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# Volatility clustering and scaling for financial time series due to attractor bubbling

## Abstract

A microscopic model of financial markets is considered, consisting of many interacting agents (spins) with global coupling and discrete-time thermal bath dynamics, similar to random Ising systems. The interactions between agents change randomly in time. In the thermodynamic limit the obtained time series of price returns show chaotic bursts resulting from the emergence of attractor bubbling or on-off intermittency, resembling the empirical financial time series with volatility clustering. For a proper choice of the model parameters the probability distributions of returns exhibit power-law tails with scaling exponents close to the empirical ones.

PACS numbers: 89.90.+n, 05.40.-a, 05.45.-a
Key words: On-off intermittency, attractor bubbling, stock market dynamics, power-law scaling, fluctuating social interactions.

In recent years, both the analysis and modeling of financial time series have attracted a growing interest in statistical physics \[1-11\], motivated by a quest for a possibly universal dynamics underlying different markets. Indeed, various financial time series share similar properties, e.g., relative price changes (returns) show intermittent occurrence of large bursts (volatility clustering), resulting in the power-law scaling of tails in their probability distributions, as well as of the autocorrelation function of their absolute values . Large-scale microscopic simulations and analytic studies \[4-11\] revealed that such scaling can result from phenomena as diverse as, e.g., percolation  or stochastic processes with multiplicative noise . It was also shown  that in some models of market dynamics volatility clustering resembles on-off intermittency, an extreme kind of intermittency characterized by a sequence of large chaotic bursts separated by almost quiescent laminar phases , or attractor bubbling, the predecessor of on-off intermittency in the presence of additive noise .

In this Letter we present simulations of financial time series based on a microscopic model of many interacting agents with discrete-time dynamics. The agents are treated as spins exposed to fluctuations (a ”heat bath”) and coupled by randomly time-dependent Ising-like interactions. Related spin models, but with time-independent interactions, have been proposed for economic  and social systems, where they are theoretically and empirically supported by the social impact theory of opinion formation . In contrast, we emphasize that the social interactions and the communication network among individuals are time dependent. They are also more and more determined by different kinds of long-range communication instead of spatial neighborhood which makes the topological structure of the interaction network unimportant. We show that, if the average strength of these interactions (which reflect the average reaction of agents to price changes) varies randomly in time, the system displays volatility clustering, and probability distributions of returns resemble those of empirical financial time series. A peculiar feature of our model is that the dynamics on a microscopic level is stochastic, but interactions between large numbers of agents cause the macroscopic dynamics to become typical of dynamical systems with attractor bubbling. In particular, in the mean-field approximation our model reduces to a generic model for attractor bubbling. Another important feature is the presence of various sources of stochasticity in the microscopic dynamics. First, the agents make decisions (on investments) under the influence of the external environment and other agents. The variation of the strength of this influence is simulated by explicit random updates of the interaction strengths with the environment and among agents at every time step. Besides, the final agent decision is determined according to a probabilistic rule that mimics the the uncertainty in human decision-making.

Explicitly, we consider $`i=1,2,\mathrm{}N`$ agents (spins) with orientations $`\sigma _i(t)=\pm 1`$, corresponding to the decision to sell ($`1`$) or to buy (+1) a share of a traded stock or commodity at discrete time steps $`t`$. The orientation of agent $`i`$ at time $`t+1`$ depends on the local field

$$I_i(t)=\frac{1}{N}\underset{j=1}{\overset{N}{}}A_{ij}(t)\sigma _j(t)+h_i(t),$$
(1)
where $`A_{ij}(t)`$ are time-dependent interaction strengths among agents (reflecting their social or communication network), and $`h_i(t)`$ is an external field reflecting the effect of environment (e.g., access to external information which can differ between agents). The interaction strengths and external fields change randomly in time,

$`A_{ij}(t)`$ $`=`$ $`A\xi (t)+a\eta _{ij}(t),`$ (2)
$`h_i(t)`$ $`=`$ $`h\zeta _i(t),`$ (3)
where, for simplicity, we assume that $`\xi (t)`$, $`\eta _{ij}(t)`$, and $`\zeta _i(t)`$ are random variables with no correlation in space and time, uniformly distributed in the interval $`(1,1)`$. According to Eq. (2), $`A`$ is a measure of the randomly varying average interaction strength between agents, $`a`$ is a measure of the random deviations of the individual interaction strengths $`A_{ij}(t)`$ from the average, and $`h`$ is a measure of the random influence of the environment. The strengths $`A_{ij}(t)`$ can assume both positive and negative values, corresponding to a tendency to imitate or avoid the orientation of the interaction partners in the market. Below we show that the noises $`\xi (t)`$ and $`\zeta _i(t)`$ are necessary to get results comparable to empirical findings on price returns, while the effect of $`\eta _{ij}(t)`$ is averaged to zero for large $`N`$. The orientations of all agents are updated synchronously according to the probabilistic rule

$$\sigma _i(t+1)=\{\begin{array}{ccc}1\hfill & \text{with probability}\hfill & p\hfill \\ 1\hfill & \text{with probability}\hfill & 1p,\hfill \end{array}$$
(4)
describing an uncertainty in decision-making, where $`p=1/\left\{1+\mathrm{exp}\left[2I_i(t)\right]\right\}`$ (analogously to the well-known thermal bath dynamics).

In the following we will be interested in modeling the time series and distributions of the returns $`G_{\mathrm{\Delta }t}(t)=\mathrm{ln}S(t)\mathrm{ln}S(t\mathrm{\Delta }t)`$, i.e., forward changes in the logarithms of prices $`S(t)`$ over a time scale $`\mathrm{\Delta }t`$. Relative price changes are proportional to the difference between demand and supply, i.e., between the number of buying and selling decisions. Therefore, after introducing the average orientation $`x(t)=N^1_{i=1}^N\sigma _i(t)`$ of agents we get $`dS/dtxS`$, which after discretizing time yields

$$G_{\mathrm{\Delta }t}(t)\underset{\tau =0}{\overset{\mathrm{\Delta }t1}{}}x\left(t\tau \right).$$
(5)
In particular, $`G_1(t)x(t)`$, which enables us to interpret the terms in Eqs. (1) and (2) as follows: Since the average interaction strength $`A\xi (t)`$ is common to all connections, it is a measure of the average reaction of the agents to the price changes, influencing their decisions via the term $`A\xi (t)x(t)`$ in the mean field $`I_i(t)`$. The terms $`a\eta _{ij}(t)`$ describe the fluctuating interaction network while $`h\zeta _i(t)`$ describe the fluctuating environment. The local field in Eq. (1) describes how agent $`i`$ anticipates price changes by averaging the information on the opinions of his interaction partners and the external information accessible to him.

Before discussing the results of numerical simulations for large $`N`$, we study the mean-field approximation of our model. For this purpose let us consider the case $`A0`$, $`a=0`$ and $`\zeta _i(t)=\zeta (t)`$ for all $`i`$. Then the dynamics of $`x(t)`$ reduces to a one-dimensional map,

$`x(t+1)`$ $`=`$ $`\mathrm{tanh}\left[A\xi (t)x(t)+h\zeta (t)\right]`$ (6)
$``$ $`A\xi (t)x(t)+h\zeta (t),`$ (7)
where the approximate equality holds for $`|A\xi (t)x(t)+`$ $`h\zeta (t)|1`$. The map (6) is a generic model for on-off intermittency if $`h=0`$ , and for attractor bubbling if $`h>0`$; let us also note that the approximate linearized form of Eq. (6) belongs to a more general class of stochastic processes with multiplicative noise . In the case $`h=0`$ and with $`\xi (t)`$ distributed uniformly in the interval $`(1,1)`$, the fixed point $`x=0`$ of Eq. (6) loses stability for $`A\text{e}=2.718\mathrm{}`$, as a result of the so-called blowout bifurcation, while for $`h>0`$ the stability is lost already for $`A1`$ . Above the instability threshold the trajectory departs, on average, from zero, but, due to the confining nonlinearity of the map (6), after the departure is randomly reinjected towards $`x=0`$. Thus the time series of $`x(t)`$ have intermittent character and consist of laminar phases, during which $`x(t)𝒪(h)`$, and chaotic bursts, during which $`x(t)𝒪(1)`$. Although the time series for on-off intermitency and attractor bubbling look similar, there is a qualitative difference between these phenomena: In the case of on-off intermittency the bursts are caused solely by the multiplicative noise $`\xi (t)`$ whose amplitude $`A`$ exceeds the blowout bifurcation threshold, while in the case of attractor bubbling the multiplicative noise only amplifies to macroscopic sizes small deviations from the fixed point caused by the additive noise $`\zeta (t)`$. In Fig. 1(a), an example of time series $`x(t)`$ is shown in the attractor bubbling regime. It bears certain resemblance to empirical financial time series of price returns: There are frequent large bursts, corresponding to volatility clustering, separated by long-lasting laminar phases during which the dynamics of the map is governed mainly by the additive noise $`h\zeta (t)`$.

Another property of the map (6) is that the probability distribution $`\rho (x)`$ of $`x`$ (proportional to the probability distribution of $`G_1`$) shows pronounced tails obeying power-law scaling. It was shown analytically that for $`h=0`$ the distribution of $`x`$ following the linearized multiplicative stochastic process in discrete time (6) obeys the power law scaling $`\rho (x)x^{\alpha 1}`$ ; this scaling remains valid also for $`xh>0`$ at least for Gaussian noises $`\xi `$, $`\eta `$ and continuous time . Following Ref.  the exponent $`\alpha `$ can be obtained as a non-zero solution of equation $`_{\mathrm{}}^{\mathrm{}}\mathrm{exp}\left(\alpha y\right)w(y)𝑑y=A^\alpha \left(1+\alpha \right)^1=1`$, where $`y=\mathrm{ln}\left|A\xi \right|`$ is a random variable with density $`w(y)=A^1e^y`$ in the range $`y\mathrm{ln}A`$. This means that the cumulative distribution $`P(x)`$ exhibits power-law tails with $`P(x)x^\alpha `$. The power law scaling of $`\rho (x)`$ and the analytic values of $`\alpha `$ (independent of $`h`$) are confirmed by our numerical simulations (Fig. 1(b)). In order to obtain a value $`\alpha >2`$ (i.e., within the range observed in empirical stock market time series ), the parameter $`A`$ in Eq. (6) should be in the attractor bubbling regime $`1<\left|A\right|<\text{e}`$, so additive noise with $`h0`$ is necessary. Moreover, the cumulative distributions of normalized returns $`G_{\mathrm{\Delta }t}`$ show tails obeying power-law scaling with robust exponent $`\alpha `$ for time scales $`\mathrm{\Delta }t`$ varying over more than one order of magnitude (Fig. 1(c)), a fact also typical of financial time series .

