12 Multifractal analysis
This chapter documents the coarse-grained (finite-resolution) multifractal analysis of an invariant probability measure, formalized in ErgodicTheory/Multifractal/ (29 modules under the ErgodicTheory.Multifractal aggregator). The theory quantifies how unevenly a measure \(\mu \) distributes mass over the cells of a finite partition at scale \(\varepsilon \): the partition function \(Z_q\), the mass exponent \(\tau (q)\), the Rényi (generalized) dimensions \(D_q\), and the singularity spectrum \(f(\alpha )\), the Legendre transform of \(\tau \).
The development has four layers. First, an abstract, measure-free core: all quantities are defined on a bare finite weight family \(p : \iota \to \mathbb {R}\) (think \(p_i = \mu (\text{cell}_i)\)), with the probability hypotheses carried on the lemmas, never baked into the definitions. The structural heart is the Hölder / cumulant-convexity argument: \(q \mapsto \log Z_q\) is convex, hence the mass exponent \(\tau \) is concave (for a scale \(0 {\lt} \varepsilon {\lt} 1\), since \(\log \varepsilon {\lt} 0\) flips the sign), and \(D_q\) is non-increasing in \(q\). Second, the measure/flow layer discharges the abstract hypotheses from an actual invariant probability measure and identifies the \(q = 1\) branch with the Shannon entropy of the partition. Third, the fine-scale (pointwise) theory: the local dimension \(d_\mu (x) = \lim _{r\to 0^+} \log \mu (B(x,r))/\log r\), proved to exist and equal the ambient dimension in the absolutely-continuous case, together with the Frostman/Billingsley bridge from pointwise dimension to Hausdorff dimension, and the symbolic entropy = dimension identity \(\dim _H = h_\mu (\sigma )/\log 2\) on the full shift, made unconditional for Bernoulli measures. Fourth, a genuinely multifractal witness: the constant-roof suspension flow of a biased two-sided Bernoulli shift, an ergodic flow of positive entropy whose Rényi spectrum is provably \(q\)-dependent. Fifth, the dynamical Rényi entropy rate and its factor-map monotonicity (the “\(c\)-function” tier 1, issue #60): a static data-processing inequality for the Rényi entropy \(H_q\) under coarse-graining, its unconditional lift to the Rényi rate along the cylinders of a shift under one-block factor codes, an exact Bernoulli closed form with strict drops on genuine merges, and the honest degeneracy boundary that seals \(q = 1\) as the unique order monotone under arbitrary factors.
Everything below is formalized sorry-free and verified by the guarded axiom audit to rest only on \(\{ \texttt{propext}, \texttt{Classical.choice}, \texttt{Quot.sound}\} \). Throughout, \(\iota \) is a finite index type and the exponent \(x^q\) is the real-base real-exponent power (Real.rpow).
12.1 The coarse-grained formalism
For a finite weight family \(p : \iota \to \mathbb {R}\) and \(q \in \mathbb {R}\), the generalized partition function is
the sum over the occupied cells only. The positivity guard is load-bearing at \(q = 0\): it forces empty cells (\(p_i = 0\)) to contribute \(0\) rather than \(0^0 = 1\), so that \(Z_0\) counts the occupied cells. For \(q \ne 0\) the guard is removable (\(0^q = 0\)), and for a probability family (\(p_i \ge 0\), \(\sum _i p_i = 1\)) one has \(Z_1 = 1\).
The mass exponent of the family \(p\) at scale \(\varepsilon \) is
defined for every \(q\) with no case split. For a probability family \(\tau (1) = 0\), since \(Z_1 = 1\).
The Rényi (generalized) dimension of \(p\) at scale \(\varepsilon \) is
At \(q = 1\) the general formula is the indeterminate \(0/0\), so the L’Hôpital value — the information dimension — is supplied directly as a separate branch. (By the Mathlib convention \(\log 0 = 0\), the \(q = 1\) numerator needs no positivity guard.)
The singularity spectrum of \(p\) at scale \(\varepsilon \) is the Legendre transform of the mass exponent,
It is an infimum: since \(\tau \) is concave (Theorem 12.6), the supremum of \(q\alpha - \tau (q)\) would be \(+\infty \).
