Downarowicz

The simplex of invariant measures
Tomasz Downarowicz
Institute of Mathematics and Computer Science
Wroclaw University of Technology, Poland
September 16, 2013
Generally about invariant measures
(X, T) topological dynamical system
(X compact metric, T : X X continuous)
M
T
(X) the set of all T-invariant Borel probability measures
(invariant measures)
M
T
is known to be
nonempty ([1] BogoliubovKrylov 1937)

M
T
is known to be
convex (obvious)
M
T
is known to be
convex (obvious)
compact in the weak* topology (BanachAlaoglu Theorem,

Banach 1932, see e.g. [2])
M
T
is known to be
convex (obvious)

the extreme points coincide with ergodic measures

exM
T
(X) = M
e
T
(X)
M
T
is known to be
convex (obvious)

the extreme points coincide with ergodic measures

exM
T
(X) = M
e
T
(X)
moreover, it is a Choquet simplex (see e.g. [3] Walters

1982)
Choquet simplices
Let K be a compact convex set in a locally convex metric
space.
Choquet simplices
space.
KreinMilman Theorem ([4] 1940 Studia Math.)

Convex combinations of extreme points are dense in K.
Choquet simplices
space.

Choquet Theorem ([5] 1956)

Every point is a generalized convex combination of the
extreme points.
Choquet simplices
space.


extreme points.
Choquet representation theorem ([6] 1956)

K is a simplex if and only if the above combination is
unique.
Choquet simplices
space.


extreme points.
Choquet representation theorem ([6] 1956)

K is a simplex if and only if the above combination is
unique.
If K = M
T
(X) and M
T
(X) then
=
_
M
e
T
(X)
d
()
(the ergodic decomposition).
Classication of Choquet simplices
Two Choquet simplices are considered identical if they are
afnely homeomorphic:
K K
(afne homeomorphism : K K
).
K K
).
Finite-dimensional simplices are characterized by their
dimension dim(K) = #(exK) 1.
K K
).
K K
).
If exK is closed (i.e. compact) then K M(exK)
(Bauer simplex). Finite-dimensional simplices are Bauer.
Two Bauer simplices B and B
are afnely homeomorphic if and

only if exB and exB
are homeomorphic

only if exB and exB
are homeomorphic
(because B M(exB) and B
M(exB
)).

only if exB and exB
are homeomorphic
M(exB
)).
False for general Choquet simplices!

only if exB and exB
are homeomorphic
M(exB
)).

only if exB and exB
are homeomorphic
M(exB
)).
Theorem ([7] Edwards, 1975)
Every Choquet simplex is afnely homeomorphic to the
intersection of a decreasing sequence of Bauer simplices in
some locally convex linear space.

only if exB and exB
are homeomorphic
M(exB
)).
Theorem ([7] Edwards, 1975)
Every Choquet simplex is afnely homeomorphic to the
intersection of a decreasing sequence of Bauer simplices in
some locally convex linear space.
Proof very hard...
Simplex of invariant measures up to
What can the simplex of invariant measures be?
What can it be in a minimal system?
Answers:
Answers:
in minimal systems the singleton (irrational rotation,

odometer);
Answers:

odometer);
in a nite disjoint union of minimal systems nite

dimensional simplex;
Answers:

odometer);

in minimal systems nite dimensional simplex

([8] Oxtoby 1952);
Answers:

odometer);


([8] Oxtoby 1952);
in minimal systems innite (

0
or C) dimensional Bauer
([9] Williams 1984);
Answers:

odometer);


([8] Oxtoby 1952);

0
in the full shift (not minimal) the Poulsen simplex (not

Bauer);
Answers:

odometer);


([8] Oxtoby 1952);

0
in the full shift (not minimal) the Poulsen simplex (not

Bauer);
in minimal systems not Bauer ([10] D. 1988);

All the above are covered by
Theorem 1 ([11] D. 1991)
For every Choquet simplex K there exists a minimal subshift
(X, T) (in fact a Toeplitz subshift over the dyadic odometer),
for which M
T
(X) K.
Theorem 1 ([11] D. 1991)
for which M
T
(X) K.
The main goal of this course is to present an (almost)
complete proof of this theorem.
Theorem 1 ([11] D. 1991)
for which M
T
(X) K.
Two essential facts from functional analysis (Edwards Theorem
and Michaels Selection Theorem) and one from topological
dynamics (relaxing minimality) will be applied without proofs.
Theorem 1 ([11] D. 1991)
for which M
T
(X) K.
Two essential facts from functional analysis (Edwards Theorem
and Michaels Selection Theorem) and one from topological
dynamics (relaxing minimality) will be applied without proofs.
A few easier facts will be left as exercises.
Relaxing minimality
Relaxing minimality
A version of FurstenbergWeiss Theorem ([12] 1989) allows to
drop minimality:
Relaxing minimality
drop minimality:
Theorem ([13] D.Lacroix 1998)
A (non-minimal) subshift with a nonperiodic minimal factor is
Borel
conjugate to a subshift which is a minimal almost 1-1

extension of that factor.
Relaxing minimality
drop minimality:
Borel

The simplex of invariant measures is preserved by Borel
conjugacy. A subshift which is a minimal almost 1-1 extension

of an odometer is called a Toeplitz subshift. Thus Theorem 1
reduces to:
Relaxing minimality
drop minimality:
Borel

The simplex of invariant measures is preserved by Borel
conjugacy. A subshift which is a minimal almost 1-1 extension

of an odometer is called a Toeplitz subshift. Thus Theorem 1
reduces to:
Theorem 2 ([11])
For every Choquet simplex K there exists a (non-minimal)
subshift (X, T) for which M
T
(X) K and which has the dyadic
odometer as a factor.
The ingredients
The ingredients
Invariant measures in subshifts, distance between

measures, block manipulations, convex combinations of
measures, etc.;
The ingredients

measures, etc.;
Odometers, semicocycles;
The ingredients

measures, etc.;
Homeomorphic correspondence between semicocycles

and their invariant measures;
The ingredients

measures, etc.;