It is also known that, close to the blowout bifurcation, the power spectrum of $`\left|x(t)\right|`$ from Eq. (6) shows power law scaling $`P(\omega )\omega ^{1/2}`$ for small $`\omega `$, suggesting a similar power law scaling of the autocorrelation function of the absolute values of returns. However, in the interesting attractor bubbling regime we observed only slow exponential decay of the autocorrelation of $`\left|x(t)\right|`$.

Now, we turn to numerical multi-agent simulations of the system. Examples of time series of the mean orientation $`x(t)`$ of agents are shown in Fig. 2(a). It can be seen that, as the number of agents increases, laminar phases and chaotic bursts become more distinct, in contrast with many other multi-agent models of stock market . In our model, the laminar phases with $`x0`$ correspond to the disordered phase with no preferred orientation, and the bursts with $`x𝒪(1)`$ correspond to the ordered phase with a majority of agents sharing one orientation (”herding behavior”). For large $`N`$, and even for $`a>A`$, the time series of $`x(t)`$ resulting from the simulation of Eqs. (1) to (3) and of the mean-field Eq. (6) look similar. Also the scaling exponents $`\alpha `$ are close to those obtained from the mean field dynamics (6) with the same value of $`A`$. Note that, in a system with a large but finite number of agents, there are always fluctuations of $`x(t)`$ around zero in the disordered phase due to the heat-bath dynamics of individual agents. These fluctuations play the role of additive noise in Eq. (6), enabling behavior typical of attractor bubbling even if $`h=0`$ in Eq. (2).

The main outcome of our many-body simulation is that, in a system of many agents, each of which is subject to ”thermal bath” fluctuations, attractor bubbling can appear as a collective phenomenon, as a result of time-dependent interactions among agents. The requirement for its appearance is the average interaction strength between agents to vary randomly in time around the value at which the phase transition between the disordered and ordered state occurs. In the thermodynamic limit, the macroscopic system dynamics reduces then to the mean-field dynamics governed by the average interaction strength. The details of the interactions among pairs of agents, and the details of the variation of the mean interaction strength , seem unimportant for the qualitative result.

To summarize, in this Letter we generalized a model of social impact to the case of randomly-in-time varying interactions among agents, and we have applied it to simulations of financial time series. Certain empirical properties of these time series, like volatility clustering and a power law distribution of returns, were shown to result from attractor bubbling, which appears in our model in the limit of many interacting agents. Thus we perceive the market as a dynamical system with an extreme kind of intermittency, in contrast with other models with time-dependent interactions between agents , which are related rather to self-organized criticality. Due to the lack of topological structure of the interaction network, the mean field approximation of our model quantitatively reflects the multi-agent dynamics. The necessary conditions for the applicability of the model are (i) random fluctuations in time of the average interaction strength between agents (corresponding to their average reaction to price changes), (ii) an uncertainty of decision making analogous to thermal heat bath dynamics, and (iii), in the thermodynamic limit, small additive noise simulating the effect of the external environment.

The authors would like to thank the Quandt Foundation of the ALTANA AG for financial support of the project “Nonlinear Dynamics in Models of Complex Systems”. This work was supported in part by the Polsih Committee for Scientific Research under grant No. 5 P03B 007 21.

Fig. 1 (a) Time series of returns $`x(t)`$ from the map (6) with $`A=2`$, $`h=10^2`$; (b) Probability distributions $`\rho (x)\rho (G_1)`$ of returns from the map (6) and fits to the power law scaling $`\rho (x)x^{\alpha 1}`$ of their tails for $`h=10^3`$ and $`A=1.6`$ ($``$, $`\alpha =2.67`$, $`\alpha _{an}=2.89`$); $`h=10^2`$ and $`A=1.6`$ ($`\mathrm{}`$, $`\alpha =2.62`$, $`\alpha _{an}=2.89`$), $`A=2.0`$ ($`\mathrm{}`$, $`\alpha =0.98`$, $`\alpha _{an}=1.0`$), $`A=2.75`$ ($`\mathrm{}`$, $`\alpha =0.10`$, $`\alpha _{an}=0.032`$); $`\alpha _{an}`$ denotes analytic values of $`\alpha `$. (c) Cumulative distributions of normalized returns $`G_{\mathrm{\Delta }t}`$ (where the angular brackets denote time average) from the map (6) with $`A=1.6`$, $`h=10^2`$, $`\mathrm{\Delta }t=1`$ ($``$), $`\mathrm{\Delta }t=10`$ ($`\mathrm{}`$), $`\mathrm{\Delta }t=100`$ ($`\mathrm{}`$), $`\mathrm{\Delta }t=1000`$ ($`\mathrm{}`$), and comparision with the power law $`P\left(G_{\mathrm{\Delta }t}\right)G_{\mathrm{\Delta }t}^\alpha `$ with exponent $`\alpha =2.76`$. All distributions were obtained from positive returns.

Fig. 2 (a) Time series of returns $`x(t)`$ from the model with many interacting agents with $`A=2.0`$, $`a=4.0`$ and, from above, $`N=25`$ and $`N=4000`$; (b) Probability distributions $`\rho (x)`$ of returns and fits to the power law scaling $`\rho (x)x^{\alpha 1}`$ of their tails from the model with $`N=1000`$, $`h=0`$, $`a=2A`$, and $`A=1.6`$ ($`\mathrm{}`$, $`\alpha =2.59`$), $`A=2.0`$ ($`\mathrm{}`$, $`\alpha =0.98`$), $`A=2.75`$ ($`\mathrm{}`$, $`\alpha =0.13`$). All distributions were obtained from positive returns.


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# Algebras of Random operators associated to Delone dynamical systems

## Introduction

The present paper is part of a study of Hamiltonians for aperiodic solids. Among them, special emphasis is laid on models for quasicrystals. To describe aperiodic order, we use Delone (Delaunay) sets. Here we construct and study certain operator algebras which can be naturally associated with Delone sets and reflect the aperiodic order present in a Delone dynamical system. In particular, we use Connes noncommutative integration theory to build a von Neumann algebra. This is achieved in Section 2 after some preparatory definitions and results gathered in Section 1. Let us stress the following facts: it is not too hard to write down explicitely the von Neumann algebra $`𝒩(\mathrm{\Omega },T,\mu )`$ of observables, starting from a Delone dynamical system $`(\mathrm{\Omega },T)`$ with an invariant measure $`\mu `$. As in the case of random operators, the observables are families of operators, indexed by a set $`\mathrm{\Omega }`$ of Delone sets. This set represents a type of (aperiodic) order and the ergodic properties of $`(\mathrm{\Omega },T)`$ can often be expressed by combinatorial properties of its elements $`\omega `$. The latter are thought of as realizations of the type of disorder described by $`(\mathrm{\Omega },T)`$. The algebra $`𝒩(\mathrm{\Omega },T,\mu )`$ incorporates this disorder and playes the role of a noncommutative space underlying the algebra of observables. To see that this algebra is in fact a von Neumann algebra is by no means clear. At that point the analysis of Connes  enters the picture.

In order to verify the necessary regularity properties we rely on work done in , where we studied topological properties of a groupoid that naturally comes with $`(\mathrm{\Omega },T)`$. Using this, we can construct a measurable (even topological) groupoid. Any invariant measure $`\mu `$ on the dynamical system gives rise to a transversal measure $`\mathrm{\Lambda }`$ and the points of the Delone sets are used to define a random Hilbert space $``$. This latter step uses specifically the fact that we are dealing with a dynamical system consisting of point sets and leads to a noncommutative random variable that has no analogue in the general framework of dynamical systems. We are then able to identify $`𝒩(\mathrm{\Omega },T,\mu )`$ as $`End_\mathrm{\Lambda }()`$. While in our approach we use noncommutative integration theory to verify that a certain algebra is a von Neumann algebra we should also like to point out that at the same time we provide interesting examples for the theory. Of course, tilings have been considered in this connection quite from the start as seen on the cover of . However, we emphasize the point of view of concrete operators and thus are led to a somewhat different setup.

The study of traces on this algebra is started in Section 3. Traces are intimately linked to transversal functions on the groupoid. These can also be used to study certain spectral properties of the operator families constituting the von Neumann algebra. For instance, spectral properties are almost surely constant for the members of any such family. This type of results is typical for random operators. In fact, we regard the families studied here in this random context. An additional feature that is met here is the dependence of the Hilbert space on the random parameter $`\omega \mathrm{\Omega }`$.

In Section 4 we introduce a $`C^{}`$-algebra that had already been encountered in a different form in . Our presentation here is geared towards using the elements of the $`C^{}`$-algebra as tight binding hamiltonians in a quantum mechanical description of disordered solids (see  for related material as well). We relate certain spectral properties of the members of such operator families to ergodic features of the underlying dynamical system. Moreover, we show that the eigenvalue counting functions of these operators are convergent. The limit, known as the integrated density of states, is an object of fundamental importance from the solid state physics point of view. Apart from proving its existence, we also relate it to the canonical trace on the von Neumann algebra $`𝒩(\mathrm{\Omega },T,\mu )`$ in case that the Delone dynamical system $`(\mathrm{\Omega },T)`$ is uniquely ergodic. Results of this genre are known as Shubin’s trace formula due to the celebrated results from .

We conclude this section with two further remarks.

Firstly, let us mention that starting with the work of Kellendonk , $`C^{}`$-algebras associated to tilings have been subject to intense research within the framework of K-theory (see e.g. ). This can be seen as part of a program originally initiated by Bellissard and his co-workers in the study of so called gap-labelling for almost periodic operators . While the $`C^{}`$-algebras we encounter are essentially the same, our motivation, aims and results are quite different.

Secondly, let us remark that some of the results below have been announced in . A stronger ergodic theorem will be found in  and a spectral theoretic application is given in .

## 1. Delone dynamical systems and coloured Delone dynamical systems

In this section we recall standard concepts from the theory of Delone sets and introduce a suitable topology on the closed sets in euclidian space. A slight extension concerns the discussion of coloured (decorated) Delone sets.

A subset $`\omega `$ of $`^d`$ is called a Delone set if there exist $`0<r,R<\mathrm{}`$ such that $`2rxy`$ whenever $`x,y\omega `$ with $`xy`$, and $`B_R(x)\omega \mathrm{}`$ for all $`x^d`$. Here, the Euclidean norm on $`^d`$ is denoted by $``$ and $`B_s(x)`$ denotes the (closed) ball in $`^d`$ around $`x`$ with radius $`s`$. The set $`\omega `$ is then also called an $`(r,R)`$-set. We will sometimes be interested in the restrictions of Delone sets to bounded sets. In order to treat these restrictions, we introduce the following definition.

