sets of this new construction at step n. and A.. consider the cover of the limit set F by squares with sides of length AT such that each rectangle Aio. and the affine maps h l and hz..A 2 2n2 > N(F. ) ~= r l ( F n Aio. .i.d 1..in c Aio. This implies the desired result.. %. Hence.. 1 . We consider now the simple selfsimilar geometric subconstruction using the rectangles A. A SELFSIMILAR CONSTRUCTION WITH RECTANGLES. Aio.. A? d (recall that N(F... If 0 < A2 < !j then dimH F = dimB F = %.. . [s] 2. w b) Calculation of Hausdorff Dimension.in.. the proportion of the squares in the cover of Aio. It is easy to see that these rectangles have disjoint projections into the horizontal line and A: c A*.. the limit set F' c F. i = 1.r ) is the least number of balls of radius r needed to cover F ) . i. required to cover Aio.2.) 2 2nA. Obviously.
Choose m = [nlogX2/logX1]. 2x2 [ I+ 1 and consider Proof.jnintersects the . Lemma 3.168 Chapter 5 Proof. .r ) 5 CINn(z). r ) . nF{O. then . we call a real number /3 E [0..inl) E ( 0 . Nn(z) be the number of those rectangles at step n that intersect the square S(z). = &(A) constructed in Section 13 with A = (X.in and consider an asymptotic square S(z) of dimensions AT x A. (2) there exists a nonGEnumber that is bigger than $ (for example.. (4) almost all numbers on the interval 1) are GEnumbers [So]. where 3 l+i (3.r ) of those rectangles at step n that intersect the ball B ( z . we first compute the number N ( z . .e. Given r > 0 choose n 2 0 such that n = a Moran cover U. (3) ifB is the reciprocal of a root of 2 then it is a GEnumber.X2). First we observe that if a rectangle Ajo. (&+I. moreover.in) E {O. (5) if $ < < 1. . Obviously. The result now follows from Theorem 16. w We turn to the case $ 5 A2 < 1. Hence.1] with 2" basic sets at step n of equal length A. i. ..1 and Lemma 1...l}nm :d < 1 is a GEnumber then dimB F = dimH F = . As we saw in the proof of Lemma 1 the set T ~ ( F is ) the limit set for a simple Moran geometric construction (CM1CM5) on [0. l}n: n. ~Let n .f3 is a GEnumber if and only if for all sequences p E 1) and any d > 0 there exists K > 0 such that Nn(p) 5 K(2p)nm for any 0 < m < n. Given 2 E F . dimH(wl(F)) = *. We now establish an upper estimate for the number Nn(z). Assume that z E Ai.. I] a GEnumber (after GarsiaErdBs) if there exists a constant C > 0 such that for all z E [0. Following Pollicott and Weiss [Pow]. the reciprocal of any PisotVijayarghavan number (a root of an algebraic equation whose all conjugates have moduli less than one) is a nonGE number [S]. . +co) (io. z r=O + 0") The following properties of GEnumbers are known (see [Pow]): (1) no number 0 < < is a GEnumber. First note that d i r n ~ ( ~ ~ (5F d) )h H F 5 dimBF.. that prolongates the rectangle A ~ o . the Golden mean.. the positive root of the equation = &)..&. It is easy to see that this cover consists of all rectangles at step n. where C1 > 0 is a constant. we have N ( z . .log (x)/log xl. Clearly A? x A.1 irp' E [z. Iff < A2 .
In this very special case the limit set F reduces to the graph of a Weierstrasslike function (modulo a countable set). Set sx = 1og(%)/logX1..+l.~ . we have that mA(A... Przytycki and Urbaliski showed that if A2 is the reciprocal of a PV number then there exist certain configurations (i. i ...8) It follows fromproperty (5) ofGEnumbers (see (16. is C7=o(al+dit)Xi and the left endpoint of Aio..6) we obtain by direct calculation that where K2 > 0 and K3 > 0 are constants..i. Using (13. The dimension of such graphs were studied by several authors.im = j.e. o .jn is '&o(al+ die)Xi +Cr=m+l(al + d j t ) X i .7)) that Nn(z) 5 K ( ~ X Z ) ~ .. . In particular. m Aio.o. . Since the function sxlog&o = sxlogXz is constant the corresponding equilibrium measure mx is the measure of maximal entropy for the full shift and hence for any basic set A.5) and following (13. for these two rectangles to lie in the same asymptotic square S ( x ) .7) that we have used is not just an artifact of the proof.Dimension of Cantorlike Sets and Symbolic Dynamics 169 square S ( x ) then io = j o . ... . Hence.. . a choice of numbers a1 and a2) such that dimH F < dimB F .i. We note now that the left endpoint of . we should have that I n I (16. The desired result follows now from the uniform mass distribution principle.. .j. c) Noncoincidence of the Hausdorff Dimension and Box Dimension. in [PU].. . We illustrate that the numbertheoretic property (16. Consider A 1 = f.) = 2".
On the other hand.). (Definition and properties of these measures can be found in [KH].. if 2 is a periodic orbit then the Hausdorff and box dimensions of 2 are zero regardless to whether the orbit is stable. where p is a natural measure. pi = p(B. the measure p is completely specified by the distribution of a typical orbit. may not capture any dynamics. The latter are naturally interconnected with the geometry of 2 and can be used to describe relations between the dynamics on 2 and the geometric structure of 2. This fact is widely used in the numerical study of dynamical systems where orbit distributions can easily be generated by a computer. In order to obtain a quantitative description of the behavior of hot and cold spots with the scale let us consider a dynamical system f acting on a hypercube K in Itm and a cover of K by a uniform grid of mesh size r . then for a typical point x E 2 the average number of visits is equal to p ( Y ) . For dynamical systems possessing strange attractors the computer picture of hot and cold spots reflects the distribution of typical orbits associated with special invariant measures.e. These distributions are. If p is an f invariant Bore1 ergodic measure for which p ( Y ) > 0.Chapter 6 Multifractal Formalism Let f be a dynamical system acting in a domain U c Rm and 2 an invariant set. i. in general. in fact.) The distribution of hot and cold spots varies with the scale: if a small piece of the invariant set is magnified another picture of hot and cold spots can be seen. the corresponding natural measure is the wellknown SinaiRuelleBowen measure. i.These measures are often called natural measures. In the seminal paper [HJKPS]. or neutral. If the strange attractor is hyperbolic. unstable. This information. regions where the frequency of visitations is either much greater than average or much less than average respectively (see [GOY]for more details.. the authors suggested using the limit distribution of numbers ai when r + 0 as a quantitative 170 . the orbit distribution is completely determined by the measure p.e. Thus. We saw in Chapter 2 that the Hausdorff dimension and box dimension of 2 yield information about the geometric (and somehow topological) structure of 2. see Figure 14). The collection of numbers { p i } determine the distribution of hot and cold spots corresponding to the scale level r . For example. In other words one should be interested in how often a given point x E 2 visits a fixed subset Y c 2 under f. In order to obtain relevant information about dynamics one should consider not only the geometry of the set 2 but also the distribution of points on 2 under f . nonuniform and have a clearly visible finescaled interwoven structure of hot and cold spots. Define scaling exponents ai by pi = Tax. Let pi be an average number of visits of a “typical” orbit to a given box Bi of a grid.
(a) = dimH X. = {z E X : h ( z ) = a } can be viewed as multifractal with the sets X.e. AN ORBITDISTRIBUTION..171 Multifractal Formalism characteristic of the distribution of hot and cold spots. It is intimately related to the multifractal structure of X (see [M2]). the part of it where the measure p is concentrated) whose constituent components are the sets X.(a)spectrum provides a description of the finescale geometry of the set X (more precisely. For example. (see Section 18).(a)spectrum (for dimensions). cold spot Figure 14. this is not a rigorous mathematical definition and it depends on how the homogeneity is interpreted. is the set of points where the pointwise dimension takes on the value a and X . Of course.. The straightforward calculation of the f. if h: X 4 R is a function then the decomposition of X into level sets X. being homogeneous.into subsets that are homogeneous in a sense. where f. This decomposition can be characterized by the dimension spectrum for pointwise dimensions of the measure p or f.is the set of points with no pointwise dimension. There is a multifractal decomposition of X associated with hot and cold spots of orbit distributions (i. the decomposition that is induced by the invariant measure p ) : Here X.. The f. one can use various dimension spectra as most accessible characteristics of orbit .(a)spectrum is difficult and one should relate it to observable properties of the invariant measure p. One can say that the set X has the multifractal structure if it admits a decomposition .called multifractal decomposition. For example. The general concept of multifractality can be formulated as follows (see a more detailed description in Appendix IV).the irregular part .
.172 Chapter 6 distribution. (see also [G. . Given a grid of size r .s 1 H P q ( p ) = 1im loginf { c B(si. 19. For natural measures the HPspectrum for dimensions can be defined in the following way: .r))q’dp(z). Hentschel. see also Figures 17a and 17b in Chapter 7). but not on the dynamical system itself . of the grid (the sum is taken over those elements of the grid B.r)EGP(%. It is now known as the HPspectrum for dimensions (after Hentschel and Procaccia). This led to characteristics known as correlation dimensions of order q (see Section 17).) > 0 (provided the limit exists.) 7 log r q . see Section 17 and discussion in [Vl]).q ) and the f.)). Among them let us mention the R6nyi spectrum for dimensions introduced by TCl [Tell. HP]).u(B. GP. for which p(&) is positive). A group of physicists in the paper [HJKPS] presented a heuristic argument based on the analogy with statistical mechanics to show that the HPspectrum for dimensions and the RCnyi spectrum for dimensions coincide and that the latter (multiplied by the factor 1 . consider the partition function N N i=l i=l where q is the “inverse temperature” and Ei is the “energy” of the element B.r ) = p ( B ( z .(a)spectrum for dimensions form a Legendre transform pair (see Sections 18. Roughly speaking their idea goes as follows (see arguments in [CLP]). These characteristics proved to be experimentally the most accessible and offered a substantial advantage over the other characteristics of dimension type that were used in numerical study of dynamical systems with chaotic behavior..the unexpected phenomenon noticed first by Hentschel and Procaccia in [HP]. It is defined as follows: where N = N ( r ) is the total number of boxes Bi of the grid with .3. r > 0 and thus. and Procaccia suggested computing correlations between qtuples of points in the orbit distribution for q = 2. Grassberger. The formal definition and a detailed discussion is given in Section 18.1ro where Q is a finite or countable covering of the support of p by balls of radius E (provided the limit exists). They also introduced a family of characteristics depending on a real parameter q 2 0 (except q = 1) of which the correlation dimensions of order q are special cases for integers q 2 2. . In Section 17 we give a rigorous mathematical substantiation of the fact that the correlation dimension of order q is completely determined by the function cpq(X. . In [GHP]. and 21. depends only on the metric on X and the invariant ergodic measure p. The “free energy” of p is defined (when it exists) by F ( q ) = 1im r0 1% all logr .
This alone justifies the study of dimension spectra as part of dimension theory.(z) exists and is constant. The same result holds for equilibrium measures on conformal locally maximal hyperbolic sets (see Proposition 24..(a)spectrum through the HPspectrum..Multifractal Formalism 173 The analogy with statistical mechanics is then used to relate the Legendre transform of F (i.e. Our analysis is based on the dynamical properties of the induced map on the limit set generated by the shift map on the symbolic space.e. In Section 18 we will show that the HentschelProcaccia spectrum and the RBnyi spectrum for dimensions coincide for any Bore1 finite measure on Rm. is expanding and conformal in a weak sense. Although the multifractal analysis was developed by physicists and applied mathematicians as a tool in numerical study of dynamical systems its significance has not been quite understood. Furthermore. being continuous.e. they can be introduced within the general CarathCodory construction described in Chapter 1). say d. Such an isomorphism keeps track on stochastic properties of the dynamical system (specified by the invariant measure) as well as dimension properties (of invariant measures or sets) and thus. since the latter is completely determined by the statistics of a typical trajectory. In Section 19 of this chapter we consider another class of examples which includes Gibbs measures on limit sets for a large class of geometric constructions of type (CGlCG3).(a)spectrum for dimensions and the Legendre transform relation between them. This allows us to set up the concept of a (complete) multifractal analysis of dynamical systems as a collection of results which establish smoothness and convexity of these spectra as well as the f. Whether the induced map satisfies these properties strongly .1).(q) to be only measurable.. even if the measure /I is exact dimensional (i.e.[qtF(q)]) to the distribution of the numbers @i).4). This also opens new perspectives for the multifractal analysis: one can classify dynamical systems up to an isomorphism that preserves dimension spectra.. In order to convert the above argument into a rigorous mathematical proof one must first establish that the HPspectrum and the f. As a part of this analysis we show that any equilibrium measure on a conformal repeller corresponding to a Holder continuous function is diametrically regular (see Proposition 21. Our main assumption is that this map.(a) and HP.whose study constitutes the multifractal analysis . one can compute the delicate and seemingly intractable f. This seems amazing since a pn'ori one expects the functions f. the function t H inf. to f. d. In Section 18 we will demonstrate that dimension spectra .(a)spectrum for dimensions are smooth and strictly convex on some intervals (in q and in a respectively). In Chapter 7 we effect a complete multifractal analysis of Gibbs measures for smooth conformal expanding maps and axiom Adiffeomorphisms on surfaces.(a). it is not at all clear whether. i. may be of great importance in describing chaotic dynamical systems (see Appendix IV for more details). almost everywhere) the pointwise dimension attains any values besides d.are CarathCodory dimension characteristics (i. Once the Legendre transform relation between the two dimension spectra is established.
j 5 n } . Grassberger. n . Let ( X . R > 0 . In [GHP].p) be a complete separable metric space with metric p and f : X + X a continuous map. and r > 0. the gaps between the basic sets.174 Chapter 6 depends on the symbolic dynamics and its embedding into Euclidean space. Let p be an finvariant Bore1 probability measure on X .1. r ) = .. r ) is the closed ball of radius r centered at 2. r ) ) = 0 for palmost every z E X ( S ( x . The formal definition of the correlation dimension is as follows. Then there exists a set Z c X of full measure such that for any E > 0. we define the correlation sum as 1 C ( z . n2 (17. R) for which the inequality . it is continuous at r if and only if p(S(x.1) where card A denotes the cardinality of the set A . [P3. Correlation Dimension One can obtain information about a dynamical system that is related to invariant ergodic measures by observing individual trajectories.E . It is clearly nondecreasing in r and hence may have only a finite or countable set of discontinuity points.e. Hentschel. Thus. PT] Assume that p is ergodic. The multifractal analysis of these “expanding and conformal” geometric constructions is intimately related to the analysis for smooth conformal expanding maps (see Section 21). and Procaccia introduced the notion of correlation dimension in an attempt to produce a characteristic of dynamics that captures information on the global behavior of “typical” trajectories by observing a single one (see also [GI).as well as geometric constructions effected by a sequence of similarity maps whose ratio coefficients admit some asymptotic estimates. n > 0 . We shall first discuss the existence of the limit as n + co. f j ( x ) ) 5 r and 0 5 i . it is rightcontinuous. Examples include selfsimilar geometric constructions and geometric constructions associated with some (classical) Schottky groups (see Section 13). we call the quantities the lower and upper correlation dimensions at the point x respectively. 17. and any x E Z one can find a positive integer N = N ( x . Given x E X . This trajectory should be typical with respect to an invariant measure. Given a point x E X . i. Theorem 17.r ) is the sphere of radius r centered at x).card {(i.j): p ( f ” ( x ) . Consider the function where D ( x .
E 2 0. k 2 0 forming a basis of the topology in X. The general case is considered in [PT]. m) = p(Dk). For simplicity we provide the proof under the additional assumptions that the function @ ( r ) is continuous and the map f is invertible. there exists a set X.n . lim N ( x .3) Given a point x E X. m ) the number of points fZ(z). a measurable set A c X. Let us fix a countable collection of closed balls Dk = D(yk. k). n+cc (17.Multifractal Formalism 175 holds for every n 2 N and 0 < r 5 R. c X of full measure such that for any x E X. A .Dk. C ( x . and k 2 0. + (17. T ) tends to ( P + ( T ) when n 00 ifor palmost every x E X uniformly over r for 0 < r 5 R. We first show that given a number T > 0.We can assume that p(dDk) = 0 for all k 2 0. Since p is ergodic there exists a set Y c X of full measure such that for any x E Y and k 2 0. lim C ( x . k) such that for any n 2 0. r ) = (p+(r).4) .rk). n . nm nSm It follows that given z E Y .n . there exists n ( x . m 2 0 .m 5 i 5 n for which T ( x ) E A. Proof. m 2 0 denote by N ( x . n .E . and n m 2 n ( x . and integers n 2 0.E . In other words..
:' c Y with p(Xi. and the third sum over all other i (i. n . Let us fix z E Xi:? and n 2 0 5 ZE < n ( E ) . N ( x .5 and a number n3 = n 3 ( ~such ) that for any x E X $ )and n 2 723.n .E 2 1 . (17. X $ ) .i. r ) )is a bounded Bore1 function over x E X we have by virtue of the Birkhoff ergodic theorem that for palmost every x E X . for palmost every z E X$. ( f * ( z )T. Since Ni 5 n 1 this imr>lies that + + (17. 0 5 i 5 tn(E) for which f i ( x ) $ X $ ) .? and n Z 722.) . for any x E Y and E > 0 there exists n 2 0.2. with Ni = N ( f a ( x )D .8) Moreover. + n1 = nl(x.176 Chapter 6 Thus. One can rewrite the expression for C ( x . This implies that for any E > 0 there exist a measurable set Xi.:') 2 1 .n2. those i.:' with p ( X $ ) 2 p ( X $ . the second sum over all i such that tn(E) 1 I i I n. Write n = tn(E) Z. there exists a set X i 2 C Xi.7) Since p is ergodic and p ( D ( z .10) . Denote n(E) (17.. I .9) + = max{n1. r ) (see (17. 0 5 i 5 t n ( E ) with f i ( x ) E X $ .E and a number n2 = n 2 ( E ) such that for any x E Xi.n3}. O ) . y ) . Therefore.11 5 2. i 2 0. i).5. m 2 0 with n m 2 n1.E) 2 0 such that for any (17.e. n .1)) in the following form: where the first sum is taken over all i.
We now show the uniform convergence of C ( x . Therefore.n.n. ~to) ( P + ( T ) over T on an interval 0 < T 5 R.12).9) that (17. Let us fix a countable everywhere dense set T c R and put Y = nrETXr.2 v+(T) 'p+(~l) E + .'p+(rz)I 5 E for any T 1 .9)(17.T ) .12) where the first. = u.n. T Z E T satisfying T I < T < T Z and T Z ..5. there exist T ~ . second. i = O . . Since ' p + ( ~ )is continuous there exists 6 > 0 such that I'p+(rl) . .11). T Z ) 5 ' p + ( ~ z ) E sufficiently large. These inequalities imply that lC(z. and an integer q 2 2.8) that (17. . (17.10). n . n > 0.n .. by (17. is a set of full measure. Given T E R. .11) Let us now estimate the first sum. Obviously.. f"(x)) 5 T for any o 5 j . T > 0. imply (17.where X . . Obviously.11). It follows from (17. and third sums are taken over i as above. Namely. we define the correlation sum of order q (specified by the points { f i ( x ) } . given x E X .n. T ) 5 C ( x .3). r ) = . It is easy to see that for any n > 0.( P + ( T ) ~5 2~ for all 0 < T 5 R if n is C ( x . Let us fix E > 0.T Z 5 ~ 6. l . p ( Y ) = 1.n ) by 1 Cq(x. and hence for any x E X . 5 (P+(T) + 2 ~ . TI) 5 C ( x .n. .n. It follows from (17. .1. .3) for all x E Xi?.n } q : nQ p ( f i 3 ( x ) .R]with IT1 . C ( x . T 2 E (O. . TI) 2 . If ~bis sufficiently large we have also that C(x:. and (17.T Z ) . X. We now extend the notion of the correlation dimension by considering correlations of higher order.i 4 ) E {0.7) and (17. we find This inequality along with (17. is the set defined in (17.card { (il .>oX$.2.k 5 q}.Multifractal Formalism 177 if n is sufficiently large.T I 5 6.
Remarks..178 Chapter 6 The quantities 1 n.(x. H)correlationdimension of the measure p on 2 for q = 2 . It is clearly rightcontinuous. We also define the (q. The following statement is proved by Pesin and Tempelman in [PT] and is an extension of Theorem 17. Define the lower and upper qcorrelation dimensions of the measure p on 2 for q = 2 . . Instead. This allows us to introduce the notion of qcorrelation dimension for any finite Borel measure p on a complete separable metric space X (see [PT]). For any T > 0 and any integer q 2 2 consider the function where p is an finvariant Borel probability measure on X (recall that D ( x . 2 ) = dim. For q = 2 these formulae define the lower and upper correlation dimensions of the measure p on 2. q1 . The function cp$(r) is nondecreasing and hence may have only a finite or countable set of discontinuity points. (1) We stress that the lower and upper qcorrelation dimensions do not depend either on the dynamical system f or on the point x for palmost every x (provided p is ergodic).r) oq(x) = lim lim q .H(p.r ) is the closed ball of radius r centered at x). they are completely specified by the measure p .1 which we shall state now.n.(x. . and any x E 2 one can find N = N(x. . . If p is an ergodic measure then for any integer q 2 2 there exists a set 2 C X of full measure such that for any E > 0. R > 0 . by 1 Cor. R ) for which with arbitrary n 2 N and 0 < r 5 R.1r+O n+m log( 1/r) ’ are called respectively the lower and upper correlation dimensions of order q at the point x or lower and upper qcorrelation dimensions at x. Let 2 c X be a Borel subset of positive measure. ). Theorem 17. The existence of the limit as n + 00 is guaranteed by a more general version of Theorem 17. 3 . G q ( p .l r y 0 n+m log(l/r) 1 logC.2. . q .1 to correlation dimensions of higher order.2 ) = dim q1 1 q1 2. E . 2. 3 . q ( x )= lim lim log C. by 1 Corq(p. .2 ) = dim$.
. . r > 0.. 1 . . Furthermore. for any integer q 2 2 there exists a Borel finite measure p on I = [0. (or any other set of full measure). .y E X . . using methods in [K] one can construct a diffeomorphism of a compact surface preserving an absolutely continuous Bernoulli measure with nonzero Lyapunov exponents for which (17.I ) < COT&.card n Q {(il .7) we use open balls of radius T centered at points in X .13) holds. .3. and an integer q 2 2. Namely. given x. We stress that in (8. n ) by 1 C q ( x . These relations expose the “dimensional” nature of the notions of lower and upper qcorrelation dimensions: they coincide respectively (up to the constant &) with the upper and lowerqbox dimensions of the space X for q = 2.7).1. . i = 0 . (3) We describe a more general setup for introducing the lower and upper qcorrelation dimensions. ( X can be also replaced by any set of full measure).r)defined by (8.n}Q: p ( f i i ( x ) . k 5 q}. We call the quantities the lower and upper qcorrelation dimensions at the point (x.. with respect to this map Gq(x) = Cor_(p. One can check that p is an invariant measure for a continuous map f on I . One can prove the following statement: let p be a n finvariant ergodic Borel . I ) = cyq(x) (17. (2) Example 8. . r ) = . Thus.x)). Consider the direct product space Y = X x X . .y.y) E Y .i4) E {0. . n. n > 0. where f(x) = p([O.1 shows that the lower and upper qcorrelation dimensions of p may not coincide: namely. we define the correlation sum of order q (specified by the points {f’(x)} and {p(y)}. A simple argument (which we leave to the reader) shows that If p is an invariant ergodic measure for a dynamical system f acting on X it follows that for palmost every x E X .f i k ( ( y ) ) 5 T for any o 5 j .1] for which (and p is absolutely continuous with respect to the Lebesgue measure on I ) . .Multifractal Formalism 179 Consider the function cpq(r)= cpq(X.13) for palmost every x E I .
. Y k ) for P = ( 2 1 .r ) = V q ( U ( A . Indeed. .z) E Yq: x E X } be the diagonal.=.r) 5 rD‘. uq). . Consider the direct product space (Yq. pq. (pz(X. E rs .xq)..T ) ) . X ) = D(P).s)/2 > 0. dimH Z = sup{D(p) : p ( 2 ) = 1). Then for any r > 0. .X). . . admit the following interpretation. q = 2 .where q times q times and p q ( P . . P ( X k .180 Chapter 6 probability measure and u = p x p. yq). by the potential principle (see (7.r ) . n. The “correlation dimension” D ( p ) is interpreted as the supremum of those s for which the measure p has finite senergy. n+w exists. Define the quantity (17. where &(/I) is the senergy of p (see (7. (17. then for any integer q 2 2 and ualmost every (x. cpq(X. set E = (D . . set D = . By the definition of the lower correlation dimension for any E > 0 there exists ro > 0 such that for any 0 < r 5 ro. where U ( A . r ) = cp:(X. Let A = { (x. . Given 0 5 s < D . . g ) = C”. r ) . We have that rs 5 DTOE + constant < 00.r ) is the rneighborhood of A. 3 . (4) The functions cpq(X.15) P A slight modification of the argument by Sauer and Yorke in [SY] shows that  Corz(p. one can compute the Hausdorff dimension of Z via the quantity D(p).14) D(P) = SUP{S : W )< m}.(p. .y ) E Y the limit lim C q ( x . (5) Let p be a Bore1 finite measure on Rm with bounded support. . .5)). Following Sauer and Yorke [SY] we describe another approach to the notion of correlation dimension of p based on the potential theoretic method (see Section 7).jj = ( y l . Namely. . Given a subset Z c Rm.6)). where X is the support of p.y .
D)/2 > 0. On the other hand. RP). n = 1..Multifractal Formalism 181 This implies that I s ( p ) is finite. = h(f"(y)) for some y E Y can often be computed. For q = 2. n = 0. .p ) be a metric space and h: Y + X a Bore1 function called observable.RP) (the space of smooth maps from Rm to RP) such that the equality D ( g + p )= D ( p ) holds for every g E A.. and valmost every y E Y the limit exists where p = h. ( 6 ) Let (Y.15) a similar result holds for the Hausdorff dimension of a subset 2 c Rm. .. let 0 < D < s. }) by ef < The quantities are called respectively the lower and upper qcorrelation dimensions specified by the data {h. 2 Since r. then there exists a residual subset A c C1(Rm. 2 .} in the following way.. We have that 1 2 1 > n such that (pz(X. forbits may not be accessible but the values h. we define the hcorrelation sum of order q (specified by the data {hn. .v) be a Lebesgue space (v is a probability measure) and f : Y + Y a measurable transformation. one can find a number m = m(n) (pz(X. On the other hand. . One can prove the following statement: For any q = 2.1.r. .2. In view of (17. rn) 2 rnSrnD+E= r. it fails in the case of box dimension: there exists a compact subset 2 C !Itmwith h B Z = dim~2 D p such that dim^ g ( 2 ) < D for every g E C1(Rm. In practice.2. can be chosen arbitrarily small there is no upper bound for Is(p).3. .u. . .3.r. By the definition of the lower correlation dimension there exists a sequence of numbers r. they proved the following statement: assume that D ( p ) 5 p ..) < 1 2 2 rn'(p2(X.'. > 0 such that E Given n > 0. Sauer and Yorke also studied the problem whether the quantity D ( p ) is preserved under a smooth map. . Let also ( X .}. . In particular. . .)/2. Set = (s . One can analyze the data {hnr n = 1 .
= h ( f " ( y ) ) for some y E Y . Takens proved that f o r a residual set of C1diffeomorphisms of Y and a residual set of functions h the delay coordinate map Gf.X. then D((Gf. In [Tl].b). Takens developed a method of reconstructing the Hausdorff dimension and box dimensions of Y using the data h. f is a C1diffeomorphism of an open domain U c Rm into Rm for which Y is an invariant set.p)*p) = D ( p )f o r a residual set of functions h. q1 (18.=q(P)). We introduce the HPspectrum for dimensions (after Hentschel and Procaccia.h. Equalities (18.1) allow us to rewrite the definition of the HPspectrum for dimensions in the following way: using (8. specified by the measure p .h. as the oneparameter family of pairs of quantities (HP. Given an integer p 2 1.h. and f(a)Spectra. =. Rhnyi.5) we obtain that 5) . the HPspectrum for dimensions is a oneparameter family of characteristics of dimension type: f o r every q > 1 the quantities H P . .Sauer and Yorke [SY] proved a similar result involving the quantity D ( p ) (see (17. define the delay coordinate map Gf.P@)= ( h ( 4h ( f ( 4 ) 7 . and h: U + R is a smooth function. 18.(p) 1 = dim.10) that 1 q1 H P . Information Dimension HentschelProcaccia Spectrum for Dimensions Let p be a Bore1 finite measure on Rm and X the support of p. see [HP]).14)): assume that D ( p ) < p ( p is an integer) and that f has at most countably many periodic points.p: Y + RP by Gf. In particular.h. the Hausdorff dimension and lower and upper box dimensions of Y are preserved under Gf.p.pwithp = 2m is a &embedding. ( p ) = dim X.1) Thus..Chapter 6 182 We consider the case when Y c Rm is a compact subset. ( p ) and =.h.7 h(fpl (4)). where It follows from (8. q > 1. Dimension Spectra: HentschelProcaccia.(p) coincide (up to a normalizing factor with the lower and upper qbox dimensions of the set X respectively.
r) is defined by (8.2 that for any q > 1. 3 .(z). Following Pesin and Tempelman [PT] we introduce the modified HPspectrum for dimensions specified by the measure p as a oneparameter family of pairs of quantities ( H P M . essinf.e. H P M q ( p ) ) .Multifractal Formalism 183 where y > 1 is an arbitrary number and A. . Let p1 and p2 be Borel measures on X . .(Pl) = H P M q ( p 2 ) . As Example 8. This was shown in [PT]. ( ~ )5 H P M .6). X). We present the corresponding result omitting the proof. One can derive from Theorem 8. the values H P .. Thus. ( ~ )5 essinf XEX ci. ( p ) and H P q ( p ) coincide with the lower and upper correlation dimensions of X . It follows from Theorem 9.(p) < HP.(x) XEX 5 H P M .(x) then HPM.(P) 1 H P . Theorem 18.(p) = H P M . It follows from the definitions that for g > I HPM. ( p ) . w ( p .(p) < H P M . The modified HPspectrum for dimensions is completely specified by the equivalence class of p. i.g > 1.(p) = 1 . HPMq(p1) = H P M q ( p 2 ) ..i. If these measures are equivalent then HPM.(p.X ) and =. .6.4)). where and the supremum is taken over all sets 2 c X with p ( 2 ) 2 1 . HPM. ( p ) = HPM.(p) 1 HPq(p).r(X.1. As Remark 1 in Section 17 shows for g = 2 .4 that for any g > 1.1 shows there exists a Borel finite measure p on [O. In particular. if the measure p satisfies ci. ( P ) .p] for some > 0 such that p HP.(x) = $(x) = d. the modified HPspectrum for dimensions is a oneparameter family of CarathCodory dimension characteristics specified by the measure p. ( p ) = essinf d.(z) XEX . (compare to (9.
