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Orderedorbitsoftheshift,squareroots,andthedevil's
staircase
ShaunBullettandPierretteSentenac
MathematicalProceedingsoftheCambridgePhilosophicalSociety/Volume115/Issue03/May1994,pp
451481
DOI:10.1017/S0305004100072236,Publishedonline:24October2008

Linktothisarticle:http://journals.cambridge.org/abstract_S0305004100072236
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ShaunBullettandPierretteSentenac(1994).Orderedorbitsoftheshift,squareroots,andthe
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Math. Proc. Camb. Phil. Soc. (1994), 115, 451

451

Printed in Great Britain

Ordered orbits of the shift, square roots, and the devil's staircase
B Y SHAUN BULLETT
School of Mathematical Sciences, Queen Mary and Westfield College, Mile End Road,
London Ei 4NS
AND PIERRETTE SENTENAC
Mathe'matique, Bdtiment 425, Universite de Paris-Sud, 91405 Orsay, France
(Received 25 January 1993; revised 3 June 1993)
Abstract
An orbit of the shift <r: t*-*2t on the circle T = R/Z is ordered if and only if it is
contained in a semi-circle C =\ji,/i + |]. We investigate the 'devil's staircase'
associating to each / t e T the rotation number v of the unique minimal closed o~invariant set contained in C ; we present algorithms for fi in terms of v, and we prove
(after Douady) that if v is irrational then ji is transcendental. We apply some of this
analysis to questions concerning the square root map, and mode-locking for families
of circle maps, we generalize our algorithms to orbits of the shift having 'sequences
of rotation numbers', and we conclude with a characterization of all orders of points
around T realizable by orbits of cr.
Resume
Une orbite du shift a: t^-2t sur le cercle T = [R/Z est ordonnee si et seulement si
elle est contenue dans un demi-cercle C = \ji,/i + \\. Pur chaque fisT, il existe un
unique sou-ensemble minimal ferme cr-invariant contenu dans Gp ayant un nombre
de rotation v; la correspondance (/*, v) est un ' escalier du diable'; nous donnons un
algorithme pour calculer /i en fonction de v et nous prouvons (apres Douady) que si
v est irrationnel, alors /i est transcendant. Nous donnons une application de cette
analyse a l'etude de fonctions 'racine carree et racine A-ieme' sur le cercle.
Nous generalisons l'algorithme a l'etude d'orbites du shift ayant une chaine de
nombres de rotation, et caracterisons les ensembles de points ordonnes sur T,
realisables par une orbite de o~.
Introduction
We consider orbits of the 'doubling map' o~: t^-2t (mod 1) on the circle U./Z (the
'squaring map' when we think of (R/Z as the unit circle in the complex plane).
A closed subset A of U/Z is described as ordered under a it A is invariant (that is,
o-(A) = A) and if a preserves the cyclic order of the points of A. Such a subset has a
rotation number, defined as the rotation number of any degree 1 order-preserving selfmap of [R/Z extending cr on A, or, equivalently, as the frequency with which the digit
' 1' occurs in the binary expansion of any chosen point teA (see Part 1: Section 1).
This paper is concerned with the complete classification of such subsets A, explicit

452

SHAUN B U L L E T T AND P I E R R E T T E SENTBNAC

I

Fig. 1.

algorithms for their construction, some of their number-theoretic properties, a

generalization of the notion of order, and a characterization of all orders of points
around IR/Z which are realizable as orbits of cr.
We show in Section 1 that a closed subset A of IR/Z, invariant under cr, is ordered
if and only if it is contained in some closed interval of length 1/2. It follows that one
practical method to find such ordered sets is to iterate the ' halving' (or ' square root')
map cr"1 :t^t/2 (mod 1), restricted to any fixed interval lg = [6/2, (6+ l)/2) c IR/Z
of length 1/2, starting the iteration at an arbitrary initial point t0. As is evident from
a simple computer experiment (and as will be proved later in this article) any orbit
of cr"1 constructed in this manner converges rapidly to an attractor Ag which depends
only on 6 and not on the initial point chosen, and which moreover is ordered under
the shift cr.
Example. For any 6e (1/3,2/3) the attractor Ae is the periodic orbit {u0, uj where
u0 = 0-01 and Wj = 0-10 (in binary, and where the bar denotes an infinitely repeated
sequence of identical blocks). For 6 = 1/3, while the set {u0, %} still lies in the interval
Ig it is no longer fully-invariant under cr"1, as u0 has an alternative image, other
namery the point t>1 = 0 - 0(01)(= 1/6). The full attractor A
than u1; in
1/3,
1/3
where
^ = 0-(10)J'0(10), w2;._1 = 0-(01):/-10(0T). Similarly
is K . i i J U
1
where w2} = O(01)' 1(01), wv_x =
Am = {uo,Ul} U
1(10).

We prove that the attractors Ag for the restrictions of cr'1 to the intervals Ig are
the unique closed subsets of IR/Z which are invariant under the shift a and which
have C3rclic order preserved by a. Furthermore we show that if Ag has rational
rotation number p/q then Ag is one of three sets A^'9, AZlq, Aplq which depend only
on p/q, and that if Ae has irrational rotation number v then Ag = A", a Cantor set
which depends only on v. The three possibilities with rotation number 1/2 are (as

Ordered orbits of the shift

453

+-+-

Fig. 2.

indicated by the example above) A1!2 = A1/3, A]!2 = A2/3 and A1/2 = Ag for any
1/3 < 6 < 2/3. The first two are maximal and the third (their intersection) minimal.
We give explicit algorithms for the construction of the sets AVJ9 and A" for both
rational and irrational v, including algorithms based on continued fraction
expansions.
The graph which assigns to each Ig the rotation number (under a) of the set Ao is
a devil's staircase (Fig. 1), that is to say a continuous weakly monotonic map of the
interval to itself which is locally constant on a set of full measure without being
globally constant. The horizontal steps on this graph (which together occupy full
measure) correspond to rational rotation numbers p/q. At the left-hand end of the
step for p/q the attractor Ae for cr"1 is AZl9, at the right-hand end it is Afla, and in
between it is Avlq,
An identical graph appears in the combinatorial theory of the Mandelbrot set [6,
8, 9]. It arises in the following way. The Mandelbrot set is defined to be
M = {ceC: the orbit of 0 underfc: zi^z2 + c is bounded}.
See Fig. 2. Douady and Hubbard[8, 9] showed that the complement of M in the
Riemann sphere C is conformally equivalent to the disc C D (where D denotes the
closed unit disc) via:

(where care is taken to choose the appropriate 2 n th root in this expression). The
inverse image under <t> of the line {z: arg (2) = 8} is known as the external ray of

454

S H A U N B U L L E T T AND P I E R B E T T E S E N T E N A C

argument 6 e IR/Z in C M. The cardioidi>f0, the main component of the interior ofilf,
is also conformally equivalent to a disc [8, 9]. Mo consists of the values of c where /
has an attractive fixed point other than oo, and it is parametrized by the derivative
of fc at that fixed point. This parametrization defines the internal rays in Mo. Each
internal ray of rational argument has end point on dM0 which is also the end point
of two external rays. The devil's staircase (Fig. 1) appears as the assignment of
internal to external arguments along dM0. The underlying reason for this is as
follows. When ceM the nlled-in Julia set Kc of/c has complement parametrized by