Mixture of semicocycles;
The ingredients

measures, etc.;

Michaels Selections Theorem ([14] Annals of Math. 1956)

(We will comment on this theorem later.);
The ingredients

measures, etc.;


Edwards Theorem;
The ingredients

measures, etc.;


Edwards Theorem;
Exercise 1: Let
n
be a uniformly convergent sequence of
homeomorphisms of a compact space into a metric space.
If, for each n, the uniform distance between
n
and
n+1
is
small enough (the bound depends on the properties of
n
),
then the limit map is also a homeomorphism.
Shift-invariant measures
Let be a nite set (called the alphabet). By the shift space we
will mean
Z
, the space of all bi-innite sequences over
equipped with the product topology.
will mean
Z
A block is a nite word B

N
(N N) as well as the
cylinder set {x
Z
: x[0, N 1] = B}.
will mean
Z

N
cylinder set {x
Z
: x[0, N 1] = B}.
By
we denote the collection of all nite blocks
NN

N
.
For B
we denote by |B| the length of B, i.e., B

|B|
.
will mean
Z

N
cylinder set {x
Z
: x[0, N 1] = B}.
By
we denote the collection of all nite blocks
NN

N
.
For B
we denote by |B| the length of B, i.e., B

|B|
.
A Borel probability measure on

Z
is invariant if
(A) = (T
1
(A)) for every Borel set A, where T is the
shift map T(x)
n
= x
n+1
. In particular
(B) = (B) =
a
(aB).
By cylinder values of we will mean the function B (B)

dened on
.

dened on
Exercise 2: Two invariant measures with the same cylinder

values are identical.

dened on

Exercise 3: The weak
topology on invariant measures is

metrizable by the following metric:
d
(, ) =
NN
2
N
N
B
N
|(B) (B)|.

dened on

Exercise 3: The weak
topology on invariant measures is

metrizable by the following metric:
d
(, ) =
NN
2
N
N
B
N
|(B) (B)|.
Exercise 4: This metric is convex (the balls are convex).

So, we are situated in a locally convex space.
Blocks versus invariant measures
Each block B determines a periodic measure

B
supported
by the (nite) orbit of the point x
B
= ...BBB.... We will write
d
(, B) instead of d
(,
B
).

B
supported
B
d
(, B) instead of d
(,
B
).
If |C| << |B| then

B
(C) freq
B
(C).

B
supported
B
d
(, B) instead of d
(,
B
).
If |C| << |B| then

B
(C) freq
B
(C).
In this manner we have included blocks in the space of

invariant measures.

B
supported
B
d
(, B) instead of d
(,
B
).
If |C| << |B| then

B
(C) freq
B
(C).

invariant measures.
Lemma 1 (Convex Combinations Simulation)
For every > 0 there exists N such that whenever
B = B
1
B
2
. . . B
k
, where |B
1
| = |B
2
| = = |B
k
| N (and k 1
is arbitrary), then
d
B
,
1
k
k
i =1
B
i
_
< .

B
supported
B
d
(, B) instead of d
(,
B
).
If |C| << |B| then

B
(C) freq
B
(C).

invariant measures.
Lemma 1 (Convex Combinations Simulation)
For every > 0 there exists N such that whenever
B = B
1
B
2
. . . B
k
, where |B
1
| = |B
2
| = = |B
k
| N (and k 1
is arbitrary), then
d
B
,
1
k
k
i =1
B
i
_
< .
Proof: Exercise 5.
Subshifts
A subshift is a shift-invariant closed subset X
Z
. The main
object of our interest is M
T
(X), the Choquet simplex of all
invariant measures supported by X.
Subshifts
Z
. The main
T
By
(X) we denote the collection of all blocks that occur

in the elements of X.
Subshifts
Z
. The main
T
By

Lemma 2 (Uniform convergence of blocks)
For every > 0 there exists N such that if B
(X) and
|B| N then
d
(B, M
T
(X)) < .
Subshifts
Z
. The main
T
By

(X) and
|B| N then
d
(B, M
T
(X)) < .
Proof: Exercise 6.
Subshifts
Z
. The main
T
By

(X) and
|B| N then
d
(B, M
T
(X)) < .
Proof: Exercise 6.
In particular, if (X, T) is uniquely ergodic then all sufciently
long block are close to the unique invariant measure of the
subshift.
Subshifts
Z
. The main
T
By

(X) and
|B| N then
d
(B, M
T
(X)) < .
Proof: Exercise 6.
In particular, if (X, T) is uniquely ergodic then all sufciently
long block are close to the unique invariant measure of the
subshift.
Conversely, every ergodic measure on X is approximated by
some blocks occurring in X.
Odometers
The dyadic odometer (G, ) is the subshift over the countable
(compact) alphabet N
0
, consisting of sequences following
the rule:
Odometers
0
the rule: every second term is 1,
. . . 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 . . .
Odometers
0
the rule: every second term is 1, every fourth term is 2,
. . . 121 121 121 121 121 121 121 121 121 121 121 1. . .
Odometers
0
the rule: every second term is 1, every fourth term is 2, ...,
. . . 1213121 1213121 1213121 1213121 1213121 12131. . .
Odometers
0
. . . 1213121 121312141213121 121312141213121 12131. . .
Odometers
0
every 2
k
th term is k.
. . . 12131215121312141213121 121312141213121512131. . .
Odometers
0
every 2
k
th term is k. At most one term is allowed.
. . . 12131215121312141213121121312141213121512131. . .
Odometers
0
every 2
k
th term is k. At most one term is allowed.
. . . 12131215121312141213121121312141213121512131. . .
The odometer (G, ) is conjugate to the interval map shown on
the following gure, restricted to the classical Cantor set (which
is invariant and on which the map is a homeomorphism).
Odometers
Odometers
The odometer is a rotation of a compact monothetic group,
hence it is minimal and uniquely ergodic.
The measure on G
The unique invariant measure has distribution function F
equal to the Cantor staircase function.

