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# Dynamic response of artificial bipolar molecules

## I Introduction

The physics of quantum dots — the small man-made structures in a semiconductor containing anything from a few to thousands or more electrons — has already enjoyed a busy and fruitful decade as a major field of research in condensed matter physics.jacak98 ; johnson95 ; kouwen01  A large part of the experimental work on quantum dots focused on the probing of the electronic states inside the dots by means of far-infrared (FIR) spectroscopy.sikorski89 ; demel90 ; heitmann93 ; heitmann95  However, a very common feature of many quantum structures is their nearly circular shape and a parabolic confining potentialshikin91 ; kumar90  which has profound consequences on the optical response. According to the generalized Kohn theorem,brey89  under such conditions the center-of-mass (CM) motion decouples from the relative motion of the electrons, and the electric field of the FIR radiation couples only to the former. Consequently, the absorption spectra of circular parabolic quantum dots consist only of two CM peaks whose positions are independent of the electron number and insensitive to the electron-electron interaction effects.

Actual experiments performed on arrays of quantum dots containing a fewsikorski89 ; meurer92  or up to a few hundred electronsdemel90  have confirmed the basic two-peak structure in the absorption (transmission) spectra. Small deviations were explained by taking into account the nonparabolicity effects,gudmund91  lateral Coulomb coupling between the neighboring dots,chakra92  and spin-orbit interaction.jacak98  In a separate line of development, experimentalists performed a FIR spectroscopy studybollweg96  of the formation of incompressible edge stripesstripes  in quantum dots and antidots with a deliberately tailored hard-wall confinement, thereby demonstrating that FIR spectroscopy is capable of giving a detailed insight into many-body systems. As a matter of fact, in this work in order to increase the signal strength and create non-parabolic potential profiles, double-layer dots with three doping layers were used. Therefore, besides the dominant “optical” modes where the electrons in both layers oscillate in phase, also somewhat weaker “acoustic” modes were visible.

Recently, the system of two vertically coupled quantum dots was also studied theoretically in greater detail.partoens98  This setup is interesting because even in the case when the confining potentials of the individual dots are parabolic, the Kohn theorem is broken by the interaction between the non-equivalent dots. Therefore, besides the usual CM modes a rather rich spectrum of collective modes can be excited, however, most of the oscillator strength is still contained in the center-of-mass modes.

In the present paper we study a similar system consisting of two vertically coupled circular parabolic quantum dots containing carriers of opposite charge sign, electrons and holes, respectively. Our results are very different from those pertaining to the previously studiedpartoens98  vertically coupled dot system and reveal an interesting anticrossing of CM-derived modes belonging to separate dots marked by a major oscillator strength transfer between them. The kind of system we have in mind can be structured in bilayer-bipolar heterostructures containing parallel electron and hole layers in equilibrium. These structures have been realized in the crossed gap InAs/GaSb system inas  as well as in biased GaAs/AlGaAs heterostructure gaas ; sivan92  where electron and hole layers form on the opposite sides of an AlGaAs barrier. Most of the interest in such systems stems from the possibility (at least, in principle) of the formation of Bose-Einstein condensate of indirect excitons lozovik99 . While the formation of the superfluid state has not been demonstrated so far, a number of other interesting effects due to the electron-hole coupling have been predicted and/or observed.sivan92 ; naveh01

Our computational approach is based on the generalization to bilayer two-component systems of the formalism developed by Zaremba and his co-workerszaremba94  and successfully applied to a number of electronic systems.hydro ; zyl00  This approach is well suited to describe quantum dots with a large number of electrons whose dynamic response is dominated by collective excitations.zyl00  Our paper has the following structure. In Section II we discuss the equilibrium charge-density distribution in artificial bipolar molecules. The formalism is given in Sec. III, and the results regarding the dynamic response of these systems are presented in Sec. IV. We summarize our results in Section V. Two Appendices describe, respectively, the calculation of Coulomb integrals and a simplified model useful for obtaining quick estimates of the essential characteristics of the spectrum.

## II Equilibrium densities

We consider two vertically coupled quantum dots, one populated by electrons and the other by an equal number of holes. Both electrons and holes are strictly two-dimensional (2D) and are laterally confined by parabolic potentials.

The equilibrium and dynamical properties of a many-electron system close to the classical regime can be calculated from an approximate semiclassical total-energy functionalhydro ; zyl00  of the electron density $`n_e`$

$`E_e[n_e]`$ $`=`$ $`T[n_e]+{\displaystyle \frac{1}{2}}{\displaystyle d^2rd^2r^{}\frac{n_e(𝐫)n_e(𝐫^{})}{|𝐫𝐫^{}|}}`$ (1)
$`+{\displaystyle d^2rw_e(𝐫)n_e(𝐫)}+E_{\mathrm{xc}}[n_e(𝐫)].`$
Besides the largest contributions of the direct Coulomb interaction energy and the energy in the external confining potential $`w_e`$, the functional (1) includes the quantum-mechanical kinetic and exchange-correlation energy corrections. Following previous authors,hydro ; zyl00  we choose to represent the kinetic energy by its lowest-order gradient (von Weizsäcker) expansion and approximate $`E_{\mathrm{xc}}`$ by the local Dirac exchange-only term. We work in the effective atomic units defined by setting $`\mathrm{}=m_e^{}=e^2/ϵ=1`$. Here $`m_e^{}`$ is the effective electron mass (the effective hole mass may be different) and $`ϵ`$ is the dielectric constant of the medium. In these units, the kinetic energy and exchange functionals, respectively, are given by

$`T[n_e]`$ $`=`$ $`{\displaystyle \frac{\pi }{2}}{\displaystyle d^2rn_e^2(𝐫)}+{\displaystyle \frac{\lambda }{8}}{\displaystyle d^2r\frac{|n_e(𝐫)|^2}{n_e(𝐫)}},`$
$`E_x[n_e]`$ $`=`$ $`{\displaystyle \frac{4}{3}}\sqrt{{\displaystyle \frac{2}{\pi }}}{\displaystyle d^2r[n_e(𝐫)]^{3/2}},`$
where $`\lambda =0.25`$ is the von Weizsäcker coefficient.zyl00

For a two-component system (electrons and holes) the total energy consists of the energies of the two subsystems and a coupling term

$$E[n_e,n_h]=E_e[n_e]+E_h[n_h]+E_{\mathrm{coup}}[n_e,n_h].$$

The energy functional of the holes $`E_h[h_h]`$ is identical in form to that of electrons as given in Eqs. (1) and (II), however, since the holes may have a different effective mass the kinetic-energy term is scaled by the inverse of the ratio of hole-to-electron effective masses $`\kappa =m_h^{}/m_e^{}`$. In our calculations we use the characteristic value $`\kappa =3`$. (Using the bulk GaAs data,semicond  one obtains $`\kappa =7.9`$ and $`1.2`$ for heavy and light holes, respectively.) The inter-layer coupling is included at the mean-field level

$$E_{\mathrm{coup}}[n_e,n_h]=d^2r_ed^2r_h\frac{n_e(𝐫_e)n_h(𝐫_h)}{|𝐫_e𝐫_h𝐝|},$$
(3)
with $`𝐝`$ denoting the vertical separation between the layers.

The equilibrium densities are obtained from the two Euler equations

$`{\displaystyle \frac{\delta }{\delta n_e}}E[n_e,n_h]=\mu _e,`$ (4a)
$`{\displaystyle \frac{\delta }{\delta n_h}}E[n_e,n_h]=\mu _h.`$ (4b)
Following the usual procedurehydro ; zyl00  of evaluating the functional derivatives in (4) and expressing them in terms of the square root of the particle densities $`\psi _{e(h)}(𝐫)=[n_{e(h)}(𝐫)]^{1/2}`$ we arrive at the equations determining the equilibrium charge density profiles

$`\left[{\displaystyle \frac{\lambda }{2}}^2+u_e(𝐫)\mu _e\right]\psi _e(𝐫)`$ $`=`$ $`0,`$ (5a)
$`\left[{\displaystyle \frac{\lambda }{2\kappa }}^2+u_h(𝐫)\mu _h\right]\psi _h(𝐫)`$ $`=`$ $`0.`$ (5b)
with the following expressions for the effective potentials

$`u_e(𝐫)`$ $`=`$ $`w_e(𝐫)+\pi \psi _e^2(𝐫)\sqrt{{\displaystyle \frac{8}{\pi }}}\psi _e(𝐫)`$ (6a)
$`+{\displaystyle d^2r^{}\frac{\psi _e^2(𝐫^{})}{|𝐫𝐫^{}|}}{\displaystyle d^2r^{}\frac{\psi _h^2(𝐫^{})}{|𝐫𝐫^{}𝐝|}},`$
$`u_h(𝐫)`$ $`=`$ $`w_h(𝐫)+{\displaystyle \frac{1}{\kappa }}\pi \psi _h^2(𝐫)\sqrt{{\displaystyle \frac{8}{\pi }}}\psi _h(𝐫)`$ (6b)
$`+{\displaystyle d^2r^{}\frac{\psi _h^2(𝐫^{})}{|𝐫𝐫^{}|}}{\displaystyle d^2r^{}\frac{\psi _e^2(𝐫^{})}{|𝐫𝐫^{}𝐝|}}.`$
Since the potentials (6) themselves depend on the solutions of (5), the system of equations (5) and (6) has to be solved self-consistently by convergent iterations. The angular integrations in Coulomb integrals appearing in Eqs. (5) and (6) can be carried out analytically as described in Appendix A. The remaining radial equations for $`\psi _{e(h)}`$ are solved numerically by discretizing the functions and potentials on a grid and using an imaginary-time evolution technique described in Ref. zyl00, .

The results obtained using the above formalism are illustrated in Fig. 1. In our calculations we use GaAs material parameters $`m_e^{}=0.067m_e`$ and $`ϵ=13.4`$ which define the effective Bohr radius (the length unit) $`a_B^{}=\mathrm{}^2ϵ/m_e^{}e^210`$ nm and the effective Hartree (the energy unit) $`E_H^{}=e^2/a_B^{}10`$ meV. Likewise, we express frequencies in the units $`E_H^{}/\mathrm{}1.510^{13}`$ s-1, and the density unit is $`a_B^2=10^{16}`$ m-2. In panel (b) of Fig. 1, we show two typical examples of the radial distribution of the particle densities in the dots obtained by setting the confining potentials to $`\omega _e=5`$, $`\omega _h=3`$ (dashed line), and $`\omega _e=\omega _h=4`$ (full line), respectively. The inter-dot separation is $`d=2`$, and each dot contains an equal number $`N_e=N_h=200`$ of particles. We note that near the center the density profiles closely follow the usual semi-elliptic shape,shikin91  while at the edges the densities are somewhat smoothed if compared to the abrupt square-root behavior predicted by the classical treatment.shikin91 ; partoens98  This effect is due to the included quantum-mechanical corrections which make the density to approach zero asymptotically in the classically forbidden region.zaremba94  Panel (a) displays the particle densities at the central axis of the quantum-dot molecule (i.e. the centers of the two dots) as a function of the inter-dot distance $`d`$. Here we use the same values of $`N_e=N_h=200`$ and two different sets of confining frequencies. The full lines are obtained by setting $`\omega _e`$ and $`\omega _h`$ to the same value $`4`$; in this case, due to a higher hole effective mass the radius of the dot containing holes is smaller and the hole densities at the center are considerably larger if compared to the electronic dot. The dashed lines illustrate the case of a quantum-dot molecule with better balanced radii and densities of its two components. Here the confining frequencies are set to $`\omega _e=5`$ and $`\omega _h=3`$. We observe that in all cases the particle densities take off rapidly, and hence the dot radii shrink, when the inter-dot distance $`d`$ becomes comparable or smaller than the dot radii which are typically in the range $`2R3.5`$.

