A variational principle for the metric mean dimension of free semigroup actions

We consider continuous free semigroup actions generated by a family $(g_y)_{y \,\in \, Y}$ of continuous endomorphisms of a compact metric space $(X,d)$ , subject to a random walk $\mathbb P_\nu =\nu ^{\mathbb N}$ defined on a shift space $Y^{\mathbb N}$ , where $(Y, d_Y)$ is a compact metric space with finite upper box dimension and $\nu $ is a Borel probability measure on Y. With the aim of elucidating the impact of the random walk on the metric mean dimension, we prove a variational principle which relates the metric mean dimension of the semigroup action with the corresponding notions for the associated skew product and the shift map $\sigma $ on $Y^{\mathbb {N}}$ , and compare them with the upper box dimension of Y. In particular, we obtain exact formulas whenever $\nu $ is homogeneous and has full support. We also discuss several examples to enlighten the roles of the homogeneity, of the support and of the upper box dimension of the measure $\nu $ , and to test the scope of our results.