For nearest-neighbour bond percolation with on the strip , put . The Harris-FKG inequality and translation invariance imply . Thus is a subadditive sequence, and the Fekete lemma gives
The direct horizontal graph path gives . Enlarging the strip increases every percolation two-point connection probability, so is nonincreasing in and has a nonnegative limit of a sequence.
The entropy rate of is
The numerator is a subadditive sequence, so the limit exists and equals the infimum of the displayed ratios.
Fekete's lemma 2026-10-14
For a real subadditive sequence , the normalized sequence has the extended-real limit of a sequence
No lower-bound hypothesis is needed for this conclusion. The limit of a sequence is finite precisely when the ratios are bounded below. The example is a subadditive sequence with normalized limit of a sequence .
To prove the result, fix and, for , write with and . Iterating subadditivity gives , where and . Hence for every . Every ratio is at least their infimum. If that infimum is finite these bounds identify the limit of a sequence; if it is , choosing with an arbitrarily negative ratio gives convergence to .
Set . It may be , but cannot be because is finite. Fix and write , . Repeated use of the subadditive sequence inequality gives
where . Dividing by and letting gives . Since this holds for every , the upper limit of a sequence is at most , while every ratio is at least . If is finite these bounds agree. If , choose with below any prescribed real number; the same upper-limit bound proves convergence to . This establishes the extended-real Fekete lemma:
A finite real limit of a sequence requires a lower linear bound. For example satisfies the premise but has normalized limit of a sequence , so that qualification cannot be dropped.
Write and . We use these standard facts about the infinite-volume wired random-cluster measure for : it is translation invariant and invariant under coordinate reflections/permutations; it has positive association of the random-cluster model; and every conditional edge-open probability is at least
The last bound follows because an edge either leaves its component count unchanged on opening, giving probability , or merges two components, giving . These are standard infinite-volume properties of the limit obtained from the finite wired laws by weak convergence of probability measures. Positive association of random variables applies to connection events by increasing approximation with finite-path events.
Opening the edges of the straight segment gives , so its logarithm is finite. The events and are increasing, and their intersection implies connection to . Thus
The sequence is a subadditive sequence, with . Part (a) proves the random-cluster inverse correlation length exists and is finite:
Since for every , exponentiating yields the requested bound
This is the Fekete lemma, with its possible extended-real limit made explicit. Put . Since , cannot be ; it may be .
Fix and write , with . Repeated subadditivity gives
where for this calculation set . The finitely many possible remainder terms are bounded. Since ,
This holds for every , whereas by the definition of an infimum. If is finite, the upper and lower bounds agree. If , choosing with arbitrarily negative shows that . Thus
A finite real limit is not guaranteed: is a subadditive sequence and has . If the limit is intended to be real rather than extended real, one must add a linear lower bound.
Split a self-avoiding walk of length after its first steps. Its prefix is one of the walks, and its translated suffix is a self-avoiding walk of length from the origin. The pair determines the original walk, although not every pair can be concatenated without intersection. Therefore
All are positive, so is a subadditive sequence. The Fekete lemma gives existence of and consequently of the connective constant.
For a lower bound, all words of length using only north and east steps produce distinct self-avoiding walks: the sum of the two coordinates increases at each step. Thus . For an upper bound, there are four choices for the first step and at most three thereafter, since a self-avoiding walk cannot immediately reverse its previous edge. Hence . Taking th roots proves
The elementary upper bound counts all non-backtracking walks, including some that self-intersect, so it is an upper estimate rather than an equality.
A self-avoiding walk is a finite sequence of graph vertices in which successive vertices are adjacent and no graph vertex is repeated; its length is , the number of edges. Include the zero-length walk.
Split a length- walk from into its first edges and remaining edges. After fixing the first segment, the number of possible suffixes is at most , since forgetting the prohibition on revisiting its earlier vertices can only increase that number. Thus , and taking the supremum gives
Every finite-radius ball is finite because degrees are bounded. An infinite connected graph has vertices arbitrarily far from each root, so shortest paths give . Also for : after the first edge, an immediate reversal is forbidden. In particular and these suprema are finite.
Apply the Fekete lemma: a real subadditive sequence satisfies , allowing negative infinity. Here , so the limit is finite. The uniform connective constant of a bounded-degree graph is therefore
Use integer graph vertices in the boxes: , and set . Thus , , and for .
If , erase loops from an open graph path to obtain a self-avoiding walk. Let be its first graph vertex on . Split at . The prefix certifies , while a segment of the suffix certifies : the final graph vertex is at supremum norm distance at least from , so the suffix first hits that translated boundary. The two certificates use disjoint edges. Therefore the BK boundary-splitting estimate, the union bound, the Van den Berg-Kesten inequality, and translation invariance give
The cases or follow directly from , so this proves the bound including the endpoints.
Here is an explicit way to remove the polynomial boundary factor. For put , . By symmetry in , assume . Then
Consequently is a subadditive sequence. The Fekete lemma states that any real subadditive sequence satisfies , possibly . In this case the direct horizontal open graph path gives , so this limit of a sequence is bounded below by . Since , its upper bound is zero. Finally,
has the same limit of a sequence. Thus the percolation one-arm decay rate exists and
For , every with is zero and . No exponential-decay theorem or assumption that is below the percolation critical probability is needed.