## III Dynamic response – theory

When the electron-hole system is perturbed away from the equilibrium there develops an internal restoring force. The scalar potentials of its components $`\mathrm{\Phi }_{e(h)}`$ acting on electron and hole subsystems are given by the functional derivatives of the total energy functional with respect to the component densities evaluated at the modified density valueshydro ; zyl00

$$𝐅_{e(h)}^{\mathrm{int}}=\mathrm{\Phi }_{e(h)},\text{with }\mathrm{\Phi }_{e(h)}=\frac{\delta }{\delta n_{e(h)}}E[n_e,n_h].$$
(7)
This internal force, along with the external force due to the electric field of the FIR radiation and the Lorentz force in the presence of a perpendicular magnetic field, enters the set of four linearized hydrodynamic equations: the continuity and the force-balance equations for each of the two components. However, in order to avoid repetition, we will write out explicitly and manipulate only two generic equations

$`{\displaystyle \frac{}{t}}n^1`$ $`+`$ $`\left[n^0𝐯\right]=0,`$ (8a)
$`\kappa {\displaystyle \frac{}{t}}𝐯`$ $`=`$ $`\mathrm{\Phi }+\eta e𝐄+\eta 𝐯\times \stackrel{}{\omega }_c.`$ (8b)
The equations describing the hole (electron) layer are obtained from (8) by setting the charge-sign factor $`\eta =+1`$ ($`1`$) and supplying an extra subscript $`h`$ ($`e`$) to the density, velocity and potential fields. In addition, for electrons one sets the effective mass factor to $`\kappa =1`$. In Eq. (8), the Lorentz force is expressed in terms of the vector $`\stackrel{}{\omega }_c`$ directed perpendicular to the layers whose absolute value equals the cyclotron-resonance frequency of the electrons.

The quantities $`n^0`$ and $`n^1`$ denote, respectively, the equilibrium density and the linear-order deviation. We work with stationary fields that depend on time as $`\mathrm{e}^{i\omega t}`$ and consider only dipole excitations of a given circular polarization. Therefore, in our square-root of density notation we express the densities as

$$n=\left(\psi +\varphi \mathrm{e}^{i\theta }\right)^2,$$
(9)
here $`\theta `$ is the angular coordinate. Thus, the two ground-state densities equal $`n_{e(h)}^0=\psi _{e(h)}^2`$ and the first-order fluctuations are given by $`n_{e(h)}^1=2\psi _{e(h)}\varphi _{e(h)}\mathrm{e}^{i\theta _{e(h)}}`$. Observe that the fields $`\psi `$ and $`\varphi `$ are both circularly symmetric, and the correct angular dependence of $`n^1`$ is explicitly included in the factors $`\mathrm{e}^{i\theta }`$. The external electric field is also taken to be circularly polarized and derivable from its corresponding scalar potential $`𝐄=\mathrm{\Phi }_{\mathrm{ext}}`$ with $`\mathrm{\Phi }_{\mathrm{ext}}=Er\mathrm{e}^{i\theta }`$ and $`E=\mathrm{const}`$. We note that it is not necessary to consider also the opposite polarization $`\mathrm{e}^{i\theta }`$ since these results can be obtained from the same calculation by simply changing the direction of $`\stackrel{}{\omega }_c`$, i.e. the sign of its vertical projection. Positive (negative) values of $`\omega _c`$ correspond to the direction of the electron (hole) cyclotron resonance. Substituting the equilibrium and oscillating densities from Eq. (9) into Eqs. (8) we obtain

$`i\omega 2\psi \varphi \mathrm{e}^{i\theta }+\mathrm{div}(\psi ^2𝐯)=0,`$ (10a)
$`i\stackrel{~}{\omega }\kappa 𝐯=\mathrm{\Phi }+\eta e𝐄+\eta 𝐯\times \stackrel{}{\omega }_c,`$ (10b)
here we also allow for the presence of a small damping force, thus making a replacement $`\omega \stackrel{~}{\omega }=\omega i\gamma `$ in Eq. (10b).

The force-balance equation is readily solved by taking its cross-product with $`\stackrel{}{\omega }_c`$ and using the result to eliminate the cross-product term in Eq. (10b). Straightforward algebra gives

$`(\omega _c^2\kappa ^2\stackrel{~}{\omega }^2)𝐯`$ $`=`$ $`\left[i\kappa \stackrel{~}{\omega }\mathrm{\Phi }\eta \mathrm{\Phi }\times \stackrel{}{\omega }_c\right]`$
$`+\left[e𝐄\times \stackrel{}{\omega }_ci\eta \kappa \stackrel{~}{\omega }e𝐄\right].`$
Substituting this expression into the continuity equation we will need only the divergence and the radial component of the velocity field. We separate out the angular dependence of $`\mathrm{\Phi }`$ by writing it as $`\mathrm{\Phi }=f(r)\mathrm{e}^{i\theta }`$, and carrying out the derivative calculations we obtain the wanted quantities

$`(\omega _c^2\kappa ^2\stackrel{~}{\omega }^2)v_r`$
$`=`$ $`\mathrm{e}^{i\theta }\left(i\stackrel{~}{\omega }\kappa f^{}\eta \omega _cf{\displaystyle \frac{i}{r}}i\eta \stackrel{~}{\omega }\kappa eE+i\omega _ceE\right),`$
and

$$(\omega _c^2\kappa ^2\stackrel{~}{\omega }^2)\mathrm{div}𝐯=i\stackrel{~}{\omega }\kappa ^2\mathrm{\Phi }=i\stackrel{~}{\omega }\kappa \mathrm{e}^{i\theta }\mathrm{\Delta }_rf.$$

Here the operator

$$\mathrm{\Delta }_r=\frac{d^2}{dr^2}+\frac{1}{r}\frac{d}{dr}\frac{1}{r^2}$$

denotes the radial part of the Laplacian.

Putting everything together we end up with the following generic equation for the charge density fluctuation $`\varphi `$

$``$ $`\omega (\omega _c^2\kappa ^2\stackrel{~}{\omega }^2)\varphi +\stackrel{~}{\omega }\kappa \left(f^{}\psi ^{}+{\displaystyle \frac{1}{2}}\mathrm{\Delta }_rf\psi \right)\omega _c\eta f{\displaystyle \frac{1}{r}}\psi ^{}`$ (11)
$`=eE\psi ^{}(\eta \stackrel{~}{\omega }\kappa \omega _c)`$
which will generate the two equations for the electron and hole layers. We stress that the quantities $`f`$ (radial parts of the potentials $`\mathrm{\Phi }`$) themselves are linear functionals of $`\varphi `$’s. Therefore, the right hand side of Eq. (11) can be represented as a result of an application of a certain linear operator on $`\varphi `$.

We write the internal potentials $`\mathrm{\Phi }_e`$ and $`\mathrm{\Phi }_h`$ as

$$\mathrm{\Phi }_e=\mathrm{\Phi }_{ee}+\mathrm{\Phi }_{eh},\text{ and }\mathrm{\Phi }_h=\mathrm{\Phi }_{he}+\mathrm{\Phi }_{hh},$$

thus separating the internal potentials created by inter- and intra-layer interactions. The expressions of the respective contributions are obtained by straightforward functional-differentiation from the definition (7) and read

$`\mathrm{\Phi }_{ee}`$ $`=`$ $`2\pi \psi _e\varphi _e{\displaystyle \frac{\lambda }{2}}\psi _e^2(\psi _e^2\varphi _e\varphi _e^2\psi _e)`$ (12a)
$`\sqrt{{\displaystyle \frac{8}{\pi }}}\varphi _e+2{\displaystyle d^2r^{}\frac{\psi _e(𝐫^{})\varphi _e(𝐫^{})}{|𝐫𝐫^{}|}},`$
$`\mathrm{\Phi }_{hh}`$ $`=`$ $`{\displaystyle \frac{2\pi }{\kappa }}\psi _h\varphi _h{\displaystyle \frac{\lambda }{2\kappa }}\psi _h^2(\psi _h^2\varphi _h\varphi _h^2\psi _h)`$ (12b)
$`\sqrt{{\displaystyle \frac{8}{\pi }}}\varphi _h+2{\displaystyle d^2r^{}\frac{\psi _h(𝐫^{})\varphi _h(𝐫^{})}{|𝐫𝐫^{}|}},`$
$`\mathrm{\Phi }_{eh}`$ $`=`$ $`2{\displaystyle d^2r^{}\frac{\psi _h(𝐫^{})\varphi _h(𝐫^{})}{|𝐫𝐫^{}𝐝|}},`$ (12c)
$`\mathrm{\Phi }_{he}`$ $`=`$ $`2{\displaystyle d^2r^{}\frac{\psi _e(𝐫^{})\varphi _e(𝐫^{})}{|𝐫𝐫^{}𝐝|}}.`$ (12d)
The Coulomb integrals entering the expressions in Eqs. (12) resemble those encountered in the calculation of the equilibrium properties in Eqs. (5) and (6). However, in the present case we deal with $`p`$-wave charge distributions of angular dependence $`\mathrm{e}^{i\theta }`$ creating $`p`$-wave electrostatic potentials. The calculation of these integrals is also discussed in Appendix A.

For the sake of notational compactness, we introduce linear operators $``$ corresponding to the different terms in these expressions, so that Eq. (11) can be written as

$`\omega (\omega _c^2\stackrel{~}{\omega }^2)\varphi _e+^{ee}\varphi _e+^{eh}\varphi _h`$ $`=`$ $`R^e,`$ (13a)
$`\omega (\omega _c^2\kappa ^2\stackrel{~}{\omega }^2)\varphi _h+^{he}\varphi _e+^{hh}\varphi _h`$ $`=`$ $`R^h,`$ (13b)
where $`R^e=eE\psi ^{}(\stackrel{~}{\omega }+\omega _c)`$ and $`R^h=eE\psi ^{}(\stackrel{~}{\omega }\kappa \omega _c)`$ stand for expressions on the right-hand side of Eq. (11).

We choose to expand the fields $`\varphi _e`$ and $`\varphi _h`$ in the set of Darwin-Fock functions of the angular momentum $`M=1`$. Thus,

$`\varphi _e`$ $`=`$ $`{\displaystyle \frac{\mathrm{e}^{i\theta }}{r_0}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}a_ng_n(r/r_0),`$ (14a)
$`\varphi _h`$ $`=`$ $`{\displaystyle \frac{\mathrm{e}^{i\theta }}{r_0}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}b_ng_n(r/r_0)`$ (14b)
with $`a_n`$ and $`b_n`$ being the expansion coefficients and the radial functions

$$g_n(r)=\sqrt{\frac{2}{n+1}}\mathrm{e}^{r^2/2}rL_n^1(r^2)$$

are expressed in terms of the associated Laguerre polynomials $`L_n^1(x)`$. The expansions (14) can be optimized by tuning the scaling radius $`r_0`$, and typically some $`20`$ terms are needed in Eqs. (14) to obtain convergent results.

The remaining task is the numerical calculation of the matrix elements of the operators $``$ in the basis (14) leading to the coupled set of linear equations

$`\omega (\omega _c^2\stackrel{~}{\omega }^2)a_n+{\displaystyle \underset{n^{}}{}}(_{nn^{}}^{ee}a_n^{}+_{nn^{}}^{eh}b_n^{})=R_n^e,`$ (15a)
$`\omega (\omega _c^2\kappa ^2\stackrel{~}{\omega }^2)b_n+{\displaystyle \underset{n^{}}{}}(_{nn^{}}^{he}a_n^{}+_{nn^{}}^{hh}b_n^{})=R_n^h,`$ (15b)
which we solve numerically by LU decompositionnrc  and obtain the sets of expansion coefficients $`a_n`$ and $`b_n`$. This enables us to reconstruct the fluctuating charge density profiles $`\varphi _{e(h)}`$ in the two layers and evaluate the energy dissipation due to the Joule heating

$$P_{e(h)}(\omega )=2\pi eE\omega \mathrm{Im}\left[_0^{\mathrm{}}𝑑rr^2\psi _{e(h)}\varphi _{e(h)}\right].$$
(16)
The sum $`P=P_e+P_h`$ determines the absorption rate.

## IV Dynamic response – numerical results

Turning to the description of the absorption spectra of coupled bipolar quantum dots, we begin by discussing the four most conspicuous modes which evolve from the centre-of-mass (CM) modes of the two individual dots henceforth referred to as CM modes. Later, we proceed to describe the higher resonances and low-frequency edge modes whose oscillator strengths are inherently weak thus rendering them more difficult to observe experimentally.