184
Chapter 6
for all 1 < q 5 Q, where Q > 0 is a given number (the reader can easily check
that this holds provided p > a?).
R h y i Spectrum for Dimensions
Let U c E P be an open domain. A finite or countable partition E = {Ci, i 1
1) of U is called a (p,r)grid for some 0 < p < 1, r > 0 if for any i 2 0 one can
find a point xi E U such that
B ( z ; , p r )c C;
c B ( xi,r) .
The Euclidean space Rm admits (p,r)grids for every 0 < p < 1 and r > 0.
Let p be a Borel finite measure on Rm and X the support of p. We assume
that X is contained in an open bounded domain U c Rm. Given numbers q 2 0
and p > 0, we set
where
and the infimum is taken over all (P,r)grids in U (compare to (8.6)). We wish
to compare the quantities Dim,X,=,X
with the quantities dim,X,dim,X.
The following result obtained by Guysinsky and Yaskolko [GY] establishes the
coincidence of these quantities for q > 1 and demonstrates that one can use grids
instead of covers in the definition of qdimension.
Theorem 18.2. If p is a Borel finite measure on Rm with a compact support
X then for any q > 1,
Dim,X
= dim,X,
<

__
Dim,X = dim,X.
Proof. Let = {Ci, i 2 l} be a (/3,r)grid. There are points {xi} such that
B(z;,Or) c C; c B(zi,r ) . Therefore,
This implies that $(X, r ) 5 9 , ( 2 r ) .
Multifractal Formalism
185
We now prove the opposite inequality. Consider again a (p,r)grid {Cg, i 2
1) and choose points {xi} such that B ( x i , p r ) c Ci c B(xi,r). We have
(Pq(T1
=
J
P ( B ( Z ,r ) ) q  l + =
X
Therefore,
I
(Pq(r)
c
cJ
Ci
P ( N ? .)"l+
P ( B ( Z i , 2r)lq.
i> 1
Let us fix a ball B(xi,2r) and consider the set Di = {zj : Cj n B ( q ,2r) # 0 ) .
Note that Di c B(xj,3r) and that any two points xj,,xj, E D, are at least 2pr
apart (recall that balls B(x,, ,Br) are disjoint).
This implies that there exists N = N ( P ) such that cardDi I N (we stress
that N does not depend on r ) . This implies that any ball B(zi, 27) can be covered
by at most N elements Cj, of the grid.
We will exploit the following wellknown inequality: for any N > 0 and
q > 1 there exists K = K ( N , q ) > 0 such that for any collection of numbers
{Ui, 0 5 ag I 1, i = 1,.. . , N } ,
We have that for any i 2 1,
N
P(B(xi,2 ~ ) ) ' I K
C
~(cj,)'.
k=l
Now let US fix an element Ci of the grid and consider the set Ai = {zj: B ( z j ,2r)n
C;.# 0 ) . Again, one can see that Ag c B ( x i , 3 r ) and that any two points
xjcj,,xj2
E Ag are at least 2pr apart. Therefore, we conclude that cardAi 5 N
and hence
I NK
P(CP
il 1
c
for any (@,r)grid. This implies that NK$(X,r)
proof of the theorem.
2 p 4 ( r ) and completes the
rn
We introduce the R h y i spectrum for dimensions (see [Tell), specified by
the measure 1.1, as a oneparameter family of pairs of quantities (&(p), & ( p ) ) ,
for q 2 0, q # 1, where
186
Chapter 6
It follows from Theorem 18.2 that for any q > 1,
(18.3)
Information Dimension
Let [ be a finite partition of X. We define the entropy of the partition [
with respect to p by
where CFis an element of the partition
[. Given a number r > 0, we set
H,(r) = inf {IT,,([): diam[ 5 r } ,
F
where diam [ = max diam CF.
We define the lower and upper information dimensions of p by
(18.4)
Obviously, z ( p ) 5 T ( p ) .
Proposition 18.1. [Y2]
(1) T(p) 5 dimlsp.
(2) I f & ( z ) 2 d for palmost every z then z ( p ) 2 d.
Proof. Fix 6 > 0, r > 0 and let B1,. . . ,B N ,N = N(6,r ) be rballs that cover
a set of measure 2 1  6. Set
= B1 and for k = 2,3,. . . ,N ,
The sets B k are disjoint and have diameter 5 r . Therefore, one can find measurable sets Uj,j = 1,.. . ,M ( r ) such that together with B k they comprise a finite
measurable partition [ of X of diameter 5 r .
w e recall the following inequality: if numbers 0 < t 5 1 and 0 < pk 5 1, k =
1,.. . ,s are such that
pk = t then
c:=,
26)alog(l/r).6 and a number ro > 0 such that p ( B ( z . Thus. There is the multifractal decomposition of X associated with the pointwise dimension of p : . Then L ( p ) = ‘ ( p ) = d’1mH p .1 and Theorem 7.1 we obtain the following claim.187 Multifractal Formalism Therefore. Proposition 18..2. Let t31 be the collection of sets Ci E E that have nonempty intersection with 2 and 232 the collection of other sets Ci E <. Let p be a finite Borel measure on Rm. We have that p(UciEa. E f31 is contained in a ball B(x. .Cn}of diameter 5 r. Let p be a Borel finite measure on R” and X the support of p .Ci) 5 6..26 7 (4 log r a ) = (1.. Each C. f f J 0 2 c P(ci)log dCa) L 1 . In order to prove the second statement choose a < d and 6 > 0. It is conjectured that for “good” measures Below we will show that this conjecture holds for equilibrium measures corresponding to Holder continuous functions on conformal repellers for smooth expanding maps (see Section 21) and on basic sets for “conformal” axiom A diffeomorphisms (see Section 24). Assume that p is exact dimensional (see Section 7). f(a)Spectrum for Dimensions We now introduce another dimension spectrum in order to describe the distribution of values of pointwise dimension of a measure. . CiEUl It follows that This implies the second statement.r) centered at some point zi E Ci and therefore. As an immediate consequence of Proposition 18. Since d i m ~ Xis finite the first statement follows by letting 6 + 0. has pmeasure 5 ra. Fix r 5 ro and consider a finite partition (‘ = {Cl. There exists a set Z C X with p ( 2 ) 2 1. r ) )5 r a for any 0 < r 5 ro and x E Z.
1 and 7. Even if these sets are not empty.(z) < Z. it seems unclear from a point of view of the classical measure theory that the function f. ..(a) is drawn on Figure 17b in Chapter 7. = a.. This means that the function d. An invariant ergodic measure p supported on a repeller of a smooth expanding map (see definition in Section 20) or on a hyperbolic set of an axiom A diffeomorphism (see definition in Section 22) can be shown to be exact dimensional (see Theorems 21. Theorem 18.)} is the irregular part and the level sets X .. This was supported by a computer simulation of some dynamical systems: a typical “computer made” graph of the function f. the f.u provided the function d.. Despite this it was conjectured in [HJKPS] that for “good” measures. Barreira and Schmeling [BS] showed that for any equilibrium measure (corresponding to a Holder continuous function) for a smooth expanding map or for an axiom A diffeomorphism the set X is observable. a strong connection between the HPspectrum and f..2.1) and the f. it is not clear at all why the sets X .2).(a)spectrum (for dimensions) by f. p ( X a ) = 0 for all values a but one. which are invariant under dynamical systems. Furthermore. Furthermore. c Y ~ ]real . H If p ( X .2 and 24..(z) exists and is constant on a set of full measure. If p ( X a ) > 0 then dimH X . .(. see introduction to this chapter) show that the HPspectrum for dimensions (multiplied by q . Proof.(a)spectrum can be used to describe the finescale structure of the measure . A priori. Therefore. ) = 0 the set X . The statement immediately follows from Theorems 7. moreover.188 where Chapter 6 x = {z E x : d.( a )= dimH X .(a)spectrum for dimensions form a Legendre transform pair.( a ) is correctly defined on some interval [ ( Y ~ . are not empty for all values a except this special one. some very special cases should be excluded). may still have positive Hausdorff dimension and hence be ‘ L ~ b ~ e r ~ afrom b l e ”a physical point of view...(a) would behave “nicely” and provide meaningful information about the measure p. are defined by In order to characterize this multifractal decomposition quantitatively we introduce the dimension spectrum for pointwise dimensions of the measure p or f.. it has f i l l Hausdorff dimension (see Appendix IV for details. the function f.3.(z) exists on an “observable7’set of points in X . Thus.(a)spectrum was discovered to support an important role that these spectra play in numerical study of dynamical systems: heuristic arguments (based on an analogy with statistical mechanics. We first consider those values a for which p ( X a ) > 0. analytic and convex.
We will construct such families of measures for multifractal decomposition generated by equilibrium measures invariant under conformal dynamical systems of hyperbolic type (see Chapter 7). dimH v. (i... n intRj = 0 unless i = j . We recall that a Markov partition for an expanding map f is a finite cover R = (R1. This also shows that the Hausdorff dimension in the definition of the f. a). (b) intR.where A = (aij) is the transfer matrix of the Markov partition. i. R h y i spectrum.Multifractal Formalism 189 The rigorous mathematical study of the above multifractal decomposition and f. (c) each f(Ri) is a union of rectangles Rj.a21 which are supported on X . for any a outside the interval [al.). Note that a continuous expanding expanding map is (locally) biLipschitz. a.. . We say that a continuous map f : X + X is expanding i f f is a local homeomorphism and f satisfies Condition (15.(a)spectrum is based upon constructing a oneparameter family of equilibrium measures v. is everywhere dense in X and so is the set X . Let us fix a Markov partition R..aT) c f(% TI) c B(f(z). set X .9). Finally. ~ ois) a homeomorphism. An expanding map has Markov partitions of arbitrary small diameters. .. and f(a)spectrum for dimensions of equilibrium measures supported on the limit sets of some geometric constructions (CG1CG3) in Rm (see Section 13). v. we will observe that the f. Multifractal Analysis of Gibbs Measures on L i t Sets of Geometric Constructions In this section we will show how to compute the HentschelProcaccia spectrum. We will also undertake a complete multifractal analysis of these measures.j = 1 if intRi n fl(intRj) # 0 and aij = 0 otherwise. It generates a symbolic model of the map f by a subshift of finite type ( E:..2) . . = dimH X. Continuous Expanding Maps Let X c Rm be a compact set. 19.(a)spectrum cannot be replaced by the box dimension.Rp} of X by elements (called rectangles) such that: (a) each rectangle Ri is the closure of its interior intRi. is empty..e.e.1) for every x E X and 0 < r < T O ..b T ) (19. We will also reveal extremely complicated “bizarre” structure of this multifractal decomposition: each set X . This gives the coding map x:C i X such that X(W) = 0h ( ~ ~ .( ~ 2 1 the . a E [al. n10 = (ioil. there exist constants b 2 a > 1 and To > 0 such that B(f(z).e. namely.(Xa)= 1) and have full dimension (i. Without loss of generality we may assume that for any z E X the map f restricted to the ball B ( z . . )for.e. i.(a)spectrum is complete.) (19.
The Markov partition allows one to view X as the basic set for a geometric construction (modeled by the subshift of finite type) whose basic sets are defined by (19. .. The pullback by x of any Holder continuous function on X is a Holder continuous function on Xi. We denote these roots by @) and dk)respectively.8) holds. Under the coding map the cylinder sets C.. Note that since f is expanding Condition (15.. Fix a number k > 0. u) the symbolic representation of X by a subshift of finite type generated by R.6) One can show that for any sufficiently large k. We obtain effective estimates for the Hausdorff dimension and box dimension of X following the approach suggested by Barreira in [BarZ].. n) 5 & ( w .+k(compare to (15. any w E C i . n) 5 bn (see the proof of Theorem 15. and n 2 1.) E Xi and n 2 1 define numbers where the infimum and the supremum are taken over all distinct x .R p }be a Markov partition of X of a small diameter E (which should be less than the number T O in (19. Let R = { R l . Condition (A2. . Define two sequences of functions on Cz Consider Bowen's equations (19. .190 Chapter 6 (where h is an appropriate branch of f") and the following diagram Xi x a Xi f > X is commutative... dk)5 dk). Let f be a continuous expanding map of a compact set X c R". By Theorem A2. y E X n Rio. to arbitrary continuous expanding maps.6). and we will apply the nonadditive version of thermodynamic formalism to compute the Hausdorff dimension and box dimension of X ..3) and whose induced map is f.5). developed in Section 15 for expanding induced maps.. .6 this ensures the existence of unique roots of Bowen's equations (19. Clearly.23) (see Appendix 11) holds. .7)).1)) and (Xi. We will extend the approach. an 5 & ( w . to the basic sets in X generated by the Markov partition c Ca correspond The map x is Holder continuous and injective on the set of points whose trajectories never hit the boundary of any element of the Markov partition. For each w = (ioil.i... Thus.. The following result establishes dimension estimates for X .
191 Multifractal Formalism Proposition 19. The following result is similar to Theorem 15. and quasiconformal and Proposition 19. . Te diametrically regular property of an equilibrium measure demonstrates a close connection between the structure of X induced by this measure and metric structure of X induced by the metric p. Proposition 19. . dimH(U n X) = d i m .. C2. 1 . This property plays an important role in effecting a multifractal analysis of the measure.))S = 0. If f were a smooth map this property would follow from Proposition 21..5. ( U n X ) = dim~(U n X) = g(') = d k )gfs and s is a unique number satisfying 1 lim log n+wn (io.))l' I dfn(.7) Obviously. a weaklyconformal map is continuous..2 applies. The proof in the general case is a modification of arguments in the proof of this proposition and is omitted. ( . Then any equilibrium measure corresponding to cp is diametrically regular.in) Ciadmissible ( d i a m ( X n Rio.15)). Then SUP^(^) I dimH X < dim.). . Then f o r any open set U c X and all sufficiently large k . ( withI ) .i.X 5 d i m ~ X5 infd').2.11) holds.4.1. k>O kz0 We say that a continuous expanding map f is quasiconformal if there exist numbers C > 0 and k > 0 such that for each w E Eft and n 2 0 Condition (15. Weaklyconformal Maps We say that a map f of a compact set X is weaklyconformal if there exist a Holder continuous function a ) . [Bar21 Assume that f is topologically mixing. Proposition 19.. y E X and any integer n 2 0 we have: if p ( f k ( ( z ) .fn(Y)) (19.Y) k=O Ia(fk(. [ > 1 on X and positive constants C1. [Bar21 Assume that f is topologically mixing. and ro such that for any two points x .f k ( y ) ) I ro for all k = 0 . . We now discuss the diametrically regular property of equilibrium measures corresponding to Holder continuous functions for weaklyconformal maps (see Condition (8.n then n n ClP(X. expanding. Let f be a weaklyconformal map of a compact set X and cp a Holder continuous function on X.3.
where 0 5 a1 = a ( a )5 a2 = a(. Define the oneparameter family of functions cpq.1. [PW2] Let f be a topologically mixing weaklyconformal map o n X .192 Chapter 6 Multifractal Analysis of Equilibrium Measures for Weaklyconformal Maps From now on we assume that the map f is topologically mixing. We denote by m a unique equilibrium measure corresponding to the function x H slog la(. (3) the function a(q) = T'(q) takes o n values in an interval [al. Theorem 19. T'(q) 5 0 and T"(q)2 0 (see Figure 17a in Chapter 7). It is obvious that the functions cpq are Holder continuous on X .(a) and T ( q ) are strictly convex and f o r m a Legendre transform pair (see Appendix V). a)on X by where T ( q ) is chosen such that Px(cp. One can show that for every q E R there exists only one number T ( q ) with the above property. (5) if v # m then the functions f.az]. Clearly $ is a Holder continuous function on X such that Px(log$) = 0 and v is a unique equilibrium measure for log$. where s is the unique root of Bowen's equation Px(slogla(x)l) = 0.1 where we consider the case of smooth expanding conformal maps. q E (a. Its proof uses the diametrically regular property of these measures (see Proposition 19. . + + .. (4) f o r any q E R there exists a unique equilibrium measure vq supported o n the set X a ( q ) . Let cp be a Holder continuous function on X and v = vv an equilibrium measure corresponding to cp.) I on X . The following statement effects the complete multifractal analysis of equilibrium measures corresponding to Holder continuous functions for weaklyconformal maps.moreover. Then f o r any Holder continuous function cp on X we have (1) the pointwise dimension d. Define the function $ such that log$ = cp . Note that since f is topologically mixing the measure vv is unique and is ergodic (in fact it is a Bernoulli measure).almost every x E X a ( q ) .i e . f.) < a.5) with respect to the measure v) and dVq( x ) = Jug( x ) = T ( q ) qa(q) f o r v.(a(q))= T ( q ) q a ( q ) (see Figure 17b in Chapter 7)..) = 0.3) and is a slight modification of arguments in the proof of Theorem 21. are defined by (18. vq(Xacq))= 1 (the sets X .Px(cp). T ( 0 ) = dimH F and T(1) = 0.(x) exists for valmost every x E X and (2) the function T ( q ) is real analytic f o r all q E R.
9). the induced map G is expanding if and only if it satisfies Condition (15. This follows from a result of Parry [Pa]. . W e conjecture that one can . Note that in this case it is also quasiconformal (see Condition (15. In fact. Therefore.A(") (with m = m(z. . a). Note that the placement of basic sets of a geometric construction. lsksrn We assume that the induced map is weaklyconformal. if one builds a geometric construction modeled by an arbitrary symbolic system (Q. The proof is quite similar to the proof of Theorem 21.Clr) n F c u A(k) F c 3 B ( x .1 (see Statement 1)..4. o f X by open balls of radius r . this result holds for an arbitrary (not necessarily equilibrium) ergodic measure for a weaklyconformal map.C z r ) n F. It is a local homeomorphism since the geometric constructions we consider are modeled by a subshift of finite type ( X i .11)). cannot be arbitrary and must satisfy the following special property: there are constants CI > 0 and CZ > 0 such that for every x E F and any r > 0 there exists n > 0 and basic sets A(').Multifractal Formalism 193 ( 6 ) the umeasure of any open ball centered at points in X is positive and f o r any q E R we have where the infimum is taken over all finite couers B. The following statement is an immediate corollary of Theorem 19. Let F be the limit set. Proposition 19. whose induced map is expanding. for q > 1. r ) ) for which B ( z . I n particular. .a).3 (which deals with the smooth case). Induced Maps for Geometric Constructions (CG1CG3): Multifractal Analysis of Equilibrium Measures Consider a geometric construction (CGlCG3) in R" (see Section 13) and assume that it is modeled by a transitive subshift of finite type @$. Since we require the separation condition (CG3) the coding map x is a homeomorphism and we can consider the induced map G = x o u o x' on the limit set F . Any equilibrium measure corresponding to a Holder continuous function f o r a topologically mixing weaklyconformal map f on X is exact dimensional. u)with the expanding induced map on the limit set then uIQ must be topologically conjugate to a subshift of finite type. .Moreover.
.. for example..8). . Assuming that the basic sets Ai.h.[Ril). ' 0hin( D ) where h l . .i. y ) .2 shows that there exists a geometric construction produced by three sequences of biLipschitz contraction maps which do not satisfy the a s y m p totic estimates (19. . We apply this result to a special class of selfsimilar geometric constructions (see Section 13).. supported on the limit sets of geometric constructions (CG1CG3) with weaklyconformal induced map.1 applies.1 can be used to effect the complete multifractal analysis of equilibrium measures. [EM]. . [01.hi(y)ll = Xillzyll with 0 < X i < 1and x .1 applies. Although the basic sets at each step of the construction are disjoint it does not admit the multifractal analysis described by Theorem 19. y E D . by Proposition 19.1 (otherwise.h $ ) ( y ) ) 5 1:"'dist(z.)) and Theorem 19. Thus. It is still an open problem in dimension theory whether one can effect the complete multifractal analysis of Gibbs measures supported on the limit set of a Moran geometric construction (CM1CM5) modeled by a transitive subshift . corresponding to Holder continuous functions.' where x ( x ) = (ioil . Example 25.: D + D are conformal affine maps.8) One can check that the induced map G is weaklyconformal (with a(.. . . Ilhi(z) . i . p are disjoint. Theorem 19. We assume that the following asymptotic where 0 < estimates hold: there exist 0 < X i < 1 such that (19. one can easily see that the induced map G on the limit set F is weaklyconformal (with a(.) = A.' where x ( x ) = (Zoil . 5 1:"'< 1 (see [PW2]). . We describe a more general class of geometric constructions to which Theorem 19.194 Chapter 6 build a geometric construction modeled by the full shij? with disjoint basic sets such that the induced map is quasiconformal but not weaklyconformal. consider geometric constructions build up by p sequences of biLipschitz contraction maps h p ) :D + D such that and for any x . Recall that this means that the basic sets A. Namely. i. . y ) 5 dist(hp)(z).3 any equilibrium measure corresponding to a Holder continuous function on the limit set F of this construction would be exact dimensional which is false for the geometric construction described in this example). .e. [Fl]. For Bernoulli measures this result was obtained by several authors who used various methods (see.. . A?' dist(z.. [CM].= hi0 0 .) = A.)). .. . Theorem 19. i = 1.. y E D (the unit ball in Rm).1 applies. are given by Aio. o .
T ( q ) is a linear function) and fv(a) is the &function (i. (3) Consider again a selfsimilar geometric construction modeled by the full shift D and assume that v is the Bernoulli measure defined by the vector ( P I . where 0 < p k < 1 and x .. f(a(1)) = a(1) is the common value of the lower and upper information dimensions of Y (see Section 21) and f’(a(1))= 1.. . = 1 p k = 1.e. for any a outside the interval [ a 1 . Note that the function f(a)is defined on the interval [ a l .lim T’(q). is empty (see Section 21). We also note that the f(a)spectrum is complete.p.4. a 2 ] the corresponding set X ..lim T’(q). q++m qk00 It attains its maximal value s at a = a(0). a 2 ] . (2) The graphs of functions T ( q )and f(a)are shown on Figures 17a and 17b in Chapter 7.8 (see Appendix 11) that is equivalent to k=l . . where a1 = . this case was studied by Lopes [Lo]). see Remark 1 in Section 21. a2 = .4)s (thus.e. the pointwise dimension of such a measure exists (and is constant) almost everywhere.). Remarks. . Furthermore. (1) One can show that if v = r n x then T ( q ) = (1 . LN]). Notice that by Theorem 15. . It is easily seen from Theorem A2.195 Multifractal Formalism of finite type (for some results in this direction see [PW2. i. fv(s) = s and fv(a) = 0 for all a # s.
The crucial feature of the dynamics. This unifies and simplifies proofs and reveals a nontrivial relation between the topological pressure of some special functions on the invariant set and the Hausdorff dimension of this set. to which our methods can be applied. we use Markov partitions to lay down a deep analogy between conformal repellers (as well as twodimensional locally maximal hyperbolic sets) and the limit sets for Moranlike geometric constructions. see Section 20) and hyperbolic sets (including Smale horseshoes and SmaleWilliams solenoids. and limit sets for reflection groups.Chapter 7 Dimension of Sets and Measures Invariant under Hyperbolic Systems In this Chapter we study the Hausdorff dimension and box dimension of sets invariant under smooth dynamical systems of hyperbolic type. can find all the necessary definitions and brief description of basic results relevant to our study in this chapter.2). The reader who is not quite familiar with these notions. In the nonconformal case (multidimensional nonconformal repellers and hyperbolic sets) the approach. We then apply methods developed in Chapter 5 (see Theorem 13. this allows us to strengthen the results of Ruelle and of Manning and McCluskey by including the box dimension of repellers and hyperbolic sets into consideration. see Section 23).1) to study dimension of these invariant sets. We describe the most famous examples of repellers (including hyperbolic Julia sets.1) and Manning and McCluskey’s formula for the Hausdorff dimension of twodimensional locally maximal hyperbolic sets (see Theorem 22. Our approach differs from the original ones and is a manifestation of our general Caratheodory construction (see Chapter 1) and the dimension interpretation of the thermodynamic formalism: it systematically exploits the “dimension” definition of the topological pressure described in Chapter 4 and Appendix 11. We also cover the case of multidimensional conformal hyperbolic sets. allows us to obtain sharp dimension estimates. Furthermore. For more complete information we refer the reader to [KH]. We recover two major results in the area: Ruelle’s formula for the Hausdorff dimension of conformal repellers (see Theorem 20. We stress that in this case the Hausdorff dimension and box dimension may not agree. repellers for onedimensional Markov maps. This includes repellers for expanding maps and basic sets for Axiom A diffeomorphisms. In particular. We also provide a brief exposition of 196 . based upon the nonadditive version of the thermodynamic formalism. is its conformality.
20. Lebowitz. by Falconer. there exists T O > 0 such that for every x E J the map f l B ( x .3 and 24. Hausdorff Dimension and Box Dimension of Conformal Repellers for Smooth Expanding Maps Repellers for Smooth Expanding Maps Let M be a smooth Riemannian manifold and f : M + M a C1+umap. There are two main byproducts of our multifractal analysis of equilibrium measures on conformal repellers and hyperbolic sets. Lopes [Lo] studied the measure of maximal entropy for a hyperbolic Julia set. f is a local homeomorphism. This spectrum provides important additional information on the deviation of Lyapunov exponents from the mean value given by the Multiplicative Ergodic Theorem. Let J be a compact subset of M such that f(J) = J . as well as reveal some obstructions in studying the Hausdorff dimension in nonconformal and multidimensional cases. which is based on large deviation theory. The second one is the complete description of the dimension spectrum for Lyapunov exponents for expanding maps on conformal repellers (see Theorem 21.M. A significant part of the chapter is devoted to the recent innovation in the dimension theory of dynamical systems . in Chapter 8 we extend these results to arbitrary hyperbolic measures).1)). In this chapter we follow their approach. The first one is that these measures are exact dimensional (see Theorems 21.1) or twodimensional locally maximal hyperbolic sets (see Theorem 24. Pesin and Weiss [PW2] effected a complete multifractal analysis of equilibrium measures for conformal repellers and conformal Axiom A diffeomorphisms.3 and also Appendix IV). i. We say that f is expanding on J and J is a repeller if (a) there exist C > 0 and X > 1 such that IldfEwll 2 CX"llwll for all x E J .1.e. These results illustrate some new methods of study that have been recently developed. and by Simon (see Section 23). The first rigorous multifractal analysis of measures invariant under smooth dynamical systems with hyperbolic behavior was carried out by Collet. we cover more general multidimensional conformal hyperbolic sets). to effect a multifractal analysis of equilibrium measures for Axiom A surface diffeomorphisms. Simpelaere [Si] used another approach.the multifractal analysis of equilibrium measures (corresponding to Holder continuous functions) supported on conformal repellers (see Theorem 21. Thus. (b) there exists an open neighborhood V of J (called a basin) such that J = {z E V : fn(x) E V for all n 2 0) Obviously. f is expanding as a continuous map (see Section 19 and Condition (19. v E T.. . and n 2 1 (with respect to a Riemannian metric on M ) . in fact.Dimension of Sets and Measures Invariant under Hyperbolic Systems 197 recent results on the Hausdorff dimension of a class of threedimensional solenoids by Bothe and on the Hausdorff dimension and box dimension of attractors for generalized baker's transformations by Alexander and Yorke.2. and Porzio in [CLP] for a special class of measures invariant under some onedimensional Markov maps.T O ) is a homeomorphism onto its image.4) and diffeomorphisms on locally maximal conformal hyperbolic sets (see Theorem 24.
.y E Rio..in. consider the basic sets &. a ) . We need the following wellknown estimates of the Jacobian of C1+aexpanding maps. In view of the Spectral Decomposition Theorem our results can be easily extended to the general case (with some obvious modifications). Let $ be a Holder continuous function on J such that $(x) 2 c > 0. From now on we will assume that the map f is topologically mixing. Moreover.... . and any points x E J . It generates a symbolic model of the repeller by a subshift of finite type ( E f .in.. . + Let $ be a Holder continuous function on J such that $(x) 1 c > 0.. A point x E M is called nonwandering if for each neighborhood U of x there exists n 2 1 such that f"(U) n U # 0.in) and any x.. There exist positive constants L1 = L1($) and Lz = L z ( $ ) such that for any (n l)tupple (io .. n(f) = J l U . y E h(B(x. Let R = {R1. . Proposition 20. There exist positive constants L1 and Lz such that for any ( n 1)tupple (io. There exist positive constants L1 = L1($) and Lz = Lz($) such that for any n > 0 . The Spectral Decomposition Theorem claims that the set O(f) can be decomposed into finitely many disjoint closed finvariant subsets. An expanding map f has Markov partitions of arbitrarily small diameter (see definition of the Markov partition in Section 19. .. Ix J f > J is commutative.2). U Jm. fn. We remind the reader that the map x is Holder continuous and injective on the set of points whose trajectories never hit the boundary of any element of the Markov partition. .198 Chapter 7 We recall some facts about expanding maps. + where Jac f" denotes the Jacobian off". any branch h of f". such that f I Ji is topologically transitive.Rp} be a Markov partition for f. We denote by O(f) the set of all nonwandering points o f f .(Ai) = Ai. for each i there exist a number ni and a set Ai c Ji such that the sets fk(A.1. and the map f n a 1 A. It is a closed finvariant set. i n ) and any x.in defined by (19.3) and the coding map x:Cf + J defined by (19. . This is just a technical assumption that will allow us to simplify proofs. see also [R2]).ro)) Statement 1 holds. is topologically mixing (see [KH]for more details). Then the following diagram q X i D x. . .y E Ri.) are disjoint for 0 5 k < n.. their union is the set Ji.. Namely.