(as shown in [8, 9]). This parametrization defines the dynamic rays in CKc. Note
that fc acts on the arguments of these rays as the binary shift. When fc has a
rationally indifferent fixed point, say of derivative e2niplQ, Kc is a 'flower' with q
'petals', separated by q dynamic rays. The map fc permutes these dynamic rays
cyclically, with rotation number p/q, and the analysis [6, 8, 9] of this action and that
of the DouadyHubbard map O yields Fig. 1 as the graph of the assignment of
internal to external arguments.
Yet another appearance of the same combinatorics is in the study of kneading
sequences of Lorenz maps of the interval [12, 15]. In these articles, Glendinning,
Sparrow and Hubbard consider pairs (a,/?) of binary numbers, 0 < a < /? < 1,
satisfying the condition
(*)
a ^ an(oc) <P, a < <rn{P) ^ /?, Vn ^ 0.
These they call allowed pairs. It is shown in [15] that (*) is both necessary and
sufficient for (a, /?) to be realizable as the kneading invariant of an expanding Lorenz
map. But the allowed pairs of form (a,a+1/2) are easily seen to be the pairs of
minima and maxima of our closed ordered sets A", with v irrational. It follows, for
example, that the points on the 'diagonal' (/? = a + 1 / 2 ) of figure 3 of [15],
correspond to precisely the points on the devil's staircase (our Fig. 1) where the
rotation number is irrational. (See also Remark 2 at the end of Part 1, Section 3,
where we discuss the relationship between 'order' and 'trivial renormalizability'.)
The ordered sets considered in this paper have been studied in one guise or another
since the earliest days of symbolic dynamics. Hedlund and Morse [17] investigated
Sturmian trajectories, namely sequences (infinite or bi-infinite) in two symbols a and
b with the property that the numbers of bs in any two segments of the same length
differ by at most one. Their basic examples of such sequences were given by the
following construction:
Let a be a positive real number, let (S = I/a, and let c be an arbitrary real number. On
the real axis oo < x < oo consider the set of points
Let T(c,a) (respectively T'(c,a)), denote the sequence ... abj<abj<+i... where j i denotes the
number of points of (*) in the interval i ^ x < i +1 (respectively i < x ^ i + 1). For a
rational and c = m integer let S(m, a) (respectively S'(m, a)) be as above except that the
single value j m is now to be the number of points of (*) in the interval m ^ x ^ m+ 1
(respectively m < x < m+ 1).

Ordered orbits of the shift

455
Hedlund and Morse called these sequences T(c,a), T'(c,oc), S(m,a), S'(m,a)
mechanical sequences. A major result of their paper [17] is that all Sturmian sequences
are of the three types: irrational (T(c,a) or T'(c,a) for a irrational), skeiv (S(m,a) or
S'(m,a) for a rational) or periodic (T(c,a.) for a rational). These three types
correspond to our A" (v irrational), AVJ9 (p/q rational) and Avlq (p/q rational)
respectively: see Part 1: Section 4. The mechanical construction of Hedlund and
Morse is our staircase algorithm (Theorem 3).
Gambaudo et al. [11] in the case of v rational, and Veerman[19, 20] in the case of
v irrational, proved that when the trajectories are written with 0s and Is rather than
as and 6s, interpreted as binary expansions of real numbers (mod 1), and regarded as
orbits of the shift <J on 1FS/Z, the Sturmian condition (referred to as the 'optimal'
condition by Veerman) is equivalent to the preservation of cyclic order.
Motivated by the combinatorics of the Mandelbrot set, our approach to the study
of orbits of o~ starts from the question of preservation of cyclic order, rather than
from the Sturmian condition favoured by these earlier authors. Our initial (almost
trivial) observation is that an orbit has its order preserved by a if and only if it is
contained in a closed interval of length ^ 1 / 2 (Proposition 1, first proved by
Gambaudo et al. [11] for v rational, and Veerman [19, 20] for v irrational, both by
indirect methods). We give a complete classification of ordered a-invariant closed
sets and of the intervals of length 1/2 containing each of them (Theorems 1 and 2).
Theorem 1 repeats the results of Hedlund and Morse, but in the language of ordered
sets. Much of the content of both of Theorems 1 and 2 is explicit or implicit in the work
of Veerman [19, 20], and related results, in the context of the Mandelbrot set, have
also been obtained recently by Atela[2] and by Bandt and Keller [3, 4, 5]. However,
as the same symbolic dynamics arises in many different contexts and the literature
is somewhat scattered and imprecise, we believe it to be a worthwhile exercise to
present a unified purely combinatorial treatment, and in particular to classify
explicitly the ordered closed invariant sets. These include the skew Sturmian
sequences A ^!9, which play a key role in marking the end points of steps on the devil's
staircase.
As we have already observed, Theorem 3 (the staircase algorithm) is closely related
to the mechanical construction of Hedlund and Morse, but as a corollary we are able
to present in Theorem 4 explicit algorithms for the construction of dv^q (the end
points of the p/q step on the devil's staircase) based on the continued fraction
expansions of p/q. As far as we know these are new. In the limit for the sequence of
continued fraction convergents of an irrational v they yield the same expression for
6" as was first obtained by Veerman[19] (using what he termed 'scaling sequences').
As corollaries of our algorithms we obtain two further new results, first an explicit
algorithm for the continued fractions of d\ (y rational) and 6" (v irrational) in terms
of the continued fraction expansion of v, and secondly, a new theorem of Douady,
which he discovered while we were preparing this article, that if v is irrational then
6" is transcendental.
In Part 2 of the paper we look at applications and generalizations. We begin by
interpreting our results for a in terms of the square root map o~~x, in particular
justifying the observations that we made in the second paragraph of this
Introduction. We then extend our consideration to orbits of a on U/Z which are not
ordered. We identify a class of orbits which have chains of rotation numbers: these

456

S H A U N B T J L L E T T AND P I E R R E T T E S E N T E N A C

are obtained by using as building blocks periodic sequences for different d^"19". The
method is closely related to that of Theorem 4 (and to renormalization, that is,
Douady tuning, in the terminology of the Mandelbrot set). Our final result, Theorem
8, is a complete characterization of all the cyclic orders of points that can be realized
by orbits of a.
I t is in the nature of this subject that many of the results have been discovered and
rediscovered at different times by different authors from different points of view. We
give references just before the statements of our theorems, wherever we know of
relevant earlier work. Where we give no references we believe our results to be new.
We apologize for any attributions we have omitted through ignorance.
Part 1. Orbits of the shift a
1. Introduction
Let A be a subset of the circle T = R/Z and / be a map A -> T (not necessarily
continuous). We say t h a t / i s order-preserving if for each triple (a, b,c) in A the triple
(f(a),f(b),f(c)) lies in the same cyclic order around T, or else is degenerate (i.e. two,
or all three, of the points coincide).
1. Every order-preserving map f:A^T,
to an order-preserving map F: T -> T.
LEMMA

defined on a subset AofT, extends

Proof. Let n denote the projection R-s-IR/Z. Choose a 'base point' aeA and
representatives a,beR for a and b=f(a) (that is, n(a) = a and n(b) = b). Now
define F(d) = b, F(d+l) = b+l, and extend I to a (weakly) monotonic map
[a, d + 1] -> [b, b + 1]. There may be many ways to make such an extension: we give
an explicit one in detail as we shall use a similar construction much later, in the
proof of Theorem 8.
(i) if x = n(x)eA and/(x) =t= b then define F(x) to be the unique representative of
f(x) in ]b, 6 + l [ ; if xeA (x #= a) has/(a;) = b define F{x) to be b + l if there is a yeA
with x > y &ndf(y) #= b, else set F(x) = b;
(ii) if xeJA is a limit of points xteA with xi<x (in [a,d+l[) then set
F(x) = \imF(xt) (defined by (i));
(iii) if xeJ A is not a limit of the form in (ii), but is a limit of points xteA with
xt > x, then again set F(x) = lim-F(iy;
(iv) sinceF(x) has now been denned for all xeA, by (i), (ii) and (iii), we may extend
F to the whole of [a, a + 1] by linear extrapolation.
Finally, we extend F to a map F: M.-+M by periodicity, that is by sending each
[d + n,d + n+l] to [b + n,b + n+l] in the same way. It follows from the orderpreservation of/ on A that F is (weakly) monotonic increasing and hence induces an
order-preserving map F: T-s*T. I
Any order-preserving map of the circle F: T -> T has a well-defined rotation
number, the fractional part of
pn
lim
n-*co

for any lift/: U-+M satisfying F(y+l) =F(y)+l for all ye R, and for any xeU.

Ordered orbits of the shift

457

9/31
10/31

5/31

Rigid rotation

Fig. 3.

While the extension F of / constructed in Lemma 1 is far from unique in general,

iif(A) cz A then the rotation number of F depends only o n / (since we may choose x
to be a lift of a point in A).
We now specialize to the case when/ = o~A, the shift a restricted to a subset A of
Twith a(A)=A.
PROPOSITION 1. The map o~A is order-preserving on A if and only if A is a subset of
a closed semicircle.