The basic structure of the CM-mode spectrum as a function of magnetic field is shown in Fig. 2. These results are obtained for coupled dots containing $`N_e=N_h=200`$ particles each with confinement frequencies set to $`\omega _e=5`$ and $`\omega _h=3`$ (as in the second example of Sec. II). The vertical separation between the dots is $`d=3`$. The encircled symbols “$`+`$” and “$``$” designate the directions of the circular polarizations of the respective modes. Our convention is to take the direction of the electronic cyclotron resonance as “positive” (“$`+`$”) and vice versa. The narrow dashed lines indicate the positions of the CM modes of decoupled dots (i. e. $`d=\mathrm{}`$). In agreement with the generalized Kohn theorem, at zero magnetic field their frequencies coincide with the confinement frequencies $`\omega _e`$ and $`\omega _h`$, and split into two branches at finite magnetic fields. One notes that due to the Coulomb coupling between the dots: (i) all the modes are slightly displaced upwards with respect to their positions at $`d=\mathrm{}`$, and (ii) the two middle modes which are polarised in the same “$``$” direction anticross, while the two modes of “$`+`$” polarisation reside in distinct frequency regions and thus interact only very weakly. Both points indicate significant differences from the spectra of vertically-coupled electronic quantum dotspartoens98  where the inter-dot coupling induces shifts of the modes towards lower frequencies and no such anticrossing is observed. In these systems, the interaction only couples pairs of CM modes that both have positive or negative magnetic-field dispersion and do not cross in the absence of interaction. Thus we see that the charge-sign reversal of particles in one of the dots does indeed induce a substantial qualitative difference. In Appendix B, we show that essential features of the CM mode spectrum can be captured within a simplified coupled harmonic-oscillator model which can be useful in obtaining quick estimates.

We take a closer look at the anticrossing modes in Figs. 3 and 4 which show, respectively, the behaviour of the frequencies of the two anticrossing branches and their oscillator strengths for three different values of $`d`$. We note from Fig. 3 that as the inter-dot separation becomes smaller and coupling between the dots increases, the anticrossing becomes more pronounced while at the same time both branches tend to shift towards higher frequencies. The inset of Fig. 3 shows the dependence of the size of the anticrossing gap $`\mathrm{\Delta }\omega `$ on the inter-dot separation $`d`$. The triangles denote the actual calculated values while the full line shows the result obtained from a simple harmonic-oscillator model discussed in Appendix B. This model predicts that the gap grows proportionally to $`\mathrm{\Delta }\omega d^3`$, however, this law is valid only at relatively large distances $`d>5`$. We found that for smaller values of $`d`$ the splitting could be reasonably well fitted by the dependence $`\mathrm{\Delta }\omega (d^2+d_0^2)^{3/2}`$ indicated by a dashed line in the inset of Fig. 3.

The evolution of the respective oscillator strengths in Fig. 4 is rather peculiar and requires a more detailed explanation. The sum of the oscillator strengths satisfies a sum rule, are we normalise it so that their total sum equals $`1`$. In the present example the electron and hole numbers are set equal while the holes are taken to be $`\kappa =3`$ times heavier than the electrons. Therefore, since the oscillator strengths scale as $`N/m`$, the electronic modes possess $`3`$ times higher oscillator strengths. Thus, at zero magnetic field the oscillator strengths of the two anticrossing modes start from the values close to $`0.125`$ for the lower-energy mode which is essentially localised in the hole subsystem and $`0.375`$ for the higher one. These numbers are slightly modified due to the interaction between the modes (the role of interaction becomes more important at lower values of $`d`$) as well as due to the presence of other much weaker modes. The rest $`50\%`$ of the total oscillator strength at $`\omega _c=0`$ belongs to the modes of the opposite “$`+`$” polarisation not shown here.

In the range of magnetic-field strengths $`2<\omega _c<4`$ the two modes interact strongly and anticross. In this region, one observes a rather pronounced depression in the oscillator strength of the lower branch reaching nearly zero value. The missing oscillator strength is transferred to the high-frequency branch. This type of behaviour can be understood by realising that at the anticrossing point the charge density oscillations of the individual dots combine together in either “optical” (the two electric dipoles being aligned in parallel) or “acoustic” (antiparallel dipoles) fashion, as illustrated in the insets of Fig. 2. Naturally, the parallel alignment of two dipoles costs more energy, and therefore this “optical” mode has a higher oscillation frequency, while at the same time it possesses a larger net dipole moment, and consequently, a higher oscillator strength. As one notes in the inset of Fig. 4, the same type of qualitative behaviour is also observed in the coupled harmonic-oscillator model of Appendix B. However, as far as oscillator strengths are concerned, its quantitative predictions are not trustworthy, and thus one can only rely on the more-accurate numerical treatment. Our calculations predict the above described oscillations of the oscillator strengths to be quite strong. In Fig. 5 we show a set of absorption lines simulating those obtainable in FIR spectroscopy measurementsjacak98 ; heitmann93 ; bollweg96  which have been calculated for the case of a vertical separation between the dots $`d=3`$. We plot nine lines corresponding to nine equally spaced values of the magnetic fields between $`\omega _c=1`$ and $`\omega _c=5`$ (the anticrossing region) thus making the “disappearance” of the low-frequency branch apparent. Since the fluctuations of the oscillator strengths of these modes can be rather large (of order of $`10\%`$ of the total oscillator strength) we expect that the above described effect could be readily observed experimentally. It is worth mentioning that while in the above examples we always dealt with equal numbers of electrons and holes in the dots, the ratio of the electron and hole numbers can be useful to balance the distribution of oscillator strengths between the modes. For example, increasing the number of holes will brighten the modes that are mostly due to oscillations in the hole subsystem thereby compensating for their diminished oscillator strengths because of higher hole effective mass. As we show in Appendix B, the strength of the interaction between the two dots and the anticrossing gap scale as the geometric mean of the electron and hole numbers.

Besides the above described strong modes the spectra of artificial molecules feature a number of other rather weak modes that can be classified into higher resonances and low-energy edge modes. Due to a stronger localisation of the charge-density oscillations associated with these modes, the number of terms in the expansions (14) has to be increased for an accurate representation. The oscillator strengths of these modes, under the conditions of our calculations, typically barely reach $`10^4`$ of the total sum of the oscillator strengths. In Fig. 6, we show the magnetic field dispersions of the lowest lying high-energy modes and several strongest edge modes. These results are obtained for the parameter values $`N_e=N_h=200`$, $`\omega _e=4`$, $`\omega _h=3`$, and $`d=5`$. The full (dashed) lines denote branches polarised in the positive (negative) direction. In general, the locations and dispersions of these modes resemble analogous modes as predicted for coupled quantum dots populated solely by electrons.partoens98  The key difference is that in the present case one can classify the modes into those dominated by oscillations in either the electron or hole subsystems. Thus, the two lower high-energy resonances in Fig. 6 are mostly due to holes while the topmost mode is mainly electronic. The difference can be most easily spotted in the relative arrangement of the positively and negatively polarised branches at finite magnetic fields. In the electronic mode, the upper branch is polarised in the positive (i. e. electronic cyclotron resonance) direction, while in the case of the other two high-energy modes the situation is reversed. Moreover, the electronic mode features a considerably stronger magnetic-field dispersion. This is due to the fact that the higher resonances asymptotically approach the cyclotron-resonance line which is $`\kappa =3`$ times steeper for electrons than for holes.

The lower part of Fig. 6 shows six most conspicuous edge modes of the bipolar quantum-dot molecule. The frequency range covered by these modes and their dispersion again resemble the case of electronic coupled dots.partoens98  However, due to the fact that the polarisations of the edge modes are determined by the charge-sign of the carriers, in the present case the edge modes can be polarised both in the cyclotron and the anticyclotron directions. Moreover, the direction of polarisation of an edge mode also betrays the component whose contribution is dominant. Thus, the edge modes mostly influenced by the electronic subsystem are polarized in the “$``$”, i.e. anticyclotron direction of the electrons. These modes a depicted by the dashed lines in Fig. 6. Contrariwise, the full lines in Fig. 6 denote the modes mostly due to the oscillations in the hole subsystem which are polarised in the “$`+`$”, i. e. electronic cyclotron resonance direction.

## V Summary

In conclusion, we made a theoretical investigation of the equilibrium density distributions and the far-infrared response of bipolar quantum-dot molecules within a hydrodynamic model including the effects due to exchange and kinetic-energy in the von Weizsäcker approximation. The most conspicuous effect we found is the pronounced anticrossing between two modified center-of-mass modes which takes place when the applied magnetic field aligns the frequencies of two centre-of-mass modes. The additional distinguishing feature of this anticrossing is the strongly non-monotonous behaviour of the oscillator strengths of the two resulting branches. The oscillator strength transfer from the lower “acoustic” to the higher “optical” branch is certainly strong enough to be easily observable. On the other hand, the higher resonances and edge modes which are also excited in the considered setup are quite weak.

###### Acknowledgements.

This work is supported by the Inter-University Attraction Poles (IUAP-V) program, concerted action (GOA) and the University of Antwerp through a VIS-project. E.A. is supported through a European Community Marie Curie Fellowship.

## Appendix A Coulomb integrals

In this problem we encountered two types of Coulomb integrals

$`J_s(r)`$ $`=`$ $`{\displaystyle d^2r^{}\frac{\psi _0^2(r^{})}{|𝐫𝐫^{}𝐝|}},`$
$`J_p(𝐫)`$ $`=`$ $`2{\displaystyle d^2r^{}\frac{\psi _0(r^{})\psi _1(𝐫^{})}{|𝐫𝐫^{}𝐝|}}.`$
Here, $`\psi _0(r)`$ depends only on the radial coordinate $`r`$ while $`\psi _1(𝐫)=f_1(r)\mathrm{e}^{i\theta }`$ has a $`p`$-wave angular dependence. $`d`$ is the vertical separation between the layers which as a special case may equal zero.

The angular integration in of Eq. (A) can be carried out analytically in terms of the complete elliptic functions of the first kind $`K(k)`$, and the second kind $`E(k)`$. Introducing $`\rho ^2=(r+r^{})^2+d^2`$ we obtain

$`J_s(r)`$ $`=`$ $`4{\displaystyle _0^{\mathrm{}}}𝑑r^{}r^{}{\displaystyle \frac{\psi _0^2(r^{})}{\rho }}K\left({\displaystyle \frac{\sqrt{4rr^{}}}{\rho }}\right),`$
$`J_p(𝐫)`$ $`=`$ $`8\mathrm{e}^{i\theta }{\displaystyle _0^{\mathrm{}}}𝑑r^{}r^{}{\displaystyle \frac{\psi _0(r^{})f_1(r^{})}{\rho }}C\left({\displaystyle \frac{\sqrt{4rr^{}}}{\rho }}\right),`$
with

$$C(k)=\frac{2}{k^2}[E(k)K(k)]K(k).$$

## Appendix B Coupled harmonic-oscillator model

Guided by a similar simple model introduced in Ref. partoens98, , we show that a number of basic features of the CM-mode spectrum can be derived (at least qualitatively) from a simplified model featuring two coupled harmonic oscillators. The oscillators concentrate the total masses and charges of the two coupled dots and interact via the potential

$$\frac{N_eN_h}{\sqrt{d^2+(𝐫_e𝐫_h)^2}}\frac{N_eN_h}{d}+\frac{N_eN_h}{2d^3}(𝐫_e𝐫_h)^2.$$
(19)
Here $`𝐫_e`$ and $`𝐫_h`$ are the oscillator coordinates, and we used the fact that in our units $`\mathrm{e}^2/ϵ=1`$. Denoting the base frequencies of the oscillators by $`\omega _e`$ and $`\omega _h`$ we write down the coupled equations of motion ($`m_e^{}=1,m_h^{}=\kappa `$)

$`N_e\ddot{𝐫}_e+N_e\omega _e^2𝐫_e+{\displaystyle \frac{N_ee}{c}}\dot{𝐫}_e\times 𝐁+{\displaystyle \frac{N_eN_h}{d^3}}(𝐫_e𝐫_h)=0,`$
(20)
$`N_h\kappa \ddot{𝐫}_h+N_h\kappa \omega _h^2𝐫_h{\displaystyle \frac{N_he}{c}}\dot{𝐫}_h\times 𝐁{\displaystyle \frac{N_eN_h}{d^3}}(𝐫_e𝐫_h)=0.`$
Eqs. (B) are solved by introducing the complex variables $`z_{e(h)}=x_{e(h)}+iy_{e(h)}`$ and assuming a harmonic temporal dependence $`z_{e(h)}\mathrm{exp}(i\omega t)`$. This leads to the following secular equation for the resonance frequencies

$$\left|\begin{array}{cc}\omega ^2+\omega _e^2+\omega \omega _c+N_h\mathrm{\Omega }_0^2& N_h\mathrm{\Omega }_0^2\\ N_e\mathrm{\Omega }_0^2/\kappa & \omega ^2+\omega _h^2\omega \omega _c/\kappa +N_e\mathrm{\Omega }_0^2/\kappa \end{array}\right|=0,$$
(21)
here we denoted $`\omega _c=eB/c`$ and $`\mathrm{\Omega }_0^2=d^3`$. From Eq. (21) the CM-mode frequencies can be readily obtained as solutions of a quartic equation. However, basing on the smallness of the coupling parameter $`\mathrm{\Omega }_0^2`$, it is possible to extract some simpler approximate expressions. We begin by noting that the role of the terms proportional to $`\mathrm{\Omega }_0^2`$ entering the diagonal and off-diagonal matrix elements in Eq. (21) is diffierent. The former give first-order corrections to the frequency dispersion, while the latter contribute to the second order and are important only close to coinciding frequencies, thus defining an anticrossing.

