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Non-noise sensitivity for word hyperbolic groups

Ryokichi Tanaka Department of Mathematics, Kyoto University, Kyoto 606-8502 JAPAN [email protected]
Abstract.

We show that non-elementary random walks on word hyperbolic groups with finite first moment are not noise sensitive in a strong sense for small noise parameters.

1. Introduction

Let Γ\Gamma be a countable group, and μ\mu be a probability measure on it. The main interest is in the case when Γ\Gamma is finitely generated with a finite set of generators SS and μ\mu is the uniform distribution on SS, but we will also consider the case when μ\mu has an unbounded support. The μ\mu-random walk starting from the identity oo is defined by a product of independent sequence of increments with the identical distribution μ\mu. The noise sensitivity question concerning a μ\mu-random walk on Γ\Gamma asks the following: If we choose some real parameter ρ(0,1)\rho\in(0,1) and replace each increment by an independent sample with the same law μ\mu with probability ρ\rho or retain it with probability 1ρ1-\rho, independently, then is the resulting random walk asymptotically independent of the original one?

More precisely, the μ\mu-random walk {wn}n=0\{w_{n}\}_{n=0}^{\infty} starting from oo is defined by wn=x1xnw_{n}=x_{1}\cdots x_{n} for an independent sequence {xn}n=1\{x_{n}\}_{n=1}^{\infty} with the identical distribution μ\mu and w0:=ow_{0}:=o. Let μn\mu_{n} denote the distribution of wnw_{n}, which is the nn-fold convolutions of μ\mu. For each ρ[0,1]\rho\in[0,1], let us consider the πρ\pi^{\rho}-random walk {(wn(1),wn(2))}n=0\{(w_{n}^{(1)},w_{n}^{(2)})\}_{n=0}^{\infty} on Γ×Γ\Gamma\times\Gamma defined by

πρ:=ρμ×μ+(1ρ)μdiagon Γ×Γ,\pi^{\rho}:=\rho\mu\times\mu+(1-\rho)\mu_{{\rm diag}}\quad\text{on $\Gamma\times\Gamma$},

where μ×μ\mu\times\mu denotes the product measure and μdiag((x,y))=μ(x)\mu_{{\rm diag}}((x,y))=\mu(x) if x=yx=y and 0 otherwise. For any two probability measures ν1\nu_{1} and ν2\nu_{2} on a countable set XX, the total-variation distance is defined by

ν1ν2TV:=supAX|ν1(A)ν2(A)|.\|\nu_{1}-\nu_{2}\|_{{\rm TV}}:=\sup_{A\subset X}|\nu_{1}(A)-\nu_{2}(A)|.
Definition 1.1.

The μ\mu-random walk on Γ\Gamma is called 1\ell^{1}-noise sensitive if for all 0<ρ<10<\rho<1,

πnρμn×μnTV0as n.\|\pi^{\rho}_{n}-\mu_{n}\times\mu_{n}\|_{{\rm TV}}\to 0\quad\text{as $n\to\infty$}.

The 1\ell^{1}-noise sensitivity was introduced by Benjamini and Brieussel [BB21, Definition 2.1]. There it has been shown that this notion in general highly depends not only on Γ\Gamma but also on μ\mu. Among others, they have proved that if Γ\Gamma admits a surjective homomorphism onto the infinite cyclic group {\mathbb{Z}} and the support of μ\mu is a finite set of generators, then a μ\mu-random walk on Γ\Gamma is not 1\ell^{1}-nose sensitive. Moreover, if (Γ,μ)(\Gamma,\mu) is non-Liouville, i.e., there exists a non-constant bounded μ\mu-harmonic function on Γ\Gamma, then a μ\mu-random walk on Γ\Gamma is not 1\ell^{1}-noise sensitive [BB21, Theorem 1.1]. It is believed that these two properties are the only possible obstructions for the 1\ell^{1}-noise sensitivity for random walks on groups. We show that non-elementary word hyperbolic groups with large class of μ\mu reveal a strong negation of the 1\ell^{1}-noise sensitivity if ρ\rho is small enough. This also offers in the non-Liouville setting a way to show that random walks are not 1\ell^{1}-noise sensitive in some refined sense for a class of groups possibly without non-trivial homomorphisms onto {\mathbb{Z}}.

Let Γ\Gamma be a word hyperbolic group. A probability measure μ\mu on Γ\Gamma is called non-elementary if the support generates a non-elementary subgroup gr(μ){\rm gr}(\mu) as a group. In this setting, it is equivalent to say that gr(μ){\rm gr}(\mu) contains a free group of rank greater than one (and Γ\Gamma is necessarily non-elementary). Furthermore we say that μ\mu has finite first moment if

xΓ|x|μ(x)<,\sum_{x\in\Gamma}|x|\mu(x)<\infty,

for some (equivalently, every) word norm |||\cdot|. First we note that all μ\mu-random walk on Γ\Gamma for a non-elementary μ\mu is not 1\ell^{1}-noise sensitive without any moment condition.

Theorem 1.2.

Let Γ\Gamma be a word hyperbolic group and μ\mu be a non-elementary probability measure on Γ\Gamma. For all 0ρ<10\leq\rho<1, we have

lim infnπnρμn×μnTV>0.\liminf_{n\to\infty}\|\pi^{\rho}_{n}-\mu_{n}\times\mu_{n}\|_{{\rm TV}}>0.

This in fact follows from the proof of [BB21, Theorem 4.1] due to the non-Liouville property. We provide a proof in this setting to illustrate our approach. Second we show that under the finite first moment condition if ρ\rho is close enough to 0, then the distribution of a πρ\pi^{\rho}-random walk and the joint distribution of independent copies of two μ\mu-random walks are mutually singular at infinity.

Theorem 1.3.

Let Γ\Gamma be a word hyperbolic group and μ\mu be a non-elementary probability measure with finite first moment on Γ\Gamma. There exists some 0<ρ10<\rho_{\ast}\leq 1 such that for all 0<ρ<ρ0<\rho<\rho_{\ast}, we have

πnρμn×μnTV1as n.\|\pi^{\rho}_{n}-\mu_{n}\times\mu_{n}\|_{\rm TV}\to 1\quad\text{as $n\to\infty$}.

In the case when μ\mu is not a non-elementary probability measure, these statements are no longer true. Indeed, it suffices to consider elementary word hyperbolic groups, which are either finite groups or contain {\mathbb{Z}} as a finite index subgroup (see e.g., [Gro87] and [GdlH90] for background). If Γ\Gamma is a finite group, then for every probability measure μ\mu on it, a μ\mu-random walk on Γ\Gamma is 1\ell^{1}-noise sensitive. Indeed, πρ\pi^{\rho} and μ×μ\mu\times\mu have the same support on Γ×Γ\Gamma\times\Gamma and the distributions of corresponding random walks with the same initial state tend to a common stationary distribution for time with the same parity (cf. [BB21, Proposition 5.1]). Benjamini and Brieussel have shown that on the infinite dihedral group, a lazy simple random walk on a Cayley graph is 1\ell^{1}-noise sensitive [BB21, Theorem 1.4].

As it is mentioned above, if Γ\Gamma has a surjective homomorphism onto {\mathbb{Z}}, then a μ\mu-random walk can not be 1\ell^{1}-noise sensitive. This follows by computing covariance of the random walk on each factor of 2{\mathbb{Z}}^{2} as the image of product of homomorphisms and the classical central limit theorem. The method thus works for μ\mu with finite second moment. We note, however, that so far this and the non-Liouville property have been the only known ways to disprove 1\ell^{1}-noise sensitivity. See [BB21] and [Kal18, Section 3.3.4] for discussions concerning the subject of matters, various interesting notions of noise sensitivity for random walks on groups, questions and conjectures.

The proofs of Theorems 1.2 and 1.3 rely on the boundary of word hyperbolic groups, in particular, the fact that a μ\mu-boundary or the Poisson boundary for (Γ,μ)(\Gamma,\mu) is realized on a topological boundary of the group. In this setting, we show that if h(πρ)h(πρ)h(\pi^{\rho})\neq h(\pi^{\rho^{\prime}}) for 0ρ,ρ10\leq\rho,\rho^{\prime}\leq 1, then

πnρπnρTV1as n,\|\pi^{\rho}_{n}-\pi^{\rho^{\prime}}_{n}\|_{\rm TV}\to 1\quad\text{as $n\to\infty$}, (1.1)

where h(πρ)h(\pi^{\rho}) is the asymptotic entropy for a πρ\pi^{\rho}-random walk (see Section 2 for the definition, and Remark 5.1). It is proven by showing that the harmonic measure νπρ\nu_{\pi^{\rho}} on the product of boundaries (Γ)2(\partial\Gamma)^{2} is exact dimensional with a natural (quasi-) metric, i.e.,

logνπρ(B(𝝃,r))logrh(πρ)las r0 for νπρ-almost every 𝝃 in (Γ)2,\frac{\log\nu_{\pi^{\rho}}(B({\bm{\xi}},r))}{\log r}\to\frac{h(\pi^{\rho})}{l}\quad\text{as $r\to 0$ for $\nu_{\pi^{\rho}}$-almost every ${\bm{\xi}}$ in $(\partial\Gamma)^{2}$},

where ll stands for the drift defined by a product metric in Γ×Γ\Gamma\times\Gamma (see Theorem 3.1 for the precise statement). The proof follows the methods in [Tan19], adapting to a product of word hyperbolic groups. By (1.1), together with the continuity of h(πρ)h(\pi^{\rho}) in ρ[0,1]\rho\in[0,1] (Corollary 4.2), as it is established by a general result of Erschler and Kaimanovich [EK13], we show that there exists some 0<ρ10<\rho_{\ast}\leq 1 with h(πρ)<h(π1)h(\pi^{\rho})<h(\pi^{1}) for all 0<ρ<ρ0<\rho<\rho_{\ast}, deducing Theorem 1.3.

It would be interesting to determine ρ\rho_{\ast} in Theorem 1.3. For example, in the case when μ\mu is a uniform distribution on a finite set of size m2m\geq 2, freely generating a free semi-group, the asymptotic entropy is explicitly computed as

h(πρ)=logm(1m1mρ)log(1m1mρ)m1mρlogρmfor 0ρ1,h(\pi^{\rho})=\log m-\left(1-\frac{m-1}{m}\rho\right)\log\left(1-\frac{m-1}{m}\rho\right)-\frac{m-1}{m}\rho\log\frac{\rho}{m}\quad\text{for $0\leq\rho\leq 1$},

and h(πρ)<h(π1)=2logmh(\pi^{\rho})<h(\pi^{1})=2\log m if ρ<1\rho<1. This implies that ρ=1\rho_{\ast}=1 in the special case. It might be expected that ρ=1\rho_{\ast}=1 in many cases, however, we do not know how to show this in general.

Organization of this paper is the following: In Section 2 we review known facts and tools on random walks and word hyperbolic groups, in Section 3 we show that the harmonic measure for π\pi whose marginals are a common non-elementary probability measure μ\mu on Γ\Gamma with finite first moment is exact dimensional in Theorem 3.1, in Section 4 the continuity of asymptotic entropy in the parameter is established in Corollary 4.2, following [EK13], in Section 5 we show Theorems 1.2 and 1.3, and in Appendix A, we give a review concerning Poisson boundary for random walks and a proof on continuity of asymptotic entropy for the sake of convenience, mainly for an expository purpose.

Notations

For a real valued function ff on the set of non-negative integers, we write f(n)=o(n)f(n)=o(n) if |f(n)|/n0|f(n)|/n\to 0 as nn\to\infty and f(n)=O(n)f(n)=O(n) if there exists a constant CC such that |f(n)|Cn|f(n)|\leq Cn for all large enough nn. For a set AA, we denote by #A\#A the cardinality, and by A𝖼A^{\sf c} its complement set. The set of non-negative integers is written as +={0,1,2,}{\mathbb{Z}}_{+}=\{0,1,2,\dots\}. We define 0log0:=00\log 0:=0.

2. Preliminary

2.1. Random walks on word hyperbolic groups and their products

For a countable group Γ\Gamma and a probability measure μ\mu on it, the asymptotic entropy of a μ\mu-random walk is defined by

h(μ)=limn1nH(μn),h(\mu)=\lim_{n\to\infty}\frac{1}{n}H(\mu_{n}),

where H(μ):=xΓμ(x)logμ(x)H(\mu):=-\sum_{x\in\Gamma}\mu(x)\log\mu(x), the Shannon entropy for probability measures μ\mu on Γ\Gamma, the limit exists by sub-additivity of nH(μn)n\mapsto H(\mu_{n}) and is finite if H(μ)<H(\mu)<\infty.

Let Γ\Gamma be a word hyperbolic group. For a probability measure μ\mu on Γ\Gamma, let suppμ{\rm supp}\,\mu denote the support and we assume that the group gr(μ){\rm gr}(\mu) generated by suppμ{\rm supp}\,\mu as a group is a non-elementary subgroup. We fix a left-invariant word metric dd associated with some finite set of generators SS closed under inversion ss1s\mapsto s^{-1}. The following discussion does not depend on the choice of SS. We denote the associated distance function from the identity oo by |x|:=d(o,x)|x|:=d(o,x). If μ\mu has finite first moment, then H(μ)<H(\mu)<\infty (cf. [Der86, Section VII, B]).