Proof. Any triple contained in a closed semicircle has its order preserved by <r,
since a doubles length. Conversely, if (a, b, c) are not contained in a closed semicircle,
then (a,6+1/2,c) are, and hence (a(a),a(b),cr(c)) = (cr(a), a(b+ 1/2), a(c)) has the
same cyclic order as (a, 6+ 1/2, c), namely the opposite to that of (a,b,c). I
It is easy to describe all the possibilities for the subsets A of a semicircle which
satisfy a(A) = A and contain 0:
A = {0}, A = {0} U {l/2 n } n > 0 ,

A = {0} U {1 -

l/2n}n>0.

In each case the rotation number vA is equal to 0. These are the invariant sets A0, A\
and At in the notation of Theorem 1 below.
Remark. A way to compute vA: Let A be contained in a semi-circle, and
cr(A) c A. For xoeA. let xn = an(x0), n ^ 0, and let xQeU be the unique lift of
x0 with 0 ^ x 0 < l . Inductively, let xneU be the unique lift of xn such that
0^xn-xn_1 < 1. Then

=
Moreover, if we represent a;0 as a binary number, then xn is obtained from xn_1 by:
(i) Shift the fractional part one binary place to the left;
(ii) Add the overflow (0 to 1) to the integer part.
It follows that the integer part of xn is the number of Is among the first n digits

458

S H A U N B U L L E T T AND P I E R R E T T E S E N T E N A C

of the binary expression of x0 and that vA is the frequency with which the digit ' 1'
occurs in this expression.
Example.
4
/_5_ io 20 i . 18\
4 t rJL J L j - I l
-" ~ 131 ' 31 > 31 ' 31 J 31/' **
L31 ' 31 ' 2-1"

* 0 = 00101,

^=f.

An alternative characterization of vA is to say that the points of any orbit c A

occur in the same cyclic order, up to degeneracy, as those for a rigid rotation through
vA (Fig. 3).
2. Results of Part 1
In the following, we consider subsets A of T which are closed and tr-invariant
(aA =A). We ask:
1. Given ve R/Z, does there exist such a subset A" with rotation number vi If so,
is it unique ? What relationship is there between v and the set of values of fi such that
the semicircle CM = [/*,/*+ f] contains Av%
2. Given /ie]0,%[, is there a subset A of this type contained in the semicircle
C^ = \JX,/I + J\ ? If so, is it unique? What relationship is there between /i and the
rotation number v of AM ?
Theorems 1 and 2 answer these questions. Theorems 3 and 4 provide further details
of the correspondence between fi and v (the devil's staircase), in particular algorithms
for A" and properties of the numbers involved. Theorem 1 parts (a) and (c) are
essentially a restatement of results of [17] in the language of ordered sets, and both
(a) and (b) are also proved in [11, 19, 20]. Theorem 2 can be deduced from the results
of [11, 19, 20], and related results to Theorem 3 can also be found in these articles.
However, since it is not easy to extract the statements of Theorems 1, 2 and 3 in
precisely the form below from these sources, and since several of our methods and
constructions are new, we give complete self-contained proofs. Theorem 4 is new.
1. (a) For each v e IR/Z there exists a unique minimal closed a-invariant
subset A" cz T with rotation number v.
(i) If veQ/Z, A" is finite and consists of a single periodic cr-orbit.
(ii) If ve (IR <Q)/Z, A" is a Cantor set and consists of the closure of the cr-orbit of a
recurrent point.
(b) For each v, the set A" has zero measure and zero Hausdorff dimension.
(c) For each c e Q / Z , there exist two maximal closed a-invariant sets Av_ and A\ with
rotation number v, and furthermore A" = A"_ f) A\.
For ve(U Q)/Z, A" is the unique closed a-invariant set with rotation number v.
THEOREM

2. (a) For each /ie]0,|[, the semi-circle C^ = \ji,/i + \] contains a unique

minimal closed a-invariant set A .
(b) The graph of the rotation number v ofA^, as a function of fi, is a devil's staircase.
In particular v is rational except on a set of values of ju which has closure of measure zero
and Hausdorff dimension zero.
THEOREM

By a devil's staircase we mean the graph of a function which is continuous and

monotonic, and which is locally constant on a set of full measure without being
globally constant.

Ordered orbits of the shift

3
4
5
6f/2= 0.010101...

459

3
4
5
6>,+/2 = 0.1010...

Fig. 4.

THEOREM 3 (Algorithm for A"). (a) For each v 4= OeQ/Z, there exists a unique pair
of rationals 0 < 6~ < 0+ < 1 [constructed algorithmically), such that:
(i) 0~ and 0+ are adjacent points on the a-orbit A";
(ii) 0+/2 and 0J/2 +f lie on A", and A" c [0+/2,0;/2 +f]. / / v = p/q in reduced form,
the interval [0+/2,0;/2+i] Aas ZercgrtA (2 9 " 1 - l ) / ( 2 - l ) .
(6) .For eacA ve(IR Q)/Z <Aere erases a unique real number 0 < # < 1 swcA <Aa:
(i) 0,, lies on A" and its a-orbit is dense in A"; (ii) 0,,/2 and 6J2 + \ lie on A", and

(c) / / v0 < v1 < v2, with vleQ/Z

and v0>v2e{U-Q)/Z,

then 6^ < 0" < 0+ < 0r2.

The numbers 0 (veQ/Z) and 6V (ve(U Q)/Z) are constructed by explicit

algorithms. That for 6^jq is given by drawing a line of slope p/q through the origin
in 1R2, and then reading off the binary expressions for dijj/Q from two 'staircases' of
integer lattice points, one touching the line and the other just below it (Fig. 4).
Starting from the point 1 on the horizontal axis we write ' 0' for a horizontal step
followed by another horizontal step, and ' 1' for a horizontal step followed by a
vertical one.
More details are given in Proposition 3 (the 'staircase algorithm'). The algorithm
for dv, ve(M. Q)/Z, is similar (Proposition 4), and a formulation based on the
continued fraction expansion of v is given in Proposition 5 and its corollaries.
The next result concerns number-theoretic properties of 6V for irrational v. Recall
that an irrational number x is said to be fl-Diophantine if there exists a positive real
number c such that for all rational p/q, \xp/q\ ^ c/q? and Liouville if it is not
/?-Diophantine for any /?. Roth's Theorem [18] states that if x is algebraic over Q
then x is /?-Diophantine for all /? > 2.
THEOREM 4 (Transcendence ofdv,ve(U Q)/Z). (a)Ifve(U <Q)/Z is not of constant
type, then dv is Liouville.
(b) If ue(U Q)/Z. is of constant type, then: (i) if v is not noble, then dv is not
3-Diophantine; (ii) if v is noble, then 6V is not fl-Diophantine for /? = 2 + y e, ivhere
y = 0-618... is the golden mean and e is any positive real number.
Hence, by Roth's theorem, dv is transcendental for all j>e(IR <Q)/Z.

Recall that v is said to be of constant type if the sequence of integers

(a1,a2,a3,...)
in the continued fraction expansion v = l/(a1 + l/(a2+ ...)) is bounded. and it is said to
be noble \ian= 1 for all sufficiently large n. For example the golden mean y, which
has an = 1 for all n, is noble.

460

SHAUN BULLETT AND PIERRETTE SENTENAC

We thank Adrien Douady for Theorem 4, the statement and proof of which he
outlined to us while this article was being prepared.

3. Propositions and lemmas for the proof of the theorems

Notation. Consider the binary expression {6j(x)}j>1 and the sequence of integers
j(x)}j^i defined for each x e T by
CO

_ iF tT\

( T\

p iT\

\_ v

l~.\

00

/\

j( > y W *

with e}(x)e{0,1}, Pj(x) = ex(x) + ... +Sj(x) (if x has two binary expressions, choose the
one with an infinity of zeros).
We note that the pre-images of x under a are
x

x 1

-={0,el(x),...,ei{x),...)

a n d - + - = (i,et(x),

...,e}{x),...).