..) n Ri. and every x E Rio . Let p 199 > 0 be the Holder exponent and C1 > 0 the Holder constant of $.i n ) + where the union is taken over all admissible (n 1)tuples ( 2 0 . . This implies the upper bound..in).. A smooth conformal map f is expanding if Ia(x)I > 1 for every point x E M ..M and a(..incontains a ball of radius I .. By the = h(Ri. where Isom..2.. and .n satisfy Condition (B2).i. The converse is not true in general: there exists a C"map which is not conformal in the above sense but is weaklyconformal (see [BarP]).~ ~ . denotes an isometry of T.) is a scalar.inas basic sets.' ~i~... I pi0 . The repeller J for a conformal expanding map is called a conformal repeller. The lower bound follows by interchanging x and y. .in fn+l. see Condition 19.Rp}allows one to set up a complete analogy between limit sets of geometric constructions (CG1CG2) and repellers of expanding maps by considering the sets Rio.. for some branch h of Markov property every basic set Rio. .i..1) ..7).in I la(fj(x~))~'.. Namely. A smooth map f : M + M is called conformal if for each x E X we have dfz = a(.. . i .. .. This completes the proof of the first statement. n ~1lJ j=O ~zn n ~ a ( f j ( x ) ) ~I .. .. ..Dimension of Sets and Measures Invariant under Hyperbolic Systems Proof. (2) There exist positive constants K1 and Kz such that f o r every basic set RiO. Note that a smooth conformal expanding map is weakly conformal (as a continuous expanding map. The second statement can be proved in a similar fashion. Proposition 20. j=O (20. Conformal repellers can be viewed as limit sets for Moranlike geometric constructions with nonstationary ratio coefficients since the basic sets &o. A Markov partition R = (R1. The third statement follows by applying the first one to the function $(x) = Jac f (x) which is Holder continuous since f is of class e+=..) Isom=. ... By the expanding property we find that where Cz > 0 is a constant. n>O (io . (1) Each basic set Rio.. ~ ~ is contained in a ball of radius Tio. Therefore.
We denote these sets by C(j).i.) c C. x max lJach(y)I YE&.II = diamRi... Since f is conformal and expanding on J we have for every x E J .(. Given r > 0 and a point w E C.tand n(w') 5 n(u) then Ci.i..i. if w' E Cjo... and call a Moran cover.. where h is some branch of f" and C1 > 0 is a constant. x min Ildh. W We use the analogy with geometric constructions to define a Moran cover of the conformal repeller.i.~ncuj..... .).. . ... where C2 YE%...(W) JJ k=O la(x(g"4))ll > r.. Since each Rj is the closure of its interior we have diamRi. Furthermore. .in(u. .. .II = diamRi.. . I diamRi. > 0 is a constant.(...) c Ci.j = 1 . Let C ( w ) be the largest cylinder set containing w with the property that C ( w ) = Cio. +)+I JJ 1 4 x ( g k ( 4 ) ) l .. (x)2 diamRi..N. may overlap along their boundaries...1 imply that for every z E Rio ."ll = = IJacfn(x)l. diamRi.2) k=O It is easy to see that n ( w ) +00 as r + 0 uniformly in w ..N.. .(..i. such that C(j) = Cio... i n .(. (20. x min lJach(y)I YE&.. .. la(fj(z))l j=O This fact and the third statement of Proposition 20.2.l L T. We have that w E Ci. They comprise a cover of J (which we will . The sets C ( w ) corresponding to different w E C: either coincide or are disjoint.(.) c C ( w ) for any u' E C ( w ) . Fix w E C: and consider the cylinder set Ci. .) for some w" E C ( w ) and C. This completes the proof of Proposition 20. n n Ildf.)..i.i... These sets comprise a disjoint cover of C: which we denote by U. The sets R(j) = x(C(j)). There exist points w j E C.200 Chapter 7 Proof...j = 1 .. x max Ildh. YE&.... let n ( w ) denote the unique positive integer such that .(.. It allows us to build up an "optimal" cover for computing the Hausdorff dimension and lower and upper box dimensions of the repeller.
This implies the desired property of the Moran cover. p } . for which there exist points w j E Q such that C(j) = C~o. Examples of Conformal Expanding Maps e (1) Rational Maps[CG].1 then l(fno)’(z)l 2 A. Analogously to Moranlike geometric constructions (CPWlCPW4) we call this number a Moran multiplicity factor.Dimension of Sets and Measures Invariant under Hyperbolic Systems 201 denote by the same symbol & if it does not cause any confusion). The Julia set J of R is the closure of the set of repelling periodic points of R (recall that a periodic point p of period m is repelling if I(Rm)’(p)l > 1). (b) for every z E UjintIj. The set J is a repeller for the map f .2 each basic set R(j) in the Moran cover contains a ball of radius C r . One says that R is a hyperbolic rational map (and that J is a hyperbolic Julia set) if the map R is expanding on J (i.=. + a (a) for every j . being holomorphic. Moran covers have a property that plays a crucial role in studying the Hausdorff dimension and box dimension of the conformal repeller J . Since the sets Ri are the closure of their interiors there exists a number 0 < r1 5 i such that each Ri contains a ball of radius r1.e. The map R. . Let J = {z E I : fn(z)E u. It consists of cylinder sets C(j).~n~u.Q. . the derivative of f exists and satisfies I f’(z)I 2 (Y for some fixed (Y > 0. . . the number of basic sets R(j) in a Moran cover U. (c) there exists X > 1 and no > 0 such that if f m ( x ) E UjintIj. given a point z E J and a sufficiently small r > 0. We denote this cover by &. which is independent of x and r . . that have nonempty intersection with the ball B ( z .) and the intersection C ( j )n di) n Q is empty if j # i (while the intersection C(j)n C(*)may not be empty)... Ip c I and a map f : U j Ij + I such that e). . Let Q c C i be a (not necessarily invariant) subset.j = 1 . for all 0 5 m 5 no . It is conjectured that there is a dense set of hyperbolic quadratic maps. We have that R(j) = Ri. By Proposition 20.. where C > 0 is a constant independent of T and j. It is conformal because the domain of f is onedimensional (see Figure 16). . .r ) is bounded from above by a number M . it satisfies Conditions (1)(2) in the definition of smooth expanding map with respect to the spherical metric on It is known that the map z t+ z2 c is hyperbolic provided IcI < (see Figure 15). (2) OneDimensional Markov Maps [Ra]. Let R:? + be a rational map of degree 2 2. is clearly conformal. where ? denotes the Riemann sphere. . In order to explain this property of a Moran cover let 5. Ij for all n E N}. ... Namely. = max{diamRi : i = 1 . One can repeat the above arguments to construct a Moran cover of the set Q. .in(. N . Assume that there exists a finite family of disjoint closed intervals I l . . j ) for some xj E J . there is a subset P = P ( j ) of indices with f(Ij) = u k E p I k (mod 0). I z . .
. where k is an integer and Jkl > 1.This is a map of multidimensional torus defined by a diagonal matrix (k. = A.202 Chapter 7 a b Figure 15. A ONEDIMENSIONAL MARKOV MAP. THEBOUNDARIES OF THESE “BLACKSPOTS” ARE JULIASETS FOR THE POLYNOMIAL z2 + c WITH 0 4 1 4 2 I. = A 2 Figure 16.. . . (3) Conformal Toral Endomorphisms. .k). A21A22 1 U I.
Let rn be a unique equilibrium measure corresponding to the Holder continuous function slog la(. One can derive Theorem 20. Ruelle proved that the Hausdorff dimension of the conformal repelier J of a C1+amap is given by the root of Bowen's equation PJ(slog 1).1 (where we dealt with limit sets of geometric constructions (CPW1CPW4)). (3) s = dimHrn. 1% la(. =0 (see Appendix 11). (2) The sHausdorff measure of J is positive and finite. . of radius re 5 r such that (20. moreover S= hdf) s.2. G is a smooth conformal expanding map and the repeller for G is the limit set of the geometric construction (i.Dimension of Sets and Measures Invariant under Hyperbolic Systems 203 (4) Induced Maps. in other words. Define the map G on Uiinthi(D) by G ( x ) = hT1(x)if x E inthi(D). . it is equivalent to the measure rn. Theorem 20. moreover. . We provide here an independent and straightforward proof of Theorem 20. this shows that Theorem 20. = 0. Assume that the sets hi(D) are disjoint. =d im~= J s. = 1. see also Takens [T2] for a particular case. Proof of the theorem.. G is a smooth extension of the induced map). We first show that s 5 d. (1) dimH J = d&J. .e.1. Set d = dimH J ..1 which is similar to the proof of Theorem 13. Clearly. see Section 13). the measure m is an invariant measure of full Carathe'odory dimension (see Section 5).) I dmk). hp:D + D be conformal affine maps of the unit ball D in Rm. !. Similar result holds for the induced map on the limit set of the geometric construction generated by reflection groups (see Section 15). Hausdorff Dimension and Box Dimension of Conformal Repellers We compute the Hausdorff dimension and box dimension of a conformal repeller.) I on M . where s is the unique root of Bowen's equation PJ(slog 1). Let f : M + M be a C1+"conformal expanding map with a conformal repeller J . In [R2].1 holds for C1conformal expanding maps. In [F4]. In particular. Fix E > 0. By the definition of the Hausdorff dimension there exists a number r > 0 and a cover of J by balls Be.3) . Let h l . Falconer showed that the Hausdorff and box dimensions of J coincide.1 from a more general result for continuous weaklyconformal expanding maps (see [Bar21 and Section 19). . This result was also established by Gatzouras and Peres [Gap]. He also showed that the sHausdorff measure of J is positive and finite. . Consider the selfsimilar construction generated by these maps and modeled by the full shift (or a subshift of finite type.
where Pc: is the topological pressures on X i . This implies that Pci ((d + &) log la XI) 0 (Y We =0 I 0. choose r so small that n ( e .~) k=O where Cl > 0 is a constant independent of e and j ..p..r ) 2 rE’ (recall that N ( J .Note that RF’ = R.3) and (20. } comprise a cover of J .j) ~1 (20.. By the property of the Moran cover we conclude that m(e)5 M .R p } be a Markov partition for f . by Theorem A2.5 (see Appendix 11). By the definition of the upper box dimension (see Section 6) there exists a number r = T ( E ) > 0 such that N ( J ..) is the least number of balls of radius r needed to cover the set J ) .!of J and choose those basic sets from the cover that intersect Be. n n(e.2) it follows that for every x E RF)..Un. and the corresponding cylinder sets Cp) = C. i ~ (I ~ .4) we have Given a number N > 0.~.o.T . where M > 0 is a Moran multiplicity factor (which is independent of l ) .. By (20.j) for some (io .l = 1 .j)). . Since this inequality holds for all E we conclude that s 5 d.j = 1. ~) ta(fk(x))I’I ~. . . .O. . . Denote them by Ril).. where M(C$. e and j .19) (see Appendix 11) with and v ( w ) = (d + E ) 1% la(x(w))l. . .. For every L > 0 consider a Moran cover U.j) comprise a cover of X i .. Fix E > 0.. + .m(e).N) is defined by (A2. Denote d = d i m ~ J ..~n(. 2 .i.4) 5 ~ i ~ .s 5 d E . ClTe. The sets { R y ) . .. .We now proceed with the upper estimate and show that dI s.RLm(e)). .. .n(t.o.2 and (20.. .(. By Proposition 20.. j ) 2 N for all now have that for any n > 0 and N > n. Hence.204 Chapter 7 Let R = {Rl. . .in(e.
One can use formulae (21.1 = PJ ((a. EB ZER?) k=O where R(Cf. ) .~ (where ~wj~ w j = x'(zj)) comprise a Moran cover of (recall that x is the coding map generated by the Markov partition)..i. card { j : n ( w j ) = N } 2 r2€' Consider an arbitrary cover 4 of C i by cylinder sets Cio..2~ 5 s.(=.. n N sup la(fk(z))ld+2E2 cz.20) and (21.1 = Pc.. . We now prove the other two statements. We now have that for any n > 0 and N > n.(a...l ( R ( j ) ) = C~o.p.. = c C.U. Since this inequality holds for all E we conclude that d 5 s. However...2 4 log)1. This completes the proof of the first statement...N... we present here a simple and straightforward proof of the third statement..1 one can show that there exist A > 0 and a positive integer N such that for any sufficiently small r ..1. The third statement follows now from Theorem 7. .2 4 log la 0 X I ) 2 0 and hence d . By Theorem 11.(d .1 in Appendix 11). Repeating arguments in the proof of Theorem 13. The last equality in Statement 1follows from the variational principle (see Theorem A2.. Having in mind that the measure m is an equilibrium measure and . . j = 1. The sets C(j) = x .19') (see Appendix 11) with a = 0 and P(W) = 42E) logla(x(w))l. . a Moran cover of J by basic sets R ( j ) = Ri.N)is defined by (A2. It follows that where Cz > 0 is a constant. .5 this implies that CPJ(. (.. Note that where hrn(f) is the measuretheoretic entropy of m.. } be a Markov partition for f and U.N.O.21) below to conclude that drn(z) = s for malmost every z E J .Dimension of Sets and Measures Invariant under Hyperbolic Systems 205 Let R = { R l .2E) log)1... ...R .
1 one can strengthen the first statement of this theorem and prove the following result (see [BarZ].4): given an open set U c M such that U n J # 0 we have (recall that s is the unique root of Bowen's equation PJ(sloglal) = 0).s l o g)1..1 to conformal expanding maps described in Examples 14 above. consider a Moran cover a Markov partition R for f. compare to Statement 4 of Theorem 13. R ( i )ELL. p ) . where . Analysing the proof of Theorem 20. By slight modification of arguments in the proof of Theorem 20..20) in Appendix 11).5 in Appendix 11).r)) 5 C m(Rp))5 MC3rS. j = 1.. = { R ( j ) }of J constructed from rn(~(x. Thus. m satisfies the uniform mass distribution principle (see Section 7) and hence dimH m 2 s. . Namely.i..5) that U. Remark. .5) k=O (see Condition (A2. Given r > 0. .i"(2)) I c3 Ia(fkx)Is (20..s and 3 are unique roots of Bowen's equations Pz(sloglal) = 0 and CPz(slog lal) = 0 (existence and uniqueness of these roots are guaranteed by Theorem A2. where s is the unique root of the equation cls + . . (x) M and n m(Ri. It follows from the property of the Moran cover and (20. there exists a constant C3 > 0 such that for any x E any basic set &o. + cps =1 (here cj > 1 is the slope of f on the interval I j . . . . We leave it as an exercise to the reader to show that: 1) if f is a Einear onedimensional Markov map with the repeller J then dimH J = d&BJ =d i m ~ J= S.1 one can also obtain a lower bound for the Hausdorff dimension as well as an upper bound of the upper box dimension of any set Z C J (which need not be invariant or compact).1 = 0. One can apply Theorem 20.206 Chapter 7 P ~ ( . The above arguments also imply the second statement.
. The second result was obtained by Shishikura [Shi]. The first result is due to Ruelle [R2] and deals with the twoparameter family of rational maps z e zq .then the number s (that is the common value of the Hausdorff dimension and lower and upper box dimensions) is the unique root of the equation + XIS + . There exists a residual subset A C aM such that dimH J x = 2 for any X E A. Nevertheless. .p = 1+ 'I2 + (terms of order 41og Q > 2 in p ) . Consider a family {Rx : X E A} of rational maps.Dimension of Sets and Measures Invariant under Hyperbolic Systems 207 2) iff is the induced map generated by conformal affine maps h l .: D + D (Dis the unit ball in EP). We follow Barreira [Bars]. + Proposition 20. which is relied upon the thermodynamic formalism (and its nonadditive version). let J x be the corresponding Julia set. . Rx) satisfying h(Xo. described in Section 16.e. Consider the oneparameter family of complex quadratic polynomials Rx(z) = z2 A.1 to compute dimension of hyperbolic Julia sets of rational maps. An example is given by the induced map on the limit set of the selfsimilar geometric construction.h. estimates that can not be improved). Let Jq.. .. (20.3. a slight modification of the above approach.1% Ildzfll. can be still used to establish effective dimension estimates (i. Consider two Holder continuous functions 'p and ?j? on J 'p(X) = . + XPS = 1. PJ(t?j?) = 0. . One can also use Theorem 20. Rxo) to (Jx.. h j ( x ) = Xjx uj. We present two additional results (without proofs) that provide more detailed information on the Hausdorff dimension of Julia sets.3).4. which is smooth expanding but is not conformal. Let & and 3 be the unique roots of Bowen's equations PJ(tcp)= 0 ..) is a conjugacy from (Jx. If Jq. a x ) = 1% ll(dzfr1Il.p is hyperbolic then dimH Jq.) = idlJx.1 (or Section 16. .6) .p be the corresponding Julia set. Given A. The family Rx is said to be Jstable at XO E A if there exists a continuous map h: A' x Jxo + such that A' is a neighborhood of XO in A and h(X.. . If f is not conformal the Hausdorff dimension and the lower and upper box dimension of J may not coincide.p . The set aM = {A E CC : Rxis not Jstable} is known to be the boundary of a set M c C called the Mandelbrot set. Estimates of Hausdorff Dimension and Box Dimension of Repellers: N?nconformal Case Let J be a repeller for an expanding C1+amap f. Proposition 20.
there exists E 2 0 such that for every w E C f . In view of Proposition 19. (20. where K = max{Ildz f 11 : x E J } .10) Proposition 20. we call the map f 6bunched if for every x E J we have Il(dzf)lII1+alldzf II < 1.208 Chapter 7 Let R = {RI. u)the symbolic representation of J by a subshift of finite type.1 this implies dimension estimates for the repeller J . PJ(SCp) = 0. E + ncp (XI I p ( w ) I Fik'(w) I cpn(x) + E for all suficiently large n and some k 2 1 (where x = ~ ( w ) ) . We wish to apply the nonadditive version of thermodynamic formalism and find roots of Bowen's equations c p J ( S'p) = 0.6)). Consider two sequences of functions on J defined as follows: CP == {'P n (XI F = {Fn(x) = log II(dzf")lII}.5. One can verify that given E > 0. (20. (20.1). Given 6 E (0.9) In order to do this we ought to establish Property (12. there exists k 2 0 and n 2 1 we have such that for every w E $k) n n where x = x ( w ) E J .5).8) > 1 such that C" I ll(dzfn)llll 5 Il&fnll I Kn for any x E J and n 2 1. (20. By Proposition 19. s < dimH J < dim..1]. J 5 d i m ~ J5 3.1). [Bar21 Iff is a C1+aexpanding &bunched map (for some satisfy Condition (12. This implies that t I Q ( ~ 5 ) idk)5 t (we remind the reader that g@) and dk)are unique roots of Bowen's equations (19. .J 5 dim~J5 t. More6 > 0) then the sequences of functions cp and over.R p } be a Markov partition of J of a small diameter and ( C f . . = log IIdzfnII}i Note that there exists a constant C (20.7) We describe another method which allows one to obtain even sharper dimension estimates.3 we obtain the following dimension estimates of the repeller J : tI dimH J < dim. . Since f is a continuous expanding map we can consider two sequences of functions y ( k and ) on C i defined by (19.11) .
. It is obvious that the functions 'pq are Holder continuous. q E (00.1 in Appendix 11) we obtain that Define the one parameter family of functions 'pq(4 = 'pq.7) and (20.9) have unique roots). Define the function 11. Let J be a conformal repeller for a C1+aconformal expanding map f : M + M of a compact smooth Riemannian manifold M . The lower and upper estimates in (20. We denote it by v = vv. 21.9) (one can show that under the assumptions of Proposition 20. Since f is topologically mixing (and so is the shift c) an equilibrium measure corresponding to this function. in [BarZ]. @(w)= ' p ( x ( w ) ) for w E X i . i. If f is not conformal the numbers 3 and 3 may provide sharper estimates then the numbers t and f.Dimension of Sets and Measures Invariant under Hyperbolic Systems 209 where 2 and B are unique roots of Bowen's equations (20. Consider a Holder continuous function 'p on J . Multifractal Analysis of Gibbs Measures for Smooth Conformal Expanding Maps We undertake the complete multifractal analysis of Gibbs measures for smooth conformal expanding maps.Its push forward is a measure on J which is a unique equilibrium measure corresponding to 'p.e. If f is conformal it is easyto see that t = 3 = 3 = z. on J such that log$ = 'p .) = 0 and v is a unique equilibrium measure for log$. Thermodynamic Description of the Dimension Spectrum Let R = (R1. Barreira constructed an example of a 1bunched Cmexpanding map of a compact manifold for which t < s = 3 < 5. p = p+. . . Clearly. . The general case can be reduced to this one (with obvious modifications) using the Spectral Decomposition Theorem. is a Holder continuous function such that PJ(l0g 11. We assume that f is topologically mixing.bL where T ( q ) is chosen in such a way that P J ( ( P = ~ )0.R p } be a Markov partition for f and x the corresponding coding map from C i to J (see Section 20). T ( 0 )= dimH J = s. This map is not conformal but can be shown to be weaklyconformal (as a continuous expanding map.7)).5 Bowen's equations (20.11) cannot be improved. Note that n n C(p(fj(4) I: pn(4I Pn@) I CP(fj(4) j=O j=O for every x = x ( w ) E J and n 1 1. . These inequalities imply that if f is an &bunched C1+aexpanding map then t I: 3 I: 3 5 Z .P~(cp). The pull back by x of 'p is a Holder continuous function (p on C i . By the variational principle (see Theorem A2. Indeed. m) on J by w1% 1441+ 4log11. see (19..Clearly 11. is the unique Gibbs measure for o (see Appendix 11).
we have (21. We first study some basic properties of the function T ( q ) . $J. the function P(r. The function T ( q ) is real analytic for all q E R. hz = log 161.(@). Proposition 21. let us set The following statement establishes monotonicity of the function T ( q ) .e. The desired result follows immediately from the Implicit Function Theorem once we verify the nondegeneracy hypothesis.210 Chapter 7 The function T(q)can also be described in terms of symbolic representation of the repeller by a subshift of finite type ( E f .R) defined by c(r. Namely.f ) or the underlying symbolic dynamical system ( E f . We also denote the push forward of pq to J by vq.PE. [Rl]). the function T ( q ) satisfies 4. Given q E R.and pq respectively. and Qq be the pull back by the coding map x of the functions a . a). Fix q E R and let pq denote the Gibbs measure corresponding to the function (Pq. It is known that the pressure P = P + is a real analytic function on the space of Holder continuous functions E* (see for example.4 tion T ( q ) using either the dynamical system ( J . The latter is In order to compute the partial derivative we use the wellknown formula for the derivative of the pressure (see [Rl]): given two Holder continuous functions hl and hz on E f .q ) = r log I&[+ qlogq. let 6. We show that the function T(q) is strictly decreasing by computing its first derivative. @q@) = w1% I6(w)l+ q l o g 4 4 4 with P + ( Q q ) = 0. and E = ro . This function is clearly real analytic. . This simple observation allows us to work with the funcE.Therefore.q ) = Pc+ (c(r. Note that log4 = Q . a). Consider the function c: It2 + C"(Ef.1) where p h l denotes the Gibbs measure for the function hl.q ) ) is real analytic with respect to r and q.qo). Applying this formula with hl = ro log 161 qo logq.2) where is the Gibbs measure for c(r0. Proof.1.r we obtain that + (21. i. The measure vq is a unique equilibrium measure corresponding to the function pq.
For all q me have a(q) = T’(q). m We show now that the function T ( q ) is convex by computing its second derivative.. T ( q ) ) . We use the explicit formula for the second derivative of pressure for the shift map on C: obtained by Ruelle in [Rl].1). This results in Using (21. a unique equilibrium measure corresponding to the Holder continuous function slogla(z)l on J .1 = 0.e. The function T(q) is convex.2) and assuming that ro = T(q0) we conclude that The lemma follows. T”(q) >_ 0. hz = log&.2. In particular. Proof. It is strictly convex if and only zf u # m (see Figure 1‘7b).e. We recall that by m we denote the measure of full dimension (see Theorem 20.1) with hi = ro log 161 + qo log&.q. and E = qo . Since P(cpq)= 0 for all q we have Hence. Proposition 21. i..Dimension of Sets and Measures Invariant under Hyperbolic Systems 211 Proposition 21. Proof. where s is the unique root of Bowen’s equation PJ(slog )1. In order to compute the partial derivative we apply (21. . T‘(q) < 0 for all q.3. r ) = (q. i. Namely. Differentiating twice the equation P(cpq)= 0 we obtain that where the partial derivatives are evaluated at (9.
Let p be a Holder continuous function on a conformal repeller J . h2 E Cu(Ci.be an equilibrium measure for p.g) > 0 if and only if g is not cohomologous to a constant function (see definition of cohomologous functions in Appendix V). Ruelle also showed that Qh(g. Proof. Given a number r > 0.R) by and /& is the Gibbs measure for the potential h.g) 2 0 for all functions g E ca(ci. T”(q)> 0 for some q if the function logq(w) T’(q) log l6(w)l is not cohomologous to a constant function. Let v = v. consider a Moran cover U. Applying the second derivative formula we obtain that d2 P(rlogIiiI dr2 a2 +qlog4) = T P ( .+.R) and that Qh(g. This implies that v = m. log 161). Hence. Moreover. Fix a point z E J . The latter can be assured provided that the functions logq(w) and T’(q) log l6(w)l are not cohomologous.4. On the other hand. Diametrical Regularity of Equilibrium Measures An important ingredient of the multifractal analysis of equilibrium measures is the remarkable fact that these measures are diametrically regular (see Condition (8. E~ dr = Q h b g 161. if they are cohomologous for some q then Pcip+(q)log161) = Pc+(l0g$J)= 0. Arguing similarly we find that This implies that It follows that T”(q) 2 0 for any q. Choose a Markov partition R of J .5)) as the following statement shows. Proposition 21.212 Chapter 7 where Qh is the bilinear form defined for hl. Then any equilibrium measure for p with respect t o f is diametrically regular. T’(q) = s. of J .( T +~2)logI?il ~ ++qlog4).
. By (A2. onedimensional Markov maps. etc. . . 2 r ) ... We recall the following properties of the Moran cover: for e v e r y j = l . . c ~ ( x27') .5)) and the f.R(m) from the Moran cover that intersect the ball B ( x . (3) m 5 K.. then for any j = 1. Multifractal Analysis of Equilibrium Measures We state the result that establishes the multifractal analysis for equilibrium measures (corresponding to Holder continuous functions) supported on repellers of smooth conformal expanding maps.e.. if the diameter of the Moran cover does not exceed ro. where K is a constant independent of x and r.m. c m U ~ ( j ) .in(=. j=1 Define the function 11. There is an element of the Moran cover that contains x. m. such that log$ = cp . In view of the second statement of Proposition 20.). Clearly. We have that R@)c ~ ( xr)...20) (see Appendix 11) we also have that for any j = 1. $ is a Holder continuous function on X such that P(log$) = 0 and v is an equilibrium measure for log$.).Dimension of Sets and Measures Invariant under Hyperbolic System 213 and choose those elements . . (2) diam R(j)5 r. . This completes the proof.. hyperbolic rational maps. where xj E J is a point... = {x E J : d&) = a } (compare to (18. For a 2 0 consider the sets J.m..(a)spectrum for dimensions f u ( a )= dimH J.. ..P(cp). (1) R ( j )= Ri*. . One can apply this result to conformal expanding maps listed in the previous section (i.1.
in.. We begin with the following lemma.T ( q ) log 161 qlogq whose topological pressure is zero. I n particular.1.in ) m(Rio.almost every x E + Ja(q). this function is real analytic and fu(a(q)) = T ( q ) + q a ( q ) (see Figure 17b).. (4) If v # m (i. 0 5 a1 5 a2 < 00...in)are bounded from below and above by constants independent of n. a1 = a(00)and a2 = a(00)).e.. It now follows from (A2..in) r I L 0 + ( f k ( x )’) r I L 0 l a ( f k ( x ) IT‘q’+(fk(x))q’ ) r I L 0 14fk(x))ls (where x E Rio..e. (3) For any q E W we have that vq(JU(. There exist constants C1 > 0 and and f o r all basic sets Rio.214 Chapter 7 Theorem 21. The desired result follows. = ...in) vq(Ri0.20) (see Appendix 11) that the ratios + v(Ri0... (5) The vmeasure of any open ball centered at points in J is positive and f o r any q E R we have where the infimum is taken over all finite covers 8.)) = 1 and & ( x ) = d. Note also that m is a unique equilibrium measure corresponding to the Holder continuous function slog la1 whose topological pressure is zero. . v is not the measure of full dimension) then the functions fu(a)and T ( q ) are strictly convex and form a Legendre transform pair (see Appendix V). Proof. of J by open balls of radius r. [PW2] (1) The pointwise dimension d u ( x ) exists for valmost every x E J and (2) The function f u ( a )is defined on the interval [al. Note that p and pq are Gibbs measures corresponding to the Holder continuous functions log4 and @. f o r every q > 1. Lemma 1.4) Proof of the lemma.a21 which is the range of the function a(q) (i.(x) = T ( q ) qa(q) f o r v. C2 > 0 such that f o r every q 6 W (21.
in(+ the repeller J by basic sets with radius approximately equal to r (see Section 20).1) and (20. consider a Moran cover 4 of Ri. r ) defined by (20.. where M is a Moran multiplicity factor (recall that M does not depend on z and r ) . It follows from (20. Let N(z.e.6) Given 0 < r < 1 and a point w E C i . R?)ELL.2) that there exist positive numbers C3 and C4 such that for every RP) E &. the set of points w E C i for which the limit (21.. Define the “symbolic” spectrum for dimensions by   fu ( a )= dimH J .5) Since 4 is a disjoint cover of J we have vq(RP))= 1. (21. i. consider the unique positive integer n ( w ) = n ( w .7) exists and is equal to a.r ) 5 M uniformly in z and r . summing (21.r) denote the number of sets RP) that have nonempty intersection with a given ball B ( z .215 Dimension of Sets and Measures Invariant under Hyperbolic Systems Given 0 RP) = < r < 1. r ) centered at z of radius r . Hence.. R2)ELL. the “symbolic” level set.4) over the elements of the cover 4. we obtain that there exist positive constants C5and c6 such that c55 rT(q) C I v ( ~ P ) ) qc6.. (21. (21.8) . Taking logarithm and dividing by log r yields for all q E R. c3r5 I ~ ( R P )5) c4rS. For a number a 2 0 denote by j. .2). By the property of the Moran cover N ( z .
This implies the first statement. . Fix r . . . Thus. It follows that for any E > 0 and every w E ja(q) there exists r ( w ) such that r(w).. Given ! > 0. (21. and Cs are positive constants.E 1 n(wo):l.9) k=O i}.Let us choose l Z 4. u. M ~q(B(T 5 ). Since pq is a Gibbs measure we obtain by (A2.r) a((?).Chapter 7 216 Proof of the lemma. . o . z n ~ ~ jIf~ .10) where C. I 4Q) + E. j = 1 .9).2) that for all n 2 ! and any x E x(Qe). Consider the functions w r j log lii(w) I and w Since pq is ergodic the Birkhoff ergodic theorem yields that 5log4(ak(w)) lim k=O n+w c log l+k(w))ll rj log 4 ( w ) .Nr. 0 < r < 1 and consider a Moran cover & . n x(Qe)) 5 pq(Cf)) j=1 n M n(wj)1 < CSC j=1 j=1 T(q) l~(flk(w))l . denote by Qe = { w E ja(*) : T(W) 5 It is easy to see that Qe C Qe+i and ja(q) = Qe.k !@ k=O k=O where C9 > 0 is a constant and M is a Moran multiplicity factor (we stress that both Cg and M do not depend on 1 and j ) . (21.10). (21. Q ~ of the set Qe (see Section 20). for any r I c log4(ak(w)) I c log la(. = 4Q) k=O for pqalmost every w E C i ."=. ) E and n > 0. and (20.r is sufficiently small we have n ( w j ) 2 e for all j.. there exists l o > 0 such that vq(Qe) > 0 if l 1 lo.e for which there exist points w j E Qe such that Cf) = C~. . by the Bore1 . It follows from (21. . . It consists of cylinder sets Cf).20) (see Appendix 11) that for every w = (i& . Since vq(x(Qe)) > 0. .k(w))ll n(w.