Let us consider any probability measure π\pi on Γ×Γ\Gamma\times\Gamma such that the push-forward of π\pi on each factor is a fixed μ\mu on Γ\Gamma. Let (Ω,,𝐏)(\Omega,{\mathcal{F}},{\bf P}) be the probability measure space, where Ω=(Γ×Γ)+\Omega=(\Gamma\times\Gamma)^{{\mathbb{Z}}_{+}}, {\mathcal{F}} is the σ\sigma-field generated by the cylinder sets and 𝐏{\bf P} is the distribution of the π\pi-random walk {𝒘n}n=0\{{\bm{w}}_{n}\}_{n=0}^{\infty} starting from the identity on Γ×Γ\Gamma\times\Gamma. The expectation relative to 𝐏{\bf P} is denoted by 𝐄{\bf E}\,. Let πn\pi_{n} be the distribution of 𝒘n{\bm{w}}_{n}. Note that for 𝒘n=(wn(1),wn(2)){\bm{w}}_{n}=(w_{n}^{(1)},w_{n}^{(2)}), each {wn(i)}n=0\{w_{n}^{(i)}\}_{n=0}^{\infty} gives the μ\mu-random walk on Γ\Gamma starting from oo for i=1,2i=1,2. In this setting, we have for all n0n\geq 0,

H(μn)H(πn)2H(μn),H(\mu_{n})\leq H(\pi_{n})\leq 2H(\mu_{n}),

and the asymptotic entropy h(π)h(\pi) of a π\pi-random walk is finite since H(μ)<H(\mu)<\infty, and h(π)h(\pi) is positive since h(π)h(μ)>0h(\pi)\geq h(\mu)>0 and gr(μ){\rm gr}(\mu) is a non-elementary subgroup in Γ\Gamma. We define the metric

d×((x1,x2),(y1,y2)):=max{d(xi,yi),i=1,2}for (x1,x2),(y1,y2)Γ×Γ.d_{\times}((x_{1},x_{2}),(y_{1},y_{2})):=\max\{d(x_{i},y_{i}),i=1,2\}\quad\text{for $(x_{1},x_{2}),(y_{1},y_{2})\in\Gamma\times\Gamma$}.

Suppose that μ\mu has finite first moment. Then π\pi has finite first moment relative to the distance function d×(o,)d_{\times}(o,\cdot\,). The drift is defined by the limit

l:=limn1n𝐄d×(o,𝒘n),l:=\lim_{n\to\infty}\frac{1}{n}{\bf E}\,d_{\times}(o,{\bm{w}}_{n}),

where the limit exists by sub-additivity n𝐄d×(o,𝒘n)n\mapsto{\bf E}\,d_{\times}(o,{\bm{w}}_{n}) and is finite. The value ll coincides with the drift of a μ\mu-random walk relative to |||\cdot|, i.e.,

l=limn1n|wn(i)|for i=1,2 and for 𝐏-almost every ω in Ω,l=\lim_{n\to\infty}\frac{1}{n}|w_{n}^{(i)}|\quad\text{for $i=1,2$ and for ${\bf P}$-almost every $\omega$ in $\Omega$}, (2.1)

and also in L1(Ω,,𝐏)L^{1}(\Omega,{\mathcal{F}},{\bf P}) by the Kingman subadditive ergodic theorem, and l>0l>0 since gr(μ){\rm gr}(\mu) is non-elementary [Kai00, Section 7.3].

2.2. Word hyperbolic groups

We refer to [Gro87] and [GdlH90] for background. Let Γ\partial\Gamma denote the (Gromov) boundary and we endow ΓΓ\Gamma\cup\partial\Gamma with the natural topology which is compact and metrizable. Letting (x|y)o(x|y)_{o} be the Gromov product for x,yΓΓx,y\in\Gamma\cup\partial\Gamma based at oo, we define the quasi-metric in Γ\partial\Gamma by

q(ξ,η):=e(ξ|η)ofor ξ,ηΓ.q(\xi,\eta):=e^{-(\xi|\eta)_{o}}\quad\text{for $\xi,\eta\in\partial\Gamma$}.

Note that qq satisfies that q(ξ,η)=0q(\xi,\eta)=0 if and only if ξ=η\xi=\eta, q(ξ,η)=q(η,ξ)q(\xi,\eta)=q(\eta,\xi) for ξ,ηΓ\xi,\eta\in\partial\Gamma and the triangle inequality holds up to a multiplicative constant independent of the points. It is known that qq is bi-Hölder equivalent to a genuine metric in Γ\partial\Gamma yielding the original topology. We work with the quasi-metric qq to define balls: Let

B(ξ,r):={ηΓ:q(ξ,η)r}for ξΓ and for real r0.B(\xi,r):=\big{\{}\eta\in\partial\Gamma\ :\ q(\xi,\eta)\leq r\big{\}}\quad\text{for $\xi\in\partial\Gamma$ and for real $r\geq 0$}.

For any positive real R>0R>0 and xΓx\in\Gamma, the shadow is defined by

𝒪(x,R):={ξΓ:(x|ξ)o|x|R}.{\mathcal{O}}(x,R):=\big{\{}\xi\in\partial\Gamma\ :\ (x|\xi)_{o}\geq|x|-R\big{\}}.

By the hyperbolicity of geodesic metric space (Γ,d)(\Gamma,d), for each fixed T>0T>0, there exist constants R0R_{0}, C>0C>0 such that for all R>R0R>R_{0}, all ξΓ\xi\in\partial\Gamma and all xΓx\in\Gamma in a TT-neighborhood of a geodesic ray from oo to ξ\xi, we have

B(ξ,C1e|x|+R)𝒪(x,R)B(ξ,Ce|x|+R).B(\xi,C^{-1}e^{-|x|+R})\subset{\mathcal{O}}(x,R)\subset B(\xi,Ce^{-|x|+R}). (2.2)

In the product space (Γ)2(\partial\Gamma)^{2}, we define

q×((ξ1,ξ2),(η1,η2)):=max{q(ξi,ηi),i=1,2}for (ξ1,ξ2),(η1,η2)(Γ)2.q_{\times}((\xi_{1},\xi_{2}),(\eta_{1},\eta_{2})):=\max\{q(\xi_{i},\eta_{i}),i=1,2\}\quad\text{for $(\xi_{1},\xi_{2}),(\eta_{1},\eta_{2})\in(\partial\Gamma)^{2}$}.

By the definition, the ball of radius rr centered at 𝝃{\bm{\xi}} in (Γ)2(\partial\Gamma)^{2} relative to q×q_{\times} is obtained by

B(𝝃,r)=B(ξ1,r)×B(ξ2,r)where 𝝃=(ξ1,ξ2).B({\bm{\xi}},r)=B(\xi_{1},r)\times B(\xi_{2},r)\quad\text{where ${\bm{\xi}}=(\xi_{1},\xi_{2})$}. (2.3)

3. The dimension of harmonic measure

The μ\mu-random walk {wn}n=0\{w_{n}\}_{n=0}^{\infty} on a word hyperbolic group Γ\Gamma converges to a point ww_{\infty} in Γ\partial\Gamma almost surely as nn\to\infty in ΓΓ\Gamma\cup\partial\Gamma if gr(μ){\rm gr}(\mu) is non-elementary [Kai00, Theorem 7.6]. This implies that the π\pi-random walk {𝒘n}n=0\{{\bm{w}}_{n}\}_{n=0}^{\infty} on Γ×Γ\Gamma\times\Gamma converges to a point 𝒘:=(w(1),w(2)){\bm{w}}_{\infty}:=(w_{\infty}^{(1)},w_{\infty}^{(2)}) in (Γ)2(\partial\Gamma)^{2} almost surely as nn\to\infty in the product space (ΓΓ)2(\Gamma\cup\partial\Gamma)^{2}, where 𝒘n=(wn(1),wn(2)){\bm{w}}_{n}=(w_{n}^{(1)},w_{n}^{(2)}) and each wn(i)w_{n}^{(i)} tends to w(i)w_{\infty}^{(i)} almost surely for i=1,2i=1,2. Let νμ\nu_{\mu} and νπ\nu_{\pi} denote the limiting distribution of ww_{\infty} on Γ\partial\Gamma and that of (w(1),w(2))(w_{\infty}^{(1)},w_{\infty}^{(2)}) on (Γ)2(\partial\Gamma)^{2}, respectively. We call νμ\nu_{\mu} and νπ\nu_{\pi} harmonic measures on Γ\partial\Gamma and on (Γ)2(\partial\Gamma)^{2}, respectively. Note that the push-forward of νπ\nu_{\pi} on each factor Γ\partial\Gamma coincides with νμ\nu_{\mu}. The harmonic measure νπ\nu_{\pi} (resp. νμ\nu_{\mu}) is π\pi-stationary (resp. μ\mu-stationary), i.e.,

πνπ=νπon (Γ)2,\pi\ast\nu_{\pi}=\nu_{\pi}\quad\text{on $(\partial\Gamma)^{2}$}, (3.1)

where πνπ:=𝒙Γ×Γπ(𝒙)𝒙νπ\pi\ast\nu_{\pi}:=\sum_{{\bm{x}}\in\Gamma\times\Gamma}\pi({\bm{x}}){\bm{x}}\nu_{\pi} and 𝒙νπ=νπ𝒙1{\bm{x}}\nu_{\pi}=\nu_{\pi}\circ{\bm{x}}^{-1}, and similarly,

μνμ=νμon Γ.\mu\ast\nu_{\mu}=\nu_{\mu}\quad\text{on $\partial\Gamma$}. (3.2)

The νπ\nu_{\pi} and νμ\nu_{\mu} are unique such measures satisfying (3.1) and (3.2), respectively [Kai00, cf. Theorem 2.4]. Concerning more on background, see [Kai00].

For the harmonic measure νπ\nu_{\pi} for the π\pi-random walk, we show the following:

Theorem 3.1.

Let Γ\Gamma be a word hyperbolic group and μ\mu be a non-elementary probability measure on Γ\Gamma with finite first moment. If π\pi is a probability measure on Γ×Γ\Gamma\times\Gamma such that the push-forward of π\pi on each factor Γ\Gamma is μ\mu, then the corresponding harmonic measure νπ\nu_{\pi} on (Γ)2(\partial\Gamma)^{2} is exact dimensional, i.e.,

limr0logνπ(B(𝝃,r))logr=h(π)lfor νπ-almost every 𝝃 in (Γ)2,\lim_{r\to 0}\frac{\log\nu_{\pi}(B({\bm{\xi}},r))}{\log r}=\frac{h(\pi)}{l}\quad\text{for $\nu_{\pi}$-almost every ${\bm{\xi}}$ in $(\partial\Gamma)^{2}$},

where h(π)h(\pi) is the asymptotic entropy, ll is the drift relative to d×d_{\times} for the π\pi-random walk on Γ×Γ\Gamma\times\Gamma and the ball B(𝛏,r)B({\bm{\xi}},r) is defined by q×q_{\times} in (Γ)2(\partial\Gamma)^{2}.

Let us define the (upper) Hausdorff dimension of νπ\nu_{\pi} by

dimHνπ=inf{dimHE:νπ(E)=1 and E is Borel},\dim_{\rm H}\nu_{\pi}=\inf\big{\{}\dim_{\rm H}E\ :\ \text{$\nu_{\pi}(E)=1$ and $E$ is Borel}\ \big{\}},

where dimHE\dim_{\rm H}E stands for the Hausdorff dimension of EE relative to q×q_{\times} in (Γ)2(\partial\Gamma)^{2}. Theorem 3.1 together with the Frostman-type lemma (cf. [Tan19, Section 2.2]) shows the following:

Corollary 3.2.

In the setting of Theorem 3.1, we have

dimHνπ=h(π)l.\dim_{\rm H}\nu_{\pi}=\frac{h(\pi)}{l}.

Let us keep the same setting and notations as in Theorem 3.1 throughout this section. We use the following ray approximation of a μ\mu-random walk on a word hyperbolic group Γ\Gamma: Let Π\Pi be a Borel measurable map from Γ\partial\Gamma to the space 𝒫{\mathcal{P}} of unit speed geodesic rays from oo in (Γ,d)(\Gamma,d) endowed with the topology of convergence on compact sets. (Here Π\Pi is defined as a Borel measurable map by choosing a total order on a fixed set of generators and the lexicographical minimal geodesic for each point in the boundary.) Letting

γξ=Π(ξ)for ξΓ,\gamma_{\xi}=\Pi(\xi)\quad\text{for $\xi\in\partial\Gamma$},

we have

d(wn(ω),γw(ω)(ln))=o(n)for 𝐏-almost every ω in Ω,d(w_{n}(\omega),\gamma_{w_{\infty}(\omega)}(ln))=o(n)\quad\text{for ${\bf P}$-almost every $\omega$ in $\Omega$}, (3.3)

[Kai00, Section 7.4], where one should write instead ln\lfloor ln\rfloor (the integer part of lnln) here and below, however, we keep “lnln” for the sake of simplicity. Let us define the map

Π×:(Γ)2𝒫×𝒫,(ξ,η)(γξ,γη),\Pi_{\times}:(\partial\Gamma)^{2}\to{\mathcal{P}}\times{\mathcal{P}},\quad(\xi,\eta)\mapsto(\gamma_{\xi},\gamma_{\eta}),

as a Borel measurable map. For a π\pi-random walk {𝒘n}n=0\{{\bm{w}}_{n}\}_{n=0}^{\infty} on Γ×Γ\Gamma\times\Gamma, we have by (3.3),

d×(𝒘n(ω),Π×(𝒘(ω))(ln))=o(n)for 𝐏-almost every ω in Ω.d_{\times}({\bm{w}}_{n}(\omega),\Pi_{\times}({\bm{w}}_{\infty}(\omega))(ln))=o(n)\quad\text{for ${\bf P}$-almost every $\omega$ in $\Omega$}. (3.4)

Recall that the Shannon theorem for random walks:

h(π)=limn1nlogπn(𝒘n(ω))for 𝐏-almost every ω in Ω,h(\pi)=\lim_{n\to\infty}-\frac{1}{n}\log\pi_{n}({\bm{w}}_{n}(\omega))\quad\text{for ${\bf P}$-almost every $\omega$ in $\Omega$}, (3.5)

which follows from the Kingman subadditive ergodic theorem ([KV83, Theorem 2.1] and [Der80, Section IV] where Y. Derriennic attributes to an observation by J. P. Conze).

