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A NNALES DE L INSTITUT F OURIER J ULIEN C ASSAIGNE S ÉBASTIEN F ERENCZI L UCA Q.Z AMBONI Imbalances in Arnoux-Rauzy sequences Annales de l’institut Fourier, tome 50, n o 4 (2000), p. 1265-1276 <http://www.numdam.org/item?id=AIF_2000__50_4_1265_0> © Annales de l’institut Fourier, 2000, tous droits réservés. L’accès aux archives de la revue « Annales de l’institut Fourier » (http://annalif.ujf-grenoble.fr/) implique l’accord avec les conditions gé- nérales d’utilisation (http://www.numdam.org/legal.php). Toute utilisa- tion commerciale ou impression systématique est constitutive d’une in- fraction pénale. Toute copie ou impression de ce fichier doit conte- nir la présente mention de copyright. Article numérisé dans le cadre du programme Numérisation de documents anciens mathématiques http://www.numdam.org/

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Page 1: ANNALES DE L INSTITUT OURIER · The condition puj{n) = n + 1 implies the existence of exactly one ... distinguishes them from other sequences of complexity 2n 4-1 such as those obtained

ANNALES DE L’INSTITUT FOURIER

JULIEN CASSAIGNE

SÉBASTIEN FERENCZI

LUCA Q. ZAMBONIImbalances in Arnoux-Rauzy sequencesAnnales de l’institut Fourier, tome 50, no 4 (2000), p. 1265-1276<http://www.numdam.org/item?id=AIF_2000__50_4_1265_0>

© Annales de l’institut Fourier, 2000, tous droits réservés.

L’accès aux archives de la revue « Annales de l’institut Fourier »(http://annalif.ujf-grenoble.fr/) implique l’accord avec les conditions gé-nérales d’utilisation (http://www.numdam.org/legal.php). Toute utilisa-tion commerciale ou impression systématique est constitutive d’une in-fraction pénale. Toute copie ou impression de ce fichier doit conte-nir la présente mention de copyright.

Article numérisé dans le cadre du programmeNumérisation de documents anciens mathématiques

http://www.numdam.org/

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Ann. Inst. Fourier, Grenoble50, 4 (2000), 1265-1276

IMBALANCES IN ARNOUX-RAUZY SEQUENCES

by J. CASSAIGNE, S. FERENCZI &; L.Q. ZAMBONI

1. Introduction.

The regular continued fraction algorithm provides a formidable linkbetween the arithmetic/diophantine properties of an irrational numbera, the ergodic/dynamical properties of a rotation by angle a on the 1-dimensional torus, and the symbolic/combinatorial properties of a classof binary sequences known as the Sturmian infinite words (see below). Afundamental problem is to generalize and extend this rich interaction todimension two or greater, starting either from a dynamical system or aspecified class of sequences. A primary motivation is that such a general-ization could yield a satisfying algorithm of simultaneous rational approx-imation in R"'. In case n == 2 there are a number of different dynamicalsystems all of which are natural candidates to play the role of a rotation indimension one: for instance, promising results have been obtained by con-sidering the dynamics of three-interval exchange transformations on theunit interval [15], [16], or of two rotations on the circle [2], [5]. However,ever since the early work of Rauzy in [27], the most natural generaliza-tion was thought to be the one stemming from a rotation on the 2-torus;in this case, the associated symbolic counterpart is given by a class of se-quences of complexity 2n +1 introduced by Arnoux and Rauzy in [4] whichare a natural generalization of the Sturmian sequences. Though the result-ing arithmetic/ergodic/combinatorial interaction is very satisfying in thespecial case of the so-called Tribonacci system, a more general canonical

Keywords: Infinite words — Rotations — Return times — Bounded remainder sets.Math. classification: 37B10 - 11J71 - 68R15.

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1266 J. CASSAIGNE, S. FERENCZI & L.Q. ZAMBONI

equivalence (through what is called a natural coding, see definition below)between two-dimensional rotations and Arnoux-Rauzy sequences was onlya conjecture. The aim of this paper is to provide a counter-example to thisconjecture, through hitherto unsuspected combinatorial properties of somevery special Arnoux-Rauzy sequences.

