Entropy, Ultralimits and the Poisson boundary

Abstract: In this paper we introduce for a group $G$ the notion of ultralimit of measure class preserving actions of it, and show that its Furstenberg-Poisson boundaries can be obtained as an ultralimit of actions on itself, when equipped with appropriately chosen measures. We use this result in embarking on a systematic quantitative study of the basic question how close to invariant one can find measures on a $G$-space, particularly for the action of the group on itself. As applications we show that on amenable groups there are always "almost invariant measures" with respect to the information theoretic Kullback-Leibler divergence (and more generally, any $f$-divergence), making use of the existence of measures with trivial boundary. More interestingly, for a free group $F$ and a symmetric measure $\lambda$ supported on its generators, one can compute explicitly the infimum over all measures $\eta$ on $F$ of the Furstenberg entropy $h_{\lambda}(F,\eta)$. Somewhat surprisingly, while in the case of the uniform measure on the generators the value is the same as the Furstenberg entropy of the Furstenberg-Poisson boundary of the same measure $\lambda$, in general it is the Furstenberg entropy of the Furstenberg-Poisson boundary of a measure on $F$ different from $\lambda$.