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Entropy rate of higher-dimensional cellular automata

François Blanchard, Pierre Tisseur

To cite this version:

François Blanchard, Pierre Tisseur. Entropy rate of higher-dimensional cellular automata. 2012.

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Entropy rate of higher-dimensional cellular automata

Fran¸cois Blanchard1 and Pierre Tisseur 2

1 Laboratoire d’Analyse et de Math´ematiques Appliqu´ees, UMR 8050 (CNRS-U. de Marne-la-Vall´ee), UMLV, 5 boulevard

Descartes, 77454 Marne-la-Vall´ee Cedex 2, France

2 Centro de Matematica, Computa¸c˜ao e Cogni¸c˜ao, Universidade Federal do ABC, Santo Andr´e, S˜ao Paulo, Brasil

Abstract

We introduce the entropy rate of multidimensional cellular automata.

This number is invariant under shift–commuting isomorphisms; as op- posed to the entropy of such CA, it is always finite. The invariance property and the finiteness of the entropy rate result from basic results about the entropy of partitions of multidimensional cellular automata.

We prove several results that show that entropy rate of 2-dimensional automata preserve similar properties of the entropy of one dimensional cellular automata. In particular we establish an inequality which involves the entropy rate, the radius of the cellular automaton and the entropy of the d-dimensional shift. We also compute the entropy rate of permutative bi–dimensional cellular automata and show that the finite value of the en- tropy rate (like the standard entropy of for one–dimensional CA) depends on the number of permutative sites. Finally we define the topological en- tropy rate and prove that it is an invariant for topological shift-commuting conjugacy and establish some relations between topological and measure–

theoretic entropy rates.

1 Introduction

A cellular automaton (CA) is a continuous self-map F on the configuration space AZd, commuting with the group of shifts on this space. CA are sim- ple computational devices for computer scientists and they are nice models for physicists. Mathematicians view them as an interesting family of topological and measurable dynamical systems.

The entropy of a CA map F acting on some full shiftAZd, in its measure- theoretic as well as its topological versions (hµ(AZd, F) andh(AZd, F) respec- tively) is an important measure of the local unpredictability of the map. Each of the two entropies is an invariant under the suitable kind of conjugacy.

E-mail address:francois.blanchard@univ-mlv.fr

E-mail address:pierre.tisseur@ufabc.edu.br

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The entropy of 1-dimensional CA is always finite. But when d > 1 this measure is a crude one. Already in the two-dimensional case the entropy of a cellular automaton is often infinite. This is true for whole families of CA, the dynamics of which is especially tractable. For instance it is shown in [3]

that for the class of additive two-dimensional CA on {0,1}Z2, which may be seen as a subclass of two-dimensional permutative CA, defined in Section 5, the entropy is alway infinite. It was conjectured by Shereshevsky that for a two-dimensional CA the entropy could be 0 or infinite. In [6] Meyerovitch has shown that there exist non-trivial examples of two-dimensional CA with finite positive entropy. To finish with the entropy of two-dimensional CA, we can say that it look impossible to establish some inequalities between the entropy of the automaton and the entropy of the group of shifts since for this last value we need to divide by some square of the number of iterations (see definitions done by equality 5 ).

Here we introduce entropy rate for CA acting onAZ2. It is not hard to obtain similar results for CA on AZd, d >2, with proper changes in the definition of entropy rate. It is derived from partial values of the entropy of the CA and can be expressed as follows for anF-invariant measureµwhich is also invariant for the group of shifts:

ERµ(AZ2, F) = lim sup

n→∞

1

nhµ(Sn, F),

whereSnis the clopen partition ofAZ2according to the values of the coordinates in the square of side 2n+ 1 centred at the origin. It is finite for any CA. It is very deeply grounded in the shift structure of the configuration space; as a consequence it is mostly significant when µ is also invariant under the group of shifts, and in this case it is an invariant for shift-commuting isomorphisms.

Note that lim supn→∞1nhµ(Sn, F) defined for allF-invariant measure µ is an invariant for continuous and shift-invariant isomorphisms only (see subsection 3.1). The topological entropy rate

ER(AZ2, F) = lim sup

n→∞

1

nh(Sn, F) has similar properties and similar limitations.