Therefore, we first neglect the off-diagonal perturbations and solve two decoupled quadratic equations originating from the diagonal terms in Eq. (21). The solutions read

$`\omega _{1,2}`$ $`=`$ $`{\displaystyle \frac{\omega _c}{2}}\pm \sqrt{{\displaystyle \frac{\omega _c^2}{4}}+\omega _e^2+N_h\mathrm{\Omega }_0^2},`$
$`\omega _{3,4}`$ $`=`$ $`{\displaystyle \frac{\omega _c}{2\kappa }}\pm \sqrt{{\displaystyle \frac{\omega _c^2}{4\kappa ^2}}+\omega _h^2+{\displaystyle \frac{1}{\kappa }}N_e\mathrm{\Omega }_0^2}.`$
The modes of positive frequencies $`\omega _1`$ and $`\omega _3`$ obtained using the upper signs in Eq. (B) are of “$`+`$” circular polarisation while the lower-sign solutions $`\omega _2`$ and $`\omega _4`$ are negative and correspond to modes polarised in the “$``$” direction. We note, that Eq. (B) predicts that the absolute values of all four resonance frequencies increase due to the inter-dot coupling and gives an estimate of the shifts. In the weak coupling regime they grow as $`\mathrm{\Omega }_0^2d^3`$. This conclusion is in agreement with our results (see Fig. 2) and underscores a difference of our system from electronic double dots considered in Ref. partoens98, . There, all frequency shifts found were negative.

Assuming that (as in our numerical calculations) $`\omega _e>\omega _h`$ we find that the modes polarised in “$``$” direction will cross. The crossing point is readily calculated by equating $`\omega _2=\omega _4`$ and equals

$$\omega _{c0}=\frac{\omega _e^2\omega _h^2}{\sqrt{(1+1/\kappa )(\omega _e^2/\kappa +\omega _h^2)}}.$$
(23)
Note, that we present the zero-order solution obtained by setting $`\mathrm{\Omega }_0^20`$ which provides an accurate enough estimate. Close to this point the off-diagonal perturbations are important and have to be taken into account to introduce an anticrossing behaviour. We use the fact that in the vicinity of the resonances of “$``$” polarisation (roots $`\omega _2`$ and $`\omega _4`$) the diagonal terms of Eq. (21) can be approximated by

$`(\omega \omega _1)(\omega \omega _2)(\omega _2\omega _1)(\omega \omega _2),`$
$`(\omega \omega _3)(\omega \omega _4)(\omega _4\omega _3)(\omega \omega _4),`$
and obtain a quadratic equation

$$(\omega \omega _2)(\omega \omega _4)(\omega _1\omega _2)(\omega _3\omega _4)\frac{N_eN_h}{\kappa }\mathrm{\Omega }_0^4=0$$

valid in this region and giving an approximate behaviour of the anticrossing modes. This equation can be used, in particular, to estimate the size of the anticrossing gap. To this end we calculate the difference of its two roots at $`\omega _c=\omega _{c0}`$ and $`\omega _2=\omega _4`$, and obtain

$`\mathrm{\Delta }\omega =2\mathrm{\Omega }_0^2\sqrt{{\displaystyle \frac{N_eN_h}{\kappa (\omega _1\omega _2)(\omega _3\omega _4)}}},`$ (24)
with $`\omega _{1,2,3,4}`$ given by Eq. (B).

Equations (B) – (24) are useful as quick estimates of essential features (mode shifts, position and size of anticrossing gap) in the CM-mode spectrum of bipolar quantum dot molecules. These estimates are obtained for weakly coupled dots and can be asked for quantitave predictions only in the limit when inter-dot separation considerably exceeds the dot radii. Thus, the gap size obtained from Eq. (24) agrees with the result of accurate numerical calculations within $`10\%`$ at $`d=5`$. However, as we can see in the inset of Fig. 3 at closer distances the gap grows much more slowly than $`d^3`$ as given by Eq. (24).


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# Measures of maximal relative entropy

## 1. Introduction

It is a well-known result of Shannon and Parry  that every irreducible subshift of finite type (SFT) $`X`$ on a finite alphabet has a unique measure $`\mu _X`$ of maximal entropy for the shift transformation $`\sigma `$. The maximal measure is Markov, and its initial distribution and transition probabilities are given explicitly in terms of the maximum eigenvalue and corresponding eigenvectors of the 0,1 transition matrix for the subshift. We are interested in any possible relative version of this result: given an irreducible SFT $`X`$, a subshift $`Y`$, a factor map $`\pi :XY`$, and an ergodic invariant measure $`\nu `$ on $`Y`$, how many ergodic invariant measures can there be on $`X`$ that project under $`\pi `$ to $`\nu `$ and have maximal entropy in the fiber $`\pi ^1\{\nu \}`$? We will show that there can be more than one such ergodic relatively maximal measure over a given $`\nu `$, but there are only finitely many. In fact, if $`\pi `$ is a 1-block map, there can be no more than the cardinality of the alphabet of $`X`$ (see Corollary 1, below). Call a measure $`\nu `$ on $`Y`$ $`\pi `$-determinate in case it has a unique preimage of maximal entropy. We provide some sufficient conditions for $`\pi `$-determinacy and give examples of situations in which relatively maximal measures can be constructed explicitly.

Throughout the paper, unless stated otherwise $`X`$ will denote an irreducible SFT, $`Y`$ a subshift on a finite alphabet, and $`\pi :XY`$ a factor map (one-to-one, onto, shift-commuting map). By recoding if necessary, we may assume that $`X`$ is a 1-step SFT, so that it consists of all (2-sided) sequences on a finite alphabet consistent with the allowed transitions described by a directed graph with vertex set equal to the alphabet, and that $`\pi `$ is a 1-block map. In the following, “measure” means “Borel probability measure”, $`𝒞(X)`$ denotes the set of continuous real-valued functions on $`X`$, $`(X)`$ the space of $`\sigma `$-invariant measures on $`X`$, and $`(X)(X)`$ the set of ergodic measures on $`X`$.

Some of the interest of this problem arises from its connections (discussed in ) with information-compressing channels , non-Markov functions of Markov chains , measures of maximal Hausdorff dimension and measures that maximize, for a given $`\alpha >0`$, the weighted entropy functional

(1)
$$\varphi _\alpha (\mu )=\frac{1}{\alpha +1}[h(\mu )+\alpha h(\pi \mu )]$$

, and relative pressure and relative equilibrium states . The theory of pressure and equilibrium states (see ), relative pressure and relative equilibrium states , and compensation functions  provides basic tools in this area. For a factor map $`\pi :XY`$ between compact topological dynamical systems and potential function $`V𝒞(X)`$, Ledrappier and Walters  defined the relative pressure $`P(\pi ,V):Y`$ (a Borel measurable function) and proved a relative variational principle: For each $`\nu (Y)`$,

(2)
$$_YP(\pi ,V)d\nu =sup\{h_\mu (X|Y)+_XVd\mu :\mu \pi ^1\nu \}.$$

Any measure $`\mu `$ that attains the supremum is called a relative equilibrium state. A consequence is that the ergodic measures $`\mu `$ that have maximal entropy among all measures in $`\pi ^1\{\nu \}`$ have relative entropy given by

(3)
$$h_\mu (X|Y)=_Y\underset{n\mathrm{}}{lim}\frac{1}{n}\mathrm{log}|\pi ^1[y_0\mathrm{}y_{n1}]|d\nu (y).$$

($`|\pi ^1[y_0\mathrm{}y_{n1}]|`$ is the number of $`n`$-blocks in $`X`$ that map under $`\pi `$ to the $`n`$-block $`y_0\mathrm{}y_{n1}`$.) By the Subadditive Ergodic Theorem, the limit inside the integral exists a.e. with respect to each ergodic measure $`\nu `$ on $`Y`$, and it is constant a.e.. The quantity

(4)
$$P(\pi ,0)(y)=\underset{n\mathrm{}}{lim\; sup}\frac{1}{n}\mathrm{log}|\pi ^1[y_0\mathrm{}y_{n1}]|$$

is the relative pressure of the function $`0`$ over $`yY`$. The maximum possible relative entropy may be thought of as a “relative topological entropy over $`\nu `$”; we denote it by $`h_{\text{top}}(X|\nu )`$.

To understand when a Markov measure on $`Y`$ has a Markov measure on $`X`$ in its preimage under $`\pi `$, Boyle and Tuncel introduced the idea of a compensation function , and the concept was developed further by Walters . Given a factor map $`\pi :XY`$ between topological dynamical systems, a compensation function is a continuous function $`F:X`$ such that

(5)
$$P_Y(V)=P_X(V\pi +F)\text{for all }V𝒞(Y).$$

The idea is that, because $`\pi :(X)(Y)`$ is many-to-one, we always have

(6) $`P_Y(V)`$ $`=sup\{h_\nu (\sigma )+{\displaystyle _Y}V𝑑\nu :\nu (Y)\}`$
(7) $`sup\{h_\mu (\sigma )+{\displaystyle _X}V\pi 𝑑\mu :\mu (X)\},`$
and a compensation function $`F`$ can take into account, for all potential functions $`V`$ on $`Y`$ at once, the extra freedom, information, or free energy that is available in $`X`$ as compared to $`Y`$ because of the ability to move around in fibers over points of $`Y`$. A compensation function of the form $`G\pi `$ with $`G𝒞(Y)`$ is said to be saturated.

The machinery of relative equilibrium states and compensation functions is used to establish the following basic result about relatively maximal measures :

Suppose that $`\nu (Y)`$ and $`\pi \mu =\nu `$. Then $`\mu `$ is relatively maximal over $`\nu `$ if and only if there is $`V𝒞(Y)`$ such that $`\mu `$ is an equilibrium state of $`V\pi `$.

Notice that if there is a locally constant saturated compensation function $`G\pi `$, then every Markov measure on $`Y`$ is $`\pi `$-determinate with Markov relatively maximal lift, because in  it is shown that if there is a saturated compensation function $`G\pi `$, then the relatively maximal measures over an equilibrium state of $`V𝒞(Y)`$ are the equilibrium states of $`V\pi +G\pi `$.

Further, $`\mu _X`$ is the unique equilibrium state of the potential function 0 on $`X`$, the unique maximizing measure for $`\varphi _0`$; and the relatively maximal measures over $`\mu _Y`$ are the equilibrium states of $`G\pi `$, which can be thought of as the maximizing measures for $`\varphi _{\mathrm{}}`$.

## 2. Bounding the number of ergodic relatively maximal measures

Let $`\pi :XY`$ be a 1-block factor map from a 1-step SFT $`X`$ to a subshift $`Y`$ and let $`\nu `$ be an ergodic invariant measure on $`Y`$. Let $`\mu _1,\mathrm{},\mu _n(X)`$ with $`\pi \mu _i=\nu `$ for all $`i`$. Recall the definition of the relatively independent joining $`\widehat{\mu }=\mu _1\mathrm{}_\nu \mu _n`$ of $`\mu _1,\mathrm{},\mu _n`$ over $`\nu `$: if $`A_1,\mathrm{},A_n`$ are measurable subsets of $`X`$ and $``$ is the $`\sigma `$-algebra of $`Y`$, then

(8)
$$\widehat{\mu }(A_1\times \mathrm{}\times A_n)=_Y\underset{i=1}{\overset{n}{}}𝔼_{\mu _i}(\mathrm{𝟏}_{A_i}|\pi ^1)\pi ^1d\nu .$$

Writing $`p_i`$ for the projection $`X^nX`$ onto the $`i`$’th coordinate, we note that for $`\widehat{\mu }`$-almost every $`\widehat{x}`$ in $`X^n`$, $`\pi (p_i(\widehat{x}))`$ is independent of $`i`$.

