Entropy and drift for Gibbs measures on geometrically finite manifolds
Ilya Gekhtman, Giulio Tiozzo

TL;DR
This paper generalizes a key inequality relating entropy, drift, and critical exponent for Gibbs measures on geometrically finite manifolds, establishing conditions for measure equivalence and singularity.
Contribution
It extends Guivarc'h's inequality to geometrically finite quotients of CAT(-1) spaces and characterizes when measures are equivalent or singular.
Findings
Equality holds iff Gibbs density is equivalent to hitting measure.
Hitting measure is singular to Gibbs density if the action is not convex cocompact.
Provides conditions for measure equivalence in geometrically finite settings.
Abstract
We prove a generalization of the fundamental inequality of Guivarc'h relating entropy, drift and critical exponent to Gibbs measures on geometrically finite quotients of CAT(-1) metric spaces. For random walks with finite superexponential moment, we show that the equality is achieved if and only if the Gibbs density is equivalent to the hitting measure. As a corollary, if the action is not convex cocompact, any hitting measure is singular to any Gibbs density.
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Entropy and drift for Gibbs measures on geometrically finite manifolds
Ilya Gekhtman and Giulio Tiozzo
University of Toronto
40 St George St
Toronto ON
Canada
University of Toronto
40 St George St
Toronto ON
Canada
Abstract.
We prove a generalization of the fundamental inequality of Guivarc’h relating entropy, drift and critical exponent to Gibbs measures on geometrically finite quotients of metric spaces. For random walks with finite superexponential moment, we show that the equality is achieved if and only if the Gibbs density is equivalent to the hitting measure. As a corollary, if the action is not convex cocompact, any hitting measure is singular to any Gibbs density.
1. Introduction
Let be a manifold of negative curvature. Then the boundary at infinity of its universal cover carries two types of measures (see e.g. [30]):
- •
on the one hand, Gibbs measures on the unit tangent bundle capture the asymptotic distribution of weighted periodic orbits for the geodesic flow. These include the Bowen-Margulis measure, the Liouville measure, and the harmonic measure associated to Brownian motion. To each of these can be associated a pair of measures on the boundary called Gibbs densities. For the Bowen-Margulis measure these conditionals are classical Patterson-Sullivan measures and for the Liouville measure they are in the Lebesgue measure class (see [37], [6], [31], [35], [38], [34], [26], [36], [8], among others).
- •
on the other hand, one can run a random walk on the fundamental group of , which acts by isometries on . This determines a measure on the boundary which is called the harmonic measure or hitting measure.
In this paper, we will compare these two classes of measures when is a geometrically finite manifold of pinched negative curvature (and more generally, a geometrically finite quotient of a space).
Several numerical invariants have been introduced to capture the global dynamical and geometric properties of a random walk on a group. Namely, let be a probability measure on , and define a random walk
[TABLE]
where the are i.i.d. with distribution . Let be a basepoint. Then one defines:
- (1)
the entropy , introduced by Avez [1],
[TABLE] 2. (2)
the drift of the random walk
[TABLE]
where the limit exists a.s. and is independent of and ; 3. (3)
the critical exponent of the action
[TABLE]
These quantities are related via the inequality
[TABLE]
due to Guivarc’h [23] (see also Vershik [42], who calls it the fundamental inequality). Let us remark that is the Hausdorff dimension of the harmonic measure [41]. On the other hand, to a random walk on we can associate a Green metric on , defined in [2], with defined as the negative logarithm of the probability that a random path starting at ever hits . A measure is generating if the semigroup generated by the support of equals .
In order to define a Gibbs measure, one is given a potential, i.e. a Hölder continuous, -invariant function . Then one defines the topological pressure as
[TABLE]
and a Gibbs measure is a probability measure on whose pressure equals the topological pressure (if one exists). We may lift to a Radon measure on , and this defines a pair of measures on , known as Gibbs densities.
In order to account for the potential, we introduce a new notion of drift. We define the following distance (which we call F-ake distance, as it does not satisfy any of the usual properties of a distance)
[TABLE]
where the integral is taken along the geodesic from to . Then, we define the F-ake drift as
[TABLE]
where, under suitable hypotheses, the limit exists almost surely and is constant.
We show that hitting measures and Gibbs densities are in the same measure class if and only if we have a relation between the dynamical quantities defined above. Moreover, this holds if and only if the Green metric, the space metric, and the F-ake metric are related as follows.
Theorem 1.1**.**
Let be a geometrically finite manifold of pinched negative curvature and let . Let be a Gibbs density for a Hölder potential , and let be the hitting measure for a random walk driven by a measure generating with finite superexponential moment. Then we have the inequality:
[TABLE]
Moreover, the following conditions are equivalent.
- (1)
The equality
[TABLE]
holds. 2. (2)
The measures and are in the same measure class. 3. (3)
For any basepoint , there exists such that
[TABLE]
for every .
In fact, we do not need to be a manifold, as the result still holds when is a proper space (even though the Hölder condition becomes slightly more technical). See Theorem 6.9.
In the case when is not convex cocompact, it is not too hard to show that (3) cannot hold, yielding the following.
Corollary 1.2**.**
If the action is not convex cocompact, then any Gibbs density is mutually singular to any hitting measure .
In particular, if the derivatives of the curvature are uniformly bounded, then the geometric potential (where is the Jacobian of the geodesic flow in the unstable direction) is Hölder continuous and the Gibbs measure is the Liouville measure, hence we obtain that no hitting measure is in the same class as the Lebesgue measure.
