Extensibility and denseness of periodic semigroup actions
Abstract.
We study periodic points and finitely supported invariant measures for continuous semigroup actions. Introducing suitable notions of periodicity in both topological and measure-theoretical contexts, we analyze the space of invariant Borel probability measures associated with these actions. For embeddable semigroups, we establish a direct relationship between the extensibility of invariant measures to the free group on the semigroup and the denseness of finitely supported invariant measures. Applying this framework to shift actions on the full shift, we prove that finitely supported invariant measures are dense for every left amenable semigroup that is residually a finite group and for every finite-rank free semigroup.
Key words and phrases:
Countable semigroup; embeddable semigroup; natural extension; free semigroup; periodic measure; Markov tree chain2010 Mathematics Subject Classification:
Primary 22D40, 37A15, 20M05; Secondary 20M30, 37B10, 60J10.Introduction
The study of periodic orbits is a fundamental aspect of the qualitative theory of dynamical systems. In particular, the question of whether periodic points are dense in a given system is relevant to topological and smooth dynamics [3, 11]. The measure-theoretical analogue of this problem is whether periodic measures are dense in the set of invariant measures, a topic that has been extensively addressed in classical ergodic theory [27, 29].
In the context of group actions, a concrete formulation of the first question is whether, for a countable group acting continuously on a compact metric space , the set of periodic points is dense in . In this setting, the concept of periodicity must be adapted to the group framework, and the potential denseness of periodic points imposes algebraic constraints on , specifically requiring it to be residually finite. Moreover, denseness of periodic points characterizes residual finiteness in the following sense: a countable group is residually finite if and only if is dense in for the shift action [8, Theorem 2.7.1].
More recently, interest has grown [7, 22, 26, 28] in the measure-theoretical analogue of this characterization: determining for which countable groups periodic measures are weak-* dense in the space of -invariant Borel probability measures . This leads to a natural dichotomy among countable groups, distinguishing those for which periodic measures are weak-* dense from those for which they are not. The groups for which periodic measures are dense are said to have the pa property, and they are necessarily residually finite. However, not every residually finite group has the pa property.
We may further ask if this still holds true for the subset of ergodic periodic measures; the groups with this property will be said to have the epa property. Clearly, the epa property implies the pa property, but it is not known if the converse implication holds in general. It is known that all amenable, residually finite groups have the epa property (see [26], where denseness is established for more general systems with specification). On the other hand, Bowen showed that free groups on finitely many generators have the pa property [5]. However, the construction outlined in this work does not suffice to conclude that these groups have the epa property.
Notice that these properties are intrinsic to the group, as the action is prescribed once the group is set. This is not the only case where the structure of the space of invariant measures tell us something about the algebraic properties of the acting group (e.g., see [18]).
In this work, we aim to extend these questions and results to the more general setting of semigroup actions. To do so, we first need to examine the notion of periodicity, which is more subtle in the semigroup setting than in the group case, as pre-periodic behavior that is not periodic appears. With the appropriate definitions in place, our first result is as follows.
thmfirstproposition Let be a left reductive semigroup. Then:
-
(i)
is residually a finite semigroup if and only if the set of pre-periodic points of is dense in for every finite alphabet .
-
(ii)
is residually a finite group if and only if the set of periodic points of is dense in for every finite alphabet .
Next, we turn our attention to the measure-theoretical case and introduce the (e)pa property for semigroups, extending the notion developed for groups. To study this notion, we make use of the tool of natural extensions. Given a continuous action of an embeddable semigroup and a receiving -group , we consider its topological -extension , as studied in [6]. Then, for the projection map , we let be the push-forward map and define the set of -extensible measures as . With this in place, we establish the following connection between the set of -extensible measures and the weak-* closure of the set of -periodic measures (resp. ergodic -periodic measures).
thmsecondtheorem Let be an embeddable semigroup, and let be a realization of the free -group. If is a continuous action and (resp. ) is weak-* dense in , then
In particular, if
-
(i)
has the (e)pa property, and
-
(ii)
for every finite alphabet ,
then has the (e)pa property.
We then investigate the -extensibility of measures for the free -group , and use Theorem Introduction to establish the (e)pa property for some classes of semigroups. First, we consider the class of left amenable semigroups and prove the following result.
thmthirdtheorem Let be a left amenable semigroup that is residually a finite group. Then, has the epa property.
Next, we consider the free case, and obtain the following.
thmfourththeorem Let be the free group on generators . For , consider the subsemigroup , so that is the free -group for the inclusion . Then, and has the pa property.
In particular, Theorem Introduction allows us to conclude that the free semigroup on generators has the pa property. Finally, we provide a characterization of the free -group for actions of certain subsemigroups of free groups of finite rank , which is reminiscent of the main result in [6], but in a measure-theoretical context.
thmfifththeorem Let be a positive integer and consider the free group on the generators . Given such that , consider the subsemigroup , and let be a receiving -group. The following are equivalent:
-
(i)
is a realization of the free -group, i.e., .
-
(ii)
Every -invariant measure in is -extensible.
-
(iii)
Every fully supported -invariant Markov measure in is -extensible.
The paper is organized as follows. In §1, we introduce the basic concepts of semigroup actions. In §2, we discuss the notion of periodicity for semigroup actions—in the topological and measure-theoretical settings—and its connection to residual finiteness, leading to the proof of Theorem Introduction. In §3, we consider natural extensions and explore the relationship between the (e)pa property for a semigroup and its free -group, establishing Theorem Introduction. In §4, we prove the (e)pa property for certain semigroups, as given in Theorem Introduction and Theorem Introduction, and conclude with a measure-theoretical characterization of the free -group for certain subsemigroups of free groups of finite rank , as given in Theorem Introduction.
1. Preliminaries
1.1. Semigroups and embeddings into groups
A semigroup is a set together with an associative binary operation . A monoid is a semigroup which has a—necessarily unique—identity element . Throughout this work, we shall only deal with countable, discrete semigroups, with a special emphasis on monoids.
A subsemigroup of is a subset such that for all . In this scenario, we write . A common way to identify a subsemigroup is to take this set to be comprised of all possible products of elements of a subset . More precisely, we define the subsemigroup generated by as follows:
where the empty product is the identity when is a monoid. We say that generates a subsemigroup if .
A semigroup homomorphism is a function satisfying for every . A semigroup homomorphism between monoids is called a monoid homomorphism if, additionally, . An embedding will be an injective homomorphism, and an isomorphism will be a bijective homomorphism. If there is an isomorphism , we say and are isomorphic and denote this by . In this case, and will be, in most cases, essentially the same for our purposes.
1.1.1. Free semigroups and presentations
We want to give a semigroup structure to the quotient of a semigroup by an equivalence relation. An equivalence relation on a semigroup is said to be a congruence if for every , implies both and . Given such a relation, we denote by the quotient map .