Consider the points {j'Pj(.x))j-i ' n "^2 a n d define the staircase of x by:
(i) ttPj+Ax) = PM) (ei+i(x) = ) > t h e Points {j,Pj(x)) and (j+i,pj+1(x)) are joined
by a horizontal line;
(ii) if pi+1{x) = p}(x) + l, the points are joined by a horizontal line followed by a
vertical line.
Conversely, every sequence of integers (jO;)3>1, such that 0 ^ Pj+\~Pj ^ 1 f r a u i>
provides a number x e T (Fig. 5).
2. Let xeT and let 0x denote the forward orbit of x.
(i) The orbit 0x is contained in the semi-circle Cx/2 = [x/2,x/2 + \] if and only if the
following condition is satisfied:

PROPOSITION

(ii) / / (C) is satisfied, then a\o has rotation number vx = lim^ODp;(a;/2)/j and the
staircase {pj(x/2)} satisfies
( | ) ^ ( | ) 1 .
Proof,

(C)

(i) S u p p o s e 0x cz Cx/2. L e t

w h e r e x = {elte2,

...,ep

...), so x/2 = ( 0 : e 1 : e 2 , . . . ) .

We claim that
The proof is a consequence of an obvious remark. For every ke{0,1,2,...} a word
of length k, 'et ...et ' cannot occur in the binary expression of x/2 (or x/2 +1) with

Ordered orbits of the shift

461

1 2
3
4
5
6
Fig. 5. The staircase of \ = (JT.

two zeros at its extremities on one occasion and two ones at its extremities on
another occasion, since then the points

could not lie in the same semicircle, as the difference between the middle two would
be ^ \. For instance, for k = 0, the rule is that the orbit cannot contain both '00' and
'11'.
We shall prove by induction on I that, for every JceN, 0 ^ sk t ^ 1. In fact our
inductive hypothesis is that 0 < sfcj j < 1 and

(P)

or
if sk , = 1, then

=1

{ or

For 1=1, we have

s

but

k 1=

so

x
2'

462

S H A U N B U L L E T T AND P I E R R E T T E S E N T E N A C

So, using the fact that x/2 ^ crk(x/2) ^ x/2 + \, we are done.
Now suppose that (P) is true for 1 ^ j < I, so that 0 < sk<l_1 ^ 1 and
= e,

or
_

*,* = 1.
or

= 0,

el =

Now if e
= e,7+1 we are done, and if elc+l+1 4= e m we also get the required result,
using the remark above concerning sub-words surrounded by a pair of 0s or Is.
Conversely, suppose that Ox satisfies (C). We must show that Ox c [x/2,x/2+\].
Let ak(x/2) be the first point of the orbit lying outside this range, and consider
x
2

x 1
Let I be minimal such that efc+i =t= et. Then, since ak {x/2) lies outside [x/2, x/2 + | ] ,
if efc = 0, we have e( = 1 and ek+l = 0, and if efc = 1, we have et = 0 and ek+l = 1.
These give sk l+1 = 1 and 2 respectively, contradicting (C).
(ii) Immediate from the definition of rotation number. I
3. Let p/q be a (reduced) rational number, 0 <p/q < 1.
(i) There exist exactly two real numbers, 0 < d~/g < 6p/g < 1 (both rational) such that
dp/g/2 satisfy condition (C) and the orbits of 6^/g both have rotation number p/q.
(ii) The a-orbits of 6~/g and d*/g coincide, are q-periodic and are contained in the

PROPOSITION

interval
(iii)

[61J2,(6-lq+\)/2}.
?p/9 has an even numerator and 6p/g has an odd one.

Proof. Given 0 < p/q < 1, condition (C) of Proposition 2 defines two 'extreme'
staircases (as in Fig. 4). The first is where p}(x/2) always takes the larger value
whenever there is a choice, and the second is where it always takes the smaller value.
Denote these two staircases by (j,pf) and (j,pj) respectively. Explicitly we define
the staircase algorithm by
>+ = pj = integer part ofjp/q if j is not a multiple of q;
p+ = kp and pj = kp1 if kq =j.
The following elementary properties are self-evident from a consideration of the two
extreme staircases.
(I)

(a)

VJfc,

Ordered orbits of the shift

(b) e}=p]-+1-pf = e++], Vj, e+_! = 1, ej = 0,
e7 = e-+;-, Vj, e-_! = 0, e" = 1,
(c) ef = ej = e}, j = 1,2, ...,q-2,
(II)

463

(a) 3 j 1 e { l , 2 , . . . , g - l } such that j^p/q-p^

= 1/q,
3 j 2 e { l , 2 , . . . , g - l } such that j2p/q-p
= 1-1/q,
J i + j 2 = ?=
(b)

We define 0*/9 and #~/9 to be the binary numbers associated to the staircases
'Pf) a r ) d (j,Pj) respectively, that is to say (by (I) above):
ft+
=
VlQ
Vvia

F
F
1
\ 1 ? 2 ' " ' ' ' ff2-' '

IF

(^1 > ^ 2 ' ' ^o2' ">

where the bar indicates a repeated block of symbols.

(i) By (II) above, 6^/g satisfy (C). We have to check that no other sequences do.
Since (C)=>(C) by Proposition 2, it suffices to check the 'intermediate' staircases
denned by (C). For such a staircase either there exist k,l (possibly equal) with

or there exist k, I with

and in either case condition (C) fails.

(ii) <r>*e-plq = 6+lt a n d o-W%lq = d-lq from ( I I ) .

(iii) This follows at once from the explicit expressions for 6~/g and 0/9 above.

An example of Proposition 3. Take v = 2/5 (Fig. 6).

- y = (0,0,1,0,1) = &, 0t,s = (0-1.0,1,0)

= (0,0,1,0,0,1) = 4

0J/B = ( o , l . o . o , i ) =

10 20 9 181 f- r 5 20T

,3i, 31, 51,31/ ^ L3T'3lJPROPOSITION 4. Let v = M. Q, 0 < v < 1. (i) TAere is a unique real number
0 < dv < 1 5MCA <M< 0,,/2 satisfies condition (C) cmd <Ae or6i/ o/ 5W has rotation number v.
(ii) The cr-orbit of 6V is contained in the semicircle [6J2,6J2 + \].
(iii) dv is recurrent under a.

Proof. Condition (C) this times defines a unique staircase, since 0 < jvpj < 1 => p}
is the integer part oijv. This staircase satisfies condition (C) of Proposition 2, so we
at once have (i) and (ii).
To show that 6V is recurrent, given keN set
mk =

max (jv Pj),

with

0 < mk < 1.

464

SHAUN BULLETT AND PIERRETTE SENTENAC

15
ei,/5 = 01010

Fig. 6.

The sequence {jvp^i>x

is dense in [0,1], so there exists I such that 0 < lvph <

For j = 1,2,...,A;+1, the inequalities

0 <jvpi < mk,
imply that pl+j = pt + pr
For j = 1,2,..., k, we deduce that el+i = e^ and hence that the binary expressions
for <Jldv and for dv coincide for their first k digits, completing the proof. I
In Proposition 5, we give another algorithm for &*, this time utilizing the
continued fraction expansion of v. We first note the following consequence of the
staircase algorithm.
LEMMA 2. Given a/b, a'/b' (reduced) rationals which are adjacent (a'b ab' = 1), the
binary expressions of d~,/b. and d+/b coincide for their first b + b' 2 places.