(.).)) T ( q ) q a ( q ) .E ) for vqalmost every x E J. = x(S. Since E is arbitrary this implies that J . Since E is arbitrary this implies that &(x) 2 T ( q ) qa(q) for vqalmost every x E x ( J .2).(.where x = ~ ( w ) By . (x)5 T(q)+qa(q)for every x E ~ ( j . Moreover.(q). It follows that (2021 . r ) according to (20. ( ~ ) ) .o.Dimension of Sets and Measures Invariant under Hyperbolic Systems 217 Density Lemma (see Appendix V).2. p = p1. Theorem 7. Proof of the lemma. For each w = n = n ( w .) E Qe choose ..)) and the second statement of the lemma follows.(x) = T ( q ) g a ( q ) for vqalmost every x E x(S. we obtain that dimH x ( S .. Fix 0 < T < 1.2). Therefore. Lemma 3.6) that T(1) = 0 and thus. + It immediately follows from (21.9) and (21. &(x) = au.. ( ~ ) ) By . ) E Qe choose n ( w ) = n ( w . r ) . r ) according to (20.1 we obtain that dimH x(S. The first statement of the theorem now follows from Lemma 2 and the following lemma. by Theorem 7. Fix 0 < r < 1. lim 70 logr 5 T ( q )+ q ( a ( q )+ E ) . virtue of (21. ( ~ )5) T(q)+qa(q). + > +  d v q ( x )= ogvq(B(xc. for vqalmost every x E x ( Q ! ) there exists a number ro = ro(x) such that for every 0 < r 5 T O we have This implies that for any l > l o and almost every x 6 x ( Q t ) . .in(w) c B ( x ... For each w = ( i ~ i l . + Since sets Qe are nested and exhaust the set Q we obtain that &(x) 2 T ( q ) q(a(q).This implies the last statement and completes the proof of the lemma. It follows that R. J .10) for all w E Qe.
GOT)) I 4Ri0. c v(B(Xj. Since the measure v is diametrically regular we obtain by (21. and the proof of the lemma follows. It now follows from (A2. Note also that m is a unique equilibrium measure corresponding to the Holder continuous function slog la[ whose topological pressure is zero.. Consider the new cover of J by the balls Bj = B(yi. This implies that the two limits nfw...11) B(xj7 C13~). (21. + Applying Lemma 3 we conclude that dimH Ja(q)= T ( q ) qa(q).. such that B(yij .)are bounded from below and above by constants independent of n.i.r ) n RP) # 0.in is a point.. 2r)) I Ciiv(B(y.. Given r > 0.20) (see Appendix 11) that the ratios (where x E Rio. c12r))' 5 5 c14 c 1 4 j j c v(RP))'. 2C13r). By (21.in)7 where C11 > 0 is a constant.. Since the measure v is diametrically regular (see Proposition 21.. Note that p is a Gibbs measure corresponding to the Holder continuous function log4 whose topological pressure is zero..C12T) C RP) C (21.i") I Zmz.4) it follows from (21.11) that for any q E R.11) each basic set RLj) is contained in at least one element of the new cover. Since the measure v is diametrically regular (see Proposition 21. (21..13) . c Rktk v(RY))' I cl5v(Bk)'. r ) E 8.. We now prove the final statement of the theorem.11) that for every q E R. There are positive constants Cl2 and c13 independent of r such that for every j one can find a point xj E RLj) satisfying B(xj. and Statements 15 follow.. consider a Moran cover U. E Ri. = {RP)} of J .4) we obtain v(%. Let Gr be a cover of the repeller J by balls B(yi.12) j where C14 > 0 is a constant independent of j and r ..r). I @(Y. C13r))' v(B(xj. and (710 > 0 is a constant.rlI exist simultaneously. For each j 2 0 there exists B(yij.218 Chapter 7 where x = ~ ( w ) y.
dimH 5 E . and (21. Remarks.13). There is an interesting manifestation of the multifractal analysis which immediately follows from Statement 4 of Theorem 21. Since the pointwise dimension of m is equal to s everywhere in J we have that f v ( s ) = s and f v ( a )= 0 for all a # s. In fact.20) and (21. This implies that the functions slog ( ao X I and log+ are cohomologous to each other (see qlog+) = 0 it follows that T ( q ) = Appendix V).q)s (thus.6). (21. is v(B)'i B€P. using analyticity of the topological pressure and Statement 1 of Theorem 21. Statement 5 of the theorem follows immediately where from (21. J \ \ Figure 17a.Dimension of Sets and Measures Invariant under Hyperbolic Systems 219 where CIS > 0 is a constant. Exploiting again the fact that the measure diametrically regular we conclude using (21. + slope = a() \ s= dim. Since PE.. (1) Assume that v = m is the measure of full dimension.1: for any E > 0 there exists a distinct (singular) equilibrium measure p on J such that I dimH p . (2) Assume that Y # m. > 0 is a constant.13) that for any q E W. Y v(R.1 (see also (21. T ( q ) is a linear function).22) below) one can show that (we leave detail arguments to the reader): the Hausdorff dimension YI . "TYPICAL" GRAPHOF THE FUNCTION T(q).)' 5 c:~ V(Bk)' 5 c16 k R!j'€U. (T(q ) log la o X I (1 .12).
Notice that v1 = v and a = a(1) is the only number for which v(Ja) = 1. Taking into consideration that the function f u ( a )is strictly convex we conclude that the equation f v ( a )= a has the unique root a(1). with slope = 1 \/ f(a)A f(a(1)) _ s = dimH(support p) I I I I I I I I I I I I I I I I I I I I I I I 0 a(m) Nl) I I : a() a(0) q>o .lim T’(q) . see Figure 17b).. “TYPICAL” GRAPHOF THE j FUNCTION fu(a) of an equilibrium measure on a conformal repeller (corresponding to a Holder continuous potential) depends continuously on the potential..)= 0 we have that log+.. f v ( a ) < s = d i m H J for any a # a(0) and fU(a(O)) = T ( 0 ) = s (since the function f u ( a )is strictly convex a(0) is the only value where this function attains its maximum s.220 Chapter 7 tangent to the curve at a(l ) . . (4) Given a number qo # 0.a21 where a1 = . and hence for every q E R.++m .Iim T’(q).14) Furthermore. Since T ( l ) = 0 we have that fy(a(l))= a(1). (3) Assume that v # m. The function f v ( a ) is defined on the interval (a1. a+a2 (21.(a(q))= q for every q E R. I a b I q<o Figure 17b. $fv(a(l))= 1. Differentiating the equality fv(a(q))= T(q) qa(q) with respect to q we obtain that f. = p ‘. a+w da d da Iim f u ( a = ) m. az = .+oO We have that 0 < 01 < ap < m. This implies that + & d lim f v ( a )= +m. the function f v ( a ) is tangent to the line of slope 1 at a(1) (see Figure 17b). consider the measure v.. We claim that its dimension spectrum can be computed by the following formula: Indeed. Moreover. Moreover. Notice that a(0)< s and Vo = m. since P(cpQ.
.1 and (21. the measure v must be a unique equilibrium measure corresponding to the Holder continuous function t log lal. Completeness of the f. for any ] set J . Dividing by q and letting q + 00 yields that (21. the number a outside the interval [ c q . (21. Simpelaere obtained a variational description of the function y. More precisely. and hence the functions T ( q )log la1 and qlog $ are cohomologous.Dimension of Sets and Measures Invariant under Hyperbolic Systems 221 + Since P ( ( p q o ) q= ) 0 we obtain that Tqo(q) T(q0)q= T(qq0) for every q E W. we conclude that for every q E W. Therefore.2...16) we find that for every q 2 0. This implies that the function pq is cohomologous to 0.e. fu(a(0O))}. It follows from Statements 1 and 3 of Theorem 21. a ~the following result holds. {f. Theorem 21.3) that the infimum is attained at p = vq.)> (4+0O)). ={ f u ( 4 + 4 ) .16) where the infimum is taken over all Borel ergodic measures p on J . (5) Assume that vq is the measure of maximal entropy for some q # 0. We have that and hence f.17) .(a)Spectrum Schmeling [Sch] showed that the f. is empty. Using (21.a2].(a)spectrum is complete.(a) = 0 zf and only ifa $ [al. In particular. i.Q # 0.. Differentiating over q yields that a90 (q) = q0(4= +n ~(QQ0)QO o ) and the desired formula follows.. where the infimum is taken over all Borel ergodic measures p on J . where t = ( 6 ) In [Si]. fI&(. Proof.
(al) = 71 and fv(a2) = 72.) = l).e.) and have zero measuretheoretic entropy. “generically” fv(al)= fv(az) = 0. We will see in Appendix IV that j # 0 ..(a) that one can find there end up on the xaxis). this holds for equilibrium measures whose potential functions belong to an open and dense set in the space of Holder continuous functions on J .. it is everywhere dense in J and carries full Hausdorff dimension (i.. + .e. We havethat Passing to the limit as k + co yields that which contradicts (21. Each set J . The second one can be proved in a similar fashion. more precisely. 7 2 E [0. a1 2 inf.the phenomenon noticed previously in physical literature (most of the graphs of the function f.Chapter 7 222 Recall that a1 = limq+ma(q). Therefore. Note that in the latter case the measures va(.(x). s] there exists an equilibrium measure v on J corresponding to a Holder continuous function for which f.. One can find E > 0..1.e. Let p be an accumulation measure of the sequence of measures pk = nkI 7=0 sf. hj(f)h~(f)). Assume that this inequality is strict. We have the following multifractal decomposition of a conformal repeller J associated with the pointwise dimension of an equilibrium measure supported on J and corresponding to a Holder continuous function: (21.which is a unique equilibrium measure corresponding to the Holder continuous qlog$(x). This implies the first equality. denotes the unit mass concentrated at the point y). moreover. The set j . x E X .18) Here J .) j=O (Io ) Clogla(x)I 1 La1 . va(J. and a sequence of numbers n k such that log$(. in view of Theorem 21. is everywhere dense in J and supports a measure va (i. is the set of points where the pointwise dimension takes on the value a. However.Jd. where q is chosen such that a = function (pq(z)= T(q)logla(x)I a(q).the irregular part of the multifractal decomposition consists of points with no pointwise dimension.) (here 6.17). dimH = dimH J ) and full topological entropy (i. Schmeling also proved that for any 71.(.
22) to any Borel ergodic measure on J of positive measuretheoretic entropy which is not necessarily an equilibrium measure. Theorem 21.dimH v = dimH G. It follows from Statement 1 of Theorem 21. = h B G . see Appendix 11).1 and 7. . the above limit exists valmost everywhere. points for which the Birkhoff ergodic theorem holds for any continuous function on X . this implies that h'(f) A.22) We extend (21. (21. (2) y. see Section 26 for more details). .e.0) (see Section 20). In view of Theorems 7. be the set of all forward generic points of v (i. = dimH v = dimH G.1 (applied to the measure v1 = v) that for every x E G. we define the Lyapunov exponent at x by (21. and if v is ergodic then it is constant almost everywhere..(x) 2 d.1 that for valmost every x E J. The proof is a slight modification of the Goof of Statement 2 of Theorem 13..20) and (21. . let G. Consider a Markov partition R = { R l . = We first show that d.. = dim~G. Let v be an equilibrium measure corresponding to a Holder continuous function on J ..19) (provided the limit exists.. We denote the corresponding value by A. If v is an finvariant measure then by the Birkhoff ergodic theorem.20) where h.1. Let p be the pullback to of the measure v by the coding map x. Proof.... (21.20) holds for almost every x E J . Set d. It follows from Lemmas 2 and 3 in the proof of Theorem 21.2.3. .Dimension of Sets and Measures Invariant under Hyperbolic Systems 223 Pointwise Dimension of Measures on Conformal Repellers Given a point x E J .(f) is the measuretheoretic entropy of f and Furthermore. For any Borel ergodic measure v of positive measuretheoretic entropy supported on a conformal repeller J we have (1) the equality (21.R p } for f and the corresponding symbolic model (Cf. > 0.
5 d.. Applying Theorem 21.3 and (21.1.du = PG. by (A2.24) and to repeat readily the argument in the proof of Statement 2 of Theorem 13. Some results. We now prove the opposite inequality.. .e.. This completes the proof of the theorem. is the root of Bowen's equation.. where Cia. instead of J ) we obtain that d i m ~ G . Since E can be arbitrarily small this proves that &(z) 5 d.. Fix 0 < r < 1. s. On the other hand. (21. Repeating arguments in the proof of Theorem 20.. PUZ].).. It follows from the Birkhoff ergodic theorem. where C1 > 0 is a constant. Since the measuretheoretic entropy is a semicontinuous function we obtain as an immediate corollary of Theorem 21.in(w) is the cylinder set containing w and h = h. In order to prove the second statement we note that d .q q+l .1 (applied to the set G.C l r ) .23) and (21..(~.(z) it remains only to use (21.3 for measures supported on conformal repellers of holomorphic maps. 4 B ( z 1 C r ) )2 where Cz 4 % .24) In order to prove the desired lower bound for d. d .1) it follows that R~a. .1 and taking into account that the function T ( q )is differentiable we obtain that the limit T(q) lim 1. > 0 is a constant.n~z)+l c B ( z . By (20. = dimH u 5 dimH G. were obtained in [Ma2. Therefore.224 Chapter 7 Fix E > 0.21) that: the Hausdorff dimension of a Borel ergodic measure u on a conformal repeller is a semicontinuous function of u.1) we obtain for all z E J . It follows from the ShannonMcMillanBreiman theorem that for palmost every o E C i one can find N l ( w ) > 0 such that for any n 2 N l ( w ) . i. Information Dimension We compute the information dimension of a Gibbs measure u on a conformal repeller J .(a) is the measuretheoretic entropy of the shift 0 . applied to the function log la(z)l.(f) d. similar to Theorem 21.X.X. we conclude that 0 = h. that for ualmost every z E M there exists N z ( z ) such that for any n 2 N z ( z ) . i n ~ z ) + l2) CZexp((h +&)n(z)). By virtue of (20..16) (see Appendix 11).
we know the latter coincides with the Hausdorff dimension of Y (see (21.e. = p (indeed. This implies that f”((Y(1)) = (Y(1) = T‘(l) = I(v) = 7(v). . for example. We note that if the set L p is not empty then it supports an ergodic memure v p for which A. Moreover. for every x E L p the sequence of measures 6 f k ( s ) has an accumulation measure whose ergodic components satisfy the above property).19) exists and X(x) = p}. where I ( v ) and 7 ( v )are the lower and upper information dimensions of v (see Section 18).1 allows one to extend the HentschelProcaccia spectrum and Rhnyi spectrum for dimensions for any q # 1. Moreover. (1) Are there points x for which the limit in (21.25) where L ={x E J : the limit in (21.Dimension of Sets and Measures Invariant under Hyperbolic Systems 225 exists and is equal to T”(1) = ( ~ ( 1 ) As . is everywhere dense (since in this case the support of v is the set J ) . for valmost every x E J . If v is an ergodic memure for f we obtain that X(x) = A. i# 0 7 ( 2 ) How large is the range ofvalues o f X ( x ) ? (3) Is there any number p for which any ergodic measure Y with u(Lp) > 0 is not an equilibrium measure? ~~~~ In order to characterize the above multifractal decomposition quantitatively. We note that Statement 5 of Theorem 21. the set LA. There are several fundamental questions related to the above decomposition. # 0. we introduce the dimension spectrum for Lyapunov exponents o f f by f(p) = dimH L p . the above argument makes it possible to define these spectra even for q = 1 (as being equal to ( ~ ( 1 ) ) .22) and Remark 3 above).19) (21.19) does not exist. Dimension Spectrum for Lyapunov Exponents We consider the multifractal decomposition of the repeller J associated with the Lyapunov exponent X ( x ) (see (21.. i.19) does not exist) is the irregular part and Lp = { x E J : the limit in (21. Thus. if Y is an equilibrium measure corresponding to a Holder continuous function the set LA.
= constant = exp(hJ(f)). # m then the range of the function X(x) contains an open interval. [We] Let J be a conformal repeller f o r a smooth expanding map f . where h J ( f )is the topological entropy of f on J . (a)spectrum.. We can now answer the above questions. and hence 1c.p. On the contrary.. This implies the following result. then urn. (1) the set is not empty and has full Hausdorff dimension (see Appendix IV.Chapter 7 226 This definition is inspired by the work of Eckmann and Procaccia [EP]. (3) f o r any p E [pl. = rn implies that the map must be of the form t + zfn. if the Lyapunov exponent X(x) attains only countably many values. (2) the range of values of X(x) is an interval [P. # m (m is the measure of full dimension) then the dimension spectrum f o r Lyapunov exponents is a real analytic strictly convex function o n a n open interval [PI. e .4 we obtain that i f urn. In [Z]. then the map must be of the f o r m z 3 zfn.5.] there exists an equilibrium measure u corresponding to a Holder continuous function f o r which u ( L p ) = 1. p z ] containing the point P = h J ( f ) / s . = m. Notice that the measure of maximal entropy is a unique equilibrium measure corresponding to the function cp = 0.18)). There is an interesting application of this result to rational maps. = m then the dimension spectrum f o r Lyapunov exponents is a delta function. i. Theorem 21. compare to (21. we obtain the following rigidity theorem for rational maps.e. Namely. Therefore. I f the Lyapunov exponent of a rational map with a hyperbolic Julia set attains only countably many values. where u.e. the spectrum is complete).p. and hence the Lyapunov exponent attains uncountably many distinct values.4. is the measure of maximal entropy.. Then (1) If vm.. Theorem 21. (2) If v..] and f o r any P outside this interval the set Lp is empty (i. Zdunik proved that in the case of rational maps the coincidence v. for every x E Lp.. As immediate consequences of Theorem 21. Therefore. Weiss derived the complete study of the Lyapunov dimension spectrum for conformal expanding maps by establishing its relation to the fuma. In [We].
[KH]) that for every x E A one can construct stable and unstable local manifolds.'(z)nB(z.Dimension of Sets and Measures Invariant under Hyperbolic Systems 227 22.(z) = E ( S ) ( z ) T. for example.Z) for all Y E W.1) (respect ively.)).u < 1 such that for every n 2 0. Hausdorff Dimension and Box Dimension of Basic Sets for Axiom A DifFeomorphisms Axiom A Diffeomorphisms In this section we study the Hausdorff dimension and box dimension of sets invariant under smooth dynamical systems with strong hyperbolic behavior. ( 5 ) f(W. (22..b". W..bu((X) . (6) there exist K > 0 and 0 < . It is wellknown (see. The subspaces E(')(x)and E ( " ) ( z )are called stable and unstable subspaces at z respectively and they depend Holder continuously on z. ~ldf~vll5 ~ ~ " l l v l l if v E ~ ( " ) ( x ) .'(z).u"p(y..u"P(Y. n w<n<w The set A is locally maximal if and only if the following property holds: .b?(z)and W. W.".. (7) there exist E > 0 such that the intersection W. PV(Y).1) 5 K. In this case A= fyq.W.b".They have the following properties: (3) 2 E W.b".'fc.b". Let M be a smooth finitedimensional Riemannian manifold and f : A4 + M a C1+adiffeomorphism (i.'(. f is a C1+ainvertible map whose inverse is of class C'+").2)).. A compact finvariant set A c M is said to be hyperbolic if there exist a continuous splitting of the tangent bundle TAM = E(') CBE(") and constants C > 0 and 0 < X < 1 such that for every x E A (1) dfE(")(z)= E ( S ) ( f ( x ) )dfE(")(x) . (22. ~ ( z )5) ~. = E(")(f(z)).2) and p(f"(y).".E ) that satisfy (22.f"(4) where p is the distance in M induced by the Riemannian metric.) c W.:2(f'(4).E)(respectively.b"(x). = E(")(x).'(.. (2) for all n 2 0 ~ldj"vll5 ~ ~ " l l v l l if v E E ( ' ) ( z ) .E ) ) consists of all points in B ( z .'. A hyperbolic set A is called locally maximal if there exists a neighborhood U of A such that for any closed f invariant subset A' c U we have A' c A. b" .b"(4.x) for all Y E ~.'(x)n B ( z . f'CW.W.e. (4) T.) c W. ' x) (22. 2 E W k ) ( x ) .
(22. y E R.3) is continuous.) 2 ~/b". From now on we assume that f I A is topologically mixing. .) n Rj... c Ai such that the sets fk(A. moreover.y] E R whenever z.'(z) n R. The general case can be reduced to this one by using the Spectral Decomposition Theorem. f"'(A. We define stable and unstable global manifolds at z E A by W ( S ) ( x= ) uf"(W/:S. .'(x) x R n w/:)(z). Moreover.b". which we denote by z = [x.'(f(z)) n Rj.228 Chapter 7 (8) there exists 6 > 0 such that for all x. This assumption is technical and we require it to simplify arguments in the proofs. . f~/b"." ( y ) . and the map fni I A.)(4n Ri) c W/:hf(.'(x)n W/b". n fl(intRi) we have fWtS. . f"(x)) + 0 W ( " ) ( z= ) {y E A : p ( f . U A. The Spectral Decomposition Theorem claims (see [KH]) that the set n(f) can be decomposed into finitely many disjoint closed finvariant locally maximal hyperbolic sets.. .. as n + co}. y ) 5 6 the set W. 0: R + R n w/b".Rp} of A is called a Markov partition for f if (1) intRi n intRj = 0 unless i = j . given x E R. By Property (8) a rectangle R has "direct product structure". R = and [x. for each i there exist a number ni and a set A.'(y) consists of a single point z E A. i. (2) for each x E intR.)are disjoint for 0 5 k < ni. . Let A be a locally maximal hyperbolic set of f. f"(x)) + 0 as n + co}. (22. the map [. n20 They can be characterized as follows: W(')(x)= {y E A : p ( f n ( y ) . Y) E A x A : P ( Z . Y) I 6 ) + A (22.)= A. . is topologically mixing.3)).5) We remind the reader that a finite cover R = (R1. there exists a Holder continuous homeomorphism a. their union is the set hi. y]. such that f I Ai is topologically transitive.. A nonempty closed set R C A is called a rectangle if diam R ..4) A diffeomorphism f is called an Axiom A diffeomorphism if its nonwandering set O(f) is a locally maximal hyperbolic set (see Section 20 for definition of a nonwandering set).5 6 (where 6 is chosen as in (22..b"(f"(z))).e.I: ((2.y E A with p ( x . O(f) = A1 U ..)(f"(z))). W ( " ) ( z= ) nz0 uf"(W.
where x = x ( w ) and R ( z )is the element of an Markov partition containing x. . . .. For any point w = (.io.b". The map x is Holder continuous and injective on the set of points whose trajectories never hit the boundary of any element of the Markov partition. .'(x(w)) Thus..b"(x). in C j . )l L1 5 f i $ ( f .) = n Ra.Rp} generates a symbolic model of A by a subshift of finite type ( C A .a). i n . There exist positive constants L1 = L1($) and Lz = Lz($) such that for any x E A and n > 0.Y Y H i=O Proof.~. ..1.b". . . .i. the set W. = R!::. .1.."(x) n R(z) can be identified via the coding map x with the cylinder CL in C i and the set W.)..) E C A with the same past as w (i.'(.. ...2 = ij for any j 2 0) we have that ~ ( w " )E W.) E C A with the same n R(x).'(x)n R ( x ) can be identified via the coding map x with the cylinder C.. for any point w" = (. . The following result allows one to compare the values of this function along trajectories of two points lying on the same stable (or unstable) local manifold. ...i!li:iy. Let $ be a Holder continuous function on A.!. Namely. define R~.e... Now we define the coding map x:C A + A by x(.. L1 I f i $ ( f " ( Y ) ) i=O rI$(f"(4) Lo 5 L2 if Y E W. .&.Dimension of Sets and Measures Invariant under Hyperbolic Systems 229 A Markov partition R = {Rl. .1 aCA I X A f t A is commutative. Similarly. It is wellknown that a locally maximal hyperbolic set A admits Markov partitions of arbitrary small diameters (see [KH]).where C A is the set of twosided infinite sequences of integers which are admissible with respect to the transfer matrix of the Markov partition A = ( a i j ) (i.i . Proposition 22..iLlibi: . is = ij for any j 5 0) we have that ~ ( w ' E) W/b".) E C A and any point w' = (. see Appendix 11). .b". future as w (i.. . I L2 if y E W.e..'(x) nR ( x ) . .. See the proof of Proposition 20..~. . . . .e...~n R!:.l i o i l . . n>O Note that the diagram CA ... aij = 1if intRin fl(intRj) # 0 and aij = 0 otherwise..
Following Appendix I1 we consider stable and unstable parts of the measure p.b".7) A(")(z) = w. $(w) = ' p ( x ( w ) ) for w E C A . the measures p(') and p("). The sets W [ z ) ( y )n R ( z ) . Conformal Axiom A Diffeomorphisms We say that a diffeomorphism f of a locally maximal hyperbolic set A is uconformal (respectively. Note that Ia(")(z)I > 1 and I U ( ~ ) ' ( Z ) I < 1 for every z E A. is the unique Gibbs measure for (see Appendix 11). I f f is topologically mixing (and so is the shift 0 ) an equilibrium measure corresponding to this function. recall that Isom. In other words. Consider a Markov partition R = (R1.y E R ( z )either are disjoint or coincide and hence comprise a measurable partition of R ( z ) which we denote by @").' (z) n ~ ( z ) .e. b " ( zn ) ~(z). There are positive constants A1 and A2 such that for a n y n ~ ( z and ) F E ~ . A diffeomorphism f on A is called conformal if it is uconformal and sconformal as well..e.230 Chapter 7 Given z E A. . J ( " ) ( z and ) J(")(z)are Jacobians at z in the stable and unstable directions respectively. . . the measure v on R ( z )is equivalent to the direct product of measures v(')(z)and v(")(z). By Proposition A2. The pull back by the coding map x of 'p is a Holder continuous function @ on C A .2. Since the subspaces E(")(z)and E(')(z) depend Holder continuously on z the functions u ( " ) ( z )and a(")(.'(z) A l ( v ( ' ) ( E )x v ( " ) ( F ) )5 v ( E x F ) 5 A z ( d ' ) ( E ) x d " ) ( F ) ) . Proposition 22.. Fix a point z E A and choose the element R (z ) of the Markov partition containing z (we assume that z E intR(z)). J(")(z)= Jac (df I E(")(z)). Since p is a Gibbs measure we have v ( R ( z ) )> 0. Consider a Markov partition R = { E l .b?(y) nR(z))coincide with the push forward of the measure p(') (respectively.. define the sets (22. p = p*. df I E ( ' ) ( z )= u ( ' ) ( z ) Isom. for every z E A (respectively.J(z) n ~ ( z ) . . i. a(")(. the conditional measure v(")(y) generated by v on W. . Similarly the sets W/z)(y) n R ( z ) . For almost every y E R ( z ) the conditional measure v(')(y) generated by Y on W[zJ(y) n R ( z ) (respectively.1 applies to these functions. i. p ( " ) ) . denotes an isometry of E ( " ) ( z )or E(')(z)).y E R ( z ) comprise a measurable partition of R ( z )which we denote by 6'"). We denote it by Y = vV.b". sconformal) if there exists a continuous function u(")(z) (respectively. . Its push forward is a measure on A which is a unique equilibrium measure corresponding to 9.) are also Holder continuous.. Borel sets E E ~. Proposition 22. we set J ( ' ) ( z ) = Jac (df I E ( ' ) ( z ) ) . Given a point z E A.2 (see Appendix 11) we obtain the following result. .I?$} of A and a Holder continuous function cp on A.)) on A such that df I E ( " ) ( z )= u(")(z) Isom. A(') (z) = w/.R p } of A of a small diameter (which is less than the number E in Property (7)).
W e have that (1) each basic set Ri:.Dimension of Sets and Measures Invariant under Hyperbolic Systems 231 (we assume that x E intR(x)).n(W) and if w' E Cio.It is comprised from basic sets and it allcws us to build up an optimal cover for computing the Hausdorff dimension and lower and upper dimensions of A. = R(x). to be the basic sets.o.i. From now on we assume that f is uconformal.in...~~n ~ .ilioil. Moreover..).. .. and is contained in a ball in W. .i.). . Given r > 0 and a point w E C?.. Namely. let n ( w ) denote the unique positive integer 10 such that n(w) JJ I.. Proposition 22.in(W) and n(w') 2 n ( w ) then ..). . (22..i. We have w E Cio... Proof.. Note that one can view A ( " ) ( x )as the limit set for a geometric construction (CG1CG2) with Ri:. ...). A(")(%)= n U R::.'(x) of radius~io..b"(x) of radius Fio.) E C$ 10 and consider the cylinder set C. We identify the set of points in CA having the same past as D with the cylinder set C$ c X i . See the proof of Proposition 20. . in) with Ri. ^ box ^ Let D = (. b " ( ~ ) .in and every x E R!:. n n(w)+l I.(") k=O I' (x(ak(w))) > T . .2.(") (x(ak(w))) 1l I r.. Let A be a locally maximal hyperbolic set f o r a uconformal C'+adiffeomorphism f ..!.8) k=O It is easy to see that n ( w ) + co as T + 0 uniformly in w. (2) There exist positive constants K1 and Kz such that f o r every basic set Ri:.~n~w) c C. Note that by (22.. this geometric construction is a Moranlike geometric construction with nonstationary ratio coefficients since its basic sets satisfy Condition (B2) (see Section 15) as the following statement shows.) E CA is chosen such that x(D) = x.i.3.nW/:)(x) contains a ball in W[b". . Using the analogy with geometric constructions described above we will construct a Moran cover of the set A(")(x). n20 (i. Fix w = (ioil .5) the rectangle R ( x ) has the direct product structure (defined up to a homeomorphism 0): R ( x ) = A(")(x)x A(a)(x).in) where the union is taken over all admissible ntuples ( 2 0 .