One could define the entropy rate of one-dimensional cellular automata: it is equal to their usual entropy, up to some multiplicative constant, and does not bring any further information about the dynamics. On the other hand, the entropy of a CA in higher dimensions is often infinite, whereas its entropy rate is always finite, like the entropy in one dimension, so entropy rate turns out to be more sensitive than entropy whend2. In particular, it makes it possible to obtain inequalities, as shown in Section 4 and 5.

Let A be a finite set of cardinality #A. We denote by AZd, the set of configurations or maps from Zd to A. In this paper we mainly restrict our study to the cased= 2. We note thatAZd endowed with the product topology of the discrete topologies on the setsAis a compact space. Let Σ be the group generated by the the dshiftsσj (1jd).

Note that it is possible to generalize the Curtis-Hedlund-Lyndon theorem (see [4]) and state that for every cellular automaton F there exists an integer

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rcalled the radius of the CA and a block map f fromA(2r+1)d toA such that F(x(i1, . . . , id)) =f(x([i1r, i1+r], . . . ,[idr, id+r]).

EntropyThe entropy (metrical (hµ(T)) or topologicalh(T)) is an isomor- phism invariant that measures the complexity of the dynamical system (X, µ, T) or (X, T). For each one-dimensional cellular automatonF of radiusrit is well known thathµ(F)h(F)2rln(#A). In the ergodic setting (for the shift or the CAF) it was shown (see [8]) thathµ(F)++λ)·hµ(σ)2r·hµ(σ) whereσis the shift onAZ andλ± are discrete Lyapunov exponents. In Propo- sition 8 we show that the last inequality hµ(F) 2r·hµ(σ) remains true for shift andF-invariant measureµfor the one-dimensional case. There exist some strong relations between dynamical properties of the CA like equicontinuity and the fact that the entropy is equal to zero (see [1] and [10]). Is there exists similar results for the entropy rate of two dimensional CA? In the class of permutative one-dimensional CA the entropy rate is easy to compute. For instance whenF is a CA of radius r permutative in coordinates r and r the value of the en- tropy ish(F) = 2r×ln(#A). For two dimensional permutative CA, the entropy hµ(F) = +.

The Variational Principle (see for instance [12]) which states thath(F) = supµhµ(F) implicitly introduces the question of the existence of a set of mea- sures of maximum entropy: may it be empty? May it contain more than one measure? As far as we know those questions are open even when d= 1. Note that for the permutative class this set is not empty and contains the uniform measure.

In this paper we introduce a formal definition of the entropy rate that is derived directly from the definition of the entropy. A first tentative and incom- plete definition of measurable entropy rate was given by the second author in [9] as a draft; a little later in [5] Lakshtanov and Langvagen introduced some similar notions for the topological case. None of those two definitions allow to prove invariance under some class of isomorphisms.

New definition and results

In this paper we introduce the notion of entropy rate of partition P de- noted by ERµ(P,F) and define the measurable entropy rate ERµ(AZ2, F) as the supremum over all the finite partitions of the entropy rate of a partition (see Definition 1, 2 and 3). Using some particular properties of the entropy of bi-dimensional cellular automata (see Lemma 1) we show in Proposition 2 that there exists a partitionS0 such that ER(AZ2, F) =ERµ(S0, F) when µ is an F-invariant and shift commuting measure and establish in Proposition 1 that the the entropy rate is finite (ERµ(AZ2, F) =ERµ(S0, F)8rln(#A)).

Next we show that for an F and shift-invariant measure the entropy rate denoted by ERµ(AZ2, F) is an invariant for the class of shift commuting iso- morphism (see Proposition 3). In Subsection 3.1 we prove that entropy rate of the partition S0: ERµ(S0, F) is an invariant for continuous and shift-invariant isomorphism for allF-invariant measureµ.

