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# Almost Sure Central Limit Theorems and the Erdös-Rényi law for Expanding Maps of the Interval

## 1 Introduction and results

Almost sure central limit theorems were first derived for independent sequences of random variables by Brosamler , Schatte  and Fisher  (see also ). In its simplest form the result states that if $`X_1,X_2,\mathrm{}`$ is an i.i.d. sequence of real random variables with zero mean and unit variance (and satisfying some adequate moment condition), if $`(S_n)`$ is the sequence of partial sums

$$S_n=\underset{j=1}{\overset{n}{}}X_j,$$

then almost surely, for any real $`x`$

$$\underset{n\mathrm{}}{lim}\frac{1}{D_n}\underset{k=1}{\overset{n}{}}\frac{1}{k}\text{χ}_{(\mathrm{},x]}\left(\frac{S_k}{\sqrt{k}}\right)=\frac{1}{\sqrt{2\pi }}_{\mathrm{}}^xe^{\frac{\xi ^2}{2}}𝑑\xi ,$$
(1)
where $`D_n=_{k=1}^nk^1=\mathrm{log}n+𝒪(1)`$. Notice that this refines the following result by Erdös-Hunt  which can be seen as a discrete version of the strong arc sine law:

$$\underset{n\mathrm{}}{lim}\frac{1}{\mathrm{log}n}\underset{k=1}{\overset{n}{}}\frac{1}{k}\text{χ}_{\{S_k>0\}}=\frac{1}{2}\text{a.s.}$$

provided that the distribution of $`X_1`$ is symmetric. The logarithmic average in (1) may look surprising at first glance. However, the Erdös-Hunt result already implies that the Cesáro mean does not converge with probability one. We refer to  for a more general discussion showing that the logarithmic average is essentially the only one that works.

After the initial discovery, a large literature was published extending the result in various directions. We refer to ,  and  for references and to  for a generic result working for aperiodic dynamical systems.

Results for sequences of dependent random variables have also been obtained under some mixing conditions (see  and references therein). However dynamical systems do not often satisfy these mixing conditions with respect to the most natural observables in their phase space. We will consider below the family of dynamical systems given by piecewise expanding maps of the interval. We assume that the map $`f`$ is a piecewise monotonic transformation with $`b`$ branches and we denote by $`(a_i)_{i=0}^b`$ the corresponding subdivision of $`[0,1]`$. We also assume that $`f`$ is monotonic and extends to a $`C^2`$ map on each $`\overline{A_i}=[a_i,a_{i+1}]`$. Finally we assume that the map is topologically mixing and there is a constant $`\eta >1`$ and an integer $`m`$ such that for any $`x[0,1)`$, $`|(f^m)^{}(x)|>\eta `$. Under these conditions this dynamical system has a unique absolutely continuous invariant measure $`d\mu =hdx`$  satisfying exponential decay of correlations for functions of bounded variation . For such observables one also has a central limit theorem . It is therefore natural to investigate the truth of almost sure central limit theorems in this class of systems which are rather well understood. We expect that the techniques developed below will prove useful in more general situations. $``$ and $`𝔼`$ will refer to the probability and the expectation with respect to $`\mu `$.

We will prove below a slightly stronger form of the almost sure central limit theorem (1) which is formulated using convergence in the Kantorovich distance $`\kappa `$ (we refer to  for equivalent definitions and properties of this distance). We will denote by $``$ the set of Lipschitz functions with Lipschitz constant equal to one and vanishing at the origin. We recall that if $`\nu _1`$ and $`\nu _2`$ are two probability measures, $`\kappa `$ is given by

$$\kappa (\nu _1,\nu _2)=\underset{g}{sup}g(x)d\left(\nu _1\nu _2\right)(x).$$
(2)
Note that since $`\nu _1`$ and $`\nu _2`$ are probability measures, in the above integral we can replace $`g`$ by $`gg(0)`$, or in other words there is no restriction in assuming $`g(0)=0`$. It is convenient to define the sequence of weighted empirical (random) measures of the average by

$$_n=\frac{1}{D_n}\underset{k=1}{\overset{n}{}}\frac{1}{k}\delta _{S_k/\sqrt{k}},$$
(3)
where $`\delta _a`$ is the Dirac measure at point $`a`$ of the real line. We investigate the convergence of this random measures to a Gaussian distribution in the Kantorovich metric.

We now state our first main result.

###### Theorem 1.1

Consider a piecewise $`C^2`$ expanding map $`f`$ of the interval which is topologically mixing and let $`d\mu =hdx`$ be its unique absolutely continuous invariant probability. Consider the sequence of random variables $`X_j=uf^j`$ where $`u`$ is a Lipschitz function with zero $`\mu `$ average, and assume that the quantity $`\sigma ^2`$ given by

$$\sigma ^2=_0^1u^2𝑑\mu +2\underset{j=1}{\overset{\mathrm{}}{}}_0^1uf^ju𝑑\mu $$
(4)
is non zero. Then Lebesgue almost surely

$$\underset{n\mathrm{}}{lim}\kappa (_n,𝒩(0,\sigma ^2))=0,$$
(5)
where $`𝒩(0,\sigma ^2)`$ is the Gaussian measure with mean zero and variance $`\sigma ^2`$. More precisely, there is a constant $`C_0>0`$ such that, for all $`n>3`$,

$$\left(\underset{j>n}{sup}\left(\frac{(\mathrm{log}j)^{1/3}\kappa (_j,𝒩(0,\sigma ^2))}{\sqrt{\mathrm{log}\mathrm{log}j}}\right)>1\right)$$

$$𝒪(1)e^{C_0(\mathrm{log}n)^{1/3}}.$$

Notice that the last estimate in the theorem provides an upper bound to the velocity of the approximation by the Gaussian measure.

It follows from the proof that there exist constants $`C_1>0`$ and $`C_2>0`$ such that for any $`n>3`$ and for any $`t>0`$

$$\left(\kappa (_n,𝒩(0,\sigma ^2))>t+C_2\frac{(\mathrm{log}\mathrm{log}n)^{1/2}}{(\mathrm{log}n)^{1/3}}\right)2e^{C_1t^2D_n}.$$

This is a kind of large deviation bound. In the independent case, and for the almost sure weak convergence large deviation, estimates have been obtained in .

It follows from the decay of correlations that the quantity $`\sigma ^2`$ is finite and non negative (see ). We also recall that since $`𝒩(0,\sigma ^2)`$ has a bounded density, convergence in the Kantorovich metric implies convergence in the Kolmogorov metric and in other topologies, see e.g.  for a review. We recall that the convergence in the Kantorovich metric follows from the weak convergence and the convergence of the integral of the function $`g(x)=|x|`$. However we will handle directly the Kantorovich metric in order to get estimates on the speed of convergence.

Define now the measure $`𝒢(\sigma )`$ by

$$d𝒢(\sigma )(x):=\frac{\sqrt{2}}{\sqrt{\pi }\sigma }\vartheta (x)e^{x^2/2\sigma }dx,$$

where $`\vartheta `$ is the Heaviside function. In the following theorem, $`S_n^{}=sup_{kn}S_k`$.

###### Theorem 1.2

Under the assumptions of theorem 1.1, the sequence of random measures

$$_n=\frac{1}{D_n}\underset{k=1}{\overset{n}{}}\frac{1}{k}\delta _{\frac{S_k^{}}{\sqrt{k}}},$$
(6)
converges Lebesgue almost surely to $`𝒢(\sigma )`$ in the Kantorovich metric.

The same result holds for the minima of partial sums $`inf_{kn}S_k`$. Velocity of convergence estimates could also be obtained.

In order to state the Erdös-Rényi Theorem, we recall the large deviation result for expanding maps of the interval . Let $`u`$ be a function of bounded variation on $`[0,1]`$. Without loss of generality, we assume that $`𝔼(u)=0`$. Suppose that $`\sigma >0`$ where $`\sigma `$ is defined by formula (4).

There exists $`\beta _0>0`$ such that for any $`|\beta |\beta _0`$ the following limit exists

$$F(\beta )=\underset{n\mathrm{}}{lim}\frac{1}{n}\mathrm{log}Z_n(\beta )$$

where

$$Z_n(\beta )=e^{\beta _{j=0}^{n1}u(f^j(x))}𝑑\mu (x).$$

For $`|\beta |\beta _0`$ the function $`F`$ is analytic (see ), and we denote by $`\phi `$ its Legendre transform. Recall that the function $`\phi `$ is analytic for $`|\alpha |\alpha _0`$, where $`\alpha _0>0`$ is small enough. Moreover $`\phi `$ is non negative and strictly convex and its minimum, which is equal to zero, is attained at the $`\mu `$-expectation of $`u`$, that is $`0`$. In particular, for any fixed $`0<\alpha <\alpha _0`$, and any $`ϵ>0`$, there is an integer $`n_0=n_0(ϵ)`$ such that for any integer $`k>n_0`$ we have

$$e^{k(\phi (\alpha )+ϵ)}\left(\frac{1}{k}\underset{j=0}{\overset{k1}{}}uf^j>\alpha \right)e^{k(\phi (\alpha )ϵ)}.$$
(7)
We will need a much sharper result given in Appendix A. Let

$$M_k=\underset{0j\left[\mathrm{exp}(k\phi (\alpha ))\right]k}{sup}S_kf^j.$$

###### Theorem 1.3

Assume that $`u`$ is function of bounded variation of $`[0,1]`$. Then, under the hypotheses of Theorem 1.1, there is a number $`\alpha ^{}>0`$ ($`\alpha ^{}\alpha _0`$) such that for any $`|\alpha |\alpha ^{}`$, we have Lebesgue almost surely

$$\underset{k\mathrm{}}{lim\; sup}\frac{M_kk\alpha }{\mathrm{log}k}\frac{1}{2\beta }$$

and

$$\underset{k\mathrm{}}{lim\; inf}\frac{M_kk\alpha }{\mathrm{log}k}\frac{1}{2\beta }$$

where $`\beta =\phi ^{}(\alpha )`$.

Note that this implies

$$\underset{k\mathrm{}}{lim}\frac{M_k}{k}=\alpha \text{Lebesgue almost surely}.$$

Remarks.

1. We refer to  for an optimal estimate in the case of independent random variables. We notice that we get the same rate of convergence. It follows from the estimate below that one can derive estimates on the rate of convergence, however these estimates depend on quantities like the derivative of the pressure function $`F`$ which are not easily controlled in terms of data on the map $`f`$.

2. As observed by Comets  in a different context (Ising model of Statistical Mechanics on a lattice), the Erdös-Rényi Theorem can be used as a statistical tool to determine the large deviation function. As a first application, we recall that for full Markov expanding maps of the interval, the essential spectral radius of the transfer operator is related to the function $`F`$ which is the inverse Legendre transform of $`\phi `$ (see  and for extensions  and ). In other words, this Theorem provides a statistical tool to estimate a generic lower bound on the decay of correlations. Other applications of the Erdös-Rényi Theorem will be discussed in forthcoming publications.

3. It follows from results in  and  that, since we assume that our map is topologically mixing, the density $`h`$ of the absolutely continuous invariant measure $`\mu `$ is bounded below away from $`0`$. Another sufficient condition is provided in .

The rest of the paper is organized as follows. In section 2 we prove theorems 1.1 and 1.2. We first derive an estimate on the expectation of the Kantorovich distance. We next apply an exponential inequality proven in  which allows to control the deviations of the Kantorovich distance from its expectation. The result follows from a Borel-Cantelli type argument. The Erdös-Rényi Theorem is proven in section 3 using a precise large deviations estimate of independent interest which is discussed in the appendix. In Section 4 we deduce ASCLT’s refining both Shannon-McMillan-Breiman and Ornstein-Weiss theorems. The latter estimates the entropy of the system by the recurrence rate of typical trajectories.

In the sequel, $`C,C_1`$, etc, will denote various constants whose value may vary with the context.

## 2 Almost sure convergence for Lipschitz observables

We will say that a real-valued function $`K`$ on $`[0,1]^n`$ is separately Lipschitz in all its variables, if for any $`1in`$ we have

$$L_i(K)=\underset{x_1\mathrm{}x_n,y[0,1]}{sup}$$

$$\frac{\left|K(x_1,\mathrm{},x_{i1},x_i,x_{i+1},\mathrm{},x_n)K(x_1,\mathrm{},x_{i1},y,x_{i+1},\mathrm{},x_n)\right|}{\left|x_iy\right|}<\mathrm{}$$
(8)
where in the above notation the indices out of range are absent.

We recall some inequalities proven in .

###### Theorem 2.1

There is a constant $`C>0`$ such that for any integer $`n`$ and for any real valued function $`K`$ on $`[0,1]^n`$ separately Lipschitz in all its variables, we have

$$e^{K(x,\mathrm{},f^{n1}(x))𝔼(K)}𝑑\mu (x)e^{C_{j=1}^nL_j(K)^2},$$
(9)
where $`𝔼(K)`$ is the average

$$𝔼(K)=K(x,\mathrm{},f^{n1}(x))𝑑\mu (x).$$

We have also

$$\left(\left|K(x,\mathrm{},f^{n1}(x))𝔼(K)\right|>t\right)2e^{t^2/\left(4C_{j=1}^nL_j(K)^2\right)}.$$
(10)
Recall (see for example ) that the Kantorovich distance is also given by

$$\kappa (_n,𝒩(0,\sigma ^2))=_{\mathrm{}}^{\mathrm{}}\left|_n(x)F_\sigma (x)\right|𝑑x$$

where $`_n`$ and $`F_\sigma `$ are the laws of $`_n`$ and $`𝒩(0,\sigma ^2)`$ respectively, or in other words

$$_n(x)=_{\mathrm{}}^x𝑑_n=\frac{1}{D_n}\underset{1}{\overset{n}{}}\frac{1}{k}\vartheta \left(x\frac{S_k}{\sqrt{k}}\right).$$

($`\vartheta `$ is the Heaviside function.)

We will first prove that

$$\underset{n\mathrm{}}{lim}𝔼\left(\kappa (_n,𝒩(0,\sigma ^2))\right)=0.$$

In fact, we will prove a stronger result estimating the speed of convergence to zero which is useful for the second part of Theorem 1.1.

###### Proposition 2.2

Under the hypotheses of Theorem 1.1, there is a positive constant $`C`$ such that for any $`n>3`$ we have

$$𝔼\left(\kappa (_n,𝒩(0,\sigma ^2))\right)\frac{C(\mathrm{log}\mathrm{log}n)^{1/2}}{(\mathrm{log}n)^{1/3}}.$$

Proof. First introduce the following notation for convenience: $`A_n=\widehat{C}\sqrt{\mathrm{log}\mathrm{log}n}`$, where $`\widehat{C}`$ is a large positive constant to be fixed later. Introduce also the following sequence of functions: $`\psi _n(x)=\psi (x/A_n)`$ where $`\psi `$ is a non-negative $`C^2`$ function bounded by one, equal to $`0`$ for $`|x|>2`$ and to $`1`$ for $`|x|<1`$.