12.2 Structure of the spectrum: convexity and monotonicity
Let \(p : \iota \to \mathbb {R}\) satisfy \(p_i \ge 0\) for all \(i\) and \(p_i {\gt} 0\) for some \(i\). Then \(q \mapsto \log Z_q\) is convex on all of \(\mathbb {R}\). This is the cumulant-convexity / Hölder property, the mathematical core of the multifractal theory.
Derivative-free. The midpoint inequality \(Z_{aq_1 + bq_2} \le Z_{q_1}^{\, a}\, Z_{q_2}^{\, b}\) (for \(a, b {\gt} 0\), \(a + b = 1\)) is exactly the two-term Hölder inequality with conjugate exponents \(1/a, 1/b\) applied on the support \(\{ i : p_i {\gt} 0\} \) (the lemma partitionFunction_holder). The positivity hypothesis gives \(Z_q {\gt} 0\) at every \(q\), so taking logarithms and using monotonicity of \(\log \) turns the multiplicative bound into the convexity inequality for \(\log \circ Z\).
Under the same hypotheses on \(p\), for a scale \(0 {\lt} \varepsilon {\lt} 1\) the mass exponent \(q \mapsto \tau (q) = \log Z_q / \log \varepsilon \) is concave on \(\mathbb {R}\).
Since \(0 {\lt} \varepsilon {\lt} 1\), the denominator \(\log \varepsilon \) is negative; multiplying the convex \(\log Z_q\) by the nonpositive constant \(1/\log \varepsilon \) flips convexity to concavity. Formally, \(c \cdot \log Z\) with \(c = -(\log \varepsilon )^{-1} \ge 0\) is convex, and \(\tau \) is its negation.
Let \(p\) be a probability weight family (\(p_i \ge 0\), \(\sum _i p_i = 1\), at least one \(p_i {\gt} 0\)) and \(0 {\lt} \varepsilon {\lt} 1\). Then \(q \mapsto D_q\) is non-increasing (Antitone) on all of \(\mathbb {R}\) — including across the information-dimension branch point \(q = 1\).
The classical secant-slope argument. Write \(h(q) = \log Z_q\); it is convex and \(h(1) = 0\) for a probability family, so the secant slope \(g(q) = h(q)/(q-1)\) anchored at \(1\) is non-decreasing on \(\{ q \ne 1\} \) (ConvexOn.secant_mono). For \(q \ne 1\), \(D_q = g(q)/\log \varepsilon \), and \(\log \varepsilon {\lt} 0\) flips monotone to antitone. The subtle point is gluing in \(q = 1\): the information-dimension numerator \(\sum _i p_i \log p_i\) is exactly the derivative \(h'(1)\) (each occupied summand \(q \mapsto p_i^{\, q}\) is a real exponential), and the convex supporting-line inequalities give \(g(q) \le h'(1) \le g(q')\) for \(q {\lt} 1 {\lt} q'\); dividing by \(\log \varepsilon {\lt} 0\) inserts \(D_1\) into the antitone family.
12.3 The measure and flow layer
The abstract core specializes to a genuine invariant probability measure \(\mu \) together with a finite measurable partition \(P\) (a MeasurePartition), by taking the weight family \(p_i = \mu (\text{cell}_i)\). The probability hypotheses are now discharged from the measure: nonnegativity, the normalization \(\sum _i p_i = 1\), and the existence of a cell of positive mass all follow from \(\mu \) being a probability measure.
For a measure \(\mu \) on \(\alpha \), a finite measurable partition \(P\) of \(\mu \) indexed by \(\iota \), and \(\varepsilon , q \in \mathbb {R}\), the Rényi dimension of \(\mu \) at partition scale \(\varepsilon \) is the abstract \(D_q\) of the cell-mass family \(i \mapsto \mu (P_i)\) (real-valued via toReal). The companion definitions partitionFunctionMeasure and massExponentMeasure specialize \(Z_q\) and \(\tau \) in the same way.
For a probability measure \(\mu \), a finite measurable partition \(P\), and a scale \(0 {\lt} \varepsilon {\lt} 1\), the Rényi dimension \(q \mapsto D_q(\mu , P, \varepsilon )\) is non-increasing in \(q\).
