Introduction
Aref’eva and Volovich observed a coincidence between radial Haar integration on a non-Archimedean unit ball and the Haar state of the quantum group S U q ( 2 ) \mathrm{SU}_{q}(2) SU q ( 2 ) [2 Section 6.1, Proposition 1 and (71)–(75), p. 10] . Let K K K be a non-Archimedean local field with residue cardinality Q Q Q , and let d ≥ 1 d \ge1 d ≥ 1 be an integer. Normalize additive Haar measure by μ ( O d ) = 1 \mu(\mathcal{O}^{d})=1 μ ( O d ) = 1 , and use the maximum norm on K d K^{d} K d . Put τ ≔ Q − d \tau\coloneqq Q^{-d} τ : = Q − d and r ≔ τ 1 2 r \coloneqq\tau^{\frac{1}{2}} r : = τ 2 1 . The volume observable x ↦ ∥ x ∥ K d x \mapsto\lVert x\rVert_{K}^{d} x ↦ ∥ x ∥ K d has distribution
∫ O d F ( ∥ x ∥ K d ) d x = ( 1 − τ ) ∑ n ≥ 0 τ n F ( τ n ) = h ( F ( A ) ) , A ≔ γ ∗ γ ∈ C ( S U r ( 2 ) ) . (1) \int_{\mathcal{O}^{d}} F(\lVert x\rVert_{K}^{d})\,\mathrm{d}x=(1-\tau)\sum_{n\ge0}\tau^{n}F(\tau^{n})=h(F(A)),\qquad A\coloneqq\gamma^{*}\gamma\in C(\mathrm{SU}_{r}(2)). \tag*{(1)} ∫ O d F (∥ x ∥ K d ) d x = ( 1 − τ ) n ≥ 0 ∑ τ n F ( τ n ) = h ( F ( A )) , A : = γ ∗ γ ∈ C ( SU r ( 2 )) . (1)
Here h h h denotes the Haar state and F F F is a bounded Borel function on the compact set
X τ ≔ { τ n : n ≥ 0 } ∪ { 0 } . (2) X_{\tau}\coloneqq\{\tau^{n}:n\ge0\}\cup\{0\}. \tag*{(2)} X τ : = { τ n : n ≥ 0 } ∪ { 0 } . (2)
Thus r 2 = Q − d r^{2}=Q^{-d} r 2 = Q − d , and in dimension one the quantum parameter is r = Q − 1 2 r=Q^{-\frac{1}{2}} r = Q − 2 1 . 1 Equation (1.1) gives a normal state-preserving ∗ * ∗ -isomorphism J J J from the radial algebra of the unit ball onto the von Neumann algebra W ∗ ( A ) \mathrm{W}^{*}(A) W ∗ ( A ) , characterized by J ( F ( ∥ ⋅ ∥ K d ) ) = F ( A ) J(F(\lVert\cdot\rVert_{K}^{d}))=F(A) J ( F (∥ ⋅ ∥ K d )) = F ( A ) .
Identities of this kind belong to a broader picture relating harmonic analysis over local fields and q q q -special functions. For G L n \mathrm{GL}_{n} GL n over a local field, Macdonald’s formula expresses the zonal spherical functions by Hall–Littlewood polynomials [50 Chapter VI] , which are the specializations q = 0 q=0 q = 0 of Macdonald polynomials [50 Chapter VI] . Freund and Zabrodin proposed Macdonald polynomials, in which the p p p -adic regime corresponds to the parameters q = 0 q = 0 q = 0 and t = p − 1 t = p^{-1} t = p − 1 , as a conceptual basis for a connection between p p p -adic analysis and quantum groups [30 Section 3] ; see also [19 Section 14] . Haran interpreted limits q → 0 q \to0 q → 0 of little q q q -Jacobi and q q q -Hahn polynomials as spherical functions on compact p p p -adic groups [38 ] , and developed a q q q -interpolation between real and p p p -adic Markov chains on trees [39 Chapters 2–4] ; see also [48 ] and [58 ] . In these works the p p p -adic objects are reached by a degeneration q → 0 q \to0 q → 0 in which the measure parameter is kept fixed. In (1.1), on the contrary, the quantum parameter r r r is fixed. The purpose of this paper is to show that this fixed-parameter coincidence is not only an identity of measures. It extends to an equivalence of energies between the Taibleson operator and a quantum Casimir operator, and the corresponding quantum dynamics live on a quantum homogeneous space, the standard Podleś sphere.
The principal conclusions are organized around four mechanisms. First, the measure correspondence extends to a comparison of closed energies, with sharp thresholds for the powers of the zonal Casimir. Second, the comparison has a boundary interpretation through the tree of balls and the random walk on the dual of S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) . Third, the Podleś sphere supports both an exact expectation lifting of the Taibleson dynamics and a covariant Casimir dynamics, while the full quantum group satisfies a quantitative obstruction to liftings continuous at zero. Finally, the crystal limit and the quantum projective spaces show that the correspondence is compatible with degeneration and with a family of higher-dimensional compact homogeneous spaces. These four parts use the same radial measure but distinguish carefully between equality of distributions, equivalence of closed forms, convergence of generators and complete positivity of the associated dynamics.
The analytic input is the regional Taibleson operator R α R^\alpha R α of order α > 0 \alpha> 0 α > 0 on O d \mathcal{O}^d O d , normalized so that the corresponding full-space Fourier multiplier has symbol ∥ ξ ∥ K α \lVert\xi\rVert_K^\alpha ∥ ξ ∥ K α , see (8) . For d = α = 1 d = \alpha= 1 d = α = 1 it is the regional version of the Vladimirov operator, whose potential theory over Q p \mathbb{Q}_p Q p was developed by Haran [37 ] . Its restriction R r a d α R^\alpha_{\mathrm{rad}} R rad α to radial functions acts on the weighted sequence space ℓ N 0 2 ( w ) \ell^2_{\mathbb{N}_0}(w) ℓ N 0 2 ( w ) , where w n ≔ ( 1 − τ ) τ n w_n \coloneqq(1-\tau)\tau^n w n : = ( 1 − τ ) τ n , and its eigenvalues are 0 0 0 and
λ n = ρ n + 1 − κ , n ≥ 0 , ρ ≔ Q α , κ ≔ 1 − τ 1 − ρ . \lambda_n = \rho^{n+1} - \kappa,\qquad n \ge0,\qquad\rho\coloneqq Q^\alpha,\qquad\kappa\coloneqq\frac{1-\tau}{1-\rho}. λ n = ρ n + 1 − κ , n ≥ 0 , ρ : = Q α , κ : = 1 − ρ 1 − τ .
The eigenfunctions are Haar-type wavelets. Up to normalization they are the little 0-Laguerre functions which appear as spherical functions of G L d ( O ) \mathrm{GL}_d(\mathcal{O}) GL d ( O ) acting on O d \mathcal{O}^d O d [48 Section 5.2] .
On the quantum side we consider, for 0 < η < 1 0 < \eta< 1 0 < η < 1 , the birth–death operator
( L η f ) ( k ) = τ η k − 1 ( 1 − η k + 1 ) ( f ( k ) − f ( k + 1 ) ) + η − k ( 1 − η k ) ( f ( k ) − f ( k − 1 ) ) , k ≥ 0 , (3) (L_\eta f)(k) = \tau\eta^{k-1}(1-\eta^{k+1})(f(k)-f(k+1))+\eta^{-k}(1-\eta^k)(f(k)-f(k-1)),\qquad k \ge0, \tag*{(3)} ( L η f ) ( k ) = τ η k − 1 ( 1 − η k + 1 ) ( f ( k ) − f ( k + 1 )) + η − k ( 1 − η k ) ( f ( k ) − f ( k − 1 )) , k ≥ 0 , (3)
acting on the same space ℓ N 0 2 ( w ) \ell^2_{\mathbb{N}_0}(w) ℓ N 0 2 ( w ) . It is symmetric with respect to w w w , its eigenfunctions are the little η \eta η -Jacobi polynomials k ↦ p n ( η k ; τ η − 1 , 1 ; η ) k \mapsto p_n(\eta^k;\tau\eta^{-1},1;\eta) k ↦ p n ( η k ; τ η − 1 , 1 ; η ) of [44 Section 14.12] , and its eigenvalues are
Λ n ( η ) = η − n ( 1 − η n ) ( 1 − τ η n ) , n ≥ 0. (4) \Lambda_n(\eta)=\eta^{-n}(1-\eta^n)(1-\tau\eta^n),\qquad n\ge0. \tag*{(4)} Λ n ( η ) = η − n ( 1 − η n ) ( 1 − τ η n ) , n ≥ 0. (4)
For η = τ \eta=\tau η = τ , the operator L τ L_\tau L τ is the zonal part of the Casimir operator of S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) . Indeed, the matrix coefficients of S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) which are invariant under the two-sided action of the diagonal torus are the little τ \tau τ -Legendre polynomials in A A A , see [VSS88], [47 ] , [MMNN91] and Proposition 5.3 , and Λ l ( τ ) \Lambda_l(\tau) Λ l ( τ ) is an affine normalization of the eigenvalue of the Casimir element on the spin-l l l representation (Remark 5.4). Our first main result compares these two operators.
Theorem 1.1 (Energy bridge). Let α > 0 \alpha> 0 α > 0 and put η ≔ Q − α \eta\coloneqq Q^{-\alpha} η : = Q − α . The closed quadratic forms E R \mathcal{E}_{R} E R and E η \mathcal{E}_{\eta} E η of R r a d α R_{\mathrm{rad}}^{\alpha} R rad α and L η L_{\eta} L η have the same domain
dom E R = dom E η = { f ∈ ℓ N 0 2 ( w ) : ∑ k ≥ 0 Q ( α − d ) k ∣ f ( k + 1 ) − f ( k ) ∣ 2 < ∞ } . \operatorname{dom}\mathcal{E}_{R}=\operatorname{dom}\mathcal{E}_{\eta}=\left\{f\in\ell^2_{\mathbb{N}_0}(w):\sum_{k\ge0}Q^{(\alpha-d)k}\lvert f(k+1)-f(k)\rvert^2<\infty\right\}. dom E R = dom E η = { f ∈ ℓ N 0 2 ( w ) : k ≥ 0 ∑ Q ( α − d ) k ∣ f ( k + 1 ) − f ( k ) ∣ 2 < ∞ } . and there exist constants 0 < c 1 ≤ c 2 0<c_1\le c_2 0 < c 1 ≤ c 2 , depending only on Q Q Q , d d d and α \alpha α , such that
c 1 E η ( f ) ≤ E R ( f ) ≤ c 2 E η ( f ) c_1\mathcal{E}_{\eta}(f)\le\mathcal{E}_{R}(f)\le c_2\mathcal{E}_{\eta}(f) c 1 E η ( f ) ≤ E R ( f ) ≤ c 2 E η ( f ) for any f f f in this space. Moreover, for any integer n ≥ 0 n\ge0 n ≥ 0 ,
λ n = Λ n + 1 ( η ) + 1 + τ − κ − τ ρ − n − 1 . (5) \lambda_n=\Lambda_{n+1}(\eta)+1+\tau-\kappa-\tau\rho^{-n-1}. \tag*{(5)} λ n = Λ n + 1 ( η ) + 1 + τ − κ − τ ρ − n − 1 . (5) If α = d \alpha=d α = d , then η = τ \eta=\tau η = τ and one can take c 1 = 1 − τ 1 + τ c_1=\frac{1-\tau}{1+\tau} c 1 = 1 + τ 1 − τ and c 2 = ( 1 − τ ) − 3 c_2=(1-\tau)^{-3} c 2 = ( 1 − τ ) − 3 . Finally, let ϑ > 0 \vartheta>0 ϑ > 0 and put
s ≔ α ϑ . s\coloneqq\frac{\alpha}{\vartheta}. s : = ϑ α . Then dom E R ⊂ dom L Q − ϑ 2 \operatorname{dom}\mathcal{E}_{R}\subset\operatorname{dom}L^2_{Q^{-\vartheta}} dom E R ⊂ dom L Q − ϑ 2 , and the closed forms of R r a d α R_{\mathrm{rad}}^{\alpha} R rad α and of L Q − ϑ L_{Q^{-\vartheta}} L Q − ϑ are equivalent if and only if α < d + 2 ϑ \alpha<d+2\vartheta α < d + 2 ϑ . In particular, the closed forms of R r a d α R_{\mathrm{rad}}^{\alpha} R rad α and of L τ d L_{\tau}^{d} L τ d are equivalent if and only if α < 3 d \alpha<3d α < 3 d .
The two operators of Theorem 1.1 have no common eigenvector besides the constants: the first is diagonal in a basis of step functions, the second in a basis of polynomials in η k \eta^k η k (Remark 4.3 ). The theorem therefore does not follow from a spectral identification; it is proved by reducing both forms to weighted nearest-neighbour energies. For α = d \alpha=d α = d , it shows that the parameter r 2 = Q − d r^2=Q^{-d} r 2 = Q − d of (1.1) is also the parameter for which the Taibleson operator and the zonal Casimir operator of S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) have equivalent energies, and spectra which differ by a bounded sequence. The last assertion of Theorem 1.1 shows that each operator L Q − ϑ L_{Q^{-\vartheta}} L Q − ϑ reproduces, through its powers, the Taibleson energies of all orders α < d + 2 ϑ \alpha<d+2\vartheta α < d + 2 ϑ ; in particular, the single operator L τ L_{\tau} L τ attached to the parameter r 2 = Q − d r^2=Q^{-d} r 2 = Q − d reproduces the orders α < 3 d \alpha<3d α < 3 d . It is proved in Theorem 4.6 by comparing the two eigenbases directly: for η = Q − ϑ \eta=Q^{-\vartheta} η = Q − ϑ , the coefficients of the little η \eta η -Jacobi polynomials in the Haar wavelet basis decay like ( τ − 2 η ) n − m (\tau^{-2}\eta)^{n-m} ( τ − 2 η ) n − m below the diagonal and like a Gaussian above it (Lemma 4.5 ). The threshold d + 2 ϑ d+2\vartheta d + 2 ϑ is attained by the function k ↦ η k k\mapsto\eta^k k ↦ η k , which is a polynomial of degree one in η k \eta^k η k but has infinite Taibleson energy for α ≥ d + 2 ϑ \alpha\ge d+2\vartheta α ≥ d + 2 ϑ (Proposition 4.7 ).
The energy bridge has a probabilistic interpretation for α = d \alpha=d α = d , which explains the appearance of the two operators. Let T \mathbb{T} T be the rooted tree whose vertices are the balls of O d \mathcal{O}^d O d , a ball being joined to the balls of the next level which it contains. Its boundary is O d \mathcal{O}^d O d , and the harmonic measure of the simple random walk on T \mathbb{T} T seen from the root is the Haar measure. On the quantum side, consider the discrete dual G ^ \widehat{G} G of G = S U r ( 2 ) G=\mathrm{SU}_r(2) G = SU r ( 2 ) and the Markov operator P = ( Id ⊗ ϕ ) ∘ Δ ^ P=(\operatorname{Id}\otimes\phi)\circ\widehat{\Delta} P = ( Id ⊗ ϕ ) ∘ Δ on ℓ ∞ ( G ^ ) \ell^\infty(\widehat{G}) ℓ ∞ ( G ) , where ϕ \phi ϕ is the normalized quantum trace of the fundamental representation. By a theorem of Izumi [40 ] , see also [41 ] , the Poisson boundary of this random walk is the Podleś sphere: the Poisson integral Θ \Theta Θ is a bijection from L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) onto the space H ∞ ( G ^ , P ) H^\infty(\widehat{G},P) H ∞ ( G , P ) of bounded harmonic elements, which is multiplicative for a suitable product. The energy of a harmonic element a a a at the level n = 2 s n=2s n = 2 s is E ( n ) ( a ) = [ 2 s + 1 ] r Tr ( K − 1 ( P ( a ∗ a ) − a ∗ a ) s ) \mathcal{E}^{(n)}(a)=[2s+1]_r\operatorname{Tr}(K^{-1}(P(a^*a)-a^*a)_s) E ( n ) ( a ) = [ 2 s + 1 ] r Tr ( K − 1 ( P ( a ∗ a ) − a ∗ a ) s ) , and its total energy is ∑ n E ( n ) ( a ) \sum_n\mathcal{E}^{(n)}(a) ∑ n E ( n ) ( a ) , see (51) .
Theorem 1.2 (Boundary energies). Let 0 < r < 1 0<r<1 0 < r < 1 , τ = r 2 \tau=r^2 τ = r 2 and c τ = 2 τ ( 1 + τ ) ( 1 − τ ) 2 c_{\tau}=\frac{2\tau}{(1+\tau)(1-\tau)^2} c τ = ( 1 + τ ) ( 1 − τ ) 2 2 τ .
Suppose that τ = Q − d \tau=Q^{-d} τ = Q − d . For any F ∈ L 2 ( O d ) F\in L^2(\mathcal{O}^d) F ∈ L 2 ( O d ) , the energy of the harmonic extension of F F F to T \mathbb{T} T is equal to 2 ( 1 − τ ) ⟨ F , M d F ⟩ 2(1-\tau)\langle F,\mathcal{M}^dF\rangle 2 ( 1 − τ ) ⟨ F , M d F ⟩ , where M d \mathcal{M}^d M d is the Fourier multiplier of O d \mathcal{O}^d O d with symbol ∥ ξ ∥ K d \lVert\xi\rVert_K^d ∥ ξ ∥ K d on nontrivial characters.
The restriction of P P P to the diagonal subalgebra of ℓ ∞ ( G ^ ) \ell^\infty(\widehat{G}) ℓ ∞ ( G ) is a Markov chain on { ( n , k ) ∈ N 0 2 : k ≤ n } \{(n,k) \in\mathbb{N}_0^2 : k \le n\} {( n , k ) ∈ N 0 2 : k ≤ n } , whose second coordinate converges almost surely to a limit k ∞ k_\infty k ∞ . For the chain started at the trivial representation, the law of k ∞ k_\infty k ∞ is the Aref’eva–Volovich law ( 1 − τ ) τ k (1-\tau)\tau^k ( 1 − τ ) τ k .
For any x ∈ L ∞ ( S r 2 ) x \in L^\infty(S_r^2) x ∈ L ∞ ( S r 2 ) , we have lim n → ∞ E ( n ) ( Θ ( x ) ) = c τ ∑ l Λ l ( τ ) ∥ x l ∥ L 2 ( S r 2 ) 2 \lim_{n\to\infty} \mathcal{E}^{(n)}(\Theta(x)) = c_\tau\sum_l \Lambda_l(\tau) \lVert x_l\rVert_{L^2(S_r^2)}^2 lim n → ∞ E ( n ) ( Θ ( x )) = c τ ∑ l Λ l ( τ ) ∥ x l ∥ L 2 ( S r 2 ) 2 in [ 0 , ∞ ] [0,\infty] [ 0 , ∞ ] , where x l x_l x l is the spin l l l component of x x x , and sup n E ( n ) ( Θ ( x ) ) \sup_n \mathcal{E}^{(n)}(\Theta(x)) sup n E ( n ) ( Θ ( x )) is bounded by a constant multiple of this sum. In particular lim n → ∞ E ( n ) ( Θ ( f ( A ) ) ) = c τ E τ ( f ) \lim_{n\to\infty} \mathcal{E}^{(n)}(\Theta(f(A))) = c_\tau\mathcal{E}_\tau(f) lim n → ∞ E ( n ) ( Θ ( f ( A ))) = c τ E τ ( f ) for any bounded function f : N 0 → C f:\mathbb{N}_0 \to\mathbb{C} f : N 0 → C . On the other hand, every element of H ∞ ( G ^ , P ) H^\infty(\widehat{G},P) H ∞ ( G , P ) which is not a multiple of 1 1 1 has infinite total energy.
These assertions are proved in Theorem 6.1 , Theorem 6.10 and Corollary 6.32 . The transition probabilities of the diagonal chain were computed by Biane [15 ] , Section 4, in his approach to Pitman’s theorem through S U q ( 2 ) \mathrm{SU}_q(2) SU q ( 2 ) . We show moreover that, for the chain started at the trivial representation, k ∞ k_\infty k ∞ is independent of the whole level process (Proposition 6.11 ). For τ = Q − d \tau=Q^{-d} τ = Q − d , the restriction of the first form to radial functions is, up to the factor 2 ( 1 − τ ) 2(1-\tau) 2 ( 1 − τ ) and the bounded perturbation κ ( I − E 0 ) \kappa(I-E_0) κ ( I − E 0 ) , the closed form of R r a d d R_{\mathrm{rad}}^d R rad d , whereas the energy density of the third part is c τ E τ c_\tau\mathcal{E}_\tau c τ E τ on the zonal elements. Thus Theorem 1.1 for α = d \alpha=d α = d compares the boundary energy of the tree of balls with the energy density at infinity of the dual of S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) , and the two harmonic measures have the same radial law (Corollary 6.33). The total energies behave differently. On the diagonal, the quantum walk is asymptotically the radial walk on the Bruhat–Tits tree of degree Q d + 1 Q^d+1 Q d + 1 , up to “horizontal” edges whose conductances do not depend on the level and are proportional to the weights w k β k w_k\beta_k w k β k of E τ \mathcal{E}_\tau E τ (Proposition 6.4 ), so that each level contributes the same nearest-neighbour energy. The proofs rely on an algebraic property of the diagonal chain: it preserves, on each level, the polynomials of degree at most l l l in τ k \tau^k τ k (Lemma 6.5 ). This leads to an explicit description of the Poisson integrals of the zonal spherical functions by q q q -Hahn polynomials (Proposition 6.9 ), from which we deduce the second part without using the theorem of Izumi. The coefficients of this description have a generating function of basic hypergeometric type, and their limits are Gaussian binomial coefficients (Proposition 6.12 ). They give an exact formula for the energy per level of these Poisson integrals, which is bounded by a multiple of the Casimir eigenvalue uniformly in the level (Proposition 6.30 ); this gives the third part for every element of L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) . Finally, in the coordinates ( n − k , k ) (n-k,k) ( n − k , k ) , the diagonal chain is the random walk of a product of two birth–death networks, the horizontal one being given by the energy E r \mathcal{E}_r E r ; this yields the Poisson kernel of the diagonal chain as a function of the corresponding operator, and shows that it is symmetric (Theorem 6.13 ). The entire function which appears is a Jacobi theta function and the Fredholm determinant of the Green operator of the vertical network, whose eigenvalues are proportional to the squares of the quantum dimensions [ n ] r [n]_r [ n ] r , and its inverse is the Laplace transform of the explosion time of this network (Theorems 6.15 , 6.17 and 6.22). In particular, the harmonic measures seen from the vertices ( k , k ) (k,k) ( k , k ) are finite sums of products of Gaussian binomial coefficients (Theorem 6.26 ), and the Poisson integral of a bounded function converges to its boundary values at the optimal rate ( n − k + 1 ) τ n − k (n-k+1)\tau^{n-k} ( n − k + 1 ) τ n − k (Corollary 6.24 ).
The second step concerns quantum dynamics. A first attempt consists in lifting radial dynamics to quantum Markov semigroups on L ∞ ( S U r ( 2 ) ) L^\infty(\mathrm{SU}_r(2)) L ∞ ( SU r ( 2 )) . The radial algebra W ∗ ( A ) W^*(A) W ∗ ( A ) is the fixed-point algebra of the two-sided action of the torus. It is contained in the algebra L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) of the standard Podleś sphere S r 2 = S U r ( 2 ) / T S_r^2=\mathrm{SU}_r(2)/\mathbb{T} S r 2 = SU r ( 2 ) / T (Pod87), which is the fixed-point algebra of the right action only. In the concrete model, L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) is a copy of B ( ℓ 0 2 ) B(\ell_0^2) B ( ℓ 0 2 ) on which π \pi π restricts to the Gibbs state Tr ( ( 1 − τ ) τ N ⋅ ) \operatorname{Tr}((1-\tau)\tau^N\cdot) Tr (( 1 − τ ) τ N ⋅ ) of the harmonic oscillator, and C ( S r 2 ) C(S_r^2) C ( S r 2 ) is the unitalization of the compact operators (Proposition 5.5 ). Let P n : = 1 [ 0 , τ n ] ( A ) P_n \mathrel{\mathop:}= 1_{[0,\tau^n]}(A) P n : = 1 [ 0 , τ n ] ( A ) be the spectral projection corresponding to the ball B n = π n O d B_n=\pi^n\mathcal{O}^d B n = π n O d , that is P n = J ( 1 B n ) P_n=J(1_{B_n}) P n = J ( 1 B n ) . The maps
Φ n ( x ) = ( 1 − P n ) x ( 1 − P n ) + τ − n h ( P n x P n ) P n \Phi_n(x)=(1-P_n)x(1-P_n)+\tau^{-n}h(P_nxP_n)P_n Φ n ( x ) = ( 1 − P n ) x ( 1 − P n ) + τ − n h ( P n x P n ) P n
@page 5/85 starts_mid=1 ends_mid=1
The restriction of P P P to the diagonal subalgebra of ℓ ∞ ( G ^ ) \ell^\infty(\widehat{G}) ℓ ∞ ( G ) is a Markov chain on { ( n , k ) ∈ N 0 2 : k ≤ n } \{(n,k) \in\mathbb{N}_0^2 : k \le n\} {( n , k ) ∈ N 0 2 : k ≤ n } , whose second coordinate converges almost surely to a limit k ∞ k_\infty k ∞ . For the chain started at the trivial representation, the law of k ∞ k_\infty k ∞ is the Aref’eva–Volovich law ( 1 − τ ) τ k (1-\tau)\tau^k ( 1 − τ ) τ k .
For any x ∈ L ∞ ( S r 2 ) x \in L^\infty(S_r^2) x ∈ L ∞ ( S r 2 ) , we have lim n → ∞ E ( n ) ( Θ ( x ) ) = c τ ∑ l Λ l ( τ ) ∥ x l ∥ L 2 ( S r 2 ) 2 \lim_{n\to\infty} \mathcal{E}^{(n)}(\Theta(x)) = c_\tau\sum_l \Lambda_l(\tau) \lVert x_l\rVert_{L^2(S_r^2)}^2 lim n → ∞ E ( n ) ( Θ ( x )) = c τ ∑ l Λ l ( τ ) ∥ x l ∥ L 2 ( S r 2 ) 2 in [ 0 , ∞ ] [0,\infty] [ 0 , ∞ ] , where x l x_l x l is the spin l l l component of x x x , and sup n E ( n ) ( Θ ( x ) ) \sup_n \mathcal{E}^{(n)}(\Theta(x)) sup n E ( n ) ( Θ ( x )) is bounded by a constant multiple of this sum. In particular lim n → ∞ E ( n ) ( Θ ( f ( A ) ) ) = c τ E τ ( f ) \lim_{n\to\infty} \mathcal{E}^{(n)}(\Theta(f(A))) = c_\tau\mathcal{E}_\tau(f) lim n → ∞ E ( n ) ( Θ ( f ( A ))) = c τ E τ ( f ) for any bounded function f : N 0 → C f:\mathbb{N}_0 \to\mathbb{C} f : N 0 → C . On the other hand, every element of H ∞ ( G ^ , P ) H^\infty(\widehat{G},P) H ∞ ( G , P ) which is not a multiple of 1 1 1 has infinite total energy.
These assertions are proved in Theorem 6.1 , Theorem 6.10 and Corollary 6.32 . The transition probabilities of the diagonal chain were computed by Biane [15 ] , Section 4, in his approach to Pitman’s theorem through S U q ( 2 ) \mathrm{SU}_q(2) SU q ( 2 ) . We show moreover that, for the chain started at the trivial representation, k ∞ k_\infty k ∞ is independent of the whole level process (Proposition 6.11 ). For τ = Q − d \tau=Q^{-d} τ = Q − d , the restriction of the first form to radial functions is, up to the factor 2 ( 1 − τ ) 2(1-\tau) 2 ( 1 − τ ) and the bounded perturbation κ ( I − E 0 ) \kappa(I-E_0) κ ( I − E 0 ) , the closed form of R r a d d R_{\mathrm{rad}}^d R rad d , whereas the energy density of the third part is c τ E τ c_\tau\mathcal{E}_\tau c τ E τ on the zonal elements. Thus Theorem 1.1 for α = d \alpha=d α = d compares the boundary energy of the tree of balls with the energy density at infinity of the dual of S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) , and the two harmonic measures have the same radial law (Corollary 6.33). The total energies behave differently. On the diagonal, the quantum walk is asymptotically the radial walk on the Bruhat–Tits tree of degree Q d + 1 Q^d+1 Q d + 1 , up to “horizontal” edges whose conductances do not depend on the level and are proportional to the weights w k β k w_k\beta_k w k β k of E τ \mathcal{E}_\tau E τ (Proposition 6.4 ), so that each level contributes the same nearest-neighbour energy. The proofs rely on an algebraic property of the diagonal chain: it preserves, on each level, the polynomials of degree at most l l l in τ k \tau^k τ k (Lemma 6.5 ). This leads to an explicit description of the Poisson integrals of the zonal spherical functions by q q q -Hahn polynomials (Proposition 6.9 ), from which we deduce the second part without using the theorem of Izumi. The coefficients of this description have a generating function of basic hypergeometric type, and their limits are Gaussian binomial coefficients (Proposition 6.12 ). They give an exact formula for the energy per level of these Poisson integrals, which is bounded by a multiple of the Casimir eigenvalue uniformly in the level (Proposition 6.30 ); this gives the third part for every element of L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) . Finally, in the coordinates ( n − k , k ) (n-k,k) ( n − k , k ) , the diagonal chain is the random walk of a product of two birth–death networks, the horizontal one being given by the energy E r \mathcal{E}_r E r ; this yields the Poisson kernel of the diagonal chain as a function of the corresponding operator, and shows that it is symmetric (Theorem 6.13 ). The entire function which appears is a Jacobi theta function and the Fredholm determinant of the Green operator of the vertical network, whose eigenvalues are proportional to the squares of the quantum dimensions [ n ] r [n]_r [ n ] r , and its inverse is the Laplace transform of the explosion time of this network (Theorems 6.15 , 6.17 and 6.22). In particular, the harmonic measures seen from the vertices ( k , k ) (k,k) ( k , k ) are finite sums of products of Gaussian binomial coefficients (Theorem 6.26 ), and the Poisson integral of a bounded function converges to its boundary values at the optimal rate ( n − k + 1 ) τ n − k (n-k+1)\tau^{n-k} ( n − k + 1 ) τ n − k (Corollary 6.24 ).
The second step concerns quantum dynamics. A first attempt consists in lifting radial dynamics to quantum Markov semigroups on L ∞ ( S U r ( 2 ) ) L^\infty(\mathrm{SU}_r(2)) L ∞ ( SU r ( 2 )) . The radial algebra W ∗ ( A ) W^*(A) W ∗ ( A ) is the fixed-point algebra of the two-sided action of the torus. It is contained in the algebra L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) of the standard Podleś sphere S r 2 = S U r ( 2 ) / T S_r^2=\mathrm{SU}_r(2)/\mathbb{T} S r 2 = SU r ( 2 ) / T (Pod87), which is the fixed-point algebra of the right action only. In the concrete model, L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) is a copy of B ( ℓ 0 2 ) B(\ell_0^2) B ( ℓ 0 2 ) on which π \pi π restricts to the Gibbs state Tr ( ( 1 − τ ) τ N ⋅ ) \operatorname{Tr}((1-\tau)\tau^N\cdot) Tr (( 1 − τ ) τ N ⋅ ) of the harmonic oscillator, and C ( S r 2 ) C(S_r^2) C ( S r 2 ) is the unitalization of the compact operators (Proposition 5.5 ). Let P n : = 1 [ 0 , τ n ] ( A ) P_n \mathrel{\mathop:}= 1_{[0,\tau^n]}(A) P n : = 1 [ 0 , τ n ] ( A ) be the spectral projection corresponding to the ball B n = π n O d B_n=\pi^n\mathcal{O}^d B n = π n O d , that is P n = J ( 1 B n ) P_n=J(1_{B_n}) P n = J ( 1 B n ) . The maps
Φ n ( x ) = ( 1 − P n ) x ( 1 − P n ) + τ − n h ( P n x P n ) P n \Phi_n(x)=(1-P_n)x(1-P_n)+\tau^{-n}h(P_nxP_n)P_n Φ n ( x ) = ( 1 − P n ) x ( 1 − P n ) + τ − n h ( P n x P n ) P n
are Haar-preserving conditional expectations, and probability mixtures of them produce quantum Markov semigroups. Exact liftings of the Taibleson dynamics are obtained in this way; constructions from increasing conditional expectations also occur in [76 Theorems 1.1 and 1.7] . Such liftings do not use the coproduct, and on C ( S U r ( 2 ) ) C(SU_r(2)) C ( S U r ( 2 )) they are not continuous at zero. We show that the quantum group structure enters through the Casimir operator and that the Podleś sphere is the natural domain of both dynamics.
Theorem 1.3 (Quantum dynamics on the Podleś sphere) Let 0 < r < 1 0<r<1 0 < r < 1 and τ = r 2 \tau=r^2 τ = r 2 .
There exists a Haar-preserving, GNS-symmetric and KMS-symmetric quantum Markov semigroup ( T t ) t ≥ 0 (\mathcal{T}_t)_{t\geq0} ( T t ) t ≥ 0 on L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) , commuting with the modular group of h h h , which leaves C ( S r 2 ) C(S_r^2) C ( S r 2 ) invariant and is strongly continuous on C ( S r 2 ) C(S_r^2) C ( S r 2 ) . If τ = Q − d \tau=Q^{-d} τ = Q − d and α > 0 \alpha>0 α > 0 , it can be chosen such that T t J = J e − t R r a d α \mathcal{T}_tJ=Je^{-tR_{\mathrm{rad}}^\alpha} T t J = J e − t R rad α for any t ≥ 0 t\geq0 t ≥ 0 .
There exists a Haar-preserving semigroup ( S t ) t ≥ 0 (\mathcal{S}_t)_{t\geq0} ( S t ) t ≥ 0 of unital completely positive maps on C ( S r 2 ) C(S_r^2) C ( S r 2 ) which is strongly continuous, of the form S t = ( Id ⊗ ω t ) ∘ Δ \mathcal{S}_t=(\operatorname{Id}\otimes\omega_t)\circ\Delta S t = ( Id ⊗ ω t ) ∘ Δ for normal states ω t \omega_t ω t invariant under the two-sided action of the torus, and such that S t ( u j 0 ( l ) ) = e − t Λ l ( τ ) u j 0 ( l ) \mathcal{S}_t(u_{j_0}^{(l)})=e^{-t\Lambda_l(\tau)}u_{j_0}^{(l)} S t ( u j 0 ( l ) ) = e − t Λ l ( τ ) u j 0 ( l ) for any matrix coefficient u j 0 ( l ) u_{j_0}^{(l)} u j 0 ( l ) of C ( S r 2 ) C(S_r^2) C ( S r 2 ) . Its restriction to C ∗ ( A ) C^*(A) C ∗ ( A ) is e − t L τ e^{-tL_\tau} e − t L τ .
Every strongly continuous semigroup ( S t ) t ≥ 0 (S_t)_{t\geq0} ( S t ) t ≥ 0 of unital completely positive maps on C ( S r 2 ) C(S_r^2) C ( S r 2 ) which is covariant, in the sense that Δ ∘ S t = ( Id ⊗ S t ) ∘ Δ \Delta\circ S_t=(\operatorname{Id}\otimes S_t)\circ\Delta Δ ∘ S t = ( Id ⊗ S t ) ∘ Δ , leaves C ∗ ( A ) C^*(A) C ∗ ( A ) invariant. Suppose that τ = Q − d \tau=Q^{-d} τ = Q − d and α > 0 \alpha>0 α > 0 . There exists such a semigroup whose radial negative generator has a closed form equivalent to the one of R r a d α R_{\mathrm{rad}}^\alpha R rad α if and only if α ≤ d \alpha\leq d α ≤ d . For α ≤ d \alpha\leq d α ≤ d , one can take the Bochner subordinate of ( S t ) (\mathcal{S}_t) ( S t ) associated with the Bernstein function λ ↦ λ α / d \lambda\mapsto\lambda^{\alpha/d} λ ↦ λ α / d , whose radial negative generator is L τ α / d L_\tau^{\alpha/d} L τ α / d .
These assertions are proved in Theorems 7.2 , 7.7 and 7.10 and in Corollary 7.8. In part 1, the semigroup is a probability mixture of the expectations Φ n \Phi_n Φ n ; we also establish uniform noncommutative L p L^p L p multiplier estimates and a bounded H ∞ H^\infty H ∞ functional calculus of angle zero for its negative generator on the mean-zero subspace (Theorem 7.4 ). In part 2, positivity is not visible on the Casimir eigenvalues. It is obtained from the radial semigroup itself: the law at time t t t of the radial process started at 0 ∈ X τ 0\in X_\tau 0 ∈ X τ defines a probability measure μ t \mu_t μ t , and ω t = μ t ∘ E \omega_t=\mu_t\circ E ω t = μ t ∘ E , where E E E is the averaging over the two-sided torus action. In this dictionary the origin of the unit ball corresponds to the counit of S U r ( 2 ) SU_r(2) S U r ( 2 ) . In part 3, a covariant semigroup is a convolution semigroup by a state invariant under the left action of the torus, so that it acts diagonally on the zonal spherical functions. The obstruction for α > d \alpha>d α > d is a Lévy–Khintchine type bound: the exponents of a positive semigroup diagonal in the zonal spherical functions grow at most like the Casimir eigenvalues (Proposition 7.9 ), whereas, by Theorem 1.1 , the Taibleson energy of order α \alpha α forces a growth like Λ l ( τ ) α / d \Lambda_l(\tau)^{\alpha/d} Λ l ( τ ) α / d . Thus, for d < α < 3 d d<\alpha<3d d < α < 3 d , the operator L τ α / d L_\tau^{\alpha/d} L τ α / d has the right energy but does not generate a positivity preserving semigroup, whereas the semigroup of part 1 realizes the Taibleson dynamics of every order without being covariant.
The third step explains why S U r ( 2 ) SU_r(2) S U r ( 2 ) itself is not the right domain. Write b b b for the generator of C ( S U r ( 2 ) ) C(SU_r(2)) C ( S U r ( 2 )) denoted α \alpha α in [54 ] and [21 ] . It does not belong to C ( S r 2 ) C(S_r^2) C ( S r 2 ) .
Theorem 1.4 (Frontier between S r 2 S_r^2 S r 2 and S U r ( 2 ) SU_r(2) S U r ( 2 ) ) Let 0 < r < 1 0<r<1 0 < r < 1 and τ = r 2 \tau=r^2 τ = r 2 .
Suppose that τ = Q − d \tau=Q^{-d} τ = Q − d . Any family ( S t ) t ≥ 0 (S_t)_{t\geq0} ( S t ) t ≥ 0 of unital completely positive maps on C ( S U r ( 2 ) ) C(SU_r(2)) C ( S U r ( 2 )) whose restrictions to C ∗ ( A ) C^*(A) C ∗ ( A ) are J e − t R r a d α J − 1 Je^{-tR_{\mathrm{rad}}^\alpha}J^{-1} J e − t R rad α J − 1 satisfies ∥ S ρ − j ( b ) − b ∥ ≥ δ > 0 \|S_{\rho-j}(b)-b\|\geq\delta>0 ∥ S ρ − j ( b ) − b ∥ ≥ δ > 0 for any integer j ≥ 1 j\geq1 j ≥ 1 , with δ \delta δ independent of j j j .
There exists δ ′ > 0 \delta' > 0 δ ′ > 0 such that any unital completely positive map S : C ( S U r ( 2 ) ) → C ( S U r ( 2 ) ) S: C(\mathrm{SU}_r(2)) \to C(\mathrm{SU}_r(2)) S : C ( SU r ( 2 )) → C ( SU r ( 2 )) whose restriction to C ∗ ( A ) C^*(A) C ∗ ( A ) is e − t L τ e^{-tL_\tau} e − t L τ for some 0 < t ≤ Λ 1 ( τ ) − 1 0 < t \le\Lambda_1(\tau)^{-1} 0 < t ≤ Λ 1 ( τ ) − 1 satisfies ∥ S ( b ) − b ∥ ≥ δ ′ \lVert S(b)-b\rVert\ge\delta' ∥ S ( b ) − b ∥ ≥ δ ′ .
There exists t 0 > 0 t_0 > 0 t 0 > 0 such that for any 0 < t ≤ t 0 0 < t \le t_0 0 < t ≤ t 0 the linear map defined on the polynomial algebra of S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) by u j k ( l ) ↦ e − t Λ l u j k ( l ) u_{jk}^{(l)} \mapsto e^{-t\Lambda_l}u_{jk}^{(l)} u j k ( l ) ↦ e − t Λ l u j k ( l ) , l ∈ 1 2 N 0 l \in\frac{1}{2}\mathbb{N}_0 l ∈ 2 1 N 0 , does not extend to a positive map on C ( S U r ( 2 ) ) C(\mathrm{SU}_r(2)) C ( SU r ( 2 )) , whereas its restriction to the polynomial algebra of S r 2 S_r^2 S r 2 extends to the map P t \mathcal{P}_t P t of Theorem 1.3 .
Here Λ l = r − 2 l − 1 − r 2 + r 2 l + 2 \Lambda_l=r^{-2l}-1-r^2+r^{2l+2} Λ l = r − 2 l − 1 − r 2 + r 2 l + 2 for l ∈ 1 2 N 0 l\in\frac{1}{2}\mathbb{N}_0 l ∈ 2 1 N 0 , which coincides with Λ l ( τ ) \Lambda_l(\tau) Λ l ( τ ) for integers l l l . The mechanism is the same in the three assertions. A unital completely positive map with prescribed radial part is controlled on the shift b b b by the affinity between the entrance law at the origin and its unit translate (Lemma 8.1 ). Both the Taibleson and the Casimir dynamics have entrance laws with a persistent atom along times tending to zero; for the Casimir dynamics we prove this by a Paley–Zygmund argument based on the first two zonal spherical functions (Proposition 8.5). Theorem 1.4 is proved in Corollary 8.4 and Theorem 8.6 . Part 3 shows in particular that the heat semigroup of the Casimir operator is not a quantum Markov semigroup on C ( S U r ( 2 ) ) C(\mathrm{SU}_r(2)) C ( SU r ( 2 )) , although its restriction to the Podleś sphere is one; for the structure of generating functionals of Lévy processes on S U q ( 2 ) \mathrm{SU}_q(2) SU q ( 2 ) we refer to [65 ] and [21 Section 11] .
The last step relates the fixed-parameter picture with the limits q → 0 q\to0 q → 0 of [38 ] , [39 ] and [48 ] . We denote by M α M^\alpha M α the Fourier multiplier of the compact group O d \mathcal{O}^d O d which is zero on constants and equals ∥ ξ ∥ K \lVert\xi\rVert_K ∥ ξ ∥ K on nontrivial characters; on radial functions, M r a d α = R r a d α + κ ( I − E 0 ) M^\alpha_{\mathrm{rad}}=R^\alpha_{\mathrm{rad}}+\kappa(I-E_0) M rad α = R rad α + κ ( I − E 0 ) , where E 0 E_0 E 0 is the mean.
Theorem 1.5 (Crystal limit) Let α > 0 \alpha>0 α > 0 . For any 0 < η ≤ Q − α 0<\eta\le Q^{-\alpha} 0 < η ≤ Q − α , put s ( η ) ≔ α log Q log 1 η ∈ ( 0 , 1 ] s(\eta)\coloneqq\frac{\alpha\log Q}{\log\frac{1}{\eta}}\in(0,1] s ( η ) : = l o g η 1 α l o g Q ∈ ( 0 , 1 ] . Then, the semigroups ( e − t L η s ( η ) ) t ≥ 0 (e^{-tL^{s(\eta)}_\eta})_{t\ge0} ( e − t L η s ( η ) ) t ≥ 0 are Markovian, and L η s ( η ) L^{s(\eta)}_\eta L η s ( η ) converges to M r a d α M^\alpha_{\mathrm{rad}} M rad α in the norm resolvent sense as η → 0 + \eta\to0^+ η → 0 + . For any t > 0 t>0 t > 0 , the semigroups converge in operator norm.
The convergence of the eigenfunctions is a variant of the limits q → 0 q\to0 q → 0 of little q q q -Jacobi polynomials of Haran [38 ] and Koornwinder–Onn [48 Theorem 2.1] , in which the limit functions are the little 0 0 0 -Laguerre functions, that is the spherical functions of G L d ( O ) \mathrm{GL}_d(\mathcal{O}) GL d ( O ) acting on O d \mathcal{O}^d O d [48 Section 5.2] . The new point is the convergence of Markov generators, which requires the subordination exponent s ( η ) → 0 s(\eta)\to0 s ( η ) → 0 . For η = τ \eta=\tau η = τ the family contains the zonal Casimir operator of Theorem 1.3 , and for η = Q − α \eta=Q^{-\alpha} η = Q − α it contains the operator of Theorem 1.1 .
Finally, the quantum group S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) with r 2 = Q − d r^2=Q^{-d} r 2 = Q − d is the first member of a family. Let C P q n − 1 \mathbb{C}P_q^{n-1} C P q n − 1 be the standard quantum complex projective space, that is the quotient of the quantum unitary group U q ( n ) U_q(n) U q ( n ) by its quantum subgroup U q ( n − 1 ) × T U_q(n-1)\times\mathbb{T} U q ( n − 1 ) × T . By a theorem of Noumi, Yamada and Mimachi [57 ] , its zonal spherical functions are little q 2 q^2 q 2 -Jacobi polynomials, whose parameters are those of the eigenfunctions of L η L_\eta L η for η = q 2 \eta=q^2 η = q 2 and τ = q 2 ( n − 1 ) \tau=q^{2(n-1)} τ = q 2 ( n − 1 ) .
Theorem 1.6 (Quantum projective spaces) Let n ≥ 2 n\ge2 n ≥ 2 and 0 < q < 1 0<q<1 0 < q < 1 with q 2 ( n − 1 ) = Q − d q^{2(n-1)}=Q^{-d} q 2 ( n − 1 ) = Q − d , that is q 2 = Q − α q^2=Q^{-\alpha} q 2 = Q − α with α = d n − 1 \alpha=\frac{d}{n-1} α = n − 1 d . The radial Haar distribution on O d \mathcal{O}^d O d is the distribution of the zonal generator of C P q n − 1 \mathbb{C}P_q^{n-1} C P q n − 1 under the Haar state, and the zonal part of the Casimir operator of C P q n − 1 \mathbb{C}P_q^{n-1} C P q n − 1 is L Q − α L_{Q^{-\alpha}} L Q − α . The corresponding Casimir dynamics is a strongly continuous semigroup of unital completely positive maps on C ( C P q n − 1 ) C(\mathbb{C}P_q^{n-1}) C ( C P q n − 1 ) , whose radial energy is equivalent to the Taibleson energy of order α \alpha α . In particular, for n = d + 1 n=d+1 n = d + 1 , the Taibleson operator of order 1 1 1 on O d \mathcal{O}^d O d corresponds in this way to C P q d \mathbb{C}P_q^d C P q d with q = Q − 1 2 q=Q^{-\frac{1}{2}} q = Q − 2 1 . Moreover, let α ′ > 0 \alpha'>0 α ′ > 0 . The closed form of the power L Q − α α ′ α L_{Q^{-\alpha}}^{\frac{\alpha'}{\alpha}} L Q − α α α ′ is equivalent to the Taibleson form of order α ′ \alpha' α ′ if and only if α ′ < d + 2 α \alpha'<d+2\alpha α ′ < d + 2 α , and
there exists a covariant strongly continuous semigroup of unital completely positive maps on C ( C P q n − 1 ) C(\mathbb{C}\mathrm{P}_{q}^{n-1}) C ( C P q n − 1 ) whose radial energy is equivalent to the Taibleson energy of order α ′ \alpha' α ′ if and only if α ′ ≤ α \alpha' \le\alpha α ′ ≤ α . Finally, let S q 2 n − 1 S_{q}^{2n-1} S q 2 n − 1 be the quantum sphere U q ( n ) / U q ( n − 1 ) U_q(n)/U_q(n-1) U q ( n ) / U q ( n − 1 ) , which contains C P q n − 1 \mathbb{C}\mathrm{P}_{q}^{n-1} C P q n − 1 , and let x n n x_{nn} x nn be the last diagonal coefficient of the fundamental corepresentation, which belongs to C ( S q 2 n − 1 ) C(S_{q}^{2n-1}) C ( S q 2 n − 1 ) but not to C ( C P q n − 1 ) C(\mathbb{C}\mathrm{P}_{q}^{n-1}) C ( C P q n − 1 ) . There exists δ > 0 \delta>0 δ > 0 such that every unital completely positive map S S S on C ( S q 2 n − 1 ) C(S_{q}^{2n-1}) C ( S q 2 n − 1 ) whose restriction to the zonal subalgebra is the Casimir dynamics at a time 0 < t ≤ Λ 1 ( Q − α ′ ) 0<t\le\Lambda_1(Q^{-\alpha'}) 0 < t ≤ Λ 1 ( Q − α ′ ) satisfies ∥ S ( x n n ) − x n n ∥ ≥ δ \|S(x_{nn})-x_{nn}\|\ge\delta ∥ S ( x nn ) − x nn ∥ ≥ δ . The same holds, at the times Q − α ′ j Q^{-\alpha'j} Q − α ′ j , j ≥ 1 j\ge1 j ≥ 1 , for the Taibleson dynamics of any order α ′ > 0 \alpha'>0 α ′ > 0 .
This is proved in Theorems 10.3, 10.5 and 10.8 . For n = d + 1 n=d+1 n = d + 1 , the last assertion shows that the Taibleson energies of the orders α ′ < d + 2 \alpha'<d+2 α ′ < d + 2 on O d \mathcal{O}_d O d are the energies of the powers L Q − 1 α ′ L_{Q^{-1}}^{\alpha'} L Q − 1 α ′ of the zonal Casimir operator of C P q d \mathbb{C}\mathrm{P}_q^d C P q d , and that the orders realized by covariant quantum Markov semigroups are the orders α ′ ≤ 1 \alpha'\le1 α ′ ≤ 1 . For n = 2 n=2 n = 2 , we recover the Podleś sphere and the case α = d \alpha=d α = d of Theorems 1.1 and 1.3 . For n = d + 1 n=d+1 n = d + 1 , the quantum parameter q = Q − 1 2 q=Q^{-\frac12} q = Q − 2 1 does not depend on d d d , and the dimension d d d of O d \mathcal{O}^d O d is reflected in the rank of the quantum group; this is the regime t = Q − 1 t=Q^{-1} t = Q − 1 of Freund and Zabrodin [30 Section 3] .
The present paper is confined to the compact setting of the unit ball, compact quantum groups and their compact homogeneous spaces. The noncompact counterpart for the whole local field K d K^d K d and the locally compact quantum group E r ( 2 ) E_r(2) E r ( 2 ) is treated in the companion paper [1 ] . None of the arguments below depends on that noncompact construction; the compact results established here instead provide its starting point.
Structure of the paper Section 2 gives the radial analysis of the Taibleson operator on the unit ball. Section 3 studies the little η \eta η -Jacobi birth–death operators and their Feller semigroups. Section 4 proves Theorem 1.1 . Section 5 recalls the quantum group S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) , identifies its zonal spherical functions and describes the Podleś sphere in the concrete model. Section 6 studies the random walks on the tree of balls and on the dual of S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) , and proves Theorem 1.2 . Section 7 constructs the quantum dynamics of Theorem 1.3 , and Section 8 proves Theorem 1.4 . Section 9 proves Theorem 1.5. Section 10 treats the quantum projective spaces and proves Theorem 1.6.
Radial analysis on the unit ball
Parameters, balls, and Fourier normalization
Let K K K be a non-Archimedean local field, O \mathcal{O} O its ring of integers, π \pi π a uniformizer, and Q = # ( O / π O ) Q=\#(\mathcal{O}/\pi\mathcal{O}) Q = # ( O / π O ) . We normalize ∣ π ∣ K = Q − 1 |\pi|_K=Q^{-1} ∣ π ∣ K = Q − 1 . On K d K^d K d , d ≥ 1 d\ge1 d ≥ 1 , we use the maximum norm and additive Haar measure d x dx d x normalized by μ ( O d ) = 1 \mu(\mathcal{O}^d)=1 μ ( O d ) = 1 . Fix a nontrivial additive character χ \chi χ whose annihilator of O \mathcal{O} O is O \mathcal{O} O , so that this measure is self-dual. We use f ^ ( ξ ) = ∫ f ( x ) χ ( x ⋅ ξ ) ‾ d x \widehat{f}(\xi)=\int f(x)\overline{\chi(x\cdot\xi)}\,dx f ( ξ ) = ∫ f ( x ) χ ( x ⋅ ξ ) d x .
Inner products are linear in the first variable. Throughout the paper, α > 0 \alpha>0 α > 0 and
τ = d e f Q − d , ρ = d e f Q α , r = d e f τ 1 2 , c = d e f ρ − 1 1 − τ ρ , κ = d e f 1 − τ 1 − τ ρ , λ n = d e f ρ n + 1 − κ . (6) \tau\mathrel{\mathop{=}^{\mathrm{def}}} Q^{-d},\qquad\rho\mathrel{\mathop{=}^{\mathrm{def}}} Q^\alpha,\qquad r \mathrel{\mathop{=}^{\mathrm{def}}} \tau^{\frac12},\qquad c \mathrel{\mathop{=}^{\mathrm{def}}} \frac{\rho-1}{1-\frac{\tau}{\rho}},\qquad\kappa\mathrel{\mathop{=}^{\mathrm{def}}} \frac{1-\tau}{1-\frac{\tau}{\rho}},\qquad\lambda_n \mathrel{\mathop{=}^{\mathrm{def}}} \rho^{n+1}-\kappa. \tag*{(6)} τ = def Q − d , ρ = def Q α , r = def τ 2 1 , c = def 1 − ρ τ ρ − 1 , κ = def 1 − ρ τ 1 − τ , λ n = def ρ n + 1 − κ . (6)
In particular, 0 < τ < 1 0<\tau<1 0 < τ < 1 , ρ > 1 \rho>1 ρ > 1 , 0 < κ < 1 0<\kappa<1 0 < κ < 1 , and λ 0 = c > 0 \lambda_0=c>0 λ 0 = c > 0 . From Section 3 on, τ \tau τ will also denote an arbitrary number of ( 0 , 1 ) (0,1) ( 0 , 1 ) ; when the local field is involved we always have τ = Q − d \tau=Q^{-d} τ = Q − d . The exponent p p p of an L p L^p L p -space will never denote the residue cardinality.
For any integer n ∈ Z n\in\mathbb{Z} n ∈ Z put B n = d e f π n O d B_n\mathrel{\mathop{=}^{\mathrm{def}}}\pi^n\mathcal{O}^d B n = def π n O d and S n = d e f B n ∖ B n + 1 S_n\mathrel{\mathop{=}^{\mathrm{def}}}B_n\setminus B_{n+1} S n = def B n ∖ B n + 1 . Then
μ ( B n ) = τ n , μ ( S n ) = w n = d e f ( 1 − τ ) τ n , 1 B n ^ = τ n 1 B − n . (7) \mu(B_n)=\tau^n,\qquad\mu(S_n)=w_n\mathrel{\mathop{=}^{\mathrm{def}}}(1-\tau)\tau^n,\qquad\widehat{1_{B_n}}=\tau^n1_{B_{-n}}. \tag*{(7)} μ ( B n ) = τ n , μ ( S n ) = w n = def ( 1 − τ ) τ n , 1 B n = τ n 1 B − n . (7)
A radial function means a function of ∥ x ∥ K \lVert x\rVert_K ∥ x ∥ K , equivalently one that is constant on every S n S_n S n . In dimension greater than one, invariance under scalar units alone is not this condition. Radiality is equivalently invariance under G L d ( O ) \mathrm{GL}_d(\mathcal{O}) GL d ( O ) , since that group is transitive on each S n S_n S n . Radial L 2 L^2 L 2 on the unit ball is therefore the weighted sequence space ℓ N 0 2 ( w ) \ell^2_{\mathbb{N}_0}(w) ℓ N 0 2 ( w ) , a radial function being identified with the sequence ( f n ) n ≥ 0 (f_n)_{n\geq0} ( f n ) n ≥ 0 of its values on the shells. The singleton { 0 } \{0\} { 0 } has Haar measure zero. Bounded radial functions are identified with ℓ N 0 ∞ \ell^\infty_{\mathbb{N}_0} ℓ N 0 ∞ , and continuous radial functions on O d \mathcal{O}^d O d with the space of convergent sequences, that is with C ( X τ ) C(X_\tau) C ( X τ ) through f n = F ( τ n ) f_n=F(\tau^n) f n = F ( τ n ) , where X τ X_\tau X τ is the set (2) .
Full-space, regional, and killed realizations
The full-space Taibleson operator is the nonnegative self-adjoint Fourier multiplier
D α = F − 1 M ∥ ξ ∥ K α F , D α f ( x ) = c ∫ K d f ( x ) − f ( y ) ∥ x − y ∥ K d + α d y . D^\alpha=\mathcal{F}^{-1}M_{\lVert\xi\rVert_K^\alpha}\mathcal{F},\qquad D^\alpha f(x)=c\int_{K^d}\frac{f(x)-f(y)}{\lVert x-y\rVert_K^{d+\alpha}}\,dy. D α = F − 1 M ∥ ξ ∥ K α F , D α f ( x ) = c ∫ K d ∥ x − y ∥ K d + α f ( x ) − f ( y ) d y .
on Bruhat–Schwartz functions. The second formula has the normalization of [3 (1.2)–(1.4)] , with its numerator and integrand signs reversed simultaneously. For completeness, the normalization follows by testing on a character of unit frequency. The shell of radius Q Q Q contributes ρ − 1 \rho^{-1} ρ − 1 to ∫ ( 1 − χ ( y 1 ) ) ∥ y ∥ K − d − α d y \int(1-\chi(y_1))\lVert y\rVert_K^{-d-\alpha}\,dy ∫ ( 1 − χ ( y 1 )) ∥ y ∥ K − d − α d y ; the shells of radii Q j Q^j Q j , j ≥ 2 j\geq2 j ≥ 2 , contribute ( 1 − τ ) ρ − j (1-\tau)\rho^{-j} ( 1 − τ ) ρ − j . The sum equals 1 − τ ρ − 1 = c − 1 \frac{1-\tau}{\rho-1}=c^{-1} ρ − 1 1 − τ = c − 1 . Scaling and G L d ( O ) \mathrm{GL}_d(\mathcal{O}) GL d ( O ) -invariance then give the general symbol.
On O d \mathcal{O}^d O d define the regional operator on locally constant functions by
R α f ( x ) : = c ∫ O d f ( x ) − f ( y ) ∥ x − y ∥ K d + α d y . (8) R^\alpha f(x)\mathrel{\mathop:}=c\int_{\mathcal{O}^d}\frac{f(x)-f(y)}{\lVert x-y\rVert_K^{d+\alpha}}\,dy. \tag*{(8)} R α f ( x ) : = c ∫ O d ∥ x − y ∥ K d + α f ( x ) − f ( y ) d y . (8)
These functions form a dense subspace of the Hilbert space L 2 ( O d ) L^2(\mathcal{O}^d) L 2 ( O d ) . The integral is finite because the numerator vanishes near y = x y=x y = x .
Proposition 2.1. The operator (8) is essentially self-adjoint and nonnegative on the locally constant functions. If f ~ \widetilde f f is the zero extension of such a function, then
( D α f ~ ) ∣ O d = R α f + κ f . (9) \left(D^\alpha\widetilde f\right)\big|_{\mathcal{O}^d}=R^\alpha f+\kappa f. \tag*{(9)} ( D α f ) O d = R α f + κ f . (9) On the characters of O d \mathcal{O}^d O d , the closure of R α R^\alpha R α has eigenvalue 0 0 0 for the trivial character and eigenvalue ρ j − κ \rho^j-\kappa ρ j − κ for any character of conductor j ≥ 1 j\geq1 j ≥ 1 . Consequently, the Fourier multiplier M α M^\alpha M α of the compact group O d \mathcal{O}^d O d which is zero on constants and equals ∥ ξ ∥ K α \lVert\xi\rVert_K^\alpha ∥ ξ ∥ K α on nontrivial characters is M α = R α + κ ( I − E 0 ) M^\alpha=R^\alpha+\kappa(I-E_0) M α = R α + κ ( I − E 0 ) , where E 0 f = ∫ O d f E_0f=\int_{\mathcal{O}^d}f E 0 f = ∫ O d f .
Proof: For x ∈ O d x\in\mathcal{O}^d x ∈ O d and y ∉ O d y\notin\mathcal{O}^d y ∈ / O d , ultrametricity gives ∥ x − y ∥ K = ∥ y ∥ K \lVert x-y\rVert_K=\lVert y\rVert_K ∥ x − y ∥ K = ∥ y ∥ K . The external integral is thus
c ∫ K d ∖ O d ∥ y ∥ K − d − α d y = c ( 1 − τ ) ∑ j ≥ 1 ρ − j = κ . c\int_{K^d\setminus\mathcal{O}^d}\lVert y\rVert_K^{-d-\alpha}\,dy=c(1-\tau)\sum_{j\geq1}\rho^{-j}=\kappa. c ∫ K d ∖ O d ∥ y ∥ K − d − α d y = c ( 1 − τ ) j ≥ 1 ∑ ρ − j = κ .
This proves (9) . Alternatively, on a nontrivial character of conductor j j j , the full-space symbol calculation splits into the regional integral and the same external constant, because the character integral on each external shell is zero. This gives ρ j − κ \rho^j-\kappa ρ j − κ . On constants the regional integral vanishes. Characters form an orthonormal basis of the Hilbert space L 2 ( O d ) L^2(\mathcal{O}^d) L 2 ( O d ) , and their finite linear combinations are exactly the locally constant functions. The resulting diagonal nonnegative operator has these finite combinations as a core, proving essential self-adjointness and the last assertion.
We keep the notation R α R^\alpha R α for the closure of (8) .
Exact radial matrices and wavelets
Proposition 2.2. For a radial locally constant function on O d \mathcal{O}^d O d , with value f n f_n f n on S n S_n S n , we have
( R r a d α f ) n = c ( 1 − τ ) ρ n [ ∑ j = 1 n ρ − j ( f n − f n − j ) + ∑ j ≥ 1 τ j ( f n − f n + j ) ] , n ≥ 0. (10) (R^\alpha_{\mathrm{rad}}f)_n=c(1-\tau)\rho^n\left[\sum_{j=1}^{n}\rho^{-j}(f_n-f_{n-j})+\sum_{j\ge1}\tau^j(f_n-f_{n+j})\right],\qquad n\ge0. \tag*{(10)} ( R rad α f ) n = c ( 1 − τ ) ρ n [ j = 1 ∑ n ρ − j ( f n − f n − j ) + j ≥ 1 ∑ τ j ( f n − f n + j ) ] , n ≥ 0. (10) Equivalently, the off-diagonal jump rates and the diagonal entries are
q n k = c w k ( ρ τ ) min ( n , k ) ( n ≠ k ) , (11) q_{nk}=c w_k\left(\frac{\rho}{\tau}\right)^{\min(n,k)}\qquad(n\ne k), \tag*{(11)} q nk = c w k ( τ ρ ) m i n ( n , k ) ( n = k ) , (11) R n n = c [ ( 1 − τ ) ρ n − 1 ρ − 1 + τ ρ n ] . (12) R_{nn}=c\left[(1-\tau)\frac{\rho^n-1}{\rho-1}+\tau\rho^n\right]. \tag*{(12)} R nn = c [ ( 1 − τ ) ρ − 1 ρ n − 1 + τ ρ n ] . (12) Detailed balance w n q n k = w k q k n w_nq_{nk}=w_kq_{kn} w n q nk = w k q k n holds.
Proof: If x ∈ S n x\in S_n x ∈ S n and y ∈ S k y\in S_k y ∈ S k , k ≠ n k\ne n k = n , then ∥ x − y ∥ K = Q − min ( n , k ) \lVert x-y\rVert_K=Q^{-\min(n,k)} ∥ x − y ∥ K = Q − m i n ( n , k ) . Multiplication by the mass w k w_k w k gives (11) . The shell S n S_n S n contributes zero: the numerator vanishes identically on that shell, irrespective of the distance between its points. Splitting into k < n k<n k < n and k > n k>n k > n proves (10) . Summation of the rates gives (12) . The balance identity follows from the symmetry of w n w k ( ρ τ ) min ( n , k ) w_nw_k\left(\frac{\rho}{\tau}\right)^{\min(n,k)} w n w k ( τ ρ ) m i n ( n , k ) .
For any integer n ∈ Z n\in\mathbb{Z} n ∈ Z , define the function
g n ≔ d e f 1 B n + 1 − τ 1 B n ( 1 − τ ) τ n + 1 . (13) g_n\mathrel{\mathop{\coloneqq}^{\mathrm{def}}}\frac{\mathbf{1}_{B_{n+1}}-\tau\mathbf{1}_{B_n}}{\sqrt{(1-\tau)\tau^{n+1}}}. \tag*{(13)} g n : = def ( 1 − τ ) τ n + 1 1 B n + 1 − τ 1 B n . (13)
Theorem 2.3. On the unit ball, 1 , ( g n ) n ≥ 0 1,(g_n)_{n\ge0} 1 , ( g n ) n ≥ 0 form an orthonormal basis of ℓ 0 2 ( w ) \ell^2_0(w) ℓ 0 2 ( w ) , and
R r a d α 1 = 0 , R r a d α g n = λ n g n , dom R r a d α = { f : ∑ n ≥ 0 λ n 2 ∣ ⟨ f , g n ⟩ ∣ 2 < ∞ } . (14) R^\alpha_{\mathrm{rad}}1=0,\qquad R^\alpha_{\mathrm{rad}}g_n=\lambda_ng_n,\qquad\operatorname{dom}R^\alpha_{\mathrm{rad}}=\left\{f:\sum_{n\ge0}\lambda_n^2|\langle f,g_n\rangle|^2<\infty\right\}. \tag*{(14)} R rad α 1 = 0 , R rad α g n = λ n g n , dom R rad α = { f : n ≥ 0 ∑ λ n 2 ∣ ⟨ f , g n ⟩ ∣ 2 < ∞ } . (14) The space C C C of finite linear combinations of 1 , g 0 , g 1 , … 1,g_0,g_1,\ldots 1 , g 0 , g 1 , … is an operator core. It coincides with the space of eventually constant sequences.
Proof: The numerator in (13) has integral zero and squared norm ( 1 − τ ) τ n + 1 (1-\tau)\tau^{n+1} ( 1 − τ ) τ n + 1 . Nested supports and zero means give orthogonality. The displayed orthonormal family spans every function constant on S 0 , … , S N − 1 S_0,\ldots,S_{N-1} S 0 , … , S N − 1 and constant on the remaining ball B N B_N B N . These spaces increase densely in ℓ 0 2 ( w ) \ell^2_0(w) ℓ 0 2 ( w ) , and their union is the space of eventually constant sequences. Equation (9) , applied to g n g_n g n for n ≥ 0 n\ge0 n ≥ 0 , together with (7) and the multiplier formula for D α D^\alpha D α , gives (14) : the Fourier transform of the numerator in (13) is τ n + 1 1 S − n − 1 \tau^{n+1}\mathbf{1}_{S_{-n-1}} τ n + 1 1 S − n − 1 , on which the symbol ∥ ξ ∥ K α \lVert\xi\rVert_K^\alpha ∥ ξ ∥ K α is constant, equal to ρ n + 1 \rho^{n+1} ρ n + 1 . The diagonal spectral theorem gives the domain and the core.
Remark 2.4. Up to normalization, g n − 1 g_{n-1} g n − 1 is the little 0 0 0 -Laguerre function p n τ , 0 ; 0 p_n^{\tau,0;0} p n τ , 0 ; 0 of [48 Theorem 2.1] , which takes the values 0 0 0 , − τ 1 − τ -\frac{\tau}{1-\tau} − 1 − τ τ and 1 1 1 on the levels k < n − 1 k<n-1 k < n − 1 , k = n − 1 k=n-1 k = n − 1 and k ≥ n k\ge n k ≥ n . These functions are the spherical functions of G L d ( O ) \mathrm{GL}_d(\mathcal{O}) GL d ( O ) acting on O d \mathcal{O}^d O d [48 Section 5.2] , after [38 ] ; for d = 1 d=1 d = 1 this interpretation goes back to Dunkl and Ramirez [26 ] .
The radial Dirichlet form
For any f ∈ ℓ N 0 2 ( w ) f\in\ell^2_{\mathbb{N}_0}(w) f ∈ ℓ N 0 2 ( w ) , we put
E R ( f ) ≔ ∑ 0 ≤ m < k w m q m k ∣ f m − f k ∣ 2 ∈ [ 0 , ∞ ] , dom E R ≔ { f ∈ ℓ N 0 2 ( w ) : E R ( f ) < ∞ } . (15) \mathcal{E}_R(f)\coloneqq\sum_{0\le m<k}w_mq_{mk}|f_m-f_k|^2\in[0,\infty],\qquad\operatorname{dom}\mathcal{E}_R\coloneqq\{f\in\ell^2_{\mathbb{N}_0}(w):\mathcal{E}_R(f)<\infty\}. \tag*{(15)} E R ( f ) : = 0 ≤ m < k ∑ w m q mk ∣ f m − f k ∣ 2 ∈ [ 0 , ∞ ] , dom E R : = { f ∈ ℓ N 0 2 ( w ) : E R ( f ) < ∞ } . (15)
Since w m q m k = c ( 1 − τ ) 2 τ k ρ m w_mq_{mk}=c(1-\tau)^2\tau^k\rho^m w m q mk = c ( 1 − τ ) 2 τ k ρ m for m < k m<k m < k , we have, writing k = m + j k=m+j k = m + j ,
E R ( f ) = c ( 1 − τ ) 2 ∑ j ≥ 1 τ − j ∑ m ≥ 0 Q ( α − d ) m ∣ f m + j − f m ∣ 2 . (16) \mathcal{E}_R(f)=c(1-\tau)^2\sum_{j\ge1}\tau^{-j}\sum_{m\ge0}Q^{(\alpha-d)m}|f_{m+j}-f_m|^2. \tag*{(16)} E R ( f ) = c ( 1 − τ ) 2 j ≥ 1 ∑ τ − j m ≥ 0 ∑ Q ( α − d ) m ∣ f m + j − f m ∣ 2 . (16)
Lemma 2.5 The form (15) is the closed form of the nonnegative self-adjoint operator R r a d α R^\alpha_{\mathrm{rad}} R rad α . More precisely, dom E R = dom ( R r a d α ) 1 2 \operatorname{dom}\mathcal{E}_R=\operatorname{dom}(R^\alpha_{\mathrm{rad}})^{\frac12} dom E R = dom ( R rad α ) 2 1 , the space C C C is a core for E R \mathcal{E}_R E R , and
E R ( f ) = ∑ n ≥ 0 λ n ∣ ⟨ f , g n ⟩ ∣ 2 , f ∈ ℓ N 0 2 ( w ) . \mathcal{E}_R(f)=\sum_{n\ge0}\lambda_n|\langle f,g_n\rangle|^2,\qquad f\in\ell^2_{\mathbb{N}_0}(w). E R ( f ) = n ≥ 0 ∑ λ n ∣ ⟨ f , g n ⟩ ∣ 2 , f ∈ ℓ N 0 2 ( w ) .
Proof: We first show that E R \mathcal{E}_R E R is closed. Let ( f ( i ) ) (f^{(i)}) ( f ( i ) ) be a sequence of dom E R \operatorname{dom}\mathcal{E}_R dom E R which is Cauchy for the norm ( E R ( ⋅ ) + ∥ ⋅ ∥ 2 ) 1 2 (\mathcal{E}_R(\cdot)+\|\cdot\|^2)^{\frac12} ( E R ( ⋅ ) + ∥ ⋅ ∥ 2 ) 2 1 . It converges in ℓ N 0 2 ( w ) \ell^2_{\mathbb{N}_0}(w) ℓ N 0 2 ( w ) to some f f f , hence coordinatewise. By Fatou’s lemma for series of nonnegative terms,
E R ( f ( i ) − f ) ≤ lim inf i ′ → ∞ E R ( f ( i ) − f ( i ′ ) ) . \mathcal{E}_R(f^{(i)}-f)\le\liminf_{i'\to\infty}\mathcal{E}_R(f^{(i)}-f^{(i')}). E R ( f ( i ) − f ) ≤ i ′ → ∞ lim inf E R ( f ( i ) − f ( i ′ ) ) .
which is small for large i i i . Thus f ∈ dom E R f\in\operatorname{dom}\mathcal{E}_R f ∈ dom E R and f ( i ) → f f^{(i)}\to f f ( i ) → f in the form norm.
Now, we consider an eventually constant sequence g ∈ C g\in C g ∈ C , say g k = g N g_k=g_N g k = g N for k ≥ N k\ge N k ≥ N , and f ∈ dom E R f\in\operatorname{dom}\mathcal{E}_R f ∈ dom E R . We claim that
E R ( f , g ) = ⟨ f , R r a d α g ⟩ ℓ N 0 2 ( w ) . (17) \mathcal{E}_R(f,g)=\langle f,R^\alpha_{\mathrm{rad}}g\rangle_{\ell^2_{\mathbb{N}_0}(w)}. \tag*{(17)} E R ( f , g ) = ⟨ f , R rad α g ⟩ ℓ N 0 2 ( w ) . (17)
where E R ( ⋅ , ⋅ ) \mathcal{E}_R(\cdot,\cdot) E R ( ⋅ , ⋅ ) denotes the sesquilinear form associated with (15) . By symmetry of the kernel w n q n k w_nq_{nk} w n q nk , we have E R ( f , g ) = 1 2 ∑ n ≠ k w n q n k ( f n − f k ) ( g n − g k ) \mathcal{E}_R(f,g)=\frac12\sum_{n\ne k}w_nq_{nk}(f_n-f_k)(g_n-g_k) E R ( f , g ) = 2 1 ∑ n = k w n q nk ( f n − f k ) ( g n − g k ) , and it suffices to show that ∑ n ≠ k w n q n k ∣ f n ∣ ∣ g n − g k ∣ < ∞ \sum_{n\ne k}w_nq_{nk}|f_n||g_n-g_k|<\infty ∑ n = k w n q nk ∣ f n ∣∣ g n − g k ∣ < ∞ . Terms with n , k ≥ N n,k\ge N n , k ≥ N vanish. For n < N n<N n < N , the sum over k k k is bounded by 2 ∥ g ∥ ∞ w n ∣ f n ∣ R n n 2\|g\|_\infty w_n|f_n|R_{nn} 2∥ g ∥ ∞ w n ∣ f n ∣ R nn . For n ≥ N n\ge N n ≥ N and k < N k<N k < N , we have w n q n k = c w n w k ( ρ τ ) k w_nq_{nk}=cw_nw_k(\frac{\rho}{\tau})^k w n q nk = c w n w k ( τ ρ ) k , and the corresponding sum is bounded by 2 ∥ g ∥ ∞ c ∑ k < N w k ( ρ τ ) k ∑ n ≥ N w n ∣ f n ∣ 2\|g\|_\infty c\sum_{k<N}w_k(\frac{\rho}{\tau})^k\sum_{n\ge N}w_n|f_n| 2∥ g ∥ ∞ c ∑ k < N w k ( τ ρ ) k ∑ n ≥ N w n ∣ f n ∣ , which is finite since w w w is a probability. Consequently we may split the product and use detailed balance:
E R ( f , g ) = ∑ n w n f n ∑ k ≠ n q n k ( g n − g k ) = xref‘(2.5)‘ ⟨ f , R r a d α g ⟩ . \mathcal{E}_R(f,g)=\sum_n w_nf_n\sum_{k\ne n}q_{nk}(g_n-g_k)\overset{\text{\scriptsize{xref}`(2.5)`}}{=}\langle f,R^\alpha_{\mathrm{rad}}g\rangle. E R ( f , g ) = n ∑ w n f n k = n ∑ q nk ( g n − g k ) = xref ‘(2.5)‘ ⟨ f , R rad α g ⟩ .
This proves (17) .
Suppose that f ∈ dom E R f\in\operatorname{dom}\mathcal{E}_R f ∈ dom E R satisfies E R ( f , g ) + ⟨ f , g ⟩ = 0 \mathcal{E}_R(f,g)+\langle f,g\rangle=0 E R ( f , g ) + ⟨ f , g ⟩ = 0 for any g ∈ C g\in C g ∈ C . By (17) , ⟨ f , ( R r a d α + I ) g ⟩ = 0 \langle f,(R^\alpha_{\mathrm{rad}}+I)g\rangle=0 ⟨ f , ( R rad α + I ) g ⟩ = 0 for any g ∈ C g\in C g ∈ C . The operator R r a d α + I R^\alpha_{\mathrm{rad}}+I R rad α + I maps C C C onto C C C , by (14) . Hence f f f is orthogonal to the dense subspace C C C , and f = 0 f=0 f = 0 . Thus C C C is a core for the closed form E R \mathcal{E}_R E R . On the other hand, (17) with f = g ∈ C f=g\in C f = g ∈ C shows that E R \mathcal{E}_R E R agrees on C C C with the form g ↦ ⟨ g , R r a d α g ⟩ = ∑ n λ n ∣ ⟨ g , g n ⟩ ∣ 2 g\mapsto\langle g,R^\alpha_{\mathrm{rad}}g\rangle=\sum_n\lambda_n|\langle g,g_n\rangle|^2 g ↦ ⟨ g , R rad α g ⟩ = ∑ n λ n ∣ ⟨ g , g n ⟩ ∣ 2 , for which C C C is also a core. Both closed forms are therefore the closure of the same form on C C C , which proves the lemma.
Conditional expectations and an entrance law
For n ≥ 0 n \ge0 n ≥ 0 let E n \mathbb{E}_n E n retain the first n n n shell values and average the rest:
( E n f ) k = { f k , k < n , ( 1 − τ ) ∑ j ≥ 0 τ j f n + j , k ≥ n . (18) (\mathbb{E}_n f)_k =
\begin{cases}
f_k, & k<n,\\
(1-\tau)\sum_{j\ge0}\tau^j f_{n+j}, & k\ge n.