It is easy to check that

$$𝔼\left(\kappa (_n,𝒩(0,\sigma ^2))\right)(1+𝒪(1)/A_n)𝔼\left(\underset{g}{sup}_{A_n}^{\mathrm{}}gd(_n𝒩(0,\sigma ^2))\right)+$$

$$(1+𝒪(1)/A_n)𝔼\left(\underset{g}{sup}_{\mathrm{}}^{A_n}gd(_n𝒩(0,\sigma ^2))\right)+$$

$$𝔼\left(\underset{g}{sup}g\psi _nd(_n𝒩(0,\sigma ^2))\right).$$

Since $`g(0)=0`$ we have

$$𝔼\left(\underset{g}{sup}_{A_n}^{\mathrm{}}gd(_n𝒩(0,\sigma ^2))\right)𝔼\left(_{A_n}^{\mathrm{}}x𝑑_n(x)\right)+_{A_n}^{\mathrm{}}x𝑑𝒩(0,\sigma ^2)(x).$$

The last integral is bounded above by $`e^{𝒪(1)A_n^2}`$ for $`n`$ large enough. On the other hand, an integration by parts leads to

$$𝔼\left(_{A_n}^{\mathrm{}}x𝑑_n(x)\right)$$

$$\frac{1}{D_n}\underset{k=1}{\overset{n}{}}\frac{1}{k}_{A_n}^{\mathrm{}}(S_k>x\sqrt{k})𝑑x+\frac{1}{D_n}\underset{k=1}{\overset{n}{}}\frac{1}{k}A_n(S_k>A_n\sqrt{k}).$$

Since the function

$$K(x_1,\mathrm{},x_q)=\left|\underset{k=1}{\overset{q}{}}u(x_k)\right|$$

is separately Lipschitz with Lipschitz constants all equal to $`L(u)`$, it follows from (10) that there are two positive constants $`C_1`$ and $`C_2`$ such that for any integer $`n`$ and any $`t>0`$

$$\left(\left|S_q\right|>t+𝔼\left(\left|S_q\right|\right)\right)C_1e^{C_2t^2/q}.$$
(11)
It is proved in  that for any $`q1`$

$$𝔼\left(|S_q|\right)𝔼\left(S_q^2\right)^{1/2}𝒪(1)\sqrt{q}.$$
(12)
We now choose $`\widehat{C}`$ large enough such that for any $`q1`$ and $`n3`$

$$A_n\sqrt{q}𝔼(|S_q|)\frac{A_n\sqrt{q}}{2}.$$

Using (11) with $`t=x\sqrt{q}𝔼(|S_q|)`$ for $`xA_n`$, and inequality (12), we obtain

$$A_n(S_q>A_n\sqrt{q})+_{A_n}^{\mathrm{}}(S_q>x\sqrt{q})𝑑x𝒪(1)e^{𝒪(1)A_n^2}$$

and therefore

$$𝔼\left(\underset{g}{sup}_{A_n}^{\mathrm{}}gd(_n𝒩(0,\sigma ^2))\right)𝒪(1)e^{𝒪(1)A_n^2}.$$

Similarly

$$𝔼\left(\underset{g}{sup}_{\mathrm{}}^{A_n}gd(_n𝒩(0,\sigma ^2))\right)𝒪(1)e^{𝒪(1)A_n^2}.$$

We now handle the middle range integral

$$𝔼\left(\underset{g}{sup}g\psi _nd(_n𝒩(0,\sigma ^2))\right).$$

We introduce a sequence of finite sets $`_n`$ of Lipschitz functions defined for $`n>3`$ and with Lipschitz constant at most $`2`$. This is a set of functions $`g`$ defined on $`[2A_n1,2A_n+1]`$ which are piecewise affine on each interval between consecutive points of $`((\mathrm{log}n)^{1/3})[2A_n1,2A_n+1]`$, which are zero at the origin and satisfy for any integer $`k(\mathrm{log}n)^{1/3}[2A_n1,2A_n+1]`$

$$g\left((k+1)(\mathrm{log}n)^{1/3}\right)g\left(k(\mathrm{log}n)^{1/3}\right)(\mathrm{log}n)^{1/3}([2,2]).$$

Finally, one takes $`g`$ constant on the intervals

$$[2A_n1,[(2A_n+1)(\mathrm{log}n)^{1/3}](\mathrm{log}n)^{1/3}]$$

and

$$[[(2A_n+1)(\mathrm{log}n)^{1/3}](\mathrm{log}n)^{1/3}],2A_n+1].$$

It is easy to verify that for any $`\mathrm{}`$, there is a $`g_n`$ such that

$$\underset{x[2A_n1,2A_n+1]}{sup}|g(x)\mathrm{}(x)|3(\mathrm{log}n)^{1/3}.$$

By a simple computation one gets

$$\mathrm{Card}\left(_n\right)5^{2(4A_n+3)(\mathrm{log}n)^{1/3}}.$$
(13)
This estimate is related to the $`ϵ`$-entropy of $``$, see , .

We therefore have

$$𝔼\left(\underset{g}{sup}_{\mathrm{}}^+\mathrm{}\psi _ng\left(d_nd𝒩(0,\sigma ^2)\right)\right)$$

$$𝔼\left(\underset{g_n}{sup}_{\mathrm{}}^+\mathrm{}\psi _ng\left(d_nd𝒩(0,\sigma ^2)\right)\right)+𝒪(1)A_n(\mathrm{log}n)^{1/3}.$$

We now use Pisier’s inequality (see ) to estimate the integral on the right hand side. We get

$$𝔼\left(e^{(\mathrm{log}n)^{2/3}sup_{g_n}_{\mathrm{}}^+\mathrm{}\psi _ngd(_n𝒩(0,\sigma ^2))}\right)$$

$$\underset{g_n}{}𝔼\left(e^{(\mathrm{log}n)^{2/3}_{\mathrm{}}^+\mathrm{}\psi _ngd(_n𝒩(0,\sigma ^2))}\right).$$
(14)
The factor $`(\mathrm{log}n)^{2/3}`$ in the exponent will be convenient to balance later on the different bounds and, in particular, the ‘entropy’ contribution (13). We have

$$_{\mathrm{}}^+\mathrm{}\psi _ng𝑑_n=K_n(x,f(x),\mathrm{},f^{n1}(x))$$

where

$$K_n(x_1,\mathrm{},x_n)=\frac{1}{D_n}\underset{j=1}{\overset{n}{}}\frac{1}{j}(\psi _ng)\left(\frac{_{p=1}^jx_p}{\sqrt{j}}\right)$$

and this function is separately Lipschitz with

$$L_q\left(K_n\right)\frac{𝒪(1)}{D_nq^{1/2}}$$

uniformly in $`n`$ and in $`g_n`$. We now apply Jensen’s inequality to the left hand side of (14) and the exponential inequality (9) to each term of the right hand side together with (13) and we obtain

$$e^{(\mathrm{log}n)^{2/3}𝔼\left(sup_{g_n}_{\mathrm{}}^{\mathrm{}}\psi _ngd(_n𝒩(0,\sigma ^2))\right)}$$

$$5^{2(4A_n+3)(\mathrm{log}n)^{1/3}}e^{𝒪(1)(\mathrm{log}n)^{4/3}D_n^1}e^{(\mathrm{log}n)^{2/3}sup_{g_n}𝔼\left(_{\mathrm{}}^{\mathrm{}}\psi _ngd(_n𝒩(0,\sigma ^2))\right)}.$$
(15)
We now take the logarithm on both sides and divide by $`(\mathrm{log}n)^{2/3}`$. We obtain

$$𝔼\left(\underset{g_n}{sup}_{\mathrm{}}^{\mathrm{}}\psi _ngd(_n𝒩(0,\sigma ^2))\right)$$

$$\frac{𝒪(1)A_n}{(\mathrm{log}n)^{1/3}}+\underset{g_n}{sup}𝔼\left(_{\mathrm{}}^{\mathrm{}}\psi _ngd(_n𝒩(0,\sigma ^2))\right).$$

We now estimate the last term in the right-hand side of this inequality.

Let $`\nu _k`$ be the law of $`S_k/\sqrt{k}`$. Since $`g_n`$ is differentiable except in $`(\mathrm{log}n)^{1/3}`$ we have

$$_{\mathrm{}}^{\mathrm{}}\psi _ng𝑑\nu _k_{\mathrm{}}^{\mathrm{}}𝑑x(\psi _ng)^{}(x)\nu _k\left((\mathrm{},x]\right)+$$

$$\underset{|q|(2A_n+1)(\mathrm{log}n)^{1/3}}{}\mathrm{\Delta }\nu _k(q(\mathrm{log}n)^{1/3})(\psi _ng)(q(\mathrm{log}n)^{1/3}),$$

where

$$\mathrm{\Delta }\nu _k(s)=\nu _k\left((\mathrm{},s]\right)\nu _k\left((\mathrm{},s^{}]\right).$$

To estimate $`\mathrm{\Delta }\nu _k`$, we will use the Berry-Esseen inequality proved in our context by A. Broise ). She indeed proved that

$$\underset{x}{sup}\left|𝔼\left(\vartheta \left(x\frac{S_k}{\sqrt{k}}\right)\right)F_\sigma (x)\right|𝒪(1)k^{1/2}$$

uniformly in $`k1`$. Since the Gaussian has a bounded density, we have uniformly in $`k`$

$$\underset{|q|(2A_n+1)(\mathrm{log}n)^{1/3}}{sup}\mathrm{\Delta }\nu _k(q(\mathrm{log}n)^{1/3})𝒪(1)k^{1/2}$$

therefore uniformly in $`n`$ and $`k`$

$$_{\mathrm{}}^{\mathrm{}}\psi _ng𝑑\nu _k=_{\mathrm{}}^{\mathrm{}}\psi _ng𝑑𝒩(0,\sigma ^2)+𝒪(1)A_n(\mathrm{log}n)^{1/3}k^{1/2}.$$

From (3) we have

$$𝔼\left(_{\mathrm{}}^{\mathrm{}}\psi _ng𝑑_n\right)=\frac{1}{D_n}\underset{k=1}{\overset{n}{}}\frac{1}{k}_{\mathrm{}}^{\mathrm{}}\psi _ng𝑑\nu _k.$$

Then it follows easily that uniformly in $`n1`$ and $`g_n`$ we have

$$𝔼\left(_{\mathrm{}}^{\mathrm{}}\psi _ng𝑑_n\right)=_{\mathrm{}}^{\mathrm{}}\psi _ng𝑑𝒩(0,\sigma ^2)+𝒪(1)A_n(\mathrm{log}n)^{2/3}.$$

Using this estimate in (15), the proposition follows.

We now handle the proof of Theorem 1.1. In order to apply the exponential inequality, we consider the sequence of functions

$$K_n(x_1,\mathrm{},x_n)=_{\mathrm{}}^{\mathrm{}}𝑑x\left|\frac{1}{D_n}\underset{k=1}{\overset{n}{}}\frac{1}{k}\vartheta \left(x\frac{_{l=1}^kx_l}{\sqrt{k}}\right)F_\sigma (x)\right|.$$

After an easy computation one gets for any $`1pn`$

$$L_p\left(K_n\right)\frac{𝒪(1)}{D_np^{1/2}}.$$

We can now apply the exponential inequality (9) to get the existence of a constant $`C_1>0`$ such that for any $`n`$ and for any $`t>0`$

$$\left(\left|\kappa (_n,𝒩(0,\sigma ^2))𝔼\left(\kappa (_n,𝒩(0,\sigma ^2))\right)\right|>t\right)2e^{C_1t^2D_n}.$$

This implies the first part of Theorem 1.1.

We define the sequence $`(n_k)`$ by

$$n_k=e^{k^3}.$$

We conclude from the above estimate and Proposition 2.2 that for a positive constant $`\mathrm{\Theta }`$ large enough

$$\underset{k}{}\left(\kappa (_{n_k},𝒩(0,\sigma ^2))>\frac{\mathrm{\Theta }(\mathrm{log}\mathrm{log}n_k)^{1/2}}{(\mathrm{log}n_k)^{1/3}}\right)<\mathrm{}$$

which implies by the Borel-Cantelli lemma that the sequence $`\kappa (_{n_k},𝒩(0,\sigma ^2))`$ converges to zero almost surely. More precisely

$$\underset{k(\mathrm{log}n)^{1/2}}{}\left(\kappa (_{n_k},𝒩(0,\sigma ^2))>\frac{\mathrm{\Theta }(\mathrm{log}\mathrm{log}n_k)^{1/2}}{(\mathrm{log}n_k)^{1/3}}\right)$$

$$𝒪(1)\underset{\mathrm{}(\mathrm{log}n)^{1/3}}{}e^{𝒪(1)\mathrm{}}𝒪(1)e^{𝒪(1)(\mathrm{log}n)^{1/3}}.$$

From (3) it follows that for $`n>n_k`$

$$_n=_{n_k}\frac{D_nD_{n_k}}{D_n}_{n_k}+\frac{1}{D_n}\underset{j=n_k+1}{\overset{n}{}}\frac{1}{j}\delta _{S_j/\sqrt{j}}.$$

This implies

$$\left|\kappa (_n,𝒩(0,\sigma ^2))\kappa (_{n_k},𝒩(0,\sigma ^2))\right|$$

$$\frac{D_nD_{n_k}}{D_n}\kappa (_{n_k},𝒩(0,\sigma ^2))+\underset{g}{sup}\frac{1}{D_n}\underset{j=n_k+1}{\overset{n}{}}\frac{1}{j}\left[g\left(\frac{S_j}{\sqrt{j}}\right)g𝑑𝒩(0,\sigma ^2)\right].$$

From now on, we assume that $`nn_{k+1}`$, then the first term tends to zero almost surely by our previous estimates and is more precisely $`𝒪((\mathrm{log}n_k)^{1/3})`$. We now prove that the second term tends to zero almost surely. We have

$$\underset{g}{sup}\frac{1}{D_n}\underset{j=n_k+1}{\overset{n}{}}\frac{1}{j}\left[g\left(\frac{S_j}{\sqrt{j}}\right)g𝑑𝒩(0,\sigma ^2)\right]$$

$$\frac{1}{D_n}\underset{j=n_k+1}{\overset{n}{}}\frac{1}{j}\left[\frac{\left|S_j\right|}{\sqrt{j}}+|x|𝑑𝒩(0,\sigma ^2)(x)\right]$$

$$\frac{1}{D_{n_k}}\underset{j=n_k+1}{\overset{n_{k+1}}{}}\frac{1}{j}\left[\frac{\left|S_j\right|}{\sqrt{j}}+|x|𝑑𝒩(0,\sigma ^2)(x)\right].$$

We have for any $`k`$

$$\frac{1}{D_{n_k}}\underset{j=n_k+1}{\overset{n_{k+1}}{}}\frac{1}{j}|x|𝑑𝒩(0,\sigma ^2)(x)𝒪(1)\frac{\mathrm{log}n_{k+1}\mathrm{log}n_k}{\mathrm{log}n_k}$$

Using (12), we get

$$𝔼\left(\frac{1}{D_{n_k}}\underset{j=n_k+1}{\overset{n_{k+1}}{}}\frac{1}{j}\frac{\left|S_j\right|}{\sqrt{j}}\right)𝒪(1)\frac{\mathrm{log}n_{k+1}\mathrm{log}n_k}{\mathrm{log}n_k}.$$

We now observe that the function

$$K(x_1,\mathrm{},x_{n_{k+1}})=\frac{1}{D_{n_k}}\underset{j=n_k+1}{\overset{n_{k+1}}{}}\frac{1}{j}\frac{\left|_{\mathrm{}=1}^ju(x_{\mathrm{}})\right|}{\sqrt{j}}$$

is separately Lipschitz with the following estimates, for $`k>4`$:

$$L_q(K)\{\begin{array}{cc}\frac{𝒪(1)}{\sqrt{n_k}D_{n_k}}\hfill & \text{for }1q<n_k+1\hfill \\ \frac{4}{\sqrt{q}D_{n_k}}\hfill & \text{for }n_k+1qn_{k+1}\text{.}\hfill \end{array}$$

Therefore

$$\underset{q=1}{\overset{n_{k+1}}{}}L_q(K)^2𝒪(1)\frac{D_{n_{k+1}}D_{n_k}}{D_{n_k}^2}.$$

Using (10) and the choice of $`n_k`$, one easily gets for $`k>1`$

$$\left(\underset{\mathrm{}k}{sup}\left((\mathrm{log}n_{\mathrm{}})^{1/3}\frac{1}{D_n_{\mathrm{}}}\underset{j=n_{\mathrm{}}+1}{\overset{n_{\mathrm{}+1}}{}}\frac{1}{j}\frac{\left|S_j\right|}{\sqrt{j}}\right)>(\mathrm{log}\mathrm{log}n_{\mathrm{}})^{1/2}\right)$$

$$𝒪(1)\underset{\mathrm{}k}{}e^{C_0(\mathrm{log}n_{\mathrm{}})^{1/3}}$$

for some positive constant $`C_0`$.