First we show the dimension upper bound in the claim.

Lemma 3.3.

For νπ\nu_{\pi}-almost all 𝛏{\bm{\xi}} in (Γ)2(\partial\Gamma)^{2},

lim supr0logνπ(B(𝝃,r))logrh(π)l.\limsup_{r\to 0}\frac{\log\nu_{\pi}(B({\bm{\xi}},r))}{\log r}\leq\frac{h(\pi)}{l}.
Proof.

For all ε>0\varepsilon>0 and all interval II in [0,)[0,\infty)\cap{\mathbb{Z}}, let

Aε,I:=nI{ωΩ:|d(o,wn(i)(ω))ln|εn,|wn(i)(ω)1wn+1(i)(ω)|εnfor i=1,2andπn(𝒘n(ω))en(h(π)+ε)}.A_{\varepsilon,I}:=\bigcap_{n\in I}\Bigg{\{}\omega\in\Omega\ :\ \begin{aligned} &|d(o,w_{n}^{(i)}(\omega))-ln|\leq\varepsilon n,\ |w_{n}^{(i)}(\omega)^{-1}w_{n+1}^{(i)}(\omega)|\leq\varepsilon n\ \text{for $i=1,2$}\\ &\text{and}\ \pi_{n}({\bm{w}}_{n}(\omega))\geq e^{-n(h(\pi)+\varepsilon)}\end{aligned}\Bigg{\}}.

Since μ\mu has finite first moment, |wn(i)(ω)1wn+1(i)(ω)|εn|w_{n}^{(i)}(\omega)^{-1}w_{n+1}^{(i)}(\omega)|\leq\varepsilon n for i=1,2i=1,2 for all large nn for 𝐏{\bf P}-almost every ω\omega in Ω\Omega, and by (2.1) and (3.5), there exists an NεN_{\varepsilon} such that 𝐏(Aε,[Nε,))1ε{\bf P}(A_{\varepsilon,[N_{\varepsilon},\infty)})\geq 1-\varepsilon. Let A:=Aε,[Nε,)A:=A_{\varepsilon,[N_{\varepsilon},\infty)}. For each ωΩ\omega\in\Omega, let

Cn(ω):={ηΩ:𝒘n(η)=𝒘n(ω)}for n0,C_{n}(\omega):=\big{\{}\eta\in\Omega\ :\ {\bm{w}}_{n}(\eta)={\bm{w}}_{n}(\omega)\big{\}}\quad\text{for $n\geq 0$},

which defines the event where a π\pi-random walk after time nn is 𝒘n(ω){\bm{w}}_{n}(\omega). The conditional probabilities satisfy that

lim infn𝐏(ACn(ω))>0for 𝐏-almost every ωA.\liminf_{n\to\infty}{\bf P}(A\mid C_{n}(\omega))>0\quad\text{for ${\bf P}$-almost every $\omega\in A$}. (3.6)

Indeed, letting A[N,n):=Aε,[Nε,n)A_{[N,n)}:=A_{\varepsilon,[N_{\varepsilon},n)} and A[n,):=Aε,[n,)A_{[n,\infty)}:=A_{\varepsilon,[n,\infty)} for simplicity of notation, we have A=A[N,n)A[n,)A=A_{[N,n)}\cap A_{[n,\infty)} for n>Nn>N, and by the Markov property of the π\pi-random walk,

𝐏(ACn(ω))=𝐏(A[N,n)Cn(ω))𝐏(A[n,)Cn(ω)).{\bf P}(A\mid C_{n}(\omega))={\bf P}(A_{[N,n)}\mid C_{n}(\omega)){\bf P}(A_{[n,\infty)}\mid C_{n}(\omega)).

Let σ(wn,wn+1,)\sigma(w_{n},w_{n+1},\dots) denote the σ\sigma-algebra generated by wn,wn+1,w_{n},w_{n+1},\dots. Since for 𝐏{\bf P}-almost every ωA=A[N,n)A[n,)\omega\in A=A_{[N,n)}\cap A_{[n,\infty)},

𝐏(A[N,n)Cn(ω))\displaystyle{\bf P}(A_{[N,n)}\mid C_{n}(\omega)) =𝐏(A[N,n)σ(wn,wn+1,))(ω)\displaystyle={\bf P}(A_{[N,n)}\mid\sigma(w_{n},w_{n+1},\dots))(\omega)
=𝐏(Aσ(wn,wn+1,))(ω),\displaystyle={\bf P}(A\mid\sigma(w_{n},w_{n+1},\dots))(\omega),

we have by the bounded martingale convergence theorem,

𝐏(A[N,n)Cn(ω))𝐏(A𝒯)(ω)for 𝐏-almost every ωA,{\bf P}(A_{[N,n)}\mid C_{n}(\omega))\to{\bf P}(A\mid{\mathcal{T}})(\omega)\quad\text{for ${\bf P}$-almost every $\omega\in A$},

as nn\to\infty, where 𝒯:=n=0σ(wn,wn+1,){\mathcal{T}}:=\bigcap_{n=0}^{\infty}\sigma(w_{n},w_{n+1},\dots). Furthermore, since for 𝐏{\bf P}-almost every ωA\omega\in A,

𝐏(A[n,)Cn(ω))\displaystyle{\bf P}(A_{[n,\infty)}\mid C_{n}(\omega)) =𝐏(A[n,)σ(w0,w1,,wn))(ω)\displaystyle={\bf P}(A_{[n,\infty)}\mid\sigma(w_{0},w_{1},\dots,w_{n}))(\omega)
=𝐏(Aσ(w0,w1,,wn))(ω),\displaystyle={\bf P}(A\mid\sigma(w_{0},w_{1},\dots,w_{n}))(\omega),

we have

𝐏(A[n,)Cn(ω))𝟏A(ω)for 𝐏-almost every ωA,{\bf P}(A_{[n,\infty)}\mid C_{n}(\omega))\to{\bf 1}_{A}(\omega)\quad\text{for ${\bf P}$-almost every $\omega\in A$},

as nn\to\infty. Note that 𝐏(A𝒯)(ω)>0{\bf P}(A\mid{\mathcal{T}})(\omega)>0 for 𝐏{\bf P}-almost every ωA\omega\in A. Indeed, letting A>0:={ωΩ:𝐏(A𝒯)(ω)>0}A_{>0}:=\{\omega\in\Omega\ :\ {\bf P}(A\mid{\mathcal{T}})(\omega)>0\}, we have 𝐏(A𝒯)=𝐏(A𝒯)𝟏A>0{\bf P}(A\mid{\mathcal{T}})={\bf P}(A\mid{\mathcal{T}}){\bf 1}_{A_{>0}} almost everywhere in 𝐏{\bf P}, whence integrating both sides yields 𝐏(A)=𝐏(AA>0){\bf P}(A)={\bf P}(A\cap A_{>0}). Thus we obtain (3.6).

For 𝐏{\bf P}-almost every ωA\omega\in A, we have for each i=1,2i=1,2,

|d(o,wn(i)(ω))ln|εnandd(wn(i)(o),wn+1(i)(ω))εnfor all nNε,|d(o,w_{n}^{(i)}(\omega))-ln|\leq\varepsilon n\quad\text{and}\quad d(w_{n}^{(i)}(o),w_{n+1}^{(i)}(\omega))\leq\varepsilon n\quad\text{for all $n\geq N_{\varepsilon}$},

whence w(i)w_{\infty}^{(i)} is defined and

(wn(i)(ω)w(i)(ω))o(l2ε)nRfor all nNε,(w_{n}^{(i)}(\omega)\mid w_{\infty}^{(i)}(\omega))_{o}\geq(l-2\varepsilon)n-R\quad\text{for all $n\geq N_{\varepsilon}$},

for a constant R0R\geq 0 independent of ω\omega or nn (cf. [Kai00, Section 7.2]). For 𝐏{\bf P}-almost every ηACn(ω)\eta\in A\cap C_{n}(\omega), since 𝒘n(η)=𝒘n(ω){\bm{w}}_{n}(\eta)={\bm{w}}_{n}(\omega), by the δ\delta-hyperbolicity we have

(w(i)(η)w(i)(ω))o(l2ε)nRδfor each i=1,2,(w_{\infty}^{(i)}(\eta)\mid w_{\infty}^{(i)}(\omega))_{o}\geq(l-2\varepsilon)n-R-\delta\quad\text{for each $i=1,2$},

and thus we obtain by (2.3), for 𝐏{\bf P}-almost every ωA\omega\in A,

𝒘(η)B(𝒘(ω),Ce(l2ε)n)for 𝐏-almost every ηACn(ω),{\bm{w}}_{\infty}(\eta)\in B\left({\bm{w}}_{\infty}(\omega),Ce^{-(l-2\varepsilon)n}\right)\quad\text{for ${\bf P}$-almost every $\eta\in A\cap C_{n}(\omega)$},

where C=eR+δC=e^{R+\delta} is a positive constant depending only on the metric of the group Γ\Gamma. Therefore for 𝐏{\bf P}-almost every ωA\omega\in A,

𝐏(ACn(ω))νπ(B(𝒘(ω),Ce(l2ε)n)).{\bf P}(A\cap C_{n}(\omega))\leq\nu_{\pi}\left(B\left({\bm{w}}_{\infty}(\omega),Ce^{-(l-2\varepsilon)n}\right)\right).

Moreover, by the definition of AA, we have 𝐏(Cn(ω))=πn(𝒘n(ω))en(h(π)+ε){\bf P}(C_{n}(\omega))=\pi_{n}({\bm{w}}_{n}(\omega))\geq e^{-n(h(\pi)+\varepsilon)} for all nNεn\geq N_{\varepsilon}. Invoking (3.6), we obtain

lim supnlogνπ(B(𝒘(ω),Ce(l2ε)n))nh(π)+εfor 𝐏-almost every ωA.\limsup_{n\to\infty}\frac{\log\nu_{\pi}\left(B\left({\bm{w}}_{\infty}(\omega),Ce^{-(l-2\varepsilon)n}\right)\right)}{-n}\leq h(\pi)+\varepsilon\quad\text{for ${\bf P}$-almost every $\omega\in A$}.

Noting that rn:=Ce(l2ε)nr_{n}:=Ce^{-(l-2\varepsilon)n} satisfy that rn>rn+1=e(l2ε)rnr_{n}>r_{n+1}=e^{-(l-2\varepsilon)}r_{n} for all n0n\geq 0, we have

lim supr0logνπ(B(𝒘(ω),r))logrh(π)+εl2εfor 𝐏-almost every ωA.\limsup_{r\to 0}\frac{\log\nu_{\pi}\left(B\left({\bm{w}}_{\infty}(\omega),r\right)\right)}{\log r}\leq\frac{h(\pi)+\varepsilon}{l-2\varepsilon}\quad\text{for ${\bf P}$-almost every $\omega\in A$}.

Since A=Aε,NεA=A_{\varepsilon,N_{\varepsilon}} and 𝐏(Aε,Nε)1ε{\bf P}(A_{\varepsilon,N_{\varepsilon}})\geq 1-\varepsilon for all ε>0\varepsilon>0, we obtain

lim supr0logνπ(B(𝝃,r))logrh(π)lfor νπ-almost every 𝝃(Γ)2,\limsup_{r\to 0}\frac{\log\nu_{\pi}\left(B\left({\bm{\xi}},r\right)\right)}{\log r}\leq\frac{h(\pi)}{l}\quad\text{for $\nu_{\pi}$-almost every ${\bm{\xi}}\in(\partial\Gamma)^{2}$},

as required. ∎

Next we show the dimension lower bound. We use the following lemma.

Lemma 3.4.

For every ε>0\varepsilon>0 there exists a Borel set FεF_{\varepsilon} in (Γ)2(\partial\Gamma)^{2} such that νπ(Fε)1ε\nu_{\pi}(F_{\varepsilon})\geq 1-\varepsilon and

lim infr0logνπ(FεB(𝝃,r))logrh(π)lεfor νπ-almost every 𝝃 in (Γ)2.\liminf_{r\to 0}\frac{\log\nu_{\pi}\left(F_{\varepsilon}\cap B({\bm{\xi}},r)\right)}{\log r}\geq\frac{h(\pi)}{l}-\varepsilon\quad\text{for $\nu_{\pi}$-almost every ${\bm{\xi}}$ in $(\partial\Gamma)^{2}$}.
Proof.

Let {𝐏𝒘(ω)}ωΩ\{{\bf P}^{{\bm{w}}_{\infty}(\omega)}\}_{\omega\in\Omega} be the conditional probability measures associated with σ(𝒘)\sigma({\bm{w}}_{\infty}), where we have

𝐏=Ω𝐏𝒘(ω)𝑑𝐏(ω)=(Γ)2𝐏𝝃𝑑νπ(𝝃).{\bf P}=\int_{\Omega}{\bf P}^{{\bm{w}}_{\infty}(\omega)}\,d{\bf P}(\omega)=\int_{(\partial\Gamma)^{2}}{\bf P}^{\bm{\xi}}\,d\nu_{\pi}({\bm{\xi}}).

