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We introduce a notion of weak Denjoy subsystem (WDS) that generalizes the Aubry–Mather–Cantor sets to diffeomorphisms of manifolds. We explain how a rotation number can be associated to such a WDS. Then we build in any horseshoe a continuous one parameter family of such WDS that is indexed by its rotation number. Looking at the inverse problem in the setting of Aubry– Mather theory, we also prove that for a generic conservative twist map of the annulus, the majority of the Aubry–Mather sets are contained in some horseshoe that is associated to an Aubry–Mather set with a rational rotation number.
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