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Dimensions of harmonic measures in percolation clusters on hyperbolic groups

Kohki Sakamoto
Abstract.

For the simple random walks in percolation clusters on hyperbolic groups, we show that the associated harmonic measures are exact dimensional and their Hausdorff dimensions are equal to the entropy over the speed. Our method is inspired by cluster relations introduced by Gaboriau and applies to a large class of random environments on the groups.

2020 Mathematics Subject Classification:
32V05

1. Introduction

1.1. Background and main results

A random walk on a word hyperbolic group determines the hitting measure on the Gromov boundary if it has positive speed (cf. [Kai00]). This hitting measure is called the harmonic measure of the random walk. One of the main subjects in the study of such harmonic measures is to establish properties called exact dimensionality and the dimension formula. Let us explain about these terms. In the rest of this section, Γ\Gamma denotes a nonelementary hyperbolic group, and GG denotes its Cayley graph with respect to some generating set of Γ\Gamma. For a Borel measure ν\nu on the boundary G\partial G, its upper Hausdorff dimension is defined by

dimν=ν-supξGlim infr0logν(B(ξ,r))logr,\dim\nu=\underset{\xi\in\partial G}{\nu\text{-}\sup}\liminf_{r\to 0}\frac{\log\nu(B(\xi,r))}{\log r},

where “ν-sup\nu\text{-}\sup” indicates the essential supremum with respect to ν\nu, and B(ξ,r)B(\xi,r) denotes the ball centered at ξ\xi with radius rr. Informally speaking, it shows the degree of the fractalness of ν\nu. We say that a harmonic measure ν\nu is exact dimensional if

dimν=limr0logν(B(ξ,r))logr\dim\nu=\lim_{r\to 0}\frac{\log\nu(B(\xi,r))}{\log r}

holds for ν\nu-almost every ξ\xi. Further, we say that ν\nu satisfies the dimension formula if dimν\dim\nu is equal to h/lh/l, where hh and ll are the entropy and the speed of the random walk that determines ν\nu, respectively (see Section 2 for the definition). It has been proved that the harmonic measure of a random walk driven by a single measure on Γ\Gamma is exact dimensional and satisfies the dimension formula, under several types of conditions [Led01], [LP07], [BHM11], [Tan19]. Such results can be used to show that the harmonic measure is singular to another measure on the boundary defined geometrically (see [LP07], [BHM11], and [CLP21]).
On the other hand, there are only a few works concerning harmonic measures associated with random walks in random environments. Lyons, Pemantle, and Peres showed that the harmonic measure of the simple random walk on a supercritical Galton-Watson tree is exact dimensional and satisfies the dimension formula in their influential paper [LPP95]. The notable work that inspires our study is the paper by Kaimanovich [Kai98], where he established the exact dimensionality and the dimension formula for a large class of Markov chains on trees, and it can be applied to random walks in stationary random environments on free groups.
Our main result is a generalization of results in [Kai98]. Namely, we establish exact dimensionality and the dimension formula for random walks in percolation clusters and random conductance models on hyperbolic groups. Here we focus on percolation clusters for simplicity. For p[0,1]p\in[0,1], the Bernoulli percolation μp\mu_{p} is defined as the random subgraph of GG obtained by independently retaining or deleting each edge with probability pp or 1p1-p, respectively. The Bernoulli percolation μp\mu_{p} is called supercritical if μp\mu_{p}-almost every ωG\omega\subset G has a connected component with infinite vertices. For supercritical μp\mu_{p}, we consider the simple random walk on the connected component of ω\omega containing the identity 11 (denoted by Cω(1)C_{\omega}(1)), conditioned on Cω(1)C_{\omega}(1) being infinite. Note that the event of Cω(1)C_{\omega}(1) being infinite, denoted by Ω1\Omega_{1}, is μp\mu_{p}-positive since μp\mu_{p} is supercritical and Γ\Gamma-invariant. Benjamini, Lyons, and Schramm initiated the study of such random walks in percolation clusters on general Cayley graphs in [BLS99]. They proved that the entropy and the speed (denoted by hh and ll, respectively) of such random walks are deterministic, i.e., they depend only on pp. Further, they showed that h,l>0h,l>0 if the group is nonamenable. Therefore, for supercritical μp\mu_{p} on GG, we can define the harmonic measure associated with the simple random walk on Cω(1)C_{\omega}(1) for μp\mu_{p}-almost every ω\omega (recall that every nonelementary hyperbolic group is nonamenable). Based on the ergodic-theoretic approach in [BLS99], we establish the exact dimensionality and the dimension formula for the simple random walks in supercritical Bernoulli percolation clusters.

Theorem 1.1.

Let μp\mu_{p} be a supercritical Bernoulli percolation on GG. Then, for μp\mu_{p}-almost every ωΩ1\omega\in\Omega_{1}, letting νω\nu_{\omega} be the harmonic measure on G\partial G determined by the simple random walk on Cω(1)C_{\omega}(1) starting from 1, we have

dimνω=limr0logνω(B(ξ,r))logr=hl\dim\nu_{\omega}=\lim_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,r))}{\log r}=\frac{h}{l}

for νω\nu_{\omega}-almost every ξG\xi\in\partial G. In particular, dimνω\dim\nu_{\omega} is positive and constant for μp\mu_{p}-almost every ωΩ1\omega\in\Omega_{1}.

In fact, our strategy works for a more general class of percolation models on GG, as follows.

Theorem 1.2.

Let μ\mu be an ergodic Γ\Gamma-invariant percolation on GG having indistinguishable infinite clusters. Assume that the simple random walk on Cω(1)C_{\omega}(1) has positive speed for μ\mu-almost every ωΩ1\omega\in\Omega_{1}. Then, for μ\mu-almost every ωΩ1\omega\in\Omega_{1}, letting νω\nu_{\omega} be the harmonic measure on G\partial G determined by the simple random walk on Cω(1)C_{\omega}(1) starting from 1, we have

dimνω=limr0logνω(B(ξ,r))logr=hl\dim\nu_{\omega}=\lim_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,r))}{\log r}=\frac{h}{l}

for νω\nu_{\omega}-almost every ξG\xi\in\partial G. In particular, dimνω\dim\nu_{\omega} is positive and constant for μ\mu-almost every ωΩ1\omega\in\Omega_{1}.

We refer to Section 5 for the precise definitions of the terms appearing in this theorem. Note that Benjamini, Lyons, and Schramm gave some sufficient conditions for positive speed in [BLS99], and hence Theorem 1.2 can be applied to various models (see Theorem 5.6). For example, every ergodic invariant percolation with a unique infinite cluster satisfies the assumptions in our theorem.

1.2. Outline of the proof

Let us give an overview of the proof of Theorem 1.2. First, the upper bound,

lim supr0logνω(B(ξ,r))logrhl\limsup_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,r))}{\log r}\leq\frac{h}{l}

for νω\nu_{\omega}-almost every ξ\xi, follows from Kaimanovich’s argument for trees (Theorem 1.4.1 of [Kai98]). The difficulty arises in the proof of the lower bound, i.e.,

lim infr0logνω(B(ξ,r))logrhl\liminf_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,r))}{\log r}\geq\frac{h}{l}

for νω\nu_{\omega}-almost every ξ\xi. We first prove that, for every ϵ>0\epsilon>0, the set DϵD_{\epsilon} defined by

Dϵ={(ω,ξ)Ω1×G:lim infr0logνω(B(ξ,r))logrhlϵ}D_{\epsilon}=\biggl{\{}(\omega,\xi)\in\Omega_{1}\times\partial G\colon\liminf_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,r))}{\log r}\geq\frac{h}{l}-\epsilon\biggr{\}}

is positive with respect to the measure on Ω1×G\Omega_{1}\times\partial G given by Ω1δωνω𝑑μ(ω)\int_{\Omega_{1}}\delta_{\omega}\otimes\nu_{\omega}d\mu(\omega). This part follows the proof of Theorem 3.3 in [Tan19], where a similar claim was shown for random walks driven by a single measure. Tanaka [Tan19] proved that the harmonic measure determined by the random walk driven by a single measure with finite first moment is exact dimensional and satisfies the dimension formula. In his proof, the ergodicity of the Γ\Gamma-action on G\partial G was used to prove that the subset of G\partial G defined analogously to DϵD_{\epsilon} is conull, and it completes the proof of the lower bound in his setting.
In our setting, to prove that DϵD_{\epsilon} is conull, the first attempt should be to consider the diagonal action on Ω1×G\Omega_{1}\times\partial G, instead of the boundary action. However, since Ω1\Omega_{1} is not Γ\Gamma-invariant, we cannot do this naively. Instead, we define a subrelation of the orbit equivalence relation of the diagonal action, inspired by cluster relations in [Gab05], so that we can prove that the ergodicity of the relation and show that DϵD_{\epsilon} is invariant under the relation. Combining the ergodicity and the invariance with the positivity of DϵD_{\epsilon}, we complete the proof. Such an argument is quite simple but has not appeared in the literature. In fact, in the case of free groups [Kai98], the lower bound can be shown for essentially arbitrary random walk with positive speed in general, and hence such an argument involving the ergodicity on the boundary does not appear.

1.3. Related works and applications

Among hyperbolic groups, cocompact Fuchsian groups have been well studied in the context of percolation theory. They are closely connected to periodic tilings of the hyperbolic plane 2\mathbb{H}^{2}. Carrasco, Lessa, and Paquette developed the theory of a general class of random walks on metric spaces called distance stationary sequences and applied it to the simple random walks in percolation clusters on cocompact Fuchsian groups in [CLP21]. In particular, they gave an explicit lower bound for the speed of such random walk in terms of the corresponding hyperbolic tiling. Combining our dimension formula with their estimate, we can show the dimension drop of the harmonic measures. This generalizes their Theorem 4 in [CLP21]. More precisely, for the pair of positive integers PP and QQ with 1/P+1/Q<1/21/P+1/Q<1/2, let TP,QT_{P,Q} be the regular tiling of 2\mathbb{H}^{2} by PP-gons with interior angles 2π/Q2\pi/Q and (ΓP,Q,SP,Q)(\Gamma_{P,Q},S_{P,Q}) be the pair of the cocompact Fuchsian group and its generating set corresponding to TP,QT_{P,Q}. Let GP,QG_{P,Q} be the Cayley graph associated with (ΓP,Q,SP,Q)(\Gamma_{P,Q},S_{P,Q}), which is the dual graph obtained from TP,QT_{P,Q}. We consider the metric dd_{\mathbb{H}} on GP,QG_{P,Q} induced from the standard hyperbolic metric of 2\mathbb{H}^{2}.

Theorem 1.3.