The measure on G

The measure on G

The inverse function from [0, 1] to G is well dened except at
dyadic rationals (other than 0 or 1), which have two-point
preimages.
The measure on G

preimages. (By the way, the union of the preimages of all
dyadic rationals coincides with the orbit of 0.)
The measure on G

preimages. (By the way, the union of the preimages of all
dyadic rationals coincides with the orbit of 0.)
For t [0, 1] we dene g
t
= min(F
1
(t )).
Semicocycles on the odometer
Let be a nite alphabet. Throughout this course we x a
number (
7
8
, 1), which is not a dyadic rational (so that g
is
not in the orbit of 0).
number (
7
8
is
A function f : G is called a semicocycle if it satises:
number (
7
8
is
f has at most countably many discontinuity points,

number (
7
8
is
all the discontinuities are jumps (non-removable),

number (
7
8
is
none of the discontinuity points is in the orbit of 0,

number (
7
8
is
one symbol (say black) is assumed on [g
, 1] (and
nowhere else).
number (
7
8
is
, 1] (and
nowhere else).
number (
7
8
is
, 1] (and
nowhere else).
We will identify semicocycles which differ only at the
discontinuities. In such space we apply the L
1
-distance:
d
1
(f , h) = {g : f (g) = h(g)}.
Semicocycle extensions
Let (X
f
, T) be the subshift over consisting of points x
Z
obtained in the following manner:
Let (X
f
Z
Take g G,
Let (X
f
Z
Take g G,
for n Z let x(n) = f (

n
(g)) (multiple choice if
n
(g) is a
discontinuity point).
Let (X
f
Z
Take g G,

n
n
(g) is a
Exercise 7: Each x is obtained from a unique g which can be
determined by only seeing the black symbols in x. The
mapping x g is a continuous factor map from (X
f
, T) onto
(G, ).
Let (X
f
Z
Take g G,

n
n
(g) is a
f
, T) onto
(G, ).
0 G produces a unique sequence x
f
X
f
because the orbit of
0 passes through points where f admits unique values. This
implies that (X
f
, T) is an almost 1-1 extension of (G, ).
Let (X
f
Z
Take g G,

n
n
(g) is a
f
, T) onto
(G, ).
0 G produces a unique sequence x
f
X
f
because the orbit of
0 passes through points where f admits unique values. This
implies that (X
f
, T) is an almost 1-1 extension of (G, ).
Moreover, only countably many points g G produce multiple
points x, hence (X
f
, T) is uniquely ergodic and isomorphic to
(G, , ). We will denote the unique invariant measure of
(X
f
, T) by
f
.
Lemma 3
The map f
f
is injective and continuous (d
1
vs. d
).
Lemma 3
The map f
f
1
vs. d
).
Proof. Suppose d
1
(f , h) > 0. We will show that X
f
and X
h
are
disjoint; this will imply injectivity of f
f
. Suppose x X
f
X
h
.
Because f and g have the same black part, x determines the
same element g in either systems. But then f = h on the
(dense) orbit of g, which implies that f = h at all common
continuity points, hence on a full measure set, a contradiction.
Lemma 3
The map f
f
1
vs. d
).
Proof. Suppose d
1
f
and X
h
are
f
. Suppose x X
f
X
h
.
In a uniquely ergodic system every point is generic. Applying
this to 0 in the odometer we get that the density in N of the
event f (
n
(0)) = h(
n
(0)) is {f = h} = d
1
(f , h).
Lemma 3
The map f
f
1
vs. d
).
Proof. Suppose d
1
f
and X
h
are
f
. Suppose x X
f
X
h
.
event f (
n
(0)) = h(
n
(0)) is {f = h} = d
1
(f , h). This means
that if x
f
and x
h
denote the sequences determined by f and h
along the orbit of 0, then for any xed N N the event
x
f
[n, n + N 1] = x
h
[n, n + N 1] has density in N at most
Nd
1
(f , h). This number estimates from above the sum
B
N
|
f
(B)
h
(B)|.
Lemma 3
The map f
f
1
vs. d
).
Proof. Suppose d
1
f
and X
h
are
f
. Suppose x X
f
X
h
.
event f (
n
(0)) = h(
n
(0)) is {f = h} = d
1
(f , h). This means
that if x
f
and x
h
denote the sequences determined by f and h
along the orbit of 0, then for any xed N N the event
x
f
[n, n + N 1] = x
h
[n, n + N 1] has density in N at most
Nd
1
(f , h). This number estimates from above the sum
B
N
|
f
(B)
h
(B)|. Plugging this into the formula for
d
(
f
,
h
) we get d
(
f
,
h
) d
1
(f , h).
Homeomorphic embedding of compacta
Theorem 3
On every compact metric set Y there exists a homeomorphic
embedding y f
y
into semicocycles (with d
1
).
Theorem 3
embedding y f
y
1
).
Proof. We can assume that Y is a subset of the Hilbert cube,
i.e., there exists a sequence of continuous functions
n
: Y [0, 1] which separate points of Y. By an easy
modication we can assume that
Theorem 3
embedding y f
y
1
).
n
each
n
is strictly positive,
Theorem 3
embedding y f
y
1
).
n
each
n
n

n
.
Theorem 3
embedding y f
y
1
).
n
each
n
n

n
.
For each y Y we dene an increasing sequence (g
n
(y))
nN
of points in G by
g
n
(y) = g
n
i =1
n
(y)
.
Theorem 3
embedding y f
y
1
).
n
each
n
n