Theorem 1.1 addresses a question of Paulin-Pollicott-Shapira ([36], page 9). Our results Theorem 1.1 and Corollary 1.2 are new even in the case where , i.e. when is the quasiconformal or Patterson-Sullivan measure. In this case, we need not assume is : it need only be a proper geodesic Gromov hyperbolic space. We thus give the complete proof in this context in Theorem 4.1.
When in addition is a convex cocompact action of a word hyperbolic group and the measure is symmetric, the latter result is proved by Blachère-Haïssinsky-Mathieu in [5]. The authors there also prove that if is an action of a hyperbolic group which is not convex cocompact then the hitting and Patterson-Sullivan measures are singular. In particular this is true for finite covolume Fuchsian groups with cusps, a fact also obtained by Guivarc’h-LeJan [24], Deroin-Kleptsyn-Navas [13], and Gadre-Maher-Tiozzo [18]. Note that a lattice is a hyperbolic group, while this is not true for lattices in , .
For symmetric random walks on geometrically finite but not convex cocompact isometry groups of Gromov hyperbolic spaces, the singularity of harmonic and Patterson-Sullivan measures was obtained by Gekhtman-Gerasimov-Potyagailo-Yang [20]. Note these groups need not be hyperbolic. As a corollary (Corollary 4.2) of Theorem 4.1, we obtain the corresponding result for asymmetric random walks.
Note finally that for lattices in constant negative curvature the Patterson-Sullivan measure lies in the Lebesgue measure class, while this need not be the case in variable curvature.
In the opposite direction, Connell-Muchnik ([10], [9]) show that for cocompact isometry groups of spaces any Gibbs state on the boundary of a space is a hitting measure for some random walk with finite first moment.
If one replaces the random walk by Brownian motion, Ledrappier [29] proved that harmonic measures coincide with the Patterson-Sullivan measure if and only if an analogue of the fundamental inequality is satisfied; moreover, in dimension these two measures coincide if and only if the curvature is constant. The corresponding question in higher dimensions is a well-known open problem.
We note that the hitting measure is a conditional measure for a geodesic flow invariant measure on , called the harmonic invariant measure associated to the random walk (in analogy to the harmonic measure associated to Brownian motion). In turn, this measure induces a finite flow invariant measure on . The construction is due to Kaimanovich [27] for convex-cocompact manifolds and to Gekhtman-Gerasimov-Potyagailo-Yang [20] for geometrically finite ones. Moreover, axes of loxodromic elements associated to typical random walk trajectories equidistribute with respect to this measure (see [19]).
Our results give conditions for equivalence of a Gibbs measure and a harmonic invariant measure, and in particular they imply:
Corollary 1.3**.**
If is geometrically finite but not convex cocompact, then any harmonic invariant measure is singular with respect to any Gibbs measure on .
The Guivarc’h inequality has also been studied for word metrics. In this context, Gouezel, Matheus and Maucourant proved that the inequality (1) is strict for any superexponential moment generating random walk on a word-hyperbolic group which is not virtually free. Dussaule-Gekhtman [15] extended this result to large classes of relatively hyperbolic groups, including finite covolume isometry groups of pinched negatively curved manifolds and geometrically finite Kleinian groups.
Acknowledgements
We thank the Fields Institute for its support during the semester on “Teichmüller theory and its connections to geometry, topology and dynamics". G.T. is partially supported by NSERC and the Alfred P. Sloan Foundation.
2. Background
2.1. Notation
For two quantities and we write if and if . We write if for some constant and similarly for . Also, whenever (resp. ) for some constant , we will use the notation (resp. ).
2.2. Geometrically finite actions
Let be a proper geodesic Gromov hyperbolic space and a properly discontinuous group of isometries.
The set of accumulation points in the Gromov boundary of any orbit is called the limit set of the action . A point is called conical if for every geodesic ray converging to and every there is some such that has infinite intersection with the -neighborhood of the orbit . A point is called bounded parabolic if its stabilizer in is infinite and acts cocompactly and properly discontinuously on . The action is said to be geometrically finite if every point of is either conical or bounded parabolic.
Let be a non-elementary geometrically finite action. Let be the critical exponent of with respect to the action:
[TABLE]
We assume .
2.3. Busemann functions
For let us define the Busemann function as
[TABLE]
and its extension to the boundary as
[TABLE]
where . Moreover, the Gromov product of based at is
[TABLE]
and for we define it as
[TABLE]
2.4. Quasiconformal measures
Fix a basepoint . A probability measure on the limit set is called quasiconformal of dimension for if for any and a.e.
[TABLE]
where the implicit constant depends on the basepoint but not on and .
If the growth rate is there necessarily exists a quasiconformal measure of dimension [11, Theorem 5.4]. Moreover, quasiconformal measures of dimension do not exist [11, Corollary 6.6], while quasiconformal measures of dimension give zero weight to conical limit points [32, Proposition 2.12], and hence are atomic. If is of divergence type, a -dimensional quasiconformal measure is unique up to bounded density, ergodic, and gives full weight to conical limit points [32, Corollary 3.14]. Otherwise, any quasiconformal measure gives zero weight to conical limit points [32, Proposition 2.12].
We call a quasiconformal measure of dimension a Patterson-Sullivan measure.
2.5. Random walks and the Green metric
Let be a probability measure on . Assume that the support of generates as a semigroup. Assume furthermore that has finite superexponential moment with respect to some (equivalently every) word metric on : that is,
[TABLE]
for all .
