The concentration phenomenon and topological groups
Vladimir Pestov
Introduction
The phenomenon of concentration of measure on high-dimensional structures
[21,11]
(also known as the geometric law of large numbers)
is an important development in modern analysis and geometry,
manifesting itself across
a wide range of mathematical sciences, particulaly geometric functional
analysis [19,22,18,14], probability theory [33],
graph theory [16], diverse fields of
computer science
[17,
1,
32,
27],
and statistical physics [11].
Some of the most interesting recent developments related
to concentration of measure
occured in topological groups and compact G-spaces. The
present author believes that those are only the tip of an iceberg and
the potential for interaction
of the phenomenon with topology is far greater than that, so that
concentration deserves to be better known among topologists.
Overview
Informally, the main idea of the phenomenon of concentration of measure
can be expressed by saying that on `high-dimensional' spaces equipped
with distance and measure, `almost all' points are `very close' to every
subset containing at least half of all points.
Historically the first
observed manifestation of the phenomenon is the Law of Large Numbers,
where the space in question is the Hamming cube {0,1}n of
all n-bit binary strings equipped
with the Hamming distance and counting measure.
Then in the 30's Paul Lévy has observed and stated explicitely the
concentration phenomenon for the Euclidean spheres
Sn. However,
his results lay dormant until about 1970, when Vitali Milman [19]
realized that the famous Dvoretzky's Theorem on almost spherical
sections of convex bodies is a manifestation of the concentration
phenomenon on spheres. The paper [19]
marks the beginning of
the modern era in geometry of high-dimensional structures.
The paper [13] by Gromov and Milman,
building on Milman's seminal
paper [19], had initiated applications of
the concentration
phenomenon in topological transformation groups and related fields.
Concentration and fixed points
Let \Omega = (\Omega, \rho, \mu) be a metric space equipped with a
probability
measure (that is, \mu is a non-negative, countably additive
function on Borel subsets of the metric space
(\Omega, \rho), such that \mu(\emptyset) = 0
and \mu(\Omega>) = 1). Let A \subset \Omega be an arbitrary Borel
subset with \mu(A) >= 1/2.
Denote by O\epsilon(A) the open \epsilon-neighbourhood
of A in \Omega.

Fig. 1. An illustration to the concentration of measure.
A heuristic way to formulate
the phenomenon of concentration of measure is to say that
-
if \Omega is `high-dimensional' then, typically,
the size of the `cap' \Omega \ O\epsilon(A) is
extremely
close to zero already for small values of \epsilon > 0.
A rigorous way to capture the above is through invoking
the asymptotic behaviour: say
that a net of probability measures (\mu\alpha) on a metric
space (X,\rho)
concentrates if, whenever A\alpha \subset X satisfy
liminf\alpha\mu\alpha(A\alpha) > 0,
then for every \epsilon > 0 one has
\mu\alphaO\epsilon(A\alpha) --> 1.
If now in addition a group G acts upon X in such a way that the measures
(\mu\alpha)
are in some suitable sense `almost invariant' under the action, then
every equivariant compactification of X
has a G-fixed point.
This situation can be formalized either through the
concept of a Lévy group (or, more generally, Lévy
dynamical
system), as in [13,20,21], or in
a more general setting proposed by us
in [30].
One significant trend of development stemming from the results
of Gromov and Milman [13] and based on
the above technique
is as follows. Many `infinite-dimensional' topological
groups G of importance have the fixed point
on compacta property, or are extremely amenable, that is,
every continuous action of G on a compact space has a fixed point.
Among such topological
groups are: the infinite unitary groups U(H) with the strong
operator topology [13,20,21], the
group of measurable maps from
the interval to the circle group with the L1-metric [8],
the group of orientation-preserving
homeomorphisms Homeo+(I) [24],
the group of measure-preserving
automorphisms of the standard sigma-finite Lebesgue space with the weak
topology [7], and some others. This
property is a drastically strengthened
form of amenability, never possessed by locally
compact groups [34].
It is worth noting that the concentration phenomenon
is well-known, at the intuitive level, to
be `similar' to Ramsey-type theorems (cf. [10]),
and this parallel was made more explicit
for topological transformation groups in [30].
Some open problems and research directions
Below is a sample of open problems (probably) related to the concentration
phenomenon in topological (transformation) groups.
