On the finite-dimensional marginals of shift-invariant measures

Abstract: Let

S i g m a

be a finite alphabet,

O m e g a = S i g m a^{m a t h b b Z^{d}}

equipped with the shift action, and

m a t h c a l I

the simplex of shift-invariant measures on

O m e g a

. We study the relation between the restriction

m a t h c a l I_{n}

of

m a t h c a l I

to the finite cubes

{- n, ..., n}^{d} s u b s e t m a t h b b Z^{d}

, and the polytope of "locally invariant" measures

m a t h c a l I_{n}^{l o c}

. We are especially interested in the geometry of the convex set

m a t h c a l I_{n}

which turns out to be strikingly different when

d = 1

and when

d g e q 2

. A major role is played by shifts of finite type which are naturally identified with faces of

m a t h c a l I_{n}

, and uniquely ergodic shifts of finite type, whose unique invariant measure gives rise to extreme points of

m a t h c a l I_{n}

, although in dimension

d g e q 2

there are also extreme points which arise in other ways. We show that

m a t h c a l I_{n} = m a t h c a l I_{n}^{l o c}

when

d = 1

, but in higher dimension they differ for

n

large enough. We also show that while in dimension one

m a t h c a l I_{n}

are polytopes with rational extreme points, in higher dimensions every computable convex set occurs as a rational image of a face of

m a t h c a l I_{n}

for all large enough

n

.

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