Let GP,QG_{P,Q} be the graph defined as above, and μp,P,Q\mu_{p,P,Q} denote a supercritical Bernoulli percolation on GP,QG_{P,Q} with p[0,1]p\in[0,1]. Then, the harmonic measures determined by μp,P,Q\mu_{p,P,Q} are exact dimensional and satisfy the dimension formula with respect to dd_{\mathbb{H}}, and the dimension is a constant, denoted by δp,P,Q\delta_{p,P,Q}, for μp,P,Q\mu_{p,P,Q}-almost every ωΩ1\omega\in\Omega_{1}. Further, we have

lim supQδp,P,Q12\limsup_{Q\to\infty}\delta_{p,P,Q}\leq\frac{1}{2}

uniformly in PP.

A natural question arising from our result is about the behavior of the dimension of the harmonic measures determined by the Bernoulli percolation μp\mu_{p} when the parameter pp varies. In [Lal01], Lalley treated the limit sets of percolation clusters on the boundary and proved that its Hausdorff dimension is continuous in the parameter pp. Then, it is natural to ask if similar properties also hold for the dimension of the harmonic measures. Our result reduces the continuity of dimνω\dim\nu_{\omega} to the continuity of the entropy and the speed. The latter question seems more tractable; we leave it open.
Harmonic measures are also studied in the context of random discretizations of the hyperbolic plane. Angel, Hutchcroft, Nachmias, and Ray studied the simple random walks on unimodular random triangulations of the hyperbolic plane (such as the Poisson-Delaunay triangulations) in [AHNR16], and show that the associated harmonic measures have full support and no atom. Our method applies to this setting, and we will treat it in our next paper.

1.4. Organization of the paper

In Section 2, we review some definitions and basic properties concerning word hyperbolic groups, random walks on them, and Hausdorff dimensions of measures. In Section 3, we show two estimates for general Markov chains with positive speed. In Section 4, we first treat invariant random conductance models with the uniform elliptic condition, where the arguments are simpler than that for invariant percolations. In Section 5, we develop ergodic theory of invariant percolations and use it to prove the exact dimensionality and the dimension formula. In Section 6, we present an application to cocompact Fuchsian groups and hyperbolic tilings. In Section 7, we propose some questions naturally arising from our results. In Appendix A, we give the proof of Theorem 5.5. Although such results are standard and well known to experts, we give the detailed proof for the completeness.

Acknowledgements

The author would like to thank Yoshikata Kida and Ryokichi Tanaka for their supports and helpful comments. This research was supported by FoPM, WINGS Program, the University of Tokyo.

2. Preliminaries

2.1. Geometry of word hyperbolic groups

Let us start with the definition of hyperbolicity in the sense of Gromov [Gro87].

Definition 2.1 (δ\delta-hyperbolicity).

Let (X,d)(X,d) be a proper metric space. For x,y,zXx,y,z\in X, we define the Gromov product of x,yx,y over zz by

(x|y)z=d(x,z)+d(y,z)d(x,y)2.(x\,|\,y)_{z}=\frac{d(x,z)+d(y,z)-d(x,y)}{2}.

Let δ\delta be a non-negative number. We say that (X,d)(X,d) is δ\delta-hyperbolic if

(x|y)wmin{(x|z)w,(y|z)w}δ(x\,|\,y)_{w}\geq\min\{(x\,|\,z)_{w},(y\,|\,z)_{w}\}-\delta

for all x,y,z,wXx,y,z,w\in X. We say that (X,d)(X,d) is hyperbolic if it is δ\delta-hyperbolic for some δ0\delta\geq 0.

We focus on hyperbolic Cayley graphs. Throughout this paper, we always assume that a finite generating set SS of a group is symmetric and 1S1\notin S.

Definition 2.2 (Hyperbolic groups).

Let Γ\Gamma be a finitely generated group. We say that Γ\Gamma is hyperbolic if there exists a finite generating set SS of Γ\Gamma such that the Cayley graph GG associated with (Γ,S)(\Gamma,S) is hyperbolic with respect to the graph metric dGd_{G}. A hyperbolic group Γ\Gamma is called elementary if it is finite or virtually {\mathbb{Z}}. We always take 11 as the base point of GG and define |g|=dG(1,g)\lvert g\rvert=d_{G}(1,g) for gΓg\in\Gamma.

In the rest of this section, Γ\Gamma denotes a nonelementary hyperbolic group and GG denotes its Cayley graph with respect to some generating set SS of Γ\Gamma. Note that such Γ\Gamma is nonamenable.

Let us define the boundary of GG. For x,yGx,y\in G, (x|y)(x\,|\,y) denotes the Gromov product of xx and yy over 11.

Definition 2.3 (Gromov boundary).

Let GG be a hyperbolic Cayley graph endowed with the graph metric. We define the boundary G\partial G as follows:

  • The set G\partial G is the quotient of the set of geodesic rays starting from 11 by identifying two rays when they are within a bounded distance.

  • The quasi-metric ρ\rho on G\partial G is defined by ρ(ξ,ξ)=exp((ξ|ξ))\rho(\xi,\xi^{\prime})=\exp{(-(\xi\,|\,\xi^{\prime}))}, where (ξ|ξ)(\xi\,|\,\xi^{\prime}) is defined by

    (ξ|ξ)=sup{lim infn,m(xn|xm):xn[ξ],xm[ξ]}.(\xi\,|\,\xi^{\prime})=\sup\{\liminf_{n,m\to\infty}(x_{n}\,|\,x^{\prime}_{m})\colon x_{n}\in[\xi],x^{\prime}_{m}\in[\xi^{\prime}]\}.

    Here, [ξ][\xi] denotes the set of geodesic rays from 11 represent ξ\xi.

Although ρ\rho is not a genuine metric, for every small ϵ\epsilon, there exists a genuine metric ρϵ\rho_{\epsilon} satisfying

Cϵ1ρϵ(ξ,ξ)ρϵ(ξ,ξ)Cϵρϵ(ξ,ξ)C_{\epsilon}^{-1}\rho^{\epsilon}(\xi,\xi^{\prime})\leq\rho_{\epsilon}(\xi,\xi^{\prime})\leq C_{\epsilon}\rho^{\epsilon}(\xi,\xi^{\prime})

where CϵC_{\epsilon} is a constant depending only on ϵ\epsilon. The fact that ρ\rho is not a genuine metric has no effect on the argument concerning the Hausdorff dimension. Then we only treat ρ\rho for simplicity.

For the Γ\Gamma-action on G\partial G, we have the following estimate.

Lemma 2.4 (Lemma 2.2 in [Tan19]).

Let gΓg\in\Gamma. Then there exists c>0c>0 such that

B(gξ,c1R)gB(ξ,R)B(gξ,cR)B(g\xi,c^{-1}R)\subset gB(\xi,R)\subset B(g\xi,cR)

for every R>0R>0 and ξG\xi\in\partial G.

Let us introduce the shadow of xΓx\in\Gamma on the boundary.

Definition 2.5.

Let xΓx\in\Gamma and R>0R>0. We define the shadow of (x,R)(x,R) by

S(x,R)={ξG:(ξ|x)>|x|R}.S(x,R)=\{\xi\in\partial G\colon(\xi|x)>\lvert x\rvert-R\}.

We have the following comparison between shadows and balls.

Lemma 2.6 (Proposition 2.1 in [BHM11]).

There exist C>0C>0 and R0>0R_{0}>0 such that

B(ξ,C1e|x|+R)S(x,R)B(ξ,Ce|x|+R)B(\xi,C^{-1}e^{-\lvert x\rvert+R})\subset S(x,R)\subset B(\xi,Ce^{-\lvert x\rvert+R})

if RR0R\geq R_{0} and xΓx\in\Gamma is on a geodesic ray from 11 to ξG\xi\in\partial G.

2.2. Hausdorff dimensions of measures

Definition 2.7 (Hausdorff dimensions of measures).

Let ν\nu be a Borel probability measure on G\partial G. We define the (upper) Hausdorff dimension of ν\nu by

dimν=inf{dimρE:ν(E)=1},\dim\nu=\inf\{\dim_{\rho}E\colon\nu(E)=1\},

where dimρE\dim_{\rho}E denotes the Hausdorff dimension of EE with respect to the quasi-metric ρ\rho.

We have the following characterization of the dimension.

Lemma 2.8.

Let ν\nu be a Borel probability measure on the boundary G\partial G. Then the Hausdorff dimension of ν\nu can be characterized as follows:

dimν=ν-supξGlim infr0logν(B(ξ,r))logr,\dim\nu=\underset{\xi\in\partial G}{\nu\text{-}\sup}\liminf_{r\to 0}\frac{\log\nu(B(\xi,r))}{\log r},

where “ν-sup\nu\text{-}\sup” indicates the essential supremum with respect to ν\nu, and B(ξ,r)B(\xi,r) is the ball of radius rr centered at ξ\xi with respect to the quasi-metric ρ\rho.

Proof.

See Section 1.3 in [Kai98], for example. ∎

Definition 2.9 (Exact dimensionality).

Let ν\nu be a Borel probability measure on G\partial G. We say that ν\nu is exact dimensional if the limit

limr0logν(B(ξ,r))logr\lim_{r\to 0}\frac{\log\nu(B(\xi,r))}{\log r}

exists for ν\nu-almost every ξ\xi and it is constant ν\nu-almost everywhere. Note that if ν\nu is exact dimensional then the above limit is equal to dimν\dim\nu by Lemma 2.8.

2.3. Regular Markov chains on hyperbolic groups

We review some basic properties of nearest neighbor random walks on GG. We always assume that Markov chains are nearest neighbor, defined on a hyperbolic Cayley graph GG, and starting from 11.

Definition 2.10 (Regular Markov chains).

Let PP be a nearest neighbor Markov kernel on GG and XX be the corresponding Markov chain starting from 11. Let \mathbb{P} be the distribution of sample paths of XX, which is a probability measure on Γ+\Gamma^{{\mathbb{Z}}_{+}}. We say that XX is regular if there exist reals h,l0h,l\geq 0 satisfying the following:

  • limnlogpn(1,xn)n=h\lim_{n\to\infty}\frac{-\log p^{n}(1,x_{n})}{n}=h for \mathbb{P}-almost every x=(xn)n+x=(x_{n})_{n\in{\mathbb{Z}}_{+}}. Here pnp^{n} denotes the nn-step transition probability of PP.

  • limn|xn|n=l\lim_{n\to\infty}\frac{\lvert x_{n}\rvert}{n}=l for \mathbb{P}-almost every x=(xn)n+x=(x_{n})_{n\in{\mathbb{Z}}_{+}}.

The limits h,lh,l are called the entropy and the speed of XX, respectively.

We will show that if XX is a Markov chain determined by invariant random conductance model or invariant percolation then it is regular and the entropy and the speed are both positive. See Theorem 4.4 and Theorem 5.6 for precise statements.

The following result is fundamental in the study of random walks on hyperbolic groups, shown by Kaimanovich in [Kai00].