###### Definition 1.1.

(a) A pair $`(\mathrm{\Lambda },Q)`$ consisting of a bounded subset $`Q`$ of $`^d`$ and $`\mathrm{\Lambda }Q`$ finite is called a pattern. The set $`Q`$ is called the support of the pattern.
(b) A pattern $`(\mathrm{\Lambda },Q)`$ is called a ball pattern if $`Q=B_s(x)`$ with $`x\mathrm{\Lambda }`$ for suitable $`x^d`$ and $`s(0,\mathrm{})`$.

The pattern $`(\mathrm{\Lambda }_1,Q_1)`$ is contained in the pattern $`(\mathrm{\Lambda }_2,Q_2)`$ written as $`(\mathrm{\Lambda }_1,Q_1)(\mathrm{\Lambda }_2,Q_2)`$ if $`Q_1Q_2`$ and $`\mathrm{\Lambda }_1=Q_1\mathrm{\Lambda }_2`$. Diameter, volume etc. of a pattern are defined to be the diameter, volume etc of its support. For patterns $`X_1=(\mathrm{\Lambda }_1,Q_1)`$ and $`X_2=(\mathrm{\Lambda }_2,Q_2)`$, we define $`\mathrm{}_{X_1}X_2`$, the number of occurences of $`X_1`$ in $`X_2`$, to be the number of elements in $`\{t^d:\mathrm{\Lambda }_1+t\mathrm{\Lambda }_2,Q_1+tQ_2\}`$.

For further investigation we will have to identify patterns that are equal up to translation. Thus, on the set of patterns we introduce an equivalence relation by setting $`(\mathrm{\Lambda }_1,Q_1)(\mathrm{\Lambda }_2,Q_2)`$ if and only if there exists a $`t^d`$ with $`\mathrm{\Lambda }_1=\mathrm{\Lambda }_2+t`$ and $`Q_1=Q_2+t`$. In this latter case we write $`(\mathrm{\Lambda }_1,Q_1)=(\mathrm{\Lambda }_2,Q_2)+t`$. The class of a pattern $`(\mathrm{\Lambda },Q)`$ is denoted by $`[(\mathrm{\Lambda },Q)]`$. The notions of diameter, volume, occurence etc. can easily be carried over from patterns to pattern classes.

Every Delone set $`\omega `$ gives rise to a set of pattern classes, $`𝒫(\omega )`$ viz $`𝒫(\omega )=\{[Q\omega ]:Q^d\text{bounded and measurable}\}`$, and to a set of ball pattern classes $`𝒫_B(\omega ))=\{[B_s(x)\omega ]:x\omega ,s>0\}`$. Here we set $`Q\omega =(\omega Q,Q)`$.

For $`s(0,\mathrm{})`$, we denote by $`𝒫_B^s(\omega )`$ the set of ball patterns with radius $`s`$; note the relation with $`s`$-patches as considered in . A Delone set is said to be of finite local complexity if for every radius $`s`$ the set $`𝒫_B^s(\omega )`$ is finite. We refer the reader to  for a detailed discussion of Delone sets of finite type.

Let us now extend this framework a little, allowing for coloured Delone sets. The alphabet $`𝔸`$ is the set of possible colours or decorations. An $`𝔸`$-coloured Delone set is a subset $`\omega ^d\times 𝔸`$ such that the projection $`pr_1(\omega )^d`$ onto the first coordinate is a Delone set. The set of all $`𝔸`$-coloured Delone sets is denoted by $`𝒟_𝔸`$.

Of course, we speak of an $`(r,R)`$-set if $`pr_1(\omega )`$ is an $`(r,R)`$-set. The notions of pattern, diameter, volume of pattern etc. easily extend to coloured Delone sets. E.g.

###### Definition 1.2.

A pair $`(\mathrm{\Lambda },Q)`$ consisting of a bounded subset $`Q`$ of $`^d`$ and $`\mathrm{\Lambda }Q\times 𝔸`$ finite is called an $`𝔸`$\- decorated pattern. The set $`Q`$ is called the support of the pattern.

A coloured Delone set $`\omega `$ is thus viewed as a Delone set $`pr_1(\omega )`$ whose points $`xpr_1(\omega )`$ are labelled by colours $`a𝔸`$. Accordingly, the translate $`T_t\omega `$ of a coloured Delone set $`\omega ^d\times 𝔸`$ is given by

$$T_t\omega =\{(x+t,a):(x,a)\omega \}.$$

From  we infer the notion of the natural topology, defined on the set $`(^d)`$ of closed subsets of $`^d`$. Since in our subsequent study in  the alphabet is supposed to be a finite set, the following construction will provide a suitable topology for coloured Delone sets. Define, for $`a𝔸`$,

$$p_a:𝒟_𝔸(^d),p_a(\omega )=\{x^d:(x,a)\omega \}.$$

The initial topolgy on $`𝒟_𝔸`$ with respect to the family $`(p_a)_{a𝔸}`$ is called the natural topology on the set of $`𝔸`$\- decorated Delone sets. It is obvious that metrizability and compactness properties carry over from the natural topology without decorations to the decorated case.

Finally, the notions of Delone dynamical system and Delone dynamical system of finite local complexity carry over to the coloured case in the obvious manner.

###### Definition 1.3.

Let $`𝔸`$ be a finite set. (a) Let $`\mathrm{\Omega }`$ be a set of Delone sets. The pair $`(\mathrm{\Omega },T)`$ is called a Delone dynamical system (DDS) if $`\mathrm{\Omega }`$ is invariant under the shift $`T`$ and closed in the natural topology.
(a’) Let $`\mathrm{\Omega }`$ be a set of $`𝔸`$-coloured Delone sets. The pair $`(\mathrm{\Omega },T)`$ is called an $`𝔸`$-coloured Delone dynamical system ($`𝔸`$-DDS) if $`\mathrm{\Omega }`$ is invariant under the shift $`T`$ and closed in the natural topology.
(b) A DDS $`(\mathrm{\Omega },T)`$ is said to be of finite local complexity if $`_{\omega \mathrm{\Omega }}P_B^s(\omega )`$ is finite for every $`s>0`$.
(b’) An $`𝔸`$-DDS $`(\mathrm{\Omega },T)`$ is said to be of finite local complexity if $`_{\omega \mathrm{\Omega }}P_B^s(\omega )`$ is finite for every $`s>0`$.
(c) Let $`0<r,R<\mathrm{}`$ be given. A DDS $`(\mathrm{\Omega },T)`$ is said to be an $`(r,R)`$-system if every $`\omega \mathrm{\Omega }`$ is an $`(r,R)`$-set.
(c’) Let $`0<r,R<\mathrm{}`$ be given. An $`𝔸`$-DDS $`(\mathrm{\Omega },T)`$ is said to be an $`(r,R)`$-system if every $`\omega \mathrm{\Omega }`$ is an $`(r,R)`$-set.
(d) The set $`𝒫(\mathrm{\Omega })`$ of pattern classes associated to a DDS $`\mathrm{\Omega }`$ is defined by $`𝒫(\mathrm{\Omega })=_{\omega \mathrm{\Omega }}𝒫(\omega )`$.

In view of the compactness properties known for Delone sets, , we get that $`\mathrm{\Omega }`$ is compact whenever $`(\mathrm{\Omega },T)`$ is a DDS or an $`𝔸`$-DDS.

## 2. Groupoids and non commutative random variables

In this section we use concepts from Connes non-commutative integration theory  to associate a natural von Neumann algebra with a given DDS $`(\mathrm{\Omega },T)`$. To do so, we introduce

* a suitable groupoid $`𝒢(\mathrm{\Omega },T)`$,
* a transversal measure $`\mathrm{\Lambda }=\mathrm{\Lambda }_\mu `$ for a given invariant measure $`\mu `$ on $`(\mathrm{\Omega },T)`$
* and a $`\mathrm{\Lambda }`$-random Hilbert space $`=(_\omega )_{\omega \mathrm{\Omega }}`$

leading to the von Neumann algebra

$$𝒩(\mathrm{\Omega },T,\mu ):=\text{End}_\mathrm{\Lambda }()$$

of random operators, all in the terminology of . Of course, all these objects will now be properly defined and some crucial properties have to be checked. Part of the topological prerequisites have already been worked out in . Note that comparing the latter with the present paper, we put more emphasis on the relation with noncommutative integration theory.

The definition of the groupoid structure is straightforward see also , Sect. 2.5. A set $`𝒢`$ together with a partially defined associative multiplication $`:𝒢^2𝒢\times 𝒢𝒢`$, and an inversion $`{}_{}{}^{1}:𝒢𝒢`$ is called a groupoid if the following holds:

* $`(g^1)^1=g`$ for all $`g𝒢`$,
* If $`g_1g_2`$ and $`g_2g_3`$ exist, then $`g_1g_2g_3`$ exists as well,
* $`g^1g`$ exists always and $`g^1gh=h`$, whenever $`gh`$ exists,
* $`hh^1`$ exists always and $`ghh^1=g`$, whenever $`gh`$ exists.

A groupoid is called topological groupoid if it carries a topology making inversion and multiplication continuous. Here, of course, $`𝒢\times 𝒢`$ carries the product topology and $`𝒢^2𝒢\times 𝒢`$ is equipped with the induced topology.

A given groupoid $`𝒢`$ gives rise to some standard objects: The subset $`𝒢^0=\{gg^1g𝒢\}`$ is called the set of units. For $`g𝒢`$ we define its range $`r(g)`$ by $`r(g)=gg^1`$ and its source by $`s(g)=g^1g`$. Moreover, we set $`𝒢^\omega =r^1(\{\omega \})`$ for any unit $`\omega 𝒢^0`$. One easily checks that $`gh`$ exists if and only if $`r(h)=s(g)`$.

By a standard construction we can assign a groupoid $`𝒢(\mathrm{\Omega },T)`$ to a Delone dynamical system. As a set $`𝒢(\mathrm{\Omega },T)`$ is just $`\mathrm{\Omega }\times ^d`$. The multiplication is given by $`(\omega ,x)(\omega x,y)=(\omega ,x+y)`$ and the inversion is given by $`(\omega ,x)^1=(\omega x,x)`$. The groupoid operations can be visualized by considering an element $`(\omega ,x)`$ as an arrow $`\omega x\stackrel{x}{}\omega `$. Multiplication then corresponds to concatenation of arrows; inversion corresponds to reversing arrows and the set of units $`𝒢(\mathrm{\Omega },T)^0`$ can be identified with $`\mathrm{\Omega }`$.

Apparently this groupoid $`𝒢(\mathrm{\Omega },T)`$ is a topological groupoid when $`\mathrm{\Omega }`$ is equipped with the topology of the previous section and $`^d`$ carries the usual topology.