The Green function associated to is defined to be the total weight of all paths between and . Letting we obtain a (possibly asymmetric) metric on , called the Green metric.
Let be the measure on sample paths induced by . For -almost every the quantities
[TABLE]
and
[TABLE]
are defined and are independent of . They are called respectively the drift and asymptotic entropy of the random walk.
By [20, Theorem 1.3], conical limit points are in one-to-one correspondence with a subset of the Martin boundary, which is the horofunction boundary of . This means if is a sequence in converging to a conical limit point , then for every , converges to some limit . In particular, if are fixed, then converges to . Define then
[TABLE]
which can be considered as Busemann functions for the Green metric.
Let be the unique -stationary probability on . The measure is necessarily ergodic, has no atoms, and is supported on conical limit points. It satisfies a conformal-type property with respect to the Green metric:
[TABLE]
for any and -almost every conical limit point , see e.g. [43, Theorem 24.10].
2.6. Comparing shadows
For and the shadow consists of all points such that some geodesic ray from to intersects The following analogue of Sullivan’s classical shadow lemma is due to Coornaert [11].
Proposition 2.1**.**
Let be a quasiconformal measure for . For large enough we have where the implied constant depends only on , and the quasiconformality constant.
Let be the limit set of . For let consist of such that any geodesic ray in converging to intersects the -neighborhood of infinitely many times. The set is -invariant, and is precisely the set of conical points of . Thus, we have:
Lemma 2.2**.**
Any quasi-invariant ergodic measure on which gives full weight to conical limit points of gives full weight to for large enough .
We will prove a shadow lemma for the -harmonic measure .
Proposition 2.3**.**
For large enough we have where the implied constant depends only on and .
The following is a re-formulation of the deviation inequalities of Gekhtman-Gerasimov-Potyagailo-Yang [20, Corollary 1.4].
Proposition 2.4**.**
For each and there is an such that for all such that lies within distance of a geodesic we have
[TABLE]
Proof of Proposition 2.3.
Let be such that the complement of has -measure zero. Note we have by eq. (2)
[TABLE]
Consider a point . By definition, any geodesic ray in contains a point in and there is a sequence with and . Then by Proposition 2.4 we have for each :
[TABLE]
where depends only on . Taking limits as and by the triangle inequality we obtain
[TABLE]
Fix a metric on . Let . By [11, Lemma 6.3], there is an such that for any and the complement is contained in a -ball of radius . Consequently, must contain a -ball of radius centered at a point of . Since has full support on there is a constant such that any such ball has -measure at least . Consequently, we have for all . This completes the proof. ∎
3. A differentiation theorem
Unlike in the hyperbolic group case, the harmonic measure is not known to be doubling for the visual metric on . See Tanaka’s [41, Question 4.1] for a discussion. However, we can still prove a Lebesgue differentiation-type theorem.
Proposition 3.1**.**
Let be a quasi-invariant ergodic measure on supported on conical points. Assume furthermore that for a constant and all large enough we have for all . Let be any finite Borel measure on . Then the following holds for large enough .
- a)
If and are mutually singular then for -almost every we have
[TABLE] 2. b)
If and are equivalent then for -almost every we have
[TABLE]
To prove this proposition we will need the notion of Vitali relation, which is a generalization of coverings by balls in doubling metric spaces. See Federer’s book [16, Sections 2.8 and 2.9] for background on Vitali relations and their application to differentiation in metric spaces. We were inspired by their use in [32] to study quasiconformal measures for divergence type groups of isometries of Gromov hyperbolic spaces.
Let be a metric space. A covering relation is a subset of the set of all pairs such that . A covering relation is said to be fine at if there exists a sequence of subsets of with and such that the diameter of converges to zero.
For a covering relation and any measurable subset , define to be the collection of subsets such that for some .
A covering relation is said to be a Vitali relation for a finite measure on if it is fine at every point of and if the following holds: if is fine at every point of a measurable subset then has a countable disjoint subfamily such that .
For a covering relation and a function on let us denote
[TABLE]
Similarly we define , and if the two limits are equal we denote its common value as .
The following criterion guarantees a covering relation is Vitali.
Proposition 3.2**.**
[16*, Theorem 2.8.17]**
Let be a covering relation on such that each is a closed bounded subset and is fine at every point of . Let be a measure on such that for all . For a positive function on , , and a constant define to be the union of all which have nonempty intersection with and satisfy . Suppose that for -almost every we have*
[TABLE]
Then the relation is Vitali for .
Let be large enough so that the complement of has measure zero, and large enough for all to satisfy Proposition 2.3.
Lemma 3.3**.**
Define the covering relation
[TABLE]
Then is a Vitali relation for
Proof.
This is shown in [32, Lemma 4.5] for quasiconformal measures, and the proof is essentially the same in our setting. Indeed, by definition of this relation is fine at every point of . Furthermore, by the thin triangles property is contained in for another constant (see proof of [32, Lemma 4.5]). Thus, letting and any we see using the fact that
[TABLE]
(implied by Proposition 2.3) that satisfies the hypothesis of Proposition 3.2. Hence it is a Vitali relation. ∎
The following is obtained by combining Theorems 2.9.5 and 2.9.7 of [16].
Proposition 3.4**.**
Let be a metric space, a finite Borel measure on and a Vitali relation for . Let be any finite Borel measure on . Define a new Borel measure by
[TABLE]
This measure is absolutely continuous with respect to . The limit
[TABLE]
exists for -almost every and equals the Radon-Nikodym derivative .