\end{cases} \tag*{(18)} ( E n f ) k = { f k , ( 1 − τ ) ∑ j ≥ 0 τ j f n + j , k < n , k ≥ n . (18)
They are probability-preserving conditional expectations, E i E j = E min ( i , j ) \mathbb{E}_i\mathbb{E}_j=\mathbb{E}_{\min(i,j)} E i E j = E m i n ( i , j ) , and E 0 \mathbb{E}_0 E 0 is the mean. On g k g_k g k , E n \mathbb{E}_n E n is zero for n ≤ k n\le k n ≤ k and the identity for n > k n>k n > k . Therefore
R r a d α = c ( I − E 0 ) + ( ρ − 1 ) ∑ n ≥ 1 ρ n ( I − E n ) R^\alpha_{\mathrm{rad}}=c(I-\mathbb{E}_0)+(\rho-1)\sum_{n\ge1}\rho^n(I-\mathbb{E}_n) R rad α = c ( I − E 0 ) + ( ρ − 1 ) n ≥ 1 ∑ ρ n ( I − E n )
on C \mathcal{C} C . Let T t = e − t R r a d α T_t=e^{-tR^\alpha_{\mathrm{rad}}} T t = e − t R rad α . Put
a 0 ( t ) : = 1 − e − t λ 0 , a n ( t ) : = e − t λ n − 1 − e − t λ n ( n ≥ 1 ) . (19) a_0(t)\mathrel{\mathop:}=1-e^{-t\lambda_0},\qquad a_n(t)\mathrel{\mathop:}=e^{-t\lambda_{n-1}}-e^{-t\lambda_n}\quad(n\ge1). \tag*{(19)} a 0 ( t ) : = 1 − e − t λ 0 , a n ( t ) : = e − t λ n − 1 − e − t λ n ( n ≥ 1 ) . (19)
For t > 0 t>0 t > 0 these numbers are nonnegative and sum to one, and
T t = ∑ n ≥ 0 a n ( t ) E n . (20) T_t=\sum_{n\ge0}a_n(t)\mathbb{E}_n. \tag*{(20)} T t = n ≥ 0 ∑ a n ( t ) E n . (20)
This identity follows on the orthonormal basis and then on bounded sequences by normality. It also proves conservativity and positivity directly. The operator E n \mathbb{E}_n E n is the radial part of the averaging operator over balls of radius Q − n Q^{-n} Q − n , and (20) is an instance of the description of isotropic Markov semigroups on ultrametric spaces as mixtures of such averaging operators [9 ] . Each E n \mathbb{E}_n E n maps the space of convergent sequences to itself, and E n f → f \mathbb{E}_n f\to f E n f → f uniformly for such f f f . Thus ( T t ) (T_t) ( T t ) is a Feller semigroup on C ( X τ ) C(X_\tau) C ( X τ ) .
Write P t ( n , k ) = ( T t 1 { k } ) n P_t(n,k)=(T_t\mathbf{1}_{\{k\}})_n P t ( n , k ) = ( T t 1 { k } ) n for transition probabilities. Define the probability measures
ν j ( k ) : = ( 1 − τ ) τ k − j 1 { k ≥ j } , μ t ( k ) : = ∑ j ≥ 0 a j ( t ) ν j ( k ) . \nu_j(k)\mathrel{\mathop:}=(1-\tau)\tau^{k-j}\mathbf{1}_{\{k\ge j\}},\qquad\mu_t(k)\mathrel{\mathop:}=\sum_{j\ge0}a_j(t)\nu_j(k). ν j ( k ) : = ( 1 − τ ) τ k − j 1 { k ≥ j } , μ t ( k ) : = j ≥ 0 ∑ a j ( t ) ν j ( k ) .
Lemma 2.6 For any t > 0 t>0 t > 0 , P t ( n , ⋅ ) P_t(n,\cdot) P t ( n , ⋅ ) converges in ℓ 1 \ell^1 ℓ 1 to μ t \mu_t μ t as n → ∞ n\to\infty n → ∞ :
∥ P t ( n , ⋅ ) − μ t ∥ ℓ 1 ≤ 2 e − t λ n . (21) \lVert P_t(n,\cdot)-\mu_t\rVert_{\ell^1}\le2e^{-t\lambda_n}. \tag*{(21)} ∥ P t ( n , ⋅ ) − μ t ∥ ℓ 1 ≤ 2 e − t λ n . (21) For t j = ρ − j t_j=\rho^{-j} t j = ρ − j , j ≥ 1 j\ge1 j ≥ 1 , these entrance laws have a uniformly positive atom:
μ t j ( j ) ≥ δ T , δ T : = ( 1 − τ ) ( e − 1 − e − ρ ) > 0. \mu_{t_j}(j)\ge\delta_T,\qquad\delta_T\mathrel{\mathop:}=(1-\tau)(e^{-1}-e^{-\rho})>0. μ t j ( j ) ≥ δ T , δ T : = ( 1 − τ ) ( e − 1 − e − ρ ) > 0.
Proof. For ℓ ≤ n \ell\le n ℓ ≤ n , the n n n th row of E ℓ \mathbb{E}_\ell E ℓ is ν ℓ \nu_\ell ν ℓ , whereas for ℓ > n \ell>n ℓ > n it is the point mass at n n n . The total coefficient of the latter rows is ∑ ℓ > n a ℓ ( t ) = e − t λ n \sum_{\ell>n}a_\ell(t)=e^{-t\lambda_n} ∑ ℓ > n a ℓ ( t ) = e − t λ n . Comparing the two probability mixtures gives (21) . Moreover μ t ( j ) ≥ ( 1 − τ ) a j ( t ) \mu_t(j)\ge(1-\tau)a_j(t) μ t ( j ) ≥ ( 1 − τ ) a j ( t ) , and a j ( t j ) = e κ t j ( e − 1 − e − ρ ) ≥ e − 1 − e − ρ a_j(t_j)=e^{\kappa t_j}(e^{-1}-e^{-\rho})\ge e^{-1}-e^{-\rho} a j ( t j ) = e κ t j ( e − 1 − e − ρ ) ≥ e − 1 − e − ρ .
Little η \eta η -Jacobi birth–death operators
In this section 0 < τ < 1 0<\tau<1 0 < τ < 1 and 0 < η < 1 0<\eta<1 0 < η < 1 are arbitrary, and w k = ( 1 − τ ) τ k w_k=(1-\tau)\tau^k w k = ( 1 − τ ) τ k , k ≥ 0 k\ge0 k ≥ 0 . We consider the space ℓ 0 2 ( w ) \ell^2_0(w) ℓ 0 2 ( w ) and the compact set
Y η : = { η k : k ≥ 0 } ∪ { 0 } . Y_\eta\mathrel{\mathop:}=\{\eta^k:k\ge0\}\cup\{0\}. Y η : = { η k : k ≥ 0 } ∪ { 0 } .
A function of k ∈ N 0 k \in\mathbb{N}_0 k ∈ N 0 is called a polynomial in η k \eta^k η k if it is of the form k ↦ p ( η k ) k \mapsto p(\eta^k) k ↦ p ( η k ) for a polynomial p ∈ C [ x ] p \in\mathbb{C}[x] p ∈ C [ x ] . We denote by P n \mathcal{P}_n P n the space of polynomials in η k \eta^k η k of degree at most n n n and by P \mathcal{P} P their union. We identify such a function with the polynomial p p p , which is a continuous function on Y η Y_\eta Y η ; in particular p ( 0 ) p(0) p ( 0 ) is the limit of p ( η k ) p(\eta^k) p ( η k ) as k → ∞ k \to\infty k → ∞ . We use the q q q -shifted factorials ( a ; η ) n : = ∏ i = 0 n − 1 ( 1 − a η i ) (a;\eta)_n \mathrel{\mathop:}= \prod_{i=0}^{n-1}(1-a\eta^i) ( a ; η ) n : = ∏ i = 0 n − 1 ( 1 − a η i ) , n ∈ N 0 ∪ { ∞ } n \in\mathbb{N}_0 \cup\{\infty\} n ∈ N 0 ∪ { ∞ } , see [27 (17.2.1) and (17.2.4)] and [32 Section 1.2] .
The operator and its spectral decomposition
Put
β k : = τ η − k − 1 ( 1 − η k + 1 ) , δ k : = η − k ( 1 − η k ) , k ≥ 0. \beta_k \mathrel{\mathop:}= \tau\eta^{-k-1}(1-\eta^{k+1}), \qquad\delta_k \mathrel{\mathop:}= \eta^{-k}(1-\eta^k), \qquad k \ge0. β k : = τ η − k − 1 ( 1 − η k + 1 ) , δ k : = η − k ( 1 − η k ) , k ≥ 0.
In particular δ 0 = 0 \delta_0=0 δ 0 = 0 , and the detailed balance condition
w k β k = w k + 1 δ k + 1 = ( 1 − τ ) ( τ η ) k + 1 ( 1 − η k + 1 ) , k ≥ 0. (22) w_k\beta_k=w_{k+1}\delta_{k+1}=(1-\tau)\left(\frac{\tau}{\eta}\right)^{k+1}(1-\eta^{k+1}), \qquad k \ge0. \tag*{(22)} w k β k = w k + 1 δ k + 1 = ( 1 − τ ) ( η τ ) k + 1 ( 1 − η k + 1 ) , k ≥ 0. (22)
holds. For any function f : N 0 → C f:\mathbb{N}_0 \to\mathbb{C} f : N 0 → C we define L η f L_\eta f L η f by (3) , that is ( L η f ) ( k ) = β k ( f ( k ) − f ( k + 1 ) ) + δ k ( f ( k ) − f ( k − 1 ) ) (L_\eta f)(k)=\beta_k(f(k)-f(k+1))+\delta_k(f(k)-f(k-1)) ( L η f ) ( k ) = β k ( f ( k ) − f ( k + 1 )) + δ k ( f ( k ) − f ( k − 1 )) , the second term being zero for k = 0 k=0 k = 0 . For f ∈ ℓ N 0 2 ( w ) f \in\ell^2_{\mathbb{N}_0}(w) f ∈ ℓ N 0 2 ( w ) we put
E η ( f ) : = ∑ k ≥ 0 w k β k ∣ f ( k + 1 ) − f ( k ) ∣ 2 ∈ [ 0 , ∞ ] , dom E η : = { f ∈ ℓ N 0 2 ( w ) : E η ( f ) < ∞ } . (23) \mathcal{E}_\eta(f) \mathrel{\mathop:}= \sum_{k\ge0}w_k\beta_k\lvert f(k+1)-f(k)\rvert^2 \in[0,\infty], \qquad\operatorname{dom}\mathcal{E}_\eta\mathrel{\mathop:}= \{f\in\ell^2_{\mathbb{N}_0}(w):\mathcal{E}_\eta(f)<\infty\}. \tag*{(23)} E η ( f ) : = k ≥ 0 ∑ w k β k ∣ f ( k + 1 ) − f ( k ) ∣ 2 ∈ [ 0 , ∞ ] , dom E η : = { f ∈ ℓ N 0 2 ( w ) : E η ( f ) < ∞ } . (23)
Proposition 3.1. 1. For any integer n ≥ 0 n\ge0 n ≥ 0 , the operator L η L_\eta L η maps P n \mathcal{P}_n P n into P n \mathcal{P}_n P n , and L η ( x n ) − Λ n ( η ) x n ∈ P n − 1 L_\eta(x^n)-\Lambda_n(\eta)x^n\in\mathcal{P}_{n-1} L η ( x n ) − Λ n ( η ) x n ∈ P n − 1 , where Λ n ( η ) \Lambda_n(\eta) Λ n ( η ) is defined in (4) and P − 1 = { 0 } \mathcal{P}_{-1}=\{0\} P − 1 = { 0 } . The sequence ( Λ n ( η ) ) n ≥ 0 (\Lambda_n(\eta))_{n\ge0} ( Λ n ( η ) ) n ≥ 0 is strictly increasing and Λ 0 ( η ) = 0 \Lambda_0(\eta)=0 Λ 0 ( η ) = 0 .
The space P \mathcal{P} P is dense in ℓ N 0 2 ( w ) \ell^2_{\mathbb{N}_0}(w) ℓ N 0 2 ( w ) and contained in dom E η \operatorname{dom}\mathcal{E}_\eta dom E η . For any f ∈ dom E η f\in\operatorname{dom}\mathcal{E}_\eta f ∈ dom E η and any p ∈ P p\in\mathcal{P} p ∈ P , we have
E η ( f , p ) = ⟨ f , L η p ⟩ ℓ N 0 2 ( w ) . (24) \mathcal{E}_\eta(f,p)=\langle f,L_\eta p\rangle_{\ell^2_{\mathbb{N}_0}(w)}. \tag*{(24)} E η ( f , p ) = ⟨ f , L η p ⟩ ℓ N 0 2 ( w ) . (24)
The form E η \mathcal{E}_\eta E η is closed and P \mathcal{P} P is a core for it. The nonnegative self-adjoint operator associated with E η \mathcal{E}_\eta E η , still denoted by L η L_\eta L η , is diagonal in the orthonormal basis ( e n η ) n ≥ 0 (e^\eta_n)_{n\ge0} ( e n η ) n ≥ 0 obtained by the Gram–Schmidt process from 1 , x , x 2 , … 1,x,x^2,\ldots 1 , x , x 2 , … , and L η e n η = Λ n ( η ) e n η L_\eta e^\eta_n=\Lambda_n(\eta)e^\eta_n L η e n η = Λ n ( η ) e n η . In particular dom E η = dom L η 1 / 2 \operatorname{dom}\mathcal{E}_\eta=\operatorname{dom}L_\eta^{1/2} dom E η = dom L η 1/2 and E η ( f ) = ∑ n Λ n ( η ) ∣ ⟨ f , e n η ⟩ ∣ 2 \mathcal{E}_\eta(f)=\sum_n\Lambda_n(\eta)\lvert\langle f,e^\eta_n\rangle\rvert^2 E η ( f ) = ∑ n Λ n ( η ) ∣⟨ f , e n η ⟩ ∣ 2 .
For any n ≥ 0 n\ge0 n ≥ 0 , the polynomial e n η e^\eta_n e n η does not vanish at 0 0 0 , and φ n η : = ( e n η ( 0 ) ) − 1 e n η \varphi^\eta_n\mathrel{\mathop:}=(e^\eta_n(0))^{-1}e^\eta_n φ n η : = ( e n η ( 0 ) ) − 1 e n η is the unique polynomial of degree n n n orthogonal to P n − 1 \mathcal{P}_{n-1} P n − 1 and equal to 1 1 1 at 0 0 0 . It is the little η \eta η -Jacobi polynomial p n ( x ; τ η − 1 , 1 ; η ) p_n(x;\tau\eta^{-1},1;\eta) p n ( x ; τ η − 1 , 1 ; η ) of [44 Section 14.12] .
Proof. 1. Let f ( k ) = η n k = x n f(k)=\eta^{nk}=x^n f ( k ) = η nk = x n with x = η k x=\eta^k x = η k . A direct computation gives, for any k ≥ 0 k\ge0 k ≥ 0 ,
( L η f ) ( k ) = τ η − k − 1 ( 1 − η k + 1 ) η n k ( 1 − η n ) + η − k ( 1 − η k ) η n k ( 1 − η − n ) = x n − 1 [ τ η ( 1 − η x ) ( 1 − η n ) + ( 1 − x ) ( 1 − η − n ) ] . \begin{aligned}
(L_\eta f)(k)=\tau\eta^{-k-1}(1-\eta^{k+1})\eta^{nk}(1-\eta^n)+\eta^{-k}(1-\eta^k)\eta^{nk}(1-\eta^{-n}) \\
&=x^{n-1}\left[\frac{\tau}{\eta}(1-\eta x)(1-\eta^n)+(1-x)(1-\eta^{-n})\right].
\end{aligned} ( L η f ) ( k ) = τ η − k − 1 ( 1 − η k + 1 ) η nk ( 1 − η n ) + η − k ( 1 − η k ) η nk ( 1 − η − n ) = x n − 1 [ η τ ( 1 − η x ) ( 1 − η n ) + ( 1 − x ) ( 1 − η − n ) ] .
which is also valid for k = 0 k=0 k = 0 since δ 0 = 0 \delta_0=0 δ 0 = 0 and 1 − x = 0 1-x=0 1 − x = 0 there. The bracket vanishes for n = 0 n=0 n = 0 . The coefficient of x n x^n x n is − τ ( 1 − η n ) − ( 1 − η − n ) = η − n ( 1 − η n ) ( 1 − τ η n ) = Λ n ( η ) -\tau(1-\eta^n)-(1-\eta^{-n})=\eta^{-n}(1-\eta^n)(1-\tau\eta^n)=\Lambda_n(\eta) − τ ( 1 − η n ) − ( 1 − η − n ) = η − n ( 1 − η n ) ( 1 − τ η n ) = Λ n ( η ) . This proves the first assertion. Moreover
Λ n + 1 ( η ) − Λ n ( η ) = ( 1 − η ) ( η − n − 1 − τ η n ) > 0 , (25) \Lambda_{n+1}(\eta)-\Lambda_n(\eta)=(1-\eta)(\eta^{-n-1}-\tau\eta^n)>0, \tag*{(25)} Λ n + 1 ( η ) − Λ n ( η ) = ( 1 − η ) ( η − n − 1 − τ η n ) > 0 , (25)
since Λ n ( η ) = η − n − 1 − τ + τ η n \Lambda_n(\eta)=\eta^{-n}-1-\tau+\tau\eta^n Λ n ( η ) = η − n − 1 − τ + τ η n .
The measure ∑ k w k δ η k \sum_k w_k\delta_{\eta^k} ∑ k w k δ η k lives on the compact set Y η Y_\eta Y η and has no mass at 0. Polynomials are uniformly dense in C ( Y η ) C(Y_\eta) C ( Y η ) by the Stone–Weierstrass theorem, and indicators of the isolated points η k \eta^k η k are continuous. Since finitely supported sequences are dense in ℓ 0 2 ( w ) \ell^2_0(w) ℓ 0 2 ( w ) , the space P \mathcal{P} P is dense. For p ∈ P p\in\mathcal{P} p ∈ P , the mean value theorem gives ∣ p ( η k + 1 ) − p ( η k ) ∣ ≤ ∥ p ′ ∥ L ∞ [ 0 , 1 ] η k |p(\eta^{k+1})-p(\eta^k)|\leq\|p'\|_{L^\infty[0,1]}\eta^k ∣ p ( η k + 1 ) − p ( η k ) ∣ ≤ ∥ p ′ ∥ L ∞ [ 0 , 1 ] η k , hence by (22)
E η ( p ) ≤ ( 1 − τ ) η − 1 ∥ p ′ ∥ L ∞ [ 0 , 1 ] 2 ∑ k ≥ 0 ( τ η ) k < ∞ . \mathcal{E}_\eta(p)\leq(1-\tau)\eta^{-1}\|p'\|_{L^\infty[0,1]}^2\sum_{k\geq0}(\tau\eta)^k<\infty. E η ( p ) ≤ ( 1 − τ ) η − 1 ∥ p ′ ∥ L ∞ [ 0 , 1 ] 2 k ≥ 0 ∑ ( τ η ) k < ∞.
Now, let f ∈ dom E η f\in\operatorname{dom}\mathcal{E}_\eta f ∈ dom E η and p ∈ P p\in\mathcal{P} p ∈ P . Put c k = w k β k = w k + 1 δ k + 1 c_k=w_k\beta_k=w_{k+1}\delta_{k+1} c k = w k β k = w k + 1 δ k + 1 . A summation by parts gives, for any integer N ≥ 1 N\geq1 N ≥ 1 ,
∑ k = 0 N − 1 c k ( f ( k + 1 ) − f ( k ) ) ( p ( k + 1 ) − p ( k ) ) ‾ = ∑ k = 0 N w k f ( k ) ( L η p ) ( k ) ‾ + c N − 1 f ( N ) ( p ( N ) − p ( N − 1 ) ) ‾ . (26) \sum_{k=0}^{N-1}c_k\bigl(f(k+1)-f(k)\bigr)\overline{\bigl(p(k+1)-p(k)\bigr)}
=\sum_{k=0}^{N}w_kf(k)\overline{(L_\eta p)(k)}+c_{N-1}f(N)\overline{\bigl(p(N)-p(N-1)\bigr)}. \tag*{(26)} k = 0 ∑ N − 1 c k ( f ( k + 1 ) − f ( k ) ) ( p ( k + 1 ) − p ( k ) ) = k = 0 ∑ N w k f ( k ) ( L η p ) ( k ) + c N − 1 f ( N ) ( p ( N ) − p ( N − 1 ) ) . (26)
Indeed, the coefficient of f ( k ) f(k) f ( k ) on the left-hand side is c k − 1 ( p ( k ) − p ( k − 1 ) ) + c k ( p ( k ) − p ( k + 1 ) ) c_{k-1}\bigl(p(k)-p(k-1)\bigr)+c_k\bigl(p(k)-p(k+1)\bigr) c k − 1 ( p ( k ) − p ( k − 1 ) ) + c k ( p ( k ) − p ( k + 1 ) ) for 1 ≤ k ≤ N − 1 1\leq k\leq N-1 1 ≤ k ≤ N − 1 and c 0 ( p ( 0 ) − p ( 1 ) ) c_0\bigl(p(0)-p(1)\bigr) c 0 ( p ( 0 ) − p ( 1 ) ) for k = 0 k=0 k = 0 , which is w k ( L η p ) ( k ) w_k(L_\eta p)(k) w k ( L η p ) ( k ) by (22) . For the boundary term, we use ∣ f ( N ) ∣ ≤ w N − 1 / 2 ∥ f ∥ |f(N)|\leq w_N^{-1/2}\|f\| ∣ f ( N ) ∣ ≤ w N − 1/2 ∥ f ∥ , the mean value theorem and c N − 1 ≤ ( τ η ) N c_{N-1}\leq\left(\frac{\tau}{\eta}\right)^N c N − 1 ≤ ( η τ ) N :
∣ c N − 1 f ( N ) ( p ( N ) − p ( N − 1 ) ) ∣ ≤ ( τ η ) N ( 1 − τ ) − 1 / 2 τ − N / 2 ∥ f ∥ ∥ p ′ ∥ L ∞ [ 0 , 1 ] η N − 1 = ∥ f ∥ ∥ p ′ ∥ L ∞ [ 0 , 1 ] η ( 1 − τ ) 1 / 2 τ N / 2 , \left|c_{N-1}f(N)\bigl(p(N)-p(N-1)\bigr)\right|
\leq\left(\frac{\tau}{\eta}\right)^N(1-\tau)^{-1/2}\tau^{-N/2}\|f\|\|p'\|_{L^\infty[0,1]}\eta^{N-1}
=\frac{\|f\|\|p'\|_{L^\infty[0,1]}}{\eta(1-\tau)^{1/2}}\tau^{N/2}, c N − 1 f ( N ) ( p ( N ) − p ( N − 1 ) ) ≤ ( η τ ) N ( 1 − τ ) − 1/2 τ − N /2 ∥ f ∥∥ p ′ ∥ L ∞ [ 0 , 1 ] η N − 1 = η ( 1 − τ ) 1/2 ∥ f ∥∥ p ′ ∥ L ∞ [ 0 , 1 ] τ N /2 ,
which tends to zero. The left-hand side of (3.4) converges to E η ( f , p ) \mathcal{E}_\eta(f,p) E η ( f , p ) , since the series defining E η ( f , p ) \mathcal{E}_\eta(f,p) E η ( f , p ) converges absolutely by the Cauchy–Schwarz inequality. The first term of the right-hand side converges to ⟨ f , L η p ⟩ \langle f,L_\eta p\rangle ⟨ f , L η p ⟩ , since L η p ∈ P L_\eta p\in\mathcal{P} L η p ∈ P is bounded. This proves (24) .
The closedness follows by the Fatou argument of the proof of Lemma 2.5 . Suppose that f ∈ dom E η f\in\operatorname{dom}\mathcal{E}_\eta f ∈ dom E η satisfies E η ( f , p ) + ⟨ f , p ⟩ = 0 \mathcal{E}_\eta(f,p)+\langle f,p\rangle=0 E η ( f , p ) + ⟨ f , p ⟩ = 0 for any p ∈ P p\in\mathcal{P} p ∈ P . By (24) , ⟨ f , ( L η + I ) p ⟩ = 0 \langle f,(L_\eta+I)p\rangle=0 ⟨ f , ( L η + I ) p ⟩ = 0 for any p ∈ P p\in\mathcal{P} p ∈ P . By part 1, L η + I L_\eta+I L η + I maps P n \mathcal{P}_n P n into itself with a triangular matrix whose diagonal entries Λ m ( η ) + 1 \Lambda_m(\eta)+1 Λ m ( η ) + 1 are positive, hence onto P n \mathcal{P}_n P n . Thus f ⊥ P f\perp\mathcal{P} f ⊥ P and f = 0 f=0 f = 0 by part 2. Consequently P \mathcal{P} P is a core for E η \mathcal{E}_\eta E η .
By (24) with f ∈ P f\in\mathcal{P} f ∈ P , the operator L η L_\eta L η is symmetric on P \mathcal{P} P , and E η ( p ) = ⟨ p , L η p ⟩ \mathcal{E}_\eta(p)=\langle p,L_\eta p\rangle E η ( p ) = ⟨ p , L η p ⟩ for p ∈ P p\in\mathcal{P} p ∈ P . Since L η L_\eta L η preserves P n \mathcal{P}_n P n , the vector L η e n η L_\eta e_n^\eta L η e n η belongs to P n \mathcal{P}_n P n and is orthogonal to P n − 1 \mathcal{P}_{n-1} P n − 1 , because ⟨ L η e n η , p ⟩ = ⟨ e n η , L η p ⟩ = 0 \langle L_\eta e_n^\eta,p\rangle=\langle e_n^\eta,L_\eta p\rangle=0 ⟨ L η e n η , p ⟩ = ⟨ e n η , L η p ⟩ = 0 for p ∈ P n − 1 p\in\mathcal{P}_{n-1} p ∈ P n − 1 . Hence L η e n η L_\eta e_n^\eta L η e n η is a multiple of e n η e_n^\eta e n η , and comparing the coefficients of x n x^n x n by part 1 shows that the multiple is Λ n ( η ) \Lambda_n(\eta) Λ n ( η ) . The basis ( e n η ) (e_n^\eta) ( e n η ) is complete by part 2. The closed form E η \mathcal{E}_\eta E η is therefore the closure of the form p ↦ ∑ n Λ n ( η ) ∣ ⟨ p , e n η ⟩ ∣ 2 p\mapsto\sum_n\Lambda_n(\eta)|\langle p,e_n^\eta\rangle|^2 p ↦ ∑ n Λ n ( η ) ∣ ⟨ p , e n η ⟩ ∣ 2 on P \mathcal{P} P , which is the closed form of the diagonal operator with eigenvalues Λ n ( η ) \Lambda_n(\eta) Λ n ( η ) . This proves part 3.
The measure ∑ k w k δ η k \sum_k w_k\delta_{\eta^k} ∑ k w k δ η k is a positive measure on [ 0 , 1 ] [0,1] [ 0 , 1 ] with infinite support. By [68 Theorem 3.3.1] , the zeros of e n η e_n^\eta e n η are real, simple and contained in the open interval ( 0 , 1 ) (0,1) ( 0 , 1 ) . Hence e n η ( 0 ) ≠ 0 e_n^\eta(0)\neq0 e n η ( 0 ) = 0 . The orthogonal complement of P n − 1 \mathcal{P}_{n-1} P n − 1 in P n \mathcal{P}_n P n is one-dimensional, which gives uniqueness. The polynomials p n ( x ; a , b ; η ) p_n(x;a,b;\eta) p n ( x ; a , b ; η ) of [44 Section 14.12] are orthogonal with respect to the weights ( b η ; η ) k ( η ; η ) k ( a η ) k \frac{(b\eta;\eta)_k}{(\eta;\eta)_k}(a\eta)^k ( η ; η ) k ( b η ; η ) k ( a η ) k on the points η k \eta^k η k , for a = η − 1 a=\eta^{-1} a = η − 1 and b = 1 b=1 b = 1 these weights are τ k \tau^k τ k . Since p n ( 0 ; a , b ; η ) = 1 p_n(0;a,b;\eta)=1 p n ( 0 ; a , b ; η ) = 1 , the identification follows from uniqueness.
For η = τ \eta=\tau η = τ the parameters are a = b = 1 a=b=1 a = b = 1 , and φ n τ \varphi_n^\tau φ n τ is the little τ \tau τ -Legendre polynomial. The first two are
φ 1 τ ( x ) = 1 − ( 1 + τ ) x , φ 2 τ ( x ) = 1 − ( 1 + τ ) ( 1 + τ + τ 2 ) τ x + ( 1 + τ + τ 2 ) ( 1 + τ 2 ) τ x 2 . (27) \varphi_1^\tau(x)=1-(1+\tau)x,\qquad
\varphi_2^\tau(x)=1-\frac{(1+\tau)(1+\tau+\tau^2)}{\tau}x+\frac{(1+\tau+\tau^2)(1+\tau^2)}{\tau}x^2. \tag*{(27)} φ 1 τ ( x ) = 1 − ( 1 + τ ) x , φ 2 τ ( x ) = 1 − τ ( 1 + τ ) ( 1 + τ + τ 2 ) x + τ ( 1 + τ + τ 2 ) ( 1 + τ 2 ) x 2 . (27)
Indeed, the moments of the weights are ∑ k w k τ m k = 1 − τ 1 − τ m + 1 \sum_k w_k\tau^{mk}=\frac{1-\tau}{1-\tau^{m+1}} ∑ k w k τ mk = 1 − τ m + 1 1 − τ , and a direct verification shows that (27) are orthogonal to 1 1 1 , respectively to 1 1 1 and x x x . The corresponding eigenvalues are
Λ 1 ( τ ) = ( 1 − τ ) ( 1 − τ 2 ) τ , Λ 2 ( τ ) = ( 1 − τ 2 ) ( 1 − τ 3 ) τ 2 , 1 + τ + τ 2 τ Λ 1 ( τ ) = Λ 2 ( τ ) . (28) \Lambda_1(\tau)=\frac{(1-\tau)(1-\tau^2)}{\tau},\qquad\Lambda_2(\tau)=\frac{(1-\tau^2)(1-\tau^3)}{\tau^2},\qquad\frac{1+\tau+\tau^2}{\tau}\Lambda_1(\tau)=\Lambda_2(\tau). \tag*{(28)} Λ 1 ( τ ) = τ ( 1 − τ ) ( 1 − τ 2 ) , Λ 2 ( τ ) = τ 2 ( 1 − τ 2 ) ( 1 − τ 3 ) , τ 1 + τ + τ 2 Λ 1 ( τ ) = Λ 2 ( τ ) . (28)
The Feller semigroup and its law at the origin
Proposition 3.3 Let ( T t η ) t ≥ 0 (T_t^\eta)_{t\geq0} ( T t η ) t ≥ 0 be the semigroup e − t L η e^{-tL_\eta} e − t L η on ℓ N 0 2 ( w ) \ell^2_{\mathbb{N}_0}(w) ℓ N 0 2 ( w ) .
The semigroup is Markovian. More precisely, P t η ( n , k ) : = ( T t η 1 { k } ) ( n ) P_t^\eta(n,k)\mathrel{\mathop:}=(T_t^\eta1_{\{k\}})(n) P t η ( n , k ) : = ( T t η 1 { k } ) ( n ) is a stochastic matrix on N 0 \mathbb{N}_0 N 0 and ( T t η f ) ( n ) = ∑ k P t η ( n , k ) f ( k ) (T_t^\eta f)(n)=\sum_k P_t^\eta(n,k)f(k) ( T t η f ) ( n ) = ∑ k P t η ( n , k ) f ( k ) for any f ∈ ℓ N 0 ∞ f\in\ell^\infty_{\mathbb{N}_0} f ∈ ℓ N 0 ∞ .
For any f ∈ C ( Y η ) f\in C(Y_\eta) f ∈ C ( Y η ) , the function T t η f T_t^\eta f T t η f belongs to C ( Y η ) C(Y_\eta) C ( Y η ) . The resulting operators form a Feller semigroup on C ( Y η ) C(Y_\eta) C ( Y η ) , and T t η φ n η = e − t Λ n ( η ) φ n η T_t^\eta\varphi_n^\eta=e^{-t\Lambda_n(\eta)}\varphi_n^\eta T t η φ n η = e − t Λ n ( η ) φ n η .
The formula ∫ f d μ t η : = ( T t η f ) ( 0 ) \int f\,d\mu_t^\eta\mathrel{\mathop:}=(T_t^\eta f)(0) ∫ f d μ t η : = ( T t η f ) ( 0 ) defines a probability measure μ t η \mu_t^\eta μ t η on Y η Y_\eta Y η satisfying
∫ φ n η d μ t η = e − t Λ n ( η ) , n ≥ 0. (29) \int\varphi_n^\eta\,d\mu_t^\eta=e^{-t\Lambda_n(\eta)},\qquad n\geq0. \tag*{(29)} ∫ φ n η d μ t η = e − t Λ n ( η ) , n ≥ 0. (29) Suppose that sup n sup Y η ∣ φ n η ∣ < ∞ \sup_n\sup_{Y_\eta}|\varphi_n^\eta|<\infty sup n sup Y η ∣ φ n η ∣ < ∞ . Then μ t η ( { 0 } ) = 0 \mu_t^\eta(\{0\})=0 μ t η ({ 0 }) = 0 for any t > 0 t>0 t > 0 , and P t η ( n , ⋅ ) → μ t η P_t^\eta(n,\cdot)\to\mu_t^\eta P t η ( n , ⋅ ) → μ t η in ℓ N 0 1 \ell^1_{\mathbb{N}_0} ℓ N 0 1 as n → ∞ n\to\infty n → ∞ .
Proof. 1. Normal contractions operate on the kernel expression (23) : if T : C → C T:\mathbb{C}\to\mathbb{C} T : C → C satisfies T ( 0 ) = 0 T(0)=0 T ( 0 ) = 0 and ∣ T ( a ) − T ( b ) ∣ ≤ ∣ a − b ∣ |T(a)-T(b)|\leq|a-b| ∣ T ( a ) − T ( b ) ∣ ≤ ∣ a − b ∣ , then E η ( T ∘ f ) ≤ E η ( f ) \mathcal{E}_\eta(T\circ f)\leq\mathcal{E}_\eta(f) E η ( T ∘ f ) ≤ E η ( f ) . Thus E η \mathcal{E}_\eta E η is a Dirichlet form, and ( T t η ) (T_t^\eta) ( T t η ) is positivity preserving and contractive on ℓ N 0 ∞ \ell^\infty_{\mathbb{N}_0} ℓ N 0 ∞ by [31 Theorem 1.4.1] . Since 1 ∈ P 1\in\mathcal{P} 1 ∈ P and L η 1 = 0 L_\eta1=0 L η 1 = 0 , we have T t η 1 = 1 T_t^\eta1=1 T t η 1 = 1 . Since w w w is summable, any bounded sequence f f f is the sum in ℓ N 0 2 ( w ) \ell^2_{\mathbb{N}_0}(w) ℓ N 0 2 ( w ) of the series ∑ k f ( k ) 1 { k } \sum_k f(k)1_{\{k\}} ∑ k f ( k ) 1 { k } . Applying the bounded operator T t η T_t^\eta T t η and evaluating at n n n gives the formula for T t η f T_t^\eta f T t η f ; with f = 1 f=1 f = 1 we obtain ∑ k P t η ( n , k ) = 1 \sum_kP_t^\eta(n,k)=1 ∑ k P t η ( n , k ) = 1 .
For p ∈ P p\in\mathcal{P} p ∈ P , we have T t η p = ∑ n e − t Λ n ( η ) ⟨ p , e n η ⟩ e n η T_t^\eta p=\sum_n e^{-t\Lambda_n(\eta)}\langle p,e_n^\eta\rangle e_n^\eta T t η p = ∑ n e − t Λ n ( η ) ⟨ p , e n η ⟩ e n η , which is a finite sum by part 3 of Proposition 3.1, hence a polynomial. For f ∈ C ( Y η ) f\in C(Y_\eta) f ∈ C ( Y η ) , choose polynomials p i p_i p i converging uniformly to f f f on Y η Y_\eta Y η . By part 1, sup n ∣ ( T t η p i ) ( n ) − ( T t η f ) ( n ) ∣ ≤ sup k ∣ p i ( η k ) − f ( η k ) ∣ \sup_n|(T_t^\eta p_i)(n)-(T_t^\eta f)(n)|\leq\sup_k|p_i(\eta^k)-f(\eta^k)| sup n ∣ ( T t η p i ) ( n ) − ( T t η f ) ( n ) ∣ ≤ sup k ∣ p i ( η k ) − f ( η k ) ∣ . Thus T t η f T_t^\eta f T t η f is the uniform limit on N 0 \mathbb{N}_0 N 0 of sequences which converge at infinity, hence converges at infinity, that is T t η f ∈ C ( Y η ) T_t^\eta f\in C(Y_\eta) T t η f ∈ C ( Y η ) . The resulting operators are positive, unital and contractive for the uniform norm, and satisfy the semigroup law. For p ∈ P p\in\mathcal{P} p ∈ P , the finite sum above shows that T t η p → p T_t^\eta p\to p T t η p → p uniformly as t → 0 + t\to0^+ t → 0 + ; by density and contractivity, ( T t η ) (T_t^\eta) ( T t η ) is strongly continuous on C ( Y η ) C(Y_\eta) C ( Y η ) . Finally T t η φ n η = e − t Λ n ( η ) φ n η T_t^\eta\varphi_n^\eta=e^{-t\Lambda_n(\eta)}\varphi_n^\eta T t η φ n η = e − t Λ n ( η ) φ n η since φ n η \varphi_n^\eta φ n η is a multiple of e n η e_n^\eta e n η .
The functional f ↦ ( T t η f ) ( 0 ) f\mapsto(T_t^\eta f)(0) f ↦ ( T t η f ) ( 0 ) is positive and unital on C ( Y η ) C(Y_\eta) C ( Y η ) , hence a probability measure by the Riesz representation theorem. Evaluating T t η φ n η = e − t Λ n ( η ) φ n η T_t^\eta\varphi_n^\eta=e^{-t\Lambda_n(\eta)}\varphi_n^\eta T t η φ n η = e − t Λ n ( η ) φ n η at 0 0 0 and using φ n η ( 0 ) = 1 \varphi_n^\eta(0)=1 φ n η ( 0 ) = 1 gives (29) .
Let C = sup n sup ∣ φ n η ∣ C=\sup_n\sup|\varphi_n^\eta| C = sup n sup ∣ φ n η ∣ . Parseval’s identity for the vector 1 { k } 1_{\{k\}} 1 { k } in the orthonormal basis ( e n η ) (e_n^\eta) ( e n η ) gives ∑ n ∣ e n η ( η k ) ∣ 2 = w k − 1 \sum_n|e_n^\eta(\eta^k)|^2=w_k^{-1} ∑ n ∣ e n η ( η k ) ∣ 2 = w k − 1 , that is ∑ n ∣ φ n η ( η k ) ∣ 2 h n − 1 = w k − 1 \sum_n|\varphi_n^\eta(\eta^k)|^2h_n^{-1}=w_k^{-1} ∑ n ∣ φ n η ( η k ) ∣ 2 h n − 1 = w k − 1 with h n : = ∥ φ n η ∥ 2 = e n η ( 0 ) − 2 h_n\mathrel{\mathop:}=\|\varphi_n^\eta\|^2=e_n^\eta(0)^{-2} h n : = ∥ φ n η ∥ 2 = e n η ( 0 ) − 2 . The terms of this convergent series tend to zero and h n ≤ C 2 h_n\leq C^2 h n ≤ C 2 , hence φ n η ( η k ) → 0 \varphi_n^\eta(\eta^k)\to0 φ n η ( η k ) → 0 as n → ∞ n\to\infty n → ∞ for any fixed k k k . By (29) ,
e − t Λ n ( η ) = μ t η ( { 0 } ) + ∑ k ≥ 0 μ t η ( { η k } ) φ n η ( η k ) . e^{-t\Lambda_n(\eta)}=\mu_t^\eta(\{0\})+\sum_{k\geq0}\mu_t^\eta(\{\eta^k\})\varphi_n^\eta(\eta^k). e − t Λ n ( η ) = μ t η ({ 0 }) + k ≥ 0 ∑ μ t η ({ η k }) φ n η ( η k ) .
Letting n → ∞ n\to\infty n → ∞ , the left-hand side tends to zero, and the series tends to zero by dominated convergence. Hence μ t η ( { 0 } ) = 0 \mu_t^\eta(\{0\})=0 μ t η ({ 0 }) = 0 . Since each 1 { η k } 1_{\{\eta^k\}} 1 { η k } is continuous on Y η Y_\eta Y η , part 2 gives P t η ( n , k ) = P_t^\eta(n,k)= P t η ( n , k ) = ( T t η 1 { η k } ) ( n ) → μ t η ( { η k } ) (T_t^\eta1_{\{\eta^k\}})(n) \to\mu_t^\eta(\{\eta^k\}) ( T t η 1 { η k } ) ( n ) → μ t η ({ η k }) as n → ∞ n \to\infty n → ∞ . The rows P t η ( n , ⋅ ) P_t^\eta(n,\cdot) P t η ( n , ⋅ ) and the limit μ t η \mu_t^\eta μ t η are probability vectors on N 0 \mathbb{N}_0 N 0 , so Scheffé’s lemma gives the convergence in ℓ N 0 1 \ell^1_{\mathbb{N}_0} ℓ N 0 1 .
In the sequel we identify μ t η \mu_t^\eta μ t η with a probability vector on N 0 \mathbb{N}_0 N 0 whenever μ t η ( { 0 } ) = 0 \mu_t^\eta(\{0\})=0 μ t η ({ 0 }) = 0 , writing μ t η ( k ) \mu_t^\eta(k) μ t η ( k ) for μ t η ( { η k } ) \mu_t^\eta(\{\eta^k\}) μ t η ({ η k }) .
Comparison of energies
We return to the local field, so that τ = Q − d \tau=Q^{-d} τ = Q − d , and we fix α > 0 \alpha>0 α > 0 .
The operator L η L_\eta L η for η = Q − α \eta=Q^{-\alpha} η = Q − α
We put
η ≡ d e f Q − α = ρ − 1 , γ α ≡ d e f α − d . \eta\mathrel{\mathop{\equiv}^{\mathrm{def}}} Q^{-\alpha}=\rho^{-1}, \qquad\gamma_\alpha\mathrel{\mathop{\equiv}^{\mathrm{def}}} \alpha-d. η ≡ def Q − α = ρ − 1 , γ α ≡ def α − d .
Then τ η = Q γ α \frac{\tau}{\eta}=Q^{\gamma_\alpha} η τ = Q γ α , and (22) reads
w k β k = ( 1 − τ ) Q γ α ( k + 1 ) ( 1 − η k + 1 ) , k ≥ 0. (30) w_k\beta_k=(1-\tau)Q^{\gamma_\alpha(k+1)}(1-\eta^{k+1}), \qquad k\ge0. \tag*{(30)} w k β k = ( 1 − τ ) Q γ α ( k + 1 ) ( 1 − η k + 1 ) , k ≥ 0. (30)
Theorem 4.1 The forms E R \mathcal{E}_R E R of (15) and E η \mathcal{E}_\eta E η of (23) satisfy, for any f ∈ ℓ N 0 2 ( w ) f\in\ell^2_{\mathbb{N}_0}(w) f ∈ ℓ N 0 2 ( w ) ,
c 1 E η ( f ) ≤ E R ( f ) ≤ c 2 E η ( f ) , (31) c_1\mathcal{E}_\eta(f)\le\mathcal{E}_R(f)\le c_2\mathcal{E}_\eta(f), \tag*{(31)} c 1 E η ( f ) ≤ E R ( f ) ≤ c 2 E η ( f ) , (31) in [ 0 , ∞ ] [0,\infty] [ 0 , ∞ ] , where c 1 = ( ρ − 1 ) ( 1 − τ ) ρ − τ c_1=\frac{(\rho-1)(1-\tau)}{\rho-\tau} c 1 = ρ − τ ( ρ − 1 ) ( 1 − τ ) and
c 2 = { ρ ( 1 + τ ) ( ρ − τ ) ( 1 − τ ) 2 if α ≥ d , ( 1 − τ ) ρ 3 ( ρ − τ ) ( ρ − 1 ) 2 ( 1 − ρ τ ) if α < d . (32) c_2=
\begin{cases}
\frac{\rho(1+\tau)}{(\rho-\tau)(1-\tau)^2} & \text{if }\alpha\ge d,\\
\frac{(1-\tau)\rho^3}{(\rho-\tau)(\rho-1)^2(1-\rho\tau)} & \text{if }\alpha<d.
\end{cases} \tag*{(32)} c 2 = { ( ρ − τ ) ( 1 − τ ) 2 ρ ( 1 + τ ) ( ρ − τ ) ( ρ − 1 ) 2 ( 1 − ρ τ ) ( 1 − τ ) ρ 3 if α ≥ d , if α < d . (32) In particular, dom E R = dom E η \operatorname{dom}\mathcal{E}_R=\operatorname{dom}\mathcal{E}_\eta dom E R = dom E η is the space described in Theorem 1.1 , and for α = d \alpha=d α = d we have c 1 = 1 − τ 1 + τ c_1=\frac{1-\tau}{1+\tau} c 1 = 1 + τ 1 − τ and c 2 = ( 1 − τ ) − 3 c_2=(1-\tau)^{-3} c 2 = ( 1 − τ ) − 3 .
Proof. For the lower estimate, we keep only the terms j = 1 j=1 j = 1 in (16) . Using 1 − η m + 1 ≤ 1 1-\eta^{m+1}\le1 1 − η m + 1 ≤ 1 in (30) , we obtain
E R ( f ) ≥ c ( 1 − τ ) 2 ∑ m ≥ 0 Q γ α m ∣ f m + 1 − f m ∣ 2 ≥ c ( 1 − τ ) τ Q − γ α E η ( f ) . \mathcal{E}_R(f)\ge c(1-\tau)^2\sum_{m\ge0}Q^{\gamma_\alpha m}|f_{m+1}-f_m|^2\ge c(1-\tau)\tau Q^{-\gamma_\alpha}\mathcal{E}_\eta(f). E R ( f ) ≥ c ( 1 − τ ) 2 m ≥ 0 ∑ Q γ α m ∣ f m + 1 − f m ∣ 2 ≥ c ( 1 − τ ) τ Q − γ α E η ( f ) .
Since τ Q − γ α = Q − α = ρ − 1 \tau Q^{-\gamma_\alpha}=Q^{-\alpha}=\rho^{-1} τ Q − γ α = Q − α = ρ − 1 and c = ρ ( ρ − 1 ) ρ − τ c=\frac{\rho(\rho-1)}{\rho-\tau} c = ρ − τ ρ ( ρ − 1 ) , the constant is c 1 c_1 c 1 .
For the upper estimate, let j ≥ 1 j\ge1 j ≥ 1 and m ≥ 0 m\ge0 m ≥ 0 . By the Cauchy–Schwarz inequality,
∣ f m + j − f m ∣ 2 ≤ j ∑ i = m m + j − 1 ∣ f i + 1 − f i ∣ 2 . |f_{m+j}-f_m|^2\le j\sum_{i=m}^{m+j-1}|f_{i+1}-f_i|^2. ∣ f m + j − f m ∣ 2 ≤ j i = m ∑ m + j − 1 ∣ f i + 1 − f i ∣ 2 .
Exchanging the sums over m m m and i i i in the sum of nonnegative terms, we obtain
∑ m ≥ 0 Q γ α m ∣ f m + j − f m ∣ 2 ≤ j ∑ i ≥ 0 ∣ f i + 1 − f i ∣ 2 ∑ m = max ( 0 , i − j + 1 ) i Q γ α m ≤ j C j ∑ i ≥ 0 Q γ α i ∣ f i + 1 − f i ∣ 2 . (33) \sum_{m\ge0}Q^{\gamma_\alpha m}|f_{m+j}-f_m|^2\le j\sum_{i\ge0}|f_{i+1}-f_i|^2\sum_{m=\max(0,i-j+1)}^iQ^{\gamma_\alpha m}\le jC_j\sum_{i\ge0}Q^{\gamma_\alpha i}|f_{i+1}-f_i|^2. \tag*{(33)} m ≥ 0 ∑ Q γ α m ∣ f m + j − f m ∣ 2 ≤ j i ≥ 0 ∑ ∣ f i + 1 − f i ∣ 2 m = m a x ( 0 , i − j + 1 ) ∑ i Q γ α m ≤ j C j i ≥ 0 ∑ Q γ α i ∣ f i + 1 − f i ∣ 2 . (33)
where C j = j C_j=j C j = j if γ α ≥ 0 \gamma_\alpha\geq0 γ α ≥ 0 , and C j = Q − γ α ( j − 1 ) 1 − Q γ α C_j=\frac{Q^{-\gamma_\alpha(j-1)}}{1-Q^{\gamma_\alpha}} C j = 1 − Q γ α Q − γ α ( j − 1 ) if γ α < 0 \gamma_\alpha<0 γ α < 0 , since the inner sum has at most j j j terms, each bounded by Q γ α i Q^{\gamma_\alpha i} Q γ α i if γ α ≥ 0 \gamma_\alpha\geq0 γ α ≥ 0 , whereas it is bounded by ∑ m ≥ i − j + 1 Q γ α m = Q γ α ( i − j + 1 ) 1 − Q γ α \sum_{m\geq i-j+1}Q^{\gamma_\alpha m}=\frac{Q^{\gamma_\alpha(i-j+1)}}{1-Q^{\gamma_\alpha}} ∑ m ≥ i − j + 1 Q γ α m = 1 − Q γ α Q γ α ( i − j + 1 ) if γ α < 0 \gamma_\alpha<0 γ α < 0 . Moreover, (30) gives Q γ α i ∣ f i + 1 − f i ∣ 2 ≤ Q − γ α ( 1 − τ ) ( 1 − η ) w i β i ∣ f i + 1 − f i ∣ 2 Q^{\gamma_\alpha i}|f_{i+1}-f_i|^2\leq\frac{Q^{-\gamma_\alpha}}{(1-\tau)(1-\eta)w_i\beta_i}|f_{i+1}-f_i|^2 Q γ α i ∣ f i + 1 − f i ∣ 2 ≤ ( 1 − τ ) ( 1 − η ) w i β i Q − γ α ∣ f i + 1 − f i ∣ 2 . Inserting these bounds in (16) , we obtain
E R ( f ) ≤ c ( 1 − τ ) Q − γ α 1 − η ( ∑ j ≥ 1 j C j τ j ) E η ( f ) . \mathcal{E}_{R}(f)\leq\frac{c(1-\tau)Q^{-\gamma_\alpha}}{1-\eta}\left(\sum_{j\geq1}jC_j\tau^j\right)\mathcal{E}_{\eta}(f). E R ( f ) ≤ 1 − η c ( 1 − τ ) Q − γ α ( j ≥ 1 ∑ j C j τ j ) E η ( f ) .
If γ α ≥ 0 \gamma_\alpha\geq0 γ α ≥ 0 , then ∑ j j 2 τ j = τ ( 1 + τ ) ( 1 − τ ) 3 \sum_{j}j^2\tau^j=\frac{\tau(1+\tau)}{(1-\tau)^3} ∑ j j 2 τ j = ( 1 − τ ) 3 τ ( 1 + τ ) ; using ρ τ Q − γ α = 1 \rho\tau Q^{-\gamma_\alpha}=1 ρ τ Q − γ α = 1 and 1 − η = ρ − 1 ρ 1-\eta=\frac{\rho-1}{\rho} 1 − η = ρ ρ − 1 , the constant becomes the first expression in (32) . If γ α < 0 \gamma_\alpha<0 γ α < 0 , then τ Q − γ α = Q − α = η \tau Q^{-\gamma_\alpha}=Q^{-\alpha}=\eta τ Q − γ α = Q − α = η and
∑ j ≥ 1 j C j τ j = Q γ α 1 − Q γ α ∑ j ≥ 1 j η j = Q γ α 1 − Q γ α η ( 1 − η ) 2 , \sum_{j\geq1}jC_j\tau^j=\frac{Q^{\gamma_\alpha}}{1-Q^{\gamma_\alpha}}\sum_{j\geq1}j\eta^j=\frac{Q^{\gamma_\alpha}}{1-Q^{\gamma_\alpha}}\frac{\eta}{(1-\eta)^2}, j ≥ 1 ∑ j C j τ j = 1 − Q γ α Q γ α j ≥ 1 ∑ j η j = 1 − Q γ α Q γ α ( 1 − η ) 2 η ,
using Q γ α = ρ τ Q^{\gamma_\alpha}=\rho\tau Q γ α = ρ τ and η = ρ − 1 \eta=\rho^{-1} η = ρ − 1 gives the second expression in (32) . The values for α = d \alpha=d α = d follow from ρ = τ − 1 \rho=\tau^{-1} ρ = τ − 1 . The identification of the domains follows from (31) , (30) and the bounds 1 − η ≤ 1 − η k + 1 ≤ 1 1-\eta\leq1-\eta^{k+1}\leq1 1 − η ≤ 1 − η k + 1 ≤ 1 .
By Lemma 2.5 and Proposition 3.1, E R \mathcal{E}_{R} E R and E η \mathcal{E}_{\eta} E η are the closed forms of R r a d α R^\alpha_{\mathrm{rad}} R rad α and L η L_\eta L η . Theorem 4.1 therefore proves the first part of Theorem 1.1. We now turn to spectral consequences.
Corollary 4.2 1. For any n ≥ 0 n\geq0 n ≥ 0 , equality (5) holds. In particular, ∣ λ n − Λ n + 1 ( η ) ∣ ≤ 1 + τ |\lambda_n-\Lambda_{n+1}(\eta)|\leq1+\tau ∣ λ n − Λ n + 1 ( η ) ∣ ≤ 1 + τ and λ n − Λ n + 1 ( η ) → 1 + τ − κ \lambda_n-\Lambda_{n+1}(\eta)\to1+\tau-\kappa λ n − Λ n + 1 ( η ) → 1 + τ − κ as n → ∞ n\to\infty n → ∞ .
For any 0 ≤ θ ≤ 1 0\leq\theta\leq1 0 ≤ θ ≤ 1 , we have dom ( R r a d α ) θ / 2 = dom L η θ / 2 \operatorname{dom}(R^\alpha_{\mathrm{rad}})^{\theta/2}=\operatorname{dom}L_\eta^{\theta/2} dom ( R rad α ) θ /2 = dom L η θ /2 , and the norms f ↦ ∥ f ∥ + ∥ ( R r a d α ) θ / 2 f ∥ f\mapsto\|f\|+\|(R^\alpha_{\mathrm{rad}})^{\theta/2}f\| f ↦ ∥ f ∥ + ∥ ( R rad α ) θ /2 f ∥ and f ↦ ∥ f ∥ + ∥ L η θ / 2 f ∥ f\mapsto\|f\|+\|L_\eta^{\theta/2}f\| f ↦ ∥ f ∥ + ∥ L η θ /2 f ∥ are equivalent on this space.
Proof. 1. Since η = ρ − 1 \eta=\rho^{-1} η = ρ − 1 , we have
Λ n + 1 ( η ) = ρ n + 1 ( 1 − ρ − n − 1 ) ( 1 − τ ρ − n − 1 ) = ρ n + 1 − 1 − τ + τ ρ − n − 1 . \Lambda_{n+1}(\eta)=\rho^{n+1}(1-\rho^{-n-1})(1-\tau\rho^{-n-1})=\rho^{n+1}-1-\tau+\tau\rho^{-n-1}. Λ n + 1 ( η ) = ρ n + 1 ( 1 − ρ − n − 1 ) ( 1 − τ ρ − n − 1 ) = ρ n + 1 − 1 − τ + τ ρ − n − 1 .
Subtracting this from λ n = ρ n + 1 − κ \lambda_n=\rho^{n+1}-\kappa λ n = ρ n + 1 − κ gives (5) . Since 0 < κ < 1 0<\kappa<1 0 < κ < 1 and 0 < τ ρ − n − 1 < τ 0<\tau\rho^{-n-1}<\tau 0 < τ ρ − n − 1 < τ , the difference lies in ( 0 , 1 + τ ) (0,1+\tau) ( 0 , 1 + τ ) .
By Theorem 4.1, the Hilbert spaces dom ( R r a d α ) 1 / 2 \operatorname{dom}(R^\alpha_{\mathrm{rad}})^{1/2} dom ( R rad α ) 1/2 and dom L η 1 / 2 \operatorname{dom}L_\eta^{1/2} dom L η 1/2 , equipped with their graph norms, coincide with equivalent norms. A nonnegative self-adjoint operator A A A on a Hilbert space H H H is sectorial and A + I A+I A + I has bounded imaginary powers, with ∥ ( A + I ) i s ∥ ≤ 1 \|(A+I)^{is}\|\leq1 ∥ ( A + I ) i s ∥ ≤ 1 by the spectral theorem. By [36 Theorem 6.6.9] , the complex interpolation space [ H , dom A 1 / 2 ] θ [H,\operatorname{dom}A^{1/2}]_\theta [ H , dom A 1/2 ] θ is dom A θ / 2 \operatorname{dom}A^{\theta/2} dom A θ /2 , with equivalent norms. Applying this to A = R r a d α A=R^\alpha_{\mathrm{rad}} A = R rad α and A = L η A=L_\eta A = L η and using that the two interpolation couples coincide up to equivalent norms proves part 2.
Powers of the zonal operators
In this subsection, we fix a real number ϑ > 0 \vartheta> 0 ϑ > 0 and we take
η ≔ Q − ϑ \eta\coloneqq Q^{-\vartheta} η : = Q − ϑ
in Section 3. The case ϑ = α \vartheta= \alpha ϑ = α is the one of Theorem 4.1. The case ϑ = d \vartheta= d ϑ = d is η = τ \eta= \tau η = τ , and then L τ L_\tau L τ is the zonal part of the Casimir operator of S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) with r 2 = τ r^2 = \tau r 2 = τ , by Remark 5.4 below. For any integer n ≥ 2 n \ge2 n ≥ 2 , the case ϑ = d n − 1 \vartheta= \frac{d}{n-1} ϑ = n − 1 d corresponds to the quantum projective space C P q n − 1 \mathbb{CP}^{n-1}_q CP q n − 1 with q 2 = η q^2 = \eta q 2 = η , by Theorem 10.3 below. We write Λ m ≔ Λ m ( η ) \Lambda_m \coloneqq\Lambda_m(\eta) Λ m : = Λ m ( η ) and e m ≔ e m η e_m \coloneqq e_m^\eta e m : = e m η for m ≥ 0 m \ge0 m ≥ 0 , so that e 0 = 1 e_0 = 1 e 0 = 1 , L η e m = Λ m e m L_\eta e_m = \Lambda_m e_m L η e m = Λ m e m and e m = ± ∥ φ m η ∥ − 1 φ m η e_m = \pm\lVert\varphi_m^\eta\rVert^{-1}\varphi_m^\eta e m = ± ∥ φ m η ∥ − 1 φ m η . For s > 0 s > 0 s > 0 , the closed form of L η s L_\eta^s L η s is f ↦ ∥ L η s 2 f ∥ 2 = ∑ m ≥ 1 Λ m s ∣ ⟨ f , e m ⟩ ∣ 2 f \mapsto\lVert L_\eta^{\frac{s}{2}}f\rVert^2 = \sum_{m\ge1}\Lambda_m^s|\langle f,e_m\rangle|^2 f ↦ ∥ L η 2 s f ∥ 2 = ∑ m ≥ 1 Λ m s ∣ ⟨ f , e m ⟩ ∣ 2 on dom L η s 2 \operatorname{dom}L_\eta^{\frac{s}{2}} dom L η 2 s . For any 0 < τ < 1 0 < \tau< 1 0 < τ < 1 and any 0 < η < 1 0 < \eta< 1 0 < η < 1 , we have Λ m ( η ) = η − m ( 1 − η m ) ( 1 − τ η m ) \Lambda_m(\eta) = \eta^{-m}(1-\eta^m)(1-\tau\eta^m) Λ m ( η ) = η − m ( 1 − η m ) ( 1 − τ η m ) , hence
c η η − m ≤ Λ m ( η ) ≤ η − m , m ≥ 1 , c_\eta\eta^{-m} \le\Lambda_m(\eta) \le\eta^{-m}, \qquad m \ge1, c η η − m ≤ Λ m ( η ) ≤ η − m , m ≥ 1 ,
where c η ≔ ( 1 − η ) ( 1 − τ η ) c_\eta\coloneqq(1-\eta)(1-\tau\eta) c η : = ( 1 − η ) ( 1 − τ η ) .
The following two lemmas hold for any 0 < τ < 1 0 < \tau< 1 0 < τ < 1 and any 0 < η < 1 0 < \eta< 1 0 < η < 1 .
Lemma 4.4 Let m ≥ 1 m \ge1 m ≥ 1 and write φ m η ( x ) = ∑ j = 0 m c m , j x j \varphi_m^\eta(x) = \sum_{j=0}^m c_{m,j}x^j φ m η ( x ) = ∑ j = 0 m c m , j x j . Put D ≔ ( τ ; η ) ∞ − 1 ( η ; η ) ∞ − 1 D \coloneqq(\tau;\eta)_\infty^{-1}(\eta;\eta)_\infty^{-1} D : = ( τ ; η ) ∞ − 1 ( η ; η ) ∞ − 1 . Then
∣ c m , j ∣ ≤ D η − m j + j ( j + 1 ) 2 , 0 ≤ j ≤ m . |c_{m,j}| \le D\eta^{-mj+\frac{j(j+1)}{2}}, \qquad0 \le j \le m. ∣ c m , j ∣ ≤ D η − mj + 2 j ( j + 1 ) , 0 ≤ j ≤ m . Consequently, ∣ ( φ m η ) ′ ( x ) ∣ ≤ A η − m |(\varphi_m^\eta)'(x)| \le A\eta^{-m} ∣ ( φ m η ) ′ ( x ) ∣ ≤ A η − m for 0 ≤ x ≤ η m − 1 0 \le x \le\eta^{m-1} 0 ≤ x ≤ η m − 1 , and ∣ 1 − φ m η ( x ) ∣ ≤ A ′ η − m x |1-\varphi_m^\eta(x)| \le A'\eta^{-m}x ∣1 − φ m η ( x ) ∣ ≤ A ′ η − m x for 0 ≤ x ≤ η m 0 \le x \le\eta^m 0 ≤ x ≤ η m , where
A ≔ η D ∑ j ≥ 1 j η j ( j − 1 ) 2 , A ′ ≔ D ∑ j ≥ 1 η j ( j + 1 ) 2 . A \coloneqq\eta D\sum_{j\ge1}j\eta^{\frac{j(j-1)}{2}}, \qquad A' \coloneqq D\sum_{j\ge1}\eta^{\frac{j(j+1)}{2}}. A : = η D j ≥ 1 ∑ j η 2 j ( j − 1 ) , A ′ : = D j ≥ 1 ∑ η 2 j ( j + 1 ) . Moreover, φ 1 η ( x ) = 1 − 1 − τ η 1 − τ x \varphi_1^\eta(x)=1-\frac{1-\tau\eta}{1-\tau}x φ 1 η ( x ) = 1 − 1 − τ 1 − τ η x and
∥ φ m η ∥ 2 = ( 1 − τ ) τ m 1 − τ η 2 m ( ( η ; η ) m ( τ ; η ) m ) 2 . \lVert\varphi_m^\eta\rVert^2=\frac{(1-\tau)\tau^m}{1-\tau\eta^{2m}}\left(\frac{(\eta;\eta)_m}{(\tau;\eta)_m}\right)^2. ∥ φ m η ∥ 2 = 1 − τ η 2 m ( 1 − τ ) τ m ( ( τ ; η ) m ( η ; η ) m ) 2 .
Proof : By part 4 of Proposition 3.1, φ m η \varphi_m^\eta φ m η is the little η \eta η -Jacobi polynomial p m ( x ; τ η − 1 , 1 ; η ) p_m(x;\tau\eta^{-1},1;\eta) p m ( x ; τ η − 1 , 1 ; η ) . Hence [44 (14.12.1)] gives
c m , j = ( η − m ; η ) j ( τ η m ; η ) j ( τ ; η ) j ( η ; η ) j η j . c_{m,j}=\frac{(\eta^{-m};\eta)_j(\tau\eta^m;\eta)_j}{(\tau;\eta)_j(\eta;\eta)_j}\eta^j. c m , j = ( τ ; η ) j ( η ; η ) j ( η − m ; η ) j ( τ η m ; η ) j η j .
For 1 ≤ j ≤ m 1 \le j \le m 1 ≤ j ≤ m , we have ∣ ( η − m ; η ) j ∣ = ∏ i = 0 j − 1 η i − m ( 1 − η m − i ) ≤ η − m j + j ( j − 1 ) 2 |(\eta^{-m};\eta)_j|=\prod_{i=0}^{j-1}\eta^{i-m}(1-\eta^{m-i})\le\eta^{-mj+\frac{j(j-1)}{2}} ∣ ( η − m ; η ) j ∣ = ∏ i = 0 j − 1 η i − m ( 1 − η m − i ) ≤ η − mj + 2 j ( j − 1 ) , 0 < ( τ η m ; η ) j ≤ 1 0<(\tau\eta^m;\eta)_j\le1 0 < ( τ η m ; η ) j ≤ 1 , ( τ ; η ) j ≥ ( τ ; η ) ∞ (\tau;\eta)_j\ge(\tau;\eta)_\infty ( τ ; η ) j ≥ ( τ ; η ) ∞ and ( η ; η ) j ≥ ( η ; η ) ∞ (\eta;\eta)_j\ge(\eta;\eta)_\infty ( η ; η ) j ≥ ( η ; η ) ∞ . This proves (4.5). For m = j = 1 m=j=1 m = j = 1 , the formula gives c 1 , 1 = − 1 − τ η 1 − τ c_{1,1}=-\frac{1-\tau\eta}{1-\tau} c 1 , 1 = − 1 − τ 1 − τ η . If 0 ≤ x ≤ η m − 1 0\le x\le\eta^{m-1} 0 ≤ x ≤ η m − 1 , then (4.5) gives
∣ ( φ m η ) ′ ( x ) ∣ ≤ ∑ j ≥ 1 j ∣ c m , j ∣ η ( m − 1 ) ( j − 1 ) ≤ D ∑ j ≥ 1 j η j ( j − 1 ) 2 − m + 1 = A η − m . |(\varphi_m^\eta)'(x)|\le\sum_{j\ge1}j|c_{m,j}|\eta^{(m-1)(j-1)}\le D\sum_{j\ge1}j\eta^{\frac{j(j-1)}{2}-m+1}=A\eta^{-m}. ∣ ( φ m η ) ′ ( x ) ∣ ≤ j ≥ 1 ∑ j ∣ c m , j ∣ η ( m − 1 ) ( j − 1 ) ≤ D j ≥ 1 ∑ j η 2 j ( j − 1 ) − m + 1 = A η − m .
If 0 ≤ x ≤ η m 0\le x\le\eta^m 0 ≤ x ≤ η m , then x j ≤ η m ( j − 1 ) x x^j\le\eta^{m(j-1)}x x j ≤ η m ( j − 1 ) x for any j ≥ 1 j\ge1 j ≥ 1 . Since c m , 0 = 1 c_{m,0}=1 c m , 0 = 1 , (4.5) gives ∣ 1 − φ m η ( x ) ∣ ≤ ∑ j ≥ 1 ∣ c m , j ∣ η m ( j − 1 ) x ≤ A ′ η − m x |1-\varphi_m^\eta(x)|\le\sum_{j\ge1}|c_{m,j}|\eta^{m(j-1)}x\le A'\eta^{-m}x ∣1 − φ m η ( x ) ∣ ≤ ∑ j ≥ 1 ∣ c m , j ∣ η m ( j − 1 ) x ≤ A ′ η − m x . The norm is given by the orthogonality relation [44 (14.12.2)] with a = τ η − 1 a=\tau\eta^{-1} a = τ η − 1 and b = 1 b=1 b = 1 , taking into account the factor 1 − τ 1-\tau 1 − τ in the weights w k w_k w k . ■
For n ≥ 1 n \ge1 n ≥ 1 , we put ψ n ≔ g n − 1 \psi_n \coloneqq g_{n-1} ψ n : = g n − 1 , so that R r a d α ψ n = λ n − 1 ψ n R_{\mathrm{rad}}^{\alpha}\psi_n=\lambda_{n-1}\psi_n R rad α ψ n = λ n − 1 ψ n when τ = Q − d \tau=Q^{-d} τ = Q − d , and for n , m ≥ 1 n,m\ge1 n , m ≥ 1 we put
u n m ≔ ⟨ e m , ψ n ⟩ ℓ N 0 2 ( w ) . u_{nm}\coloneqq\langle e_m,\psi_n\rangle_{\ell^2_{N_0}(w)}. u nm : = ⟨ e m , ψ n ⟩ ℓ N 0 2 ( w ) .
The families ( ψ n ) n ≥ 1 (\psi_n)_{n\ge1} ( ψ n ) n ≥ 1 and ( e m ) m ≥ 1 (e_m)_{m\ge1} ( e m ) m ≥ 1 are two orthonormal bases of the orthogonal complement of the constants in ℓ N 0 2 ( w ) \ell^2_{N_0}(w) ℓ N 0 2 ( w ) , by Theorem 2.3 and Proposition 3.1. Thus ( u n m ) (u_{nm}) ( u nm ) is the matrix of a unitary operator. The functions ψ n \psi_n ψ n do not depend on α \alpha α and η \eta η .
Lemma 4.5 For any integers n , m ≥ 1 n,m\ge1 n , m ≥ 1 , we have
∣ u n m ∣ ≤ C 1 ( τ 1 2 η ) n − m if n ≥ m , ∣ u n m ∣ ≤ C 2 B m − n η ( m − n ) 2 2 if m > n , (34) |u_{nm}|\le C_1\left(\tau^{\frac{1}{2}}\eta\right)^{n-m}\quad\text{if }n\ge m,\qquad|u_{nm}|\le C_2B^{m-n}\eta^{\frac{(m-n)^2}{2}}\quad\text{if }m>n, \tag*{(34)} ∣ u nm ∣ ≤ C 1 ( τ 2 1 η ) n − m if n ≥ m , ∣ u nm ∣ ≤ C 2 B m − n η 2 ( m − n ) 2 if m > n , (34) where
C 1 ≔ ( 1 − η ) A η ( 1 − τ η ) ( η ; η ) ∞ , C 2 ≔ 3 ( τ + η ) 4 τ η and B ≔ 4 η 1 2 c η . C_1\coloneqq\frac{(1-\eta)A}{\eta(1-\tau\eta)(\eta;\eta)_\infty},\qquad C_2\coloneqq\frac{\sqrt{3}(\tau+\eta)}{4\tau\eta}\quad\text{and}\quad B\coloneqq\frac{4\eta^{\frac{1}{2}}}{c_\eta}. C 1 : = η ( 1 − τ η ) ( η ; η ) ∞ ( 1 − η ) A , C 2 : = 4 τ η 3 ( τ + η ) and B : = c η 4 η 2 1 .
Proof : 1. Let f ∈ ℓ N 0 2 ( w ) f\in\ell^2_{N_0}(w) f ∈ ℓ N 0 2 ( w ) and n ≥ 1 n\ge1 n ≥ 1 . Since τ w k = w k + 1 \tau w_k=w_{k+1} τ w k = w k + 1 , we have
⟨ f , 1 B n − τ 1 B n − 1 ⟩ = ∑ k ≥ n w k f ( k ) − ∑ k ≥ n − 1 w k + 1 f ( k ) = ∑ k ≥ n w k ( f ( k ) − f ( k − 1 ) ) , \left\langle f,1_{B_n}-\tau1_{B_{n-1}}\right\rangle=\sum_{k\ge n}w_kf(k)-\sum_{k\ge n-1}w_{k+1}f(k)=\sum_{k\ge n}w_k\bigl(f(k)-f(k-1)\bigr), ⟨ f , 1 B n − τ 1 B n − 1 ⟩ = k ≥ n ∑ w k f ( k ) − k ≥ n − 1 ∑ w k + 1 f ( k ) = k ≥ n ∑ w k ( f ( k ) − f ( k − 1 ) ) ,
the series being absolutely convergent. By (13) , we deduce that
⟨ f , ψ n ⟩ = ( ( 1 − τ ) τ n ) − 1 2 ∑ k ≥ n w k ( f ( k ) − f ( k − 1 ) ) . (35) \langle f,\psi_n\rangle=\bigl((1-\tau)\tau^n\bigr)^{-\frac{1}{2}}\sum_{k\ge n}w_k\bigl(f(k)-f(k-1)\bigr). \tag*{(35)} ⟨ f , ψ n ⟩ = ( ( 1 − τ ) τ n ) − 2 1 k ≥ n ∑ w k ( f ( k ) − f ( k − 1 ) ) . (35)
Suppose that n ≥ m n\ge m n ≥ m . For k ≥ n k\ge n k ≥ n , the interval [ η k , η k − 1 ] [\eta^k,\eta^{k-1}] [ η k , η k − 1 ] is contained in [ 0 , η m − 1 ] [0,\eta^{m-1}] [ 0 , η m − 1 ] . Since ( τ ; η ) m ≤ 1 (\tau;\eta)_m\le1 ( τ ; η ) m ≤ 1 and ( η ; η ) m ≥ ( η ; η ) ∞ (\eta;\eta)_m\ge(\eta;\eta)_\infty ( η ; η ) m ≥ ( η ; η ) ∞ , (4.6) gives ∥ φ m ′ ∥ ∞ ≤ ( 1 − τ ) − 1 2 τ − m 2 ( η ; η ) ∞ − 1 \|\varphi_m'\|_\infty\le(1-\tau)^{-\frac{1}{2}}\tau^{-\frac{m}{2}}(\eta;\eta)_\infty^{-1} ∥ φ m ′ ∥ ∞ ≤ ( 1 − τ ) − 2 1 τ − 2 m ( η ; η ) ∞ − 1 . By Lemma 4.4 and the mean value theorem, we obtain
∣ e m ( k ) − e m ( k − 1 ) ∣ ≤ ( 1 − τ ) − 1 2 τ − m 2 ( η ; η ) ∞ − 1 A η − m ( 1 − η ) η k − 1 , k ≥ n . |e_m(k)-e_m(k-1)|\le(1-\tau)^{-\frac{1}{2}}\tau^{-\frac{m}{2}}(\eta;\eta)_\infty^{-1}A\eta^{-m}(1-\eta)\eta^{k-1},\qquad k\ge n. ∣ e m ( k ) − e m ( k − 1 ) ∣ ≤ ( 1 − τ ) − 2 1 τ − 2 m ( η ; η ) ∞ − 1 A η − m ( 1 − η ) η k − 1 , k ≥ n .
Inserting this bound in (35) with f = e m f=e_m f = e m gives
∣ u n m ∣ ≤ ( 1 − η ) A η ( η ; η ) ∞ τ − n + m 2 η − m ∑ k ≥ n ( τ η ) k = C 1 ( τ 1 2 η ) n − m . |u_{nm}|\le\frac{(1-\eta)A}{\eta(\eta;\eta)_\infty}\tau^{-\frac{n+m}{2}}\eta^{-m}\sum_{k\ge n}(\tau\eta)^k=C_1\left(\tau^{\frac{1}{2}}\eta\right)^{n-m}. ∣ u nm ∣ ≤ η ( η ; η ) ∞ ( 1 − η ) A τ − 2 n + m η − m k ≥ n ∑ ( τ η ) k = C 1 ( τ 2 1 η ) n − m .
Suppose that m > n m>n m > n . Every eventually constant sequence g g g belongs to dom L η \operatorname{dom}L_\eta dom L η , and L η g L_\eta g L η g is given by (3) . Indeed, g ∈ dom E η g\in\operatorname{dom}\mathcal{E}_\eta g ∈ dom E η , and for f ∈ dom E η f\in\operatorname{dom}\mathcal{E}_\eta f ∈ dom E η the identity (3.4), with p p p replaced by g g g , has a vanishing boundary term for large N N N . Since the sequence L η g L_\eta g L η g given by (3) is finitely supported, letting N → ∞ N\to\infty N → ∞ gives E η ( f , g ) = ⟨ f , L η g ⟩ \mathcal{E}_\eta(f,g)=\langle f,L_\eta g\rangle E η ( f , g ) = ⟨ f , L η g ⟩ for any f ∈ dom E η f\in\operatorname{dom}\mathcal{E}_\eta f ∈ dom E η .
In the orthonormal basis ( w k − 1 2 1 { k } ) k ≥ 0 (w_k^{-\frac{1}{2}}1_{\{k\}})_{k\ge0} ( w k − 2 1 1 { k } ) k ≥ 0 , the operator L η L_\eta L η acts on finitely supported sequences by a symmetric tridiagonal matrix. By (22) , we have β k = τ δ k + 1 \beta_k=\tau\delta_{k+1} β k = τ δ k + 1 . Hence the diagonal entries β k + δ k \beta_k+\delta_k β k + δ k are at most ( 1 + τ η − 1 ) η − k (1+\tau\eta^{-1})\eta^{-k} ( 1 + τ η − 1 ) η − k , and the off-diagonal entries − β k δ k + 1 = − τ 1 2 δ k + 1 -\sqrt{\beta_k\delta_{k+1}}=-\tau^{\frac{1}{2}}\delta_{k+1} − β k δ k + 1 = − τ 2 1 δ k + 1 have modulus at most τ 1 2 η − 1 η − k \tau^{\frac{1}{2}}\eta^{-1}\eta^{-k} τ 2 1 η − 1 η − k . Since 1 + τ η − 1 + 2 τ 1 2 η − 1 ≤ ( 1 + τ 1 2 ) 2 η − 1 ≤ 4 η − 1 1+\tau\eta^{-1}+2\tau^{\frac{1}{2}}\eta^{-1}\le(1+\tau^{\frac{1}{2}})^2\eta^{-1}\le4\eta^{-1} 1 + τ η − 1 + 2 τ 2 1 η − 1 ≤ ( 1 + τ 2 1 ) 2 η − 1 ≤ 4 η − 1 , the Schur test shows that if g g g is supported in { 0 , … , N } \{0,\ldots,N\} { 0 , … , N } , then L η g L_\eta g L η g is supported in { 0 , … , N + 1 } \{0,\ldots,N+1\} { 0 , … , N + 1 } and
∥ L η g ∥ ≤ 4 η − N − 1 ∥ g ∥ . (36) \|L_\eta g\|\le4\eta^{-N-1}\|g\|. \tag*{(36)} ∥ L η g ∥ ≤ 4 η − N − 1 ∥ g ∥. (36)
The sequence ψ n \psi_n ψ n vanishes on { k ≤ n − 2 } \{k\le n-2\} { k ≤ n − 2 } and is constant on { k ≥ n } \{k\ge n\} { k ≥ n } , and two of its values differ by at most ( ( 1 − τ ) τ n ) − 1 2 \bigl((1-\tau)\tau^n\bigr)^{-\frac{1}{2}} ( ( 1 − τ ) τ n ) − 2 1 . Thus L η ψ n L_\eta\psi_n L η ψ n is supported in { n − 2 , n − 1 , n } \{n-2,n-1,n\} { n − 2 , n − 1 , n } and
∣ L η ψ n ( k ) ∣ ≤ ( 1 + τ η − 1 ) η − k ( ( 1 − τ ) τ n ) − 1 2 , |L_\eta\psi_n(k)|\le(1+\tau\eta^{-1})\eta^{-k}\bigl((1-\tau)\tau^n\bigr)^{-\frac{1}{2}}, ∣ L η ψ n ( k ) ∣ ≤ ( 1 + τ η − 1 ) η − k ( ( 1 − τ ) τ n ) − 2 1 ,
so that
∥ L η ψ n ∥ 2 ≤ ( 1 + τ η − 1 ) 2 ∑ k = n − 2 n τ k − n η − 2 k ≤ 3 ( 1 + τ η − 1 ) 2 τ − 2 η − 2 n . \|L_\eta\psi_n\|^2\le(1+\tau\eta^{-1})^2\sum_{k=n-2}^{n}\tau^{k-n}\eta^{-2k}\le3(1+\tau\eta^{-1})^2\tau^{-2}\eta^{-2n}. ∥ L η ψ n ∥ 2 ≤ ( 1 + τ η − 1 ) 2 k = n − 2 ∑ n τ k − n η − 2 k ≤ 3 ( 1 + τ η − 1 ) 2 τ − 2 η − 2 n .