We also prove that for any CAF:AZ2 AZ2of radiusrpermutative at the four sides of the squareEr used to define the local rulef (see Definition 5) we can compute explicitly the entropy rate and obtainERµλ(AZ2, F) = 8rln(#A) where µλ is the uniform measure on AZ2. When there is less than 4 sides of the square Er with permutatives points we compute the entropy rate for

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the subclass of additive cellular automata and show that the entropy rate is proportional with the number of permutative points (see Proposition 11). This result could be compared with the entropy of additive one dimensional CA where there is also a proportion between the entropy and the number of permutative points (see [3]).

Moreover we also note that the uniform measure onAZ2is a measure ofmax- imum entropy rate for the classe of permutative CA whereas the uniform mea- sure onAZ is a measure ofmaximum entropyfor permutative one-dimensional CA. More generaly we show in Theorem 1 that for any bi-dimensional cellular automaton F and measure µ invariant by F and by the group of shift Σ on AZ2 we have ERµ(AZ2, F) 8r·hµ(AZ2, σ) where hµ(AZ2, σ) is the entropy of the two-dimensional shift. This result could be compared with the fact that hµ(AZ, F) 2r·hµ(AZ, σ) proved in Proposition 8 with the same setting for the measure. We note that the last inequality is optimal in a sense that it is an equality in the permutative case and that it is not possible to establish an analog one linking the entropy of the two dimensional shift and the entropy of the CA. Moreover the proof requires the use of many properties of the entropy and conditional entropy.

In Section 6 we introduce the topological entropy rate and show that like the measurable entropy rate, it is finite (Proposition 12) and that it is an invariant for shift commuting homeomorphisms of AZ2 (Proposition 15). Next we show that for all positive integerk1 one has ER(AZ2, F) =k·ER(AZ2, F). This property is also shared by the entropy and the measurable entropy rate. Then we give a relation between the two entropy rate showing (see Proposition 17 ) that

ER(AZ2, F) sup

µM(F,σ){ERµ(AZ2, F)} and

ER(S0, F) sup

µM(F){ERµ(S0, F)

whereM(F) is the set ofF-invariant measures andM(F, σ) the subset ofM(F) of measures invariant for the group of shift Σ onAZ2.

Another result shows (see Proposition 19) that topological entropy rate de- pends mainly on the local rule of the CA and not on the dimension of the CA space. More precisely when a CA acts on a two-dimensional space but its block map can be reduced to a one-dimensional one, its topological entropy rate is equal (up to some multiplicative constant) to the entropy of the corresponding one-dimensional CA.

All the presents results seem to show that entropy rate is a rather well extended notion of entropy for multi-dimensional cellular automata and could be used to make progress in the understanding of these particular dynami- cal systems. Some drawback could appear, for example the definition use a limit superior (ERµ(S0, F) = lim supn→∞n1hµ(Sn, F)) instead of the entropy that appears like a simple limit. Nevertheless the entropy rate of permuta- tive CA came from a limit (see Remark 5 and Proposition 10) and the values lim supn→∞n1hµ(Sn, F) and lim infn→∞ 1

nhµ(Sn, F) differ only no maximum of a factor 8 (see Proposition 4 and Proposition 16 (ii) for the topological case).

Moreover this last property gives more meaning to the propertiesERµ(F) = 0

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andER(F) = 0 that could be linked with some dynamical properties of the two dimensional CA as it occurs for the propertieshµ(F) = 0 andh(F) = 0 (see for instance [1], [2] and [10]).

Note that those results (for the topological and measurable case) can easily be extended to dimensions higher than two using more complex notations.

2 Definitions and background

2.1 Symbolic spaces and cellular automata

LetAbe a finite set oralphabet; its cardinality is denoted by #A. For an integer d1 letAZdbe the set of all maps x:ZdA; any such mapxAZd is called a configuration. Given a finite subsetC of Zd, one defines a pattern on C as a map P:C A, in other words, an element of AC. When d > 1 the usual concatenation of words can be extended to some patterns in the following way:

givenC,CZdsuch thatCC =and two patterns,P onC andPonC, the patternPP onCC is the one such that (PP)(z) =P(z) forzC and (P P)(z) = P(z) forzC. Again for C Zd, the patternxC is just the restriction of the map xto the set of coordinatesC.