The groupoid $`𝒢(\mathrm{\Omega },T)`$ acts naturally on a certain topological space $`𝒳`$. This space and the action of $`𝒢`$ on it are of crucial importance in the sequel. The space $`𝒳`$ is given by

$$𝒳=\{(\omega ,x)𝒢:x\omega \}𝒢(\mathrm{\Omega },T).$$

In particular, it inherits a topology form $`𝒢(\mathrm{\Omega },T)`$. This $`𝒳`$ can be used to define a random variable or measurable functor in the sense of . Following the latter reference, p. 50f, this means that we are given a functor $`F`$ from $`𝒢`$ to the category of measurable spaces with the following properties:

* For every $`\omega 𝒢^0`$ we are given a measure space $`F(\omega )=(𝒴^\omega ,\beta ^\omega )`$.
* For every $`g𝒢`$ we have an isomorphism $`F(g)`$ of measure spaces, $`F(g):𝒴^{s(g)}𝒴^{r(g)}`$ such that $`F(g_1g_2)=F(g_1)F(g_2)`$, whenever $`g_1g_2`$ is defined, i.e., whenever $`s(g_1)=r(g_2)`$.
* A measurable structure on the disjoint union

$$𝒴=_{\omega \mathrm{\Omega }}𝒴^\omega $$

such that the projection $`\pi :𝒴\mathrm{\Omega }`$ is measurable as well as the natural bijection of $`\pi ^1(\omega )`$ to $`𝒴^\omega `$.
* The mapping $`\omega \beta ^\omega `$ is measurable.

We will use the notation $`F:𝒢𝒴`$ to abbreviate the above.

Let us now turn to the groupoid $`𝒢(\mathrm{\Omega },T)`$ and the bundle $`𝒳`$ defined above. Since $`𝒳`$ is closed (, Prop.2.1), it carries a reasonable Borel structure. The projection $`\pi :𝒳\mathrm{\Omega }`$ is continuous, in particular measurable. Now, we can discuss the action of $`𝒢`$ on $`𝒳`$. Every $`g=(\omega ,x)`$ gives rise to a map $`J(g):𝒳^{s(g)}𝒳^{r(g)}`$, $`J(g)(\omega x,p)=(\omega ,p+x)`$. A simple calculation shows that $`J(g_1g_2)=J(g_1)J(g_2)`$ and $`J(g^1)=J(g)^1`$, whenever $`s(g_1)=r(g_2)`$. Thus, $`𝒳`$ is an $`𝒢`$-space in the sense of . It can be used as the target space of a measurable functor $`F:𝒢𝒳`$. What we still need is a positive random variable in the sense of the following definition, taken from . First some notation:

Given a locally compact space $`Z`$, we denote the set of continuous functions on $`Z`$ with compact support by $`C_c(Z)`$. The support of a function in $`C_c(Z)`$ is denoted by $`\text{supp}(f)`$. The topology gives rise to the Borel-$`\sigma `$-algebra. The measurable nonnegative functions with respect to this $`\sigma `$-algebra will be denoted by $`^+(Z)`$. The measures on $`Z`$ will be denoted by $`(Z)`$.

###### Definition 2.1.

Let $`(\mathrm{\Omega },T)`$ be an $`(r,R)`$-system.

(a) A choice of measures $`\beta :\mathrm{\Omega }(𝒳)`$ is called a positive random variable with values in $`𝒳`$ if the map $`\omega \beta ^\omega (f)`$ is measurable for every $`f^+(𝒳)`$, $`\beta ^\omega `$ is supported on $`𝒳^\omega `$, i.e., $`\beta ^\omega (𝒳𝒳^\omega )=0`$, $`\omega \mathrm{\Omega }`$, and $`\beta `$ satisfies the following invariance condition

$$_{𝒳^{s(g)}}f(J(g)p)𝑑\beta ^{s(g)}(p)=_{𝒳^{r(g)}}f(q)𝑑\beta ^{r(g)}(q)$$

for all $`g𝒢`$ and $`f^+(𝒳^{r(g)})`$.

(b) A map $`\mathrm{\Omega }\times C_c(𝒳)`$ is called a complex random variable if there exist an $`n`$, positive random variables $`\beta _i`$, $`i=1,\mathrm{},n`$ and $`\lambda _i`$, $`i=1,\mathrm{},n`$ with $`\beta ^\omega (f)=_{i=1}^n\beta _i^\omega (f)`$.

We are now heading towards introducing and studying a special random variable. This variable is quite important as it gives rise to the $`\mathrm{}^2`$-spaces on which the Hamiltonians act. Later we will see that these Hamiltonians also induce random variables.

###### Proposition 2.2.

Let $`(\mathrm{\Omega },T)`$ be an $`(r,R)`$-system. Then the map $`\alpha :\mathrm{\Omega }(𝒳)`$, $`\alpha ^\omega (f)=_{p\omega }f(p)`$ is a random variable with values in $`𝒳`$. Thus the functor $`F_\alpha `$ given by $`F_\alpha (\omega )=(𝒳^\omega ,\alpha ^\omega )`$ and $`F_\alpha (g)=J(g)`$ is measurable.

###### Proof.

See , Corollary 2.6.∎

Clearly, the condition that $`(\mathrm{\Omega },T)`$ is an $`(r,R)`$-system is used to verify the measurability conditions needed for a random variable. We should like to stress the fact that the above functor given by $`𝒳`$ and $`\alpha ^{}`$ differs from the canonical choice, possible for any dynamical system. In the special case at hand this canonical choice reads as follows:

###### Proposition 2.3.

Let $`(\mathrm{\Omega },T)`$ be a DDS. Then the map $`\nu :\mathrm{\Omega }(𝒢)`$, $`\nu ^\omega (f)=_^df(\omega ,t)𝑑t`$ is a transversal function, i.e., a random variable with values in $`𝒢`$.

Actually, one should possibly define transversal functions before introducing random variables. Our choice to do otherwise is to underline the specific functor used in our discussion of Delone sets. As already mentioned above, the analogue of the transversal function $`\nu `$ from Proposition 2.3 can be defined for any dynamical system. In fact this structure has been considered by Bellissard and coworkers in a $`C^{}`$-context. The notion almost random operators has been coined for that; see  and the literature quoted there.

After having encountered functors from $`𝒢`$ to the category of measurable spaces under the header random variable or measurable functor, we will now meet random Hilbert spaces. By that one designates, according to , a representation of $`𝒢`$ in the category of Hilbert spaces, given by the following data:

* A measurable family $`=(_\omega )_{\omega 𝒢^0}`$ of Hilbert spaces.
* For every $`g𝒢`$ a unitary $`U_g:_{s(g)}_{r(g)}`$ such that

$$U(g_1g_2)=U(g_1)U(g_2)$$

whenever $`s(g_1)=r(g_2)`$. Moreover, we assume that for every pair $`(\xi ,\eta )`$ of measurable sections of $``$ the function

$$𝒢,g(\xi |\eta )(g):=(\xi _{r(g)}|U(g)\eta _{s(g)})$$

is measurable.

Given a measurable functor $`F:𝒢𝒴`$ there is a natural representation $`L^2F`$, where

$$_\omega =L^2(𝒴^\omega ,\beta ^\omega )$$

and $`U(g)`$ is induced by the isomorphism $`F(g)`$ of measure spaces.

Let us assume that $`(\mathrm{\Omega },T)`$ is an $`(r,R)`$-system. We are especially interested in the representation of $`𝒢(\mathrm{\Omega },T)`$ on $`=(\mathrm{}^2(𝒳^\omega ,\alpha ^\omega ))_{\omega \mathrm{\Omega }}`$ induced by the measurable functor $`F_\alpha :𝒢(\mathrm{\Omega },T)𝒳`$ defined above. The necessary measurable structure is provided by , Proposition 2.8. It is the measurable structure generated by $`C_c(𝒳)`$.

The last item we have to define is a transversal measure. We denote the set of nonnegative transversal functions on a groupoid $`𝒢`$ by $`^+(𝒢)`$ and consider the unimodular case ($`\delta 1`$) only. Following , p. 41f, a transversal measure $`\mathrm{\Lambda }`$ is a linear mapping

$$\mathrm{\Lambda }:^+(𝒢)[0,\mathrm{}]$$

satisfying

* $`\mathrm{\Lambda }`$ is normal, i.e., $`\mathrm{\Lambda }(sup\nu _n)=sup\mathrm{\Lambda }(\nu _n)`$ for every increasing sequence $`(\nu _n)`$ in $`^+(𝒢)`$.
* $`\mathrm{\Lambda }`$ is invariant, i.e., for every $`\nu ^+(𝒢)`$ and every kernel $`\lambda `$ with $`\lambda ^\omega (1)=1`$ we get

$$\mathrm{\Lambda }(\nu \lambda )=\mathrm{\Lambda }(\nu ).$$

Given a fixed transversal function $`\nu `$ on $`𝒢`$ and an invariant measure $`\mu `$ on $`𝒢^0`$ there is a unique transversal measure $`\mathrm{\Lambda }=\mathrm{\Lambda }_\nu `$ such that

$$\mathrm{\Lambda }(\nu \lambda )=\mu (\lambda ^{}(1)),$$

see , Theoreme 3, p.43. In the next Section we will discuss that in a little more detail in the case of DDS groupoids.

We can now put these constructions together.

###### Definition 2.4.

Let $`(\mathrm{\Omega },T)`$ be an $`(r,R)`$-system and let $`\mu `$ be an invariant measure on $`\mathrm{\Omega }`$. Denote by $`𝒱_1`$ the set of all $`f:𝒳`$ which are measurable and satisfy $`f(\omega ,)\mathrm{}^2(𝒳^\omega ,\alpha ^\omega )`$ for every $`\omega \mathrm{\Omega }`$.

A family $`(A_\omega )_{\omega \mathrm{\Omega }}`$ of bounded operators $`A_\omega :\mathrm{}^2(\omega ,\alpha ^\omega )\mathrm{}^2(\omega ,\alpha ^\omega )`$ is called measurable if $`\omega f(\omega ),(A_\omega g)(\omega )_\omega `$ is measurable for all $`f,g𝒱_1`$. It is called bounded if the norms of the $`A_\omega `$ are uniformly bounded. It is called covariant if it satisfies the covariance condition

$$H_{\omega +t}=U_tH_\omega U_t^{},\omega \mathrm{\Omega },t^d,$$

where $`U_t:\mathrm{}^2(\omega )\mathrm{}^2(\omega +t)`$ is the unitary operator induced by translation. Now, we can define

$$𝒩(\mathrm{\Omega },T,\mu ):=\{A=(A_\omega )_{\omega \mathrm{\Omega }}|A\text{ covariant, measurable and bounded}\}/,$$

where $``$ means that we identify families which agree $`\mu `$ almost everywhere.