Collecting all the above estimates finishes the proof of Theorem 1.1.

The proof of Theorem 1.2 is similar to the proof of Theorem 1.1. Using the exponential inequality (10), it follows as before that

$$\left(\left|\kappa (_n,𝒢(s))𝔼\left(\kappa (_n,𝒢(s))\right)\right|>t\right)2e^{𝒪(1)t^2/D_n}.$$

We have also

$$\left(\left|S_n^{}\right|>u+𝔼\left(\left|S_n^{}\right|\right)\right)𝒪(1)e^{𝒪(1)u^2/n}.$$

Let us now estimate the expectation. First note that $`𝔼\left(|S_n^{}|\right)𝔼\left(sup_{1jn}|S_j|\right)`$. We use Pisier’s inequality  to get

$$𝔼\left(e^{sup_{1jn}|S_j|\sqrt{\mathrm{log}n}/\sqrt{n}}\right)\underset{j=1}{\overset{n}{}}𝔼\left(e^{|S_j|\sqrt{\mathrm{log}n}/\sqrt{n}}\right).$$

Taking logarithm of both sides, using Jensen’s inequality in the left hand side and inequality (9) in the right hand side we get

$$𝔼\left(\left|S_n^{}\right|\right)𝒪(1)\sqrt{n\mathrm{log}n}.$$

Therefore, for any $`\eta >0`$ we have

$$\underset{n=1}{\overset{\mathrm{}}{}}\left(\left|S_n^{}\right|>\sqrt{n}(\mathrm{log}n)^{1/2+\eta }\right)<\mathrm{}.$$

We now deal with the expectation.

###### Proposition 2.3

Under the assumptions of Theorem 1.1, we have

$$\underset{n\mathrm{}}{lim}𝔼(\kappa (_n,𝒢(\sigma )))=0.$$

Proof. As before we have for any $`A>0`$ large enough and uniformly in $`n`$

$$𝔼\left(_{|x|>A}𝑑x\left|\frac{1}{D_n}\underset{1}{\overset{n}{}}\frac{1}{k}\vartheta \left(x\frac{S_k^{}}{\sqrt{k}}\right)𝒢(\sigma )(x)\right|\right)e^{𝒪(1)A^2}.$$

The middle integral is treated as before except for the term $`𝔼\left(\psi _Ag𝑑_n\right)`$ appearing in the analog of (15).

It is enough to show that for any $`g_n`$

$$\underset{k\mathrm{}}{lim}𝔼\left((\psi _Ag)(S_k^{}/\sqrt{k})\right)=\psi _Ag𝑑𝒢(\sigma ).$$

At this point we recall the almost sure invariance principle (ASIP) , . There is a positive number $`\delta `$ and an enriched probability space $`\mathrm{\Omega }`$ carrying also a Brownian motion $`(B_t)`$ such that

$$\stackrel{~}{S}_k\sigma B_k=o(k^{\delta +1/2})\text{eventually almost surely}$$

where the sequence $`(\stackrel{~}{S}_k)`$ has the same joint distribution as $`(S_k)`$. In other words there is an almost-surely finite integer-valued random variable $`N(\omega )`$, where $`\omega \mathrm{\Omega }`$, such that, for any $`j>N(\omega )`$

$$|\stackrel{~}{S}_j(\omega )\sigma B_j(\omega )|j^{\delta +1/2}.$$

To derive the ASIP for $`(\stackrel{~}{S}_k^{})=(sup_{jk}\stackrel{~}{S}_k)`$, notice that there are two cases for each $`k`$, namely the supremum is attained for an index $`j_kN(\omega )`$ or for an index $`j_k>N(\omega )`$. We claim that for almost all $`\omega `$ the first case can occur at most for finitely many $`k`$’s. Indeed, if it was not the case, since $`(\stackrel{~}{S}_k^{})`$ is non decreasing, it would imply that this sequence is bounded. However, by the law of the iterated logarithm (for $`B_k`$) the sequence $`(\stackrel{~}{S}_k)`$ diverges almost surely. In other words, the index for which the maximum is attained in $`\stackrel{~}{S}_k^{}`$ is eventually almost surely larger than $`N(\omega )`$. The same argument holds for the sequence $`(B_j)`$. We conclude that the ASIP also holds for the sequence $`(\stackrel{~}{S}_k^{})`$. In particular

$$\frac{\stackrel{~}{S}_k^{}}{\sqrt{k}}\frac{\sigma B_k^{}}{\sqrt{k}}0\text{almost surely}.$$

Since $`sup_x|(g\psi _A)(x)|2A`$, we can use the dominated convergence theorem to conclude that for any $`A>0`$

$$\underset{k\mathrm{}}{lim}\left(𝔼\left((\psi _Ag)(S_k^{}/\sqrt{k})\right)𝔼\left((\psi _Ag)(\sigma B_k^{}/\sqrt{k})\right)\right)=0.$$

Define $`B_k^{}=sup_{1jk}B_{j/k}`$. Now observe that by rescaling we get

$$𝔼\left((\psi _Ag)(\sigma B_k^{}/\sqrt{k})\right)=𝔼\left((\psi _Ag)(\sigma B_k^{})\right).$$

Since trajectories of the Brownian motion are almost surely Hölder continuous , we obtain

$$B_k^{}\underset{0t1}{sup}B_t0\text{almost surely}.$$

Using again the dominated convergence theorem we get

$$\underset{k\mathrm{}}{lim}𝔼\left((\psi _Ag)(\sigma B_k^{})\right)=𝔼\left((\psi _Ag)(\sigma \underset{0t1}{sup}B_t)\right)$$

The proof of Theorem 1.2 is complete by letting $`A`$ tend to infinity and by using the explicit expression for the law of $`sup_{0t1}B_t`$, see .

## 3 Proof of Theorem 1.3

From Lemma A.1, stationarity and the differentiability of $`\phi `$, we have

$$\left(M_k>k\alpha +x\mathrm{log}k\right)\underset{j=0}{\overset{[\mathrm{exp}(k\phi (\alpha )]k}{}}\left(S_kf^j>k\alpha +x\mathrm{log}k\right)$$

$$𝒪(1)e^{k\phi (\alpha )}k^{1/2}e^{k\phi (\alpha +(x\mathrm{log}k)/k))}𝒪(1)k^{1/2}e^{x\phi ^{}(\alpha )\mathrm{log}k}$$

and this is summable over $`k`$ if $`x>1/(2\phi ^{}(\alpha ))=1/(2\beta )`$. We are done with the upper bound.

For an integer $`r`$ to be chosen later on independently of $`k`$ and $`0<ϵ<1`$ also independent of $`k`$, we define a new quantity

$$\stackrel{~}{M}_k=\underset{0j[(\mathrm{exp}(k\phi (\alpha ))k)/(rk)]}{sup}\underset{0l[k^{1ϵ/4}]}{sup}S_kf^{jrk+l[k^{ϵ/4}]}.$$

The gaps of size $`rk`$ in the indices will allow us later on to use the decay of correlations. The small gap $`[k^{ϵ/4}]`$ is chosen for convenience. It can be reduced to a large enough constant times $`\mathrm{log}k`$. Its role is to ensure that the probability of having simultaneously $`S_k(x)>k\alpha `$ and $`S_kf^{[k^{ϵ/4}]}(x)>k\alpha `$ is small enough. We have of course

$$\stackrel{~}{M}_kM_k$$

and therefore for any $`\lambda `$

$$(M_k<\lambda )(\stackrel{~}{M}_k<\lambda ).$$

We will now estimate this last quantity with $`\lambda =k\alpha (1+ϵ)\mathrm{log}k/(2\beta )`$. Let

$$A=\{x:S_k(x)<k\alpha (1+ϵ)(\mathrm{log}k)/(2\beta )\}.$$

We have

$$\left(\stackrel{~}{M}_k<k\alpha (1+ϵ)(\mathrm{log}k)/(2\beta )\right)=$$

$$𝔼\left(\underset{\genfrac{}{}{0pt}{}{0j\left[\left(\mathrm{exp}\left(k\phi \left(\alpha \right)\right)k\right)/\left(rk\right)\right]}{0l[k^{1ϵ/4}]}}{}\text{χ}_Af^{jrk+l[k^{ϵ/4}]}\right).$$

In order to estimate this quantity, we will construct an upper bound as follows. Let $`\psi `$ be the non negative Lipschitz function defined by

$$\psi (x)=\{\begin{array}{cc}1\hfill & \text{for }x<0\hfill \\ 1x\hfill & \text{for }0x1\hfill \\ 0\hfill & \text{for }1x\text{.}\hfill \end{array}$$

We have obviously

$$\text{χ}_A(x)\psi \left(S_k(x)k\alpha +(1+ϵ)(\mathrm{log}k)/(2\beta )\right)\text{χ}_B(x)$$
(16)
where

$$B=\{x:S_k(x)<k\alpha (1+ϵ)(\mathrm{log}k)/(2\beta )+1\}.$$

Therefore

$$\left(\stackrel{~}{M}_k<k\alpha (1+ϵ)(\mathrm{log}k)/(2\beta )\right)$$

$$𝔼\left(\underset{\genfrac{}{}{0pt}{}{0j\left[\left(\mathrm{exp}\left(k\phi \left(\alpha \right)\right)k\right)/\left(rk\right)\right]}{0l[k^{1ϵ/4}]}}{}\psi f^{jrk+l[k^{ϵ/4}]}\right).$$

It is easy to verify that if $`v`$ is a function of bounded variation and $`w`$ is a Lipschitz function with Lipschitz constant $`K_w`$ we have with $``$ denoting the total variation

$$(wv)K_wv.$$

We recall (see ) that under our hypothesis on the transformation $`f`$, there is a positive constant $`A>2`$ such that for any integer $`q`$ we have

$$f^qA^q.$$

Therefore, if we define the function $`g_1`$ by

$$g_1(x)=\underset{0l[k^{1ϵ/4}]}{}\psi \left(S_k\left(f^{l[k^{ϵ/4}]}(x)\right)k\alpha +(1+ϵ)(\mathrm{log}k)/(2\beta )\right),$$

one gets easily

$$g_1k^2A^{2k}.$$

We recall (see ) that there exist two positive constants $`C`$ and $`\rho <1`$ such that if $`g_1`$ is a function of bounded variation and $`g_2`$ is integrable with respect to the Lebesgue measure (and hence also with respect to $`\mu `$), we have for any integer $`p`$

$$\left|g_1g_2f^p𝑑\mu g_1𝑑\mu g_2𝑑\mu \right|C\rho ^p\left(g_1+|g_1|𝑑x\right)|g_2|𝑑x.$$

We now apply this inequality with $`p=(r1)k`$ and

$$g_2(x)=g_{2,q}(x)=\underset{\genfrac{}{}{0pt}{}{0jq1}{0l[k^{1ϵ/4}]}}{}\psi \left(S_k\left(f^{jrk+l[k^{ϵ/4}]}(x)\right)k\alpha +(1+ϵ)(\mathrm{log}k)/(2\beta )\right),$$

$`q`$ being an integer. We obtain the recursive bound for any $`q1`$

$$𝑑\mu (x)\underset{\genfrac{}{}{0pt}{}{0jq}{0l[k^{1ϵ/4}]}}{}\psi \left(S_k\left(f^{jrk+l[k^{ϵ/4}]}(x)\right)k\alpha +(1+ϵ)(\mathrm{log}k)/(2\beta )\right)$$

$$\left(g_1𝑑\mu +Ck^2A^{2k}\rho ^{(r1)k}\right)$$

$$\times d\mu (x)\underset{\genfrac{}{}{0pt}{}{0jq1}{0l[k^{1ϵ/4}]}}{}\psi (S_k\left(f^{jrk+l[k^{ϵ/4}]}(x)\right)k\alpha +(1+ϵ)(\mathrm{log}k)/(2\beta )).$$

We now choose $`r`$ (depending on $`\alpha `$) such that $`2\mathrm{log}A+(r1)\mathrm{log}\rho <\phi (\alpha )`$. This implies for $`k`$ large enough

$$\left(M_k<k\alpha (1+ϵ)(\mathrm{log}k)/(2\beta )\right)$$

$$\left(g_1𝑑\mu +𝒪(1)e^{k\phi (\alpha )k\delta }\right)^{\left[(\mathrm{exp}(k\phi (\alpha ))k)/(rk)\right]1}$$
(17)
for some $`\delta >0`$ independent of $`k`$.