As a corollary we obtain:
Corollary 3.5**.**
- a)
If the are mutually singular, then
[TABLE]
for -almost every . 2. b)
If the are equivalent and non-atomic, then
[TABLE]
for -almost every .
Proof.
If and are mutually singular, then by definition . Together with Proposition 3.4, this proves a).
For b), assume and are equivalent. By Proposition 3.4 we have
[TABLE]
for -almost every . Thus, since is non-atomic, we have
[TABLE]
Applying this corollary to the Vitali relation defined above and noting that completes the proof of Proposition 3.1.
4. Entropy and drift in hyperbolic spaces
We will start with the proof of our main result in the case , i.e. for the Patterson-Sullivan measure. In this case, we do not require the space to be , but only -hyperbolic. We prove the following.
Theorem 4.1**.**
Let be a -hyperbolic, proper metric space, let be a geometrically finite group of isometries of , and let be a basepoint.
Let be a measure on with finite superexponential moment, let be its corresponding hitting measure, and let be a Patterson-Sullivan measure on .
Then the following conditions are equivalent.
- (1)
The equality holds. 2. (2)
The measures and are in the same measure class. 3. (3)
The measures and are in the same measure class with Radon-Nikodym derivatives bounded from above and below. 4. (4)
There exists such that for every ,
[TABLE]
Corollary 4.2**.**
If is not convex cocompact then and are mutually singular.
Proof.
By Theorem 4.1, if and are mutually singular then and are quasi-isometric. On the other hand, the Green metric is quasi-isometric to the word metric for any random walk on a non-amenable group with finite exponential moment (see Proposition 7.8 in the appendix). Thus, the orbit map from the Cayley graph to must be a quasi-isometry, which is impossible in the presence of parabolics [40]. ∎
Let be the -stationary measure on and let be a -dimensional quasiconformal measure. In this section we prove that if and only if and are mutually absolutely continuous. Let be large enough to satisfy Proposition 2.3, 2.1, and 3.1.
For a sample path let be its -th position. Define then
[TABLE]
Let . Notice that the expectation of is given by
[TABLE]
Proposition 4.3**.**
There exists such that for any we have
[TABLE]
Proof.
Consider with . We will first show that there is some such that the quantity
[TABLE]
is bounded independently of .
Let be any word norm on . By the shadow lemma for harmonic measure (Proposition 2.3)
[TABLE]
Furthermore, since the Green distance and word metric are quasi-isometric (see for example [25, Lemma 4.2]), and is a finite measure,
[TABLE]
for a constant . Also, we have for a constant . We obtain:
[TABLE]
[TABLE]
Since has finite superexponential moment, we can apply the exponential Chebyshev inequality with exponent to obtain
[TABLE]
Since we have
[TABLE]
from which we obtain, since the are independent random variables,
[TABLE]
where . Choosing we thus obtain
[TABLE]
giving us the desired estimate for .
Now, we will show that the quantity
[TABLE]
where , is bounded independently of . Together with the estimate on this will prove the proposition. Interchanging the order of summation we get, using (3),
[TABLE]
By [44, Theorem 1.9], for any , we have
[TABLE]
Consequently, if we denote , we get
[TABLE]
The estimate for follows.
∎
The following will be proved in the appendix.
Proposition 4.4**.**
There exists such that for each , and we have
[TABLE]
and
[TABLE]
where and are any geodesics connecting the respective endpoints.
We now deduce the following proposition.
Proposition 4.5**.**
There exists such that the sequence is sub-additive and converges to almost surely and in expectation.
Proof.
By the shadow lemmas (see Proposition 2.1 and Proposition 2.3),
[TABLE]
According to [4, Theorem 1.1], the term almost surely converges to whenever has finite entropy , which is implied by finite first moment. In other words, entropy is equal to the drift of . Thus, converges to almost surely and in expectation.
Let . The shadow lemmas for the Patterson-Sullivan measure (Proposition 2.1) and for the harmonic measure (Proposition 2.3) yield
[TABLE]
and the triangle inequality for implies that
[TABLE]
Lemma 4.4 implies that the last expression is bounded by a constant , independent of and , so that is sub-additive. ∎
Proposition 4.6**.**
Let be large enough for the conclusion of Proposition 2.3 to hold. Then
- a)
If and are not equivalent, then tends to [math] in probability. 2. b)
If and are equivalent, then tends to 1 in probability.
Remark 4.1*.*
The only properties of used are that preserves its measure class and acts ergodically on .
Proof.
Recall, is always ergodic with respect to the action of on and gives full weight to conical points. On the other hand, is ergodic, gives full weight to conical points when is divergence type and gives full weight to parabolic points when is convergence type. Thus, in either case, if the two measures are not equivalent, they are mutually singular. The result now follows by combining Proposition 3.1 and Proposition 4.4. We give the details below.
Let . By Proposition 4.4 we have independently of where as . Fix so that
[TABLE]
for all . By Proposition 3.1 a) we have, for -almost every ,
[TABLE]
The shadow lemma for (Proposition 2.3) shows that where depends only on . Thus the quantity
[TABLE]
converges to [math] as for -almost every . Furthermore, for almost every sample path , we have . Thus, by Egorov’s theorem, we may choose a subset of sample paths with and such that and uniformly over . It follows that uniformly over . This means that for large enough (depending on ), the conditions and imply . The latter has probability at most , so we get
[TABLE]
As were chosen arbitrarily we get as for each so in probability.
b) This time, we define for each
[TABLE]
Using b) of Proposition 3.1 we obtain that for each , for -almost every . The proof is then similar to a). ∎
We are now ready to prove the following.