If is a congruence on and , , transitivity implies that , and thus the binary operation given by is well-defined and gives a semigroup structure, for which is a semigroup homomorphism. For groups, the notions of quotient by a congruence and quotient by a normal subgroup are equivalent; this is easily seen by noting that there is a bijective correspondence associating to a congruence the normal subgroup and vice versa.
Given any set , the free semigroup generated by is the set of all finite words of elements from , with concatenation as its binary operation. There is a canonical inclusion , which comes with a universal property, analogous to that of free groups. If , then . Thus, we may talk of the free semigroup generated by elements, for an arbitrary, fixed set , and then for any set of elements. The empty word will be the identity element of .
If for some , then is isomorphic to a quotient of . This allows us to give a combinatorial description of a semigroup: given a set of generators and a collection of relations, the semigroup presentation corresponds to the “largest” semigroup generated by for which all equations , for , hold true. This is formally the quotient , where is the smallest congruence in containing as a subset. Note that many different sets of relations may describe the same semigroup.
1.1.2. The free group on a semigroup
A pair is an -group if is a group and is a semigroup morphism with . If is an embedding, is called a receiving -group, and whenever a semigroup admits an embedding into a group, we will say is embeddable. A morphism between two receiving -groups and is a group morphism such that .
Definition 1.1.
Let be a semigroup. A free group on the semigroup , or a free -group, is an -group such that for every -group there is a unique morphism with .
Note that, if is the free -group and is any -group, the morphism granted by the universal property of must be surjective, as its image contains a generating set for .
The free -group always exists and it is unique up to isomorphism of -groups (see [10, §12] for more details). Accordingly, we will speak of the free -group whenever we talk about properties that are stable under isomorphisms of -groups, and of a realization of the free -group when we want to refer to a specific pair .
If we know a presentation for , the group provides a concrete way of viewing the free -group. More precisely, if is the congruence generated by in and is the congruence generated by in , let
Then, if is the semigroup morphism given by for , extended homomorphically to all of , the pair will be a realization of the free -group. In this case, the pair will be referred to as the canonical realization of the free -group (see [6, Proposition 3.2]). For example, the following are the associated groups to canonical realizations of semigroups:
-
(1)
for ;
-
(2)
for ;
-
(3)
for .
In these three instances, the semigroup morphism associated to each canonical realization is the one that sends generators to generators in the natural way. Moreover, in every case, is an embedding. In particular, all these cases correspond to embeddable semigroups. If turns out to be embeddable into via , we can always assume that is a monoid by artifically adding an identity if necessary. In this case, defining yields an embedding as well. Thus, in any setting where embeddability plays a role, the semigroup will be understood as a monoid. For instance, will be understood as the free monoid on elements by adjoining the empty word to the free semigroup generated by elements, etc.
Embeddable semigroups are necessarily bicancellative, meaning that whenever or hold. Nonetheless, not every bicancellative semigroup can be embedded into a group [23]. In fact, given a semigroup presentation , determining whether can be embedded into its free -group, or more generally into an arbitrary group, is not an easy matter. The relevant thing about the free -group is that it characterizes embeddability, meaning that a semigroup can be embedded into a group if and only if it can be embedded into its free -group [10, Theorem 12.4].
A useful result due to Adian [1] states that bicancellative one-relator finitely presented semigroups can be embedded into a group.
1.1.3. The left reversible case
A semigroup is said to be left reversible if for every there are such that , or equivalently if for all , . Groups and Abelian semigroups are left reversible semigroups. In contrast, the free monoid is not left reversible for , since .
In [25, Theorem 1], Ore showed that reversibility is a sufficient condition for a bicancellative semigroup to be embeddable into a group. In this scenario, the possible receiving -groups have a nice characterization, for which we need the following definition:
Definition 1.2.
Let be a semigroup. A receiving -group is a group of right fractions of if for every there exist such that .
If and are groups of right fractions of , then they are isomorphic as -groups [9, Theorem 1.25], and the group of right fractions may thus be denoted by .
Remark 1.3.
In [13], Dubreil proved that if is a bicancellative semigroup, then is left reversible if and only if exists. Whenever the group of right fractions of exists, it is the only receiving -group up to isomorphism of -groups, and it is hence isomorphic to the free -group [6, Corollary 2.20 and Remark 3.4].
Remark 1.4.
If is embeddable but not left reversible, then receiving -groups are not necessarily unique modulo isomorphism of -groups. This is shown in [6, Example 2.27], where both and —paired with adequate embeddings—play the role of receiving -groups, but are non isomorphic even as groups.
1.2. Semigroup actions and topological natural extensions
We will understand an action of over a set , denoted as , by a function such that for all and . If is a monoid, we additionally request that for all . Most of the time will be written simply as , and the function as simply or . An action is said to be surjective if is surjective for each . Given two monoids and , a monoid morphism and two actions and , a function will be called -equivariant if for all and . If and , we say that is equivariant. A subset is -invariant for an action if for all , and completely -invariant if for every . In this case it makes sense to consider the action given by restricting . Given , we define its -orbit as the -invariant set .
1.2.1. Structure preserving actions
Suppose that is a compact metric space. We will denote by the associated Borel -algebra. Given a Borel probability measure on , we will denote by the corresponding Borel probability space.
A continuous -action (or simply continuous action, if is implicit) will be an action such that is continuous for each . Given two continuous actions and , a continuous equivariant function is called a topological factor map if it is surjective, and a topological conjugacy if it is a homeomorphism. In the first case, we say that is a topological factor of (and that is a topological extension of ), while in the second we say that both actions are topologically conjugate.
Given two Borel probability spaces and , a measurable map is measure preserving if for all . Given a continuous action , we say that is -invariant if each is measure-preserving, i.e., if for all and . In this case, we also say that is a probability measure-preserving (p.m.p.) action, and denote it by . Given two p.m.p. actions and , we say that is factor of (and that is an extension of ) if there exist a full measure -invariant sets and and a measure preserving equivariant map . In this case, is called a factor map. If is moreover a bi-measurable map, we say that and are (measure-theoretically) conjugate and that is a (measure-theoretical) conjugacy.
The space of Borel probability measures on will be denoted by . We can endow with the weak-* topology, which is metrizable and compact. Convergence is characterized by:
and a basis for the topology consists of the sets
where , is finite, and .
Given a continuous action , the space of -invariant measures on , denoted by , is convex and weak-* closed in . Depending on , the space may be empty or not. A measure is ergodic if every set such that for all satisfies .
Given , we define the support of as
The set is closed, and whenever .
Remark 1.5.
If , then is an -invariant subset. Indeed, take and . Given an open neighborhood of , we have that is an open neighborhood of , so . This proves that , so is -invariant.