We define a number of $`\sigma `$-algebras on $`X^n`$. Denoting by $`_X`$ the $`\sigma `$-algebra of $`X`$ and by $`_Y`$ the $`\sigma `$-algebra of $`Y`$, let $`_0=\varphi ^1_Y`$, $`_i=p_i^1_X`$ for $`i=1,\mathrm{},n`$, $`_X^{}`$ the $`\sigma `$-algebra generated by $`x_n,n<0`$, and $`_i^{}=p_i^1_X^{}`$ for each $`i`$. Note: later we will use the same symbols for corresponding sub-$`\sigma `$-algebras of a different space, $`Z=X\times X\times R`$.

###### Definition.

We say that two measures $`\mu _1,\mu _2(X)`$ with $`\pi \mu _1=\pi \mu _2=\nu `$ are relatively orthogonal (over $`\nu `$) and write $`\mu _1_\nu \mu _2`$ if

(9)
$$(\mu _1_\nu \mu _2)\{(u,v)X\times X:u_0=v_0\}=0.$$

###### Theorem 1.

For each ergodic $`\nu `$ on $`Y`$, any two distinct ergodic measures on $`X`$ of maximal entropy in the fiber $`\pi ^1\{\nu \}`$ are relatively orthogonal.

Since $`\pi `$ is a 1-block factor map, for each symbol $`b`$ in the alphabet of $`Y`$, $`\pi ^1[b]`$ consists of a union of 1-block cylinder sets in $`X`$. Let $`N_\nu (\pi )`$ denote the minimum number of cylinders in the union as $`b`$ runs over the symbols in the alphabet of $`Y`$ for which $`\nu [b]>0`$.

###### Corollary 1.

Let $`X`$ be a $`1`$-step SFT, $`Y`$ a subshift on a finite alphabet, and $`\pi :XY`$ a $`1`$-block factor map. For any ergodic $`\nu `$ on $`Y`$, the number of ergodic invariant measures of maximal entropy in the fiber $`\pi ^1\{\nu \}`$ is at most $`N_\nu (\pi )`$.

###### Proof.

Suppose that we have $`n>N_\nu (\pi )`$ ergodic measures $`\mu _1,\mathrm{},\mu _n`$ on $`X`$, each projecting to $`\nu `$ and each of maximal entropy in the fiber $`\pi ^1\{\nu \}`$. Form the relatively independent joining $`\widehat{\mu }`$ on $`X^n`$ of the measures $`\mu _i`$ as above. Let $`b`$ be a symbol in the alphabet of $`Y`$ such that $`b`$ has $`N_\nu (\pi )`$ preimages $`a_1,\mathrm{},a_{N_\nu (\pi )}`$ under the block map $`\pi `$. Since $`n>N_\nu (\pi )`$, for every $`\widehat{x}\varphi ^1[b]`$ there are $`ij`$ with $`(p_i\widehat{x})_0=(p_j\widehat{x})_0`$. At least one of the sets $`S_{i,j}=\{\widehat{x}X^n:(p_i\widehat{x})_0=(p_j\widehat{x})_0\}`$ must have positive $`\widehat{\mu }`$-measure, and then also $`(\mu _i_\nu \mu _j)\{(u,v)X\times X:\pi u=\pi v,u_0=v_0\}>0`$, contradicting Theorem 1. ∎

###### Corollary 2.

Suppose that $`\pi :XY`$ has a singleton clump: there is a symbol $`a`$ of $`Y`$ whose inverse image is a singleton, which we also denote by $`a`$. Then every ergodic measure on $`Y`$ which assigns positive measure to $`[a]`$ is $`\pi `$-determinate.

Before giving the proof of Theorem 1, we recall some facts about conditional independence of $`\sigma `$-algebras (see \[10, p. 17\]) and prove a key lemma.

###### Lemma 1.

Let $`(X,,\mu )`$ be a probability space. For sub-$`\sigma `$-algebras $`_0,_1,_2`$ of $``$, the following are equivalent:

1. $`_1__0_2`$, which is defined by the condition that for every $`_1`$-measurable $`f_1`$ and $`_2`$-measurable $`f_2`$, $`𝔼(f_1f_2|_0)=𝔼(f_1|_0)𝔼(f_2|_0)`$;
2. for every $`_2`$-measurable $`f_2`$, $`𝔼(f_2|_1_0)=𝔼(f_2|_0)`$;
3. for every $`_1`$-measurable $`f_1`$, $`𝔼(f_1|_2_0)=𝔼(f_1|_0)`$.

###### Lemma 2.

Let $`(X,,\mu )`$ be a probability space and let $`_1,_2,𝒞_1,𝒞_2`$ be sub-$`\sigma `$-algebras of $``$. If $`_1__0_2,𝒞_1_1,𝒞_2_2`$, then for every $`_1`$-measurable $`f_1`$,

(10)
$$𝔼(f_1|_0𝒞_1𝒞_2)=𝔼(f_1|_0𝒞_1).$$

###### Proof.

First note that $`_1_{_0𝒞_2}_2`$, since for $`_1`$-measurable $`f_1`$ we have $`𝔼(f_1|(_0𝒞_2)_2)=𝔼(f_1|_0_2)=𝔼(f_1|_0)=𝔼(f_1|_0𝒞_2)`$. Similarly, $`_1_{_0𝒞_1}_2`$ and $`_1_{_0𝒞_1}𝒞_2`$. Thus for any $`f_1`$ that is $`_1`$-measurable, $`𝔼(f_1|(_0𝒞_1)𝒞_2)=𝔼(f_1|_0𝒞_1)`$. ∎

###### Lemma 3.

Let $`\pi :XY`$ be a $`1`$-block factor map from a $`1`$-step SFT $`X`$ to a subshift $`Y`$. Let $`\nu `$ be an ergodic measure on $`Y`$ and let $`\mu _1`$ and $`\mu _2`$ be ergodic members of $`\pi ^1\{\nu \}`$. Let $`\widehat{\mu }`$ be their relatively independent joining. If $`S=\{(u,v)X\times X`$ : $`u_1=v_1\}`$ has positive measure with respect to $`\widehat{\mu }`$ and for every symbol $`j`$ in the alphabet of $`X`$

(11)
$$𝔼_{\widehat{\mu }}(1_{[j]}p_1|_1^{}_0)=𝔼_{\widehat{\mu }}(1_{[j]}p_2|_2^{}_0)\text{a.e. on }S,$$

then $`\mu _1=\mu _2`$.

###### Proof.

Write $`[i]_k`$ for the set of points in $`X`$ whose $`k`$’th symbol is $`i`$ and $`[i]_k^{(j)}`$ for $`p_j^1[i]_k`$. Write $`1_{[i]_k^{(j)}}`$ for the indicator function of this set. Define $`g_i^{(j)}=𝔼(1_{[i]_0^{(j)}}|_0_j^{})`$ and set $`s_k=_i1_{[i]_k^{(1)}}1_{[i]_k^{(2)}}=1_{\{(u,v):u_k=v_k\}}`$. Note that $`s_1=1_S`$.

Let $`𝒫`$ denote the time-0 partition of $`X`$ into 1-block cylinder sets, $`𝒫_i=p_i^1𝒫`$ ($`i=1,2`$) the corresponding partitions of $`X\times X`$, and $`T=\sigma \times \sigma `$.

By assumption, we have $`s_1g_i^{(1)}=s_1g_i^{(2)}`$ for all symbols $`i`$ in the alphabet of $`X`$. Taking expectations with respect to $`_1T𝒫_2`$, since $`s_1g_i^{(1)}`$ is $`_1T𝒫_2`$-measurable, we see that

(12) $`s_1g_i^{(1)}`$ $`=s_1𝔼(g_i^{(2)}|_1T𝒫_2)`$
$`=s_1{\displaystyle \underset{j}{}}{\displaystyle \frac{𝔼(g_i^{(2)}1_{[j]_1^{(2)}}|_1)}{𝔼(1_{[j]_1^{(2)}}|_1)}}1_{[j]_1^{(2)}}`$
$`=s_1{\displaystyle \underset{j}{}}{\displaystyle \frac{𝔼(g_i^{(2)}1_{[j]_1^{(2)}}|_0)}{𝔼(1_{[j]_1^{(2)}}|_0)}}1_{[j]_1^{(2)}},`$
where the last equality follows from Lemma 1, noting that $`_0_1`$. Observe that the terms in the final expression are all measurable with respect to $`_0T𝒫_1T𝒫_2`$.

It then follows that

(13)
$$s_1g_i^{(1)}=𝔼(s_1g_i^{(1)}|_0T𝒫_1T𝒫_2)=s_1𝔼(g_i^{(1)}|_0T𝒫_1T𝒫_2).$$

Since $`g_i^{(1)}`$ is $`_1`$-measurable and $`_1`$ and $`_2`$ are relatively independent over $`_0`$, by Lemma 2 the right side is equal to $`s_1𝔼(g_i^{(1)}|_0T𝒫_1)`$. We have thus established the equation

(14)
$$s_1𝔼(g_i^{(1)}|_0T𝒫_1)=s_1g_i^{(1)}=s_1g_i^{(2)}=s_1𝔼(g_i^{(2)}|_0T𝒫_2).$$

Starting from the equation $`s_1g_i^{(1)}=s_1𝔼(g_i^{(2)}|_0T𝒫_2)`$, we take conditional expectations with respect to $`_1`$ to get

(15)
$$𝔼(s_1|_1)g_i^{(1)}=𝔼(s_1𝔼(g_i^{(2)}|_0T𝒫_2)|_1).$$

We have

(16)
$$𝔼(g_i^{(2)}|_0T𝒫_2)=\underset{k}{}\frac{𝔼(g_i^{(2)}1_{[k]_1^{(2)}}|_0)}{𝔼(1_{[k]_1^{(2)}}|_0)}1_{[k]_1^{(2)}}.$$

Hence

(17)
$$s_1𝔼(g_i^{(2)}|_0T𝒫_2)=\underset{k}{}\frac{𝔼(g_i^{(2)}1_{[k]_1^{(2)}}|_0)}{𝔼(1_{[k]_1^{(2)}}|_0)}1_{[k]_1^{(1)}}1_{[k]_1^{(2)}}.$$

Substituting this in (15) and again using relative independence, we see that

(18) $`𝔼(s_1|_1)g_i^{(1)}`$ $`={\displaystyle \underset{k}{}}{\displaystyle \frac{𝔼(g_i^{(2)}1_{[k]_1^{(2)}}|_0)}{𝔼(1_{[k]_1^{(2)}}|_0)}}1_{[k]_1^{(1)}}𝔼(1_{[k]_1^{(2)}}|_1)`$
$`={\displaystyle \underset{k}{}}𝔼(g_i^{(2)}1_{[k]_1^{(2)}}|_0)1_{[k]_1^{(1)}}.`$
We observe that the right-hand side and also $`𝔼(s_1|_1)`$ are $`_0T𝒫_1`$-measurable (using the definition of $`s_1`$ and relative independence). Hence provided that $`𝔼(s_1|_1)>0`$ a.e., we will have that $`g_i^{(1)}`$ is $`_0T𝒫_1`$-measurable, and similarly $`g_i^{(2)}`$ is $`_0T𝒫_2`$-measurable.

We now demonstrate that $`𝔼(s_1|_1)>0`$ on a set of full measure. To prove this, we note that $`𝔼(s_1|_1)`$ is of the form $`fp_1`$ for $`f`$ a function on $`X`$. Thus if we can show that $`𝔼(s_1|_1)(x)>0`$ implies $`𝔼(s_1|_1)(Tx)>0`$, it will follow that the set where $`f`$ is positive is invariant and hence of measure 0 or 1 by ergodicity of $`\mu _1`$. Since the integral of the function is positive (being equal to $`(\mu _1_\nu \mu _2)\{(u,v):u_1=v_1\}`$), to show that the function is positive on a set of full measure it is enough to establish the above invariance.