Let K ≥ 1 K \ge1 K ≥ 1 . For 1 ≤ i ≤ K 1 \le i \le K 1 ≤ i ≤ K , the sequence L η i ψ n L_\eta^i\psi_n L η i ψ n is supported in { 0 , … , n + i − 1 } \{0,\ldots,n+i-1\} { 0 , … , n + i − 1 } , and (36) gives
∥ L η K ψ n ∥ ≤ 3 ( 1 + τ η − 1 ) τ − 1 η − n ∏ i = 1 K − 1 4 η − n − i = 3 ( 1 + τ η − 1 ) τ − 1 4 K − 1 η − K n − K ( K − 1 ) 2 . \left\|L_\eta^K\psi_n\right\| \le\sqrt{3}(1+\tau\eta^{-1})\tau^{-1}\eta^{-n}\prod_{i=1}^{K-1}4\eta^{-n-i}=\sqrt{3}(1+\tau\eta^{-1})\tau^{-1}4^{K-1}\eta^{-Kn-\frac{K(K-1)}{2}}. L η K ψ n ≤ 3 ( 1 + τ η − 1 ) τ − 1 η − n i = 1 ∏ K − 1 4 η − n − i = 3 ( 1 + τ η − 1 ) τ − 1 4 K − 1 η − K n − 2 K ( K − 1 ) .
Since L η L_\eta L η is self-adjoint and L η e m = Λ m e m L_\eta e_m=\Lambda_m e_m L η e m = Λ m e m , we have Λ m K u n m = ⟨ e m , L η K ψ n ⟩ \Lambda_m^K u_{nm}=\langle e_m,L_\eta^K\psi_n\rangle Λ m K u nm = ⟨ e m , L η K ψ n ⟩ . We choose K = m − n K=m-n K = m − n . Using (33) , we obtain
∣ u n m ∣ ≤ c η − K η K m ∥ L η K ψ n ∥ ≤ 3 ( 1 + τ η − 1 ) 4 τ ( 4 c η ) K η K 2 2 + K 2 = C 2 B K η K 2 2 . |u_{nm}|\le c_\eta^{-K}\eta^{Km}\left\|L_\eta^K\psi_n\right\|\le\frac{\sqrt{3}(1+\tau\eta^{-1})}{4\tau}\left(\frac{4}{c_\eta}\right)^K\eta^{\frac{K^2}{2}+\frac{K}{2}}=C_2B^{K}\eta^{\frac{K^2}{2}}. ∣ u nm ∣ ≤ c η − K η K m L η K ψ n ≤ 4 τ 3 ( 1 + τ η − 1 ) ( c η 4 ) K η 2 K 2 + 2 K = C 2 B K η 2 K 2 .
This proves (34) .
Theorem 4.6 Suppose that τ = Q − d \tau=Q^{-d} τ = Q − d , let α > 0 \alpha>0 α > 0 and ϑ > 0 \vartheta>0 ϑ > 0 , and put η = Q − ϑ \eta=Q^{-\vartheta} η = Q − ϑ and s ≔ α ϑ s\coloneqq\frac{\alpha}{\vartheta} s : = ϑ α .
We have dom E R ⊂ dom L η s / 2 \operatorname{dom}\mathcal{E}_R\subset\operatorname{dom}L_\eta^{s/2} dom E R ⊂ dom L η s /2 , and there exists a constant c > 0 c>0 c > 0 such that c ∥ L η s / 2 f ∥ 2 ≤ E R ( f ) c\left\|L_\eta^{s/2}f\right\|^2\le\mathcal{E}_R(f) c L η s /2 f 2 ≤ E R ( f ) for any f ∈ dom E R f\in\operatorname{dom}\mathcal{E}_R f ∈ dom E R .
If α < d + 2 ϑ \alpha<d+2\vartheta α < d + 2 ϑ , then dom E R = dom L η s / 2 \operatorname{dom}\mathcal{E}_R=\operatorname{dom}L_\eta^{s/2} dom E R = dom L η s /2 , and there exists a constant C C C such that E R ( f ) ≤ C ∥ L η s / 2 f ∥ 2 \mathcal{E}_R(f)\le C\left\|L_\eta^{s/2}f\right\|^2 E R ( f ) ≤ C L η s /2 f 2 for any f f f in this space. Thus the closed forms of R r a d α R_{\mathrm{rad}}^\alpha R rad α and L η s L_\eta^s L η s are equivalent.
If α ≥ d + 2 ϑ \alpha\ge d+2\vartheta α ≥ d + 2 ϑ , then the inclusion of part 1 is strict.
The constants c c c and C C C depend only on Q Q Q , d d d , α \alpha α and ϑ \vartheta ϑ . In particular, for ϑ = d \vartheta=d ϑ = d , the closed forms of R r a d α R_{\mathrm{rad}}^\alpha R rad α and L τ α / d L_\tau^{\alpha/d} L τ α / d are equivalent if and only if α < 3 d \alpha<3d α < 3 d .
Proof: Both quantities vanish on the constants and are unchanged if a constant is added to f f f . Thus we may suppose that f ⊥ 1 f\perp1 f ⊥ 1 . For n , m ≥ 1 n,m\ge1 n , m ≥ 1 , put a n ≔ ⟨ f , ψ n ⟩ a_n\coloneqq\langle f,\psi_n\rangle a n : = ⟨ f , ψ n ⟩ and b m ≔ ⟨ f , e m ⟩ b_m\coloneqq\langle f,e_m\rangle b m : = ⟨ f , e m ⟩ . Then a n = ∑ m u n m b m a_n=\sum_m u_{nm}b_m a n = ∑ m u nm b m and b m = ∑ n u n m ‾ a n b_m=\sum_n\overline{u_{nm}}a_n b m = ∑ n u nm a n , the series being absolutely convergent by the Cauchy–Schwarz inequality, since ∑ m ∣ u n m ∣ 2 = ∑ n ∣ u n m ∣ 2 = 1 \sum_m|u_{nm}|^2=\sum_n|u_{nm}|^2=1 ∑ m ∣ u nm ∣ 2 = ∑ n ∣ u nm ∣ 2 = 1 . By Lemma 2.5 and the spectral theorem, we have in [ 0 , ∞ ] [0,\infty] [ 0 , ∞ ]
E R ( f ) = ∑ n ≥ 1 λ n − 1 ∣ a n ∣ 2 , ∥ L η s / 2 f ∥ 2 = ∑ m ≥ 1 Λ m s ∣ b m ∣ 2 . \mathcal{E}_R(f)=\sum_{n\ge1}\lambda_{n-1}|a_n|^2,\qquad\left\|L_\eta^{s/2}f\right\|^2=\sum_{m\ge1}\Lambda_m^s|b_m|^2. E R ( f ) = n ≥ 1 ∑ λ n − 1 ∣ a n ∣ 2 , L η s /2 f 2 = m ≥ 1 ∑ Λ m s ∣ b m ∣ 2 .
Since η − s = Q α = ρ \eta^{-s}=Q^\alpha=\rho η − s = Q α = ρ and 0 < κ < 1 0<\kappa<1 0 < κ < 1 , (33) gives c η s ρ m ≤ Λ m s ≤ ρ m c_\eta^s\rho^m\le\Lambda_m^s\le\rho^m c η s ρ m ≤ Λ m s ≤ ρ m , and ( 1 − ρ − 1 ) ρ n ≤ λ n − 1 = ρ n − κ ≤ ρ n (1-\rho^{-1})\rho^n\le\lambda_{n-1}=\rho^n-\kappa\le\rho^n ( 1 − ρ − 1 ) ρ n ≤ λ n − 1 = ρ n − κ ≤ ρ n . We shall use the following consequence of the Schur test: if a matrix ( k i j ) i , j ≥ 1 (k_{ij})_{i,j\ge1} ( k ij ) i , j ≥ 1 satisfies ∣ k i j ∣ ≤ k ( i − j ) |k_{ij}|\le k(i-j) ∣ k ij ∣ ≤ k ( i − j ) for a function k ∈ ℓ Z 1 k\in\ell^1_{\mathbb{Z}} k ∈ ℓ Z 1 , then it defines a bounded operator on ℓ N 2 \ell^2_{\mathbb{N}} ℓ N 2 with norm at most ∥ k ∥ ℓ Z 1 \|k\|_{\ell^1_{\mathbb{Z}}} ∥ k ∥ ℓ Z 1 .
Suppose that E R ( f ) < ∞ \mathcal{E}_R(f)<\infty E R ( f ) < ∞ and put x n ≔ ρ n / 2 a n x_n\coloneqq\rho^{n/2}a_n x n : = ρ n /2 a n . Then ρ m / 2 b m = ∑ n ρ ( m − n ) / 2 u n m x n \rho^{m/2}b_m=\sum_n\rho^{(m-n)/2}u_{nm}x_n ρ m /2 b m = ∑ n ρ ( m − n ) /2 u nm x n . By Lemma 4.5, ρ ( m − n ) / 2 ∣ u n m ∣ ≤ k 1 ( m − n ) \rho^{(m-n)/2}|u_{nm}|\le k_1(m-n) ρ ( m − n ) /2 ∣ u nm ∣ ≤ k 1 ( m − n ) , where k 1 ( j ) ≔ C 2 ( B ρ 1 / 2 ) j η j 2 / 2 k_1(j)\coloneqq C_2(B\rho^{1/2})^j\eta^{j^2/2} k 1 ( j ) : = C 2 ( B ρ 1/2 ) j η j 2 /2 for j > 0 j>0 j > 0 and k 1 ( j ) ≔ C 1 ( τ η 2 ρ − 1 ) ∣ j ∣ / 2 k_1(j)\coloneqq C_1(\tau\eta^2\rho^{-1})^{|j|/2} k 1 ( j ) : = C 1 ( τ η 2 ρ − 1 ) ∣ j ∣/2 for j ≤ 0 j\le0 j ≤ 0 . Since k 1 ∈ ℓ Z 1 k_1\in\ell^1_{\mathbb{Z}} k 1 ∈ ℓ Z 1 , we obtain
∥ L η s / 2 f ∥ 2 ≤ ∑ m ≥ 1 ρ m ∣ b m ∣ 2 ≤ ∥ k 1 ∥ ℓ Z 2 2 ∑ n ≥ 1 ρ n ∣ a n ∣ 2 ≤ ∥ k 1 ∥ ℓ Z 2 2 1 − ρ − 1 E R ( f ) . \left\|L_\eta^{s/2}f\right\|^2\le\sum_{m\ge1}\rho^m|b_m|^2\le\|k_1\|_{\ell^2_{\mathbb{Z}}}^2\sum_{n\ge1}\rho^n|a_n|^2\le\frac{\|k_1\|_{\ell^2_{\mathbb{Z}}}^2}{1-\rho^{-1}}\mathcal{E}_R(f). L η s /2 f 2 ≤ m ≥ 1 ∑ ρ m ∣ b m ∣ 2 ≤ ∥ k 1 ∥ ℓ Z 2 2 n ≥ 1 ∑ ρ n ∣ a n ∣ 2 ≤ 1 − ρ − 1 ∥ k 1 ∥ ℓ Z 2 2 E R ( f ) .
Suppose that α < d + 2 ϑ \alpha<d+2\vartheta α < d + 2 ϑ , that is ρ τ η 2 = Q α − d − 2 ϑ < 1 \rho\tau\eta^2=Q^{\alpha-d-2\vartheta}<1 ρ τ η 2 = Q α − d − 2 ϑ < 1 , and that ∥ L η s / 2 f ∥ < ∞ \left\|L_\eta^{s/2}f\right\|<\infty L η s /2 f < ∞ . Put y m ≔ ρ m / 2 b m y_m\coloneqq\rho^{m/2}b_m y m : = ρ m /2 b m . Then ρ n / 2 a n = ∑ m ρ ( n − m ) / 2 u n m y m \rho^{n/2}a_n=\sum_m\rho^{(n-m)/2}u_{nm}y_m ρ n /2 a n = ∑ m ρ ( n − m ) /2 u nm y m and ρ ( n − m ) / 2 ∣ u n m ∣ ≤ k 2 ( n − m ) \rho^{(n-m)/2}|u_{nm}|\le k_2(n-m) ρ ( n − m ) /2 ∣ u nm ∣ ≤ k 2 ( n − m ) , where $k_2(j)\coloneqq
C 1 ( ρ τ η 2 ) j 2 C_{1}(\rho\tau\eta^{2})^{\frac{j}{2}} C 1 ( ρ τ η 2 ) 2 j for j ≥ 0 j \ge0 j ≥ 0 and k 2 ( j ) ≔ C 2 ( B ρ − 1 2 ) ∣ j ∣ η j 2 2 k_{2}(j) \coloneqq C_{2}(B\rho^{-\frac{1}{2}})^{|j|}\eta^{\frac{j^{2}}{2}} k 2 ( j ) : = C 2 ( B ρ − 2 1 ) ∣ j ∣ η 2 j 2 for j < 0 j < 0 j < 0 . Since ρ τ η 2 < 1 \rho\tau\eta^{2} < 1 ρ τ η 2 < 1 , the function k 2 k_{2} k 2 belongs to ℓ Z 2 \ell^{2}_{\mathbb{Z}} ℓ Z 2 , and
E R ( f ) ≤ ∑ n ≥ 1 ρ n ∣ a n ∣ 2 ≤ ∥ k 2 ∥ ℓ Z 2 2 ∑ m ≥ 1 ρ m ∣ b m ∣ 2 ≤ ∥ k 2 ∥ ℓ Z 2 2 c η s ∥ L η s 2 f ∥ 2 . \mathcal{E}_{R}(f) \leq\sum_{n \geq1} \rho^{n}|a_{n}|^{2} \leq\lVert k_{2}\rVert_{\ell^{2}_{\mathbb{Z}}}^{2}\sum_{m \geq1}\rho^{m}|b_{m}|^{2} \leq\frac{\lVert k_{2}\rVert_{\ell^{2}_{\mathbb{Z}}}^{2}}{c_{\eta}^{s}}\left\lVert L_{\eta}^{\frac{s}{2}}f\right\rVert^{2}. E R ( f ) ≤ n ≥ 1 ∑ ρ n ∣ a n ∣ 2 ≤ ∥ k 2 ∥ ℓ Z 2 2 m ≥ 1 ∑ ρ m ∣ b m ∣ 2 ≤ c η s ∥ k 2 ∥ ℓ Z 2 2 L η 2 s f 2 .
This is Proposition 4.7 below. The last assertion is the case ϑ = d \vartheta= d ϑ = d of parts 2 and 3.
Proposition 4.7 Suppose that τ = Q − d \tau= Q^{-d} τ = Q − d , η = Q − ϑ \eta= Q^{-\vartheta} η = Q − ϑ and α ≥ d + 2 ϑ \alpha\geq d + 2\vartheta α ≥ d + 2 ϑ . For any Borel function F : [ 0 , ∞ ) → [ 0 , ∞ ) F : [0,\infty) \to[0,\infty) F : [ 0 , ∞ ) → [ 0 , ∞ ) , the form domain of F ( L η ) F(L_{\eta}) F ( L η ) contains the polynomials P P P , whereas the function k ↦ η k k \mapsto\eta^{k} k ↦ η k does not belong to dom E R \operatorname{dom}\mathcal{E}_{R} dom E R . In particular, no operator of the form F ( L η ) F(L_{\eta}) F ( L η ) has the same form domain as R r a d α R_{\mathrm{rad}}^{\alpha} R rad α .
Proof : The polynomials are finite linear combinations of eigenvectors of L η L_{\eta} L η , hence belong to the form domain of F ( L η ) F(L_{\eta}) F ( L η ) . Let f k = η k f_{k}=\eta^{k} f k = η k . Before normalization, the inner product of f f f with the numerator of (13) is the difference of two geometric tail moments,
∑ k ≥ n + 1 w k η k − τ ∑ k ≥ n w k η k = − ( 1 − τ ) ( 1 − η ) 1 − τ η τ n + 1 η n . \sum_{k \geq n+1} w_{k}\eta^{k}-\tau\sum_{k \geq n}w_{k}\eta^{k}=-\frac{(1-\tau)(1-\eta)}{1-\tau\eta}\tau^{n+1}\eta^{n}. k ≥ n + 1 ∑ w k η k − τ k ≥ n ∑ w k η k = − 1 − τ η ( 1 − τ ) ( 1 − η ) τ n + 1 η n .
Hence ⟨ f , g n ⟩ = − ( 1 − τ ) 1 2 ( 1 − η ) 1 − τ η τ n + 1 2 η n \langle f,g_{n}\rangle=-\frac{(1-\tau)^{\frac{1}{2}}(1-\eta)}{1-\tau\eta}\tau^{\frac{n+1}{2}}\eta^{n} ⟨ f , g n ⟩ = − 1 − τ η ( 1 − τ ) 2 1 ( 1 − η ) τ 2 n + 1 η n . By Lemma 2.5, E R ( f ) = ( 1 − τ ) ( 1 − η ) 2 ( 1 − τ η ) 2 ∑ n λ n τ n + 1 η 2 n \mathcal{E}_{R}(f)=\frac{(1-\tau)(1-\eta)^{2}}{(1-\tau\eta)^{2}}\sum_{n}\lambda_{n}\tau^{n+1}\eta^{2n} E R ( f ) = ( 1 − τ η ) 2 ( 1 − τ ) ( 1 − η ) 2 ∑ n λ n τ n + 1 η 2 n . Since ( 1 − ρ − 1 ) ρ n + 1 ≤ λ n ≤ ρ n + 1 (1-\rho^{-1})\rho^{n+1}\leq\lambda_{n}\leq\rho^{n+1} ( 1 − ρ − 1 ) ρ n + 1 ≤ λ n ≤ ρ n + 1 , this is infinite if and only if ρ τ η 2 ≥ 1 \rho\tau\eta^{2}\geq1 ρ τ η 2 ≥ 1 , that is α ≥ d + 2 ϑ \alpha\geq d+2\vartheta α ≥ d + 2 ϑ .
Remark 4.8 The norm of the kernel k 2 k_{2} k 2 in the proof of Theorem 4.6 is at least C 1 ( 1 − ( ρ τ η 2 ) 1 2 ) − 1 C_{1}(1-(\rho\tau\eta^{2})^{\frac{1}{2}})^{-1} C 1 ( 1 − ( ρ τ η 2 ) 2 1 ) − 1 , so that the constant C C C obtained in part 2 tends to infinity as α → d + 2 ϑ \alpha\to d+2\vartheta α → d + 2 ϑ , in accordance with part 3. The threshold comes from the subdiagonal decay ( τ 1 2 η ) n − m (\tau^{\frac{1}{2}}\eta)^{n-m} ( τ 2 1 η ) n − m in Lemma 4.5, which is governed by the first order Taylor coefficients of the polynomials e m e_{m} e m at 0 0 0 . This decay is attained in the first column: since e 1 e_{1} e 1 is a polynomial of degree one in η k \eta^{k} η k , the proof of Proposition 4.7 shows that u n 1 u_{n1} u n 1 is a constant multiple of ( τ 1 2 η ) n (\tau^{\frac{1}{2}}\eta)^{n} ( τ 2 1 η ) n . In terms of the exponent s s s , the condition α < d + 2 ϑ \alpha<d+2\vartheta α < d + 2 ϑ reads
s < 2 + d ϑ = 2 + log τ log η . s<2+\frac{d}{\vartheta}=2+\frac{\log\tau}{\log\eta}. s < 2 + ϑ d = 2 + log η log τ .
For s ≤ 1 s\leq1 s ≤ 1 , part 2 also follows from Theorem 4.1 applied with the order ϑ \vartheta ϑ and from part 2 of Corollary 4.2 with θ = s \theta=s θ = s , since the operators R r a d α R_{\mathrm{rad}}^{\alpha} R rad α and ( R r a d ϑ ) s (R_{\mathrm{rad}}^{\vartheta})^{s} ( R rad ϑ ) s are diagonal in the basis ( g n ) (g_{n}) ( g n ) with comparable eigenvalues. The new range is therefore ϑ < α < d + 2 ϑ \vartheta<\alpha<d+2\vartheta ϑ < α < d + 2 ϑ . For ϑ = d \vartheta=d ϑ = d and α ≤ d \alpha\leq d α ≤ d , part 2 recovers the form comparison of Corollary 7.8 below. For s > 1 s>1 s > 1 , the operator L η L_{\eta} L η does not generate a positivity preserving semigroup for ϑ = d \vartheta=d ϑ = d , see Theorem 7.10, and for ϑ = d n − 1 \vartheta=\frac{d}{n-1} ϑ = n − 1 d , see Theorem 10.5.
The quantum group SUr(2) and the Podleś sphere
In this section 0 < r < 1 0<r<1 0 < r < 1 is arbitrary and τ = r 2 \tau=r^{2} τ = r 2 .
The concrete model
We use the standard realization of the compact quantum group S U r ( 2 ) \mathrm{SU}_{r}(2) SU r ( 2 ) from [20 Section 5.3] . Its defining relations and coproduct are those of [54 Example 1.1.5, pp. 4–5] and [21 Section 11] , where our generator b b b is denoted by α \alpha α . On ℓ N 0 2 ⊗ L 2 ( T ) \ell^{2}_{\mathbb{N}_{0}}\otimes L^{2}(\mathbb{T}) ℓ N 0 2 ⊗ L 2 ( T ) let
b ( e n ⊗ f ) = 1 − τ n e n − 1 ⊗ f , γ ( e n ⊗ f ) = r n e n ⊗ z f . b(e_{n}\otimes f)=\sqrt{1-\tau^{n}}e_{n-1}\otimes f,\qquad\gamma(e_{n}\otimes f)=r^{n}e_{n}\otimes zf. b ( e n ⊗ f ) = 1 − τ n e n − 1 ⊗ f , γ ( e n ⊗ f ) = r n e n ⊗ z f .
Here e − 1 = 0 e_{-1}=0 e − 1 = 0 , and z z z is the coordinate unitary on T \mathbb{T} T . Write C ( S U r ( 2 ) ) ≔ C ∗ ( b , γ ) C(\mathrm{SU}_{r}(2)) \coloneqq C^*(b,\gamma) C ( SU r ( 2 )) : = C ∗ ( b , γ ) and M ≔ C ( S U r ( 2 ) ) ′ ′ \mathcal{M} \coloneqq C(\mathrm{SU}_{r}(2))^{\prime\prime} M : = C ( SU r ( 2 ) ) ′′ . In this model
M = B ( ℓ N 0 2 ) ⊗ ‾ L ∞ ( T ) , h ( x ) = ( 1 − τ ) ∑ n ≥ 0 τ n ∫ T x n n ( z ) d m ( z ) . (37) \mathcal{M}=B(\ell^2_{\mathbb{N}_0})\overline{\otimes}L^\infty(\mathbb{T}),\qquad h(x)=(1-\tau)\sum_{n\geq0}\tau^n\int_{\mathbb{T}}x_{nn}(z)\,dm(z). \tag*{(37)} M = B ( ℓ N 0 2 ) ⊗ L ∞ ( T ) , h ( x ) = ( 1 − τ ) n ≥ 0 ∑ τ n ∫ T x nn ( z ) d m ( z ) . (37)
The Haar formula is [20 (5.1)] . It defines a faithful normal state on M \mathcal{M} M . The von Neumann algebra equality can also be seen directly: the polar part of b b b supplies the unilateral shift, spectral projections of γ ∗ γ \gamma^*\gamma γ ∗ γ supply matrix units, and the polar part of γ \gamma γ supplies 1 ⊗ z 1\otimes z 1 ⊗ z in the von Neumann closure. Since h h h is faithful and normal on M \mathcal{M} M , the algebra M \mathcal{M} M is identified with the von Neumann algebra L ∞ ( S U r ( 2 ) ) L^\infty(\mathrm{SU}_{r}(2)) L ∞ ( SU r ( 2 )) generated by the GNS representation of h h h .
We recall the relations and the coproduct, fixing all conventions:
b ∗ b + A = 1 , b b ∗ + τ A = 1 , γ γ ∗ = γ ∗ γ = A , b γ = r γ b , b γ ∗ = r γ ∗ b . (38) b^*b+A=1,\qquad bb^*+\tau A=1,\qquad\gamma\gamma^*=\gamma^*\gamma=A,\qquad b\gamma=r\gamma b,\qquad b\gamma^*=r\gamma^*b. \tag*{(38)} b ∗ b + A = 1 , b b ∗ + τ A = 1 , γ γ ∗ = γ ∗ γ = A , bγ = r γ b , b γ ∗ = r γ ∗ b . (38)
Δ ( b ) = b ⊗ b − r γ ∗ ⊗ γ , Δ ( γ ) = γ ⊗ b + b ∗ ⊗ γ . (39) \Delta(b)=b\otimes b-r\gamma^*\otimes\gamma,\qquad\Delta(\gamma)=\gamma\otimes b+b^*\otimes\gamma. \tag*{(39)} Δ ( b ) = b ⊗ b − r γ ∗ ⊗ γ , Δ ( γ ) = γ ⊗ b + b ∗ ⊗ γ . (39)
The fundamental representation is u ( 1 / 2 ) ≔ [ b − r γ ∗ γ b ∗ ] u^{(1/2)}\coloneqq\begin{bmatrix}b&-r\gamma^*\\ \gamma&b^*\end{bmatrix} u ( 1/2 ) : = [ b γ − r γ ∗ b ∗ ] . The coproduct extends to a normal unital ∗ * ∗ -homomorphism Δ : M → M ⊗ ‾ M \Delta:\mathcal{M}\to\mathcal{M}\overline{\otimes}\mathcal{M} Δ : M → M ⊗ M , since it is implemented by the regular representation [54 Theorem 1.5.3] . We denote by Pol ( S U r ( 2 ) ) \operatorname{Pol}(\mathrm{SU}_{r}(2)) Pol ( SU r ( 2 )) the ∗ * ∗ -algebra generated by b b b and γ \gamma γ , and by ε \varepsilon ε its counit, determined by ε ( b ) = 1 \varepsilon(b)=1 ε ( b ) = 1 and ε ( γ ) = 0 \varepsilon(\gamma)=0 ε ( γ ) = 0 .
Let V V V be the unilateral forward shift. Then b = V ∗ ( 1 − A ) 1 2 b=V^*(1-A)^{\frac{1}{2}} b = V ∗ ( 1 − A ) 2 1 and V ∗ = ( 1 − τ A ) − 1 2 b ∈ C ( S U r ( 2 ) ) V^*=(1-\tau A)^{-\frac{1}{2}}b\in C(\mathrm{SU}_{r}(2)) V ∗ = ( 1 − τ A ) − 2 1 b ∈ C ( SU r ( 2 )) . Consequently e 00 ⊗ 1 = 1 − V V ∗ e_{00}\otimes1=1-VV^* e 00 ⊗ 1 = 1 − V V ∗ and all matrix units e i j ⊗ 1 = V i e 00 V ∗ j e_{ij}\otimes1=V^ie_{00}V^{*j} e ij ⊗ 1 = V i e 00 V ∗ j belong to C ( S U r ( 2 ) ) C(\mathrm{SU}_{r}(2)) C ( SU r ( 2 )) . More generally, e i j ⊗ z k ∈ C ( S U r ( 2 ) ) e_{ij}\otimes z^k\in C(\mathrm{SU}_{r}(2)) e ij ⊗ z k ∈ C ( SU r ( 2 )) for k ∈ Z k\in\mathbb{Z} k ∈ Z : first use p n γ = r n e n n ⊗ z p_n\gamma=r^ne_{nn}\otimes z p n γ = r n e nn ⊗ z , where p n = e n n ⊗ 1 p_n=e_{nn}\otimes1 p n = e nn ⊗ 1 , and then the matrix units.
With the semifinite trace Tr ⊗ m \operatorname{Tr}\otimes m Tr ⊗ m on M \mathcal{M} M , the density of h h h is D h = ( 1 − τ ) diag ( τ n ) ⊗ 1 D_h=(1-\tau)\operatorname{diag}(\tau^n)\otimes1 D h = ( 1 − τ ) diag ( τ n ) ⊗ 1 . Hence its modular group is
σ s h ( e i j ⊗ f ) = τ i s ( i − j ) e i j ⊗ f , σ s h ( b ) = τ − i s b , σ s h ( γ ) = γ . \sigma_s^h(e_{ij}\otimes f)=\tau^{is(i-j)}e_{ij}\otimes f,\qquad\sigma_s^h(b)=\tau^{-is}b,\qquad\sigma_s^h(\gamma)=\gamma. σ s h ( e ij ⊗ f ) = τ i s ( i − j ) e ij ⊗ f , σ s h ( b ) = τ − i s b , σ s h ( γ ) = γ .
The formula follows from σ s h ( x ) = D h i s x D h − i s \sigma_s^h(x)=D_h^{is}xD_h^{-is} σ s h ( x ) = D h i s x D h − i s and agrees with [54 Example 1.7.4, p. 31] .
Torus actions and the symbol map
For λ ∈ T \lambda\in\mathbb{T} λ ∈ T let D λ D_\lambda D λ be the diagonal unitary of ℓ N 0 2 \ell^2_{\mathbb{N}_0} ℓ N 0 2 given by D λ e n = λ − n e n D_\lambda e_n=\lambda^{-n}e_n D λ e n = λ − n e n , and let ϑ λ \vartheta_\lambda ϑ λ be the unitary of L 2 ( T ) L^2(\mathbb{T}) L 2 ( T ) given by ( ϑ λ f ) ( ζ ) = f ( λ ζ ) (\vartheta_\lambda f)(\zeta)=f(\lambda\zeta) ( ϑ λ f ) ( ζ ) = f ( λ ζ ) . For λ , μ ∈ T \lambda,\mu\in\mathbb{T} λ , μ ∈ T we put
β λ , μ ( x ) ≔ ( D λ μ ⊗ ϑ λ − 1 μ ) x ( D λ μ ⊗ ϑ λ − 1 μ ) ∗ , x ∈ B ( ℓ N 0 2 ⊗ L 2 ( T ) ) . (40) \beta_{\lambda,\mu}(x)\coloneqq(D_{\lambda\mu}\otimes\vartheta_{\lambda^{-1}\mu})x(D_{\lambda\mu}\otimes\vartheta_{\lambda^{-1}\mu})^*,\qquad x\in B(\ell^2_{\mathbb{N}_0}\otimes L^2(\mathbb{T})). \tag*{(40)} β λ , μ ( x ) : = ( D λ μ ⊗ ϑ λ − 1 μ ) x ( D λ μ ⊗ ϑ λ − 1 μ ) ∗ , x ∈ B ( ℓ N 0 2 ⊗ L 2 ( T )) . (40)
A direct computation gives
β λ , μ ( b ) = λ μ b , β λ , μ ( γ ) = λ − 1 μ γ , β λ , μ ( e i j ⊗ z k ) = ( λ μ ) j − i ( λ − 1 μ ) k e i j ⊗ z k . (41) \beta_{\lambda,\mu}(b)=\lambda\mu b,\qquad\beta_{\lambda,\mu}(\gamma)=\lambda^{-1}\mu\gamma,\qquad\beta_{\lambda,\mu}(e_{ij}\otimes z^k)=(\lambda\mu)^{j-i}(\lambda^{-1}\mu)^k e_{ij}\otimes z^k. \tag*{(41)} β λ , μ ( b ) = λ μ b , β λ , μ ( γ ) = λ − 1 μ γ , β λ , μ ( e ij ⊗ z k ) = ( λ μ ) j − i ( λ − 1 μ ) k e ij ⊗ z k . (41)
Thus each β λ , μ \beta_{\lambda,\mu} β λ , μ is a normal ∗ * ∗ -automorphism of M \mathcal{M} M which leaves C ( S U r ( 2 ) ) C(\mathrm{SU}_{r}(2)) C ( SU r ( 2 )) invariant and preserves h h h , since D λ μ D_{\lambda\mu} D λ μ commutes with D h D_h D h and ϑ λ − 1 μ \vartheta_{\lambda^{-1}\mu} ϑ λ − 1 μ preserves the Haar measure of T \mathbb{T} T . The map ( λ , μ ) ↦ β λ , μ ( x ) (\lambda,\mu)\mapsto\beta_{\lambda,\mu}(x) ( λ , μ ) ↦ β λ , μ ( x ) is norm continuous for any x ∈ C ( S U r ( 2 ) ) x\in C(\mathrm{SU}_{r}(2)) x ∈ C ( SU r ( 2 )) : this is clear on the ∗ * ∗ -algebra generated by b b b and γ \gamma γ by (5.5), and follows in general by density, the automorphisms being isometric.
Lemma 5.1 The C ∗ C^* C ∗ -algebra J ≔ K ( ℓ N 0 2 ) ⊗ min C ( T ) \mathcal{J}\coloneqq\mathcal{K}(\ell^2_{\mathbb{N}_0})\otimes_{\min}C(\mathbb{T}) J : = K ( ℓ N 0 2 ) ⊗ m i n C ( T ) is a closed two-sided ideal of C ( S U r ( 2 ) ) C(\mathrm{SU}_{r}(2)) C ( SU r ( 2 )) . There exists a unique ∗ * ∗ -homomorphism σ : C ( S U r ( 2 ) ) → C ( T ) \sigma:C(\mathrm{SU}_{r}(2))\to C(\mathbb{T}) σ : C ( SU r ( 2 )) → C ( T ) with kernel J \mathcal{J} J such that σ ( b ) = z \sigma(b)=z σ ( b ) = z and σ ( γ ) = 0 \sigma(\gamma)=0 σ ( γ ) = 0 . For λ ∈ T \lambda\in\mathbb{T} λ ∈ T , the map ε λ ≔ ε λ ∘ σ \varepsilon_\lambda\coloneqq\varepsilon_\lambda\circ\sigma ε λ : = ε λ ∘ σ is a character of C ( S U r ( 2 ) ) C(\mathrm{SU}_{r}(2)) C ( SU r ( 2 )) with ε λ ( b ) = λ \varepsilon_\lambda(b)=\lambda ε λ ( b ) = λ and ε λ ( γ ) = 0 \varepsilon_\lambda(\gamma)=0 ε λ ( γ ) = 0 , and ε 1 \varepsilon_1 ε 1 extends the counit ε \varepsilon ε .
Proof. By the preceding subsection, J \mathcal{J} J is contained in C ( S U r ( 2 ) ) C(\mathrm{SU}_{r}(2)) C ( SU r ( 2 )) . Since b ∈ B ( ℓ 2 ( N 0 ) ) ⊗ 1 b \in B(\ell^{2}(\mathbb{N}_{0})) \otimes1 b ∈ B ( ℓ 2 ( N 0 )) ⊗ 1 and γ ∈ J \gamma\in\mathcal{J} γ ∈ J , the algebra C ( S U r ( 2 ) ) C(\mathrm{SU}_{r}(2)) C ( SU r ( 2 )) is contained in B ( ℓ 2 ( N 0 ) ) ⊗ min C ( T ) B(\ell^{2}(\mathbb{N}_{0})) \otimes_{\min} C(\mathbb{T}) B ( ℓ 2 ( N 0 )) ⊗ m i n C ( T ) , in which J \mathcal{J} J is an ideal. Hence J \mathcal{J} J is an ideal of C ( S U r ( 2 ) ) C(\mathrm{SU}_{r}(2)) C ( SU r ( 2 )) . The elements A = diag ( τ n ) ⊗ 1 A=\operatorname{diag}(\tau^{n})\otimes1 A = diag ( τ n ) ⊗ 1 and γ \gamma γ belong to J \mathcal{J} J . By (38) , the image b ˙ \dot{b} b ˙ of b b b in the quotient satisfies b ˙ ∗ b ˙ = 1 = b ˙ b ˙ ∗ \dot{b}^{*}\dot{b}=1=\dot{b}\dot{b}^{*} b ˙ ∗ b ˙ = 1 = b ˙ b ˙ ∗ , and the quotient is generated by the unitary b ˙ \dot{b} b ˙ . It is therefore commutative and isomorphic to C ( Sp ( b ˙ ) ) C(\operatorname{Sp}(\dot{b})) C ( Sp ( b ˙ )) . The automorphism β 1 , μ \beta_{1,\mu} β 1 , μ leaves J \mathcal{J} J invariant by (41) , hence induces an automorphism of the quotient sending b ˙ \dot{b} b ˙ to μ b ˙ \mu\dot{b} μ b ˙ . Thus Sp ( b ˙ ) = μ Sp ( b ˙ ) \operatorname{Sp}(\dot{b})=\mu\operatorname{Sp}(\dot{b}) Sp ( b ˙ ) = μ Sp ( b ˙ ) for any μ ∈ T \mu\in\mathbb{T} μ ∈ T , and Sp ( b ˙ ) = T \operatorname{Sp}(\dot{b})=\mathbb{T} Sp ( b ˙ ) = T . Composing the quotient map with the Gelfand isomorphism gives σ \sigma σ . The last assertions follow, since ε 1 \varepsilon_{1} ε 1 and ε \varepsilon ε are unital homomorphisms which agree on b b b and γ \gamma γ .
A direct computation on the generators, using (39) , ε λ ( γ ) = 0 \varepsilon_{\lambda}(\gamma)=0 ε λ ( γ ) = 0 and coassociativity, shows that
β λ , μ = ( ε λ ⊗ Id ⊗ ε μ ) ∘ ( Δ ⊗ Id ) ∘ Δ on C ( S U r ( 2 ) ) . (42) \beta_{\lambda,\mu}=(\varepsilon_{\lambda}\otimes\operatorname{Id}\otimes\varepsilon_{\mu})\circ(\Delta\otimes\operatorname{Id})\circ\Delta\quad\text{on }C(\mathrm{SU}_{r}(2)). \tag*{(42)} β λ , μ = ( ε λ ⊗ Id ⊗ ε μ ) ∘ ( Δ ⊗ Id ) ∘ Δ on C ( SU r ( 2 )) . (42)
Indeed, both sides are ∗ * ∗ -homomorphisms. For instance, ( Δ ⊗ Id ) Δ ( γ ) = ( γ ⊗ b + b ∗ ⊗ γ ) ⊗ b + ( b ∗ ⊗ b ∗ − r γ ⊗ γ ∗ ) ⊗ γ (\Delta\otimes\operatorname{Id})\Delta(\gamma)=(\gamma\otimes b+b^{*}\otimes\gamma)\otimes b+(b^{*}\otimes b^{*}-r\gamma\otimes\gamma^{*})\otimes\gamma ( Δ ⊗ Id ) Δ ( γ ) = ( γ ⊗ b + b ∗ ⊗ γ ) ⊗ b + ( b ∗ ⊗ b ∗ − r γ ⊗ γ ∗ ) ⊗ γ , and applying ε λ ⊗ Id ⊗ ε μ \varepsilon_{\lambda}\otimes\operatorname{Id}\otimes\varepsilon_{\mu} ε λ ⊗ Id ⊗ ε μ gives λ μ γ \lambda\mu\gamma λ μ γ . Thus β λ , 1 \beta_{\lambda,1} β λ , 1 and β 1 , μ \beta_{1,\mu} β 1 , μ are the left and right translations by the classical diagonal torus of S U r ( 2 ) \mathrm{SU}_{r}(2) SU r ( 2 ) .
Matrix coefficients and zonal spherical functions
We use the irreducible unitary representations u ( l ) = ( u j k ( l ) ) j , k u^{(l)}=(u_{jk}^{(l)})_{j,k} u ( l ) = ( u j k ( l ) ) j , k , l ∈ 1 2 N 0 l\in\frac{1}{2}\mathbb{N}_{0} l ∈ 2 1 N 0 , of dimension 2 l + 1 2l+1 2 l + 1 , with indices j , k ∈ { − l , − l + 1 , … , l } j,k\in\{-l,-l+1,\ldots,l\} j , k ∈ { − l , − l + 1 , … , l } , as in [21 Section 11] ; for l = 1 2 l=\frac{1}{2} l = 2 1 we label the fundamental representation so that u − 1 2 , − 1 2 ( 1 2 ) = b u_{-\frac{1}{2},-\frac{1}{2}}^{(\frac{1}{2})}=b u − 2 1 , − 2 1 ( 2 1 ) = b and u 1 2 , 1 2 ( 1 2 ) = b ∗ u_{\frac{1}{2},\frac{1}{2}}^{(\frac{1}{2})}=b^{*} u 2 1 , 2 1 ( 2 1 ) = b ∗ . We have Δ ( u j k ( l ) ) = ∑ m u j m ( l ) ⊗ u m k ( l ) \Delta(u_{jk}^{(l)})=\sum_{m}u_{jm}^{(l)}\otimes u_{mk}^{(l)} Δ ( u j k ( l ) ) = ∑ m u j m ( l ) ⊗ u mk ( l ) and ε ( u j k ( l ) ) = δ j k \varepsilon(u_{jk}^{(l)})=\delta_{jk} ε ( u j k ( l ) ) = δ j k . The matrix coefficients form a linear basis of Pol ( S U r ( 2 ) ) \operatorname{Pol}(\mathrm{SU}_{r}(2)) Pol ( SU r ( 2 )) , by [54 Example 2.4.8] and the orthogonality relations [54 Theorem 1.4.3] . Moreover, if Pol n \operatorname{Pol}_{n} Pol n denotes the space of polynomials of degree at most n n n in b , b ∗ , γ , γ ∗ b,b^{*},\gamma,\gamma^{*} b , b ∗ , γ , γ ∗ and C ( l ) ≔ span { u j k ( l ) } j , k C^{(l)}\coloneqq\operatorname{span}\{u_{jk}^{(l)}\}_{j,k} C ( l ) : = span { u j k ( l ) } j , k , then
Pol n = ⨁ l ∈ 1 2 N 0 2 l ≤ n C ( l ) . (43) \operatorname{Pol}_{n}=\bigoplus_{\substack{l\in\frac{1}{2}\mathbb{N}_{0}\\2l\leq n}}C^{(l)}. \tag*{(43)} Pol n = l ∈ 2 1 N 0 2 l ≤ n ⨁ C ( l ) . (43)
see the proof in [54 Example 2.4.8] . Finally, the Woronowicz characters f ζ f_{\zeta} f ζ , ζ ∈ C \zeta\in\mathbb{C} ζ ∈ C , are unital homomorphisms of Pol ( S U r ( 2 ) ) \operatorname{Pol}(\mathrm{SU}_{r}(2)) Pol ( SU r ( 2 )) [54 Proposition 1.7.2] , and [21 (11.2)]
f ζ ( u j k ( l ) ) = δ j k r 2 j ζ . (44) f_{\zeta}(u_{jk}^{(l)})=\delta_{jk}r^{2j\zeta}. \tag*{(44)} f ζ ( u j k ( l ) ) = δ j k r 2 j ζ . (44)
Lemma 5.2 For any l ∈ 1 2 N 0 l\in\frac{1}{2}\mathbb{N}_{0} l ∈ 2 1 N 0 , any j , k ∈ { − l , … , l } j,k\in\{-l,\ldots,l\} j , k ∈ { − l , … , l } and any λ , μ ∈ T \lambda,\mu\in\mathbb{T} λ , μ ∈ T , we have
ε λ ( u j k ( l ) ) = δ j k λ − 2 j , β λ , μ ( u j k ( l ) ) = λ − 2 j μ − 2 k u j k ( l ) . (45) \varepsilon_{\lambda}(u_{jk}^{(l)})=\delta_{jk}\lambda^{-2j},\qquad\beta_{\lambda,\mu}(u_{jk}^{(l)})=\lambda^{-2j}\mu^{-2k}u_{jk}^{(l)}. \tag*{(45)} ε λ ( u j k ( l ) ) = δ j k λ − 2 j , β λ , μ ( u j k ( l ) ) = λ − 2 j μ − 2 k u j k ( l ) . (45)
Consequently, the elements of Pol ( S U r ( 2 ) ) \operatorname{Pol}(\mathrm{SU}_{r}(2)) Pol ( SU r ( 2 )) fixed by all β λ , μ \beta_{\lambda,\mu} β λ , μ form the space span { u 00 ( l ) : l ∈ N 0 } \operatorname{span}\{u_{00}^{(l)}:l\in\mathbb{N}_{0}\} span { u 00 ( l ) : l ∈ N 0 } , and the elements fixed by all β 1 , μ \beta_{1,\mu} β 1 , μ form the space span { u j 0 ( l ) : l ∈ N 0 , ∣ j ∣ ≤ l } \operatorname{span}\{u_{j0}^{(l)}:l\in\mathbb{N}_{0},\ |j|\leq l\} span { u j 0 ( l ) : l ∈ N 0 , ∣ j ∣ ≤ l } .
Proof: For ζ ∈ C ∖ { 0 } \zeta\in\mathbb{C}\setminus\{0\} ζ ∈ C ∖ { 0 } , there is a unique unital algebra homomorphism χ ζ : Pol ( S U r ( 2 ) ) → C \chi_{\zeta}:\operatorname{Pol}(\mathrm{SU}_{r}(2))\to\mathbb{C} χ ζ : Pol ( SU r ( 2 )) → C such that χ ζ ( b ) = ζ \chi_{\zeta}(b)=\zeta χ ζ ( b ) = ζ , χ ζ ( b ∗ ) = ζ − 1 \chi_{\zeta}(b^{*})=\zeta^{-1} χ ζ ( b ∗ ) = ζ − 1 and χ ζ ( γ ) = χ ζ ( γ ∗ ) = 0 \chi_{\zeta}(\gamma)=\chi_{\zeta}(\gamma^{*})=0 χ ζ ( γ ) = χ ζ ( γ ∗ ) = 0 , since these values satisfy the defining relations (38) and their adjoints. For any noncommutative monomial x x x in b , b ∗ , γ , γ ∗ b,b^{*},\gamma,\gamma^{*} b , b ∗ , γ , γ ∗ , the number χ ζ ( x ) \chi_{\zeta}(x) χ ζ ( x ) is either 0 0 0 or ζ m \zeta^{m} ζ m for an integer m m m independent of ζ \zeta ζ . Hence ζ ↦ χ ζ ( x ) \zeta\mapsto\chi_{\zeta}(x) ζ ↦ χ ζ ( x ) is a Laurent polynomial for any x ∈ Pol ( S U r ( 2 ) ) x\in\operatorname{Pol}(\mathrm{SU}_{r}(2)) x ∈ Pol ( SU r ( 2 )) . By (44) and the labeling of u ( 1 2 ) u^{(\frac{1}{2})} u ( 2 1 ) , the homomorphism f ζ f_{\zeta} f ζ takes the values r − ζ , r ζ , 0 , 0 r^{-\zeta},r^{\zeta},0,0 r − ζ , r ζ , 0 , 0 on b , b ∗ , γ , γ ∗ b,b^{*},\gamma,\gamma^{*} b , b ∗ , γ , γ ∗ , so that f ζ = χ r f_{\zeta}=\chi_{r} f ζ = χ r . By (44) , we deduce that χ x ( u j k ( l ) ) = δ j k x − 2 j \chi_x(u^{(l)}_{jk})=\delta_{jk}x^{-2j} χ x ( u j k ( l ) ) = δ j k x − 2 j for any x > 0 x>0 x > 0 . Two Laurent polynomials which agree on ( 0 , ∞ ) (0,\infty) ( 0 , ∞ ) are equal, hence this equality holds for any x ∈ C ∖ { 0 } x\in\mathbb{C}\setminus\{0\} x ∈ C ∖ { 0 } . For λ ∈ T \lambda\in\mathbb{T} λ ∈ T , the homomorphisms χ λ \chi_\lambda χ λ and ϵ λ \epsilon_\lambda ϵ λ agree on b b b , b ∗ b^* b ∗ , γ \gamma γ , γ ∗ \gamma^* γ ∗ , which proves the first equality of (45) . The second follows from (42) and Δ ( 2 ) ( u j k ( l ) ) = ∑ a , c u j a ( l ) ⊗ u a c ( l ) ⊗ u c k ( l ) \Delta^{(2)}(u^{(l)}_{jk})=\sum_{a,c}u^{(l)}_{ja}\otimes u^{(l)}_{ac}\otimes u^{(l)}_{ck} Δ ( 2 ) ( u j k ( l ) ) = ∑ a , c u j a ( l ) ⊗ u a c ( l ) ⊗ u c k ( l ) . The last assertions follow from the linear independence of the matrix coefficients, since − 2 j = 0 -2j=0 − 2 j = 0 if and only if j = 0 j=0 j = 0 , which requires l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 .
Proposition 5.3 For any integer l ≥ 0 l\geq0 l ≥ 0 , we have u 00 ( l ) = φ l τ ( A ) u^{(l)}_{00}=\varphi_l^{\tau}(A) u 00 ( l ) = φ l τ ( A ) , where φ l τ \varphi_l^{\tau} φ l τ is the polynomial of Proposition 3.1 with η = τ \eta=\tau η = τ , that is the little τ \tau τ -Legendre polynomial normalized by φ l τ ( 0 ) = 1 \varphi_l^{\tau}(0)=1 φ l τ ( 0 ) = 1 . Moreover ∣ φ l τ ( x ) ∣ ≤ 1 |\varphi_l^{\tau}(x)|\leq1 ∣ φ l τ ( x ) ∣ ≤ 1 for any x ∈ X τ x\in X_\tau x ∈ X τ .
Proof : Let n ≥ 0 n\geq0 n ≥ 0 . The element A m = ( γ ∗ γ ) m A^m=(\gamma^*\gamma)^m A m = ( γ ∗ γ ) m belongs to Pol 2 m \operatorname{Pol}_{2m} Pol 2 m and is fixed by all β λ , μ \beta_{\lambda,\mu} β λ , μ , by (41) . By (43) and Lemma 5.2, the polynomials of degree at most n n n in A A A are contained in the space span { u 00 ( l ) : l ∈ N 0 , l ≤ n } \operatorname{span}\{u^{(l)}_{00}:l\in\mathbb{N}_0,\ l\leq n\} span { u 00 ( l ) : l ∈ N 0 , l ≤ n } . Both spaces have dimension n + 1 n+1 n + 1 , since the spectrum X τ X_\tau X τ of A A A is infinite. Hence they are equal for any n n n , and by induction u 00 ( n ) = p n ( A ) u^{(n)}_{00}=p_n(A) u 00 ( n ) = p n ( A ) for a polynomial p n p_n p n of degree exactly n n n .
Recall that h ( F ( A ) ) = ∑ k w k F ( τ k ) h(F(A))=\sum_k w_kF(\tau^k) h ( F ( A )) = ∑ k w k F ( τ k ) by (37) . By the orthogonality relations [54 Theorem 1.4.3 (ii)] , h ( ( u 00 ( l ) ) ∗ u 00 ( m ) ) = 0 h((u^{(l)}_{00})^*u^{(m)}_{00})=0 h (( u 00 ( l ) ) ∗ u 00 ( m ) ) = 0 for l ≠ m l\ne m l = m . Thus the polynomials p l p_l p l are orthogonal in ℓ 2 ( N 0 , w ) \ell^2(\mathbb{N}_0,w) ℓ 2 ( N 0 , w ) , as functions of τ k \tau^k τ k . Since ϵ ( γ ) = 0 \epsilon(\gamma)=0 ϵ ( γ ) = 0 , we have ϵ ( A ) = 0 \epsilon(A)=0 ϵ ( A ) = 0 and ϵ ( p ( A ) ) = p ( 0 ) \epsilon(p(A))=p(0) ϵ ( p ( A )) = p ( 0 ) for any polynomial p p p ; hence p l ( 0 ) = ϵ ( u 00 ( l ) ) = 1 p_l(0)=\epsilon(u^{(l)}_{00})=1 p l ( 0 ) = ϵ ( u 00 ( l ) ) = 1 . By part 4 of Proposition 3.1, p l = φ l τ p_l=\varphi_l^\tau p l = φ l τ . Finally, u ( l ) u^{(l)} u ( l ) is unitary, so that ∑ j ( u j 0 ( l ) ) ∗ u j 0 ( l ) = 1 \sum_j (u^{(l)}_{j0})^*u^{(l)}_{j0}=1 ∑ j ( u j 0 ( l ) ) ∗ u j 0 ( l ) = 1 and ∣ u 00 ( l ) ∣ ≤ 1 |u^{(l)}_{00}|\leq1 ∣ u 00 ( l ) ∣ ≤ 1 . Since the spectrum of A A A is X τ X_\tau X τ , this gives sup X τ ∣ φ l τ ∣ ≤ 1 \sup_{X_\tau}|\varphi_l^\tau|\leq1 sup X τ ∣ φ l τ ∣ ≤ 1 . ■
The identification of zonal matrix coefficients with little q q q -Legendre polynomials is classical, see [72 ] , [47 ] , [51 ] and the survey [46 ] ; the proof above only uses the facts recalled in this subsection.
Remark 5.4 We use the following conventions for U r s l 2 U_{r}\mathfrak{sl}_2 U r sl 2 , compare [54 Section 2.4] :
K E K − 1 = r 2 E , K F K − 1 = r − 2 F , E F − F E = K − K − 1 r − r − 1 , KEK^{-1}=r^2E,\quad KFK^{-1}=r^{-2}F,\quad EF-FE=\frac{K-K^{-1}}{r-r^{-1}}, K E K − 1 = r 2 E , K F K − 1 = r − 2 F , E F − F E = r − r − 1 K − K − 1 ,
Δ ( K ) = K ⊗ K , Δ ( E ) = E ⊗ 1 + K ⊗ E , Δ ( F ) = F ⊗ K − 1 + 1 ⊗ F , K ∗ = K , E ∗ = F K , F ∗ = K − 1 E . \Delta(K)=K\otimes K,\quad\Delta(E)=E\otimes1+K\otimes E,\quad\Delta(F)=F\otimes K^{-1}+1\otimes F,\quad K^*=K,\quad E^*=FK,\quad F^*=K^{-1}E. Δ ( K ) = K ⊗ K , Δ ( E ) = E ⊗ 1 + K ⊗ E , Δ ( F ) = F ⊗ K − 1 + 1 ⊗ F , K ∗ = K , E ∗ = F K , F ∗ = K − 1 E .
One checks on the generators that Δ \Delta Δ is a ∗ * ∗ -homomorphism. Put [ x ] r ≔ r x − r − x r − r − 1 [x]_r\coloneqq\frac{r^x-r^{-x}}{r-r^{-1}} [ x ] r : = r − r − 1 r x − r − x . For s ∈ 1 2 N 0 s\in\frac{1}{2}\mathbb{N}_0 s ∈ 2 1 N 0 , the irreducible ∗ * ∗ -module V s V_s V s has an orthonormal basis ( ξ i ) ∣ i ∣ ≤ s (\xi_i)_{|i|\leq s} ( ξ i ) ∣ i ∣ ≤ s with
K ξ i = r 2 i ξ i , F ξ i = r − i [ s + i ] r [ s − i + 1 ] r ξ i − 1 , E ξ i = r i + 1 [ s − i ] r [ s + i + 1 ] r ξ i + 1 , (46) K\xi_i=r^{2i}\xi_i,\quad F\xi_i=r^{-i}\sqrt{[s+i]_r[s-i+1]_r}\,\xi_{i-1},\quad E\xi_i=r^{i+1}\sqrt{[s-i]_r[s+i+1]_r}\,\xi_{i+1}, \tag*{(46)} K ξ i = r 2 i ξ i , F ξ i = r − i [ s + i ] r [ s − i + 1 ] r ξ i − 1 , E ξ i = r i + 1 [ s − i ] r [ s + i + 1 ] r ξ i + 1 , (46)
where ξ ± ( s + 1 ) = 0 \xi_{\pm(s+1)}=0 ξ ± ( s + 1 ) = 0 . Indeed E = ( F K ) ∗ E=(FK)^* E = ( F K ) ∗ on this basis, and [ E , F ] ξ i = r 2 i − r − 2 i r − r − 1 ξ i [E,F]\xi_i=\frac{r^{2i}-r^{-2i}}{r-r^{-1}}\xi_i [ E , F ] ξ i = r − r − 1 r 2 i − r − 2 i ξ i follows from
[ s + i ] r [ s − i + 1 ] r − [ s − i ] r [ s + i + 1 ] r = [ 2 i ] r . [s+i]_r[s-i+1]_r-[s-i]_r[s+i+1]_r=[2i]_r. [ s + i ] r [ s − i + 1 ] r − [ s − i ] r [ s + i + 1 ] r = [ 2 i ] r .
Consider the Casimir element
Ω ≔ E F + r − 1 K + r K − 1 ( r − r − 1 ) 2 . \Omega\coloneqq EF+\frac{r^{-1}K+rK^{-1}}{(r-r^{-1})^2}. Ω : = E F + ( r − r − 1 ) 2 r − 1 K + r K − 1 .
Since [ E , E F ] = E ( K − K − 1 ) r − r − 1 [E,EF]=\frac{E(K-K^{-1})}{r-r^{-1}} [ E , E F ] = r − r − 1 E ( K − K − 1 ) and [ E , r − 1 K + r K − 1 ] = − ( r − r − 1 ) E ( K − K − 1 ) [E,r^{-1}K+rK^{-1}]=-(r-r^{-1})E(K-K^{-1}) [ E , r − 1 K + r K − 1 ] = − ( r − r − 1 ) E ( K − K − 1 ) , we have [ E , Ω ] = 0 [E,\Omega]=0 [ E , Ω ] = 0 , and in the same way [ F , Ω ] = 0 [F,\Omega]=0 [ F , Ω ] = 0 . Hence Ω \Omega Ω is central, and it acts on the irreducible module V s V_s V s by a scalar, which we compute on ξ s \xi_s ξ s . Since E ξ s = 0 E\xi_s=0 E ξ s = 0 , we have
Ω ξ s = ( r 2 s − r − 2 s r − r − 1 + r 2 s − 1 + r 1 − 2 s ( r − r − 1 ) 2 ) ξ s = r 2 s + 1 + r − 2 s − 1 ( r − r − 1 ) 2 ξ s . \Omega\xi_s=\left(\frac{r^{2s}-r^{-2s}}{r-r^{-1}}+\frac{r^{2s-1}+r^{1-2s}}{(r-r^{-1})^2}\right)\xi_s
=\frac{r^{2s+1}+r^{-2s-1}}{(r-r^{-1})^2}\xi_s. Ω ξ s = ( r − r − 1 r 2 s − r − 2 s + ( r − r − 1 ) 2 r 2 s − 1 + r 1 − 2 s ) ξ s = ( r − r − 1 ) 2 r 2 s + 1 + r − 2 s − 1 ξ s .
Thus Ω \Omega Ω acts on V l V_l V l by the scalar Ω l = r 2 l + 1 + r − 2 l − 1 ( r − r − 1 ) 2 \Omega_l=\frac{r^{2l+1}+r^{-2l-1}}{(r-r^{-1})^2} Ω l = ( r − r − 1 ) 2 r 2 l + 1 + r − 2 l − 1 . Hence, for any l ∈ 1 2 N 0 l\in\frac{1}{2}\mathbb{N}_0 l ∈ 2 1 N 0 ,
Λ l ≔ r − 2 l − 1 − r 2 + r 2 l + 2 = r ( r − r − 1 ) 2 ( Ω l − Ω 0 ) , (47) \Lambda_l\coloneqq r^{-2l}-1-r^2+r^{2l+2}=r(r-r^{-1})^2(\Omega_l-\Omega_0), \tag*{(47)} Λ l : = r − 2 l − 1 − r 2 + r 2 l + 2 = r ( r − r − 1 ) 2 ( Ω l − Ω 0 ) , (47)
and Λ l = Λ l ( τ ) \Lambda_l=\Lambda_l(\tau) Λ l = Λ l ( τ ) for l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 , by (4) . Through the duality between U r s l 2 U_{r}\mathfrak{sl}_2 U r sl 2 and Pol ( S U r ( 2 ) ) \operatorname{Pol}(\mathrm{SU}_r(2)) Pol ( SU r ( 2 )) , the operator x ↦ ( Id ⊗ Ω ) Δ ( x ) x\mapsto(\operatorname{Id}\otimes\Omega)\Delta(x) x ↦ ( Id ⊗ Ω ) Δ ( x ) acts on C ( l ) C(l) C ( l ) by Ω l \Omega_l Ω l . Thus L τ L_\tau L τ is, up to the affine normalization (47) , the restriction of this Casimir operator to the zonal polynomials φ l τ ( A ) \varphi_l^{\tau}(A) φ l τ ( A ) .
The Podleś sphere in the concrete model
We define
C ( S r 2 ) ≔ { x ∈ C ( S U r ( 2 ) ) : β 1 , μ ( x ) = x for any μ ∈ T } . C(S_r^2)\coloneqq\{x\in C(\mathrm{SU}_r(2)):\beta_{1,\mu}(x)=x\text{ for any }\mu\in\mathbb{T}\}. C ( S r 2 ) : = { x ∈ C ( SU r ( 2 )) : β 1 , μ ( x ) = x for any μ ∈ T } .
and
L ∞ ( S r 2 ) ≔ { x ∈ M : β 1 , μ ( x ) = x for any μ ∈ T } . L^\infty(S_r^2)\coloneqq\{x\in\mathcal{M}:\beta_{1,\mu}(x)=x\text{ for any }\mu\in\mathbb{T}\}. L ∞ ( S r 2 ) : = { x ∈ M : β 1 , μ ( x ) = x for any μ ∈ T } .
By (42) , C ( S r 2 ) C(S_r^2) C ( S r 2 ) is the algebra of elements of C ( S U r ( 2 ) ) C(\mathrm{SU}_r(2)) C ( SU r ( 2 )) invariant under right translations by the diagonal torus, that is the standard Podleś sphere [61 ] . We put Pol ( S r 2 ) ≔ Pol ( S U r ( 2 ) ) ∩ C ( S r 2 ) \operatorname{Pol}(S_r^2)\coloneqq\operatorname{Pol}(\mathrm{SU}_r(2))\cap C(S_r^2) Pol ( S r 2 ) : = Pol ( SU r ( 2 )) ∩ C ( S r 2 ) , which is span { u j 0 ( l ) : l ∈ N 0 , ∣ j ∣ ≤ l } \operatorname{span}\{u_{j0}^{(l)}:l\in\mathbb{N}_0,\ |j|\leq l\} span { u j 0 ( l ) : l ∈ N 0 , ∣ j ∣ ≤ l } by Lemma 5.2. Let W W W be the unitary of ℓ N 0 2 ⊗ L 2 ( T ) \ell^2_{\mathbb{N}_0}\otimes L^2(\mathbb{T}) ℓ N 0 2 ⊗ L 2 ( T ) defined by W ( e n ⊗ f ) = e n ⊗ z n f W(e_n\otimes f)=e_n\otimes z^n f W ( e n ⊗ f ) = e n ⊗ z n f , and put
θ ( x ) ≔ W ( x ⊗ 1 ) W ∗ , x ∈ B ( ℓ N 0 2 ) . \theta(x)\coloneqq W(x\otimes1)W^*,\qquad x\in B(\ell^2_{\mathbb{N}_0}). θ ( x ) : = W ( x ⊗ 1 ) W ∗ , x ∈ B ( ℓ N 0 2 ) .
Finally, let ω τ \omega_\tau ω τ be the faithful normal state ω τ ( x ) ≔ Tr ( D x ) \omega_\tau(x)\coloneqq\operatorname{Tr}(Dx) ω τ ( x ) : = Tr ( D x ) on B ( ℓ N 0 2 ) B(\ell^2_{\mathbb{N}_0}) B ( ℓ N 0 2 ) , where D ≔ ( 1 − τ ) diag ( τ n ) D\coloneqq(1-\tau)\operatorname{diag}(\tau^n) D : = ( 1 − τ ) diag ( τ n ) . It is the Gibbs state of the harmonic oscillator at inverse temperature log 1 τ \log\frac{1}{\tau} log τ 1 .
Proposition 5.5 1. The map θ \theta θ is a normal ∗ * ∗ -isomorphism from B ( ℓ N 0 2 ) B(\ell^2_{\mathbb{N}_0}) B ( ℓ N 0 2 ) onto L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) , with θ ( e i j ) = e i j ⊗ z i − j \theta(e_{ij})=e_{ij}\otimes z^{i-j} θ ( e ij ) = e ij ⊗ z i − j , and h ∘ θ = ω τ h\circ\theta=\omega_\tau h ∘ θ = ω τ .
We have θ ( K ( ℓ N 0 2 ) + C 1 ) = C ( S r 2 ) \theta(K(\ell^2_{\mathbb{N}_0})+\mathbb{C}1)=C(S_r^2) θ ( K ( ℓ N 0 2 ) + C 1 ) = C ( S r 2 ) , and Pol ( S r 2 ) \operatorname{Pol}(S_r^2) Pol ( S r 2 ) is dense in C ( S r 2 ) C(S_r^2) C ( S r 2 ) .
The image under θ \theta θ of the diagonal algebra ℓ N 0 ∞ \ell^\infty_{\mathbb{N}_0} ℓ N 0 ∞ is W ∗ ( A ) W^*(A) W ∗ ( A ) , which is the algebra of elements of M \mathcal{M} M fixed by all β λ , μ \beta_{\lambda,\mu} β λ , μ . In particular, W ∗ ( A ) W^*(A) W ∗ ( A ) is a maximal abelian subalgebra of L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) . The elements of C ( S U r ( 2 ) ) C(\mathrm{SU}_r(2)) C ( SU r ( 2 )) fixed by all β λ , μ \beta_{\lambda,\mu} β λ , μ form the algebra C ∗ ( A ) C^*(A) C ∗ ( A ) , which is θ \theta θ of the convergent diagonal sequences.
The averages E R ≔ ∫ T β 1 , μ d μ \mathbb{E}_{R}\coloneqq\int_{\mathbb{T}}\beta_{1,\mu}\,d\mu E R : = ∫ T β 1 , μ d μ and E ≔ ∫ T 2 β λ , μ d λ d μ \mathbb{E}\coloneqq\int_{\mathbb{T}^2}\beta_{\lambda,\mu}\,d\lambda\,d\mu E : = ∫ T 2 β λ , μ d λ d μ are faithful normal h h h -preserving conditional expectations from M \mathcal{M} M onto L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) and W ∗ ( A ) W^*(A) W ∗ ( A ) , which map C ( S U r ( 2 ) ) C(\mathrm{SU}_r(2)) C ( SU r ( 2 )) onto C ( S r 2 ) C(S_r^2) C ( S r 2 ) and C ∗ ( A ) C^*(A) C ∗ ( A ) respectively.
Proof. 1. We have W ∗ ( e n ⊗ f ) = e n ⊗ z − n f W^*(e_n\otimes f)=e_n\otimes z^{-n}f W ∗ ( e n ⊗ f ) = e n ⊗ z − n f and W ( e i j ⊗ 1 ) W ∗ ( e n ⊗ f ) = δ j n e i ⊗ z i − j f W(e_{ij}\otimes1)W^*(e_n\otimes f)=\delta_{jn}e_i\otimes z^{i-j}f W ( e ij ⊗ 1 ) W ∗ ( e n ⊗ f ) = δ j n e i ⊗ z i − j f , which gives θ ( e i j ) = e i j ⊗ z i − j \theta(e_{ij})=e_{ij}\otimes z^{i-j} θ ( e ij ) = e ij ⊗ z i − j . The map θ \theta θ is spatially implemented, hence a normal injective ∗ * ∗ -homomorphism. Its range is contained in L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) by (41) . Conversely, let y ∈ M y\in\mathcal{M} y ∈ M be fixed by all β 1 , μ \beta_{1,\mu} β 1 , μ , with matrix entries y i j ∈ L ∞ ( T ) y_{ij}\in L^\infty(\mathbb{T}) y ij ∈ L ∞ ( T ) . By (41) , the Fourier coefficient of index k k k of y i j y_{ij} y ij is multiplied by μ j − i + k \mu^{j-i+k} μ j − i + k under β 1 , μ \beta_{1,\mu} β 1 , μ . Hence y i j = c i j z i − j y_{ij}=c_{ij}z^{i-j} y ij = c ij z i − j for some c i j ∈ C c_{ij}\in\mathbb{C} c ij ∈ C , and W ∗ y W W^*yW W ∗ y W has constant entries c i j c_{ij} c ij , that is W ∗ y W = c ⊗ 1 W^*yW=c\otimes1 W ∗ y W = c ⊗ 1 with c ∈ B ( ℓ N 0 2 ) c\in B(\ell^2_{\mathbb{N}_0}) c ∈ B ( ℓ N 0 2 ) . Thus y = θ ( c ) y=\theta(c) y = θ ( c ) . Finally, h ( θ ( x ) ) = ( 1 − τ ) ∑ n τ n x n n = ω τ ( x ) h(\theta(x))=(1-\tau)\sum_n\tau^n x_{nn}=\omega_\tau(x) h ( θ ( x )) = ( 1 − τ ) ∑ n τ n x nn = ω τ ( x ) by (37) .
The elements θ ( e i j ) = e i j ⊗ z i − j \theta(e_{ij})=e_{ij}\otimes z^{i-j} θ ( e ij ) = e ij ⊗ z i − j belong to C ( S U r ( 2 ) ) C(\mathrm{SU}_r(2)) C ( SU r ( 2 )) and are fixed by β 1 , μ \beta_{1,\mu} β 1 , μ . Hence θ ( K ( ℓ N 0 2 ) + C 1 ) ⊂ C ( S r 2 ) \theta(K(\ell^2_{\mathbb{N}_0})+\mathbb{C}1)\subset C(S_r^2) θ ( K ( ℓ N 0 2 ) + C 1 ) ⊂ C ( S r 2 ) . Conversely, let x ∈ C ( S r 2 ) x\in C(S_r^2) x ∈ C ( S r 2 ) . We have σ ∘ β 1 , μ = rot μ ∘ σ \sigma\circ\beta_{1,\mu}=\operatorname{rot}_\mu\circ\sigma σ ∘ β 1 , μ = rot μ ∘ σ , where ( rot μ g ) ( ζ ) = g ( μ ζ ) (\operatorname{rot}_\mu g)(\zeta)=g(\mu\zeta) ( rot μ g ) ( ζ ) = g ( μ ζ ) , since both sides are ∗ * ∗ -homomorphisms which agree on b b b and γ \gamma γ . Hence σ ( x ) \sigma(x) σ ( x ) is a rotation-invariant continuous function, that is a constant c c c . Then x − c 1 ∈ J x-c1\in\mathcal{J} x − c 1 ∈ J is fixed by all β 1 , μ \beta_{1,\mu} β 1 , μ . Averaging over μ \mu μ , the closed linear span of the elements e i j ⊗ z k e_{ij}\otimes z^k e ij ⊗ z k of J \mathcal{J} J is mapped onto the closed span of the elements e i j ⊗ z i − j e_{ij}\otimes z^{i-j} e ij ⊗ z i − j , which is θ ( K ( ℓ N 0 2 ) ) \theta(K(\ell^2_{\mathbb{N}_0})) θ ( K ( ℓ N 0 2 )) . Hence x ∈ θ ( K ( ℓ N 0 2 ) + C 1 ) x\in\theta(K(\ell^2_{\mathbb{N}_0})+\mathbb{C}1) x ∈ θ ( K ( ℓ N 0 2 ) + C 1 ) . For the density, note that E R \mathbb{E}_R E R maps C ( S U r ( 2 ) ) C(\mathrm{SU}_r(2)) C ( SU r ( 2 )) onto C ( S r 2 ) C(S_r^2) C ( S r 2 ) (see part 4), that Pol ( S U r ( 2 ) ) \operatorname{Pol}(\mathrm{SU}_r(2)) Pol ( SU r ( 2 )) is dense in C ( S U r ( 2 ) ) C(\mathrm{SU}_r(2)) C ( SU r ( 2 )) , and that E R ( Pol ( S U r ( 2 ) ) ) = Pol ( S r 2 ) \mathbb{E}_R(\operatorname{Pol}(\mathrm{SU}_r(2)))=\operatorname{Pol}(S_r^2) E R ( Pol ( SU r ( 2 ))) = Pol ( S r 2 ) by Lemma 5.2.
We have θ ( e n n ) = e n n ⊗ 1 = p n = 1 { τ n } ( A ) \theta(e_{nn})=e_{nn}\otimes1=p_n=1_{\{\tau^n\}}(A) θ ( e nn ) = e nn ⊗ 1 = p n = 1 { τ n } ( A ) . Hence θ ( ℓ N 0 ∞ ) = W ∗ ( A ) \theta(\ell^\infty_{N_0})=W^*(A) θ ( ℓ N 0 ∞ ) = W ∗ ( A ) . By (41) , an element of M \mathcal{M} M is fixed by all β λ , μ \beta_{\lambda,\mu} β λ , μ if and only if its matrix entries y i j y_{ij} y ij vanish for i ≠ j i\ne j i = j and are constant for i = j i=j i = j . The diagonal algebra is maximal abelian in B ( ℓ N 0 2 ) B(\ell^2_{N_0}) B ( ℓ N 0 2 ) . Let x ∈ C ( S U r ( 2 ) ) x\in C(\mathrm{SU}_r(2)) x ∈ C ( SU r ( 2 )) be fixed by all β λ , μ \beta_{\lambda,\mu} β λ , μ . As in part 2, σ ( x ) \sigma(x) σ ( x ) is a constant c c c , and x − c 1 x-c1 x − c 1 belongs to the closed span of the elements e n n ⊗ 1 e_{nn}\otimes1 e nn ⊗ 1 , that is to θ ( c 0 ) \theta(c_0) θ ( c 0 ) . Hence x = F ( A ) x=F(A) x = F ( A ) for a function F ∈ C ( X τ ) F\in C(X_\tau) F ∈ C ( X τ ) . The converse inclusion is clear.
Each β λ , μ \beta_{\lambda,\mu} β λ , μ is a normal h h h -preserving automorphism, and the map ( λ , μ ) ↦ β λ , μ ( x ) (\lambda,\mu)\mapsto\beta_{\lambda,\mu}(x) ( λ , μ ) ↦ β λ , μ ( x ) is σ \sigma σ -weakly continuous for x ∈ M x\in\mathcal{M} x ∈ M and norm continuous for x ∈ C ( S U r ( 2 ) ) x\in C(\mathrm{SU}_r(2)) x ∈ C ( SU r ( 2 )) . The averages are therefore normal unital completely positive idempotents onto the fixed-point algebras, preserving h h h , and they are bimodular over their ranges. Faithfulness follows from faithfulness of h h h . The integrals of norm continuous functions are norm limits of Riemann sums, which gives the last assertion.
From now on, we identify C ∗ ( A ) C^*(A) C ∗ ( A ) with C ( X τ ) C(X_\tau) C ( X τ ) through F ( A ) ↔ F F(A)\leftrightarrow F F ( A ) ↔ F , and W ∗ ( A ) W^*(A) W ∗ ( A ) with ℓ N 0 ∞ \ell^\infty_{N_0} ℓ N 0 ∞ . For τ = Q − d \tau=Q^{-d} τ = Q − d , we recover the identification (1.1).
Theorem 5.6 Suppose that τ = Q − d \tau=Q^{-d} τ = Q − d . There is a unique normal unital state-preserving ∗ * ∗ -isomorphism
J : L ∞ ( O d ) r a d → W ∗ ( A ) , J ( F ( ∥ ⋅ ∥ K d ) ) = F ( A ) , J:L^\infty(\mathcal{O}^d)_{\mathrm{rad}}\to W^*(A),\qquad J\bigl(F(\|\cdot\|_K^d)\bigr)=F(A), J : L ∞ ( O d ) rad → W ∗ ( A ) , J ( F ( ∥ ⋅ ∥ K d ) ) = F ( A ) , where F F F ranges over bounded Borel functions on X τ X_\tau X τ . It maps 1 S n 1_{S_n} 1 S n to p n p_n p n , 1 B n 1_{B_n} 1 B n to P n : = ∑ k ≥ n p k P_n\mathrel{\mathop:}=\sum_{k\ge n}p_k P n : = ∑ k ≥ n p k , and continuous radial functions onto C ∗ ( A ) C^*(A) C ∗ ( A ) . It induces an isometry J 2 J_2 J 2 from ℓ N 0 2 ( w ) \ell^2_{N_0}(w) ℓ N 0 2 ( w ) onto the closure of W ∗ ( A ) W^*(A) W ∗ ( A ) in the GNS space of h h h .
Proof. A radial bounded function is a sequence ( f n ) (f_n) ( f n ) , and J f = ∑ n f n p n Jf=\sum_n f_np_n J f = ∑ n f n p n is its diagonal realization. Orthogonality and strong summability of the p n p_n p n prove multiplicativity, the ∗ * ∗ -property, normality, and bijectivity onto W ∗ ( A ) W^*(A) W ∗ ( A ) . Equality of the weights in (7) and (37) proves preservation of the state and the L 2 L^2 L 2 assertion. Values assigned to F F F at 0 0 0 are immaterial at the von Neumann level, and continuous radial functions correspond to convergent sequences.
Boundary energies of random walks
In this section, we compare the boundary theory of the simple random walk on the tree of balls of O d \mathcal{O}^d O d with the boundary theory of the random walk on the dual of S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) driven by the fundamental representation. We prove Theorem 1.2 . Throughout, 0 < r < 1 0<r<1 0 < r < 1 and τ = r 2 \tau=r^2 τ = r 2 , and we have τ = Q − d \tau=Q^{-d} τ = Q − d whenever the local field is involved.
The tree of balls
Let T \mathbb{T} T be the rooted tree whose vertices at level n ≥ 0 n\ge0 n ≥ 0 are the balls x + π n O d x+\pi^n\mathcal{O}^d x + π n O d of O d \mathcal{O}^d O d , a ball being joined to the Q d Q^d Q d balls of the next level which it contains. Its boundary is O d \mathcal{O}^d O d . We consider the simple random walk on T \mathbb{T} T , with transition probabilities p T ( v , w ) p_{\mathbb{T}}(v,w) p T ( v , w ) and reversible measure m T ( v ) = deg ( v ) m_{\mathbb{T}}(v)=\deg(v) m T ( v ) = deg ( v ) . By symmetry, its harmonic measure seen from the root is the normalized Haar measure of O d \mathcal{O}^d O d . For any F ∈ L 2 ( O d ) F\in L^2(\mathcal{O}^d) F ∈ L 2 ( O d ) , we denote by H T F \mathcal{H}_{\mathbb{T}}F H T F the harmonic extension of F F F to the vertices, that is the integral of F F F against the harmonic measure seen from each vertex, and we put
E T ( F ) : = ∑ v m T ( v ) ∑ w p T ( v , w ) ∣ H T F ( w ) − H T F ( v ) ∣ 2 ∈ [ 0 , ∞ ] . (48) \mathcal{E}_{\mathbb{T}}(F)\mathrel{\mathop:}=\sum_v m_{\mathbb{T}}(v)\sum_w p_{\mathbb{T}}(v,w)\left|\mathcal{H}_{\mathbb{T}}F(w)-\mathcal{H}_{\mathbb{T}}F(v)\right|^2\in[0,\infty]. \tag*{(48)} E T ( F ) : = v ∑ m T ( v ) w ∑ p T ( v , w ) ∣ H T F ( w ) − H T F ( v ) ∣ 2 ∈ [ 0 , ∞ ] . (48)
Up to normalization, this is the Douglas integral of the trace of the walk on the boundary, see [43 ] and [75 ] . Recall that M d \mathcal{M}^{d} M d denotes the Fourier multiplier of the compact group O d \mathcal{O}^{d} O d which is zero on constants and equals ∥ ξ ∥ K d \|\xi\|_{K}^{d} ∥ ξ ∥ K d on nontrivial characters (Proposition 2.1 ).