n
.
For each y Y we dene an increasing sequence (g
n
(y))
nN
of points in G by
g
n
(y) = g
n
i =1
n
(y)
.
(The interval [0, g
1
(y)] has measure
1
(y) and for each n 2
the interval (g
n1
(y), g
n
(y)] has measure
n
(y).)
For y Y we dene the semicocycle f
y
with values in
= {0, 1, 2} by
y
with values in
= {0, 1, 2} by
f
y
(g) =
_
_
0 if g [0, g
1
(y)] or g (g
2n
(y), g
2n+1
(y)] for some n 1,
1 if g (g
2n1
(y), g
2n
(y)] for some n 1,
2 if g
g.
y
with values in
= {0, 1, 2} by
f
y
(g) =
_
_
0 if g [0, g
1
(y)] or g (g
2n
(y), g
2n+1
(y)] for some n 1,
1 if g (g
2n1
(y), g
2n
(y)] for some n 1,
2 if g
g.
(The function f
y
assumes alternating values 0 and 1 on
intervals of measures
n
(y).)
y
with values in
= {0, 1, 2} by
f
y
(g) =
_
_
0 if g [0, g
1
(y)] or g (g
2n
(y), g
2n+1
(y)] for some n 1,
1 if g (g
2n1
(y), g
2n
(y)] for some n 1,
2 if g
g.
(The function f
y
n
(y).)
y
with values in
= {0, 1, 2} by
f
y
(g) =
_
_
0 if g [0, g
1
(y)] or g (g
2n
(y), g
2n+1
(y)] for some n 1,
1 if g (g
2n1
(y), g
2n
(y)] for some n 1,
2 if g
g.
(The function f
y
n
(y).)
Clearly, the map y f
y
is continuous in d
1
, moreover, different
points yield essentially different semicocycles. By compactness
of Y, this is a homeomorphism.
Mixture of semicocycles
Let f
1
, . . . , f
k
, be nitely many -valued semicocycles and let
p
1
, . . . , p
k
be a probability vector.
We will write g
i
instead of g
p
1
+p
2
++p
i
(i = 1, 2, . . . k).
Let f
1
, . . . , f
k
p
1
, . . . , p
k
We will write g
i
instead of g
p
1
+p
2
++p
i
(i = 1, 2, . . . k).
For example, for p
1
= 1/3, p
2
= 1/6, p
3
= 1/2 we have:
Let f
1
, . . . , f
k
p
1
, . . . , p
k
We will write g
i
instead of g
p
1
+p
2
++p
i
(i = 1, 2, . . . k).
For example, for p
1
= 1/3, p
2
= 1/6, p
3
= 1/2 we have:
Let f
1
, . . . , f
k
p
1
, . . . , p
k
We will write g
i
instead of g
p
1
+p
2
++p
i
(i = 1, 2, . . . k).
For example, for p
1
= 1/3, p
2
= 1/6, p
3
= 1/2 we have:
The rst order mixture of (f
i
) with coefcients (p
i
) is the function
MIX
1
((f
i
), (p
i
)) = f
1
1
[0,g
1
]
+
k
i =2
f
i
1
(g
i 1
,g
i
]
.
Let f
1
, . . . , f
k
p
1
, . . . , p
k
We will write g
i
instead of g
p
1
+p
2
++p
i
(i = 1, 2, . . . k).
For example, for p
1
= 1/3, p
2
= 1/6, p
3
= 1/2 we have:
f
1
f
2
f
3
common
i
i
) is the function
MIX
1
((f
i
), (p
i
)) = f
1
1
[0,g
1
]
+
k
i =2
f
i
1
(g
i 1
,g
i
]
.
Let f
1
, . . . , f
k
p
1
, . . . , p
k
We will write g
i
instead of g
p
1
+p
2
++p
i
(i = 1, 2, . . . k).
For example, for p
1
= 1/3, p
2
= 1/6, p
3
= 1/2 we have:
f
1
f
2
f
3
common
i
i
) is the function
MIX
1
((f
i
), (p
i
)) = f
1
1
[0,g
1
]
+
k
i =2
f
i
1
(g
i 1
,g
i
]
.
Let f
1
, . . . , f
k
p
1
, . . . , p
k
We will write g
i
instead of g
p
1
+p
2
++p
i
(i = 1, 2, . . . k).
For example, for p
1
= 1/3, p
2
= 1/6, p
3
= 1/2 we have:
f
1
f
2
f
3
common
i
i
) is the function
MIX
1
((f
i
), (p
i
)) = f
1
1
[0,g
1
]
+
k
i =2
f
i
1
(g
i 1
,g
i
]
.
Let f
1
, . . . , f
k
p
1
, . . . , p
k
We will write g
i
instead of g
p
1
+p
2
++p
i
(i = 1, 2, . . . k).
For example, for p
1
= 1/3, p
2
= 1/6, p
3
= 1/2 we have:
f
1
f
2
f
3
common
i
i
) is the function
MIX
1
((f
i
), (p
i
)) = f
1
1
[0,g
1
]
+
k
i =2
f
i
1
(g
i 1
,g
i
]
.
Clearly, this is again a semicocycle and its unique invariant
measure depends continuously on the coefcients p
i
.
For N of the form 2
j
we also dene the Nth order mixture of (f
i
)
with coefcients (p
i
). Namely, we divide the odometer into N
equal parts (each homeomorphic to the whole) and we apply
the mixture on each part separately (see the gure for N = 4).
For N of the form 2
j
i
)
with coefcients (p
i
For N of the form 2
j
i
)
with coefcients (p
i
For N of the form 2
j
i
)
with coefcients (p
i
For N of the form 2
j
i
)
with coefcients (p
i
The sequence x
f
, where f = MIX
N
((f
i
), (p
i
)) has the following
properties:
For N of the form 2
j
i
)
with coefcients (p
i
The sequence x
f
, where f = MIX
N
((f
i
), (p
i
properties:
It is built of blocks of length N occurring in x