For all ε>0\varepsilon>0 and all positive integer NN, if we define

Aε,N:=nN{ωΩ:d×(𝒘n(ω),Π×(𝒘(ω))(ln))εn,πn(𝒘n(ω))en(h(π)ε)},A_{\varepsilon,N}:=\bigcap_{n\geq N}\Big{\{}\omega\in\Omega\ :\ d_{\times}({\bm{w}}_{n}(\omega),\Pi_{\times}({\bm{w}}_{\infty}(\omega))(ln))\leq\varepsilon n,\ \pi_{n}({\bm{w}}_{n}(\omega))\leq e^{-n(h(\pi)-\varepsilon)}\Big{\}},

then by (3.4) and (3.5), there exists an NεN_{\varepsilon} such that 𝐏(Aε,Nε)1ε{\bf P}(A_{\varepsilon,N_{\varepsilon}})\geq 1-\varepsilon. Letting A:=Aε,NεA:=A_{\varepsilon,N_{\varepsilon}}, we define

Fε:={𝝃(Γ)2:𝐏𝝃(A)ε}.F_{\varepsilon}:=\big{\{}{\bm{\xi}}\in(\partial\Gamma)^{2}\ :\ {\bf P}^{\bm{\xi}}(A)\geq\varepsilon\big{\}}.

Since

1ε𝐏(A)=(Γ)2𝐏𝝃(A)𝑑νπ(𝝃)\displaystyle 1-\varepsilon\leq{\bf P}(A)=\int_{(\partial\Gamma)^{2}}{\bf P}^{\bm{\xi}}(A)\,d\nu_{\pi}({\bm{\xi}}) =Fε𝐏𝝃(A)𝑑νπ(𝝃)+Fε𝖼𝐏𝝃(A)𝑑νπ(𝝃)\displaystyle=\int_{F_{\varepsilon}}{\bf P}^{\bm{\xi}}(A)\,d\nu_{\pi}({\bm{\xi}})+\int_{F_{\varepsilon}^{\sf c}}{\bf P}^{\bm{\xi}}(A)\,d\nu_{\pi}({\bm{\xi}})
νπ(Fε)+ενπ(Fε𝖼),\displaystyle\leq\nu_{\pi}(F_{\varepsilon})+\varepsilon\nu_{\pi}(F_{\varepsilon}^{\sf c}),

we have νπ(Fε)12ε\nu_{\pi}(F_{\varepsilon})\geq 1-2\varepsilon.

Let 𝒛n=(zn(1),zn(2)){\bm{z}}_{n}=(z_{n}^{(1)},z_{n}^{(2)}) be any sequence with |zn(i)|=ln|z_{n}^{(i)}|=\lfloor ln\rfloor for i=1,2i=1,2. Note that for 𝐏{\bf P}-almost every ηA\eta\in A and for all nNεn\geq N_{\varepsilon}, if 𝒘(η)𝒪(zn(1),R)×𝒪(zn(2),R){\bm{w}}_{\infty}(\eta)\in{\mathcal{O}}(z_{n}^{(1)},R)\times{\mathcal{O}}(z_{n}^{(2)},R), then

d×(Π×(𝒘(η))(ln),𝒛n)2R+C,d_{\times}(\Pi_{\times}({\bm{w}}_{\infty}(\eta))(ln),{\bm{z}}_{n})\leq 2R+C^{\prime},

for a positive constant CC^{\prime} depending only on the hyperbolicity constant of the metric in Γ\Gamma, and thus

ηAand𝒘(η)𝒪(zn(1),R)×𝒪(zn(2),R)𝒘n(η)B(𝒛n,εn+C)\eta\in A\quad\text{and}\quad{\bm{w}}_{\infty}(\eta)\in{\mathcal{O}}(z_{n}^{(1)},R)\times{\mathcal{O}}(z_{n}^{(2)},R)\implies{\bm{w}}_{n}(\eta)\in B({\bm{z}}_{n},\varepsilon n+C)

where B(𝒛n,T)=B(zn(1),T)×B(zn(2),T)B({\bm{z}}_{n},T)=B(z_{n}^{(1)},T)\times B(z_{n}^{(2)},T) for T0T\geq 0 and C=2R+CC=2R+C^{\prime} for a fixed R>0R>0. This shows that for all nNεn\geq N_{\varepsilon},

𝐏(𝒘(η)Fε𝒪(zn(1),R)×𝒪(zn(2),R))\displaystyle{\bf P}\big{(}{\bm{w}}_{\infty}(\eta)\in F_{\varepsilon}\cap{\mathcal{O}}(z_{n}^{(1)},R)\times{\mathcal{O}}(z_{n}^{(2)},R)\big{)}
𝐏(A{𝒘n(η)B(𝒛n,εn+C)})+𝐏(A𝖼{𝒘(η)Fε𝒪(zn(1),R)×𝒪(zn(2),R)}).\displaystyle\leq{\bf P}\big{(}A\cap\{{\bm{w}}_{n}(\eta)\in B({\bm{z}}_{n},\varepsilon n+C)\}\big{)}+{\bf P}\big{(}A^{\sf c}\cap\{{\bm{w}}_{\infty}(\eta)\in F_{\varepsilon}\cap{\mathcal{O}}(z_{n}^{(1)},R)\times{\mathcal{O}}(z_{n}^{(2)},R)\}\big{)}.

The second term is estimated as follows:

𝐏(A𝖼{𝒘(η)Fε𝒪(zn(1),R)×𝒪(zn(2),R)})\displaystyle{\bf P}\big{(}A^{\sf c}\cap\{{\bm{w}}_{\infty}(\eta)\in F_{\varepsilon}\cap{\mathcal{O}}(z_{n}^{(1)},R)\times{\mathcal{O}}(z_{n}^{(2)},R)\}\big{)}
=Fε𝒪(zn(1),R)×𝒪(zn(2),R)𝐏𝝃(A𝖼)𝑑νπ(𝝃)(1ε)νπ(Fε𝒪(zn(1),R)×𝒪(zn(2),R)).\displaystyle=\int_{F_{\varepsilon}\cap{\mathcal{O}}(z_{n}^{(1)},R)\times{\mathcal{O}}(z_{n}^{(2)},R)}{\bf P}^{\bm{\xi}}(A^{\sf c})\,d\nu_{\pi}({\bm{\xi}})\leq(1-\varepsilon)\nu_{\pi}\left(F_{\varepsilon}\cap{\mathcal{O}}(z_{n}^{(1)},R)\times{\mathcal{O}}(z_{n}^{(2)},R)\right).

Therefore we obtain

ενπ(Fε𝒪(zn(1),R)×𝒪(zn(2),R))𝐏(A{𝒘n(η)B(𝒛n,εn+C)}),\varepsilon\nu_{\pi}\big{(}F_{\varepsilon}\cap{\mathcal{O}}(z_{n}^{(1)},R)\times{\mathcal{O}}(z_{n}^{(2)},R)\big{)}\leq{\bf P}\big{(}A\cap\{{\bm{w}}_{n}(\eta)\in B({\bm{z}}_{n},\varepsilon n+C)\}\big{)}, (3.7)

for all nNεn\geq N_{\varepsilon}. Moreover, since

𝐏(A{𝒘n(η)B(𝒛n,εn+C)})\displaystyle{\bf P}\big{(}A\cap\{{\bm{w}}_{n}(\eta)\in B({\bm{z}}_{n},\varepsilon n+C)\}\big{)} 𝐏(πn(𝒘n(η))en(h(π)ε),𝒘n(η)B(𝒛n,εn+C))\displaystyle\leq{\bf P}\big{(}\pi_{n}({\bm{w}}_{n}(\eta))\leq e^{-n(h(\pi)-\varepsilon)},\ {\bm{w}}_{n}(\eta)\in B({\bm{z}}_{n},\varepsilon n+C)\big{)}
#B(𝒛n,εn+C)en(h(π)ε),\displaystyle\leq\#B({\bm{z}}_{n},\varepsilon n+C)\cdot e^{-n(h(\pi)-\varepsilon)},

we have for all nNεn\geq N_{\varepsilon},

𝐏(A{𝒘n(η)B(𝒛n,εn+C)})e2D(εn+C)en(h(π)ε){\bf P}\big{(}A\cap\{{\bm{w}}_{n}(\eta)\in B({\bm{z}}_{n},\varepsilon n+C)\}\big{)}\leq e^{2D(\varepsilon n+C)}e^{-n(h(\pi)-\varepsilon)} (3.8)

where DD is a constant greater than the exponential growth rate of (Γ,d)(\Gamma,d), i.e.,

#B(zn(i),T)eDTfor i=1,2 and for all large enough T.\#B(z_{n}^{(i)},T)\leq e^{DT}\quad\text{for $i=1,2$ and for all large enough $T$}.

Combining (3.7) and (3.8), we obtain

lim infnlogνπ(Fε𝒪(zn(1),R)×𝒪(zn(2),R))nh(π)ε2Dε.\liminf_{n\to\infty}\frac{\log\nu_{\pi}\left(F_{\varepsilon}\cap{\mathcal{O}}(z_{n}^{(1)},R)\times{\mathcal{O}}(z_{n}^{(2)},R)\right)}{-n}\geq h(\pi)-\varepsilon-2D\varepsilon.

Let us define 𝒛n:=Π×(𝒘(ω))(ln){\bm{z}}_{n}:=\Pi_{\times}({\bm{w}}_{\infty}(\omega))(ln) for 𝐏{\bf P}-almost every ωAδ,Nδ\omega\in A_{\delta,N_{\delta}} for all δ>0\delta>0. By (2.2) and (2.3), as in a similar way in the last part in the proof of Lemma 3.3, for 𝐏{\bf P}-almost every ωAδ,Nδ\omega\in A_{\delta,N_{\delta}},

lim infr0logνπ(FεB(𝒘(ω),r))logrh(π)ε2Dεl=h(π)lCε,\liminf_{r\to 0}\frac{\log\nu_{\pi}\left(F_{\varepsilon}\cap B({\bm{w}}_{\infty}(\omega),r)\right)}{\log r}\geq\frac{h(\pi)-\varepsilon-2D\varepsilon}{l}=\frac{h(\pi)}{l}-C^{\prime}\varepsilon,

for a constant C>0C^{\prime}>0. Since 𝐏(Aδ,Nδ)1δ{\bf P}(A_{\delta,N_{\delta}})\geq 1-\delta for all δ>0\delta>0, we have

lim infr0logνπ(FεB(𝝃,r))logrh(π)lCεfor νπ-almost every 𝝃 in (Γ)2.\liminf_{r\to 0}\frac{\log\nu_{\pi}\left(F_{\varepsilon}\cap B({\bm{\xi}},r\right))}{\log r}\geq\frac{h(\pi)}{l}-C^{\prime}\varepsilon\quad\text{for $\nu_{\pi}$-almost every ${\bm{\xi}}$ in $(\partial\Gamma)^{2}$}.

Replacing ε\varepsilon by a small enough constant yields the claim as stated. ∎

Lemma 3.5.

For νπ\nu_{\pi}-almost all 𝛏{\bm{\xi}} in (Γ)2(\partial\Gamma)^{2},

lim infr0logνπ(B(𝝃,r))logrh(π)l.\liminf_{r\to 0}\frac{\log\nu_{\pi}\left(B({\bm{\xi}},r)\right)}{\log r}\geq\frac{h(\pi)}{l}.
Proof.