Theorem 2.11 (Section 7 of [Kai00]).

Let XX be a regular Markov chain on a non-elementary hyperbolic group Γ\Gamma. Then for \mathbb{P}-almost every x=(xn)n+x=(x_{n})_{n\in{\mathbb{Z}}_{+}}, it converges to a point in G\partial G. More precisely, for \mathbb{P}-almost every sample path x=(xn)n+x=(x_{n})_{n\in{\mathbb{Z}}_{+}}, there exists a unit speed geodesic ray ξx\xi_{x} such that

limn1ndG(xn,ξx(ln))=0,\lim_{n\to\infty}\frac{1}{n}d_{G}(x_{n},\xi_{x}(ln))=0,

where ll is the speed of XX.

This property is often called the geodesic tracking property. By this theorem, the boundary map (xn)n+ξxG(x_{n})_{n\in{\mathbb{Z}}_{+}}\mapsto\xi_{x}\in\partial G is well-defined for almost every sample path x=(xn)n+x=(x_{n})_{n\in{\mathbb{Z}}_{+}} and written as bnd:Γ+G\operatorname{bnd}\colon\Gamma^{{\mathbb{Z}}_{+}}\to\partial G. The harmonic measure ν\nu of XX is defined as bnd\operatorname{bnd}_{*}\mathbb{P}.

3. General Estimates for Dimensions

The goal of this section is to prove the following two general estimates. Note that both of them have already been shown for random walks driven by a single measure on hyperbolic groups in [LP07] and [Tan19], respectively. Let Γ\Gamma denote a nonelementary δ\delta-hyperbolic group and GG denote its Cayley graph.

Theorem 3.1.

Let XX be a regular and nearest neighbor Markov chain having positive speed on GG. Then, for ν\nu-almost every ξ\xi, we have

lim supr0logν(B(ξ,r))logrhl,\limsup_{r\to 0}\frac{\log\nu(B(\xi,r))}{\log r}\leq\frac{h}{l},

where hh and ll denote the entropy and the speed of XX, respectively. In particular, dimνhl\dim\nu\leq\frac{h}{l}.

Theorem 3.2.

Let XX be a regular and nearest neighbor Markov chain having positive speed on GG. Then, for every ϵ>0\epsilon>0, the following subset DϵD_{\epsilon} is ν\nu-positive:

Dϵ:={ξG:lim infr0logν(B(ξ,r))logrhlϵ}.D_{\epsilon}:=\biggl{\{}\xi\in\partial G:\liminf_{r\to 0}\frac{\log\nu(B(\xi,r))}{\log r}\geq\frac{h}{l}-\epsilon\biggr{\}}.
Proof of Theorem 3.1..

We follow Section 2 in [LP07]. Let \mathbb{P} denote the probability on Γ+\Gamma^{{\mathbb{Z}}_{+}} defined as the distribution of XX. For ϵ>0\epsilon>0 and NN\in{\mathbb{N}}, we define the set

Aϵ,N={xΓ+:(xn+1|xn)(lϵ)nandpn(1,xn)e(h+ϵ)nfor everynN}.A_{\epsilon,N}=\{x\in\Gamma^{{\mathbb{Z}}_{+}}\colon(x_{n+1}\,|\,x_{n})\geq(l-\epsilon)n\,\,\text{and}\,\,p^{n}(1,x_{n})\geq e^{-(h+\epsilon)n}\,\,\text{for every}\,\,n\geq N\}.

Then, for each ϵ\epsilon, there exists NϵN_{\epsilon} such that (Aϵ,Nϵ)1ϵ\mathbb{P}(A_{\epsilon,N_{\epsilon}})\geq 1-\epsilon by the regularity of XX. Let AϵA_{\epsilon} denote this Aϵ,NϵA_{\epsilon,N_{\epsilon}}. We first show that the limit

limn(Aϵ|{xn=zn})\lim_{n\to\infty}\mathbb{P}(A_{\epsilon}\,|\,\{x_{n}=z_{n}\})

exists for almost every zAϵz\in A_{\epsilon}. This follows from the Markov property of XX. Indeed, for n>Nϵn>N_{\epsilon}, we have

limn(Aϵ|{xn=zn})\displaystyle\lim_{n\to\infty}\mathbb{P}(A_{\epsilon}\,|\,\{x_{n}=z_{n}\}) =limn(Aϵ|{xm=zmfor everymn})\displaystyle=\lim_{n\to\infty}\mathbb{P}(A_{\epsilon}\,|\,\{x_{m}=z_{m}\,\,\text{for every}\,\,m\geq n\})
=(Aϵ|tail(z))\displaystyle=\mathbb{P}(A_{\epsilon}\,|\,\textbf{tail}(z))

by the martingale convergence theorem, where tail denotes the projection to the tail boundary. We define Aϵ={zAϵ:(Aϵ|tail(z))>ϵ}A^{\prime}_{\epsilon}=\{z\in A_{\epsilon}\colon\mathbb{P}(A_{\epsilon}\,|\,\textbf{tail}(z))>\epsilon\}. Then, we have

1ϵ\displaystyle 1-\epsilon (Aϵ)=(Aϵ|tail(x))𝑑(x)\displaystyle\leq\mathbb{P}(A_{\epsilon})=\int\mathbb{P}(A_{\epsilon}\,|\,\textbf{tail}(x))d\mathbb{P}(x)
=Aϵ(Aϵ|tail(x))𝑑(x)+(Aϵ)c(Aϵ|tail(x))𝑑(x)\displaystyle=\int_{A^{\prime}_{\epsilon}}\,\mathbb{P}(A_{\epsilon}\,|\,\textbf{tail}(x))d\mathbb{P}(x)+\int_{(A^{\prime}_{\epsilon})^{c}}\,\mathbb{P}(A_{\epsilon}\,|\,\textbf{tail}(x))d\mathbb{P}(x)
(Aϵ)+ϵ\displaystyle\leq\mathbb{P}(A^{\prime}_{\epsilon})+\epsilon

and hence (Aϵ)12ϵ\mathbb{P}(A^{\prime}_{\epsilon})\geq 1-2\epsilon. Recall that for zAϵz\in A_{\epsilon}, there exists C>0C>0 such that

Aϵ{xn=zn}{xΓ+:ξxB(ξz,Ce(lϵ)n)}A_{\epsilon}\cap\{x_{n}=z_{n}\}\subset\{x\in\Gamma^{{\mathbb{Z}}_{+}}\colon\xi_{x}\in B(\xi_{z},Ce^{-(l-\epsilon)n})\}

for every nNϵn\geq N_{\epsilon}. Then, for zAϵz\in A^{\prime}_{\epsilon}, we have

lim supr0logν(B(ξz,r))logr\displaystyle\limsup_{r\to 0}\frac{\log\nu(B(\xi_{z},r))}{\log r} =lim supnlogν(B(ξz,Ce(lϵ)n))(lϵ)nlim supnlog(Aϵ{xn=zn})(lϵ)n\displaystyle=\limsup_{n\to\infty}\frac{\log\nu(B(\xi_{z},Ce^{-(l-\epsilon)n}))}{-(l-\epsilon)n}\leq\limsup_{n\to\infty}\frac{\log\mathbb{P}(A^{\prime}_{\epsilon}\cap\{x_{n}=z_{n}\})}{-(l-\epsilon)n}
=lim supnlog({xn=zn})(lϵ)n=lim supnlogpn(1,zn)(lϵ)n\displaystyle=\limsup_{n\to\infty}\frac{\log\mathbb{P}(\{x_{n}=z_{n}\})}{-(l-\epsilon)n}=\limsup_{n\to\infty}\frac{\log p^{n}(1,z_{n})}{-(l-\epsilon)n}
h+ϵlϵ\displaystyle\leq\frac{h+\epsilon}{l-\epsilon}

by combining the above estimates. Since ϵ\epsilon can be taken arbitrarily and (Aϵ)>12ϵ\mathbb{P}(A^{\prime}_{\epsilon})>1-2\epsilon, this implies

lim supr0logν(B(ξ,r))logrhl\limsup_{r\to 0}\frac{\log\nu(B(\xi,r))}{\log r}\leq\frac{h}{l}

for ν\nu-almost every ξ\xi. We also have dimνhl\dim\nu\leq\frac{h}{l} by Lemma 2.8. ∎

Next, we give the proof of Theorem 3.2, following Theorem 3.3 in [Tan19]. In the proof, we consider the conditional measures associated with the factor map bnd:(Γ+,)(G,ν)\operatorname{bnd}\colon(\Gamma^{{\mathbb{Z}}_{+}},\mathbb{P})\to(\partial G,\nu). More explicitly, that is a family of probability measures (ξ)ξG(\mathbb{P}^{\xi})_{\xi\in\partial G} on Γ+\Gamma^{{\mathbb{Z}}_{+}} such that

=Gξ𝑑ν.\mathbb{P}=\int_{\partial G}\mathbb{P}^{\xi}\,\,d\nu.
Proof of Theorem 3.2..

It is enough to prove that there exists a ν\nu-positive set FϵF_{\epsilon} such that

lim infr0logν(FϵB(ξ,r))logrhlϵ\liminf_{r\to 0}\frac{\log\nu(F_{\epsilon}\cap B(\xi,r))}{\log r}\geq\frac{h}{l}-\epsilon

for ν\nu-almost every ξG\xi\in\partial G. Indeed, for such FϵF_{\epsilon}, we have dimνdimν|Fϵhlϵ\dim\nu\geq\dim\nu|_{F_{\epsilon}}\geq\frac{h}{l}-\epsilon by the definition of Hausdorff dimensions and Lemma 2.8. Then, by Lemma 2.8, it implies that DϵD_{\epsilon} is positive. In the rest of the proof, we construct such FϵF_{\epsilon}. First, we define Aϵ,NA_{\epsilon,N} as follows:

Aϵ,N={xΓ+:d(xn,ξx(ln))ϵnandpn(1,xn)e(hϵ)nfor everynN}A_{\epsilon,N}=\{x\in\Gamma^{{\mathbb{Z}}_{+}}\colon d(x_{n},\xi_{x}(ln))\leq\epsilon n\,\,\text{and}\,\,p^{n}(1,x_{n})\leq e^{-(h-\epsilon)n}\,\,\text{for every}\,\,n\geq N\}

for ϵ>0\epsilon>0 and NN\in{\mathbb{N}}. Then, for every ϵ>0\epsilon>0, there exists NϵN_{\epsilon} such that (Aϵ,Nϵ)1ϵ\mathbb{P}(A_{\epsilon,N_{\epsilon}})\geq 1-\epsilon by regularity of XX and Theorem 2.11. Let Aϵ=Aϵ,NϵA_{\epsilon}=A_{\epsilon,N_{\epsilon}} and Fϵ={ξ:ξ(Aϵ)ϵ}F_{\epsilon}=\{\xi\,\colon\,\mathbb{P}^{\xi}(A_{\epsilon})\geq\epsilon\}. Then we can estimate the size of FϵF_{\epsilon} as follows:

1ϵ\displaystyle 1-\epsilon (Aϵ)=ξ(Aϵ)𝑑ν(ξ)\displaystyle\leq\mathbb{P}(A_{\epsilon})=\int\mathbb{P}^{\xi}(A_{\epsilon})\,d\nu(\xi)
=Fϵξ(Aϵ)𝑑ν(ξ)+Fϵcξ(Aϵ)𝑑ν(ξ)\displaystyle=\int_{F_{\epsilon}}\,\mathbb{P}^{\xi}(A_{\epsilon})\,d\nu(\xi)+\int_{F^{c}_{\epsilon}}\,\mathbb{P}^{\xi}(A_{\epsilon})\,d\nu(\xi)
ν(Fϵ)+ϵ\displaystyle\leq\nu(F_{\epsilon})+\epsilon

and hence ν(Fϵ)12ϵ\nu(F_{\epsilon})\geq 1-2\epsilon. Let NNϵN\geq N_{\epsilon} and R>max{4δ,R0}R>\max\{4\delta,R_{0}\}, where R0R_{0} is the constant in Lemma 2.6. For zAϵ,Nz\in A_{\epsilon,N}, we define yny_{n} as ξz(ln)\xi_{z}(ln). Then, by Lemma 3.6 in [Tan19] (note that the assumption R>4δR>4\delta is used here), there exists C>0C>0 such that for all nNn\geq N and xAϵx\in A_{\epsilon}, xnx_{n} belongs to the ball B(yn,2ϵn+C)B(y_{n},2\epsilon n+C) if ξxS(yn,R)\xi_{x}\in S(y_{n},R). Therefore, we have

(ξxFϵS(yn,R))\displaystyle\mathbb{P}(\xi_{x}\in F_{\epsilon}\cap S(y_{n},R)) (Aϵ{xnB(yn,2ϵn+C)})+(Aϵc{ξxFϵS(yn,R)})\displaystyle\leq\mathbb{P}(A_{\epsilon}\cap\{x_{n}\in B(y_{n},2\epsilon n+C)\})+\mathbb{P}(A^{c}_{\epsilon}\cap\{\xi_{x}\in F_{\epsilon}\cap S(y_{n},R)\})
(Aϵ{xnB(yn,2ϵn+C)})+(1ϵ)ν(FϵS(yn,R))\displaystyle\leq\mathbb{P}(A_{\epsilon}\cap\{x_{n}\in B(y_{n},2\epsilon n+C)\})+(1-\epsilon)\nu(F_{\epsilon}\cap S(y_{n},R))

for every nNn\geq N. The last inequality follows from the construction of FϵF_{\epsilon}. Then we have

ϵν(FϵS(yn,R))\displaystyle\epsilon\nu(F_{\epsilon}\cap S(y_{n},R)) (Aϵ{xnB(yn,2ϵn+C)})\displaystyle\leq\mathbb{P}(A_{\epsilon}\cap\{x_{n}\in B(y_{n},2\epsilon n+C)\})
d2ϵn+C×e(hϵ)n,\displaystyle\leq d^{2\epsilon n+C}\times e^{-(h-\epsilon)n},

where dd is the degree of GG. From this inequality, we obtain

lim infnlogν(FϵS(yn,R))lnlim infnlogϵ(hϵ)n+(2ϵn+C)logdln=h(1+2logd)ϵl\displaystyle\liminf_{n\to\infty}\frac{\log\nu(F_{\epsilon}\cap S(y_{n},R))}{-ln}\geq\liminf_{n\to\infty}\frac{-\log\epsilon-(h-\epsilon)n+(2\epsilon n+C)\log d}{-ln}=\frac{h-(1+2\log d)\epsilon}{l}

Further, by applying Lemma 2.6 to yny_{n}, which is on a geodesic ray from 11 to ξz\xi_{z}, we have

S(yn,R)B(ξz,Celn+R)S(y_{n},R)\subset B(\xi_{z},Ce^{-ln+R})

and hence

lim infr0logν(FϵB(ξz,r))logr\displaystyle\liminf_{r\to 0}\frac{\log\nu(F_{\epsilon}\cap B(\xi_{z},r))}{\log r} =lim infnlogν(FϵB(ξz,Celn+R))log(Celn+R)=lim infnlogν(FϵB(ξz,Celn+R))ln\displaystyle=\liminf_{n\to\infty}\frac{\log\nu(F_{\epsilon}\cap B(\xi_{z},Ce^{-ln+R}))}{\log(Ce^{-ln+R})}=\liminf_{n\to\infty}\frac{\log\nu(F_{\epsilon}\cap B(\xi_{z},Ce^{-ln+R}))}{-ln}
lim infnlogν(FϵS(yn,R))ln\displaystyle\geq\liminf_{n\to\infty}\frac{\log\nu(F_{\epsilon}\cap S(y_{n},R))}{-ln}

since CC and RR are positive constants.
Finally, for zAϵ,Nz\in A_{\epsilon,N}, we obtain

lim infr0logν(FϵB(ξz,r))logr\displaystyle\liminf_{r\to 0}\frac{\log\nu(F_{\epsilon}\cap B(\xi_{z},r))}{\log r} lim infnlogν(FϵS(yn,R))ln\displaystyle\geq\liminf_{n\to\infty}\frac{\log\nu(F_{\epsilon}\cap S(y_{n},R))}{-ln}
hl(1+2logd)ϵl\displaystyle\geq\frac{h}{l}-\frac{(1+2\log d)\epsilon}{l}

from the above estimates. Since the sequence (Aϵ,N)NNϵ(A_{\epsilon,N})_{N\geq N_{\epsilon}} gives an exhaustion of Γ+\Gamma^{{\mathbb{Z}}_{+}} modulo null sets, we conclude that FϵF_{\epsilon} satisfies the desired property. ∎

4. Invariant Random Conductance Models

In this section, we consider uniformly elliptic random conductance models. They can be seen as bounded random perturbations of GG, and the proof of the exact dimensionality is simpler than the case of percolation clusters. Readers interested in percolation can skip this section.

4.1. Ergodic Theory of Random Conductance Models

Definition 4.1 (Γ\Gamma-invariant random conductance models).

Let 𝒞\mathcal{C} be the space of conductances >0E{\mathbb{R}}_{>0}^{E}, where EE denotes the edge set of GG. Note that Γ\Gamma acts on 𝒞\mathcal{C} by translations. A Γ\Gamma-invariant random conductance model is a Γ\Gamma-invariant probability measure on 𝒞\mathcal{C}. We say that a Γ\Gamma-invariant random conductance model μ\mu is ergodic if it is ergodic under the Γ\Gamma-action. Each element ω\omega of 𝒞\mathcal{C} determines a nearest neighbor Markov kernel on GG as follows:

pω(g,gs)=ω(g,gs)sSω(g,gs)p_{\omega}(g,gs)=\frac{\omega(g,gs)}{\sum_{s^{\prime}\in S}\omega(g,gs^{\prime})}

for gΓg\in\Gamma and sSs\in S, and other transition probabilities are zero. This kernel is denoted by PωP_{\omega} and the corresponding Markov chain starting from 11 is denoted by XωX_{\omega}. We call μ\mu uniformly elliptic if supp(μ)\text{supp}(\mu) is contained in (α,1/α)E(\alpha,1/\alpha)^{E} for some α(0,1)\alpha\in(0,1).

Definition 4.2 (Path bundles).

Let μ\mu be a Γ\Gamma-invariant uniformly elliptic random conductance model on GG. We define the weighted version μ\mu^{\prime} of μ\mu by

dμ(ω)=sSω(1,s)Ddμ(ω),d\mu^{\prime}(\omega)=\frac{\sum_{s\in S}\omega(1,s)}{D}d\mu(\omega),

where DD is the expectation of the sum of conductances at 11. We define the path bundle Π\Pi by 𝒞×Γ+\mathcal{C}\times\Gamma^{{\mathbb{Z}}_{+}} as a Borel space, and we endow Π\Pi with the probability measure λ\lambda defined by

λ=𝒞δωω𝑑μ(ω),\lambda=\int_{\mathcal{C}}\delta_{\omega}\otimes\mathbb{P}_{\omega}d\mu^{\prime}(\omega),

where ω\mathbb{P}_{\omega} denotes the distribution of sample paths of XωX_{\omega}, which is a probability measure on Γ+\Gamma^{{\mathbb{Z}}_{+}}. Further, we define the shift map TT on Π\Pi by (ω,(xn)n+)(x11ω,(x11xn+1)n+)(\omega,(x_{n})_{n\in{\mathbb{Z}}_{+}})\mapsto(x_{1}^{-1}\omega,(x_{1}^{-1}x_{n+1})_{n\in{\mathbb{Z}}_{+}}).

The following result is crucial for our ergodic-theoretic approach. Note that this type of results are quite standard in the context of random walks in random environments.

Theorem 4.3.

Let μ\mu be an ergodic Γ\Gamma-invariant random conductance model on GG. Then the system (Π,λ,T)(\Pi,\lambda,T) is an ergodic probability-measure-preserving system.

For the proof, we refer to Appendix A.

This theorem can be used to deduce that XωX_{\omega} is regular for μ\mu-almost every ω\omega. Further, we can show that the entropy and the speed are positive and constant for μ\mu-almost every ω\omega.

Theorem 4.4.

Let μ\mu be an ergodic Γ\Gamma-invariant uniformly elliptic random conductance model. Then for μ\mu-almost every ω𝒞\omega\in\mathcal{C}, the random walk XωX_{\omega} is regular for μ\mu-almost every ω𝒞\omega\in\mathcal{C}, and its entropy and speed do not depend on ω\omega and are positive.

Proof.

First, we show that for μ\mu-almost every ω\omega, XωX_{\omega} is regular and its entropy and speed are constant. For n+n\in{\mathbb{Z}}_{+}, we define functions on Π\Pi as follows:

  • ϕn(ω,x)=|xn|\phi_{n}(\omega,x)=\lvert x_{n}\rvert,

  • ψn(ω,x)=logpωn(1,xn)\psi_{n}(\omega,x)=-\log p^{n}_{\omega}(1,x_{n}).