As is clear from the definition, the elements of $`𝒩(\mathrm{\Omega },T,\mu )`$ are classes of families of operators. However, we will not distinguish too pedantically between classes and their representatives in the sequel.

###### Remark 2.5.

It is possible to define $`𝒩(\mathrm{\Omega },T,\mu )`$ by requiring seemingly weaker conditions. Namely, one can consider families $`(A_\omega )`$ that are essentially bounded and satisfy the covariance condition almost everywhere. However, by standard procedures (see ), it is possible to show that each of these families agrees almost everywhere with a family satisfying the stronger conditions discussed above.

Obviously, $`𝒩(\mathrm{\Omega },T,\mu )`$ depends on the measure class of $`\mu `$ only. Hence, for uniquely ergodic $`(\mathrm{\Omega },T)`$, $`𝒩(\mathrm{\Omega },T,\mu )=:𝒩(\mathrm{\Omega },T)`$ gives a canonical algebra. This case has been considered in .

Apparently, $`𝒩(\mathrm{\Omega },T,\mu )`$ is an involutive algebra under the obvious operations. Moreover, it can be related to the algebra $`\text{End}_\mathrm{\Lambda }()`$ defined in  as follows.

###### Theorem 2.6.

Let $`(\mathrm{\Omega },T)`$ be an $`(r,R)`$-system and let $`\mu `$ be an invariant measure on $`\mathrm{\Omega }`$. Then $`𝒩(\mathrm{\Omega },T,\mu )`$ is a weak-\*-algebra. More precisely,

$$𝒩(\mathrm{\Omega },T,\mu )=\text{End}_\mathrm{\Lambda }(),$$

where $`\mathrm{\Lambda }=\mathrm{\Lambda }_\nu `$ and $`=(\mathrm{}^2(𝒳^\omega ,\alpha ^\omega ))_{\omega \mathrm{\Omega }}`$ are defined as above.

###### Proof.

The asserted equation follows by plugging in the respective definitions. The only thing that remains to be checked is that $``$ is a square integrable representation in the sense of , Definition, p. 80. In order to see this it suffices to show that the functor $`F_\alpha `$ giving rise to $``$ is proper. See , Proposition 12, p. 81.

This in turn follows by considering the transversal function $`\nu `$ defined in Proposition 2.3 above. In fact, any $`uC_c(^d)^+`$ gives rise to the function $`f^+(𝒳)`$ by $`f(\omega ,p):=u(p)`$. It follows that

$$(\nu f)(\omega ,p)=_^du(p+t)𝑑t=_^du(t)𝑑t,$$

so that $`\nu f1`$ if the latter integral equals $`1`$ as required by , Definition 3, p. 55. ∎

We can use the measurable structure to identify $`L^2(𝒳,m)`$, where $`m=_\mathrm{\Omega }\alpha ^\omega \mu (\omega )`$ with $`_\mathrm{\Omega }^{}\mathrm{}^2(𝒳^\omega ,\alpha ^\omega )𝑑\mu (\omega )`$. This gives the faithful representation

$$\pi :𝒩(\mathrm{\Omega },T,\mu )B(L^2(𝒳,m)),\pi (A)f((\omega ,x))=(A_\omega f_\omega )((\omega ,x))$$

and the following immediate consequence.

###### Corollary 2.7.

$`\pi (𝒩(\mathrm{\Omega },T,\mu ))B(L^2(𝒳,m))`$ is a von Neumann algebra.

Next we want to identify conditions under which $`\pi (𝒩(\mathrm{\Omega },T,\mu ))`$ is a factor. Recall that a Delone set $`\omega `$ is said to be non-periodic if $`\omega +t=\omega `$ implies that $`t=0`$.

###### Theorem 2.8.

Let $`(\mathrm{\Omega },T)`$ be an $`(r,R)`$-system and let $`\mu `$ be an ergodic invariant measure on $`\mathrm{\Omega }`$. If $`\omega `$ is non-periodic for $`\mu `$-a.e. $`\omega \mathrm{\Omega }`$ then $`𝒩(\mathrm{\Omega },T,\mu )`$ is a factor.

###### Proof.

We want to use , Corollaire 7, p. 90. In our case $`𝒢=𝒢(\mathrm{\Omega },T)`$, $`𝒢^0=\mathrm{\Omega }`$ and

$$𝒢_\omega ^\omega =\{(\omega ,t):\omega +t=\omega \}.$$

Obviously, the latter is trivial, i.e., equals $`\{(\omega ,0)\}`$ iff $`\omega `$ is non-periodic. By our assumption this is valid $`\mu `$-a.s. so that we can apply , Corollaire 7, p. 90. Therefore the centre of $`𝒩(\mathrm{\Omega },T,\mu )`$ consists of families

$$f=(f(\omega )1__\omega )_{\omega \mathrm{\Omega }},$$

where $`f:\mathrm{\Omega }`$ is bounded, measurable and invariant. Since $`\mu `$ is assumed to be ergodic this implies that $`f(\omega )`$ is a.s. constant so that the centre of $`𝒩(\mathrm{\Omega },T,\mu )`$ is trivial. ∎

###### Remark 2.9.

Since $`\mu `$ is ergodic, the assumption of non-periodicity in the theorem can be replaced by assuming that there is a set of positive measure consisting of non-periodic $`\omega `$.

Note that the latter result gives an extension of part of what has been announced in , Theorem 2.1 and , Theorem 3.8. The remaining assertions of  will be proven in the following Section, again in greater generality.

## 3. Transversal functions, traces and deterministic spectral properties.

In the preceding section we have defined the von Neumann algebra $`𝒩(\mathrm{\Omega },T,\mu )`$ starting from an $`(r,R)`$-system $`(\mathrm{\Omega },T)`$ and an invariant measure $`\mu `$ on $`(\mathrm{\Omega },T)`$. In the present section we will study traces on this algebra. Interestingly, this rather abstract and algebraic enterprise will lead to interesting spectral consequences. We will see that the operators involved share some fundamental properties with “usual random operators”.

Let us first draw the connection of our families to “usual random operators”, referring to  for a systematic account. Generally speaking one is concerned with families $`(A_\omega )_{\omega \mathrm{\Omega }}`$ of operators indexed by some probability space and acting on $`\mathrm{}^2(^d)`$ or $`L^2(^d)`$ typically. The probability space $`\mathrm{\Omega }`$ encodes some statistical properties, a certain kind of disorder that is inspired by physics in many situations. One can view the set $`\mathrm{\Omega }`$ as the set of all possible realization of a fixed disordered model and each single $`\omega `$ as a possible realization of the disorder described by $`\mathrm{\Omega }`$. Of course, the information is mostly encoded in a measure on $`\mathrm{\Omega }`$ that describes the probability with which a certain realization is picked.

We are faced with a similar situation, one difference being that in any family $`A=(A_\omega )_{\omega \mathrm{\Omega }}𝒩(\mathrm{\Omega },T,\mu )`$, the operators $`A_\omega `$ act on the possibly different spaces $`\mathrm{}^2(\omega )`$. Apart from that we have the same ingredients as in the usual random business, where, of course, Delone dynamical systems still bear quite some order. That is, we are in the realm of weakly disordered systems. For a first idea what this might have to do with aperiodically ordered solids, quasicrystals, assume that the points $`p\omega `$ are the atomic positions of a quasicrystal. In a tight binding approach (see  Section 4 for why this is reasonable), the Hamiltonian $`H_\omega `$ describing the respective solid would naturally be defined on $`\mathrm{}^2(\omega )`$, its matrix elements $`H_\omega (p,q),p,q\omega `$ describing the diagonal and hopping terms for an electron that undergoes the influence of the atomic constellation given by $`\omega `$. The definite choice of these matrix elements has to be done on physical grounds. In the following subsection we will propose a $`C^{}`$-subalgebra that contains what we consider the most reasonable candidates; see also . It is clear, however, that $`𝒩(\mathrm{\Omega },T,\mu )`$ is a reasonable framework, since translations should not matter. Put in other words, every reasonable Hamiltonian family $`(H_\omega )_{\omega \mathrm{\Omega }}`$ should be covariant.

The remarkable property that follows from this “algebraic” fact is that certain spectral properties of the $`H_\omega `$ are deterministic, i.e., do not depend on the choice of the realization $`\omega `$ $`\mu `$-a.s.

Let us next introduce the necessary algebraic concepts, taking a second look at transversal functions and random variables with values in $`𝒳`$. In fact, random variables can be integrated with respect to transversal measures by , i.e for a given non-negative random variable $`\beta `$ with values in $`𝒳`$ and a transversal measure $`\mathrm{\Lambda }`$, the expression $`F_\beta 𝑑\mathrm{\Lambda }`$ is well defined. More precisely, the following holds:

###### Lemma 3.1.

Let $`(\mathrm{\Omega },T)`$ be an $`(r,R)`$-system and $`\mu `$ be $`T`$-invariant.

(a) Let $`\beta `$ be a nonnegative random variable with values in $`𝒳`$. Then $`_\mathrm{\Omega }\beta ^\omega (f(\omega ,))𝑑\mu (\omega )`$ does not depend on $`f^+(𝒳)`$ provided $`f`$ satisfies $`f((\omega +t,x+t)dt=1`$ for every $`(\omega ,x)𝒳`$ and

$$_\mathrm{\Omega }\beta ^\omega (f(\omega ,))𝑑\mu (\omega )=F_\beta 𝑑\mathrm{\Lambda },$$

where $`F_\beta :𝒢𝒳`$ is the measurable functor induced by $`F_\beta (\omega )=(𝒳^\omega ,\beta ^\omega )`$ and $`\mathrm{\Lambda }=\mathrm{\Lambda }_\nu `$ the transversal measure defined in the previous section.

(b) An analogous statement remains true for a complex random variable $`\beta =_k\lambda _k\beta _k`$, when we define

$$F_\beta 𝑑\mathrm{\Lambda }=\underset{k}{}\lambda _kF_{\beta _k}𝑑\mathrm{\Lambda }$$

and restrict to $`f^+(𝒳)`$ with $`\mathrm{supp}f`$ compact.

###### Proof.

Part (a) is a direct consequence of the definitions and results in . Part (b), then easily follows from (a) by linearity. ∎

A special instance of the foregoing lemma is given in the following proposition.