The configuration space AZd is endowed with the product of the discrete topologies on the various coordinates. For this topology AZd is a compact metric space. For z = (i, j) Z2 put |z| = p

i2+j2; a metric compati- ble with this topology is defined by the distance d(x, y) = 2h where h = min{|z| such thatxz 6= yz}. The shift maps σi,j:AZd AZd, i, j Z are defined by σi,j(x)k,l = (xk+i,l+j), k, l Z. For t Z and v = (i, j) Z2 put t.v = (ti, tj). The shift maps form a group. It is worth while to consider this group of shiftsΣ ={σi,j|i, jZ} as acting on AZd; the dynamical system (AZd,Σ) is often called thefull shift of dimensiond.

All probability measuresµonAZdthat we consider are defined on the Borel sigma-algebraBgenerated by the topology ofAZd.

The Curtis-Hedlund-Lyndon theorem states that for every cellular automa- tonF there is a finite set C Zd and a mapf from the set of patterns onC to A such that forzZd one has F(x)z =f(xC+z);f is called thelocal map of the CAF. One easily sees that equivalently there existrN, Er being the square centered at the origin of size 2r+ 1 and a mapf from the set of patterns on Er to A with the same property. This is the form we are going to use. In this case the integerris called the radius ofF. Recall that the uniform measure onAZd is invariant under a cellular automatonF, i.e.,µF =µ, if and only if F is onto [4].

2.2 Entropy

Given some probability space (X,A, µ) let F(X) be the set of all finite A- measurable partitions of X. IfP ={P1, . . . , Pn} and Q ={Q1, . . . , Qm} are two measurable partitions ofX, denote by P ∨ Q the partition {PiQj; 1 in; 1jm}. If for all 1inthere exists a subsetJ [1, . . . , m] such that Pi=jJQj we write thatP2Q.

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PutHµ(P) =P

P∈Pµ(P) logµ(P). Hµissub-additive, that is,Hµ(P ∨Q) Hµ(P)+Hµ(Q). WheneverP, Q ∈F(X) andP 2Qone hasHµ(P)Hµ(Q).

By ([12, Theorem 4.3])

(i) Hµ(P ∨ Q/R) =Hµ(P/R) +Hµ(Q/P ∨ R ≤Hµ(P/R) +Hµ(Q/∨ R) (ii) Hµ(P ∨ Q) =Hµ(P) +Hµ(Q/P)Hµ(P) +Hµ(Q).

(1) LetT be a measurable transformation of X leavingµinvariant: µT =µ.

The entropy of the partition P with respect to T is defined as hµ(P, T) = limn→∞n1Hµ(ni=01TiP). Remark that hµ(P, T) is well-defined because by sub-additivity of Hµ the sequence 1nHµ(ni=01Ti(P)) is non-increasing with n; in particular this implies that hµ(P, T) Hµ(P). Finally the entropy of (X, T, µ) ishµ(T) = supP∈F(X)hµ(P, T). Recall thatHµ(TiP) =Hµ(P) and by [12, Theorem 4.12]

hµ(Q, T)hµ(P, T) +Hµ(Q|P). (2) Anisomorphismbetween two measure-theoretic dynamical systems (X,A, µ, T) and (X,A, µ, T) is a 1-to-1, bi-measurable map ϕbetween two sets E ∈ A and E ∈ A such thatµ(E) =µ(E) = 1 and thatϕT =Tϕon the set E. When such a map exists hµ(T) = hµ(T), in other words the entropy is invariant under isomorphisms.

Now for the topological setting. IfU, V are open covers of a compact space X their join U ∨ V is the open cover consisting of all sets of the formAB where A ∈ U and B ∈ V. An open cover U is coarser than an open cover V, or U 2V, if every element of V is a subset of an element of U. IfU V and U V thenU ∨ U2V ∨ V.

WhenU is an open cover ofX, putH(U) = ln(N(U)), whereN(U) denotes the smallest cardinality of a finite subcover of U. Like Hµ the function H is sub-additive, in this case,H(U ∨ V)H(U) +H(V). WheneverV 2U one has H(V)H(U).