For all ε>0\varepsilon>0, let F:=FεF:=F_{\varepsilon} be the Borel set in Lemma 3.4. For the hyperbolic metric space (Γ,d)(\Gamma,d) and the boundary (Γ,q)(\partial\Gamma,q), we have that for each 0<α<10<\alpha<1, the space (Γ,qα)(\partial\Gamma,q^{\alpha}) admits a bi-Lipschitz embedding into the Euclidean space n{\mathbb{R}}^{n} for some nn [BS00, Theorem 9.2]. Hence there exists a bi-Lipschitz map φ=(φ1,φ2)\varphi=(\varphi_{1},\varphi_{2}),

φ:((Γ)2,q×α)n×n,(ξ(1),ξ(2))(φ1(ξ(1)),φ2(ξ(2))),\varphi:((\partial\Gamma)^{2},q_{\times}^{\alpha})\to{\mathbb{R}}^{n}\times{\mathbb{R}}^{n},\quad(\xi^{(1)},\xi^{(2)})\mapsto(\varphi_{1}(\xi^{(1)}),\varphi_{2}(\xi^{(2)})),

i.e., for a constant L>0L>0,

1Lq×(𝝃1,𝝃2)αφ(𝝃1)φ(𝝃2)2nLq×(𝝃1,𝝃2)α\frac{1}{L}q_{\times}({\bm{\xi}}_{1},{\bm{\xi}}_{2})^{\alpha}\leq\|\varphi({\bm{\xi}}_{1})-\varphi({\bm{\xi}}_{2})\|_{{\mathbb{R}}^{2n}}\leq Lq_{\times}({\bm{\xi}}_{1},{\bm{\xi}}_{2})^{\alpha}

for all 𝝃i(Γ)2{\bm{\xi}}_{i}\in(\partial\Gamma)^{2}, i=1,2i=1,2, where 2n\|\cdot\,\|_{{\mathbb{R}}^{2n}} denotes the standard Euclidean norm in 2n=n×n{\mathbb{R}}^{2n}={\mathbb{R}}^{n}\times{\mathbb{R}}^{n}. By the Lebesgue density theorem for the Borel measure φνπ\varphi_{\ast}\nu_{\pi} in 2n{\mathbb{R}}^{2n}, we have

limr0φνπ(φ(F)B2n(φ(𝝃),r))φνπ(B2n(φ(𝝃),r))=1for νπ-almost every 𝝃F,\lim_{r\to 0}\frac{\varphi_{\ast}\nu_{\pi}\left(\varphi(F)\cap B_{{\mathbb{R}}^{2n}}(\varphi({\bm{\xi}}),r)\right)}{\varphi_{\ast}\nu_{\pi}\left(B_{{\mathbb{R}}^{2n}}(\varphi({\bm{\xi}}),r)\right)}=1\quad\text{for $\nu_{\pi}$-almost every ${\bm{\xi}}\in F$},

where B2n(x,r)B_{{\mathbb{R}}^{2n}}(x,r) stands for the standard Euclidean (closed) ball in 2n{\mathbb{R}}^{2n}. This implies that

lim infr0νπ(FB(𝝃,(Lr)1/α))νπ(B(𝝃,(r/L)1/α))1for νπ-almost all 𝝃F,\liminf_{r\to 0}\frac{\nu_{\pi}\left(F\cap B({\bm{\xi}},(Lr)^{1/\alpha})\right)}{\nu_{\pi}\left(B({\bm{\xi}},(r/L)^{1/\alpha})\right)}\geq 1\quad\text{for $\nu_{\pi}$-almost all ${\bm{\xi}}\in F$},

and for νπ\nu_{\pi}-almost all 𝝃(Γ)2{\bm{\xi}}\in(\partial\Gamma)^{2}, there exist positive constants c(𝝃)>0c({\bm{\xi}})>0 and r(𝝃)>0r({\bm{\xi}})>0 such that

νπ(FB(𝝃,L2/αr))c(𝝃)νπ(B(𝝃,r))for all 0<r<r(𝝃).\nu_{\pi}\left(F\cap B({\bm{\xi}},L^{2/\alpha}r)\right)\geq c({\bm{\xi}})\nu_{\pi}\left(B({\bm{\xi}},r)\right)\quad\text{for all $0<r<r({\bm{\xi}})$}.

Therefore we obtain

lim infr0logνπ(B(𝝃,r))logrlim infr0logνπ(FB(𝝃,r))logrfor νπ-almost all 𝝃F.\liminf_{r\to 0}\frac{\log\nu_{\pi}\left(B({\bm{\xi}},r)\right)}{\log r}\geq\liminf_{r\to 0}\frac{\log\nu_{\pi}\left(F\cap B({\bm{\xi}},r)\right)}{\log r}\quad\text{for $\nu_{\pi}$-almost all ${\bm{\xi}}\in F$}.

Lemma 3.4 implies that

lim infr0logνπ(B(𝝃,r))logrh(π)lεfor νπ-almost every 𝝃F,\liminf_{r\to 0}\frac{\log\nu_{\pi}\left(B({\bm{\xi}},r)\right)}{\log r}\geq\frac{h(\pi)}{l}-\varepsilon\quad\text{for $\nu_{\pi}$-almost every ${\bm{\xi}}\in F$},

and since F=FεF=F_{\varepsilon} and νπ(Fε)1ε\nu_{\pi}(F_{\varepsilon})\geq 1-\varepsilon for all ε>0\varepsilon>0,

lim infr0logνπ(B(𝝃,r))logrh(π)lfor νπ-almost every 𝝃 in (Γ)2,\liminf_{r\to 0}\frac{\log\nu_{\pi}\left(B({\bm{\xi}},r)\right)}{\log r}\geq\frac{h(\pi)}{l}\quad\text{for $\nu_{\pi}$-almost every ${\bm{\xi}}$ in $(\partial\Gamma)^{2}$},

concluding the claim. ∎

Proof of Theorem 3.1.

Lemmas 3.3 and 3.5 show the claim. ∎

4. Continuity of entropy

For a countable group Γ\Gamma (in particular we discuss a product of word hyperbolic groups), we endow the set of probability measures on Γ\Gamma with the topology induced by the total variation distance. Note that for all probability measure μ\mu and all sequence of probability measures {μ(i)}i=0\{\mu_{(i)}\}_{i=0}^{\infty} we have

μ(i)μTV0as i,\|\mu_{(i)}-\mu\|_{\rm TV}\to 0\quad\text{as $i\to\infty$},

if and only if μ(i)(x)μ(x)\mu_{(i)}(x)\to\mu(x) as ii\to\infty for each xΓx\in\Gamma. Fix a left-invariant metric dd on Γ\Gamma with finite exponential growth rate and let |x|=d(o,x)|x|=d(o,x) for xΓx\in\Gamma. For a finite set KK in Γ\Gamma, let

𝐄μ[|x|:ΓK]:=xΓK|x|μ(x){\bf E}\,_{\mu}[|x|:\Gamma\setminus K]:=\sum_{x\in\Gamma\setminus K}|x|\,\mu(x)

Erschler and Kaimanovich have shown that the continuity of h(μ)h(\mu) in μ\mu\in{\mathcal{M}} under some general conditions [EK13]. We say that a set {\mathcal{M}} of probability measures on Γ\Gamma satisfies uniform first moment condition if

supμ𝐄μ[|x|:ΓKn]0as n,\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu}[|x|:\Gamma\setminus K_{n}]\to 0\quad\text{as $n\to\infty$}, (M)

for all sequence of finite sets {Kn}n=0\{K_{n}\}_{n=0}^{\infty} with n=0Kn=Γ\bigcup_{n=0}^{\infty}K_{n}=\Gamma. We assume that there exists a pair of Borel Γ\Gamma-spaces BB, Bˇ\check{B} such that the Γ\Gamma-space Bˇ×B\check{B}\times B with the diagonal action admits a Γ\Gamma-invariant Borel set Λ\Lambda in Bˇ×B\check{B}\times B and a Γ\Gamma-equivariant map SS assigning to (ξˇ,ξ)Λ(\check{\xi},\xi)\in\Lambda a proper subset (strip) in Γ\Gamma. Let us say that the strips S(ξˇ,ξ)S(\check{\xi},\xi) given by the map SS satisfy uniform subexponential growth if

sup(ξˇ,ξ)Λ1nlog#(B(o,n)S(ξˇ,ξ))0as n.\sup_{(\check{\xi},\xi)\in\Lambda}\frac{1}{n}\log\#\left(B(o,n)\cap S(\check{\xi},\xi)\right)\to 0\quad\text{as $n\to\infty$}. (G)

For non-negative real RR, letting SR(ξˇ,ξ)S_{R}(\check{\xi},\xi) be the RR-neighborhood of S(ξˇ,ξ)S(\check{\xi},\xi), we define

ΛR:={(ξˇ,ξ)Λ:oSR(ξˇ,ξ)}.\Lambda_{R}:=\big{\{}(\check{\xi},\xi)\in\Lambda\ :\ o\in S_{R}(\check{\xi},\xi)\big{\}}.

Note that the union of ΛR\Lambda_{R} over RR covers Λ\Lambda. If a pair of Borel Γ\Gamma-spaces BB and Bˇ\check{B} admits a probability measure νμ\nu_{\mu} on BB (resp. νμˇ\nu_{\check{\mu}} on Bˇ\check{B}) for which (B,νμ)(B,\nu_{\mu}) (resp. (Bˇ,νμˇ)(\check{B},\nu_{\check{\mu}})) is a μ\mu- (resp. μˇ\check{\mu}-) boundary (where μˇ(x):=μ(x1)\check{\mu}(x):=\mu(x^{-1}) for xΓx\in\Gamma), and further

infμνμˇ×νμ(ΛR)1as R,\inf_{\mu\in{\mathcal{M}}}\nu_{\check{\mu}}\times\nu_{\mu}(\Lambda_{R})\to 1\quad\text{as $R\to\infty$}, (S)

then we say that {\mathcal{M}} satisfies uniform strip condition.

Theorem 4.1 (Theorem 1 in [EK13]).

If a set {\mathcal{M}} of probability measures on Γ\Gamma and a map SS satisfy the conditions (M), (G) and (S), then the function {\mathcal{M}}\to{\mathbb{R}}, μh(μ)\mu\mapsto h(\mu) is continuous.

Theorem 4.1 applies to word hyperbolic groups and their products with sequences of probability measures: In the case when Γ\Gamma is a word hyperbolic group, for a sequence of probability measures {μ(i)}i=0\{\mu_{(i)}\}_{i=0}^{\infty} on Γ\Gamma with uniform first moment converging to a probability measure μ\mu, we have h(μ(i))h(μ)h(\mu_{(i)})\to h(\mu) as ii\to\infty [EK13, Theorem 2]. Actually, it suffices to consider the case when Γ\Gamma is a non-elementary word hyperbolic group and the limiting probability measure μ\mu is non-elementary. One may take B=Bˇ=ΓB=\check{B}=\partial\Gamma the Gromov boundary endowed with the harmonic measures νμ\nu_{\mu} and νμˇ\nu_{\check{\mu}}, respectively, and Λ:=(Γ)2{diagonal}\Lambda:=(\partial\Gamma)^{2}\setminus\{{\rm diagonal}\}, which is open in the product (Γ)2(\partial\Gamma)^{2}. Furthermore, for (ξˇ,ξ)Λ(\check{\xi},\xi)\in\Lambda the strip S(ξˇ,ξ)S(\check{\xi},\xi) is defined as the union of bi-infinite geodesics connecting ξˇ\check{\xi} and ξ\xi in a Cayley graph of Γ\Gamma. The condition (G) is satisfied since

#(B(o,n)S(ξˇ,ξ))=O(n),\#(B(o,n)\cap S(\check{\xi},\xi))=O(n),

where the implied constant depends only on the Cayley graph. Furthermore the condition (S) is satisfied. Indeed, the harmonic measure νμ\nu_{\mu} is the unique μ\mu-stationary measure on Γ\partial\Gamma and the measures νμ(i)\nu_{\mu_{(i)}} weakly converge to νμ\nu_{\mu} as ii\to\infty, and νμ\nu_{\mu} is supported on an open set Λ\Lambda. Letting ΛR\Lambda_{R}^{\circ} denote the interior of ΛR\Lambda_{R}, we have

lim infkνˇik×νik(ΛR)νμˇ×νμ(ΛR),\liminf_{k\to\infty}\check{\nu}_{i_{k}}\times\nu_{i_{k}}(\Lambda_{R}^{\circ})\geq\nu_{\check{\mu}}\times\nu_{\mu}(\Lambda_{R}^{\circ}),

for every subsequence νˇik×νik\check{\nu}_{i_{k}}\times\nu_{i_{k}} of νμˇ(i)×νμ(i)\nu_{\check{\mu}_{(i)}}\times\nu_{\mu_{(i)}}. Noting that ΛR\Lambda_{R}^{\circ} increases and exhausts Λ\Lambda as RR grows, we have (S) (cf. [EK13, Lemma 3]).

In the case when the group is a product Γ×Γ\Gamma\times\Gamma of word hyperbolic groups and a probability measure π\pi, one may take B=Bˇ=(Γ)2B=\check{B}=(\partial\Gamma)^{2} and

Λ={(𝝃ˇ,𝝃)Bˇ×B:ξˇ(i)ξ(i)for i=1,2},\Lambda=\big{\{}(\check{\bm{\xi}},{\bm{\xi}})\in\check{B}\times B\ :\ \check{\xi}^{(i)}\neq\xi^{(i)}\ \text{for $i=1,2$}\big{\}},

where 𝝃ˇ=(ξˇ(1),ξˇ(2))\check{\bm{\xi}}=(\check{\xi}^{(1)},\check{\xi}^{(2)}) and 𝝃=(ξ(1),ξ(2)){\bm{\xi}}=(\xi^{(1)},\xi^{(2)}), and Λ\Lambda is open in Bˇ×B\check{B}\times B. The strip is defined by

S(𝝃ˇ,𝝃)=S(ξˇ(1),ξ(1))×S(ξˇ(2),ξ(2)),S(\check{\bm{\xi}},{\bm{\xi}})=S(\check{\xi}^{(1)},\xi^{(1)})\times S(\check{\xi}^{(2)},\xi^{(2)}),

and we have

#(B(o,n)S(𝝃ˇ,𝝃))=O(n2).\#\left(B(o,n)\cap S(\check{\bm{\xi}},{\bm{\xi}})\right)=O(n^{2}).

This shows that (G) holds. Moreover we have (S) for a sequence of probability measures π(i)\pi_{(i)} on Γ×Γ\Gamma\times\Gamma since νπ\nu_{\pi} is the unique π\pi-stationary measure on (Γ)2(\partial\Gamma)^{2} and supported on an open set Λ\Lambda as in the case on Γ\Gamma presented above.

Corollary 4.2.

For a word hyperbolic group Γ\Gamma and a non-elementary probability measure μ\mu with finite first moment, the asymptotic entropy h(πρ)h(\pi^{\rho}) is continuous in ρ[0,1]\rho\in[0,1].

Proof.

The set of probability measures πρ=ρμ×μ+(1ρ)μdiag\pi^{\rho}=\rho\mu\times\mu+(1-\rho)\mu_{{\rm diag}} on Γ×Γ\Gamma\times\Gamma has uniform finite first moment if μ\mu has finite first moment. By the discussion above, the conditions (M), (G) and (S) are satisfied for {πρi}i=0\{\pi^{\rho_{i}}\}_{i=0}^{\infty} with every sequence {ρi}i=0\{\rho_{i}\}_{i=0}^{\infty} converging to ρ\rho in [0,1][0,1] as ii\to\infty, and thus Theorem 4.1 implies the claim. ∎

5. Proofs of Theorems 1.2 and 1.3

Proof of Theorem 1.2.