Theorem 6.1 Suppose that τ = Q − d \tau=Q^{-d} τ = Q − d . For any F ∈ L 2 ( O d ) F\in L^{2}(\mathcal{O}^{d}) F ∈ L 2 ( O d ) , we have
E T ( F ) = 2 ( 1 − τ ) ⟨ F , M d F ⟩ L 2 ( O d ) . \mathcal{E}_{\mathsf{T}}(F)=2(1-\tau)\langle F,\mathcal{M}^{d}F\rangle_{L^{2}(\mathcal{O}^{d})}. E T ( F ) = 2 ( 1 − τ ) ⟨ F , M d F ⟩ L 2 ( O d ) . in [ 0 , ∞ ] [0,\infty] [ 0 , ∞ ] , where the right-hand side is the closed form of M d \mathcal{M}^{d} M d .
Proof: We first consider a wavelet F = ∑ c f c 1 c F=\sum_{c}f_{c}\mathbf{1}_{c} F = ∑ c f c 1 c attached to a ball B B B of level n n n , where c c c runs over the Q d Q^{d} Q d balls of level n + 1 n+1 n + 1 contained in B B B and ∑ c f c = 0 \sum_{c}f_{c}=0 ∑ c f c = 0 . By symmetry, H T F \mathcal{H}_{\mathsf{T}}F H T F vanishes at the vertex B B B and outside the subtree of B B B . From a child c c c of a vertex, the walk hits this vertex with probability τ \tau τ . Hence H T F = f c ( 1 − τ j + 1 ) \mathcal{H}_{\mathsf{T}}F=f_{c}(1-\tau^{j+1}) H T F = f c ( 1 − τ j + 1 ) at the vertices of the subtree of c c c at depth j ≥ 0 j\geq0 j ≥ 0 below c c c . The edge from B B B to c c c contributes ( 1 − τ ) 2 ∣ f c ∣ 2 (1-\tau)^{2}|f_{c}|^{2} ( 1 − τ ) 2 ∣ f c ∣ 2 to the edge energy, and the edges below c c c contribute
∑ j ≥ 0 τ − ( j + 1 ) ∣ f c ∣ 2 τ 2 ( j + 1 ) ( 1 − τ ) 2 = ( 1 − τ ) τ ∣ f c ∣ 2 . \sum_{j\geq0}\tau^{-(j+1)}|f_{c}|^{2}\tau^{2(j+1)}(1-\tau)^{2}=(1-\tau)\tau|f_{c}|^{2}. j ≥ 0 ∑ τ − ( j + 1 ) ∣ f c ∣ 2 τ 2 ( j + 1 ) ( 1 − τ ) 2 = ( 1 − τ ) τ ∣ f c ∣ 2 .
Thus the edge energy of H T F \mathcal{H}_{\mathsf{T}}F H T F is ( 1 − τ ) ∑ c ∣ f c ∣ 2 = ( 1 − τ ) τ − ( n + 1 ) ∥ F ∥ L 2 ( O d ) 2 (1-\tau)\sum_{c}|f_{c}|^{2}=(1-\tau)\tau^{-(n+1)}\|F\|_{L^{2}(\mathcal{O}^{d})}^{2} ( 1 − τ ) ∑ c ∣ f c ∣ 2 = ( 1 − τ ) τ − ( n + 1 ) ∥ F ∥ L 2 ( O d ) 2 . Since m T ( v ) p T ( v , w ) = 1 m_{\mathsf{T}}(v)p_{\mathsf{T}}(v,w)=1 m T ( v ) p T ( v , w ) = 1 for neighbours v , w v,w v , w , the energy (48) is twice the edge energy. On the other hand, the wavelets attached to the balls of level n n n are the finite linear combinations of characters of conductor n + 1 n+1 n + 1 , on which M d \mathcal{M}^{d} M d acts by Q d ( n + 1 ) = τ − ( n + 1 ) Q^{d(n+1)}=\tau^{-(n+1)} Q d ( n + 1 ) = τ − ( n + 1 ) .
Now, we consider wavelets F 1 F_{1} F 1 and F 2 F_{2} F 2 attached to different balls B 1 B_{1} B 1 and B 2 B_{2} B 2 . If B 1 ∩ B 2 = ∅ B_{1}\cap B_{2}=\varnothing B 1 ∩ B 2 = ∅ , the gradients of H T F 1 \mathcal{H}_{\mathsf{T}}F_{1} H T F 1 and H T F 2 \mathcal{H}_{\mathsf{T}}F_{2} H T F 2 have disjoint supports. If B 2 ⊂ B 1 B_{2}\subset B_{1} B 2 ⊂ B 1 , the gradient of H T F 1 \mathcal{H}_{\mathsf{T}}F_{1} H T F 1 on the edges below B 2 B_{2} B 2 depends only on the depth, whereas, at any depth below B 2 B_{2} B 2 , the sum of the gradients of H T F 2 \mathcal{H}_{\mathsf{T}}F_{2} H T F 2 is a multiple of the sum of the coefficients of F 2 F_{2} F 2 , which is zero. Hence, for any m ≥ 0 m\geq0 m ≥ 0 , the harmonic extensions of wavelets attached to different balls are orthogonal for the energy of the edges between the levels m m m and m + 1 m+1 m + 1 . The same holds for two wavelets attached to the same ball, if they are orthogonal in L 2 ( O d ) L^{2}(\mathcal{O}^{d}) L 2 ( O d ) , by the above computation.
Finally, let F ∈ L 2 ( O d ) F\in L^{2}(\mathcal{O}^{d}) F ∈ L 2 ( O d ) and let F = c + ∑ ψ ψ F=c+\sum_{\psi}\psi F = c + ∑ ψ ψ be its orthogonal expansion along the constants and an orthogonal basis of wavelets. For a vertex v v v of level n n n , the harmonic measure seen from v v v has a constant density on each ball of level n n n , by symmetry. Since the harmonic extension of a wavelet attached to a ball of level m m m vanishes at the vertices of level at most m m m , we deduce that, on the levels m m m and m + 1 m+1 m + 1 , the function H T F \mathcal{H}_{\mathsf{T}}F H T F is the finite sum of c c c and of the functions H T ψ \mathcal{H}_{\mathsf{T}}\psi H T ψ , ψ \psi ψ attached to balls of level at most m m m . By the orthogonality of the previous paragraph, the energy of H T F \mathcal{H}_{\mathsf{T}}F H T F on the edges between the levels m m m and m + 1 m+1 m + 1 is the sum of the corresponding energies of these functions H T ψ \mathcal{H}_{\mathsf{T}}\psi H T ψ . Summing over m m m and exchanging the sums of nonnegative terms, we obtain
E T ( F ) = ∑ ψ E T ( ψ ) = 2 ( 1 − τ ) ∑ ψ ⟨ ψ , M d ψ ⟩ = 2 ( 1 − τ ) ⟨ F , M d F ⟩ . \mathcal{E}_{\mathsf{T}}(F)=\sum_{\psi}\mathcal{E}_{\mathsf{T}}(\psi)=2(1-\tau)\sum_{\psi}\langle\psi,\mathcal{M}^{d}\psi\rangle=2(1-\tau)\langle F,\mathcal{M}^{d}F\rangle. E T ( F ) = ψ ∑ E T ( ψ ) = 2 ( 1 − τ ) ψ ∑ ⟨ ψ , M d ψ ⟩ = 2 ( 1 − τ ) ⟨ F , M d F ⟩ .
:::
On radial functions, Proposition 2.1 gives M r a d d = R r a d d + κ ( I − E 0 ) \mathcal{M}^{d}_{\mathrm{rad}}=R^{d}_{\mathrm{rad}}+\kappa(I-\mathbb{E}_{0}) M rad d = R rad d + κ ( I − E 0 ) with κ = 1 1 + ρ \kappa=\frac{1}{1+\rho} κ = 1 + ρ 1 , since ρ = τ − 1 \rho=\tau^{-1} ρ = τ − 1 for α = d \alpha=d α = d . Thus the restriction of E T \mathcal{E}_{\mathsf{T}} E T to radial functions is 2 ( 1 − τ ) 2(1-\tau) 2 ( 1 − τ ) times the Taibleson form of order d d d , up to the bounded perturbation κ ( I − E 0 ) \kappa(I-\mathbb{E}_{0}) κ ( I − E 0 ) .
The random walk on the dual of SUr _r r (2)
Let G = S U r ( 2 ) G=\mathrm{SU}_r(2) G = SU r ( 2 ) . We use the ∗ * ∗ -modules V s V_s V s , s ∈ 1 2 N 0 s\in\frac{1}{2}\mathbb{N}_0 s ∈ 2 1 N 0 , of U r s l 2 U_r\mathfrak{sl}_2 U r sl 2 and the conventions of Remark 5.4; in particular K ξ i = τ ξ i K\xi_i=\tau^{\xi_i} K ξ i = τ ξ i and (46) holds. Since Δ \Delta Δ is a ∗ * ∗ -homomorphism, the Hilbert space tensor product of two such modules is a ∗ * ∗ -module, which is an orthogonal direct sum of copies of the modules V r V_r V r . The von Neumann algebra of the dual discrete quantum group is ℓ ∞ ( G ^ ) = ⨁ s B ( V s ) \ell^\infty(\widehat{G})=\bigoplus_s B(V_s) ℓ ∞ ( G ) = ⨁ s B ( V s ) , and its coproduct acts on V s ⊗ V t V_s\otimes V_t V s ⊗ V t by Δ ^ ( a ) = ∑ r ι r a ι r ∗ \widehat{\Delta}(a)=\sum_r \iota_r a\iota_r^* Δ ( a ) = ∑ r ι r a ι r ∗ , where ι r : V r → V s ⊗ V t \iota_r:V_r\to V_s\otimes V_t ι r : V r → V s ⊗ V t are the isometric intertwiners. Consider the state ϕ : = [ 2 ] r − 1 Tr ( K − 1 ⋅ ) \phi\mathrel{\mathop:}= [2]_r^{-1}\operatorname{Tr}(K^{-1}\mathord\cdot) ϕ : = [ 2 ] r − 1 Tr ( K − 1 ⋅ ) on B ( V 1 2 ) B(V_{\frac{1}{2}}) B ( V 2 1 ) , the normalized quantum trace, and put
P : = ( Id ⊗ ϕ ) ∘ Δ ^ , h ^ ( a ) : = ∑ s [ 2 s + 1 ] r Tr ( K − 1 a s ) . (49) P\mathrel{\mathop:}= (\operatorname{Id}\otimes\phi)\circ\widehat{\Delta},\qquad\widehat{h}(a)\mathrel{\mathop:}=\sum_s [2s+1]_r\operatorname{Tr}(K^{-1}a_s). \tag*{(49)} P : = ( Id ⊗ ϕ ) ∘ Δ , h ( a ) : = s ∑ [ 2 s + 1 ] r Tr ( K − 1 a s ) . (49)
On central elements, P P P is the quantum dimension walk, with transition probability [ 2 s ′ + 1 ] r [ 2 ] r [ 2 s + 1 ] r \frac{[2s'+1]_r}{[2]_r[2s+1]_r} [ 2 ] r [ 2 s + 1 ] r [ 2 s ′ + 1 ] r from s s s to s ′ = s ± 1 2 s'=s\pm\frac{1}{2} s ′ = s ± 2 1 . Since Tr ( K − 1 ⋅ ) \operatorname{Tr}(K^{-1}\mathord\cdot) Tr ( K − 1 ⋅ ) is invariant under the adjoint action of U r s l 2 U_r\mathfrak{sl}_2 U r sl 2 on each B ( V s ) B(V_s) B ( V s ) , the operator P P P commutes with the adjoint action of G G G on ℓ ∞ ( G ^ ) \ell^\infty(\widehat{G}) ℓ ∞ ( G ) , and the weight h ^ \widehat{h} h is invariant under this action.
We denote by H ∞ ( G ^ , P ) H^\infty(\widehat{G},P) H ∞ ( G , P ) the space of bounded P P P -harmonic elements of ℓ ∞ ( G ^ ) \ell^\infty(\widehat{G}) ℓ ∞ ( G ) . For any bounded function f : N 0 → C f:\mathbb{N}_0\to\mathbb{C} f : N 0 → C , we put f ( A ) : = ∑ k f ( k ) p k ∈ W ∗ ( A ) f(A)\mathrel{\mathop:}=\sum_k f(k)p_k\in W^*(A) f ( A ) : = ∑ k f ( k ) p k ∈ W ∗ ( A ) , where p k = 1 { τ k } ( A ) p_k=1_{\{\tau^k\}}(A) p k = 1 { τ k } ( A ) , and we identify a function F F F on X τ X_\tau X τ , for instance a polynomial, with the function k ↦ F ( τ k ) k\mapsto F(\tau^k) k ↦ F ( τ k ) on N 0 \mathbb{N}_0 N 0 . We use the following properties of the Poisson integral Θ : L ∞ ( S r 2 ) → H ∞ ( G ^ , P ) \Theta:L^\infty(S_r^2)\to H^\infty(\widehat{G},P) Θ : L ∞ ( S r 2 ) → H ∞ ( G , P ) , which are established in [40 ] , see also [41 Section 2 and Theorem B] , where the convolution operator is written with the opposite convention: the map Θ \Theta Θ is normal, unital, completely positive and bijective; it is G G G -equivariant for the action of G G G on L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) by left translations and the adjoint action on ℓ ∞ ( G ^ ) \ell^\infty(\widehat{G}) ℓ ∞ ( G ) ; it satisfies ε ^ ∘ Θ = h ^ \widehat{\varepsilon}\circ\Theta=\widehat{h} ε ∘ Θ = h , where ε ^ \widehat{\varepsilon} ε is the evaluation at the trivial representation; and it is multiplicative for the product
a ⋅ b : = s − l i m m → ∞ 1 m ∑ j = 0 m − 1 P j ( a b ) (50) a\mathbin{\cdot}b\mathrel{\mathop:}=\mathop{\mathrm{s-lim}}_{m\to\infty}\frac{1}{m}\sum_{j=0}^{m-1}P^j(ab) \tag*{(50)} a ⋅ b : = s − lim m → ∞ m 1 j = 0 ∑ m − 1 P j ( ab ) (50)
of H ∞ ( G ^ , P ) H^\infty(\widehat{G},P) H ∞ ( G , P ) . In particular, the Poisson boundary of ( G ^ , P ) (\widehat{G},P) ( G , P ) is the Podleś sphere. Its Martin boundary is also the Podleś sphere [53 ] . For r = 1 r=1 r = 1 , that is on the dual of the compact group S U ( 2 ) \mathrm{SU}(2) SU ( 2 ) , the classical counterparts are due to Biane: positive harmonic weights of nondegenerate random walks on the dual of a compact group are integrals of harmonic exponentials, an analogue of the Choquet–Deny theorem [12 ] , and for central transient random walks on the dual of S U ( 2 ) \mathrm{SU}(2) SU ( 2 ) the Martin compactification is an extension of C ( S 2 ) C(S^2) C ( S 2 ) by C ∗ ( S U ( 2 ) ) C^*(\mathrm{SU}(2)) C ∗ ( SU ( 2 )) [13 ] , see also [16 Sections 8 and 9] .
For any harmonic element a a a , the element Γ ( a ) : = P ( a ∗ a ) − a ∗ a \Gamma(a)\mathrel{\mathop:}=P(a^*a)-a^*a Γ ( a ) : = P ( a ∗ a ) − a ∗ a is positive by the Kadison–Schwarz inequality. We define the energy of a a a at level n = 2 s n=2s n = 2 s and its total energy by
E ( n ) ( a ) : = [ 2 s + 1 ] r Tr ( K − 1 Γ ( a ) s ) , E G ^ ( a ) : = ∑ n ≥ 0 E ( n ) ( a ) = h ^ ( Γ ( a ) ) ∈ [ 0 , ∞ ] . (51) \mathcal{E}^{(n)}(a)\mathrel{\mathop:}=[2s+1]_r\operatorname{Tr}(K^{-1}\Gamma(a)_s),\qquad\mathcal{E}_{\widehat{G}}(a)\mathrel{\mathop:}=\sum_{n\geq0}\mathcal{E}^{(n)}(a)=\widehat{h}(\Gamma(a))\in[0,\infty]. \tag*{(51)} E ( n ) ( a ) : = [ 2 s + 1 ] r Tr ( K − 1 Γ ( a ) s ) , E G ( a ) : = n ≥ 0 ∑ E ( n ) ( a ) = h ( Γ ( a )) ∈ [ 0 , ∞ ] . (51)
For the simple random walk on T \mathbb{T} T , with the weight m T m_{\mathbb{T}} m T in place of h ^ \widehat{h} h , the total energy reduces to (48) .
The diagonal chain. The diagonal elements of ℓ ∞ ( G ^ ) \ell^\infty(\widehat{G}) ℓ ∞ ( G ) , that is the elements fixed by the adjoint action of the torus, form a commutative subalgebra which is invariant under P P P . Hence
P induces a Markov chain on the set of pairs ( s , i ) (s,i) ( s , i ) with ∣ i ∣ ≤ s |i|\le s ∣ i ∣ ≤ s . We use the coordinates n = d e f 2 s n \mathrel{\mathop{=}\limits^{\mathrm{def}}} 2s n = def 2 s and k = d e f s − i ∈ { 0 , … , n } k \mathrel{\mathop{=}\limits^{\mathrm{def}}} s-i\in\{0,\ldots,n\} k = def s − i ∈ { 0 , … , n } , so that the state space is
D = d e f { ( n , k ) ∈ N 0 2 : k ≤ n } , \mathbb{D} \mathrel{\mathop{=}\limits^{\mathrm{def}}} \{(n,k)\in\mathbb{N}_0^2:k\le n\}, D = def {( n , k ) ∈ N 0 2 : k ≤ n } ,
and we say that ( n , k ) (n,k) ( n , k ) has level n n n . We write P ( v , v ′ ) P(v,v') P ( v , v ′ ) for the transition probabilities, so that ( P f ) ( v ) = ∑ v ′ P ( v , v ′ ) f ( v ′ ) (Pf)(v)=\sum_{v'}P(v,v')f(v') ( P f ) ( v ) = ∑ v ′ P ( v , v ′ ) f ( v ′ ) for functions f f f on D \mathbb{D} D .
Proposition 6.2 For any ( n , k ) ∈ D (n,k)\in\mathbb{D} ( n , k ) ∈ D , the transition probabilities of the diagonal chain are
( n , k ) → ( n + 1 , k ) : 1 − τ n − k + 1 ( 1 + τ ) ( 1 − τ n + 1 ) , ( n , k ) → ( n − 1 , k ) : τ ( 1 − τ n − k ) ( 1 + τ ) ( 1 − τ n + 1 ) , ( n , k ) → ( n + 1 , k + 1 ) : τ n − k + 1 ( 1 − τ k + 1 ) ( 1 + τ ) ( 1 − τ n + 1 ) , ( n , k ) → ( n − 1 , k − 1 ) : τ n − k + 1 ( 1 − τ k ) ( 1 + τ ) ( 1 − τ n + 1 ) . \begin{aligned}
(n,k)&\to(n+1,k):\frac{1-\tau^{n-k+1}}{(1+\tau)(1-\tau^{n+1})},\qquad&(n,k)&\to(n-1,k):\frac{\tau(1-\tau^{n-k})}{(1+\tau)(1-\tau^{n+1})},\\
(n,k)&\to(n+1,k+1):\frac{\tau^{n-k+1}(1-\tau^{k+1})}{(1+\tau)(1-\tau^{n+1})},\qquad&(n,k)&\to(n-1,k-1):\frac{\tau^{n-k+1}(1-\tau^k)}{(1+\tau)(1-\tau^{n+1})}.
\end{aligned} ( n , k ) ( n , k ) → ( n + 1 , k ) : ( 1 + τ ) ( 1 − τ n + 1 ) 1 − τ n − k + 1 , → ( n + 1 , k + 1 ) : ( 1 + τ ) ( 1 − τ n + 1 ) τ n − k + 1 ( 1 − τ k + 1 ) , ( n , k ) ( n , k ) → ( n − 1 , k ) : ( 1 + τ ) ( 1 − τ n + 1 ) τ ( 1 − τ n − k ) , → ( n − 1 , k − 1 ) : ( 1 + τ ) ( 1 − τ n + 1 ) τ n − k + 1 ( 1 − τ k ) . The chain is reversible for the measure
w ^ ( n , k ) = d e f [ n + 1 ] r r 2 k − n = 1 − τ n + 1 ( 1 − τ ) τ n − k . (52) \widehat{w}(n,k)\mathrel{\mathop{=}\limits^{\mathrm{def}}}[n+1]_r r^{2k-n}=\frac{1-\tau^{n+1}}{(1-\tau)\tau^{n-k}}. \tag*{(52)} w ( n , k ) = def [ n + 1 ] r r 2 k − n = ( 1 − τ ) τ n − k 1 − τ n + 1 . (52) which is the restriction of h ^ \widehat{h} h to the diagonal.
Proof: We first compute the Clebsch–Gordan coefficients of V s ⊗ V 1 2 V_s\otimes V_{\frac{1}{2}} V s ⊗ V 2 1 , s ≥ 1 2 s\ge\frac{1}{2} s ≥ 2 1 (for s = 0 s=0 s = 0 only V 1 2 V_{\frac{1}{2}} V 2 1 occurs). For − s − 1 ≤ i ≤ s -s-1\le i\le s − s − 1 ≤ i ≤ s , put
x i = d e f ( r i − s [ s + i + 1 ] r [ 2 s + 1 ] r ) 1 2 , y i = d e f ( r s + i + 1 [ s − i ] r [ 2 s + 1 ] r ) 1 2 . x_i\mathrel{\mathop{=}\limits^{\mathrm{def}}}\left(r^{i-s}\frac{[s+i+1]_r}{[2s+1]_r}\right)^{\frac{1}{2}},\qquad y_i\mathrel{\mathop{=}\limits^{\mathrm{def}}}\left(r^{s+i+1}\frac{[s-i]_r}{[2s+1]_r}\right)^{\frac{1}{2}}. x i = def ( r i − s [ 2 s + 1 ] r [ s + i + 1 ] r ) 2 1 , y i = def ( r s + i + 1 [ 2 s + 1 ] r [ s − i ] r ) 2 1 .
Expanding the r r r -numbers gives r i − s [ s + i + 1 ] r + r s + i + 1 [ s − i ] r = [ 2 s + 1 ] r r^{i-s}[s+i+1]_r+r^{s+i+1}[s-i]_r=[2s+1]_r r i − s [ s + i + 1 ] r + r s + i + 1 [ s − i ] r = [ 2 s + 1 ] r , that is x i 2 + y i 2 = 1 x_i^2+y_i^2=1 x i 2 + y i 2 = 1 . We claim that, up to a phase,
ι s + 1 2 ξ i + 1 2 = x i ξ i ⊗ ξ 1 2 + y i ξ i + 1 ⊗ ξ − 1 2 , − s − 1 ≤ i ≤ s . (53) \iota_{s+\frac{1}{2}}\xi_{i+\frac{1}{2}}=x_i\xi_i\otimes\xi_{\frac{1}{2}}+y_i\xi_{i+1}\otimes\xi_{-\frac{1}{2}},\qquad-s-1\le i\le s. \tag*{(53)} ι s + 2 1 ξ i + 2 1 = x i ξ i ⊗ ξ 2 1 + y i ξ i + 1 ⊗ ξ − 2 1 , − s − 1 ≤ i ≤ s . (53)
with ξ ± ( s + 1 ) = 0 \xi_{\pm(s+1)}=0 ξ ± ( s + 1 ) = 0 . The vector ξ s ⊗ ξ 1 2 \xi_s\otimes\xi_{\frac{1}{2}} ξ s ⊗ ξ 2 1 has the maximal weight s + 1 2 s+\frac{1}{2} s + 2 1 , hence spans the highest weight space of the unique copy of V s + 1 2 V_{s+\frac{1}{2}} V s + 2 1 ; this is (53) for i = s i=s i = s . Suppose that (53) holds for some i > − s − 1 i>-s-1 i > − s − 1 , and apply Δ ( F ) = F ⊗ K − 1 + 1 ⊗ F \Delta(F)=F\otimes K^{-1}+1\otimes F Δ ( F ) = F ⊗ K − 1 + 1 ⊗ F . By (46) , we have F ξ 1 2 = r − 1 2 ξ − 1 2 F\xi_{\frac{1}{2}}=r^{-\frac{1}{2}}\xi_{-\frac{1}{2}} F ξ 2 1 = r − 2 1 ξ − 2 1 , F ξ − 1 2 = 0 F\xi_{-\frac{1}{2}}=0 F ξ − 2 1 = 0 and K − 1 ξ 1 2 = r − 1 2 ξ 1 2 K^{-1}\xi_{\frac{1}{2}}=r^{-\frac{1}{2}}\xi_{\frac{1}{2}} K − 1 ξ 2 1 = r − 2 1 ξ 2 1 , so that the coefficient of ξ i − 1 ⊗ ξ 1 2 \xi_{i-1}\otimes\xi_{\frac{1}{2}} ξ i − 1 ⊗ ξ 2 1 in Δ ( F ) ι s + 1 2 ξ i + 1 2 \Delta(F)\iota_{s+\frac{1}{2}}\xi_{i+\frac{1}{2}} Δ ( F ) ι s + 2 1 ξ i + 2 1 is r − 1 r i − s [ s + i ] r [ s − i + 1 ] r x i r^{-1}r^{i-s}[s+i]_r[s-i+1]_r x_i r − 1 r i − s [ s + i ] r [ s − i + 1 ] r x i . On the other hand, (46) in V s + 1 2 V_{s+\frac{1}{2}} V s + 2 1 gives Δ ( F ) ι s + 1 2 ξ i + 1 2 = r − i − 1 2 [ s + i + 1 ] r [ s − i + 1 ] r ι s + 1 2 ξ i − 1 2 \Delta(F)\iota_{s+\frac{1}{2}}\xi_{i+\frac{1}{2}}=r^{-i-\frac{1}{2}}[s+i+1]_r[s-i+1]_r\iota_{s+\frac{1}{2}}\xi_{i-\frac{1}{2}} Δ ( F ) ι s + 2 1 ξ i + 2 1 = r − i − 2 1 [ s + i + 1 ] r [ s − i + 1 ] r ι s + 2 1 ξ i − 2 1 . Hence the modulus of the coefficient of ξ i − 1 ⊗ ξ 1 2 \xi_{i-1}\otimes\xi_{\frac{1}{2}} ξ i − 1 ⊗ ξ 2 1 in the unit vector ι s + 1 2 ξ i − 1 2 \iota_{s+\frac{1}{2}}\xi_{i-\frac{1}{2}} ι s + 2 1 ξ i − 2 1 is ( r − 1 [ s + i ] r [ s + i + 1 ] r ) 1 2 x i = x i − 1 \left(r^{-1}\frac{[s+i]_r}{[s+i+1]_r}\right)^{\frac{1}{2}}x_i=x_{i-1} ( r − 1 [ s + i + 1 ] r [ s + i ] r ) 2 1 x i = x i − 1 . Since this vector belongs to the span of ξ i − 1 ⊗ ξ 1 2 \xi_{i-1}\otimes\xi_{\frac{1}{2}} ξ i − 1 ⊗ ξ 2 1 and ξ i ⊗ ξ − 1 2 \xi_i\otimes\xi_{-\frac{1}{2}} ξ i ⊗ ξ − 2 1 , its other coefficient has modulus ( 1 − x i − 1 2 ) 1 2 = y i − 1 (1-x_{i-1}^2)^{\frac{1}{2}}=y_{i-1} ( 1 − x i − 1 2 ) 2 1 = y i − 1 , which proves (53) by induction. Finally, for ∣ i + 1 2 ∣ ≤ s − 1 2 |i+\frac{1}{2}|\le s-\frac{1}{2} ∣ i + 2 1 ∣ ≤ s − 2 1 , the weight space of weight i + 1 2 i+\frac{1}{2} i + 2 1 of V s ⊗ V 1 2 V_s\otimes V_{\frac{1}{2}} V s ⊗ V 2 1 is spanned by ξ i ⊗ ξ 1 2 \xi_i\otimes\xi_{\frac{1}{2}} ξ i ⊗ ξ 2 1 and ξ i + 1 ⊗ ξ − 1 2 \xi_{i+1}\otimes\xi_{-\frac{1}{2}} ξ i + 1 ⊗ ξ − 2 1 , and it is the orthogonal sum of the lines spanned by ι s + 1 2 ξ i + 1 2 \iota_{s+\frac{1}{2}}\xi_{i+\frac{1}{2}} ι s + 2 1 ξ i + 2 1 and ι s − 1 2 ξ i + 1 2 \iota_{s-\frac{1}{2}}\xi_{i+\frac{1}{2}} ι s − 2 1 ξ i + 2 1 . Hence the coefficients of ι s − 1 2 ξ i + 1 2 \iota_{s-\frac{1}{2}}\xi_{i+\frac{1}{2}} ι s − 2 1 ξ i + 2 1 on these two vectors have moduli y i y_i y i and x i x_i x i . Writing i − 1 2 = ( i − 1 ) + 1 2 i-\frac{1}{2}=(i-1)+\frac{1}{2} i − 2 1 = ( i − 1 ) + 2 1 , we obtain
∣ ⟨ ι s + 1 2 ξ i + 1 2 , ξ i ⊗ ξ 1 2 ⟩ ∣ 2 = r i − s [ s + i + 1 ] r [ 2 s + 1 ] r , ∣ ⟨ ι s + 1 2 ξ i − 1 2 , ξ i ⊗ ξ − 1 2 ⟩ ∣ 2 = r s + i [ s − i + 1 ] r [ 2 s + 1 ] r , \left|\left\langle\iota_{s+\frac{1}{2}}\xi_{i+\frac{1}{2}},\xi_i\otimes\xi_{\frac{1}{2}}\right\rangle\right|^2=r^{i-s}\frac{[s+i+1]_r}{[2s+1]_r},\qquad\left|\left\langle\iota_{s+\frac{1}{2}}\xi_{i-\frac{1}{2}},\xi_i\otimes\xi_{-\frac{1}{2}}\right\rangle\right|^2=r^{s+i}\frac{[s-i+1]_r}{[2s+1]_r}, ⟨ ι s + 2 1 ξ i + 2 1 , ξ i ⊗ ξ 2 1 ⟩ 2 = r i − s [ 2 s + 1 ] r [ s + i + 1 ] r , ⟨ ι s + 2 1 ξ i − 2 1 , ξ i ⊗ ξ − 2 1 ⟩ 2 = r s + i [ 2 s + 1 ] r [ s − i + 1 ] r ,
∣ ⟨ ι s − 1 2 ξ i + 1 2 , ξ i ⊗ ξ 1 2 ⟩ ∣ 2 = r s + i + 1 [ s − i ] r [ 2 s + 1 ] r , ∣ ⟨ ι s − 1 2 ξ i − 1 2 , ξ i ⊗ ξ − 1 2 ⟩ ∣ 2 = r i − s − 1 [ s + i ] r [ 2 s + 1 ] r . \left|\left\langle\iota_{s-\frac{1}{2}}\xi_{i+\frac{1}{2}},\xi_i\otimes\xi_{\frac{1}{2}}\right\rangle\right|^2=r^{s+i+1}\frac{[s-i]_r}{[2s+1]_r},\qquad\left|\left\langle\iota_{s-\frac{1}{2}}\xi_{i-\frac{1}{2}},\xi_i\otimes\xi_{-\frac{1}{2}}\right\rangle\right|^2=r^{i-s-1}\frac{[s+i]_r}{[2s+1]_r}. ⟨ ι s − 2 1 ξ i + 2 1 , ξ i ⊗ ξ 2 1 ⟩ 2 = r s + i + 1 [ 2 s + 1 ] r [ s − i ] r , ⟨ ι s − 2 1 ξ i − 2 1 , ξ i ⊗ ξ − 2 1 ⟩ 2 = r i − s − 1 [ 2 s + 1 ] r [ s + i ] r .
Since ϕ \phi ϕ takes the values 1 1 + τ \frac{1}{1+\tau} 1 + τ 1 and τ 1 + τ \frac{\tau}{1+\tau} 1 + τ τ on the projections onto C ξ 1 2 \mathbb{C}\xi_{\frac{1}{2}} C ξ 2 1 and C ξ − 1 2 \mathbb{C}\xi_{-\frac{1}{2}} C ξ − 2 1 , and since ι s ′ ξ i ′ \iota_{s'}\xi_{i'} ι s ′ ξ i ′ has weight i ′ i' i ′ , we have, for any diagonal element a a a ,
P ( a ) ( s , i ) = ∑ m = ± 1 2 τ 1 2 − m 1 + τ ∑ s ′ = s ± 1 2 ∣ ⟨ ι s ′ ξ i + m , ξ i ⊗ ξ m ⟩ ∣ 2 a ( s ′ , i + m ) . \mathrm{P}(a)(s,i)=\sum_{m=\pm\frac{1}{2}}\frac{\tau^{\frac{1}{2}-m}}{1+\tau}\sum_{s'=s\pm\frac{1}{2}}\left|\left\langle\iota_{s'}\xi_{i+m},\xi_i\otimes\xi_m\right\rangle\right|^2a(s',i+m). P ( a ) ( s , i ) = m = ± 2 1 ∑ 1 + τ τ 2 1 − m s ′ = s ± 2 1 ∑ ∣ ⟨ ι s ′ ξ i + m , ξ i ⊗ ξ m ⟩ ∣ 2 a ( s ′ , i + m ) .
The formulas follow from [ a ] r / [ b ] r = r b − a 1 − τ a 1 − τ b [a]_r/[b]_r=r^{b-a}\frac{1-\tau^a}{1-\tau^b} [ a ] r / [ b ] r = r b − a 1 − τ b 1 − τ a and from s + i = n − k s+i=n-k s + i = n − k , s − i = k s-i=k s − i = k . Detailed balance is a direct verification. Finally, the diagonal entry of K − 1 K^{-1} K − 1 at ξ i \xi_i ξ i is τ − i = r 2 k − n \tau^{-i}=r^{2k-n} τ − i = r 2 k − n , which gives (52) .
These transition probabilities were first computed by Biane Biane [15 Section 4] . He considers the quantum Bernoulli random walk on the dual of S U q ( 2 ) \mathrm{SU}_q(2) SU q ( 2 ) [10 ] , restricted to the subalgebra generated by the centre and by the generator of the torus, which is our diagonal algebra, for the state defined by the Woronowicz character, which is our state ϕ \phi ϕ and the state used by Izumi [40 ] . With his conventions, the dictionary is q 2 = τ q^2=\tau q 2 = τ and ( r , k ) = ( n , 2 k − n ) (r,k)=(n,2k-n) ( r , k ) = ( n , 2 k − n ) , where his first coordinate is n = 2 s n=2s n = 2 s and his second coordinate is twice the weight, up to sign. For the tracial state 1 2 Tr \frac{1}{2}\operatorname{Tr} 2 1 Tr in place of ϕ \phi ϕ , the same subalgebra is invariant, and Biane showed that the corresponding chain converges, as q → 0 q\to0 q → 0 , to the Markov chain ( 2 S − X , X ) (2S-X,X) ( 2 S − X , X ) of Pitman’s theorem, where X X X is the simple random walk and S S S its running maximum [15 Sections 2 and 4] , see also [16 Section 13] . For the state ϕ \phi ϕ , the limit τ → 0 \tau\to0 τ → 0 is degenerate: by Proposition 6.2 , the chain then moves deterministically from ( n , k ) (n,k) ( n , k ) to ( n + 1 , k ) (n+1,k) ( n + 1 , k ) .
Recall that the closed form of L τ L_\tau L τ is E τ ( f ) = ∑ k ≥ 0 w k β k ∣ f ( k + 1 ) − f ( k ) ∣ 2 \mathcal{E}_\tau(f)=\sum_{k\geq0}w_k\beta_k|f(k+1)-f(k)|^2 E τ ( f ) = ∑ k ≥ 0 w k β k ∣ f ( k + 1 ) − f ( k ) ∣ 2 with w k β k = ( 1 − τ ) ( 1 − τ k + 1 ) w_k\beta_k=(1-\tau)(1-\tau^{k+1}) w k β k = ( 1 − τ ) ( 1 − τ k + 1 ) , see (22) and (23) with η = τ \eta=\tau η = τ . We put
c τ : = 2 τ ( 1 + τ ) ( 1 − τ ) 2 . (54) c_\tau\mathrel{\mathop:}=\frac{2\tau}{(1+\tau)(1-\tau)^2}. \tag*{(54)} c τ : = ( 1 + τ ) ( 1 − τ ) 2 2 τ . (54)
Proposition 6.4 For any ( n , k ) ∈ D (n,k)\in\mathbb{D} ( n , k ) ∈ D , the conductance of the edge between ( n , k ) (n,k) ( n , k ) and ( n + 1 , k + 1 ) (n+1,k+1) ( n + 1 , k + 1 ) is
w ~ ( n , k ) P ( ( n , k ) , ( n + 1 , k + 1 ) ) = b k : = τ ( 1 − τ k + 1 ) ( 1 + τ ) ( 1 − τ ) = c τ 2 w k β k . \widetilde{w}(n,k)\mathrm{P}((n,k),(n+1,k+1))=b_k\mathrel{\mathop:}=\frac{\tau(1-\tau^{k+1})}{(1+\tau)(1-\tau)}=\frac{c_\tau}{2}w_k\beta_k. w ( n , k ) P (( n , k ) , ( n + 1 , k + 1 )) = b k : = ( 1 + τ ) ( 1 − τ ) τ ( 1 − τ k + 1 ) = 2 c τ w k β k . In particular, it does not depend on the level n n n . Moreover, the conductance of the edge between ( n , k ) (n,k) ( n , k ) and ( n + 1 , k ) (n+1,k) ( n + 1 , k ) is
w ~ ( n , k ) P ( ( n , k ) , ( n + 1 , k ) ) = a n − k , where a d : = 1 − τ d + 1 ( 1 − τ 2 ) τ d , d ∈ N 0 . \widetilde{w}(n,k)\mathrm{P}((n,k),(n+1,k))=a_{n-k},\qquad\text{where }a_d\mathrel{\mathop:}=\frac{1-\tau^{d+1}}{(1-\tau^2)\tau^d},\quad d\in\mathbb{N}_0. w ( n , k ) P (( n , k ) , ( n + 1 , k )) = a n − k , where a d : = ( 1 − τ 2 ) τ d 1 − τ d + 1 , d ∈ N 0 .
Consequently, in the coordinates ( d , k ) = ( n − k , k ) ∈ N 0 2 (d,k)=(n-k,k)\in\mathbb{N}_0^2 ( d , k ) = ( n − k , k ) ∈ N 0 2 , the diagonal chain is the random walk associated with the Cartesian product of the networks on N 0 \mathbb{N}_0 N 0 with conductances ( a d ) (a_d) ( a d ) and ( b k ) (b_k) ( b k ) between consecutive points.
Proof: By Proposition 6.2 and (52) , the first conductance is
1 − τ n + 1 ( 1 − τ ) τ n − k ⋅ τ n − k + 1 ( 1 − τ k + 1 ) ( 1 + τ ) ( 1 − τ n + 1 ) = τ ( 1 − τ k + 1 ) ( 1 + τ ) ( 1 − τ ) , \frac{1-\tau^{n+1}}{(1-\tau)\tau^{n-k}}\cdot\frac{\tau^{n-k+1}(1-\tau^{k+1})}{(1+\tau)(1-\tau^{n+1})}=\frac{\tau(1-\tau^{k+1})}{(1+\tau)(1-\tau)}, ( 1 − τ ) τ n − k 1 − τ n + 1 ⋅ ( 1 + τ ) ( 1 − τ n + 1 ) τ n − k + 1 ( 1 − τ k + 1 ) = ( 1 + τ ) ( 1 − τ ) τ ( 1 − τ k + 1 ) ,
and the second one is
1 − τ n + 1 ( 1 − τ ) τ n − k ⋅ 1 − τ n − k + 1 ( 1 + τ ) ( 1 − τ n + 1 ) = a n − k . \frac{1-\tau^{n+1}}{(1-\tau)\tau^{n-k}}\cdot\frac{1-\tau^{n-k+1}}{(1+\tau)(1-\tau^{n+1})}=a_{n-k}. ( 1 − τ ) τ n − k 1 − τ n + 1 ⋅ ( 1 + τ ) ( 1 − τ n + 1 ) 1 − τ n − k + 1 = a n − k .
In the coordinates ( d , k ) (d,k) ( d , k ) , the moves to ( n ± 1 , k ) (n\pm1,k) ( n ± 1 , k ) change d d d by ± 1 \pm1 ± 1 and keep k k k , and the moves to ( n ± 1 , k ± 1 ) (n\pm1,k\pm1) ( n ± 1 , k ± 1 ) keep d d d and change k k k by ± 1 \pm1 ± 1 . By reversibility, the conductance of an edge does not depend on its orientation, which gives the last assertion.
The following lemma is the key algebraic property of the diagonal chain.
Lemma 6.5 Let j ≥ 0 j\geq0 j ≥ 0 be an integer and let g : N 0 → C g:\mathbb{N}_0\to\mathbb{C} g : N 0 → C be a function. Consider the function f f f on D \mathbb{D} D defined by f ( n , k ) = g ( n ) τ j k f(n,k)=g(n)\tau^{jk} f ( n , k ) = g ( n ) τ j k . For any n ≥ 1 n\geq1 n ≥ 1 and any 0 ≤ k ≤ n 0\leq k\leq n 0 ≤ k ≤ n , we have
( P f ) ( n , k ) = ( A j g ) ( n ) τ j k + ( B j g ) ( n ) τ ( j − 1 ) k , (55) (Pf)(n,k)=(A_jg)(n)\tau^{jk}+(B_jg)(n)\tau^{(j-1)k}, \tag*{(55)} ( P f ) ( n , k ) = ( A j g ) ( n ) τ j k + ( B j g ) ( n ) τ ( j − 1 ) k , (55) where
( A j g ) ( n ) ≔ ( 1 − τ n + j + 2 ) g ( n + 1 ) + ( τ − τ n − j + 1 ) g ( n − 1 ) ( 1 + τ ) ( 1 − τ n + 1 ) , (A_jg)(n)\coloneqq\frac{(1-\tau^{n+j+2})g(n+1)+(\tau-\tau^{n-j+1})g(n-1)}{(1+\tau)(1-\tau^{n+1})}, ( A j g ) ( n ) : = ( 1 + τ ) ( 1 − τ n + 1 ) ( 1 − τ n + j + 2 ) g ( n + 1 ) + ( τ − τ n − j + 1 ) g ( n − 1 ) , ( B j g ) ( n ) ≔ τ n + 1 [ ( τ j − 1 ) g ( n + 1 ) + ( τ − j − 1 ) g ( n − 1 ) ] ( 1 + τ ) ( 1 − τ n + 1 ) . (B_jg)(n)\coloneqq\frac{\tau^{n+1}\left[(\tau^j-1)g(n+1)+(\tau^{-j}-1)g(n-1)\right]}{(1+\tau)(1-\tau^{n+1})}. ( B j g ) ( n ) : = ( 1 + τ ) ( 1 − τ n + 1 ) τ n + 1 [ ( τ j − 1 ) g ( n + 1 ) + ( τ − j − 1 ) g ( n − 1 ) ] .
Proof: Fix n ≥ 1 n\geq1 n ≥ 1 and 0 ≤ k ≤ n 0\leq k\leq n 0 ≤ k ≤ n , and put y = τ k y=\tau^k y = τ k . The probability of the move to ( n − 1 , k ) (n-1,k) ( n − 1 , k ) vanishes if k = n k=n k = n , and the probability of the move to ( n − 1 , k − 1 ) (n-1,k-1) ( n − 1 , k − 1 ) vanishes if k = 0 k=0 k = 0 . Hence we may use the formula f ( n , k ′ ) = g ( n ′ ) τ j k ′ f(n,k')=g(n')\tau^{jk'} f ( n , k ′ ) = g ( n ′ ) τ j k ′ for all the terms of ( P f ) ( n , k ) (Pf)(n,k) ( P f ) ( n , k ) . By Proposition 6.2 , the number ( 1 + τ ) ( 1 − τ n + 1 ) ( P f ) ( n , k ) (1+\tau)(1-\tau^{n+1})(Pf)(n,k) ( 1 + τ ) ( 1 − τ n + 1 ) ( P f ) ( n , k ) is equal to
( 1 − τ n + 1 y − 1 ) g ( n + 1 ) y j + τ ( 1 − τ n y − 1 ) g ( n − 1 ) y j + τ n + 1 y − 1 ( 1 − τ y ) g ( n + 1 ) τ j y j + τ n + 1 y − 1 ( 1 − y ) g ( n − 1 ) τ − j y j . (1-\tau^{n+1}y^{-1})g(n+1)y^j+\tau(1-\tau^ny^{-1})g(n-1)y^j
+\tau^{n+1}y^{-1}(1-\tau y)g(n+1)\tau^jy^j+\tau^{n+1}y^{-1}(1-y)g(n-1)\tau^{-j}y^j. ( 1 − τ n + 1 y − 1 ) g ( n + 1 ) y j + τ ( 1 − τ n y − 1 ) g ( n − 1 ) y j + τ n + 1 y − 1 ( 1 − τ y ) g ( n + 1 ) τ j y j + τ n + 1 y − 1 ( 1 − y ) g ( n − 1 ) τ − j y j .
Collecting the terms in y j y^j y j and in y j − 1 y^{j-1} y j − 1 , we obtain (55) .
Note that B 0 = 0 B_0=0 B 0 = 0 and that A 0 A_0 A 0 is the quantum dimension walk of the levels, since
1 − τ n + 2 ( 1 + τ ) ( 1 − τ n + 1 ) = [ n + 2 ] r [ 2 ] r [ n + 1 ] r \frac{1-\tau^{n+2}}{(1+\tau)(1-\tau^{n+1})}=\frac{[n+2]_r}{[2]_r[n+1]_r} ( 1 + τ ) ( 1 − τ n + 1 ) 1 − τ n + 2 = [ 2 ] r [ n + 1 ] r [ n + 2 ] r
and
τ − τ n + 1 ( 1 + τ ) ( 1 − τ n + 1 ) = [ n ] r [ 2 ] r [ n + 1 ] r . \frac{\tau-\tau^{n+1}}{(1+\tau)(1-\tau^{n+1})}=\frac{[n]_r}{[2]_r[n+1]_r}. ( 1 + τ ) ( 1 − τ n + 1 ) τ − τ n + 1 = [ 2 ] r [ n + 1 ] r [ n ] r .
In particular, the level of the diagonal chain is itself a Markov chain.
For any integer l ≥ 0 l\geq0 l ≥ 0 , we denote by V l V_l V l the space of functions f : D → C f:\mathbb{D}\to\mathbb{C} f : D → C such that, for any n ≥ 0 n\geq0 n ≥ 0 , the function k ↦ f ( n , k ) k\mapsto f(n,k) k ↦ f ( n , k ) on { 0 , … , n } \{0,\ldots,n\} { 0 , … , n } is of the form k ↦ p ( τ k ) k\mapsto p(\tau^k) k ↦ p ( τ k ) for some polynomial p p p of degree at most l l l . On the levels n < l n<l n < l this condition is empty, since any function on n + 1 ≤ l n+1\leq l n + 1 ≤ l points is the restriction of a polynomial of degree at most l − 1 l-1 l − 1 . Writing an element of V l V_l V l as f ( n , k ) = ∑ j = 0 l g j ( n ) τ j k f(n,k)=\sum_{j=0}^{l}g_j(n)\tau^{jk} f ( n , k ) = ∑ j = 0 l g j ( n ) τ j k , Lemma 6.5 shows that P ( V l ) ⊂ V l P(V_l)\subset V_l P ( V l ) ⊂ V l .
Remark 6.6 The restrictions to the level n = 2 s n=2s n = 2 s of the elements of V l V_l V l are the diagonals of the operators ∑ j = 0 l a j K − j \sum_{j=0}^{l}a_jK^{-j} ∑ j = 0 l a j K − j on V s V_s V s , since τ − i j = τ − s j τ j k \tau^{-ij}=\tau^{-sj}\tau^{jk} τ − ij = τ − s j τ j k . Consider the adjoint action ad ( E ) ( T ) = E T − K T K − 1 E \operatorname{ad}(E)(T)=ET-KTK^{-1}E ad ( E ) ( T ) = E T − K T K − 1 E , ad ( F ) ( T ) = F T K − T F K \operatorname{ad}(F)(T)=FTK-TFK ad ( F ) ( T ) = F T K − T F K and ad ( K ) ( T ) = K T K − 1 \operatorname{ad}(K)(T)=KTK^{-1} ad ( K ) ( T ) = K T K − 1 on B ( V s ) \mathrm{B}(V_s) B ( V s ) . A direct computation gives ad ( E ) ( K − 1 ) = ( 1 − τ − 1 ) E K − 1 \operatorname{ad}(E)(K^{-1})=(1-\tau^{-1})EK^{-1} ad ( E ) ( K − 1 ) = ( 1 − τ − 1 ) E K − 1 , ad ( E ) ( E K − 1 ) = 0 \operatorname{ad}(E)(EK^{-1})=0 ad ( E ) ( E K − 1 ) = 0 , ad ( F ) ( K − 1 ) = ( 1 − τ ) F \operatorname{ad}(F)(K^{-1})=(1-\tau)F ad ( F ) ( K − 1 ) = ( 1 − τ ) F and ad ( F ) ( F ) = 0 \operatorname{ad}(F)(F)=0 ad ( F ) ( F ) = 0 . Since K − 1 K^{-1} K − 1 has weight zero and ad ( E ) 2 ( K − 1 ) = ad ( F ) 2 ( K − 1 ) = 0 \operatorname{ad}(E)^2(K^{-1})=\operatorname{ad}(F)^2(K^{-1})=0 ad ( E ) 2 ( K − 1 ) = ad ( F ) 2 ( K − 1 ) = 0 , the operator K − 1 K^{-1} K − 1 lies in the sum of the spin components of B ( V s ) \mathrm{B}(V_s) B ( V s ) of spin at most 1 1 1 . Since the adjoint action is a module algebra action, the powers K − j K^{-j} K − j , j ≤ l j\leq l j ≤ l , lie in the sum of the spin components of spin at most l l l . If n ≥ l n\geq l n ≥ l , both spaces of diagonal operators have dimension l + 1 l+1 l + 1 . Hence the restriction of V l V_l V l to the level n n n is the space of diagonal operators of spin at most l l l , and the inclusion P ( V l ) ⊂ V l P(V_l)\subset V_l P ( V l ) ⊂ V l is the diagonal form of the equivariance of P P P . We do not use this remark below.
Harmonic functions of the diagonal chain
We denote by ( n t , k t ) t ≥ 0 (n_t,k_t)_{t\geq0} ( n t , k t ) t ≥ 0 the diagonal chain, by P v \mathbf{P}_v P v and E v \mathbf{E}_v E v the probability and the expectation for the chain started at v ∈ D v\in\mathbb{D} v ∈ D , and by j t ≔ n t − k t j_t\coloneqq n_t-k_t j t : = n t − k t the distance to the ray { ( n , n ) : n ≥ 0 } \{(n,n):n\geq0\} {( n , n ) : n ≥ 0 } . A move is called horizontal if it changes k k k , that is if it is of the form ( n , k ) → ( n ± 1 , k ± 1 ) (n,k)\to(n\pm1,k\pm1) ( n , k ) → ( n ± 1 , k ± 1 ) .
Lemma 6.7
For any ( n , k ) ∈ D (n,k)\in\mathbb{D} ( n , k ) ∈ D , we have
E ( n , k ) [ ∑ t ≥ 0 r j t ] ≤ 1 + τ ( 1 − τ ) ( 1 − r ) 2 r n − k . \mathbf{E}_{(n,k)}\left[\sum_{t\geq0}r^{j_t}\right]\leq\frac{1+\tau}{(1-\tau)(1-r)^2}r^{n-k}. E ( n , k ) [ t ≥ 0 ∑ r j t ] ≤ ( 1 − τ ) ( 1 − r ) 2 1 + τ r n − k . Almost surely, the chain makes only finitely many horizontal moves, n t → ∞ n_t\to\infty n t → ∞ and k t k_t k t is eventually constant. We denote by k ∞ k_\infty k ∞ its final value.
For any bounded function f : N 0 → C f:\mathbb{N}_0\to\mathbb{C} f : N 0 → C , the function H f \mathcal{H}f H f defined on D \mathbb{D} D by H f ( v ) ≔ E v [ f ( k ∞ ) ] \mathcal{H}f(v)\coloneqq\mathbf{E}_v[f(k_\infty)] H f ( v ) : = E v [ f ( k ∞ )] is bounded and harmonic and, for any ( n , k ) ∈ D (n,k)\in\mathbb{D} ( n , k ) ∈ D ,
∣ H f ( n , k ) − f ( k ) ∣ ≤ 4 τ ( 1 − τ ) 2 ( 1 − r ) 2 ∥ f ∥ ∞ r n − k . (56) |\mathcal{H}f(n,k)-f(k)|\leq\frac{4\tau}{(1-\tau)^2(1-r)^2}\|f\|_\infty r^{n-k}. \tag*{(56)} ∣ H f ( n , k ) − f ( k ) ∣ ≤ ( 1 − τ ) 2 ( 1 − r ) 2 4 τ ∥ f ∥ ∞ r n − k . (56) If u u u is a bounded harmonic function on D \mathbb{D} D such that g ( k ) ≔ lim n → ∞ u ( n , k ) g(k)\coloneqq\lim_{n\to\infty}u(n,k) g ( k ) : = lim n → ∞ u ( n , k ) exists for any k ∈ N 0 k\in\mathbb{N}_0 k ∈ N 0 , then u = H g u=\mathcal{H}g u = H g .
Proof. 1. From a state ( n , k ) (n,k) ( n , k ) , the distance j = n − k j=n-k j = n − k increases by one with probability
p + ≔ 1 − τ j + 1 ( 1 + τ ) ( 1 − τ n + 1 ) , p_+\coloneqq\frac{1-\tau^{j+1}}{(1+\tau)(1-\tau^{n+1})}, p + : = ( 1 + τ ) ( 1 − τ n + 1 ) 1 − τ j + 1 ,
decreases by one with probability
p − ≔ τ ( 1 − τ j ) ( 1 + τ ) ( 1 − τ n + 1 ) , p_-\coloneqq\frac{\tau(1-\tau^j)}{(1+\tau)(1-\tau^{n+1})}, p − : = ( 1 + τ ) ( 1 − τ n + 1 ) τ ( 1 − τ j ) ,
and is unchanged otherwise. We have p − ≤ τ p + p_-\leq\tau p_+ p − ≤ τ p + and p + ≥ 1 − τ 1 + τ p_+\geq\frac{1-\tau}{1+\tau} p + ≥ 1 + τ 1 − τ . Since r − 1 − 1 > 0 r^{-1}-1>0 r − 1 − 1 > 0 , we deduce that
E [ r j t + 1 − r j t ∣ ( n t , k t ) ] = r j t [ p + ( r − 1 ) + p − ( r − 1 − 1 ) ] ≤ r j t p + [ ( r − 1 ) + τ ( r − 1 − 1 ) ] = − r j t p + ( 1 − r ) 2 ≤ − ( 1 − τ ) ( 1 − r ) 2 1 + τ r j t . \begin{aligned}
\mathbf{E}\left[r^{j_{t+1}}-r^{j_t}\mid(n_t,k_t)\right]
&=r^{j_t}\left[p_+(r-1)+p_-(r^{-1}-1)\right]\\
&\leq r^{j_t}p_+\left[(r-1)+\tau(r^{-1}-1)\right]\\
&=-r^{j_t}p_+(1-r)^2
\leq-\frac{(1-\tau)(1-r)^2}{1+\tau}r^{j_t}.
\end{aligned} E [ r j t + 1 − r j t ∣ ( n t , k t ) ] = r j t [ p + ( r − 1 ) + p − ( r − 1 − 1 ) ] ≤ r j t p + [ ( r − 1 ) + τ ( r − 1 − 1 ) ] = − r j t p + ( 1 − r ) 2 ≤ − 1 + τ ( 1 − τ ) ( 1 − r ) 2 r j t .
Taking expectations and summing over 0 ≤ t < T 0\leq t<T 0 ≤ t < T , we obtain
( 1 − τ ) ( 1 − r ) 2 1 + τ ∑ t < T E ( n , k ) [ r j t ] ≤ r n − k . \frac{(1-\tau)(1-r)^2}{1+\tau}\sum_{t<T}\mathbf{E}_{(n,k)}[r^{j_t}]
\leq r^{n-k}. 1 + τ ( 1 − τ ) ( 1 − r ) 2 t < T ∑ E ( n , k ) [ r j t ] ≤ r n − k .
Letting T → ∞ T\to\infty T → ∞ gives the assertion.
By Proposition 6.2 , the probability of a horizontal move from ( n , k ) (n,k) ( n , k ) is
r n − k + 1 ( 2 − τ k + 1 − τ k ) ( 1 + τ ) ( 1 − τ n + 1 ) ≤ 2 τ ( 1 + τ ) ( 1 − τ ) r n − k ≤ 2 τ ( 1 + τ ) ( 1 − τ ) r n − k . \frac{r^{n-k+1}(2-\tau^{k+1}-\tau^k)}{(1+\tau)(1-\tau^{n+1})}
\leq\frac{2\tau}{(1+\tau)(1-\tau)}r^{n-k}
\leq\frac{2\tau}{(1+\tau)(1-\tau)}r^{n-k}. ( 1 + τ ) ( 1 − τ n + 1 ) r n − k + 1 ( 2 − τ k + 1 − τ k ) ≤ ( 1 + τ ) ( 1 − τ ) 2 τ r n − k ≤ ( 1 + τ ) ( 1 − τ ) 2 τ r n − k .
By the first part, the expected number of horizontal moves of the chain started at ( n , k ) (n,k) ( n , k ) is at most
2 τ ( 1 − τ ) 2 ( 1 − r ) 2 r n − k < ∞ . \frac{2\tau}{(1-\tau)^2(1-r)^2}r^{n-k}<\infty. ( 1 − τ ) 2 ( 1 − r ) 2 2 τ r n − k < ∞.
Hence there are almost surely finitely many horizontal moves, and k t k_t k t is eventually constant, since k k k changes only through horizontal moves. Moreover ∑ r j t < ∞ \sum r^{j_t}<\infty ∑ r j t < ∞ almost surely, so that j t → ∞ j_t\to\infty j t → ∞ and n t ≥ j t → ∞ n_t\geq j_t\to\infty n t ≥ j t → ∞ .
The function H f \mathcal{H}f H f is bounded and harmonic by the Markov property. If the chain started at ( n , k ) (n,k) ( n , k ) makes no horizontal move, then k ∞ = k k_\infty=k k ∞ = k . Thus ∣ H f ( n , k ) − f ( k ) ∣ |\mathcal{H}f(n,k)-f(k)| ∣ H f ( n , k ) − f ( k ) ∣ is at most 2 ∥ f ∥ ∞ 2\|f\|_\infty 2∥ f ∥ ∞ times the probability of at least one horizontal move, which is bounded by the expected number of horizontal moves. This proves (56) .
The process ( u ( n t , k t ) ) t ≥ 0 (u(n_t,k_t))_{t\geq0} ( u ( n t , k t ) ) t ≥ 0 is a bounded martingale. By the second part, we have almost surely k t = k ∞ k_t=k_\infty k t = k ∞ for any t t t large enough and n t → ∞ n_t\to\infty n t → ∞ , so that u ( n t , k t ) → g ( k ∞ ) u(n_t,k_t)\to g(k_\infty) u ( n t , k t ) → g ( k ∞ ) . Note that g g g is bounded by ∥ u ∥ ∞ \|u\|_\infty ∥ u ∥ ∞ . By dominated convergence, u ( v ) = E v [ u ( n t , k t ) ] → E v [ g ( k ∞ ) ] = H g ( v ) u(v)=\mathbf{E}_v[u(n_t,k_t)]\to\mathbf{E}_v[g(k_\infty)]=\mathcal{H}g(v) u ( v ) = E v [ u ( n t , k t )] → E v [ g ( k ∞ )] = H g ( v ) for any v ∈ D v\in\mathbb{D} v ∈ D .
For any n ∈ N 0 ∪ { ∞ } n\in\mathbb{N}_0\cup\{\infty\} n ∈ N 0 ∪ { ∞ } , let m n ≔ ∑ 0 ≤ k ≤ n τ k δ τ k m_n\coloneqq\sum_{0\leq k\leq n}\tau^k\delta_{\tau^k} m n : = ∑ 0 ≤ k ≤ n τ k δ τ k . Then ( 1 − τ ) m ∞ (1-\tau)m_\infty ( 1 − τ ) m ∞ is the Aref’eva–Volovich law, that is the law of A A A under h h h , and the measure w ^ ( n , ⋅ ) \widehat{w}(n,\cdot) w ( n , ⋅ ) on { 0 , … , n } \{0,\ldots,n\} { 0 , … , n } is proportional to the image of m n m_n m n under τ k ↦ k \tau^k \mapsto k τ k ↦ k . For any integers 0 ≤ l ≤ n 0 \le l \le n 0 ≤ l ≤ n , we denote by M l , n M_{l,n} M l , n the monic polynomial of degree l l l which is orthogonal in L 2 ( m n ) L^2(m_n) L 2 ( m n ) to the polynomials of degree at most l − 1 l-1 l − 1 . It exists and is unique, since m n m_n m n has n + 1 ≥ l + 1 n+1 \ge l+1 n + 1 ≥ l + 1 atoms. We let p ^ l \widehat p_l p l be the analogous polynomial for m ∞ m_\infty m ∞ . By part 4 of Proposition 3.1 with η = τ \eta=\tau η = τ , we have φ l τ = κ l p ^ l \varphi_l^\tau=\kappa_l\widehat p_l φ l τ = κ l p l , where κ l ≠ 0 \kappa_l\ne0 κ l = 0 is the leading coefficient of φ l τ \varphi_l^\tau φ l τ . Finally, for any integer l ≥ 1 l\ge1 l ≥ 1 , we define the sequence ( ς l ( n ) ) n ≥ l (\varsigma_l(n))_{n\ge l} ( ς l ( n ) ) n ≥ l by ς l ( l ) = 1 \varsigma_l(l)=1 ς l ( l ) = 1 , ς l ( l − 1 ) = 0 \varsigma_l(l-1)=0 ς l ( l − 1 ) = 0 and, for any n ≥ l n\ge l n ≥ l ,
( 1 − τ n + l + 2 ) ς l ( n + 1 ) = ( 1 + τ ) ( 1 − τ n + 1 ) ς l ( n ) − ( τ − τ n − l + 1 ) ς l ( n − 1 ) . (57) (1-\tau^{n+l+2})\varsigma_l(n+1)=(1+\tau)(1-\tau^{n+1})\varsigma_l(n)-(\tau-\tau^{n-l+1})\varsigma_l(n-1). \tag*{(57)} ( 1 − τ n + l + 2 ) ς l ( n + 1 ) = ( 1 + τ ) ( 1 − τ n + 1 ) ς l ( n ) − ( τ − τ n − l + 1 ) ς l ( n − 1 ) . (57)
The coefficient of ς l ( n − 1 ) \varsigma_l(n-1) ς l ( n − 1 ) vanishes for n = l n=l n = l . With the notation of Lemma 6.5 , the relation (57) means ( A l ς l ) ( n ) = ς l ( n ) (A_l\varsigma_l)(n)=\varsigma_l(n) ( A l ς l ) ( n ) = ς l ( n ) .
Lemma 6.8 Put P τ ≔ ( τ 4 ; τ ) ∞ − 1 P_\tau\coloneqq(\tau^4;\tau)_\infty^{-1} P τ : = ( τ 4 ; τ ) ∞ − 1 and M τ ≔ ∏ i ≥ 0 ( 1 + 4 P τ ( i + 1 ) τ i ) M_\tau\coloneqq\prod_{i\ge0}(1+4P_\tau(i+1)\tau^i) M τ : = ∏ i ≥ 0 ( 1 + 4 P τ ( i + 1 ) τ i ) . For any integer l ≥ 1 l\ge1 l ≥ 1 and any integer n ≥ l − 1 n\ge l-1 n ≥ l − 1 , we have
∣ ς l ( n ) ∣ ≤ M τ , ∣ ς l ( n + 1 ) − ς l ( n ) ∣ ≤ 4 P τ M τ ( n − l + 2 ) τ n − l + 1 . (58) |\varsigma_l(n)|\le M_\tau,\qquad|\varsigma_l(n+1)-\varsigma_l(n)|\le4P_\tau M_\tau(n-l+2)\tau^{n-l+1}. \tag*{(58)} ∣ ς l ( n ) ∣ ≤ M τ , ∣ ς l ( n + 1 ) − ς l ( n ) ∣ ≤ 4 P τ M τ ( n − l + 2 ) τ n − l + 1 . (58) Consequently, the sequence ( ς l ( n ) ) n ≥ l (\varsigma_l(n))_{n\ge l} ( ς l ( n ) ) n ≥ l converges to a limit ς l ( ∞ ) \varsigma_l(\infty) ς l ( ∞ ) , and
∣ ς l ( n ) − ς l ( ∞ ) ∣ ≤ 4 P τ M τ ( 1 − τ ) 2 ( n − l + 2 ) τ n − l + 1 |\varsigma_l(n)-\varsigma_l(\infty)|\le\frac{4P_\tau M_\tau}{(1-\tau)^2}(n-l+2)\tau^{n-l+1} ∣ ς l ( n ) − ς l ( ∞ ) ∣ ≤ ( 1 − τ ) 2 4 P τ M τ ( n − l + 2 ) τ n − l + 1 for any n ≥ l − 1 n\ge l-1 n ≥ l − 1 .
Proof. Put δ ( n ) ≔ ς l ( n + 1 ) − ς l ( n ) \delta(n)\coloneqq\varsigma_l(n+1)-\varsigma_l(n) δ ( n ) : = ς l ( n + 1 ) − ς l ( n ) for n ≥ l − 1 n\ge l-1 n ≥ l − 1 , so that δ ( l − 1 ) = 1 \delta(l-1)=1 δ ( l − 1 ) = 1 . A rearrangement of (57) gives, for any n ≥ l n\ge l n ≥ l ,
( 1 − τ n + l + 2 ) δ ( n ) = τ δ ( n − 1 ) + τ n [ ( τ l + 2 − τ − τ 2 ) ς l ( n ) + τ l − 1 ς l ( n − 1 ) ] . (59) (1-\tau^{n+l+2})\delta(n)=\tau\delta(n-1)+\tau^n\left[(\tau^{l+2}-\tau-\tau^2)\varsigma_l(n)+\tau^{l-1}\varsigma_l(n-1)\right]. \tag*{(59)} ( 1 − τ n + l + 2 ) δ ( n ) = τ δ ( n − 1 ) + τ n [ ( τ l + 2 − τ − τ 2 ) ς l ( n ) + τ l − 1 ς l ( n − 1 ) ] . (59)
For n ≥ l − 1 n\ge l-1 n ≥ l − 1 , put M ( n ) ≔ max { 1 , ∣ ς l ( l − 1 ) ∣ , … , ∣ ς l ( n ) ∣ } M(n)\coloneqq\max\{1,|\varsigma_l(l-1)|,\ldots,|\varsigma_l(n)|\} M ( n ) : = max { 1 , ∣ ς l ( l − 1 ) ∣ , … , ∣ ς l ( n ) ∣ } . The sequence ( M ( n ) ) (M(n)) ( M ( n )) is nondecreasing and M ( l − 1 ) = 1 M(l-1)=1 M ( l − 1 ) = 1 . Let n ≥ l n\ge l n ≥ l . We have τ n ∣ τ l + 2 − τ − τ 2 ∣ ≤ 2 τ n + 1 ≤ 2 τ n − l + 1 \tau^n|\tau^{l+2}-\tau-\tau^2|\le2\tau^{n+1}\le2\tau^{n-l+1} τ n ∣ τ l + 2 − τ − τ 2 ∣ ≤ 2 τ n + 1 ≤ 2 τ n − l + 1 and 1 − τ n + l + 2 ≥ 1 − τ n − l + 4 1-\tau^{n+l+2}\ge1-\tau^{n-l+4} 1 − τ n + l + 2 ≥ 1 − τ n − l + 4 , since l ≥ 1 l\ge1 l ≥ 1 . Thus (59) gives
∣ δ ( n ) ∣ ≤ τ ∣ δ ( n − 1 ) ∣ + 3 τ n − l + 1 M ( n ) 1 − τ n − l + 4 . |\delta(n)|\le\frac{\tau|\delta(n-1)|+3\tau^{n-l+1}M(n)}{1-\tau^{n-l+4}}. ∣ δ ( n ) ∣ ≤ 1 − τ n − l + 4 τ ∣ δ ( n − 1 ) ∣ + 3 τ n − l + 1 M ( n ) .
Put a ( n ) ≔ ∣ δ ( n ) ∣ τ n − l + 1 M ( n ) a(n)\coloneqq\frac{|\delta(n)|}{\tau^{n-l+1}M(n)} a ( n ) : = τ n − l + 1 M ( n ) ∣ δ ( n ) ∣ for n ≥ l − 1 n\ge l-1 n ≥ l − 1 , so that a ( l − 1 ) = 1 a(l-1)=1 a ( l − 1 ) = 1 . Since M ( n − 1 ) ≤ M ( n ) M(n-1)\le M(n) M ( n − 1 ) ≤ M ( n ) , we obtain
a ( n ) ≤ a ( n − 1 ) + 3 1 − τ n − l + 4 a(n)\le\frac{a(n-1)+3}{1-\tau^{n-l+4}} a ( n ) ≤ 1 − τ n − l + 4 a ( n − 1 ) + 3
for any n ≥ l n\ge l n ≥ l . By induction, we deduce that
a ( n ) ≤ ( 1 + 3 ( n − l + 1 ) ) ∏ i = 0 n − l 1 1 − τ i + 4 ≤ 4 P τ ( n − l + 2 ) , n ≥ l − 1. a(n)\le(1+3(n-l+1))\prod_{i=0}^{n-l}\frac{1}{1-\tau^{i+4}}\le4P_\tau(n-l+2),\qquad n\ge l-1. a ( n ) ≤ ( 1 + 3 ( n − l + 1 )) i = 0 ∏ n − l 1 − τ i + 4 1 ≤ 4 P τ ( n − l + 2 ) , n ≥ l − 1.
Hence ∣ δ ( n ) ∣ ≤ 4 P τ ( n − l + 2 ) τ n − l + 1 M ( n ) |\delta(n)|\le4P_\tau(n-l+2)\tau^{n-l+1}M(n) ∣ δ ( n ) ∣ ≤ 4 P τ ( n − l + 2 ) τ n − l + 1 M ( n ) , and M ( n + 1 ) ≤ M ( n ) + ∣ δ ( n ) ∣ ≤ M ( n ) ( 1 + 4 P τ ( n − l + 2 ) τ n − l + 1 ) M(n+1)\le M(n)+|\delta(n)|\le M(n)(1+4P_\tau(n-l+2)\tau^{n-l+1}) M ( n + 1 ) ≤ M ( n ) + ∣ δ ( n ) ∣ ≤ M ( n ) ( 1 + 4 P τ ( n − l + 2 ) τ n − l + 1 ) for any n ≥ l − 1 n\ge l-1 n ≥ l − 1 . We conclude that M ( n ) ≤ M τ M(n)\le M_\tau M ( n ) ≤ M τ for any n ≥ l − 1 n\ge l-1 n ≥ l − 1 , which proves (58) . Finally, for any integer N ≥ 1 N\ge1 N ≥ 1 , we have
∑ p ≥ 0 ( N + p ) τ p = N 1 − τ + τ ( 1 − τ ) 2 ≤ N ( 1 − τ ) 2 . \sum_{p\ge0}(N+p)\tau^p=\frac{N}{1-\tau}+\frac{\tau}{(1-\tau)^2}\le\frac{N}{(1-\tau)^2}. p ≥ 0 ∑ ( N + p ) τ p = 1 − τ N + ( 1 − τ ) 2 τ ≤ ( 1 − τ ) 2 N .
Thus the series ∑ i ≥ n ∣ δ ( i ) ∣ \sum_{i\ge n}|\delta(i)| ∑ i ≥ n ∣ δ ( i ) ∣ is bounded by 4 P τ M τ ( 1 − τ ) 2 ( n − l + 2 ) τ n − l + 1 \frac{4P_\tau M_\tau}{(1-\tau)^2}(n-l+2)\tau^{n-l+1} ( 1 − τ ) 2 4 P τ M τ ( n − l + 2 ) τ n − l + 1 , which gives the last assertion. ■
Proposition 6.9 Let l ≥ 1 l\ge1 l ≥ 1 be an integer. Consider the function h l h_l h l on D \mathbb{D} D defined by h l ( n , k ) = ς l ( n ) M l , n ( τ k ) h_l(n,k)=\varsigma_l(n)M_{l,n}(\tau^k) h l ( n , k ) = ς l ( n ) M l , n ( τ k ) if n ≥ l n\ge l n ≥ l and h l ( n , k ) = 0 h_l(n,k)=0 h l ( n , k ) = 0 if n < l n<l n < l .
The function h l h_l h l is harmonic.
The sequence ( ς l ( n ) ) (\varsigma_l(n)) ( ς l ( n )) converges to a limit ς l ( ∞ ) ≠ 0 \varsigma_l(\infty)\ne0 ς l ( ∞ ) = 0 , and there exists a constant C C C such that ∣ ς l ( n ) − ς l ( ∞ ) ∣ ≤ C ( n + 1 ) τ n |\varsigma_l(n)-\varsigma_l(\infty)|\le C(n+1)\tau^n ∣ ς l ( n ) − ς l ( ∞ ) ∣ ≤ C ( n + 1 ) τ n for any $n\ge l.
We have H φ l τ = ς l ς l ( ∞ ) h l \mathcal{H}\varphi_l^{\tau} = \frac{\varsigma_l}{\varsigma_l(\infty)}h_l H φ l τ = ς l ( ∞ ) ς l h l . In particular, H φ l τ \mathcal{H}\varphi_l^{\tau} H φ l τ vanishes on the levels n < l n < l n < l , and there exists a constant C l C_l C l such that, for any ( n , k ) ∈ D (n,k) \in\mathbb{D} ( n , k ) ∈ D ,
∣ H φ l τ ( n , k ) − φ l ( τ k ) ∣ ≤ C l ( n + 1 ) τ n . (60) \left|\mathcal{H}\varphi_l^{\tau}(n,k)-\varphi_l(\tau^k)\right| \le C_l(n+1)\tau^n. \tag*{(60)} H φ l τ ( n , k ) − φ l ( τ k ) ≤ C l ( n + 1 ) τ n . (60)
Proof. 1. For any n ∈ N 0 n \in\mathbb{N}_0 n ∈ N 0 , let W l ( n ) \mathcal{W}_l(n) W l ( n ) be the orthogonal complement of the restriction of V l − 1 \mathcal{V}_{l-1} V l − 1 to the level n n n in the restriction of V l \mathcal{V}_l V l to the level n n n , for the scalar product ∑ k w ^ ( n , k ) f ( k ) g ( k ) \sum_k \widehat{w}(n,k)f(k)g(k) ∑ k w ( n , k ) f ( k ) g ( k ) . Since w ^ ( n , k ) \widehat{w}(n,k) w ( n , k ) is proportional to τ − k \tau^{-k} τ − k , we have W l ( n ) = C M l , n ( τ − ⋅ ) \mathcal{W}_l(n)=\mathbb{C}M_{l,n}(\tau^{-\,\cdot}) W l ( n ) = C M l , n ( τ − ⋅ ) if n ≥ l n\ge l n ≥ l , and W l ( n ) = { 0 } \mathcal{W}_l(n)=\{0\} W l ( n ) = { 0 } if n < l n<l n < l . Let U l \mathcal{U}_l U l be the space of functions f f f on D \mathbb{D} D such that f ( n , ⋅ ) ∈ W l ( n ) f(n,\cdot)\in\mathcal{W}_l(n) f ( n , ⋅ ) ∈ W l ( n ) for any n n n . We claim that P ( U l ) ⊂ U l P(\mathcal{U}_l)\subset\mathcal{U}_l P ( U l ) ⊂ U l . Indeed, let f ∈ U l f\in\mathcal{U}_l f ∈ U l . We have P f ∈ V l Pf\in\mathcal{V}_l P f ∈ V l by Lemma 6.5 . Let g ∈ V l − 1 g\in\mathcal{V}_{l-1} g ∈ V l − 1 be supported on a single level. Since P P P is self-adjoint with respect to w ^ \widehat{w} w by Proposition 6.2 , and since P g ∈ V l − 1 Pg\in\mathcal{V}_{l-1} P g ∈ V l − 1 is finitely supported, we have
∑ v ∈ D w ^ ( v ) ( P f ) ( v ) g ( v ) = ∑ v ∈ D w ^ ( v ) f ( v ) ( P g ) ( v ) = 0 , \sum_{v\in\mathbb{D}}\widehat{w}(v)(Pf)(v)g(v)=\sum_{v\in\mathbb{D}}\widehat{w}(v)f(v)(Pg)(v)=0, v ∈ D ∑ w ( v ) ( P f ) ( v ) g ( v ) = v ∈ D ∑ w ( v ) f ( v ) ( P g ) ( v ) = 0 ,
because f ( n ′ , ⋅ ) f(n',\cdot) f ( n ′ , ⋅ ) is orthogonal to the restriction of V l − 1 \mathcal{V}_{l-1} V l − 1 to the level n ′ n' n ′ for any n ′ n' n ′ . This proves the claim.