Then we have

ϕm+n(ω,x)\displaystyle\phi_{m+n}(\omega,x) =|xm+n||xm|+|xm1xn|=ϕm(ω,x)+ϕn(Tm(ω,x))\displaystyle=\lvert x_{m+n}\rvert\leq\lvert x_{m}\rvert+\lvert x_{m}^{-1}x_{n}\rvert=\phi_{m}(\omega,x)+\phi_{n}(T^{m}(\omega,x))

and

ψm+n(ω,x)\displaystyle\psi_{m+n}(\omega,x) =logpωm+n(1,xm+n)\displaystyle=-\log p^{m+n}_{\omega}(1,x_{m+n})
logpωm(1,xm)pωn(xm,xm+n)\displaystyle\leq-\log p^{m}_{\omega}(1,x_{m})p^{n}_{\omega}(x_{m},x_{m+n})
=logpωm(1,xm)logpxm1ωn(1,xm1xm+n)\displaystyle=-\log p^{m}_{\omega}(1,x_{m})-\log p^{n}_{x_{m}^{-1}\omega}(1,x_{m}^{-1}x_{m+n})
=ψm(ω,x)+ψn(Tm(ω,x)).\displaystyle=\psi_{m}(\omega,x)+\psi_{n}(T^{m}(\omega,x)).

Therefore, we can apply Kingman’s ergodic theorem to ϕn\phi_{n} and ψn\psi_{n}, and hence for μ\mu-almost every ω\omega, XωX_{\omega} is regular and its entropy and speed are constant. We show that they are positive in the rest of the proof. It is known that the entropy is positive if and only if the speed is positive (see Proposition 3.6 in [BC12] for example). Therefore it is enough to show that the speed is positive. For a subset BB of the vertices of GG, we define its edge-boundary E(B)\partial_{E}(B) by

E(B)={eE:econnects a vertex inBand a vertex inBc}.\partial_{E}(B)=\{e\in E\colon e\,\,\text{connects a vertex in}\,\,B\,\,\text{and a vertex in}\,\,B^{c}\}.

Then, for ω𝒞\omega\in\mathcal{C} and every nonempty finite subset KK of the vertices of GG, we have

eE(K)ω(e)|K|α|E(K)||K|\frac{\sum_{e\in\partial_{E}(K)}\omega(e)}{\lvert K\rvert}\geq\alpha\frac{\lvert\partial_{E}(K)\rvert}{\lvert K\rvert}

where α>0\alpha>0 is the lower bound for ω(e)\omega(e), guaranteed by the uniform ellipticity. Since GG is nonamenable, this implies that the network determined by ω\omega is nonamenable. Then, the claim follows from the fact that the random walk on a nonamenable network with exponential growth (note that GG has exponential growth since Γ\Gamma is nonamenable) has positive speed (see Section 6.2 in [LP16]). ∎

Then, we can consider the harmonic measures (Theorem 2.11) and the ray bundle in the above setting, as follows.

Definition 4.5 (Ray bundles).

The ray bundle Ξ\Xi is 𝒞×G\mathcal{C}\times\partial G as a Borel space, and we consider the probability measure η\eta on Ξ\Xi by

η=𝒞δωνω𝑑μ(ω),\eta=\int_{\mathcal{C}}\delta_{\omega}\otimes\nu_{\omega}d\mu^{\prime}(\omega),

where νω\nu_{\omega} denotes the harmonic measure associated with XωX_{\omega} for μ\mu-almost every ω\omega. Note that η\eta is equal to the pushforward measure (id×bnd)λ(\operatorname{id}\times\operatorname{bnd})_{*}\lambda.

Lemma 4.6.

The diagonal action of Γ\Gamma on Ξ=𝒞×G\Xi=\mathcal{C}\times\partial G is ergodic with respect to η\eta.

Proof.

Let AA be a Γ\Gamma-invariant subset of Ξ\Xi. Since η\eta is equal to the pushforward measure (id×bnd)λ(\operatorname{id}\times\operatorname{bnd})_{*}\lambda, it is enough to prove that the inverse image of AA under id×bnd\operatorname{id}\times\operatorname{bnd} is λ\lambda-null or λ\lambda-conull. Note that the Γ\Gamma-invariance of AA implies the TT-invariance of (id×bnd)1(A)(\operatorname{id}\times\operatorname{bnd})^{-1}(A) by the definition of TT. Since TT is ergodic with respect to λ\lambda by the Theorem 4.3, it implies the claim. ∎

4.2. The Dimension Formula for Invariant Random Conductance Models

In this subsection, we prove the main theorem for random conductance models as above. First, we have the following two results:

Theorem 4.7.

Let μ\mu be an ergodic Γ\Gamma-invariant uniformly elliptic random conductance model on GG. Then, for μ\mu-almost every ω𝒞\omega\in\mathcal{C} and νω\nu_{\omega}-almost every ξ\xi, we have

lim supr0logνω(B(ξ,r))logrhl,\limsup_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,r))}{\log r}\leq\frac{h}{l},

where hh and ll denote the entropy and the speed of XωX_{\omega}, respectively. In particular, dimνωhl\dim\nu_{\omega}\leq\frac{h}{l}.

Proof.

This follows from Theorem 3.1 and Theorem 4.4. ∎

Theorem 4.8.

Let μ\mu be an ergodic Γ\Gamma-invariant uniformly elliptic random conductance model on GG. Then, for ϵ>0\epsilon>0 and μ\mu-almost every ω𝒞\omega\in\mathcal{C}, the set DϵD_{\epsilon} defined by

Dϵ={(ω,ξ)𝒞×G:lim infr0logνω(B(ξ,r))logrhlϵ}D_{\epsilon}=\biggl{\{}(\omega,\xi)\in\mathcal{C}\times\partial G:\liminf_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,r))}{\log r}\geq\frac{h}{l}-\epsilon\biggr{\}}

is η\eta-positive.

Proof.

This follows from Theorem 3.2 and Theorem 4.4. ∎

Combining these theorems with the ergodicity established in the previous section, we have the following result.

Theorem 4.9.

Let μ\mu be an ergodic Γ\Gamma-invariant uniformly elliptic random conductance model on GG. Then, for μ\mu-almost every ω𝒞\omega\in\mathcal{C}, letting νω\nu_{\omega} be the harmonic measure on G\partial G determined by XωX_{\omega}, we have

dimνω=limr0logνω(B(ξ,r))logr=hl\dim\nu_{\omega}=\lim_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,r))}{\log r}=\frac{h}{l}

for νω\nu_{\omega}-almost every ξ\xi, where hh and ll denote the entropy and the speed of XωX_{\omega}, respectively. In particular, dimνω\dim\nu_{\omega} is positive and constant for μ\mu-almost every ω𝒞\omega\in\mathcal{C}.

Proof.

We have already shown that the upper bound in Theorem 4.7. The lower bound can be deduced from Theorem 4.8 as follows. We want to show that DϵD_{\epsilon} is η\eta-conull for every ϵ>0\epsilon>0. It is enough to prove that DϵD_{\epsilon} is invariant under the diagonal action of Γ\Gamma since the diagonal action of Γ\Gamma is ergodic with respect to η\eta (Lemma 4.6) and DϵD_{\epsilon} is η\eta-positive (Theorem 4.8). Let (ω,ξ)Dϵ(\omega,\xi)\in D_{\epsilon} and gΓg\in\Gamma. For gΓg\in\Gamma, let ω,g\mathbb{P}_{\omega,g} denote the distribution of sample paths starting from gg following PωP_{\omega}. Then, for every Borel subset AGA\subset\partial G, we have

(gνω)(A)\displaystyle(g_{*}\nu_{\omega})(A) =ω({xΓ+:ξxg1A})ω(n+{xn=g1}{xΓ+:ξxg1A})\displaystyle=\mathbb{P}_{\omega}(\{x\in\Gamma^{{\mathbb{Z}}_{+}}\colon\xi_{x}\in g^{-1}A\})\geq\mathbb{P}_{\omega}(\bigcup_{n\in{\mathbb{Z}}_{+}}\{x_{n}=g^{-1}\}\cap\{x\in\Gamma^{{\mathbb{Z}}_{+}}\colon\xi_{x}\in g^{-1}A\})
=ω(n+{xn=g1})ω,g1({xΓ+:ξxg1A})\displaystyle=\mathbb{P}_{\omega}(\bigcup_{n\in{\mathbb{Z}}_{+}}\{x_{n}=g^{-1}\})\mathbb{P}_{\omega,g^{-1}}(\{x\in\Gamma^{{\mathbb{Z}}_{+}}\colon\xi_{x}\in g^{-1}A\})
=ω(n+{xn=g1})gω({xΓ+:ξxA})=ω(n+{xn=g1})νgω(A),\displaystyle=\mathbb{P}_{\omega}(\bigcup_{n\in{\mathbb{Z}}_{+}}\{x_{n}=g^{-1}\})\mathbb{P}_{g\omega}(\{x\in\Gamma^{{\mathbb{Z}}_{+}}\colon\xi_{x}\in A\})=\mathbb{P}_{\omega}(\bigcup_{n\in{\mathbb{Z}}_{+}}\{x_{n}=g^{-1}\})\nu_{g\omega}(A),

where we have used the strong Markov property of XωX_{\omega} in the second equality. The third equality follows from the equality gω=gω,g1\mathbb{P}_{g\omega}=g_{*}\mathbb{P}_{\omega,g^{-1}}. Further, by Lemma 2.4, we have νgω(B(gξ,r))νgω(gB(ξ,cgr))\nu_{g\omega}(B(g\xi,r))\leq\nu_{g\omega}(gB(\xi,c_{g}r)), where cgc_{g} is a constant depending only on gg. Using these estimates, we have

lim infr0logνgω(B(gξ,r))logr\displaystyle\liminf_{r\to 0}\frac{\log\nu_{g\omega}(B(g\xi,r))}{\log r} lim infr0log(gνω)(gB(ξ,cgr))logω(n+{xn=g1})logr\displaystyle\geq\liminf_{r\to 0}\frac{\log(g_{*}\nu_{\omega})(gB(\xi,c_{g}r))-\log\mathbb{P}_{\omega}(\cup_{n\in{\mathbb{Z}}_{+}}\{x_{n}=g^{-1}\})}{\log r}
=lim infr0logνω(B(ξ,cgr))logr=lim infr0logνω(B(ξ,r))logr\displaystyle=\liminf_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,c_{g}r))}{\log r}=\liminf_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,r))}{\log r}
hlϵ,\displaystyle\geq\frac{h}{l}-\epsilon,

and hence (gω,gξ)Dϵ(g\omega,g\xi)\in D_{\epsilon}, as required. ∎

5. Invariant Percolations

In this section, we consider invariant percolations. The arguments in this section are almost parallel to the case of random conductance models. However, we need some modifications since Γ\Gamma does not act on the space of environments Ω1\Omega_{1} in this case. Throughout this section, Γ\Gamma denotes a nonelementary hyperbolic group and GG denotes its Cayley graph with respect to some generating set SS of Γ\Gamma, and EE denotes the edge set of GG.

5.1. Ergodic Theory of Invariant Percolations

Definition 5.1 (Γ\Gamma-invariant percolations).