1.2.2. Shift actions
Given a compact metric space , we consider the product space of all functions endowed with the product topology. There is a natural continuous and surjective action given by
which will be called the shift action and denoted by . An important special case is when is a finite set—an alphabet—endowed with the discrete topology. If , the space of configurations is a Cantor space, and together with the action is called the full -shift. A closed -invariant subset of will be called an -subshift.
Given subsets and , we define the cylinder set induced by at as
The collection of all cylinder sets with and finite is a basis of clopen sets for the topology of .
1.3. Periodic configurations in groups
Let be a group and be the full -shift for some alphabet . An element is periodic if it has a finite -orbit, that is, if . Equivalently, is periodic if and only if its stabilizer
is a finite-index subgroup of , i.e., . These notions extend to any group action , and we denote by the set of periodic points in .
A group is residually finite if for every pair of distinct elements there is a finite group and a group morphism such that . More generally, if is a class of semigroups, we say that a semigroup is residually if for any distinct there exists a semigroup in the class and a semigroup morphism such that . Residually finite groups have several equivalent characterizations, some of which are listed below:
Proposition 1.6.
Let be a group. The following are equivalent:
-
(i)
is residually finite.
-
(ii)
For any there exists a finite group and a group morphism such that ,
-
(iii)
is isomorphic to a subgroup of a Cartesian product of (possibly infinitely many) finite groups.
-
(iv)
The set is dense in for every finite alphabet .
Evidently, every finite group is automatically residually finite. Some less trivial examples of residually finite groups include and all free groups, including for all ; similarly, the linear groups for any have this property. Furthermore, the class of residually finite groups is closed under taking subgroups, Cartesian products and inverse limits (but not under quotients). In contrast, divisible groups, that is, those for which the equation has a solution for any and , are never residually finite; these include and . Similarly, non-Hopfian groups, that is, those for which a surjective, non-injective morphism exists, cannot be residually finite either; an example of such a group is the Baumslag–Solitar group [21].
2. Periodicity for semigroup actions
In general, periodicity is a concept that tries to capture both finiteness and circularity. In the case of group actions, due to invertibility, the finite orbit condition is sufficient for precluding the existence of any transient portion in the orbit, thus assuring a circular behavior. However, even in the case of a single non-invertible surjective endomorphism, that is, an action of the semigroup , there could exist finite orbits with a transient initial section, yielding the distinction between periodic and pre-periodic points.
2.1. Periodic points and finitely supported invariant measures
The definition of periodicity in the context of semigroup actions is subtle and there may be various notions that capture it. However, one of our main purposes is to study finitely supported invariant measures. With this goal in mind, we introduce the following definition of periodicity.
Definition 2.1.
Let be a semigroup action. An element will be called pre-periodic if , and periodic if and the set is completely -invariant, that is, for all . The set of -periodic points of will be denoted as .
Example 2.2.
Complete -invariance does not necessarily imply , although in the case it does. For instance, the element given by if and only if , has infinite translates, and every element of acts bijectively upon its orbit.
A natural question is whether, as in the case of actions, the orbit of every pre-periodic point contains a periodic point or, equivalently, the support of an -invariant measure. However, this is not necessarily the case for general semigroup actions.
Example 2.3.
Consider acting on the full -shift . Let be the configuration defined by and, for all , and . The orbit of this configuration does not contain a periodic point, as can be seen in Figure 1, so there is no subset of this orbit which can support an invariant measure. Although these kind of orbits exhibit a valid form of periodicity, they will not be taken in consideration here.
Remark 2.4.
In the context of group actions, we saw that every periodic element induces a finite-index subgroup (namely, ). For semigroup actions, if has finite -orbit, it induces a congruence on by
Moreover, has finite index, i.e., finitely many equivalence classes, so in order to admit periodic points, a semigroup must contain finite-index congruences. Note that, in the group case, the analogous to the congruence is the largest normal subgroup contained in the stabilizer, i.e., the intersection of the stabilizers of all elements in .
Note that every element defines a function by . The full transformation monoid of will be the set of all functions together with function composition, denoted by . We have that if and only if and define the same elements of , obtaining an embedding . By a subgroup of , we will understand a submonoid of that is a group.
Proposition 2.5.
Let be a semigroup action and . Then, is pre-periodic if and only if is a finite semigroup, and is periodic if and only if is a finite subgroup of .
Proof.
If is pre-periodic, there are finitely many functions , hence finitely many equivalence classes for . Conversely, if is not pre-periodic, there exists an infinite subset such that for all with . This immediately implies that .
If is periodic, every defines a bijection , so there is an injective semigroup morphism . Since is a finite group, must be a finite group as well. Conversely, suppose that is a subgroup of and let . There exists some such that is the identity class in , that is, is the identity as a function . Thus, for any we have , i.e., . ∎
Notice that the action of upon the orbit of the point defined in Example 2.3 is transitive, i.e., for all , . This holds true for every periodic point.
Proposition 2.6.
If is periodic, then the action is transitive. In particular, two -periodic orbits are either equal or disjoint.
Proof.
Suppose that is not transitive. Then, there exists such that . Let
which exists because is finite. By definition, there is an with , and we must have . Note that
contradicting the injectivity of upon . Therefore, is transitive.
For the final statement, let be two -periodic elements. If , there are elements such that . Since the action is transitive, we may choose an element with , so , which implies . By symmetry, we get , and so both orbits coincide. ∎
Remark 2.7.
A periodic measure in will be a measure such that is finite. The set of periodic measures will be denoted by , and the set of periodic ergodic measures in will be denoted as . The following result justifies our chosen definition of periodicity.
Lemma 2.8.
Let be a continuous action, and a pre-periodic point. Then, there is an -invariant measure with if and only if is periodic.
Proof.
Suppose is not periodic and choose such that is not bijective. Then, since is finite, there exists such that . Take any -invariant measure with . Then, , so
Thus, , so no invariant measure can be supported upon the whole of . Conversely, assume each acts as a bijection of and consider the measure given by
Define by . For each , the function is injective as a consequence of being injective upon . Choose any . Since , there exists with , so as well, showing surjectivity of . Thus, satisfies
as we wanted. ∎
We have the following characterizations of periodic measures.
Proposition 2.9.
Let be a continuous action and . Then,
-
(i)
if and only if is a finite disjoint union of periodic -orbits,
-
(ii)
if and only if corresponds to a single periodic -orbit.
Proof.
To prove (i), first assume that . Then, by Remark 1.5 we have that is -invariant, which means for all . If it were the case that an element does not belong to the orbit of an element of , then for every , yielding , a contradiction. This means that , which implies the statement, since periodic orbits are either equal or disjoint by Proposition 2.6. The converse is direct.