Theorem 4.7**.**
The measures and are equivalent if and only if .
Proof.
Assume that the Patterson-Sullivan and the harmonic measures are not equivalent. Let . Let be the event and . For every ,
[TABLE]
According to Proposition 4.6, converges to 0 in probability. Thus, there exists such that for every , . In particular,
[TABLE]
Let be the constant in Proposition 4.3. Jensen’s inequality shows that
[TABLE]
Rewrite the right-hand side as
[TABLE]
The function is first decreasing then increasing on , so if is small enough, . Moreover,
[TABLE]
We thus have
[TABLE]
According to Proposition 4.3, , so that there exists such that . In particular, for every small enough , we can find such that
[TABLE]
The right-hand side tends to when goes to 0. If is small enough, we thus have for some
[TABLE]
where is the constant in Proposition 4.5. Since is sub-additive, we have
[TABLE]
Finally, converges to , so letting tend to infinity, we get
[TABLE]
Thus, .
Conversely, suppose the measures are equivalent. By the shadow lemma for the Patterson-Sullivan measure we have
[TABLE]
as and in particular
[TABLE]
for almost every sample path. Furthermore, for a.e. sample path we have
[TABLE]
Thus, almost surely,
[TABLE]
As the measures are equivalent we have by Proposition 3.1 b)
[TABLE]
almost surely, which ensures that . ∎
The following result is a consequence of Proposition 4.7. Indeed, notice that and are the same for the measure and the reflected measure .
Corollary 4.8**.**
Let be the harmonic measure for the reflected random walk . Then is equivalent to whenever is equivalent to .
5. Equivalence of measures and equivalence of metrics
In this section we prove the following.
Proposition 5.1**.**
If the harmonic measure and its reflection are both equivalent to the Patterson-Sullivan measure , then the Radon-Nikodym derivative is bounded away from 0 and infinity.
This will use the following general lemma.
Lemma 5.2**.**
Let be a compact metrizable space and let act by homeomorphisms on . Let be Borel probability measures with full support on and with equivalent to for .
Assume preserves the measure class of for and acts ergodically on and . Suppose there are positive, bounded away from 0, measurable functions , bounded on compact subsets of such that and are -invariant ergodic Radon measures on . Then for each , is bounded away from [math] and .
Proof.
Since and are equivalent, we have for a measurable positive function . We want to show is -essentially bounded.
Since and are -invariant ergodic measures, either they are mutually singular or they are scalar multiples of each other. Thus, the assumption implies they are scalar multiples of each other. Without loss of generality, we can assume that they coincide. Note so we have for -almost all .
Let be disjoint closed subsets in with nonempty interior. There is a such that for -almost all . Dividing and noting that the and are positive and bounded away from [math] and infinity on , we see that for -almost all . Thus, is -essentially bounded on any closed subset whose complement has nonempty interior. Covering by two such sets, we see that is essentially bounded. The same argument applies to . ∎
Proof of Proposition 5.1.
The -action on is ergodic (see [28, Theorem 6.3]) and since and are both equivalent to , the -action is also ergodic for .
To complete the proof of Proposition 5.1 we just need to show that and can both be scaled by functions and to obtain -invariant Radon measures on .
For the harmonic measure , we may take to be the Naim kernel defined for distinct conical points as
[TABLE]
The construction is done in [20, Corollary 10.3].
For the Patterson-Sullivan measure , we may define a measure on by
[TABLE]
where we recall is the Gromov product. By [11, Corollary 9.4] this measure is quasi-invariant with uniformly bounded Radon-Nikodym cocycle. Hence, by a general fact in ergodic theory the Radon-Nikodym cocycle is also a coboundary (see [17], Proposition 1). Thus, there exists a -invariant measure on in the same measure class as . In other words, one can take to be within a bounded multiplicative constant of . This completes the proof of Proposition 5.1. ∎
We are now ready to prove:
Proposition 5.3**.**
If the harmonic measure and the Patterson-Sullivan measure are equivalent, then is uniformly bounded independently of .
Proof.
It follows from Proposition 5.1 and Corollary 4.8 that if and are equivalent, their respective Radon-Nikodym derivatives are bounded away from 0 and infinity. In particular, for any Borel set we have , for a constant . The shadow lemmas for the Patterson-Sullivan and the harmonic measures show that and .
It follows that for some uniform . Since both distances are invariant by left multiplication, we have for any . ∎
6. Gibbs Measures
Let us now generalize the previous results to Gibbs measures. We begin by stating the relevant definitions.
Let be a proper, geodesically complete space and let be its unit tangent bundle. Let be the projection map. Let be a nonelementary group of isometries. Let be a -invariant function, called a potential. Let be the direction reversing involution. For a potential let . The following definition is from [8, Definition 3.4].
Definition 6.1**.**
The potential satisfies the Hölder-control (HC) property if:
- (a)
There exists and such that for all with we have
[TABLE]
- (b)
The potential has subexponential growth: for each there is a such that .
The HC property is satisfied, for instance, by any Hölder potential when is a contractible manifold of pinched negative curvature [8, Proposition 3.5]. From now on, will be assumed to satisfy the HC property.