Proof. This follows directly from the staircase algorithm. Note that 8~,/b, (resp.
da/b) have periodic binary expression of period b' (resp. b) and that
Given a sequence (finite or infinite) of positive integers (alta2,...),
be associated sequence of rationals
1

Pi
3

1'
a2

define

to

1
s

1)

% +
a2 + ...I/a,

If ai+1 * 0,
? m = 13

> q<>

= 1,
= 0,

P i = 1.
Pm = P i-i+a-j+iP'P Po
It is well-known that two consecutive fractions in such a sequence are adjacent,
and that the sequence splits into two monotonic subsequences

Ordered orbits of the shift

465

5. (i) The binary expressions for d~ /g (j odd) and d^ /Q (j even) may

be obtained as folloivs:
PROPOSITION

0^01=^

so

a, digits

<%,/,,= M i - d i O

so 0 + ^ = ^ ^

where fc8 = 2(l + 2.

a2copies

Inductively, d~ /g (j odd) and 6* /g (j even) are defined by dp where

and

V./-

Example. How to compute

2_
__

1_
_

2+

1 + 1/1
^= 0

(2,2)-. ( ^ , = 01
16*2/5 = 01001.
Proof of Proposition 5.
(i) By Lemma 1, Q\la =d1 = (00... 01); then apply Lemma 2 and induction.
a,

(ii) F o r j = l
*;,/, - ^ , = d,-d2,
7
1

1
~2>-1'

d2 = a^d,

j _ 2^ ^ 1
2 9 -2
2
~ 2-l^_ 1 2^~ (2>

Hence d1 d2= l/((2 9 ' 1) (292 1)) and the general result follows by induction.
COROLLARY 1 (how to compute 6f for v = p/q). For rational v the continued fraction
has finite sequence (a1,a2, ...,ar = 1).

(a)

.
\&l = &t . and apply Proposition 5,
Pr/Qr
x
If ris even <

TC

466

(b)

S H A U N B U L L E T T AND P I E R R E T T E S E N T E N A C
If r

.g o d d \er = d~r/Qr and apply Proposition 5,

to = 2*-<w
COROLLARY 2 (how to compute 6,, for ve(U Q)/Z).IfveM
fraction has an infinite sequence of positive integers, then

(i)

^ < ^ < ^

+ 1

/ W

Q, so that the continued

^>

and 6V is the common limit of the two sequences.

(ii) The sequence (A1,A2, ...,Ap ...) of positive integers in the continued
expression for 0V is given inductively by

fraction

Remark 1. Our construction (above) of ordered orbits of the shift translates into
algorithmic form the set of equivalent conditions proposed in [11] in the case of
rational rotation numbers. Moreover our algorithms enable us to construct the
maximum and minimum points of all closed ordered sets, whether the rotation
number be rational or irrational.
Remark 2. A sequence of Os and Is is said to be trivially renormalizable [12, 15]
if either
0 = w_ w1 w* w3...,

where w_ = 0 and w+ = 10 or w_ = 01 and w+ = 1, and 0 < mt ^ oo, or

with w_ and w+ as above and 0 < nt ^ oo.

The renormalization of , is v where

in the respective cases. For sequences constructed by the staircase algorithm

(Proposition 3) trivial renormalization corresponds to the action of generators of the
modular group PSL(2, Z) on the underlying integer lattice. (This observation is what
lies behind the 'reduction' method of [11] and the 'scaling sequences' method of
[19].) It can be deduced that g is trivially renormalizable infinitely often if and only
if is of the form d+/2 or 0J/2 + 1/2 for v rational, or 6J2 or 0J2 + 1/2 for v
irrational, that is, if and only if is an end point of one of our closed ordered sets A".
Trivial renormalizations can also be used to produce alternative constructive
algorithms for 0^ and 0V.
4. Proofs of theorems

Proof of Theorem 1. (a) (i) If veQ/Z, then by Proposition 3 the cr-orbit of &* is
finite (closed), periodic and therefore minimal, and has rotation number v. Hence it
provides an A".

Ordered orbits of the shift

467

(ii) If ce((R <Q)/Z, then let A" be the closure of the cr-orbit of the recurrent point
8V of Proposition 4. It is clearly a closed, <r-invariant minimal subset with rotation
number v (notice that a(A") = A"; each point has one pre-image except $). The orbit
of dv is dense in A", and A" contains no interior point, so A" is a Cantor set.
It remains to show uniqueness, in both cases. Since A" has a rotation number, it
is contained in some semicircle, and since A" is closed we can speak of its least point
x/2. Then xeA" (since A is cr-invariant) and 0x [x/2,x/2 + \\. Uniqueness now
follows from Propositions 2, 3 and 4.
(6) For veQ/Z, the set A" is finite and there is nothing to prove. For pe(U Q)/Z,
a is injective on A" except at the points 6J2,6J2+\. Remove the o-~1-orbit of 8J2
and consider Av = A" {\Jn^Qa~n(6l,/2)}. Then a is a continuous bijection of Av to
itself. But er doubles measures. It follows that m(Av) = 0 and hence m(A") = 0 (since
Av is obtained by adjoining countably many new points to A"). The same argument
proves that the rf-dimensional measure md{Av) = 0 for all d > 0, and hence that Av has
Hausdorff dimension zero.
(c) For fie]8^/2,8^/2[, the only invariant subset of C^= [/t,/t + |] is A", but for
/i = d~/2 we can adjoin to A" the point d~/2 and all its inverse images lying in Cr
This gives a maximal set we denote A"_. Similarly for /* = 6^/2 we can adjoin to
A" the point 6+/2 + \ and all its inverse images in C^, to obtain A\. In the case of
irrational v, since 8J2 and 8J2 + \ both lie in A", this set is maximal as well as
minimal. I
Example. For v = \,Av_ consists of all points of the form 0-00100100 ... 0010001001
and images under o~ (i.e. we insert at most one extra 0 into an expression for a point
of A"), and A\ consists of all points of the form 0-001001... OOIOIOOT.
Proof of'Theorem 3. (a) is immediate from Proposition 3.
(b) is immediate from Proposition 4; note that uniqueness of 8V ensures that both
8J2 and 8J2 + \ lie in A", else the ' least' and ' greatest' elements of A" would give new
(c) is immediate from Proposition 3.
Proof of Theorem 2. Since every semicircle C^ = \ji,/i + \\, /i~\0,\[ contains some
A", we have

]0,|[= U /,u

{-),

where / = [8~/2,8+/2]. To prove that the / occupy full measure we observe that by
Proposition 3
"l'\Lvl

^-J

Ct

Sl

O9

1 '

where the sum on the right-hand side is taken over all p/q in reduced form. The
calculation of this sum is standard. We give an elementary proof. Consider the subset
^2 = {(p,q)\p < q,p,qeN} cz U2 and compute the sum S(j>,9)e# 1/2* m t w o different
ways.
First, sum horizontally and vertically (Fig. 7)
y
(p,Q)e3Zl

oo

cc

k-lj-k+l*

<

1
1

468

SHAUN BULLETT AND PIERRETTE SENTENAC

Fig. 7.
Next, sum along each line of rational slope and deduce
1
0<p/q<l
j>\
(p/gr'e'duced)
ilq reduced) "

)q
ojq

99 _ L1

0<p/g<l
"
(p/greduced)
(p/q reduce

The complement of the interiors of the {Iv}peQ/z i

0 = {0>e(R-Q)/Z} U {d\veQ/Z}.

This set is closed (since its complement is open), and has Lebesgue measure zero.
To show that it has Hausdorff dimension zero, we consider {a^Q}j>1.
For each j , o~i is injective on 0 except in a finite set (the end points of certain /),
and Vi,j, (rl(@) 0 <T}(0) is finite. Hence the d-dimensional measure of aj(Q) satisfies
ma(<r'(0)) =
and

...)md(Q).

But U (Tj(Q) cz T, so md(Q) = 0, ~id > 0, and hence 0 has zero Hausdorff dimension. I
Proof of Theorem 4. Let ye(IR Q)/Z. From Corollary 2 of Proposition 5, we can
write

where

is the sequence of truncations of the continued fraction of v

"*2j

d-

where

a-

"~2j+l

a+

<Z ft <: ft~

Ordered orbits of the shift

469

(a) If {cij}j^i is not bounded, then given any c > 0 it follows from the inequality
above that there exists a sequence of rationals {Nk/Dk}k>1 such that

and hence 6V is Liouville.

(6) (i) If {dj}jg. j is bounded, but infinitely many of the 3- are greater than 1, then
there exists a subsequence with at ^ 2 and hence (for given c > 0) rationals {Nk/Dk}
with
^k

and so dv is not 3-Diophantine.

(ii) If a} = 1 for j sufficiently large, then qi+1 = q^+q,

and

h m ^ = y = -^- ~ 0-618.
k}

6--

Hence
i.e.