To prove (ii), first assume . Then, by part (i) there exist -periodic elements such that
Given and , if , then , so . Also note that for every and , as is -periodic. Therefore,
Hence, since is ergodic, , so consists of a single orbit.
Conversely, if for an -periodic point and is such that for all , then for all , and we have two cases. First, if , then . Second, if for some , necessarily we must have for every as well, obtaining for every . Since the action of upon is transitive, this implies , and so . Thus, is ergodic. ∎
As a consequence of last proposition, a periodic measure can always be written in the form
where , with if and only if the measure is moreover ergodic.
2.2. Residual finiteness and periodic orbits
We aim to relate algebraic properties of semigroups and both periodic and pre-periodic orbits. In order to do this, let us start by introducing two properties that are semigroup analogues to residual finiteness in groups.
Definition 2.10.
A semigroup is residually a finite group (resp. residually a finite semigroup) if for every pair of distinct elements there is a finite group (resp. semigroup) and a semigroup morphism such that .
Remark 2.11.
If is residually a finite group (resp. residually a finite semigroup) and , then for every there exist a group (resp. semigroup) and a semigroup morphism such that if , and is the trivial group if . Thus, we may define a semigroup morphism such that for any , , by sending any to the tuple .
As a consequence of this, is residually a finite group (resp. residually a finite semigroup) if and only if for every finite subset , there is a finite group (resp. semigroup) , namely , and a semigroup morphism , such that is injective.
Remark 2.12.
It is clear that being residually a finite group always implies being residually a finite semigroup. Furthermore, we have the converse in the case where is a group, since the image of a group via a semigroup morphism is always a group. In this situation, both notions coincide with the classic notion of residual finiteness for groups. However, for general semigroups these notions differ: every finite non-bicancellative semigroup is residually a finite semigroup but not residually a finite group. Indeed, if a non-bicancellative semigroup, it cannot be residually a finite group. Indeed, if is a morphism to a group , and are such that and , then so , so and cannot be distinguished by such morphism.
The following result is analogous to the characterization of residually finite groups provided in Proposition 1.6 (iii).
Proposition 2.13.
A semigroup is residually a finite group (resp. residually a finite semigroup) if and only if it can be embedded into a Cartesian product of finite groups (resp. semigroups). In particular, a semigroup is residually a finite group if and only if it can be embedded into a residually finite group.
Proof.
Assume is residually a finite group (resp. residually a finite semigroup). The map for , following the notation from Remark 2.11, is an embedding into a product of finite groups (resp. semigroups). ∎
Remark 2.14.
Notice that Proposition 2.13 implies that any semigroup that is residually a finite group is necessarily bicancellative, and moreover embeddable into some residually finite group.
A semigroup such that for every pair of distinct elements , there is some with , is called a left reductive semigroup. In particular, every monoid and every left cancellative semigroup is left reductive. On the other hand, a semigroup action is said to be faithful if for every with there exists such that . The following result relates these two notions.
Lemma 2.15.
A semigroup is left reductive if and only if the shift action is faithful for every (resp. any) alphabet with .
Proof.
If is left reductive and are distinct elements, there is a with , so the configuration given by and if satisfies . Conversely, if is faithful for some alphabet with , given in there exist and with , so and cannot be equal. ∎
Our first main result is the following.
*
Proof.
Let us prove (ii), as the proof of (i) is essentially the same.
Suppose that is residually a finite group, is an arbitrary point, and let be an arbitrary finite set. By Remark 2.11, there exist a finite group and a semigroup morphism with injective.
Note that every defines a point by for all . It holds true that for any , since for every we have
Thus, for any , the element is -periodic. Indeed, the above proven equality shows that , which together with the fact that is finite prove that . Moreover, given , since is a group, for every , there is an such that , yielding
Thus, for every . Define a configuration by for all , extending it arbitrarily to the rest of if needed. As the map is injective, this is well-defined. The corresponding point in is -periodic and satisfies the equality . This shows that, for any and any finite , the cylinder must contain a periodic point, and thus the set of periodic points is dense.
Conversely, if has dense set of periodic points and are distinct elements, by left reductiveness, there exists such that . Choose two distinct elements from , which, for simplicity, will be denoted by and , and consider any such that and . By our hypothesis of denseness of periodic points, we may assume that is -periodic and consider , which is a finite group. The definition of -periodicity yields a morphism by sending to the function given by for all . By our choices of and , we must have and . Hence, , and thus and correspond to different permutations of , that is, .
The proof of (i) is identical, but replacing the finite group by a finite semigroup satisfying that is injective, and omitting the proof of complete -invariance; and for the opposite direction, by replacing the symmetric group by the monoid of all transformations . ∎
Since a left cancellative semigroup is automatically left reductive, any semigroup that is residually a finite group is left reductive. In the non-left reductive case, however, the associated full -shift may have dense periodic points, but this does not imply that the semigroup is residually a finite group.
Example 2.16 (Non-reductive case).
Let be the left zero semigroup, where for all . The semigroup is not left reductive, but satisfies that for every and , so every element of is periodic. Thus, it has a dense set of periodic points for the shift action , but is not residually a finite group since it is not bicancellative. Similarly, the semigroup provides an example of an infinite semigroup with dense set of periodic points in , which is not residually a finite group.
2.3. The periodic approximation property
In view of Theorem Introduction, it is natural to ask under what conditions upon the acting semigroup the periodic measures on are weak-* dense. Considering this, we now introduce a definition which will be fundamental throughout this work.
Definition 2.17.
A semigroup has the periodic approximation property, or simply the pa property, if is weak-* dense in for every finite alphabet . A semigroup has the ergodic periodic approximation property, or simply the epa property, if is weak-* dense in for every finite alphabet .
This definition extends the one discussed for groups in the Introduction. In the case of groups, the pa property is equivalent to the property md described by Kechris [7, 22] in the context of weak containment of group actions. It is known that all amenable, residually finite groups have the epa property [26]. Similarly, Bowen showed that free groups on finitely many generators have the pa property [5]. Examples of residually finite groups without the pa property include the special linear group for [22] (in contrast to , which has the pa property) and as a consequence of the negative answer to the Connes’ Embedding Problem (see [7, p. 27] and [20]).
We stress that, although the pa property has been attentively studied for groups, this has not been the case with general semigroups. As a first preliminary result, we show that residual finiteness turns out to be a key necessary condition for having the pa property, as seen below.
Proposition 2.18.
Let be a left reductive semigroup. If has the pa property, then it is residually a finite group.
Proof.
Assume is not residually a finite group. By Theorem Introduction, there is a configuration and a finite subset such that . Choose a measure such that (take, for instance, the Bernoulli measure associated to a positive probability vector), and let be a sequence in that weak-* converges to . By Proposition 2.9, we can assume that for every ,
where each is -periodic for every . By weak-* convergence, we have that . However, for all and , the set is empty, meaning that , a contradiction with our choice of . ∎
Remark 2.19.