We now have to estimate the integral of $`g_1`$ from above. We have of course from (16)

$$g_1(x)𝑑\mu 𝑑\mu \underset{0l[k^{1ϵ/4}]}{}\text{χ}_Bf^{l[k^{ϵ/4}]}$$

$$=𝑑\mu \underset{0l[k^{1ϵ/4}]}{}\left(1\text{χ}_{B^c}f^{l[k^{ϵ/4}]}\right).$$

Using Bonferoni’s inequality, we get

$$g_1(x)𝑑\mu 1\underset{0l[k^{1ϵ/4}]}{}𝑑\mu \text{χ}_{B^c}f^{l[k^{ϵ/4}]}$$

$$+\underset{0mn[k^{1ϵ/4}]}{}𝑑\mu \text{χ}_{B^c}f^{n[k^{ϵ/4}]}\text{χ}_{B^c}f^{m[k^{ϵ/4}]}.$$
(18)
We observe that for fixed $`0<ϵ<1`$ and for $`k`$ large enough, we have from Lemma (A.1)

$$\mu (B^c)𝒪(1)k^{\frac{ϵ}{2}}e^{k\phi (\alpha )}.$$

Therefore using also the invariance of the measure $`\mu `$, the opposite of the second term in the right hand side is bounded below by

$$([k^{1ϵ/4}]+1)\mu (B^c)𝒪(1)k^{1+ϵ/4}e^{k\phi (\alpha )}.$$
(19)
We now have to estimate the last term on the right hand side of (18) and show in particular that it is much smaller than the modulus of the second term (for large $`k`$). This estimate is provided in the appendix by Lemma A.2. Collecting all the bounds, namely (17), (18) and (19), we finally get

$$\left(M_k<k\alpha (1+ϵ)(\mathrm{log}k)/(2\beta )\right)𝒪(1)e^{C[k^{ϵ/4}]}$$

where $`C>0`$ is some positive constant. The right hand side of this estimate is summable in $`k`$ for any $`ϵ>0`$ and the result follows using the Borel-Cantelli Lemma.

## 4 Applications to entropy estimation

We define $`n`$-cylinder sets as usual: $`A_{i_1}^{i_n}:=A_{i_1}f^1A_{i_2}\mathrm{}f^{n+1}A_{i_n}`$, where the $`A_i`$’s are the monotonicity/regularity intervals of the map $`f`$. Denote by $`𝒫_n`$ the set of $`n`$-cylinders. For all $`x[0,1]`$ which is not the $`n`$-th preimage of a discontinuity point, there is a unique $`n`$-cylinder containing $`x`$, denoted by $`𝒫_n(x)`$. Since $`f`$ is expanding, the partition of $`[0,1]`$ into the sets $`]a_i,a_{i+1}]`$ generates the Borel $`\sigma `$-algebra.

We assume that $`\mathrm{log}|f^{}|`$ is a Lipschitz function. Throughout this section, the observable $`u`$ will be $`\mathrm{log}|f^{}|`$. Recall that by Rokhlin formula , $`h_\mu (f)=\mathrm{log}|f^{}|d\mu `$.

The following theorem is a refinement of Shannon-McMillan-Breiman Theorem (see also ,  for the usual central limit theorem). Let us define the sequence of weighted empirical (random) measures of minus the logarithm of the $`\mu `$-measure of cylinders by

$$𝒮_n=\frac{1}{D_n}\underset{k=1}{\overset{n}{}}\frac{1}{k}\delta _{(\mathrm{log}\mu (𝒫_k())kh)/\sqrt{k}}$$

where $`h=h_\mu (f)`$.

###### Theorem 4.1

Under the hypotheses of Theorem 1.1 and assuming that the function $`\mathrm{log}|f^{}|`$ is Lipschitz,

$$\underset{n\mathrm{}}{lim}\kappa (𝒮_n,𝒩(0,\sigma ^2))=0,$$
(20)
Lebesgue almost surely.

Proof. By Theorem 1.1 applied to $`u=\mathrm{log}|f^{}|h`$ and the triangle inequality, we only have to prove that $`\kappa (𝒮_n,_n)0`$ as $`n`$ goes to infinity, Lebesgue almost surely, where $`_n`$ is given by (3).

We have the following strong approximation: for any $`0<\varrho <1`$ and for any $`x`$ in a set of measure $`1\varrho `$, there is an integer $`N=N(\varrho )`$ such that for any $`k>N`$

$$S_k(x)𝒪(1)\mathrm{log}\mu (𝒫_k(x))S_k(x)+𝒪(1).$$
(21)
Indeed, let

$$B(k,C)=\{P𝒫_k:xP,\frac{1}{C}\frac{\mu (P)}{\mathrm{exp}S_k(x)}C\}.$$

Then, by Lemma 22 in , given any $`0<\varrho <1`$, there exists $`\mathrm{\Gamma }_\varrho >0`$ and $`N_\varrho >0`$ such that

$$\mu \left(\underset{n>N_\varrho }{}\underset{PB(n,\mathrm{\Gamma }_\varrho )}{}P\right)1\varrho .$$

As before, we can write this distance as follows:

$$\kappa (𝒮_n,_n)$$

$$\frac{1}{D_n}\underset{k=1}{\overset{n}{}}\frac{1}{k}_{\mathrm{}}^+\mathrm{}𝑑\xi \left|\vartheta \left(\xi \frac{S_kkh}{\sqrt{k}}\right)\vartheta \left(\xi \frac{\mathrm{log}\mu (𝒫_k())kh}{\sqrt{k}}\right)\right|.$$

It is now straightforward to get using (21)

$$\kappa (𝒮_n,_n)\frac{1}{D_n}\underset{k=1}{\overset{n}{}}\frac{𝒪(1)}{k^{3/2}}\frac{𝒪(1)}{D_n}0\text{as}n\mathrm{}$$

on a set of measure $`1\varrho `$. Since $`\varrho `$ can be chosen arbitrarily small, the proof is finished.

We now define the return time of a point $`x`$ to its $`n`$-cylinder by

$$R_n(x)=inf\{k>0:f^k(x)𝒫_n(x)\}.$$

The following result is due to Ornstein and Weiss :

$$\underset{n\mathrm{}}{lim}\frac{1}{n}\mathrm{log}R_n(x)=h_\mu (f)\text{for}\mu \text{almost all}x.$$

This result needs only the ergodicity of $`\mu `$ to hold.

We define the sequence of weighted empirical (random) measures of the logarithm of the return times by

$$𝒪𝒲_n=\frac{1}{D_n}\underset{k=1}{\overset{n}{}}\frac{1}{k}\delta _{(\mathrm{log}R_kkh)/\sqrt{k}}.$$

###### Theorem 4.2

Under the hypotheses of Theorem 1.1, and assuming that the function $`\mathrm{log}|f^{}|`$ is Lipschitz, we have

$$\underset{n\mathrm{}}{lim}\kappa (𝒪𝒲_n,𝒩(0,\sigma ^2))=0,$$
(22)
Lebesgue almost surely.

The main point is to get a sufficiently strong approximation of $`\mathrm{log}R_k`$ by $`S_k`$ that holds eventually almost surely. This is the subject of Lemma B.1 which is stated and proved in Appendix B.

Proof. By the triangle inequality, it is enough to prove that $`\kappa (𝒪𝒲_n,_n)0`$ as $`n`$ goes to infinity, Lebesgue almost surely.

By Lemma B.1 and (21), we obtain the following strong approximation: for any $`0<\varrho <1`$ and for any $`x`$ in a set of measure $`1\varrho `$, there is an integer $`N=N(x,\varrho )`$ such that for all $`n>N`$

$$S_k(x)𝒪(1)\mathrm{log}k\mathrm{log}R_k(x)S_k(x)+𝒪(1)\mathrm{log}k.$$
(23)
We can write this distance as follows (as we have already done before):

$$\kappa (𝒪𝒲_n,_n)\frac{1}{D_n}\underset{k=1}{\overset{n}{}}\frac{1}{k}_{\mathrm{}}^+\mathrm{}𝑑\xi \left|\vartheta \left(\xi \frac{S_kkh}{\sqrt{k}}\right)\vartheta \left(\xi \frac{\mathrm{log}R_kkh}{\sqrt{k}}\right)\right|.$$

It is straightforward to get using (23)

$$\kappa (𝒪𝒲_n,_n)\frac{1}{D_n}\underset{k=1}{\overset{n}{}}\frac{𝒪(1)\mathrm{log}k}{k^{3/2}}\frac{𝒪(1)}{D_n}0\text{as}n\mathrm{}$$

on a set of measure $`1\varrho `$. Since $`\varrho `$ can be chosen arbitrarily small, the proof is finished.

We recall that lognormal fluctuations of the return time $`R_n`$ have been studied in .

## Appendix A Appendix: Sharp large deviation estimates.

In this section we will establish a sharp estimate on the probability of large deviations. Similar results have been obtained for independent random variables and Markov chains. We refer to , ,  and  for a detailed discussion of these cases and more references. For piecewise expanding maps of the interval, the result has been obtained by A. Broise  under a generic non lacunarity assumption. We show here that the result holds in full generality (as in the independent case) for small enough values of $`\alpha `$. The proof is very similar to that of . We give it below for the sake of convenience.

###### Lemma A.1

Under the assumptions of Theorem 1.3, there is a compact neighborhood $`K`$ of the origin, and two constants $`0<c_1<c_2`$ such that for any $`\alpha K\backslash \{0\}`$ and for any integer $`k1+\beta ^4`$ (recall that $`\beta =\phi ^{}(\alpha )`$) we have

$$\frac{c_1}{\beta \sqrt{k}}e^{k\phi (\alpha )}\left(S_k>k\alpha \right)\frac{c_2}{\beta \sqrt{k}}e^{k\phi (\alpha )}.$$

Proof.

We first recall a convenient representation of the probability we are interested in. For a given $`\alpha K`$, let $`\beta =\phi ^{}(\alpha )`$. Define a sequence of positive measures $`\nu _{k,\alpha }`$ by

$$d\nu _{k,\alpha }(s)=_0^1𝑑y\underset{f^k(x)=y}{}\frac{e^{\beta S_k(x)}e^{kF(\beta )}}{\left|(f^k)^{}(x)\right|}h(x)\delta \left(sk^{1/2}(S_k(x)k\alpha )\right),$$

where $`\delta `$ denotes the Dirac measure. After a simple computation (see  or ) one gets

$$(S_k>k\alpha )=e^{k\phi (\alpha )}_0^{\mathrm{}}e^{\beta s\sqrt{k}}𝑑\nu _{k,\alpha }(s).$$

In this expression of $`\nu _{k,\alpha }`$, one sees appearing the operator $`L_z`$ given by

$$\left(L_zv\right)(y)=\underset{f(x)=y}{}\frac{v(x)e^{zu(x)}}{\left|f^{}(x)\right|}.$$

This operator depends analytically on $`z`$, and in the space of functions of bounded variations, one can use analytic perturbation theory . In particular, there is a disk $`D`$ in the complex plane centered at the origin such that for any $`z`$ inside that disk, the operator $`L_z`$ has a peripheral spectrum consisting of a simple eigenvalue denoted below $`e^{F(z)}`$. In the disk $`D`$, $`F`$ is analytic and the corresponding eigenvector and eigenform depend also analytically on $`z`$. Moreover the rest of the spectrum is inside a disk of radius $`\rho <1`$ and there is a uniform bound on the corresponding spectral projection.

In particular, for a fixed real $`\beta D`$, we have for any complex number $`z`$ such that $`z+\beta D`$

$$_{\mathrm{}}^+\mathrm{}e^{zs}𝑑\nu _{k,\alpha }(s)=_0^1𝑑y\underset{f^k(x)=y}{}\frac{e^{\beta S_k(x)}e^{kF(\beta )}}{\left|f_{}^{k}{}_{}{}^{}(x)\right|}h(x)e^{z(S_k(x)k\alpha )/\sqrt{k}}$$

$$=e^{kF(\beta )}e^{\sqrt{k}\alpha z}_0^1\left(L_{\beta +z/\sqrt{k}}\right)^kh(y)𝑑y.$$

Note that in the above expression, since $`u`$ is bounded (and hence $`S_k`$), the right-hand side is an entire function of $`z`$. We now apply the analytic perturbation theory  in the last expression and get

$$_{\mathrm{}}^+\mathrm{}e^{zs}𝑑\nu _{k,\alpha }(s)=C(\beta +z/\sqrt{k})e^{kF(\beta )+kF(\beta +z/\sqrt{k})k\sqrt{\alpha }}+R_k(\beta +z/\sqrt{k})$$

where $`R_k(w)`$ is bounded for $`wD`$ by

$$\left|R_k(w)\right|𝒪(1)(3\rho /4)^k$$

and $`C(w)`$ is analytic for $`wD`$. Note that since $`R_k`$ can be written as the difference of two functions analytic in $`D`$, it is also analytic in $`D`$ and therefore we have estimates of all its derivatives in any smaller disk in terms of its maximum in $`D`$. In particular, we have uniformly in $`\alpha `$ in a neighborhood of the origin

$$s𝑑\nu _{k,\alpha }(s)=𝒪(1)k^{1/2}$$

$$s^4𝑑\nu _{k,\alpha }(s)=𝒪(1)$$

and

$$\sigma (\alpha )^2=\underset{k\mathrm{}}{lim}s^2𝑑\nu _{k,\alpha }(s)=F^{\prime \prime }(\beta ).$$

As observed in , if $`F^{\prime \prime }(0)0`$, that is to say $`u`$ is not of the form $`vvf`$ for a function $`v`$ of bounded variation, then by continuity we have $`F^{\prime \prime }(\beta )0`$ in a neighborhood of the origin in $`\beta `$ and also in a neighborhood of the origin in $`\alpha `$.

From these estimates, we can derive a Berry-Esseen estimate. We denote by $`F_{k,\alpha }`$ the law of $`\nu _{k,\alpha }`$ and by $`F_\sigma `$ the law of the normal distribution with variance $`\sigma ^2`$.

Under the assumptions of Theorem 1.1, there is a number $`\alpha _0^{}>0`$ and a number $`C>0`$ such that for any $`|\alpha |<\alpha _0^{}`$ we have

$$\underset{x}{sup}\left|F_{k,\alpha }(x)F_{\sigma (\alpha )}(x)\right|\frac{C}{\sqrt{k}}.$$
(24)
We refer to  for the proof which uses a standard technique once one has adequate control over the characteristic function. See also  and  for the case of dynamical systems.

The main point of the above result is that the constant $`C`$ appearing in (24) is uniform in $`\alpha `$.

To proceed with the proof, we will first give an asymptotic estimate of

$$_{\mathrm{}}^+\mathrm{}g(\beta s/\sqrt{k})𝑑\nu _{k,\alpha }(s)$$

for fixed $`C^1`$ non-negative functions $`g`$ which tend to zero at infinity and satisfying $`(s^2g(s)+|g^{}(s)|)𝑑s<\mathrm{}`$. Integrating by parts we have

$$_{\mathrm{}}^+\mathrm{}g(\beta \sqrt{k}s)𝑑\nu _{k,\alpha }(s)=\beta \sqrt{k}_{\mathrm{}}^+\mathrm{}g^{}(\beta s\sqrt{k})F_{k,\alpha }(s)𝑑s.$$

(The same holds for the Gaussian measure in place of $`\nu _{k,\alpha }`$ and $`F_\sigma `$ in place of $`F_{k,\alpha }`$.) Using (24) we get uniformly for $`\alpha `$ in a neighborhood of zero

$$\left|_{\mathrm{}}^+\mathrm{}g(\beta \sqrt{k}s)𝑑\nu _{k,\alpha }(s)_{\mathrm{}}^+\mathrm{}g(\beta \sqrt{k}s)𝑑𝒩(0,\sigma ^2)(s)\right|=$$

$$\beta \sqrt{k}\left|_{\mathrm{}}^+\mathrm{}g^{}(\beta s\sqrt{k})F_{k,\alpha }(s)𝑑s\frac{1}{\sqrt{2\pi }\sigma (\alpha )}_{\mathrm{}}^+\mathrm{}𝑑sg^{}(\beta s\sqrt{k})_{\mathrm{}}^se^{\xi ^2/(2\sigma (\alpha )^2)}𝑑\xi \right|$$

$$𝒪(1)\beta _{\mathrm{}}^+\mathrm{}𝑑s\left|g^{}(\beta s\sqrt{k})\right|𝒪(1)k^{1/2}.$$

Using the hypothesis $`k1+\beta ^4`$, we obtain

$$_{\mathrm{}}^+\mathrm{}g(\beta \sqrt{k}s)𝑑\nu _{k,\alpha }(s)=\frac{1}{\beta \sqrt{2\pi k}\sigma (\alpha )}_{\mathrm{}}^+\mathrm{}𝑑sg(s)+𝒪(1)k^{1/2}.$$

The main point of this estimate is that for $`\beta `$ small enough, the first term on the right hand side dominates (see  for the exact coefficient in the case of independent random variables).