Define the F-ake metric as
[TABLE]
(where the integral is taken along the geodesic from to ). We now define the topological pressure of as
[TABLE]
where . We assume . Given a boundary point , let us define the Gibbs cocyle111The comparison with [8] is given by the formula . as
[TABLE]
The limit exists by [8, Proposition 3.10]. Note that by definition we have the cocycle property
[TABLE]
for any , . Fix a basepoint . The associated Gibbs density is a quasi-invariant probability measure on such that
[TABLE]
The unit tangent bundle of is defined as and on it there is a natural action of the geodesic flow. When there exists a flow invariant probability measure on realizing the topological pressure , its lift to is the unique, up to scaling, flow invariant measure equivalent to . On the other hand, when the latter construction projects to an infinite measure on , no finite measure on realizing the topological pressure exists. The pair is said to be of divergence type if the series
[TABLE]
diverges at its critical exponent . In that case, there is a unique Gibbs density , and it is obtained as the weak limit of measures as . This is in particular the case when there exists a probability measure on realizing the topological pressure . See [8], [36] for details.
When is of divergence type, is ergodic and gives full weight to conical limit points. Otherwise, gives zero weight to conical limit points [8, Theorem 4.5].
Let us start with a few consequences of the HC property.
Lemma 6.2**.**
If satisfies the (HC) property then for all and we have
[TABLE]
and
[TABLE]
Proof.
Let and pick points on with , and for . Then by Definition 6.1 a) we have , hence
[TABLE]
The second inequality is proved identically. ∎
The following statement is essentially the same as [8, Proposition 3.10(4)], but we give its proof for completeness.
Proposition 6.3**.**
Let be a potential which satisfies the (HC) property. Then there exists such that for all , and we have
[TABLE]
Proof.
Suppose . Let be the closest point to on , so that . Then and so by the cocycle property of we have:
[TABLE]
In view of Lemma 6.2 each of the two terms is bounded by , completing the proof. ∎
The following version of the shadow lemma for is proved in [8, Lemma 4.2].
Proposition 6.4**.**
Let be a potential which satisfies the (HC) condition, and let . Then:
- (a)
For large enough we have for any
[TABLE]
where the implied constant depends only on , .
- (b)
There exists a constant such that for any
[TABLE]
where .
6.1. Existence of the F-ake drift
We will now show:
Theorem 6.5**.**
Let be a countable group of isometries of a metric space , let be a probability measure on with finite exponential moment, and let . Then the limit
[TABLE]
exists and is finite for almost every sample path and is independent of the sample path.
We will need the following.
Lemma 6.6**.**
For all large enough one has the estimate
[TABLE]
Proof.
Proposition 6.3 and the subexponential growth of the potential provides a subexponentially growing function such that whenever . Proposition 4.4 provides a such that for all large enough (independent of ) and all we have . On the other hand, for large enough we have . Consequently . Letting completes the proof.
∎
For each define .
Lemma 6.7**.**
Each is -integrable.
Proof.
Let be the left shift on the space of increments. Note,
[TABLE]
Thus, the invariance of implies that . and so it suffices to show is -integrable. For this, it suffices to prove the integrability of:
- (a)
and
- (b)
.
The second is an immediate consequence of Lemma 6.6. For the first, note that Definition 6.1 implies for any
[TABLE]
for a constant , so that the integrability follows from the exponential moment assumption on .
∎
Proof of Theorem 6.5.
For a sample path converging to we have
[TABLE]
so we get
[TABLE]
where is the left shift on the space of increments. Thus, Kingman’s subadditive ergodic theorem and the ergodicity of imply that almost surely converges as to a constant independent of .
The result will now follow by a Borel-Cantelli type argument. Indeed, let . Then Lemma 6.6 implies for all large enough . Consequently by the summability of , Borel-Cantelli implies that the set of sample paths such that for infinitely many has measure [math]. Thus, for almost every sample path we have , which implies . ∎
6.2. The Guivarc’h inequality for Gibbs measures
Theorem 6.8**.**
Let be a countable group of isometries of a metric space and let be a probability measure on with finite exponential moment. Then we have
[TABLE]
Proof.
Fix and . Define for any .
[TABLE]
so by dividing by and taking the limit as we have
[TABLE]
For any measure (not necessarily a probability) one has by Jensen’s inequality
[TABLE]
so, if we denote , we obtain
[TABLE]
Now, by definition of critical exponent there exists such that
[TABLE]
so
[TABLE]
Moreover,
[TABLE]
is bounded independently of . Hence
[TABLE]
so the claim follows by taking .
Remark 6.1*.*
Let us point out that in the previous proof we used that has finite exponential moment only to make sure that
[TABLE]
exists. Hence, the Guivarc’h inequality for Gibbs measures holds as long as has finite first moment and (7) is true. Moreover, the assumption that is is also not strictly needed, as the essential property is that exists.
∎
6.3. Entropy and drift for Gibbs measures
We will now prove the following analogue of Theorem 4.1 for Gibbs states, which is a generalization of Theorem 1.1 in the Introduction.
Theorem 6.9**.**
Let be a proper metric space, and let be a geometrically finite group of isometries of . Let be a probability measure generating , and let be the hitting measure of its random walk. Let be a potential which satisfies the (HC) property, and let be the corresponding Gibbs density. Then
[TABLE]
Moreover, the following conditions are equivalent.
- (1)
The equality
[TABLE]
holds. 2. (2)
The measures and are in the same measure class. 3. (3)
The measures and are in the same measure class with Radon-Nikodym derivatives bounded from above and below. 4. (4)
For any basepoint , there exists such that for every ,
[TABLE]
Let us start with the proof. For a sample path let be its -th position. Define then
[TABLE]
Let . We have the following analogue of Proposition 4.3.