" D<

for given c > 0 and e > 0, and j sufficiently large, and so 6V is not (2 + y e)Diophantine. I
Remark. For the golden mean
1

v=

1 + 1 + 1/(1 + ...)
we have

Pi

p2 _ 1

p3 _ 2

p4 _ 3

~~
0r l, ^
10, 0r = 101, 03+ = ToTTo.
This sequence can be generated recursively, by the substitution rules 1 -> 10, 0 - ^ 1 .
More generally, it is not to hard to prove, using Proposition 5, that d^.a . .a > comes
from 6t
> by the same substitution rules, and so does &},.. . <. from
a
(a1;...;a2n+1)-

(7

Finally we remark that for v the golden mean, the continued fraction expansion of
6 p =(l;2;2;2 2 ;2 3 ;2 5 ;2 8 ;2 1 3 ;...;2 a '.;...),
where {an} is the Fibonacci sequence.
Part 2. Applications and generalizations
1. The square root map: an archetypal example of mode-locking
For each 6 with 0 < 0 < 1, let Sq r6 denote the map of the complex plane C to itself
defined by sending each 2 to a value of Vz having 0/2 ^ Arg y/z =% 0/2 + . Note that
Sq rg is single-valued and continuous except along the half-line Argz = 0, where it is
two-valued.

470

S H A U N BTJLLETT AND P I E R R E T T E S E N T E N A C

By an attractor for Sqr 5 , we mean a minimal closed invariant subset Ae a C, with

a neighbourhood TJe such that Sqrfl(C7e) <= Ue and Ag = f]^=0(Sqvg)n (/#).
THEOREM 5. For each 6 with 0 ^ 6 < I, the map Sqr e has a unique attractor Ae. The
map Sqrfl preserves cyclic order on the attractor and restricted to it has rotation number
1 v where v is the rotation number corresponding to 6 in the devil's staircase {Theorem
2, Part 1).
Ifd~ < 6 < &l (in the case where v is rational), the attractor is the set A" (Theorem 1).
If 6 = 0, then Ag = A\ (Theorem 1).

Proof. This is an almost immediate corollary of Theorem 2. Any attractor for

Sq re must lie on the unit circle (since Sq rg is expanding elsewhere) and must therefore lie on the semi-circle {z: \z\ = 1,6/2 < Arg2 ^ 6/2+\}. Furthermore, it must be
invariant under z\^z2 (the inverse of Sqr 9 ). Hence it is one of the sets A", A"+, A"_.
Since these are also invariant under Sqr^ for the appropriate values of 6, we are done.
The rotation number is 1 vg since Sqr e is inverse to ZM>Z2. I
The graph of the function assigning to each 6 the rotation number of the
corresponding attractor for Sqr e is the devil's staircase illustrated in Fig. 1.
It is instructive to consider the above theorem in terms of the symbolic dynamics
of the inverse shift a"1. Each point of the circle is uniquely specified by its argument,
te IR/Z. The map ZH> \/Z acts as the inverse shift on the binary expression for t, and
the two values of \/z are represented by the two possibilities, 0 and 1, for the new
digit inserted at the start of the shifted word. Restriction to the (almost) singlevalued branch Sq r0 imposes a rule for the choice of new digit, namely ' choose the
digit which gives a new number t' with 6/2 < t' =$ (6+ l)/2 in IR/Z'.
Translated into these terms, the theorem tells us that when we repeatedly apply
the rule for Sqr e to any initial binary expression, in the limit what is produced is a
sequence of 0s and Is which depends only on 6. Moreover this limit sequence
represents an ordered orbit on IR/Z, with a well-defined rotation number 1 vg. Thus
iteration of Sq vg, from any random initial value, is a mechanism for manufacturing
the devil's staircase (Fig. 1). The algorithm given in the proof of Theorem 3 told us
how to compute d or 6V for a given v: the theorem above gives us a practical way
of computing the inverse, that is vB for given 6.
Examples.
(1) If 5 < 0 < , then all orbits of Sqr^, tend to the period 2 orbit

For instance, with 6 = \ (so the rule is 'choose a new digit to give a value ^ \ and
^ f ) , and with initial point x0 = |, we obtain an orbit
xx = 0011,
x2 = 01011,

tending in the limit to {to,t^, the periodic orbit A" for v = \.

Ordered orbits of the shift

471

(2) If f < 6 < , then all orbits of Sqr 9 tend to the period 3 orbit

h = olio

( = )

This is the orbit A" for v = , but the action of Sqrfl has rotation number 1 = .
If 8 = f, we have an alternative choice for the image of tx, namely

but then ^ has subsequent orbit tending to {t0, tx, t2} = A213. In this case, the attractor
is A2!3.

Similarly, if 6 = , we have A2!3 in place of A213 as the attractor, since t2 has an

alternative image
<i = 0-iTTo ( = f)
which again has subsequent orbit tending to A2'3.
The mode-locking behaviour of Sqr e , that is the tendency to stick at rational
rotation numbers as the parameter 6 is varied, is typical of the generic phenomenon
of mode-locking for continuous circle maps ([1], [19]). Although Sqr e itself is
discontinuous, it has a continuous inverse Sq s : U/Z-^-U/Z defined by
otherwise
and this is the map we shall work with.
A very similar analysis to that for z>-> y/z can be applied to zt->z1/A (A > 1) if we are
careful about how we interpret z1/A. Define SA g: U./Z-+U./Z by
otherwise.
Then S2 g is just the map Sq9 defined above. However, for a complete analysis of
mode-locking, it is desirable to have a family tending to the one-parameter family of
rigid rotations as A tends to 1, and *SA g has the disadvantage of tending to the
identity for all 6. We therefore modify the definition to

The map T2 g is equal to Rgf2S2tgRg/2, where Rg/2 denotes the rigid rotation
th>t+ d/2(mod 1) on IR/Z, so T26 has the same dynamics as Sqg. Moreover, when A
tends to 1, the map Txg tends to Re/2 rather than the identity.
Each Tx e is a continuous monotone degree 1 circle map and therefore has a welldefined rotation number /ix g. The following theorem was first proved by Veerman
([19], [20]).
6. For each real A > 1, the map 6>->nx g has graph a devil's staircase. In
particular, for each such A, the rotation number /iK g is rational for a set of 6 of full
measure.
THEOREM

472

SHAUN BULLETT AND PIERRETTE SENTENAC

e/2 +

e/2

l/A

Fig. 8.

Proof. Consider the lift fAg

_e to the universal cover
A_
Ag of TA
graph illustrated in Fig. 8.
The rotation number of Tki e is given by

of IR/Z. This lift has

"

and is clearly a monotone increasing function of 6, for fixed A, since increasing 6

moves the whole graph vertically upwards.
If there exist positive integers p and q with
(*)

the orbit of 0 has period q and the rotation number is p/q. Denote by 6p/q the value
of 6 such that the left-hand inequality of (*) becomes equality and 6^lq the value of
6 where the right-hand inequality becomes equality. Note that by the monotonicity
of {Txe)q as a function of 6 for each q, the values d/g exist and are well-defined for
each p/qeQ/Z. For 6~/g < 6 < 0+/9, increasing 8 by 8 moves (^ >e ) 9 (0) a distance

It follows that

ffr

ft-

1\_2(A-1)2
A; A(A-I)"

We compute the sum of the lengths 8p/g 6p/g over all ^/g in reduced form, with
0 < p/q ^ 1, in the same way that we computed the corresponding sum in the case
A = 2 (Theorem 2). As there, let 0t= {{p,q)\p <q,p,qeN}. Then
(A-l)2

but

(A-l)2
A

(A-l) 2
V
V
ZJ
ZJ

s
0<p/g<l

(p/qreduced)

V(A-

A- 1

V
fc-i A*

I) 2

A - l
A-l

A"
(P/<?

reduced)

(A- I) 2
"I

Ordered orbits of the shift

473

Fig. 9. 'Arnol'd tongues' for the maps 7^ e.

v0 = 0.0001

= 0.1000

Fig. 10.