A Γ\Gamma-invariant percolation on GG is a Γ\Gamma-invariant probability measure on {0,1}E\{0,1\}^{E}. Note that Γ\Gamma acts on {0,1}E\{0,1\}^{E} by translations. We say that a Γ\Gamma-invariant percolation μ\mu is ergodic if it is ergodic under the Γ\Gamma-action. We identify an element ω{0,1}E\omega\in\{0,1\}^{E} with a spanning subgraph of GG such that eωe\in\omega if and only if ω(e)=1\omega(e)=1, and denote by Cω(1)C_{\omega}(1) the connected component (often called cluster) of ω\omega containing 11. We define Ω1\Omega_{1} by

Ω1:={ω{0,1}E:Cω(1)is infinite}.\Omega_{1}:=\{\omega\in\{0,1\}^{E}\colon C_{\omega}(1)\,\,\text{is infinite}\}.

Note that Ω1\Omega_{1} is not Γ\Gamma-invariant. In the rest of this section, we always assume that μ(Ω1)>0\mu(\Omega_{1})>0. Note that by the Γ\Gamma-invariance of μ\mu, if ω\omega has an infinite cluster with μ\mu-positive probability, then μ(Ω1)>0\mu(\Omega_{1})>0. Each ωΩ1\omega\in\Omega_{1} gives a Markov kernel PωP_{\omega} defined on Cω(1)C_{\omega}(1) as follows:

pω(g,gs)=1degCω(1)(g)p_{\omega}(g,gs)=\frac{1}{\deg_{C_{\omega}(1)}(g)}

if g,gsCω(1)g,gs\in C_{\omega}(1) and sSs\in S. Since ωΩ1\omega\in\Omega_{1}, each gCω(1)g\in C_{\omega}(1) has at least one neighbor in Cω(1)C_{\omega}(1), and hence the denominator is not zero. Let XωX_{\omega} denote the Markov chain starting from 11 determined by PωP_{\omega}.

Let us introduce cluster relations and indistinguishability, following [Gab05] and [GL09]. They can be used as substitutes for the Γ\Gamma-action on the space of environments and its ergodicity, respectively.

Definition 5.2 (Cluster relations and indistinguishability).

Let μ\mu be an ergodic Γ\Gamma-invariant percolation on GG satisfying μ(Ω1)>0\mu(\Omega_{1})>0. We define the cluster relation on {0,1}E\{0,1\}^{E} by

cl={(ω,gω){0,1}E×{0,1}E:g1Cω(1)}.\mathcal{R}^{cl}=\{(\omega,g\omega)\in\{0,1\}^{E}\times\{0,1\}^{E}\colon g^{-1}\in C_{\omega}(1)\}.

This is actually an equivalence relation on {0,1}E\{0,1\}^{E}. Note that for ω{0,1}E\omega\in\{0,1\}^{E}, the cl\mathcal{R}^{cl}-class containing ω\omega can be identified with the vertices of Cω(1)C_{\omega}(1) via gωg1g\omega\mapsto g^{-1}. We say that μ\mu has indistinguishable infinite clusters if the restricted relation cl|Ω1\mathcal{R}^{cl}|_{\Omega_{1}} is ergodic with respect to μ\mu. Recall that a countable Borel equivalence relation \mathcal{R} on a standard probability space (X,ν)(X,\nu) is called ergodic if every Borel subset AXA\subset X satisfying the equation

A={xX:xA,(x,x)}A=\{x\in X\colon\exists x^{\prime}\in A,(x,x^{\prime})\in\mathcal{R}\}

is ν\nu-null or ν\nu-conull. Note that many invariant percolation models (including supercritical Bernoulli percolations) are known to have indistinguishable infinite clusters [LS99].

Remark 5.3.

We have defined the indistinguishability using cluster relations. It is straightforward to check that this definition is equivalent to the original definition in Section 3 of [LS99] under the ergodicity of μ\mu. See Proposition 5 in [GL09] for details.

Definition 5.4 (Path bundles).

Let μ\mu be a Γ\Gamma-invariant percolation on GG. We define the weighted version μ\mu^{\prime} of μ\mu on Ω1\Omega_{1} by

dμ(ω)=degCω(1)(1)Ddμ(ω).d\mu^{\prime}(\omega)=\frac{\deg_{C_{\omega}(1)}(1)}{D}d\mu(\omega).

where DD is the expected degree at 11 on Ω1\Omega_{1}. The path bundle Π\Pi associated with μ\mu is Ω1×Γ+\Omega_{1}\times\Gamma^{{\mathbb{Z}}_{+}} as a Borel space, and we endow Π\Pi with the probability measure λ\lambda defined by

λ=Ω1δωω𝑑μ(ω),\lambda=\int_{\Omega_{1}}\delta_{\omega}\otimes\mathbb{P}_{\omega}d\mu^{\prime}(\omega),

where ω\mathbb{P}_{\omega} denotes the distribution of sample paths of XωX_{\omega}, which is a probability measure on Γ+\Gamma^{{\mathbb{Z}}_{+}}. Further, the shift map TT on Π\Pi is defined by (ω,(xn)n+)(x11ω,(x11xn+1)n+)(\omega,(x_{n})_{n\in{\mathbb{Z}}_{+}})\mapsto(x_{1}^{-1}\omega,(x_{1}^{-1}x_{n+1})_{n\in{\mathbb{Z}}_{+}}).

The following theorem is crucial for our study.

Theorem 5.5.

Let μ\mu be an ergodic Γ\Gamma-invariant percolation on GG with indistinguishable infinite clusters. Then the system (Π,λ,T)(\Pi,\lambda,T) is ergodic and measure-preserving.

Note that this type of result is well known in the context of random walks in random environments (see [BB07], for example). We refer to Appendix A for the proof.
This theorem implies that the speed and the entropy of the simple random walks on percolation clusters exist and they are constant μ\mu-almost surely. Note that they may be zero in some invariant percolations like wired uniform spanning forests (see Remark 4.5 in [BLS99]). However, many interesting examples are known to have positive entropy and speed as indicated in the following result due to Benjamini, Lyons, and Schramm.

Theorem 5.6 (Theorem 4.4 in [BLS99]).

Let GG be a Cayley graph of a nonamenable group and μ\mu be an ergodic Γ\Gamma-invariant percolation on GG with indistinguishable infinite clusters. Assume one of the following conditions:

  • μ\mu is a supercritical Bernoulli percolation.

  • μ\mu-almost every ω\omega has a unique infinite cluster.

  • μ\mu-almost every ω\omega has a cluster with at least three ends.

  • The expected degree at 11 on Ω1\Omega_{1} is larger than di(G)d-i(G), where i(G)i(G) is the isoperimetric constant of GG.

Then for μ\mu-almost every ωΩ1\omega\in\Omega_{1}, the simple random walk XωX_{\omega} on Cω(1)C_{\omega}(1) is regular and its entropy and speed do not depend on ω\omega and are positive.

In such cases, we can consider the corresponding harmonic measures by Theorem 2.11 and define the ray bundle.

Definition 5.7 (Ray bundles).

Let μ\mu be an ergodic Γ\Gamma-invariant percolation on GG with indistinguishable infinite clusters. Assume that the corresponding simple random walk has positive speed, i.e., the simple random walk XωX_{\omega} on Cω(1)C_{\omega}(1) has positive speed for μ\mu-almost every ωΩ1\omega\in\Omega_{1}. Note that the simple random walk XωX_{\omega} determines the corresponding harmonic measure νω\nu_{\omega} for μ\mu-almost every ωΩ1\omega\in\Omega_{1} by Theorem 2.11. The ray bundle Ξ\Xi associated with μ\mu is Ω1×G\Omega_{1}\times\partial G as a Borel space, and we endow Ξ\Xi with the probability measure η\eta defined by

η=Ω1δωνω𝑑μ(ω).\eta=\int_{\Omega_{1}}\delta_{\omega}\otimes\nu_{\omega}d\mu^{\prime}(\omega).

Next, we define an equivalence relation which substitutes for the diagonal action of Γ\Gamma on the ray bundle and show its ergodicity with respect to η\eta.

Lemma 5.8.

Let μ\mu be an ergodic Γ\Gamma-invariant percolation on GG with indistinguishable infinite clusters. Assume that the corresponding simple random walk has positive speed. Then, the following equivalence relation 1\mathcal{R}_{1} on Ξ\Xi is ergodic with respect to η\eta:

1={((ω,ξ),(gω,gξ))Ξ2:(ω,gω)cl|Ω1}.\mathcal{R}_{1}=\{((\omega,\xi),(g\omega,g\xi))\in\Xi^{2}\colon(\omega,g\omega)\in\mathcal{R}^{cl}|_{\Omega_{1}}\}.
Proof.

Let AA be an 1\mathcal{R}_{1}-invariant subset of Ξ=Ω1×G\Xi=\Omega_{1}\times\partial G. Then the inverse image of AA under id×bnd\operatorname{id}\times\operatorname{bnd} is invariant under the shift map TT. Since TT is ergodic with respect to λ\lambda (Theorem 5.5) and (id×bnd)λ=η(\operatorname{id}\times\operatorname{bnd})_{*}\lambda=\eta, it implies that AA is null or conull. ∎

5.2. The Dimension Formula for Invariant Percolations

In this subsection, we prove the main theorem of this paper.

Theorem 5.9.

Let μ\mu be an ergodic Γ\Gamma-invariant percolation with indistinguishable infinite clusters. Assume that the corresponding simple random walk has positive speed. Then, for μ\mu-almost every ωΩ1\omega\in\Omega_{1}, letting νω\nu_{\omega} be the harmonic measure on G\partial G determined by XωX_{\omega}, we have

dimνω=limr0logνω(B(ξ,r))logr=hl\dim\nu_{\omega}=\lim_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,r))}{\log r}=\frac{h}{l}

for νω\nu_{\omega}-almost every ξG\xi\in\partial G, where hh and ll denote the entropy and the speed of XωX_{\omega}, respectively. In particular, dimνω\dim\nu_{\omega} is positive and constant for μ\mu-almost every ωΩ1\omega\in\Omega_{1}.

Corollary 5.10.

Let μ\mu be an ergodic Γ\Gamma-invariant percolation with indistinguishable infinite clusters. Assume one of the following conditions:

  • μ\mu is a supercritical Bernoulli percolation.

  • μ\mu-almost every ω\omega has a unique infinite cluster.

  • μ\mu-almost every ω\omega has a cluster with at least three ends.

  • The expected degree at 11 on Ω1\Omega_{1} is larger than di(G)d-i(G), where i(G)i(G) is the isoperimetric constant of GG.

Then, for μ\mu-almost every ωΩ1\omega\in\Omega_{1}, letting νω\nu_{\omega} be the harmonic measure on G\partial G determined by XωX_{\omega}, we have

dimνω=limr0logνω(B(ξ,r))logr=hl\dim\nu_{\omega}=\lim_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,r))}{\log r}=\frac{h}{l}

for νω\nu_{\omega}-almost every ξG\xi\in\partial G. In particular, dimνω\dim\nu_{\omega} is positive and constant for μ\mu-almost every ωΩ1\omega\in\Omega_{1}.