Proposition 6.10**.**
There exists such that for any we have
[TABLE]
Proof.
The proof is the same as that of Proposition 4.3 except in the end one uses Proposition 6.4 to conclude that
[TABLE]
∎
Lemma 6.11**.**
There is a function of subexponential asymptotic growth (i.e. such that for all ) such that implies
[TABLE]
for all .
Proof.
Let . Then
[TABLE]
[TABLE]
The first summand is simply zero since lie on a geodesic in that order. Moreover, by Lemma 6.2 and the -invariance of , the second summand is bounded by , and the same is true for the third summand. Furthermore, the quantity is subexponential in by Definition 6.1 b). ∎
Proposition 6.12**.**
There exists such that the sequence is sub-additive and converges to almost surely and in expectation.
Proof.
By the shadow lemmas Proposition 6.4 and Proposition 2.3,
[TABLE]
Thus, converges to almost surely and in expectation. Note that, since satisfies the triangle inequality,
[TABLE]
[TABLE]
Furthermore,
[TABLE]
[TABLE]
[TABLE]
so the expectation is uniformly bounded by Proposition 4.4. Now, it remains to bound
Lemma 6.11 provides a subexponential function such that implies for all . Thus, Proposition 4.4 implies that there is a constant with
[TABLE]
for all and . Since has subexponential growth, this implies is bounded above independently of , completing the proof. ∎
Proposition 6.13**.**
- a)
If and are not equivalent, then tends to [math] in probability. 2. b)
If and are equivalent then tends to 1 in probability.
Proof.
Identical to the proof of Proposition 4.6. ∎
Theorem 6.14**.**
The measures and are equivalent if and only if
[TABLE]
Proof.
Same as proof of Theorem 4.7. ∎
Recall that is the reflection of , and we denote as the reflected potential.
Corollary 6.15**.**
The measure is equivalent to if and only if is equivalent to .
Proof.
Note that , and . Furthermore, . Consequently if and only if . Theorem 6.14 now implies the result. ∎
Proposition 6.16**.**
If is equivalent to , then the Radon-Nikodym derivative is bounded away from 0 and infinity.
Proof.
If is equivalent to then is equivalent to . We need to show that can be scaled by a bounded function to give a -invariant Radon measure on . This is done in [8, Equation 4.4]. The proof is now the same as that of Proposition 5.1. ∎
Proposition 6.17**.**
If and are equivalent, then
[TABLE]
is uniformly bounded independently of .
Proof.
If and are equivalent then their Radon-Nikodym derivative is bounded away from [math] and infinity. Consequently, the ratio satisfies
[TABLE]
for some independent of . The shadow lemmas Propositions 2.3 and 6.4 now imply the result, together with the fact that all metrics we use are -invariant. ∎
6.4. Growth of parabolics and singularity of harmonic measure
We will prove the following.
Proposition 6.18**.**
Let be a parabolic subgroup. There are , such that for all .
Together with Theorem 6.9 this will imply:
Corollary 6.19**.**
If has parabolics then and are mutually singular.
It remains to prove Theorem 6.18. First, recall that Osin [33, Proposition 2.27] showed that if is finitely generated so are the stabilizers of any parabolic point of , called maximal parabolic subgroups. Choose a symmetric finite generating set for and let be the associated word metric on . The following can be found in Drutu-Sapir [14] or Gerasimov-Potyagailo [21, Corollary 3.9].
Lemma 6.20**.**
A maximal parabolic subgroup is quasi-convex. In particular, for all .
The following can be found in Bridson-Haefliger [7, Proposition I.8.25] in the context of CAT(0) spaces.
Lemma 6.21**.**
Let be a maximal parabolic subgroup which stabilizes . Then for any and we have .
For and the horosphere through centered at is defined to be the set of with . The associated (open) horoball is defined to be the set of with .
Proposition 6.22**.**
There exists a depending only on the hyperbolicity constant of such that if and then contains the ball of radius around the midpoint of .
Proof.
Let be a geodesic in from to . By definition, is the Gromov-Hausdorff limit of spheres of radius centered at . Furthermore, is the limit of balls Thus, it suffices to show that for large enough , for any , contains the ball of radius around the midpoint of . Consider the geodesic triangle with vertices . By Gromov hyperbolicity there is a which is within the hyperbolicity constant of all three sides of the triangle. Then and . Thus, so is within of a midpoint of . Thus,
[TABLE]
It follows that . The result follows with .
∎
We are now ready to prove Proposition 6.18. Indeed, by hyperbolicity of (see e.g. [7, Proposition III.H.1.6]) there are such that for any along an geodesic (in that order) any path from to disjoint from has length at least . Consider a maximal parabolic subgroup and .
Let be a finite generating set for , and . Let be an geodesic from to . For each , let be a geodesic in from to , and let be the concatenation of the .
Then is a path in from to outside of of length at most . In particular, this path does not intersect the ball of radius about the midpoint of . It follows that is bounded below by a constant times completing the proof.
7. Appendix
7.1. Exponential deviation estimates
In this section we prove Proposition 4.4.
We assume is a non-elementary action on a proper geodesic Gromov hyperbolic space. Furthermore, is a probability measure on with exponential moment and support generating as a semigroup.