Now

(19) $`𝔼(s_1|_1)(Tx)`$ $`=𝔼(s_0|_1)(x)`$
$`={\displaystyle \underset{i}{}}𝔼(1_{[i]_0^{(1)}}1_{[i]_0^{(2)}}|_1)`$
$`={\displaystyle \underset{i}{}}1_{[i]_0^{(1)}}𝔼(1_{[i]_0^{(2)}}|_1)`$
$`{\displaystyle \underset{i}{}}1_{[i]_0^{(1)}}𝔼(s_11_{[i]_0^{(2)}}|_1)`$
$`={\displaystyle \underset{i}{}}1_{[i]_0^{(1)}}𝔼(𝔼(s_11_{[i]_0^{(2)}}|_1T𝒫_2)|_1).`$
Using Lemma 2, this equals

(20) $`{\displaystyle \underset{i}{}}1_{[i]_0^{(1)}}𝔼(s_1𝔼(1_{[i]_0^{(2)}}|_1T𝒫_2)|_1)`$
$`={\displaystyle \underset{i}{}}1_{[i]_0^{(1)}}𝔼(s_1𝔼(1_{[i]_0^{(2)}}|_0T𝒫_2)|_1)`$
$`={\displaystyle \underset{i}{}}1_{[i]_0^{(1)}}𝔼(s_1g_i^{(2)}|_1)\text{ (from (}\text{14}\text{))}`$
$`={\displaystyle \underset{i}{}}1_{[i]_0^{(1)}}𝔼(s_1g_i^{(1)}|_1)`$
$`={\displaystyle \underset{i}{}}g_i^{(1)}1_{[i]_0^{(1)}}𝔼(s_1|_1)`$
$`=𝔼(s_1|_1){\displaystyle \underset{i}{}}1_{[i]_0^{(1)}}𝔼(1_{[i]_0^{(1)}}|_0_1^{}).`$
For $`x`$ in a set of full measure, $`1_D(x)>0`$ implies $`𝔼(1_D|)(x)>0`$ (consider integrating the conditional expectation over the set where it takes the value 0), so the sum on the right-hand side of the above is positive almost everywhere. Since the first factor is positive by assumption, the conclusion that $`𝔼(s_0|_1)>0`$ follows, allowing us to deduce that $`g_i^{(j)}`$ is $`_0T𝒫_j`$-measurable.

Now we may write $`g_i^{(j)}`$ as

(21)
$$g_i^{(j)}=\underset{k}{}1_{[k]_1^{(j)}}h_{k,i}^{(j)},$$

where the $`h_{k,i}^{(j)}`$ are $`_0`$-measurable. Writing out the equation $`s_1g_i^{(1)}=s_1g_i^{(2)}`$, we have

(22)
$$\underset{k}{}1_{[k]_1^{(1)}}1_{[k]_1^{(2)}}h_{k,i}^{(1)}=\underset{k}{}1_{[k]_1^{(1)}}1_{[k]_1^{(2)}}h_{k,i}^{(2)}.$$

Since for distinct $`k`$, the terms are disjointly supported, we have for each $`k`$,

(23)
$$1_{[k]_1^{(1)}}1_{[k]_1^{(2)}}h_{k,i}^{(1)}=1_{[k]_1^{(1)}}1_{[k]_1^{(2)}}h_{k,i}^{(2)}.$$

Taking conditional expectations of both sides with respect to $`_0`$ and using Lemma 1, we deduce

(24)
$$𝔼(1_{[k]_1^{(1)}}|_0)𝔼(1_{[k]_1^{(2)}}|_0)(h_{k,i}^{(1)}h_{k,i}^{(2)})=0\text{a.e.}$$

From this we see that if $`𝔼(1_{[k]_1^{(1)}}|_0)>0`$ and $`𝔼(1_{[k]_1^{(2)}}|_0)>0`$, then $`h_{k,i}^{(1)}=h_{k,i}^{(2)}`$. This allows us to make the following definition:

(25)
$$h_{k,i}=\{\begin{array}{cc}h_{k,i}^{(1)}\hfill & \text{if }𝔼(1_{[k]_1^{(1)}}|_0)>0\hfill \\ h_{k,i}^{(2)}\hfill & \text{if }𝔼(1_{[k]_1^{(2)}}|_0)>0\text{ .}\hfill \end{array}$$

It follows that

(26)
$$g_i^{(j)}=\underset{k}{}h_{k,i}1_{[k]_1^{(j)}}\widehat{\mu }\text{-a.e..}$$

We now show that the two measures agree. We will show by induction on the length of the cylinder set that for any $`_0`$-measurable function $`f`$ and any cylinder set $`C`$ in $`X`$,

(27)
$$1_S1_Cp_1f𝑑\widehat{\mu }=1_S1_Cp_2f𝑑\widehat{\mu }.$$

To start the induction, let $`C`$ be the cylinder set $`[i_0]`$ in $`X`$. Then

(28) $`{\displaystyle 1_S1_{[i_0]^{(j)}}f𝑑\widehat{\mu }}`$ $`={\displaystyle 1_Sf𝔼(1_{[i_0]^{(j)}}|_0_1^{}_2^{})𝑑\widehat{\mu }}`$
$`={\displaystyle 1_Sfg_{i_0}^{(j)}𝑑\widehat{\mu }};`$
but by assumption $`1_Sg_i^{(1)}=1_Sg_i^{(2)}`$, showing the result in the case that $`C`$ is a cylinder of length 1. Now suppose that the result holds for cylinders of length $`n`$ and let $`C=[i_0\mathrm{}i_n]`$. Write $`D=[i_0\mathrm{}i_{n1}]`$. Now

(29) $`{\displaystyle 1_S(1_Cp_j)f𝑑\widehat{\mu }}`$ $`={\displaystyle 1_S(1_Dp_j)1_{[i_n]_n^{(j)}}f𝑑\widehat{\mu }}`$
$`={\displaystyle 1_S(1_Dp_j)f𝔼(1_{[i_n]_n^{(j)}}|T^n_1^{}T^n_2^{}_0)𝑑\widehat{\mu }}`$
$`={\displaystyle 1_S(1_Dp_j)fg_{i_n}^{(j)}T^n𝑑\widehat{\mu }}`$
$`={\displaystyle 1_S(1_Dp_j)fh_{i_{n1},i_n}T^n𝑑\widehat{\mu }}.`$
Since $`h_{i_{n1},i_n}T^n`$ is $`_0`$-measurable, it follows from the induction hypothesis that the integrals are equal for $`j=1`$ and $`j=2`$ as required.

In particular, taking $`f`$ to be 1, we have $`\widehat{\mu }(Sp_1^1C)=\widehat{\mu }(Sp_2^1C)`$ for all $`C`$. Letting $`\widehat{\nu }(A)=\widehat{\mu }(SA)`$, we see that $`\widehat{\nu }p_1^1=\widehat{\nu }p_2^1`$. Since $`\mu _i(A)\widehat{\nu }p_i^1(A)`$ for all $`A`$ and the measures $`\mu _i`$ are ergodic, it follows that $`\mu _1`$ and $`\mu _2`$ are not mutually singular and hence are equal. ∎

###### Proof of Theorem 1.

Let $`\mu _1`$ and $`\mu _2`$ be two different ergodic relatively maximal measures over $`\nu (Y)`$ and suppose that they are not relatively orthogonal, so that $`(\mu _1_\nu \mu _2)\{(u,v)X\times X:u_0=v_0\}>0`$. Let $`\widehat{\mu }=\mu _1_\nu \mu _2`$. We will construct a measure on $`X`$ with strictly greater entropy than $`\mu _1`$ or $`\mu _2`$ by building a larger space from which the new measure will appear as a factor. (J. Steif reminded us that a similar interleaving of two processes is used in  for a different purpose.)

Let $`R`$ denote the set $`\{1,2\}^{}`$, and let $`\beta `$ be the Bernoulli measure on $`R`$ with probabilities $`\frac{1}{2},\frac{1}{2}`$. Write $`(r_n)_n`$ for a typical element of $`R`$. Form $`Z=X^2\times R`$ with invariant measure $`\eta =\widehat{\mu }\times \beta `$. We then define maps from $`Z`$ to $`X`$ as follows. Given a point $`(u,v,r)Z`$, set $`\pi _1(u,v,r)=u`$, $`\pi _2(u,v,r)=v`$ and write $`N_k(u,v)`$ for $`sup\{n<k:u_n=v_n\}`$. Note that this quantity may be $`\mathrm{}`$ if there are no coincidences. We will take $`r_{\mathrm{}}`$ to be a further random variable taking the values 1 and 2 with equal probability for each $`rR`$. Define $`\pi _3:ZX`$ by

(30)
$$\pi _3(u,v,r)_k=\{\begin{array}{cc}u_k\hfill & \text{if }r_{N_k(u,v)}=1\hfill \\ v_k\hfill & \text{if }r_{N_k(u,v)}=2\text{ .}\hfill \end{array}$$

To see that $`\pi _3(u,v,r)`$ is indeed a point of $`X`$, note that it consists of concatenations of parts of $`u`$ and $`v`$, changing only at places where they agree. As a corollary, since $`\pi (u)=\pi (v)`$ for almost all $`(u,v,r)Z`$, it follows that $`\pi (\pi _3(z))=\pi (\pi _2(z))=\pi (\pi _1(z))`$ for $`\eta `$-almost every $`z`$ in $`Z`$. Write $`\mathrm{\Phi }`$ for the factor mapping $`\pi \pi _1`$ from $`(Z,\eta )`$ to $`(Y,\nu )`$.

By construction $`\mu _1=\eta \pi _1^1`$ and $`\mu _2=\eta \pi _2^1`$. Define $`\mu _3=\eta \pi _3^1`$. We shall then demonstrate that $`h_{\mu _3}(X)>h_{\mu _1}(X)=h_{\mu _2}(X)`$.

We define $`\sigma `$-algebras on $`Z`$ corresponding to those appearing above. Letting $`_X`$ be the Borel $`\sigma `$-algebra on $`X`$ as before, we set for each $`i=1,2,3`$, $`_i=\pi _i^1_X`$. Write $`_X^{}`$ for the $`\sigma `$-algebra generated by the cylinder sets in $`X`$ depending on coordinates $`x_n`$ for $`n<0`$. These then give $`\sigma `$-algebras $`_i^{}`$ on $`Z`$ defined by $`_i^{}=\pi _i^1_X^{}`$. We will require two further $`\sigma `$-algebras, $`_0=\mathrm{\Phi }^1_Y`$ with $`_0^{}`$ being defined analogously to the above. Note that $`_i_0`$ for $`i=1,2,3`$.

Again reusing previous notation in a slightly different context, continue to denote by $`𝒫`$ the partition of $`X`$ into time 0 cylinders and write $`𝒫_i`$ for $`\pi _i^1𝒫`$, so that for $`i=1,2,3`$, $`𝒫_i`$ is a partition of $`Z`$. Finally, write $`𝒬=\mathrm{\Phi }^1\{[j]:[j]\text{ is a cylinder set in }Y\}`$.

It is useful to note the following property of (8): If $`A_1_1`$ and $`A_2_2`$, then

(31)
$$\eta (A_1A_2)=𝔼_\eta (1_{A_1}|_0)𝔼_\eta (1_{A_2}|_0)𝑑\eta .$$

We will use the fact that if $`f`$ is $`_1`$-measurable, then

(32)
$$𝔼_\eta (f|_2)=𝔼_\eta (f|_0),$$

a consequence of Lemma 1.

Standard results of entropy theory tell us that $`h_{\mu _i}(X)=H_\eta (𝒫_i|_i^{})`$. Further, by Pinsker’s Formula (see \[13, theorem 6.3, p. 67\], applied with $`\beta `$ coarser than $`\alpha `$), this can be re-expressed as

(33)
$$h_{\mu _i}(X)=H_\eta (𝒫_i|_i^{}_0)+H_\eta (𝒬|_0^{})=H_\eta (𝒫_i|_i^{}_0)+h_\nu (Y).$$

Since $`\mu _1`$ and $`\mu _2`$ were presumed to be measures of maximal entropy in the fiber, they have equal entropy and hence $`H_\eta (𝒫_1|_1^{}_0)=H_\eta (𝒫_2|_2^{}_0)`$. Our aim is to show that this leads to a contradiction by showing that $`H_\eta (𝒫_3|_3^{}_0)>H_\eta (𝒫_1|_1^{}_0)`$. By definition,

(34)
$$\begin{array}{c}H_\eta (𝒫_i|_i^{}_0)=\underset{j}{}(\mathrm{𝟏}_{[j]}\pi _i)\mathrm{log}𝔼(\mathrm{𝟏}_{[j]}\pi _i|_i^{}B_0)d\eta \\ =\underset{j}{}𝔼(\mathrm{𝟏}_{[j]}\pi _i|_i^{}B_0)\mathrm{log}𝔼(\mathrm{𝟏}_{[j]}\pi _i|_i^{}B_0)d\eta \\ =\underset{j}{}\psi \left(𝔼(\mathrm{𝟏}_{[j]}\pi _i|_i^{}B_0)\right)d\eta ,\end{array}$$

where $`\psi `$ is the strictly concave function $`[0,1][0,1]`$, $`\psi (x)=x\mathrm{log}x`$ (with $`\psi (0)`$ defined to be 0).