Apply Theorem 12.7 to the cell-mass family: nonnegativity is \(\texttt{ENNReal.toReal} \ge 0\), the normalization is the partition identity \(\sum _i \mu (P_i) = 1\), and at least one cell has positive mass because the total mass is \(1\).
For a probability measure \(\mu \), a partition \(P\), and any \(\varepsilon \),
where \(H(P) = \sum _i \operatorname {negMulLog}\bigl(\mu (P_i)\bigr) = -\sum _i \mu (P_i)\log \mu (P_i)\) is the Shannon entropy of the partition. For \(0 {\lt} \varepsilon {\lt} 1\) this is the familiar \(D_1 = H(P)/\log (1/\varepsilon )\).
Unfold the \(q = 1\) branch of \(D_q\): its numerator \(\sum _i \mu (P_i)\log \mu (P_i)\) is term-by-term the negation of the \(\operatorname {negMulLog}\) sum defining \(H(P)\).
For a measure-preserving flow \(\varphi \) with invariant probability measure \(\mu \) (Definition 8.1), a partition \(P\), and \(\varepsilon , q\), the Rényi dimension of the flow’s invariant measure is \(D_q(\varphi , P, \varepsilon ) = D_q(\mu , P, \varepsilon )\). The flow is an explicit (unused) argument whose type documents that \(\mu \) is flow-invariant; the multifractal API consumes any invariant probability measure.
For a measure-preserving flow \(\varphi \) of a probability measure \(\mu \), a partition \(P\), and \(0 {\lt} \varepsilon {\lt} 1\), the flow Rényi dimension \(q \mapsto D_q(\varphi , P, \varepsilon )\) is non-increasing in \(q\).
renyiDimFlow unfolds to renyiDimMeasure, so this is Theorem 12.9 verbatim.
12.4 Local dimension and Hausdorff dimension
For a measure \(\mu \) on a (pseudo-)metric measurable space \(E\) and a point \(x\), the upper local (pointwise) dimension is
the \(\limsup \) along the filter \(r \to 0^+\) of the closed-ball mass quotient. Where the genuine limit exists (as in the absolutely-continuous case below), this \(\limsup \) is the honest local dimension.
Let \(E\) be a finite-dimensional real inner-product space (Borel-measurable) and let \(\mu \) be a probability measure on \(E\) absolutely continuous with respect to an additive Haar measure \(\nu \) (e.g. Lebesgue). Then for \(\mu \)-almost every \(x\) the local-dimension quotient \(\log \mu (\bar B(x,r)) / \log r\) converges, as \(r \to 0^+\), to the ambient dimension \(\dim _{\mathbb {R}} E = \operatorname {finrank}_{\mathbb {R}} E\).
Pure measure differentiation, no dynamics. Besicovitch differentiation gives \(\mu (\bar B(x,r))/\nu (\bar B(x,r)) \to (d\mu /d\nu )(x)\) as \(r \to 0^+\), \(\mu \)-a.e., with the Radon–Nikodym density finite and positive \(\mu \)-a.e. (from \(\mu \ll \nu \)). The Haar ball-volume scaling \(\nu (\bar B(x,r)) = r^{d}\, \nu (\bar B(0,1))\) with \(d = \operatorname {finrank}_{\mathbb {R}} E\) factorizes the ball mass as \(\text{ratio}(r) \cdot r^d \cdot C\) with \(\text{ratio}(r) \to L {\gt} 0\) and \(C {\gt} 0\); a logarithm-limit lemma then shows the quotient is \((\log \text{ratio}(r) + \log C)/\log r + d \to d\), since \(\log r \to -\infty \) kills the bounded numerator.
Under the same hypotheses, \(\bar d_\mu (x) = \operatorname {finrank}_{\mathbb {R}} E\) for \(\mu \)-almost every \(x\): the measure is exact-dimensional with dimension equal to the ambient dimension.
Where the genuine limit of Theorem 12.14 exists, the \(\limsup \) defining \(\bar d_\mu \) returns that limit.
Let \(\mu \) be a probability measure on a Borel second-countable metric space \(E\), let \(\alpha {\gt} 0\), and let \(s\) be a set of full \(\mu \)-measure (\(\mu (s^{\mathsf c}) = 0\)) such that for every \(x \in s\) the local-dimension quotient \(\log \mu (\bar B(x,r))/\log r\) tends to \(\alpha \) as \(r \to 0^+\). Then \(\dim _H s = \alpha \).