. .3. For every y E R(z) we also denote by m ( " ) ( y )the conditional measure on W ( " ) ( y ) n R ( o )generated by du) as explained above (see Proposition 22.'"). One can repeat the 10 above arguments to construct a Moran cover of the set Q. Let f be a uconformal C1+adiffeomorphism of a locally maximal hyperbolic set A. . The sets C ( w ) corresponding to different w E C? either coincide or are disjoint. The desired property of Moran covers follows from Proposition 22. We call this number a Moran multiplicity factor. Assume that f is topologically mixing.'"'). T h e n (1) f o r any z E A and f o r any open set U c W ( " ) ( z such ) that U n A # 0. Let Q c C? be a subset (not necessarily invariant). Given a point z E A(")(z) and a sufficiently small r > 0.) for some w" E C ( w ) and C~o.. where t(") is the unique root of Bowen's equation PA(tlogla(")l) = 0. In order to establish this property let i = max {diamRi : i = 1. .. . . . It consists of cylinder sets C y ) .j = 1 . The sets Ry' = x(C. .jn(w) c C ( w ) for any w' E C ( w ) . We 10 denote these sets by C.. There exist points w j E C? such that 10 Cy' = C j o .N. We now state our main result assuming that f is uconformal. j . recall that m ( " ) ( y ) is the push forward by the coding map of the unstable part of the measure d")). . for which there exist points w j E Q such that C. . ( w jThese ). ris ) bounded from above by a number M which is independent of z and r ..:U Moran covers have the following crucial property. .. We have that RY) = Rio.in(yj) for some yj E A ( " ) ( x ) ..!")n Q is empty as soon as i # j .p}. N ..jn(w..j = 1. We denote by d")a unique equilibrium measure corresponding to the Holder continuous function t(")logla(")(z)l on A. the number of basic sets RP) in a Moran cover &) that have nonempty intersection with the ball B ( % ) ( z . .. Since 5i the sets Rj are the closure of their interiors there exists a number 0 < such that for every x E A.o.2.232 Chapter 7 Let C ( w ) be the largest cylinder set containing w with the property that C ( w ) = C.. j = 1.j) and the intersection Cj'"' n C..N ...in(. dimH(U n A) = b B ( U n A) = dimB(Un A) = t(").. B(")(z. We denote this cover by . may overlap along their boundaries and comprise a cover of A ( " ) ( z )(which we will denote by the same symbol &) if it does not cause any confusion)... sets form a disjoint cover of C? which we denote by 20 &I. Hausdorff Dimension and Box Dimension of Locally Maximal Hyperbolic Sets for uConformal and sConformal Diffeomorphisms Let A be a locally maximal hyperbolic set for a C'+adiffeomorphism f . Theorem 22..'") = Cio. .1.r1) c A ( % ) ( z ) .
. p . L ~ i ~ i. Using Proposition 22. . i. of radius re 5 r such that A For every l > 0 consider a Moran cover $) of A(")(y) n A and choose those basic sets from the cover that intersect Be. By the definition of the Hausdorff dimension there exists a number r > 0 and a cover of A(")(y)nA by balls Be. Given a number N > 0. log Ia(")(x)I d d " ) ( x ) ' '("I = where h. and repeating the argument in the proof of Statement 1 of Theorem 20. . (3) the t(")Hausdorff measure of U n A is positive and finite.. where M ( C $ . Note that R y ) = R$'!. O .Dimension of Sets and Measures Invariant under Hyperbolic Systems (2) hnw ( 233 f1 s. U .)l . the property of the Moran cover. Fix E > 0. it is equivalent to the measure m(")(x)lUfor every x E A. the measure m(")(x) is the measure of full dimension (see Section 5). .1 and exploit the crucial property of Moran covers observed above. .. i n ( e . Proof. moreover. The arguments are very similar to the arguments in the proof of Theorem 20. . N ) is defined by (A2. j ) ) .. j ) _> N for all l and j .19) (see Appendix 11) with and p(w) = (d E ) log la(")(x(w))l. . It is sufficient to prove the theorem assuming that U = A(") (y) for some point y E W ( " ) ( x ) . (4) d") = dimHm(")(X) f o r every x E A. . . Denote them by RP).1. + (Y =0 . choose r so small that n ( l .1 one can show that where C1 > 0 is a constant.e. ^ ^ Choose a point & = (. C A such that ~ ( 2=) y and set d = dimH(A(")(y) nA).Rim(e)). l = 1.j)for some ( 2 0 .in(l.(.E. We show first that t(")5 d. .. We now have that for any n > 0 and N > n.)(f) is the measuretheoretic entropy o f f with respect to the measure d").2.
ao c n N sup C. Since this inequality holds for all d 5 t(").234 Chapter 7 This implies that Pc. = C Ci..5 (see Appendix II).~(c$)(x*'P) = pc$ (x*cp). This completes the proof of the first statement.( d .. This implies that CP.1 one can show that there exists a positive integer N such that for an arbitrary cover 6 of C? by cylinder sets Cio.. 0. ( . E we conclude that ..N€G ZERP) k=O where C2 la(")(fk(z))lz+ze 2 cz..Since this inequality holds for all E we conclude that d") 5 d. k=O where R(C?. d") 5 d + ~ .iN. Denote d = dim~(A(")(y) fl A). Repeating arguments in the proof of Theorem 20...( d  2 4 log Iu(U) 0 XI) 2 0. We now have that for any n > 0 and N > n. ((d + E) log )"(. Notice that for any continuous function p: A pA(cp) +R = pEA(X*(P) =cpEA(x*cp) 2 s u P C P ~ ~ ( C ~ ) ( x *= ( PCPC$ ) (x*cp)' n20 It follows that PA ((a '0 '0 2E) log I U ( " ) l ) 2 0 and hence d . Therefore.2E) log lu(")(x(w))l. n>O Hence. is defined by (A2. .2~ 5 d"). PA + E ) log ((d '0 '0 lU(")l) 5 0.o.19') (see Appendix 11) with a = 0 20 and qJ(w) = . We now proceed with the upper estimate and show that d 5 d")..I 0 XI) 5 0. c p .. by Theorem A2. > 0 is a constant. Notice that for any continuous function cp: A + R pA(CP) = PEA(X'cp) = suPP. Fix E > 0.. U ~N) ..EG IIIa'"'(fk(z))I6+2E 2 1" sup E€RP) c2.
Assume that f is sconformal. recall that m(')(y) is the push forward by the coding map of the unstable part of the measure d').in n w ( u ) (5~ )const ) nla(")(fk(x))l'. Consider the system of conditional measures m(')(y) on W(')(y) n R ( x ) ..see Appendix 11).1. Similarly to Theorem 22. m(")(x)satisfies the uniform mass distribution principle (see Section 7) and hence dimH m ( " ) ( x ) 2 t("). Moreover.It follows from (22.2. Let A be a locally maximal hyperbolic set for a C1+adiffeomorphism f .Dimension of Sets and Measures Invariant under Hyperbolic Systems 235 Since the measure dU) is an equilibrium measure corresponding to the function t(") log Ia(")(x)I on A. whose topological pressure is zero. one can prove that for any x E A and any open set u c ~ ( ' ) ( x ) . where t(') is the unique root of Bowen's equation pA(t log Id')I) = 0. r > 0 and consider a Moran cover of the set A ( " ) ( z )by basic sets R(j). t(S) hd.). This also shows that the t(")Hausdorff measure of U n A is positive and finite and is equivalent to the measure m(")(x)lA(")(x). the projection of &(") to Z f ) for every x E A and any basic set Rir. Since the measure p(") is the stable part of the measure d")(i. The opposite inequality follows from the first statement.8) that n Therefore. k=O Fix z E A. by the property of the Moran cover we find that m(")(~)(B(~)(x.!. dimH(U n A) = h B ( U n A) = dim~(U n A) = t(').e.r)) 5 E m ( " ) ( x ) ( R ( j5) )Mrt (=). j where M is a Moran multiplicity factor (which does not depend on T ) .incontaining x we have that n m(u)(x)(~!r. Denote by dS)a unique equilibrium measure corresponding to the Holder continuous function t(')log Ia(")(x)Ion A.) =JA (f) log la(s)(x)ld &( S ) ( Z ) ' .. Thus. we obtain in view of the variational principle (see Appendix 11) that This implies the second statement.y E R ( x ) generated by (see Proposition 22.
It holds if and only if the functions t(") log Iu(")(x)Iand t(')logla(')(z)l are cohomologous (see [KH] and Appendix V). (22. Consider the measures m(")(x)and m(')(x)for z E A. + dimH m(")(z)= t(")+ d').1. For this case. where d(') 5 t(') and d(") 5 d"). Hence. using Theorems 6. n P. This approach allowed him to extend Theorem 22.(")[ = 0. and Theorem 7.1.2. Condition (22.2 to "conformal" homeomorphisms possessing locally maximal "topologically hyperbolic" sets. the equalities hold if and only if &(") = /€(') %f /€.and uconformal. For diffeomorphisms of class C2 Takens [T2] showed that the Hausdorff dimension of A coincides with its lower and upper box dimensions. Proposition 26. By (22. Palis and Viana [PV] extended this result to diffeomorphisms of class C1.9).1 we compute the Hausdorff dimension and box dimension of A. which is clearly seen to be both s. By results of Hasselblatt [Ha] in this case the stable and unstable distributions on A are smooth. Moreover. PA(tlOg la(')l) = 0 respectively and can be computed by the formulae This result applies and produces a formula for the Hausdorff dimension and box dimension of a basic set of an Axiom A C1+asurface diffeomorphism.10) is a "rigidity" type condition. dimH m(')(z)= t(') + d"). We assume now that A is a locally maximal hyperbolic set for a diffeomorphism f which is both s. given a point z 6 A and a rectangle R containing x.(.1 k=O a(u)(fk(x))t(U) a(s)(fk(z))t(') = 1.236 Chapter 7 where h. We have + d'). the t(')Hausdorff measure of U n A is positive and finite. Barreira [Bar21 obtained the same result using another approach based on the nonadditive version of the thermodynamic formalism. In addition. One can show that this is the case if and only if for any periodic point z E A of period p .and uconformal. Therefore. .5 and 22.10) In this case.5) is Lipschitz continuous.) (f)is the measuretheoretic entropy of f with respect to the measure d'). K is the measure of full dimension. the homeomorphism 0 in (22. Theorem 22. McCluskey and Manning [MM] proved that dimH A = t(") d'). dimH A = b B A = d i m ~ A= t(") where t(") and t(")are unique roots of Bowen's equations pA(tbg I.
) and p?) on A by p(U)(z) n = log Ild. In the multidimensional case the map f may not be either u. We follow Barreira [Bars].or sconformal and the Hausdorff dimension of the intersection U n A (where U c W(')(x)is an open set) may not coincide with its lower and upper box dimensions (see example of a multidimensional horseshoe in Section 23). estimates that can not be improved). which relied upon the thermodynamic formalism (or its nonadditive version).p."'(x) = log l~(d5f")11Eq and two other sequences of functions n p(')(z) = log Ild&"IE(')II. (22. can be still used to establish effective dimension estimates (i.11) 9:) and i&) on A by &)(x) = log lJ(dzf")lIE(')II (22. Define two sequences of functions 9. the above approach.fnlE("'II.e.12) .. Nevertheless. Define functions p(") and p(U) on A by One can obtain even sharper dimension estimates using another approach.Dimension of Sets and Measures Invariant under Hyperbolic Systems 237 Estimates of Hausdorff Dimension and Box Dimension of Locally Maximal Hyperbolic Sets: Nonconformal Case Let A be a locally maximal hyperbolic set for a topologically transitive C1+adiffeomorphism f of a compact manifold M .
(2) wzlf'(Ai n (B1 x ~ ( z ) )is) a bijection onto Bz for any z E Ai.a)) c G ( f ( z ) . a) and ifz E A if z E A' . We can now state dimension estimates. If the derivatives df IE(u) and dflIE(') are 6bunched for some 6 > 0 then for any x E A. a).1). Proposition 22. .Bowen's equations have unique roots ~(")(x) and d")(z).(W/:)(x) n A) 5 dimB(w/~)(X) n A) 5 +)(x).' ( A i ) = are the canonical projections. ) = B1.where T I : R" + Rk and T Z : R" + Rk (1) q ( A . Thus.5. r 2 1. by Theorem A2.and Bowen's equations have unique roots r(')(x) and T(')(x).!(x) n A) 5 dimB(W/:2(~) n A) 5 T(')(z). one can show that all four sequences of functions.bs. (22.6 (see Appendix 11). a ) dfl(Cz(z. aare ) cones in R" at z of angle a around R' and Rk respectively such that df(Cl(z.12). The latter means that Cl(z. satisfy Condition (12. ~(")(x) 5 dimH(W/b"(x) n A) < dim. We refer to Rk as "horizontal" and R' as "vertical" directions in R". Hausdorff Dimension of Horseshoes and Solenoids Multidimensional Horseshoes Let B1 c Rk and Bz c Rt be balls and A = B1 x Bz C Rk @ R' = R".9)).U Ap such that ) Bz. . a)) c Cz(fl(z). ~ ~ ( f .)(x)n A) < dimB(W/:. 23. The set A = B1 x Bz c U is called a horseshoe for f if the intersection A' = A n f(A) can be decomposed into simply connected closed disjoint sets A' = A1 U.a) and the map dflIA' preserves and expands a horizontal cone family Cz(z. (3) the map df preserves and expands a vertical cone family C1(z. r(')(x) 5 dimH(W.a) and C ~ ( z . Let also U c R" be an open set and f : U + R" a C"diffeomorphism.238 Chapter 7 If the derivatives dflE(") and dflIE(') are &bunched (see Condition (20.11) and (22.
the coding map x : A + C.!. it is uniquely defined)..( z ) submanifold that is isomorphic to Bz. for every n 2 0 the set f”(A’) consists of pn simply connected close disjoint “almost” horizontal components which we denote by A:. defined by x(z) = (.. ij = 1. . . ( z ) the vertical and. the set is a smooth kdimensional stable submanifold that is isomorphic to B1.)..similarly. Similarly.!.. Notice first that the sets define a geometric construction in A (modeled by the full shift on 2p symbols) whose limit set is A. ).. horizontal component that contains a (clearly. Given a point z E A. iLli0il . respectively.. .Dimension of Sets and Measures Invariant under Hyperbolic Systems 239 where X > 1 is a constant. .” We describe the topological structure of A. unstable .. (2) every point z E A can be coded by a twosided infinite sequence of integers (.in (see Figure 18). One can show that n..) is bijective and onto.. .!. ( z ) and A!. moreover. ( z ) is a smooth ... We denote these constructions by CG(”)and CG(”). There is another description of the horseshoe which is more suitable for studying its dimension. .. denote by A!:..i.).. Note that for every n 2 0 the set f” (A’) consists of pn simply connected close disjoint “almost” vertical components which we denote by Ajr). In the twodimensional case the above construction was first introduced by Smale [Sm] and the set A is known as a “Smale horseshoe.ilioil. p such that (1) for every z E A the set n. consider the sets They define geometric constructions in B1 and B2 respectively (modeled by the full shift on p symbols).Air..). The map x establishes the symbolic representation of the horseshoe by the full shfft on p symbols. .. . .. Furthermore. One can show that the set is a locally maximal hyperbolic set with “almost” vertical unstable and “almost” horizontal stable subspaces (see [KH]). If F ( s ) and F(”) are their limit sets then A = F(”)x F(”)..!dimensional A. ..
. (23.!"' are equal then the coding map is an isometry between the the horseshoe A and C. Then V = S' x D2 is a solid torus.2.2(f1(. We also remark that if the ratio coefficients of the affine maps gj"' and g.l(Y) n A.1) g. One can build a linear horseshoe A for a map f such that A = F(")x F(") and relations (23. 2.!")(x) = . n nil). z. Pl(t. A horseshoe A is called linear if every component A. 7 Y = ( 4 Y) . If the maps g!"' and g. Let S' be the unit circle and D2 the unit disk in R2. Y) = t . . Let also 3"")and F(") be their limit sets. + On the other hand. we obtain that dimH A = h B A = d i m ~ A= dimH F ( " ) dimH F(") .)). it preserves the Hausdorff dimension and box dimension (compare to Theorem A2.. P 2 @ . In this case.Y) = 0 7 ).!"' are conformal then by Theorem 22.1] are defined by +. 2. The projections K : V + S1 and p1. Thus.1) hold.1(. ThreeDimensional Solenoids We follow Bothe [Bot]. using Example 16. the constructions CG(") and CG(") are generated by affine maps g!"' and g!"' respectively given as follows: gis)(Y) = nl(jl(n. A SMALEHORSESHOE. let CG(") and CG(") be two geometric constructions in B1 and B2 modeled by the full shift on p symbols and generated by affine maps 9:") and g.Chapter 7 240 Figure 18. p2 : V + S' x [1.9 in Appendix 11). is a vertical strip and every component f'(Ai) is a horizontal strip and the maps hi = flf'(Ai) are linear.1 we conclude that there exist a linear horseshoe in R4 for which dimH A < dimah = d i m ~ h.) On the other hand.!"' respectively.
E (23.. it is the limit set for a geometric construction in D ( t ) modeled by the full shift on 6' symbols. l ) are C1maps. = h ( .l). (where 23' = 1 . and h.A l @ b + Z l ( t ) . and cp is expanding. Obviously. In [Bot]. / log sup A. i.e) which comprise the intersection f"(V) n D ( t ) (see Figure 19). For i = 1 .. Let 5 be the space of all C1embeddings f : V + V of the form f ( t . .i.Dimension of Sets and Measures Invariant under Hyperbolic Systems 241 We also denote by D ( t ) = { t }x V 2= E .x) = 2. < inf . + V is of class C'.1 .4 log inf A. B2 c A n 7r'(B) the arcs pi(&) and pi(&) are transverse in S' x [I. We denote by 5' the set of all intrinsically transverse maps f E 5. X . d'. where the infimum and supremum are taken over 0 5 t 5 1. 2 2 : s' + ( . For each x E A(t) the embedding h. for any arc B c S' containing t there is a homeomorphism h: B x A(t) + A n 7r'(B) which can be chosen such that for q E B and x 7r h(q. A1.e. (23. Since 0 < X. . .2) where cp : s' + s2. 2 we also denote by p1 f E 5 : sup A. h(t. The local topological structure of A is described as follows. A map f E 5 is called intrinsically transverse (with respect to the projections and p2) if for any arc B c S' and any two components B1. its basic sets on the step n are mutually disjoint ellipses Di.x) = q .3) A(t). . & is open in 5.. . Bothe proved the following statement. I] at each point of pi(B1)n pi(&). A 2 : s' + (0. x ) : B depends continuously on x in the C1topology.' ( t ) (where t E S').I A 2 < 1 the disks D ( t ) are contracted. The last condition implies that the degree 6' of cp is at least 2 and that f stretches the solid torus V in the direction of S'.. . This implies that the image f(V) is thinner then V and it is wrapped around inside V exactly 6' times. One can show that A is a hyperbolic attractor for f (see definition in Section 26). For each t E S' the set A(t) = A n D ( t ) is a Cantorlike set. A2(t)Y + z2(t)). Y ) = (cp(t). Furthermore. The set np(v) A= n10 is called a solenoid.
dimH h(t)5 max(s1. s2) then for every f E $i0 n 5’ and every t E S’. (2) If sio = max(s1. dimHA(t) = si0 . s2) . T h e set OF A SMALEWILLIAMS SOLENOID 5’ n 5i is open and dense an 5. (1) For every f E 5 and every t E S1.Since the map cp of the circle S1is smooth and expanding and the functions X i are of class C’ for = 1 . 2 there exists a unique root of Bowen’s equation PSI (Si log Xi) = 0 (where PSI is the topological pressure with respect to the map cp). Proposition 23. We now compute the Hausdorff dimension of the crosssections h(t).2. One can show that si is the unique number of which the functional equation has a positive continuous solution t : S1 + R (see [Bot]). . THECROSSSECTION FOR t = 0.Chapter 7 242 Figure 19.1. Proposition 23..
4) then the map h is Lipschitz continuous. dimH log 2 +1. it is easy to see that the map h is Lipschitz continuous.2 we conclude that under the assumption (23. in fact. ~ 2 ( t ) } .Thus. sz}. the onedimensional unstable distribution on A is. rl(t) = a cos2. Xl(t) = X I . It is easy to check that f E 52 and log 2 51 5 s2 = . + We consider now the special case when p(t) = 2t (mod l). h ( t )= X 2 .5 and Proposition 23. r 2 ( t )= a sin2. emlog x In particular. <t<l X = Omax max{Xl(t). Assume that A1 5 X2. f E r. log A2 =  (23. ( t ) } . If we assume that then the map f (see (23. X . dimH A = max(s1. So is the homeomorphism h defined by (23. 1% A2 In [SimZ]. we obtain that log 2 dimHA(t) =  1% A2 . <t<l It follows from results of Hasselblatt [Ha] that the homeomorphism h is Holder continuous with the Holder exponent a satisfying 1% x > 1 . in general. s2} 1 .3).4). only Holder continuous. The solenoid A for f is known as the SmaleWilliams solenoid (see Figure 19). Therefore.rrt. We set x = Omin min(xl(t).2)) is a C1embedding. Moreover.rrt7 where 1 > a > 0 is a constant. if sio = max(s1. However.Dimension of Sets and Measures Invariant under Hyperbolic Systems 243 Note that the stable foliation of the solid torus by disks D ( t ) is obviously smooth. By Theorem 6.5) Note that if A1 = A2 then for every t E S1 the set A(t) is the limit set for a geometric construction (CPW1CPW4) with basic sets on the nth step to be . if we assume that (23. Simon showed that. then for every f E 5iO n r.
7) assure that T maps S into itself.6) and (23. I . 2Y . In fact. Using results in [Sima]Simon extended this statement and proved that the formula (23. (23. 11 x (0). They may or may not overlap. c2 = the map T is the classical baker’s transformation. the set A is the direct product of the interval [1. (Xi + c1.6) (23. the set  T ( S )consists of two right rectangles both of vertical height 2. T is 3 piecewise linear with the discontinuity set [I.3 we have that the formula (23. 1x21 < 1 + CiI I 1 . Figure 20.1] in the ydirection and a Cantorlike . By Theorem 13. Clearly..( and the other of width IX2l.1] given as follows (A12 (A22 where we assume that 0 and for i = 1 .1] x [1.1) 2Y + 1) ify20 ify<O < 1x11. one of width IX.5) holds for any 0 < XI 5 X2 < min { u}.xi + CiI 5 1 . Baker’s Transformations Consider the map T of the square S = [1. Clearly. For every I E S the map T is expanding by a factor of 2 in the vertical direction and is contracting by a factor A1 or A2 in the horizontal direction depending on whether I lies in the top part or bottom part of the square S. A SKINNY BAKER’S TRANSFORMATION. The set is the attractor for T (i.244 Chapter 7 balls of radius A. The map T is called a generalized baker’s transformation. c1 = 51 . it attracts all the trajectories in S). i. 2 . t.. In the case A 1 = A2 = 4.5) holds for any 0 < X1 = X2 < min { u}.e. + c2 .7) Conditions (23.
where s is the unique root of the equation lAllS Hence. Under an appropriate choice of numbers c1 and c2 the two rectangles that comprise T(S) are disjoint. 4.p)p”. We first study the case of a skinny baker’s transformation T.1] whose basic sets at a step n are not necessarily disjoint. Let v p be the factormeasure induced by .e.up. b ) and any integer N let v p . mentioned above.8) + S . c1 = 1 . ~ ( a . + dimH A = d B A = dimBA = s. i. Note that T is noninvertible and area expanding and that the attractor for T is the whole square S.. . . a <z <b .e. are disjoint.1. Following their work we call T a skinny baker’s transformation if lAll < 1 (see Figure 20) and a fat baker’s transformation otherwise. . . It has the following “measurearihmetic” interpretation and plays an important role in the old and not yet completely solved problem by Erdos. ~ ( ab). Therefore. each with the values +1 and 1 with equal probabilities. be a sequence of independent random variables. Alexander and York [AY] considered the case A1 = A 2 = p. that is the limit evolution of the Lebesgue measure mes on S. N1 v p . i. + lXZlS = 1.. basic sets at each step of the geometric construction. We now consider the case of a fat baker’s transformation T assuming for simplicity that A1 = X2 = p > c1 = 1 . = 2Ncard en(l .p. The latter is the limit set for a selfsimilar geometric construction on [1.1.2.p)pn that lie in (a.mes. Let E. Moreover.Dimension of Sets and Measures Invariant under Hyperbolic Systems 245 set A in the zdirection.b). and c2 = /3 . bbe ) the proportion of points of the form N1 C n=O en(l . dimH A = d B A = dimBA = 1 (23. for any interval ( a .p.1. n = 0. and c2 = .B . Alexander and York [AY] proved that for every 1 2 p > the map T = Tp possesses the SinaiBowenRuelle measure pp.n1 pp = lim x(Tpk). The map T is clearly seen to be onetoone.. 1 n+w n k=O The measure pp has a characteristic property that its conditional measures on vertical lines (where Tp expands) are equivalent to the linear Lebesgue measure. The measure v p can be shown to be the measure with distribution function of the random variable W n=O In other words.
Falconer studied the socalled slanting baker’s transformation of the square S given as follows We assume that (23.ui+Ci(<l. .e. Then The measure up is called an infinitely convolved Bernoulli measure.6) and (23.up is strictly less than 2). i..2.up provided /3 is the reciprocal of a PV number.9) This guarantees that T maps S into itself and hence possesses an attractor. on the contrary. c2) the Hausdorff dimension of the attractor for T is the solution s of the equation (23. IXi+.8). 1x21 < 1. Falconer proved that for almost every (cl.9)) the Hausdorff dimension of the attractor is equal to s and that the result holds true for any sufficiently small perturbation of T in the first component (which may make T nonlinear) . They found an explicit formula for the Hausdorff dimension of vp which implies that it is strictly less than 1 (and hence the Hausdorff dimension of . Assuming that T is “skinny”.7) and (23. They also showed that if /3 is the Golden mean then the information dimension is strictly less than 2. IXi+. If up is absolutely continuous then its Hausdorff dimension is 1 and hence the Hausdorff dimension of the SinaiBowenRuelle measure . either absolutely continuous or totally singular (see [JW]). an algebraic integer whose conjugates lie inside the unit circle in the complex plane. see [W]). It is easy to see that for /3 < up has a Cantor distribution and for /3 = the uniform (Lebesgue) distribution.. i.<l* (23. i a. he showed [Erl] that if /3 is the reciprocal of a PV (PisotVijayarghavan) number (i. an example of a PV number is the Golden mean (1 &)/2. In [Siml]. Simon found that if .ui+ci. Ledrappier and Porzio [LP] considered the case when /3 is the Golden mean (and hence up is singular).u1 # p2 and 0 < IX11.lX2l < 1111 .e.cz) satisfying (23. For /3 the nth root of up is absolutely continuous (and indeed. i. i. + In [Fl].. progressively smoother as n increases.246 Chapter 7 where card(A) denotes the cardinality of the set A.7) hold and also for i = 1. up is singular.e.up is 2. see Section 16).1121 then for every pair (c1. For /3 > up is known to be continuous and always pure. Erdos [Er2] proved that for almost all /3 sufficiently close to 1 the measure up is absolutely continuous. Alexander and York [AY] explicitly computed the information dimension of .
Therefore. co) on A cpl. the functions T(')(q)and ~ ( ~ ) (satisfy q ) 4. Furthermore. and a(") respectively. we define the function $s) on C. The general case can be reduced to this one using the Spectral Decomposition Theorem. Define the normalized function 11.. consider the oneparameter family of functions &). by setting . d S )and .. Thermodynamic Description of the Dimension Spectrum Let cp be a Holder continuous function on A and u = u. an equilibrium measure for 9. let (p. where )$3! p(a' and and are the pull back to CA by the coding map of the functions cpg' respectively. where T(")(q)is chosen such that PA(&') = 0. ( p c ) ( w ) = T (")(q)loglii(")(w)l +qlog4(w).and uconformal. We follow the approach suggested by Pesin and Weiss in [PW3]. P(log$) = 0 and v is an equilibrium measure for $.. a('). + (p?)(w) = T'"'(q)logJSG(S)(w)J qloglj(w).P~(cp)."'(z) = T ( S ) ( q )l o g l a ( q z ) l + qlog$(z). ids). ((p). let us set ) T(")(q)admit another description in terms of the The functions T ( s ) ( qand underlying symbolic dynamical system (CA.Pz. ) = T(")(q)logla(")(z)I + qlog$(z). Note that log4 = (p. $. Namely. Consider the oneparameter family of functions p?). Finally. on A by log$ = 'p . co) on A ( P I ' ( . Clearly. We have that ) T(%)(q) which uses There is also a description of the functions T ( s ) ( q and the stable and unstable parts of the functions 4. where T ( S ) ( qis) chosen such that P~(cp?') = 0. Multifkactal Analysis of Equilibrium Measures on Basic Sets of Axiom A DXeomorphisms We undertake the complete multifractal analysis of Gibbs measures on a locally maximal hyperbolic set A of a C1+mdiffeomorphismassuming that f is both s. q E (m.Namely. u).and id") be the pull back to C A by the coding map of the functions cp. idu)(see definitiob in Appendix 11). q E (a.Dimension of Sets and Measures Invariant under Hyperbolic Systems 247 24. We assume that f is topologically mixing.
these functions are strictly cohomologous to the projections of the function log ?/I to E l and E i respectively. i. Moreover. and logzi("") is strictly cohomologous to the projection of the function 6(") to X i .~ i o )E C. i . According to Appendix I1 the above limits exist and the functions log$") and log$") are Holder continuous.1 that the function T ( q ) is real analytic. and the function a("") defined on C i such that logd"") is strictly cohomologous to the projection of the function id') to C.) is strictly cohomologous to the projection of the function (z. Therefore.!"'(w) + = T(")(q)log121("")(w)1 q l O g p ) ( w . log Id"")(w+) I d p p ) ' + a(q) = a(")(q) a ( S ) ( q ) . . In addition. T"(q) 2 0. and the function (w+) = T(") (4)log IC("")(W+)J q log (W+) (z. Moreover. these measures are the stable and unstable parts of the Gibbs measure p corresponding to the function (z. = h.J .i.c4 (4g) = h.) ) d p p sE. . . Arguing as above one can also find the function id"") defined on C. functions (z)'!. where p g ) and are Gibbs measures corresponding to Holder continuous on E. This observation allows us to use results in Section 21 to study the function T ( q ) . .. Let p(") and p(") be the Gibbs measures corresponding to the functions $(') and #") respectively... We also define the function $") on Ez by where w+ = ( i o i l . As we saw in Appendix 11.2 and 21. the function (z.Y) + 4(") is strictly cohomologous to the projection of the function (z. one can show that the function (z. i.log ~ i i ( s s ) ( ~ .p'(w) to C. .e. (recall that v = x * p ) .)dl p p ) ' a(")(q)=  JEL' log($(")(w+)) dpp) . . In order to compute its first derivative we define for each q E R. = h.(u) = hv(f).e. log(?j(") ( w .W (@). they are cohomologous and (see Appendix V).3 that a ( q ) = T'(q) and the function T(q) is convex. . .. setting . It follows from Proposition 21.i. It follows from Propositions 21. .= (.$"(w) to X i .Chapter 7 248 where w. and on E i . a(S)(q) = JE. ) E X i .p) .