The lemma follows by using $`g(x)=e^{\sqrt{1+x^2}}`$ for an upper bound and for a lower bound by using a non negative $`C^1`$ function with compact support in the interval $`[1,2]`$ and bounded above by $`e^2`$.

The following lemma allows to control the probability of having simultaneously $`S_k>k\alpha `$ and $`S_kf^r>k\alpha `$.

###### Lemma A.2

Under the assumptions of Theorem 1.1, there is a number $`\alpha _1>0`$ such that for any compact subset $`D`$ of $`(\alpha _1,0)(0,\alpha _1)`$, there are two constants $`C>0`$ and $`c>0`$ such that for any $`\alpha D`$, for any integers $`k>0`$ and $`k>r>0`$ we have

$$\left(S_k>k\alpha ,S_kf^r>k\alpha \right)Ce^{k\phi (\alpha )rc}.$$

Proof. We first observe that

$$\left(S_k>k\alpha ,S_kf^r>k\alpha \right)\left(S_k+S_kf^r>2k\alpha \right),$$

and we will derive a large deviation estimate for this quantity. Using the family of operators $`L_z`$ defined above, one gets for any real $`\stackrel{~}{\beta }`$

$$𝔼\left(e^{\stackrel{~}{\beta }\left(S_k+S_kf^r\right)}\right)=\left(L_{\stackrel{~}{\beta }}^rL_{2\stackrel{~}{\beta }}^{kr}L_{\stackrel{~}{\beta }}^rh\right)(x)𝑑x.$$

From the spectral theory of $`L_z`$, we get as in the proof of Lemma A.1 uniformly for $`\stackrel{~}{\beta }`$ in a compact set containing the origin in its interior

$$𝔼\left(e^{\stackrel{~}{\beta }\left(S_k+S_kf^r\right)}\right)𝒪(1)e^{2rF(\stackrel{~}{\beta })}e^{(kr)F(2\stackrel{~}{\beta })}.$$

We now use Chebychev inequality on the left hand side with $`\stackrel{~}{\beta }=\phi ^{}(\alpha )/2`$ and obtain

$$\left(S_k+S_kf^r>2k\alpha \right)𝒪(1)e^{k\phi (\alpha )r(F(2\stackrel{~}{\beta })2F(\stackrel{~}{\beta }))}.$$

From our assumptions on $`u`$ (in particular, $`\sigma 0`$), the function $`F`$ is strictly convex, and therefore since $`F(0)=0`$ we have $`F(2\stackrel{~}{\beta })2F(\stackrel{~}{\beta }))>0`$ for any $`\stackrel{~}{\beta }0`$ in a compact set. The lemma follows.

## Appendix B Appendix: Strong approximation of return times by the measure of cylinders

###### Lemma B.1

Let $`ϵ>0`$. Under the assumptions of Theorem 1.1 we have the following:

$$(1+ϵ)\mathrm{log}n\mathrm{log}\left[R_n(x)\mu (𝒫_n(x))\right]\mathrm{log}\mathrm{log}(n^{1+ϵ})\text{eventually almost surely}.$$

Proof. The lemma is the consequence of the exponential law for the distribution of the random variables $`R_n\mu (𝒫_n())`$. From  there exists a subset of cylinders $`𝒫_n^{}𝒫`$ satisfying the following conditions:

* $`\zeta _n:=\mu \left(𝒫_n\backslash 𝒫_n^{}\right)`$ with $`\zeta _n𝒪(1)e^{\kappa n}`$, $`\kappa >0`$.
* For any cylinder $`C_n𝒫_n^{}`$,

$$\underset{t>0}{sup}\left|\mu \left\{R_n\mu (C_n)>t\right|C_n\}e^t\right|c_1e^{c_2n}$$
(25)
where $`c_1,c_2`$ are positive constants, $`\mu \{|C_n\}`$ denotes the conditional expectation.

We want to find a summable upper-bound to

$$\mu \{\mathrm{log}\left[R_n\mu (C_n)\right]\mathrm{log}t\}\underset{C_n𝒫_n^{}}{}\mu (C_n)\mu \left\{\mathrm{log}\left[R_n\mu (C_n)\right]\mathrm{log}t\right|C_n\}+\zeta _n$$

where $`t`$ will be chosen as a suitable sequence of positive real numbers.

Then, from (25), one gets for all $`t>0`$

$$\mu \{\mathrm{log}[R_n\mu (C_n)]\mathrm{log}t\}\zeta _n+\stackrel{1}{\stackrel{}{\underset{C_n𝒫_n^{}}{}\mu (C_n)}}(c_1e^{c_2n}+e^t).$$

Take $`t=t_n=\mathrm{log}(n^{1+ϵ})`$, $`ϵ>0`$, to get

$$\mu \{\mathrm{log}[R_n\mu (C_n)]\mathrm{log}\mathrm{log}(n^{1+ϵ})\}c_1e^{c_2n}+\frac{1}{n^{1+ϵ}}+\zeta _n.$$

An application of the Borel-Cantelli lemma tells us that

$$\mathrm{log}[R_n(x)\mu (𝒫_n(x))]\mathrm{log}\mathrm{log}(n^{1+ϵ})\text{eventually a.s.}.$$

For the lower bound first observe that (25) gives, for all $`t>0`$

$$\mu \{\mathrm{log}[R_n\mu (C_n)]\mathrm{log}t\}\zeta _n+c_1e^{c_2n}+1e^t\zeta _n+c_1e^{c_2n}+t.$$

Choose $`t=t_n=n^{(1+ϵ)}`$, $`ϵ>0`$, to get, proceeding as before,

$$\mathrm{log}[R_n(x)\mu (𝒫_n(x))](1+ϵ)\mathrm{log}n\text{eventually a.s.}.$$

This finishes the proof of the lemma.


text:
# On the Cohomology of a Smash Product of Hopf Algebras

## 0 Introduction

Our aim is to obtain a five term sequence for the cohomology of a smash product of (cocommutative) Hopf algebras, which generalizes the Tahara sequence for a semi-direct product of groups \[Ta\].

If the finite group $`G`$ is a semi direct product of subgroups $`N`$ and $`T`$ and $`A`$ is an abelian group, which is also a trivial $`\text{ZZ}G`$ module then Tahara’s exact sequence is

$`1`$ $``$ $`\mathrm{H}^1(T,\mathrm{H}^1(N,A))\stackrel{~}{\mathrm{H}}^2(G,A)\stackrel{\mathrm{res}}{}\mathrm{H}^2(N,A)^T\stackrel{d_2}{}`$
$``$ $`\mathrm{H}^2(T,\mathrm{H}^1(N,A))\stackrel{~}{\mathrm{H}}^3(G,A).`$
In our setting $`N`$ and $`T`$ are cocommutative Hopf algebras (hence $`G`$ a smash product of $`N`$ and $`T`$) and $`A`$ is replaced by a commutative algebra which is also a trivial $`G`$-module. The cohomology in question is the Sweedler cohomology of an algebra over a Hopf algebra. The Tahara sequence then generalizes to

$`0`$ $``$ $`\mathrm{H}_{\mathrm{meas}}^1(T,\mathrm{Hom}(N,A))\stackrel{\iota }{}\stackrel{~}{\mathrm{H}}^2(G,A)\stackrel{\mathrm{res}}{}\mathrm{H}^2(N,A)^T`$
$`\stackrel{d}{}`$ $`\mathrm{H}_{\mathrm{meas}}^2(T,\mathrm{Hom}(N,A))\stackrel{j}{}\stackrel{~}{\mathrm{H}}^3(G,A),`$
where $`\mathrm{H}^2(N,A)^T`$ is the Hopf algebra analogue for the $`T`$-stable part of cohomology and $`\mathrm{H}_{\mathrm{meas}}^i`$ denotes the measuring cohomology (generated by the regular maps that make $`T`$ measure $`N`$ to $`A`$). We can identify $`\mathrm{H}_{\mathrm{meas}}^2(T,\mathrm{Hom}(N,A))`$ with $`\mathrm{H}_\mathrm{m}^2(T,M(N,A))`$, the multiplication part of cohomology of a Singer pair \[M\], and $`\mathrm{H}_{\mathrm{meas}}^1(T,\mathrm{Hom}(N,A))`$ with a certain quotient of $`\mathrm{H}^1(T,M(N,A))`$ ($`M(N,A)`$ is the universal measuring Hopf algebra). This sequence is a generalization of the Tahara sequence in the sense that $`\mathrm{H}^i(kH,A)\mathrm{H}^i(H,𝒰(A))`$, where $`kH`$ is a group algebra and $`𝒰(A)`$ denotes the abelian group of units of $`A`$.

## 1 Preliminaries

All vector spaces are over a fixed ground field $`k`$.

### 1.1 Smash Product of Hopf Algebras

Let $`T`$ and $`N`$ be cocommutative Hopf algebras and let $`T`$ act on $`N`$ via $`\mathrm{@}:TNN`$, we shall abbreviate $`\mathrm{@}(tn)=t(n)`$, so that $`N`$ becomes a $`T`$-module bialgebra. The smash product $`H=NT`$ (also called crossed product), a special case of a bicrossed product (or bismash product) arising from a matched pair (see \[Kas, IX.2\]), is the tensor product coalgebra $`NT`$ (to avoid confusion we shall write $`n\mathrm{\#}t`$ for $`nt`$) with multiplication given by:

$`(n\mathrm{\#}t)(n^{}\mathrm{\#}t^{})`$ $`=`$ $`nt(n^{})\mathrm{\#}tt^{}.`$
We identify $`N`$ and $`T`$ with $`N\mathrm{\#}1`$ and $`1\mathrm{\#}T`$ respectively as Hopf subalgebras of $`H`$. In this manner we have the equality $`n\mathrm{\#}t=nt`$ for $`nN`$ and $`tT`$.

### 1.2 The Sweedler cohomology

The Sweedler cohomology is a cohomology theory for algebras that are modules over a given Hopf algebra \[Sw1\]. Let $`H`$ be a cocommutative Hopf algebra, and let $`A`$ be a commutative algebra, that is also a (right) $`H`$-module. Although it is more usual to consider a left action, we work with a right one in this paper, for the sake of convenience (one can make a left action out of a right one by using the antipode). If the $`H`$-module structure is given by a right action $`\mathrm{\Psi }:AHA`$, $`aha^h`$, then the standard (normalized) complex for computing the Sweedler cohomology is as follows:

$$\mathrm{}\mathrm{Reg}(H^{q1},A)\stackrel{\delta ^{q1}}{}\mathrm{Reg}(H^q,A)\mathrm{},$$

where the differential is given by $`\delta ^{q1}(f)=(\epsilon f)f^1(m\mathrm{id}\mathrm{}\mathrm{id})\mathrm{}f^\pm (\mathrm{id}\mathrm{}\mathrm{id}\mathrm{m})\mathrm{\Psi }(f^{}\mathrm{id})`$. Here $`\mathrm{Reg}(H^q,A)`$ denotes the abelian group of convolution invertible linear maps $`f:H^qA`$ with the property that $`f(h_1\mathrm{}h_q)=\epsilon (h_1)\mathrm{}\epsilon (h_q)1_A`$ whenever some $`h_ik`$. The cocycles and coboundaries for the degree $`1`$ and degree $`2`$ cohomology groups are described as follows:

$`\mathrm{Z}^1(H,A)`$ $`=`$ $`\{f\mathrm{Reg}(H,A)|f(xy)=f(y_1)f(x)^{y_2}\},`$
$`\mathrm{B}^1(H,A)`$ $`=`$ $`\{f\mathrm{Reg}(H,A)|a𝒰(A),\mathrm{s}.\mathrm{t}.f(x)=a(a^1)^x\},`$
$`\mathrm{Z}^2(H,A)`$ $`=`$ $`\{f\mathrm{Reg}(HH,A)|f(x_1y_1)^{z_1}f(x_2y_2z_2)=`$
$`=f(y_1z_1)f(xy_2z_2)\},`$
$`\mathrm{B}^2(H,A)`$ $`=`$ $`\{f\mathrm{Reg}(HH,A)|t\mathrm{Reg}(H,A),\mathrm{s}.\mathrm{t}.`$
$`f(xy)=t(y_1)t^1(x_1y_2)t(x_2)^{y_3}\}.`$
The second Sweedler cohomology group $`\mathrm{H}^2(H,A)=\mathrm{Z}^2(H,A)/\mathrm{B}^2(H,A)`$ classifies equivalence classes of cleft comodule algebra extensions $`A\stackrel{\iota }{}C\stackrel{\pi }{}H`$ \[Sw1, Mo\]. These are sequences of $`H`$-comodule algebra maps with the property that $`A=C^{coH}=\{cC|\rho (c)=c1\}`$(here $`\rho :CCH`$ denotes the $`H`$-comodule structure on $`C`$) and that there exists a convolution invertible $`H`$-comodule map $`\chi :HC`$ (which is automatically a splitting of $`\pi `$). The isomorphism between extensions and cohomology is induced by $`\chi f_\chi `$, where $`f_\chi \mathrm{Z}^2(H,A)`$ is the Sweedler cocycle given by $`f_\chi (hh^{})=\chi (h_1)\chi (h_1^{})\chi ^1(h_2h_2^{}).`$

### 1.3 Cohomology of a Singer pair

A Singer pair (in literature also the term matched pair is used \[Ho, Si\], the term Singer pair was introduced by A. Masuoka \[Ma\]) consists of a pair of Hopf algebras $`(B,A)`$ together with an action and a coaction that are compatible in some sense. For the sake of convenience we shall consider right Singer pairs, i.e. the ones given by a right action $`\mu :ABA`$ and a right coaction $`\rho :BAB`$.

In the special case when the coaction is trivial, a (right) Singer pair is given by a right action $`\mu :ABA`$ which makes $`A`$ into a $`B`$-module bialgebra. If the Hopf algebra $`A`$ is commutative and the Hopf algebra $`B`$ is cocommutative then the Singer pair is called abelian. In this paper we consider (right) abelian Singer pairs with the trivial coaction exclusively.