Two mass-distribution arguments over a bare metric space. Lower bound (Frostman): for each \(a {\lt} \alpha \), the pointwise limit yields on a positive-measure measurable piece of \(s\) a uniform upper ball bound \(\mu (\bar B(x,r)) \le r^a\) at small radii; then \(\mu \! \restriction _A \le \mu _H^a\) (any small-diameter set meeting \(A\) sits in a controlled ball), so \(\mu _H^a(s) {\gt} 0\) and \(a \le \dim _H s\); let \(a \uparrow \alpha \). Upper bound (Billingsley): for \(a {\gt} \alpha \), the limit produces at arbitrarily small radii the lower bound \(\mu (\bar B(x,r)) \ge r^a\) (the positive limit forces positive ball masses); a Vitali enlargement of a disjoint subfamily of such balls covers \(s\) with \(\sum (\operatorname {diam})^a \le (2\tau )^a \mu (E) {\lt} \infty \), so \(\mu _H^a(s) {\lt} \infty \) and \(\dim _H s \le a\); let \(a \downarrow \alpha \). The pointwise (not merely a.e.) hypothesis is essential for the upper bound, since a \(\mu \)-null subset can carry extra Hausdorff dimension.
Let \(\mu \) be a probability measure on a finite-dimensional real inner-product space \(E\), absolutely continuous with respect to a Haar measure. Then every set \(s\) of full \(\mu \)-measure has Hausdorff dimension equal to the ambient dimension: \(\dim _H s = \operatorname {finrank}_{\mathbb {R}} E\).
The upper bound is monotonicity: \(\dim _H s \le \dim _H E = \operatorname {finrank}_{\mathbb {R}} E\). The lower bound is the Frostman direction of the bridge, fed by the a.e. local-dimension limit of Theorem 12.14.
12.5 The symbolic entropy–dimension identity
On the one-sided full shift \(\Sigma = \alpha _0^{\mathbb {N}}\) over a finite alphabet, equipped with Mathlib’s PiNat ultrametric \(d(x,y) = (1/2)^{\operatorname {firstDiff}(x,y)}\), closed balls of radius \((1/2)^n\) are the \(n\)-step join atoms of the time-\(0\) coordinate partition. The Shannon–McMillan–Breiman theorem therefore turns the ball-mass quotient into an entropy, and the bridge of Theorem 12.16 converts it into a Hausdorff dimension. The base \(\log 2\) is fixed by the ultrametric, never a free parameter.
Let \(\mu \) be a shift-invariant probability measure on the full shift \(\Sigma \) such that the left shift \(\sigma \) is ergodic for \(\mu \), and suppose the Kolmogorov–Sinai entropy of the coordinate partition is positive. Then there is a full-measure carrier set \(s \subseteq \Sigma \) (\(\mu (s^{\mathsf c}) = 0\)) with
where \(h_\mu (\sigma )\) is the partition-independent system entropy (ksEntropy, Definition 10.13).
Atoms are cylinders are dyadic closed balls, so the unconditional pointwise Shannon–McMillan–Breiman theorem gives the dyadic mass quotient \(\log \mu (\bar B(x,(1/2)^n)) / \log ((1/2)^n) \to h/\log 2\) \(\mu \)-a.e., with \(h\) the coordinate-partition entropy (ksEntropyPartition, Definition 10.11). An ultrametric sandwich (balls are constant on each dyadic gap, and \(\log r \to -\infty \)) upgrades the dyadic limit to the continuum limit \(r \to 0^+\). Feeding the conull carrier of that pointwise limit into Theorem 12.16 with \(\alpha = h/\log 2 {\gt} 0\) gives \(\dim _H s = h / \log 2\); finally the coordinate partition is a generator, so the Kolmogorov–Sinai generator theorem identifies \(h\) with the system entropy \(h_\mu (\sigma )\).