These problems are located on the crossroads of topology with other
disciplines and are therefore potentially capable of pumping new blood
into the `general topological algebra.'
Bohr neighbourhoods of integers and dissipation of measure
Every extremely amenable abelian topological group G
is minimally almost periodic, that is, admits no non-trivial
continuous characters.
It is unknown if the converse is true. In the case of monothetic groups,
this question
belongs to Glasner [8], who observed that
a distinguishing
example would answer in the negative
the following old-standing question from combinatorial number theory
and harmonic analysis,
rooted in the work of Bologiuboff, Fø lner,
Cotlar-Ricabarra, Ellis and Keynes, and Veech (cf. [5,4,35]).
Recall that a subset S \subset Z is relatively dense if
S+F = Z for some finite F. The Bohr topology on a
topological abelian group is the topology induced by all continuous
characters.
If S \subset Z is a relatively dense set,
does S-S form a Bohr neighbourhood of identity?
To construct a counter-example to Glasner's question,
one apparently needs to maintain a
fine balance between minimal
almost periodicity and the property that goes in
the opposite direction from concentration: it is
measure dissipation, cf. [11].
Ramsey-type theorems for metric spaces
It is worth exploring the link between the fixed point on
compacta property and more sophisticated versions of Ramsey
theorems for metric spaces, graphs, and other structures. (Cf. [30].)
In particular, the central open
question of Euclidean Ramsey theory (is every finite spherical metric
space
Ramsey? [9]) is linked to the
existence of fixed points /
concentration in the group of affine isometries of
R\infty,
equipped with the topology of pointwise convergence on the discrete
topological space R\infty. (This is the tame
topology known
in representation theory.)
Concentration in injective von Neumann algebras
Examples of extremely amenable groups by Gromov and Milman
(U(H)s, [13]) and by
Glasner-Furstenberg-B. Weiss
(L(X,U(1)), [8]) are of a common nature:
both of them are unitary groups of injective von Neumann algebras
equipped with the ultraweak topology [31].
Conversely, if a von Neumann
algebra W is such that the unitary group with the ultraweak topology
is amenable, then W is injective [15].
What are those injective von Neumann algebras (factors)
whose unitary groups with the ultraweak topology are extremely
amenable?
The Banach-Mazur problem
The Banach-Mazur problem asks whether
a separable Banach space E with transitive norm is isometrically
isomorphic
to a Hilbert space. (Cf. [3].) The
fixed point on compacta property
for the transitive groups of isometries, if established, would answer
the problem affirmatively at least in the particular case where E
is isomorphic to a Hilbert space. Here the
results from [14] may apply.
Conclusion
Since both the existence of fixed points and combinatorial properties of
Ramsey
type are very common and important throughout mathematics, the above
trends lead to many interesting open questions.
At the same time, we are still, quite obviously, at
the very beginning of the road, with subtler
aspects of concentration phenomenon
not yet having made their way into the realm of topology.
In fact, metric spaces with measure
(mm-spaces) form just one possible setting
for studying the concentration phenomenon. For one thing, uniform
spaces with measure provide the most obvious, and often necessary
(for instance, in order to handle non-metrizable
topological groups),
generalization at no extra cost [28,29,30]. A
radically new
(`ergodic')
setting for analyzing concentration has been proposed recently
by Gromov [12]. The beginnings of yet
another (`affine')
setting are contained in the preprint
by Giannopoulos and Milman [6].
Nothing is set in concrete yet!
It is sensible to expect the concentration phenomenon growing
in importance in topology when (and if)
the `probabilistic' treatment of topological spaces, fucntions,
and other objects
becomes as widespread as the similar approach
already is in geometric functional analysis and graph theory.
(One particularly interesting recent
development here is Vershik's theorem [36]
asserting that the completion of the set of
integers equipped with a randomly chosen metric is almost surely
isometrically isomorphic to the Urysohn metric space.)
Here in particular the concept of phase transition,
originated in statistical physics (cf. [23]) and
already well-established in discrete mathematics [2],
can move to the centre stage.
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School of Mathematical and Computing Sciences,
Victoria University of Wellington,
P.O. Box 600, Wellington,
New Zealand
vova@mcs.vuw.ac.nz
http://www.mcs.vuw.ac.nz/~vova
Date received: June 12, 2000
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