###### Proposition 3.2.

Let $`(\mathrm{\Omega },T)`$ be an $`(r,R)`$-system and let $`\mu `$ be $`T`$-invariant. If $`\lambda `$ is a transversal function on $`G(\mathrm{\Omega },T)`$ then

$$\phi _\mathrm{\Omega }\lambda ^\omega ,\phi 𝑑\mu (\omega )$$

defines an invariant functional on $`C_c(^d)`$, i.e., a multiple of the Lebesgue measure. In particular, if $`\mu `$ is an ergodic measure, then either $`\lambda ^\omega (1)=0`$ a.s. or $`\lambda ^\omega (1)=\mathrm{}`$ a.s.

###### Proof.

Invariance of the functional follows by direct checking. By uniqueness of the Haar measure, this functional must then be a multiple of Lebesgue measure. If $`\mu `$ is ergodic, the map $`\omega \lambda ^\omega (1)`$ is almost surely constant (as it is obviously invariant). This easily implies the last statement. ∎

Each random operator gives rise to a random variable as seen in the following proposition whose simple proof we omit.

###### Proposition 3.3.

Let $`(\mathrm{\Omega },T)`$ be an $`(r,R)`$-system and $`\mu `$ be $`T`$-invariant. Let $`(A_\omega )𝒩(\mathrm{\Omega },T,\mu )`$ be given. Then the map $`\beta _A:\mathrm{\Omega }(𝒳)`$, $`\beta _A^\omega (f)=\mathrm{tr}(A_\omega M_f)`$ is a complex random variable with values in $`𝒳`$.

Now, choose a nonnegative measurable $`u`$ on $`^d`$ with compact support and $`_^du(x)𝑑x=1`$. Combining the previous proposition with Lemma 3.1, $`f(\omega ,p):=u(p)`$, we infer that the map

$$\tau :𝒩(\mathrm{\Omega },T,\mu ),\tau (A)=_\mathrm{\Omega }\mathrm{tr}(A_\omega M_u)𝑑\mu (\omega )$$

does not depend on the choice of $`f`$ viz $`u`$ as long as the integral is one. Important features of $`\tau `$ are given in the following lemma.

###### Lemma 3.4.

Let $`(\mathrm{\Omega },T)`$ be an $`(r,R)`$-system and $`\mu `$ be $`T`$-invariant. Then the map $`\tau :𝒩(\mathrm{\Omega },T,\mu )`$ is continuous, faithful, nonegative on $`𝒩(\mathrm{\Omega },T,\mu )^+`$ and satisfies $`\tau (A)=\tau (U^{}AU)`$ for every unitary $`U𝒩(\mathrm{\Omega },T,\mu )`$ and arbitrary $`A𝒩(\mathrm{\Omega },T,\mu )`$, i.e., $`\tau `$ is a trace.

We include the elementary proof, stressing the fact that we needn’t rely on the noncommutative framework; see also  for the respective statement in a different setting.

###### Proof.

Choosing a continuous $`u`$ with compact support we see that $`|\tau (A)\tau (B)|A_\omega B_\omega \mathrm{tr}M_u𝑑\mu (\omega )ABC`$, where $`C>0`$ only depends on $`u`$ and $`\mathrm{\Omega }`$. On the other hand, choosing $`u`$ with arbitrary large support we easily infer that $`\tau `$ is faithful. It remains to show the last statement.

According to , I.6.1, Cor.1 it suffices to show $`\tau (K^{}K)=\tau (KK^{})`$ for every $`K=(K_\omega )_{\omega \mathrm{\Omega }}𝒩(\mathrm{\Omega },T,\mu )`$. We write $`k_\omega (p,q):=(K_\omega \delta _q|\delta _p)`$ for the associated kernel and calculate

$`\tau (K^{}K)`$ $`=`$ $`{\displaystyle _\mathrm{\Omega }}\mathrm{tr}(K_\omega ^{}K_\omega M_u)𝑑\mu (\omega )`$
$`=`$ $`{\displaystyle _\mathrm{\Omega }}\mathrm{tr}(M_{u^{\frac{1}{2}}}K_\omega ^{}K_\omega M_{u^{\frac{1}{2}}})𝑑\mu (\omega )`$
$`=`$ $`{\displaystyle _\mathrm{\Omega }}{\displaystyle \underset{m\omega }{}}K_\omega M_{u^{\frac{1}{2}}}\delta _m^2\mu (\omega )`$
$`=`$ $`{\displaystyle _\mathrm{\Omega }}{\displaystyle \underset{l,m\omega }{}}|k_\omega (l,m)|^2u(m){\displaystyle _^d}u(lt)𝑑t𝑑\mu (\omega )`$
where we used that $`_^du(lt)𝑑t=1`$ for all $`l\omega `$. By covariance and Fubinis theorem we get

$$\mathrm{}=_^d_\mathrm{\Omega }\underset{l,m\omega }{}|k_{\omega t}(lt,mt)|^2u(m)u(lt)d\mu (\omega )dt.$$

As $`\mu `$ is $`T`$-invariant, we can replace $`\omega t`$ by $`\omega `$ and obtain

$`=`$ $`{\displaystyle _^d}{\displaystyle _\mathrm{\Omega }}{\displaystyle \underset{l,m\omega +t}{}}|k_\omega (lt,mt)|^2u(m)u(lt)dtd\mu (\omega )`$
$`=`$ $`{\displaystyle _\mathrm{\Omega }}{\displaystyle _^d}{\displaystyle \underset{l,m\omega }{}}|k_\omega (l,m)|^2u(m+t)u(l)dtd\mu (\omega )`$
$`=`$ $`{\displaystyle _\mathrm{\Omega }}\mathrm{tr}(K_\omega K_\omega ^{}M_u)𝑑\mu (\omega )`$
by reversing the first steps. ∎

Having defined $`\tau `$, we can now associate a canonial measure $`\rho _A`$ to every selfadjoint $`A𝒩(\mathrm{\Omega },T,\mu )`$.

###### Definition 3.5.

For $`A𝒩(\mathrm{\Omega },T,\mu )`$ selfadjoint, and $`B`$ Borel measurable, we set $`\rho _A(B)\tau (\chi _B(A))`$, where $`\chi _B`$ is the characteristic function of $`B`$.

For the next two results we refer to  where the context is somewhat different.

###### Lemma 3.6.

Let $`(\mathrm{\Omega },T)`$ be an $`(r,R)`$-system and $`\mu `$ be $`T`$-invariant. Let $`A𝒩(\mathrm{\Omega },T,\mu )`$ selfadjoint be given. Then $`\rho _A`$ is a spectral measure for $`A`$. In particular, the support of $`\rho _A`$ agrees with the spectrum $`\mathrm{\Sigma }`$ of $`A`$ and the equality $`\rho _A(F)=\tau (F(A))`$ holds for every bounded measurable $`F`$ on $``$.

###### Lemma 3.7.

Let $`(\mathrm{\Omega },T)`$ be an $`(r,R)`$-system and $`\mu `$ be $`T`$-invariant. Let $`\mu `$ be ergodic and $`A=(A_\omega )𝒩(\mathrm{\Omega },T,\mu )`$ be selfadjoint. Then there exists $`\mathrm{\Sigma },\mathrm{\Sigma }_{ac},\mathrm{\Sigma }_{sc},\mathrm{\Sigma }_{pp},\mathrm{\Sigma }_{ess}`$ and a subset $`\stackrel{~}{\mathrm{\Omega }}`$ of $`\mathrm{\Omega }`$ of full measure such that $`\mathrm{\Sigma }=\sigma (A_\omega )`$ and $`\sigma _{}(A_\omega )=\mathrm{\Sigma }_{}`$ for $`=ac,sc,pp,ess`$ and $`\sigma _{disc}(A_\omega )=\mathrm{}`$ for every $`\omega \stackrel{~}{\mathrm{\Omega }}`$. In this case, the spectrum of $`A`$ is given by $`\mathrm{\Sigma }`$.

We now head towards evaluating the trace $`\tau `$.

###### Definition 3.8.

The number

$$F_\alpha d\mathrm{\Lambda }=:D_{\mathrm{\Omega },\mu }$$

is called the mean density of $`\mathrm{\Omega }`$ with respect to $`\mu `$.

###### Theorem 3.9.

Let $`(\mathrm{\Omega },T)`$ be an $`(r,R)`$-system and $`\mu `$ be ergodic. If $`\omega `$ is non-periodic for $`\mu `$-a.e. $`\omega \mathrm{\Omega }`$ then $`𝒩(\mathrm{\Omega },T,\mu )`$ is a factor of type II<sub>D</sub>, where $`D=D_{\mathrm{\Omega },\mu }`$, i.e., a finite factor of type II and the canonical trace $`\tau `$ satisfies $`\tau (1)=D`$.

###### Proof.

We already know that $`𝒩(\mathrm{\Omega },T,\mu )`$ is a factor. Using Proposition 3.2 and , Cor. 9, p. 51 we see that $`𝒩(\mathrm{\Omega },T,\mu )`$ is not of type I. Since it admits a finite faithful trace, $`𝒩(\mathrm{\Omega },T,\mu )`$ has to be a finite factor of type II.

Note that Lemma 3.1, the definition of $`\tau `$ and $`\alpha `$ give the asserted value for $`\tau (1)`$. ∎

###### Remark 3.10.

It is a simple consequence of Proposition 4.6 below that

$$D_\omega =\underset{R\mathrm{}}{lim}\frac{\mathrm{\#}(\omega B_R(0))}{|B_R(0)|}$$

exists and equals $`D_{\mathrm{\Omega },\mu }`$ for almost every $`\omega \mathrm{\Omega }`$. Therefore, the preceding result is a more general version of the results announced as , Theorem 2.1 and , Theorem 3.8, respectively. Of course, existence of the limit is not new. It can already be found e.g. in .

## 4. The C-algebra associated to finite range operators and the integrated density of states

In this section we study a C-subalgebra of $`𝒩(\mathrm{\Omega },T,\mu )`$ that contains those operators that might be used as hamiltonians for quasicrystals. The approach is direct and does not rely upon the framework introduced in the preceding sections.

We define

$$𝒳\times _\mathrm{\Omega }𝒳:=\{(p,\omega ,q)^d\times \mathrm{\Omega }\times ^d:p,q\omega \},$$

which is a closed subspace of $`^d\times \mathrm{\Omega }\times ^d`$ for any DDS $`\mathrm{\Omega }`$.

###### Definition 4.1.

A kernel of finite range is a function $`kC(𝒳\times _\mathrm{\Omega }𝒳)`$ that satisfies the following properties:

* $`k`$ is bounded.
* $`k`$ has finite range, i.e., there exists $`R_k>0`$ such that $`k(p,\omega ,q)=0`$, whenever $`|pq|R_k`$.
* $`k`$ is invariant, i.e.,

$$k(p+t,\omega +t,q+t)=k(p,\omega ,q),$$

for $`(p,\omega ,q)𝒳\times _\mathrm{\Omega }𝒳`$ and $`t^d`$.