Based on Example 2.16, it is not difficult to construct an example of a semigroup with the pa property that is not left reductive, and thus cannot be residually a finite group.
3. A sufficient condition for the pa property
We want to understand the pa property in the more general landscape of semigroups, taking advantage of what is already known for groups. With this goal in mind, we restrict ourselves to the class of embeddable monoids. The purpose of this section is to establish a direct connection between the pa property of an embeddable monoid and the pa property of the corresponding free -group. In order to do this, the tool of choice will be the natural extension construction, which associates to an -action a corresponding invertible action of the free -group which extends the original action in a natural way.
3.1. Topological natural extensions
In [6], topological natural extensions were profusely discussed. Based on this work, we consider the following definition.
Definition 3.1.
Let be an embeddable monoid and a continuous -action. Given a receiving -group , the topological natural -extension is the tuple , where
is endowed with the subspace topology of the product topology, denotes the restriction of the shift action to , and is the projection restricted to . If is surjective, is said to be -extensible, and if , is said to be topologically partially -extensible.
Since is closed in , and is compact—as we are assuming is a compact metric space—, we have that compact as well. In addition, the map is continuous and -equivariant in the sense that
In [6] it was proven that the natural -extension of comes with a universal property: if is any tuple such that is a topological space, is a continuous action , and is surjective, continuous, and -equivariant, then there is a unique equivariant continuous function satisfying , so that the following diagram commutes.
A key consequence of the main result in [6] is the following:
Theorem 3.2 ([6]).
If is the free -group, then every surjective continuous -action is topologically -extensible.
3.2. Measure-theoretical extensions
We will make use of topological natural extensions to define measure-theoretical natural extensions. Observe that, given a receiving -group and a topologically -extensible continuous action , the projection map induces a push-forward map given by for all . Moreover, since is -equivariant, the image of a -invariant measure on via is an -invariant measure on , so the operator is well-defined. From now on, will denote this restricted version of the push-forward. It is standard that is weak-* continuous (see, e.g., [14, Appendix B]).
Definition 3.3.
Let be a continuous action and . If there exists such that , then will be called -extensible and a -extension of . The set will be denoted by .
Remark 3.4.
Observe that if is a receiving -group, is a p.m.p. action, and is -extensible, there is a -invariant measure on such that is measure-preserving. Thus, the shift action is a p.m.p. action, and the tuple may be regarded as a measure-theoretical natural -extension of .
Remark 3.5.
Let be a receiving -group. We may identify the topological natural -extension of with , where is given by (see [6]). With this identification in mind, a measure is -extensible if and only if there is a measure such that . In the forthcoming, whenever we deal with natural extensions in the symbolic case, we will proceed with this identification, so will denote the map .
Proposition 3.6.
The subset is weak-* closed and convex.
Proof.
Let , and let be a sequence in converging to . Consider, for every , a measure such that . Since is compact, is weak-* compact. Thus, we can find a subsequence of weak-* converging to some . By continuity of , we get
Therefore, . Finally, is convex, as it is the image of the convex set under the linear function . ∎
Proposition 3.7.
Let be a receiving -group. Let be two p.m.p. actions such that is a factor of . Then, if is -extensible, so is .
Proof.
Let and be full measure -invariant sets and let be a measure preserving equivariant map. Let and be the topological -extensions of and , respectively, and such that . The first thing we need to check is that is non-empty (and hence is topologically partially -extensible). Indeed, since is -invariant, for all , so the fact that is countable implies
Thus, there is an element with for all . The element is an element of .
We want to construct a measure satisfying . Consider the function
which is well-defined, as and, given in , for every . As we already mentioned, is defined upon a full-measure subset of . Also, is clearly -equivariant. Define, for ,
The set function is a probability measure on . The -invariance of comes as a consequence of the -equivariance of and the -invariance of . To see that is a measure-preserving map, note that , so for every ,
∎
In view of Proposition 3.7, if and are measure-theoretically conjugate, then is -extensible if and only if is.
3.3. Periodicity and extensibility
A first key observation is that periodic measures are always -extensible when is the free -group.
Proposition 3.8.
Assume that is an embeddable monoid, that is a realization of the free -group, and let be a continuous action. Then, for every , there exists such that . In particular, .
Proof.
Let be given by
Consider a disjoint copy of , with the operation for . We define an action of on as follows: for every and , we let to be the only element of . Notice that this is indeed an action, because is the only element of
and the only element of the latter is exactly .
Since both and act upon , we immediately get an action by concatenation, where denotes the free product semigroup, where the empty word acts as the identity permutation.
We want to see the action of descends to an action of . To do this, we define, for every , the element . Note that this defines a morphism , since for all . This induces a morphism by
Given , declare if and only if and induce the same element in , i.e., if for every . We want to check that, if , then .
First, observe that if , then for any ,
thus making a congruence on . Next, consider the quotient semigroup . Take an arbitrary element in and define . Since for every , inductively we have . This means
Hence, is actually a group, where the inverse of is just .
Let be the quotient map associated to . The map is a semigroup morphism, as equal elements of define equal elements in . Analogously, is a semigroup morphism, too. Since for every , we find that is an -group (note that, in general, the morphism may not be injective). By the universal property of the free -group, we get a group morphism such that , and it is verified that as well. Therefore, , which implies whenever , as desired.
We can now define an action by setting for every and , as a consequence of the fact that . For a given , let be given by for every . Note that if , then
This shows . Also, if , then for some , which implies . Notice that in this last equation there are three different actions involved. Thus, . Since whenever differ, we have that . Thus, is -periodic, and the measure
is -periodic and ergodic, as it is supported on a single orbit. Finally, note that
for every , so . Hence .
Finally, as every is a convex combination of elements in , is linear, and, by Proposition 3.6, is a convex subset of , we conclude. ∎
Example 3.9.
Note that if we remove the assumption that is the free -group then Proposition 3.8 does not necessarily hold, as the set might be empty for an arbitrary receiving -group .
It is important to know the behaviour of images of -orbits via -equivariant maps.
Lemma 3.10.
Let be a receiving -group, and let and be two actions. If is an -equivariant map and is -periodic (i.e., ), then is -periodic and .
Proof.
If , it is clear that . Also, has finite order as an element of , so there exists such that acts as the identity of . Thus,
Since , we conclude that , which directly implies that .
It is now clear that is pre-periodic. To see that is completely -invariant, let . Since the set is finite, there are such that . The action on is given by a group, so and . Then, due to the -equivariance of ,
so is surjective, and hence bijective by finiteness of .
∎
Proposition 3.11.
Let be a continuous action, and let be a receiving -group. If , then . In particular, we have the following:
-
(i)
and .