The cohomology of an abelian Singer pair $`(B,A)`$ is computed by the total complex of a certain double complex \[Ho\]. Cocycles $`\mathrm{Z}^n(B,A)`$ (coboundaries $`\mathrm{B}^n(B,A)`$) are $`n`$-tuples of linear maps $`(f_i)_{i=1}^n`$, $`f_i:B^iA^{n+1i}`$ that satisfy cocycle (coboundary) conditions.

In order to compare measuring cohomology (to be defined in Section 2) to cohomology of Singer pairs, we need to introduce subgroups $`Z_i^n(B,A)`$ of $`\mathrm{Z}^n(B,A)`$, that are spanned by $`n`$-tuples in which the $`f_j`$’s are trivial for $`ji`$ and subgroups $`\mathrm{B}_i^n=\mathrm{Z}_i^n\mathrm{B}^n\mathrm{B}^n`$. These give rise to subgroups of cohomology groups $`\mathrm{H}_i^n=\mathrm{Z}_i^n/\mathrm{B}_i^n(\mathrm{Z}_i^n+\mathrm{B}^n)/\mathrm{B}^n\mathrm{Z}^n/\mathrm{B}^n=\mathrm{H}^n`$. If $`n=2`$ then $`\mathrm{H}_1^2(B,A)=\mathrm{H}_\mathrm{c}^2(B,A)`$ is the comultiplication part and $`\mathrm{H}_2^2(B,A)=\mathrm{H}_\mathrm{m}^2(B,A)`$ is the multiplication part of cohomology \[M\].

We are mainly interested in subgroups $`\mathrm{H}_n^n(B,A)`$ of $`\mathrm{H}^n(B,A)`$. If $`n2`$ they can be computed by a subcomplex of the complex in Section 1.2. This is easily seen by comparing that complex to the complex for computing cohomology of a Singer pair \[Ho, Ma\] (recall that the coaction $`\rho :BAB`$ is trivial).

###### Proposition 1.1

If $`n2`$ then we have canonical isomorphisms

$$\mathrm{Z}_n^n(B,A)\{f\mathrm{Coalg}(B,A)|\delta ^nf=\epsilon \},$$

where $`\delta ^nf:\mathrm{Reg}(B^n,A)\mathrm{Reg}(B^{n+1},A)`$ is the Sweedler differential (see Section 1.2), and

$$\mathrm{B}_n^n(B,A)\{f:B^nA|g\mathrm{Coalg}(B^{n1},A),s.t.f=\delta ^{n1}g\}.$$

The second cohomology group of a Singer pair $`(B,A,\mu ,\rho )`$ classifies equivalence classes of those Hopf algebra extensions that induce the same Singer pair \[Ho\]. Hopf algebra extensions are sequences of Hopf algebra maps $`A\stackrel{\iota }{}C\stackrel{\pi }{}B`$, such that $`A=C^{coB}=\{cC|(\mathrm{id}\pi )\mathrm{\Delta }c=c1\}`$ and there exists a $`B`$-comodule map $`\chi :BA`$ or equivalently $`BC_A=C/\epsilon _A^1(0)C`$ and there exists an $`A`$-module map $`\xi :CA`$. The group $`\mathrm{H}_2^2(B,A)=\mathrm{H}_\mathrm{m}^2(B,A)`$ classifies cocentral Hopf algebra extensions $`ACB`$ for which there exists an $`A`$-module coalgebra map $`\xi :CA`$.

Remark. We can make a left Singer pair out of the right one with the use of antipodes. The cohomology groups for such pairs would remain the same (isomorphic).

### 1.4 Universal measuring coalgebra

Here we introduce the (contravariant) universal coalgebra functor $`\mathrm{M}(\mathrm{\_},A):\mathrm{𝐀𝐥𝐠}^{op}\mathrm{𝐂𝐨𝐚𝐥𝐠}`$ from the category of algebras to the category of coalgebras, that is adjoint to $`\mathrm{Hom}(\mathrm{\_},A):\mathrm{𝐂𝐨𝐚𝐥𝐠}\mathrm{𝐀𝐥𝐠}^{op}.`$ For more details, we refer to \[Sw2, Chapter VII\] and \[GP\].

Let $`A`$, $`B`$, be algebras, $`C`$ a coalgebra.

###### Proposition 1.2 (Sw2, 7.0.1)

A map $`\psi :CBA`$ corresponds to an algebra map $`\rho :B\mathrm{Hom}(C,A)`$, $`\rho (b)(c)=\psi (cb)`$ if and only if

1. $`\psi (cbb^{})=\psi (c_1b)\psi (c_2b^{}),`$
2. $`\psi (c1_B)=\epsilon (c)1_A`$

If the equivalent conditions from the proposition above are satisfied, we say that $`(\psi ,C)`$ measures $`B`$ to $`A`$.

Given algebras $`B`$ and $`A`$ there is a measuring $`(\theta ,\mathrm{M}(B,A))`$ with the following universal property.

###### Theorem 1.3 (Sw2, 7.0.4)

The universal measuring $`\theta :\mathrm{M}(B,A)BA`$ has the following universal property:

for any measuring $`f:CBA`$ there exists a unique coalgebra map $`\overline{f}:C\mathrm{M}(B,A)`$, s.t. $`f=\theta (\overline{f}\mathrm{id})`$.

## 2 The measuring cohomology

Let $`H=NT`$ (as in Section 1.1) and let $`T`$ act on $`\mathrm{Hom}(N,A)`$ via pre-composition: $`\mathrm{\Psi }:\mathrm{Hom}(N,A)T\mathrm{Hom}(N,A)`$, $`ftf^t`$, where $`f^t(n)=f(t(n))`$. Let $`\mathrm{Reg}_{\mathrm{meas}}(T^q,\mathrm{Hom}(N,A))`$ denote the subgroup of $`\mathrm{Reg}(T^q,\mathrm{Hom}(N,A))`$ consisting of the maps $`f:T^q\mathrm{Hom}(N,A)`$ that make $`T^q`$ measure $`N`$ to $`A`$, i.e. $`f(𝐭)(nn^{})=f(𝐭_1)(n)f(𝐭_2)(n^{})`$ and $`f(𝐭)(1_N)=\epsilon (𝐭)1_A`$ for $`𝐭T^q`$ and $`n,n^{}N`$. The differential

$$\mathrm{Reg}(T^{q1},\mathrm{Hom}(N,A))\stackrel{\delta ^{q1}}{}\mathrm{Reg}(T^q,\mathrm{Hom}(N,A)),$$

described in Section 1.2 restricts to

$$\mathrm{Reg}_{\mathrm{meas}}(T^{q1},\mathrm{Hom}(N,A))\stackrel{\delta ^{q1}}{}\mathrm{Reg}_{\mathrm{meas}}(T^q,\mathrm{Hom}(N,A)),$$

thus giving rise to a sub complex of the complex given in Section 1.2. We name the cohomology it produces the ”measuring cohomology” and denote it by $`\mathrm{H}_{\mathrm{meas}}^q(T,\mathrm{Hom}(N,A))`$. We denote the measuring cocycles and coboundaries by $`\mathrm{Z}_{\mathrm{meas}}^q(T,\mathrm{Hom}(N,A))`$ and $`\mathrm{B}_{\mathrm{meas}}^q(T,\mathrm{Hom}(N,A))`$, respectively. If $`q=1`$ or $`q=2`$ these are as follows:

$`\mathrm{Z}_{\mathrm{meas}}^1`$ $`=`$ $`\{f\mathrm{Reg}_{\mathrm{meas}}(T,\mathrm{Hom}(N,A))|f(ts)(n)=f(s_1)(n_1)f(t)(s_2(n_2))\}`$
$`\mathrm{B}_{\mathrm{meas}}^1`$ $`=`$ $`\{f\mathrm{Reg}_{\mathrm{meas}}(T,\mathrm{Hom}(N,A))|g\mathrm{Hom}(N,A)\mathrm{s}.\mathrm{t}.`$
$`f(t)(n)=g(n_1)g^1(t(n_2))\}`$
$`\mathrm{Z}_{\mathrm{meas}}^2`$ $`=`$ $`\{f\mathrm{Reg}_{\mathrm{meas}}(TT,\mathrm{Hom}(N,A))|f(t_1s_1)(r_1(n_1))`$
$`f(t_2s_2r_2)(n_2)=f(s_1r_1)(n_1)f(ts_2r_2)(n_2)\}`$
$`\mathrm{B}_{\mathrm{meas}}^2`$ $`=`$ $`\{f\mathrm{Reg}_{\mathrm{meas}}(TT,\mathrm{Hom}(N,A))|g\mathrm{Reg}_{\mathrm{meas}}(T,\mathrm{Hom}(N,A))`$
$`\mathrm{s}.\mathrm{t}.f(ts)(n)=f(s_1)(n_1)f(t)(s_2(n_2))\}`$
We will often identify $`f(𝐭)(n)=f(𝐭n)`$ for $`f\mathrm{Hom}(T^q,\mathrm{Hom}(N,A))\mathrm{Hom}(T^qN,A).`$

Remark. Even though the notation $`\mathrm{H}_{\mathrm{meas}}^i(T,N,A)`$ would probably be more precise (since $`\mathrm{H}_{\mathrm{meas}}^i(T,B)`$ only makes sense if $`B=\mathrm{Hom}(N,A)`$ and it is also possible that $`\mathrm{Hom}(N,A)=\mathrm{Hom}(N^{},A^{})`$ for different $`N,N^{},A,A^{}`$), we write $`\mathrm{H}_{\mathrm{meas}}^i(T,\mathrm{Hom}(N,A))`$ to emphasize the fact that the measuring cohomology is computed by a subcomplex of the standard complex for computing Sweedler cohomology.

### 2.1 $`T=kG`$

In the case $`T=kG`$ is a group algebra we can identify

$$\mathrm{Reg}_{\mathrm{meas}}((kG)^i,\mathrm{Hom}(N,A))\mathrm{Map}(G^{\times i},\mathrm{Alg}(N,A)),$$

where $`\mathrm{Alg}(N,A)`$ denotes the group of algebra maps from $`N`$ to $`A`$ (with convolution product) and $`\mathrm{Map}(H,B)`$ denotes the abelian group of unital maps from $`H`$ to $`B`$ (with pointwise multiplication). Note that this isomorphism induces an isomorphism of complexes, i.e. preserves the differentials; hence we have:

###### Theorem 2.1

There is an isomorphism

$$\mathrm{H}_{\mathrm{meas}}^i(kG,\mathrm{Hom}(N,A))\mathrm{H}^i(G,\mathrm{Alg}(N,A)).$$

If $`N=U𝐠`$ is the universal envelope of a Lie algebra then we have a natural isomorphism $`\mathrm{Alg}(U𝐠,A)\mathrm{Lie}(𝐠,Lie(A))`$ \[CE\], where $`\mathrm{Lie}(𝐠,𝐡)`$ denotes the group of Lie algebra maps $`𝐠𝐡`$ (with pointwise addition) and $`Lie(A)`$ denotes the underlying Lie algebra of the algebra A, that is the Lie algebra where the Lie bracket is given by $`[x,y]=xyyx`$. In our case $`Lie(A)`$ is an abelian Lie algebra (since the algebra $`A`$ is commutative) and hence $`\mathrm{Lie}(𝐠,Lie(A))\mathrm{Lie}(𝐠/[𝐠,𝐠],Lie(A))\mathrm{Vect}((𝐠/[𝐠,𝐠])^+,A^+)`$. Here $`𝐠/[𝐠,𝐠]`$ is the abelianization of the Lie algebra $`𝐠`$, $`\mathrm{\_}^+`$ is the underlying vector space functor and $`\mathrm{Vect}(V,W)`$ is the abelian group of linear maps from $`V`$ to $`W`$ (with pointwise addition). Hence we have:

###### Theorem 2.2

Let $`G`$ be a finite group, and $`𝐠`$ a Lie algebra. Then

$$\mathrm{H}_{\mathrm{meas}}^i(kG,\mathrm{Hom}(U𝐠,A))\mathrm{H}^i(G,\mathrm{Vect}((𝐠/[𝐠,𝐠])^+,A^+)).$$

If $`|G|^1k`$ then $`\mathrm{H}_{\mathrm{meas}}^i(kG,\mathrm{Hom}(U𝐠,A))=0`$.

Proof. The first equality was already explained in the paragraph preceding the theorem. Note that if $`|G|^1k`$, then $`\mathrm{Vect}((𝐠/[𝐠,𝐠])^+,A^+)`$ is uniquely $`|G|`$ divisible and hence $`\mathrm{H}_{\mathrm{meas}}^i(kG,\mathrm{Hom}(U𝐠,A))=0`$.

## 3 Measuring Hopf algebra

Our aim is to interpret measuring cohomology groups as certain subgroups of Singer cohomology. We start by showing that there is a way of making the universal measuring coalgebra $`\mathrm{M}(N,A)`$ into a Hopf algebra, if $`N`$ is a Hopf algebra and $`A`$ is commutative.

###### Proposition 3.1

Let $`N`$ be a Hopf algebra, $`A`$ a commutative algebra and $`\theta :\mathrm{M}(N,A)NA`$ the universal measuring. There is a unique algebra structure $`(\mathrm{M}(N,A),\mathrm{m},\eta )`$ so that $`(N,\theta )`$ measures $`\mathrm{M}(N,A)`$ to $`A`$, i.e. $`\theta (\mathrm{m}(fg)n)=\theta (fn_1)\theta (gn_2)`$ and $`\theta (\eta \mathrm{id})=\eta _A\epsilon _N.`$ Moreover $`\mathrm{M}(N,A)`$ becomes a Hopf algebra with this additional structure.

Proof.  Note that the map $`\omega :\mathrm{M}(N,A)\mathrm{M}(N,A)NA`$, defined by $`\omega (fgn)=\theta (fn_1)\theta (gn_2)`$ is a measuring and hence there exists the unique coalgebra map $`\mathrm{m}:\mathrm{M}(N,A)\mathrm{M}(N,A)\mathrm{M}(N,A)`$, so that $`\theta (\mathrm{m}\mathrm{id})=\omega `$.

Similarly we define the unit $`\eta :k\mathrm{M}(N,A)`$ to be the unique coalgebra map s.t. $`\theta (\eta \mathrm{id})=\eta _A\epsilon _N\tau `$, where $`\tau :kNN`$ is the natural isomorphism ($`xnxn`$).

A routine computation shows that $`\eta `$ defined above is a unit for multiplication $`\mathrm{m}`$. The following paragraph proves that $`\mathrm{m}`$ is associative.

Define a measuring $`\omega _3:\mathrm{M}(N,A)\mathrm{M}(N,A)\mathrm{M}(N,A)NA`$ by the rule $`\omega _3(fghn)=\theta (fn_1)\theta (gn_2)\theta (hn_3)`$ and note that $`\theta (\mathrm{m}(\mathrm{id}\mathrm{m})\mathrm{id})=\omega _3=\theta (\mathrm{m}(\mathrm{m}\mathrm{id})\mathrm{id})`$ and hence by the uniqueness $`\mathrm{m}(\mathrm{id}m)=\mathrm{m}(\mathrm{m}\mathrm{id})`$.