Let \(\operatorname {bern}\nu \) be the Bernoulli (i.i.d. product) measure on the full shift with single-symbol law \(\nu \), and suppose \(\nu \) charges two distinct symbols \(i \ne j\) with positive mass. Then there is a \(\operatorname {bern}\nu \)-conull set \(s\) with
the single-symbol Shannon entropy (Hnu in the sources). No ergodicity or positive-entropy hypothesis remains: both standing conditionals of Theorem 12.18 are discharged for the Bernoulli case.
Ergodicity of the shift for \(\operatorname {bern}\nu \) is Kolmogorov’s 0–1 law applied to the tail-measurable invariant sets (ergodic_shiftMap_bern). The coordinate-partition entropy equals \(H(\nu )\), which is strictly positive because the two charged symbols force \(\nu \{ i\} \in (0,1)\) (Hnu_pos). Theorem 12.18 then applies, and the system entropy identity \(h_{\operatorname {bern}\nu }(\sigma ) = H(\nu )\) (ksEntropy_bern_eq, via the generator theorem) rewrites the dimension.
12.6 The Bernoulli-suspension flow: a genuinely multifractal witness
The remaining question is non-vacuity of the flow-level formalism: is there an ergodic measure-preserving flow of positive entropy whose Rényi spectrum genuinely depends on \(q\)? The witness is the constant-roof (\(\tau \equiv 1\)) suspension of the two-sided Bernoulli shift \(T = \texttt{biShiftEquiv}\) over the i.i.d. product measure \(\operatorname {bernZ}\nu \) on \(\alpha _0^{\mathbb {Z}}\), with a biased two-symbol law \(\nu \).
The Bernoulli suspension flow is the time-translation flow on the suspension (mapping-torus) of the two-sided Bernoulli shift \(T\) over \(\operatorname {bernZ}\nu \) with constant roof \(\tau \equiv 1\): points are orbits \([x, s]\) of the identification \((x, s) \sim (Tx, s - 1)\), the flow is \(\zeta _t[x,s] = [x, s+t]\), and it preserves the normalized suspension measure \(\hat\mu \) (the product of \(\operatorname {bernZ}\nu \) with Lebesgue on the fibres; the constant roof makes the normalizing constant \(1\)). It is a MeasurePreservingFlow of \(\hat\mu \) (Definition 8.1).
Assume the base shift \(T\) is ergodic for \(\operatorname {bernZ}\nu \). Then every measurable set \(A\) invariant under all time-\(t\) maps of the suspension flow (\(\zeta _t^{-1}(A) = A\) for every \(t \in \mathbb {R}\)) is null or conull: \(\hat\mu (A) = 0\) or \(\hat\mu (A) = 1\). The base hypothesis is discharged unconditionally by the two-sided Bernoulli ergodicity theorem (ergodic_biShiftEquiv_bernZ); the companion ergodic_bernSuspensionFlow_uncond records the unconditional statement. By contrast, the time-\(1\) map alone is never ergodic (not_ergodic_bernSuspensionFlow_one): the saturated section set \(\{ [x,s] : \operatorname {fract} s {\lt} 1/2\} \) is invariant of mass \(1/2\) — the constant-roof special-flow dichotomy of Cornfeld–Fomin–Sinai.
Lift \(A\) through the quotient map \(\pi (x,s) = [x,s]\). Invariance under all vertical translations shows membership of \([x,s]\) depends only on the base point, so the lift is a cylinder \(B \times \mathbb {R}\) with \(B = \{ x : [x,0] \in A\} \). The identification generator \((x,s) \mapsto (Tx, s-1)\) fixes \(\pi \), so \(B\) is shift-invariant; it is measurable, and the constant-roof box computation gives \(\hat\mu (A) = \operatorname {bernZ}\nu (B)\). Base ergodicity’s zero–one law finishes.
The Kolmogorov–Sinai entropy (Definition 10.13) of the time-\(1\) map of the Bernoulli suspension flow equals the single-symbol Shannon entropy:
In particular the flow’s metric entropy (defined as the entropy of its time-\(1\) map) is \(H(\nu )\), strictly positive for a genuinely biased \(\nu \).