-
(ii)
If , then .
-
(iii)
If , then .
Proof.
First, we prove that . Let and fix a decreasing sequence of open neighborhoods of with . Since , for every . In particular, for every , is non-empty, so there exists with . By compactness of , we can take a subsequence converging to as . By continuity of , we get , but since , we also have that . Thus, we conclude that , so . For the opposite inclusion, let . If is an open neighborhood of , then and , so , following the desired inclusion.
To prove (i), let . There exist elements such that
so by the equality proven above and Lemma 3.10, we have . Taking proves the ergodic case.
To prove (ii) and (iii), by (i) and weak-* continuity of we have , and the same argument shows that . ∎
Combining the previous results together yields the following theorem.
*
Proof.
We prove the periodic case; the ergodic periodic case is identical. By Proposition 3.8, . By Proposition 3.11(ii), . By Proposition 3.6, is weak-* closed, so .
Finally, since is topologically conjugate to for every finite alphabet , if (i) and (ii) are satisfied, then , so has the pa property. ∎
4. Semigroups with the pa property
In this section we aim to prove that some particular families of semigroups have the (e)pa property. The strategy will be to take an embeddable semigroup and its free -group , check that has the (e)pa property and that every measure in is -extensible, and then appeal to Theorem Introduction to conclude.
First, we observe that, due to Proposition 2.18, a necessary condition for a semigroup to have the pa property is to be residually a finite group. In particular, every group that has the pa property must be residually finite. Thus, we will focus on embeddable semigroups that are residually a finite group and such that the underlying group of the free -group is residually finite. To check these two conditions, it suffices to check that is residually finite, as this directly implies that is residually a finite group. However, the converse might not be the case. An example of this would be the Baumslag–Solitar semigroup
which is residually a finite group [19, Theorem 4.5], while the corresponding Baumslag-Solitar group is known to be non-Hopfian, and hence non-residually finite [4].
4.1. The left amenable case
The following result was proven in [26].
Theorem 4.1 ([26, Theorem 1.1]).
Let be a discrete countable residually finite amenable group acting on a compact metric space with specification property. Then is dense in in the weak-* topology.
Since the shift action on the full -shift trivially satisfies the specification property, this result immediately implies that residually finite amenable groups have the epa property. We want to establish an analogous result for semigroups.
A bicancellative semigroup is left amenable if there exists a left Følner sequence, namely a sequence of finite subsets of such that
We need to check that when is left amenable, residually a finite group, and is the free -group, has the epa property. In order to do this, we prove that is amenable and residually finite.
Proposition 4.2 ([12, Lemma 1], [6, Proposition 4.2]).
If is a bicancellative and left amenable semigroup, then is left reversible. In addition, if is the group of right fractions of , then is amenable.
Similarly, residual finiteness translates in the reversible case as well.
Proposition 4.3.
Let be a left reversible semigroup, and be the group of right fractions of . If is residually a finite group, then is residually finite.
Proof.
Assume is residually a finite group. By Proposition 2.13 we may assume , where is a residually finite group. Hence, the subgroup of generated by , together with the natural embedding , is a receiving -group and thus isomorphic to the group of right fractions of ; see Remark 1.3. As a consequence, is isomorphic to a subgroup of the residually finite group and is thus residually finite as well. ∎
Corollary 4.4.
If is left amenable, residually a finite group and is the free -group, then has the epa property.
Proof.
Regarding -extensibility of -invariant measures in the reversible case, we have the following.
Theorem 4.5.
Let be a continuous action. If is left reversible and bicancellative, and is the free -group, then .
Remark 4.6.
A consequence of the previous discussion is the following.
*
Proof.
By Corollary 4.4, the free -group is such that has the epa property. Since is residually a finite group, it is embeddable and, in particular, bicancellative. By Proposition 4.2, is left reversible. Therefore, by Theorem 4.5, . We conclude by appealing to Theorem Introduction. ∎
4.2. The free case
Let be a positive integer and consider the free group on the generators . The following result was proven in [5].
Theorem 4.7 ([5, Theorem 3.4]).
For every , the group has the pa property.
Given , consider the subsemigroup . Notice that if , is the free semigroup . If , then is ; if , then is with ; otherwise, is a non-reversible semigroup. Without loss of generality, we will assume that , and therefore . Denote the set by . The free -group is with the inclusion. When dealing with elements of as elements of , we will omit any mention of .
We want to use Theorem 4.7 and appeal Theorem Introduction to establish the pa property for the semigroups . It remains to show that every -invariant measure on the full -shift is -extensible.
Let be the right Cayley graph of with respect to . The identity will be denoted by , and the ball of radius with center on will be denoted by . A subset will be called a tree if it induces a connected subgraph in . The root of a tree will be the unique element with minimal distance to .
Fix a finite alphabet . A Markov -tree chain is a pair consisting of a positive probability vector (i.e., and ) and a family of real stochastic matrices (i.e., and for all ).
Definition 4.8.
Given a Markov -tree chain , a measure is said to be -Markov if, for every and every finite tree with root , we have
A measure is said to be Markov if it is -Markov for some Markov -tree chain .
Proposition 4.9.
For every Markov -tree chain , there exists a unique -Markov measure on . Moreover, this measure is -invariant if and only if
-
(1)
is a left eigenvector of each , i.e., for every , and
-
(2)
if , then for every .
Proof.
See [17, p. 240]. ∎
Proposition 4.10.
For every Markov -tree chain that induces an -invariant measure , there exists a family such that the Markov -tree chain induces an -invariant measure that is an -extension of .
Proof.
For , let , and for , let be defined coordinate-wise as
First, let’s check that is a Markov -tree chain. For every , we have and . Thus, for all ,
showing that is stochastic. Let’s check that induces an -invariant Markov measure. Indeed,
-
(1)
if , then and, if , then and ;
-
(2)
for every , for every , by construction of .
Let be the -invariant -Markov measure on . It remains to show that is an -extension of . To see this, it suffices to check that on a cylinder set supported upon a finite tree , where is the restriction map (see Remark 3.5; precomposing with is the same as restricting to ). Notice that, due to -invariance of and , we can assume that has root . Then, it is direct that , since both and assign the same measure to every cylinder —as presented in Definition 4.8—, because and coincide for . ∎
Remark 4.11.
A feature worth highlighting from the last proof is that, if , and is a real stochastic matrix with left eigenvector , then the matrix defined by
is also a real stochastic matrix with left eigenvector .
We want to use the fact that all -invariant Markov measures are -extensible to show that every -invariant measure is -extensible. To do this, we consider appropriate Markovizations and recodings of these measures.