Proof.

This follows from Theorem 5.6 and Theorem 5.9. ∎

In the rest of this section, we prove Theorem 5.9. First, we have the following results as in the case of random conductance models.

Theorem 5.11.

Let μ\mu be an ergodic Γ\Gamma-invariant percolation on GG with indistinguishable infinite clusters. Assume that the corresponding simple random walk has positive speed. Then, for μ\mu-almost every ωΩ1\omega\in\Omega_{1} and for νω\nu_{\omega}-almost every ξG\xi\in\partial G, we have

lim supr0logνω(B(ξ,r))logrhl\limsup_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,r))}{\log r}\leq\frac{h}{l}

where hh and ll are the entropy and the speed of XωX_{\omega}, respectively. In particular, we have dimνωhl\dim\nu_{\omega}\leq\frac{h}{l} for μ\mu-almost every ωΩ1\omega\in\Omega_{1}.

Proof.

This follows from Theorem 3.1 and the assumption that the speed is positive. ∎

Theorem 5.12.

Let μ\mu be an ergodic Γ\Gamma-invariant percolation on GG with indistinguishable infinite clusters. Assume that the simple random walk on Cω(1)C_{\omega}(1) has positive speed. Then, for every ϵ>0\epsilon>0, the subset DϵD_{\epsilon} of Ξ\Xi defined by

Dϵ:={(ω,ξ)Ω1×G:lim infr0logνω(B(ξ,r))logrhlϵ}.D_{\epsilon}:=\biggl{\{}(\omega,\xi)\in\Omega_{1}\times\partial G\colon\liminf_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,r))}{\log r}\geq\frac{h}{l}-\epsilon\biggr{\}}.

is η\eta-positive, where η=Ω1δωνω𝑑μ(ω)\eta=\int_{\Omega_{1}}\delta_{\omega}\otimes\nu_{\omega}d\mu^{\prime}(\omega) is the probability measure defined in Definition 5.7.

Proof.

This follows from Theorem 3.2 and the assumption that the speed is positive. ∎

In the proof of Theorem 3.1 in [Tan19], the ergodicity of the Γ\Gamma-action on G\partial G is used to prove that DϵD_{\epsilon} is actually full measure. We can modify the argument by using ergodicity of the equivalence relation 1\mathcal{R}_{1} defined in Lemma 5.8.

Proof of Theorem 5.9.

Let us show that the set DϵD_{\epsilon} in Theorem 5.12 is η\eta-conull for every ϵ>0\epsilon>0. It is enough to prove that DϵD_{\epsilon} is 1\mathcal{R}_{1}-invariant since 1\mathcal{R}_{1} is ergodic with respect to η\eta (Lemma 5.8) and DϵD_{\epsilon} is η\eta-positive (Theorem 5.12). Let ((ω,ξ),(gω,gξ))((\omega,\xi),(g\omega,g\xi)) be an element in 1|Ω1\mathcal{R}_{1}|_{\Omega_{1}} and (ω,ξ)Dϵ(\omega,\xi)\in D_{\epsilon}. For gΓg\in\Gamma, let ω,g\mathbb{P}_{\omega,g} denotes the distribution of sample paths starting from gg following PωP_{\omega}. Then, for every Borel subset AGA\subset\partial G, we have

(gνω)(A)\displaystyle(g_{*}\nu_{\omega})(A) =ω({xΓ+:ξxg1A})ω(n+{xn=g1}{xΓ+:ξxg1A})\displaystyle=\mathbb{P}_{\omega}(\{x\in\Gamma^{{\mathbb{Z}}_{+}}\colon\xi_{x}\in g^{-1}A\})\geq\mathbb{P}_{\omega}(\bigcup_{n\in{\mathbb{Z}}_{+}}\{x_{n}=g^{-1}\}\cap\{x\in\Gamma^{{\mathbb{Z}}_{+}}\colon\xi_{x}\in g^{-1}A\})
=ω(n+{xn=g1})ω,g1({xΓ+:ξxg1A})\displaystyle=\mathbb{P}_{\omega}(\bigcup_{n\in{\mathbb{Z}}_{+}}\{x_{n}=g^{-1}\})\mathbb{P}_{\omega,g^{-1}}(\{x\in\Gamma^{{\mathbb{Z}}_{+}}\colon\xi_{x}\in g^{-1}A\})
=ω(n+{xn=g1})gω({xΓ+:ξxA})=ω(n+{xn=g1})νgω(A),\displaystyle=\mathbb{P}_{\omega}(\bigcup_{n\in{\mathbb{Z}}_{+}}\{x_{n}=g^{-1}\})\mathbb{P}_{g\omega}(\{x\in\Gamma^{{\mathbb{Z}}_{+}}\colon\xi_{x}\in A\})=\mathbb{P}_{\omega}(\bigcup_{n\in{\mathbb{Z}}_{+}}\{x_{n}=g^{-1}\})\nu_{g\omega}(A),

where we have used the strong Markov property of XωX_{\omega} in the second equality. The third equality follows from the equality gω=gω,g1\mathbb{P}_{g\omega}=g_{*}\mathbb{P}_{\omega,g^{-1}}. Note that ω(n+{xn=g1})>0\mathbb{P}_{\omega}(\bigcup_{n\in{\mathbb{Z}}_{+}}\{x_{n}=g^{-1}\})>0 since (ω,gω)cl(\omega,g\omega)\in\mathcal{R}^{cl}. Further, by Lemma 2.4, we have νgω(B(gξ,r))νgω(gB(ξ,cgr))\nu_{g\omega}(B(g\xi,r))\leq\nu_{g\omega}(gB(\xi,c_{g}r)) where cgc_{g} is a constant depending only on gg. Then, we have

lim infr0logνgω(B(gξ,r))logr\displaystyle\liminf_{r\to 0}\frac{\log\nu_{g\omega}(B(g\xi,r))}{\log r} lim infr0log(gνω)(gB(ξ,cgr))logω(n+{xn=g1})logr\displaystyle\geq\liminf_{r\to 0}\frac{\log(g_{*}\nu_{\omega})(gB(\xi,c_{g}r))-\log\mathbb{P}_{\omega}(\bigcup_{n\in{\mathbb{Z}}_{+}}\{x_{n}=g^{-1}\})}{\log r}
=lim infr0logνω(B(ξ,cgr))logr=lim infr0logνω(B(ξ,r))logr\displaystyle=\liminf_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,c_{g}r))}{\log r}=\liminf_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,r))}{\log r}
hlϵ\displaystyle\geq\frac{h}{l}-\epsilon

from the above estimates and (ω,ξ)Dϵ(\omega,\xi)\in D_{\epsilon}. Hence, it follows that (gω,gξ)Dϵ(g\omega,g\xi)\in D_{\epsilon}, as required. ∎

6. Application to hyperbolic tilings

Let 2\mathbb{H}^{2} be the hyperbolic plane and oo be its base point. For the pair of positive integers PP and QQ with 1/P+1/Q<1/21/P+1/Q<1/2, let TP,QT_{P,Q} be the regular tiling of 2\mathbb{H}^{2} by PP-gons with interior angles 2π/Q2\pi/Q, and (ΓP,Q,SP,Q)(\Gamma_{P,Q},S_{P,Q}) be the pair of the cocompact Fuchsian group and its generating set corresponding to TP,QT_{P,Q}. Let GP,QG_{P,Q} be the Cayley graph of (ΓP,Q,SP,Q)(\Gamma_{P,Q},S_{P,Q}). In this section, we always consider the metric dd_{\mathbb{H}} on GP,QG_{P,Q} induced from the standard hyperbolic metric on 2\mathbb{H}^{2} by identifying gg with gogo for gΓP,Qg\in\Gamma_{P,Q}.
In [CLP21], Carrasco, Lessa, and Paquette gave a lower bound for the speed of the simple random walks in Bernoulli percolation clusters on GP,QG_{P,Q}, with respect to dd_{\mathbb{H}}.

Theorem 6.1 (Theorem 3.3 in [CLP21]).

Let μp,P,Q\mu_{p,P,Q} be a supercritical Bernoulli percolation on GP,QG_{P,Q} with p[0,1]p\in[0,1], and lp,P,Ql_{p,P,Q} be the speed of the simple random walks determined by μp,P,Q\mu_{p,P,Q}, with respect to dd_{\mathbb{H}}. Then we have

lp,P,Q2logQ1pO(log(logQ))l_{p,P,Q}\geq 2\log Q-\frac{1}{p}O(\log(\log Q))

when QQ\to\infty, uniformly in PP.

Combining this theorem with our result, we obtain the dimension drop on GP,QG_{P,Q} for all large QQ.

Theorem 6.2.

Let μp,P,Q\mu_{p,P,Q} be a supercritical Bernoulli percolation on GP,QG_{P,Q} with p[0,1]p\in[0,1]. Then, for μp,P,Q\mu_{p,P,Q}-almost every ωΩ1\omega\in\Omega_{1}, letting νω\nu_{\omega} be the harmonic measure associated with the simple random walk on Cω(1)C_{\omega}(1) starting from 1, we have

dimνω=limr0logνω(B(ξ,r))logr=hl\dim\nu_{\omega}=\lim_{r\to 0}\frac{\log\nu_{\omega}(B(\xi,r))}{\log r}=\frac{h}{l}

for νω\nu_{\omega}-almost every ξ\xi. Further we have

lim supQδp,P,Q12\limsup_{Q\to\infty}\delta_{p,P,Q}\leq\frac{1}{2}

uniformly in PP, where δp,P,Q\delta_{p,P,Q} denotes the dimension of νω\nu_{\omega} for νp,P,Q\nu_{p,P,Q}-almost every ωΩ1\omega\in\Omega_{1}.

Proof.

The first part of the theorem can be shown by the same argument as in the proof of Theorem 5.9 (just replacing the word metric with dd_{\mathbb{H}}). Further, we obtain the inequality from Theorem 6.1 and the trivial bound hp,P,QlogQh_{p,P,Q}\leq\log Q. ∎

7. Questions and Remarks

In this section, we propose some natural questions concerning our results and related works. First, we review dimension drop phenomena. In various settings, it has been shown that the dimension of the harmonic measure associated with a random walk is strictly smaller than the dimension of the boundary (see [LPP95], [Led01], [GMM18], [Kos21], [CLP21], and [KT22]). Such a phenomenon is called dimension drop. In the context of random walks in percolation clusters, we can consider the stronger version of dimension drop phenomena.

Question 7.1.