The fundamental-domain equivalence onto \(\alpha _0^{\mathbb {Z}} \times [0,1)\) conjugates \(\zeta _1\) to the frozen product \(T \times \operatorname {id}\) and carries \(\hat\mu \) to \(\operatorname {bernZ}\nu \otimes \text{Leb}\! \restriction _{[0,1)}\). Conjugacy invariance of \(h\), the frozen-factor product identity \(h(T \times \operatorname {id}) = h(T)\), and the two-sided Bernoulli system-entropy identity \(h(T) = H(\nu )\) (generator theorem on the two-sided coordinate partition) chain together.
The witness partition of the suspension measure \(\hat\mu \) is the base time-\(0\) coordinate partition of \(\operatorname {bernZ}\nu \) pulled back along the base projection (factor map) \(\pi : [x,s] \mapsto T^{\lfloor s \rfloor } x\), which is measure-preserving onto \(\operatorname {bernZ}\nu \). Its cells are indexed by \(\operatorname {Fin}(\operatorname {card} \alpha _0)\); the crux mass identity is that pulling back does not change cell masses, so the \(j\)-th cell carries the single-symbol mass \(\nu \{ a_j\} \) of the corresponding symbol.
If \(\nu \) charges two distinct symbols \(i \ne j\) with different masses (\(\nu \{ i\} \ne \nu \{ j\} \)), then the witness partition is heterogeneous: two of its cells carry distinct \(\hat\mu \)-mass (IsHeterogeneous, the honest non-uniformity predicate whose negation is exactly the equal-measure hypothesis of the monofractal degeneracy \(D_q \equiv \log N / (-\log \varepsilon )\)).
By the mass identity, the cells indexed by \(i\) and \(j\) carry masses \(\nu \{ i\} \) and \(\nu \{ j\} \), which differ by hypothesis (the toReal coercion is injective on finite masses).
Let \(\alpha _0\) consist of exactly two symbols \(i \ne j\), let \(\nu \) charge both with positive but different masses (\(\nu \{ i\} \ne \nu \{ j\} \) after toReal), and let \(0 {\lt} \varepsilon {\lt} 1\). Then the Rényi dimension of the suspension flow’s invariant measure on the witness partition takes different values at two exponents:
The exhibited exponents are the explicit \(q_1 = 0\), \(q_2 = 1\) (renyiDimFlow_bernSuspension_zero_ne_one): concretely \(D_0 = \log 2 / (-\log \varepsilon )\) (both cells occupied) while \(D_1 = H(\nu )/(-\log \varepsilon )\) (the information dimension), and these differ precisely because the bias forces the strict inequality \(H(\nu ) {\lt} \log 2\). The witness is therefore non-vacuous: the \(q\)-dependence is driven by the genuine bias of \(\nu \), not satisfied trivially.
A transfer argument. The flow witness’s cell masses agree, up to the \(\alpha _0 \simeq \operatorname {Fin}(\operatorname {card}\alpha _0)\) reindex, with those of the one-sided base coordinate partition under \(\operatorname {bern}\nu \); since the Rényi dimension depends only on the cell-mass family, the flow spectrum equals the base spectrum at every \(q\) (renyiDimFlow_bernSuspension_eq_base). On the base, \(D_0\) is the box-counting value \(\log 2 / (-\log \varepsilon )\) (two occupied cells) and \(D_1\) is the information dimension \(H(\nu )/(-\log \varepsilon )\) (Theorem 12.10); the strict two-point entropy bound \(H(\nu ) {\lt} \log 2\) for a biased law separates them.
12.7 The dynamical Rényi entropy rate and its factor monotonicity
The Rényi dimensions of the preceding sections are one face of order-\(q\) information; the other is the Rényi entropy itself and its dynamical rate along the cylinders of a shift. This section (issue #60, the three modules RenyiEntropy, RenyiRate, RenyiBernoulli) proves the “\(c\)-function” tier 1 monotonicity: coarse-graining decreases Rényi entropy statically, passing a measure through a one-block factor code decreases its Rényi entropy rate unconditionally, and the invariant dynamical Rényi entropy degenerates for \(q \ne 1\) — the honest boundary that pins \(q = 1\) as the unique order monotone under arbitrary factors.
The static data-processing inequality
For a finite weight family \(p : \iota \to \mathbb {R}\) and a merge map \(f : \iota \to \kappa \), the merged weights \(\mathrm{mergedWeights}\, f\, p : \kappa \to \mathbb {R}\) push \(p\) forward along \(f\) by summing each fibre: \((\mathrm{mergedWeights}\, f\, p)(b) = \sum _{a \, :\, f a = b} p_a\).