Now, let f ∈ U l f\in\mathcal{U}_l f ∈ U l and write f ( n , ⋅ ) = c ( n ) M l , n ( τ − ⋅ ) f(n,\cdot)=c(n)M_{l,n}(\tau^{-\,\cdot}) f ( n , ⋅ ) = c ( n ) M l , n ( τ − ⋅ ) for n ≥ l n\ge l n ≥ l , and c ( l − 1 ) = 0 c(l-1)=0 c ( l − 1 ) = 0 . For any n ≥ l n\ge l n ≥ l , the function ( P f ) ( n , ⋅ ) (Pf)(n,\cdot) ( P f ) ( n , ⋅ ) belongs to W l ( n ) \mathcal{W}_l(n) W l ( n ) , hence it is equal to c ′ ( n ) M l , n ( τ − ⋅ ) c'(n)M_{l,n}(\tau^{-\,\cdot}) c ′ ( n ) M l , n ( τ − ⋅ ) , where c ′ ( n ) c'(n) c ′ ( n ) is the coefficient of degree l l l of the polynomial which represents ( P f ) ( n , ⋅ ) (Pf)(n,\cdot) ( P f ) ( n , ⋅ ) ; this coefficient is well-defined since n + 1 > l n+1>l n + 1 > l . By Lemma 6.5 , the terms of degree at most l − 1 l-1 l − 1 of f ( n ± 1 , ⋅ ) f(n\pm1,\cdot) f ( n ± 1 , ⋅ ) contribute only to the coefficients of degree at most l − 1 l-1 l − 1 , so that c ′ ( n ) = ( A l c ) ( n ) c'(n)=(A_lc)(n) c ′ ( n ) = ( A l c ) ( n ) . On the levels n < l n<l n < l , we have ( P f ) ( n , ⋅ ) ∈ W l ( n ) = { 0 } (Pf)(n,\cdot)\in\mathcal{W}_l(n)=\{0\} ( P f ) ( n , ⋅ ) ∈ W l ( n ) = { 0 } . Consequently, f f f is harmonic if and only if ( A l c ) ( n ) = c ( n ) (A_lc)(n)=c(n) ( A l c ) ( n ) = c ( n ) for any n ≥ l n\ge l n ≥ l . Since h l ∈ U l h_l\in\mathcal{U}_l h l ∈ U l and (6.10) means A l ς l = ς l A_l\varsigma_l=\varsigma_l A l ς l = ς l , the function h l h_l h l is harmonic.
By Lemma 6.8 , the sequence ( ς l ( n ) ) (\varsigma_l(n)) ( ς l ( n )) converges, and ∣ ς l ( n ) − ς l ( ∞ ) ∣ ≤ C ( n + 1 ) τ n |\varsigma_l(n)-\varsigma_l(\infty)|\le C(n+1)\tau^n ∣ ς l ( n ) − ς l ( ∞ ) ∣ ≤ C ( n + 1 ) τ n for any n ≥ l n\ge l n ≥ l , with C = 4 P τ M τ ( 1 − τ ) 2 τ − l − 1 C=\frac{4P_{\tau}M_{\tau}}{(1-\tau)^2}\tau^{-l-1} C = ( 1 − τ ) 2 4 P τ M τ τ − l − 1 , since n − l + 2 ≤ n + 1 n-l+2\le n+1 n − l + 2 ≤ n + 1 .
The moments of the measures m n \mathfrak{m}_n m n satisfy ∣ ∫ x i d m n − ∫ x i d m ∞ ∣ ≤ τ n + 1 1 − τ \left|\int x^i\,d\mathfrak{m}_n-\int x^i\,d\mathfrak{m}_{\infty}\right|\le\frac{\tau^{n+1}}{1-\tau} ∫ x i d m n − ∫ x i d m ∞ ≤ 1 − τ τ n + 1 for any i ≥ 0 i\ge0 i ≥ 0 . The coefficients of M l , n M_{l,n} M l , n are obtained by solving a linear system whose matrix is the Hankel matrix of the moments of m n \mathfrak{m}_n m n of order at most 2 l − 2 2l-2 2 l − 2 , and whose right-hand side consists of moments. The Hankel matrix of m ∞ \mathfrak{m}_{\infty} m ∞ is invertible, since m ∞ \mathfrak{m}_{\infty} m ∞ has infinitely many atoms. We deduce that the coefficients of M l , n M_{l,n} M l , n converge to those of p ^ l \widehat{p}_l p l with an error O ( τ n ) O(\tau^n) O ( τ n ) . In particular, we have sup n ≥ l sup x ∈ [ 0 , 1 ] ∣ M l , n ( x ) ∣ < ∞ \sup_{n\ge l}\sup_{x\in[0,1]}|M_{l,n}(x)|<\infty sup n ≥ l sup x ∈ [ 0 , 1 ] ∣ M l , n ( x ) ∣ < ∞ and sup x ∈ [ 0 , 1 ] ∣ M l , n ( x ) − p ^ l ( x ) ∣ = O ( τ n ) \sup_{x\in[0,1]}|M_{l,n}(x)-\widehat{p}_l(x)|=O(\tau^n) sup x ∈ [ 0 , 1 ] ∣ M l , n ( x ) − p l ( x ) ∣ = O ( τ n ) .
Consequently, the function h l h_l h l is bounded and, for any k ∈ N 0 k\in\mathbb{N}_0 k ∈ N 0 , we have lim n → ∞ h l ( n , k ) = ς l ( ∞ ) p ^ l ( τ k ) \lim_{n\to\infty}h_l(n,k)=\varsigma_l(\infty)\widehat{p}_l(\tau^k) lim n → ∞ h l ( n , k ) = ς l ( ∞ ) p l ( τ k ) . Suppose that ς l ( ∞ ) = 0 \varsigma_l(\infty)=0 ς l ( ∞ ) = 0 . Then part 4 of Lemma 6.7 gives h l = H 0 = 0 h_l=\mathcal{H}0=0 h l = H 0 = 0 . This is impossible, since h l ( l , ⋅ ) = M l , l ( τ − ⋅ ) h_l(l,\cdot)=M_{l,l}(\tau^{-\,\cdot}) h l ( l , ⋅ ) = M l , l ( τ − ⋅ ) and a nonzero polynomial of degree l l l cannot vanish at the l + 1 l+1 l + 1 points τ − k \tau^{-k} τ − k , 0 ≤ k ≤ l 0\le k\le l 0 ≤ k ≤ l . Thus ς l ( ∞ ) ≠ 0 \varsigma_l(\infty)\ne0 ς l ( ∞ ) = 0 .
Put u : = ς l ς l ( ∞ ) h l u\mathrel{\mathop:}=\frac{\varsigma_l}{\varsigma_l(\infty)}h_l u : = ς l ( ∞ ) ς l h l . By the second part, u u u is a bounded harmonic function such that lim n → ∞ u ( n , k ) = p ^ l ( τ k ) = φ l ( τ k ) \lim_{n\to\infty}u(n,k)=\widehat{p}_l(\tau^k)=\varphi_l(\tau^k) lim n → ∞ u ( n , k ) = p l ( τ k ) = φ l ( τ k ) for any k k k . By part 4 of Lemma 6.7 , we have u = H φ l τ u=\mathcal{H}\varphi_l^{\tau} u = H φ l τ . For n ≥ l n\ge l n ≥ l and x = τ k x=\tau^k x = τ k , we have
H φ l τ ( n , k ) − φ l ( τ k ) = H l [ ( ς l ( n ) ς l ( ∞ ) − 1 ) M l , n ( x ) + M l , n ( x ) − p ^ l ( x ) ] , \mathcal{H}\varphi_l^{\tau}(n,k)-\varphi_l(\tau^k)=\mathcal{H}_l\left[\left(\frac{\varsigma_l(n)}{\varsigma_l(\infty)}-1\right)M_{l,n}(x)+M_{l,n}(x)-\widehat{p}_l(x)\right], H φ l τ ( n , k ) − φ l ( τ k ) = H l [ ( ς l ( ∞ ) ς l ( n ) − 1 ) M l , n ( x ) + M l , n ( x ) − p l ( x ) ] ,
and the second part gives (60) . The finitely many levels n < l n<l n < l are included by enlarging C l C_l C l . ▪
Theorem 6.10
Theorem 6.10 The harmonic measure of the diagonal chain seen from the trivial representation is the Aref’eva–Volovich law: for any k ∈ N 0 k\in\mathbb{N}_0 k ∈ N 0 , we have
P ( 0 , 0 ) ( k ∞ = k ) = ( 1 − τ ) τ k . \mathbf{P}_{(0,0)}(k_{\infty}=k)=(1-\tau)\tau^k. P ( 0 , 0 ) ( k ∞ = k ) = ( 1 − τ ) τ k .
Proof. Let μ \mu μ be the law of τ k ∞ \tau^{k_\infty} τ k ∞ under P ( 0 , 0 ) \mathbf{P}_{(0,0)} P ( 0 , 0 ) . For any integer l ≥ 1 l \ge1 l ≥ 1 , Proposition 6.9 gives
∫ φ l τ d μ = E ( 0 , 0 ) [ φ l τ ( τ k ∞ ) ] = H φ l τ ( 0 , 0 ) = 0 , \int\varphi_l^\tau\,\mathrm{d}\mu= \mathbf{E}_{(0,0)}[\varphi_l^\tau(\tau^{k_\infty})] = \mathcal{H}\varphi_l^\tau(0,0) = 0, ∫ φ l τ d μ = E ( 0 , 0 ) [ φ l τ ( τ k ∞ )] = H φ l τ ( 0 , 0 ) = 0 ,
since H φ l τ \mathcal{H}\varphi_l^\tau H φ l τ vanishes on the level 0 < l 0 < l 0 < l . The Aref’eva–Volovich law ( 1 − τ ) m ∞ (1-\tau)m_\infty ( 1 − τ ) m ∞ has the same property, since φ l τ \varphi_l^\tau φ l τ is orthogonal to φ 0 τ = 1 \varphi_0^\tau= 1 φ 0 τ = 1 in ℓ N 0 2 ( w ) \ell^2_{N_0}(w) ℓ N 0 2 ( w ) . Since ( φ l τ ) l ≥ 0 (\varphi_l^\tau)_{l\ge0} ( φ l τ ) l ≥ 0 is a basis of the space of polynomials and both measures are probability measures, all the moments of μ \mu μ and of ( 1 − τ ) m ∞ (1-\tau)m_\infty ( 1 − τ ) m ∞ coincide. Since these measures are supported by [ 0 , 1 ] [0,1] [ 0 , 1 ] , they are equal.
The following proposition gives a second proof of Theorem 6.10, which does not use the spin harmonic functions, and a stronger statement. It is the analogue, for the state φ \varphi φ , of the property of the quantum Bernoulli walk used by Biane for the tracial state, for which the conditional law of the weight given the levels is uniform [15 Section 4] .
Proposition 6.11 For ( n , k ) ∈ D (n,k) \in\mathbb{D} ( n , k ) ∈ D , put Λ ( n , k ) ≔ ( 1 − τ ) τ k 1 − τ n + 1 \Lambda(n,k) \coloneqq\frac{(1-\tau)\tau^k}{1-\tau^{n+1}} Λ ( n , k ) : = 1 − τ n + 1 ( 1 − τ ) τ k , so that Λ ( n , ⋅ ) \Lambda(n,\cdot) Λ ( n , ⋅ ) is a probability measure on { 0 , … , n } \{0,\ldots,n\} { 0 , … , n } , and let Q Q Q be the transition matrix on N 0 \mathbb{N}_0 N 0 given by
Q ( n , n + 1 ) = 1 − τ n + 2 ( 1 + τ ) ( 1 − τ n + 1 ) , Q ( n , n − 1 ) = τ ( 1 − τ n ) ( 1 + τ ) ( 1 − τ n + 1 ) . Q(n,n+1)=\frac{1-\tau^{n+2}}{(1+\tau)(1-\tau^{n+1})}, \qquad Q(n,n-1)=\frac{\tau(1-\tau^n)}{(1+\tau)(1-\tau^{n+1})}. Q ( n , n + 1 ) = ( 1 + τ ) ( 1 − τ n + 1 ) 1 − τ n + 2 , Q ( n , n − 1 ) = ( 1 + τ ) ( 1 − τ n + 1 ) τ ( 1 − τ n ) . Under any P v \mathbf{P}_v P v , the process ( n t − 2 k t ) t ≥ 0 (n_t-2k_t)_{t\ge0} ( n t − 2 k t ) t ≥ 0 is a random walk on Z \mathbb{Z} Z whose steps are + 1 +1 + 1 and − 1 -1 − 1 with probabilities 1 1 + τ \frac{1}{1+\tau} 1 + τ 1 and τ 1 + τ \frac{\tau}{1+\tau} 1 + τ τ . The matrix Q Q Q is the Doob transform of this walk killed at − 1 -1 − 1 by the function h ( n ) = 1 − τ n + 1 h(n)=1-\tau^{n+1} h ( n ) = 1 − τ n + 1 , that is the law of this walk conditioned never to hit − 1 -1 − 1 .
For any n , m ∈ N 0 n,m\in\mathbb{N}_0 n , m ∈ N 0 such that ∣ n − m ∣ = 1 |n-m|=1 ∣ n − m ∣ = 1 and any 0 ≤ k ′ ≤ m 0\le k'\le m 0 ≤ k ′ ≤ m , we have
∑ k = 0 n Λ ( n , k ) P ( ( n , k ) , ( m , k ′ ) ) = Q ( n , m ) Λ ( m , k ′ ) . \sum_{k=0}^{n}\Lambda(n,k)P((n,k),(m,k'))=Q(n,m)\Lambda(m,k'). k = 0 ∑ n Λ ( n , k ) P (( n , k ) , ( m , k ′ )) = Q ( n , m ) Λ ( m , k ′ ) . For any integer N ≥ 1 N\ge1 N ≥ 1 , any m 1 , … , m N ∈ N 0 m_1,\ldots,m_N\in\mathbb{N}_0 m 1 , … , m N ∈ N 0 and any 0 ≤ j ≤ m N 0\le j\le m_N 0 ≤ j ≤ m N , we have, with m 0 = 0 m_0=0 m 0 = 0 ,
P ( 0 , 0 ) ( n 1 = m 1 , … , n N = m N , k N = j ) = Q ( m 0 , m 1 ) ⋯ Q ( m N − 1 , m N ) Λ ( m N , j ) . \mathbf{P}_{(0,0)}(n_1=m_1,\ldots,n_N=m_N,k_N=j)=Q(m_0,m_1)\cdots Q(m_{N-1},m_N)\Lambda(m_N,j). P ( 0 , 0 ) ( n 1 = m 1 , … , n N = m N , k N = j ) = Q ( m 0 , m 1 ) ⋯ Q ( m N − 1 , m N ) Λ ( m N , j ) . In particular, under P ( 0 , 0 ) \mathbf{P}_{(0,0)} P ( 0 , 0 ) , the level process ( n t ) t ≥ 0 (n_t)_{t\ge0} ( n t ) t ≥ 0 is a Markov chain with transition matrix Q Q Q , and the conditional law of k N k_N k N given ( n 0 , … , n N ) (n_0,\ldots,n_N) ( n 0 , … , n N ) is Λ ( n N , ⋅ ) \Lambda(n_N,\cdot) Λ ( n N , ⋅ ) .
Under P ( 0 , 0 ) \mathbf{P}_{(0,0)} P ( 0 , 0 ) , the random variable k ∞ k_\infty k ∞ is independent of the level process ( n t ) t ≥ 0 (n_t)_{t\ge0} ( n t ) t ≥ 0 , and its law is the Aref’eva–Volovich law ( 1 − τ ) τ k (1-\tau)\tau^k ( 1 − τ ) τ k , k ∈ N 0 k\in\mathbb{N}_0 k ∈ N 0 .
Proof. Put D n ≔ ( 1 + τ ) ( 1 − τ n + 1 ) D_n \coloneqq(1+\tau)(1-\tau^{n+1}) D n : = ( 1 + τ ) ( 1 − τ n + 1 ) .
The quantity n − 2 k n-2k n − 2 k increases by 1 1 1 exactly for the moves to ( n + 1 , k ) (n+1,k) ( n + 1 , k ) and to ( n − 1 , k − 1 ) (n-1,k-1) ( n − 1 , k − 1 ) . By Proposition 6.2 , the sum of their probabilities is D n − 1 ( ( 1 − τ n − k + 1 ) + τ n − k + 1 ( 1 − τ k ) ) = 1 − τ n + 1 D n = 1 1 + τ D_n^{-1}\bigl((1-\tau^{n-k+1})+\tau^{n-k+1}(1-\tau^k)\bigr)=\frac{1-\tau^{n+1}}{D_n}=\frac{1}{1+\tau} D n − 1 ( ( 1 − τ n − k + 1 ) + τ n − k + 1 ( 1 − τ k ) ) = D n 1 − τ n + 1 = 1 + τ 1 , which does not depend on ( n , k ) (n,k) ( n , k ) . By the Markov property, the increments of ( n t − 2 k t ) (n_t-2k_t) ( n t − 2 k t ) are independent and identically distributed, with the stated law. For n ≥ 0 n\ge0 n ≥ 0 , we have 1 1 + τ h ( n + 1 ) + τ 1 + τ h ( n − 1 ) = h ( n ) \frac{1}{1+\tau}h(n+1)+\frac{\tau}{1+\tau}h(n-1)=h(n) 1 + τ 1 h ( n + 1 ) + 1 + τ τ h ( n − 1 ) = h ( n ) , with h ( − 1 ) = 0 h(-1)=0 h ( − 1 ) = 0 , and h ( n + 1 ) ( 1 + τ ) h ( n ) = Q ( n , n + 1 ) \frac{h(n+1)}{(1+\tau)h(n)}=Q(n,n+1) ( 1 + τ ) h ( n ) h ( n + 1 ) = Q ( n , n + 1 ) , τ h ( n − 1 ) ( 1 + τ ) h ( n ) = Q ( n , n − 1 ) \frac{\tau h(n-1)}{(1+\tau)h(n)}=Q(n,n-1) ( 1 + τ ) h ( n ) τ h ( n − 1 ) = Q ( n , n − 1 ) . Finally, h ( n ) h(n) h ( n ) is the probability that the walk started at n n n never hits − 1 -1 − 1 , since the probability that it hits − 1 -1 − 1 is τ n + 1 \tau^{n+1} τ n + 1 by the gambler’s ruin formula.
Suppose that m = n + 1 m=n+1 m = n + 1 . The only moves to ( n + 1 , k ′ ) (n+1,k') ( n + 1 , k ′ ) come from ( n , k ′ ) (n,k') ( n , k ′ ) , if k ′ ≤ n k'\le n k ′ ≤ n , and from ( n , k ′ − 1 ) (n,k'-1) ( n , k ′ − 1 ) , if k ′ ≥ 1 k'\ge1 k ′ ≥ 1 . By Proposition 6.2 , the left-hand side is equal to
1 − τ ( 1 − τ n + 1 ) D n [ τ k ′ ( 1 − τ n − k ′ + 1 ) + τ k ′ − 1 τ n − k ′ + 2 ( 1 − τ k ′ ) ] = ( 1 − τ ) τ k ′ D n . \frac{1-\tau}{(1-\tau^{n+1})D_n}\left[\tau^{k'}(1-\tau^{n-k'+1})+\tau^{k'-1}\tau^{n-k'+2}(1-\tau^{k'})\right]=\frac{(1-\tau)\tau^{k'}}{D_n}. ( 1 − τ n + 1 ) D n 1 − τ [ τ k ′ ( 1 − τ n − k ′ + 1 ) + τ k ′ − 1 τ n − k ′ + 2 ( 1 − τ k ′ ) ] = D n ( 1 − τ ) τ k ′ .
where the first term vanishes for k ′ = n + 1 k'=n+1 k ′ = n + 1 and the second one for k ′ = 0 k'=0 k ′ = 0 . This is Q ( n , n + 1 ) Λ ( n + 1 , k ′ ) Q(n,n+1)\Lambda(n+1,k') Q ( n , n + 1 ) Λ ( n + 1 , k ′ ) . Suppose that m = n − 1 m=n-1 m = n − 1 . The only moves to ( n − 1 , k ′ ) (n-1,k') ( n − 1 , k ′ ) come from ( n , k ′ ) (n,k') ( n , k ′ ) and from ( n , k ′ + 1 ) (n,k'+1) ( n , k ′ + 1 ) , and the left-hand side is equal to
1 − τ ( 1 − τ n + 1 ) D n [ τ k ′ τ ( 1 − τ n − k ′ ) + τ k ′ + 1 τ n − k ′ ( 1 − τ k ′ + 1 ) ] = ( 1 − τ ) τ k ′ + 1 D n , \frac{1-\tau}{(1-\tau^{n+1})D_n}\left[\tau^{k'}\tau(1-\tau^{n-k'})+\tau^{k'+1}\tau^{n-k'}(1-\tau^{k'+1})\right]=\frac{(1-\tau)\tau^{k'+1}}{D_n}, ( 1 − τ n + 1 ) D n 1 − τ [ τ k ′ τ ( 1 − τ n − k ′ ) + τ k ′ + 1 τ n − k ′ ( 1 − τ k ′ + 1 ) ] = D n ( 1 − τ ) τ k ′ + 1 ,
which is Q ( n , n − 1 ) Λ ( n − 1 , k ′ ) Q(n,n-1)\Lambda(n-1,k') Q ( n , n − 1 ) Λ ( n − 1 , k ′ ) .
We argue by induction on N N N . For N = 1 N=1 N = 1 , the formula is part 2 with n = 0 n=0 n = 0 , since Λ ( 0 , ⋅ ) = δ 0 \Lambda(0,\cdot)=\delta_0 Λ ( 0 , ⋅ ) = δ 0 . Suppose that it holds for N N N . By the Markov property and since each move changes the level by ± 1 \pm1 ± 1 , the probability of { n 1 = m 1 , … , n N + 1 = m N + 1 , k N + 1 = j } \{n_1=m_1,\ldots,n_{N+1}=m_{N+1},k_{N+1}=j\} { n 1 = m 1 , … , n N + 1 = m N + 1 , k N + 1 = j } is
∑ k = 0 m N Q ( m 0 , m 1 ) ⋯ Q ( m N − 1 , m N ) Λ ( m N , k ) P ( ( m N , k ) , ( m N + 1 , j ) ) , \sum_{k=0}^{m_N}Q(m_0,m_1)\cdots Q(m_{N-1},m_N)\Lambda(m_N,k)P((m_N,k),(m_{N+1},j)), k = 0 ∑ m N Q ( m 0 , m 1 ) ⋯ Q ( m N − 1 , m N ) Λ ( m N , k ) P (( m N , k ) , ( m N + 1 , j )) ,
which is Q ( m 0 , m 1 ) ⋯ Q ( m N , m N + 1 ) Λ ( m N + 1 , j ) Q(m_0,m_1)\cdots Q(m_N,m_{N+1})\Lambda(m_{N+1},j) Q ( m 0 , m 1 ) ⋯ Q ( m N , m N + 1 ) Λ ( m N + 1 , j ) by part 2. Summing over j j j gives the law of ( n 1 , … , n N ) (n_1,\ldots,n_N) ( n 1 , … , n N ) , and the last assertions follow.
Let M ∈ N 0 M\in\mathbb{N}_0 M ∈ N 0 and let A A A be an event of the σ \sigma σ -algebra generated by n 0 , … , n M n_0,\ldots,n_M n 0 , … , n M . For any N ≥ M N\ge M N ≥ M and any j ∈ N 0 j\in\mathbb{N}_0 j ∈ N 0 , part 3 gives P ( 0 , 0 ) ( A ∩ { k N = j } ) = E ( 0 , 0 ) [ 1 A Λ ( n N , j ) ] \mathbb{P}_{(0,0)}(A\cap\{k_N=j\})=\mathbb{E}_{(0,0)}[\mathbf{1}_A\Lambda(n_N,j)] P ( 0 , 0 ) ( A ∩ { k N = j }) = E ( 0 , 0 ) [ 1 A Λ ( n N , j )] , where Λ ( n , j ) = 0 \Lambda(n,j)=0 Λ ( n , j ) = 0 if j > n j>n j > n . By part 2 of Lemma 6.7 , almost surely n N → ∞ n_N\to\infty n N → ∞ and k N = k ∞ k_N=k_\infty k N = k ∞ for N N N large enough, so that Λ ( n N , j ) → ( 1 − τ ) τ j \Lambda(n_N,j)\to(1-\tau)\tau^j Λ ( n N , j ) → ( 1 − τ ) τ j . By dominated convergence, P ( 0 , 0 ) ( A ∩ { k ∞ = j } ) = ( 1 − τ ) τ j P ( 0 , 0 ) ( A ) \mathbb{P}_{(0,0)}(A\cap\{k_\infty=j\})=(1-\tau)\tau^j\mathbb{P}_{(0,0)}(A) P ( 0 , 0 ) ( A ∩ { k ∞ = j }) = ( 1 − τ ) τ j P ( 0 , 0 ) ( A ) . These events A A A form a π \pi π -system which generates the σ \sigma σ -algebra of the level process, which gives the independence. Taking A A A equal to the whole space gives the law of k ∞ k_\infty k ∞ .
Part 3 is an instance of the criterion of Rogers and Pitman for functions of Markov chains [63 ] , with the intertwining kernel Λ \Lambda Λ . Part 1 says that the restriction of P P P to the subalgebra generated by K K K is a random walk on the dual Z \mathbb{Z} Z of the torus, and that the level chain, which is the restriction of P P P to the centre, is a Doob transform of it. This is the S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) case of the relation between the restrictions to the centre and to the torus established by Biane for S U ( n ) \mathrm{SU}(n) SU ( n ) [11 ] , see also [15 Section 4] and [23 ] .
In the variable n − k n-k n − k , the measure m n m_n m n is proportional to the orthogonality weight τ − ( n − k ) \tau^{-(n-k)} τ − ( n − k ) of the τ \tau τ -Hahn polynomials with parameters α = β = 1 \alpha=\beta=1 α = β = 1 and N = n N=n N = n , see [44 Section 14.6] and [45 (3.6.1)–(3.6.2)] . Hence M l , n ( τ k ) M_{l,n}(\tau^k) M l , n ( τ k ) is proportional to Q l ( τ − ( n − k ) ; 1 , 1 , n ∣ τ ) Q_l(\tau^{-(n-k)};1,1,n\mid\tau) Q l ( τ − ( n − k ) ; 1 , 1 , n ∣ τ ) , which is a polynomial of degree l l l in τ k \tau^k τ k . Thus Proposition 6.9 describes the Poisson integral of the zonal spherical function φ l ( A ) \varphi_l^{(A)} φ l ( A ) on each level as a q q q -Hahn polynomial, multiplied by χ l ( n ) / s l ( ∞ ) \chi_l(n)/s_l(\infty) χ l ( n ) / s l ( ∞ ) . The coefficients s l ( n ) s_l(n) s l ( n ) are described as follows.
Proposition 6.12 Let l ≥ 1 l\ge1 l ≥ 1 be an integer.
For any x ∈ C x\in\mathbb{C} x ∈ C such that ∣ x ∣ < 1 |x|<1 ∣ x ∣ < 1 , we have
∑ n ≥ l s l ( n ) x n − l = ( 1 − τ 2 l + 1 ) ∑ i ≥ 0 ( τ − 1 x ; τ ) i ( τ − 1 x ; τ ) i ( x ; τ ) i + 1 ( x ; τ ) i + 1 τ ( 2 l + 1 ) i . (61) \sum_{n\ge l}s_l(n)x^{n-l}=(1-\tau^{2l+1})\sum_{i\ge0}\frac{(\tau^{-1}x;\tau)_i(\tau^{-1}x;\tau)_i}{(x;\tau)_{i+1}(x;\tau)_{i+1}}\tau^{(2l+1)i}. \tag*{(61)} n ≥ l ∑ s l ( n ) x n − l = ( 1 − τ 2 l + 1 ) i ≥ 0 ∑ ( x ; τ ) i + 1 ( x ; τ ) i + 1 ( τ − 1 x ; τ ) i ( τ − 1 x ; τ ) i τ ( 2 l + 1 ) i . (61)
We have ς l ( ∞ ) = ( τ l + 2 ; τ ) l ( τ ; τ ) l \varsigma_l(\infty)=\frac{(\tau^{l+2};\tau)_l}{(\tau;\tau)_l} ς l ( ∞ ) = ( τ ; τ ) l ( τ l + 2 ; τ ) l , that is the Gaussian binomial coefficient [ 2 l + 1 l ] τ \begin{bmatrix}2l+1\\l\end{bmatrix}_{\tau} [ 2 l + 1 l ] τ , by [27 (17.2.29)] . In particular, ς l ( ∞ ) ≥ 1 \varsigma_l(\infty)\geq1 ς l ( ∞ ) ≥ 1 .
There exists a constant B l B_l B l such that
ς l ( n ) = ς l ( ∞ ) − τ Λ l ( τ ) ς l ( ∞ ) 1 − τ ( n − l + 1 ) τ n + B l τ n + O ( τ 3 n 2 ) . \varsigma_l(n)=\varsigma_l(\infty)-\frac{\tau\Lambda_l(\tau)\varsigma_l(\infty)}{1-\tau}(n-l+1)\tau^n+B_l\tau^n+O\left(\tau^{\frac{3n}{2}}\right). ς l ( n ) = ς l ( ∞ ) − 1 − τ τ Λ l ( τ ) ς l ( ∞ ) ( n − l + 1 ) τ n + B l τ n + O ( τ 2 3 n ) .
In particular, the factor n + 1 n+1 n + 1 in part 2 of Proposition 6.9 cannot be removed.
Proof: 1. By Lemma 6.8, the power series G ( x ) ≔ ∑ m ≥ 0 ς l ( l + m ) x m G(x)\coloneqq\sum_{m\geq0}\varsigma_l(l+m)x^m G ( x ) : = ∑ m ≥ 0 ς l ( l + m ) x m converges for ∣ x ∣ < 1 |x|<1 ∣ x ∣ < 1 . We write (57) with n = l + m n=l+m n = l + m , multiply by x m + 1 x^{m+1} x m + 1 and sum over m ≥ 0 m\geq0 m ≥ 0 . Since ς l ( l − 1 ) = 0 \varsigma_l(l-1)=0 ς l ( l − 1 ) = 0 and ς l ( l ) = 1 \varsigma_l(l)=1 ς l ( l ) = 1 , we have
∑ m ≥ 0 ( 1 − τ 2 l + 2 + m ) ς l ( l + m + 1 ) x m + 1 = G ( x ) − 1 − τ 2 l + 1 ( G ( τ x ) − 1 ) , \sum_{m\geq0}(1-\tau^{2l+2+m})\varsigma_l(l+m+1)x^{m+1}=G(x)-1-\tau^{2l+1}(G(\tau x)-1), m ≥ 0 ∑ ( 1 − τ 2 l + 2 + m ) ς l ( l + m + 1 ) x m + 1 = G ( x ) − 1 − τ 2 l + 1 ( G ( τ x ) − 1 ) ,
∑ m ≥ 0 ( 1 + τ ) ( 1 − τ l + 1 + m ) ς l ( l + m ) x m + 1 = ( 1 + τ ) x ( G ( x ) − τ l + 1 G ( τ x ) ) , \sum_{m\geq0}(1+\tau)(1-\tau^{l+1+m})\varsigma_l(l+m)x^{m+1}=(1+\tau)x\bigl(G(x)-\tau^{l+1}G(\tau x)\bigr), m ≥ 0 ∑ ( 1 + τ ) ( 1 − τ l + 1 + m ) ς l ( l + m ) x m + 1 = ( 1 + τ ) x ( G ( x ) − τ l + 1 G ( τ x ) ) ,
∑ m ≥ 0 τ ( 1 − τ m ) ς l ( l + m − 1 ) x m + 1 = τ x 2 ( G ( x ) − τ G ( τ x ) ) . \sum_{m\geq0}\tau(1-\tau^m)\varsigma_l(l+m-1)x^{m+1}=\tau x^2\bigl(G(x)-\tau G(\tau x)\bigr). m ≥ 0 ∑ τ ( 1 − τ m ) ς l ( l + m − 1 ) x m + 1 = τ x 2 ( G ( x ) − τ G ( τ x ) ) .
We deduce that, for any ∣ x ∣ < 1 |x|<1 ∣ x ∣ < 1 ,
( 1 − x ) ( 1 − τ x ) G ( x ) = ( τ l − τ x ) ( τ l + 1 − τ x ) G ( τ x ) + 1 − τ 2 l + 1 . (1-x)(1-\tau x)G(x)=(\tau^l-\tau x)(\tau^{l+1}-\tau x)G(\tau x)+1-\tau^{2l+1}. ( 1 − x ) ( 1 − τ x ) G ( x ) = ( τ l − τ x ) ( τ l + 1 − τ x ) G ( τ x ) + 1 − τ 2 l + 1 .
Put R ( x ) ≔ τ 2 l + 1 ( 1 − τ − l x ) ( 1 − τ 1 − l x ) ( 1 − x ) ( 1 − τ x ) R(x)\coloneqq\frac{\tau^{2l+1}(1-\tau^{-l}x)(1-\tau^{1-l}x)}{(1-x)(1-\tau x)} R ( x ) : = ( 1 − x ) ( 1 − τ x ) τ 2 l + 1 ( 1 − τ − l x ) ( 1 − τ 1 − l x ) , and denote by T i ( x ) T_i(x) T i ( x ) the i i i -th term of the series in the right-hand side of (61) . Since ∏ r = 0 i − 1 R ( τ r x ) = ( τ − l x ; τ ) i ( τ 1 − l x ; τ ) i ( x ; τ ) i ( τ x ; τ ) i τ ( 2 l + 1 ) i \prod_{r=0}^{i-1}R(\tau^r x)=\frac{(\tau^{-l}x;\tau)_i(\tau^{1-l}x;\tau)_i}{(x;\tau)_i(\tau x;\tau)_i}\tau^{(2l+1)i} ∏ r = 0 i − 1 R ( τ r x ) = ( x ; τ ) i ( τ x ; τ ) i ( τ − l x ; τ ) i ( τ 1 − l x ; τ ) i τ ( 2 l + 1 ) i , iterating the previous identity N N N times gives
G ( x ) = ( 1 − τ 2 l + 1 ) ∑ i = 0 N − 1 T i ( x ) + ∏ r = 0 N − 1 R ( τ r x ) ⋅ G ( τ N x ) . G(x)=(1-\tau^{2l+1})\sum_{i=0}^{N-1}T_i(x)+\prod_{r=0}^{N-1}R(\tau^r x)\cdot G(\tau^N x). G ( x ) = ( 1 − τ 2 l + 1 ) i = 0 ∑ N − 1 T i ( x ) + r = 0 ∏ N − 1 R ( τ r x ) ⋅ G ( τ N x ) .
Since R ( τ r x ) → τ 2 l + 1 R(\tau^r x)\to\tau^{2l+1} R ( τ r x ) → τ 2 l + 1 as r → ∞ r\to\infty r → ∞ and G ( τ N x ) → G ( 0 ) = 1 G(\tau^N x)\to G(0)=1 G ( τ N x ) → G ( 0 ) = 1 as N → ∞ N\to\infty N → ∞ , the last term tends to zero, which proves (61) .
Let ρ > 0 \rho>0 ρ > 0 . For ∣ x ∣ ≤ ρ |x|\leq\rho ∣ x ∣ ≤ ρ and any i ≥ 0 i\geq0 i ≥ 0 , we have ∣ ( τ − l x ; τ ) i ( τ 1 − l x ; τ ) i ∣ ≤ K ρ ≔ ( − τ − l ρ ; τ ) ∞ 2 |(\tau^{-l}x;\tau)_i(\tau^{1-l}x;\tau)_i|\leq K_\rho\coloneqq(-\tau^{-l}\rho;\tau)_\infty^2 ∣ ( τ − l x ; τ ) i ( τ 1 − l x ; τ ) i ∣ ≤ K ρ : = ( − τ − l ρ ; τ ) ∞ 2 . For 0 ≤ x < 1 0\leq x<1 0 ≤ x < 1 , we obtain
∣ ( 1 − x ) T i ( x ) ∣ = ∣ ( τ − l x ; τ ) i ( τ 1 − l x ; τ ) i ∣ ( τ x ; τ ) i ( τ x ; τ ) i + 1 τ ( 2 l + 1 ) i ≤ K 1 ( τ ; τ ) ∞ 2 τ ( 2 l + 1 ) i . |(1-x)T_i(x)|=\frac{|(\tau^{-l}x;\tau)_i(\tau^{1-l}x;\tau)_i|}{(\tau x;\tau)_i(\tau x;\tau)_{i+1}}\tau^{(2l+1)i}\leq\frac{K_1}{(\tau;\tau)_\infty^2}\tau^{(2l+1)i}. ∣ ( 1 − x ) T i ( x ) ∣ = ( τ x ; τ ) i ( τ x ; τ ) i + 1 ∣ ( τ − l x ; τ ) i ( τ 1 − l x ; τ ) i ∣ τ ( 2 l + 1 ) i ≤ ( τ ; τ ) ∞ 2 K 1 τ ( 2 l + 1 ) i .
By Lemma 6.8 and Abel’s theorem, ( 1 − x ) G ( x ) → ς l ( ∞ ) (1-x)G(x)\to\varsigma_l(\infty) ( 1 − x ) G ( x ) → ς l ( ∞ ) as x → 1 − x\to1^- x → 1 − . By dominated convergence, we deduce that
ς l ( ∞ ) = ( 1 − τ 2 l + 1 ) ∑ i ≥ 0 ( τ − l ; τ ) i ( τ 1 − l ; τ ) i ( τ ; τ ) i ( τ ; τ ) i + 1 τ ( 2 l + 1 ) i = 1 − τ 2 l + 1 1 − τ 2 ϕ 1 ( τ 1 − l , τ − l τ 2 ; τ , τ 2 l + 1 ) . \varsigma_l(\infty)=(1-\tau^{2l+1})\sum_{i\geq0}\frac{(\tau^{-l};\tau)_i(\tau^{1-l};\tau)_i}{(\tau;\tau)_i(\tau;\tau)_{i+1}}\tau^{(2l+1)i}
=\frac{1-\tau^{2l+1}}{1-\tau}\,{}_2\phi_1\left(\begin{matrix}\tau^{1-l},\tau^{-l}\\ \tau^2\end{matrix};\tau,\tau^{2l+1}\right). ς l ( ∞ ) = ( 1 − τ 2 l + 1 ) i ≥ 0 ∑ ( τ ; τ ) i ( τ ; τ ) i + 1 ( τ − l ; τ ) i ( τ 1 − l ; τ ) i τ ( 2 l + 1 ) i = 1 − τ 1 − τ 2 l + 1 2 ϕ 1 ( τ 1 − l , τ − l τ 2 ; τ , τ 2 l + 1 ) .
where we used ( τ ; τ ) i + 1 = ( 1 − τ ) ( τ 2 ; τ ) i (\tau;\tau)_{i+1}=(1-\tau)(\tau^2;\tau)_i ( τ ; τ ) i + 1 = ( 1 − τ ) ( τ 2 ; τ ) i ; the terms with i ≥ l i\geq l i ≥ l vanish, since ( τ 1 − l ; τ ) i = 0 (\tau^{1-l};\tau)_i=0 ( τ 1 − l ; τ ) i = 0 . By the q q q -Chu–Vandermonde formula [32 (II.7)] , applied with q − n = τ 1 − l q^{-n}=\tau^{1-l} q − n = τ 1 − l , a = τ − l a=\tau^{-l} a = τ − l and c = τ 2 c=\tau^2 c = τ 2 , so that c q n a = τ 2 l + 1 \frac{cq^n}{a}=\tau^{2l+1} a c q n = τ 2 l + 1 , the 2 ϕ 1 {}_2\phi_1 2 ϕ 1 is equal to ( τ l + 2 ; τ ) l − 1 ( τ 2 ; τ ) l − 1 \frac{(\tau^{l+2};\tau)_{l-1}}{(\tau^2;\tau)_{l-1}} ( τ 2 ; τ ) l − 1 ( τ l + 2 ; τ ) l − 1 . Since ( 1 − τ 2 l + 1 ) ( τ l + 2 ; τ ) l − 1 = ( τ l + 2 ; τ ) l (1-\tau^{2l+1})(\tau^{l+2};\tau)_{l-1}=(\tau^{l+2};\tau)_l ( 1 − τ 2 l + 1 ) ( τ l + 2 ; τ ) l − 1 = ( τ l + 2 ; τ ) l and ( 1 − τ ) ( τ 2 ; τ ) l − 1 = ( τ ; τ ) l (1-\tau)(\tau^2;\tau)_{l-1}=(\tau;\tau)_l ( 1 − τ ) ( τ 2 ; τ ) l − 1 = ( τ ; τ ) l , we obtain the formula for ς l ( ∞ ) \varsigma_l(\infty) ς l ( ∞ ) . Finally, ( τ l + 2 ; τ ) l ( τ ; τ ) l = ∏ i = 1 l 1 − τ l + 1 + i 1 − τ i ≥ 1 \frac{(\tau^{l+2};\tau)_l}{(\tau;\tau)_l}=\prod_{i=1}^{l}\frac{1-\tau^{l+1+i}}{1-\tau^i}\geq1 ( τ ; τ ) l ( τ l + 2 ; τ ) l = ∏ i = 1 l 1 − τ i 1 − τ l + 1 + i ≥ 1 .
Let ρ > 0 \rho>0 ρ > 0 and let K K K be a compact subset of the disc { ∣ x ∣ ≤ ρ } \{|x|\leq\rho\} { ∣ x ∣ ≤ ρ } which does not meet { τ − r : r ∈ N 0 } \{\tau^{-r}:r\in\mathbb{N}_0\} { τ − r : r ∈ N 0 } . The functions ( x ; τ ) ∞ (x;\tau)_\infty ( x ; τ ) ∞ and ( τ x ; τ ) ∞ (\tau x;\tau)_\infty ( τ x ; τ ) ∞ do not vanish on K K K , and ∣ ( x ; τ ) i + 1 ∣ ≥ ∣ ( x ; τ ) ∞ ∣ ( − ρ ; τ ) ∞ |(x;\tau)_{i+1}|\geq\frac{|(x;\tau)_\infty|}{(-\rho;\tau)_\infty} ∣ ( x ; τ ) i + 1 ∣ ≥ ( − ρ ; τ ) ∞ ∣ ( x ; τ ) ∞ ∣ , ∣ ( τ x ; τ ) i + 1 ∣ ≥ ∣ ( τ x ; τ ) ∞ ∣ ( − ρ ; τ ) ∞ |(\tau x;\tau)_{i+1}|\geq\frac{|(\tau x;\tau)_\infty|}{(-\rho;\tau)_\infty} ∣ ( τ x ; τ ) i + 1 ∣ ≥ ( − ρ ; τ ) ∞ ∣ ( τ x ; τ ) ∞ ∣ for any i i i . Hence ∣ T i ∣ ≤ K ′ τ ( 2 l + 1 ) i |T_i|\leq K'\tau^{(2l+1)i} ∣ T i ∣ ≤ K ′ τ ( 2 l + 1 ) i on K K K for some constant K ′ K' K ′ , the series (61) converges uniformly on K K K , and G G G extends to a meromorphic function on C \mathbb{C} C whose poles belong to { τ − r : r ∈ N 0 } \{\tau^{-r}:r\in\mathbb{N}_0\} { τ − r : r ∈ N 0 } . In the disc { ∣ x ∣ < τ − 2 } \{|x|<\tau^{-2}\} { ∣ x ∣ < τ − 2 } , the poles of the functions T i T_i T i are x = 1 x=1 x = 1 , which is simple and comes from the factor 1 − x 1-x 1 − x of ( x ; τ ) i + 1 (x;\tau)_{i+1} ( x ; τ ) i + 1 , and x = τ − 1 x=\tau^{-1} x = τ − 1 , which comes from the factor 1 − τ x 1-\tau x 1 − τ x of ( τ x ; τ ) i + 1 (\tau x;\tau)_{i+1} ( τ x ; τ ) i + 1 and, for i ≥ 1 i\geq1 i ≥ 1 , of ( x ; τ ) i + 1 (x;\tau)_{i+1} ( x ; τ ) i + 1 . By the second part, the residue of G G G at x = 1 x=1 x = 1 is − ς l ( ∞ ) -\varsigma_l(\infty) − ς l ( ∞ ) . Moreover, T 0 T_0 T 0 has a simple pole at τ − 1 \tau^{-1} τ − 1 , and for i ≥ 1 i\geq1 i ≥ 1 the function ( 1 − τ x ) − 2 ( x ; τ ) i + 1 ( τ x ; τ ) i + 1 (1-\tau x)^{-2}(x;\tau)_{i+1}(\tau x;\tau)_{i+1} ( 1 − τ x ) − 2 ( x ; τ ) i + 1 ( τ x ; τ ) i + 1 takes the value ( 1 − τ − 1 ) ( τ ; τ ) i − 1 ( τ ; τ ) i (1-\tau^{-1})(\tau;\tau)_{i-1}(\tau;\tau)_i ( 1 − τ − 1 ) ( τ ; τ ) i − 1 ( τ ; τ ) i at x = τ − 1 x=\tau^{-1} x = τ − 1 . Hence
lim x → τ − 1 ( 1 − τ x ) 2 G ( x ) = ( 1 − τ 2 l + 1 ) ∑ i = 1 l ( τ − l − 1 ; τ ) i ( τ − l ; τ ) i ( 1 − τ − 1 ) ( τ ; τ ) i − 1 ( τ ; τ ) i τ ( 2 l + 1 ) i . \lim_{x\to\tau^{-1}}(1-\tau x)^2G(x)=(1-\tau^{2l+1})\sum_{i=1}^{l}\frac{(\tau^{-l-1};\tau)_i(\tau^{-l};\tau)_i}{(1-\tau^{-1})(\tau;\tau)_{i-1}(\tau;\tau)_i}\tau^{(2l+1)i}. x → τ − 1 lim ( 1 − τ x ) 2 G ( x ) = ( 1 − τ 2 l + 1 ) i = 1 ∑ l ( 1 − τ − 1 ) ( τ ; τ ) i − 1 ( τ ; τ ) i ( τ − l − 1 ; τ ) i ( τ − l ; τ ) i τ ( 2 l + 1 ) i .
the terms with i ≥ l + 1 i\geq l+1 i ≥ l + 1 vanishing since ( τ − l ; τ ) i = 0 (\tau^{-l};\tau)_i=0 ( τ − l ; τ ) i = 0 . Writing i = p + 1 i=p+1 i = p + 1 and using ( τ − l − 1 ; τ ) p + 1 = ( 1 − τ − l − 1 ) ( τ − l ; τ ) p (\tau^{-l-1};\tau)_{p+1}=(1-\tau^{-l-1})(\tau^{-l};\tau)_p ( τ − l − 1 ; τ ) p + 1 = ( 1 − τ − l − 1 ) ( τ − l ; τ ) p , ( τ − l ; τ ) p + 1 = ( 1 − τ − l ) ( τ − l ; τ ) p (\tau^{-l};\tau)_{p+1}=(1-\tau^{-l})(\tau^{-l};\tau)_p ( τ − l ; τ ) p + 1 = ( 1 − τ − l ) ( τ − l ; τ ) p and ( τ ; τ ) p + 1 = ( 1 − τ ) ( τ 2 ; τ ) p (\tau;\tau)_{p+1}=(1-\tau)(\tau^2;\tau)_p ( τ ; τ ) p + 1 = ( 1 − τ ) ( τ 2 ; τ ) p , the computation of the second part shows that this limit is
A l ≔ τ 2 l + 1 ( 1 − τ − l − 1 ) ( 1 − τ − l ) 1 − τ − 1 ς l ( ∞ ) = − τ ( 1 − τ l ) ( 1 − τ l + 1 ) 1 − τ ς l ( ∞ ) = − τ l + 1 Λ l ( τ ) 1 − τ ς l ( ∞ ) . A_l\coloneqq\frac{\tau^{2l+1}(1-\tau^{-l-1})(1-\tau^{-l})}{1-\tau^{-1}}\varsigma_l(\infty)
=-\frac{\tau(1-\tau^l)(1-\tau^{l+1})}{1-\tau}\varsigma_l(\infty)
=-\frac{\tau^{l+1}\Lambda_l(\tau)}{1-\tau}\varsigma_l(\infty). A l : = 1 − τ − 1 τ 2 l + 1 ( 1 − τ − l − 1 ) ( 1 − τ − l ) ς l ( ∞ ) = − 1 − τ τ ( 1 − τ l ) ( 1 − τ l + 1 ) ς l ( ∞ ) = − 1 − τ τ l + 1 Λ l ( τ ) ς l ( ∞ ) .
Consequently, there exists a constant B l ′ B'_l B l ′ such that the function G ( x ) − ς l ( ∞ ) 1 − x − A l ( 1 − τ x ) 2 − B l ′ 1 − τ x G(x)-\frac{\varsigma_l(\infty)}{1-x}-\frac{A_l}{(1-\tau x)^2}-\frac{B'_l}{1-\tau x} G ( x ) − 1 − x ς l ( ∞ ) − ( 1 − τ x ) 2 A l − 1 − τ x B l ′ is holomorphic in the disc { ∣ x ∣ < τ − 2 } \{|x|<\tau^{-2}\} { ∣ x ∣ < τ − 2 } . By the Cauchy estimates on the circle { ∣ x ∣ = τ − 3 / 2 } \{|x|=\tau^{-3/2}\} { ∣ x ∣ = τ − 3/2 } , its Taylor coefficients are O ( τ 3 m / 2 ) O(\tau^{3m/2}) O ( τ 3 m /2 ) . Since 1 ( 1 − τ x ) 2 = ∑ m ≥ 0 ( m + 1 ) τ m x m \frac{1}{(1-\tau x)^2}=\sum_{m\geq0}(m+1)\tau^m x^m ( 1 − τ x ) 2 1 = ∑ m ≥ 0 ( m + 1 ) τ m x m , we obtain ς l ( l + m ) = ς l ( ∞ ) + A l ( m + 1 ) τ m + B l ′ τ m + O ( τ 3 m / 2 ) \varsigma_l(l+m)=\varsigma_l(\infty)+A_l(m+1)\tau^m+B'_l\tau^m+O(\tau^{3m/2}) ς l ( l + m ) = ς l ( ∞ ) + A l ( m + 1 ) τ m + B l ′ τ m + O ( τ 3 m /2 ) . With n = l + m n=l+m n = l + m and B l = B l ′ τ − l B_l=B'_l\tau^{-l} B l = B l ′ τ − l , this is the third assertion. Since Λ l ( τ ) ς l ( ∞ ) ≠ 0 \Lambda_l(\tau)\varsigma_l(\infty)\ne0 Λ l ( τ ) ς l ( ∞ ) = 0 , the sequence τ − n ( ς l ( n ) − ς l ( ∞ ) ) \tau^{-n}(\varsigma_l(n)-\varsigma_l(\infty)) τ − n ( ς l ( n ) − ς l ( ∞ )) is unbounded.
We now describe the Poisson kernel of the diagonal chain, that is the harmonic measures ν v ( j ) ≔ P v ( k ∞ = j ) \nu_v(j)\coloneqq\mathbb{P}_v(k_\infty=j) ν v ( j ) : = P v ( k ∞ = j ) , v ∈ D v\in\mathbb{D} v ∈ D , j ∈ N 0 j\in\mathbb{N}_0 j ∈ N 0 . Let B B B be the bounded operator on ℓ N 0 2 \ell^2_{\mathbb{N}_0} ℓ N 0 2 , with the counting measure, defined by
( B f ) ( k ) ≔ b k ( f ( k ) − f ( k + 1 ) ) + b k − 1 ( f ( k ) − f ( k − 1 ) ) , k ∈ N 0 . (Bf)(k)\coloneqq b_k(f(k)-f(k+1))+b_{k-1}(f(k)-f(k-1)),\qquad k\in\mathbb{N}_0. ( B f ) ( k ) : = b k ( f ( k ) − f ( k + 1 )) + b k − 1 ( f ( k ) − f ( k − 1 )) , k ∈ N 0 .
with b − 1 ≔ 0 b_{-1}\coloneqq0 b − 1 : = 0 . It is self-adjoint and ⟨ B f , f ⟩ = ∑ k b k ∣ f ( k + 1 ) − f ( k ) ∣ 2 = c τ E τ ( f ) \langle Bf,f\rangle=\sum_k b_k|f(k+1)-f(k)|^2=c_\tau E_\tau(f) ⟨ B f , f ⟩ = ∑ k b k ∣ f ( k + 1 ) − f ( k ) ∣ 2 = c τ E τ ( f ) , so that B B B is the operator associated with the form c τ 2 E τ \frac{c_\tau}{2}E_\tau 2 c τ E τ on ℓ N 0 2 \ell^2_{\mathbb{N}_0} ℓ N 0 2 with the counting measure, instead of ℓ 2 ( w ) \ell^2(w) ℓ 2 ( w ) . Moreover 0 ≤ B ≤ 4 sup k b k 0\leq B\leq4\sup_k b_k 0 ≤ B ≤ 4 sup k b k . We define polynomials ϱ d \varrho_d ϱ d , d ∈ N 0 d\in\mathbb{N}_0 d ∈ N 0 , by ϱ 0 ≔ 1 \varrho_0\coloneqq1 ϱ 0 : = 1 and
ϱ d + 1 ( λ ) ≔ ϱ d ( λ ) + λ a d ∑ i = 0 d ϱ i ( λ ) , λ ∈ C . (62) \varrho_{d+1}(\lambda)\coloneqq\varrho_d(\lambda)+\frac{\lambda}{a_d}\sum_{i=0}^{d}\varrho_i(\lambda),\qquad\lambda\in\mathbb{C}. \tag*{(62)} ϱ d + 1 ( λ ) : = ϱ d ( λ ) + a d λ i = 0 ∑ d ϱ i ( λ ) , λ ∈ C . (62)
Equivalently, a d ( ϱ d + 1 − ϱ d ) + a d − 1 ( ϱ d − 1 − ϱ d ) = λ ϱ d a_d(\varrho_{d+1}-\varrho_d)+a_{d-1}(\varrho_{d-1}-\varrho_d)=\lambda\varrho_d a d ( ϱ d + 1 − ϱ d ) + a d − 1 ( ϱ d − 1 − ϱ d ) = λ ϱ d for any d ≥ 0 d\geq0 d ≥ 0 , with a − 1 ≔ 0 a_{-1}\coloneqq0 a − 1 : = 0 .
Theorem 6.13 1. For any ( n , k ) ∈ D (n,k)\in\mathbb{D} ( n , k ) ∈ D and any j ∈ N 0 j\in\mathbb{N}_0 j ∈ N 0 , we have
ν ( n , k ) ( j ) = ( 1 − τ ) τ − j ∑ l = 0 n τ l ς l ( n ) ς l ( ∞ ) ∥ φ l ∥ ℓ N 0 2 ( w ) 2 M l ( n , τ k ) φ l ( τ j ) , (63) \nu_{(n,k)}(j)=(1-\tau)\tau^{-j}\sum_{l=0}^{n}\frac{\tau_l\varsigma_l(n)}{\varsigma_l(\infty)\|\varphi_l\|_{\ell^2_{\mathbb{N}_0}(w)}^2}M_l(n,\tau^k)\varphi_l(\tau^j), \tag*{(63)} ν ( n , k ) ( j ) = ( 1 − τ ) τ − j l = 0 ∑ n ς l ( ∞ ) ∥ φ l ∥ ℓ N 0 2 ( w ) 2 τ l ς l ( n ) M l ( n , τ k ) φ l ( τ j ) , (63) where the term l = 0 l=0 l = 0 is equal to 1. In particular, the density of ν ( n , k ) \nu_{(n,k)} ν ( n , k ) with respect to the Arf’eva–Volovich law is a polynomial of degree at most n n n in τ j \tau^j τ j .
For any λ ≥ 0 \lambda\ge0 λ ≥ 0 , the sequence ( ϱ d ( λ ) ) d ≥ 0 (\varrho_d(\lambda))_{d\ge0} ( ϱ d ( λ ) ) d ≥ 0 is nondecreasing and converges to a limit ϱ ∞ ( λ ) ≥ 1 \varrho_\infty(\lambda) \ge1 ϱ ∞ ( λ ) ≥ 1 , uniformly on the compact subsets of [ 0 , ∞ ) [0,\infty) [ 0 , ∞ ) . For any d , k , j ∈ N 0 d,k,j\in\mathbb{N}_0 d , k , j ∈ N 0 , we have
ν ( d + k , k ) ( j ) = ⟨ ϱ d ϱ ∞ ( B ) δ j , δ k ⟩ ℓ N 0 2 . (64) \nu_{(d+k,k)}(j)=\left\langle\frac{\varrho_d}{\varrho_\infty}(\mathrm{B})\delta_j,\delta_k\right\rangle_{\ell^2_{\mathbb{N}_0}}. \tag*{(64)} ν ( d + k , k ) ( j ) = ⟨ ϱ ∞ ϱ d ( B ) δ j , δ k ⟩ ℓ N 0 2 . (64)
In particular, ν ( d + k , k ) ( j ) = ν ( d + j , j ) ( k ) \nu_{(d+k,k)}(j)=\nu_{(d+j,j)}(k) ν ( d + k , k ) ( j ) = ν ( d + j , j ) ( k ) , and the matrix ( ν ( k , k ) ( j ) ) k , j ≥ 0 (\nu_{(k,k)}(j))_{k,j\ge0} ( ν ( k , k ) ( j ) ) k , j ≥ 0 of the harmonic measures seen from the vertices ( k , k ) (k,k) ( k , k ) is the matrix of ϱ ∞ ( B ) − 1 \varrho_\infty(\mathrm{B})^{-1} ϱ ∞ ( B ) − 1 .
Proof : 1. Let v = ( n , k ) v=(n,k) v = ( n , k ) . By part 2 of Lemma 6.7 , ν v \nu_v ν v is a probability measure on N 0 \mathbb{N}_0 N 0 , which we identify with a measure on X τ X_\tau X τ through j ↦ τ − j j\mapsto\tau^{-j} j ↦ τ − j . By definition of H \mathcal{H} H , we have ∫ φ l d ν v = H φ l ( v ) \int\varphi_l\,\mathrm{d}\nu_v=\mathcal{H}\varphi_l(v) ∫ φ l d ν v = H φ l ( v ) , which vanishes for l > n l>n l > n by part 3 of Proposition 6.9 . Put e l : = ∥ φ l τ ∥ − 1 φ l τ e_l\mathrel{\mathop:}=\|\varphi_l^\tau\|^{-1}\varphi_l^\tau e l : = ∥ φ l τ ∥ − 1 φ l τ and p : = ∑ l = 0 n ( ∫ e l d ν v ) e l p\mathrel{\mathop:}=\sum_{l=0}^n\left(\int e_l\,\mathrm{d}\nu_v\right)e_l p : = ∑ l = 0 n ( ∫ e l d ν v ) e l , which is a polynomial of degree at most n n n . The finite signed measure ν ′ : = ν v − p w \nu'\mathrel{\mathop:}=\nu_v-pw ν ′ : = ν v − pw satisfies ∫ e l d ν ′ = 0 \int e_l\,\mathrm{d}\nu'=0 ∫ e l d ν ′ = 0 for any l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 , by orthonormality of ( e l ) (e_l) ( e l ) in ℓ N 0 2 ( w ) \ell^2_{\mathbb{N}_0}(w) ℓ N 0 2 ( w ) . Since ( e l ) (e_l) ( e l ) is a basis of the space of polynomials, which is dense in C ( X τ ) C(X_\tau) C ( X τ ) , we obtain ν ′ = 0 \nu'=0 ν ′ = 0 , that is ν v ( j ) = w j p ( τ − j ) \nu_v(j)=w_jp(\tau^{-j}) ν v ( j ) = w j p ( τ − j ) . Finally, part 3 of Proposition 6.9 gives ∫ e l d ν v = κ l ς l ( n ) ς l ( ∞ ) ∥ φ l τ ∥ M l , n ( τ − k ) \int e_l\,\mathrm{d}\nu_v=\frac{\kappa_l\varsigma_l(n)}{\varsigma_l(\infty)\|\varphi_l^\tau\|}M_{l,n}(\tau^{-k}) ∫ e l d ν v = ς l ( ∞ ) ∥ φ l τ ∥ κ l ς l ( n ) M l , n ( τ − k ) for l ≥ 1 l\ge1 l ≥ 1 , and ∫ e 0 d ν v = 1 \int e_0\,\mathrm{d}\nu_v=1 ∫ e 0 d ν v = 1 . This proves (63) .
Let λ ≥ 0 \lambda\ge0 λ ≥ 0 . By (62) and induction, we have ϱ d ( λ ) ≥ 1 \varrho_d(\lambda)\ge1 ϱ d ( λ ) ≥ 1 and ϱ d + 1 ( λ ) ≥ ϱ d ( λ ) \varrho_{d+1}(\lambda)\ge\varrho_d(\lambda) ϱ d + 1 ( λ ) ≥ ϱ d ( λ ) , hence ϱ d + 1 ( λ ) ≤ ϱ d ( λ ) ( 1 + ( d + 1 ) λ a d ) \varrho_{d+1}(\lambda)\le\varrho_d(\lambda)\left(1+\frac{(d+1)\lambda}{a_d}\right) ϱ d + 1 ( λ ) ≤ ϱ d ( λ ) ( 1 + a d ( d + 1 ) λ ) . Since a d ≥ τ − d 1 + τ a_d\ge\frac{\tau^{-d}}{1+\tau} a d ≥ 1 + τ τ − d , the products ∏ d ≥ 0 ( 1 + ( 1 + τ ) ( d + 1 ) λ τ d ) \prod_{d\ge0}\left(1+(1+\tau)(d+1)\lambda\tau^d\right) ∏ d ≥ 0 ( 1 + ( 1 + τ ) ( d + 1 ) λ τ d ) converge uniformly on the compact subsets of [ 0 , ∞ ) [0,\infty) [ 0 , ∞ ) , so that ϱ d \varrho_d ϱ d is bounded on these subsets uniformly in d d d . By (62) again, the series ∑ d ( ϱ d + 1 − ϱ d ) \sum_d(\varrho_{d+1}-\varrho_d) ∑ d ( ϱ d + 1 − ϱ d ) converges uniformly on these subsets, which proves the first assertion.
Let D ≥ 1 D\ge1 D ≥ 1 be an integer and j ∈ N 0 j\in\mathbb{N}_0 j ∈ N 0 . Since B ≥ 0 \mathrm{B}\ge0 B ≥ 0 and ϱ D ≥ 1 \varrho_D\ge1 ϱ D ≥ 1 on [ 0 , ∞ ) [0,\infty) [ 0 , ∞ ) , the operator ϱ D ( B ) \varrho_D(\mathrm{B}) ϱ D ( B ) is invertible. For 0 ≤ d ≤ D 0\le d\le D 0 ≤ d ≤ D , put u D ( d , ⋅ ) : = ϱ d ( B ) ϱ D ( B ) − 1 δ j ∈ ℓ N 0 2 u_D(d,\cdot)\mathrel{\mathop:}=\varrho_d(\mathrm{B})\varrho_D(\mathrm{B})^{-1}\delta_j\in\ell^2_{\mathbb{N}_0} u D ( d , ⋅ ) : = ϱ d ( B ) ϱ D ( B ) − 1 δ j ∈ ℓ N 0 2 , which defines a bounded function u D u_D u D on the strip { ( d , k ) : 0 ≤ d ≤ D } \{(d,k):0\le d\le D\} {( d , k ) : 0 ≤ d ≤ D } , with u D ( D , ⋅ ) = δ j u_D(D,\cdot)=\delta_j u D ( D , ⋅ ) = δ j . By Proposition 6.4 , a function u u u is harmonic at ( d , k ) (d,k) ( d , k ) if and only if
a d ( u ( d + 1 , k ) − u ( d , k ) ) + a d − 1 ( u ( d − 1 , k ) − u ( d , k ) ) = ( B u ( d , ⋅ ) ) ( k ) . a_d\bigl(u(d+1,k)-u(d,k)\bigr)+a_{d-1}\bigl(u(d-1,k)-u(d,k)\bigr)=(\mathrm{B}u(d,\cdot))(k). a d ( u ( d + 1 , k ) − u ( d , k ) ) + a d − 1 ( u ( d − 1 , k ) − u ( d , k ) ) = ( B u ( d , ⋅ )) ( k ) .
For d < D d<D d < D , the left-hand side for u = u D u=u_D u = u D is the k k k -th coordinate of ( a d ( ϱ d + 1 − ϱ d ) + a d − 1 ( ϱ d − 1 − ϱ d ) ) ( B ) ϱ D ( B ) − 1 δ j = B ϱ d ( B ) ϱ D ( B ) − 1 δ j \bigl(a_d(\varrho_{d+1}-\varrho_d)+a_{d-1}(\varrho_{d-1}-\varrho_d)\bigr)(\mathrm{B})\varrho_D(\mathrm{B})^{-1}\delta_j=\mathrm{B}\varrho_d(\mathrm{B})\varrho_D(\mathrm{B})^{-1}\delta_j ( a d ( ϱ d + 1 − ϱ d ) + a d − 1 ( ϱ d − 1 − ϱ d ) ) ( B ) ϱ D ( B ) − 1 δ j = B ϱ d ( B ) ϱ D ( B ) − 1 δ j . Hence u D u_D u D is harmonic at any ( d , k ) (d,k) ( d , k ) with d < D d<D d < D . Let v = ( d , k ) v=(d,k) v = ( d , k ) with d < D d<D d < D , and let σ D \sigma_D σ D be the hitting time of { D } × N 0 \{D\}\times\mathbb{N}_0 { D } × N 0 by the chain started at v v v . In the strip, the weights satisfy w b ≤ τ − D 1 − τ w_b\le\frac{\tau^{-D}}{1-\tau} w b ≤ 1 − τ τ − D , so that the probability of a move from ( d ′ , k ′ ) (d',k') ( d ′ , k ′ ) to ( d ′ + 1 , k ′ ) (d'+1,k') ( d ′ + 1 , k ′ ) is at least a 0 ( 1 − τ ) τ D = a 0 ( 1 − τ ) τ D 1 + τ a_0(1-\tau)\tau^D=\frac{a_0(1-\tau)\tau^D}{1+\tau} a 0 ( 1 − τ ) τ D = 1 + τ a 0 ( 1 − τ ) τ D , since a d ′ ≥ a 0 a_{d'}\ge a_0 a d ′ ≥ a 0 . Hence σ D < ∞ \sigma_D<\infty σ D < ∞ almost surely. Since u D u_D u D is bounded and harmonic in the strip, the optional stopping theorem gives
P v ( k σ D = j ) = u D ( v ) = ⟨ ϱ d ( B ) ϱ D ( B ) − 1 δ j , δ k ⟩ . \mathbb{P}_v(k_{\sigma_D}=j)=u_D(v)=\left\langle\varrho_d(\mathrm{B})\varrho_D(\mathrm{B})^{-1}\delta_j,\delta_k\right\rangle. P v ( k σ D = j ) = u D ( v ) = ⟨ ϱ d ( B ) ϱ D ( B ) − 1 δ j , δ k ⟩ .
As D → ∞ D\to\infty D → ∞ , we have σ D ≥ D − d → ∞ \sigma_D\ge D-d\to\infty σ D ≥ D − d → ∞ , and k t = k ∞ k_t=k_\infty k t = k ∞ for t t t large enough almost surely, by part 2 of Lemma 6.7 . By dominated convergence, the left-hand side converges to ν v ( j ) \nu_v(j) ν v ( j ) . On the other hand, ϱ d ϱ D → ϱ d ϱ ∞ \frac{\varrho_d}{\varrho_D}\to\frac{\varrho_d}{\varrho_\infty} ϱ D ϱ d → ϱ ∞ ϱ d uniformly on the spectrum of B \mathrm{B} B , since ϱ D ≥ 1 \varrho_D\ge1 ϱ D ≥ 1 , hence ϱ d ( B ) ϱ D ( B ) − 1 → ϱ d ϱ ∞ ( B ) \varrho_d(\mathrm{B})\varrho_D(\mathrm{B})^{-1}\to\frac{\varrho_d}{\varrho_\infty}(\mathrm{B}) ϱ d ( B ) ϱ D ( B ) − 1 → ϱ ∞ ϱ d ( B ) in norm. This proves (64) . Since B \mathrm{B} B is a self-adjoint operator with real matrix entries and ϱ d ϱ ∞ ( B ) \frac{\varrho_d}{\varrho_\infty}(\mathrm{B}) ϱ ∞ ϱ d ( B ) is real and symmetric, which gives the symmetry. The last assertion is the case d = 0 d=0 d = 0 .
Remark 6.14 Theorem 6.13 gives two descriptions of the Poisson kernel. The first one is a finite sum over the spins l ≤ n l\le n l ≤ n , and it uses the q q q -Hahn polynomials and the coefficients ς l ( n ) \varsigma_l(n) ς l ( n ) of Proposition 6.12 . The second one separates the variables: the vertical part is the birth–death network ( a d ) (a_d) ( a d ) , which is asymptotically the radial network of the Bruhat–Tits tree of Remark 6.3 , and the horizontal part is the operator B B B of the Casimir energy E τ E_\tau E τ . Since ϱ d ϱ ∞ ≤ 1 \frac{\varrho_d}{\varrho_\infty} \le1 ϱ ∞ ϱ d ≤ 1 on [ 0 , ∞ ) [0,\infty) [ 0 , ∞ ) and B 1 = 0 B1=0 B 1 = 0 , each matrix ( ν ( d + k , k ) ( j ) ) k , j (\nu(d+k,k)(j))_{k,j} ( ν ( d + k , k ) ( j ) ) k , j is symmetric, doubly stochastic and defines a positive contraction of ℓ N 0 2 \ell^2_{\mathbb{N}_0} ℓ N 0 2 , which tends to the identity as d → ∞ d\to\infty d → ∞ . Both descriptions agree numerically to 35 digits for τ = 1 3 \tau=\frac{1}{3} τ = 3 1 and d , k , j ≤ 3 d,k,j\le3 d , k , j ≤ 3 . In Subsection 6.4, we compute ϱ ∞ \varrho_\infty ϱ ∞ explicitly, we give a third description of the Poisson kernel, as the expectation of the heat kernel of B B B at an explosion time (Theorem 6.22), and we give a closed formula for the matrix ( ν ( k , k ) ( j ) ) k , j (\nu(k,k)(j))_{k,j} ( ν ( k , k ) ( j ) ) k , j (Theorem 6.26 ).
The entire function ϱ ∞ \varrho_\infty ϱ ∞
In this subsection, we compute the function ϱ ∞ \varrho_\infty ϱ ∞ of Theorem 6.13 , we diagonalize the Jacobi operators of the two networks of Proposition 6.4 , and we describe the consequences for the Poisson kernel. We use the notation ( a ; τ ) n : = ∏ i = 0 n − 1 ( 1 − a τ i ) (a;\tau)_n \mathrel{\mathop:}= \prod_{i=0}^{n-1}(1-a\tau^i) ( a ; τ ) n : = ∏ i = 0 n − 1 ( 1 − a τ i ) for n ∈ N 0 ∪ { ∞ } n\in\mathbb{N}_0\cup\{\infty\} n ∈ N 0 ∪ { ∞ } , ( a 1 , … , a p ; τ ) n : = ( a 1 ; τ ) n ⋯ ( a p ; τ ) n (a_1,\ldots,a_p;\tau)_n \mathrel{\mathop:}= (a_1;\tau)_n\cdots(a_p;\tau)_n ( a 1 , … , a p ; τ ) n : = ( a 1 ; τ ) n ⋯ ( a p ; τ ) n [27 (17.2.1), (17.2.4)–(17.2.6)] , the Gaussian binomial coefficients ( m k ) τ : = ( τ ; τ ) m ( τ ; τ ) k ( τ ; τ ) m − k \binom{m}{k}_\tau\mathrel{\mathop:}= \frac{(\tau;\tau)_m}{(\tau;\tau)_k(\tau;\tau)_{m-k}} ( k m ) τ : = ( τ ; τ ) k ( τ ; τ ) m − k ( τ ; τ ) m for 0 ≤ k ≤ m 0\le k\le m 0 ≤ k ≤ m [27 (17.2.27)] , [45 (0.3.2)] , and the basic hypergeometric series s + 1 ϕ s {}_{s+1}\phi_s s + 1 ϕ s of [32 Section 1.2] , see also [27 (17.4.1)] and [45 (0.4.2)] . The recurrence (62) defines polynomials ϱ d \varrho_d ϱ d , which we consider on the whole complex plane. For any λ ∈ C \lambda\in\mathbb{C} λ ∈ C , we choose z ∈ C ∖ { 0 } z\in\mathbb{C}\setminus\{0\} z ∈ C ∖ { 0 } such that
z + z − 1 = 2 − ( 1 − τ 2 ) λ τ . (65) z+z^{-1}=2-\frac{(1-\tau^2)\lambda}{\tau}. \tag*{(65)} z + z − 1 = 2 − τ ( 1 − τ 2 ) λ . (65)
For any integer j ≥ 0 j\ge0 j ≥ 0 , we have ( 1 − z τ j ) ( 1 − z − 1 τ j ) = 1 − ( z + z − 1 ) τ j + τ 2 j = ( 1 − τ j ) 2 + ( 1 − τ 2 ) λ τ j − 1 (1-z\tau^j)(1-z^{-1}\tau^j)=1-(z+z^{-1})\tau^j+\tau^{2j}=(1-\tau^j)^2+(1-\tau^2)\lambda\tau^{j-1} ( 1 − z τ j ) ( 1 − z − 1 τ j ) = 1 − ( z + z − 1 ) τ j + τ 2 j = ( 1 − τ j ) 2 + ( 1 − τ 2 ) λ τ j − 1 . Hence the products ( z , z − 1 ; τ ) n (z,z^{-1};\tau)_n ( z , z − 1 ; τ ) n are polynomials in λ \lambda λ , and they do not depend on the choice of z z z . Finally, for any integer n ≥ 1 n\ge1 n ≥ 1 , we put
μ n : = ( 1 − τ n ) 2 ( 1 − τ 2 ) τ n − 1 = 1 − τ 1 + τ [ n ] τ 2 . (66) \mu_n \mathrel{\mathop:}= \frac{(1-\tau^n)^2}{(1-\tau^2)\tau^{n-1}}=\frac{1-\tau}{1+\tau}[n]_\tau^2. \tag*{(66)} μ n : = ( 1 − τ 2 ) τ n − 1 ( 1 − τ n ) 2 = 1 + τ 1 − τ [ n ] τ 2 . (66)
where [ n ] r = r n − r − n r − r − 1 [n]_r=\frac{r^n-r^{-n}}{r-r^{-1}} [ n ] r = r − r − 1 r n − r − n is the quantum dimension of the module V n − 1 2 V_{\frac{n-1}{2}} V 2 n − 1 . We have μ n + 1 μ n = ( 1 − τ n + 1 ) 2 τ ( 1 − τ n ) 2 > 1 τ \frac{\mu_{n+1}}{\mu_n}=\frac{(1-\tau^{n+1})^2}{\tau(1-\tau^n)^2}>\frac{1}{\tau} μ n μ n + 1 = τ ( 1 − τ n ) 2 ( 1 − τ n + 1 ) 2 > τ 1 , so that the sequence ( μ n ) (\mu_n) ( μ n ) is increasing.
Theorem 6.15 Let λ ∈ C \lambda\in\mathbb{C} λ ∈ C .
For any y ∈ C y\in\mathbb{C} y ∈ C such that ∣ y ∣ < 1 |y|<1 ∣ y ∣ < 1 , we have
∑ d ≥ 0 ϱ d ( λ ) y d = ∏ j ≥ 0 ( 1 − τ j + 1 y ) 2 + ( 1 − τ 2 ) λ τ j y ( 1 − τ j y ) ( 1 − τ j + 1 y ) = ( τ z y , τ z − 1 y ; τ ) ∞ ( y ; τ ) ∞ ( τ y ; τ ) ∞ . (67) \sum_{d\ge0}\varrho_d(\lambda)y^d=\prod_{j\ge0}\frac{(1-\tau^{j+1}y)^2+(1-\tau^2)\lambda\tau^j y}{(1-\tau^j y)(1-\tau^{j+1}y)}=\frac{(\tau zy,\tau z^{-1}y;\tau)_\infty}{(y;\tau)_\infty(\tau y;\tau)_\infty}. \tag*{(67)} d ≥ 0 ∑ ϱ d ( λ ) y d = j ≥ 0 ∏ ( 1 − τ j y ) ( 1 − τ j + 1 y ) ( 1 − τ j + 1 y ) 2 + ( 1 − τ 2 ) λ τ j y = ( y ; τ ) ∞ ( τ y ; τ ) ∞ ( τ z y , τ z − 1 y ; τ ) ∞ . (67) For any d ∈ N 0 d\in\mathbb{N}_0 d ∈ N 0 , we have
ϱ d ( λ ) = ∑ k = 0 d ( d k ) τ ( z , z − 1 ; τ ) k ( τ ; τ ) k τ k . (68) \varrho_d(\lambda)=\sum_{k=0}^{d}\binom{d}{k}_\tau\frac{(z,z^{-1};\tau)_k}{(\tau;\tau)_k}\tau^k. \tag*{(68)} ϱ d ( λ ) = k = 0 ∑ d ( k d ) τ ( τ ; τ ) k ( z , z − 1 ; τ ) k τ k . (68) The sequence ( ϱ d ) (\varrho_d) ( ϱ d ) converges uniformly on the compact subsets of C \mathbb{C} C to the entire function
ϱ ∞ ( λ ) = ∏ n ≥ 1 ( 1 + λ μ n ) = ( τ z , τ z − 1 ; τ ) ∞ ( τ ; τ ) ∞ = 2 ϕ 1 ( z , z − 1 τ ; τ , τ ) . (69) \varrho_\infty(\lambda)=\prod_{n\ge1}\left(1+\frac{\lambda}{\mu_n}\right)=\frac{(\tau z,\tau z^{-1};\tau)_\infty}{(\tau;\tau)_\infty}={}_2\phi_1\left(\begin{matrix}z,z^{-1}\\ \tau\end{matrix};\tau,\tau\right). \tag*{(69)} ϱ ∞ ( λ ) = n ≥ 1 ∏ ( 1 + μ n λ ) = ( τ ; τ ) ∞ ( τ z , τ z − 1 ; τ ) ∞ = 2 ϕ 1 ( z , z − 1 τ ; τ , τ ) . (69)
For any compact subset L L L of C \mathbb{C} C , there exists a constant C L C_L C L such that, for any λ ∈ L \lambda\in L λ ∈ L and any d ∈ N 0 d \in\mathbb{N}_0 d ∈ N 0 ,
∣ ϱ d ( λ ) − ϱ ∞ ( λ ) + ( 1 + τ ) λ ϱ ∞ ( λ ) τ d ∣ ≤ C L τ d . \left|\varrho_d(\lambda)-\varrho_\infty(\lambda)+(1+\tau)\lambda\varrho_\infty(\lambda)\tau^d\right|\le C_L\tau^d. ϱ d ( λ ) − ϱ ∞ ( λ ) + ( 1 + τ ) λ ϱ ∞ ( λ ) τ d ≤ C L τ d .