Let uj be a sequence with values in a finite alphabet A. A factor of LJof length n is a string uji... ci^+n-i for some i in N. The (block) complexityfunction p^ : N —> N assigns to each n the number of distinct factorsof uj of length n. A fundamental result due to Morse and Hedlund [23]states that a sequence uj is ultimately periodic if and only if the complexitysatisfies puj(n} ^ n for some n. Sequences of complexity p(n) = n -\- 1 arecalled Sturmian words. The most well known Sturmian word is the so-calledFibonacci sequence

12112121121121211212112112121121121211212112112121121...

fixed by the morphism 1 i—^ 12 and 2 i—^ 1. In [24] Morse and Hedlundshowed that each Sturmian word may be realized geometrically by anirrational rotation on the circle. More precisely, every Sturmian word isobtained by coding the symbolic orbit of a point x on the circle (ofcircumference one) under a rotation by an irrational angle a where thecircle is partitioned into two complementary intervals, one of length a andthe other of length I — a . And conversely each such coding gives rise toa Sturmian word. The irrational a is called the slope of the Sturmianword. An alternative characterization using continued fractions was givenby Rauzy (though it may have been known earlier) in [25] and [26], and laterby Arnoux and Rauzy in [4]. Sturmian words admit various other types ofcharacterizations of geometric and combinatorial nature (see for instance[20]). For example they are characterized by the following balance property:a sequence uj is Sturmian if and only if a; is a binary non-ultimately periodicsequence with the property that for any two factors u and v of uj of equallength, we have —1 ^ \u\i — \v\i < 1 for each letter i. Here \u\i denotes thenumber of occurrences of % in u.

The condition puj{n) = n + 1 implies the existence of exactly oneright special and one left special factor of each length. A factor u of ujis called right special (respectively left special) if for some distinct lettersa,b € A the words ua and ub (respectively au and bu) are each factorsof uj. In [4] Arnoux and Rauzy introduced a class of uniformly recurrent(minimal) sequences uj of complexity p^(n) = 2n -+- 1 characterized bythe following combinatorial criterion known as the ^ condition: uj admits

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IMBALANCES IN ARNOUX-RAUZY SEQUENCES 1267

exactly one right special and one left special factor of each length. We callthem Arnoux-Rauzy sequences or A-R sequences for short. This conditiondistinguishes them from other sequences of complexity 2n 4-1 such as thoseobtained by coding trajectories of 3-interval exchange transformations [15],[16] or those of Chacon type, i.e., topologically isomorphic to the subshiftgenerated by the Chacon sequence [8], [14]. A-R sequences have seen arecent surge of interest: [3], [7], [9], [10], [II], [17], [21], [22], [29], [30], [31].In [I] Arnoux showed that the Tribonacci sequence may be geometricallyrealized by an exchange of six intervals on the circle. The result was latergeneralized by Arnoux and Rauzy in [4] to all A-R sequences.

For each i € {1,2,3} define morphims o-i by o-i(i) = i and cr^j) = ijfor i -^ j € {1,2,3}. We call the Oi standard A-R morphisms. A non-trivialmorphism a : {1,2,3} —>• {1,2,3}* is called an A-R morphism if it fixes anA-R sequence (this is indeed the case for the c^). It is readily verified thatany composition of the standard A-R morphims in which each di occursat least once is a primitive A-R morphism. Arnoux and Rauzy proved thateach A-R sequence is in the shift orbit closure of a unique sequence of theform

Oni ° CTn2 ° °n3 ° • " (1)

where the sequence (nk) € {l^^}1^ takes on each value in {1,2,3}an infinite number of times (see [4]; see also [12] and [29] for somegeneralizations of this result).