f
i
(i I);
For N of the form 2
j
i
)
with coefcients (p
i
The sequence x
f
, where f = MIX
N
((f
i
), (p
i
properties:

f
i
(i I);
for each i the blocks coming from x

f
i
occupy a subset of
density p
i
.
For N of the form 2
j
i
)
with coefcients (p
i
The sequence x
f
, where f = MIX
N
((f
i
), (p
i
properties:

f
i
(i I);
for each i the blocks coming from x

f
i
occupy a subset of
density p
i
.
. . . 011020102010110220102201120101122000. . .
. . . 110201200111101000102010210021101201. . .
. . . 220111021022000112210201102212200212. . .
. . . 011001201022110200100201120121100212. . .
Mixture versus convex combination
Theorem 4
Fix some semicocycles f
1
, . . . , f
k
. Given > 0 there exists
N = 2
j
such that if f = MIX
N
((f
i
), (p
i
)) then
d
f
,
k
i =1
p
i
f
i
_
< .
Theorem 4
1
, . . . , f
k
N = 2
j
N
((f
i
), (p
i
)) then
d
f
,
k
i =1
p
i
f
i
_
< .
Proof. Since each x
f
i
generates a uniquely ergodic subshift,
by Lemma 2, there exists N such that any N-block of x
f
i
is
close to
f
i
(regardless of i ).
Theorem 4
1
, . . . , f
k
N = 2
j
N
((f
i
), (p
i
)) then
d
f
,
k
i =1
p
i
f
i
_
< .
Proof. Since each x
f
i
f
i
is
close to
f
i
(regardless of i ).
The block B = x
f
[0, mN 1] is, for large enough m, on one
hand close to
f
, on the other hand, it is a concatenation of the
N-blocks coming from x
f
i
with proportions nearly p
i
.
Theorem 4
1
, . . . , f
k
N = 2
j
N
((f
i
), (p
i
)) then
d
f
,
k
i =1
p
i
f
i
_
< .
Proof. Since each x
f
i
f
i
is
close to
f
i
(regardless of i ).
The block B = x
f
[0, mN 1] is, for large enough m, on one
hand close to
f
, on the other hand, it is a concatenation of the
N-blocks coming from x
f
i
with proportions nearly p
i
.
By Lemma 1, B is close to the arithmetic average of the
measures represented by the involved N-blocks, hence to the
combination of
f
i
with coefcients p
i
.
Main part: Proof of Theorem 2
We begin by representing the simplex K as a decreasing
intersection of Bauer simplices B
n
.
n
.
Step 1: By Theorem 3, on the compact set exB
1
there is a
homeomorphic embedding y f
(1)
y
(with d
1
). By Lemma 3,
y
f
(1)
y
is a homeomorphic embedding, too (with d
). Thus
the simplex of invariant measures spanned by {
f
(1)
y
: y exB
1
}
(denoted B
1
) is afnely homeomorphic to B
1
(such implication
holds only for Bauer simplices).
n
.
1
there is a
(1)
y
(with d
1
). By Lemma 3,
y
f
(1)
y
). Thus
f
(1)
y
: y exB
1
}
(denoted B
1
1
(such implication
holds only for Bauer simplices). (We are not checking whether
the corresponding union of the systems X
f
(1)
y
is closed.)
n
.
1
there is a
(1)
y
(with d
1
). By Lemma 3,
y
f
(1)
y
). Thus
f
(1)
y
: y exB
1
}
(denoted B
1
1
(such implication
f
(1)
y
is closed.)
We denote by
1
: B
1
B
1
the corresponding afne
homeomorphism.
n
.
1
there is a
(1)
y
(with d
1
). By Lemma 3,
y
f
(1)
y
). Thus
f
(1)
y
: y exB
1
}
(denoted B
1
1
(such implication
f
(1)
y
is closed.)
We denote by
1
: B
1
B
1
the corresponding afne
homeomorphism.
Inductive step: Suppose we have dened a homeomorphic
embedding y f
(n)
y
on exB
n
and extended it to an afne
homeomorphism
n
on B
n
onto the simplex B
n
(of measures)
spanned by {
f
(n)
y
: y exB
n
}. By change of the metric in B
n
we
can assume that
n
is an isometry.
We need to slightly modify the map
n
so that it sends every
point of B
n
(not only extreme) to an ergodic measure (given by
a semicocycle). This will occupy 4 slides.
n
point of B
n
Fix a small
n
. Let {s
1
, . . . , s
k
} be
n
-dense in exB
n
. Then the
simplex S spanned be these points is
n
-dense in B
n
. For each
point y B
n
the intersection S
n
y
of S with the open
n
-ball
around y is convex, nonempty, and the multifunction y S
n
y
is
lower semicontinuous. By Michaels Selection Theorem, there
exists a continuous map s : B
n
S such that d(y, s(y)) <
n
.
n
point of B
n
Fix a small
n
. Let {s
1
, . . . , s
k
} be
n
-dense in exB
n
. Then the
simplex S spanned be these points is
n
-dense in B
n
. For each
point y B
n
the intersection S
n
y
of S with the open
n
-ball
around y is convex, nonempty, and the multifunction y S
n
y
is
lower semicontinuous. By Michaels Selection Theorem, there
exists a continuous map s : B
n
S such that d(y, s(y)) <
n
.
Comment on Michaels Selection Theorem
A multifunction from a topological space X into (subsets of)
another topological space Y is lower semicontinuous if the set
of points whose images intersect an open set is open.
Theorem (Michael, Annals of Mathematics 1956)
Let X and Y be a metric space and a Banach space,
respectively. Let S be a lower semicontinuous multifucntion
from X to Y with nonempty convex images. Then S admits a
continuous selection.
Comment: We are using this theorem in case X is compact
and Y is nite-dimensional. In this case the proof is fairly easy.
As Exercise 8, try proving the one-dimensional case (the
images are intervals).
Comment: We are using this theorem in case X is compact
and Y is nite-dimensional. In this case the proof is fairly easy.
As Exercise 8, try proving the one-dimensional case (the
images are intervals).
Hint: On a compact domain, if f > 0 is lower semicontinuous
and (f
n
) is a sequence of continuous functions increasing to f ,
then f
n
> 0 for some n.
Let f
i
= f
(n)
s
i
(i = 1, . . . , k). The composition
n
s sends B
n
continuously onto the simplex spanned by {
f
i
, i = 1, . . . , k}
and this map is
n
-close to
n
. We have
n
s(y) =
k
i =1
p
i
(y)
f
i
,
where p
1
(y), . . . , p
k
(y) is a probability vector depending
continuously on y.
Let f
i
= f
(n)
s
i
n
s sends B
n
f
i
, i = 1, . . . , k}
and this map is
n
-close to
n
. We have
n
s(y) =
k
i =1
p
i
(y)
f
i
,
where p
1
(y), . . . , p
k
continuously on y.
Let f
i
= f
(n)
s
i
n
s sends B
n
f
i
, i = 1, . . . , k}
and this map is
n
-close to
n
. We have
n
s(y) =
k
i =1
p
i
(y)
f
i
,
where p
1
(y), . . . , p
k
continuously on y. We choose N according to Lemmas 1, 2,
and Theorem 4 with the parameter
n
, and we dene
h
(n)
y
= MIX
N
((f
i
), (p
i
)) and
n
(y) =
h
(n)
y
.
Let f
i
= f
(n)
s
i
n
s sends B
n
f
i
, i = 1, . . . , k}
and this map is
n
-close to
n
. We have
n
s(y) =
k
i =1
p
i
(y)
f
i
,
where p
1
(y), . . . , p
k
continuously on y. We choose N according to Lemmas 1, 2,
and Theorem 4 with the parameter
n
, and we dene
h
(n)
y
= MIX
N
((f
i
), (p
i
)) and
n
(y) =
h
(n)
y
.
The assignment
n
(y) =
h
(n)
y
is continuous and,
by Theorem 4, this map is
n
-close to
n
s. Thus,
n
is
2
n
-close to the afne map
n
. (Unfortunately, neither y h
(n)
y
nor
n
needs to be injective.)
The assignment
n
(y) =
h
(n)
y
is continuous and,
n
-close to
n
s. Thus,
n
is
2
n
n
(n)
y
nor
n
Inside B
n
there is B
n+1
. The map y f
(n+1)
y
will be dened on
exB
n+1
as a slight injective modication of y h
(n)
y
.
The assignment
n
(y) =
h
(n)
y
is continuous and,
n
-close to
n
s. Thus,
n
is
2
n
n
(n)
y
nor
n
Inside B
n
there is B
n+1
. The map y f
(n+1)
y
will be dened on
exB
n+1
(n)
y
.
By Theorem 3, there exists homeomorphic embedding