For probability measures ν1\nu_{1} and ν2\nu_{2} on (ΓΓ)2(\Gamma\cup\partial\Gamma)^{2}, the total variation distance is defined by

ν1ν2TV:=sup{|ν1(A)ν2(A)|:A is Borel in (ΓΓ)2}.\|\nu_{1}-\nu_{2}\|_{\rm TV}:=\sup\big{\{}|\nu_{1}(A)-\nu_{2}(A)|\ :\ \text{$A$ is Borel in $(\Gamma\cup\partial\Gamma)^{2}$}\big{\}}.

For each 0ρ10\leq\rho\leq 1, a πρ\pi^{\rho}-random walk {𝒘n}n=0\{{\bm{w}}_{n}\}_{n=0}^{\infty} converges to 𝒘{\bm{w}}_{\infty} in (Γ)2(\partial\Gamma)^{2} as nn\to\infty in (ΓΓ)2(\Gamma\cup\partial\Gamma)^{2}, 𝐏{\bf P}-almost surely, and the distribution πnρ\pi^{\rho}_{n} converges weakly to the harmonic measure νπρ\nu_{\pi^{\rho}} (see the beginning of Section 3). Therefore for 0ρ10\leq\rho\leq 1, we have

lim infnπnρμn×μnTVνπρνμ×νμTV.\liminf_{n\to\infty}\|\pi^{\rho}_{n}-\mu_{n}\times\mu_{n}\|_{{\rm TV}}\geq\|\nu_{\pi^{\rho}}-\nu_{\mu}\times\nu_{\mu}\|_{{\rm TV}}. (5.1)

For all 0ρ<10\leq\rho<1, we have νπρνμ×νμ\nu_{\pi^{\rho}}\neq\nu_{\mu}\times\nu_{\mu}. Indeed, suppose that νπρ=νμ×νμ\nu_{\pi^{\rho}}=\nu_{\mu}\times\nu_{\mu} for some 0ρ<10\leq\rho<1, then we have

πρ(νμ×νμ)=νμ×νμ\pi^{\rho}\ast(\nu_{\mu}\times\nu_{\mu})=\nu_{\mu}\times\nu_{\mu}

since νπρ\nu_{\pi^{\rho}} is the πρ\pi^{\rho}-stationary measure on (Γ)2(\partial\Gamma)^{2} (cf. (3.1) and (3.2) in Section 3). Noting that νμ\nu_{\mu} is the μ\mu-stationary measure on Γ\partial\Gamma, we have

ρ(νμ×νμ)+(1ρ)xΓμdiag(x)(xνμ×xνμ)=νμ×νμ,\rho(\nu_{\mu}\times\nu_{\mu})+(1-\rho)\sum_{x\in\Gamma}\mu_{{\rm diag}}(x)(x\nu_{\mu}\times x\nu_{\mu})=\nu_{\mu}\times\nu_{\mu},

and

μdiag(νμ×νμ)=νμ×νμ.\mu_{{\rm diag}}\ast(\nu_{\mu}\times\nu_{\mu})=\nu_{\mu}\times\nu_{\mu}.

This shows that νμ×νμ\nu_{\mu}\times\nu_{\mu} is the μdiag\mu_{\rm diag}-stationary (harmonic) measure by the uniqueness. However, the harmonic measure for μdiag\mu_{{\rm diag}} is supported on the diagonal in (Γ)2(\partial\Gamma)^{2} and νμ\nu_{\mu} is non-atomic on Γ\partial\Gamma since gr(μ){\rm gr}(\mu) is non-elementary, we have νπρνμ×νμ\nu_{\pi^{\rho}}\neq\nu_{\mu}\times\nu_{\mu}, yielding a contradiction. Therefore for all 0ρ<10\leq\rho<1, we have νπρνμ×νμTV>0\|\nu_{\pi^{\rho}}-\nu_{\mu}\times\nu_{\mu}\|_{\rm TV}>0, and thus by (5.1),

lim infnπnρμn×μnTV>0,\liminf_{n\to\infty}\|\pi^{\rho}_{n}-\mu_{n}\times\mu_{n}\|_{{\rm TV}}>0,

as claimed. ∎

Proof of Theorem 1.3.

As in the same way in the beginning of the proof of Theorem 1.2, for all 0ρ,ρ10\leq\rho,\rho^{\prime}\leq 1, we have

lim infnπnρπnρTVνπρνπρTV.\liminf_{n\to\infty}\|\pi^{\rho}_{n}-\pi^{\rho^{\prime}}_{n}\|_{{\rm TV}}\geq\|\nu_{\pi^{\rho}}-\nu_{\pi^{\rho^{\prime}}}\|_{{\rm TV}}.

Theorem 3.1 shows that for the Borel set

Eρ:={𝝃(Γ)2:limr0logνπρ(B(𝝃,r))logr=h(πρ)l},E_{\rho}:=\left\{{\bm{\xi}}\in(\partial\Gamma)^{2}\ :\ \lim_{r\to 0}\frac{\log\nu_{\pi^{\rho}}(B({\bm{\xi}},r))}{\log r}=\frac{h(\pi^{\rho})}{l}\right\},

we have νπρ(Eρ)=1\nu_{\pi^{\rho}}(E_{\rho})=1. By Corollary 4.2, the function ρh(πρ)\rho\mapsto h(\pi^{\rho}) for ρ[0,1]\rho\in[0,1] is continuous. Furthermore,

h(μ)=h(π0)h(πρ)h(π1)=2h(μ)for all 0ρ1,h(\mu)=h(\pi^{0})\leq h(\pi^{\rho})\leq h(\pi^{1})=2h(\mu)\quad\text{for all $0\leq\rho\leq 1$},

and h(μ)>0h(\mu)>0 since gr(μ){\rm gr}(\mu) is non-elementary. Hence there exists 0<ρ10<\rho_{\ast}\leq 1 such that h(πρ)<h(π1)h(\pi^{\rho})<h(\pi^{1}) for all 0ρ<ρ0\leq\rho<\rho_{\ast}. This shows that for all 0ρ<ρ0\leq\rho<\rho_{\ast}, we have νπρ(Eρ)=1\nu_{\pi^{\rho}}(E_{\rho})=1 and (νμ×νμ)(Eρ)=0(\nu_{\mu}\times\nu_{\mu})(E_{\rho})=0, implying that νπρ\nu_{\pi^{\rho}} and νμ×νμ\nu_{\mu}\times\nu_{\mu} are mutually singular and νπρνμ×νμTV=1\|\nu_{\pi^{\rho}}-\nu_{\mu}\times\nu_{\mu}\|_{{\rm TV}}=1. Therefore we have for all 0ρ<ρ0\leq\rho<\rho_{\ast},

lim infnπnρμn×μnTV=1,\liminf_{n\to\infty}\|\pi^{\rho}_{n}-\mu_{n}\times\mu_{n}\|_{{\rm TV}}=1,

and limnπnρμn×μnTV=1\lim_{n\to\infty}\|\pi^{\rho}_{n}-\mu_{n}\times\mu_{n}\|_{{\rm TV}}=1, as required. ∎

Remark 5.1.

The proof of Theorem 1.3 shows that if h(πρ)h(πρ)h(\pi^{\rho})\neq h(\pi^{\rho^{\prime}}) for 0ρ,ρ10\leq\rho,\rho^{\prime}\leq 1, then

πnρπnρTV1as n,\|\pi_{n}^{\rho}-\pi_{n}^{\rho^{\prime}}\|_{{\rm TV}}\to 1\quad\text{as $n\to\infty$},

and νπρ\nu_{\pi^{\rho}} and νπρ\nu_{\pi^{\rho^{\prime}}} are mutually singular.

Appendix A A proof of Theorem 4.1

In this section, 𝐄ν{\bf E}\,_{\nu} denotes the expectation for a probability measure ν\nu. Let Γ\Gamma be a countable group endowed with a probability measure μ\mu of finite entropy, i.e., H(μ)<H(\mu)<\infty. For the μ\mu-random walk {wn}n=0\{w_{n}\}_{n=0}^{\infty} starting from oo on Γ\Gamma, let us consider the probability measure space (Γ+,,𝐏)(\Gamma^{{\mathbb{Z}}_{+}},{\mathcal{F}},{\bf P}), where {\mathcal{F}} is the σ\sigma-field generated by the cylinder sets and 𝐏{\bf P} is the distribution of {wn}n=0\{w_{n}\}_{n=0}^{\infty}.

For each positive integer nn, let α1n\alpha_{1}^{n} be the measurable partition on Γ+\Gamma^{{\mathbb{Z}}_{+}} where 𝝎=(ωi)i=0{\bm{\omega}}=(\omega_{i})_{i=0}^{\infty} and 𝝎=(ωi)i=0{\bm{\omega}}^{\prime}=(\omega_{i}^{\prime})_{i=0}^{\infty} belong to the same set if and only if ωi=ωi\omega_{i}=\omega_{i}^{\prime} for all 0in0\leq i\leq n. For any sub σ\sigma-field 𝒜{\mathcal{A}} in {\mathcal{F}}, the conditional entropy is defined by

H𝐏(α1n𝒜):=𝐄𝐏[Bα1n𝐏(B𝒜)log𝐏(B𝒜)],H_{\bf P}(\alpha_{1}^{n}\mid{\mathcal{A}}):={\bf E}\,_{\bf P}\Big{[}-\sum_{B\in\alpha_{1}^{n}}{\bf P}(B\mid{\mathcal{A}})\log{\bf P}(B\mid{\mathcal{A}})\Big{]},

where 𝐏(𝒜){\bf P}(\,\cdot\mid{\mathcal{A}}) stands for the conditional probability measure with respect to 𝒜{\mathcal{A}}. The tail σ\sigma-field is defined by 𝒯:=n=0σ(wn,wn+1,){\mathcal{T}}:=\bigcap_{n=0}^{\infty}\sigma(w_{n},w_{n+1},\dots). In the case when 𝒜=𝒯{\mathcal{A}}={\mathcal{T}}, letting α:=α11\alpha:=\alpha_{1}^{1}, we have

H𝐏(α𝒯)=H(μ)h(μ),H_{\bf P}(\alpha\mid{\mathcal{T}})=H(\mu)-h(\mu), (A.1)

[KV83, cf. Proof of Theorem 1.1].

The group Γ\Gamma acts on Γ+\Gamma^{{\mathbb{Z}}_{+}} by x(ωn)n=0=(xωn)n=0x(\omega_{n})_{n=0}^{\infty}=(x\omega_{n})_{n=0}^{\infty} for xΓx\in\Gamma. The stationary σ\sigma-field 𝒮{\mathcal{S}} is the sub σ\sigma-field of {\mathcal{F}} generated by shift-invariant measurable sets, where the shift is defined by (ωn)n=0(ωn+1)n=0(\omega_{n})_{n=0}^{\infty}\mapsto(\omega_{n+1})_{n=0}^{\infty} on Γ+\Gamma^{{\mathbb{Z}}_{+}}. Note that 𝒮{\mathcal{S}} is Γ\Gamma-invariant, i.e., if A𝒮A\in{\mathcal{S}}, then xA𝒮xA\in{\mathcal{S}} for all xΓx\in\Gamma. By definition, we have 𝒮𝒯{\mathcal{S}}\subset{\mathcal{T}}, and it is known that their 𝐏{\bf P}-completions coincide, i.e., 𝒮=𝒯{\mathcal{S}}={\mathcal{T}} mod 𝐏{\bf P} [KV83, Section 7.0] (where it is crucial that the initial state w0w_{0} is a point). Therefore by (A.1),

H𝐏(α𝒮)=H(μ)h(μ).H_{{\bf P}}(\alpha\mid{\mathcal{S}})=H(\mu)-h(\mu). (A.2)

For each Γ\Gamma-invariant sub σ\sigma-field 𝒜{\mathcal{A}} of 𝒮{\mathcal{S}}, let 𝐏ξ()=𝐏(𝒜)(ξ){\bf P}^{\xi}(\,\cdot\,)={\bf P}(\,\cdot\mid{\mathcal{A}})(\xi) for 𝐏{\bf P}-almost every ξΓ+\xi\in\Gamma^{{\mathbb{Z}}_{+}}, and let

μnξ(x):=𝐏ξ(wn=x)for xΓ and n0,\mu^{\xi}_{n}(x):={\bf P}^{\xi}(w_{n}=x)\qquad\text{for $x\in\Gamma$ and $n\geq 0$},

and we define the entropy of conditional process: For n0n\geq 0, let

H(μnξ):=𝐄𝐏[xΓμnξ(x)logμnξ(x)].H(\mu_{n}^{\xi}):={\bf E}\,_{\bf P}\Big{[}-\sum_{x\in\Gamma}\mu_{n}^{\xi}(x)\log\mu_{n}^{\xi}(x)\Big{]}. (A.3)

This yields H(μnξ)=H(μn)+n(H(α𝒜)H(μ))H(\mu_{n}^{\xi})=H(\mu_{n})+n(H(\alpha\mid{\mathcal{A}})-H(\mu)), and in particular, in the case when 𝒜=𝒮{\mathcal{A}}={\mathcal{S}}, by (A.2), we obtain for all n0n\geq 0,

H(μnξ)=H(μn)nh(μ),H(\mu_{n}^{\xi})=H(\mu_{n})-nh(\mu), (A.4)

[Kai00, Sections 3 and 4].