The set of these kernels is denoted by $`𝒦^{fin}(\mathrm{\Omega },T)`$.

We record a few quite elementary observations. For any kernel $`k𝒦^{fin}(\mathrm{\Omega },T)`$ denote by $`\pi _\omega k:=K_\omega `$ the operator $`K_\omega (\mathrm{}^2(\omega ))`$, induced by

$$(K_\omega \delta _q|\delta _p):=k(p,\omega ,q)\text{ for }p,q\omega .$$

Clearly, the family $`K:=\pi k`$, $`K=(K_\omega )_{\omega \mathrm{\Omega }}`$, is bounded in the product (equipped with the supremum norm) $`\mathrm{\Pi }_{\omega \mathrm{\Omega }}(\mathrm{}^2(\omega ))`$. Now, pointwise sum, the convolution (matrix) product

$$(ab)(p,\omega ,q):=\underset{x\omega }{}a(p,\omega ,x)b(x,\omega ,q)$$

and the involution $`k^{}(p,\omega ,q):=\overline{k}(q,\omega ,p)`$ make $`𝒦^{fin}(\mathrm{\Omega },T)`$ into a $``$-algebra. Then, the mapping $`\pi :𝒦^{fin}(\mathrm{\Omega },T)\mathrm{\Pi }_{\omega \mathrm{\Omega }}(\mathrm{}^2(\omega ))`$ is a faithful $``$-representation. We denote $`𝒜^{fin}(\mathrm{\Omega },T):=\pi (𝒦^{fin}(\mathrm{\Omega },T))`$ and call it the operators of finite range. The completion of $`𝒜^{fin}(\mathrm{\Omega },T)`$ with respect to the norm $`A:=sup_{\omega \mathrm{\Omega }}A_\omega `$ is denoted by $`𝒜(\mathrm{\Omega },T)`$. It is not hard to see that the mapping $`\pi _\omega :𝒜^{fin}(\mathrm{\Omega },T)(\mathrm{}^2(\omega )),KK_\omega `$ is a representation that extends by continuity to a representation of $`𝒜(\mathrm{\Omega },T)`$ that we denote by the same symbol.

###### Proposition 4.2.

Let $`A𝒜(\mathrm{\Omega },T)`$ be given. Then the following holds:
(a) $`\pi _{\omega +t}(A)=U_t\pi _\omega (A)U_t^{}`$ for arbitrary $`\omega \mathrm{\Omega }`$ and $`t^d`$.
(b) For $`FC_c(𝒳)`$, the map $`\omega \pi _\omega (A)F_\omega ,F_\omega _\omega `$ is continuous.

###### Proof.

Both statements are immediate for $`A𝒜^{fin}(\mathrm{\Omega },T)`$ and then can be extended to $`𝒜(\mathrm{\Omega },T)`$ by density and the definition of the norm. ∎

We get the following result that relates ergodicity properties of $`(\mathrm{\Omega },T)`$, spectral properties of the operator families from $`𝒜(\mathrm{\Omega },T)`$ and properties of the representations $`\pi _\omega `$.

###### Theorem 4.3.

The following conditions on a DDS $`(\mathrm{\Omega },T)`$ are equivalent:

* $`(\mathrm{\Omega },T)`$ is minimal.
* For any selfadjoint $`A𝒜(\mathrm{\Omega },T)`$ the spectrum $`\sigma (A_\omega )`$ is independent of $`\omega \mathrm{\Omega }`$.
* $`\pi _\omega `$ is faithful for every $`\omega \mathrm{\Omega }`$.

###### Proof.

(i)$``$(ii):
Choose $`\varphi C()`$. We then get $`\pi _\omega (\varphi (A))=\varphi (\pi _\omega (A))`$ since $`\pi _\omega `$ is a continuous algebra homomorphism. Set $`\mathrm{\Omega }_0=\{\omega \mathrm{\Omega }:\pi _\omega (\varphi (A))=0\}`$. By Proposition 4.2 (a), $`\mathrm{\Omega }_0`$ is invariant under translations. Moreover, by Proposition 4.2 (b) it is closed. Thus, $`\mathrm{\Omega }_0=\mathrm{}`$ or $`\mathrm{\Omega }_0=\mathrm{\Omega }`$ by minimality. As $`\varphi `$ is arbitrary, this gives the desired equality of spectra by spectral calculus.

(ii)$``$(iii):
By (ii) we get that $`\pi _\omega (A)^2=\pi _\omega (A^{}A)`$ does not depend on $`\omega \mathrm{\Omega }`$. Thus $`\pi _\omega (A)=0`$ for some $`A`$ implies that $`\pi _\omega (A)=0`$ for all $`\omega \mathrm{\Omega }`$ whence $`A=0`$.

(iii)$``$(i):
Assume that $`\mathrm{\Omega }`$ is not minimal. Then we find $`\omega _0`$ and $`\omega _1`$ such that $`\omega _1\overline{(\omega _0+^d)}`$.

Consequently , there is $`r>0,p\omega ,\delta >0`$ such that

$$d_H((\omega _0p)B_r(0),(\omega _1q)B_r(0))>2\delta $$

for all $`q\omega _1`$. Let $`\rho C()`$ such that $`\rho (t)=0`$ if $`t\frac{1}{2}`$ and $`\rho (0)=1`$. Moreover, let $`\psi C_c(^d)`$ such that $`\text{supp}\psi B_\delta (0)`$ and $`\varphi C_c(^d)`$ and $`\varphi =1`$ on $`B_{2r}(0)`$.

Finally, let

$`a(x,\omega ,y)`$ $`:=`$ $`\rho (\left({\displaystyle \underset{p\omega }{}}T_p\psi \right)T_x\varphi \left({\displaystyle \underset{q\omega _0}{}}T_q\psi \right)T_y\varphi _{\mathrm{}}`$
$`+`$ $`\left({\displaystyle \underset{p\omega _0}{}}T_p\psi \right)T_x\varphi \left({\displaystyle \underset{q\omega }{}}T_q\psi \right)T_y\varphi _{\mathrm{}})`$
It is clear that $`a`$ is a symmetric kernel of finite range and by construction the corresponding operator family satisfies $`A_{\omega _1}=0`$ but $`A_{\omega _0}0`$, which implies (iii). ∎

Let us now comment on the relation between the algebra $`𝒜(\mathrm{\Omega },T)`$ defined above and the C-algebra introduced in  for a different purpose and in a different setting. Using the notation from  we let

$$𝒴=\{\omega \mathrm{\Omega }:0\omega \}$$

and

$$G_𝒴=\{(\omega ,t)𝒴\times ^d:t\omega \}𝒳.$$

In  the authors introduce the algebra $`C^{}(G_𝒴)`$, the completion of $`C_c(G_𝒴)`$ with respect to the convolution

$$fg(\omega ,q)=\underset{t\omega }{}f(\omega ,t)g(\omega t,qt)$$

and the norm induced by the representations

$$\mathrm{\Pi }_\omega :C_c(G_𝒴)(\mathrm{}^2(\omega )),\mathrm{\Pi }_\omega (f)\xi (q)=\underset{t\omega }{}f(\omega t,tq)\xi (q),q\omega .$$

The following result can be checked readily, using the definitions.

###### Proposition 4.4.

For a kernel $`k𝒦^{fin}(\mathrm{\Omega },T)`$ denote $`f_k(\omega ,t):=k(0,\omega ,t)`$. Then

$$J:𝒦^{fin}(\mathrm{\Omega },T)C_c(G_𝒴),kf_k$$

is a bijective algebra isomorphism and $`\pi _\omega =\mathrm{\Pi }_\omega J`$ for all $`\omega `$. Consequently, $`𝒜(\mathrm{\Omega },T)`$ and $`C^{}(G_𝒴)`$ are isomorphic.

Note that the setting in  and here are somewhat different. In the tiling framework, the analogue of these algebras have been considered in .

We now come to relate the abstract trace $`\tau `$ defined in the last section with the mean trace per unit volume. The latter object is quite often considered by physicists and bears the name integrated density of states. Its proper definition rests on ergodicity. We start with the following preparatory result for which we need the notion of a van Hove sequence of sets.

For $`s>0`$ and $`Q^d`$, we denote by $`_sQ`$ the set of points in $`^d`$ whose distance to the boundary of $`Q`$ is less than $`s`$. A sequence $`(Q_n)`$ of bounded subsets of $`^d`$ is called a van Hove sequence if $`|Q_n|^1|_sQ_n|0,n0`$ for every $`s>0`$.

###### Proposition 4.5.

Assume that $`(\mathrm{\Omega },T)`$ is a uniquely ergodic $`(r,R)`$-system with invariant probability measure $`\mu `$ and $`A𝒜(\mathrm{\Omega },T)`$. Then, for any van Hove sequence $`(Q_n)`$ it follows that

$$\underset{n}{lim}\frac{1}{|Q_n|}\mathrm{tr}(A_\omega |_{Q_n})=\tau (A)$$

for every $`\omega \mathrm{\Omega }`$.

Clearly, $`A_\omega |_Q`$ denotes the restriction of $`A_\omega `$ to the subspace $`\mathrm{}^2(\omega Q)`$ of $`\mathrm{}^2(\omega )`$. Note that this subspace is finite-dimensional, whenever $`Q^d`$ is bounded.

We will use here the shorthand $`A_\omega (p,q)`$ for the kernel associated with $`A_\omega `$.