y f
y
of exB
n+1
.
The assignment
n
(y) =
h
(n)
y
is continuous and,
n
-close to
n
s. Thus,
n
is
2
n
n
(n)
y
nor
n
Inside B
n
there is B
n+1
. The map y f
(n+1)
y
will be dened on
exB
n+1
(n)
y
.

y f
y
of exB
n+1
.
G splits into N disjoint sets homeomorphic to G. Let

: G
0
G be the homeomerphism. Now, f
y
is a
rescaled semicocycle dened on G
0
.
The assignment
n
(y) =
h
(n)
y
is continuous and,
n
-close to
n
s. Thus,
n
is
2
n
n
(n)
y
nor
n
Inside B
n
there is B
n+1
. The map y f
(n+1)
y
will be dened on
exB
n+1
(n)
y
.

y f
y
of exB
n+1
.

: G
0
y
is a
0
.
We dene
f
(n+1)
y
(g) =
_
f
y
(g) g G
0
h
(n)
y
(g) g / G
0
.
The assignment
n
(y) =
h
(n)
y
is continuous and,
n
-close to
n
s. Thus,
n
is
2
n
n
(n)
y
nor
n
Inside B
n
there is B
n+1
. The map y f
(n+1)
y
will be dened on
exB
n+1
(n)
y
.

y f
y
of exB
n+1
.

: G
0
y
is a
0
.
We dene
f
(n+1)
y
(g) =
_
f
y
(g) g G
0
h
(n)
y
(g) g / G
0
.
So dened map y f
(n+1)
y
is injective and continuous on
exB
n+1
thus it is a homeomorphic embedding.
So dened map y f
(n+1)
y
exB
n+1
If N is large enough then d
1
(f
(n+1)
y
, h
(n)
y
) <
n
. Thus
d
(
f
(n+1)
y
,
n
(y)) <
n
. Letting
n+1
(y) =
f
(n+1)
y
, we get
d
(
n+1
(y),
n
(y)) < 3
n
on exB
n+1
. Both maps extend as afne homeomorphisms to
B
n+1
. Since d
is convex, the above estimate holds on B

n+1
.
So dened map y f
(n+1)
y
exB
n+1
1
(f
(n+1)
y
, h
(n)
y
) <
n
. Thus
d
(
f
(n+1)
y
,
n
(y)) <
n
. Letting
n+1
(y) =
f
(n+1)
y
, we get
d
(
n+1
(y),
n
(y)) < 3
n
on exB
n+1
B
n+1
. Since d

n+1
.
So dened map y f
(n+1)
y
exB
n+1
1
(f
(n+1)
y
, h
(n)
y
) <
n
. Thus
d
(
f
(n+1)
y
,
n
(y)) <
n
. Letting
n+1
(y) =
f
(n+1)
y
, we get
d
(
n+1
(y),
n
(y)) < 3
n
on exB
n+1
B
n+1
. Since d