Given alphabets , and -subshifts and , we say that is a sliding block code if there exists a finite subset and a map such that for every and . A sliding block code is always continuous and -equivariant and, due to a straightforward generalization of Curtis-Hedlund-Lyndon theorem, these two properties characterize them. Given a finite subset , the higher -block code will be the particular sliding block code given by . It is direct to check that is injective and a conjugacy between and . In particular, is an -subshift.
Proposition 4.12.
Every measure is -extensible.
Proof.
Fix and let , which is an -subshift of . For each , we abbreviate by the higher -block code . Fix , define , which is a finite set and will play the role of an alphabet. Set for each and ,
Notice that , since . It is clear that is a probability vector, and for each ,
since the sets form a partition of . Thus, is a stochastic matrix for all . For each , we get
so . Finally, if , then
and, by Proposition 4.9, we conclude and define an -invariant Markov measure on .
We want to see that . Notice that, if , then there exist and such that . Indeed, if we assume otherwise, for every and , there is an , so for all and ,
Define by . Applying iteratively the identity just proven implies that, for and ,
so , contradicting that . Hence, for some and , which directly implies that , so there is an open set containing with null measure, i.e., . Thus .
Notice that the Markov measure is -extensible (by Proposition 4.10) and trivially conjugate to a measure . Then, since -extensibility is preserved under factors (by Proposition 3.7), the measure is -extensible. Let , i.e., for all . Since is a conjugacy and the measure is -extensible, the measure is -extensible (again by Proposition 3.7).
We just need to prove that in the weak-* topology. If is finite and , there is some such that for every , so
whence
As a result, is eventually as for every cylinder, implying that in the weak-* topology.
∎
We have the following result.
*
Proof.
By Theorem 4.7, we know has the pa property. By Proposition 4.12, we have that for every finite alphabet . We conclude that has the pa property by appealing to Theorem Introduction. ∎
4.3. Non-extensibility
Another consequence of the main result in [6] is the following:
Theorem 4.13 ([6]).
Let be a receiving -group, be the free -group, and assume that is residually finite. Then, is the free -group if and only if every surjective continuous -action is topologically -extensible.
We want to establish a measure-theoretical analog of this theorem. Observe that in the case where is left amenable this is trivial, as there is only one receiving -group up to isomorphism of -groups, namely, the group of right fractions , and we have already shown that every -invariant measure is -extensible. We focus on the free case. Let us consider the following proposition.
Proposition 4.14.
Let be a p.m.p. action, and let be a receiving -group. Then, for every such that , we have that . In particular, if is not partially -extensible, then cannot be -extensible.
Proof.
Note that if and is an open neighborhood of for , then is an open neighborhood of , which means
so for all . Hence . Finally, if is not partially -extensible and is such that , then , so , which is absurd. ∎
So far, we have not provided an example of a receiving -group and an -invariant measure which is not -extensible. In view of Proposition 4.14, taking a continuous action that is not partially -extensible and admits an -invariant measure would provide an example of this. This can be done, as for every such that the free -group satisfies that is residually finite, if , there exist a finite alphabet and an -periodic point such that is not partially -extensible, so we may take the periodic measure associated with (see [6]).
Our last main result characterizes -extensibility of -invariant measures in the symbolic context. In particular, it tells us that if , there is a fully-supported Markov measure on —which is trivially topologically -extensible—that is not -extensible.
*
Before proving Theorem Introduction, we need the following general result, which in particular will allow us to translate -extensibility to arbitrary realizations of the free -group.
Proposition 4.15.
Let be a surjective continuous action, and let be an isomorphism between two receiving -groups and . Then, there is a -equivariant homeomorphism such that . Moreover, the push-forward is a bijection and, in particular, .
Proof.
Define by
which is well-defined, since for all and we have
so . Continuity of is easily verified, since and have the topology of pointwise convergence: for every there is a unique with and vice versa, and thus for any sequence in , convergence of at the coordinate is equivalent to the convergence of at coordinate , so maps convergent sequences to convergent sequences. Similarly, the map given by is well-defined, so it defines an inverse for , which is thus bijective. The map is, as well, continuous by the same argument as above; thus, is a homeomorphism. Since , we have and . For any and , we have
so is -equivariant.
It is readily checked that the push-forward is well-defined and satisfies . The inverse of is . ∎
Proof of Theorem Introduction.
It follows from Proposition 4.12 together with Proposition 4.15 that (i) implies (ii). That (ii) implies (iii) is direct. To see that (iii) implies (i), assume that (i) does not hold and let us show that (iii) does not hold either. Indeed, since , there is a surjective morphism with non-trivial kernel and such that , so we may choose an element . Consider a matrix representation of generated by matrices . Write for and , , and choose a sufficiently large positive prime such that . Let and . Define, for and ,
and let be the uniform distribution upon , i.e., for all . Since is invertible and is prime, is invertible modulo as well. Then, for a fixed , there is a unique such that , so
yielding . It is also readily checked that is the transpose of , which implies that for all , since is uniform. Thus, letting , the -Markov measure on is -invariant by Proposition 4.9. Since and for every , is fully supported.
Assume that there is a -extension of . If , , and , then
as for all . Analogously, we have that
Since , there exists such that . Consider the finite subset of . Since , we have that , so can be viewed as a cycle in . Let be a configuration such that , and assume that for every , where we consider and . Iteratively, we see that
a contradiction, so it must be the case that there exist and such that and . Hence,
if , and similarly if as well. Therefore,
which leads to a contradiction if we take .
∎
References
- [1] S. I. Adian. Defining relations and algorithmic problems for groups and semigroups. Tr. Mat. Inst. Steklova, 85:3–123, 1966.
- [2] L. N. Argabright and C. O. Wilde. Semigroups satisfying a strong Følner condition. Proc. Amer. Math. Soc., 18:587–591, 1967.
- [3] M. Artin and B. Mazur. On periodic points. Ann. of Math., 81(1):82–99, 1965.
- [4] G. Baumslag and D. Solitar. Some two-generator one-relator non-Hopfian groups. Bull. Amer. Math. Soc., 68(3):199–201, 1962.
- [5] L. Bowen. Periodicity and circle packings of the hyperbolic plane. Geometriae Dedicata, 102(1):213–236, 2003.
- [6] R. Briceño, Á. Bustos-Gajardo, and M. Donoso-Echenique. Natural extensions of embeddable semigroup actions. arXiv preprint arXiv:2501.05536.
- [7] P. J. Burton and A. S. Kechris. Weak containment of measure-preserving group actions. Ergodic Theory Dynam. Systems, 40(10):2681–2733, 2020.
- [8] T. Ceccherini-Silberstein and M. Coornaert. Cellular Automata and Groups. Springer, 2010.
- [9] A. H. Clifford and G. B. Preston. The algebraic theory of semigroups. Vol. I, volume No. 7 of Mathematical Surveys. American Mathematical Society, Providence, RI, 1961.