Diametrical Regularity of Equilibrium Measures Our approach to the multifractal analysis of equilibrium measures is based upon the diametrically regular property of these measures (see Condition (8. rn(")(z)and rn(')(x)) denote the conditional measures on A(")(x) and A ( ' ) ( z ) generated by the measures K(") and d8)on A respectively. Let 'p be a Holder continuous function o n A. For a 2 0 consider the sets A. according to Section 22.10)). The fact that the measures Multifractal Analysis of Equilibrium Measures We now establish a complete multifractal analysis of equilibrium measures (corresponding to Holder continuous functions) supported on locally maximal conformal hyperbolic sets. Then the equilibrium measure v = vv for 'p is diametrically regular and so are the measure d8)on A(') and the measure v(") o n A(").15)).2.( f ) is the measuretheoretic entropy off and A...1.4. We recall that.: A. defined by A. are positive and negative values of the Lyapunov exponent of v (see definition of the Lyapunov exponent in Section 26).(a)spectrum for dimensions f.5)) and the f.Dimension of Sets and Measures Invariant under Hyperbolic Systems 249 T ( q ) is strictly convex if and only if the measure v J R ( x )is not equivalent to the measure rn(")(x)x rn(")(x) for every x E M .(z) = a} (compare with (18. [PW3] (1) T h e pointwise dimension d. Theorem 24. The latter are equilibrium measures corresponding to the Holder continuous functions t(")log Ia(")(x)I and t(') log Ia(')(x))l). . We leave it as an easy exercise to the reader to show that if the measure vlR(x) is equivalent to the measure rn(')(x) x rn(")(z)for some z E M then it holds for e v e y x E M (note that f is topologically mixing). Proposition 24.1.(a) = dimH A.1 and is a slight modification of arguments in the proof of Proposition 21.where t(") and t(') are the unique roots of Bowen's equations pA(tlog Ia(")(x)I) = 0 and pA(tlog Ia(")(x)I)= 0 respectively.(x) exists for valmost every x EA and where h. Proof. The equivalence also means that v is the measure of full dimension (see Condition (22. = {x E A : d. The diametrical regularity of the measure v follows from Proposition 22. d') and v(") are diametrically regular uses Proposition 22.
In particular.(Cy(q)) = T(q)+qa(q)(see Figure 17b). Given 0 < r < 1 and w = (.6)) where $) and &) are Moran covers of C. Note that R(a) = X(Ci. be the set of points w = (. First we note that = Rq(u). (3) For any q E W we have that uq(Aa(q)n R ( z ) )= 1 f o r every z E A and + dvq(z) = h . r ) such that + k=O Fix a number the limit lim r+O k=O Q 2. ilioil . (4) I f u is not the measure of full dimension then the functions f. this function i s real analytic and f.e. ..4) . and C i respectively. r ) and n+ = n+(w. ( u ) = H P q ( u )= &(u) Proof. . ( z ) = T(q) qa(q) for uqalmost every E Aa(q)n R ( z ) .( w . .ilioil. which is the range of the function a(q) (i.). T(q) 1q H P .) for which (24. a1 = a(00) and QZ = Q(~o)).(Cy) and T ( q ) are strictly convex and form a Legendre transform pair (see Appendix V). .QZ].Chapter 7 250 (2) The function f.= n . T ( 1 )= W(l) T(")(l)= 0. choose n. (5) The umeasure of any open ball centered at points in A is positive and f o r W we have any q E where the infimum is taken over all finite covers Gr of A by open balls of radius r .(a) is defined on the interval [cq. 0 and let A. for every q > 1.where z E intR(z). Repeating arguments in the proof of Theorem 21.1 we obtain that (see (21. Fix an element of the Markov partition R ( z ) .).. + T ( 0 )= T(')(O) T(")(O)= t(') + t(") = dimH A. . I n particular. 0 5 a1 5 QZ < 00.
6) This implies the first statement. W).)) n W ) .ilioil.7) i}.)) + + n R ( x ) = U q ) + qa(q). Thus. .. there exists t o > 0 such that V.(Y) IT ( q ) 4"h) f o r all Y E X(K.iv.. .almost all Y E (3) . . (2) d V q ( y )= T ( q ) qa(q) for v."=. and pg)almost every w E C i .(. Define the "symbolic" spectrum . Proof of the lemma. Since the measures p t ) and p g ) are ergodic the Birkhoff ergodic theorem yields that for ptlalmost every w E C.) there exists ~ ( w such ) that for (24. and the functions w+ e loglii("")(w+)I and w+ e log$")(w+) on CJ. on A(")(a)and let v. = v g ) x vp' be the measure on R ( z ) .) u. . : r(w) 5 It is easy to see that Qe c Qe+l and = Qe. consider the functions e logldSS)(w)l and w.= dimH A. we consider the measures v t ) = x*pt'ICg on A S ( x )and vp' = x*pg'IC.H log&")(w) on C.)) n (4) dimH X(L(. w (24. Given C > 0.(.Dimension of Sets and Measures Invariant under Hyperbolic Systems 251 exists and is equal to a (the "symbolic" level set).6) for any E > 0 and every w E any r I r(w).5) Given x E A. ) ) n R ( 4 ) = 1. A. Given w = (. A.(. Let us choose l Z lo. fu(a) (24. Lemma 1.(.(Qe) > 0 if C 2 CO. For every q E R we have (1) % ( X ( L ( . x(A. ) E C A . denote by Qe = { w E &). By (24.
. By Theorem 7. .(y) 2 T ( q ) ia(q). vq(B(y.K r ) ) 2 vq(Rin.3) that Ri .E ) for v.. in+ c B ( y . .7) and (24.252 Chapter 7 Since p t ) and &) are Gibbs measures we obtain by (A2.= (. By virtue of (24.8) for all w E Qe.1 one can show that for any t > l o .. .20) (see Appendix 11) that for every w.: where C1 and G2 are positive constants. . Repeating arguments in the proof of Lemma 2 of Theorem 21. dv9(Y) L T(q)+ q ( 4 q ) . and w+ = ( i o i l . + Since sets Qe are nested and exhaust the set Q we obtain that d. It follows from (24. K r ) . .4 .almost every y E + + Q4Q).where y = x(w) and K > 0 is a constant independent of y and r . second statement "q of the lemma follows.1 we also obtain that dimHX(Aa(q)) 2 q(a(q) .l i o ) E C.) E C. Z .almost every y E x ( & ~ ( ~ )The ) .E) &.i n + ) k=n+l k=n+I k=O It follows that for all y E ~ ( Q L ) . + . Fix 0 < r < 1. if t E A(")($)n X(Qe).p)(z) 2 T ( u ) ( q+) q(a(")(q) d (a)(z)2 T(')(q) q(a(')(q) u9 E) if z E A(')(x)n x(Qe).n _ . This implies that for almost every y E X(Qe). Since E is arbitrary this implies that d (y) 2 T ( q ) p ( q ) for v. .
(. This completes the proof of the lemma. 3.(. ) .uIR(z)= 771.1) and that the measure v is locally equivalent to their direct product (see Proposition 22.253 Dimension of Sets and Measures Invariant under Hyperbolic Systems Since E is arbitrary this implies that Zvq (y) 5 T(q)+qa(q)for every y E x(&. Since the measure v is diametrically regular and has local product structure one can use (24.2). see (21. (1) Assume that v is the measure of full dimension. (3) The function fv(a)has properties described in Remarks 3 and 4 in Section 21. This implies Statements 2. Then for any E > 0 there.1 and conclude that the limit lim log4B(zc. and 4. (4) We have the following multifractal decomposition of the hyperbolic set A associated with the pointwise dimension of an equilibrium measure on A corresponding to a Holder continuous function (compare to the case of conformal repellers of smooth expanding maps.)) n R ( z ) )5 T ( q ) qa(q).u on A such that I d i m ~ p. (2) (see Remark 2 in Section 21). A. by Theorem 7.q)dimHA (thus. dimHA.1.))n R( z ) . . One can show (see Remark 1 in Section 21) that T(q) = (1 .dimHV/ 5 E . Remarks.2 we obtain that dirnH(X(i. One can now apply arguments in the proof of lemma 3 of Theorem 21.4).18)): (24. and v(") are diametrically Proof of the lemma. r ) ) logr rm exists simultaneously with the limit (24. Lemma 2. + We also need the following statement. The first statement of the theorem now follows from Lemmas 1 and 2 and the following obvious observation: + Note that by Lemma 2.(. Moreover. Assume that v # rn. Notice that the measures regular (see Proposition 24. This completes the proof of the lemma. W Since T(1) = 0 we have that .) = ~ ( h .) = T ( q ) qa(q). The third statement of the lemma follows.9) . A. T ( q ) is a h e a r fupction) and that fv(dimH A) = dimH A and fv(a)= 0 for all a # dimH A. One can also show that: the Hausdorff dimension of an equilibrium measure on a A (corresponding to a Holder continuous potential) depends continuously on the potential.2) to prove 'Statement 5 by W repeating arguments in the proof of the last statement of Theorem 21. exists a distinct (singular) equilibrium measure . = ~ ( i . ( ~ ) )Hence.
l n log )a(")(x)ldv5 log Ia(")(fj(x))l j=o + E. Set d. moreover.(f) Let R = { R l . m 2 Nl(w). It follows from results in [BS] that A # 0 .(a) is the measurekheoretic entropy.R p }be a Markov partition for f. Proof. that for valmost every z E M there exists N z ( z ) such that for any n. For w E C A we set Nz(w) = Nz(x(w)).3. We present a straightforward proof of this result based upon the approach which was used in the proof of Theorem 21. Fix E > 0. Thus. ( C A . applied to the functions logla(u)(z)l and logla(')(x)1.10) holds. According to Statement 1 of Theorem 24. It follows from the ShannonMcMillanBreiman theorem that for palmost every w E C A one can find Nl(w) > 0 such that for any n. (24.2. Given l > 0. m 1 N z ( z ) . let p be the pullback of v by x. is everywhere dense in A. it is everywhere dense in A and dimH A = dimH A. A Pointwise Dimension of Measures on Hyperbolic Sets Let v be an equilibrium measure corresponding to a Holder continuous function on A.. ($ *). . ( w ) is the cylinder set containing w and h = h. denote by Qe = { w E C A : Nl(w) 5 l and N z ( w ) 5 l } . Let us choose l 1.a) the corresponding symbolic model.1).3. where Ci.. Then for ualmost every x E A the equality (24. it is a particular case of Theorem 26. . .1 for valmost every z E A. is the set of points for which the pointwise dimension takes on the value cy and the irregular part is the set of points with no pointwise dimension. We also have that each set A. Let v be a Bore1 ergodic measure on A.i.. Theorem 24.10) It follows from a result by Young [Y2] that this formula holds for an arbitrary ergodic measure v on A which is not necessarily an equilibrium measure (see Proposition 26. It is easy to see that the sets Qe are nested and exhaust CA. It follows from the Birkhoff ergodic theorem. and x the corresponding coding map from C A to A (see Section 20). = h. Also.. there exists l o > 0 such that p(Qe) > 0 if! 2 l o .254 Chapter 7 where A. l o . .
where C2 > 0 is a constant.e for which there exist points xj E A such that Rp) = %+ ). This implies that Ri(. Since E can be arbitrarily small this proves that d ..8) we obtain for all x E A.+)+ .r ) of radius r centered at a point x. Since sets Qe are nested and exhaust the set Q we obtain that &(x) 2 d. . Since E can be arbitrarily small this proves that & ( x ) 5 d. ( x ) 2 du.. By virtue of (22. .to and valmost every x E x(Qe)... where C1 > 0 is a constant..r ) .. where M is a Moran multiplicity factor (which is independent of r and 1 ) . It consists of sets R p ) . By (22. .2~ for valmost every x E A.8) it follows + 1 C B ( x . . CU1) 2 u ( ~ ~ . It follows from Lemma 1 in the proof of Theorem 24. Let N ( x . l ) 5 M .t)denote the number of sets R f ) that have nonempty intersection with B ( x .e.Nr.j = 1. i that v(B(x1.. points for which the Birkhoff ergodic theorem holds for any continuous function on X ) . the set of all forward generic points of v (i..r . By virtue of (22.1 (applied to the measure vl = v) that for every x E G.in(*j).).r ) n x(Qe)). .10) that: the Hausdorff dimension of a Borel ergodic measure Y on A is a semicontinuous function of v. Consider the open Euclidean ball B ( x .Dimension of Sets and Measures Invariant under Hyperbolic Systems 255 Given 0 < r < 1. It now follows that Since v(x(Qe))> 0 by the Borel Density Lemma (see Appendix V) for valmost every x E x ( Q l ) there exists a number ro = ro(x) such that for every 0 < r 5 ro we have v ( B ( x . Fix 0 < r < 1.8) this implies that for any e > . . . We now prove the opposite inequality. .r)) I 2 v ( B ( x .2 and (24. consider a Moran cover & . i "2( =c 2 ) +exP((h ~) + E)(+) +m ( x ) ) ) .( ~ ( = ) + l ) . We have that N ( x .. Q ~ of the set x(Qe). w Since the measuretheoretic entropy is a semicontinuous function we obtain as an immediate corollary of Theorem 22. r.C l r ) . . Let v be again an equilibrium measure corresponding to a Holder continuous function on A and G.
256
Chapter 7
In view of Theorems 7.1 and 7.2 this implies that
We extended this result to any Borel ergodic measure on A which is not
necessarily an equilibrium measure.
Theorem 24.3. Let
every z E A,
u be a
Borel ergodic measure on A. Then for ualmost
Proof readily repeats arguments in the proof of Theorem 21.3.
Manning [Mall proved the part of Theorem 24.2 involving the Hausdorff
dimension of the sets G, n W/:?(z)and G, n W,b"(z).
Information Dimension
We study the information dimension of the measure u. As in the case of
conformal repellers one can show that
fv(a(l))= a(1) = T'(l) = L(v) = f ( u ) = dimH u,
where L(u) and ?(u) are the lower and upper information dimensions of u (see
Section 18).
We note that Statement 6 of Theorem 24.1 allows us to extend the notion
of the HentschelProcaccia spectrum and RBnyi spectrum for dimensions for any
q # 1 and the above argument defines these spectra for q = 1.
Dimension Spectrum for Lyapunov Exponents
Consider the following multifractal decomposition of the set A associated with positive values of the Lyapunov exponent A+(x) at points z E A (see
Section 26):
(24.11)
where
L+ = {z E A : the limit in (26.1) does not exist for any v E E ( " ) ( z ) )
is the irregular part and
L$ = {X E A : A+(x) = p}.
257
Dimension of Sets and Measures Invariant under Hyperbolic Systems
If v is an ergodic measure for f we obtain that A+(x) = A?) for valmost every
x E A. Thus, the set ~5:~) # 0. Moreover, if v is an equilibrium measure
corresponding to a Holder continuous function this set is everywhere dense (since
in this case the support of v is the set A). We note that if a set Lp is not empty
then it supports an ergodic measure v p for which A,, = /3 (indeed, for every
x E Lo the sequence of measures C;:,' d f k ( = ) has an accumulation measure
whose ergodic components satisfy the above property).
As in the case of conformal repellers there are several fundamental questions
related to the above multifractal decomposition, for example:
(1) Are there points x for which the limit in (26.1) does not exist for any
+
v E E ( ~ ) ( X ) ,i.e., 2+ a?
(2) How large is the range of values of X+(x)?
(3) Is there any number p for which any ergodic measure v with v(Lp) > 0 is
not an equilibrium measure?
We introduce the dimension spectrum for (positive) Lyapunov exponents o f f by
!+(p) = dimH L;.
In [PW3], Pesin and Weiss established the relation between the Lyapunov dimension spectrum and the fvmax(a)spectrum,where vmax is the measure of
maximal entropy. Notice that the measure of maximal entropy is a unique equilibrium measure corresponding to the function cp = 0 and hence $ = constant =
exp(hA(f)), where h A ( f ) is the topological entropy o f f on A. Therefore, for
every x E L;
vk&
(recall that
denotes the conditional measure induced by ,,v
stable manifolds). This implies the following result.
on local un
Theorem 24.4. [PW3]
(1) Ifvk&lR(x)is not equivalent to the measure rncU)(x)
for some x E A then
the Lyapunov spectrum
is a real analytic strictly convex function on an interval [pi,pz] containing
the point p = hA(f)/dimH(A n W/b",'(x)).
(2) Ifvg&lR(x) is equivalent to m(")IR(x)for some x E A then the Lyapunov
spectrum is a delta function, i.e.,
!+(PI
=
{
dimHh, f o r @ = hA(f)/dirnH(ArlW/:?(x))
0,
f o r p # hA(f)/dimH(AnW~~'(x)).
258
Chapter 7
As immediate consequences of this result we obtain that i f the measure
for somex E A then the range
uk&lR(x) is not equivalent to the measure mcU)(x)
of the function X+(x) contains an open interval, and hence, the Lyapunov exponent attains uncountably many distinct values. On the contrary, i f the Lyapunov
exponent X+(x) attains only countably many values then uk&lR(x) is equivalent
to m(")IR(x)for some x E A.
We can now answer the above questions. Namely,
(1) The set i+ is not empty and has full Hausdorff dimension (see Remark
(3) in this Section).
(2) The range of values of X+(x) is an interval [PI, p2] and for any outside
this interval the set L i is empty (i.e., the spectrum is complete).
(3) For any p E [pl,pz] there exists an equilibrium measure u corresponding
to a Holder continuous function for which u(Lp) = 1.
Similar statements hold true for dimension spectrum for (negative) Lyapunov exponents of f corresponding to negative values of the Lyapunov exponent A(z) at points x E A.
Appendix IV
A General Concept of Multifractal Spectra;
Multifractal Rigidity
Multifractal Spectra
In Sections 19, 21, and 24 we observed two dimension spectra  the dimension spectrum for pointwise dimensions and the dimension spectrum for Lyapunov exponents. The first one captures information about various dimensions
associated with the dynamics (including the Hausdorff dimension, correlation
dimension, and information dimension of invariant measures) while the second
one yields integrated information on the instability of trajectories. These spectra
are examples of socalled multifractal spectra which were introduced by Barreira,
Pesin, and Schmeling in [BPS21 in an attempt to obtain a refined quantitative
description of various multifractal structures generated by dynamical systems.
The formal description follows.
Let X be a set, Y c X a subset, and g: Y + [m, +co] a function. The
level sets
KZ = {Z E X : g(Z) = a } , CO 5 (Y 5 +CO
are disjoint and produce a multifractal decomposition of X ,
where the set X = X \ Y is called the irregular part.
If g is a smooth function on a Euclidean space then the nonempty sets KZ
are smooth hypersurfaces except for some critical values a. We will be interested
in the case when g is not even a continuous (but Borel) function on a metric
space so that KZ may have a very complicated topological structure.
Now, let G be a set function, i.e., a real function that is defined on subsets
of X. Assume that G(&) 5 G(Z2) if Z1 c 2 2 . We introduce the multifractal spectrum specified by the pair of functions (9,G) (or simply the ( 9 ,G)multifractal spectrum) as the function F:[m, +m] + R defined by
F ( a )= G(KZ).
The function g generates a special structure on X , called the multifractal structure, and the function F captures important information about this
structure.
259
Appendix IV
260
Given a, let u, be a probability measure on KE. If
F(a) = inf(G(2) : 2 c Kz, v,(Z) = 1)
then we call v, a (9,G)full measure. Constructing a oneparameter family of
(g,G)full probability measures v, seems an effective way of studying multifractal
decompositions (see examples of v,measures below).
We consider the case when X is a complete separable metric space. Let
f : X + X be a continuous map. There are two natural set functions on X . The
first one is generated by the metric structure on X :
GD(2)= dimH 2,
and the second one is generated by the dynamics on X :
Multifractal spectrum generated by the function GD is called the dimension
spectrum while multifractal spectrum generated by the function GE is called
the entropy spectrum.
There are also three natural ways to choose the function g.
(1) Let p be a Bore1 finite measure on X . Consider the subset Y
consisting of all points x E X for which the limit
cX
exists (i.e., the lower and upper pointwise dimensions coincide). We set
g ( 0 ) = d,(x)
Sfg o ( x ) ,
2
E Y.
This leads to two multifractal spectra DD = Dg) and DE = V$" specified
respectively by the pairs of functions (90,Go) and (gD,GE). w e call them the
multifractal spectra for (pointwise) dimensions (note that V D is just the
f,(a)spectrum studied before). We stress that these spectra do not depend on
the map f .
(2) Assume that the measure ,u is invariant with respect to f . Consider a
finite measurable partition of X . For every n > 0, we write f,, = $, V f  l < v
+ . V f"<, and denote by Cc,,(x)the element of the partition <, that contains
the point x. Consider the set Y = Yc c X consisting of all points x E X for
which the limit
<
1
1
h , ( f , f , x ) = n+m
lim n log,u(Cc*(x))
exists. We call h , ( f , f , x ) the local entropy of f at the point x (with respect
to f ) . Clearly, Y is finvariant and h,(f,<, f(x)) = h , ( f , f , x ) for every z E Y .
261
A General Concept of Multifractal Spectra
By the ShannonMcMillanBreiman theorem, p ( Y ) = 1. In addition, if
generating partition and p is ergodic then
< is a
for palmost all z E X . Set
We emphasize that gE may depend on 6. We obtain two multifractal specspecified respectively by the pairs of functions
tra &D = &$) and &E =
(gE, GD) and (gE,GE). These spectra are called multifractal spectra for (local) entropies (see similar approach and discussion in [V2]). These spectra
provide integrated information on the deviation of local entropy in the ShannonMcMillanBreiman theorem from its mean value that is the entropy of the map.
(3) Let X be a differentiable manifold and f : X + X a C1map. Consider
the subset Y c X consisting of all points x E X for which the limit
&k)
exists. The function A(x) is measurable and invariant under f. By Kingman's
subadditive ergodic theorem, if p is an finvariant Bore1 probability measure,
then p ( Y ) = 1. We set
def
g(x) = A(%) = g&),
x E Y.
This produces two multifractal spectra Lo and LE specified respectively by the
pairs of functions (gL, GD) and (gL, GE). These spectra are called multifractal
spectra for Lyapunov exponents. It is worth emphasizing that these spectra
dopot depend on the measure p.
If p is ergodic the function A(x) is constant almost everywhere. Let A,
denote its value. Multifractal spectra for Lyapunov exponents provide integrated
information on the deviation of Lyapunov exponent in Kingman's subadditive
ergodic theorem from its mean value A,.
We consider some examples. First, we analyze four multifractal spectra V D ,
V E ,ED, and &E for a subshift of finite type (Ci,a).
Denote by P the class of finite partitions of
into disjoint cylinder sets (not
necessarily all at the same level). Clearly, each [ E P is a generating partition.
We use it to define the spectra for entropies &o and &E.
The following theorem establishes the relations between the multifractal
spectra for dimensions and entropies.
Theorem A4.1. [BPS21 For every a E R, w e have
(A4.1)
The complete description of the spectra DD and LD is given by Theorems 21.(z).. the common value as independent of the partition E P .( f .P(cp).1.1 (note that the map (T is obviously a continuous weaklyconformal expanding map). z) exists.and n 2 1.p =TE(1?) fPlog$'. Consider a Markov partition of J . p E JR consider the functions < PD. If the pointwise dimension d.B > 1 is the coeficient in the d p metric on Xi.d. loga for any subset 2 c C i . One can now obtain the complete description of all four spectra using Theorem 19.EE.It is easy to check that x. the families of level sets f o r these f o u r spectra are equal up to the parameterizations given by (Ad. Write log$' = cp . i. 1). One can also see that h ~f )( = dimH 2 . < Proof. the multifractal decompositions of the spectra E E . For each q.(z) exists at a point z if and only if h.4 and the corresponding multifractal decompositions are (21. z E Xi. n+m diam&(z) This shows that d.&(P). Let cp be a Holder continuous function on J and p the corresponding Gibbs measure with respect to f .l< E P for every partition ( E Pf.18) in Appendix II). T E ( ~ = ) P(plog$). p ) = 0. More precisely.< (not necessarily all at the same level) and corresponding to disjoint cylinder sets in C.q < = TD(q)loglal + q h $ ' ? 'f'E. Set aD(q) = TA(q).q) = P ( ' P E . We observe that these spectra are complete (see Section 21). DE. ED. We denote the class of such partitions by Pf.<. a E ( P ) = T. In partacular. It is clear that is a generating partition.z) exists for some z E Xz then 1 h p ( f . z= ) lim logp(&(z)) n+w n =loga lim 10gp('n(z)) =loga. the following statement holds. Since the coding map preserves the entropy the complete description of the spectrum &E follows immediately from Theorem A4.(z) or the local entropy h.25) respectively.18) and (21. . see (A2..262 Appendix IV (recall that . Let J be a repeller of a conformal C1+aexpanding map f .and DD coincide. < . Clearly. We describe four multifractal spectra DD. LD. As in Section 21 one can show that the functions TD(q) and TE(P)are real analytic decreasing and convex. (A4. Notice that there exist constants C1 > 0 and C2 > 0 such that Cia" 5 diam<.e. and LE for equilibrium measures supported on conformal repellers of smooth expanding maps.(f.1 and 21.(z) 5 Cza" < for every E P. <. Moreover.2) where the numbers T D ( ~and ) T E ( ~are ) chosen such that p((PD. The desired result follows. The same holds true for any partition of J by rectangles obtained from.
Since m is the Gibbs measure corresponding to slog la1 (where s = . Proof..3.(.2. we have & E ( ~ E ( P )= ) TE(P) P ~ E ( P ) . and ( 2 ) T h e function TE is real analytic.(f. . q... for every x = x(i0Zl . .. (1) There exists a set S C X with p(S) = 1 such that for every partition [ E Pf and every x E S . + (4) If p is not the measure of maximal entropy then &E and TE are analytic strictly convex functions.TE)f o r m a Legendre transfer pair with respect to the variables a . E 1 n . [BPS21 For every a E R we have LE ( a )= &km)(a dimH J ). and satisfies T A ( p ) 5 0 and T g ( p ) 2 0 for every p E R. .2..in = s a This implies that C E ( ~=) & L m ) ( a d i mJ~) . 1 lim . where m is the measure of full dimension (see Theorem 20. every p E R. and hence (&E.dimH J ) . for every x E J n K P and h. W e have TE(O)= h J ( f )and T E ( ~=)0.x)= Pf.1).263 A General Concept of Multifractal Spectra Theorem A4. by Proposition 20.+oo) and coincides with the range of the function a ~ ( p ) For . Theorem A4.in)=s lim n n+co n+w and hence x E K::..) E J we have Therefore. does not depend on x and I . the local entropy of p at x exists.logm(R. (5) If p i s the measure of maximal entropy then &E is the delta function &E(ff) = { h 0 ifa=h ifafh' We now give a complete description of the spectrum C E .logdiamRi. (3) The domain of the function a C ) & ~ ( ais) a closed interval in [O..
Barreira and Schmeling demonstrated the surprising phenomenon that the metrically irregular set is observable. (2) If the measure of full dimension and the measure of maximal entropy are distinct then dimH = dimH J and he (f)= h J (f ). e .4 demonstrates that some fundamental characteristics of dynamical systems can be in fact computed while dealing with nontypical trajectories. In the numerical study of dynamical systems one usually collects the data by observing typical trajectories. Theorem A4.. Although such trajectories cannot be observed by random scanning of the phase space they can be obtained by “mixing up” two typical trajectories corresponding to two distinct invariant measures (in the case of the full shift on two symbols the procedure of “mixing up” two typical trajectories is explained in the proof of Proposition A2. In [BS]. is the set of all forward generic points of the measure p. This set is called metrically irregular.4.. Then dimHj=dimHJ andhj(f)=hJ(f).18)) and the dimension spectrum for Lyapunov exponents (i. More precisely. the set in (21.2)) are (9.1. reproduces only “typical” orbits.’ where Sng = g o f (recall that G. and Irregular Parts of Multifractal Decompositions Consider the set does not exist for some g E C(J) xi=. Theorem A4. m(J) is the set of all Bore1 ergodic measures on J ) .5. they proved the following result. It is an open problem to obtain a complete description of the spectra DE and ED for equilibrium measures on conformal repellers of smooth expanding maps.264 Appendix IV Let us notice that the Gibbs measures corresponding to the functions ‘ p ~ ‘ p ~(see . Then dimH Z = dimH J and hZ(f) = h J (f ) . for some invariant measure p. ~ (A4. ~ .e.. i. Let J be a repeller for a C’+‘+conformalexpanding map f. This is based on the common belief that a computer always picks points “randomly” and thus. see (A2.G)full measures of the corresponding spectra.e. Metrically irregular sets are closely related to irregular parts of multifractal decompositioqs generated by the dimension spectrum for pointwise dimensions (i.e. the set J in (21. Assume that p is not the measure of full dimension..e. (1) Let p be an equilibrium measure corresponding to a Holder continuous function. for general subshifts a more sophisticated procedure is described in [BS]). they have full Hausdorff dimension and carry full topological entropy.25)). Theorem A4.16). i.. trajectories that correspond to points in G. i. Note that Z has zero measure with respect to any finvariant measure. Barreira and Schmeling showed that these irregular parts are observable. Let J be a repeller for a Cl+‘+conformalexpanding map f .e. it has full Hausdorff dimension and carries full topological entropy.