n+1
.
So dened map y f
(n+1)
y
exB
n+1
1
(f
(n+1)
y
, h
(n)
y
) <
n
. Thus
d
(
f
(n+1)
y
,
n
(y)) <
n
. Letting
n+1
(y) =
f
(n+1)
y
, we get
d
(
n+1
(y),
n
(y)) < 3
n
on exB
n+1
B
n+1
. Since d

n+1
.
End of induction.
On K we have dened a sequence of afne homeomorphisms
n
into the closed convex hull of the ergodic measures arising
from semicocycles. Choosing the parameters
n
small enough,
by Exercise 1, the limit map
is also an afne
homeomorphism.
n
n
small enough,
is also an afne
homeomorphism.
We have also dened maps
n
acting on B
n
(hence also on K)
by assigning semicocycles h
(n)
y
(and then taking the
corresponding measures). These maps are neither injective nor
afne, yet they converge to the same limit map
.
n
n
small enough,
is also an afne
homeomorphism.
We have also dened maps
n
acting on B
n
(hence also on K)
by assigning semicocycles h
(n)
y
(and then taking the
corresponding measures). These maps are neither injective nor
afne, yet they converge to the same limit map
.
We dene the target subshift space as
X =
n1
_
mn
_
yK
X
h
(m)
y
(=
n1
X
n
).
It remains to show that M
T
(X) =
(K).
Fix some y K and consider two integers m > n. The
measure
m
(y) is supported by X
h
(m)
y
, hence also by the larger
closed set X
n
. This implies that
(y) is also supported by X

n
.
Since this is true for each n,
(y) is supported by X, i.e., we

have shown that
(K) M
T
(X).
measure
m
h
(m)
y
closed set X
n
. This implies that

n
.

have shown that
(K) M
T
(X).
For the converse, it sufces to show that any ergodic measure
on X is in
(K). Fix n and let N be the parameter used in

the nth construction step. Now the assertions of Lemma 1
and Lemma 2 are fullled up to
n
.
measure
m
h
(m)
y
closed set X
n
. This implies that

n
.

have shown that
(K) M
T
(X).
on X is in

n
.
Let B be a block occurring in X, approximating up to
n
. We
can assume that |B| >> N. By denition of X, B must occur in
X
h
(m)
y
for some m > n.
measure
m
h
(m)
y
closed set X
n
. This implies that

n
.

have shown that
(K) M
T
(X).
on X is in

n
.
Let B be a block occurring in X, approximating up to
n
. We
can assume that |B| >> N. By denition of X, B must occur in
X
h
(m)
y
for some m > n.
It follows from the construction, that all symbolic sequences
built after step n are innite concatenations of the building
N-blocks constructed in step n (perhaps with the rst symbols
changed later, which is negligible).
So (ignoring a short prex and sufx) B is also such a
concatenation.
concatenation.
By Lemma 1, B is
n
-close to a convex convex combination of
the measures determined by the N-blocks constructed in step
n, and by Lemma 2 each of these measures is
n
-close the the
uniquely ergodic measure
f
(n)
y
=
n
(y) for some y exB
n
.
concatenation.
By Lemma 1, B is
n
n
-close the the
f
(n)
y
=
n
(y) for some y exB
n
.
Combining the estimates is 3
n
-close to the set
n
(B
n
).
Thus...
concatenation.
By Lemma 1, B is
n
n
-close the the
f
(n)
y
=
n
(y) for some y exB
n
.
n
-close to the set
n
(B
n
).
Thus...
= lim
n
n
(y
n
) for a sequence y
n
B
n
.
concatenation.
By Lemma 1, B is
n
n
-close the the
f
(n)
y
=
n
(y) for some y exB
n
.
n
-close to the set
n
(B
n
).
Thus...
= lim
n
n
(y
n
) for a sequence y
n
B
n
.
Passing to a subsequence we can assume that y
n
y K.
concatenation.
By Lemma 1, B is
n
n
-close the the
f
(n)
y
=
n
(y) for some y exB
n
.
n
-close to the set
n
(B
n
).
Thus...
= lim
n
n
(y
n
) for a sequence y
n
B
n
.
n
y K.
Fix m > n. Clearly,
n
is dened at y
m
and here it differs from
m
by less than
i =n
3
i
, which we can make smaller than 4
n
.
If m is large enough, we also have d
(
n
(y
m
),
n
(y)) <
n
.
Thus...
concatenation.
By Lemma 1, B is
n
n
-close the the
f
(n)
y
=
n
(y) for some y exB
n
.
n
-close to the set
n
(B
n
).
Thus...
= lim
n
n
(y
n
) for a sequence y
n
B
n
.
n
y K.
Fix m > n. Clearly,
n
is dened at y
m
m
by less than
i =n
3
i
n
.
(
n
(y
m
),
n
(y)) <
n
.
Thus...
3
m
<
n

m
(y
m
)
4
n

n
(y
m
)

n

n
(y)
4
n

(y).
concatenation.
By Lemma 1, B is
n
n
-close the the
f
(n)
y
=
n
(y) for some y exB
n
.
n
-close to the set
n
(B
n
).
Thus...
= lim
n
n
(y
n
) for a sequence y
n
B
n
.
n
y K.
Fix m > n. Clearly,
n
is dened at y
m
m
by less than
i =n
3
i
n
.
(
n
(y
m
),
n
(y)) <
n
.
Thus...
3
m
<
n

m
(y
m
)
4
n

n
(y
m
)