Let T be a surjective continuous map of X. By sub-additivity of H the sequence n1H(n−i=01T−i(U)) is non-increasing withn; the topological entropyof the coverU with respect toT is defined ash(U, T) = limn→∞1

nH(ni=01Ti(U)) and the entropy of (X, T) ish(X, T) = supUh(U, T) on the set R(AZ2) of all finite open covers ofX. WhenU is an open coverh(U, T)H(U); whenV U are two open covers one has h(V, T)h(U, T). Another important inequality is

h(U ∨ V, T)h(U, T) +h(V, T). (3) Of course topological entropy is invariant under (topological) conjugacy, that is, ifϕ: (X, T)(X, T) is a one-to-one continuous map such thatϕT =Tϕ, thenh(X, T) =h(X, T).

3 Entropy rate for a measure

Here we define the entropy rate of a cellular automaton F for anF-invariant measure µ. Then some of its basic properties are explored.

We first introduce two families of finite subsets ofZ2 (En was less formally introduced in the first Section):

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Definition 1. EnZ2 is defined to be the square of size2n+ 1centred at the origin: En={v= (i, j)Z2 | −ni, jn}.

For nr, where r is the radius of the CA,En is the outer band of widthrof En: En =En\Enr.

To a finite measurable partitionP ∈F(AZ2) one associates two other finite partitions with the help ofEn andEn,:

Definition 2. For P ∈F(AZ2)one defines Pn= _

vEn

σv(P) (for nN) and

Pn = _

vEn

σv(P) (for nr).

When setting P = S0, where S0 is the clopen partition according to the value of the 0th coordinate, one has a particular expression for (S0)n, which we denote bySn:

Sn= _

vEn

σv(S0) = ({xAZ2 |x|En=c} |cAEn).

Likewise put

Sn = _

vEn

σv(S0) = ({xAZ2 |x|En=c} |cAEn).

The partitions Pn andPn have been introduced here in their general form for proving Propositions 2 and 3. Apart from this technical use we do not un- derstand their meaning well. In the sequel we use them mostly in one particular case, when P = Sk or Sk for some k; in this case they are clopen partitions according to local patterns, a classical tool in symbolic dynamics.

Two properties of the partitionsSn, nNdo not hold for the partitionsSn: by the definitions (Si)j=Si+j; and the partitionsSn, nNgenerate increasing algebras that converge to the Borelσ-algebra onAZ2. The last property implies in particular that ifF is a CA andµis anF-invariant measure onAZ2 one has hµ(AZ2, F) = limn→∞hµ(Sn, F) [12]. As Sn is also an open cover ofAZ2, and since for any finite open cover U there is N such that U 2 SN, one also has h(AZ2, F) = limn→∞h(Sn, F) [12].

Definition 3. Let F be a cellular automaton on AZ2 with radius r, and let µ be a probability measure onAZ2, invariant under F. IfP is a finite measurable partition ofAZ2, its entropy rate is

ERµ(P, F) = lim sup

n→∞

1

nhµ(Pn, F);

the entropy rate of the dynamical system (AZ2, F) endowed with the measureµ is the non-negative real number

ERµ(AZ2, F) = sup{ERµ(P, F)| P ∈F(AZ2)}.

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The first step for investigating entropy rate consists in remarking that en- tropy rate is the same for partitionsSn andSn, and also the same for Sn and Sm,m6=n.

Lemma 1. Let F be a cellular automaton with radius r acting onAZ2, and µ be an F-invariant measure.

(i) Whenever nr one has

hµ(Sn, F) =hµ(Sn, F), (ii) for nrandmNone has

ERµ(Sn, F) =ERµ(Sn, F)andERµ(Sm) =ERµ(S0, F) Proof. (i) By the definition of entropy and sinceSn =Sn ∨ Snr,

hµ(Sn, F) =hµ(Sn ∨ Sn−r, F) = lim

N→∞

1 NHµ

N1

_

i=0

Fi(Sn)

N1

_

i=0

Fi(Sn−r)

! . (4) Because F is a cellular automaton with radius r, the vth coordinate of F(x), vZ2, is determined by all coordinates ofxthat are within the squareEr+v.