- [10] A. H. Clifford and G. B. Preston. The algebraic theory of semigroups. Vol. II, volume No. 7 of Mathematical Surveys. American Mathematical Society, Providence, RI, 1967.
- [11] R. Devaney. An Introduction to Chaotic Dynamical Systems. Addison-Wesley studies in nonlinearity. Benjamin/Cummings, 1986.
- [12] J. Donnelly. Subsemigroups of cancellative amenable semigroups. Int. J. Contemp. Math. Sciences, 7(23):1131–1137, 2012.
- [13] P. Dubreil. Sur les problemes d’immersion et la théorie des modules. C. R. Math. Acad. Sci. Paris, 216:625–627, 1943.
- [14] M. Einsiedler and T. Ward. Ergodic Theory: with a view towards Number Theory. Graduate Texts in Mathematics. Springer London, 2010.
- [15] S. Farhangi, S. Jackson, and B. Mance. Undecidability in the Ramsey theory of polynomial equations and Hilbert’s tenth problem. arXiv preprint arXiv:2412.14917.
- [16] A. H. Frey, Jr. Studies on amenable semigroups. ProQuest LLC, Ann Arbor, MI, 1960. Thesis (Ph.D.)–University of Washington.
- [17] H.-O. Georgii. Gibbs Measures and Phase Transitions, volume 9 of De Gruyter Studies in Mathematics. Berlin, 2 edition, 2011.
- [18] E. Glasner and B. Weiss. Kazhdan’s property T and the geometry of the collection of invariant measures. Geom. Funct. Anal., 7(5):917–935, 1997.
- [19] D. A. Jackson. Decision and separability problems for Baumslag–Solitar semigroups. International Journal of Algebra and Computation, 12(01n02):33–49, 2002.
- [20] Z. Ji, A. Natarajan, T. Vidick, J. Wright, and H. Yuen. MIP* = RE. Commun. ACM, 64(11):131–138, Oct. 2021.
- [21] T. Kaiser. A closer look at the non-Hopfianness of . Bull. Belg. Math. Soc. Simon Stevin, 28(1):147–159, 2021.
- [22] A. S. Kechris. Weak containment in the space of actions of a free group. Isr. J. Math., 189:461–507, 2012.
- [23] A. Malcev. On the immersion of an algebraic ring into a field. Math. Ann., 113(1):686–691, 1937.
- [24] I. Namioka. Følner’s conditions for amenable semi-groups. Math. Scand., 15:18–28, 1964.
- [25] O. Ore. Linear equations in non-commutative fields. Ann. of Math., 32(3):463–477, 1931.
- [26] X. Ren. Periodic measures are dense in invariant measures for residually finite amenable group actions with specification. Discrete Contin. Dyn. Syst., 38(4):1657–1667, 2018.
- [27] D. Ruelle. Statistical mechanics on a compact set with action satisfying expansiveness and specification. Trans. Amer. Math. Soc., 187:237–251, 1973.
- [28] C. Shriver. Free energy, Gibbs measures, and Glauber dynamics for nearest-neighbor interactions. Comm. Math. Phys., 398(2):679–702, 2023.
- [29] K. Sigmund. On dynamical systems with the specification property. Trans. Amer. Math. Soc., 190:285–299, 1974.
Appendix A Proof of Theorem 4.5
Assume that is left reversible and bicancellative, and is the free -group. Recall that is isomorphic to , the group of right fractions of . Define the preorder on by
Denote by the collection of all finite subsets of . We say is downward directed if for every there is an such that for all .
Lemma A.1 ([6, Lemma 2.22]).
The pre-order is downward directed. Equivalently, the subset is thick, that is, for every there exists such that .
Let be a continuous action, and . Given , fix any lower bound for (i.e., such that for all ). Note that, by definition, this means for each , so that there is a unique element with . Define the following collection of subsets of :
and the set function by
Observe that, due to the -invariance of , the value of the function does not depend on the choice of .
Lemma A.2.
The function extends to a finitely additive probability measure on the algebra of sets generated by .
Proof.
Since consists of finite disjoint unions of elements of , we just need to check that, for any and finite partitions of by elements of ,
First, if is a refinement of , take any and write it as a union of a collection :
Since this union is disjoint, for there must be a such that , which implies
In particular, this means
and therefore the collection is pairwise disjoint. Hence,
Now, for every and , , from where we obtain
We want to see that this last inclusion is an equality. Take any . Then, the tuple belongs to , which means it belongs to some . Thus,
and we get the desired opposite inclusion. Putting all together yields
Finally, summing over :
The remaining case, where need not be a refinement of , follows by considering a refinement of both and . ∎
We want to prove that is -additive on . We recall a result which will help us.
Lemma A.3.
Let be a finite measure on an algebra which is finitely additive and continuous at . Then, is -additive in .
Lemma A.4.
The measure is continuous at , hence -additive.
Proof.
Let in , that is, and . For each write
Observe that
These last sets are decreasing in . Suppose there exists an element
Then, for each define . We would have that for all there is a such that for all , meaning
for all , which contradicts the fact that . Thus, the intersection was empty, and by continuity of we conclude
∎
By applying Carathéodory’s Extension Theorem, we obtain a unique extension of to the -algebra generated by .
Corollary A.5.
Let and for all . Then, there is a unique probability measure such that
for every .
We want to extend this collection of measures to a measure on , via Kolmogorov’s Extension Theorem. If , we define as the canonical projection, and we omit the super-index if . Recall that a family of measures is called consistent if whenever , we have .
Lemma A.6.
The family of probability measures is consistent.
Proof.
Let . Then, a lower bound for is a lower bound for as well. Let be an arbitrary element of , and define, for , . Then,
Now, the sets in which satisfy the formula form a -algebra, which implies the result for all sets in . ∎
By Kolmogorov’s Extension Theorem, we obtain a unique probability measure on satisfying the condition for every finite subset . This allows to establish the following result.
Proposition A.7.
The measure is -invariant, and we have . Therefore, is a -invariant probability measure satisfying .
Proof.
To show -invariance of , let and define . It suffices to check that, for a finite subset , on cylinders, so that by the uniqueness granted by Kolmogorov’s Extension Theorem we get .
It can be easily verified that, if is a lower bound for , then so is for . Let be any element of , and define for . We obtain the following.
Now we prove has full measure. We already know is closed, thus measurable. As it can be written as
defining, for each and , (which is also closed, by continuity of and of the coordinate projections), it suffices to check that each has full measure. To see this, fix , . The set is open, and can hence be written as a countable union of cylinders of :
where for each , if . We must have that (in particular for every ), and therefore, for all ,
This last fact directly implies that
obtaining , as desired.
Finally, let . This measure is -invariant, as for every . Since and for every , we have
for all , i.e., . ∎