Proof: 1. Put M ≔ ∏ i ≥ 0 ( 1 + ( 1 + τ ) ∣ λ ∣ ( i + 1 ) τ i ) M \coloneqq\prod_{i\ge0}\left(1+(1+\tau)|\lambda|(i+1)\tau^i\right) M : = ∏ i ≥ 0 ( 1 + ( 1 + τ ) ∣ λ ∣ ( i + 1 ) τ i ) . Recall that a d ≥ τ − d 1 + τ a_d\ge\frac{\tau^{-d}}{1+\tau} a d ≥ 1 + τ τ − d for any d ∈ N 0 d\in\mathbb{N}_0 d ∈ N 0 . By (62) and induction on d d d , we have max i ≤ d ∣ ϱ i ( λ ) ∣ ≤ ∏ i < d ( 1 + ( 1 + τ ) ∣ λ ∣ ( i + 1 ) τ i ) ≤ M \max_{i\le d}|\varrho_i(\lambda)|\le\prod_{i<d}\left(1+(1+\tau)|\lambda|(i+1)\tau^i\right)\le M max i ≤ d ∣ ϱ i ( λ ) ∣ ≤ ∏ i < d ( 1 + ( 1 + τ ) ∣ λ ∣ ( i + 1 ) τ i ) ≤ M , hence
∣ ϱ d + 1 ( λ ) − ϱ d ( λ ) ∣ ≤ ∣ λ ∣ a d ∑ i = 0 d ∣ ϱ i ( λ ) ∣ ≤ ( 1 + τ ) M ∣ λ ∣ ( d + 1 ) τ d . (70) |\varrho_{d+1}(\lambda)-\varrho_d(\lambda)|\le\frac{|\lambda|}{a_d}\sum_{i=0}^{d}|\varrho_i(\lambda)|\le(1+\tau)M|\lambda|(d+1)\tau^d. \tag*{(70)} ∣ ϱ d + 1 ( λ ) − ϱ d ( λ ) ∣ ≤ a d ∣ λ ∣ i = 0 ∑ d ∣ ϱ i ( λ ) ∣ ≤ ( 1 + τ ) M ∣ λ ∣ ( d + 1 ) τ d . (70)
In particular, the power series F ( y ) ≔ ∑ d ≥ 0 ϱ d ( λ ) y d F(y)\coloneqq\sum_{d\ge0}\varrho_d(\lambda)y^d F ( y ) : = ∑ d ≥ 0 ϱ d ( λ ) y d converges for ∣ y ∣ < 1 |y|<1 ∣ y ∣ < 1 . Put e 0 ≔ 1 e_0\coloneqq1 e 0 : = 1 and e d ≔ ϱ d ( λ ) − ϱ d − 1 ( λ ) e_d\coloneqq\varrho_d(\lambda)-\varrho_{d-1}(\lambda) e d : = ϱ d ( λ ) − ϱ d − 1 ( λ ) for d ≥ 1 d\ge1 d ≥ 1 , so that E ( y ) ≔ ∑ d ≥ 0 e d y d = ( 1 − y ) F ( y ) E(y)\coloneqq\sum_{d\ge0}e_dy^d=(1-y)F(y) E ( y ) : = ∑ d ≥ 0 e d y d = ( 1 − y ) F ( y ) . Since ( 1 − τ 2 ) τ d a d = 1 − τ d + 1 (1-\tau^2)\tau^d a_d=1-\tau^{d+1} ( 1 − τ 2 ) τ d a d = 1 − τ d + 1 and ( 1 − τ 2 ) τ d a d − 1 = τ ( 1 − τ d ) (1-\tau^2)\tau^d a_{d-1}=\tau(1-\tau^d) ( 1 − τ 2 ) τ d a d − 1 = τ ( 1 − τ d ) , the second form of (62) , multiplied by ( 1 − τ 2 ) τ d (1-\tau^2)\tau^d ( 1 − τ 2 ) τ d , gives
( 1 − τ d + 1 ) e d + 1 − τ ( 1 − τ d ) e d = ( 1 − τ 2 ) λ τ d ϱ d ( λ ) , d ≥ 0. (1-\tau^{d+1})e_{d+1}-\tau(1-\tau^d)e_d=(1-\tau^2)\lambda\tau^d\varrho_d(\lambda),\qquad d\ge0. ( 1 − τ d + 1 ) e d + 1 − τ ( 1 − τ d ) e d = ( 1 − τ 2 ) λ τ d ϱ d ( λ ) , d ≥ 0.
We multiply by y d + 1 y^{d+1} y d + 1 and we sum over d ≥ 0 d\ge0 d ≥ 0 . Since ∑ d ≥ 0 ( 1 − τ d + 1 ) e d + 1 y d + 1 = ∑ d ≥ 0 ( 1 − τ d ) e d y d = E ( y ) − E ( τ y ) \sum_{d\ge0}(1-\tau^{d+1})e_{d+1}y^{d+1}=\sum_{d\ge0}(1-\tau^d)e_dy^d=E(y)-E(\tau y) ∑ d ≥ 0 ( 1 − τ d + 1 ) e d + 1 y d + 1 = ∑ d ≥ 0 ( 1 − τ d ) e d y d = E ( y ) − E ( τ y ) , we obtain ( 1 − τ y ) ( E ( y ) − E ( τ y ) ) = ( 1 − τ 2 ) λ y F ( τ y ) (1-\tau y)(E(y)-E(\tau y))=(1-\tau^2)\lambda yF(\tau y) ( 1 − τ y ) ( E ( y ) − E ( τ y )) = ( 1 − τ 2 ) λ y F ( τ y ) , that is
( 1 − y ) ( 1 − τ y ) F ( y ) = [ ( 1 − τ y ) 2 + ( 1 − τ 2 ) λ y ] F ( τ y ) , ∣ y ∣ < 1. (71) (1-y)(1-\tau y)F(y)=\left[(1-\tau y)^2+(1-\tau^2)\lambda y\right]F(\tau y),\qquad|y|<1. \tag*{(71)} ( 1 − y ) ( 1 − τ y ) F ( y ) = [ ( 1 − τ y ) 2 + ( 1 − τ 2 ) λ y ] F ( τ y ) , ∣ y ∣ < 1. (71)
Let ∣ y ∣ < 1 |y|<1 ∣ y ∣ < 1 . For any j ≥ 0 j\ge0 j ≥ 0 , put R j ( y ) ≔ ( 1 − τ j + 1 y ) 2 + ( 1 − τ 2 ) λ τ j y ( 1 − τ j y ) ( 1 − τ j + 1 y ) R_j(y)\coloneqq\frac{(1-\tau^{j+1}y)^2+(1-\tau^2)\lambda\tau^j y}{(1-\tau^j y)(1-\tau^{j+1}y)} R j ( y ) : = ( 1 − τ j y ) ( 1 − τ j + 1 y ) ( 1 − τ j + 1 y ) 2 + ( 1 − τ 2 ) λ τ j y , so that R j ( y ) = 1 + O ( τ j ) R_j(y)=1+O(\tau^j) R j ( y ) = 1 + O ( τ j ) . Applying (71) at the points y , τ y , … , τ N − 1 y y,\tau y,\ldots,\tau^{N-1}y y , τ y , … , τ N − 1 y , we obtain F ( y ) = ∏ j = 0 N − 1 R j ( y ) ⋅ F ( τ N y ) F(y)=\prod_{j=0}^{N-1}R_j(y)\cdot F(\tau^N y) F ( y ) = ∏ j = 0 N − 1 R j ( y ) ⋅ F ( τ N y ) for any integer N ≥ 1 N\ge1 N ≥ 1 . Since F ( τ N y ) → F ( 0 ) = 1 F(\tau^N y)\to F(0)=1 F ( τ N y ) → F ( 0 ) = 1 as N → ∞ N\to\infty N → ∞ , this proves the first equality of (67) . By (65) , we have ( 1 − τ j + 1 y ) 2 + ( 1 − τ 2 ) λ τ j y = ( 1 − τ j + 1 z y ) ( 1 − τ j + 1 z − 1 y ) (1-\tau^{j+1}y)^2+(1-\tau^2)\lambda\tau^j y=(1-\tau^{j+1}zy)(1-\tau^{j+1}z^{-1}y) ( 1 − τ j + 1 y ) 2 + ( 1 − τ 2 ) λ τ j y = ( 1 − τ j + 1 z y ) ( 1 − τ j + 1 z − 1 y ) , which gives the second equality.
Let ∣ y ∣ < 1 |y|<1 ∣ y ∣ < 1 . Since ∣ τ y ∣ < 1 = ∣ z ⋅ z − 1 ∣ |\tau y|<1=|z\cdot z^{-1}| ∣ τ y ∣ < 1 = ∣ z ⋅ z − 1 ∣ , the q q q -Gauss sum [27 (17.6.1)] , applied with the parameters ( z , z − 1 , τ y ) (z,z^{-1},\tau y) ( z , z − 1 , τ y ) , gives
∑ k ≥ 0 ( z , z − 1 ; τ ) k ( τ ; τ ) k ( τ y ; τ ) k ( τ y ) k = ( τ z y , τ z − 1 y ; τ ) ∞ ( τ y ; τ ) ∞ . \sum_{k\ge0}\frac{(z,z^{-1};\tau)_k}{(\tau;\tau)_k(\tau y;\tau)_k}(\tau y)^k=\frac{(\tau zy,\tau z^{-1}y;\tau)_\infty}{(\tau y;\tau)_\infty}. k ≥ 0 ∑ ( τ ; τ ) k ( τ y ; τ ) k ( z , z − 1 ; τ ) k ( τ y ) k = ( τ y ; τ ) ∞ ( τ z y , τ z − 1 y ; τ ) ∞ .
We divide by 1 − y 1-y 1 − y . Since ( 1 − y ) ( τ y ; τ ) k = ( y ; τ ) k + 1 (1-y)(\tau y;\tau)_k=(y;\tau)_{k+1} ( 1 − y ) ( τ y ; τ ) k = ( y ; τ ) k + 1 and ( 1 − y ) ( τ y ; τ ) ∞ = ( y ; τ ) ∞ (1-y)(\tau y;\tau)_\infty=(y;\tau)_\infty ( 1 − y ) ( τ y ; τ ) ∞ = ( y ; τ ) ∞ , the first part gives
F ( y ) = ∑ k ≥ 0 ( z , z − 1 ; τ ) k ( τ ; τ ) k y k ( y ; τ ) k + 1 . F(y)=\sum_{k\ge0}\frac{(z,z^{-1};\tau)_k}{(\tau;\tau)_k}\frac{y^k}{(y;\tau)_{k+1}}. F ( y ) = k ≥ 0 ∑ ( τ ; τ ) k ( z , z − 1 ; τ ) k ( y ; τ ) k + 1 y k .
By the q q q -binomial theorem [45 (0.5.2)] , applied with the parameter τ k + 1 \tau^{k+1} τ k + 1 (see also [27 (17.2.38)] ), we have y k ( y ; τ ) k + 1 = ∑ d ≥ k ( d k ) τ y d \frac{y^k}{(y;\tau)_{k+1}}=\sum_{d\ge k}\binom{d}{k}_{\tau}y^d ( y ; τ ) k + 1 y k = ∑ d ≥ k ( k d ) τ y d . The double series converges absolutely, since ∣ ( z , z − 1 ; τ ) k ∣ ≤ ∏ j ≥ 0 ( 1 + ∣ z + z − 1 ∣ τ j + τ 2 j ) |(z,z^{-1};\tau)_k|\le\prod_{j\ge0}(1+|z+z^{-1}|\tau^j+\tau^{2j}) ∣ ( z , z − 1 ; τ ) k ∣ ≤ ∏ j ≥ 0 ( 1 + ∣ z + z − 1 ∣ τ j + τ 2 j ) and ∑ d ≥ k ( d k ) τ ∣ y ∣ d = ∣ y ∣ k ( ∣ y ∣ ; τ ) k + 1 ≤ ∣ y ∣ k ( ∣ y ∣ ; τ ) ∞ \sum_{d\ge k}\binom{d}{k}_{\tau}|y|^d=\frac{|y|^k}{(|y|;\tau)_{k+1}}\le\frac{|y|^k}{(|y|;\tau)_\infty} ∑ d ≥ k ( k d ) τ ∣ y ∣ d = ( ∣ y ∣ ; τ ) k + 1 ∣ y ∣ k ≤ ( ∣ y ∣ ; τ ) ∞ ∣ y ∣ k . Comparing the coefficients of y d y^d y d , we obtain (68) .
The uniform convergence follows from (70) , and the limit ϱ ∞ \varrho_\infty ϱ ∞ is entire. By the first part, the function E ( y ) = ∑ d ≥ 0 e d y d E(y)=\sum_{d\ge0}e_dy^d E ( y ) = ∑ d ≥ 0 e d y d is equal to ( τ z y , τ z − 1 y ; τ ) ∞ ( τ y ; τ ) ∞ \frac{(\tau zy,\tau z^{-1}y;\tau)_\infty}{(\tau y;\tau)_\infty} ( τ y ; τ ) ∞ ( τ z y , τ z − 1 y ; τ ) ∞ on the unit disc, and the right-hand side is holomorphic on the disc { ∣ y ∣ < τ − 1 } \{|y|<\tau^{-1}\} { ∣ y ∣ < τ − 1 } . Hence the Taylor series of E E E converges at y = 1 y=1 y = 1 , and we deduce that ϱ ∞ ( λ ) = ∑ d ≥ 0 e d = E ( 1 ) = ( τ z , τ z − 1 ; τ ) ∞ ( τ ; τ ) ∞ \varrho_\infty(\lambda)=\sum_{d\ge0}e_d=E(1)=\frac{(\tau z,\tau z^{-1};\tau)_\infty}{(\tau;\tau)_\infty} ϱ ∞ ( λ ) = ∑ d ≥ 0 e d = E ( 1 ) = ( τ ; τ ) ∞ ( τ z , τ z − 1 ; τ ) ∞ . Since ( 1 − τ n z ) ( 1 − τ n z − 1 ) = (1-\tau^n z)(1-\tau^n z^{-1})= ( 1 − τ n z ) ( 1 − τ n z − 1 ) =
( 1 − τ n ) 2 + ( 1 − τ 2 ) λ τ n − 1 (1-\tau^n)^2+(1-\tau^2)\lambda\tau^{n-1} ( 1 − τ n ) 2 + ( 1 − τ 2 ) λ τ n − 1 , we have ( 1 − τ n z ) ( 1 − τ n z − 1 ) ( 1 − τ n ) 2 = (6.19) 1 + λ μ n \frac{(1-\tau^n z)(1-\tau^n z^{-1})}{(1-\tau^n)^2} \overset{\text{(6.19)}}{=} 1+\frac{\lambda}{\mu_n} ( 1 − τ n ) 2 ( 1 − τ n z ) ( 1 − τ n z − 1 ) = (6.19) 1 + μ n λ , which gives the product over n n n . The last equality of (6.22) is the q q q -Gauss sum [27 (17.6.1)] with the parameters ( z , z − 1 , τ ) (z,z^{-1},\tau) ( z , z − 1 , τ ) .
For ∣ u ∣ < τ − 1 |u|<\tau^{-1} ∣ u ∣ < τ − 1 , put H ( u ) : = ∏ j ≥ 0 ( 1 − ( z + z − 1 ) τ j u + τ 2 j u 2 ) ( τ u ; τ ) ∞ − 2 H(u)\mathrel{\mathop:}=\prod_{j\geq0}(1-(z+z^{-1})\tau^j u+\tau^{2j}u^2)(\tau u;\tau)_\infty^{-2} H ( u ) : = ∏ j ≥ 0 ( 1 − ( z + z − 1 ) τ j u + τ 2 j u 2 ) ( τ u ; τ ) ∞ − 2 , which is a holomorphic function of ( λ , u ) ∈ C × { ∣ u ∣ < τ − 1 } (\lambda,u)\in\mathbb{C}\times\{|u|<\tau^{-1}\} ( λ , u ) ∈ C × { ∣ u ∣ < τ − 1 } by (65) . By the third part, E ( y ) = H ( τ y ) ( 1 − τ y ) 2 E(y)=\frac{H(\tau y)}{(1-\tau y)^2} E ( y ) = ( 1 − τ y ) 2 H ( τ y ) . Write H ( u ) = H ( 1 ) + ( u − 1 ) H 1 ( u ) H(u)=H(1)+(u-1)H_1(u) H ( u ) = H ( 1 ) + ( u − 1 ) H 1 ( u ) , where H 1 H_1 H 1 is holomorphic in the same domain. The function
E ( y ) − H ( 1 ) ( 1 − τ y ) 2 + H 1 ( 1 ) 1 − τ y = − H 1 ( τ y ) − H 1 ( 1 ) 1 − τ y E(y)-\frac{H(1)}{(1-\tau y)^2}+\frac{H_1(1)}{1-\tau y}=-\frac{H_1(\tau y)-H_1(1)}{1-\tau y} E ( y ) − ( 1 − τ y ) 2 H ( 1 ) + 1 − τ y H 1 ( 1 ) = − 1 − τ y H 1 ( τ y ) − H 1 ( 1 )
is holomorphic in ( λ , y ) ∈ C × { ∣ y ∣ < τ − 2 } (\lambda,y)\in\mathbb{C}\times\{|y|<\tau^{-2}\} ( λ , y ) ∈ C × { ∣ y ∣ < τ − 2 } . By the Cauchy estimates on the circle { ∣ y ∣ = τ − 3 / 2 } \{|y|=\tau^{-3/2}\} { ∣ y ∣ = τ − 3/2 } , its Taylor coefficients are bounded by C L τ 3 d / 2 C_L\tau^{3d/2} C L τ 3 d /2 for any λ ∈ L \lambda\in L λ ∈ L . Since 1 ( 1 − τ y ) 2 = ∑ d ≥ 0 ( d + 1 ) τ d y d \frac{1}{(1-\tau y)^2}=\sum_{d\geq0}(d+1)\tau^d y^d ( 1 − τ y ) 2 1 = ∑ d ≥ 0 ( d + 1 ) τ d y d , we obtain e d = H ( 1 ) ( d + 1 ) τ d − H 1 ( 1 ) τ d + O ( τ 3 d / 2 ) e_d=H(1)(d+1)\tau^d-H_1(1)\tau^d+O(\tau^{3d/2}) e d = H ( 1 ) ( d + 1 ) τ d − H 1 ( 1 ) τ d + O ( τ 3 d /2 ) uniformly on L L L . Summing over the indices larger than d d d , we deduce that
ϱ ∞ ( λ ) − ϱ d ( λ ) = H ( 1 ) 1 − τ τ d + 1 + O ( τ d ) \varrho_\infty(\lambda)-\varrho_d(\lambda)=\frac{H(1)}{1-\tau}\tau^{d+1}+\mathcal{O}(\tau^d) ϱ ∞ ( λ ) − ϱ d ( λ ) = 1 − τ H ( 1 ) τ d + 1 + O ( τ d )
uniformly on L L L . Finally, H ( 1 ) = ( z , z − 1 ; τ ) ∞ ( τ ; τ ) ∞ 2 = ( 1 − z ) ( 1 − z − 1 ) ϱ ∞ ( λ ) = (6.18) ( 1 − τ 2 ) λ τ ϱ ∞ ( λ ) H(1)=\frac{(z,z^{-1};\tau)_\infty}{(\tau;\tau)_\infty^2}=(1-z)(1-z^{-1})\varrho_\infty(\lambda)\overset{\text{(6.18)}}{=}\frac{(1-\tau^2)\lambda}{\tau}\varrho_\infty(\lambda) H ( 1 ) = ( τ ; τ ) ∞ 2 ( z , z − 1 ; τ ) ∞ = ( 1 − z ) ( 1 − z − 1 ) ϱ ∞ ( λ ) = (6.18) τ ( 1 − τ 2 ) λ ϱ ∞ ( λ ) , which gives the fourth part. ■
The function ϱ ∞ \varrho_\infty ϱ ∞ is also a Fredholm determinant. For any m ∈ N 0 m\in\mathbb{N}_0 m ∈ N 0 , put u m : = 1 { 0 , … , m } ∈ ℓ N 0 2 u_m\mathrel{\mathop:}=1_{\{0,\ldots,m\}}\in\ell^2_{\mathbb{N}_0} u m : = 1 { 0 , … , m } ∈ ℓ N 0 2 . We consider the operator K K K on ℓ N 0 2 \ell^2_{\mathbb{N}_0} ℓ N 0 2 , with the counting measure, whose matrix is
K ( i , j ) : = ∑ m ≥ max ( i , j ) 1 a m , i , j ∈ N 0 . K(i,j)\mathrel{\mathop:}=\sum_{m\geq\max(i,j)}\frac{1}{a_m},\qquad i,j\in\mathbb{N}_0. K ( i , j ) : = m ≥ m a x ( i , j ) ∑ a m 1 , i , j ∈ N 0 .
For any N ∈ N 0 N \in\mathbb{N}_0 N ∈ N 0 , let J N J_N J N be the matrix of the network ( a d ) (a_d) ( a d ) on { 0 , … , N } \{0,\ldots,N\} { 0 , … , N } with the Dirichlet condition at N + 1 N+1 N + 1 , that is
( J N f ) ( d ) ≔ a d ( f ( d ) − f ( d + 1 ) ) + a d − 1 ( f ( d ) − f ( d − 1 ) ) , 0 ≤ d ≤ N , (J_Nf)(d) \coloneqq a_d\bigl(f(d)-f(d+1)\bigr)+a_{d-1}\bigl(f(d)-f(d-1)\bigr), \qquad0\le d\le N, ( J N f ) ( d ) : = a d ( f ( d ) − f ( d + 1 ) ) + a d − 1 ( f ( d ) − f ( d − 1 ) ) , 0 ≤ d ≤ N ,
with f ( N + 1 ) = 0 f(N+1)=0 f ( N + 1 ) = 0 and a − 1 = 0 a_{-1}=0 a − 1 = 0 , and let K N K_N K N be the matrix K N ( i , j ) ≔ ∑ m = max ( i , j ) N 1 a m K_N(i,j) \coloneqq\sum_{m=\max(i,j)}^N \frac{1}{a_m} K N ( i , j ) : = ∑ m = m a x ( i , j ) N a m 1 , 0 ≤ i , j ≤ N 0\le i,j\le N 0 ≤ i , j ≤ N . For a positive trace class operator T T T with eigenvalues κ 1 ≥ κ 2 ≥ ⋯ \kappa_1\ge\kappa_2\ge\cdots κ 1 ≥ κ 2 ≥ ⋯ , counted with multiplicity, the Fredholm determinant is det ( Id + λ T ) = ∏ i ( 1 + λ κ i ) \det(\operatorname{Id}+\lambda T)=\prod_i(1+\lambda\kappa_i) det ( Id + λ T ) = ∏ i ( 1 + λ κ i ) , see [Sim05].
Theorem 6.17 1. The series ∑ m ≥ 0 1 a m ⟨ ⋅ , u m ⟩ u m \sum_{m\ge0}\frac{1}{a_m}\langle\cdot,u_m\rangle u_m ∑ m ≥ 0 a m 1 ⟨ ⋅ , u m ⟩ u m converges in trace norm to K K K , and K K K is positive, injective and trace class, with
Tr K = ∑ m ≥ 0 m + 1 a m = ( 1 − τ 2 ) ∑ m ≥ 1 m τ m − 1 1 − τ m = ∑ n ≥ 1 1 μ n = ϱ ∞ ′ ( 0 ) . \operatorname{Tr}K=\sum_{m\ge0}\frac{m+1}{a_m}=(1-\tau^2)\sum_{m\ge1}\frac{m\tau^{m-1}}{1-\tau^m}=\sum_{n\ge1}\frac{1}{\mu_n}=\varrho_\infty'(0). Tr K = m ≥ 0 ∑ a m m + 1 = ( 1 − τ 2 ) m ≥ 1 ∑ 1 − τ m m τ m − 1 = n ≥ 1 ∑ μ n 1 = ϱ ∞ ′ ( 0 ) . For any N ∈ N 0 N\in\mathbb{N}_0 N ∈ N 0 , we have det J N = ∏ m = 0 N a m \det J_N=\prod_{m=0}^N a_m det J N = ∏ m = 0 N a m , J N − 1 = K N J_N^{-1}=K_N J N − 1 = K N and, for any λ ∈ C \lambda\in\mathbb{C} λ ∈ C , ϱ N + 1 ( λ ) = det ( I + λ K N ) \varrho_{N+1}(\lambda)=\det(I+\lambda K_N) ϱ N + 1 ( λ ) = det ( I + λ K N ) .
For any λ ∈ C \lambda\in\mathbb{C} λ ∈ C , we have det ( Id + λ K ) = ϱ ∞ ( λ ) \det(\operatorname{Id}+\lambda K)=\varrho_\infty(\lambda) det ( Id + λ K ) = ϱ ∞ ( λ ) .
The eigenvalues of K K K are the numbers 1 μ n \frac{1}{\mu_n} μ n 1 , n ≥ 1 n\ge1 n ≥ 1 , and they are simple. For any n ≥ 1 n\ge1 n ≥ 1 , the sequence v n ≔ ( ϱ m ( − μ n ) ) m ≥ 0 v_n\coloneqq\bigl(\varrho_m(-\mu_n)\bigr)_{m\ge0} v n : = ( ϱ m ( − μ n ) ) m ≥ 0 is an eigenvector for 1 μ n \frac{1}{\mu_n} μ n 1 , and
∑ m ≥ 0 ϱ m ( − μ n ) y m = ( τ 1 − n y ; τ ) n − 1 ( τ y ; τ ) n , ∥ v n ∥ ℓ N 0 2 2 = 1 ϖ n , where ϖ n ≔ τ n ( n − 1 ) ( 1 − τ 2 n ) . \sum_{m\ge0}\varrho_m(-\mu_n)y^m=\frac{(\tau^{1-n}y;\tau)_{n-1}}{(\tau y;\tau)_n}, \qquad\lVert v_n\rVert_{\ell^2_{\mathbb{N}_0}}^2=\frac{1}{\varpi_n}, \qquad\text{where }\varpi_n\coloneqq\tau^{n(n-1)}(1-\tau^{2n}). m ≥ 0 ∑ ϱ m ( − μ n ) y m = ( τ y ; τ ) n ( τ 1 − n y ; τ ) n − 1 , ∥ v n ∥ ℓ N 0 2 2 = ϖ n 1 , where ϖ n : = τ n ( n − 1 ) ( 1 − τ 2 n ) . Consequently, ( ϖ n v n ) n ≥ 1 (\sqrt{\varpi_n}v_n)_{n\ge1} ( ϖ n v n ) n ≥ 1 is an orthonormal basis of ℓ N 0 2 \ell^2_{\mathbb{N}_0} ℓ N 0 2 , and, for any i , j ∈ N 0 i,j\in\mathbb{N}_0 i , j ∈ N 0 ,
∑ n ≥ 1 ϖ n ϱ i ( − μ n ) ϱ j ( − μ n ) = δ i j . (72) \sum_{n\ge1}\varpi_n\varrho_i(-\mu_n)\varrho_j(-\mu_n)=\delta_{ij}. \tag*{(72)} n ≥ 1 ∑ ϖ n ϱ i ( − μ n ) ϱ j ( − μ n ) = δ ij . (72)
Proof. 1. The operator ⟨ ⋅ , u m ⟩ u m \langle\cdot,u_m\rangle u_m ⟨ ⋅ , u m ⟩ u m is positive of rank one, with trace ∥ u m ∥ 2 = m + 1 \lVert u_m\rVert^2=m+1 ∥ u m ∥ 2 = m + 1 , and m + 1 a m ≤ ( 1 + τ ) ( m + 1 ) τ m \frac{m+1}{a_m}\le(1+\tau)(m+1)\tau^m a m m + 1 ≤ ( 1 + τ ) ( m + 1 ) τ m . Hence the series converges in trace norm to a positive trace class operator, whose matrix is ∑ m 1 a m u m ( i ) u m ( j ) = K ( i , j ) \sum_m\frac{1}{a_m}u_m(i)u_m(j)=K(i,j) ∑ m a m 1 u m ( i ) u m ( j ) = K ( i , j ) . If ⟨ K f , f ⟩ = ∑ m 1 a m ∣ ⟨ f , u m ⟩ ∣ 2 = 0 \langle Kf,f\rangle=\sum_m\frac{1}{a_m}|\langle f,u_m\rangle|^2=0 ⟨ K f , f ⟩ = ∑ m a m 1 ∣ ⟨ f , u m ⟩ ∣ 2 = 0 , then ⟨ f , u m ⟩ = 0 \langle f,u_m\rangle=0 ⟨ f , u m ⟩ = 0 for any m m m , hence f = 0 f=0 f = 0 , since δ m = u m − u m − 1 \delta_m=u_m-u_{m-1} δ m = u m − u m − 1 . We have Tr K = ∑ m m + 1 a m = ( 1 − τ 2 ) ∑ m ≥ 1 m τ m − 1 1 − τ m \operatorname{Tr}K=\sum_m\frac{m+1}{a_m}=(1-\tau^2)\sum_{m\ge1}\frac{m\tau^{m-1}}{1-\tau^m} Tr K = ∑ m a m m + 1 = ( 1 − τ 2 ) ∑ m ≥ 1 1 − τ m m τ m − 1 . On the other hand, ϱ ∞ ′ ( 0 ) \varrho_\infty'(0) ϱ ∞ ′ ( 0 ) (6.22) = ( 1 − τ 2 ) ∑ n ≥ 1 1 1 − τ n = ( 1 − τ 2 ) ∑ n ≥ 1 τ n − 1 ( 1 − τ n ) 2 =(1-\tau^2)\sum_{n\ge1}\frac{1}{1-\tau^n}=(1-\tau^2)\sum_{n\ge1}\frac{\tau^{n-1}}{(1-\tau^n)^2} = ( 1 − τ 2 ) ∑ n ≥ 1 1 − τ n 1 = ( 1 − τ 2 ) ∑ n ≥ 1 ( 1 − τ n ) 2 τ n − 1 , and the two Lambert series are equal, since ∑ m ≥ 1 m τ m 1 − τ m = ∑ m , i ≥ 1 m τ m i = ∑ i ≥ 1 τ i ( 1 − τ i ) 2 \sum_{m\ge1}\frac{m\tau^m}{1-\tau^m}=\sum_{m,i\ge1}m\tau^{mi}=\sum_{i\ge1}\frac{\tau^i}{(1-\tau^i)^2} ∑ m ≥ 1 1 − τ m m τ m = ∑ m , i ≥ 1 m τ mi = ∑ i ≥ 1 ( 1 − τ i ) 2 τ i .
For 0 ≤ n ≤ N 0\le n\le N 0 ≤ n ≤ N , the leading principal submatrix of size n + 1 n+1 n + 1 of J N + λ J_N+\lambda J N + λ is J n + λ J_n+\lambda J n + λ , since the diagonal entry of J N J_N J N at n n n is a n + a n − 1 a_n+a_{n-1} a n + a n − 1 . Expanding along the last row, the determinants Δ n ≔ det ( J n + λ ) \Delta_n\coloneqq\det(J_n+\lambda) Δ n : = det ( J n + λ ) satisfy Δ n = ( a n + a n − 1 + λ ) Δ n − 1 − a n − 1 2 Δ n − 2 \Delta_n=(a_n+a_{n-1}+\lambda)\Delta_{n-1}-a_{n-1}^2\Delta_{n-2} Δ n = ( a n + a n − 1 + λ ) Δ n − 1 − a n − 1 2 Δ n − 2 , with Δ − 1 = 1 \Delta_{-1}=1 Δ − 1 = 1 and Δ − 2 = 0 \Delta_{-2}=0 Δ − 2 = 0 . By the second form of (62) , we have a n ϱ n + 1 = ( a n + a n − 1 + λ ) ϱ n − a n − 1 ϱ n − 1 a_n\varrho_{n+1}=(a_n+a_{n-1}+\lambda)\varrho_n-a_{n-1}\varrho_{n-1} a n ϱ n + 1 = ( a n + a n − 1 + λ ) ϱ n − a n − 1 ϱ n − 1 , so that the numbers P n ≔ ( ∏ m = 0 n a m ) ϱ n + 1 ( λ ) P_n\coloneqq\left(\prod_{m=0}^n a_m\right)\varrho_{n+1}(\lambda) P n : = ( ∏ m = 0 n a m ) ϱ n + 1 ( λ ) satisfy the same recurrence, with P − 1 = ϱ 0 = 1 P_{-1}=\varrho_0=1 P − 1 = ϱ 0 = 1 and P 0 = a 0 + λ = Δ 0 P_0=a_0+\lambda=\Delta_0 P 0 = a 0 + λ = Δ 0 . Hence det ( J N + λ ) = ( ∏ m = 0 N a m ) ϱ N + 1 ( λ ) \det(J_N+\lambda)=\left(\prod_{m=0}^N a_m\right)\varrho_{N+1}(\lambda) det ( J N + λ ) = ( ∏ m = 0 N a m ) ϱ N + 1 ( λ ) . For λ = 0 \lambda=0 λ = 0 , we obtain det J N = ∏ m = 0 N a m \det J_N=\prod_{m=0}^N a_m det J N = ∏ m = 0 N a m , since ϱ N + 1 ( 0 ) = 1 \varrho_{N+1}(0)=1 ϱ N + 1 ( 0 ) = 1 . Now fix j j j and put g ( i ) ≔ K N ( i , j ) g(i)\coloneqq K_N(i,j) g ( i ) : = K N ( i , j ) for 0 ≤ i ≤ N 0\le i\le N 0 ≤ i ≤ N and g ( N + 1 ) = 0 g(N+1)=0 g ( N + 1 ) = 0 . Then g ( i ) − g ( i + 1 ) = 1 a i 1 i ≥ j g(i)-g(i+1)=\frac{1}{a_i}\mathbf{1}_{i\ge j} g ( i ) − g ( i + 1 ) = a i 1 1 i ≥ j , so that ( J N g ) ( i ) = 1 i ≥ j − 1 i − 1 ≥ j = δ i j (J_Ng)(i)=\mathbf{1}_{i\ge j}-\mathbf{1}_{i-1\ge j}=\delta_{ij} ( J N g ) ( i ) = 1 i ≥ j − 1 i − 1 ≥ j = δ ij . Thus J N − 1 = K N J_N^{-1}=K_N J N − 1 = K N and ϱ N + 1 ( λ ) = det ( J N + λ ) det J N = det ( I + λ K N ) \varrho_{N+1}(\lambda)=\frac{\det(J_N+\lambda)}{\det J_N}=\det(I+\lambda K_N) ϱ N + 1 ( λ ) = d e t J N d e t ( J N + λ ) = det ( I + λ K N ) .
We identify K N K_N K N with the operator ∑ m = 0 N 1 a m ⟨ ⋅ , u m ⟩ u m \sum_{m=0}^{N}\frac{1}{a_m}\langle\cdot,u_m\rangle u_m ∑ m = 0 N a m 1 ⟨ ⋅ , u m ⟩ u m on ℓ N 0 2 \ell^2_{N_0} ℓ N 0 2 , which has the same nonzero eigenvalues. We have 0 ≤ K N ≤ K N + 1 ≤ K 0\le K_N\le K_{N+1}\le K 0 ≤ K N ≤ K N + 1 ≤ K and ∥ K − K N ∥ ≤ Tr ( K − K N ) = ∑ m > N m + 1 a m → 0 \lVert K-K_N\rVert\le\operatorname{Tr}(K-K_N)=\sum_{m>N}\frac{m+1}{a_m}\to0 ∥ K − K N ∥ ≤ Tr ( K − K N ) = ∑ m > N a m m + 1 → 0 . By the min-max principle [62 Theorem XIII.1] , applied to − K N -K_N − K N and − K -K − K , the i i i -th eigenvalue κ i ( K N ) \kappa_i(K_N) κ i ( K N ) satisfies κ i ( K N ) ≤ κ i ( K ) \kappa_i(K_N)\le\kappa_i(K) κ i ( K N ) ≤ κ i ( K ) and ∣ κ i ( K N ) − κ i ( K ) ∣ ≤ ∥ K − K N ∥ \lvert\kappa_i(K_N)-\kappa_i(K)\rvert\le\lVert K-K_N\rVert ∣ κ i ( K N ) − κ i ( K )∣ ≤ ∥ K − K N ∥ . Let λ ≥ 0 \lambda\ge0 λ ≥ 0 . We have 0 ≤ log ( 1 + λ κ i ( K N ) ) ≤ λ κ i ( K ) 0\le\log(1+\lambda\kappa_i(K_N))\le\lambda\kappa_i(K) 0 ≤ log ( 1 + λ κ i ( K N )) ≤ λ κ i ( K ) and ∑ i κ i ( K ) = Tr K < ∞ \sum_i\kappa_i(K)=\operatorname{Tr}K<\infty ∑ i κ i ( K ) = Tr K < ∞ . By dominated convergence and the second part, we deduce that
log det ( Id + λ K ) = lim N → ∞ ∑ i log ( 1 + λ κ i ( K N ) ) = lim N → ∞ log ϱ N + 1 ( λ ) = log ϱ ∞ ( λ ) . \log\det(\operatorname{Id}+\lambda K)=\lim_{N\to\infty}\sum_i\log(1+\lambda\kappa_i(K_N))=\lim_{N\to\infty}\log\varrho_{N+1}(\lambda)=\log\varrho_\infty(\lambda). log det ( Id + λ K ) = N → ∞ lim i ∑ log ( 1 + λ κ i ( K N )) = N → ∞ lim log ϱ N + 1 ( λ ) = log ϱ ∞ ( λ ) .
Both λ ↦ ∏ i ( 1 + λ κ i ( K ) ) \lambda\mapsto\prod_i(1+\lambda\kappa_i(K)) λ ↦ ∏ i ( 1 + λ κ i ( K )) and ϱ ∞ \varrho_\infty ϱ ∞ are entire functions, hence they are equal on C \mathbb{C} C .
By the third part and (6.22), we have ∏ i ( 1 + λ κ i ( K ) ) = ∏ n ( 1 + λ μ n ) \prod_i(1+\lambda\kappa_i(K))=\prod_n(1+\frac{\lambda}{\mu_n}) ∏ i ( 1 + λ κ i ( K )) = ∏ n ( 1 + μ n λ ) for any λ ∈ C \lambda\in\mathbb{C} λ ∈ C . Comparing the zeros with their multiplicities, and since the μ n \mu_n μ n are distinct, we deduce that the nonzero eigenvalues of K K K are the 1 μ n \frac{1}{\mu_n} μ n 1 , each of them being simple. Let f ∈ ℓ N 0 2 f\in\ell^2_{N_0} f ∈ ℓ N 0 2 . For any m ∈ N 0 m\in\mathbb{N}_0 m ∈ N 0 , we have ( K f ) ( m ) = ∑ l ≥ m 1 a l ∑ i ≤ l f ( i ) (Kf)(m)=\sum_{l\ge m}\frac{1}{a_l}\sum_{i\le l}f(i) ( K f ) ( m ) = ∑ l ≥ m a l 1 ∑ i ≤ l f ( i ) , the double series being absolutely convergent, so that ( K f ) ( m + 1 ) − ( K f ) ( m ) = − 1 a m ∑ i ≤ m f ( i ) (Kf)(m+1)-(Kf)(m)=-\frac{1}{a_m}\sum_{i\le m}f(i) ( K f ) ( m + 1 ) − ( K f ) ( m ) = − a m 1 ∑ i ≤ m f ( i ) . Hence, if K f = 1 μ n f Kf=\frac{1}{\mu_n}f K f = μ n 1 f with f ≠ 0 f\ne0 f = 0 , then f ( m + 1 ) − f ( m ) = − μ n a m ∑ i ≤ m f ( i ) f(m+1)-f(m)=-\frac{\mu_n}{a_m}\sum_{i\le m}f(i) f ( m + 1 ) − f ( m ) = − a m μ n ∑ i ≤ m f ( i ) for any m m m , which is (62) with λ = − μ n \lambda=-\mu_n λ = − μ n . Thus f = f ( 0 ) v n f=f(0)v_n f = f ( 0 ) v n , and v n v_n v n is an eigenvector.
For λ = − μ n \lambda=-\mu_n λ = − μ n , we can choose z = τ − n z=\tau^{-n} z = τ − n in (65) , since τ − n + τ n = 2 + ( 1 − τ n ) 2 τ n = 2 + ( 1 − τ 2 ) μ n τ \tau^{-n}+\tau^n=2+\frac{(1-\tau^n)^2}{\tau^n}=2+\frac{(1-\tau^2)\mu_n}{\tau} τ − n + τ n = 2 + τ n ( 1 − τ n ) 2 = 2 + τ ( 1 − τ 2 ) μ n . Then ( τ z y ; τ ) ∞ = ( τ 1 − n y ; τ ) n − 1 ( y ; τ ) ∞ (\tau z y;\tau)_\infty=(\tau^{1-n}y;\tau)_{n-1}(y;\tau)_\infty ( τ z y ; τ ) ∞ = ( τ 1 − n y ; τ ) n − 1 ( y ; τ ) ∞ and ( τ z − 1 y ; τ ) ∞ = ( τ n + 1 y ; τ ) ∞ (\tau z^{-1}y;\tau)_\infty=(\tau^{n+1}y;\tau)_\infty ( τ z − 1 y ; τ ) ∞ = ( τ n + 1 y ; τ ) ∞ , and (67) gives the generating function of v n v_n v n . It is a rational function whose poles are the simple poles τ − 1 , … , τ − n \tau^{-1},\ldots,\tau^{-n} τ − 1 , … , τ − n . The pole τ − 1 \tau^{-1} τ − 1 gives the leading term ϱ m ( − μ n ) = c n τ m + O ( τ 2 m ) \varrho_m(-\mu_n)=c_n\tau^m+O(\tau^{2m}) ϱ m ( − μ n ) = c n τ m + O ( τ 2 m ) , where
c n = ( τ − n ; τ ) n − 1 ( τ ; τ ) n − 1 = ( − 1 ) n − 1 τ − n ( n + 1 ) 2 1 − τ n 1 − τ . c_n=\frac{(\tau^{-n};\tau)_{n-1}}{(\tau;\tau)_{n-1}}=(-1)^{n-1}\tau^{-\frac{n(n+1)}{2}}\frac{1-\tau^n}{1-\tau}. c n = ( τ ; τ ) n − 1 ( τ − n ; τ ) n − 1 = ( − 1 ) n − 1 τ − 2 n ( n + 1 ) 1 − τ 1 − τ n .
For λ , λ ′ ∈ C \lambda,\lambda'\in\mathbb{C} λ , λ ′ ∈ C , put T m = d e f a m ( ϱ m + 1 ( λ ) ϱ m ( λ ′ ) − ϱ m ( λ ) ϱ m + 1 ( λ ′ ) ) T_m\mathrel{\overset{\mathrm{def}}{=}}a_m\bigl(\varrho_{m+1}(\lambda)\varrho_m(\lambda')-\varrho_m(\lambda)\varrho_{m+1}(\lambda')\bigr) T m = def a m ( ϱ m + 1 ( λ ) ϱ m ( λ ′ ) − ϱ m ( λ ) ϱ m + 1 ( λ ′ ) ) and T − 1 = 0 T_{-1}=0 T − 1 = 0 . The second form of (62) gives T m − T m − 1 = ( λ − λ ′ ) ϱ m ( λ ) ϱ m ( λ ′ ) T_m-T_{m-1}=(\lambda-\lambda')\varrho_m(\lambda)\varrho_m(\lambda') T m − T m − 1 = ( λ − λ ′ ) ϱ m ( λ ) ϱ m ( λ ′ ) . Summing over 0 ≤ m ≤ N 0\le m\le N 0 ≤ m ≤ N , dividing by λ − λ ′ \lambda-\lambda' λ − λ ′ and letting λ ′ → λ \lambda'\to\lambda λ ′ → λ , we obtain the confluent form of the Christoffel–Darboux formula, compare [68 Theorem 3.2.2]
∑ m = 0 N ϱ m ( λ ) 2 = a N ( ϱ N + 1 ′ ( λ ) ϱ N ( λ ) − ϱ N ′ ( λ ) ϱ N + 1 ( λ ) ) . \sum_{m=0}^{N}\varrho_m(\lambda)^2=a_N\bigl(\varrho'_{N+1}(\lambda)\varrho_N(\lambda)-\varrho'_N(\lambda)\varrho_{N+1}(\lambda)\bigr). m = 0 ∑ N ϱ m ( λ ) 2 = a N ( ϱ N + 1 ′ ( λ ) ϱ N ( λ ) − ϱ N ′ ( λ ) ϱ N + 1 ( λ ) ) .
Let λ = − μ n \lambda=-\mu_n λ = − μ n and N → ∞ N\to\infty N → ∞ . By Theorem 6.15 , ϱ N ′ → ϱ ∞ ′ \varrho'_N\to\varrho'_\infty ϱ N ′ → ϱ ∞ ′ locally uniformly, and a N ϱ N ( − μ n ) → c n 1 − τ 2 a_N\varrho_N(-\mu_n)\to\frac{c_n}{1-\tau^2} a N ϱ N ( − μ n ) → 1 − τ 2 c n , a N ϱ N + 1 ( − μ n ) → τ c n 1 − τ 2 a_N\varrho_{N+1}(-\mu_n)\to\frac{\tau c_n}{1-\tau^2} a N ϱ N + 1 ( − μ n ) → 1 − τ 2 τ c n . Hence ∥ v n ∥ 2 = 1 + τ 1 + τ 2 ϱ ∞ ′ ( − μ n ) \lVert v_n\rVert^2=\frac{1+\tau}{1+\tau^2}\varrho'_\infty(-\mu_n) ∥ v n ∥ 2 = 1 + τ 2 1 + τ ϱ ∞ ′ ( − μ n ) . In (6.22), the factor 1 − τ n z 1-\tau^n z 1 − τ n z of ( τ z ; τ ) ∞ (\tau z;\tau)_\infty ( τ z ; τ ) ∞ vanishes at z = τ − n z=\tau^{-n} z = τ − n . Since d z d λ = − τ ( 1 − z − 2 ) 1 − τ 2 \frac{dz}{d\lambda}=-\frac{\tau(1-z^{-2})}{1-\tau^2} d λ d z = − 1 − τ 2 τ ( 1 − z − 2 ) , its derivative with respect to λ \lambda λ at − μ n -\mu_n − μ n is τ n − 1 ( 1 − τ 2 ) 1 − τ 2 n \frac{\tau^{n-1}(1-\tau^2)}{1-\tau^{2n}} 1 − τ 2 n τ n − 1 ( 1 − τ 2 ) . The other factors take the value ( − 1 ) n − 1 τ − n ( n − 1 ) 2 ( τ ; τ ) n − 1 ( τ ; τ ) ∞ ( τ n + 1 ; τ ) ∞ ( τ ; τ ) ∞ = ( − 1 ) n − 1 τ − n ( n − 1 ) 2 1 − τ n \frac{(-1)^{n-1}\tau^{-\frac{n(n-1)}{2}}(\tau;\tau)_{n-1}(\tau;\tau)_\infty(\tau^{n+1};\tau)_\infty}{(\tau;\tau)_\infty}= \frac{(-1)^{n-1}\tau^{-\frac{n(n-1)}{2}}}{1-\tau^n} ( τ ; τ ) ∞ ( − 1 ) n − 1 τ − 2 n ( n − 1 ) ( τ ; τ ) n − 1 ( τ ; τ ) ∞ ( τ n + 1 ; τ ) ∞ = 1 − τ n ( − 1 ) n − 1 τ − 2 n ( n − 1 ) . We deduce that
ϱ ∞ ′ ( − μ n ) = ( − 1 ) n − 1 τ − ( n − 1 ) ( n − 2 ) 2 1 − τ 2 ( 1 − τ n ) ( 1 − τ 2 n ) . (73) \varrho'_\infty(-\mu_n)=(-1)^{n-1}\tau^{-\frac{(n-1)(n-2)}{2}}\frac{1-\tau^2}{(1-\tau^n)(1-\tau^{2n})}. \tag*{(73)} ϱ ∞ ′ ( − μ n ) = ( − 1 ) n − 1 τ − 2 ( n − 1 ) ( n − 2 ) ( 1 − τ n ) ( 1 − τ 2 n ) 1 − τ 2 . (73)
and ∥ v n ∥ 2 = τ − n ( n − 1 ) 1 − τ 2 n = 1 ϖ n \lVert v_n\rVert^2=\frac{\tau^{-n(n-1)}}{1-\tau^{2n}}=\frac{1}{\varpi_n} ∥ v n ∥ 2 = 1 − τ 2 n τ − n ( n − 1 ) = ϖ n 1 . Finally, K K K is a compact, self-adjoint and injective operator, whose eigenspaces are the lines C v n \mathbb{C}v_n C v n . Hence ( ϖ n v n ) (\sqrt{\varpi_n}v_n) ( ϖ n v n ) is an orthonormal basis, and (6.25) is the Parseval identity ⟨ δ i , δ j ⟩ = ∑ n ϖ n ⟨ δ i , v n ⟩ ⟨ v n , δ j ⟩ \langle\delta_i,\delta_j\rangle=\sum_n\varpi_n\langle\delta_i,v_n\rangle\langle v_n,\delta_j\rangle ⟨ δ i , δ j ⟩ = ∑ n ϖ n ⟨ δ i , v n ⟩ ⟨ v n , δ j ⟩ . ▪
Corollary 6.19
The zeros of ϱ ∞ \varrho_\infty ϱ ∞ are the numbers − μ n -\mu_n − μ n , n ≥ 1 n\ge1 n ≥ 1 , and they are simple. The entire function ϱ ∞ \varrho_\infty ϱ ∞ has order 0 0 0 , max ∣ λ ∣ = R ∣ ϱ ∞ ( λ ) ∣ = ϱ ∞ ( R ) \max_{|\lambda|=R}|\varrho_\infty(\lambda)|=\varrho_\infty(R) max ∣ λ ∣ = R ∣ ϱ ∞ ( λ ) ∣ = ϱ ∞ ( R ) , and log ϱ ∞ ( R ) = ( log R ) 2 2 log ( 1 / τ ) + O ( log R ) \log\varrho_\infty(R)=\frac{(\log R)^2}{2\log(1/\tau)}+O(\log R) log ϱ ∞ ( R ) = 2 l o g ( 1/ τ ) ( l o g R ) 2 + O ( log R ) as R → ∞ R\to\infty R → ∞ .
Let W n W_n W n be the Chebyshev polynomials of the fourth kind, W n ( cos θ ) = sin ( ( n + 1 2 ) θ ) sin θ 2 W_n(\cos\theta)=\frac{\sin((n+\frac12)\theta)}{\sin\frac{\theta}{2}} W n ( cos θ ) = s i n 2 θ s i n (( n + 2 1 ) θ ) [27 (18.5.4)] . For any λ ∈ C \lambda\in\mathbb{C} λ ∈ C , with x = 1 − ( 1 − τ 2 ) λ 2 τ x=1-\frac{(1-\tau^2)\lambda}{2\tau} x = 1 − 2 τ ( 1 − τ 2 ) λ , we have
ϱ ∞ ( λ ) = 1 ( τ ; τ ) ∞ 3 ∑ n ≥ 0 ( − 1 ) n τ n ( n + 1 ) 2 W n ( x ) = θ 1 ( u , τ 1 / 2 ) θ 1 ′ ( 0 , τ 1 / 2 ) sin u , \varrho_\infty(\lambda)=\frac{1}{(\tau;\tau)_\infty^3}\sum_{n\ge0}(-1)^n\tau^{\frac{n(n+1)}{2}}W_n(x)=\frac{\theta_1(u,\tau^{1/2})}{\theta_1'(0,\tau^{1/2})\sin u}, ϱ ∞ ( λ ) = ( τ ; τ ) ∞ 3 1 n ≥ 0 ∑ ( − 1 ) n τ 2 n ( n + 1 ) W n ( x ) = θ 1 ′ ( 0 , τ 1/2 ) sin u θ 1 ( u , τ 1/2 ) , where u ∈ C u\in\mathbb{C} u ∈ C is such that sin 2 u = ( 1 − τ 2 ) λ 4 τ \sin^2u=\frac{(1-\tau^2)\lambda}{4\tau} sin 2 u = 4 τ ( 1 − τ 2 ) λ and θ 1 \theta_1 θ 1 is the Jacobi theta function [27 (20.2.1)] , the last expression being 1 1 1 for u = 0 u=0 u = 0 .
The function f ( z ) = ( τ z , τ z − 1 ; τ ) ∞ ( τ ; τ ) ∞ f(z)=\frac{(\tau z,\tau z^{-1};\tau)_\infty}{(\tau;\tau)_\infty} f ( z ) = ( τ ; τ ) ∞ ( τ z , τ z − 1 ; τ ) ∞ satisfies ( 1 − τ z ) f ( τ z ) = ( 1 − z − 1 ) f ( z ) (1-\tau z)f(\tau z)=(1-z^{-1})f(z) ( 1 − τ z ) f ( τ z ) = ( 1 − z − 1 ) f ( z ) for any z ∈ C ∖ { 0 } z\in\mathbb{C}\setminus\{0\} z ∈ C ∖ { 0 } , and any holomorphic function on C ∖ { 0 } \mathbb{C}\setminus\{0\} C ∖ { 0 } which satisfies this functional equation is a constant multiple of f f f .
Write ϱ ∞ ( λ ) = ∑ n ≥ 0 c n λ n \varrho_\infty(\lambda)=\sum_{n\ge0}c_n\lambda^n ϱ ∞ ( λ ) = ∑ n ≥ 0 c n λ n . For any n ≥ 1 n\ge1 n ≥ 1 , we have c n > 0 c_n>0 c n > 0 and
c n = ( 1 − τ 2 ) n ∑ 1 ≤ i 1 < ⋯ < i n ∏ l = 1 n τ i l − 1 ( 1 − τ i l ) 2 c_n=(1-\tau^2)^n\sum_{1\le i_1<\cdots<i_n}\prod_{l=1}^n\frac{\tau^{i_l-1}}{(1-\tau^{i_l})^2} c n = ( 1 − τ 2 ) n 1 ≤ i 1 < ⋯ < i n ∑ l = 1 ∏ n ( 1 − τ i l ) 2 τ i l − 1 = 1 ( τ ; τ ) ∞ 3 ( τ 2 − 1 τ ) n ∑ m ≥ n ( − 1 ) m 2 m + 1 2 n + 1 ( m + n 2 n ) τ m ( m + 1 ) 2 . =\frac{1}{(\tau;\tau)_\infty^3}\left(\frac{\tau^2-1}{\tau}\right)^n\sum_{m\ge n}(-1)^m\frac{2m+1}{2n+1}\binom{m+n}{2n}\tau^{\frac{m(m+1)}{2}}. = ( τ ; τ ) ∞ 3 1 ( τ τ 2 − 1 ) n m ≥ n ∑ ( − 1 ) m 2 n + 1 2 m + 1 ( 2 n m + n ) τ 2 m ( m + 1 ) . For any integer k ≥ 1 k\ge1 k ≥ 1 , let E 2 k ( τ ) ≔ 1 − 4 k B 2 k ∑ N ≥ 1 σ 2 k − 1 ( N ) τ N E_{2k}(\tau)\coloneqq1-\frac{4k}{B_{2k}}\sum_{N\ge1}\sigma_{2k-1}(N)\tau^N E 2 k ( τ ) : = 1 − B 2 k 4 k ∑ N ≥ 1 σ 2 k − 1 ( N ) τ N be the Eisenstein series of weight 2 k 2k 2 k [Zag08], written as a power series in τ \tau τ , where B 2 k B_{2k} B 2 k is the Bernoulli number [27 Section 24.2] and σ 2 k − 1 ( N ) = ∑ e ∣ N e 2 k − 1 \sigma_{2k-1}(N)=\sum_{e\mid N}e^{2k-1} σ 2 k − 1 ( N ) = ∑ e ∣ N e 2 k − 1 . For any u ∈ C u\in\mathbb{C} u ∈ C such that ∣ u ∣ < min ( π , 1 2 log 1 τ ) |u|<\min(\pi,\frac12\log\frac1\tau) ∣ u ∣ < min ( π , 2 1 log τ 1 ) , we have
sin u u ϱ ∞ ( 4 τ sin 2 u 1 − τ 2 ) = exp ( ∑ k ≥ 1 ( − 1 ) k 2 2 k − 1 B 2 k k ( 2 k ) ! E 2 k ( τ ) u 2 k ) . (74) \frac{\sin u}{u}\varrho_\infty\left(\frac{4\tau\sin^2u}{1-\tau^2}\right)=\exp\left(\sum_{k\ge1}\frac{(-1)^k2^{2k-1}B_{2k}}{k(2k)!}E_{2k}(\tau)u^{2k}\right). \tag*{(74)} u sin u ϱ ∞ ( 1 − τ 2 4 τ sin 2 u ) = exp ( k ≥ 1 ∑ k ( 2 k )! ( − 1 ) k 2 2 k − 1 B 2 k E 2 k ( τ ) u 2 k ) . (74)
Consequently, for any n ≥ 1 n \ge1 n ≥ 1 , the number ( 4 τ 1 − τ 2 ) n c n \left(\frac{4\tau}{1-\tau^2}\right)^n c_n ( 1 − τ 2 4 τ ) n c n is a polynomial with rational coefficients in E 2 ( τ ) E_2(\tau) E 2 ( τ ) , E 4 ( τ ) E_4(\tau) E 4 ( τ ) and E 6 ( τ ) E_6(\tau) E 6 ( τ ) , whose homogeneous components have weights 0 , 2 , … , 2 n 0,2,\ldots,2n 0 , 2 , … , 2 n , the weight of E 2 k E_{2k} E 2 k being 2 k 2k 2 k . For instance,
c 1 = 1 − τ 2 24 τ ( 1 − E 2 ) , c 2 = ( 1 − τ 2 4 τ ) 2 ( E 2 2 72 − E 2 12 − E 4 480 + 3 40 ) . c_1=\frac{1-\tau^2}{24\tau}(1-E_2),\qquad c_2=\left(\frac{1-\tau^2}{4\tau}\right)^2\left(\frac{E_2^2}{72}-\frac{E_2}{12}-\frac{E_4}{480}+\frac{3}{40}\right). c 1 = 24 τ 1 − τ 2 ( 1 − E 2 ) , c 2 = ( 4 τ 1 − τ 2 ) 2 ( 72 E 2 2 − 12 E 2 − 480 E 4 + 40 3 ) .
Proof: 1. The first assertion follows from (6.22), since the μ n \mu_n μ n are distinct. By the fourth part below, c n > 0 c_n>0 c n > 0 for any n n n , hence max ∣ λ ∣ = R ∣ ϱ ∞ ( λ ) ∣ = ϱ ∞ ( R ) \max_{|\lambda|=R}|\varrho_\infty(\lambda)|=\varrho_\infty(R) max ∣ λ ∣ = R ∣ ϱ ∞ ( λ ) ∣ = ϱ ∞ ( R ) . Put ℓ = log 1 τ \ell=\log\frac{1}{\tau} ℓ = log τ 1 . By (66) , there exists C ≥ 1 C\ge1 C ≥ 1 such that C − 1 τ − n ≤ μ n ≤ C τ − n C^{-1}\tau^{-n}\le\mu_n\le C\tau^{-n} C − 1 τ − n ≤ μ n ≤ C τ − n for any n ≥ 1 n\ge1 n ≥ 1 . Let R ≥ 1 R\ge1 R ≥ 1 and let N N N be the integer part of log R ℓ \frac{\log R}{\ell} ℓ l o g R . For n ≤ N n\le N n ≤ N , we have log ( 1 + R μ n ) = log R − n ℓ + O ( 1 ) \log(1+\frac{R}{\mu_n})=\log R-n\ell+O(1) log ( 1 + μ n R ) = log R − n ℓ + O ( 1 ) , and for n > N n>N n > N , we have log ( 1 + R μ n ) ≤ R μ n ≤ C R τ n \log(1+\frac{R}{\mu_n})\le\frac{R}{\mu_n}\le CR\tau^n log ( 1 + μ n R ) ≤ μ n R ≤ C R τ n , whose sum over n > N n>N n > N is O ( 1 ) O(1) O ( 1 ) . Hence
log ϱ ∞ ( R ) = N log R − N ( N + 1 ) 2 ℓ + O ( N ) = ( log R ) 2 2 ℓ + O ( log R ) . \log\varrho_\infty(R)=N\log R-\frac{N(N+1)}{2}\ell+O(N)=\frac{(\log R)^2}{2\ell}+O(\log R). log ϱ ∞ ( R ) = N log R − 2 N ( N + 1 ) ℓ + O ( N ) = 2 ℓ ( log R ) 2 + O ( log R ) .
In particular, ϱ ∞ \varrho_\infty ϱ ∞ has order 0 0 0 .
For n ∈ N 0 n\in\mathbb{N}_0 n ∈ N 0 and w ∈ C ∖ { 0 } w\in\mathbb{C}\setminus\{0\} w ∈ C ∖ { 0 } , put D n ( w ) ≔ ∑ ∣ i ∣ ≤ n w i D_n(w)\coloneqq\sum_{|i|\le n}w^i D n ( w ) : = ∑ ∣ i ∣ ≤ n w i , so that D n ( e i θ ) = W n ( cos θ ) D_n(e^{i\theta})=W_n(\cos\theta) D n ( e i θ ) = W n ( cos θ ) and D n ( w ) = W n ( w + w − 1 2 ) D_n(w)=W_n\left(\frac{w+w^{-1}}{2}\right) D n ( w ) = W n ( 2 w + w − 1 ) , both sides being Laurent polynomials. Let z ≠ 1 z\ne1 z = 1 . By Jacobi’s triple product identity [27 (17.8.1)] ,
∑ m ∈ Z ( − 1 ) m τ m ( m − 1 ) 2 z m = ( τ , z , τ z − 1 ; τ ) ∞ . \sum_{m\in\mathbb{Z}}(-1)^m\tau^{\frac{m(m-1)}{2}}z^m=(\tau,z,\tau z^{-1};\tau)_\infty. m ∈ Z ∑ ( − 1 ) m τ 2 m ( m − 1 ) z m = ( τ , z , τ z − 1 ; τ ) ∞ .
Since ( z ; τ ) ∞ = ( 1 − z ) ( τ z ; τ ) ∞ (z;\tau)_\infty=(1-z)(\tau z;\tau)_\infty ( z ; τ ) ∞ = ( 1 − z ) ( τ z ; τ ) ∞ , (6.22) gives
ϱ ∞ ( λ ) = 1 ( 1 − z ) ( τ ; τ ) ∞ 3 ∑ m ∈ Z ( − 1 ) m τ m ( m − 1 ) 2 z m . \varrho_\infty(\lambda)=\frac{1}{(1-z)(\tau;\tau)_\infty^3}\sum_{m\in\mathbb{Z}}(-1)^m\tau^{\frac{m(m-1)}{2}}z^m. ϱ ∞ ( λ ) = ( 1 − z ) ( τ ; τ ) ∞ 3 1 m ∈ Z ∑ ( − 1 ) m τ 2 m ( m − 1 ) z m .
We group the terms m m m and 1 − m 1-m 1 − m , m ≥ 1 m\ge1 m ≥ 1 , which have the same coefficient up to sign. Since z m − z 1 − m 1 − z = − D m − 1 ( z ) \frac{z^m-z^{1-m}}{1-z}=-D_{m-1}(z) 1 − z z m − z 1 − m = − D m − 1 ( z ) , we obtain the first formula with n = m − 1 n=m-1 n = m − 1 , and it extends to z = 1 z=1 z = 1 by continuity. Now write z = e 2 i u z=e^{2iu} z = e 2 i u . Then D n ( z ) = sin ( ( 2 n + 1 ) u ) sin u D_n(z)=\frac{\sin((2n+1)u)}{\sin u} D n ( z ) = s i n u s i n (( 2 n + 1 ) u ) and sin 2 u = 2 − z − z − 1 4 = − ( 1 − τ 2 ) λ 4 τ \sin^2u=\frac{2-z-z^{-1}}{4}=-\frac{(1-\tau^2)\lambda}{4\tau} sin 2 u = 4 2 − z − z − 1 = − 4 τ ( 1 − τ 2 ) λ (65) . By [27 (20.2.1)] , we have
θ 1 ( u , τ 1 2 ) = 2 τ 1 8 ∑ n ≥ 0 ( − 1 ) n τ n ( n + 1 ) 2 sin ( ( 2 n + 1 ) u ) . \theta_1\left(u,\tau^{\frac12}\right)=2\tau^{\frac18}\sum_{n\ge0}(-1)^n\tau^{\frac{n(n+1)}{2}}\sin((2n+1)u). θ 1 ( u , τ 2 1 ) = 2 τ 8 1 n ≥ 0 ∑ ( − 1 ) n τ 2 n ( n + 1 ) sin (( 2 n + 1 ) u ) .
Hence ϱ ∞ ( λ ) = θ 1 ( u , τ 1 2 ) 2 τ 1 8 ( τ ; τ ) ∞ 3 sin u \varrho_\infty(\lambda)=\frac{\theta_1(u,\tau^{\frac12})}{2\tau^{\frac18}(\tau;\tau)_\infty^3\sin u} ϱ ∞ ( λ ) = 2 τ 8 1 ( τ ; τ ) ∞ 3 s i n u θ 1 ( u , τ 2 1 ) . Letting u → 0 u\to0 u → 0 and using ϱ ∞ ( 0 ) = 1 \varrho_\infty(0)=1 ϱ ∞ ( 0 ) = 1 , we obtain θ 1 ′ ( 0 , τ 1 2 ) = 2 τ 1 8 ( τ ; τ ) ∞ 3 \theta_1'\left(0,\tau^{\frac12}\right)=2\tau^{\frac18}(\tau;\tau)_\infty^3 θ 1 ′ ( 0 , τ 2 1 ) = 2 τ 8 1 ( τ ; τ ) ∞ 3 , in accordance with [27 (20.4.2)] , which gives the second formula.
We have f ( τ z ) = ( τ 2 z , z − 1 ; τ ) ∞ ( τ ; τ ) ∞ 2 f(\tau z)=\frac{(\tau^2z,z^{-1};\tau)_\infty}{(\tau;\tau)_\infty^2} f ( τ z ) = ( τ ; τ ) ∞ 2 ( τ 2 z , z − 1 ; τ ) ∞ , ( τ z ; τ ) ∞ = ( 1 − τ z ) ( τ 2 z ; τ ) ∞ (\tau z;\tau)_\infty=(1-\tau z)(\tau^2z;\tau)_\infty ( τ z ; τ ) ∞ = ( 1 − τ z ) ( τ 2 z ; τ ) ∞ and ( z − 1 ; τ ) ∞ = ( 1 − z − 1 ) ( τ z − 1 ; τ ) ∞ (z^{-1};\tau)_\infty=(1-z^{-1})(\tau z^{-1};\tau)_\infty ( z − 1 ; τ ) ∞ = ( 1 − z − 1 ) ( τ z − 1 ; τ ) ∞ , which gives the functional equation. Let g g g be a holomorphic function on C ∖ { 0 } \mathbb{C}\setminus\{0\} C ∖ { 0 } which satisfies it. The equation at z = τ − 1 z=\tau^{-1} z = τ − 1 gives g ( τ − 1 ) = 0 g(\tau^{-1})=0 g ( τ − 1 ) = 0 , and the equation at z = τ − k z=\tau^{-k} z = τ − k , k ≥ 2 k\ge2 k ≥ 2 , gives ( 1 − τ 1 − k ) g ( τ 1 − k ) = ( 1 − τ k ) g ( τ − k ) (1-\tau^{1-k})g(\tau^{1-k})=(1-\tau^k)g(\tau^{-k}) ( 1 − τ 1 − k ) g ( τ 1 − k ) = ( 1 − τ k ) g ( τ − k ) , so that g ( τ − k ) = 0 g(\tau^{-k})=0 g ( τ − k ) = 0 for any k ≥ 1 k\ge1 k ≥ 1 by induction. Similarly, the equation at z = τ k z=\tau^k z = τ k , k ≥ 1 k\ge1 k ≥ 1 , gives ( 1 − τ k + 1 ) g ( τ k + 1 ) = ( 1 − τ − k ) g ( τ k ) (1-\tau^{k+1})g(\tau^{k+1})=(1-\tau^{-k})g(\tau^k) ( 1 − τ k + 1 ) g ( τ k + 1 ) = ( 1 − τ − k ) g ( τ k ) , and the equation at z = 1 z=1 z = 1 gives g ( τ ) = 0 g(\tau)=0 g ( τ ) = 0 ; hence g ( τ k ) = 0 g(\tau^k)=0 g ( τ k ) = 0 for any k ≥ 1 k\ge1 k ≥ 1 . The zeros of f f f are the simple zeros τ ± k \tau^{\pm k} τ ± k , k ≥ 1 k\ge1 k ≥ 1 . Hence h = g f h=\frac{g}{f} h = f g is holomorphic on C ∖ { 0 } \mathbb{C}\setminus\{0\} C ∖ { 0 } and h ( τ z ) = h ( z ) h(\tau z)=h(z) h ( τ z ) = h ( z ) . Thus h h h defines a holomorphic function on the compact Riemann surface ( C ∖ { 0 } ) / τ Z (\mathbb{C}\setminus\{0\})/\tau^{\mathbb{Z}} ( C ∖ { 0 }) / τ Z , and h h h is constant.
The first formula follows from the expansion of the absolutely convergent product (6.22), and it shows that c n > 0 c_n>0 c n > 0 . For the second one, we use the second part and the expansion
W m ( x ) = ∑ j = 0 m 2 m + 1 2 j + 1 ( m + j 2 j ) ( 2 x − 2 ) j , where 2 x − 2 = − ( 1 − τ 2 ) λ τ . W_m(x)=\sum_{j=0}^{m}\frac{2m+1}{2j+1}\binom{m+j}{2j}(2x-2)^j,\qquad\text{where }2x-2=-\frac{(1-\tau^2)\lambda}{\tau}. W m ( x ) = j = 0 ∑ m 2 j + 1 2 m + 1 ( 2 j m + j ) ( 2 x − 2 ) j , where 2 x − 2 = − τ ( 1 − τ 2 ) λ .
It holds for m = 0 m=0 m = 0 and m = 1 m=1 m = 1 , since W 1 ( x ) = 2 x + 1 W_1(x)=2x+1 W 1 ( x ) = 2 x + 1 , and it follows by induction from the relation D m + 1 ( w ) = ( w + w − 1 ) D m ( w ) − D m − 1 ( w ) D_{m+1}(w)=(w+w^{-1})D_m(w)-D_{m-1}(w) D m + 1 ( w ) = ( w + w − 1 ) D m ( w ) − D m − 1 ( w ) , since a direct computation shows that ( 2 m + 3 ) ( m + (2m+3)(m+ ( 2 m + 3 ) ( m + j + 1 ) ( m + j ) = 2 ( 2 m + 1 ) ( m + j ) ( m + 1 − j ) + 2 j ( 2 m + 1 ) ( 2 j + 1 ) − ( 2 m − 1 ) ( m + 1 − j ) ( m − j ) j+1)(m+j)=2(2m+1)(m+j)(m+1-j)+2j(2m+1)(2j+1)-(2m-1)(m+1-j)(m-j) j + 1 ) ( m + j ) = 2 ( 2 m + 1 ) ( m + j ) ( m + 1 − j ) + 2 j ( 2 m + 1 ) ( 2 j + 1 ) − ( 2 m − 1 ) ( m + 1 − j ) ( m − j ) . The exchange of the sums over m m m and j j j is legitimate, since ( 2 m + 1 2 j + 1 ) ( m + j 2 j ) ≤ ( 2 m + 1 ) 4 m \binom{2m+1}{2j+1}\binom{m+j}{2j}\le(2m+1)4^m ( 2 j + 1 2 m + 1 ) ( 2 j m + j ) ≤ ( 2 m + 1 ) 4 m and the coefficients τ m ( m + 1 ) 2 \frac{\tau^{m(m+1)}}{2} 2 τ m ( m + 1 ) decrease faster than any geometric sequence.
Let ∣ u ∣ < min ( π , 1 2 log 1 τ ) |u|<\min(\pi,\frac{1}{2}\log\frac{1}{\tau}) ∣ u ∣ < min ( π , 2 1 log τ 1 ) and z = e 2 i u z=e^{2iu} z = e 2 i u , so that ∣ τ n z ± 1 ∣ < 1 |\tau^n z^{\pm1}|<1 ∣ τ n z ± 1 ∣ < 1 for any n ≥ 1 n\ge1 n ≥ 1 . Taking logarithms in (6.22), we obtain
log ϱ ∞ ( λ ) = − ∑ n ≥ 1 ∑ m ≥ 1 τ n m m ( z m + z − m − 2 ) = ∑ m ≥ 1 4 sin 2 ( m u ) m ⋅ τ m 1 − τ m . \log\varrho_\infty(\lambda)=-\sum_{n\ge1}\sum_{m\ge1}\frac{\tau^{nm}}{m}(z^m+z^{-m}-2)=\sum_{m\ge1}\frac{4\sin^2(mu)}{m}\cdot\frac{\tau^m}{1-\tau^m}. log ϱ ∞ ( λ ) = − n ≥ 1 ∑ m ≥ 1 ∑ m τ nm ( z m + z − m − 2 ) = m ≥ 1 ∑ m 4 sin 2 ( m u ) ⋅ 1 − τ m τ m .
the double series being absolutely convergent. We expand 4 sin 2 ( m u ) = − 2 ∑ k ≥ 1 ( − 1 ) k ( 2 m u ) 2 k ( 2 k ) ! 4\sin^2(mu)=-2\sum_{k\ge1}\frac{(-1)^k(2mu)^{2k}}{(2k)!} 4 sin 2 ( m u ) = − 2 ∑ k ≥ 1 ( 2 k )! ( − 1 ) k ( 2 m u ) 2 k . Since e 2 ∣ u ∣ τ < 1 e^{2|u|}\tau<1 e 2∣ u ∣ τ < 1 , the series ∑ m cosh ( 2 m ∣ u ∣ ) τ m m ( 1 − τ m ) \sum_m\cosh(2m|u|)\frac{\tau^m}{m(1-\tau^m)} ∑ m cosh ( 2 m ∣ u ∣ ) m ( 1 − τ m ) τ m converges, and we may exchange the sums. For any k ≥ 1 k\ge1 k ≥ 1 , put
S k ≔ ∑ m ≥ 1 m 2 k − 1 τ m 1 − τ m = ∑ N ≥ 1 σ 2 k − 1 ( N ) τ N = B 2 k 4 k ( 1 − E 2 k ( τ ) ) . S_k\coloneqq\sum_{m\ge1}\frac{m^{2k-1}\tau^m}{1-\tau^m}=\sum_{N\ge1}\sigma_{2k-1}(N)\tau^N=\frac{B_{2k}}{4k}(1-E_{2k}(\tau)). S k : = m ≥ 1 ∑ 1 − τ m m 2 k − 1 τ m = N ≥ 1 ∑ σ 2 k − 1 ( N ) τ N = 4 k B 2 k ( 1 − E 2 k ( τ )) .
We obtain log ϱ ∞ ( λ ) = − ∑ k ≥ 1 ( − 1 ) k 2 2 k − 1 B 2 k k ( 2 k ) ! ( 1 − E 2 k ( τ ) ) u 2 k \log\varrho_\infty(\lambda)=-\sum_{k\ge1}\frac{(-1)^k2^{2k-1}B_{2k}}{k(2k)!}(1-E_{2k}(\tau))u^{2k} log ϱ ∞ ( λ ) = − ∑ k ≥ 1 k ( 2 k )! ( − 1 ) k 2 2 k − 1 B 2 k ( 1 − E 2 k ( τ )) u 2 k . On the other hand, the product formula of the sine [27 (4.22.1)] and the values ζ ( 2 k ) = ( − 1 ) k + 1 B 2 k ( 2 π ) 2 k 2 ( 2 k ) ! \zeta(2k)=\frac{(-1)^{k+1}B_{2k}(2\pi)^{2k}}{2(2k)!} ζ ( 2 k ) = 2 ( 2 k )! ( − 1 ) k + 1 B 2 k ( 2 π ) 2 k [27 (25.6.2)] give log sin u u = − ∑ k ≥ 1 ζ ( 2 k ) k π 2 k u 2 k = ∑ k ≥ 1 ( − 1 ) k 2 2 k − 1 B 2 k k ( 2 k ) ! u 2 k \log\frac{\sin u}{u}=-\sum_{k\ge1}\frac{\zeta(2k)}{k\pi^{2k}}u^{2k}=\sum_{k\ge1}\frac{(-1)^k2^{2k-1}B_{2k}}{k(2k)!}u^{2k} log u s i n u = − ∑ k ≥ 1 k π 2 k ζ ( 2 k ) u 2 k = ∑ k ≥ 1 k ( 2 k )! ( − 1 ) k 2 2 k − 1 B 2 k u 2 k for ∣ u ∣ < π |u|<\pi ∣ u ∣ < π , which is also [27 (4.19.7)] . Adding the two expansions gives (74) . Since u 2 = arcsin 2 s 4 τ u^2=\arcsin^2\sqrt{\frac{s}{4\tau}} u 2 = arcsin 2 4 τ s is a power series in s = ( 1 − τ ) 2 λ 2 4 τ s=\frac{(1-\tau)^2\lambda^2}{4\tau} s = 4 τ ( 1 − τ ) 2 λ 2 with rational coefficients and without constant term, the coefficient of s n s^n s n in (74) is a polynomial with rational coefficients in the E 2 k E_{2k} E 2 k , k ≤ n k\le n k ≤ n , whose monomials have weights at most 2 n 2n 2 n . For k ≥ 2 k\ge2 k ≥ 2 , E 2 k E_{2k} E 2 k is a polynomial with rational coefficients in E 4 E_4 E 4 and E 6 E_6 E 6 [Zag08]. The values of c 1 c_1 c 1 and c 2 c_2 c 2 follow from the expansion up to the order 2 2 2 .
The second-order recurrence of the vertical network is also a q q q -difference equation in the variable x = τ d x=\tau^d x = τ d , which we now compare with Heine’s equation.
Proposition 6.20 Let λ ∈ C \lambda\in\mathbb{C} λ ∈ C , and consider the q q q -difference equation
( 1 − τ x ) f ( τ x ) − [ 1 + τ − τ ( z + z − 1 ) x ] f ( x ) + τ ( 1 − x ) f ( τ − 1 x ) = 0. (75) (1-\tau x)f(\tau x)-[1+\tau-\tau(z+z^{-1})x]f(x)+\tau(1-x)f(\tau^{-1}x)=0. \tag*{(75)} ( 1 − τ x ) f ( τ x ) − [ 1 + τ − τ ( z + z − 1 ) x ] f ( x ) + τ ( 1 − x ) f ( τ − 1 x ) = 0. (75) The function τ d ↦ ϱ d ( λ ) \tau^d\mapsto\varrho_d(\lambda) τ d ↦ ϱ d ( λ ) satisfies (75) at the points x = τ d x=\tau^d x = τ d , d ∈ N 0 d\in\mathbb{N}_0 d ∈ N 0 , the last term being zero for d = 0 d=0 d = 0 .
The function ψ ( x ) ≔ x 2 ϕ 1 ( τ z , τ z − 1 τ 2 ; τ , τ x ) \psi(x)\coloneqq x\,{}_2\phi_1\left(\begin{matrix}\tau z,\tau z^{-1}\\ \tau^2\end{matrix};\tau,\tau x\right) ψ ( x ) : = x 2 ϕ 1 ( τ z , τ z − 1 τ 2 ; τ , τ x ) is holomorphic on the disc { ∣ x ∣ < τ − 1 } \{|x|<\tau^{-1}\} { ∣ x ∣ < τ − 1 } , and it satisfies (75) for any ∣ x ∣ < 1 |x|<1 ∣ x ∣ < 1 . Moreover, the characteristic exponents of (75) at x = 0 x=0 x = 0 are 0 0 0 and 1 1 1 , and if λ ≠ 0 \lambda\ne0 λ = 0 , no function f f f which is holomorphic on a disc centred at 0 0 0 with f ( 0 ) ≠ 0 f(0)\ne0 f ( 0 ) = 0 satisfies (75) on a smaller disc.