Let μ\mu a Γ\Gamma-invariant percolation on GG as in Theorem 5.9. When is the inequality

dimνωdimρΛ(Cω(1))\dim\nu_{\omega}\leq\dim_{\rho}\Lambda(C_{\omega}(1))

strict for μ\mu-almost every ω\omega? Here Λ(Cω(1))\Lambda(C_{\omega}(1)) denotes the limit set of Cω(1)C_{\omega}(1), i.e., Cω(1)¯GG\G\overline{C_{\omega}(1)}^{G\cup\partial G}\backslash G. We can also consider the analogous question in the setting of hyperbolic tilings.

Note that Theorem 6.2 can be seen as a partial answer to this question in the case of Bernoulli percolations on hyperbolic tilings.

Next, we focus on Bernoulli percolations. In [Lal01], Lalley investigated the behavior of the dimension of the limit sets of percolation clusters of μp\mu_{p} when the parameter pp varies, and obtained the monotonicity and the continuity. We can consider the following analogue of his results:

Question 7.2.

Let μp\mu_{p} be a supercritical Bernoulli percolation on GG and δp\delta_{p} be the dimension of harmonic measures associated with μp\mu_{p}. Is the function pδpp\mapsto\delta_{p} continuous or monotone increasing?

By Theorem 5.9, the continuity of the dimension can be reduced to that of the entropy and the speed. I do not know anything about the monotonicity of them. Note that the monotonicity of the entropy was conjectured in [BLS99] and it still remains open. See also a recent paper by Lyons and White [LW23].

Appendix A Proof of Theorem 5.5

In this appendix, we give the proof of Theorem 5.5. Similar arguments work for Theorem 4.3.
Before the proof, we first define the bilateral version (Π,λ,U)(\Pi_{{\mathbb{Z}}},\lambda_{{\mathbb{Z}}},U) of the system (Π,λ,T)(\Pi,\lambda,T) by

  • Π=Ω1×Γ\Pi_{{\mathbb{Z}}}=\Omega_{1}\times\Gamma^{{\mathbb{Z}}}

  • λ=Ω1δωω𝑑μ(ω)\lambda_{{\mathbb{Z}}}=\int_{\Omega_{1}}\delta_{\omega}\otimes\mathbb{P}^{{\mathbb{Z}}}_{\omega}d\mu^{\prime}(\omega)

  • U(ω,(xn)n)=(x11ω,(x11xn+1)n)U(\omega,(x_{n})_{n\in{\mathbb{Z}}})=(x_{1}^{-1}\omega,(x_{1}^{-1}x_{n+1})_{n\in{\mathbb{Z}}}),

where ω\mathbb{P}^{{\mathbb{Z}}}_{\omega} denotes the distribution of bilateral sample paths following PωP_{\omega} starting from 1.

Proof of Theorem 5.5.

It is enough to show that the bilateral version is measure-preserving and ergodic since the natural projection from the bilateral version to (Π,λ,T)(\Pi,\lambda,T) is a factor map commuting with the shift maps.
First, we show that the bilateral system is measure-preserving. Let BB be a Borel subset of Π\Pi. Then, we have

λ(U1B)\displaystyle\lambda(U^{-1}B) =1DΩ1degCω(1)(1)ω({xΓ:(ω,x)U1B}dμ(ω)\displaystyle=\frac{1}{D}\int_{\Omega_{1}}\deg_{C_{\omega}(1)}(1)\mathbb{P}^{{\mathbb{Z}}}_{\omega}(\{x\in\Gamma^{{\mathbb{Z}}}\colon(\omega,x)\in U^{-1}B\}d\mu(\omega)
=1DsSΩ1ω(1,s)ω({xΓ:(s1ω,(s1xn+1)n)B}|{x1=s})𝑑μ(ω)\displaystyle=\frac{1}{D}\sum_{s\in S}\int_{\Omega_{1}}\omega(1,s)\mathbb{P}^{{\mathbb{Z}}}_{\omega}(\{x\in\Gamma^{{\mathbb{Z}}}\colon(s^{-1}\omega,(s^{-1}x_{n+1})_{n\in{\mathbb{Z}}})\in B\}|\{x_{1}=s\})d\mu(\omega)
=1DsSΩ1(s1ω)(1,s1)s1ω({xΓ:(s1ω,x)B}|{x1=s1})𝑑μ(ω)\displaystyle=\frac{1}{D}\sum_{s\in S}\int_{\Omega_{1}}(s^{-1}\omega)(1,s^{-1})\mathbb{P}^{{\mathbb{Z}}}_{s^{-1}\omega}(\{x\in\Gamma^{{\mathbb{Z}}}\colon(s^{-1}\omega,x)\in B\}|\{x_{-1}=s^{-1}\})d\mu(\omega)
=1DsSΩ1ω(1,s1)ω({xΓ:(ω,x)B}|{x1=s1})𝑑μ(ω)\displaystyle=\frac{1}{D}\sum_{s\in S}\int_{\Omega_{1}}\omega(1,s^{-1})\mathbb{P}^{{\mathbb{Z}}}_{\omega}(\{x\in\Gamma^{{\mathbb{Z}}}\colon(\omega,x)\in B\}|\{x_{-1}=s^{-1}\})d\mu(\omega)
=1DΩ1degCω(1)(1)ω({xΓ:(ω,x)B})𝑑μ(ω)=λ(B),\displaystyle=\frac{1}{D}\int_{\Omega_{1}}\deg_{C_{\omega}(1)}(1)\mathbb{P}^{{\mathbb{Z}}}_{\omega}(\{x\in\Gamma^{{\mathbb{Z}}}\colon(\omega,x)\in B\})d\mu(\omega)=\lambda(B),

where the fourth equality follows from the Γ\Gamma-invariance of μ\mu and the fifth equality follows from S=S1S=S^{-1}. This completes the proof that UU is measure-preserving.
We prove that the bilateral system is ergodic in the rest of the proof, following Section 2 in [BB07]. For each Borel subset BΠB\subset\Pi_{{\mathbb{Z}}}, we define a function fBf_{B} on Ω1\Omega_{1} by fB(ω)=ω({xΓ:(ω,x)B})f_{B}(\omega)=\mathbb{P}^{{\mathbb{Z}}}_{\omega}(\{x\in\Gamma^{{\mathbb{Z}}}\colon(\omega,x)\in B\}). Let AA be a UU-invariant subset of Π\Pi_{{\mathbb{Z}}}. We first show that

fA(ω){0,1}f_{A}(\omega)\in\{0,1\}

for μ\mu^{\prime}-almost every ωΩ1\omega\in\Omega_{1}. For ϵ>0\epsilon>0, there exist NN\in{\mathbb{N}} and a Borel subset ANA_{N} of Π\Pi_{{\mathbb{Z}}} such that

  • fAfAN1\lVert f_{A}-f_{A_{N}}\rVert_{1} = λ(AAN)<ϵ\lambda_{{\mathbb{Z}}}(A\,\triangle\,A_{N})<\epsilon, and

  • ANA_{N} is an event depending only on (ω,(xn)NnN)(\omega,(x_{n})_{-N\leq n\leq N}),

where 1\lVert\cdot\rVert_{1} denotes the norm on Lμ1(Ω1)L^{1}_{\mu^{\prime}}(\Omega_{1}). Since AA is UU-invariant, we have

fAfA21\displaystyle\lVert f_{A}-f_{A}^{2}\rVert_{1} =fAfUNAfUNA1fAfUNANfUNAN1+2ϵ\displaystyle=\lVert f_{A}-f_{U^{N}A}f_{U^{-N}A}\rVert_{1}\leq\lVert f_{A}-f_{U^{N}A_{N}}f_{U^{-N}A_{N}}\rVert_{1}+2\epsilon
fAfUNANUNAN1+2ϵ\displaystyle\leq\lVert f_{A}-f_{U^{N}A_{N}\cap U^{-N}A_{N}}\rVert_{1}+2\epsilon
fAfUNAUNA1+4ϵ=fAfA1+4ϵ=4ϵ.\displaystyle\leq\lVert f_{A}-f_{U^{N}A\cap U^{-N}A}\rVert_{1}+4\epsilon=\lVert f_{A}-f_{A}\rVert_{1}+4\epsilon=4\epsilon.

Note that the second inequality follows from the fact that the events UNANU^{N}A_{N} and UNANU^{-N}A_{N} are independent, conditional on ω\omega. Since ϵ\epsilon can be taken arbitrarily, the above estimate implies that fA(ω){0,1}f_{A}(\omega)\in\{0,1\} for μ\mu^{\prime}-almost every ωΩ1\omega\in\Omega_{1}. Therefore, it is enough to show that the subset FF of Ω1\Omega_{1} defined by

F={ωΩ1:fA(ω)=1}F=\{\omega\in\Omega_{1}\colon f_{A}(\omega)=1\}

is cl\mathcal{R}^{cl}-invariant since cl|Ω1\mathcal{R}^{cl}|_{\Omega_{1}} is ergodic with respect to μ\mu^{\prime}. We want to show that s1ωFs^{-1}\omega\in F for ωF\omega\in F and sSs\in S satisfying ω(1,s)=1\omega(1,s)=1. Since ωF\omega\in F, we have

fA(s1ω)\displaystyle f_{A}(s^{-1}\omega) =s1ω({xΓ:(s1ω,x)A})=s1ω,s({xΓ:(s1ω,x)A})\displaystyle=\mathbb{P}^{{\mathbb{Z}}}_{s^{-1}\omega}(\{x\in\Gamma^{{\mathbb{Z}}}\colon(s^{-1}\omega,x)\in A\})=s^{-1}_{*}\mathbb{P}^{{\mathbb{Z}}}_{\omega,s}(\{x\in\Gamma^{{\mathbb{Z}}}\colon(s^{-1}\omega,x)\in A\})
=ω,s({xΓ:(s1ω,s1x)A})ω({xΓ:(ω,x)A,x1=s})\displaystyle=\mathbb{P}^{{\mathbb{Z}}}_{\omega,s}(\{x\in\Gamma^{{\mathbb{Z}}}\colon(s^{-1}\omega,s^{-1}x)\in A\})\geq\mathbb{P}^{{\mathbb{Z}}}_{\omega}(\{x\in\Gamma^{{\mathbb{Z}}}\colon(\omega,x)\in A,\,x_{1}=s\})
=ω({xΓ:x1=s})>0,\displaystyle=\mathbb{P}^{{\mathbb{Z}}}_{\omega}(\{x\in\Gamma^{{\mathbb{Z}}}\colon x_{1}=s\})>0,

where ω,s\mathbb{P}^{{\mathbb{Z}}}_{\omega,s} denotes the distribution of bilateral sample paths following PωP_{\omega} starting from ss. Note that we have used the UU-invariance of AA and the strong Markov property of XωX_{\omega} in the first inequality. As fA(ω){0,1}f_{A}(\omega)\in\{0,1\}, this implies fA(s1ω)=1f_{A}(s^{-1}\omega)=1, and hence completes the proof. ∎

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