Proposition 7.1**.**
4.4*. Let be the -stationary measure on . For each there exists a such that for each and we have*
[TABLE]
and
[TABLE]
where and are any geodesics connecting the respective endpoints.
To prove the proposition we will need the following lemmas.
Lemma 7.2**.**
[3, Remark 4.4]** There is a such that
[TABLE]
Lemma 7.3**.**
The same is true if the supremum is taken over all .
Proof.
Note for and and we have . It thus suffices to prove the lemma for any particular basepoint . Since is proper Gromov hyperbolic it has a bi-infinite geodesic . We assume without loss of generality that . This means any lies on a bi-infinite geodesic .
We claim that for any , and any bi-infinite geodesic containing we have
[TABLE]
To that end let and be points on and respectively at minimal distance from . By Gromov hyperbolicity, each is within the hyperbolicity constant of either or . If is within of then and so . Similarly if is within of then . We are left to consider the case where each is within of some . Let . Then and so . Hence, at least one of , say is within of . Thus is within of . Consequently, . Hence , proving the claim.
Now, by the claim we have
[TABLE]
so we conclude using Lemma 7.2. ∎
To simplify notation, we will from now on denote . The following lemma is due to Sunderland.
Lemma 7.4**.**
[39, Criterion 11]** There is an such that for all there is a and an such that for we have
[TABLE]
This implies:
Lemma 7.5**.**
There is a and such that
[TABLE]
for all and .
Proof.
Let be given by Lemma 7.4. It suffices to prove that for some
- (1)
for 2. (2)
for
since then the claim follows by induction.
For the first claim, note that , which has the same distribution as . Thus,
[TABLE]
which for small enough is finite by the exponential moment assumption.
We now prove the second claim. Indeed,
[TABLE]
Conditioning on the last expression becomes
[TABLE]
By Lemma 7.4, we have for any and thus
[TABLE]
∎
Lemma 7.6**.**
There is a such that for all we have
[TABLE]
Proof.
The exponential Markov inequality implies for any and any :
[TABLE]
hence by Lemma 7.5
[TABLE]
for small enough , so the claim follows by setting . ∎
Lemma 7.7**.**
There is a such that for all and we have .
Proof.
Let be smaller than the in Proposition 7.6 and also small enough so that . Let .
Suppose . Then we have . Consequently by the Markov inequality .
On the other hand if then Proposition 7.6 implies that . ∎
Proof of Proposition 4.4.
We first prove the second statement of Proposition 4.4. By Lemma 7.3, we obtain a such that
[TABLE]
for any and any . Therefore, for each we get:
[TABLE]
[TABLE]
We have thus proved that
We now prove the first statement of Proposition 4.4. Consider . The events , and all have probability at least where does not depend on . Suppose these events hold. Let be at minimal distance from and respectively. Then by the triangle inequality .
If then by the fellow traveling property for a constant which only depends on the hyperbolicity constant of .
On the other hand, if then .
In either case, we have . Thus we obtain
[TABLE]
completing the proof of Proposition 4.4.
∎
7.2. The Green metric for non-symmetric measures
We will prove the following.
Proposition 7.8**.**
Let be a generating probability measure with finite exponential moment on a nonamenable group . Let be the associated Green’s function. Then there is a constant such that
[TABLE]
for any . In other words, the Green metric is quasi-isometric to the word metric.
The lower bound is immediate from the Harnack inequality. We thus just need to consider the upper bound. This was proved for symmetric measures on non-elementary hyperbolic groups in [5, Proposition 3.6] and [25, Lemma 4.2]. The proof there carries over without modification for symmetric measures on nonamenable groups. However, for non-symmetric measures an extra argument is required.
Lemma 7.9**.**
[12, Proposition IV.4]** Let and be two generating probability measures on a group . Assume that is symmetric and that there exists such that and for all . Then there is a such that for all .
Lemma 7.10**.**
Let be a generating measure on a nonamenable group . There is a such that for all and we have .
Proof.
We first prove the lemma for symmetric measures. This is in fact done in [5, Lemma 3.6] (where it is stated for hyperbolic groups, but the proof only uses amenability). We repeat it for completeness. Since is nonamenable, the spectral radius of the random walk is less than 1, so we have for all . Indeed, in the symmetric case by the Cauchy-Schwarz inequality
[TABLE]
By the symmetry of we have
[TABLE]
Thus, . Similarly,
[TABLE]
Thus, we have proved the lemma for symmetric measures.
Now, suppose is not symmetric. Let be any symmetric generating measure on with finite support. Let be an odd number such that contains . Let Then we have for every , for . Thus Lemma 7.9 and the bound on implies that for a constant .
Let be the coefficient of in the polynomial . Then for all we have . Note that equals the probability where are i.i.d. random variables uniform on . Moreover, has mean . Now, by the central limit theorem
[TABLE]
hence there exists a constant such that
[TABLE]
for any . Thus,
[TABLE]
for a constant . Furthermore, for we have
[TABLE]
This completes the proof. ∎
The proof of exponential decay of Green’s function now follows as in [5, Proposition 3.6] or [25, Lemma 4.2]. We reproduce it for completeness.
We assumed that for a given . Note, for any
[TABLE]
and the increments are independent random variables and all follow the same law as . Therefore for any the exponential Chebyshev inequality implies
[TABLE]
We choose large enough so that . Then
[TABLE]
By Lemma 7.10 we have for the second summand the bound:
[TABLE]
for some constant . Meanwhile, for the first summand we have the bound
[TABLE]
As both summands decay exponentially in the proof is complete.
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