For any d ∈ N 0 d\in\mathbb{N}_0 d ∈ N 0 , put ψ d ≔ ψ ( τ d ) \psi_d\coloneqq\psi(\tau^d) ψ d : = ψ ( τ d ) . Then a d ( ϱ d + 1 ( λ ) ψ d − ϱ d ( λ ) ψ d + 1 ) = ϱ ∞ ( λ ) 1 + τ \mathfrak{a}_d(\varrho_{d+1}(\lambda)\psi_d-\varrho_d(\lambda)\psi_{d+1})=\frac{\varrho_\infty(\lambda)}{1+\tau} a d ( ϱ d + 1 ( λ ) ψ d − ϱ d ( λ ) ψ d + 1 ) = 1 + τ ϱ ∞ ( λ ) . In particular,
ϱ ∞ ( λ ) = ( 1 + ( 1 + τ ) λ ) 2 ϕ 1 ( τ z , τ z − 1 τ 2 ; τ , τ ) − τ 2 2 ϕ 1 ( τ z , τ z − 1 τ 2 ; τ , τ 2 ) . \varrho_\infty(\lambda)=(1+(1+\tau)\lambda){}_2\phi_1\left(\begin{matrix}\tau z,\tau z^{-1}\\ \tau^2\end{matrix};\tau,\tau\right)-\tau^2{}_2\phi_1\left(\begin{matrix}\tau z,\tau z^{-1}\\ \tau^2\end{matrix};\tau,\tau^2\right). ϱ ∞ ( λ ) = ( 1 + ( 1 + τ ) λ ) 2 ϕ 1 ( τ z , τ z − 1 τ 2 ; τ , τ ) − τ 2 2 ϕ 1 ( τ z , τ z − 1 τ 2 ; τ , τ 2 ) .
Proof. 1. This is the relation ( 1 − τ d + 1 ) e d + 1 − τ ( 1 − τ d ) e d = ( 1 − τ 2 ) λ τ d ϱ d (1-\tau^{d+1})e_{d+1}-\tau(1-\tau^d)e_d=(1-\tau^2)\lambda\tau^d\varrho_d ( 1 − τ d + 1 ) e d + 1 − τ ( 1 − τ d ) e d = ( 1 − τ 2 ) λ τ d ϱ d of the proof of Theorem 6.15 , rewritten with x = τ d x=\tau^d x = τ d and (65) .
Let a , b , c ∈ C a,b,c \in\mathbb{C} a , b , c ∈ C with c ≠ τ − N 0 c \ne\tau^{-N_0} c = τ − N 0 , and let v ( x ) = ∑ n ≥ 0 v n x n = 2 ϕ 1 ( a , b ; c ; τ , x ) v(x)=\sum_{n\geq0}v_nx^n={}_2\phi_1(a,b;c;\tau,x) v ( x ) = ∑ n ≥ 0 v n x n = 2 ϕ 1 ( a , b ; c ; τ , x ) , so that
( 1 − τ n + 1 ) ( 1 − c τ n ) v n + 1 = ( 1 − a τ n ) ( 1 − b τ n ) v n . (1-\tau^{n+1})(1-c\tau^n)v_{n+1}=(1-a\tau^n)(1-b\tau^n)v_n. ( 1 − τ n + 1 ) ( 1 − c τ n ) v n + 1 = ( 1 − a τ n ) ( 1 − b τ n ) v n .
Comparing the coefficients, we obtain Heine’s q q q -difference equation, compare [27 (17.6.27)] , where it is written with the q q q -derivative
( c − a b τ x ) v ( τ 2 x ) − [ c + τ − ( a + b ) τ x ] v ( τ x ) + τ ( 1 − x ) v ( x ) = 0 , ∣ x ∣ < 1. (c-ab\tau x)v(\tau^2x)-[c+\tau-(a+b)\tau x]v(\tau x)+\tau(1-x)v(x)=0,\qquad|x|<1. ( c − ab τ x ) v ( τ 2 x ) − [ c + τ − ( a + b ) τ x ] v ( τ x ) + τ ( 1 − x ) v ( x ) = 0 , ∣ x ∣ < 1.
For ( a , b , c ) = ( τ z , τ z − 1 , τ 2 ) (a,b,c)=(\tau z,\tau z^{-1},\tau^2) ( a , b , c ) = ( τ z , τ z − 1 , τ 2 ) , we have a b = τ 2 ab=\tau^2 ab = τ 2 and a + b = τ ( z + z − 1 ) a+b=\tau(z+z^{-1}) a + b = τ ( z + z − 1 ) , and a direct computation gives that the left-hand side of (75) for f ( x ) = x v ( τ x ) f(x)=xv(\tau x) f ( x ) = xv ( τ x ) is equal to x x x times the left-hand side of Heine’s equation at the point x x x . This proves the first assertion. If f ( x ) = x s ( 1 + O ( x ) ) f(x)=x^s(1+O(x)) f ( x ) = x s ( 1 + O ( x )) , the coefficient of x s x^s x s in (75) is τ s − ( 1 + τ ) + τ 1 − s = τ − s ( τ s − 1 ) ( τ s − τ ) \tau^s-(1+\tau)+\tau^{1-s}=\tau^{-s}(\tau^s-1)(\tau^s-\tau) τ s − ( 1 + τ ) + τ 1 − s = τ − s ( τ s − 1 ) ( τ s − τ ) , so that the characteristic exponents are 0 0 0 and 1 1 1 . Let f ( x ) = ∑ n ≥ 0 f n x n f(x)=\sum_{n\geq0}f_nx^n f ( x ) = ∑ n ≥ 0 f n x n be a solution near 0 0 0 . The coefficient of x x x in (75) is f 1 ( τ − 1 − τ + 1 ) + f 0 ( τ ( z + z − 1 ) − 2 τ ) = − ( 1 − τ 2 ) λ f 0 f_1(\tau-1-\tau+1)+f_0(\tau(z+z^{-1})-2\tau)=-(1-\tau^2)\lambda f_0 f 1 ( τ − 1 − τ + 1 ) + f 0 ( τ ( z + z − 1 ) − 2 τ ) = − ( 1 − τ 2 ) λ f 0 , so that f 0 = 0 f_0=0 f 0 = 0 if λ ≠ 0 \lambda\ne0 λ = 0 .
Put W d : = a d ( ϱ d + 1 ( λ ) ψ d − ϱ d ( λ ) ψ d + 1 ) W_d\mathrel{\mathop:}=a_d(\varrho_{d+1}(\lambda)\psi_d-\varrho_d(\lambda)\psi_{d+1}) W d : = a d ( ϱ d + 1 ( λ ) ψ d − ϱ d ( λ ) ψ d + 1 ) . For any d ≥ 1 d\geq1 d ≥ 1 , both sequences satisfy a d g d + 1 = ( a d + a d − 1 + λ ) g d − a d − 1 g d − 1 a_dg_{d+1}=(a_d+a_{d-1}+\lambda)g_d-a_{d-1}g_{d-1} a d g d + 1 = ( a d + a d − 1 + λ ) g d − a d − 1 g d − 1 , by the first two parts, hence W d = W d − 1 W_d=W_{d-1} W d = W d − 1 . Moreover ψ d = τ d ( 1 + O ( τ d ) ) \psi_d=\tau^d(1+O(\tau^d)) ψ d = τ d ( 1 + O ( τ d )) , so that a d ( ψ d − ψ d + 1 ) → 1 − τ 1 − τ 2 = 1 1 + τ a_d(\psi_d-\psi_{d+1})\to\frac{1-\tau}{1-\tau^2}=\frac{1}{1+\tau} a d ( ψ d − ψ d + 1 ) → 1 − τ 2 1 − τ = 1 + τ 1 , while a d ( ϱ d + 1 − ϱ d ) ψ d = λ ψ d ∑ i ≤ d ϱ i → 0 a_d(\varrho_{d+1}-\varrho_d)\psi_d=\lambda\psi_d\sum_{i\leq d}\varrho_i\to0 a d ( ϱ d + 1 − ϱ d ) ψ d = λ ψ d ∑ i ≤ d ϱ i → 0 by (62) and the boundedness of ( ϱ i ( λ ) ) (\varrho_i(\lambda)) ( ϱ i ( λ )) . Writing W d = a d ( ϱ d + 1 − ϱ d ) ψ d + ϱ d a d ( ψ d − ψ d + 1 ) W_d=a_d(\varrho_{d+1}-\varrho_d)\psi_d+\varrho_da_d(\psi_d-\psi_{d+1}) W d = a d ( ϱ d + 1 − ϱ d ) ψ d + ϱ d a d ( ψ d − ψ d + 1 ) , we deduce that W d = lim d ′ → ∞ W d ′ = ϱ ∞ ( λ ) 1 + τ W_d=\lim_{d'\to\infty}W_{d'}=\frac{\varrho_\infty(\lambda)}{1+\tau} W d = lim d ′ → ∞ W d ′ = 1 + τ ϱ ∞ ( λ ) . The last formula is W 0 = ϱ ∞ ( λ ) 1 + τ W_0=\frac{\varrho_\infty(\lambda)}{1+\tau} W 0 = 1 + τ ϱ ∞ ( λ ) , since a 0 = 1 1 + τ a_0=\frac{1}{1+\tau} a 0 = 1 + τ 1 and ϱ 1 ( λ ) = 1 + ( 1 + τ ) λ \varrho_1(\lambda)=1+(1+\tau)\lambda ϱ 1 ( λ ) = 1 + ( 1 + τ ) λ .
Remark 6.21 Proposition 6.20 describes a resonant case. The parameter c = τ 2 c=\tau^2 c = τ 2 of Heine’s equation is the square of the base, which is the q q q -analogue of an integer value of the parameter c c c of Gauss’s equation. Accordingly, (75) has a solution which is holomorphic at 0 0 0 , namely ψ \psi ψ , but no second one, and the solution ϱ d \varrho_d ϱ d contains the term − ( 1 + τ ) λ ∞ ( λ ) d τ d -(1+\tau)\lambda_\infty(\lambda)d\tau^d − ( 1 + τ ) λ ∞ ( λ ) d τ d of Theorem 6.15 , where d = log x log τ d=\frac{\log x}{\log\tau} d = l o g τ l o g x plays the role of a logarithm. In particular, a naive specialization of a 2 ϕ 1 {}_2\phi_1 2 ϕ 1 in the variable x = τ d x=\tau^d x = τ d cannot give ϱ d \varrho_d ϱ d ; the closed form (68) is a terminating series in the base τ − 1 \tau^{-1} τ − 1 (Remark 6.16 ), which diverges for generic x x x . The third part says that ( 1 + τ ) − 1 ϱ ∞ (1+\tau)^{-1}\varrho_\infty ( 1 + τ ) − 1 ϱ ∞ is the Wronskian of the solution ( ϱ d ) (\varrho_d) ( ϱ d ) , which is regular at d = 0 d=0 d = 0 , and of the solution ( ψ d ) (\psi_d) ( ψ d ) , which is minimal at infinity: ϱ ∞ \varrho_\infty ϱ ∞ is the Jost function of the vertical network, and its zeros are the values of λ \lambda λ for which the minimal solution satisfies the boundary condition at 0 0 0 . This gives another proof of the fact that v n v_n v n is square summable in Theorem 6.17 . The same computation as in the proof of the third part gives the Weyl function
⟨ ( J + λ ) − 1 δ 0 , δ 0 ⟩ = ( 1 + τ ) ψ 0 ϱ ∞ ( λ ) \langle(J+\lambda)^{-1}\delta_0,\delta_0\rangle=\frac{(1+\tau)\psi_0}{\varrho_\infty(\lambda)} ⟨( J + λ ) − 1 δ 0 , δ 0 ⟩ = ϱ ∞ ( λ ) ( 1 + τ ) ψ 0
for λ ≥ 0 \lambda\geq0 λ ≥ 0 , whose residues give again the weights ϖ n \varpi_n ϖ n .
We now give a probabilistic meaning to ϱ ∞ \varrho_\infty ϱ ∞ . Let X = ( X t ) 0 ≤ t < ζ X=(X_t)_{0\leq t<\zeta} X = ( X t ) 0 ≤ t < ζ be the minimal continuous-time Markov chain on N 0 \mathbb{N}_0 N 0 which jumps from d d d to d + 1 d+1 d + 1 with the rate a d a_d a d and from d d d to d − 1 d-1 d − 1 with the rate a d − 1 a_{d-1} a d − 1 , where ζ \zeta ζ is its explosion time, that is the limit of its jump times [55 Chapter 2] . We denote by P d \mathbb{P}_d P d and E d \mathbb{E}_d E d the probability and the expectation for the chain started at d d d , and by T D : = inf { t : X t = D } T_D\mathrel{\mathop:}=\inf\{t:X_t=D\} T D : = inf { t : X t = D } the hitting time of D ∈ N 0 D\in\mathbb{N}_0 D ∈ N 0 . Let Y = ( Y t ) t ≥ 0 Y=(Y_t)_{t\geq0} Y = ( Y t ) t ≥ 0 be a continuous-time Markov chain on N 0 \mathbb{N}_0 N 0 , independent of X X X , which jumps from k k k to k + 1 k+1 k + 1 with the rate b k b_k b k and from k k k to k − 1 k-1 k − 1 with the rate b k − 1 b_{k-1} b k − 1 . Since these rates are bounded, Y Y Y does not explode and its generator is the bounded operator − B -B − B , so that P ( Y t = j ∣ Y 0 = k ) = ⟨ e − t B δ j , δ k ⟩ \mathbb{P}(Y_t=j\mid Y_0=k)=\langle e^{-tB}\delta_j,\delta_k\rangle P ( Y t = j ∣ Y 0 = k ) = ⟨ e − tB δ j , δ k ⟩ for any t ≥ 0 t\geq0 t ≥ 0 and any j , k ∈ N 0 j,k\in\mathbb{N}_0 j , k ∈ N 0 .
Theorem 6.22 1. For any d ∈ N 0 d\in\mathbb{N}_0 d ∈ N 0 and any λ ≥ 0 \lambda\geq0 λ ≥ 0 , we have
E d [ e − λ ζ ] = ϱ d ( λ ) ϱ ∞ ( λ ) . \mathbb{E}_d[e^{-\lambda\zeta}]=\frac{\varrho_d(\lambda)}{\varrho_\infty(\lambda)}. E d [ e − λ ζ ] = ϱ ∞ ( λ ) ϱ d ( λ ) .
{#eq:6.29}
In particular P d ( ζ < ∞ ) = 1 \mathbb{P}_d(\zeta<\infty)=1 P d ( ζ < ∞ ) = 1 and E d [ ζ ] = ∑ m ≥ d m + 1 a m \mathbb{E}_d[\zeta]=\sum_{m\geq d}\frac{m+1}{a_m} E d [ ζ ] = ∑ m ≥ d a m m + 1 . Under P 0 \mathbb{P}_0 P 0 , the explosion time ζ \zeta ζ has the law of ∑ n ≥ 1 ϵ n μ n \sum_{n\geq1}\frac{\epsilon_n}{\mu_n} ∑ n ≥ 1 μ n ϵ n , where ( ϵ n ) n ≥ 1 (\epsilon_n)_{n\geq1} ( ϵ n ) n ≥ 1 are independent exponential random variables with parameter 1, and its density is ∑ n ≥ 1 R n e − μ n t \sum_{n\ge1}R_n e^{-\mu_n t} ∑ n ≥ 1 R n e − μ n t , t > 0 t>0 t > 0 , where R n = ( − 1 ) n − 1 τ ( n − 1 ) ( n − 2 ) / 2 ( 1 − τ n ) 1 − τ 2 R_n=(-1)^{n-1}\frac{\tau^{(n-1)(n-2)/2}(1-\tau^n)}{1-\tau^2} R n = ( − 1 ) n − 1 1 − τ 2 τ ( n − 1 ) ( n − 2 ) /2 ( 1 − τ n ) .
Suppose that ( X 0 , Y 0 ) = ( d , k ) (X_0,Y_0)=(d,k) ( X 0 , Y 0 ) = ( d , k ) , and let J 0 = 0 < J 1 < J 2 < ⋯ J_0=0<J_1<J_2<\cdots J 0 = 0 < J 1 < J 2 < ⋯ be the jump times of the pair ( X , Y ) (X,Y) ( X , Y ) on [ 0 , ζ ) [0,\zeta) [ 0 , ζ ) . Then J l → ζ J_l\to\zeta J l → ζ almost surely, the sequence ( X J l + Y J l , Y J l ) l ≥ 0 (X_{J_l}+Y_{J_l},Y_{J_l})_{l\ge0} ( X J l + Y J l , Y J l ) l ≥ 0 is the diagonal chain started at ( d + k , k ) (d+k,k) ( d + k , k ) , and its final value k ∞ k_\infty k ∞ is equal to Y ζ Y_\zeta Y ζ almost surely. Consequently, for any j ∈ N 0 j\in\mathbb{N}_0 j ∈ N 0 ,
ν ( d + k , k ) ( j ) = E d [ e − ξ B δ j , δ k ] = ⟨ ϱ d ϱ ∞ ( B ) δ j , δ k ⟩ , \nu_{(d+k,k)}(j)=\mathbb{E}_d\left[e^{-\xi B}\delta_j,\delta_k\right]=\left\langle\frac{\varrho_d}{\varrho_\infty}(B)\delta_j,\delta_k\right\rangle, ν ( d + k , k ) ( j ) = E d [ e − ξ B δ j , δ k ] = ⟨ ϱ ∞ ϱ d ( B ) δ j , δ k ⟩ ,
and ϱ ∞ ( B ) − 1 = ∏ n ≥ 1 μ n ( μ n + B ) − 1 \varrho_\infty(B)^{-1}=\prod_{n\ge1}\mu_n(\mu_n+B)^{-1} ϱ ∞ ( B ) − 1 = ∏ n ≥ 1 μ n ( μ n + B ) − 1 , the product converging in norm.
For any d , k ∈ N 0 d,k\in\mathbb{N}_0 d , k ∈ N 0 , we have
∑ j ≥ 0 ∣ ν ( d + k , k ) ( j ) − δ j k ∣ ≤ 2 ( b k + b k − 1 ) E d [ ζ ] ≤ 4 τ ( 1 − τ ) 3 ( d + 1 ) τ d , \sum_{j\ge0}\left|\nu_{(d+k,k)}(j)-\delta_{jk}\right|\le2(b_k+b_{k-1})\mathbb{E}_d[\zeta]\le\frac{4\tau}{(1-\tau)^3}(d+1)\tau^d, j ≥ 0 ∑ ν ( d + k , k ) ( j ) − δ j k ≤ 2 ( b k + b k − 1 ) E d [ ζ ] ≤ ( 1 − τ ) 3 4 τ ( d + 1 ) τ d ,
and lim d → ∞ 1 d τ d ∑ j ≥ 0 ∣ ν ( d + k , k ) ( j ) − δ j k ∣ = 2 ( 1 + τ ) ( b k + b k − 1 ) \lim_{d\to\infty}\frac{1}{d\tau^d}\sum_{j\ge0}\left|\nu_{(d+k,k)}(j)-\delta_{jk}\right|=2(1+\tau)(b_k+b_{k-1}) lim d → ∞ d τ d 1 ∑ j ≥ 0 ν ( d + k , k ) ( j ) − δ j k = 2 ( 1 + τ ) ( b k + b k − 1 ) .
Proof: 1. Let λ ≥ 0 \lambda\ge0 λ ≥ 0 and D > 0 D>0 D > 0 . For 0 ≤ d ≤ D 0\le d\le D 0 ≤ d ≤ D , put g ( d ) : = E d [ e − λ T D ] g(d)\mathrel{\mathop:}=\mathbb{E}_d[e^{-\lambda T_D}] g ( d ) : = E d [ e − λ T D ] , so that g ( D ) = 1 g(D)=1 g ( D ) = 1 . Let 0 ≤ d < D 0\le d<D 0 ≤ d < D . Under P d \mathbb{P}_d P d , the first jump time is exponential with parameter a d + a d − 1 a_d+a_{d-1} a d + a d − 1 and independent of the first jump, which goes to d + 1 d+1 d + 1 with probability a d a d + a d − 1 \frac{a_d}{a_d+a_{d-1}} a d + a d − 1 a d . By the strong Markov property at the first jump time, we deduce that ( a d + a d − 1 + λ ) g ( d ) = a d g ( d + 1 ) + a d − 1 g ( d − 1 ) (a_d+a_{d-1}+\lambda)g(d)=a_dg(d+1)+a_{d-1}g(d-1) ( a d + a d − 1 + λ ) g ( d ) = a d g ( d + 1 ) + a d − 1 g ( d − 1 ) , that is a d ( g ( d + 1 ) − g ( d ) ) + a d − 1 ( g ( d − 1 ) − g ( d ) ) = λ g ( d ) a_d(g(d+1)-g(d))+a_{d-1}(g(d-1)-g(d))=\lambda g(d) a d ( g ( d + 1 ) − g ( d )) + a d − 1 ( g ( d − 1 ) − g ( d )) = λ g ( d ) . By induction on d d d and the second form of (62) , we obtain g ( d ) = g ( 0 ) ϱ d ( λ ) g(d)=g(0)\varrho_d(\lambda) g ( d ) = g ( 0 ) ϱ d ( λ ) for 0 ≤ d ≤ D 0\le d\le D 0 ≤ d ≤ D , hence g ( d ) = ϱ d ( λ ) ϱ D ( λ ) g(d)=\frac{\varrho_d(\lambda)}{\varrho_D(\lambda)} g ( d ) = ϱ D ( λ ) ϱ d ( λ ) , since ϱ D ( λ ) ≥ 1 \varrho_D(\lambda)\ge1 ϱ D ( λ ) ≥ 1 . Here T D = ∞ T_D=\infty T D = ∞ if X X X does not visit D D D , and e − λ ∞ = 0 e^{-\lambda\infty}=0 e − λ ∞ = 0 if λ > 0 \lambda>0 λ > 0 . Under P d \mathbb{P}_d P d , the hitting times T D T_D T D , D ≥ d D\ge d D ≥ d , are nondecreasing in D D D , and ζ = lim D → ∞ T D \zeta=\lim_{D\to\infty}T_D ζ = lim D → ∞ T D almost surely. Indeed, if D l D_l D l is larger than the first l + 1 l+1 l + 1 states visited by X X X , then the l l l -th jump time is smaller than T D l T_{D_l} T D l ; conversely, since the jump rates are bounded on { 0 , … , D } \{0,\ldots,D\} { 0 , … , D } , the chain cannot make infinitely many jumps in { 0 , … , D } \{0,\ldots,D\} { 0 , … , D } in a finite time, so that T D ≤ ζ T_D\le\zeta T D ≤ ζ almost surely on { ζ < ∞ } \{\zeta<\infty\} { ζ < ∞ } , see also [33 ] . By monotone convergence, we obtain (6.29) for λ > 0 \lambda>0 λ > 0 . Letting λ → 0 + \lambda\to0^+ λ → 0 + , we obtain P d ( ζ < ∞ ) = 1 \mathbb{P}_d(\zeta<\infty)=1 P d ( ζ < ∞ ) = 1 . The right-hand side of (6.29) is holomorphic on a neighbourhood of 0 0 0 , so that ζ \zeta ζ has moments of any order, and E d [ ζ ] = ϱ ∞ ′ ( 0 ) − ϱ d ′ ( 0 ) \mathbb{E}_d[\zeta]=\varrho_\infty'(0)-\varrho_d'(0) E d [ ζ ] = ϱ ∞ ′ ( 0 ) − ϱ d ′ ( 0 ) . By (62) , ϱ m ′ ( 0 ) = ∑ i ≤ m i + 1 a i \varrho_m'(0)=\sum_{i\le m}\frac{i+1}{a_i} ϱ m ′ ( 0 ) = ∑ i ≤ m a i i + 1 for any m ∈ N 0 ∪ { ∞ } m\in\mathbb{N}_0\cup\{\infty\} m ∈ N 0 ∪ { ∞ } , which gives E d [ ζ ] \mathbb{E}_d[\zeta] E d [ ζ ] .
By (6.22), E 0 [ e − λ ζ ] = ∏ n μ n μ n + λ = E [ e − λ ∑ n e n / μ n ] \mathbb{E}_0[e^{-\lambda\zeta}]=\prod_n\frac{\mu_n}{\mu_n+\lambda}=\mathbb{E}\left[e^{-\lambda\sum_n e_n/\mu_n}\right] E 0 [ e − λ ζ ] = ∏ n μ n + λ μ n = E [ e − λ ∑ n e n / μ n ] , the series ∑ n e n / μ n \sum_n e_n/\mu_n ∑ n e n / μ n being almost surely convergent since ∑ n 1 μ n < ∞ \sum_n\frac{1}{\mu_n}<\infty ∑ n μ n 1 < ∞ . Laplace transforms determine the laws of nonnegative random variables, which gives the law of ζ \zeta ζ . By (73) , R n = 1 ϱ ∞ ′ ( − μ n ) R_n=\frac{1}{\varrho_\infty'(-\mu_n)} R n = ϱ ∞ ′ ( − μ n ) 1 , and ∑ n ∣ R n ∣ < ∞ \sum_n|R_n|<\infty ∑ n ∣ R n ∣ < ∞ . Let ρ N : = μ N μ N + 1 \rho_N\mathrel{\mathop:}=\sqrt{\mu_N\mu_{N+1}} ρ N : = μ N μ N + 1 and ∣ λ ∣ = ρ N |\lambda|=\rho_N ∣ λ ∣ = ρ N . Since μ n + 1 ≥ τ − 1 μ n \mu_{n+1}\ge\tau^{-1}\mu_n μ n + 1 ≥ τ − 1 μ n for any n n n , we have ∣ 1 + λ μ n ∣ ≥ ρ N μ n − 1 ≥ τ − ( N − n ) − 1 / 2 − 1 |1+\frac{\lambda}{\mu_n}|\ge\frac{\rho_N}{\mu_n}-1\ge\tau^{-(N-n)-1/2}-1 ∣1 + μ n λ ∣ ≥ μ n ρ N − 1 ≥ τ − ( N − n ) − 1/2 − 1 for n ≤ N n\le N n ≤ N , and ∣ 1 + λ μ n ∣ ≥ 1 − ρ N μ n ≥ 1 − τ ( n − N − 1 ) + 1 / 2 |1+\frac{\lambda}{\mu_n}|\ge1-\frac{\rho_N}{\mu_n}\ge1-\tau^{(n-N-1)+1/2} ∣1 + μ n λ ∣ ≥ 1 − μ n ρ N ≥ 1 − τ ( n − N − 1 ) + 1/2 for n > N n>N n > N . Hence
min ∣ λ ∣ = ρ N ∣ ϱ ∞ ( λ ) ∣ ≥ ∏ i = 0 N − 1 ( τ − i − 1 / 2 − 1 ) ⋅ ( τ 1 / 2 ; τ ) ∞ , \min_{|\lambda|=\rho_N}|\varrho_\infty(\lambda)|\ge\prod_{i=0}^{N-1}(\tau^{-i-1/2}-1)\cdot(\tau^{1/2};\tau)_\infty, ∣ λ ∣ = ρ N min ∣ ϱ ∞ ( λ ) ∣ ≥ i = 0 ∏ N − 1 ( τ − i − 1/2 − 1 ) ⋅ ( τ 1/2 ; τ ) ∞ ,
which tends to ∞ \infty ∞ as N → ∞ N\to\infty N → ∞ . The function 1 ϱ ∞ ( λ ) − ∑ n R n λ + μ n \frac{1}{\varrho_\infty(\lambda)}-\sum_n\frac{R_n}{\lambda+\mu_n} ϱ ∞ ( λ ) 1 − ∑ n λ + μ n R n is entire, since the poles of the two terms are simple and have the same residues. It tends to $0$ uniformly on the circles { ∣ λ ∣ = ρ N } \{|\lambda|=\rho_N\} { ∣ λ ∣ = ρ N } as N → ∞ , s i n c e N\to\infty, since N → ∞ , s in ce |\lambda+\mu_n|\ge(1-\tau^{1/2})\rho_N$ for ∣ λ ∣ = ρ N |\lambda|=\rho_N ∣ λ ∣ = ρ N and any n n n . By the maximum principle, it vanishes. Hence, for λ ≥ 0 \lambda\ge0 λ ≥ 0 ,
1 ϱ ∞ ( λ ) = ∑ n ≥ 1 R n λ + μ n = ∫ 0 ∞ e − λ t ∑ n ≥ 1 R n e − μ n t d t . \frac{1}{\varrho_\infty(\lambda)}=\sum_{n\ge1}\frac{R_n}{\lambda+\mu_n}=\int_0^\infty e^{-\lambda t}\sum_{n\ge1}R_ne^{-\mu_n t}\,dt. ϱ ∞ ( λ ) 1 = n ≥ 1 ∑ λ + μ n R n = ∫ 0 ∞ e − λ t n ≥ 1 ∑ R n e − μ n t d t .
by Fubini’s theorem, since ∑ n ∣ R n ∣ μ n < ∞ \sum_n \frac{|R_n|}{\mu_n}<\infty ∑ n μ n ∣ R n ∣ < ∞ . This gives the density.
By the memoryless property of the exponential holding times and the independence of X X X and Y Y Y , the pair ( X , Y ) (X,Y) ( X , Y ) is, up to time ζ \zeta ζ , a continuous-time Markov chain on N 0 2 \mathbb{N}_0^2 N 0 2 which jumps from ( d ′ , k ′ ) (d',k') ( d ′ , k ′ ) to ( d ′ ± 1 , k ′ ) (d'\pm1,k') ( d ′ ± 1 , k ′ ) and to ( d ′ , k ′ ± 1 ) (d',k'\pm1) ( d ′ , k ′ ± 1 ) with the rates a d ′ , a d ′ − 1 , b k ′ a_{d'},a_{d'-1},b_{k'} a d ′ , a d ′ − 1 , b k ′ and b k ′ − 1 b_{k'-1} b k ′ − 1 . Its jump chain has the transition probabilities cond ( v , v ′ ) ∑ v ′ ′ cond ( v , v ′ ′ ) \frac{\operatorname{cond}(v,v')}{\sum_{v''}\operatorname{cond}(v,v'')} ∑ v ′′ cond ( v , v ′′ ) cond ( v , v ′ ) , where cond ( v , v ′ ) = w ^ ( v ) P ( v , v ′ ) \operatorname{cond}(v,v')=\widehat{w}(v)P(v,v') cond ( v , v ′ ) = w ( v ) P ( v , v ′ ) are the conductances of Proposition 6.4 , written in the coordinates ( n − k , k ) (n-k,k) ( n − k , k ) , see [55 Section 2.6] . Since ∑ v ′ ′ cond ( v , v ′ ′ ) = w ^ ( v ) ∑ v ′ ′ P ( v , v ′ ′ ) = w ^ ( v ) \sum_{v''}\operatorname{cond}(v,v'')=\widehat{w}(v)\sum_{v''}P(v,v'')=\widehat{w}(v) ∑ v ′′ cond ( v , v ′′ ) = w ( v ) ∑ v ′′ P ( v , v ′′ ) = w ( v ) , this is the diagonal chain in the coordinates ( n − k , k ) (n-k,k) ( n − k , k ) . By part 2 of Lemma 6.7 , X J l → ∞ X_{J_l}\to\infty X J l → ∞ as l → ∞ l\to\infty l → ∞ . Since X X X is constant between the times J l J_l J l , each T D T_D T D is one of the J l J_l J l , and each J l J_l J l is smaller than T D T_D T D for D D D large enough. Hence sup l J l = lim D T D = ζ \sup_l J_l=\lim_D T_D=\zeta sup l J l = lim D T D = ζ . The process Y Y Y has finitely many jumps on [ 0 , ζ ] [0,\zeta] [ 0 , ζ ] , since ζ < ∞ \zeta<\infty ζ < ∞ , and almost surely no jump at the time ζ \zeta ζ , since ζ \zeta ζ is independent of Y Y Y and has no atom, being the sum of the first holding time of X X X , which has a density, and of an independent variable. Hence k ∞ = lim l Y J l = Y ζ k_\infty=\lim_l Y_{J_l}=Y_\zeta k ∞ = lim l Y J l = Y ζ almost surely. By independence, we deduce that ν ( d + k , k ) ( j ) = E d [ p ζ ( k , j ) ] \nu_{(d+k,k)}(j)=\mathbb{E}_d[p_\zeta(k,j)] ν ( d + k , k ) ( j ) = E d [ p ζ ( k , j )] , where p t ( k , j ) = ⟨ e − t B δ j , δ k ⟩ p_t(k,j)=\langle e^{-tB}\delta_j,\delta_k\rangle p t ( k , j ) = ⟨ e − tB δ j , δ k ⟩ . Let s j , k s_{j,k} s j , k be the complex spectral measure of B B B associated with δ j \delta_j δ j and δ k \delta_k δ k , which is supported by the spectrum σ ( B ) ⊂ [ 0 , ∞ ) \sigma(B)\subset[0,\infty) σ ( B ) ⊂ [ 0 , ∞ ) . By Fubini’s theorem and (6.29), E d [ p ζ ( k , j ) ] = ∫ E d [ e − λ ζ ] d s j , k ( λ ) = ⟨ ϱ d ϱ ∞ ( B ) δ j , δ k ⟩ \mathbb{E}_d[p_\zeta(k,j)]=\int\mathbb{E}_d[e^{-\lambda\zeta}]\,ds_{j,k}(\lambda)=\left\langle\frac{\varrho_d}{\varrho_\infty}(B)\delta_j,\delta_k\right\rangle E d [ p ζ ( k , j )] = ∫ E d [ e − λ ζ ] d s j , k ( λ ) = ⟨ ϱ ∞ ϱ d ( B ) δ j , δ k ⟩ . Finally, ∥ Id − μ n ( μ n + B ) − 1 ∥ ≤ ∥ B ∥ μ n \lVert\operatorname{Id}-\mu_n(\mu_n+B)^{-1}\rVert\le\frac{\lVert B\rVert}{\mu_n} ∥ Id − μ n ( μ n + B ) − 1 ∥ ≤ μ n ∥ B ∥ , which is summable, so that the product converges in norm, and its limit is ϱ ∞ ( B ) − 1 \varrho_\infty(B)^{-1} ϱ ∞ ( B ) − 1 by the spectral theorem and (6.22).
Put q k : = b k + b k − 1 q_k\mathrel{\mathop:}=b_k+b_{k-1} q k : = b k + b k − 1 , which is the jump rate of Y Y Y at k k k , and q ‾ : = sup i q i ≤ 2 τ 1 − τ 2 \overline{q}\mathrel{\mathop:}=\sup_i q_i\le\frac{2\tau}{1-\tau^2} q : = sup i q i ≤ 1 − τ 2 2 τ . We have ∑ j ∣ ν ( d + k , k ) ( j ) − δ j k ∣ = 2 P ( Y ζ ≠ k ) \sum_j|\nu_{(d+k,k)}(j)-\delta_{jk}|=2\mathbb{P}(Y_\zeta\ne k) ∑ j ∣ ν ( d + k , k ) ( j ) − δ j k ∣ = 2 P ( Y ζ = k ) . If Y ζ ≠ k Y_\zeta\ne k Y ζ = k , then Y Y Y jumps before ζ \zeta ζ , and the probability of this event is E d [ 1 − e − q k ζ ] ≤ q k E d [ ζ ] \mathbb{E}_d[1-e^{-q_k\zeta}]\le q_k\mathbb{E}_d[\zeta] E d [ 1 − e − q k ζ ] ≤ q k E d [ ζ ] . Moreover, m + 1 a m ≤ ( 1 + τ ) ( m + 1 ) τ m \frac{m+1}{a_m}\le(1+\tau)(m+1)\tau^m a m m + 1 ≤ ( 1 + τ ) ( m + 1 ) τ m and ∑ m ≥ d ( m + 1 ) τ m ≤ ( d + 1 ) τ d ( 1 − τ ) 2 \sum_{m\ge d}(m+1)\tau^m\le\frac{(d+1)\tau^d}{(1-\tau)^2} ∑ m ≥ d ( m + 1 ) τ m ≤ ( 1 − τ ) 2 ( d + 1 ) τ d , which gives the inequalities. Conversely, if Y Y Y jumps once on [ 0 , ζ ) [0,\zeta) [ 0 , ζ ) , then Y ζ ≠ k Y_\zeta\ne k Y ζ = k , and, for any t ≥ 0 t\ge0 t ≥ 0 , the probability that Y Y Y started at k k k jumps once on [ 0 , t ] [0,t] [ 0 , t ] is at least q k t e − q ‾ t ≥ q k ( t − q ‾ t 2 ) q_kte^{-\overline{q}t}\ge q_k(t-\overline{q}t^2) q k t e − q t ≥ q k ( t − q t 2 ) . Hence P ( Y ζ ≠ k ) ≥ q k ( E d [ ζ ] − q ‾ E d [ ζ 2 ] ) \mathbb{P}(Y_\zeta\ne k)\ge q_k(\mathbb{E}_d[\zeta]-\overline{q}\mathbb{E}_d[\zeta^2]) P ( Y ζ = k ) ≥ q k ( E d [ ζ ] − q E d [ ζ 2 ]) . We have
E d [ ζ ] = ( 1 − τ 2 ) ∑ m ≥ d ( m + 1 ) τ m 1 − τ m + 1 = ( 1 + τ ) d τ d + O ( τ 2 d ) . \mathbb{E}_d[\zeta]=(1-\tau^2)\sum_{m\ge d}\frac{(m+1)\tau^m}{1-\tau^{m+1}}=(1+\tau)d\tau^d+O(\tau^{2d}). E d [ ζ ] = ( 1 − τ 2 ) m ≥ d ∑ 1 − τ m + 1 ( m + 1 ) τ m = ( 1 + τ ) d τ d + O ( τ 2 d ) .
On the other hand, (62) gives ϱ ∞ − ϱ d = λ G d \varrho_\infty-\varrho_d=\lambda G_d ϱ ∞ − ϱ d = λ G d , where G d ( λ ) = ∑ m ≥ d 1 a m ∑ i ≤ m ϱ i ( λ ) G_d(\lambda)=\sum_{m\ge d}\frac{1}{a_m}\sum_{i\le m}\varrho_i(\lambda) G d ( λ ) = ∑ m ≥ d a m 1 ∑ i ≤ m ϱ i ( λ ) , so that E d [ e − λ ζ ] = 1 − λ G d ( λ ) ϱ ∞ ( λ ) \mathbb{E}_d[e^{-\lambda\zeta}]=1-\frac{\lambda G_d(\lambda)}{\varrho_\infty(\lambda)} E d [ e − λ ζ ] = 1 − ϱ ∞ ( λ ) λ G d ( λ ) and
E d [ ζ 2 ] = − 2 ( G d ϱ ∞ ) ′ ( 0 ) = 2 ∑ m ≥ d 1 a m ∑ i ≤ m ( ϱ ∞ ′ ( 0 ) − ϱ i ′ ( 0 ) ) = 2 ∑ m ≥ d 1 a m ∑ i ≤ m E i [ ζ ] ≤ 2 ( ∑ i ≥ 0 E i [ ζ ] ) ∑ m ≥ d 1 a m , \begin{aligned}
\mathbb{E}_d[\zeta^2]=-2\left(\frac{G_d}{\varrho_\infty}\right)'(0)=2\sum_{m\ge d}\frac{1}{a_m}\sum_{i\le m}\left(\varrho_\infty'(0)-\varrho_i'(0)\right) \\
&=2\sum_{m\ge d}\frac{1}{a_m}\sum_{i\le m}\mathbb{E}_i[\zeta]\le2\left(\sum_{i\ge0}\mathbb{E}_i[\zeta]\right)\sum_{m\ge d}\frac{1}{a_m},
\end{aligned} E d [ ζ 2 ] = − 2 ( ϱ ∞ G d ) ′ ( 0 ) = 2 m ≥ d ∑ a m 1 i ≤ m ∑ ( ϱ ∞ ′ ( 0 ) − ϱ i ′ ( 0 ) ) = 2 m ≥ d ∑ a m 1 i ≤ m ∑ E i [ ζ ] ≤ 2 ( i ≥ 0 ∑ E i [ ζ ] ) m ≥ d ∑ a m 1 ,
which is O ( τ d ) O(\tau^d) O ( τ d ) , since ∑ i E i [ ζ ] = ∑ m ( m + 1 ) 2 a m < ∞ \sum_i\mathbb{E}_i[\zeta]=\sum_m\frac{(m+1)^2}{a_m}<\infty ∑ i E i [ ζ ] = ∑ m a m ( m + 1 ) 2 < ∞ . We deduce that P ( Y ζ ≠ k ) = q k ( 1 + τ ) d τ d + O ( τ 2 d ) \mathbb{P}(Y_\zeta\ne k)=q_k(1+\tau)d\tau^d+O(\tau^{2d}) P ( Y ζ = k ) = q k ( 1 + τ ) d τ d + O ( τ 2 d ) , which gives the limit.
of π 2 2 T \frac{\pi^2}{2}T 2 π 2 T , where T T T is the hitting time of 1 by a three-dimensional Bessel process started at 0, since E [ e − λ T ] = 2 λ sinh 2 λ \mathbb{E}[e^{-\lambda T}]=\frac{\sqrt{2\lambda}}{\sinh\sqrt{2\lambda}} E [ e − λ T ] = s i n h 2 λ 2 λ . The density of Y Y Y is ∑ n ≥ 1 2 ( − 1 ) n − 1 n 2 e − n 2 t \sum_{n\geq1}2(-1)^{n-1}n^2e^{-n^2t} ∑ n ≥ 1 2 ( − 1 ) n − 1 n 2 e − n 2 t , a derivative of a Jacobi theta function, and this law and its relations with the Riemann zeta function are studied in [18 ] and [14 ] . Accordingly, 1 + τ 1 − τ R n = ( − 1 ) n − 1 n ( n − 1 ) ( n − 2 ) ( 1 − τ ) 2 ( 1 − τ n ) ( 1 − τ 2 n ) 1 − τ → 2 ( − 1 ) n − 1 n 2 \frac{1+\tau}{1-\tau}R_n=(-1)^{n-1}\frac{n(n-1)(n-2)}{(1-\tau)^2}\frac{(1-\tau^n)(1-\tau^{2n})}{1-\tau}\to2(-1)^{n-1}n^2 1 − τ 1 + τ R n = ( − 1 ) n − 1 ( 1 − τ ) 2 n ( n − 1 ) ( n − 2 ) 1 − τ ( 1 − τ n ) ( 1 − τ 2 n ) → 2 ( − 1 ) n − 1 n 2 , and ϱ ∞ ( 1 + τ 1 + λ ) = ∏ n ≥ 1 ( 1 + λ [ n ] r 2 ) \varrho_\infty\left(\frac{1+\tau}{1+\lambda}\right)=\prod_{n\geq1}\left(1+\frac{\lambda}{[n]_r^2}\right) ϱ ∞ ( 1 + λ 1 + τ ) = ∏ n ≥ 1 ( 1 + [ n ] r 2 λ ) tends to sinh ( π λ ) π λ \frac{\sinh(\pi\sqrt{\lambda})}{\pi\sqrt{\lambda}} π λ s i n h ( π λ ) uniformly on the compact subsets of C \mathbb{C} C , so that the theta quotient of Corollary 6.19 is a q q q -analogue of this function. Finally, let s ∈ C s\in\mathbb{C} s ∈ C with Re s > − 1 \operatorname{Re}s>-1 Re s > − 1 . Since ∑ n ∣ R n ∣ μ n − Re s − 1 < ∞ \sum_n|R_n|\mu_n^{-\operatorname{Re}s-1}<\infty ∑ n ∣ R n ∣ μ n − Re s − 1 < ∞ , Fubini’s theorem and the density of Theorem 6.22 give
E 0 [ ζ s ] = Γ ( s + 1 ) ∑ n ≥ 1 R n μ n − s − 1 . \mathbb{E}_0[\zeta^s]=\Gamma(s+1)\sum_{n\geq1}R_n\mu_n^{-s-1}. E 0 [ ζ s ] = Γ ( s + 1 ) n ≥ 1 ∑ R n μ n − s − 1 .
a Dirichlet series in the squares of the quantum dimensions [ n ] r [n]_r [ n ] r . Formally, as τ → 1 − \tau\to1^- τ → 1 − , the corresponding series for ζ τ \zeta_\tau ζ τ becomes 2 Γ ( s + 1 ) ( 1 − 2 1 − 2 s ) ζ ( 2 s ) = E [ Y s ] 2\Gamma(s+1)(1-2^{1-2s})\zeta(2s)=\mathbb{E}[Y^s] 2Γ ( s + 1 ) ( 1 − 2 1 − 2 s ) ζ ( 2 s ) = E [ Y s ] , see [14 ] . We do not know whether this q q q -analogue satisfies a functional equation.
Corollary 6.24 For any bounded function f : N 0 → C f:\mathbb{N}_0\to\mathbb{C} f : N 0 → C and any ( n , k ) ∈ D (n,k)\in\mathbb{D} ( n , k ) ∈ D , we have
∣ H f ( n , k ) − f ( k ) ∣ ≤ 4 τ ( 1 − τ ) 3 ∥ f ∥ ∞ ( n − k + 1 ) τ n − k . |\mathcal{H}f(n,k)-f(k)|\leq\frac{4\tau}{(1-\tau)^3}\|f\|_\infty(n-k+1)\tau^{n-k}. ∣ H f ( n , k ) − f ( k ) ∣ ≤ ( 1 − τ ) 3 4 τ ∥ f ∥ ∞ ( n − k + 1 ) τ n − k . For f = 1 { k } f=\mathbf{1}_{\{k\}} f = 1 { k } , the left-hand side is equivalent to ( 1 + τ ) ( b k + b k − 1 ) ( n − k ) τ n − k (1+\tau)(b_k+b_{k-1})(n-k)\tau^{n-k} ( 1 + τ ) ( b k + b k − 1 ) ( n − k ) τ n − k as n → ∞ n\to\infty n → ∞ .
Proof. We have H f ( n , k ) − f ( k ) = ∑ j ν ( n , k ) ( j ) ( f ( j ) − f ( k ) ) \mathcal{H}f(n,k)-f(k)=\sum_j\nu_{(n,k)}(j)(f(j)-f(k)) H f ( n , k ) − f ( k ) = ∑ j ν ( n , k ) ( j ) ( f ( j ) − f ( k )) , which is bounded by ∥ f ∥ ∞ ∑ j ∣ ν ( n , k ) ( j ) − δ j k ∣ \|f\|_\infty\sum_j|\nu_{(n,k)}(j)-\delta_{jk}| ∥ f ∥ ∞ ∑ j ∣ ν ( n , k ) ( j ) − δ j k ∣ , and part 3 of Theorem 6.22 with d = n − k d=n-k d = n − k concludes. For f = 1 { k } f=\mathbf{1}_{\{k\}} f = 1 { k } , the left-hand side is 1 − ν ( n , k ) ( k ) = 1 2 ∑ j ∣ ν ( n , k ) ( j ) − δ j k ∣ 1-\nu_{(n,k)}(k)=\frac{1}{2}\sum_j|\nu_{(n,k)}(j)-\delta_{jk}| 1 − ν ( n , k ) ( k ) = 2 1 ∑ j ∣ ν ( n , k ) ( j ) − δ j k ∣ .
Thus the rate τ n − k = τ n − k 2 \tau^{n-k}=\tau^{\frac{n-k}{2}} τ n − k = τ 2 n − k of (56) can be replaced by ( n − k + 1 ) τ n − k (n-k+1)\tau^{n-k} ( n − k + 1 ) τ n − k , and this rate is optimal. Theorem 6.22 also explains the symmetry of Theorem 6.13 : the discrete chain is reversible for w ^ \widehat{w} w , whereas, after the time change by the holding times, the horizontal chain Y Y Y is reversible for the counting measure and is observed at a random time ζ \zeta ζ which does not depend on it. Finally, we describe the horizontal side explicitly.
Lemma 6.25 For any k , n ∈ N 0 k,n\in\mathbb{N}_0 k , n ∈ N 0 , put
Q ~ k ≔ 3 ϕ 2 ( τ − k , z , z − 1 τ , 0 ; τ , τ ) , H n ≔ 3 ϕ 2 ( τ − n , z , z − 1 τ , τ ; τ , τ ) , \widetilde{Q}_k\coloneqq{}_3\phi_2\left(\begin{matrix}\tau^{-k},z,z^{-1}\\ \tau,0\end{matrix};\tau,\tau\right),\qquad H_n\coloneqq{}_3\phi_2\left(\begin{matrix}\tau^{-n},z,z^{-1}\\ \tau,\tau\end{matrix};\tau,\tau\right), Q k : = 3 ϕ 2 ( τ − k , z , z − 1 τ , 0 ; τ , τ ) , H n : = 3 ϕ 2 ( τ − n , z , z − 1 τ , τ ; τ , τ ) , which are polynomials in λ \lambda λ . Then, for any k ∈ N 0 k\in\mathbb{N}_0 k ∈ N 0 ,
Q ~ k = ∑ n = 0 k ( τ ; τ ) k ( τ ; τ ) k − n τ k − n H n . \widetilde{Q}_k=\sum_{n=0}^{k}\frac{(\tau;\tau)_k}{(\tau;\tau)_{k-n}}\tau^{k-n}H_n. Q k = n = 0 ∑ k ( τ ; τ ) k − n ( τ ; τ ) k τ k − n H n .
Proof. Put φ i ≔ ( z , z − 1 ; τ ) i \varphi_i\coloneqq(z,z^{-1};\tau)_i φ i : = ( z , z − 1 ; τ ) i . We have Q ~ k = ∑ i A k , i φ i \widetilde{Q}_k=\sum_iA_{k,i}\varphi_i Q k = ∑ i A k , i φ i and H n = ∑ i A n , i φ i ( τ ; τ ) i H_n=\sum_iA_{n,i}\frac{\varphi_i}{(\tau;\tau)_i} H n = ∑ i A n , i ( τ ; τ ) i φ i , where A k , i = ( τ − k ; τ ) i ( τ ; τ ) i 2 τ i A_{k,i}=\frac{(\tau^{-k};\tau)_i}{(\tau;\tau)_i^2}\tau^i A k , i = ( τ ; τ ) i 2 ( τ − k ; τ ) i τ i . Since ( φ i ) (\varphi_i) ( φ i ) is a basis of the polynomials in λ \lambda λ , we must show that A k , i = ∑ n = i k ( τ ; τ ) k ( τ ; τ ) k − n τ k − n A n , i ( τ ; τ ) i A_{k,i}=\sum_{n=i}^{k}\frac{(\tau;\tau)_k}{(\tau;\tau)_{k-n}}\tau^{k-n}\frac{A_{n,i}}{(\tau;\tau)_i} A k , i = ∑ n = i k ( τ ; τ ) k − n ( τ ; τ ) k τ k − n ( τ ; τ ) i A n , i for any 0 ≤ i ≤ k 0\leq i\leq k 0 ≤ i ≤ k . Using ( τ − n ; τ ) i = ( − 1 ) i τ ( i 2 ) − n i ( τ ; τ ) n ( τ ; τ ) n − i (\tau^{-n};\tau)_i=(-1)^i\tau^{\binom{i}{2}-ni}\frac{(\tau;\tau)_n}{(\tau;\tau)_{n-i}} ( τ − n ; τ ) i = ( − 1 ) i τ ( 2 i ) − ni ( τ ; τ ) n − i ( τ ; τ ) n , writing n = i + l n=i+l n = i + l and N = k − i N=k-i N = k − i , and simplifying, this identity becomes
∑ l = 0 N [ N l ] τ ∏ p = 0 l − 1 ( ξ − τ p ) = ξ N , where ξ = τ − ( i + 1 ) . (76) \sum_{l=0}^{N}\begin{bmatrix}N\\l\end{bmatrix}_{\tau}\prod_{p=0}^{l-1}(\xi-\tau^p)=\xi^N,\qquad\text{where }\xi=\tau^{-(i+1)}. \tag*{(76)} l = 0 ∑ N [ N l ] τ p = 0 ∏ l − 1 ( ξ − τ p ) = ξ N , where ξ = τ − ( i + 1 ) . (76)
This holds for any ξ ∈ C \xi\in\mathbb{C} ξ ∈ C , by induction on N N N , using the relation [ N + 1 l ] τ = τ l [ N l ] τ + [ N l − 1 ] τ \left[\begin{matrix}N+1\\l\end{matrix}\right]_{\tau}=\tau^l\left[\begin{matrix}N\\l\end{matrix}\right]_{\tau}+\left[\begin{matrix}N\\l-1\end{matrix}\right]_{\tau} [ N + 1 l ] τ = τ l [ N l ] τ + [ N l − 1 ] τ , since τ l + ( ξ − τ l ) = ξ \tau^l+(\xi-\tau^l)=\xi τ l + ( ξ − τ l ) = ξ .
Theorem 6.26 Let ϱ ~ k \widetilde{\varrho}_k ϱ k be the polynomials of Lemma 6.25 , that is ϱ ~ k ( λ ) = Q k ( x ; 1 , τ ∣ τ ) ( τ ; τ ) k \widetilde{\varrho}_k(\lambda)=\frac{Q_k(x;1,\tau\mid\tau)}{(\tau;\tau)_k} ϱ k ( λ ) = ( τ ; τ ) k Q k ( x ; 1 , τ ∣ τ ) with x = 1 − ( 1 − τ 2 ) λ 2 τ x=1-\frac{(1-\tau^2)\lambda}{2\tau} x = 1 − 2 τ ( 1 − τ 2 ) λ , and for θ ∈ [ 0 , π ] \theta\in[0,\pi] θ ∈ [ 0 , π ] , put λ θ ≔ 2 τ ( 1 − cos θ ) 1 − τ 2 \lambda_\theta\coloneqq\frac{2\tau(1-\cos\theta)}{1-\tau^2} λ θ : = 1 − τ 2 2 τ ( 1 − c o s θ ) .
The sequence ( ϱ ~ k ( λ ) ) k ≥ 0 (\widetilde{\varrho}_k(\lambda))_{k\geq0} ( ϱ k ( λ ) ) k ≥ 0 satisfies B ϱ ~ ( λ ) = λ ϱ ~ ( λ ) B\widetilde{\varrho}(\lambda)=\lambda\widetilde{\varrho}(\lambda) B ϱ ( λ ) = λ ϱ ( λ ) , the spectrum of B B B is [ 0 , 4 τ 1 − τ 2 ] \left[0,\frac{4\tau}{1-\tau^2}\right] [ 0 , 1 − τ 2 4 τ ] , and the spectral measure s s s of B B B at δ 0 \delta_0 δ 0 is the image under θ ↦ λ θ \theta\mapsto\lambda_\theta θ ↦ λ θ of the measure
( τ ; τ ) ∞ 2 ∣ ( e 2 i θ ; τ ) ∞ ∣ 2 ∣ ( e i θ , τ e i θ ; τ ) ∞ ∣ 2 d θ 2 π , θ ∈ [ 0 , π ] . (\tau;\tau)_\infty^2\frac{|(e^{2i\theta};\tau)_\infty|^2}{|(e^{i\theta},\tau e^{i\theta};\tau)_\infty|^2}\frac{d\theta}{2\pi},\qquad\theta\in[0,\pi]. ( τ ; τ ) ∞ 2 ∣ ( e i θ , τ e i θ ; τ ) ∞ ∣ 2 ∣ ( e 2 i θ ; τ ) ∞ ∣ 2 2 π d θ , θ ∈ [ 0 , π ] . Moreover, ⟨ g ( B ) δ j , δ k ⟩ = ∫ ϱ ~ j ϱ ~ k d s \langle g(B)\delta_j,\delta_k\rangle=\int\widetilde{\varrho}_j\widetilde{\varrho}_k\,ds ⟨ g ( B ) δ j , δ k ⟩ = ∫ ϱ j ϱ k d s for any bounded Borel function g g g on [ 0 , 4 τ 1 − τ 2 ] \left[0,\frac{4\tau}{1-\tau^2}\right] [ 0 , 1 − τ 2 4 τ ] and any j , k ∈ N 0 j,k\in\mathbb{N}_0 j , k ∈ N 0 .
For any d , k , j ∈ N 0 d,k,j\in\mathbb{N}_0 d , k , j ∈ N 0 ,
ν ( d + k , k ) ( j ) = ( τ ; τ ) ∞ 4 2 π ∫ 0 π ϱ ~ d ( λ θ ) ϱ ~ j ( λ θ ) ϱ ~ k ( λ θ ) ∣ ( e 2 i θ ; τ ) ∞ ∣ 2 ∣ ( e i θ ; τ ) ∞ ∣ 2 ∣ ( τ e i θ ; τ ) ∞ ∣ 4 d θ . \nu_{(d+k,k)}(j)=\frac{(\tau;\tau)_\infty^4}{2\pi}\int_0^\pi\widetilde{\varrho}_d(\lambda_\theta)\widetilde{\varrho}_j(\lambda_\theta)\widetilde{\varrho}_k(\lambda_\theta)\frac{|(e^{2i\theta};\tau)_\infty|^2}{|(e^{i\theta};\tau)_\infty|^2 |(\tau e^{i\theta};\tau)_\infty|^4}\,d\theta. ν ( d + k , k ) ( j ) = 2 π ( τ ; τ ) ∞ 4 ∫ 0 π ϱ d ( λ θ ) ϱ j ( λ θ ) ϱ k ( λ θ ) ∣ ( e i θ ; τ ) ∞ ∣ 2 ∣ ( τ e i θ ; τ ) ∞ ∣ 4 ∣ ( e 2 i θ ; τ ) ∞ ∣ 2 d θ . For any j , k ∈ N 0 j,k\in\mathbb{N}_0 j , k ∈ N 0 ,
ν ( k , k ) ( j ) = ∑ n = 0 min ( j , k ) [ j n ] τ [ k n ] τ ( τ ; τ ) n ( τ ; τ ) n + 1 τ j + k − 2 n . (77) \nu_{(k,k)}(j)=\sum_{n=0}^{\min(j,k)}\begin{bmatrix}j\\n\end{bmatrix}_{\tau}\begin{bmatrix}k\\n\end{bmatrix}_{\tau}(\tau;\tau)_n(\tau;\tau)_{n+1}\tau^{j+k-2n}. \tag*{(77)} ν ( k , k ) ( j ) = n = 0 ∑ m i n ( j , k ) [ j n ] τ [ k n ] τ ( τ ; τ ) n ( τ ; τ ) n + 1 τ j + k − 2 n . (77) and, for any d ∈ N 0 d\in\mathbb{N}_0 d ∈ N 0 , ν ( d + k , k ) ( j ) = ∑ i ≥ 0 ⟨ ϱ ~ d ( B ) δ i , δ k ⟩ ν ( i , i ) ( j ) \nu_{(d+k,k)}(j)=\sum_{i\geq0}\langle\widetilde{\varrho}_d(B)\delta_i,\delta_k\rangle\nu_{(i,i)}(j) ν ( d + k , k ) ( j ) = ∑ i ≥ 0 ⟨ ϱ d ( B ) δ i , δ k ⟩ ν ( i , i ) ( j ) , where ⟨ ϱ ~ d ( B ) δ i , δ k ⟩ = 0 \langle\widetilde{\varrho}_d(B)\delta_i,\delta_k\rangle=0 ⟨ ϱ d ( B ) δ i , δ k ⟩ = 0 if ∣ i − k ∣ > d |i-k|>d ∣ i − k ∣ > d .
Proof. 1. By [45 (3.8.1)] with ( a , b ) = ( 1 , τ ) (a,b)=(1,\tau) ( a , b ) = ( 1 , τ ) , we have ϱ ~ k = Q k ( x ; 1 , τ ∣ τ ) ( τ ; τ ) k \widetilde{\varrho}_k=\frac{Q_k(x;1,\tau\mid\tau)}{(\tau;\tau)_k} ϱ k = ( τ ; τ ) k Q k ( x ; 1 , τ ∣ τ ) , and the recurrence relation [45 (3.8.4)] reads ( 1 − τ k + 1 ) ϱ ~ k + 1 + ( 1 − τ k ) ϱ ~ k − 1 = ( 2 x − τ k − τ k + 1 ) ϱ ~ k (1-\tau^{k+1})\widetilde{\varrho}_{k+1}+(1-\tau^k)\widetilde{\varrho}_{k-1}=(2x-\tau^k-\tau^{k+1})\widetilde{\varrho}_k ( 1 − τ k + 1 ) ϱ k + 1 + ( 1 − τ k ) ϱ k − 1 = ( 2 x − τ k − τ k + 1 ) ϱ k . We multiply by τ 1 − τ 2 \frac{\tau}{1-\tau^2} 1 − τ 2 τ . Since τ ( 1 − τ k + 1 ) 1 − τ 2 = b k \frac{\tau(1-\tau^{k+1})}{1-\tau^2}=b_k 1 − τ 2 τ ( 1 − τ k + 1 ) = b k and τ ( 2 x − τ k − τ k + 1 ) 1 − τ 2 = b k + b k − 1 − λ \frac{\tau(2x-\tau^k-\tau^{k+1})}{1-\tau^2}=b_k+b_{k-1}-\lambda 1 − τ 2 τ ( 2 x − τ k − τ k + 1 ) = b k + b k − 1 − λ , we obtain b k ( ϱ ~ k − ϱ ~ k + 1 ) + b k − 1 ( ϱ ~ k − ϱ ~ k − 1 ) = λ ϱ ~ k b_k(\widetilde{\varrho}_k-\widetilde{\varrho}_{k+1})+b_{k-1}(\widetilde{\varrho}_k-\widetilde{\varrho}_{k-1})=\lambda\widetilde{\varrho}_k b k ( ϱ k − ϱ k + 1 ) + b k − 1 ( ϱ k − ϱ k − 1 ) = λ ϱ k , that is B ϱ ~ = λ ϱ ~ B\widetilde{\varrho}=\lambda\widetilde{\varrho} B ϱ = λ ϱ . Since B B B is a bounded Jacobi operator with nonzero off-diagonal entries and ϱ ~ 0 = 1 \widetilde{\varrho}_0=1 ϱ 0 = 1 , the map δ k ↦ ϱ ~ k \delta_k\mapsto\widetilde{\varrho}_k δ k ↦ ϱ k extends to a unitary operator from ℓ N 0 2 \ell^2_{\mathbb{N}_0} ℓ N 0 2 onto L 2 ( s ) L^2(s) L 2 ( s ) which intertwines B B B with the multiplication by λ \lambda λ , see [71 ] . This gives the last assertion. To identify s s s , let 1 2 ≤ a < 1 \frac{1}{2}\leq a<1 2 1 ≤ a < 1 and w a ( θ ) ≔ ∣ ( e 2 i θ ; τ ) ∞ ∣ 2 ∣ ( a e i θ , τ e i θ ; τ ) ∞ ∣ 2 w_a(\theta)\coloneqq\frac{|(e^{2i\theta};\tau)_\infty|^2}{|(ae^{i\theta},\tau e^{i\theta};\tau)_\infty|^2} w a ( θ ) : = ∣ ( a e i θ , τ e i θ ; τ ) ∞ ∣ 2 ∣ ( e 2 i θ ; τ ) ∞ ∣ 2 . By [45 (3.8.2)] , the polynomials Q k ( x ; a , τ ∣ τ ) ( ( τ ; τ ) k ( a τ ; τ ) k ) 1 / 2 \frac{Q_k(x;a,\tau\mid\tau)}{\bigl((\tau;\tau)_k(a\tau;\tau)_k\bigr)^{1/2}} ( ( τ ; τ ) k ( a τ ; τ ) k ) 1/2 Q k ( x ; a , τ ∣ τ ) are orthonormal for the probability measure ( τ , a τ ; τ ) ∞ w a ( θ ) d θ 2 π (\tau,a\tau;\tau)_\infty w_a(\theta)\frac{d\theta}{2\pi} ( τ , a τ ; τ ) ∞ w a ( θ ) 2 π d θ on [ 0 , π ] [0,\pi] [ 0 , π ] , with x = cos θ x=\cos\theta x = cos θ . Their recurrence coefficients, given by [45 (3.8.4)] , converge to those of ( ϱ ~ k ) (\widetilde{\varrho}_k) ( ϱ k ) as a → 1 a\to1 a → 1 , so that the moments of these measures, in the variable λ θ \lambda_\theta λ θ , converge to the moments ⟨ B n δ 0 , δ 0 ⟩ \langle B^n\delta_0,\delta_0\rangle ⟨ B n δ 0 , δ 0 ⟩ of s s s . On the other hand, ∣ 1 − e i θ ∣ 2 ≤ 2 ∣ 1 − a e i θ ∣ 2 |1-e^{i\theta}|^2\leq2|1-ae^{i\theta}|^2 ∣1 − e i θ ∣ 2 ≤ 2∣1 − a e i θ ∣ 2 for a ≥ 1 2 a\geq\frac{1}{2} a ≥ 2 1 , so that w a w_a w a is bounded uniformly in a a a , and w a → w 1 w_a\to w_1 w a → w 1 pointwise, where w 1 w_1 w 1 is the density of the statement, which is continuous on [ 0 , π ] [0,\pi] [ 0 , π ] . Indeed, w a = w 1 ∣ ( e i θ ; τ ) ∞ ∣ 2 ∣ ( a e i θ ; τ ) ∞ ∣ 2 w_a=w_1\frac{|(e^{i\theta};\tau)_\infty|^2}{|(ae^{i\theta};\tau)_\infty|^2} w a = w 1 ∣ ( a e i θ ; τ ) ∞ ∣ 2 ∣ ( e i θ ; τ ) ∞ ∣ 2 and the last fraction is bounded by 2 ∏ j ≥ 1 ( 1 + τ j 1 − τ j ) 2 2\prod_{j\geq1}\left(\frac{1+\tau^j}{1-\tau^j}\right)^2 2 ∏ j ≥ 1 ( 1 − τ j 1 + τ j ) 2 . By dominated convergence, the moments of s s s are those of the measure of the statement. Since both measures have compact supports, they are equal. Its support is { λ θ : θ ∈ [ 0 , π ] } = [ 0 , 4 τ 1 − τ 2 ] \{\lambda_\theta:\theta\in[0,\pi]\}=\left[0,\frac{4\tau}{1-\tau^2}\right] { λ θ : θ ∈ [ 0 , π ]} = [ 0 , 1 − τ 2 4 τ ] , which is the spectrum of B B B .
For θ ∈ [ 0 , π ] \theta\in[0,\pi] θ ∈ [ 0 , π ] , the number z = e i θ z=e^{i\theta} z = e i θ satisfies (65) with λ = λ θ \lambda=\lambda_\theta λ = λ θ , so that
ϱ ~ ∞ ( λ θ ) = ∣ ( τ e i θ ; τ ) ∞ ∣ 2 ( τ ; τ ) ∞ 2 . (78) \widetilde{\varrho}_\infty(\lambda_\theta)=\frac{|(\tau e^{i\theta};\tau)_\infty|^2}{(\tau;\tau)_\infty^2}. \tag*{(78)} ϱ ∞ ( λ θ ) = ( τ ; τ ) ∞ 2 ∣ ( τ e i θ ; τ ) ∞ ∣ 2 . (78)
The second part follows from (64) and from the first part with g = ϱ d ϱ ∞ g=\frac{\varrho_d}{\varrho_\infty} g = ϱ ∞ ϱ d .
Let d = 0 d=0 d = 0 . By the second part, ν ( k , k ) ( j ) = ( τ ; τ ) ∞ 4 ∫ 0 π ϱ j ϱ k w 1 , τ , τ d θ 2 π \nu_{(k,k)}(j)=(\tau;\tau)_{\infty}^{4}\int_{0}^{\pi}\varrho_j\varrho_k w_{1,\tau,\tau}\,\frac{\mathrm{d}\theta}{2\pi} ν ( k , k ) ( j ) = ( τ ; τ ) ∞ 4 ∫ 0 π ϱ j ϱ k w 1 , τ , τ 2 π d θ , where w a , b , c ( θ ) = ∣ ( e 2 i θ ; τ ) ∞ ∣ 2 ∣ ( a e i θ , b e i θ , c e i θ ; τ ) ∞ ∣ 2 w_{a,b,c}(\theta)=\frac{|(e^{2\mathrm{i}\theta};\tau)_{\infty}|^{2}}{|(ae^{\mathrm{i}\theta},be^{\mathrm{i}\theta},ce^{\mathrm{i}\theta};\tau)_{\infty}|^{2}} w a , b , c ( θ ) = ∣ ( a e i θ , b e i θ , c e i θ ; τ ) ∞ ∣ 2 ∣ ( e 2 i θ ; τ ) ∞ ∣ 2 is the weight of the continuous dual τ \tau τ -Hahn polynomials. By [45 (3.3.1) and (3.3.2)] with ( a , b , c ) = ( a , τ , τ ) (a,b,c)=(a,\tau,\tau) ( a , b , c ) = ( a , τ , τ ) , 0 < a < 1 0<a<1 0 < a < 1 , and by the same limit a → 1 a\to1 a → 1 as in the first part, the polynomials H n H_n H n of Lemma 6.25 satisfy
∫ 0 π H m H n w 1 , τ , τ d θ 2 π = δ m n ( τ ; τ ) n 4 ( τ n + 1 ; τ ) ∞ 3 ( τ n + 2 ; τ ) ∞ = 1 − τ n + 1 ( τ ; τ ) ∞ 4 δ m n . \int_{0}^{\pi} H_mH_n w_{1,\tau,\tau}\,\frac{\mathrm{d}\theta}{2\pi}
=\frac{\delta_{mn}}{(\tau;\tau)_n^4(\tau^{n+1};\tau)_{\infty}^3(\tau^{n+2};\tau)_{\infty}}
=\frac{1-\tau^{n+1}}{(\tau;\tau)_{\infty}^4}\delta_{mn}. ∫ 0 π H m H n w 1 , τ , τ 2 π d θ = ( τ ; τ ) n 4 ( τ n + 1 ; τ ) ∞ 3 ( τ n + 2 ; τ ) ∞ δ mn = ( τ ; τ ) ∞ 4 1 − τ n + 1 δ mn .
By Lemma 6.25 , we deduce that
ν ( k , k ) ( j ) = ∑ n ≥ 0 ( τ ; τ ) j ( τ ; τ ) k ( τ ; τ ) j − n ( τ ; τ ) k − n τ j + k − 2 n ( 1 − τ n + 1 ) , \nu_{(k,k)}(j)=\sum_{n\ge0}\frac{(\tau;\tau)_j(\tau;\tau)_k}{(\tau;\tau)_{j-n}(\tau;\tau)_{k-n}}\tau^{j+k-2n}(1-\tau^{n+1}), ν ( k , k ) ( j ) = n ≥ 0 ∑ ( τ ; τ ) j − n ( τ ; τ ) k − n ( τ ; τ ) j ( τ ; τ ) k τ j + k − 2 n ( 1 − τ n + 1 ) ,
the sum being over n ≤ min ( j , k ) n\le\min(j,k) n ≤ min ( j , k ) , which is (77) , since ( τ ; τ ) j ( τ ; τ ) j − n = ( j n ) τ ( τ ; τ ) n \frac{(\tau;\tau)_j}{(\tau;\tau)_{j-n}}=\binom{j}{n}_{\tau}(\tau;\tau)_n ( τ ; τ ) j − n ( τ ; τ ) j = ( n j ) τ ( τ ; τ ) n . Finally, ϱ d ϱ ∞ ( B ) = ϱ d ( B ) ϱ ∞ ( B ) − 1 \frac{\varrho_d}{\varrho_{\infty}}(B)=\varrho_d(B)\varrho_{\infty}(B)^{-1} ϱ ∞ ϱ d ( B ) = ϱ d ( B ) ϱ ∞ ( B ) − 1 , the matrix of ϱ ∞ ( B ) − 1 \varrho_{\infty}(B)^{-1} ϱ ∞ ( B ) − 1 is ( ν ( i , i ) ( j ) ) i , j (\nu_{(i,i)}(j))_{i,j} ( ν ( i , i ) ( j ) ) i , j by Theorem 6.13 , and ϱ d ( B ) \varrho_d(B) ϱ d ( B ) is a polynomial of degree d d d in the tridiagonal operator B B B .
Remark 6.27 For instance, (77) gives ν ( 1 , 1 ) ( 1 ) = ( 1 − τ ) ( 1 − τ + τ 3 ) \nu_{(1,1)}(1)=(1-\tau)(1-\tau+\tau^3) ν ( 1 , 1 ) ( 1 ) = ( 1 − τ ) ( 1 − τ + τ 3 ) , and the last part of Theorem 6.26 gives ν ( 1 , 0 ) ( 0 ) = ( 1 + τ ) ν ( 0 , 0 ) ( 0 ) − τ ν ( 1 , 1 ) ( 0 ) = ( 1 − τ ) ( 1 + τ − τ 2 ) \nu_{(1,0)}(0)=(1+\tau)\nu_{(0,0)}(0)-\tau\nu_{(1,1)}(0)=(1-\tau)(1+\tau-\tau^2) ν ( 1 , 0 ) ( 0 ) = ( 1 + τ ) ν ( 0 , 0 ) ( 0 ) − τ ν ( 1 , 1 ) ( 0 ) = ( 1 − τ ) ( 1 + τ − τ 2 ) , since ϱ 1 ( B ) = I d + ( 1 + τ ) B \varrho_1(B)=\mathrm{Id}+(1+\tau)B ϱ 1 ( B ) = Id + ( 1 + τ ) B . The terms of (77) are nonnegative, which makes the positivity of the Poisson kernel visible, and the matrix ( ν ( k , k ) ( j ) ) (\nu_{(k,k)}(j)) ( ν ( k , k ) ( j )) factorizes as C Λ C T C\Lambda C^{\mathsf{T}} C Λ C T , where C C C is the lower triangular matrix C ( k , n ) = ( τ ; τ ) k ( τ ; τ ) k − n τ k − n C(k,n)=\frac{(\tau;\tau)_k}{(\tau;\tau)_{k-n}}\tau^{k-n} C ( k , n ) = ( τ ; τ ) k − n ( τ ; τ ) k τ k − n and Λ = diag ( 1 − τ n + 1 ) \Lambda=\operatorname{diag}(1-\tau^{n+1}) Λ = diag ( 1 − τ n + 1 ) .
Concerning the literature: the evaluation (6.22) is a special case of [22 Lemma 4.17] , the discrete orthogonality of Theorem 6.17 is a special case of [4 ] , see [22 Theorem 4.16] , the eigenvectors of Remark 6.18 are given by the duality of [6 ] , and the law of the explosion time of a birth–death process with an exit boundary as a sum of independent exponential variables is due to [33 ] , which extends a theorem of Keilson for finite chains, see [28 ] . The transition probabilities of the diagonal chain are due to Biane [15 Section 4] , see the paragraph after Proposition 6.2 , and its restrictions to the centre and to the torus are those considered in [11 ] for S U ( n ) \mathrm{SU}(n) SU ( n ) and in [23 ] . The identification of the objects above with the Poisson kernel of the diagonal chain, Theorem 6.22, Corollary 6.24 , (77) and parts 3 and 4 of Proposition 6.11 are new, as far as we know. The Martin boundary theory of quantum random walks and their restrictions to commutative subalgebras were studied in [13 ] , [53 ] , [23 ] and [41 ] . The formulas of this subsection were also checked numerically, with 20 to 40 digits, for τ ∈ { 1 2 , 1 3 , 1 4 } \tau\in\{\frac{1}{2},\frac{1}{3},\frac{1}{4}\} τ ∈ { 2 1 , 3 1 , 4 1 } , and (6.29) and (77) were compared with Monte Carlo simulations of the chain X X X and of the chain of Proposition 6.2 .
Energy of Poisson integrals
Let cond ( v , v ′ ) = d e f w ^ ( v ) P ( v , v ′ ) = cond ( v ′ , v ) \operatorname{cond}(v,v')\overset{\mathrm{def}}{=}\widehat{w}(v)P(v,v')=\operatorname{cond}(v',v) cond ( v , v ′ ) = def w ( v ) P ( v , v ′ ) = cond ( v ′ , v ) be the conductances of the diagonal chain. For a bounded harmonic function u u u on D \mathbb{D} D , we have Γ ( u ) ( v ) = ∑ v ′ P ( v , v ′ ) ∣ u ( v ′ ) ∣ 2 − ∣ u ( v ) ∣ 2 = ∑ v ′ P ( v , v ′ ) ∣ u ( v ′ ) − u ( v ) ∣ 2 \Gamma(u)(v)=\sum_{v'}P(v,v')|u(v')|^2-|u(v)|^2=\sum_{v'}P(v,v')|u(v')-u(v)|^2 Γ ( u ) ( v ) = ∑ v ′ P ( v , v ′ ) ∣ u ( v ′ ) ∣ 2 − ∣ u ( v ) ∣ 2 = ∑ v ′ P ( v , v ′ ) ∣ u ( v ′ ) − u ( v ) ∣ 2 , hence
E ( n ) ( u ) = ∑ k = 0 n ∑ v ′ cond ( ( n , k ) , v ′ ) ∣ u ( v ′ ) − u ( n , k ) ∣ 2 . (79) \mathcal{E}^{(n)}(u)=\sum_{k=0}^{n}\sum_{v'}\operatorname{cond}((n,k),v')|u(v')-u(n,k)|^2. \tag*{(79)} E ( n ) ( u ) = k = 0 ∑ n v ′ ∑ cond (( n , k ) , v ′ ) ∣ u ( v ′ ) − u ( n , k ) ∣ 2 . (79)
where v ′ v' v ′ runs over the neighbours of ( n , k ) (n,k) ( n , k ) . Thus E ( n ) ( u ) \mathcal{E}^{(n)}(u) E ( n ) ( u ) is the sum of the energies of the edges between the levels n n n and n + 1 n+1 n + 1 and of the edges between the levels n − 1 n-1 n − 1 and n n n . By Proposition 6.4 and reversibility, the conductance of the horizontal edge between ( n , k ) (n,k) ( n , k ) and ( n + 1 , k + 1 ) (n+1,k+1) ( n + 1 , k + 1 ) is c τ 2 w k β k \frac{c_\tau}{2}w_k\beta_k 2 c τ w k β k for any n ≥ k n\ge k n ≥ k . By Proposition 6.2, the conductances of the vertical edges satisfy
cond ( ( n , k ) , ( n ± 1 , k ) ) ≤ 1 ( 1 − τ ) τ n − k . (80) \operatorname{cond}((n,k),(n\pm1,k))\le\frac{1}{(1-\tau)\tau^{n-k}}. \tag*{(80)} cond (( n , k ) , ( n ± 1 , k )) ≤ ( 1 − τ ) τ n − k 1 . (80)
Proposition 6.28 For any bounded function f : N 0 → C f:\mathbb{N}_0\to\mathbb{C} f : N 0 → C , we have
lim inf n → ∞ E ( n ) ( H f ) ≥ c τ E τ ( f ) ∈ [ 0 , ∞ ] . \liminf_{n\to\infty}\mathcal{E}^{(n)}(\mathcal{H}f)\ge c_\tau\mathcal{E}_\tau(f)\in[0,\infty]. n → ∞ lim inf E ( n ) ( H f ) ≥ c τ E τ ( f ) ∈ [ 0 , ∞ ] . In particular, if f f f is not constant, then E G ( H f ) = ∞ \mathcal{E}_{G}(\mathcal{H}f)=\infty E G ( H f ) = ∞ .