The Rényi entropy of order \(q\) of a family \(p : \iota \to \mathbb {R}\) is
reusing the generalized partition function \(Z_q\) (Definition 12.1) verbatim as the power sum \(\sum _{p_i {\gt} 0} p_i^{\, q}\).
Let \(p : \iota \to \mathbb {R}\) with \(p_a \ge 0\). For \(q \ge 1\) the partition function grows under merge, \(Z_q(p) \le Z_q(\mathrm{mergedWeights}\, f\, p)\) (partitionFunction_merge_ge, per-fibre superadditivity of \(x \mapsto x^q\)), while for \(0 \le q \le 1\) it shrinks, \(Z_q(\mathrm{mergedWeights}\, f\, p) \le Z_q(p)\) (partitionFunction_merge_le, subadditivity).
The two-element bounds \(x^q + y^q \le (x+y)^q\) (for \(q \ge 1\), Real.add_rpow_le_rpow_add) and \((x+y)^q \le x^q + y^q\) (for \(0 \le q \le 1\), Real.rpow_add_le_add_rpow) are promoted to arbitrary fibres by \(\mathrm{Finset.induction}\), then summed over the fibre partition of \(\iota \) indexed by \(\kappa \).
For every \(f : \iota \to \kappa \), family \(p \ge 0\), and order \(0 \le q\), \(q \ne 1\), coarse-graining does not increase Rényi entropy:
Moreover (renyiEntropy_merge_lt) the inequality is strict whenever the merge glues two atoms of the support, for \(q \in (0,1) \cup (1,\infty )\).
For \(q \ge 1\) the partition function grows (Lemma 12.28) and the prefactor \((1-q)^{-1} {\lt} 0\) flips the growth to a drop in \(H_q\); for \(0 \le q {\lt} 1\) the partition function shrinks and the positive prefactor \((1-q)^{-1} {\gt} 0\) again gives a drop. The strict form runs the same sign bookkeeping on the strict two-point inequality (strict monotonicity of \(\mathrm{rpow}\) in the base, both atoms of positive mass).
The dynamical rate and one-block factor codes
Fix a finite alphabet \(A\) and the one-sided full shift \(\mathrm{Shift}\, A = \mathbb {N}\to A\).
For a probability measure \(\mu \) on \(\mathrm{Shift}\, A\), the length-\(n\) cylinder mass of a word \(w : \operatorname {Fin}n \to A\) is \(\mathrm{cylinderMass}\, \mu \, n\, w = \mu (\text{cylinder}\, w)\), the length-\(n\) Rényi entropy is \(H_q^{(n)}(\mu ) = \mathrm{renyiEntropySeq}\, \mu \, q\, n\) — the Rényi entropy (Definition 12.27) of the family of cylinder masses — and the upper and lower Rényi rates are its normalized limit superior and inferior, \(\mathrm{renyiRateSup}\, \mu \, q = \limsup _n H_q^{(n)}(\mu )/n\) and \(\mathrm{renyiRateInf}\, \mu \, q = \liminf _n H_q^{(n)}(\mu )/n\).
A symbol map \(\varphi : A \to B\) lifts coordinatewise to the one-block code \(\mathrm{blockCode}\, \varphi : \mathrm{Shift}\, A \to \mathrm{Shift}\, B\), \((\mathrm{blockCode}\, \varphi \, x)(k) = \varphi (x_k)\), with induced word map \(\mathrm{wordMap}\, \varphi \, n : (\operatorname {Fin}n \to A) \to (\operatorname {Fin}n \to B)\).
The preimage of a length-\(n\) cylinder of \(\mathrm{Shift}\, B\) under \(\mathrm{blockCode}\, \varphi \) is the finite disjoint union of the length-\(n\) cylinders over the fibre of \(\mathrm{wordMap}\, \varphi \, n\), so by additivity the pushed cylinder masses are exactly the merged weights of the originals (cylinderMass_map_blockCode). The static DPI (Theorem 12.29) then gives the per-length bound \(H_q^{(n)}(\mathrm{blockCode}\, \varphi _*\mu ) \le H_q^{(n)}(\mu )\) for every \(0 \le q\), \(q \ne 1\).