.) > B S . ( 1 ) Let $i. n+m The main result in [BS] claims the following.We sketch these proofs. . . ( 2 ) Let p('). ( J ) "  l<i<k . . . k 5 2 m distinguishes the We say that a collection of measures . . . . 2 m which satisfies the foIlowing conditions: a) it distinguishes the collection of sequences of functions b) min BS ( . .. . . i = 1.k .4 and A4.)(x) = a(*) 32 for pj.di). k be a collection of measures which distinguishes a collection of sequences of functions {G('). . . 1 .. k 5 2m. j z = j ~ ( iE) [ l . . of the repeller J ) . see Appendix III. . . . G'"))) 2 l g z k B S p ( p i ) .m. where cp is a strictly positive Holder continuous function and B S V ( v ) (respectively. collection { G ( l ) .G(")} if for every 1 5 i 5 m. ..( J ) ) is the BarreiraSchmeling dimension of the measure v (respectively.almost every x.. i = 1 .5 exploit the notion of cpdimension of invariant measures (see Appendix 111). Lemma.k] and numbers ax' # a:) such that lim gK)(z) = a(*' 31 for pj...G(")}. Assume that each $ti is cohomologous neither to the function t = slog la1 (where s = dimH J ) nor to the function t = const. .E. . . n+cc lim g. The proofs of Theorems A4. . . . then for every Holder continuous function cp on J we have BSq(Z(G(').m be Holder continuous functions on J . Given a collection of sequences of continuous functions for i = 1. there exist distinct integers j 1 = j l ( i ) .. we define the corresponding metrically irregular set i = 1 . Then for any E' > 0 there exists a collection of measures ~ ( ~ i1 =.A General Concept of Multifractal Spectra 265 The fact that the set j has positive Hausdorff dimension was first observed by Shereshevsky [Sh]. BS.almost every x . . .
) . . + Multifractal Rigidity The dimension and entropy multifractal spectra capture important information about dynamics including information on the geometry of invariant sets and on invariant measures.m = 1. Since Holder continuous functions are dense in the space of continuous functions we obtain that the set Z consists of all points z E J for which there exists a Holder continuous function $ satisfying Therefore.E = hJ(f) . Z ( 9 ) c Z. Applying Lemma with t = 1. Applying Lemma again with t = 1. where Q = { S n $ } n ~ ~One .(J). Set cp = log lal. Using Remark in Section 20 we also conclude that dimH Z( Q) = SS. cp = log la(. $1 = and set cp = 1 to establish equality of topological entropies and cp = logla1 to establish equality of Hausdorff dimensions. Since E is arbitrary this yields the statement about the Hausdorff dimension and concludes the proof of Theorem A4.E .Appendix IV 266 We proceed with the proof of Theorem A4. Therefore.(J) . (Z(9 ) ) . and $1 = $ we obtain in view of Remark 1 in Appendix I11 that hZ(f) 2 hZ(*)(f)= BSq(Z(9)) 2 BSp(J) . etc. In view of Remark 2 in Appendix I11 we obtain that dimH J = BS. dimension of invariant sets. $1 = $ and set cp = log la1 or c p = 1. can choose a Holder continuous function $ which is not cohomologous either to the function t = slog la( or to the function t = const. In other words. Hint: to prove the .the phenomenon called multifractal rigidity. cp = 1.P J ( < )where potential of the measure .u. m = 1. one can view multifractal spectra as “generalized degrees of freedom” to be used to “restore” the dynamics. The result about the topological entropy follows since E is arbitrary. Fix E > 0.(Z(Q)) 2 SS. m = 1.4.5 to the reader. We leave the proof of Theorem A4. they can be used to identify main macrocharacteristics of the system (such as distributions of Lyapunov exponents and topological entropy. [ is the first statement choose the function $ such that log $ = [ . to prove the second statement choose $ = log la( and apply Lemma with t = 1.E = dimH J . then apply Lemma with t = slog lal. and that $1 = $ we conclude dimHZ 2 dimHZ(9) = SS.4.E. m = 1.
267 A General Concept of Multifractal Spectra This leads to a new type of classification of dynamical systems which takes care of various aspects of the dynamics (chaotic behavior. geometry. Recall that an automorphism p of C$ is a homeomorphism p:C$ + E$ which commutes with the shift map a. For every p . Let f and . & which are the absolute values of the derivatives of the linear pieces of f and f^res_pectiyly. It is much more rigid than the topological and measuretheoretic classifications and establishes the coincidence of dimension characteristics as well as the correspondence between invariant measures. It is wellknown that dynamical systems can be classified topologically (up to homeomorphisms) or measuretheoretically (up to measurepreserving automorphisms).p1 (which is a Gibbs measure). 2. We also consider the numbers cl.& and p 2 = 1 .T E ( P ) p 2 P and c. The involution automorphism is defined  A A  #J .””: they are the Bernoulli measures with probabilities e . on C: with probabilities p1. 2. where & + p 2 = p1+ & = 1. c 2 and 2 1 . the functions T E ( ~and ) T D ( q ) satisfy the identities eTE(P)(plP p2P) = 1 + and (A4. Define the functions a and #J on J as well as the functions 2 and on J as above. Let J be the repeller for f. From a physical point of view. and let ci = If’lIil = IfilIil for i = 1.TD(q)plq.) = ci and # J ( x = ) logpi if x E 1i. 2 (see Figure 15). e . and the map f : 11 u 1 2 + W is given by f(x) = fi(z) whenever x E Ii. modeled by the full shift on two symbols. We illustrate the multifractal rigidity phenomenon by considering two onedimensional linear Markov maps of the unit interval. . for i = 1. The partition { JnI1.T E ( P ) / 3 1 P . instability. these classifications trace separate “independent” characteristics of the dynamics.& respectively. The new classification has a strong physical content and identifies two systems up to a change of variables. 1 2 c [0.1]. etc.) and fits better with the physical intuition of the equivalence of dynamical systems.c ~ T D ( q ) f i 2 q respectively.fbe two onedimensional linzar Markov maps of the unit interval as above with conformal repellers J and J respectively. for i = 1. We consider two Bernoulli measures p and i. We define the functions a and #J on J by a(. Let also x : C $ + J and 2: C$ + J^ be the corresponding coding maps. q E W.3) One can explicitly compute the measures v? and v.1] such that fi(11) = f i ( 1 2 ) = [0. Recall that this means that there are linear maps f 1 and f 2 defined respectively on two disjoint closed intervals 1 1 .& and P I . J n I 2 ) is a Markov partition of J and f l J is topologically conjugate to the full shift alC:. One can use multifractal spectra for multifractal classification of dynamical systems which combines features of each of the above classifications. We consider the Bernoulli measure on C$ with probabilities . .
X)* = 1. Set x = clPdirnHJ .d imH J . T D ( q ) is not linear and is strictly convex.1 and /31 + p 2 = 1. By the uniqueness of the Legendre transform the spectrum V D uniquely determines T D ( q ) for every q E W. l ) which uniquely determines the numbers c1 and c2 and hence also the numbers 01 and p 2 . If p is an automorphism of E t .). We leave it as an easy exercise to the reader to show that this equation has a unique solution x E ( 0 . and all topological conjugacies are of this form.) = (iiia.dim* J + c2. Hence. a n d p = C o C . satisfying x o C = p 0 2 is either the identity (2) the . either c1 = 31 and c2 = 3 2 or c1 = 2 2 and c2 = E l . P 2 . then there is a homeomorphism C: J + J^ such that: (1) C o f = f o C on J . P2cZa+} = min{plcla. i. Since x and 2 are invertible one can define a homeomorphism 8: J +J^ by 0 = 20xl. that is. where i. One can verify that the numbers a& = a ~ ( * c a )can be computed by We observe that since the spectrum V Dis not a delta function. We note that 8 o f = f o e on J and hence 6 is a topological conjugacy between f l J and fly. C is a topological conjugacy between f l J and J^. .3). raising both sides of the equation (A4. a+ < dimH J < a.automorphism p of or the involution automorphism.. pZcz"} = 1. q . P 2 .= 1. it remains to show that one can determine the numbers PI.3) we obtain respectively.3) to the power l / q and letting q + kca we obtain max{plcla+. (4) 4=$0[. Then one + (1 . and b = a/dimH J > 1... y = a + / d i m H J can easily derive the equation xr < 1. Since a+ < a.6. We assume that P1cla+ = 1 (the case p2cza+ = 1 can be treated in a similar way. = 2 if in = 1 and ik = 1 if in = 2 for each integer n 2 1.Appendix IV 268 by p ( i l i 2 . h 3 Proof. c1. Therefore. . Setting q = 0 and q = 1 in the equation (A4. cl.e. in this case. and c2 uniquely up to a permutation of the indices 1 and 2 from the equation (A4. and c2 up to a permutation of the indices 1 and 2. (3) a = 2 o C. then the homeomorphism 8' = 2 o p o xl is also a topological conjugacy between f l J and flJ. Therefore. We consider the spectrum V D= V g )specified by the memure p as well as the spectrum V D= V g )specified by the measure 8.we must have P2cza. A h A Theorem A4. [BPS21 1 f D ~ ( a=) $ ~ ( af o) r every a and these spectra are not delta functions. It is sufficient to prove that the spectrum V Duniquely determines the numbers P I . . p is the involution automorphism).
. ( 2 ) The multifractal rigidity for twodimensional horseshoes is demonstrated in [BPSJ]. using one of the spectra LLJor LE one can determine only the numbers c1 and c2. (1) We have shown that for a onedimensional linear Markov map of the a. c1. If instead the spectrum EE is used then only the numbers and P 2 can be recovered: one can show that if P1 2 02. then In a similar way. unit interval one can determine the four numbers 81.A General Concept of Multifractal Spectra 269 Remarks. and c2 using the spectrum Do.
Young showed that hyperbolic measures invariant under surface diffeomorphisms are exact dimensional. Eckmann and Ruelle discussed dimension of hyperbolic measures (i. Entropy.. These classes include Gibbs measures concentrated on limit sets of geometric constructions (CPW1CPW4) (see Theorem 15. and Schmeling [BPSl] obtained the complete affirmative solution of the EckmannRuelle conjecture which we present in this chapter. and Lyapunov Exponents In the previous chapters of the book we have seen that the pointwise dimension is a useful tool in computing the Hausdorff dimension and box dimension of measures and sets. This also gives an effective lower bound of the Hausdorff dimension of the set which supports the measure. In the previous chapters of the book we described several classes of measures. Ledrappier and Misiurewicz [LM] constructed an ex270 . for example.2). In [Y2].e. measures invariant under diffeomorphisms with nonzero Lyapunov exponents almost everywhere). Later Ledrappier [L] proved theis result for general SinaiRuelleBowen measures. We also demonstrate that neither of the assumptions in the EckmannRuelle conjecture can be omitted. which are exact dimensional. Gibbs measures on locally maximal hyperbolic sets). One can obtain an effective upper bound of the Hausdorff dimension of the set by estimating the lower pointwise dimension at every point of the set and applying Theorem 7.2. this class includes. invariant ergodic measures supported on conformal repellers (see Theorem 21. This led to the problem of whether a hyperbolic ergodic measure is exact dimensional. We also obtained formulae for their pointwise dimension.e. its lower and upper pointwise dimensions coincide and are constant almost everywhere). If this is the case then by Theorem 7. Pesin and Yue extended his approach to hyperbolic measures satisfying the socalled semilocal product structure (see below.Chapter 8 Relations between Dimension. Barreira. In [ER].1. invariant under dynamical systems. Pesin. the Hausdorff dimension and lower and upper box dimensions of the measure coincide. The key idea is to establish whether a measure is exact dimensional (i. In [PY]..3) or twodimensional locally maximal hyperbolic sets (see Theorem 24. Its role in the dimension theory of dynamical systems is similar to the role of the ShannonMcMillanBreiman theorem in ergodic theory.4). This problem has later become known as the EckmannRuelle conjecture and has been acknowledged as one of the main problems in the interface of dimension theory and dynamical systems.
the functions p ( w ) = s l o g x and q ( w ) = 3logx defined on C$ coincide and are constant (= l0g2). Consider the induced map G. p is the measure of maximal entropy for the full shift r~ (see Appendix 11).1. the measure m. Entropy.2. This implies that the Gibbs measures with respect p. Pesin and Weiss presented an example of a Holder homeomorphism whose measure of maximal entropy is not exact dimensional (see Example 25.3 below). It is a Holder continuous endomorphism. 25. is the invariant measure for G of maximal entropy.1. Note that for this construction . Existence and Nonexistence of Pointwise Dimension for Invariant Measures We begin with examples that illustrate some problems of the existence of pointwise dimension.log A’  log 2 dm(z)= S =  .IogX‘ 1ogx Hence. corresponding to these functions. For malmost every x E F we have log2 &&(z) = g =  .1 below). [PWl] There exists a geometric construction with rectangles modeled b y the full shift on two symbols (see Section 16) such that the corresponding induced map G on the limit set F of the construction is a Holder continuous endomorphism for which the unique measure of maximal entropy m satisfies d m ( x ) < am(z) for almost every z E F. The nonuniform mass distribution principle would then imply that dimH F 2 dimH A 2 g E. In [PWl]. Example 25. has full Hausdorff dimension (see Appendix IV). &(x) + .Relations between Dimension. Otherwise there would exist a set A of positive mmeasure with &(z) 2 + E for any x E A. also coincide: px = j i x moreover. and Lyapunov Exponents 271 ample of a smooth map of a circle preserving an ergodic measure with zero Lyapunov exponent which is not exact dimensional (see Example 25. Barreira and Schmeling [BS] showed that for “almost” any Gibbs measure on a twodimensional hyperbolic set the set of points. The fact that dimHF = g immediately implies that 5 for malmost every x E F . ef Lemma. Our first example shows that the pointwise dimension may not exist even for measures of maximal entropy invariant under a continuous map. Obviously. Proof. We begin with the geometric construction presented in Example 16.log X’ Proof of the lemma. to the shift. The first equality now follows from Statement 2 of Theorem 16. which is the push forward of p to F . We describe its lower and upper pointwise dimensions. where the lower and upper pointwise dimensions do not coincide.
).). y) = X(.y) &(x.3 fi is invariant under u and hence m is invariant under G. &(Z) and hence  dm( .Y) = G(z). Proof. Zi&. moreover. i j = 1 . p and x = x(. . .1.i . Y) = G ( v ) where T I .' ( ~ .6) imply that for all x E F .. . r z G . . y) = +L ( Y ) = s.Y) = Zm(x) + %&d = 3.logm(B(x.. . It is not difficult to check that the measure rk (after a proper normalization) is rn the measure of maximal entropy for G. . . .Chapter 8 272 In order to prove the second statement consider r k = pk+' and denote by the unique cylinder set & . Example 25. . It is easy to see that B ( x . .l i o i l . y = x(i0il. . Set G = 2 o u o 2l. It follows that for &almost every (x.y) = y. + F defined by (2. rn As we have mentioned the map G constructed above is a Holder continuous endomorphism but not a onetoone map. the homeomorphism is Holder continuously conjugate to the full shift on two symbols. i n 3 k + .l ) . Moreover. r i G ( x .y) E F . that contains x E F . . It is easy to see that 6 = m x m. y ) = x and 7r2(x. . Using the map G we now construct a Holder continuous homeomorphism G for which the measure of maximal entropy is not exact dimensional. Since the measure p is a Gibbs measure the inequalities (13. since G is expanding the map G is topologically hyperbolic. ) where C. denotes the space of twosided sequences (.. Consider the measure rTz = 2*fi where fi is the measure on C: defined by By virtue of Theorem 13. T k ) n F ) x) > lim log r k k+m 2 3. r k )r l F c & ( 2 ) n F . r 2 are the projections defined by r l ( x .i . .1'. . Consider the set F = F x F endowed with the metric and the coding map 2: C..ilioil. . The second equality now follows from Statement 2 of Theorem 16. [PWl] There exists a Holder continuous homeomorphism of a compact subset in R4 with positive topological entropy for which the unique measure of maximal entropy has different lower and upper pointwise dimensions at almost every point. It is easy to see that G is a Holder continuous homeomorphism and that for any (x.
Lemma. if n is even 6. (b) the induced map G on the limit set F is Holder continuous.2. We remark that this phenomenon may happen for measures invariant under continuous maps but never occurs for measures invariant under smooth maps (see Theorem 7.3.Relations between Dimension. . Let {A. . .n A2. y. (c) there exists a Ginvariant ergodic measure o n F of positive entropy whose pointwise dimension exists almost everywhere but is not constant. . (2) There exists a Holder homeomorphism of a compact subset in R4 that possesses a n invariant ergodic measure with positive entropy whose pointwise dimension exists almost everywhere but is not constant. depend only on the steps of the constructions and are given by A l p = A3. where 0 < a 5 p < 0 < y 5 6 < transfer matrix A is given by a if n is even p if n is odd.2.n = = 4.. i = 1.. may not be exactdimensional (see Section 7).3). 2 . f and a6 # yP. Proof. We also assume that the We need the following lemma..}.3and n = 1.. i = 1.2) and hence can be chosen arbitrarily close to 1.. n = 1 . .. and Lyapunov Exponents 273 We remark that the Holder exponent of the map G is logx/logX (see Example 16.. We assume that p = 3 and the ratio coefficients Xi. nevertheless. The following example illustrates that the pointwise dimension may exist almost everywhere but the measure. < < kx. Our approach follows Pesin and Weiss [PWl] and is a refined version of the approach by Cutler [Cu].1] modeled by a subshift of finite type and determined by a sequence of a f i n e maps such that (a) the basic sets at each step of the construction are disjoint.. . =A i=l < 1. be sequences of numbers satisfyb < 1 and for any n ing: 0 < a Xi. (1) There exists a geometric construction (CBlCB3)on [0. Consider a geometric construction (CB1CB3) on [0.p. if n is odd. .2. Example 25. Entropy.1] with nonstationary ratio coefficients modeled by a subshift of finite type. .
Consider the sets A = { x E F : x = x(ioi1. and choose such that the sets hi.j n ) . . .n([O.jn= 0 if (io.n(x)= Xi..y ) is not essentially constant.11) are at least $ apart.. 1 log(&). These sets are disjoint and comprise the space C i . Thus.3.in n A j o .5) hold. Since p is a Gibbs measure and the sets A and B are open we have that v ( A ) > 0 and v ( B ) > 0.n([O. . y ) for ijalmost every ( x .x+ a+. They are not invariant under G.11). ..1) log xi = lim ..2..n0. 3 (25. k = n+w n 4 k=l Let p be a Gibbs measure on C i corresponding to a Holder continuous function and v = x * p . if i = 1 .y ) .. = hio.1] modeled by a given symbolic dynamical system (Q. . y ) = d..) with il = 1 or 3) and B = { x E F : x = x(ioi1. a) such that (1) each basic set A.3) and (15. Proof of the lemma.. ....1 one can define the Holder homeomorphism G and show that it possesses an invariant Bore1 ergodic measure ij with respect to which d F ( z . i n ) # ( j ~. Since x' (A. (3) the induced map G on the limit set F is Holder continuous.(x... o h. by Theorem 15.} and a geometric construction (CBICB3)on [0. (0) log(Py) limn+w( loglll..274 Chapter 8 Then there exist a sequence of afine maps {hi. This implies the second statement and completes the w construction of the example. the function dfi(x... ( 2 ) Aio . . One can check that for every x E A. . The result w follows.y) = & ( x . Repeating the arguments in Section 25..) with il = 2 ) .(zl ) for almost every x E A and The first statement follows now from Theorem 15..2hp(a) h.(x)) is a cylinder set the ShannonMcMillanBreiman theorem implies that for valmost every x E F . however.3 d(x) = Z(x) =  ..c l O g x i . define affine maps hi.. It is easy to check that Conditions (15. One can also see that the following limit exists: def . For each n = 1..
Example 25. decreases towards 0. {b. = A and on+.A ' where L. one can easily check. tivelv. Choose numbers A. f(a. using Statement 1 of Theorem 13. Proof.b. < b7 < a7 < b5 < a5 < b3 < a3 < bl < a1 = 1 such that &+i lLnl = la. f (b.1] and f invariant ergodic measure p for which & ( x ) < &(z) for almost all points x. where 7 . For every integer r 2 1 there exist a C'map f of the interval [0.. .1).) = 1 .2. one can compute.bnl = on . The geometric construction described in Example 25.) = 1 . and C such that A > 1 and 0 < B < C < Let 8. Since C < 1 the sequence 0. = (0.}.} of the interval [0. First we set: f ( c ) = 1... Example 25. that s~ = log 2/ log(cypy6). On the other hand.1] &. where 6.2 illustrates that the strict inequality can occur.^I. B. = lim b. We have an+2 respec and n=l n=l Therefore.3.+1/8.. all points with even indices lie to the left of all points with odd indices and there exists a common limit c = lim a . O=az < bz < a4 < b4 < a6 < b6 < .. b. It is proved in [PWl] that sx 5 dimH F . It was constructed by Ledrappier and Misiurewicz in [LM]. 5 C. are the intervals with endpoints a. Indeed.S. using Theorem 15. and M .Relations between Dimension. Entropy.2 is called an asymptotic Moranlike geometric construction since its ratio coefficients admit asymptotic behavior (25.On+l)/Anl.. that The following example demonstrates nonexistence of pointwise dimension for smooth maps. = &/An'. and Lyapunov Exponents 275 Remark. be a sequence of numbers satisfying 81 = 1 and B 5 8. where sx is a unique root of Bowen's equation Pc= (s log Ail) = 0. ntm n+m We now define the map f .3. We outline the proof in the case r = 1. .. and b. . We define two sequences of points {a.on+1. IMnI = lan+z .
Let Kn be the interval [a. $IMnI)and [bn $lMnl. an+l] or [an+l.Chapter 8 276 Since and thus.an+2) to obtain a C"function on [bn. Thus. For n odd one can define f analogously. The condition on f to be of class C1is lim max(lXnI. 1 = 7 1 > 61 > 62 > . with the slope An given as and it remains to define f on the intervals M. Denote For n even we set + + One can now define f separately on [bn. We need the following p r o p erties of sets Kn (see [Mi]).an+2](see details in [Mi]). n+oo We have [An/ = A2" + 0 as n + 00. . we can we have 6..Ian[)= 0. > define f as a linear map on each interval L. This gives a map f on [0.1].a. Furthermore.]. Therefore.. b. lwnl + 0 as n + 00 and hence asn+ca.. + 0..
2m' lf"(Km+l)I we have < If"Lm)I 5 PIGi. . .2"+' the set fa(&) is a disjoint union (modulo endpoints) of sets f i ( K m + l ) fa(Lm) . . . ( 2 ) f 2 " .2"' n1 &k(2)2"' with & k ( i )= 0 or 1.Zn' we write a = 1 + Let Lemma 2. ( 5 ) The map f * . . rn This lemma gives us information on the lengths of intervals building the attractor for the map f..' l f ( K n )is linear for i = 1 . .ml. . . and Lyapunov Exponents Lemma 1. . . . Assume that the statement holds for n = m. (a AT Lemma 3. . For each i = 1.. . . .. is linear on f ( K m ) so that the lengths of Observe also that the map f"' these intervals are in the same proportions as + The induction follows clearly from the above two observations. . We shall prove it for n = m 1. ( 1 ) T h e sequence of sets (Kn)F=l is decreasing. = f2m1+i(Km+l). For all m 2 2 and i = 1 . = Ln. . The following lemma provides estimates of the lengths of the gaps G'. i = 1 . . Denote p= Clearly. For all n 5 1 and i = 1. (4) f2""'+'(Kn+1) n p ( K n + l )= B f o r i = 1 . Entropy.. . Note that by linearity of f'lf(Km) the above inequalities are equivalent to . Proof of the lemma.2"l.l . Observe that for i = 1 .277 Relations between Dimension. For n = 1 the result is obvious. and a remaining gap Gi.m. . .. k=i we have n1 If(Kn)I = n C k ( E k ( i ) ) . .2"l are disjoint. ..=~ n j2"'(Kn+1) ( 3 ) T h e sets f'(K. . We use induction on n.).' ( ~ n ). .Y . .. k=l Proof of the lemma.. .B > 0.
x qn(x)] contains fi(Kn+l). Clearly.kl 2 hn(x).no then IGi(k).i = 1 . . k are gaps and hence are disjoint from A the set [z . We define a probability measure /I on A by assigning to every set f"(Krn).. Namely. The measure /I is clearly nonatomic and invariant.x 77. Fix no such that p < C"o.1 5 i 5 2" we set e. the interval [x. Therefore. . .i = 1. The attractor A for the map f is defined as n uf 00 2n1 A= w ~ . Using this coding map one can show that the measure /I is ergodic and has zero measuretheoretic entropy (see [CE]).(z).It follows that + 2" 5 p ( [ x .2* we set n 7*(4 = Ifi(Kn+l)l= l . . The second inequality follows from the which is clearly true since l/C 5 Qm/Orn+l. . i=l By Lemmas 1 and 2 A is a Cantorlike set of zero Lebesgue measure. For each k < n there exists i ( k ) such that 1 5 i(k) 5 2k and x E fi@)(Kn+l). for x E fi(Kn+l). The desired result follows immediately from this relation and the inequalities The lemma is proved. . + vn(x)]) 5 2("*0).2"+' the measure p ( f i ( K m ) )= 21rn. . since the sets G i ( k ) . E ~ ( z )= 0 or 1.71.(x) = 0 if i 5 2n1 and cn(x) = 1 if i > 2"l. For all x E A Proof of the lemma. By Lemma 3 we obtain that if k 5 n .no then Ifi("(~k+l)I 2 Pqn(x).J C k ( E k ( 4 ) k+l (see Lemma 2).qn(x).7 3 . .(z)]n A is contained in fi(nno)(Knno+l). ( x ) x .By Lemma 2 we have + c(nk) Ifi(Kn+l)I Jfi(k)(Kk+l)l 2 and hence if k 5 n . n=l Lemma 4. For x E fg(Kn+l). Each point x E A admits a symbolic coding x H w = ( ~ ~ ( xwhere ) ) .278 Chapter 8 or The first inequality holds since A inequality > 1.
. The EckmautRuelle Conjecture We assume that M is a compact smooth Riemannianpdimensional manifold and f :M + M is a C1+adiffeomorphism. w ) = lim 1% Ildf3ll (26.q are measurable and invariant under f . > A(Q)(z).q.. . X(g)(z). We recall some basic notions of the theory of dynamical systems with nonzero Lyapunov exponents (see [KH].. logCj(1) = logej+l .Relations between Dimension. . and ki(z). Dimension of Measures with Nonzero Lyapu& Exponents. Since have E ~ ( z ) are ..M. [MI for more details).i = 1. such that B 5 1 lim log& = B n+mn . n nim From Lemma 4 it follows that for palmost every z E A. .) can take on only finitely many distinct values A(l)(z) > . . % 5 C and 1 lim log& = C. . Given 2 E M and w E T.logA.1) n+m n If z is fixed then the function X(x. We denote the corresponding values by A$’ and k!).... Let ki(z) be the multiplicity of the value A(*)(%). Then the function q(z) = q is constant palmost everywhere and so are the functions X(a)(z) and k i ( z ) . i = 1 . and Lyapunov Exponents 279 Note that logC’((0) = log% 0. The functions q(z). 1 26. A measure p is said to be hyperbolic if . q. . Let p be a Bore1 finvariant measure on M . 4 independent stationary sequences for palmost every z E A we Let us choose the sequence 8. Entropy. . i = 1.where q = q(z) and 1 5 q 5 p . . define the Lyapunov exponent of u at x by the formula A(z. This completes the construction of the example. We will always assume that p is ergodic.
then it consists of a single point E he1. df.y. (2) for any n 2 0 . (9) there exists K > 0 such that for any x E he. Cz(f"(x)) 2 Cz(z)e"6for any > 0 is a constant which is sufficiently small compare to 1 . (7) W. (8) there exists a function = $ ( l ) < 00. re) # 0 . If p is such a measure then for palmost every point x E M there exist stable and unstable subspaces E ( S ) ( x )E(")(x) .'4. where Cz(x)is a measurable function where 0 and L denotes the angle between subspaces E ( S ) ( xand ) E(")(x). f"(Y)) I C 3 ( Z ) Y " P ( ~Y.b".'(. CZ(Z)2 $. p(f"(. c T.re) and B(")(x. such that for any x .280 Chapter 8 for some k. W { ~ ~ (=x )E ( S ) ( x and ) T.l A! is finvariant and coincides with M up to a set of pmeasure zero. and the set A = Ue. he c &+1.W/b". n 2 0. df. where Denote by At. 6 (4)Cl(f"(x)) 5 C1(x)en6.b".b"(x)and W.(z) > 0 is a measurable function.E ( " ) ( x ) 2 ) Cz(z) > 0. p(f"(z).'(x)depend continuously on x E he in the C'topology and have size at least > 0.f"(!/)) i C3(x)Y"p(x. .).E(")(x) = E(")(f(4).)(x).re) centered at x of radius re in the intrinsic topology generated by the Riemannian metric. if the intersection B(')(x. where p is the distance in M generated by the Riemannian metric and C3(x) > 0 is a measurable function satisfying C3(f"(x)) 5 C 3 ( ~ ) e ~ ' for " ~ every n 2 0.M.E(S)(x) = E ( " ( f ( x ) ) . 1 I k < q. For any x E A one can construct stable and unstable smooth local manifolds which we denote by W. y E At. They have the following properties: (5) x E W{$(x) and x E W{b".y) if Y E W.)(x)= E(")(x).). (3) L(E(')(z).'(x)and W.M such that (1) E(S)(z)@ E(")(x) = T.T . this means that they contain respectively balls B(')(x. t? 2 1 the set of points z for which Cl(x) 5 t?. (6) for any n 2 0.b".) if Y E W.b".re) n B(")(y. < y < 1 is a constant and C. The sets Ae are closed."(x) respectively.
.Relations between Dimension. re).up). One can show that the functions dp)(x) and d p ) ( x ) are measurable and invariant under f. Given a rectangle II and points x.y E II.2 p has local product structure. n B(")(y. Since the measure p is ergodic these functions are almost everywhere constant.y E II). Entropy. conditional measure is absolutely continuous with respect to the Riemannian volume on W[b". We say that a measure p has the local product structure if for any rectangle II with p ( I I ) > 0 and palmost every z.re) n B(')(y.y E II the associated holonomy map Hi$ is absolutely continuous with respect to the conditional measures p p ) and p p ) .rt) and $')(x) = II n B(')(x.. By Proposition 22.SRBmeasures have semilocal product structure. We denote the corresponding values by d(") and d('). p p ) . and Lyapunov Exponents 281 where and p(") and p(') are the intrinsic distances in the local unstable and stable manifolds induced by the Riemannian metric. re). define the uholonomy map H$'d: B(')(x. moreover.H$i both are absolutely continuous with respect to the conditional measures p p ) . i. p c ) and p p ) . re) is not empty and consists of a single point z E II (one can see that II c At1). A hyperbolic measure p is called a SinaiRuelleBowen measure (or SRBmeasure) if for every rectangle II with p ( I I ) > 0 and palmost every x E II the. y E II the associated holonomy maps H g J . b) for any x.re) (see [KH]).'(x). Let { p p ) } z E n and { p p ) } z E nbe the canonical families of conditional measures associated with the partitions @") and ((') respectively.y E II the intersection B ( S ) ( xre) .. We say that a measure p has the local semiproduct structure if for any rectangle II with p ( I I ) > 0 and palmost every x.p g ) for palmost every x. define (assuming that the limits exist). A closed set ll c A is called a rectangle if : a) there exists l > 1 such that IInAt is an open subset of At l (with respect to the induced topology of At). re) or x E B(")(y. respectively. There are two special cases of measures which have local product structure. One can similarly define the sholonomy map Hi:.re) n II + B(')(y. Let A be a locally maximal hyperbolic set for a C1+adiffeomorphism on a compact smooth manifold M (see definition in Section 22) and p = plPa unique equilibrium measure corresponding to a Holder continuous function 'p on A.re) n II by H$')(z) = B(")(z.e. Given x E A and a sufficiently small r > 0. For each rectangle II such that p ( I I ) > 0 let 5'") and (('1 be the measurable partitions of ll : [("'(x) = II n B(")(x. the measure ( H i : i ) * p p ) is absolutely continuous with respect to the measure p p ) (or if the same is true for the holonomy maps H$'J and the conditional measures . for any x E II there exists y E II n A! such that z E B(')(y.