The most famous example of an A-R morphism is the so-called Tri-bonacci morphism l i -^12 ,2 i—^13,3^1 . This example was made famousby Rauzy in [27] where he showed that the symbolic subshift generated bythis morphism is measure-theoretically conjugate to an exchange of threefractal domains on a compact set in R2. This example was also studied ingreat detail by Messaoudi in [21], [22] and Ito-Kimura in [18]. Let T71 denotethe n-torus W1 / L where L is a lattice (discrete maximal subgroup) in W1. Arotation on T71 is a pair (R, a) where a € M71, and R: T" —> T'1 is defined byR{x) = x + OL (mod L). We say a sequence u = ^10:2^3 . • . € {1 ,2 , . . . , n}is a natural coding of a rotation (I?, a) of T71 if there exists a fundamentaldomain Q, for R together with a partition Q, = ̂ i U ̂ 2 U • "Ufl.n such thaton each fl,i the map R is a translation by a vector 0.1 and the sequence uj isthe symbolic coding of the R-orbit of a point x € ^ with respect to the f^,i.e., Rk(x) G S1,i whenever ujk = ^ In [28] Rauzy proved that the Tribonaccisequence is a natural coding of a rotation on the 2-torus. More generally,it was believed that each A-R sequence is a natural coding of a rotation onT2. This conjecture was formulated, though not written, by Arnoux and

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1268 J. CASSAIGNE, S. FERENCZI & L.Q. ZAMBONI

Rauzy at the time of [4], and since then there have been several effortsmade towards its resolution. Most recently, Arnoux and Ito [3] obtainedsome partial results in support of this conjecture in case the sequence isfixed by an A-R morphism. See also [6] for related results in this direction.

In this paper we exhibit a counterexample to the conjecture; we firstconstruct an A-R sequence cc^ which is unbalanced in the following sense:for each positive integer N there exist factors u and v of uj^ of equallength and i € {1,2,3} such that \u\i - \v\i > N. In itself this sequenceprovides a strong counterexample to a conjecture of Droubay, Justin andPirillo (see 4.5 in [12]) which states that for each Episturmian sequenceuj on {1,2,3} and all factors u and v of uj of equal length, the inequality-2 ^ \u\i - \v\i ^ 2 holds for all i <E {1,2,3}. We then use a result of Rauzyon bounded remainder sets in [28], later generalized by Ferenczi in [13], toestablish the existence of an A-R sequence which is not a natural codingof a rotation on the 2-torus.

Acknowledgments. The authors were supported in part by a jointNSF/CNRS Cooperative Research Grant between the U.S. and France.The first and second authors were also supported in part by a grant fromINTAS Program 97-1843. The third author was also supported in part byNSF grant INT-9726708, and in part by a grant from the Texas AdvancedResearch Program.

The third author wishes to thank the Institut de Mathematiques deLuminy for its support and hospitality at the time the research for thispaper was conducted. We are very grateful to V. Berthe for many fruitfulconversations and for her support and attention during the preparation ofthe paper.

2. Imbalances in A-R sequences.

Let uj be a sequence with values in a finite alphabet A. If u is a factorof uj we denote its length by \u\. Let N be a positive integer. We will saythat uj is TV-balanced if for all factors u and v of equal length we have— 7 V ; $ ; | n | ^ — | i ^ ^ 7 V f o r a l H e A A s a n immediate consequence of thedefinition we have

LEMMA 2.1. — If a sequence uj G A^ contains two factors u and vsuch that \u\i — \v\i > N and \v\j — \u\j > N for some z , j € A, then uj isnot N-balanced.

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IMBALANCES IN ARNOUX-RAUZY SEQUENCES 1269

In [12], Droubay, Justin and Pirillo study various combinatorial prop-erties of so-called Episturmian sequences. A sequence is called Episturmianif it is closed under reversal and has at most one right special factor of eachlength. It is readily verified that Sturmian sequences and A-R sequences areEpisturmian [12]. In 4.5 in [12] the authors conjecture that an Episturmiansequence on N letters is {N — l)-balanced. By taking N > 2 the followingproposition provides a counterexample to the belief that A-R sequences are2-balanced (see [12]):

PROPOSITION 2.2. — -For each positive integer N there exists aprimitive A-R morphism a such that for every A-R sequence uj the A-R sequence (r((^) is not N-balanced. In particular the fixed point of a isnot N-balanced.