Since $`\eta `$ and $`\mathrm{m}`$ are coalgebra maps, $`\mathrm{M}(N,A)`$ is a bialgebra. Now we conclude the proof by showing the existence of the antipode. We define $`S:\mathrm{M}(N,A)^{coop}\mathrm{M}(N,A)`$, to be the unique coalgebra map s.t. $`\theta (S\mathrm{id})=\theta (\mathrm{id}S_N)`$ (here $`coop`$ refers to the opposite coalgebra structure, i.e. $`\mathrm{\Delta }^{coop}(f)=f_2f_1`$). We claim that $`S`$ is the antipode. It is sufficient to show $`\theta (S\mathrm{id}\mathrm{id})=\theta (\eta \epsilon \mathrm{id})=\theta (\mathrm{id}S\mathrm{id})`$. This is observed by the following computation: $`\theta (S\mathrm{id}\mathrm{id})(fn)=\theta (S(f_1)f_2n)=\omega (S(f_1)f_2n)=\theta (S(f_1)n_1)\theta (f_2n_2)=\theta (f_1S(n_1))\theta (f_2n_2)=\theta (fS(n_1)n_2)=\theta (f\epsilon (n)1_N)=\epsilon (f)\epsilon (n)1_A=\theta (\eta \epsilon (f)n)`$; symmetrically for $`\theta (\eta \epsilon \mathrm{id})=\theta (\mathrm{id}S\mathrm{id})`$.

###### Proposition 3.2

If $`N`$ is cocommutative, then $`\mathrm{M}(N,A)`$ is commutative.

Proof. $`þ(\mathrm{m}\mathrm{id})(fgn)=þ(fn_1)þ(gn_2)=þ(fn_2)þ(gn_1)=þ(gfn)=þ((\sigma \mathrm{m})\mathrm{id})(fgn)`$.

## 4 Measuring cohomology vs. Singer cohomology

In this section we interpret $`\mathrm{H}_{\mathrm{meas}}^n(T,\mathrm{Hom}(N,A))`$ as $`\mathrm{H}_n^n(T,\mathrm{M}(N,A))`$.

###### Proposition 4.1

If $`N`$ is left $`T`$-module bialgebra via $`\mu :TNN`$ ($`tnt(n)`$), then $`\mathrm{M}(N,A)`$ is a right $`T`$-module bialgebra via $`\overline{\mu }:\mathrm{M}(N,A)T\mathrm{M}(N,A)`$ ($`ftf^t`$), which is the unique map, such that $`þ(\overline{\mu }\mathrm{id})=þ(\mathrm{id}\mu ).`$

Proof. By the universal property $`\overline{\mu }`$ is a coalgebra map. The following computation proves that $`\mathrm{M}(N,A)`$ is also a $`T`$-module algebra, i.e. $`\overline{\mu }(\mathrm{m}\mathrm{id})=\mathrm{m}(\overline{\mu }\overline{\mu })\sigma _{2,3}(\mathrm{id}\mathrm{id}\mathrm{\Delta })`$: $`þ((fg)^tn)=þ(fgt(n))=þ(ft_1(n_1))þ(gt_2(n_2))=þ(f^{t_1}n_1)þ(g^{t_2}n_2)=þ(f^{t_1}g^{t_2}n)`$.

Remark. Note that $`(T,\mathrm{M}(N,A),\overline{\mu },\rho )`$, where $`\overline{\mu }`$ is as above and $`\rho `$ is the trivial coaction $`\rho =\eta \mathrm{id}:T\mathrm{M}(N,A)T`$ is a Singer pair.

From now on assume $`T`$ and $`N`$ are both cocommutative. In this case we can talk about the differentials $`\mathrm{Reg}(T^p,\mathrm{M}(N,A))\stackrel{\overline{\delta }}{}\mathrm{Reg}(T^{p+1},\mathrm{M}(N,A))`$ for computing Sweedler cohomology $`\mathrm{H}^p(T,U(\mathrm{M}(N,A)))`$ (here $`U:\mathrm{𝐇𝐨𝐩𝐟}\mathrm{𝐀𝐥𝐠}`$ denotes the underlying algebra functor). The following lemma compares them to Sweedler differentials $`\delta :\mathrm{Reg}(T^nN,A)\mathrm{Reg}(T^{n+1}N,A)`$ (recall that we are identifying $`\mathrm{Hom}(T^iN,A)\mathrm{Hom}(T^i,\mathrm{Hom}(N,A))`$.

###### Lemma 4.2

If $`\overline{\alpha }:T^n\mathrm{M}(N,A)`$ is the coalgebra map corresponding to the measuring $`\alpha :T^nNA`$ then, $`\overline{\delta }\overline{\alpha }=\overline{\delta \alpha }`$ i.e. the unique coalgebra map corresponding to the measuring $`\delta \alpha :T^{n+1}NA`$ is $`\overline{\delta }\overline{\alpha }:T^{n+1}\mathrm{M}(N,A)`$.

Proof.  By the universal property it is sufficient to prove that $`þ(\overline{\delta }\overline{\alpha }\mathrm{id})=\delta \alpha `$. Since $`þ(\overline{\alpha }\overline{\beta }\mathrm{id})=\overline{\alpha \beta }`$ and also $`\overline{\alpha ^1}=\overline{\alpha }(\mathrm{id}_{T^p}S)=S\overline{\alpha }=\overline{\alpha }^1`$ (it is a coalgebra map, since $`T`$ is cocommutative), it is enough to see that $`\theta (\overline{d_i}\overline{\alpha }\mathrm{id}_N)=d_i\alpha `$, where $`\overline{d_i}\overline{\alpha }=\overline{\alpha }(\mathrm{id}_T^i\mathrm{m}_T\mathrm{id}_T^{ni1}):T^{n+1}\mathrm{M}(N,A)`$, $`d_i\alpha =\alpha (\mathrm{id}_T^i\mathrm{m}_T\mathrm{id}_T^{ni1}\mathrm{id}_N):T^{n+1}NA`$, for $`i=0,\mathrm{},n`$ and $`\overline{d_{n+1}}\overline{\alpha }=\overline{\mu }(\overline{\alpha }\mathrm{id}_T)`$, $`d_{n+1}\alpha =\alpha (\mathrm{id}_T^n\mu )`$. Let $`D_i=\mathrm{id}_T^i\mathrm{m}_T\mathrm{id}_T^{ni1}\mathrm{id}_N:T^{n+1}NT^nN`$ for $`i=0,\mathrm{},n`$ and $`D_{n+1}=\mathrm{id}_T^n\mu `$ and note that $`d_i\alpha =\alpha D_i`$ and hence $`\theta (\overline{\alpha }\mathrm{id}_N)D_i=d_i\alpha `$.

Observe that $`\overline{\eta _A\epsilon _{T^pN}}=\eta _{\mathrm{M}(N,A)}\epsilon _{T^p}`$ and hence

$$\overline{(\mathrm{\_})}:\{\alpha :T^pNA|\alpha \mathrm{measures}\}\mathrm{Coalg}(T^p,\mathrm{M}(N,A))$$

gives an isomorphism of complexes

$$(\mathrm{Reg}_{meas}(T^p,\mathrm{Hom}(N,A)),\delta )(\mathrm{Coalg}(T^p,\mathrm{M}(N,A)),\overline{\delta }).$$

###### Theorem 4.3

$`\mathrm{H}_n^n(T,\mathrm{M}(N,A))\mathrm{H}_{\mathrm{meas}}^n(T,\mathrm{Hom}(N,A))`$ for $`n2`$.

Proof. Apply Proposition 1.1 and the lemma above.

Remark. Hence the degree two measuring cohomology characterizes those Hopf algebra extensions $`\mathrm{M}(N,A)HT`$, for which there exists an $`\mathrm{M}(N,A)`$-module coalgebra map $`\xi :H\mathrm{M}(N,A)`$. It is also easy to see that $`\mathrm{Z}_1^1(T,\mathrm{M}(N,A))=\mathrm{Z}^1(T,\mathrm{M}(N,A))=\mathrm{Z}_{\mathrm{meas}}^1(T,\mathrm{Hom}(N,A))`$ and that $`B_1^1(T,\mathrm{M}(N,A))=\mathrm{B}^1(T,\mathrm{M}(N,A))=0`$. Hence $`\mathrm{H}_{\mathrm{meas}}^1(T,\mathrm{Hom}(N,A))`$ is a quotient of $`\mathrm{H}_1^1(T,\mathrm{M}(N,A))=\mathrm{H}^1(T,\mathrm{M}(N,A))`$.

## 5 Five term exact sequence for a smash product

The purpose of this section is to prove the following theorem by explicitly describing the maps involved.

###### Theorem 5.1

Let $`H=NT`$ be a smash product of cocommutative Hopf algebras (more precisely, we are given an action $`\mu :TNN`$, that makes $`N`$ into a $`T`$-module bialgebra) and let the commutative algebra $`A`$ be a trivial $`H`$-module. Then we have the following exact sequence:

$`0`$ $``$ $`\mathrm{H}_{\mathrm{meas}}^1(T,\mathrm{Hom}(N,A))\stackrel{\iota }{}\stackrel{~}{\mathrm{H}}^2(H,A)\stackrel{\mathrm{res}}{}\mathrm{H}^2(N,A)^T`$
$`\stackrel{d}{}`$ $`\mathrm{H}_{\mathrm{meas}}^2(T,\mathrm{Hom}(N,A))\stackrel{j}{}\stackrel{~}{\mathrm{H}}^3(H,A).`$
We prove the above theorem by transporting some arguments from \[Ta\] into our more general setting.

First we have to define the Hopf algebra analog of the stable part of cohomology.

###### Definition 5.2

Let $`N`$, $`T`$, $`\mu `$, $`A`$ be as above. We say that a cohomology class $`[f]\mathrm{H}^i(N,A)`$, where $`f\mathrm{Z}^i(N,A)`$, is $`T`$-stable if there exists a convolution invertible linear map $`g:TN^{i1}A`$, such that $`f(f^1)^t=\delta ^{}g(t\mathrm{\_})`$. Here $`\delta ^{}`$ denotes the Sweedler differential (see Section 1.2) from $`\mathrm{Reg}(TN^{i1},A)\mathrm{Reg}(N^{i1},\mathrm{Hom}(T,A))`$ to $`\mathrm{Reg}(TN^i,A)\mathrm{Reg}(N^i,\mathrm{Hom}(T,A))`$. The subgroup of $`\mathrm{H}^i(N,A)`$ consisting of all $`T`$-stable elements is called the $`T`$-stable part of cohomology and is denoted by $`\mathrm{H}^i(N,A)^T`$.

Note that if $`T=kG`$ then $`\mathrm{H}^i(N,A)^T=\mathrm{H}^i(N,A)^G`$.

The following lemma is the main tool in establishing this result. It is a generalization of the essential part of Proposition 1 from \[Ta\]:

###### Lemma 5.3

Let the Hopf algebra $`H`$ be a smash product of cocommutative Hopf algebras $`N`$ and $`T`$. Furthermore assume that $`H`$ acts trivially on a commutative algebra $`A`$. Then every cocycle $`f:HHA`$ is cohomologous to a cocycle $`f^{}:HHA`$, which is trivial on $`NT`$, i.e. $`f^{}(nt)=\epsilon (n)\epsilon (t)1_A`$.

Proof (of Lemma 5.3). Let the extension

$$A\stackrel{\iota }{}K\underset{\chi }{\overset{\pi }{}}H$$

be an $`H`$-comodule algebra extension with associated $`2`$-cocycle $`f`$ (see Section 1.1). We shall denote the $`H`$-comodule structure on $`K`$ by $`\rho :KKH`$. We will show that $`\chi `$ can be “repaired” into a $`\chi ^{}:HK`$ that satisfies the equality $`\chi ^{}(nt)=\chi ^{}(n)\chi ^{}(t)`$, for $`nN`$, $`tT`$. Then it is easy to see that the cocycle $`f^{}=f_\chi ^{}^{}:HHA`$ associated to $`\chi ^{}`$ satisfies the desired condition.

Let $`\{u_i\}_{iI}`$ be a basis for $`N`$ and let $`\{v_j\}_{jJ}`$ be a basis for $`T`$. Then $`\{u_iv_j\}_{(i,j)I\times J}`$ is a basis for $`H`$. Define a linear map $`\chi ^{}:HK`$ by the rule $`\chi ^{}(u_iv_j)=\mathrm{m}_K(\chi (u_i)\chi (v_j))`$. The following calculation shows that $`\chi ^{}`$ is an $`H`$-comodule map, i.e. $`\rho \chi ^{}=(\chi ^{}\mathrm{id})\mathrm{\Delta }_H`$:

$`(\chi ^{}\mathrm{id})\mathrm{\Delta }(u_iv_j)`$ $`=`$ $`{\displaystyle \chi ^{}((u_i)_1(v_j)_1)(u_i)_2(v_j)_2}`$
$`=`$ $`{\displaystyle }\chi (((u_i)_1)\chi ((v_j)_1)(u_i)_2(v_j)_2`$
$`=`$ $`{\displaystyle \mathrm{m}_{KH}((\chi ((u_i)_1)(u_i)_2)(\chi ((v_j)_1)(v_j)_2))}`$
$`=`$ $`\mathrm{m}_{KH}(\rho \chi (u_i)\rho \chi (v_j))=\rho \mathrm{m}_K(\chi (u_i)\chi (v_j))`$
$`=`$ $`\rho \chi ^{}(u_iv_j).`$
Now observe $`\chi ^{}(u_i)=\chi (u_i)`$ and $`\chi ^{}(v_j)=\chi (v_j)`$ and hence $`\chi ^{}(nt)=\chi ^{}(nt)=\chi ^{}(n)\chi ^{}(t)`$ for $`nN`$ and $`tT`$.

A cocycle $`f^{}`$ that satisfies the condition of Lemma 5.3 will be called a normalized cocycle.

###### Corollary 5.4

Let $`f:HHA`$ be a normalized cocycle, where $`H`$ is a smash product of $`N`$ and $`T`$ acting trivially on the commutative algebra $`A`$. Then $`f`$ satisfies the following equations:

$`f(nth^{})`$ $`=`$ $`{\displaystyle f(t_1h_1^{})f(nt_2h_2^{})}`$ (1)
$`f(ntt^{})`$ $`=`$ $`\epsilon (n)f(tt^{})`$ (2)
$`f(hn^{}t^{})`$ $`=`$ $`{\displaystyle f(h_1n_1^{})f(h_2n_2^{}t^{})}`$ (3)
$`f(nn^{}t^{})`$ $`=`$ $`f(nn^{})\epsilon (t^{})`$ (4)
$`f(ntn^{}t^{})`$ $`=`$ $`{\displaystyle f(t_1t^{})f(t_2n_1^{})f(nt_3(n_2^{}))}`$ (5)
for $`n,n^{}N`$, $`t,t^{}T`$ and $`h,h^{}H`$.

