2409.10084
Horizontally Stationary Generalized Bratteli Diagrams
Sergey Bezuglyi, Palle E.T. Jorgensen, Olena Karpel, Jan Kwiatkowski
correctmedium confidence
- Category
- Not specified
- Journal tier
- Strong Field
- Processed
- Sep 28, 2025, 12:56 AM
- arXiv Links
- Abstract ↗PDF ↗
Audit review
The paper proves that for class C (tridiagonal Toeplitz incidence with diagonal a_n≥1, off-diagonals 1, and ∑ 1/a_n < ∞) the ergodic probability tail-invariant measures are exactly the tail-saturation extensions of the odometer measures {μ̂_i : i∈Z}, via an inverse-limit analysis of stochastic matrices G(n,m) (Theorem 4.5) and the finiteness criterion of Theorem 4.1 (with σ(n)=2, so finiteness follows from ∑ 1/a_n < ∞) . The candidate’s solution gives a different, elementary proof using equal weights of cylinders with the same endpoint (tail invariance, cf. Definition 2.6(ii)) to compute the cotransitions P(X_n≠X_{n+1})=2/(a_n+2), then applies Borel–Cantelli to show eventual stabilization and identifies the product structure on the odometer tail, concluding ergodicity via Kolmogorov 0–1. This aligns with the paper’s classification, and its combinatorial steps (tower counts H^{(n)}=∏(a_k+2)) match the ERS row-sum structure used in the paper’s derivation . Hence, both are correct but follow different proof strategies.
Referee report (LaTeX)
\textbf{Recommendation:} minor revisions \textbf{Journal Tier:} strong field \textbf{Justification:} The manuscript gives a clean and comprehensive classification of ergodic probability tail-invariant measures for a natural and broad class of horizontally stationary generalized Bratteli diagrams. The argument is rigorous, the relation to odometer extensions is clearly highlighted, and the inverse-limit framework is well-adapted to the infinite-vertex context. Minor expository improvements would further aid readability, but the results are sound and of interest to researchers in Bratteli–Vershik dynamics and invariant measure theory.