The following claim is an essential point of the argument. We shall show that

(35)
$$\begin{array}{c}𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _3|_1^{}_2^{}_3^{}_0)(z)=\\ 𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _1|_1^{}_0)\text{if }\pi _3(z)_1=\pi _1(z)_1\pi _2(z)_1\text{;}\\ 𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _2|_2^{}_0)\pi _3(z)_1=\pi _2(z)_1\pi _1(z)_1\text{;}\\ \frac{1}{2}𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _1|_1^{}_0)+\frac{1}{2}𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _2|_2^{}_0)\pi _3(z)_1=\pi _1(z)_1=\pi _2(z)_1\text{.}\end{array}$$

Clearly, the right-hand side of the equation is measurable with respect to $`_1^{}_2^{}_3^{}_0`$. To verify the claim, it will be sufficient to integrate the right-hand side over the elements of a generating semi-algebra of $`_1^{}_2^{}_3^{}_0`$. Specifically, we will integrate over sets of the form $`ABCD`$, where $`A`$, $`B`$ and $`C`$ are the preimages under the respective maps of cylinder sets in $`X`$ of a common length (ending at time $`1`$) and $`D_0`$.

Suppose $`A`$, $`B`$, and $`C`$ are cylinders depending on the coordinates $`n`$ to $`1`$ of $`\pi _1(z)`$, $`\pi _2(z)`$, and $`\pi _3(z)`$ and that $`ABC`$ has positive measure. Then for $`zABC`$, $`\pi _3(z)_1`$ is equal to either $`\pi _1(z)_1`$ or $`\pi _2(z)_1`$ (or both) by definition of $`\pi _3`$. Further, $`\pi _1(z)_1`$, $`\pi _2(z)_1`$, and $`\pi _3(z)_1`$ are constant over the intersection in question.

If on $`ABC`$, $`\pi _3(z)_1=\pi _1(z)_1\pi _2(z)_1`$, then we calculate

(36) $`{\displaystyle _{ABCD}}𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _1|_1^{}_0)(z)𝑑\eta =`$
$`{\displaystyle \mathrm{𝟏}_B\mathrm{𝟏}_C𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _1\mathrm{𝟏}_A\mathrm{𝟏}_D|_1^{}_0)d(\widehat{\mu }\times \beta )}.`$
Performing first the integration over $`R`$ with respect to the measure $`\beta `$, we see that the only factor depending on the random part $`rR`$ is $`1_C`$, the others being functions only of $`(u,v)X^2`$. The coordinates of $`\pi _3(z)`$ from $`n`$ to $`1`$ are concatenations of blocks of $`\pi _1(z)`$ and $`\pi _2(z)`$, the choice (between a block in $`u`$ and a different block in $`v`$) being made according to the entries in $`r`$, hence with probabilities $`1/2,1/2`$). If $`k=k_{A,B}(u,v)=1+\text{card}\{j:nj2,u_j=v_j,u_{j+1}v_{j+1}\}`$, then

(37)
$$_R\mathrm{𝟏}_C(u,v,r)𝑑\beta (r)=\frac{1}{2^{k_{A,B}(u,v)}},$$

which is constant on $`AB`$. The following calculation will be more readable if we write $`𝔼^{}f`$ for $`𝔼(f|)`$. Since $`B_2`$ and $`_2__0_1^{}`$, we have $`𝔼^{_1^{}_0}\mathrm{𝟏}_B=𝔼^_0\mathrm{𝟏}_B`$. Consequently,

(38) $`{\displaystyle _{ABCD}}𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _1|_1^{}_0)(z)𝑑\eta `$
$`={\displaystyle _{X^2}}2^k\mathrm{𝟏}_D\mathrm{𝟏}_B\mathrm{𝟏}_A𝔼^{_1^{}_0}(\mathrm{𝟏}_{[j]}\pi _1)𝑑\widehat{\mu }(u,v)`$
$`={\displaystyle _{X^2}}2^k\mathrm{𝟏}_B𝔼^{_1^{}_0}(\mathrm{𝟏}_D\mathrm{𝟏}_A(\mathrm{𝟏}_{[j]}\pi _1))𝑑\widehat{\mu }(u,v)`$
$`={\displaystyle _{X^2}}2^k𝔼^{_1^{}_0}[\mathrm{𝟏}_B𝔼^{_1^{}_0}(\mathrm{𝟏}_D\mathrm{𝟏}_A(\mathrm{𝟏}_{[j]}\pi _1))]𝑑\widehat{\mu }(u,v)`$
$`={\displaystyle _{X^2}}2^k[𝔼^{_1^{}_0}\mathrm{𝟏}_B][𝔼^{_1^{}_0}(\mathrm{𝟏}_D\mathrm{𝟏}_A(\mathrm{𝟏}_{[j]}\pi _1))]𝑑\widehat{\mu }(u,v)`$
$`={\displaystyle _{X^2}}2^k[𝔼^_0\mathrm{𝟏}_B][𝔼^{_1^{}_0}(\mathrm{𝟏}_D\mathrm{𝟏}_A(\mathrm{𝟏}_{[j]}\pi _1))]𝑑\widehat{\mu }(u,v)`$
$`={\displaystyle _{X^2}}2^k[𝔼^_0(\mathrm{𝟏}_B\mathrm{𝟏}_D)][𝔼^{_1^{}_0}(\mathrm{𝟏}_A(\mathrm{𝟏}_{[j]}\pi _1))]𝑑\widehat{\mu }(u,v)`$
$`={\displaystyle _{X^2}}2^k𝔼^_0\{[𝔼^_0(\mathrm{𝟏}_B\mathrm{𝟏}_D)][𝔼^{_1^{}_0}(\mathrm{𝟏}_A(\mathrm{𝟏}_{[j]}\pi _1))]\}𝑑\widehat{\mu }(u,v)`$
$`={\displaystyle _{X^2}}2^k[𝔼^_0(\mathrm{𝟏}_B\mathrm{𝟏}_D)][(𝔼^_0(\mathrm{𝟏}_A(\mathrm{𝟏}_{[j]}\pi _1))]d\widehat{\mu }(u,v)`$
$`=\eta (ABCD\pi _1^1[j])=\eta (ABCD\pi _3^1[j]),`$
by (31), since $`B,D_2`$ and $`A,\pi _1^1[j]_1`$. This demonstrates the desired equality in the case $`\pi _3(z)_1=\pi _1(z)_1\pi _2(z)_1`$. The case $`\pi _3(z)_1=\pi _2(z)_1\pi _1(z)_1`$ is dealt with similarly.

If $`\pi _3(z)_1=\pi _1(z)_1=\pi _2(z)_1`$, then the integrand is the average of the two previous integrands, so we see that

(39) $`{\displaystyle _{ABCD}}\left(\frac{1}{2}𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _1|_1^{}_0)+\frac{1}{2}𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _2|_2^{}_0)\right)𝑑\eta =`$
$`\frac{1}{2}\eta (ABCD\pi _1^1[j])+\frac{1}{2}\eta (ABCD\pi _2^1[j])=`$
$`\eta (ABCD\pi _3^1[j]).`$
This completes the proof of equation (35).

Using (34), we have

(40) $`H_\eta (𝒫_3|_3^{}_0)`$ $`H_\eta (𝒫_3|_1^{}_2^{}_3^{}_0)`$
$`={\displaystyle \underset{j}{}\psi (𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _3|_1^{}_2^{}_3^{}_0))d\eta }.`$
We separate the integral into parts according to whether $`\pi _3(z)_1`$ is equal to $`\pi _1(z)_1`$, $`\pi _2(z)_1`$ or both. Let $`S_1=\{z:\pi _3(z)_1=\pi _1(z)_1\pi _2(z)_1\}`$, $`S_2=\{z:\pi _3(z)_1=\pi _2(z)_1\pi _1(z)_1\}`$ and $`S_3=\{z:\pi _3(z)_1=\pi _1(z)_1=\pi _2(z)_1\}`$. Let $`A=\{z:\pi _1(z)_1\pi _2(z)_1\}`$ so that $`A=S_1S_2`$. Note that $`S_1`$ and $`S_2`$ have equal measure by definition of $`\pi _3`$.

By symmetry,

(41)
$$_{S_1}\underset{j}{}\psi (𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _1|_1^{}_0)d\eta =_{S_2}\underset{j}{}\psi (𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _1|_1^{}_0)d\eta ,$$

so by (35),

(42) $`{\displaystyle _{S_1}}{\displaystyle \underset{j}{}}\psi (𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _3|_1^{}_2^{}_3^{}_0))d\eta =`$
$`\frac{1}{2}_A_j\psi (𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _1|_1^{}_0)d\eta .`$
Similarly,

(43) $`{\displaystyle _{S_2}}{\displaystyle \underset{j}{}}\psi (𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _3|_1^{}_2^{}_3^{}_0))d\eta =`$
$`\frac{1}{2}_A_j\psi (𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _2|_2^{}_0)d\eta .`$
Finally, integrating over $`S_3`$,

(44) $`{\displaystyle _{S_3}}{\displaystyle \underset{j}{}}\psi (𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _3|_1^{}_2^{}_3^{}_0))d\eta =`$
$`{\displaystyle _{A^c}}{\displaystyle \underset{j}{}}\psi \left(\frac{1}{2}(𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _1|_1^{}_0)+𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _2|_2^{}_0))\right)d\eta >`$
$`\frac{1}{2}_{A_c}_j(\psi (𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _1|_1^{}_0)+\psi (𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _2|_2^{}_0))d\eta .`$
The strict inequality in the above arises since $`\psi `$ is strictly concave and there exist a $`j`$ in the alphabet of $`X`$ and a set of points of positive measure in $`A^c=\{(u,v,r)Z=X^2\times R:u_1=v_1\}`$ for which $`𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _1|_1^{}_0)𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _2|_2^{}_0)`$— for, if not, Lemma 3 would imply that $`\mu _1=\mu _2`$.

Now adding the preceding equalities, we see

(45) $`H_\eta (𝒫_3|_3^{}_0)>`$
$`{\displaystyle \frac{1}{2}}({\displaystyle }{\displaystyle \underset{j}{}}\psi (𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _1|_1^{}_0)d\eta +{\displaystyle }{\displaystyle \underset{j}{}}\psi (𝔼_\eta (\mathrm{𝟏}_{[j]}\pi _2|_2^{}_0)d\eta )`$
$`=\frac{1}{2}(H(𝒫_1|_1^{}_0)+H(𝒫_2|_2^{}_0))`$
$`=h_{\mu _1}(X)h_\nu (Y).`$
From (33), we see that $`h_{\mu _3}(X)>h_{\mu _1}(X)`$ as required. ∎

###### Remark.

It would be desirable to have a proof of this result based on the Shannon-McMillan-Breiman Theorem, but so far we have not been able to construct one.

###### Definition.

Let $`(X,,\mu ,T)`$ and $`(Y,𝒞,\nu ,S)`$ be measure-preserving systems, $`\pi :XY`$ a factor map, and $`\alpha `$ a finite generating partition for $`X`$. We say that $`\mu `$ is relatively Markov for $`\alpha `$ over $`Y`$ if it satisfies one of the following two equivalent conditions:

1. $`\alpha _{T^1\alpha \pi ^1𝒞}\alpha _2^{\mathrm{}}`$ ;
2. $`H_\mu (\alpha |\alpha _1^{\mathrm{}}\pi ^1𝒞)=H_\mu (\alpha |T^1\alpha \pi ^1𝒞)`$.

(As usual, $`\alpha _i^j=_{k=i}^jT^k\alpha `$.)