In particular all coordinates ofF(x) inEnr are completely determined by the coordinates of x in En = EnEnr, that is to say, Snr 2F1(Sn ∨ Snr) and more generallyF−i(Snr)2F−i−1(Sn ∨ Snr). ApplyingF1inductively and using this remark each time one gets

N1

_

i=0

F−i(Sn)

N1

_

i=0

F−i(Snr) =

N1

_

i=0

F−i(Sn)F−N+1(Snr).

Inject this simpler form into (4) and then apply (1(ii)). This yields:

hµ(Sn, F) lim

N→∞

1 NHµ

N1

_

i=0

Fi(Sn)

! + lim

N→∞

1

NHµ FN+1(Sn−r) ,

hence

hµ(Sn, F)hµ(Sn, F) + lim

N→∞

1

NHµ(F−N+1(Snr)).

Now sinceµ isF-invariant the real numberHµ(F−N+1(Snr)) =Hµ(Snr) = K does not depend onN, so that in the end

hµ(Sn, F)hµ(Sn, F) + lim

N→∞

1

NK=hµ(Sn, F).

The reverse inequality is obvious sinceSn 2Sn. This establishes the first claim.

(ii) Fixi0: because of the obvious identity (S0)i =Si one has ERµ(Si, F) = lim sup

n→∞

1

nhµ(Sn+i, F) = lim sup

n→∞

1

n+ihµ(Sn+i, F) =ERµ(S0, F).

Using (i) the equalityERµ(Sm, F) =ERµ(Sm, F) immediately follows.

With the help of this Lemma one shows that the entropy rate of the ‘square’

partitionsSn is finite and does not depend onn.

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Proposition 1. For any cellular automatonF acting onAZ2, anyF-invariant measureµ, any i0

ERµ(Si, F) =ERµ(S0, F)8rlog(#A)<. Proof. By Lemma 1(i), sinceSn =W

vEnσv(S0), and by (1(ii)) ERµ(S0, F) = lim sup

n→∞

1

nhµ(Sn, F) = lim sup

n→∞

1 nhµ( _

v∈En

v(S0, F))

lim sup

n→∞

1 n

X

vEn

hµv(S0), F).

Now as σv(S0) is the partition according to the coordinate v, by elementary upper bounds one gets

hµv(S0), F)Hµv(S0))log(#A).

Combined with the above upper bound forERµ(S0, F) and since the cardinality ofEn is less than or equal to 8rnthis yields

ERµ(S0, F)lim sup

n→∞

1

n·8rnlog(#A) = 8rlog(#A).

In view of Lemma 1(ii) this finishes the proof .

Of course this result would be false without the factor n1 in the definition of ERµ(P, F).

In order to prove that entropy rate is a natural notion, one must make a new assumption: the measure µ should be shift-invariant, in addition to the previous requirement of beingF-invariant. Call bi-invariantany measure that is invariant both under F and under the group of shifts.

Proposition 2. Let µ be a bi-invariant measure. For any finite measurable partition P ofAZ2 one has

ERµ(P, F)ERµ(S0, F), and therefore

ERµ(AZ2, F) =ERµ(S0, F).

Proof. Given a finite measurable partitionP fix someǫ > 0. Since the parti- tionsSn converge to the discrete partition as n→ ∞, the conditional entropy Hµ(P|Sn) goes to 0 asn→ ∞: choosek such thatHµ(P|Sk)ǫ.

From this inequality, keeping in mind that (Sk)n=Sn+k , one derives another one forHµ(Pn|Sn+k ) in the following way. By definitionPn=W

v∈Enσv(P), so Hµ(Pn|Sn+k ) =Hµ( _

vEn

σv(P)|Sn+k ) X

vEn

Hµv(P)|Sn+k ).

Note thatSn+k is a refinement ofσv(Sk) for everyvEn, because the setEk+ v Z2 is a subset of En+k. ThusHµv(P)|Sn+k )Hµv(P)|σv(Sk)). Due

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