On a probability measure-preserving system, for a finite measurable partition , the entropy of a finite measurable partition is
Use natural logarithms, so information entropy is measured in nats; another fixed logarithm base rescales all answers. The join of measurable partitions is their common refinement, and write , with an empty join the trivial partition. The entropy rate of a measurable partition and Kolmogorov-Sinai entropy are respectively
The block entropies form a subadditive sequence, so the first limit exists by the Fekete lemma. For finite partitions the conditional entropy of finite measurable partitions is .
Put and for . The chain rule for information entropy, applied from the last coordinate backwards, and measure preservation give
The second equality uses invariance of the joint partition atom probabilities under the common pullback ; invertibility is unnecessary. Since conditioning reduces entropy, decreases to a nonnegative limit . The Cesaro convergence of a sequence of this convergent sequence has the same limit. Therefore
Equivalently , where . Here conditional entropy of a countable measurable partition conditioned on a sigma-algebra is computed using conditional partition atom probabilities; the martingale convergence theorem gives continuity under increasing conditioning sigma-algebras. This is the infinite-future formula for partition entropy rate.
The Kolmogorov-Sinai generator theorem states that if a finite or countable measurable partition has finite entropy of a countable measurable partition and its iterates generate the whole completed sigma-algebra modulo null sets, then . For an invertible system, generating means modulo null sets. For a noninvertible system a one-sided generator, using , suffices. The two-sided and one-sided versions must not be confused.
For a Bernoulli shift with discrete symbol probabilities , the coordinate-zero measurable partition has independent coordinate iterates. Thus
For a finite alphabet the coordinate partition is a generator of finite entropy of a finite measurable partition; on the two-sided sequence space use all integer coordinate iterates, and on the one-sided space use the nonnegative ones. The Kolmogorov-Sinai generator theorem proves the displayed answer in both cases. The same calculation applies to countably many symbols when their Shannon entropy is finite, using the countable finite-entropy version of the theorem. If the Shannon entropy is infinite, merge all but the first symbols into one cell. These finite coordinate partitions have entropy rate , so the system entropy is infinite. Zero-probability symbols contribute zero. In particular a fair -symbol shift has entropy .
For the final assertion, let and complete it modulo null sets. The approximation property forces modulo null sets. Indeed for each , choose approximating sets from finite blocks with error tending to zero. Their indicators approach in , and is a closed vector subspace, so is -measurable modulo a null set.
Invertibility now gives modulo null sets. In particular the present partition is measurable with respect to its entire future, so . The infinite-future formula gives . Since the given one-sided generator is also a two-sided generator, the Kolmogorov-Sinai generator theorem finishes the proof:
This is finite one-sided generator of an invertible system forces zero entropy. Invertibility is essential: a fair binary one-sided Bernoulli shift has a finite one-sided generator and Kolmogorov-Sinai entropy .
Let . The relevant version of the Fekete lemma is the extended-real Fekete lemma: may be , but cannot be because is real. We show that this is exactly the limit of a sequence.
Fix and, for , write , where and . Iterating the defining inequality gives . If , it also gives ; if , there is no remainder term. Thus, with and ,
As , , so . This holds for every positive . On the other hand every . If is finite, these two bounds give the desired equality. If , for every real choose with ; the same upper bound makes for all sufficiently large . Therefore
The index is excluded because its ratio is undefined, and is irrelevant since the defining inequality was required only at positive indices. If the printed word “limit of a sequence” is interpreted as a finite real limit of a sequence, an additional lower bound is necessary: defines a subadditive sequence but . The extended-real statement is the correct unrestricted conclusion.
Put , with . The connection event is increasing in the open edges. Apply the Harris-FKG inequality to connection from to and connection from to , both constrained to the strip. Their intersection implies connection between the outer endpoints, while horizontal translation invariance makes the second event's probability . Hence
These events may depend on infinitely many strip edges. To justify the inequality directly, first restrict each connecting graph path to a finite box, apply Harris-FKG inequality in the finite independent edge family, and then let the box grow. Every connection has a finite witness graph path, so continuity from below gives the stated inequality.
The direct horizontal graph path supplies , and probabilities are at most one. Thus is a finite nonnegative subadditive sequence with . The Fekete lemma now gives a finite connection decay rate in a percolation strip:
Each individual ratio is at least its infimum, so and therefore
At this reads . Only nonnegative separations are intended by this notation; horizontal reflection supplies the analogous bound with for negative separations.
For a finite measurable partition ,
Its conditional entropy of finite measurable partitions relative to is
The concavity of , equivalently conditioning reduces entropy, gives
The atoms of are with the same measures as the atoms of . Hence .
Set
The chain rule and invariance give , so is a subadditive sequence. Therefore
The Kolmogorov-Sinai entropy is over finite partitions.
Taking immediately shows that the infimum over arbitrary finite is at most . For the reverse inequality, apply Shearer's inequality to translates of a fixed finite inside a long interval. Every interior coordinate is covered times, while only boundary coordinates are lost. Subadditivity bounds the boundary contribution; division by the interval length and passage to the limit give
Taking the infimum proves
Let
The events and are increasing events of bond percolation. The FKG inequality and translation invariance give
Thus is a subadditive sequence. Since every probability is positive for , Fekete lemma applies and gives