n

n
(y)
4
n

(y).
Since the extremes do not depend on n, =
(y)
(K).
Almost done!
We have constructed a subshift X such that K is afnely
homeomorphic (via
) to M
T
(X).
Almost done!
homeomorphic (via
) to M
T
(X).
The last thing to do is checking that X factors to the odometer.
Almost done!
homeomorphic (via
) to M
T
(X).
This is true for each system X
h
(m)
y
(y K) and the factor map is
determined continuously by the black symbols (the same in all
semicocycles) through a procedure (code) not depending on m
or y.
Almost done!
homeomorphic (via
) to M
T
(X).
h
(m)
y
or y.
In other words, the code is uniformly continuous on the union
m1
yK
X
h
(m)
y
, and hence extends continuously to the
closure X
1
.
Almost done!
homeomorphic (via
) to M
T
(X).
h
(m)
y
or y.
m1
yK
X
h
(m)
y
closure X
1
.
Clearly, it applies to the smaller space X as well.
Almost done!
homeomorphic (via
) to M
T
(X).
h
(m)
y
or y.
m1
yK
X
h
(m)
y
closure X
1
.
Clearly, it applies to the smaller space X as well.
THE END
References
(in the order of appearance)
1. Bogoliubov, N. N. and Krylov, N. M. (1937) La theorie generalie de la mesure dans son application a letude
de systemes dynamiques de la mecanique non-lineaire, Ann. Math. II (in French) (Annals of Mathematics)
38 (1), 65113
2. (BanachAlaoglu Theorem) see: Rudin, W. (1991) Functional Analysis. Second edn., International Series
in Pure and Applied Mathematics. New York: McGraw-Hill. (Section 3.15, p. 68)
3. (Ergodic decomposition) see: Walters, P. (1982) An Introduction to Ergodic Theory, Graduate Texts in
Mathematics, vol. 79, New York: Springer-Verlag. (Chapter 6)
4. Krein, M. and Milman, D. (1940) On extreme points of regular convex sets, Studia Mathematica 9, 133138
5. Choquet, G. (1956) Existence des reprsentations intgrales au moyen des points extrmaux dans les
cnes convexes, C.R. Acad. Sci. Paris 243, 699702
6. Choquet, G. (1956) Existence et unicit des reprsentations intgrales au moyen des points extrmaux
dans les cnes convexes. Sminaire Bourbaki 139, 15pp.
7. Edwards, D. A. (1975) Systmes projectifs densembles convexes compacts, Bull. Soc. Math. France 103,
225240
8. Oxtoby, J. C. (1952) Ergodic sets. Bull. Amer. Math. Soc., 58, 116136
9. Williams, S. (1984) Toeplitz minimal ows which are not uniquely ergodic, Z. Wahr. Verw. Geb. 67, 95107
10. Downarowicz, T. (1998) A minimal 0-1 ow with noncompact set of ergodic measures, Probab. Th. Rel.
Fields 79, 2935
11. Downarowicz, T. (1991) The Choquet simplex of invariant measures for minimal ows, Isr. J. Math. 74,
241256
12. Furstenberg, H. and Weiss, B., (1989) On almost 1-1 extensions, Isr. J. Math. 65, 311322
13. Downarowicz, T. and Lacroix, Y. (1998) Almost 1-1 extensions of Furstenberg-Weiss type, Studia Math.
130, 149170
14. Michael, E. (1956) Continuous selections I, Ann. of Math. 63, 361353

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The simplex of invariant measures

nonempty ([1] BogoliubovKrylov 1937)

nonempty ([1] BogoliubovKrylov 1937)

nonempty ([1] BogoliubovKrylov 1937)

compact in the weak* topology (BanachAlaoglu Theorem,

nonempty ([1] BogoliubovKrylov 1937)

compact in the weak* topology (BanachAlaoglu Theorem,

the extreme points coincide with ergodic measures

nonempty ([1] BogoliubovKrylov 1937)

compact in the weak* topology (BanachAlaoglu Theorem,

the extreme points coincide with ergodic measures

moreover, it is a Choquet simplex (see e.g. [3] Walters

KreinMilman Theorem ([4] 1940 Studia Math.)

KreinMilman Theorem ([4] 1940 Studia Math.)

Choquet Theorem ([5] 1956)

KreinMilman Theorem ([4] 1940 Studia Math.)

Choquet Theorem ([5] 1956)

Choquet representation theorem ([6] 1956)

KreinMilman Theorem ([4] 1940 Studia Math.)

Choquet Theorem ([5] 1956)

Choquet representation theorem ([6] 1956)

are afnely homeomorphic if and

are afnely homeomorphic if and

are afnely homeomorphic if and

are afnely homeomorphic if and

are afnely homeomorphic if and

are afnely homeomorphic if and

in minimal systems the singleton (irrational rotation,

in minimal systems the singleton (irrational rotation,

in a nite disjoint union of minimal systems nite

in minimal systems the singleton (irrational rotation,

in a nite disjoint union of minimal systems nite

in minimal systems nite dimensional simplex

in minimal systems the singleton (irrational rotation,

in a nite disjoint union of minimal systems nite

in minimal systems nite dimensional simplex

in minimal systems innite (

in minimal systems the singleton (irrational rotation,

in a nite disjoint union of minimal systems nite

in minimal systems nite dimensional simplex

in minimal systems innite (

in the full shift (not minimal) the Poulsen simplex (not

in minimal systems the singleton (irrational rotation,

in a nite disjoint union of minimal systems nite

in minimal systems nite dimensional simplex

in minimal systems innite (

in the full shift (not minimal) the Poulsen simplex (not

in minimal systems not Bauer ([10] D. 1988);

conjugate to a subshift which is a minimal almost 1-1

conjugate to a subshift which is a minimal almost 1-1

conjugacy. A subshift which is a minimal almost 1-1 extension

conjugate to a subshift which is a minimal almost 1-1

conjugacy. A subshift which is a minimal almost 1-1 extension

Invariant measures in subshifts, distance between

Invariant measures in subshifts, distance between

Invariant measures in subshifts, distance between

Homeomorphic correspondence between semicocycles

Invariant measures in subshifts, distance between

Homeomorphic correspondence between semicocycles

Invariant measures in subshifts, distance between

Homeomorphic correspondence between semicocycles

Michaels Selections Theorem ([14] Annals of Math. 1956)

Invariant measures in subshifts, distance between