Proof. — We show by induction that for each positive integer nthere exist nonnegative integers an,6^,Cn and a primitive A-R morphisma^\ such that for all A-R sequences uj the sequence a^}(^) contains twosubwords Un and Vn of equal length with

( \Un\i \ I On '

Mj j = ( bn+n\Un\kj \ Cn ,

and

( \Vn\i\ I ^n+1

\Vn\j = ( bn

\Vn\k) \ Cn+n- \ )

for some choice of distinct i ^ j ^ k C {1,2,3}. The result is trivially truefor n = 1,2; for n •==- 2 we can take am = 01(72, u^ = 212, andz?2 = 131. Although the case n = 3 will follow from induction, we cantake o-[3] = a^aj(7i<73. It is readily verified that for all A-R sequences ujthe sequence (T[^) contains the two factors 211211121121121112112 and113112112111211211311 of length twenty one. Note the first factor containsthree more occurrences of 2 than the other.

We suppose the result is true at stage n and we show it is trueat stage n + 1. Let Un^Vn^n^^Cn^^j^k, and a^j be as above. Define°'[n+i] = a^ ° °T ° °'[n]- To construct ZAn+i we apply a^ o aj1 to Vn with afew minor modifications. Let uj be any A-R sequence and u a non-emptyfactor of uj. For each a e {1,2,3} the word (7a{u)a is a factor of (Ja{^) whichbegins in the letter a. We define a^^(u) = cra(u)a and <7(a,-)(^) to be(Ja(u) deprived of its initial letter a. Then we set Un-^-i = cr^ _^ o a^ ^_\(vn)

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1270 J. CASSAIGNE, S. FERENCZI & L.Q. ZAMBONI

and ^n+i = ̂ k^) 0 <7^ -^n)' ^ ls readily checked that

l^n+i |z \ / a^ + n(^ + C y , + T I - I ) + T I + IK+llj = ^n|̂ n+l \k ) \ Cn + n - 1 + n(0n + n(&n + Cn + n) + &n)

while|̂ n+l \i \ I CLn + n(^ + C^ + 71 - 1)

hn+llj j = l &n +n

l^n+llfc / \ Cn + ̂ (On + n(bn + 72 + Cn) + &n + l)

The result now follows by takinga"n+i \ /Cn+n- l+ n(a^ + n(bn 4- Cn + n) -h ̂ ) '^n+i j = ( On + n(6n + Cn 4- n - 1)Cn+1 / \ 6n

Note that clearly a does have a fixed point, since, by construction,a(l), a(2) and cr(3) all begin with the same letter. D

PROPOSITION 2.3. — For each positive integer N and for each A-Rmorphism o- there exists a primitive A-R morphism a' such that for all A-Rsequences uj the A-R sequence a o a'(uj) is not N-balanced.

Proof. — Let a be a primitive A-R morphism on the alphabet{1,2,3} and TV > 0. Let

( ^1 ^2 ^3 \M(T = mi 7712 7713 j

Pi P2 P3 )

denote the incidence matrix of a. Thus the i'th column of My is the weightvector of a(i). By replacing a by aoai for some i € {1,2,3} and permutingthe letters {1,2,3} if necessary we can assume that

|a(3)| > |a(l)| > |a(2)|.

Set^ (Til -h TTli + Rl) - (712 + m2 + ?2)

ns + 7713 + paso that 0 < / < 1.

Consider the three points

S = {(7li,7l2 +^3/); (mi, 7712 + ms/); (pl,P2 +?3/)}

in R2. If any two points of 5' lie on the line y == rr, then so does the third;but this would imply a linear dependence between the columns of My

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IMBALANCES IN ARNOUX-RAUZY SEQUENCES 1271

contradicting the fact that the determinant of My is equal to 1. It followsimmediately from this and the definition of / that two points of S lie onopposite sides of the line y = x. Without loss of generality we suppose that

n\ > HI + us/* *mi < 7722 4- m^f.