474

SHAUN BULLETT AND PIERRETTE SENTEKAC

Hence

2(A-1)2 2
y^ = y

(p/qreduced)

and so

X,
o<p/sa

1)

(p/g reduced)

Thus we know that for each fixed A, the rotation number /ix e is rational except on
a set of values of 6 of measure 0. It remains only to show that all irrational values
are achieved on this set. For a given ve(M <Q)/Z, consider {8+/g: p/q < v) and
{0~/g: p/q > v). The least upper bound of the first set and the greatest lower bound
of the second coincide, since rational rotation numbers occupy full measure. Denote
the common limit by 0v. By monotonicity of /tA_fl as a function of 6, we have
We remark that as A -> 1, the map TA e tends to the rigid rotation Ee/2 in the Ctopology. For each A > 1 the theorem gives us mode-locking on a set of values of 6 of
full measure, unlike the C00 case [1] where mode-locking occurs on a set of decreasing
measure as one approaches rigid rotations. Note also that as q increases the value of
A for which 8p/g 6~/g has maximum length becomes closer and closer to 1 (Fig. 9).
2. Orbits with sequences of rotation numbers: 'Douady tuning'
The smallest orbit of a: t>-> 2(mod 1) on IR/Z which is not ordered is the period 4
orbit
to = o-ooii = ,

t, = o-oTIo = f,
t2 = 01100 = |,

t3 = o-iool = f.

However, under a2: <H*4(mod 1) this splits into two ordered orbits {to,t2} and
{tlt t3}. Moreover one of these, {tx, t3}, lies on a quarter circle.
Any orbit of the ft-shift <rn on IR/Z which remains within an interval of length 2~"
has its cyclic order preserved by an, since crn multiplies lengths by 2". But the
converse is false: in the example above {t0, t2} has its order preserved by cr2 but it does
not lie within a quarter circle. Thus the situation is not as straightforward as for the
simple shift a.
We may think of {to,t1,t2,t3} above as a 'satellite' of the period 2 orbit {0-01,0-10}
of cr. The following is an example of a period 12 orbit which is a satellite of a period
4 orbit
u0 = 0-000100010010 = ^ .
This has orbit under a illustrated in Fig. 10. The orbit {v0, vlt v2, v3} in the Figure has
period 4.
Note that the points {vo,vltv2,v3} partition the a orbit of ti0 into 4 sets:
Ao = {uo,u4,us}, Ax = {u^u^Ug}, A2 = {u2>u6,u10}, A3 = {u3,u7,un}. Each of these
sets is invariant under cr4 and cr maps each A{ bijectively to Ai+1 (where i +1 is taken
mod 4).
More generally, for v = p/q, the orbit of 6~ partitions T into q intervals
^o = [&;, Of], h = <rVo, -JQ-i

^{h)

Ordered orbits of the shift

475

Fig. 11.

of lengths l / ( 2 - l ) , 2 / ( 2 9 - l ) , ...,2"V(2 9 -1) respectively which have a rotation

number c i n a certain sense.
Consider the restriction of crQ to Io and let Jo denote the subset of/0 invariant under
9
cr . Then Jo is a Cantor set obtained by removing intervals as illustrated in Fig. 11.
Here d+ and d~ are the blocks of q digits which define 6^/g = d+ and 8~/g = d~ (see
Proposition 5, Part 1).
Let Jo denote the space obtained from Jo by identifying end points of each gap.
Then, if we define h to be the map JQ-S-T sending each point to the binary number
(mod 1) represented by its coding sequence, and we let Jo denote classes of points with
the same image, the following lemma is self-evident:
LEMMA

on!

1. h induces a bijection Jo - T conjugating the action of cr9 on Jo to that of cr

I.

This allows us to speak of the rotation number of an orbit of cr9 on Io and to make
the following inductive definition:
A closed s u b s e t 4 c R h a s a sequence of rotation numbers

(vlt v2, ,^n)

f r "> w h e r e

- if 71 = 1, and A has rotation number j ^ for a, or

- if n > 1, vx = pjq^ i c ^ U / j U ... U -4,-i' " m a P s e a c n ^-i = ^ n A bijectively
to Ai+X and cr*1 acts on Ao with sequence of rotation numbers (v2,..., vn).
In particular, the example in Fig. 10 has sequence of rotation numbers equal to
7. For each (v1,..., vn) with i^eQ/Z (1
exists a unique minimal closed cr-invariant set A
THEOREM

i ^ nl) and uneU/J., there

R/Z with rotation sequence

Proof. Consider the following explicit algorithm for the construction of A, when vn
is rational, as the orbit of a point 6jv ^ obtained by successive modifications of 6~ ,
or, when vn is irrational, as the closure of the orbit of a point djv v , obtained from
vn in the same way. Let d~ _ denote the binary block of length qn_x which gives &l
when repeated, and let d* _ denote the corresponding block for 0+ . The first step
is to replace all occurrences of 0 in d~ by copies of d~ __ and all occurrences of 1 by
copies of d* _. We now repeat the process, replacing all 0s in the new word by d~ _
and all Is by d* _ . After nl steps, we obtain a binary expression for a point 6 whose
orbit is periodic of period q1q2---qn if vneQ/I., or non-periodic if vne(M Q)/Z. In
either case, A is the closure of this orbit.
PSP115

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SHAUN BTJLLETT AND PIERRETTE SENTENAC

0010

ooolo

00001

0100

Fig. 12. cr2\A0 has sequence of rotation numbers (J,|).

We show by induction on n that the point 6 constructed above has sequence of

rotation numbers (y1,...,vn), using the following elementary result (the proof of
which is left as an exercise for the reader).
L E M M A 2. Let $>p/g denote the operation of replacing all 0s in a word by copies ofd~/q
(the periodic block for dp/q) and all Is by copies of dp/g. Then, for any x (i) the orbit of
Q>p/q{x) under a9 lies between 6p/g and 8p/g, and (ii) o-g(<I>p/g(x)) = (t>p/g(crx) I.

As an inductive hypothesis, we suppose that the point constructed by applying the

first n 2 modifications to 6V has sequence of rotation numbers (v2,..., vn). We must
show that applying the final modification Op /g yields a point 6 having sequence
of rotation numbers (i^, ...,vn). But Lemma 2(i) guarantees that the closure A of
the orbit of 6 has the property that <x maps each Ai bijectively to Ai+l (i+1 taken
modq^ and Lemma 2(ii) guarantees that a9 has sequence of rotation numbers
um
(v2,..., vn) on Jo. Note that ^p/g is an inverse to the composite map
J 0 -T of
Lemma 1.
The proof of uniqueness of A is analogous to that in Theorem 1. I
Example 1. For the sequence of rotation numbers (\, \, \), we start with 6\/z = 0001
and we replace all 0s by dj~/4 = 0001 and all Is by copies of df/4 = 0010 and again all
0s by dy2 = 01 and Is by d+/2 = 10 (Fig. 12). This yields:
= 0000100010010,
= 0010101100101011001011001.

Ordered orbits of the shift

Fig. 13.

Example 2. The Morse number 00110100110010110 ... is the limit of %>,>,...,.

Remark 1. For vn rational, 0^ _ r , is defined by applying exactly the same
sequence of modifications to 6* . In C M (M the Mandelbrot set), the external rays
of argument #(*_..._ >, vn rational, ov Q(v v y vn irrational, land on dM at a point
accessible from the main cardioid Mo by a finite number of crossings of boundaries of
adjacent hyperbolic components of the interior oiM. The sequence (vt,..., vn) tell us
the sequence of internal rays to follow. Now for any hyperbolic component IF of the
interior of M there is a smaller copy Mw oiM, within M, in which W corresponds to
Mo, the main cardioid [7, 9]. 'Douady tuning' [7] expresses external angles on dMw
by taking the corresponding angle on dM and replacing 0s and Is by the periodic
blocks d~,d+ of the pair of external angles of the 'root' of W. The algorithm above
amounts to the composition of the sequence of Douady tunings corresponding to the
boundary crossings encountered on the path from Mo to W. Beyond the inner region
of M accessible by such finite paths lies an outer region containing small copies of M
connected to one another and the main cardioid by ' filaments'. Douady tuning seems
the appropriate language in which to describe 'renormalization structure' in this
outer region too, but we do not know of any 'rotation number' interpretation of the
sequences arising there (that is to say all sequences of 0s and Is other than those we
have been considering). See [3, 4, 5, 16] for more details of the combinatorics of M,
and [13, 14] for the combinatorics of polynomials of degree higher than two.
Remark 2. The definition of 'sequence of rotation numbers' we have given is not
purely combinatorial (it involves specific points 6^/g and not just the order of points
of the set A c T). However, if we relax the definition, to require only that A can be
partitioned into sets Ao, ...,Aq _lt each invariant under cr91 with sequence of rotation
numbers (v2, ...,vn), and permuted among themselves by a with rotation number
P1/q1, then there may be several candidates for the overall order around the circle.
For example, the two orbits illustrated in Fig. 13 are both candidates for (|, 5).
However, we shall see in the next section that in this example only one of these
orders (that on the left) is realizable by an orbit of a. It is possible that the above
combinatorial definition of a sequence of rotation numbers is sufficient for Theorem
7 and that in general only one of the possible orders for a given (vlt..., vn) is realizable
by an orbit of a. We leave this as an open question for the reader.

