Published online by Cambridge University Press: 01 February 2021
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.