Let K be an integer greater than the maximum of {—?; nl+na+n3+Nt" l—J ' ni—n-z—nsf 5

rn^sf-rn^} and such that / K e z- From the P1'0^ of ^e previousproposition there exist nonnegative integers a,6,c and a primitive A-Rmorphism cr' such that for any A-R sequence uj the sequence ( T ' ( u J ) containstwo factors u and v of equal length with

/ Hi\ / a+K-

!12 H 'V Ms / V cand

/Hi\ / aN2 = b^-(K-l)

\ his/ \ c + 1Moreover we can write a ' = cr^~1 ocr" for some A-R morphism a 1 ' (see theproof of Proposition 2.2).

Set K ' = fK e Z. Since 7T < K - 1, for any factor v ' of a'(a;) oflength K ' we have

/Hi\ / .1 \H2 =

\ \vl\J \ K ' - l + e Jwhere 61,62, €3, € {0,1} and 61 + 62 + 63 = 1. Fix a factor v ' of length K 'such that vv' is a factor of a'(cc;). We claim: i) |(r(zA)|i - [o-(w')|i > TV andii) |cr(m/)|2 - |^(n)|2 > TV.^ To see i) we have

|cr(^)|i = n\a + n^b + ^30 + n\K\a(yv')\\ = nia + n^b + ̂ 30 + 77,2-̂ — ^2 + ̂ 3 + ̂ 161 + ̂ 262 + n3^3

+ n^K' - 723whence|a(^)|i - |cr(^')|i == (ni - 722 - ̂ 3/)^ + U2 - ̂ l6l - ̂ 262 - ̂ 3^3

> (72i - 77,2 - n^f) K -n^-n^-n^

( f\ (n^ +7^2 +^3 +^V>

(^1 - 712 - W) ————————————T( ^ / ^ l + 7 2 2 + ^ 3 + ^ V \

> (72i - 77,2 - ̂ 3j) ( ————————————.— -^i -722 - 77,3\ TT^i - 77^2 - 723/ /\ 77.1 - 77,2 - 723/

• - N .l3J The imbalances with respect to the symbols 1,2 are a consequence of the choicemade in **. Had we chosen for ** inequalities involving m and p instead of n and m,the resulting imbalances would involve the symbols 2, 3.

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1272 J. CASSAIGNE, S. FERENCZI & L.Q. ZAMBONI

Similarly to see ii) we have

|^(^)|2 = ̂ -i^ + m^b + 77130 4- m\K

|cr(w')|2 = m\a + 777,26 + 7773C + 7772 ̂ - 7772 + 7773 + TT^CI 4- 7772C2

4- 777363 + 7773 '̂ - 7773

whence

|a(^/)|2 - \(r(u)\2 = (7772 + m^f - m^)K - 7772 + 777ie, + 777262 + 777363> (^2 + 7773/ — m^)K — 7772

/ , .c \ ( m2 + N \> (7772 + m^f - 777i) -————————-.——————— - 7772

\(^2+m3/ -m^K )=N.

The proposition now follows from Lemma 2.1. D

THEOREM 2.4. — There exists an A-R sequence a;,, which is notN-balanced for any N.

Proof. — By Proposition 2.3 there exist primitive A-R morphisms(7(1)^(2)^(3) g^^ ^g^ ̂ ̂ ^ positive integer N and for each A-Rsequence uj, the A-R sequence a^ o a^ o " - o 0-^(0;) is not TV-balanced.Thus the A-R sequence uj^ = a^ o a^ o a^ o - . • uj is not TV-balanced forany N. D

Let (X, T, p) be a dynamical system; following Kesten [19] (see also[13]) a subset A of X is called a bounded remainder set if there exist tworeal numbers a and C such that, for every integer TV and for p,- almost allx € X, we have

(1) |Card{n < TV : T^) € A} - aTV| < C.

As an immediate consequence of Theorem 2.4 we have

COROLLARY 2.5. — Let X denote the orbit closure of the sequence^ e {l^^}1^ given in Theorem 2.4. Then for some i e {1,2,3} thecylinder [i] C X is not a bounded remainder set.