The mechanism is entirely per length \(n\), so no stationarity or shift-invariance of \(\mu \) is used: measure additivity over the word fibre identifies the pushed masses with \(\mathrm{mergedWeights}\, (\mathrm{wordMap}\, \varphi \, n)\) of the cylinder masses, and Theorem 12.29 applies to that merge.
For every probability measure \(\mu \) on \(\mathrm{Shift}\, A\), symbol map \(\varphi : A \to B\), and order \(0 \le q\), \(q \ne 1\), the Rényi rate does not increase under the pushforward along \(\mathrm{blockCode}\, \varphi \):
and likewise for \(\mathrm{renyiRateInf}\) (renyiRateInf_map_blockCode_le).
Divide the per-length DPI (Theorem 12.32) by \(n\) and pass to \(\limsup \)/\(\liminf \); the uniform bounds \(0 \le H_q^{(n)}(\mu )/n \le C_q\) make the normalized sequences order-bounded, so the limit operations preserve the inequality. No existence of the rate limit is required.
The Bernoulli closed form and the strict witness
For the i.i.d. (Bernoulli) measure \(\mathrm{bern}\, \nu \) on \(\mathrm{Shift}\, A\) with single-symbol law \(\nu \), and any \(q \ne 1\), both rates equal the static single-symbol Rényi entropy of \(\nu \):
realized as an honest \(\limsup = \liminf \) limit (renyiRateInf_bern).
Everything factorizes over coordinates. The length-\(n\) cylinder mass of a word is the product \(\prod _k (\nu \{ w_k\} )\) (cylinderMass_bern, by the product-measure evaluation), so the length-\(n\) partition function factors as \(Z_q^{(n)} = (Z_q)^n\) (partitionFunction_cylinderMass_bern, a sum-over-words / product-over-coordinates swap). Hence \(H_q^{(n)}(\mathrm{bern}\, \nu ) = n\, H_q(\nu )\) (renyiEntropySeq_bern, via \(\log (Z_q^n) = n\log Z_q\)), the normalized sequence is eventually constant \(H_q(\nu )\), and both rates return that value.
Pushing a Bernoulli measure forward along a one-block code is again Bernoulli, with the mapped single-symbol law \(\mathrm{Measure.map}\, \varphi \, \nu \) (map_blockCode_bern). Combining the exact rate (Theorem 12.34) with the strict static DPI, a one-block code that glues two atoms of positive \(\nu \)-mass strictly lowers the Rényi rate for every \(q \in (0,1) \cup (1,\infty )\) (renyiRateSup_map_blockCode_bern_lt, renyiRateInf_map_blockCode_bern_lt). A concrete \(A = \operatorname {Fin}3 \to B = \operatorname {Fin}2\) with the uniform law and an atom-gluing symbol map certifies the strict drop non-vacuously at \(q = 2\).
map_blockCode_bern is the coordinatewise pushforward of a product measure, checked on measurable boxes; its mapped marginals are the merged weights. The strict two-atom form of the static DPI then separates the rates. For the uniform \(\operatorname {Fin}3 \to \operatorname {Fin}2\) witness the two rates are concrete logarithms and \(q = 2\) is a compile-time inequality.
The \(q = 1\) anchor: an honest degeneracy boundary
The one-block-code monotonicity above is the honest, non-degenerate statement, and it is sharp. The fully isomorphism-invariant dynamical Rényi entropy degenerates for \(q \ne 1\) (Takens and Verbitskiy, Israel J. Math. 127 (2002): it collapses to \(+\infty \) for \(q {\lt} 1\) and to the Kolmogorov–Sinai entropy for \(q \ge 1\)), so monotonicity under general measurable factors is false for \(q \ne 1\) — a Markov chain Ornstein-isomorphic to a Bernoulli shift has a different order-\(2\) Rényi entropy. Thus \(q = 1\) (the Kolmogorov–Sinai case, treated in Chapter 10) is the unique order at which the rate is monotone under arbitrary factors, exactly the anticipated dichotomy; both of the issue’s expected outcomes — the one-block inequality and the general-factor obstruction — are delivered together.