Proof. The equations (1) and (3) are just special cases of the cocycle condition. Equations (2) are (4) are special cases of (1) and (3) respectively and (5) follows from (1)-(4).

###### Corollary 5.5

A map $`f:HHA`$ is a normalized $`2`$-cocycle if and only if the following are satisfied:

1. $`f|_{NT}=\epsilon `$
2. $`f|_{NN}`$ is a $`2`$-cocycle on $`N`$
3. $`f|_{TT}`$ is a $`2`$-cocycle on $`T`$
4. $`f(tt^{}n^{})=f(t_1^{}n_1^{})f(tt_2^{}(n_2^{}))`$, where $`n^{}N`$ and $`t,t^{}T`$
5. $`f(n_1n_1^{})f^1(t_1(n_2)t_2(n_2^{}))=f(t_1n_1)f^1(t_2n_2n_1^{})f(t_3n_2^{})`$, where $`n,n^{}N`$ and $`tT`$.

Moreover, the data $`f|_{NN}`$, $`f|_{TT}`$, $`f|_{TN}`$ satisfying the conditions above determine a unique normalized cocycle.

Proof. First assume that $`f`$ is a normalized $`2`$-cocycle on $`H`$. Then clearly $`f`$ is also a $`2`$-cocycle on both $`N`$ and $`T`$. The equations in conditions 3 and 5 are obtained from the cocycle condition together with the equations (2) and (3) from the previous corollary.

Now suppose that we have the data from conditions 1-5. Then the Equation (5) of the Corollary 5.4 gives a formula for a map $`f:HHA`$ (it is well defined, since it is linear in each of the variables). An elementary (but lengthy) computation shows that the cocycle condition is satisfied.

Let $`\stackrel{~}{\mathrm{H}}^i(H,A)`$ be the kernel of the restriction homomorphism $`\mathrm{H}^i(H,A)\stackrel{\mathrm{res}}{}\mathrm{H}^i(T,A)`$. Since the inclusion $`TH`$ splits we can conclude that

###### Proposition 5.6

$$\mathrm{H}^i(H,A)\mathrm{H}^i(T,A)\stackrel{~}{\mathrm{H}}^i(H,A).$$

We shall denote the group of normalized cocycles $`HHA`$ that are trivial when restricted to $`T`$ by $`\mathrm{Z}_{}^{}{}_{}{}^{2}(H,A)`$, i.e. $`\mathrm{Z}_{}^{}{}_{}{}^{2}(H,A)=\{f\mathrm{Z}^2(H,A)|f(nt)=\epsilon (n)\epsilon (t)\mathrm{and}f(tt^{})=\epsilon (t)\epsilon (t^{}),nN,t,t^{}T\}`$. Furthermore, let $`\mathrm{B}_{}^{}{}_{}{}^{2}(H,A)=\mathrm{B}^2(H,A)\mathrm{Z}^2(H,A)`$. Using the canonical map $`HT`$ together with Corollaries 5.4 and 5.5 we can show that there is an injective map $`\mathrm{B}^2(T,A)\mathrm{B}^2(H,A)`$ and hence

###### Proposition 5.7

$`\mathrm{H}^2(H,A)=\mathrm{Z}^2(H,A)/\mathrm{B}^2(H,A)\stackrel{~}{\mathrm{H}}^2(H,A)`$.

We proceed by defining the homomorphisms involved in the generalized Tahara sequence, and also prove exactness at the same time.

The injective homomorphism $`\mathrm{H}_{\mathrm{meas}}^1(T,\mathrm{Hom}(N,A))\stackrel{\iota }{}\stackrel{~}{\mathrm{H}}^2(H,A)`$:

Define a homomorphism $`\iota :\mathrm{Z}_{\mathrm{meas}}^1(H,\mathrm{Hom}(N,A))\mathrm{Z}^2(H,A)`$ by the rule $`\iota (f)(ntn^{}t^{})=f(t)(n^{})\epsilon (n)\epsilon (t^{})`$. This homomorphism induces an injective homomorphism $`\mathrm{H}_{\mathrm{meas}}^1(T,\mathrm{Hom}(N,A))\stackrel{~}{\mathrm{H}}^2(H,A)`$.

The exactness at $`\stackrel{~}{\mathrm{H}}^2(H,A)`$:

We claim, that the image of the homomorphism just described equals the kernel of the restriction homomorphism $`\stackrel{~}{\mathrm{H}}^2(H,A)\stackrel{\mathrm{res}}{}\mathrm{H}^2(N,A)^T`$.

Clearly $`\mathrm{res}\iota =0`$. Suppose the cocycle $`f\mathrm{Z}^2(H,A)`$ is such that $`f|_{NN}\mathrm{B}^2(N,A)`$, that is there exists $`g:NA`$ such that $`f(nn^{})=\delta g(nn^{})`$. Extend $`g`$ to a linear map $`g:HA`$ by the rule $`g(nt)=g(n)\epsilon (t)`$. Now define $`f^{}\mathrm{Z}_{\mathrm{meas}}^2(T,\mathrm{Hom}(N,A))`$ by the rule $`f^{}(t)(n^{})=f(t_1n_1^{})g^1(n_2^{})g(t_2(n_3^{}))`$ A routine calculation shows that $`f\delta g^1=\iota (f^{})`$ (we use Equation (5) of Corollary 5.5 to expand $`f(ntn^{}t^{})`$ and take into account that $`f|_{NN}=\delta g`$ and that $`f|_{TT}=\epsilon `$) and hence $`[f]=\iota ([f^{}])`$.

The homomorphism $`\mathrm{H}^2(N,A)^T\stackrel{d}{}\mathrm{H}_{\mathrm{meas}}^2(T,\mathrm{Hom}(N,A))`$ and the exactness at $`\mathrm{H}_{\mathrm{meas}}^2(T,\mathrm{Hom}(N,A))`$:

Take $`[f]H^2(N,A)^T`$, for $`f\mathrm{Z}^2(N,A)`$. Then there is a $`g:TNA`$ s.t. $`f(f^1)^t=\delta g(t\mathrm{\_})`$, i.e. $`f(n_1n_1^{})f^1(t_1(n_2)t_2(n_2^{}))=g(t_1n_1)g^1(t_2n_2n_1^{})g(t_3n_2^{})`$. Now define $`d`$ by $`(df)(tt^{}n)=g(t_1^{}n_1)g^1(t_1t_2^{}n_2)g(t_2t_3^{}(n_3))`$. Clearly $`df\mathrm{Z}_{\mathrm{meas}}^2(T,\mathrm{Hom}(N,A))`$. We claim that the class $`[df]`$ is independent of the choice of $`g`$, which in turn also implies that $`d(\mathrm{B}^2(N,A))\mathrm{B}^2(T,\mathrm{Hom}(N,A))`$ and hence $`d`$ gives rise to a homomorphism $`\mathrm{H}^2(N,A)^T\mathrm{H}_{\mathrm{meas}}^2(T,\mathrm{Hom}(N,A))`$. So suppose there is a $`g^{}:TNA`$ such that $`f(n_1n_1^{})f^1(t_1(n_2)t_2(n_2^{}))=g^{}(t_1n_1)g^1(t_2n_2n_1^{})g^{}(t_3n_2^{})`$. We need to show that there exists $`w\mathrm{Reg}_{\mathrm{meas}}(T,\mathrm{Hom}(N,A))`$ such that $`g(t_1^{}n_1)g^1(t_1t_2^{}n_2)g(t_2t_3^{}(n_3))g^1(t_4^{}n_4)g^{}(t_4t_5^{}n_5)g^1(t_5t_6^{}(n_6))=w(t_1^{}n_1)w^1(t_1t_2^{}n_2)w(t_2t_3^{}(n_3))`$. Define $`w`$ by $`w(tn)=g(t_1n_1)g^1(t_2n_2)`$ and observe that it does the trick.

It is clear that $`d\iota =0`$. Suppose $`df\mathrm{B}^2(T,\mathrm{Hom}(N,A))`$. Then there exists a $`w\mathrm{Reg}_{\mathrm{meas}}(T,\mathrm{Hom}(N,A))`$ s.t. $`(df)(tt^{}n)=w(t_1^{}n_1)w^1(t_1t_2^{}n_2)w(t_2t_3^{}(n_3))`$. Define $`z:TNA`$ by $`z(tn)=h(t_1n_1)u^1(t_2n_2)`$ and note that it gives rise to a normalized cocycle $`z\mathrm{Z}^2(H,A)`$ given by $`z(ntn^{}t^{})=z(tn)`$ (see Lemma 5.5) and that $`i[z]=[f]`$.

The homomorphism $`\mathrm{H}_{\mathrm{meas}}^2(T,\mathrm{Hom}(N,A))\stackrel{j}{}\stackrel{~}{\mathrm{H}}^3(H,A)`$ and the exactness at $`H_{\mathrm{meas}}^2(T,\mathrm{Hom}(N,A))`$

Let $`f\mathrm{Z}_{\mathrm{meas}}^2(T,\mathrm{Hom}(N,A))`$. Define a map $`jf:HHHA`$ by $`jf(ntn^{}t^{}n^{\prime \prime }t^{\prime \prime })=f(tt^{}n^{\prime \prime })`$. A straightforward calculation shows that $`jf`$ is a $`3`$-cocycle on $`H`$. Suppose that $`f`$ is a measuring $`2`$-coboundary. Then there exists $`v\mathrm{Reg}_{\mathrm{meas}}(T,\mathrm{Hom}(N,A))`$ s.t. $`f(tt^{}n^{\prime \prime })=v(t_1^{}n_1^{\prime \prime })v^1(t_1t_2^{}n_2^{\prime \prime })v(t_2t_3^{}(n_3^{\prime \prime }))`$. Now let $`v^{}:HHA`$ be defined by $`v^{}(ntn^{}t^{})=v(tn^{})`$ and show $`jf=\delta ^2v^{}`$. This proves that the homomorphism $`j`$ is well defined.

Suppose $`[h]\mathrm{H}^2(N,A)^T`$ and let $`u:TNA`$ be s.t. $`h(h^1)^t=\delta ^{}(u(t\mathrm{\_}))`$. Define $`v:HHA`$ by $`v(tnt^{}n^{})=u(t_1n_1^{})h(nt_2(n_2^{}))`$ and observe that $`jdh=\delta ^2vB^3(H,A)`$. This shows that $`jd=0`$.

Now suppose the measuring $`2`$-cocycle $`f`$ is such that $`jf`$ is a $`3`$-coboundary. Then there exists $`v\mathrm{Reg}(HH,A)`$ s.t. $`jf=\delta ^2v`$. Define a $`u:TNA`$ by $`u(tn)=v(t_1n_1)v^1(t_2(n_2)t_3)`$ and $`h:NNA`$ by $`h(nn^{})=v(nn^{})`$ and note that $`\delta ^1(h)=\eta \epsilon `$ (hence $`h\mathrm{Z}^2(N,A)`$) and that $`h(h^1)^t=\delta ^{}u(t\mathrm{\_})`$, so that $`[h]\mathrm{H}^2(N,A)^T`$. Observe also that $`f(tt^{})=u(t_1^{})u^1(t_1t_2^{})u^{t_3^{}}(t_2)`$, i.e $`[f]=d[h].\text{ }`$

###### Corollary 5.8

If $`H=NT`$, i.e. if the action of $`T`$ on $`N`$ is trivial, then we have a canonical isomorphism

$$\mathrm{H}^2(H,A)\mathrm{H}^2(T,A)\mathrm{H}_{\mathrm{meas}}^1(T,\mathrm{Hom}(N,A))\mathrm{H}^2(N,A).$$

###### Proposition 5.9

If the action of $`T`$ on $`N`$ is trivial, then

$$\mathrm{H}_{\mathrm{meas}}^1(T,\mathrm{Hom}(N,A))\mathrm{P}(T,N,A),$$

where $`\mathrm{P}(T,N,A)`$ denotes the abelian group of maps $`f:TNA`$ that measure in both variables, i.e correspond to algebra maps $`T\mathrm{Hom}(N,A)`$ and $`N\mathrm{Hom}(T,A)`$.

Remark.The isomorphism $`\mathrm{H}^2(NT,A)\stackrel{}{}\mathrm{H}^2(T,A)\mathrm{H}^2(N,A)\mathrm{P}(T,N,A)`$ has a description similar to that in the case of group cohomology (for the group cohomology case see for instance \[Kar\]): $`[f]([f|_{TT}],[f|_{NN}],\stackrel{~}{f})`$, where $`\stackrel{~}{f}(tn)=f(t_1n_1)f^1(n_2t_2)`$.

## 6 On $`\mathrm{H}^2(kGU𝐠,A)`$

Here we illustrate how the generalized Tahara sequence sheds some light on the Sweedler cohomology, when the cocommutative Hopf algebra in question is a smash product of a group algebra $`T=kG`$ and the universal envelope of a Lie algebra $`N=U𝐠`$. This is always the case when $`k`$ is algebraically closed and of characteristic $`0`$ \[Gr\].

###### Theorem 6.1

Let $`G`$ be a finite group acting on a Lie algebra $`𝐠`$, furthermore let $`A`$ be a commutative algebra which is also a trivial $`U𝐠kG`$ module and assume the ground field $`k`$ contains $`|G|^1`$. Then

$$\mathrm{H}^2(U𝐠kG)\mathrm{H}^2(𝐠,A^+)^G\mathrm{H}^2(G,A).$$

Proof.  If $`|G|^1k`$ then $`\mathrm{H}_{\mathrm{meas}}^i(kG,\mathrm{Hom}(U𝐠,A))`$ is trivial and hence the restriction homomorphism $`\mathrm{res}:\stackrel{~}{\mathrm{H}}^2(NT)\mathrm{H}^2(N,A)^T`$ is an isomorphism. So we get the isomorphism $`\mathrm{H}^2(NT,A)\mathrm{H}^2(T,A)\mathrm{H}^2(N,A)^T`$. Now $`\mathrm{H}^2(T,A)=\mathrm{H}^2(G,𝒰(A))`$, $`\mathrm{H}^2(N,A)\mathrm{H}^2(𝐠,A^+)`$ (see \[Sw1\]) and $`\mathrm{H}^2(N,A)^T\mathrm{H}^2(𝐠,A^+)^G.\text{ }`$

###### Example 6.2

Assume the ground field $`k`$ has characteristic $`0`$, let $`𝐠=sl_n(k)`$ be a Lie algebra consisting of trace zero $`n\times n`$ matrices (with Lie bracket given by a commutator) and let $`GC_nGl_n(k)`$ be a group generated by the standard $`n`$-cycle permutation matrix acting on $`𝐠`$ by conjugation. Then $`\mathrm{H}^2(U𝐠kG,k)k^{}/(k^{})^n`$

Proof. Apply Theorem 6.1 and note that $`\mathrm{H}^2(𝐠,A^+)`$ is trivial by the Whitehead’s second lemma \[We\] and that $`\mathrm{H}^2(C_n,k^{})=k^{}/(k^{})^n`$ \[We\].