We write BR=B(o,R)B_{R}=B(o,R) for simplicity of notations.

Lemma A.1.

For a set of probability measures {\mathcal{M}} on Γ\Gamma with uniform first moment condition, the function {\mathcal{M}}\to{\mathbb{R}},

μH(μ)\mu\mapsto H(\mu)

is continuous.

Proof.

For the exponential growth rate v(Γ,d)v(\Gamma,d) for (Γ,d)(\Gamma,d), let us fix D>v(Γ,d)D>v(\Gamma,d) and define

A:={xΓ:μ(x)eD|x|}.A:=\big{\{}x\in\Gamma\ :\ \mu(x)\geq e^{-D|x|}\big{\}}.

For the ball K=BNK=B_{N} in Γ\Gamma with NN large enough, decomposing the sum

H(μ)=xKμ(x)logμ(x)xAK𝖼μ(x)logμ(x)xA𝖼K𝖼μ(x)logμ(x),H(\mu)=-\sum_{x\in K}\mu(x)\log\mu(x)-\sum_{x\in A\cap K^{\sf c}}\mu(x)\log\mu(x)-\sum_{x\in A^{\sf c}\cap K^{\sf c}}\mu(x)\log\mu(x),

we estimate the second and third terms. First, we have

xAK𝖼μ(x)logμ(x)\displaystyle-\sum_{x\in A\cap K^{\sf c}}\mu(x)\log\mu(x) xK𝖼μ(x)logeD|x|Dsupμ𝐄μ[|x|:ΓK].\displaystyle\leq-\sum_{x\in K^{\sf c}}\mu(x)\log e^{-D|x|}\leq D\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu}[|x|:\Gamma\setminus K].

Second, letting Sk:={xΓ:k<|x|k+1}S_{k}:=\{x\in\Gamma\ :\ k<|x|\leq k+1\} for non-negative integers kk,

xA𝖼K𝖼μ(x)logμ(x)\displaystyle-\sum_{x\in A^{\sf c}\cap K^{\sf c}}\mu(x)\log\mu(x) =k=NxSkA𝖼μ(x)logμ(x)k=N#SkD(k+1)eDkCeDN\displaystyle=-\sum_{k=N}^{\infty}\sum_{x\in S_{k}\cap A^{\sf c}}\mu(x)\log\mu(x)\leq\sum_{k=N}^{\infty}\#S_{k}\cdot D(k+1)e^{-Dk}\leq Ce^{-D^{\prime}N}

for constants 0<D<Dv(Γ,d)0<D^{\prime}<D-v(\Gamma,d) and C>0C>0, for all large enough NN, where in the first inequality we have used μ(x)logμ(x)eD|x|logeD|x|-\mu(x)\log\mu(x)\leq-e^{-D|x|}\log e^{-D|x|} for xA𝖼x\in A^{\sf c} and |x||x| large enough. Finally, we obtain

supμ|H(μ)+xBNμ(x)logμ(x)|Dsupμ𝐄μ[|x|:ΓBN]+CeDN.\sup_{\mu\in{\mathcal{M}}}\left|H(\mu)+\sum_{x\in B_{N}}\mu(x)\log\mu(x)\right|\leq D\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu}\Big{[}|x|:\Gamma\setminus B_{N}\Big{]}+Ce^{-D^{\prime}N}.

This shows that

xBNμ(x)logμ(x)H(μ)uniformly on μ as N,-\sum_{x\in B_{N}}\mu(x)\log\mu(x)\to H(\mu)\quad\text{uniformly on $\mu\in{\mathcal{M}}$ as $N\to\infty$},

implying that μH(μ)\mu\mapsto H(\mu) is continuous on {\mathcal{M}}. ∎

Lemma A.2.

In the same setting as in Lemma A.1, for all L>4L>4 and for all positive integer nn,

supμ𝐄μn[|x|:ΓBnL]nsupμ𝐄μ[|x|:ΓBL]+2nLsupμ𝐄μ|x|,\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu_{n}}\Big{[}|x|:\Gamma\setminus B_{nL}\Big{]}\leq n\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu}\Big{[}|x|:\Gamma\setminus B_{\sqrt{L}}\Big{]}+\frac{2n}{\sqrt{L}}\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu}|x|, (A.5)

and

supμ(xΓBnLμn(x)logμn(x))Dsupμ𝐄μn[|x|:ΓBnL]+CeDnL,\sup_{\mu\in{\mathcal{M}}}\Big{(}-\sum_{x\in\Gamma\setminus B_{nL}}\mu_{n}(x)\log\mu_{n}(x)\Big{)}\leq D\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu_{n}}\Big{[}|x|:\Gamma\setminus B_{nL}\Big{]}+Ce^{-D^{\prime}nL}, (A.6)

where CC, DD and DD^{\prime} are positive constants independent of nn and LL. Moreover, for each n>0n>0, the function {\mathcal{M}}\to{\mathbb{R}}, μH(μn)\mu\mapsto H(\mu_{n}) is continuous.

Proof.

We use the same notation as in the proof of Lemma A.1 and obtain (A.6) in the same way for each positive integer nn and for all L>4L>4. Let us show (A.5). Note that

𝐄μn[|x|:ΓBnL]=𝐄𝐏[|wn|𝟏{|wn|>nL}]\displaystyle{\bf E}\,_{\mu_{n}}\Big{[}|x|:\Gamma\setminus B_{nL}\Big{]}={\bf E}\,_{\bf P}\Big{[}|w_{n}|{\bf 1}_{\{|w_{n}|>nL\}}\Big{]} 𝐄𝐏[(i=1n|xi|)𝟏{i=1n|xi|>nL}]\displaystyle\leq{\bf E}\,_{\bf P}\Big{[}\Big{(}\sum_{i=1}^{n}|x_{i}|\Big{)}{\bf 1}_{\{\sum_{i=1}^{n}|x_{i}|>nL\}}\Big{]}
=n𝐄𝐏[|x1|𝟏{i=1n|xi|>nL}],\displaystyle=n{\bf E}\,_{\bf P}\Big{[}|x_{1}|{\bf 1}_{\{\sum_{i=1}^{n}|x_{i}|>nL\}}\Big{]},

where the last equality follows since x1,,xnx_{1},\dots,x_{n} are independent and identically distributed. Moreover, we have

𝐄𝐏[|x1|𝟏{i=1n|xi|>nL}]=𝐄𝐏[|x1|𝟏{|x1|>L,i=1n|xi|>nL}]+𝐄𝐏[|x1|𝟏{|x1|L,i=1n|xi|>nL}],\displaystyle{\bf E}\,_{\bf P}\Big{[}|x_{1}|{\bf 1}_{\{\sum_{i=1}^{n}|x_{i}|>nL\}}\Big{]}={\bf E}\,_{\bf P}\Big{[}|x_{1}|{\bf 1}_{\{|x_{1}|>\sqrt{L},\ \sum_{i=1}^{n}|x_{i}|>nL\}}\Big{]}+{\bf E}\,_{\bf P}\Big{[}|x_{1}|{\bf 1}_{\{|x_{1}|\leq\sqrt{L},\ \sum_{i=1}^{n}|x_{i}|>nL\}}\Big{]},

where the first term is at most

𝐄μ[|x1|𝟏{|x1|>L}]supμ𝐄μ[|x|:ΓBL],{\bf E}\,_{\mu}\Big{[}|x_{1}|{\bf 1}_{\{|x_{1}|>\sqrt{L}\}}\Big{]}\leq\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu}\Big{[}|x|:\Gamma\setminus B_{\sqrt{L}}\Big{]},

and the second term is at most

L𝐏(i=2n|xi|>nLL)L(n1)nLL𝐄μ|x|LLL/nsupμ𝐄μ|x|,\sqrt{L}{\bf P}\Big{(}\sum_{i=2}^{n}|x_{i}|>nL-\sqrt{L}\Big{)}\leq\frac{\sqrt{L}(n-1)}{nL-\sqrt{L}}{\bf E}\,_{\mu}|x|\leq\frac{\sqrt{L}}{L-\sqrt{L}/n}\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu}|x|,

by the Markov inequality. Therefore for all L>4L>4 and for all n>0n>0, we have L/n<L/2\sqrt{L}/n<L/2 and

supμ𝐄μn[|x|:ΓBnL]nsupμ𝐄μ[|x|:ΓBL]+2nLsupμ𝐄μ|x|,\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu_{n}}\Big{[}|x|:\Gamma\setminus B_{nL}\Big{]}\leq n\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu}\Big{[}|x|:\Gamma\setminus B_{\sqrt{L}}\Big{]}+\frac{2n}{\sqrt{L}}\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu}|x|,

yielding (A.5). Finally, since μnμnTVnμμTV\|\mu_{n}-\mu_{n}^{\prime}\|_{\rm TV}\leq n\|\mu-\mu^{\prime}\|_{\rm TV} for μ\mu, μ\mu^{\prime}\in{\mathcal{M}}, the term

xBnLμn(x)logμn(x)-\sum_{x\in B_{nL}}\mu_{n}(x)\log\mu_{n}(x)

is continuous in μ\mu for each fixed nn, and converges to H(μn)H(\mu_{n}) uniformly on μ\mu in {\mathcal{M}} as LL\to\infty by (A.6), the last statement holds. ∎

Recall the notations from [Kai00, Section 6]: Let (Γ,𝐏¯)(\Gamma^{\mathbb{Z}},\overline{\bf P}) be the probability measure space of bilateral paths 𝝎¯=(ωi)i\overline{\bm{\omega}}=(\omega_{i})_{i\in{\mathbb{Z}}} with ω0=o\omega_{0}=o. The space is identified with the product space via the map 𝝎¯(𝝎ˇ,𝝎)\overline{\bm{\omega}}\mapsto(\check{\bm{\omega}},{\bm{\omega}}) from (Γ,𝐏¯)(\Gamma^{\mathbb{Z}},\overline{\bf P}) to (Γ+,𝐏ˇ)×(Γ+,𝐏)(\Gamma^{{\mathbb{Z}}_{+}},\check{\bf P})\times(\Gamma^{{\mathbb{Z}}_{+}},{\bf P}) where 𝝎ˇ=(ωi)i+\check{\bm{\omega}}=(\omega_{-i})_{i\in{\mathbb{Z}}_{+}} and 𝐏ˇ\check{\bf P} is the distribution of μˇ\check{\mu}-random walk starting from oo. We denote by U¯\overline{U} the probability measure preserving transformation on (Γ,𝐏¯)(\Gamma^{\mathbb{Z}},\overline{\bf P}) induced from the Bernoulli shift in the space of increments, more explicitly,

(U¯k𝝎)n=ωk1ωn+kfor 𝝎=(ωi)iΓ and for k,n.(\overline{U}^{k}{\bm{\omega}})_{n}=\omega_{k}^{-1}\omega_{n+k}\quad\text{for ${\bm{\omega}}=(\omega_{i})_{i\in{\mathbb{Z}}}\in\Gamma^{\mathbb{Z}}$ and for $k,n\in{\mathbb{Z}}$}.

Given Γ\Gamma-equivariant measurable maps bnd+:Γ+B{\rm bnd_{+}}:\Gamma^{{\mathbb{Z}}_{+}}\to B and bnd:Γ+Bˇ{\rm bnd_{-}}:\Gamma^{{\mathbb{Z}}_{+}}\to\check{B} for the μ\mu-boundary BB and for the μˇ\check{\mu}-boundary Bˇ\check{B}, let us define Π+:ΓB\Pi_{+}:\Gamma^{\mathbb{Z}}\to B by 𝝎¯=(𝝎ˇ,𝝎)bnd+(𝝎)\overline{\bm{\omega}}=(\check{\bm{\omega}},{\bm{\omega}})\mapsto{\rm bnd_{+}}({\bm{\omega}}) and Π:ΓBˇ\Pi_{-}:\Gamma^{\mathbb{Z}}\to\check{B} by 𝝎¯=(𝝎ˇ,𝝎)bnd(𝝎ˇ)\overline{\bm{\omega}}=(\check{\bm{\omega}},{\bm{\omega}})\mapsto{\rm bnd_{-}}(\check{\bm{\omega}}). Note that νμ=Π+𝐏¯\nu_{\mu}={\Pi_{+}}_{\ast}\overline{\bf P} and νμˇ=Π𝐏¯\nu_{\check{\mu}}={\Pi_{-}}_{\ast}\overline{\bf P}.

Proof of Theorem 4.1.