###### Corollary 3.

If $`X`$ is a $`1`$-step SFT, $`Y`$ is a subshift, $`\pi :XY`$ is a $`1`$-block factor map, $`\nu `$ is an ergodic measure on $`Y`$, and $`\mu `$ is an ergodic relatively maximal measure over $`\nu `$, then $`\mu `$ is relatively Markov for the time-0 partition of $`X`$ over $`Y`$.

###### Proof.

We apply the first half of the proof of Lemma 3 with $`\mu _1=\mu _2=\mu `$. Note that then $`\widehat{\mu }(S)>0`$. If $`s_1g_i^{(1)}=s_1g_i^{(2)}`$ for all symbols $`i`$ in the alphabet of $`X`$, the proof proceeds as before to show that the information function with respect to $`\mu `$ of the time-0 partition $`𝒫`$ of $`X`$ given $`𝒫_1^{\mathrm{}}\pi ^1_Y`$ is measurable with respect to $`𝒫\sigma ^1𝒫\pi ^1_Y`$, and hence $`\mu `$ is a 1-step relatively Markov measure.

If there is a symbol $`i`$ in the alphabet of $`X`$ for which $`s_1g_i^{(1)}s_1g_i^{(2)}`$, then the construction in the proof of Theorem 1, by interleaving strings according to another random process, will again produce a measure projecting to $`\nu `$ which will have entropy greater than $`h(\mu )`$. ∎

## 3. Examples

###### Example 1.

In case $`\pi `$ has a singleton clump $`a`$ and $`\nu `$ is Markov on $`Y`$, we can construct the unique relatively maximal measure above $`\nu `$ explicitly. Denote the cylinder sets $`[a]`$ in $`X`$ and in $`Y`$ by $`X_a`$ and $`Y_a`$, respectively. If $`\nu `$ is (1-step) Markov on $`Y`$, then the first-return map $`\sigma _a:Y_aY_a`$ is countable-state Bernoulli with respect to the restricted and normalized measure $`\nu _a=\nu /\nu [a]`$: the states are all the loops or return blocks $`aC^i`$ with $`aC^ia=ac_1^i\mathrm{}c_{r_i}^ia`$ appearing in $`Y`$ and no $`c_j^i=a`$.

Under $`\pi ^1`$, the return blocks to $`[a]`$ expand into bands $`aB^{i,j}`$, with $`aB^{i,j}a`$ appearing in $`X`$ and $`\pi B^{i,j}=C^i`$ for all $`i,j`$. Topologically, $`(X_a,\sigma _a)`$ is a countable-state full shift on these symbols $`aB^{i,j}`$. We define $`\mu _a`$ to be the countable-state Bernoulli measure on $`(X_a,\sigma _a)`$ which equidistributes the measure of each loop (state) of $`Y_a`$ over its preimage band:

(46)
$$\mu _a[aB^{i,j}]=\frac{\nu _a[aC^ia]}{|\pi ^1[aC^ia]|}\text{for all }i,j.$$

We show now that this choice of $`\mu _a`$ is relatively maximal over $`\nu _a`$. Let $`\lambda _a`$ be any probability measure on $`X_a`$ which maps under $`\pi `$ to $`\nu _a`$. Then the countable-state Bernoulli measure on $`X_a`$ which agrees with $`\lambda _a`$ on all the 1-blocks $`aB^{i,j}`$ (its “Bernoullization”) has entropy no less than that of $`\lambda _a`$ and still projects to the Bernoulli measure $`\nu _a`$, so we may as well assume that $`\lambda _a`$ is countable-state Bernoulli. If $`\lambda _a[aB^{i,j}]=q^{i,j}`$ and $`|\pi ^1(aC^ia)|=J_i`$ for all $`i,j`$, then

(47)
$$h(X_a,\sigma _a,\lambda _a)=\underset{i=1}{\overset{\mathrm{}}{}}\underset{j=1}{\overset{J_i}{}}q^{i,j}\mathrm{log}q^{i,j}.$$

Note that for each $`i`$

(48)
$$\underset{j=1}{\overset{J_i}{}}q^{i,j}=\nu _a[aC^ia]$$

is fixed at the same value for all $`\lambda _a`$. Thus for each $`i`$,

(49)
$$\underset{j=1}{\overset{J_i}{}}q^{i,j}\mathrm{log}q^{i,j}$$

is maximized by putting all the $`q^{i,j}`$ equal to one another.

Finally, this unique relatively maximal $`\mu _a`$ over $`\nu _a`$ determines the unique relatively maximal $`\mu `$ on $`X`$ over $`\nu `$ on $`Y`$, since according to Abramov’s formula

(50)
$$h(X,\sigma ,\mu )=\mu [a]h(X_a,\sigma _a,\mu _a),$$

and $`\mu [a]=\nu [a]`$.

We show how this calculation of the unique relatively maximal measure over a Markov measure in the case of a singleton clump works out in a particular case. It was shown in  that for the following factor map there is a saturated compensation function $`G\pi `$ with $`G𝒞(Y)`$ but no such compensation function with $`G(Y)`$. There is a singleton clump, $`a`$.

For each $`k1`$ the block $`ab^ka`$ in $`Y`$ has $`k+1`$ preimages, depending on when the subscript on $`b`$ switches from 1 to 2. Let $`\nu `$ be Markov on $`Y`$. To each preimage $`aB_1aB_2a\mathrm{}aB_r`$ of $`ab^{k_1}ab^{k_2}\mathrm{}ab^{k_r}`$ the optimal measure $`\mu _a`$ assigns measure

(51)
$$\mu _a[aB_1aB_2a\mathrm{}aB_r]=\frac{1}{k_1+1}\mathrm{}\frac{1}{k_r+1}\nu _a[ab^{k_1}ab^{k_2}\mathrm{}ab^{k_r}].$$

The unique relatively maximal measure over $`\nu _a`$ can be described in terms of fiber measures as follows. Given $`y=ab^{k_1}ab^{k_2}\mathrm{}ab^{k_r}\mathrm{}Y_a`$, $`\mu _{a,y}`$ chooses the preimages of each $`b^{k_i}`$ with equal probabilities and independently of the choice of preimage of any other $`b^{k_j}`$. Then

(52)
$$\mu _a[aB_1aB_2a\mathrm{}aB_r]=_{Y_a}\mu _{a,y}[aB_1aB_2a\mathrm{}aB_r]𝑑\nu _a(y).$$

###### Example 2.

The relatively maximal measures over an ergodic measure $`\nu `$ on $`Y`$ which is supported on the orbit $`𝒪(y)`$ of a periodic point $`y=CCC\mathrm{}Y`$ can be found by analyzing the SFT $`X_y=\pi ^1𝒪(y)`$. The relatively maximal measures over $`\nu `$ are determined by the maximal (Shannon-Parry) measures on the irreducible components of $`X_y`$. Consequently, if $`X_y`$ is irreducible, then the discrete invariant measure on the orbit of $`y`$ is $`\pi `$-determinate.

###### Example 3.

Failure of $`\pi `$-determinacy for a fully-supported measure. In the preceding example, along with others discussed in , failure of $`\pi `$-determinism can be blamed on lack of communication among fibers. An example suggested by Walters (see ) also shows that there can be fully supported $`\nu `$ on $`Y`$ which are not $`\pi `$-determinate. For such examples there are potential functions $`V𝒞(Y)`$ such that $`V\pi `$ has two equilibrium states which project to the same ergodic measure on $`Y`$.

In this example, $`X=Y=\mathrm{\Sigma }_2=`$ full $`2`$-shift, and $`\pi (x)_0=x_0+x_1mod2`$ is a simple cellular automaton $`2`$-block map. If we replace $`X`$ by its $`2`$-block recoding, so that $`\pi `$ becomes a $`1`$-block map, we obtain the following diagram:

This is a finite-to-one map and hence is Markovian—for example, the Bernoulli $`1/2,1/2`$ measure on $`\mathrm{\Sigma }_2`$ is mapped to itself. The constant function $`0`$ is a compensation function. Thus every Markov measure on $`Y`$ is $`\pi `$-determinate: the equilibrium state $`\mu _V`$ of a locally constant $`V`$ on $`Y`$ lifts to the equilibrium state of $`V\pi `$, which is the unique relatively maximal measure over $`\mu _V`$ (in fact it’s the only measure in $`\pi ^1\{\mu _V\}`$).

For every ergodic $`\nu `$ on $`Y`$, all of $`\pi ^1\{\nu \}`$ consists of relatively maximal measures over $`\nu `$, all of them having the same entropy as $`\nu `$.

If $`p1/2`$, the two measures on the SFT $`X`$ that correspond to the Bernoulli measures $`(p,1p)`$ and $`(1p,p)`$ both map to the same measure $`\nu _p`$ on $`Y`$. Thus $`\nu _p`$, which is fully supported on $`Y`$, is not $`\pi `$-determinate. (An entropy-decreasing example is easily produced by forming the Cartesian product of $`X`$ with another SFT.)

Moreover, $`\nu _p`$ is the unique equilibrium state of some continuous function $`V_p`$ on $`Y`$ . Then the set of relatively maximal measures over $`\nu _p`$, which is the entire set $`\pi ^1\{\nu _p\}`$, consists of the equilibrium states of $`V_p\pi +G\pi =V_p\pi `$ , so this potential function $`V_p\pi `$ has many equilibrium states.

###### Example 4.

Homogeneous clumps. In the following example there is no singleton clump, but the clumps are homogeneous with respect to $`\pi `$ so there is a locally constant compensation function (see ), and hence every Markov measure on $`Y`$ is $`\pi `$-determinate and its unique relatively maximal lift is Markov.

In this case the return time to $`[a]`$ is bounded, so $`X_a`$ is a finite-state SFT rather than the countable-state chain of the general case. There are six states, $`a_1a_1`$, $`a_1b_1a_1`$, $`a_1a_2`$, $`a_2a_2`$, $`a_2b_2a_2`$, and $`a_2a_1`$, according to the time 0 entries of $`xX_a`$ and $`\sigma _ax`$. Fix this order of the states for indexing purposes. It can be shown by direct calculation that for this example a stochastic matrix $`P`$ determines a Markov measure on $`X_a`$ that is relatively maximal over its image if and only if it is of the form

(53)
$$\left(\begin{array}{cccccc}x& 12x& x& 0& 0& 0\\ y& 12y& y& 0& 0& 0\\ 0& 0& 0& x& 12x& x\\ 0& 0& 0& x& 12x& x\\ 0& 0& 0& y& 12y& y\\ x& 12x& x& 0& 0& 0\end{array}\right).$$

(In this case the image measure is also Markov.)
Here $`0<x,y<1/2`$ and the probability vector fixed by $`P`$ is

(54)
$$p=\frac{1}{4y+2(12x)}(y,12x,y,y,12x,y).$$

Further, given a (1-step) Markov measure $`\nu `$ on $`Y`$, put $`K=\nu [aa]/\nu [aba]`$. Then a stochastic matrix of the form (53) with fixed vector $`p`$ satisfies $`p_1+p_3+p_4+p_6=\nu [aa]`$ and $`p_2+p_5=\nu [aba]`$ (so that the Markov measure $`\mu `$ that it determines projects to $`\nu `$) if and only if $`x=y=K/(2K+2)`$ (and then $`\mu `$ is relatively maximal over $`\nu `$).

###### Example 5.

Singleton clump after recoding. Make the preceding example a little bit more complicated by adding a loop at $`b_1`$, so that now the return time to $`[a]`$ is unbounded. It can be verified that now there is still a continuous saturated compensation function, but there is no locally constant compensation function, so the code is not Markovian. However, if we look at higher block presentations of $`X`$ and $`Y`$, we can find singleton clumps, for example $`abba`$. Therefore again every Markov measure on $`Y`$ is $`\pi `$-determinate.

###### Example 6.

No singleton clumps. Complicating Example 5 a bit more, we can produce a situation in which there are no singleton clumps, not even for any higher block presentation.

For this example it can be shown that there is a continuous saturated compensation function $`G\pi `$, but we do not know exactly which measures are $`\pi `$-determinate. Although the example appears simple, the question of how many fibers allow how much switching is complex.

###### Acknowledgment.

An exposition of some of these results was included in . We thank Mike Boyle, Xavier Méla, Jean-Paul Thouvenot, and Peter Walters for their very helpful questions, suggestions, and discussions and the referee for comments that improved the writing.