Proof. — By Theorem 2.4 there exist an A-R sequence c^ andi € {1,2,3} such that for each 77 > 0 there exist two factors Un and Vnof uj with \Un\ = \Vn\ and \Un\i — \v-n\i > n. We claim [z] is not a boundedremainder set in the subshift generated by c^. In fact by taking 77 > (7/2in (1) we see that (1) cannot be simultaneously satisfied for points x e X

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IMBALANCES IN ARNOUX-RAUZY SEQUENCES 1273

beginning in Un and points x € X beginning in Vn. Since each cylinder [un]and [vn] has positive measure, it follows that [i] is not a bounded remainderset. D

COROLLARY 2.6. — There exists an A-R sequence which is not anatural coding of a rotation on the 2-torus T2.

Proof. — We recall the following result of Rauzy in [28] later gener-alized by Ferenczi in [13]:

THEOREM 2.7 (Rauzy [28]). — Let (R,a) be a rotation on the n-torus T71, and let A C T71. If there exists a partition of A into finitely manysets Ai, 1 ̂ i ^ s, such that the induced mapping S of R on A is definedby Sx = x + Oi for x G A^, where the Oi are elements of R2 which are allcongruent modulo some lattice M for which A is a fundamental domain,then A is a bounded remainder set.

Note that this theorem does not assume any other property ofregularity on the set A (neither compactness, nor even measurability).

By Corollary 2.5 there exists an A-R sequence ̂ € {l^^}1^ and aletter i 6 {1,2,3} such that the cylinder [z] is not a bounded remainderset. We define the first return words to the cylinder [i] to be all the wordsujj ... Uk such that ujj = ^k-\-\ = ̂ and uji 7^ i for j + 1 ̂ I < k\ it is provedin [30] that for each letter i there are three first return words to the cylinder[z], wi, W2, W3, and that the induced sequence ̂ (ct^), obtained from c<^ byreplacing each first return word wj by the letter j, is also an A-R sequence.But then, if both o^ and Pi(o^) were natural codings of rotations on T2,then by Theorem 2.7 the cylinder [z] would be a bounded remainder set.D

Remarks and Questions. — The imbalances in the A-R sequences ofPropositions 2.2 and 2.3 are in some sense very particular. One can showby induction that the Tribonacci sequence is 2-balanced. More generallyone can also show that if uj is a linearly recurrent A-R sequence (i.e., thereexists a constant K > 0 such that for each factor n, each first return word vto ZA, that is v = cjj .. .cuk such that ujj... ujj^.\u\-i = u^ ^fc+i • • • ̂ /c+|n| = u

and uji.. .uji^u\-i ^ u for j -^-1 ^ I ^ k^ satisfies J^"1)^ ^ \v\ ^ A^H),then uj is TV-balanced for some N. Linearly recurrent A-R sequences werecompletely characterized in [9] and [29].

The counterexample to the conjecture of Arnoux and Rauzy given

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1274 J. CASSAIGNE, S. FERENCZI & L.Q. ZAMBONI

in Corollary 2.6 naturally raises the following questions: for which A-Rsequences does the conjecture hold? For instance, is the conjecture truefor all linearly recurrent A-R sequences (see definition above)? Does aweaker form of the conjecture (e.g., measure-theoretic isomorphism to arotation) hold for every A-R sequence? Of course, natural coding impliesmeasure-theoretic isomorphism, but it is a priori stronger as one requiresthe translation vector to be constant on each domain of the partition. Forinstance, the coding of an irrational rotation of the circle with respectto the partition {[0,1/2[, [1/2, ![} is measure-theoretically isomorphic to arotation, but is not a natural coding.

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Manuscrit recu Ie 25 novembre 1999,accepte Ie 11 fevrier 2000.

J. CASSAIGNE,Institut de Mathematiques de Luminy163 avenue de Luminy, case 907F-13288 Marseille Cedex 9 (France)[email protected]. FERENCZI,Laboratoire de Mathematiqueset Physique TheoriqueCNRS, UPRES-A 6083Pare de GrandmontF-37200 Tours (Prance)[email protected]. ZAMBONI,Department of MathematicsUniversity of North TexasDenton, TX 76203-5116 (USA)[email protected]

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