The condition (S) implies that

εR:=1infμνμˇ×νμ(ΛR)0as R,\varepsilon_{R}:=1-\inf_{\mu\in{\mathcal{M}}}\nu_{\check{\mu}}\times\nu_{\mu}(\Lambda_{R})\to 0\quad\text{as $R\to\infty$},

where ΛR={(ξˇ,ξ)Λ:oSR(ξˇ,ξ)}\Lambda_{R}=\big{\{}(\check{\xi},\xi)\in\Lambda\ :\ o\in S_{R}(\check{\xi},\xi)\big{\}} for R0R\geq 0, and thus

𝐏¯(oSR(Π𝝎¯,Π+𝝎¯))=νμˇ×νμ((ξˇ,ξ)Λ:oSR(ξˇ,ξ))=νμˇ×νμ(ΛR)1εR,\displaystyle\overline{\bf P}\left(o\in S_{R}(\Pi_{-}\overline{\bm{\omega}},\Pi_{+}\overline{\bm{\omega}})\right)=\nu_{\check{\mu}}\times\nu_{\mu}\left((\check{\xi},\xi)\in\Lambda\ :\ o\in S_{R}(\check{\xi},\xi)\right)=\nu_{\check{\mu}}\times\nu_{\mu}\left(\Lambda_{R}\right)\geq 1-\varepsilon_{R},

uniformly on μ\mu\in{\mathcal{M}}. Moreover, since the map SS is Γ\Gamma-equivariant and 𝐏¯\overline{\bf P} is U¯\overline{U}-invariant, we have

𝐏¯(ωnSR(Π𝝎¯,Π+𝝎¯))=𝐏¯(oωn1SR(Π𝝎¯,Π+𝝎¯))\displaystyle\overline{\bf P}\left(\omega_{n}\in S_{R}(\Pi_{-}\overline{\bm{\omega}},\Pi_{+}\overline{\bm{\omega}})\right)=\overline{\bf P}\left(o\in\omega_{n}^{-1}S_{R}(\Pi_{-}\overline{\bm{\omega}},\Pi_{+}\overline{\bm{\omega}})\right)
=𝐏¯(oSR(ΠU¯n𝝎¯,Π+U¯n𝝎¯))=𝐏¯(oSR(Π𝝎¯,Π+𝝎¯))1εR.\displaystyle\qquad\qquad\qquad=\overline{\bf P}\left(o\in S_{R}(\Pi_{-}\overline{U}^{n}\overline{\bm{\omega}},\Pi_{+}\overline{U}^{n}\overline{\bm{\omega}})\right)=\overline{\bf P}\left(o\in S_{R}(\Pi_{-}\overline{\bm{\omega}},\Pi_{+}\overline{\bm{\omega}})\right)\geq 1-\varepsilon_{R}.

Therefore, disintegrating the measure,

𝐏¯(ωnSR(Π𝝎¯,Π+𝝎¯))=Λ𝐏ξ(ωnSR(ξˇ,ξ))𝑑νμˇ𝑑νμ=Λμnξ(SR(ξˇ,ξ))𝑑νμˇ𝑑νμ,\overline{\bf P}\left(\omega_{n}\in S_{R}(\Pi_{-}\overline{\bm{\omega}},\Pi_{+}\overline{\bm{\omega}})\right)=\int_{\Lambda}{\bf P}^{\xi}\left(\omega_{n}\in S_{R}(\check{\xi},\xi)\right)\,d\nu_{\check{\mu}}d\nu_{\mu}=\int_{\Lambda}\mu_{n}^{\xi}(S_{R}(\check{\xi},\xi))d\nu_{\check{\mu}}d\nu_{\mu},

we obtain

Λμnξ(SR(ξˇ,ξ))𝑑νμˇ𝑑νμ1εR.\int_{\Lambda}\mu_{n}^{\xi}(S_{R}(\check{\xi},\xi))d\nu_{\check{\mu}}d\nu_{\mu}\geq 1-\varepsilon_{R}. (A.7)

By Lemma A.2 (A.5), for all L>4L>4 and for all n>0n>0,

supμ𝐄μn[|x|:ΓBnL]nsupμ𝐄μ[|x|:ΓBL]+2nLsupμ𝐄μ|x|,\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu_{n}}\Big{[}|x|:\Gamma\setminus B_{nL}\Big{]}\leq n\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu}\Big{[}|x|:\Gamma\setminus B_{\sqrt{L}}\Big{]}+\frac{2n}{\sqrt{L}}\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu}|x|,

and thus letting

εL:=supμ𝐄μ[|x|:ΓBL]andCμ:=supμ𝐄μ|x|,\varepsilon_{L}:=\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu}\Big{[}|x|:\Gamma\setminus B_{\sqrt{L}}\Big{]}\quad\text{and}\quad C_{\mu}:=\sup_{\mu\in{\mathcal{M}}}{\bf E}\,_{\mu}|x|,

we have εL0\varepsilon_{L}\to 0 as LL\to\infty by the condition (M), and by the Markov inequality,

𝐏(|wn|>nL)𝐄μn[|x|:ΓBnL]nL1L(εL+2CμL)=ε~LL,where ε~L:=εL+2CμL,{\bf P}(|w_{n}|>nL)\leq\frac{{\bf E}\,_{\mu_{n}}\Big{[}|x|:\Gamma\setminus B_{nL}\Big{]}}{nL}\leq\frac{1}{L}\left(\varepsilon_{L}+\frac{2C_{\mu}}{\sqrt{L}}\right)=\frac{\tilde{\varepsilon}_{L}}{L},\quad\text{where $\tilde{\varepsilon}_{L}:=\varepsilon_{L}+\frac{2C_{\mu}}{\sqrt{L}}$},

and ε~L0\tilde{\varepsilon}_{L}\to 0 as LL\to\infty. Hence for all n>0n>0 and all μ\mu\in{\mathcal{M}}, we have 𝐏(|wn|nL)1ε~L/L{\bf P}(|w_{n}|\leq nL)\geq 1-\tilde{\varepsilon}_{L}/L, and this yields by disintegration,

Bμnξ(BnL)𝑑νμ1ε~LL.\int_{B}\mu_{n}^{\xi}(B_{nL})\,d\nu_{\mu}\geq 1-\frac{\tilde{\varepsilon}_{L}}{L}. (A.8)

For all ε>0\varepsilon>0, let us take any LL and RR satisfying that ε~L<ε\tilde{\varepsilon}_{L}<\varepsilon and εR<ε/L\varepsilon_{R}<\varepsilon/L. Noting that

μnξ(BnLSR(ξˇ,ξ))μnξ(BnL)+μnξ(SR(ξˇ,ξ))1,\mu_{n}^{\xi}\left(B_{nL}\cap S_{R}(\check{\xi},\xi)\right)\geq\mu_{n}^{\xi}(B_{nL})+\mu_{n}^{\xi}(S_{R}(\check{\xi},\xi))-1,

we have by (A.7) and (A.8),

Λμnξ(BnLSR(ξˇ,ξ))𝑑νμˇ𝑑νμ\displaystyle\int_{\Lambda}\mu_{n}^{\xi}\left(B_{nL}\cap S_{R}(\check{\xi},\xi)\right)\,d\nu_{\check{\mu}}d\nu_{\mu} Bμnξ(BnL)𝑑νμ+Λμnξ(SR(ξˇ,ξ))𝑑νμˇ𝑑μμ1\displaystyle\geq\int_{B}\mu_{n}^{\xi}\left(B_{nL}\right)\,d\nu_{\mu}+\int_{\Lambda}\mu_{n}^{\xi}\left(S_{R}(\check{\xi},\xi)\right)\,d\nu_{\check{\mu}}d\mu_{\mu}-1
1ε~LL+1εR112εL.\displaystyle\geq 1-\frac{\tilde{\varepsilon}_{L}}{L}+1-\varepsilon_{R}-1\geq 1-\frac{2\varepsilon}{L}. (A.9)

Furthermore, the condition (G) implies that for all R>0R>0 and all L>0L>0, there exists a sequence of positive reals φn,R,L\varphi_{n,R,L} such that

sup(ξˇ,ξ)Λ#(SR(ξˇ,ξ)BnL)φn,R,Lfor all n>0,\sup_{(\check{\xi},\xi)\in\Lambda}\#\left(S_{R}(\check{\xi},\xi)\cap B_{nL}\right)\leq\varphi_{n,R,L}\quad\text{for all $n>0$}, (A.10)

and (1/n)logφn,R,L0(1/n)\log\varphi_{n,R,L}\to 0 as nn\to\infty.

Let us estimate the conditional entropy H(μnξ)H(\mu_{n}^{\xi}) in (A.3). For the simplicity of notations, let

G1:=SR(ξˇ,ξ)BnL,G2:=BnLG1,andG3:=ΓBnL.G_{1}:=S_{R}(\check{\xi},\xi)\cap B_{nL},\quad G_{2}:=B_{nL}\setminus G_{1},\quad\text{and}\quad G_{3}:=\Gamma\setminus B_{nL}.

First we have by the Jensen inequality and by (A.10),

xG1μnξ(x)logμnξ(x)\displaystyle-\sum_{x\in G_{1}}\mu_{n}^{\xi}(x)\log\mu_{n}^{\xi}(x) μnξ(G1)log#G1μnξ(G1)logμnξ(G1)\displaystyle\leq\mu_{n}^{\xi}(G_{1})\log\#G_{1}-\mu_{n}^{\xi}(G_{1})\log\mu_{n}^{\xi}(G_{1})
logφn,R,Lμnξ(G1)logμnξ(G1),\displaystyle\leq\log\varphi_{n,R,L}-\mu_{n}^{\xi}(G_{1})\log\mu_{n}^{\xi}(G_{1}),

and thus,

ΛxG1μnξ(x)logμnξ(x)dνμˇdνμlogφn,R,L+e1,\displaystyle\int_{\Lambda}-\sum_{x\in G_{1}}\mu_{n}^{\xi}(x)\log\mu_{n}^{\xi}(x)\,d\nu_{\check{\mu}}d\nu_{\mu}\leq\log\varphi_{n,R,L}+e^{-1}, (A.11)

where we have used xlogxe1-x\log x\leq e^{-1} for 0x10\leq x\leq 1.

Second by (A), we have 𝐏(wnG2)2ε/L{\bf P}(w_{n}\in G_{2})\leq 2\varepsilon/L, and thus by the Jensen inequality,

xG2μnξ(x)logμnξ(x)μnξ(G2)log#G2μnξ(G2)logμnξ(G2),-\sum_{x\in G_{2}}\mu_{n}^{\xi}(x)\log\mu_{n}^{\xi}(x)\leq\mu_{n}^{\xi}(G_{2})\log\#G_{2}-\mu_{n}^{\xi}(G_{2})\log\mu_{n}^{\xi}(G_{2}),

and as in a similar way to (A.11),

ΛxG2μnξ(x)logμnξ(x)dνμˇdνμ\displaystyle\int_{\Lambda}-\sum_{x\in G_{2}}\mu_{n}^{\xi}(x)\log\mu_{n}^{\xi}(x)d\nu_{\check{\mu}}d\nu_{\mu} 𝐏(wnG2)log#BnL+e1\displaystyle\leq{\bf P}(w_{n}\in G_{2})\log\#B_{nL}+e^{-1}
(2εL)nLD+e1=2εnD+e1,\displaystyle\leq\left(\frac{2\varepsilon}{L}\right)nLD+e^{-1}=2\varepsilon nD+e^{-1}, (A.12)

for D>v(Γ,d)D>v(\Gamma,d) and all large enough nn. By (A.11) and (A), noting that G1G2=BnLG_{1}\cup G_{2}=B_{nL}, we have

ΛxBnLμnξ(x)logμnξ(x)dνμˇdνμlogφn,R,L+2εnD+2e1,\displaystyle\int_{\Lambda}-\sum_{x\in B_{nL}}\mu_{n}^{\xi}(x)\log\mu_{n}^{\xi}(x)\,d\nu_{\check{\mu}}d\nu_{\mu}\leq\log\varphi_{n,R,L}+2\varepsilon nD+2e^{-1}, (A.13)

for all large enough nn.

Finally we obtain on G3=BnL𝖼G_{3}=B_{nL}^{\sf c},

ΛxG3μnξ(x)logμnξ(x)dνμˇdνμxBnL𝖼μn(x)logμn(x),\int_{\Lambda}-\sum_{x\in G_{3}}\mu_{n}^{\xi}(x)\log\mu_{n}^{\xi}(x)\,d\nu_{\check{\mu}}d\nu_{\mu}\leq-\sum_{x\in B_{nL}^{\sf c}}\mu_{n}(x)\log\mu_{n}(x),

by the Fubini theorem and the Jensen inequality. By Lemma A.2 (A.5) and (A.6), for all large enough L>4L>4 and for all positive integer nn,

xBnL𝖼μn(x)logμn(x)εnD+CeDnL,-\sum_{x\in B_{nL}^{\sf c}}\mu_{n}(x)\log\mu_{n}(x)\leq\varepsilon nD+Ce^{-D^{\prime}nL}, (A.14)

where CC, DD and DD^{\prime} are positive constants independent of nn and LL.

Combining (A.13) and (A.14), we obtain for all ε>0\varepsilon>0 and for all L,RL,R with ε~L<ε\tilde{\varepsilon}_{L}<\varepsilon, εR<ε/L\varepsilon_{R}<\varepsilon/L and for all large enough nn,

supμH(μnξ)3εnD+logφn,R,L+O(1),\displaystyle\sup_{\mu\in{\mathcal{M}}}H(\mu_{n}^{\xi})\leq 3\varepsilon nD+\log\varphi_{n,R,L}+O(1),

and thus together with (A.10), we have H(μnξ)/n0H(\mu_{n}^{\xi})/n\to 0 uniformly on μ\mu\in{\mathcal{M}} as nn\to\infty. Since H(μnξ)=H(μn)nh(μ)H(\mu_{n}^{\xi})=H(\mu_{n})-nh(\mu) by (A.4), and for each n>0n>0, the H(μn)H(\mu_{n}) is continuous in μ\mu\in{\mathcal{M}} by Lemma A.2, we conclude that μh(μ)\mu\mapsto h(\mu) is continuous on {\mathcal{M}}. ∎

Acknowledgment

The author would like to thank Jérémie Brieussel for bringing him the problem and discussions, and an anonymous referee for beneficial comments. This work is partially supported by JSPS Grant-in-Aid for Scientific Research JP20K03602.

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