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SHAUN BTJLLETT AND PIERRETTE SENTENAC

x4'
Fig. 14.

3. Orders of points around T realizable as orbits of a

Certain orders of points around T cannot occur for orbits of cr. For example, the
order indicated in Fig. 14 is impossible, as one can easily check by listing all period
5 binary sequences.
Let X = (xo,x1,x2,...), Y = (yo,yvy2,...)
be finite or countably infinite sequences
of distinct points of T, both of the same cardinality. We say that X is equivalent to
Y if, for all triples (i, j , k) of positive integers, (xt, x}, xk) and (yt, yp yk) define the same
orientation on T, and we say that X is realizable if it is equivalent to an orbit of a.
Note that we say nothing about the positions of points of accumulation of X. For
example if X is the orbit of 0 under t M> t + v with v e R Q (an irrational rotation of
T), then X is dense in T, but its realization as an orbit of a is certainly not, since that
orbit is contained in a semicircle. Thus the bijection between an infinite X and its
realization need not extend to a homeomorphism of T.
Let s denote the successor function xi t-+ xi+1 (where i + 1 is taken mod |X| if X is
finite). The key to realizability is the following condition: 3zeT X such that each
of the two restrictions
s : X n ]z,xo + l ] ^
is order-preserving.
This should be compared with the definition in Part 1, Section 1, of an ordered set,
where we required s to preserve order on the whole of X.
Condition (S) is clearly necessary for realizability, since if X is an orbit of a we may
simply take z = x0 + 1/2 and (S) will be satisfied. As we shall see, it is also a sufficient
condition for realizability in the case that X is finite, and with a minor modification
it also becomes sufficient when X is infinite. Before formally stating these results
(Theorem 8, below) we construct a candidate binary sequence for the realization.
Let X satisfy condition (S), and let X denote the set of all points of U which project
to X under n: U -> T = IR/Z. Let xt denote xi regarded as a point of [x0, x0 +1[ c 05.
Define h: X (] [xo,xo+l]-+X f| \xl,x1-\-2] by
xt i-> first lift of xi+l in [xlt xl + 2] if xt e [x0, z[,
xt^~second lift of xi+1 in [x1,x1 + 2] if xte]z,x0+ 1],

Ordered orbits of the shift

479

Extend h to a monotonic map [xo,o+ l]-> [x1,x1 + 2] by the same method as we

used in the proof of Lemma 1 (Part 1: Section 1), that is to say (essentially) linear
interpolation, and further extend to a monotonic map A:IR->IR by periodicity
(sending [xo + n, xo + n+l] to [x1 + 2n,x1 + 2n + 2]). If Xis finite h will be continuous,
while if X is infinite h may have jumps. However, in either case h is monotonic, and
is the lift of a degree 2 map h of T.
If h is continuous there exists at least one point a. e U with h(a) = a, and if h is not
continuous we can still ensure that there exists such an a by (if necessary) inserting an
open interval into T X at the point where the graph of h jumps the diagonal, and
linearly interpolating along this interval: this alters the topology of X but not its
cyclic order. Similarly we can find a point ft with h(f$) = 6L+ 1, again after altering
the topology of X if necessary. Note that: (i) a and /? project to points a,/?eT with
h(a) = h(P) = a; (ii) h restricts to order-preserving maps [<*,/?]->[a,a+ 1] and
[/?, a + l ] ^ [ a , a + l ] . Thus a and /? behave very much in the same way for h as do 0
and 1/2 for a. To the point x0 of X we now associate the sequence

where ^(a;0) = 0 if x 3 e[a,/?[ and t}(x0) = 1 if a^e[/?, a + l [ . We remark that the

sequence T(X0) depends only on the choice of the partition point zeJ X (if there is
a choice) and not on the particular map extension h, since the positions of a and /?
in the cyclic order on X depend only on z.
THEOREM 8. (i) (a) If X is finite then X is realizable if and only if it satisfies
condition (S); (6) if X is infinite, X is realizable if and only if it satisfies condition (S),
with the corresponding sequence T(X0) not preperiodic.
(ii) In both cases, the binary sequence T(X0) represents a point of T which has orbit
under a realizing X.

Proof. As we have already observed, if X is an orbit of a, we may satisfy condition

(S) by taking z = xo+ 1/2. The points a and [5 constructed as above will then be the
points 0 and 1/2 on T, and the sequence T(X0) will be the binary expression for x0. If
X is infinite, this sequence cannot be preperiodic. Hence the conditions in (i) are
necessary.
For the converse, if X satisfies (S) we may associate to each xt eX a binary sequence
T(xt) which codes its [a, /?[, [/?, a + 1[ itinerary, in just the same way as we coded the
itinerary of x0. Since a acts as the shift on T(XJ), if we are to prove that {T(xt)}i>0 is
a realization of X it will suffice to show that

(where ' < ' is defined by cutting open the two circles at a and 0 respectively).
If x( 6 [a, /?[ and xt e [/?, a +1 [, then by comparing the first digit of r{xi) with that of
T(X}) we have that T(xt) < T(XJ). But if both xl and x} lie in [a, /?[ (or both in [fi, a+ 1[)
we know that the order of (a, xt, x}) (or (xu xp a +1)) is preserved by h, since h maps
each of [a,/?[ and [/?, a + l [ monotonically onto the whole of T. It follows that to
complete the proof it suffices to show that if xi 4= x} their associated binary sequences
T(xi),T(xj) differ at some digit. In the case that X is infinite, this is implied by the
hypothesis that T(X0) is not preperiodic. In the case that X is finite it follows without
further hypothesis by the following argument. If two points of X have the same

480

SHATJN BULLETT AND PIERRETTE SENTENAC

xi+2

/
'7/

xo + 2
x5 + 1
x4 + 1

r
71

X2+l

x4

7
A

x0

i
x2

|
x

x4

Fig. 15.

itinerary, then so do all points of X between them, and there is therefore an adjacent
pair of points of X with this property. Such a pair is mapped to itself by hn (where
n is the number of points in X) and indeed the line segment joining the pair is mapped
to itself by hn. Since h is transitive on X this implies that h has degree 1, contradicting
the fact that we constructed it to have degree 2. I
Example. Is X pictured in Fig. 15 realizable ? The answer is yes. We construct h
and calculate T(X0) = 0011000 = 8/21.
Remarks. 1. We need the condition of non-preperiodicity of the itinerary, in the
case of infinite X, to avoid examples such as {xn = 2~n}n>0, which is not realizable as
an orbit of cr.
2. The realization of a finite X satisfying condition (S), as an orbit of a, can also
be achieved by 'renormalization'. For n = \X\ the points hn(x0),^"(^j),...,hn(x0+
1),
in (R, are spaced along an interval of length 2" in the same order as
xo,l,...,xo+i,
and they are mapped to one another in the same way by h. However, rescaling this

Ordered orbits of the shift

481

long interval by dividing by 2 replaces h by a map very close to a linear map (of
slope 2), and repeating the process yields (in the limit) a set of points in the same
cyclic order as X and mapped to one another by a.
We are deeply indebted to Adrien Douady for many helpful discussions. The first
author would also like to thank Franco Vivaldi and Ian Percival for comments and
suggestions on a very early version of some of this work.
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