###### Proof.

Fix a nonnegative $`uC_c(^d)`$ with $`_^du(x)𝑑x=1`$ and support contained in $`B_r(0)`$ and let $`f(\omega ,p):=u(p)`$. Then

$`\tau (A)`$ $`=`$ $`{\displaystyle _\mathrm{\Omega }}\mathrm{tr}(A_\omega M_u)𝑑\mu (\omega )`$
$`=`$ $`{\displaystyle _\mathrm{\Omega }}\left({\displaystyle \underset{p\omega }{}}A_\omega (p,p)u(p)\right)𝑑\mu (\omega )`$
$`=`$ $`{\displaystyle _\mathrm{\Omega }}F(\omega )𝑑\mu (\omega ),`$
where

$$F(\omega ):=\underset{p\omega }{}A_\omega (p,p)u(p)$$

is continuous by virtue of , Proposition 2.5 (a). Therefore, the ergodic theorem for uniquely ergodic systems implies that for every $`\omega \mathrm{\Omega }`$:

$$\frac{1}{|Q_n|}_{Q_n}F(\omega +t)𝑑t_\mathrm{\Omega }F(\omega )𝑑\mu (\omega ).$$

On the other hand,

$`{\displaystyle \frac{1}{|Q_n|}}{\displaystyle _{Q_n}}F(\omega +t)𝑑t`$ $`=`$ $`{\displaystyle \frac{1}{|Q_n|}}{\displaystyle _{Q_n}}\left({\displaystyle \underset{p\omega +t}{}}A_{\omega +t}(p,p)u(p)\right)𝑑t`$
$`=`$ $`{\displaystyle \frac{1}{|Q_n|}}\underset{I_n}{\underset{}{{\displaystyle _{Q_n}}\left({\displaystyle \underset{q\omega }{}}A_\omega (q,q)u(q+t)\right)𝑑t}}`$
by covariance of $`A_\omega `$. Since $`\text{supp}uB_r(0)`$ and the integral over $`u`$ equals $`1`$, every $`q\omega `$ such that $`q+B_r(0)Q_n`$ contributes $`A_\omega (q,q)1`$ in the sum under the integral $`I_n`$. For those $`q\omega `$ such that $`q+B_r(0)Q_n=\mathrm{}`$, the corresponding summand gives $`0`$. Hence

$`|{\displaystyle \frac{1}{|Q_n|}}\left({\displaystyle \underset{q\omega Q_n}{}}A_\omega (q,q)I_n\right)|`$ $``$ $`{\displaystyle \frac{1}{|Q_n|}}\mathrm{\#}\{q_{2r}Q_n\}A_\omega `$
$``$ $`C{\displaystyle \frac{|_{2r}Q_n|}{|Q_n|}}0`$
since $`(Q_n)`$ is a van Hove sequence. ∎

A variant of this proposition also holds in the measurable situation.

###### Proposition 4.6.

Let $`\mu `$ be an ergodic measure on $`(\mathrm{\Omega },T)`$. Let $`A𝒩(\mathrm{\Omega },T,\mu )`$ and an increasing van Hove sequence $`(Q_n)`$ of compact sets in $`^d`$ with $`^d=Q_n`$, $`0Q_1`$ and $`|Q_nQ_n|C|Q_n|`$ for some $`C>0`$ and all $`n`$ be given. Then,

$$\underset{n}{lim}\frac{1}{|Q_n|}\mathrm{tr}(A_\omega |_{Q_n})=\tau (A)$$

for $`\mu `$-almost every $`\omega \mathrm{\Omega }`$.

###### Proof.

The proof follows along similar lines as the proof of the preceeding proposition after replacing the ergodic theorem for uniquely ergodic systems by the Birkhoff ergodic theorem. Note that for $`A𝒩(\mathrm{\Omega },T,\mu )`$, the function $`F`$ defined there is bounded and measurable. ∎

In the proof we used ideas of Hof . The following result finally establishes an identity that one might call an abstract Shubin’s trace formula. It says that the abstractly defined trace $`\tau `$ is determined by the integrated density of states. The latter is the limit of the following eigenvalue counting measures. Let, for selfadjoint $`A𝒜(\mathrm{\Omega },T)`$ and $`Q^d`$:

$$\rho [A_\omega ,Q],\phi :=\frac{1}{|Q|}\mathrm{tr}(\phi (A_\omega |_Q)),\phi C().$$

Its distribution function is denoted by $`n[A_\omega ,Q]`$, i.e. $`n[A_\omega ,Q](E)`$ gives the number of eigenvalues below $`E`$ per volume (counting multiplicities).

###### Theorem 4.7.

Let $`(\mathrm{\Omega },T)`$ be a uniquely ergodic $`(r,R)`$-system and $`\mu `$ its ergodic probability measure. Then, for selfadjoint $`A𝒜(\mathrm{\Omega },T)`$ and any van Hove sequence $`(Q_n)`$,

$$\rho [A_\omega ,Q_n],\phi \tau (\phi (A))\text{ as }n\mathrm{}$$

for every $`\phi C()`$ and every $`\omega \mathrm{\Omega }`$. Consequently, the measures $`\rho _\omega ^{Q_n}`$ converge weakly to the measure $`\rho _A`$ defined above by $`\rho _A,\phi :=\tau (\phi (A))`$, for every $`\omega \mathrm{\Omega }`$.

###### Proof.

Let $`\phi C()`$ and $`(Q_n)`$ be a van Hove sequence. From Proposition 4.5, applied to $`\phi (A)=(\phi (A_\omega ))_{\omega \mathrm{\Omega }}`$, we already know that

$$\underset{n}{lim}\frac{1}{|Q_n|}\mathrm{tr}(\phi (A_\omega )|_{Q_n})=\tau (\phi (A))$$

for arbitrary $`\omega \mathrm{\Omega }`$. Therefore, it remains to show that

$$\underset{n}{lim}\frac{1}{|Q_n|}\left(\mathrm{tr}(\phi (A_\omega )|_{Q_n})\mathrm{tr}(\phi (A_\omega |_{Q_n}))\right)=0().$$

This latter property is stable under uniform limits of functions $`\phi `$, since both $`\phi (A_\omega |_{Q_n})`$ and $`\phi (A_\omega )|_{Q_n}`$ are operators of rank dominated by $`c|Q_n|`$.

It thus suffices to consider a polynomial $`\phi `$.

Now, for a fixed polynomial $`\phi `$ with degree $`N`$, there exists a constant $`C=C(\phi )`$ such that

$$\phi (A)\phi (B)CAB(A+B)^N$$

for any $`A,B`$ on an arbitrary Hilbert space. In particular,

$$\frac{1}{|Q_n|}|\mathrm{tr}(\phi (A_\omega )|_{Q_n})\mathrm{tr}(\phi (B_\omega )|_{Q_n})|CA_\omega B_\omega (A_\omega +B_\omega )^N$$

and

$$\frac{1}{|Q_n|}|\mathrm{tr}(\phi (A_\omega |_{Q_n}))\mathrm{tr}(\phi (B_\omega |_{Q_n}))|CA_\omega B_\omega (A_\omega +B_\omega )^N$$

for all $`A_\omega `$ and $`B_\omega `$.

Thus, it suffices to show $`()`$ for a polynomial $`\phi `$ and $`A𝒜^{fin}(\mathrm{\Omega },T)`$, as this algebra is dense in $`𝒜(\mathrm{\Omega },T)`$. Let such $`A`$ and $`\phi `$ be given.

Let $`R_a`$ the range of the kernel $`aC(𝒳\times _\mathrm{\Omega }𝒳)`$ corresponding to $`A`$. Since the kernel of $`A^k`$ is the $`k`$-fold convolution product $`b:=a\mathrm{}a`$ one can easily verify that the range of $`A^k`$ is bounded by $`NR_a`$. Thus, for all $`p,q\omega Q_n`$ such that the distance of $`p,q`$ to the complement of $`Q_n`$ is larger than $`NR_a`$, the kernels of $`A_\omega ^k|_{Q_n}`$ and $`(A|_{Q_n})^k`$ agree for $`kN`$. We get:

$$((\phi (A_\omega )|_{Q_n})\delta _q|\delta _p)=b(p,\omega ,q)=(\phi (A_\omega |_{Q_n})\delta _q|\delta _p).$$

Since this is true outside $`\{q\omega Q_n:\text{dist}(q,Q_n^c)>NR_a\}_{NR_a}Q_n`$ the matrix elements of $`(\phi (A_\omega )|_{Q_n})`$ and $`\phi (A_\omega |_{Q_n})`$ differ at at most $`c|_{NR_a}Q_n|`$ sites, so that

$$|\mathrm{tr}(\phi (A_\omega )|_{Q_n})\mathrm{tr}(\phi (A_\omega |_{Q_n}))|C|_{NR_a}Q_n|.$$

Since $`(Q_n)`$ is a van Hove sequence, this gives the desired convergence.

The above statement has many precursors:  in the context of almost periodic, random or almost random operators on $`\mathrm{}^2(^d)`$ or $`L^2(^d)`$. It generalizes results by Kellendonk  on tilings associated with primitive substitutions. Its proof relies on ideas from  and . Nevertheless, it is new in the present context.

For completeness reasons, we also state the following result.

###### Theorem 4.8.

Let $`(\mathrm{\Omega },T)`$ be an $`(r,R)`$-system with an ergodic probabiltiy measure $`\mu `$ . Let $`A𝒜(\mathrm{\Omega },T)`$ be selfadjoint $`(Q_n)`$ be an increasing van Hove sequence $`(Q_n)`$ of compact sets in $`^d`$ with $`Q_n=^d`$, $`0Q_1`$and $`|Q_nQ_n|C|Q_n|`$ for some $`C>0`$ and all $`n`$. Then,

$$\rho [A_\omega ,Q_n],\phi \tau (\phi (A))\text{ as }n\mathrm{}$$

for $`\mu `$-almost every $`\omega \mathrm{\Omega }`$. Consequently, the measures $`\rho _\omega ^{Q_n}`$ converge weakly to the measure $`\rho _A`$ defined above by $`\rho _A,\phi :=\tau (\phi (A))`$, for $`\mu `$-almost every $`\omega \mathrm{\Omega }`$.

The Proof follows along similar lines as the proof of the previous theorem with two modifications: Instead of Proposition 4.5, we use Proposition 4.6; and instead of dealing with arbitrary polynomials we choose a countable set of polynomials which is dense in $`C_c([A2,A+2])`$.

The primary object from the physicists point of view is the finite volume limit:

$$N[A](E):=\underset{n\mathrm{}}{lim}n[A_\omega ,Q_n](E)$$

known as the integrated density of states. It has a striking relevance as the number of energy levels below $`E`$ per unit volume, once its existence and independence of $`\omega `$ are settled.

The last two theorems provide the mathematically rigorous version. Namely, the distribution function $`N_A(E):=\rho _A(\mathrm{},E]`$ of $`\rho _A`$ is the right choice. It gives a limit of finite volume counting measures since

$$\rho [A_\omega ,Q_n]\rho _A\text{ weakly as }n\mathrm{}.$$

Therefore, the desired independence of $`\omega `$ is also clear. Moreover, by standard arguments we get that the distribution functions of the finite volume counting functions converge to $`N_A`$ at points of continuity of the latter.

In  we present a much stronger result for uniquely ergodic minimal DDS that extends results for onedimensional models by the first named author, . Namely we prove that the distribution functions converge uniformly, uniform in $`\omega `$. The above result can then be used to identify the limit as given by the tace $`\tau `$. Let us stress the fact that unlike in usual random models, the function $`N_A`$ does exhibit discontinuities in general, as explained in .

Let us end by emphasizing that the assumptions we posed are met by all the models that are usually considered in connection with quasicrystals. In particular, included are those Delone sets that are constructed by the cut-and-project method as well as models that come from primitive substitution tilings.