1. We follow [PY]. According to Proposition 26. We fix such a rectangle II.1.282 Chapter 8 We first consider the cases k = 1 and k = q . Without loss of generality we may assume that the holonomy maps Hi$ are absolutely continuous with respect to the measures p e l . p p ) for any rectangle II with p ( I I ) > 0 and yalmost every x . Eckmann and Ruelle discussed the existence of pointwise dimension for hyperbolic invariant measures. y E II. Proposition 26. The existence of the values d f ) ( z ) and d p ) ( x ) in the general case was established by Ledrappier and Young in [LY]. which was proved by Barreira.2) exist almost everywhere and (1) i f k = 1 then d(") = $$!$.2. The proof in the general case will be given later. Since it is technically more complicated it can be omitted in the first reading. In [ER]. Let f be a C'+adiffeomorphism of a smooth compact sur>0 > face M and p a hyperbolic ergodic measure with Lyapunov exponents 'A: A!?. For the sake of reader's convenience we first consider the special and simpler case of measures with local semiproduct structure. In [Y2].2 it is sufficient to show that d ( p ) 2 d(') d("). For any ergodic hyperbolic measure p invariant under a C1+Oldiffeomorphism the limits (26. For any ergodic hyperbolic measure p invariant under a C1+adiffeomorphism the limits (26. and d ( s ) 2 (2) d(") 2 * h (f).2) exist almost everywhere and + (1) a ( p ) 5 d(") d('). d ( p ) = a ( p ) = d(") d('). + .1 then d(') = *.. (2) i f k = q . The following result is a slightly more general multidimensional version of the result obtained by Young in the twodimensional case (see [Y2]). + Remark. Then for palmost any x E M . and Schmeling in [BPSl].1. Pesin. Proposition 26. We recall that since p is ergodic & ( x ) = const = d ( p ) and &(z) = const = a ( p ) almost everywhere (see Section 7). Proposition 26. Then Proof of the theorem.3. Theorem 26. Let f : M + M be a C1+adiffeomorphism of a compact smooth Riemannian manifold M and p a hyperbolic ergodic measure. We summarize this discussion in the following statement. Young proved this theorem in the twodimensional case.
we may assume that the RadonNikodym derivative dj?/d&) is bounded. ii.Iw/.J(zo)n Az) > 0 and We first study the factor measure p induced by the measurable partition $").n r n) ) 5 r d ( " ) .6) ) If the intersection W.r) n B(zo. ) ( B ( s ) ( ~ . without loss of generality.6".b". Denote by du) the projection of B(z0.'a.!(y).'(zo) n W/:.3) It follows from the Bore1 Density Lemma (see Appendix V) that one can find a closed set Az c A1 with ~ ( A z>) 0 and rz > 0 such that for any 0 < r 5 rz and any x E Az. ). We now apply the Fhbini theorem to the measurable partition @") and write / P(B(zo.( ($0 .Q ) n Al.!(Z) . n A d .)(x) nA ~ . (26. where p(z) 2 0 is an L1function. Therefore.7 ) n n) I #')E.r ) ) . > 0 is a constant. we have for sufficiently small r > 0. Entropy. rB )( s ) ( 2~ . p p ) ( ~ ( u ) ( z . (26.'(z)n B(z0. and Lyapunov Exponents 283 Proposition 26. Therefore.Relations between Dimension. Without loss of generality we may assume that the holonomy map H& is absolutely continuous with respect to the conditional measures &) and pp). Since &)(W/.4) Fix a point z o E Az for which p&)(W/.)(z0)n Az) > 0.r ) n A1 we also have that dU)Iw/:J(z) n = ~is.r))djZ(+ (26. the factor measure ji = A P )is~absolutely continuous with respect to &): d j i ( z ) = c p ( ~ ) d p & ) ( ~ )z. I C4&)(B(")(zo. P(+. 5 2 P ( B b . For any x E B(z0. (26.2 (that states the existence of the limits in (26.2)) implies that there exist a closed set A1 c n with p(A1) > 0 and a number r1 > 0 satisfying the following condition: (10) for any 0 < r 5 rl and any z E A1.5) where C.(B(")(zo.r ) n A1 into W/:J ( 2 0 )given by d ' ) (y) = W.r))= Cll"'(~/:h nw.!. E B(")(zo.r ) n A1 contains a point z then by Condition (9)7 n~ ( z ~ c .~&.b".~ r ) w/:.
In order to highlight the main idea and avoid some complicated technical constructions in the theory of dynamical systems with nonzero Lyapunov exponents we assume that the map f possesses a locally maximal hyperbolic set A which supports the measure p. k . We will first establish a crucial property of hyperbolic measures: they have nearly local product structure.2 ~ If k + 00 this yields d(p) + & 2 dS)+ dU). . i . . where C5 > 0 is a constant. integer .%}. Given 0 < E < 1. } .8) imply that for sufficiently small T .2E.p(B(z0.J% that tations we set RL(z) = R .5) . . Although the set A has direct product structure hyperbolic measures supported on it.. do not have local (semi) product structure. We can also assume that p1 < min(r1. We point out the following properties of the Markov partition..(26.~ / 2 an .Pk)) I 2CL(B(zo. Consider a Markov partition R = { R l . Consider a decreasing sequence of positive numbers pk + 0 (k + 00) such that p ( B ( z 0 . .7) We also have that Conditions (26. In order to simplify no) element of the partition V. ( z(the contains z). ~ 2 r g. This enables us to apply a slight modification of the above approach to obtain the desired result. For the general case see [BPSl]. P k ) n A) I~ ~ ~ ~ d ( ' ) + d ( ' ' ) . p k ) ) 2 pkd(P)€ for all k. Since E is arbitrary this implies the desired result. We now proceed with measuws which do not have local (semi) product stmcture. . It follows now from (26.4) that pkd(P)+E < . in general.284 Chapter 8 (26. there exists a set r c M of measure p ( r ) > 1.
.(f) (the measuretheoretic entropy o f f with respect to p).e") c R ( x )n A ( " ) ( z ) . l/& 1). (26.e") c R ( x ) .( ( (c) define a to be the integer part of 2(1+ E) 5 e.4e") (26.11) show that "leafwise" versions of this theorem hold with respect to the partitions Ri and Rb.9) shows that the ShannonMcMillanBreiman theorem holds with respect to the Markov partition R while properties (26.15).7).(x) c B ( z . The inclusions (26.(d(U)E)n. 1 (26.e") n r c Qn(x)c B ( x .12) and (26.(y) n B(')(x. (26."(x) n A(U)(z)c B(")(x. Z~ L )( " ) ( zen)) . and a number C > 1 such that for every x E the following properties hold: (a) for all integers k.13) are easy consequences of the existence of the stable and unstable pointwise dimensions d(") and d(") (see Proposition 26. and Lyapunov Exponents 2 1.15) R.16) R.e") c R ( z )n A ( % ) ( x ) .17) and R:E(y) c Qn(x) for each y E Qn(x).(x) where the sets A(') and A(") are defined by (22.14). Entropy. Since the Lyapunov exponents at palmost every point are constant the properties (26.14) n A(')(x)c B(')(x..Relations between Dimension. (26. (e) there exists a positive constant D = D(f) < 1 such that for every k 2 1 and x E r we have Property (26.17) are based upon the continuous dependence of stable . (26.16) follow from the choice of the number a indicated above.13) max{l/X1. and (26.12) < e(d(")+~)n ~ L . then Rz. (d) define Qn(x) to be the set of points y E M for which the intersections R:"(y) n B(")(x.2).2e") and R:.2e") are not empty. (26. 1 2 1 we have no 285 r and any integer n 2 no where h = h. then B ( x .10) and (26. The inequalities (26.
This will allow us to evaluate the deviation of the measure p from the direct product structure at each level n. . Property (f) follows from the Markov property. It immediately follows from the Bore1 Density Lemma (see Appendix V) that one can choose an integer nl 2 no and a set f c r of measure p(f) > 1 . See Figure 21 where we show the rectangle R ( x ) which is partitioned by “small” rectangles R:E(y).p p ) ( d U ) ( xe“)).: (we call these elements “rectangles”): E(n) = {Rz. We follow their approach. In the general case. n r) 2 .286 Chapter 8 and unstable manifolds in the C1+atopology on the base point on A. the authors also showed that this partition satisfies Property (e) and simulates (in a sense) Property (f).the measure pIR(x)nrwould have the local direct product structure at the Yevel” n and its pointwise dimension could be estimated as above. We wish to compare the number of rectangles in %(n)and Z(n)intersecting a given set. .20) Fix x E f and an integer n 2 nl.E such that for every n 2 nl and x E f . This causes a deviation from the direct product structure.e . In [BPSl]. We consider the following two classes %(n) and E(n)of elements of the partition I?. The black rectangles comprise the collection T(n). By adding the gray rectangles one gets the direct product structure on the level n. Obviously. If these were the only ones in E(n). the rectangles in the class Z(n) are obtained from the rectangles in T(n) (that intersect f ) by “filling in” the gaps in the product structure.” ) ) . p C ) ( d S ) ( xe”) . in general. Our main observation is that for “typical” points y E f the number of rectangles from the class %(n)intersecting A(”)(y) (respectively A(”)(y)) is “asymptotically” the same up to a factor that grows at most subexponentially with n.17). 1 p p ) ( ~ ( ~ ) (e”) x . 1 2 n r) 2 .(y) n f # 0 and Rg”(y) n f # a}. The rectangles in %(n)carry all the measure of the set R ( x ) n I?. They used this partition to obtain a proof in the general case.p C ) ( d s ) ( x .. 2 (26.9)(26. We will use a simple combinatorial argument to show that this deviation grows at most subexponentially with n. the distribution of these rectangles along A(’)(y) (respectively A(U)(y))may “shift” when one moves from point to point. For an arbitrary C1+’”diffeomorphismpreserving an ergodic hyperbolic measure Ledrappier and Young [LY] constructed a countable measurable partition of M of finite entropy which has properties (26.19) (26.(y) c R ( x ) : R:. However. the rectangles in %(n)that intersect f belong to E(n).
n I? n A # 0 } . for each set A c R(z). FILLING IN THE PRODUCT STRUCTURE. Cea"(h+E). A) = card { R E S(n) : R n A(')(y) n A # 0}. y. 4e")) . . We first obtain some estimates of the growth of the above numbers.A) = card { R E T(n) : R n A # 0}.10). y . .287 Relations between Dimension. 5 p P ) ( ~ ( " ) ( y4en)) . A) = fi(")(n. The proof of the second inequality is similar.y. Proof of the lemma. For each y E R ( z )n and integer n 2 no we have y.y. Cean(h+E)N(")(n. R ( z ) )is the cardinality of the set $(n)for "typical" points y E R(z) (which comprise a set of "big" measure). A )= card { R E g(n) : R n A ( " ) ( y ) n A # la}.R ( z ) )is the cardinality of the set T(n).y. A) = card {R E T(n) : R n A(')(y) N ( " ) ( ny. first inequality follows now rn from (26. . R ( z ) ) (respectively N ( " ) ( ny. Entropy. Qn(Y)) x min{pt)(R) : R E T(n) and R n A(')(y) n r n Qn(y) # 0 ) . The product fi(')(n. and N(')(n. . R ( z ) ) )is the number of rectangles in T(n) that intersect r and the stable (respectively unstable) local manifold at y. Lemma 1. Qn(y)) N(')(n. card { R E T(n) : R n A(")(y) n r n A # la}.y.Y . f i ( " ) ( n . N(')(n. Note that N ( n . We have P P ) ( B ( ' ) ( Y . ~ ~ 1 ~ )pF'(Qn(y)) ) Z N(')(n. By Property (f) we obtain p P ) ( R )= p:)(R:. Let z E R n A(')(y) n r n Qn(y) for some R E T(n). Qn(y)) 5 pF)(B(')(y. y. R ( z ) )x fi(")(n. we define numbers N ( n .(z)) = ~ p ) ( R . To effect this. and Lyapunov Exponents Figure 21. ~ ( z The ) ) .
9) and Property (d). Qn(y)) . Lemma 3.R(")E S(n). . (26. m m { ~ ( R ): R E T(n) and R n Qn(y) The desired inequality follows from (26. ~ ~ 2"P.. R(")= R:.e")) . Hence.. that has nonempty intersection with f the pair of rectangles (R(')= R:.r")) 2 ~ ( B b .(v) c Q.)CQm (Y) Similarly. C1e2am(h+E). # 0). we have p ( Q m ( ~ )= ) C p(R::(z)) 2 N ( m . fi(')(n. ( z )n f ) I N . rn .18) that I N ( n .(y) in T(n). ( Y )n f ) = C p ( ~ : .(v) n RE"(y) and R:.. Set m = n 2. and R(")n A(")(y)n Q. For palmost every y E R ( z )nf there is an integer n z ( y ) 2 n1 such that for each n 2 n 2 ( y ) we have N(n + 2.Qm(y)) . since y E f the intersections Rgn(y) n A(")(y) n f and R:.21) For any m 2 nz(y).(z) E T(n) that have nonempty intersection with f . one can associate to any rectangle Rz.(y) # 0. Ce2an(hE). by (26. see Appendix V). Qn+2(y)) I:fi(')(n.. The desired inequality follows from (26. It follows from (26.17) and (26. for every n 2 nz(y) we obtain ~ ( Q . fi(")(n. e .Qn(Y)) .17) and the Bore1 Density Lemma (applied to the set A = f . is the number of rectangles Rz. Clearly this correspondence is injective.(~Q)~)+ ~ ( Y ) ) . 2/4Qn(Y) n r ) 2 ~ P ( B ( Y .~ ) ) 2 C L ( B ( Y . Since f c r.288 Chapter 8 Lemma 2. 2C2e4a(h+E)+4anE. Proof of the lemma. Proof of the lemma.(y) n Rgn(v) belong to z(n) and intersect respectively the stable and unstable local manifolds at y. Consider a rectangle Rz. ~n.21) imply that N ( n 2. RzK (. fi(")(ni Y.(y) n Rg"(v)) such that R(').((v) c Qn(y) that has nonempty intersection with f . R:k(z)CQ* (Y) where N. Qn+z(y)) 5 N .22). by (26.(v) nRgn(y).Qn(y)) 2 N n .(y)) . (26. for palmost every y E f there is an integer n 2 ( y ) 2 n1 such that for all n 2 nz(y). R(') n A(')(y) n Qn(y) # 0.y. 2C2e4a(h+E)e4anE. .Qn(y)) 2 p ( B ( y . For each y E R ( z )n f and integer n 2 n1 we have N ( n .y. Therefore. Then the rectangles R:.(y) n A(')(y) n f are nonempty. Q.22) + + On the other hand. 2Ce2a"(h+E).9. Qn(Y)) . . The last two inequalities together with (26.9).
and Lyapunov Exponents Lemma 4.9) implies that We now observe that f i ( u ) ( n2. (26.26) together we conclude that This yields ficu)(n. . The other inequality can be w proved in a similar way.Relations between Dimension. Without loss of generality we can assume that yi E f whenever R. (26.10) we obtain that Similarly.23)(26. We have By Properties (e).""(yi) n ? # 0).R ( x ) ) 5 D1C2ean(h+3E). . For each x E ? and integer n 2 n1 289 we have Proof of the lemma. (f)."(yi) n f # 0. and (26. Entropy.26) Putting (26.x. R ( x ) )= card {i : R. Since the partition R is countable one can find points yi such that the union of the rectangles Rtn(yi) is the set R ( x ) and these rectangles are mutually disjoint.
the next lemma shows that this procedure does not add too many rectangles at almost every point. Lemma 5. Assuming the contrary consider the set F' c F of points y E F for which the following limit exists . By (26. en) n r) 2 f. Since RzK(z) c Rzn(z) for every z we obtain by virtue of (26.20) for each n 2 n l and y E pg'(Qn(y)) 2 p:)(B(')(y.Chapter 8 290 We emphasize that the procedure of "filling in" rectangles to obtain the class 3(n)may substantially increase the number of rectangles in neighborhoods of some points.e P n ) ) . In other words the procedure is "locally homogeneous" on a set of "big" measure.10) and (26. For palmost every y E R ( z )n we have Proof of the lemma. 1 2p$)(B(')(y.12) that Consider the set For each y E F there exists an increasing sequence {mj}'& positive integers such that = {mj(y)}'& of for all j (note that a > 1). However. We wish to show that p ( F ) = 0.
i:t. } comprises a cover of F' n A(')(y) whose multiplicity does not exceed p. where ti E { m j ( z . Hence. It follows from Frostman's lemma that dimH(F' n A(")(y)) = &). e") : i = 1 . and Lyapunov Exponents 291 Clearly. . ) } g l and ti > L for each i. The proof of the second inequality is similar. Q(i)).27) we obtain i=l i=l 00 54c C q=1 eaqhlaq~ ):fi(")(~. This yields the first inequality.28) Consider the collection of balls B = { B ( z . We write Q ( i ) = Q t i ( z i ) .emj(z)) :z E F' n A(")(y).. Hence.. Then one can find y E F such that $ ) ( F ) = p t ) ( ~ '=) p t ) ( ~ n' ~ ( y n) A(")(Y))> 0. p ( F ) = 0. j = 1 . . Entropy. 2 .Relations between Dimension.E < d").}.&(i)) at most p times. p ( F ' ) = p ( F ) > 0. such that the collection of balls C = { B ( z i . This contradicts (26. 2 . By the Besicovitch Covering Lemma (see Appendix V) one can find a countable subcover C c B of F'nA(")(y) of arbitrarily small diameter and finite multiplicity p (which depends only on d i m M ) . This means that for any L > 0 one can choose a sequence of points { z i E F' n A(')(y)}E1 and a sequence of integers { t i } z l .=q fi(')(y.=q It follows from Lemma 4 that 00 BEC q=1 Since the number L can be chosen arbitrarily large (and so are the numbers ti) it follows that dimH(F' n A(')(y)) 5 d') . .z i . i:t. . .=q Since the multiplicity of the subcover C is at most p each set Q(i)appears in the sum Ci:t.28). (26. The Hausdorff sum corresponding to this cover is 00 By (26. zi.
By Lemmas 2 and 3 for palmost every y E R(x)flf and n 2 n2(y) we obtain ~(B(Y e*')) . Qn(y)) < N ( ' ) ( ~ .Q n ( ~ ) ) e ~ ~ ~ " . Q n b ) ) x fi(")(n. fic5)(n. *(")(n. It is known that pv is the SRBmeasure (see [Bo~]). 4e")) x p P ) ( ~ ( " ) ( y4en)) . One can show that if A is a hyperbolic attractor then W/'. The rest of the proof simulates the case of measures which have local (semi) product structure considered above. Clearly. 4.This completes the proof. and 5 show that the deviation of the distribution of rectangles in Z from direct product structure is subexponentially small. n(~))e~~~'.Qn(y)) x N(")(w Y. 4~5~4a(h+~)~22anr This implies that for palmost every y E f .Obviously.2 and the entropy formula (see [LY]) we have that zf This implies that . Y. Consider the unique equilibrium measure p = pv on A corresponding to the function cp = J(")(x).Qn(Y)) 4~3~4a(h+~). [KH]).)(x) m for every x E A. By Proposition 26. A = nn. YQ . The set A is called a hyperbolic attractor if there exists an open set U such that A C U and f(U) c U .'(x) c A for every x E A (see. 5 fi("(n7 Y.Qn(y)) 4 ~ 3 ~ 4 a ( he 2anh+20an~ +~) Applying Lemma 1 we obtain p ( ~ ( ye"')) . Y.292 Chapter 8 Lemmas 3.fn(U).Zanh+6ana By Lemma 5 for palmost every y E R(x)nf there exists an integer n3(y) 2 nz(y) such that for all n 1 n3(y). for example. Qn(Y)) < N(")(n. Since p ( f ) > 1 .". This implies that P(B(Y. Let A be a hyperbolic set for a C'+adiffeomorphism f on a compact smooth manifold M . . Assume that flA is topologically transitive.Y. 5 p!)(~(")(y.en2)) 5 N("(n7 Y.E and E > 0 is arbitrary we conclude for palmost every y E M . Y. d(") = dimW/bU..
(2) metric if m(Eu F ) = m(E) m ( F ) for any positively separated sets E and F (i. cX be a measurable set of positive measure. Borel Density Lemma [Gu]. if p ( A ) > 0 then for each 6 > 0 there is a set A c A with p ( A ) > p ( A ) .. p(E. (3) i20 i20 A set E c X is called measurable (with respect to m or simply mmeasurable) if for any A c X . We present it in the form which best suits to our purposes. An outer measure m is called (1) Borel if all Borel sets are mmeasurable.p ) be a complete metric space and m a asubadditive outer measure on X . Furthermore. m(A) = m ( A n E ) m( A \ E ) . Y E F ) > 0).F ) = inf{p(x.where Zi c X. . Borel Density Lemma. Outer Measures [Fe].e..Appendix V Some Useful Information 1. (3) regular if for any A c X there exists an mmeasurable set E containing A for which m(A) = m(E). Let ( X . + The collection M of all mmeasurable sets can be shown to be a 0field and the restriction of m to B to be a 0additive measure (which we will denote by the same symbol m).i= 0 . One can prove that any metric outer measure is Borel. m( u Zi)5 Em(&). 293 . . n A ) 2 p ( B h r ) ) . We state the result known in the general measure theory as the Borel Density Lemma.. a set function which satisfies the following properties: (1) m ( 0 )= 0. 1 . y) : x E E . 1 CL(B(X. Let A Then f o r palmost every x E A.6 and a number ro > 0 such that for all x E A and 0 < r < ro.. ).e. i. + 2. (2) m(21)5 7 4 2 2 ) if 21 c 2 2 c X . 2 .
Then there is a (finite or countable) disjoint subcollection B = {Bi}c A such that IJ B C UBi. We remind the reader of the notion of a Legendre transform pair of functions. h”(z) > 0 for all x E I .e. i. We recall some wellknown properties of cohomologous functions: (1) if 91 cp2 then for every z E X . + . Then the cover C7 = { B ( z . (3) if the functions cp1 and 9 2 are strictly cohomologous then Px(cp1) = PX(9Z). 3) strictly convex functions h and g form a Legendre transform pair if and only if g(a)= h(q) qa. Legendre Transform [Ar]. Besicovitch Covering Lemma.1) d P ) = F$P” . Let Z c Rm be a set and r : Z + R+ a bounded function. In this case we write (PI N cpz.. B€d i where Bi is the closed ball concentric with Bi and of four times the radius. Cohomologous Functions [Rl]. As an immediate consequence of the Besicovitch Covering Lemma we obtain that for any set Z c Rm and E > 0 there exists a cover of Z by balls of radius E of finite multiplicity which depends only on m.h(z)). In the general measure theory there is a number of “covering statements” which describe how to obtain an “optimal” cover from a given one.294 Appendix V 3. Let A be a collection of balls contained in some bounded region of Rm. Consider the Euclidean space Rm endowed with a metric p which is equivalent to the standard metric. One can show that: 1) g is strictly convex. 5. 4.r ( 2 ) ) : 2 E 2 ) contains a finite or countable subcover of finite multiplicity which depends only on m. Two functions cp1 and cpz on a compact metric space X are called cohomologous if there exist a Holder continuous function 8: X + R and a constant C such that cp19z=1717Of+C. where a(q)= h‘(q) and q = g’(a). The Legendre transform of h is the differentiable function g of a new variable p defined by (A5. We describe two of them which we use in the book.   (2) (pl cpz if and only if equilibrium measures of cp1 and cp2 on X coincide. [Fe]. Vitali Covering Lemma. Let h be a strictly convex C2function on an interval I . If the above equality holds with C = 0 the functions are called strictly cohomologous. 2) the Legendre transform is involutive. Covering Results [F4].
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117. 61 Caratheodory of a measure. 42. 181 cylinder (cylinder set). 66 dimension spectrum. 254 BSdimension of a measure. 61 BSbox dimension of a measure. 66 pointwise. 58 of a set. 244 fat. 111 qbox dimension of a measure. 223. 41. 13 pointwise dimension. 12. 58 Carathkodory capacity of a measure. 14. 190 Besicovitch cover. 57. 58 of a set. 21. 117. 7)box dimension of a measure. 13 outer measure. 101 301 . 67 chain topological Markov. 112 of a set. 41. 230 coding map. 52. 63 of a set. 22. 62 (q. 31 Bowen’s equation. 67 of a set. 143. 178. 244 skinny. 256 pointwise. 246 basic set. 101 baker’s transformation classical. 67 of a set. 49. 112 of a set. 111 qdimension of a measure. 62 (4. 62 @density. 239 conformal map. 66 measure. 179 of a measure. 100 correlation sum. 7)dimension of a measure. 61 of a set. 199 toral endomorphism. 245 generalized. 174. 32 dimension structure. 181 Hausdorff of a measure. 21. 186. 67 correlation at a point. 52. 49. 61. 245 slanting. 229. 36. 57. 24. 177. 14. 178 specified by the data.Index Axiom A diffeomorphism. 67 of a set. 106 box dimension of a measure. 174. 224. 199 repeller. 61 information. 36. 61 of a set. 63 of a set. 16. 67 dimension of a measure. 61 of a set.45 dimension box of a measure. 228 u (s)conformal. 202 jcoordinate. 100. 62 pointwise. 24.
152 Schottky. 151 length of string. 61 holonomy map. 281 horseshoe. 201 quasiconformal. 191 Markov partition. 240 hyperbolic attractor. 121 with stationary (constant) ratio coefficients. 171. 275 with nonstationary ratio coefficients. 228 local. 239 conformal. 134 selfsimilar. 103 grid. 259. 197 expansive homeomorphism. 61 outer measure.G)full. 225. 189. 118 symbolic. 223. 153 geometry of a construction. 199 conformal affine. 229. 207 manifold stable. 227 induced map. 191 weaklyconformal. 150 with ellipsis. 68 limit set. 118 sofic. 189. 77 measuretheoretic. 197 induced. 36. unstable. 260 aCarathbodory outer. 122. 189. 146. 279 set. 36. 61 Index measure. 118 Moran. 151 Hausdorff dimension of a measure. 145. 122. 133 expanding. 77 of a partition. 254. 186 topological. 61 of a set. 118 Gibbs measure. 203 irregular part. 203 onedimensional Markov. 147. 151 reflection. 152 regular. 122. 228 mass distribution principle nonuniform. 118 with contraction maps. 145. 13 aHausdorff. 279 Mandelbrot set. 264 Julia set. 75 with respect to a cover. 145 with rectangles. 238 linear. unstable global. 97 estimating vector. 122. 61 . 256. 184 group Kleinian. 101 measure (9. 101 transfer. 122. 222. 36. 120. 260 Lyapunov exponent. 138 with exponentially large gaps. 118 local entropy. 188. 43 uniform. 102. 227 map coding. 227 locally maximal. 156 with quasiconformal induced map. 101 transitive. 35. 292 measure. 77 equilibrium measure. 105 geometric construction associated with Schottky group. 120 Moranlike asymptotic. 134 expanding map. 75 with respect to a cover. 43 matrix irreducible. 117. 133 simple. 97 function stable. 41. 146.302 entropy capacity topological. 201 Kleinian group. 151 Markov.
241 space isotropic. 99 SinaiRuelleBowen (SRB). 171. 124. 85 set basic. 199 scaling exponents. 281 multifractal. 197 conformal. 259 structure. 141. 267 decomposition. 44 Federer. 117. 182 modified. 97 exact dimensional. 261 for pointwise dimensions. 61 spectrum complete. 170 Schottky group. 183 string. 185 f. 281 (q. 55 equilibrium. 279 of full Carathkodory dimension. 120. 124. 70 nonaddit ive. 225. 259 subordinated. 102. 101 twosided. 95. 227 locally maximal. 260 multifractal. 200. 225.257. 281 local semiproduct. 222. 100 . 70 nonadditive. 226. 62 of finite multiplicity. 213. 44 potential theoretic method. 172. 84 topological. 44 pressure capacity topological. 35. 157 similarity maps. 106 ratio coefficients. 260 Rknyi for dimensions. 231 multiplicity factor. 190 hyperbolic. 102 Sierpiliski carpet. 189. 171. 172. 256. y)measure. 171. 188 HPspectrum for dimensions. 133 rectangle. 259 point irregular. 84 pressure function. 62. 221. 258 dimension. 49 Moran cover.(a)spectrum. 259 for local entropies. 195. 85 subadditive. 68 structure local product. 12. 212 doubling. 264. 32 for Lyapunov exponents. 100. 47 regular. 259 rigidity. 152 repeller. 122 solenoid.Index outer. 103 hyperbolic. 258 for pointwise dimensions. 100 metrically irregular. 253. 129 of maximal entropy. 120. 260 CarathCodory. 61 CarathCodory. 189. 249 classification. 188 entropy. 201. 66 subshift onesided. 13 diametrically regular. 47 shift onesided. 171. 15 Cstructure. 227 invariant. 173. 55. 47 potential principle. 171. 62 metric Besicovitch. 232 multifractal analysis. 265 aset. 123. 281 reflection group. 266 spectrum. 151 separation condition. 228. 55 Gibbs. 261 for Lyapunov exponents. 141. 33 of full dimension. 117 303 sequence of functions additive.
100 representation. 102 subspace stable. 83 . 88 nonadditive. unstable. 101 topologically mixing. 117 system even. 101 twosided. 101 SOfiC. 83 for topological pressure. 77 Markov chain. 94 for topological entropy inverse. 101 Index topological entropy. 33 for topological entropy. 102 of finite type. 75 with respect to a cover. 84 variational principle. 70 nonadditive. 227 symbolic dynamical system. 101 topologically transitive. 101 pressure. 99 for topological pressure inverse.304 of finite type.
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