Proof: Keeping only the horizontal edges in (79) , we obtain for any integers $0\le J<n
E ( n ) ( H f ) ≥ c τ 2 ∑ k = 0 J w k β k ( ∣ H f ( n + 1 , k + 1 ) − H f ( n , k ) ∣ 2 + ∣ H f ( n , k + 1 ) − H f ( n − 1 , k ) ∣ 2 ) . \mathcal{E}^{(n)}(\mathcal{H}f)\ge\frac{c_\tau}{2}\sum_{k=0}^{J}w_k\beta_k\left(\left|\mathcal{H}f(n+1,k+1)-\mathcal{H}f(n,k)\right|^2+\left|\mathcal{H}f(n,k+1)-\mathcal{H}f(n-1,k)\right|^2\right). E ( n ) ( H f ) ≥ 2 c τ k = 0 ∑ J w k β k ( ∣ H f ( n + 1 , k + 1 ) − H f ( n , k ) ∣ 2 + ∣ H f ( n , k + 1 ) − H f ( n − 1 , k ) ∣ 2 ) .
By (56) , each term of the sum converges to 2 w k β k ∣ f ( k + 1 ) − f ( k ) ∣ 2 2w_k\beta_k|f(k+1)-f(k)|^2 2 w k β k ∣ f ( k + 1 ) − f ( k ) ∣ 2 as n → ∞ n\to\infty n → ∞ . Hence lim inf n E ( n ) ( H f ) ≥ c τ ∑ k = 0 J w k β k ∣ f ( k + 1 ) − f ( k ) ∣ 2 \liminf_{n}\mathcal{E}^{(n)}(\mathcal{H}f)\ge c_\tau\sum_{k=0}^{J}w_k\beta_k|f(k+1)-f(k)|^2 lim inf n E ( n ) ( H f ) ≥ c τ ∑ k = 0 J w k β k ∣ f ( k + 1 ) − f ( k ) ∣ 2 , and we let J → ∞ J\to\infty J → ∞ . If f f f is not constant, then E τ ( f ) > 0 \mathcal{E}_\tau(f)>0 E τ ( f ) > 0 , since the weights w k β k w_k\beta_k w k β k are positive, and the series ∑ n E ( n ) ( H f ) \sum_n\mathcal{E}^{(n)}(\mathcal{H}f) ∑ n E ( n ) ( H f ) diverges. ■
Theorem 6.29 Let F F F be a polynomial, identified with the function k ↦ F ( τ k ) k\mapsto F(\tau^k) k ↦ F ( τ k ) . Then
E ( n ) ( H F ) = c τ E τ ( F ) + O ( ( n + 1 ) 2 τ n ) . \mathcal{E}^{(n)}(\mathcal{H}F)=c_\tau\mathcal{E}_\tau(F)+O\left((n+1)^2\tau^n\right). E ( n ) ( H F ) = c τ E τ ( F ) + O ( ( n + 1 ) 2 τ n ) . In particular, lim n → ∞ E ( n ) ( H F ) = c τ E τ ( F ) = c τ ⟨ F , L τ F ⟩ ℓ N 0 2 ( ω ) \lim_{n\to\infty}\mathcal{E}^{(n)}(\mathcal{H}F)=c_\tau\mathcal{E}_\tau(F)=c_\tau\langle F,L_\tau F\rangle_{\ell^2_{\mathbb{N}_0}(\omega)} lim n → ∞ E ( n ) ( H F ) = c τ E τ ( F ) = c τ ⟨ F , L τ F ⟩ ℓ N 0 2 ( ω ) .
Proof: Write F = ∑ l = 0 L a l φ l τ F=\sum_{l=0}^{L}a_l\varphi_l^\tau F = ∑ l = 0 L a l φ l τ . By linearity, (60) and H φ 0 τ = 1 \mathcal{H}\varphi_0^\tau=1 H φ 0 τ = 1 , there exists a constant C F C_F C F such that ∣ H F ( n , k ) − F ( τ k ) ∣ ≤ C F ( n + 1 ) τ n |\mathcal{H}F(n,k)-F(\tau^k)|\le C_F(n+1)\tau^n ∣ H F ( n , k ) − F ( τ k ) ∣ ≤ C F ( n + 1 ) τ n for any ( n , k ) ∈ D (n,k)\in\mathbb{D} ( n , k ) ∈ D . Moreover, ∣ F ( τ k + 1 ) − F ( τ k ) ∣ ≤ ∥ F ′ ∥ L ∞ ( [ 0 , 1 ] ) τ k |F(\tau^{k+1})-F(\tau^k)|\le\|F'\|_{L^\infty([0,1])}\tau^k ∣ F ( τ k + 1 ) − F ( τ k ) ∣ ≤ ∥ F ′ ∥ L ∞ ([ 0 , 1 ]) τ k .
We first consider the vertical edges at the level n ≥ 1 n\ge1 n ≥ 1 . For any k k k , we have ∣ H F ( n ± 1 , k ) − H F ( n , k ) ∣ ≤ 2 C F ( n + 2 ) τ n − 1 |\mathcal{H}F(n\pm1,k)-\mathcal{H}F(n,k)|\le2C_F(n+2)\tau^{n-1} ∣ H F ( n ± 1 , k ) − H F ( n , k ) ∣ ≤ 2 C F ( n + 2 ) τ n − 1 whenever ( n ± 1 , k ) ∈ D (n\pm1,k)\in\mathbb{D} ( n ± 1 , k ) ∈ D . Since ∑ k = 0 n τ − ( n − k ) ≤ τ − n 1 − τ \sum_{k=0}^{n}\tau^{-(n-k)}\le\frac{\tau^{-n}}{1-\tau} ∑ k = 0 n τ − ( n − k ) ≤ 1 − τ τ − n , the bound (80) shows that the contribution of the vertical edges to (79) is at most
2 ∑ k = 0 n τ − ( n − k ) 1 − τ ⋅ 4 C F 2 ( n + 2 ) 2 τ 2 n − 2 ≤ 8 C F 2 τ 2 ( 1 − τ ) 2 ( n + 2 ) 2 τ n . 2\sum_{k=0}^{n}\frac{\tau^{-(n-k)}}{1-\tau}\cdot4C_F^2(n+2)^2\tau^{2n-2}\le\frac{8C_F^2}{\tau^2(1-\tau)^2}(n+2)^2\tau^n. 2 k = 0 ∑ n 1 − τ τ − ( n − k ) ⋅ 4 C F 2 ( n + 2 ) 2 τ 2 n − 2 ≤ τ 2 ( 1 − τ ) 2 8 C F 2 ( n + 2 ) 2 τ n .
Now, we turn to the horizontal edges between the levels n n n and n + 1 n+1 n + 1 . We write H F ( n + 1 , k + 1 ) − H F ( n , k ) = F ( τ k + 1 ) − F ( τ k ) + ε n ( k ) \mathcal{H}F(n+1,k+1)-\mathcal{H}F(n,k)=F(\tau^{k+1})-F(\tau^k)+\varepsilon_n(k) H F ( n + 1 , k + 1 ) − H F ( n , k ) = F ( τ k + 1 ) − F ( τ k ) + ε n ( k ) , with ∣ ε n ( k ) ∣ ≤ 2 C F ( n + 2 ) τ n |\varepsilon_n(k)|\le2C_F(n+2)\tau^n ∣ ε n ( k ) ∣ ≤ 2 C F ( n + 2 ) τ n . Since c τ 2 w k β k ≤ c τ ( 1 − τ ) 2 τ k \frac{c_\tau}{2}w_k\beta_k\le\frac{c_\tau(1-\tau)}{2}\tau^k 2 c τ w k β k ≤ 2 c τ ( 1 − τ ) τ k , we obtain
∣ c τ 2 ∑ k = 0 n w k β k ( ∣ H F ( n + 1 , k + 1 ) − H F ( n , k ) ∣ 2 − ∣ F ( τ k + 1 ) − F ( τ k ) ∣ 2 ) ∣ ≤ C ∑ k = 0 n ( τ k ( n + 2 ) τ n + ( n + 2 ) 2 τ 2 n ) . \left|\frac{c_\tau}{2}\sum_{k=0}^{n}w_k\beta_k\left(\left|\mathcal{H}F(n+1,k+1)-\mathcal{H}F(n,k)\right|^2-\left|F(\tau^{k+1})-F(\tau^k)\right|^2\right)\right|
\le C\sum_{k=0}^{n}\left(\tau^k(n+2)\tau^n+(n+2)^2\tau^{2n}\right). 2 c τ k = 0 ∑ n w k β k ( ∣ H F ( n + 1 , k + 1 ) − H F ( n , k ) ∣ 2 − F ( τ k + 1 ) − F ( τ k ) 2 ) ≤ C k = 0 ∑ n ( τ k ( n + 2 ) τ n + ( n + 2 ) 2 τ 2 n ) .
for some constant C C C , and the right-hand side is O ( ( n + 1 ) τ n ) O((n+1)\tau^n) O (( n + 1 ) τ n ) . Furthermore, we have ∑ k > n w k β k ∣ F ( τ k + 1 ) − F ( τ k ) ∣ 2 = O ( τ 2 n ) \sum_{k>n}w_k\beta_k|F(\tau^{k+1})-F(\tau^k)|^2=O(\tau^{2n}) ∑ k > n w k β k ∣ F ( τ k + 1 ) − F ( τ k ) ∣ 2 = O ( τ 2 n ) . Hence the horizontal edges between the levels n n n and n + 1 n+1 n + 1 contribute c τ 2 E τ ( F ) + O ( ( n + 1 ) τ n ) \frac{c_\tau}{2}\mathcal{E}_\tau(F)+O((n+1)\tau^n) 2 c τ E τ ( F ) + O (( n + 1 ) τ n ) . In the same way, the horizontal edges between the levels n − 1 n-1 n − 1 and n n n contribute c τ 2 E τ ( F ) + O ( ( n + 1 ) τ n ) \frac{c_\tau}{2}\mathcal{E}_\tau(F)+O((n+1)\tau^n) 2 c τ E τ ( F ) + O (( n + 1 ) τ n ) . Adding the three contributions, we obtain the first assertion. The last equality is (24) .
For integers 0 ≤ l ≤ m 0\le l\le m 0 ≤ l ≤ m , we put
h l , m ≔ ∑ k = 0 m τ k M l , m ( τ k ) 2 , h l , ∞ ≔ ∑ k ≥ 0 τ k p ^ l ( τ k ) 2 . h_{l,m}\coloneqq\sum_{k=0}^{m}\tau^k M_{l,m}(\tau^k)^2,
\qquad
h_{l,\infty}\coloneqq\sum_{k\geq0}\tau^k\widehat p_l(\tau^k)^2. h l , m : = k = 0 ∑ m τ k M l , m ( τ k ) 2 , h l , ∞ : = k ≥ 0 ∑ τ k p l ( τ k ) 2 .
For any function u u u on D \mathbb{D} D and any integer m ≥ 0 m\geq0 m ≥ 0 we denote by
ε m ( u ) ≔ ∑ k = 0 m ∑ k ′ = 0 m + 1 cond ( ( m , k ) , ( m + 1 , k ′ ) ) ∣ u ( m + 1 , k ′ ) − u ( m , k ) ∣ 2 \varepsilon_m(u)\coloneqq\sum_{k=0}^{m}\sum_{k'=0}^{m+1}\operatorname{cond}((m,k),(m+1,k'))\lvert u(m+1,k')-u(m,k)\rvert^2 ε m ( u ) : = k = 0 ∑ m k ′ = 0 ∑ m + 1 cond (( m , k ) , ( m + 1 , k ′ )) ∣ u ( m + 1 , k ′ ) − u ( m , k ) ∣ 2
the energy of the edges between the levels m m m and m + 1 m+1 m + 1 , and we put ε − 1 ( u ) ≔ 0 \varepsilon_{-1}(u)\coloneqq0 ε − 1 ( u ) : = 0 . By (79) , we have E ( n ) ( u ) = ε n − 1 ( u ) + ε n ( u ) \mathcal{E}^{(n)}(u)=\varepsilon_{n-1}(u)+\varepsilon_n(u) E ( n ) ( u ) = ε n − 1 ( u ) + ε n ( u ) for any n ≥ 0 n\geq0 n ≥ 0 .
Proposition 6.30 Let l ≥ 1 l\geq1 l ≥ 1 be an integer and put u l ≔ H φ l τ u_l\coloneqq H\varphi_l^\tau u l : = H φ l τ .
For any integer m ≥ l m\geq l m ≥ l , we have ( 1 − τ m + 1 − l ) h l , m + 1 = ( 1 − τ m + l + 2 ) h l , m (1-\tau^{m+1-l})h_{l,m+1}=(1-\tau^{m+l+2})h_{l,m} ( 1 − τ m + 1 − l ) h l , m + 1 = ( 1 − τ m + l + 2 ) h l , m . Consequently,
h l , m = ( τ 2 l + 2 ; τ ) m − l ( τ ; τ ) ∞ ( τ ; τ ) m − l ( τ 2 l + 2 ; τ ) ∞ h l , ∞ ≤ h l , ∞ ( τ ; τ ) ∞ , m ≥ l . h_{l,m}=\frac{(\tau^{2l+2};\tau)_{m-l}(\tau;\tau)_\infty}{(\tau;\tau)_{m-l}(\tau^{2l+2};\tau)_\infty}h_{l,\infty}\leq\frac{h_{l,\infty}}{(\tau;\tau)_\infty},\qquad m\geq l. h l , m = ( τ ; τ ) m − l ( τ 2 l + 2 ; τ ) ∞ ( τ 2 l + 2 ; τ ) m − l ( τ ; τ ) ∞ h l , ∞ ≤ ( τ ; τ ) ∞ h l , ∞ , m ≥ l . We have ε m ( u l ) = 0 \varepsilon_m(u_l)=0 ε m ( u l ) = 0 for m ≤ l − 2 m\leq l-2 m ≤ l − 2 , ε l − 1 ( u l ) = ( 1 − τ l ) 2 h l , l ( 1 − τ 2 ) τ l − 1 ς l ( ∞ ) 2 \varepsilon_{l-1}(u_l)=\frac{(1-\tau^l)^2h_{l,l}}{(1-\tau^2)\tau^{l-1}\varsigma_l(\infty)^2} ε l − 1 ( u l ) = ( 1 − τ 2 ) τ l − 1 ς l ( ∞ ) 2 ( 1 − τ l ) 2 h l , l and, for any integer m ≥ l m\geq l m ≥ l ,
ε m ( u l ) = ϰ l 2 h l , m ( 1 − τ 2 ) τ m ς l ( ∞ ) 2 [ ( 1 − τ m + 2 ) ς l ( m ) 2 − 2 ( 1 − τ m + l + 2 ) ς l ( m ) ς l ( m + 1 ) + ( 1 − τ m + 1 ) ( 1 − τ m + l + 2 ) 1 − τ m + 1 − l ς l ( m + 1 ) 2 ] . (81) \varepsilon_m(u_l)=\frac{\varkappa_l^2h_{l,m}}{(1-\tau^2)\tau^m\varsigma_l(\infty)^2}\left[(1-\tau^{m+2})\varsigma_l(m)^2-2(1-\tau^{m+l+2})\varsigma_l(m)\varsigma_l(m+1)+\frac{(1-\tau^{m+1})(1-\tau^{m+l+2})}{1-\tau^{m+1-l}}\varsigma_l(m+1)^2\right]. \tag*{(81)} ε m ( u l ) = ( 1 − τ 2 ) τ m ς l ( ∞ ) 2 ϰ l 2 h l , m [ ( 1 − τ m + 2 ) ς l ( m ) 2 − 2 ( 1 − τ m + l + 2 ) ς l ( m ) ς l ( m + 1 ) + 1 − τ m + 1 − l ( 1 − τ m + 1 ) ( 1 − τ m + l + 2 ) ς l ( m + 1 ) 2 ] . (81) There exists a constant C τ C_\tau C τ , depending only on τ \tau τ , such that E ( n ) ( u l ) ≤ C τ Λ l ( τ ) ∥ φ l τ ∥ ℓ 0 2 ( w ) 2 \mathcal{E}^{(n)}(u_l)\leq C_\tau\Lambda_l(\tau)\|\varphi_l^\tau\|_{\ell^2_0(\mathbf{w})}^2 E ( n ) ( u l ) ≤ C τ Λ l ( τ ) ∥ φ l τ ∥ ℓ 0 2 ( w ) 2 for any integers l ≥ 1 l\geq1 l ≥ 1 and n ≥ 0 n\geq0 n ≥ 0 .
Proof: By Proposition 6.2, from any vertex ( m , k ) (m,k) ( m , k ) , the probabilities of a move to the level m + 1 m+1 m + 1 and of a move to the level m − 1 m-1 m − 1 are
p ↑ ( m ) = 1 − τ m + 2 ( 1 + τ ) ( 1 − τ m + 1 ) , p ↓ ( m ) = τ ( 1 − τ m ) ( 1 + τ ) ( 1 − τ m + 1 ) , p_\uparrow(m)=\frac{1-\tau^{m+2}}{(1+\tau)(1-\tau^{m+1})},\qquad
p_\downarrow(m)=\frac{\tau(1-\tau^m)}{(1+\tau)(1-\tau^{m+1})}, p ↑ ( m ) = ( 1 + τ ) ( 1 − τ m + 1 ) 1 − τ m + 2 , p ↓ ( m ) = ( 1 + τ ) ( 1 − τ m + 1 ) τ ( 1 − τ m ) ,
which do not depend on k k k . By (52) , we have w ^ ( m , k ) = 1 − τ m + 1 ( 1 − τ ) τ m τ k \widehat w(m,k)=\frac{1-\tau^{m+1}}{(1-\tau)\tau^m}\tau^k w ( m , k ) = ( 1 − τ ) τ m 1 − τ m + 1 τ k .
Let m ≥ l m\geq l m ≥ l , so that m ≥ 1 m\geq1 m ≥ 1 . Let j ≥ 0 j\geq0 j ≥ 0 be an integer. Lemma 6.5, applied at the level m m m to the function ( n ′ , k ′ ) ↦ 1 { m + 1 } ( n ′ ) τ j k ′ (n',k')\mapsto\mathbf{1}_{\{m+1\}}(n')\tau^{j k'} ( n ′ , k ′ ) ↦ 1 { m + 1 } ( n ′ ) τ j k ′ , shows that k ↦ ∑ k ′ P ( ( m , k ) , ( m + 1 , k ′ ) ) τ j k ′ k\mapsto\sum_{k'}P((m,k),(m+1,k'))\tau^{j k'} k ↦ ∑ k ′ P (( m , k ) , ( m + 1 , k ′ )) τ j k ′ is the sum of 1 − τ m + j + 2 ( 1 + τ ) ( 1 − τ m + 1 ) τ j k \frac{1-\tau^{m+j+2}}{(1+\tau)(1-\tau^{m+1})}\tau^{jk} ( 1 + τ ) ( 1 − τ m + 1 ) 1 − τ m + j + 2 τ j k and of a multiple of τ ( j − 1 ) k \tau^{(j-1)k} τ ( j − 1 ) k . Similarly, applied at the level m + 1 m+1 m + 1 to ( n ′ , k ′ ) ↦ 1 { m } ( n ′ ) τ j k ′ (n',k')\mapsto\mathbf{1}_{\{m\}}(n')\tau^{j k'} ( n ′ , k ′ ) ↦ 1 { m } ( n ′ ) τ j k ′ , it shows that k ′ ↦ ∑ k P ( ( m + 1 , k ′ ) , ( m , k ) ) τ j k k'\mapsto\sum_kP((m+1,k'),(m,k))\tau^{j k} k ′ ↦ ∑ k P (( m + 1 , k ′ ) , ( m , k )) τ j k is the sum of τ − τ m + 2 − j ( 1 + τ ) ( 1 − τ m + 2 ) τ j k ′ \frac{\tau-\tau^{m+2-j}}{(1+\tau)(1-\tau^{m+2})}\tau^{j k'} ( 1 + τ ) ( 1 − τ m + 2 ) τ − τ m + 2 − j τ j k ′ and of a multiple of τ ( j − 1 ) k ′ \tau^{(j-1)k'} τ ( j − 1 ) k ′ . Consider
b m ≔ ∑ k , k ′ cond ( ( m , k ) , ( m + 1 , k ′ ) ) M l , m ( τ k ) M l , m + 1 ( τ k ′ ) . b_m\coloneqq\sum_{k,k'}\operatorname{cond}((m,k),(m+1,k'))M_{l,m}(\tau^k)M_{l,m+1}(\tau^{k'}). b m : = k , k ′ ∑ cond (( m , k ) , ( m + 1 , k ′ )) M l , m ( τ k ) M l , m + 1 ( τ k ′ ) .
Since M l , m M_{l,m} M l , m and M l , m + 1 M_{l,m+1} M l , m + 1 are monic of degree l l l and orthogonal to the polynomials of degree at most l − 1 l-1 l − 1 in L 2 ( m m ) L^2(\mathbf{m}_m) L 2 ( m m ) and in L 2 ( m m + 1 ) L^2(\mathbf{m}_{m+1}) L 2 ( m m + 1 ) respectively, we obtain
b m = ∑ k w ^ ( m , k ) M l , m ( τ k ) ∑ k ′ P ( ( m , k ) , ( m + 1 , k ′ ) ) M l , m + 1 ( τ k ′ ) = ( 1 − τ m + l + 2 ) h l , m ( 1 − τ 2 ) τ m , b_m=\sum_k\widehat w(m,k)M_{l,m}(\tau^k)\sum_{k'}P((m,k),(m+1,k'))M_{l,m+1}(\tau^{k'})=\frac{(1-\tau^{m+l+2})h_{l,m}}{(1-\tau^2)\tau^m}, b m = k ∑ w ( m , k ) M l , m ( τ k ) k ′ ∑ P (( m , k ) , ( m + 1 , k ′ )) M l , m + 1 ( τ k ′ ) = ( 1 − τ 2 ) τ m ( 1 − τ m + l + 2 ) h l , m ,
and, by reversibility,
b m = ∑ k ′ w ^ ( m + 1 , k ′ ) M l , m + 1 ( τ k ′ ) ∑ k P ( ( m + 1 , k ′ ) , ( m , k ) ) M l , m ( τ k ) = ( 1 − τ m + 1 − l ) h l , m + 1 ( 1 − τ 2 ) τ m . b_m=\sum_{k'}\widehat{w}(m+1,k')M_{l,m+1}(\tau^{k'})\sum_k\mathbb{P}((m+1,k'),(m,k))M_{l,m}(\tau^k)=\frac{(1-\tau^{m+1-l})h_{l,m+1}}{(1-\tau^2)\tau^m}. b m = k ′ ∑ w ( m + 1 , k ′ ) M l , m + 1 ( τ k ′ ) k ∑ P (( m + 1 , k ′ ) , ( m , k )) M l , m ( τ k ) = ( 1 − τ 2 ) τ m ( 1 − τ m + 1 − l ) h l , m + 1 .
This proves the first identity. By the proof of part 2 of Proposition 6.9 , the coefficients of M l , m M_{l,m} M l , m converge to those of p ^ l \widehat{p}_l p l , and the moments of m m \mathfrak{m}_m m m converge to those of m ∞ \mathfrak{m}_\infty m ∞ . Hence h l , m → h l , ∞ h_{l,m}\to h_{l,\infty} h l , m → h l , ∞ , and iterating the first identity gives h l , m = h l , ∞ ∏ i ≥ m 1 − τ i + 1 − l 1 − τ i + l + 2 h_{l,m}=h_{l,\infty}\prod_{i\geq m}\frac{1-\tau^{i+1-l}}{1-\tau^{i+l+2}} h l , m = h l , ∞ ∏ i ≥ m 1 − τ i + l + 2 1 − τ i + 1 − l , which is the stated formula. The inequality follows from ( τ 2 l + 2 ; τ ) m − l ≤ 1 (\tau^{2l+2};\tau)_{m-l}\leq1 ( τ 2 l + 2 ; τ ) m − l ≤ 1 , ( τ ; τ ) ∞ ≤ ( τ ; τ ) m − l (\tau;\tau)_\infty\leq(\tau;\tau)_{m-l} ( τ ; τ ) ∞ ≤ ( τ ; τ ) m − l and ( τ 2 l + 2 ; τ ) ∞ ≥ ( τ ; τ ) ∞ (\tau^{2l+2};\tau)_\infty\geq(\tau;\tau)_\infty ( τ 2 l + 2 ; τ ) ∞ ≥ ( τ ; τ ) ∞ .
By part 3 of Proposition 6.9 , we have u l = ς l ( ∞ ) ς l p l u_l=\frac{\varsigma_l(\infty)}{\varsigma_l}p_l u l = ς l ς l ( ∞ ) p l , which is real-valued and vanishes on the levels n < l n<l n < l . This gives E m ( u l ) = 0 \mathcal{E}_m(u_l)=0 E m ( u l ) = 0 for m ≤ l − 2 m\leq l-2 m ≤ l − 2 . Let m ≥ l − 1 m\geq l-1 m ≥ l − 1 . Expanding the squares in E m ( u l ) \mathcal{E}_m(u_l) E m ( u l ) and using ∑ k ′ cond ( ( m , k ) , ( m + 1 , k ′ ) ) = w ^ ( m , k ) p ↑ ( m ) \sum_{k'}\operatorname{cond}((m,k),(m+1,k'))=\widehat{w}(m,k)p_\uparrow(m) ∑ k ′ cond (( m , k ) , ( m + 1 , k ′ )) = w ( m , k ) p ↑ ( m ) and, by reversibility, ∑ k cond ( ( m , k ) , ( m + 1 , k ′ ) ) = w ^ ( m + 1 , k ′ ) p ↓ ( m + 1 ) \sum_k\operatorname{cond}((m,k),(m+1,k'))=\widehat{w}(m+1,k')p_\downarrow(m+1) ∑ k cond (( m , k ) , ( m + 1 , k ′ )) = w ( m + 1 , k ′ ) p ↓ ( m + 1 ) , we obtain E m ( u l ) = A m − 2 B m + C m \mathcal{E}_m(u_l)=A_m-2B_m+C_m E m ( u l ) = A m − 2 B m + C m , where
A m : = p ↑ ( m ) ∑ k w ^ ( m , k ) u l ( m , k ) 2 , C m : = p ↓ ( m + 1 ) ∑ k ′ w ^ ( m + 1 , k ′ ) u l ( m + 1 , k ′ ) 2 , A_m\mathrel{\mathop:}=p_\uparrow(m)\sum_k\widehat{w}(m,k)u_l(m,k)^2,\qquad C_m\mathrel{\mathop:}=p_\downarrow(m+1)\sum_{k'}\widehat{w}(m+1,k')u_l(m+1,k')^2, A m : = p ↑ ( m ) k ∑ w ( m , k ) u l ( m , k ) 2 , C m : = p ↓ ( m + 1 ) k ′ ∑ w ( m + 1 , k ′ ) u l ( m + 1 , k ′ ) 2 ,
B m : = ∑ k , k ′ cond ( ( m , k ) , ( m + 1 , k ′ ) ) u l ( m , k ) u l ( m + 1 , k ′ ) . B_m\mathrel{\mathop:}=\sum_{k,k'}\operatorname{cond}((m,k),(m+1,k'))u_l(m,k)u_l(m+1,k'). B m : = k , k ′ ∑ cond (( m , k ) , ( m + 1 , k ′ )) u l ( m , k ) u l ( m + 1 , k ′ ) .
For m = l − 1 m=l-1 m = l − 1 , we have A m = B m = 0 A_m=B_m=0 A m = B m = 0 and, since ς l ( l ) = 1 \varsigma_l(l)=1 ς l ( l ) = 1 ,
C l − 1 = τ ( 1 − τ l ) ( 1 + τ ) ( 1 − τ l + 1 ) ⋅ 1 − τ l + 1 ( 1 − τ ) τ l ⋅ χ l 2 ς l ( ∞ ) 2 h l , l = ( 1 − τ l ) χ l 2 h l , l ( 1 − τ 2 ) τ l − 1 ς l ( ∞ ) 2 . C_{l-1}=\frac{\tau(1-\tau^l)}{(1+\tau)(1-\tau^{l+1})}\cdot\frac{1-\tau^{l+1}}{(1-\tau)\tau^l}\cdot\frac{\chi_l^2}{\varsigma_l(\infty)^2}h_{l,l}=\frac{(1-\tau^l)\chi_l^2h_{l,l}}{(1-\tau^2)\tau^{l-1}\varsigma_l(\infty)^2}. C l − 1 = ( 1 + τ ) ( 1 − τ l + 1 ) τ ( 1 − τ l ) ⋅ ( 1 − τ ) τ l 1 − τ l + 1 ⋅ ς l ( ∞ ) 2 χ l 2 h l , l = ( 1 − τ 2 ) τ l − 1 ς l ( ∞ ) 2 ( 1 − τ l ) χ l 2 h l , l .
For m ≥ l m\geq l m ≥ l , the same computation gives
A m = ( 1 − τ m + 2 ) χ l 2 ς l ( m ) 2 h l , m ( 1 − τ 2 ) τ m ς l ( ∞ ) 2 , C m = ( 1 − τ m + 1 ) χ l 2 ς l ( m + 1 ) 2 h l , m + 1 ( 1 − τ 2 ) τ m ς l ( ∞ ) 2 , A_m=\frac{(1-\tau^{m+2})\chi_l^2\varsigma_l(m)^2h_{l,m}}{(1-\tau^2)\tau^m\varsigma_l(\infty)^2},\qquad C_m=\frac{(1-\tau^{m+1})\chi_l^2\varsigma_l(m+1)^2h_{l,m+1}}{(1-\tau^2)\tau^m\varsigma_l(\infty)^2}, A m = ( 1 − τ 2 ) τ m ς l ( ∞ ) 2 ( 1 − τ m + 2 ) χ l 2 ς l ( m ) 2 h l , m , C m = ( 1 − τ 2 ) τ m ς l ( ∞ ) 2 ( 1 − τ m + 1 ) χ l 2 ς l ( m + 1 ) 2 h l , m + 1 ,
and B m = χ l 2 ς l ( ∞ ) 2 ς l ( m ) ς l ( m + 1 ) b m B_m=\frac{\chi_l^2}{\varsigma_l(\infty)^2}\varsigma_l(m)\varsigma_l(m+1)b_m B m = ς l ( ∞ ) 2 χ l 2 ς l ( m ) ς l ( m + 1 ) b m . Using part 1 to express h l , m + 1 h_{l,m+1} h l , m + 1 and b m b_m b m in terms of h l , m h_{l,m} h l , m , we obtain (81) .
Recall that φ l T = χ l p ^ l \varphi_l^T=\chi_l\widehat{p}_l φ l T = χ l p l and w k = ( 1 − τ ) τ k w_k=(1-\tau)\tau^k w k = ( 1 − τ ) τ k , so that ∥ φ l T ∥ 2 = ( 1 − τ ) χ l 2 h l , ∞ \lVert\varphi_l^T\rVert^2=(1-\tau)\chi_l^2h_{l,\infty} ∥ φ l T ∥ 2 = ( 1 − τ ) χ l 2 h l , ∞ . Let m ≥ l m\geq l m ≥ l and put y : = τ m + 1 − l ≤ τ y\mathrel{\mathop:}=\tau^{m+1-l}\leq\tau y : = τ m + 1 − l ≤ τ , a : = ς l ( m ) a\mathrel{\mathop:}=\varsigma_l(m) a : = ς l ( m ) and δ : = ς l ( m + 1 ) − ς l ( m ) \delta\mathrel{\mathop:}=\varsigma_l(m+1)-\varsigma_l(m) δ : = ς l ( m + 1 ) − ς l ( m ) . Denote by Q Q Q the bracket in (81) . Since τ m + 1 = y τ l \tau^{m+1}=y\tau^l τ m + 1 = y τ l , τ m + 2 = y τ l + 1 \tau^{m+2}=y\tau^{l+1} τ m + 2 = y τ l + 1 and τ m + l + 2 = y τ 2 l + 1 \tau^{m+l+2}=y\tau^{2l+1} τ m + l + 2 = y τ 2 l + 1 , a direct computation gives Q = F 1 a 2 + 2 F 2 a δ + R δ 2 Q=F_1a^2+2F_2a\delta+R\delta^2 Q = F 1 a 2 + 2 F 2 a δ + R δ 2 , where
F 1 = y ( 1 − τ l ) [ 1 − τ l + 1 + y τ l + 1 ( 1 − τ l ) ] 1 − y , F_1=\frac{y(1-\tau^l)[1-\tau^{l+1}+y\tau^{l+1}(1-\tau^l)]}{1-y}, F 1 = 1 − y y ( 1 − τ l ) [ 1 − τ l + 1 + y τ l + 1 ( 1 − τ l )] ,
F 2 = y ( 1 − τ l ) ( 1 − y τ 2 l + 1 ) 1 − y , R = ( 1 − y τ l ) ( 1 − y τ 2 l + 1 ) 1 − y . F_2=\frac{y(1-\tau^l)(1-y\tau^{2l+1})}{1-y},\qquad R=\frac{(1-y\tau^l)(1-y\tau^{2l+1})}{1-y}. F 2 = 1 − y y ( 1 − τ l ) ( 1 − y τ 2 l + 1 ) , R = 1 − y ( 1 − y τ l ) ( 1 − y τ 2 l + 1 ) .
We have y ( 1 − τ l ) ( 1 − τ l + 1 ) = τ m + 1 Λ l ( τ ) y(1-\tau^l)(1-\tau^{l+1})=\tau^{m+1}\Lambda_l(\tau) y ( 1 − τ l ) ( 1 − τ l + 1 ) = τ m + 1 Λ l ( τ ) and τ l + 1 ( 1 − τ l ) ≤ 1 − τ l + 1 \tau^{l+1}(1-\tau^l)\leq1-\tau^{l+1} τ l + 1 ( 1 − τ l ) ≤ 1 − τ l + 1 , since 1 + τ 2 l + 1 − 2 τ l + 1 ≥ ( 1 − τ l + 1 ) 2 ≥ 0 1+\tau^{2l+1}-2\tau^{l+1}\geq(1-\tau^{l+1})^2\geq0 1 + τ 2 l + 1 − 2 τ l + 1 ≥ ( 1 − τ l + 1 ) 2 ≥ 0 . Using y ≤ τ y\leq\tau y ≤ τ , we deduce that
0 ≤ F 1 ≤ 1 + τ 1 − τ τ m + 1 Λ l ( τ ) , 0 ≤ F 2 ≤ τ m + 1 Λ l ( τ ) ( 1 − τ ) 2 , 0 < R ≤ 1 1 − τ . 0\leq F_1\leq\frac{1+\tau}{1-\tau}\tau^{m+1}\Lambda_l(\tau),\qquad0\leq F_2\leq\frac{\tau^{m+1}\Lambda_l(\tau)}{(1-\tau)^2},\qquad0<R\leq\frac{1}{1-\tau}. 0 ≤ F 1 ≤ 1 − τ 1 + τ τ m + 1 Λ l ( τ ) , 0 ≤ F 2 ≤ ( 1 − τ ) 2 τ m + 1 Λ l ( τ ) , 0 < R ≤ 1 − τ 1 .
Put j : = m − l j\mathrel{\mathop:}=m-l j : = m − l . By Lemma 6.8 , we have ∣ a ∣ ≤ M τ |a|\leq M_\tau ∣ a ∣ ≤ M τ and ∣ δ ∣ ≤ 4 P τ M τ ( j + 2 ) τ j + 1 |\delta|\leq4P_\tau M_\tau(j+2)\tau^{j+1} ∣ δ ∣ ≤ 4 P τ M τ ( j + 2 ) τ j + 1 . Moreover τ m + 1 Λ l ( τ ) = τ j + 1 ( 1 − τ l ) ( 1 − τ l + 1 ) ≥ ( 1 − τ ) ( 1 − τ 2 ) τ j + 1 \tau^{m+1}\Lambda_l(\tau)=\tau^{j+1}(1-\tau^l)(1-\tau^{l+1})\geq(1-\tau)(1-\tau^2)\tau^{j+1} τ m + 1 Λ l ( τ ) = τ j + 1 ( 1 − τ l ) ( 1 − τ l + 1 ) ≥ ( 1 − τ ) ( 1 − τ 2 ) τ j + 1 . We obtain ∣ Q ∣ ≤ K τ τ m + 1 Λ l ( τ ) |Q|\leq K_\tau\tau^{m+1}\Lambda_l(\tau) ∣ Q ∣ ≤ K τ τ m + 1 Λ l ( τ ) , where
K τ : = ( 1 + τ ) M τ 2 1 − τ + sup j ≥ 0 [ 8 P τ M τ 2 ( j + 2 ) τ j + 1 ( 1 − τ ) 2 + 16 P τ 2 M τ 2 ( j + 2 ) 2 τ j + 1 ( 1 − τ ) 2 ( 1 − τ 2 ) ] < ∞ . K_{\tau}\mathrel{\mathop:}= \frac{(1+\tau)M_{\tau}^{2}}{1-\tau}+\sup_{j\geq0}\left[\frac{8P_{\tau}M_{\tau}^{2}(j+2)\tau^{j+1}}{(1-\tau)^{2}}+\frac{16P_{\tau}^{2}M_{\tau}^{2}(j+2)^{2}\tau^{j+1}}{(1-\tau)^{2}(1-\tau^{2})}\right]<\infty. K τ : = 1 − τ ( 1 + τ ) M τ 2 + j ≥ 0 sup [ ( 1 − τ ) 2 8 P τ M τ 2 ( j + 2 ) τ j + 1 + ( 1 − τ ) 2 ( 1 − τ 2 ) 16 P τ 2 M τ 2 ( j + 2 ) 2 τ j + 1 ] < ∞.
By (81) , part 1 and part 2 of Proposition 6.12 , we deduce that
ε m ( u l ) ≤ τ l 2 h l , ∞ ( τ ; τ ) ∞ ( 1 − τ 2 ) τ m K τ τ m + 1 Λ l ( τ ) = τ K τ ( τ ; τ ) ∞ ( 1 − τ ) ( 1 − τ 2 ) Λ l ( τ ) ∥ φ l ∥ 2 . \varepsilon_m(u_l)\leq\frac{\tau_l^2h_{l,\infty}}{(\tau;\tau)_\infty(1-\tau^2)\tau^m}K_\tau\tau^{m+1}\Lambda_l(\tau)=\frac{\tau K_\tau}{(\tau;\tau)_\infty(1-\tau)(1-\tau^2)}\Lambda_l(\tau)\lVert\varphi_l\rVert^2. ε m ( u l ) ≤ ( τ ; τ ) ∞ ( 1 − τ 2 ) τ m τ l 2 h l , ∞ K τ τ m + 1 Λ l ( τ ) = ( τ ; τ ) ∞ ( 1 − τ ) ( 1 − τ 2 ) τ K τ Λ l ( τ ) ∥ φ l ∥ 2 .
For m = l − 1 m=l-1 m = l − 1 , we have ( 1 − τ l ) τ 1 − l = τ Λ l ( τ ) 1 − τ ≤ τ Λ l ( τ ) 1 − τ (1-\tau^l)\tau^{1-l}=\frac{\tau\Lambda_l(\tau)}{1-\tau}\leq\frac{\tau\Lambda_l(\tau)}{1-\tau} ( 1 − τ l ) τ 1 − l = 1 − τ τ Λ l ( τ ) ≤ 1 − τ τ Λ l ( τ ) and h l , l ≤ h l , ∞ ( τ ; τ ) ∞ h_{l,l}\leq\frac{h_{l,\infty}}{(\tau;\tau)_\infty} h l , l ≤ ( τ ; τ ) ∞ h l , ∞ , so that part 2 gives
ε l − 1 ( u l ) ≤ τ ( τ ; τ ) ∞ ( 1 − τ ) 2 ( 1 − τ 2 ) Λ l ( τ ) ∥ φ l ∥ 2 . \varepsilon_{l-1}(u_l)\leq\frac{\tau}{(\tau;\tau)_\infty(1-\tau)^2(1-\tau^2)}\Lambda_l(\tau)\lVert\varphi_l\rVert^2. ε l − 1 ( u l ) ≤ ( τ ; τ ) ∞ ( 1 − τ ) 2 ( 1 − τ 2 ) τ Λ l ( τ ) ∥ φ l ∥ 2 .
Since E ( n ) ( u l ) = ε n − 1 ( u l ) + ε n ( u l ) E^{(n)}(u_l)=\varepsilon_{n-1}(u_l)+\varepsilon_n(u_l) E ( n ) ( u l ) = ε n − 1 ( u l ) + ε n ( u l ) , part 3 holds with
C τ = 2 τ max { K τ ( 1 − τ ) , 1 } ( τ ; τ ) ∞ ( 1 − τ ) 2 ( 1 − τ 2 ) . C_\tau=\frac{2\tau\max\{K_\tau(1-\tau),1\}}{(\tau;\tau)_\infty(1-\tau)^2(1-\tau^2)}. C τ = ( τ ; τ ) ∞ ( 1 − τ ) 2 ( 1 − τ 2 ) 2 τ max { K τ ( 1 − τ ) , 1 } .
We now pass to the Poisson integrals of the Podleś sphere. Recall that the left translations by the torus act on L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) by the automorphisms β λ , 1 \beta_{\lambda,1} β λ , 1 , by (42) , and that their fixed point algebra is W ∗ ( A ) \mathrm{W}^*(A) W ∗ ( A ) by part 3 of Proposition 5.5 .
Proposition 6.31 For any bounded function f : N 0 → C f:\mathbb{N}_0\to\mathbb{C} f : N 0 → C , the Poisson integral Θ ( f ( A ) ) \Theta(f(A)) Θ ( f ( A )) is the diagonal element H f \mathcal{H}f H f .
Proof. Since Θ \Theta Θ is equivariant and bijective, it maps the fixed point algebra W ∗ ( A ) \mathrm{W}^*(A) W ∗ ( A ) of the torus onto the diagonal part of H ∞ ( G ^ , P ) H^\infty(\widehat{G},\mathsf{P}) H ∞ ( G , P ) , that is onto the space of bounded harmonic functions of the diagonal chain. For such a function u u u , the limit u ∞ : = lim t u ( n t , k t ) u_\infty\mathrel{\mathop:}=\lim_t u(n_t,k_t) u ∞ : = lim t u ( n t , k t ) exists almost surely and u ( v ) = E v [ u ∞ ] u(v)=\mathbb{E}_v[u_\infty] u ( v ) = E v [ u ∞ ] , by the martingale convergence theorem; this is the standard identification of the bounded harmonic functions of a Markov chain with the bounded functions on the invariant σ \sigma σ -field of its path space, see [42 Section 1] . For bounded harmonic functions u u u and u ′ u' u ′ of the diagonal chain, the Cesàro means in (50) converge pointwise to E v [ u ∞ u ∞ ′ ] \mathbb{E}_v[u_\infty u'_\infty] E v [ u ∞ u ∞ ′ ] , so that ( u ⋅ u ′ ) ( v ) = E v [ u ∞ u ∞ ′ ] (u\mathbin{\cdot}u')(v)=\mathbb{E}_v[u_\infty u'_\infty] ( u ⋅ u ′ ) ( v ) = E v [ u ∞ u ∞ ′ ] . If I \mathcal{I} I denotes the invariant σ \sigma σ -field of the path space, the map u ↦ u ∞ u\mapsto u_\infty u ↦ u ∞ is therefore a ∗ * ∗ -isomorphism from the diagonal part of H ∞ ( G ^ , P ) H^\infty(\widehat{G},\mathsf{P}) H ∞ ( G , P ) , equipped with the product (50) , onto L ∞ ( I , P ( 0 , 0 ) ) L^\infty(\mathcal{I},\mathsf{P}_{(0,0)}) L ∞ ( I , P ( 0 , 0 ) ) . Here we use that a nonnegative harmonic function vanishing at ( 0 , 0 ) (0,0) ( 0 , 0 ) vanishes everywhere, since every state can be reached from ( 0 , 0 ) (0,0) ( 0 , 0 ) . Consequently, L ∞ ( I , P ( 0 , 0 ) ) L^\infty(\mathcal{I},\mathsf{P}_{(0,0)}) L ∞ ( I , P ( 0 , 0 ) ) is isomorphic to W ∗ ( A ) \mathrm{W}^*(A) W ∗ ( A ) , which is the weak∗ ^* ∗ closed linear span of the minimal projections p k p_k p k , k ∈ N 0 k\in\mathbb{N}_0 k ∈ N 0 . Hence Θ ( p k ) \Theta(p_k) Θ ( p k ) is the harmonic function v ↦ P v ( Ω k ) v\mapsto\mathsf{P}_v(\Omega_k) v ↦ P v ( Ω k ) for some atom Ω k \Omega_k Ω k of I \mathcal{I} I , the atoms Ω k \Omega_k Ω k form a partition of the path space up to null sets, and
P ( 0 , 0 ) ( Ω k ) = ε ^ ( Θ ( p k ) ) = h ( p k ) : = ( 1 − τ ) τ k . (82) \mathsf{P}_{(0,0)}(\Omega_k)=\widehat{\varepsilon}(\Theta(p_k))=h(p_k)\mathrel{\mathop:}=(1-\tau)\tau^k. \tag*{(82)} P ( 0 , 0 ) ( Ω k ) = ε ( Θ ( p k )) = h ( p k ) : = ( 1 − τ ) τ k . (82)
The variable k ∞ k_\infty k ∞ is I \mathcal{I} I -measurable. Hence, for any j ∈ N 0 j\in\mathbb{N}_0 j ∈ N 0 , the event { k ∞ = j } \{k_\infty=j\} { k ∞ = j } is, up to a null set, the union of the atoms Ω k \Omega_k Ω k , k ∈ S j ′ k\in S'_j k ∈ S j ′ , for some partition ( S j ′ ) j ≥ 0 (S'_j)_{j\geq0} ( S j ′ ) j ≥ 0 of N 0 \mathbb{N}_0 N 0 . By Theorem 6.10, we have ∑ k ∈ S j ′ τ k = τ j \sum_{k\in S'_j}\tau^k=\tau^j ∑ k ∈ S j ′ τ k = τ j for any j j j . We show by induction on j j j that S j ′ = { j } S'_j=\{j\} S j ′ = { j } . Suppose that S i ′ = { i } S'_i=\{i\} S i ′ = { i } for any i < j i<j i < j . If j ∉ S j ′ j\notin S'_j j ∈ / S j ′ , then j ∈ S i ′ j\in S'_i j ∈ S i ′ for some i > j i>j i > j , and ∑ k ∈ S i ′ τ k ≥ τ j > τ i \sum_{k\in S'_i}\tau^k\geq\tau^j>\tau^i ∑ k ∈ S i ′ τ k ≥ τ j > τ i , which is impossible. Thus j ∈ S j ′ j\in S'_j j ∈ S j ′ , and the equality ∑ k ∈ S j ′ τ k = τ j \sum_{k\in S'_j}\tau^k=\tau^j ∑ k ∈ S j ′ τ k = τ j forces S j ′ = { j } S'_j=\{j\} S j ′ = { j } . We conclude that Θ ( p k ) ( v ) = P v ( k ∞ = k ) = H 1 { k } ( v ) \Theta(p_k)(v)=\mathsf{P}_v(k_\infty=k)=\mathcal{H}\mathbf{1}_{\{k\}}(v) Θ ( p k ) ( v ) = P v ( k ∞ = k ) = H 1 { k } ( v ) for any k k k . Since f ( A ) = ∑ k f ( k ) p k f(A)=\sum_k f(k)p_k f ( A ) = ∑ k f ( k ) p k with convergence for the weak∗ ^* ∗ topology, and since H \mathcal{H} H is normal, we obtain Θ ( f ( A ) ) = ∑ k f ( k ) H 1 { k } = H f \Theta(f(A))=\sum_k f(k)\mathcal{H}\mathbf{1}_{\{k\}}=\mathcal{H}f Θ ( f ( A )) = ∑ k f ( k ) H 1 { k } = H f .
Recall that Pol ( S r 2 ) \operatorname{Pol}(S_r^2) Pol ( S r 2 ) is the linear span of the matrix coefficients u j 0 ( l ) u^{(l)}_{j0} u j 0 ( l ) , l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 , ∣ j ∣ ≤ l |j|\leq l ∣ j ∣ ≤ l , which are pairwise orthogonal in L 2 ( S r 2 ) L^2(S_r^2) L 2 ( S r 2 ) by [54 Theorem 1.4.3] and Lemma 5.2. Thus Pol ( S r 2 ) \operatorname{Pol}(S_r^2) Pol ( S r 2 ) is the orthogonal direct sum of the subspaces Pol l ( S r 2 ) : = span { u j 0 ( l ) : ∣ j ∣ ≤ l } \operatorname{Pol}_l(S_r^2)\mathrel{\mathop:}=\operatorname{span}\{u^{(l)}_{j0}:|j|\leq l\} Pol l ( S r 2 ) : = span { u j 0 ( l ) : ∣ j ∣ ≤ l } , which are of spin l l l for the left translations, each spin occurring once, and the fixed vectors of the torus in Pol ( S r 2 ) \operatorname{Pol}(S^2_r) Pol ( S r 2 ) are the multiples of u 00 ( l ) = φ 0 l ( A ) u_{00}^{(l)}=\varphi^l_0(A) u 00 ( l ) = φ 0 l ( A ) (Proposition 5.3). For any x ∈ L ∞ ( S r 2 ) x\in L^\infty(S^2_r) x ∈ L ∞ ( S r 2 ) , we denote by x l x_l x l the component of x x x in Pol l ( S r 2 ) \operatorname{Pol}_l(S^2_r) Pol l ( S r 2 ) .
Corollary 6.32 For any integer n ≥ 0 n\ge0 n ≥ 0 and any x ∈ L ∞ ( S r 2 ) x\in L^\infty(S^2_r) x ∈ L ∞ ( S r 2 ) , we have
E ( n ) ( Θ ( x ) ) = ∑ l = 0 n + 1 e n ( l ) ∥ x l ∥ L 2 ( S r 2 ) 2 , where e n ( l ) ≔ E ( n ) ( H φ l τ ) ∥ φ l τ ∥ L N 0 2 ( ω ) 2 , \mathcal{E}^{(n)}(\Theta(x))=\sum_{l=0}^{n+1}e_n(l)\|x_l\|_{L^2(S^2_r)}^2,\qquad\text{where }e_n(l)\coloneqq\frac{\mathcal{E}^{(n)}(\mathcal{H}\varphi_l^\tau)}{\|\varphi_l^\tau\|_{L^2_{N_0}(\omega)}^2}, E ( n ) ( Θ ( x )) = l = 0 ∑ n + 1 e n ( l ) ∥ x l ∥ L 2 ( S r 2 ) 2 , where e n ( l ) : = ∥ φ l τ ∥ L N 0 2 ( ω ) 2 E ( n ) ( H φ l τ ) , and, for any l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 , we have lim n → ∞ e n ( l ) = c τ Λ l ( τ ) \lim_{n\to\infty}e_n(l)=c_\tau\Lambda_l(\tau) lim n → ∞ e n ( l ) = c τ Λ l ( τ ) and sup n e n ( l ) ≤ C τ Λ l ( τ ) \sup_n e_n(l)\le C_\tau\Lambda_l(\tau) sup n e n ( l ) ≤ C τ Λ l ( τ ) , where C τ C_\tau C τ is the constant of Proposition 6.30. Consequently, for any x ∈ L ∞ ( S r 2 ) x\in L^\infty(S^2_r) x ∈ L ∞ ( S r 2 ) ,
lim n → ∞ E ( n ) ( Θ ( x ) ) = c τ ∑ l ≥ 0 Λ l ( τ ) ∥ x l ∥ L 2 ( S r 2 ) 2 ∈ [ 0 , ∞ ] , (83) \lim_{n\to\infty}\mathcal{E}^{(n)}(\Theta(x))=c_\tau\sum_{l\ge0}\Lambda_l(\tau)\|x_l\|_{L^2(S^2_r)}^2\in[0,\infty], \tag*{(83)} n → ∞ lim E ( n ) ( Θ ( x )) = c τ l ≥ 0 ∑ Λ l ( τ ) ∥ x l ∥ L 2 ( S r 2 ) 2 ∈ [ 0 , ∞ ] , (83) and sup n ≥ 0 E ( n ) ( Θ ( x ) ) ≤ C τ ∑ l ≥ 0 Λ l ( τ ) ∥ x l ∥ L 2 ( S r 2 ) 2 \sup_{n\ge0}\mathcal{E}^{(n)}(\Theta(x))\le C_\tau\sum_{l\ge0}\Lambda_l(\tau)\|x_l\|_{L^2(S^2_r)}^2 sup n ≥ 0 E ( n ) ( Θ ( x )) ≤ C τ ∑ l ≥ 0 Λ l ( τ ) ∥ x l ∥ L 2 ( S r 2 ) 2 . In particular, lim n → ∞ E ( n ) ( H f ) = c τ E τ ( f ) \lim_{n\to\infty}\mathcal{E}^{(n)}(\mathcal{H}f)=c_\tau\mathcal{E}_\tau(f) lim n → ∞ E ( n ) ( H f ) = c τ E τ ( f ) in [ 0 , ∞ ] [0,\infty] [ 0 , ∞ ] for any bounded function f : N 0 → C f:\mathbb{N}_0\to\mathbb{C} f : N 0 → C , and every element of H ∞ ( G ^ , P ) H^\infty(\widehat{G},P) H ∞ ( G , P ) which is not a multiple of 1 1 1 has infinite energy.
Proof: Since P P P commutes with the action of G G G on ℓ ∞ ( G ^ ) \ell^\infty(\widehat{G}) ℓ ∞ ( G ) and h ^ \widehat{h} h is invariant, the sesquilinear form ( a , b ) ↦ [ 2 s + 1 ] r Tr ( K − 1 ( P ( a ∗ b ) − a ∗ b ) s ) (a,b)\mapsto[2s+1]_r\operatorname{Tr}(K^{-1}(P(a^*b)-a^*b)_s) ( a , b ) ↦ [ 2 s + 1 ] r Tr ( K − 1 ( P ( a ∗ b ) − a ∗ b ) s ) is invariant. Since Θ \Theta Θ is equivariant, the sesquilinear form B n B_n B n on L ∞ ( S r 2 ) L^\infty(S^2_r) L ∞ ( S r 2 ) obtained by composing it with Θ \Theta Θ is invariant, and its quadratic form is x ↦ E ( n ) ( Θ ( x ) ) x\mapsto\mathcal{E}^{(n)}(\Theta(x)) x ↦ E ( n ) ( Θ ( x )) . Moreover, Θ \Theta Θ commutes with the projections onto the isotypic components, and the components of ℓ ∞ ( G ^ ) \ell^\infty(\widehat{G}) ℓ ∞ ( G ) on the levels s ′ ≤ s + 1 2 s'\le s+\frac12 s ′ ≤ s + 2 1 have spin at most 2 s + 1 = n + 1 2s+1=n+1 2 s + 1 = n + 1 . Since E ( n ) ( a ) \mathcal{E}^{(n)}(a) E ( n ) ( a ) only depends on the components of a a a on the levels s s s and s ± 1 2 s\pm\frac12 s ± 2 1 , we deduce that E ( n ) ( Θ ( x ) ) = B n ( y , y ) \mathcal{E}^{(n)}(\Theta(x))=B_n(y,y) E ( n ) ( Θ ( x )) = B n ( y , y ) with y = ∑ l ≤ n + 1 x l y=\sum_{l\le n+1}x_l y = ∑ l ≤ n + 1 x l . By Schur’s lemma, B n B_n B n vanishes on Pol l ( S r 2 ) × Pol l ′ ( S r 2 ) \operatorname{Pol}_l(S^2_r)\times\operatorname{Pol}_{l'}(S^2_r) Pol l ( S r 2 ) × Pol l ′ ( S r 2 ) for l ≠ l ′ l\ne l' l = l ′ and is a multiple of the scalar product of L 2 ( S r 2 ) L^2(S^2_r) L 2 ( S r 2 ) on Pol l ( S r 2 ) \operatorname{Pol}_l(S^2_r) Pol l ( S r 2 ) . Computing this multiple with x = φ l l ( A ) x=\varphi_l^l(A) x = φ l l ( A ) , we obtain the formula, by Proposition 6.31 and ∥ φ l l ( A ) ∥ L 2 ( S r 2 ) = ∥ φ l τ ∥ L N 0 2 ( ω ) \|\varphi_l^l(A)\|_{L^2(S^2_r)}=\|\varphi_l^\tau\|_{L^2_{N_0}(\omega)} ∥ φ l l ( A ) ∥ L 2 ( S r 2 ) = ∥ φ l τ ∥ L N 0 2 ( ω ) . By Theorem 6.29 and part 3 of Proposition 3.1, we have
lim n → ∞ e n ( l ) = c τ E τ ( φ l τ ) ∥ φ l τ ∥ L N 0 2 ( ω ) 2 = c τ Λ l ( τ ) . \lim_{n\to\infty}e_n(l)=\frac{c_\tau\mathcal{E}_\tau(\varphi_l^\tau)}{\|\varphi_l^\tau\|_{L^2_{N_0}(\omega)}^2}=c_\tau\Lambda_l(\tau). n → ∞ lim e n ( l ) = ∥ φ l τ ∥ L N 0 2 ( ω ) 2 c τ E τ ( φ l τ ) = c τ Λ l ( τ ) .
The bound on e n ( l ) e_n(l) e n ( l ) is part 3 of Proposition 6.30 for l ≥ 1 l\ge1 l ≥ 1 , and e n ( 0 ) = 0 e_n(0)=0 e n ( 0 ) = 0 since H φ 0 τ = 1 \mathcal{H}\varphi_0^\tau=1 H φ 0 τ = 1 . The bound on sup n E ( n ) ( Θ ( x ) ) \sup_n\mathcal{E}^{(n)}(\Theta(x)) sup n E ( n ) ( Θ ( x )) follows. If ∑ l Λ l ( τ ) ∥ x l ∥ 2 < ∞ \sum_l\Lambda_l(\tau)\|x_l\|^2<\infty ∑ l Λ l ( τ ) ∥ x l ∥ 2 < ∞ , then (83) follows from the dominated convergence theorem for series. Otherwise, Fatou’s lemma for series gives lim inf n E ( n ) ( Θ ( x ) ) = ∞ \liminf_n\mathcal{E}^{(n)}(\Theta(x))=\infty lim inf n E ( n ) ( Θ ( x )) = ∞ .
Let f : N 0 → C f:\mathbb{N}_0\to\mathbb{C} f : N 0 → C be bounded. The element f ( A ) f(A) f ( A ) is fixed by the left action of the torus, hence so are its components. Thus f ( A ) l f(A)_l f ( A ) l is a multiple of φ l τ ( A ) \varphi_l^\tau(A) φ l τ ( A ) , namely f ( A ) l = ⟨ f , e l ⟩ l 2 e l ( A ) f(A)_l=\langle f,e_l\rangle_{l^2}\,e_l(A) f ( A ) l = ⟨ f , e l ⟩ l 2 e l ( A ) with e l = ∥ φ l τ ∥ − 1 φ l τ e_l=\|\varphi_l^\tau\|^{-1}\varphi_l^\tau e l = ∥ φ l τ ∥ − 1 φ l τ , since h ( ( φ l τ ) ∗ f ( A ) ) = ⟨ f , φ l τ ⟩ l N 0 2 ( ω ) h((\varphi_l^\tau)^*f(A))=\langle f,\varphi_l^\tau\rangle_{l^2_{N_0}(\omega)} h (( φ l τ ) ∗ f ( A )) = ⟨ f , φ l τ ⟩ l N 0 2 ( ω ) . By part 3 of Proposition 3.1, we have ∑ l Λ l ( τ ) ∥ f ( A ) l ∥ 2 = ∑ l Λ l ( τ ) ∣ ⟨ f , e l ⟩ ∣ 2 = E τ ( f ) \sum_l\Lambda_l(\tau)\|f(A)_l\|^2=\sum_l\Lambda_l(\tau)|\langle f,e_l\rangle|^2=\mathcal{E}_\tau(f) ∑ l Λ l ( τ ) ∥ f ( A ) l ∥ 2 = ∑ l Λ l ( τ ) ∣ ⟨ f , e l ⟩ ∣ 2 = E τ ( f ) in [ 0 , ∞ ] [0,\infty] [ 0 , ∞ ] , and Θ ( f ( A ) ) = H f \Theta(f(A))=\mathcal{H}f Θ ( f ( A )) = H f by Proposition 6.31. Finally, if x x x is not a multiple of 1 1 1 , then x l ≠ 0 x_l\ne0 x l = 0 for some l ≥ 1 l\ge1 l ≥ 1 , so that the limit in (83) is positive and E G ^ ( Θ ( x ) ) = ∑ n E ( n ) ( Θ ( x ) ) = ∞ \mathcal{E}_{\widehat{G}}(\Theta(x))=\sum_n\mathcal{E}^{(n)}(\Theta(x))=\infty E G ( Θ ( x )) = ∑ n E ( n ) ( Θ ( x )) = ∞ . The last assertion follows since Θ \Theta Θ is onto H ∞ ( G ^ , P ) H^\infty(\widehat{G},P) H ∞ ( G , P ) .
Comparison of the two boundary energies
Suppose that τ = Q − d \tau=Q^{-d} τ = Q − d . We identify a function f : N 0 → C f:\mathbb{N}_0\to\mathbb{C} f : N 0 → C with the radial function F ( x ) = f ( k ) F(x)=f(k) F ( x ) = f ( k ) for ∥ x ∥ K = Q − k \lVert x\rVert_K=Q^{-k} ∥ x ∥ K = Q − k on O d O^d O d , and with the element f ( A ) f(A) f ( A ) , as in Theorem 5.6 .
Corollary 6.33 1. The harmonic measure of the tree T \mathsf{T} T seen from the root and the harmonic measure of the diagonal quantum walk seen from the trivial representation have the same radial law, namely the Aref’eva–Volovich law.
For any f ∈ ℓ N 0 2 ( w ) f\in\ell^2_{\mathbb{N}_0}(w) f ∈ ℓ N 0 2 ( w ) , the boundary energy of the tree and the energy density at infinity E τ ( f ) \mathcal{E}_\tau(f) E τ ( f ) of the quantum walk, which is equal to lim n E ( n ) ( H f ) \lim_n\mathcal{E}^{(n)}(\mathcal{H}f) lim n E ( n ) ( H f ) if f f f is bounded, by Corollary 6.32 , satisfy
2 ( 1 − τ ) 2 1 + τ E τ ( f ) ≤ E T ( F ) ≤ 2 ( 1 − τ ) [ 1 ( 1 − τ ) 3 + τ ( 1 + τ ) 2 ( 1 − τ ) 2 ] E τ ( f ) . \frac{2(1-\tau)^2}{1+\tau}\mathcal{E}_\tau(f)\leq\mathcal{E}_{\mathsf{T}}(F)\leq2(1-\tau)\left[\frac{1}{(1-\tau)^3}+\frac{\tau}{(1+\tau)^2(1-\tau)^2}\right]\mathcal{E}_\tau(f). 1 + τ 2 ( 1 − τ ) 2 E τ ( f ) ≤ E T ( F ) ≤ 2 ( 1 − τ ) [ ( 1 − τ ) 3 1 + ( 1 + τ ) 2 ( 1 − τ ) 2 τ ] E τ ( f ) . In particular, these forms have the same domain.
Proof. 1. Under the Haar measure of O d O^d O d , the valuation is distributed according to ( 1 − τ ) τ k (1-\tau)\tau^k ( 1 − τ ) τ k , by (7) . The quantum case is Theorem 6.10.
By Theorem 6.1 and Proposition 2.1 , we have E T ( F ) = 2 ( 1 − τ ) [ E R ( f ) + κ ∥ f − E 0 f ∥ 2 ] \mathcal{E}_{\mathsf{T}}(F)=2(1-\tau)\left[\mathcal{E}_{R}(f)+\kappa\lVert f-E_0f\rVert^2\right] E T ( F ) = 2 ( 1 − τ ) [ E R ( f ) + κ ∥ f − E 0 f ∥ 2 ] with α = d \alpha=d α = d and κ = 1 1 + τ \kappa=\frac{1}{1+\tau} κ = 1 + τ 1 . By Theorem 4.1 with α = d \alpha=d α = d , we have 1 − τ 1 + τ E τ ( f ) ≤ E R ( f ) ≤ ( 1 − τ ) − 3 E τ ( f ) \frac{1-\tau}{1+\tau}\mathcal{E}_\tau(f)\leq\mathcal{E}_{R}(f)\leq(1-\tau)^{-3}\mathcal{E}_\tau(f) 1 + τ 1 − τ E τ ( f ) ≤ E R ( f ) ≤ ( 1 − τ ) − 3 E τ ( f ) . Finally, part 3 of Proposition 3.1 gives ∥ f − E 0 f ∥ 2 ≤ Λ 1 ( τ ) − 1 E τ ( f ) \lVert f-E_0f\rVert^2\leq\Lambda_1(\tau)^{-1}\mathcal{E}_\tau(f) ∥ f − E 0 f ∥ 2 ≤ Λ 1 ( τ ) − 1 E τ ( f ) with Λ 1 ( τ ) = ( 1 − τ ) 2 ( 1 + τ ) τ \Lambda_1(\tau)=\frac{(1-\tau)^2(1+\tau)}{\tau} Λ 1 ( τ ) = τ ( 1 − τ ) 2 ( 1 + τ ) .
Thus the two operators compared in Theorem 4.1 for α = d \alpha=d α = d have a probabilistic interpretation: the Taibleson operator of order d d d is, up to a bounded perturbation, the boundary energy of the tree of balls, and the zonal Casimir operator of the Podleś sphere is the energy density at infinity of the dual of S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) . On the diagonal, the quantum walk differs from the radial walk on the Bruhat–Tits tree by the horizontal edges of Proposition 6.4 . Their conductances do not decay with the level, so that each level contributes a nearest-neighbour form in k k k . This is why the total energy diverges, and why the limit is the form of a birth–death operator. For the tree, the total energy of a harmonic extension is finite, and it is given by the long-range Taibleson form of its boundary values.
Remark 6.34 One could expect the total energy of the quantum Poisson integrals to be finite and comparable with the Taibleson energy. Corollary 6.32 shows that this fails: no element of H ∞ ( G ^ , P ) H^\infty(\widehat{G},P) H ∞ ( G , P ) which is not a multiple of 1 1 1 has finite energy. The comparison holds for the energy density, which is defined by the invariant forms E ( n ) \mathcal{E}^{(n)} E ( n ) .
Quantum Markov semigroups on the Podleś sphere
Tail expectations and an exact lifting
In this subsection 0 < r < 1 0<r<1 0 < r < 1 and τ = r 2 \tau=r^2 τ = r 2 are arbitrary, we fix ρ > 1 \rho>1 ρ > 1 , and we define c c c , κ \kappa κ , λ n \lambda_n λ n and a n ( t ) a_n(t) a n ( t ) by the formulas (6) and (2.14. If τ = Q − d \tau=Q^{-d} τ = Q − d and ρ = Q α \rho=Q^\alpha ρ = Q α , these are the parameters of Section 2. By Proposition 5.5 , it is convenient to work in B ( ℓ N 0 2 ) B(\ell^2_{\mathbb{N}_0}) B ( ℓ N 0 2 ) with the state ω τ \omega_\tau ω τ and to transport the results by θ \theta θ ; we use the same notation for an element of B ( ℓ N 0 2 ) B(\ell^2_{\mathbb{N}_0}) B ( ℓ N 0 2 ) and its image in L ∞ ( S r 2 ) L^\infty(S^2_r) L ∞ ( S r 2 ) . With this convention p n = e n n p_n=e_{nn} p n = e nn , P n = ∑ k ≥ n e k k P_n=\sum_{k\geq n}e_{kk} P n = ∑ k ≥ n e k k , h = ω τ h=\omega_\tau h = ω τ and C ( S r 2 ) = K ( ℓ N 0 2 ) + C 1 C(S^2_r)=\mathcal{K}(\ell^2_{\mathbb{N}_0})+\mathbb{C}1 C ( S r 2 ) = K ( ℓ N 0 2 ) + C 1 . For n ≥ 0 n\geq0 n ≥ 0 define
Φ n ( x ) : = ( 1 − P n ) x ( 1 − P n ) + τ − n h ( P n x P n ) P n , M n : = ( 1 − P n ) B ( ℓ N 0 2 ) ( 1 − P n ) ⊕ C P n . (84) \Phi_n(x)\mathrel{\mathop:}=(1-P_n)x(1-P_n)+\tau^{-n}h(P_nxP_n)P_n,\qquad\mathcal{M}_n\mathrel{\mathop:}=(1-P_n)B(\ell^2_{\mathbb{N}_0})(1-P_n)\oplus\mathbb{C}P_n. \tag*{(84)} Φ n ( x ) : = ( 1 − P n ) x ( 1 − P n ) + τ − n h ( P n x P n ) P n , M n : = ( 1 − P n ) B ( ℓ N 0 2 ) ( 1 − P n ) ⊕ C P n . (84)
Lemma 7.1 The map Φ n \Phi_n Φ n is the faithful normal h h h -preserving conditional expectation onto M n \mathcal{M}_n M n . These algebras are increasing, Φ i Φ j = Φ min ( i , j ) \Phi_i\Phi_j=\Phi_{\min(i,j)} Φ i Φ j = Φ m i n ( i , j ) , and Φ 0 ( x ) = h ( x ) 1 \Phi_0(x)=h(x)1 Φ 0 ( x ) = h ( x ) 1 . The expectations commute with the modular group of h h h . On both the GNS and the symmetric L 2 L^2 L 2 realizations, Φ n \Phi_n Φ n converges strongly to the identity. Each Φ n \Phi_n Φ n maps C ( S q 2 ) C(S_{q}^{2}) C ( S q 2 ) into itself, and Φ n ( x ) → x \Phi_n(x)\to x Φ n ( x ) → x in norm for any x ∈ C ( S q 2 ) x\in C(S_{q}^{2}) x ∈ C ( S q 2 ) . Finally, if τ = Q − d \tau=Q^{-d} τ = Q − d , then
Φ n J = J E n . (85) \Phi_n J=J E_n. \tag*{(85)} Φ n J = J E n . (85)
Proof: Pinching by P n P_n P n and 1 − P n 1-P_n 1 − P n is normal and completely positive. The normalized restriction x ↦ τ − n h ( P n x P n ) x\mapsto\tau^{-n}h(P_nxP_n) x ↦ τ − n h ( P n x P n ) is a state on the tail corner, since h ( P n ) = τ n h(P_n)=\tau^n h ( P n ) = τ n . Formula (84) is consequently normal and unital completely positive, and it is idempotent and bimodular over M n \mathcal{M}_n M n .
Each P n P_n P n commutes with D D D , so the cross terms ( 1 − P n ) x P n (1-P_n)xP_n ( 1 − P n ) x P n and P n x ( 1 − P n ) P_nx(1-P_n) P n x ( 1 − P n ) have zero Haar state and h Φ n = h h\Phi_n=h h Φ n = h . This also gives faithfulness. The inclusions M n ⊂ M n + 1 \mathcal{M}_n\subset\mathcal{M}_{n+1} M n ⊂ M n + 1 are obtained by separating p n p_n p n from the tail. For i ≤ j i\leq j i ≤ j , the map Φ i Φ j \Phi_i\Phi_j Φ i Φ j is a normal unital completely positive h h h -preserving idempotent onto M i \mathcal{M}_i M i , since Φ j \Phi_j Φ j is the identity on M i ⊂ M j \mathcal{M}_i\subset\mathcal{M}_j M i ⊂ M j ; hence it is a conditional expectation onto M i \mathcal{M}_i M i . The algebra M i \mathcal{M}_i M i is invariant under σ h = Ad ( D i s ) \sigma^h=\operatorname{Ad}(D^{is}) σ h = Ad ( D i s ) , since P i P_i P i commutes with D D D . By the uniqueness part of Takesaki’s theorem [69 Theorem IX.4.2] , we obtain Φ i Φ j = Φ i \Phi_i\Phi_j=\Phi_i Φ i Φ j = Φ i , and similarly Φ j Φ i = Φ i \Phi_j\Phi_i=\Phi_i Φ j Φ i = Φ i . Since σ s h = Ad ( D i s ) \sigma_s^h=\operatorname{Ad}(D^{is}) σ s h = Ad ( D i s ) and P n P_n P n commutes with D D D , the expectations commute with σ h \sigma^h σ h .
Realize the GNS space by x ↦ x D 1 2 x\mapsto xD^{\frac{1}{2}} x ↦ x D 2 1 and the symmetric L 2 L^2 L 2 space by x ↦ D 1 4 x D 1 4 x\mapsto D^{\frac{1}{4}}xD^{\frac{1}{4}} x ↦ D 4 1 x D 4 1 , both in the Hilbert–Schmidt class S 2 S^2 S 2 . In either realization, a direct computation gives
Φ n ( 2 ) ξ = ( 1 − P n ) ξ ( 1 − P n ) + τ − n ⟨ ξ , D 1 2 P n ⟩ S 2 D 1 2 P n . (86) \Phi_n^{(2)}\xi=(1-P_n)\xi(1-P_n)+\tau^{-n}\left\langle\xi,D^{\frac{1}{2}}P_n\right\rangle_{S^2}D^{\frac{1}{2}}P_n. \tag*{(86)} Φ n ( 2 ) ξ = ( 1 − P n ) ξ ( 1 − P n ) + τ − n ⟨ ξ , D 2 1 P n ⟩ S 2 D 2 1 P n . (86)
Since ∥ D 1 2 P n ∥ S 2 2 = h ( P n ) = τ n \left\|D^{\frac{1}{2}}P_n\right\|_{S^2}^{2}=h(P_n)=\tau^n D 2 1 P n S 2 2 = h ( P n ) = τ n , the second term is the orthogonal projection onto that tail vector. Its range is orthogonal to the head compression, so each implementation is an orthogonal projection. Finite matrices are dense in S 2 S^2 S 2 and fixed by Φ n ( 2 ) \Phi_n^{(2)} Φ n ( 2 ) for sufficiently large n n n . Hence Φ n ( 2 ) → I \Phi_n^{(2)}\to I Φ n ( 2 ) → I strongly in both realizations. If τ = Q − d \tau=Q^{-d} τ = Q − d , then for J f Jf J f the tail state in (84) is the normalized average in (18) , which proves (85) .
Finally, let x x x be a compact operator. Since P n → 0 P_n\to0 P n → 0 strongly, ∥ P n x ∥ → 0 \|P_nx\|\to0 ∥ P n x ∥ → 0 and ∥ x P n ∥ → 0 \|xP_n\|\to0 ∥ x P n ∥ → 0 , so that ( 1 − P n ) x ( 1 − P n ) → x (1-P_n)x(1-P_n)\to x ( 1 − P n ) x ( 1 − P n ) → x in norm. Moreover ∣ τ − n h ( P n x P n ) ∣ = ∣ ( 1 − τ ) ∑ k ≥ n τ k − n x k k ∣ ≤ sup k ≥ n ∣ x k k ∣ |\tau^{-n}h(P_nxP_n)|=|(1-\tau)\sum_{k\geq n}\tau^{k-n}x_{kk}|\leq\sup_{k\geq n}|x_{kk}| ∣ τ − n h ( P n x P n ) ∣ = ∣ ( 1 − τ ) ∑ k ≥ n τ k − n x k k ∣ ≤ sup k ≥ n ∣ x k k ∣ , which tends to zero. Thus Φ n ( x ) → x \Phi_n(x)\to x Φ n ( x ) → x in norm, and Φ n ( x ) ∈ K ( ℓ 0 2 ) + C P n ⊂ C ( S q 2 ) \Phi_n(x)\in\mathcal{K}(\ell^2_0)+\mathbb{C}P_n\subset C(S_q^2) Φ n ( x ) ∈ K ( ℓ 0 2 ) + C P n ⊂ C ( S q 2 ) . Since Φ n ( 1 ) = 1 \Phi_n(1)=1 Φ n ( 1 ) = 1 , this proves the last assertions. ■
Theorem 7.2 For t > 0 t>0 t > 0 , the formula
T t ≔ ∑ n ≥ 0 a n ( t ) Φ n (87) T_t\coloneqq\sum_{n\geq0}a_n(t)\Phi_n \tag*{(87)} T t : = n ≥ 0 ∑ a n ( t ) Φ n (87) defines a semigroup of normal unital completely positive, h h h -preserving maps on L ∞ ( S q 2 ) L^\infty(S_q^2) L ∞ ( S q 2 ) . It is point-σ \sigma σ -weakly continuous at zero, strongly continuous on GNS L 2 L^2 L 2 , GNS-symmetric, KMS-symmetric, and it commutes with the modular group of h h h and with the left torus action ( β λ ) (\beta_\lambda) ( β λ ) . The negative generator of its GNS L 2 L^2 L 2 implementation is the negative self-adjoint operator
L = c ( I − Φ 0 ) + ( ρ − 1 ) ∑ n ≥ 1 ρ n ( I − Φ n ) , (88) \mathcal{L}=c(I-\Phi_0)+(\rho-1)\sum_{n\geq1}\rho^n(I-\Phi_n), \tag*{(88)} L = c ( I − Φ 0 ) + ( ρ − 1 ) n ≥ 1 ∑ ρ n ( I − Φ n ) , (88) initially on ⋃ n Ran Φ n ( 2 ) \bigcup_n\operatorname{Ran}\Phi_n^{(2)} ⋃ n Ran Φ n ( 2 ) and then closed. If d n = Φ n + 1 ( 2 ) − Φ n ( 2 ) d_n=\Phi_{n+1}^{(2)}-\Phi_n^{(2)} d n = Φ n + 1 ( 2 ) − Φ n ( 2 ) , then
L = ∑ n ≥ 0 λ n d n , dom L = { ξ : ∑ n ≥ 0 λ n 2 ∥ d n ξ ∥ 2 2 < ∞ } . (89) \mathcal{L}=\sum_{n\geq0}\lambda_n d_n,\qquad
\operatorname{dom}\mathcal{L}=\left\{\xi:\sum_{n\geq0}\lambda_n^2\|d_n\xi\|_2^2<\infty\right\}. \tag*{(89)} L = n ≥ 0 ∑ λ n d n , dom L = { ξ : n ≥ 0 ∑ λ n 2 ∥ d n ξ ∥ 2 2 < ∞ } . (89)
If τ = Q − d \tau= Q^{-d} τ = Q − d and ρ = Q α \rho= Q^\alpha ρ = Q α , then
T t J = J T t , L J 2 = J 2 R r a d α , \mathcal{T}_t J = J\mathcal{T}_t,\qquad\mathcal{L}J_2 = J_2R_{\mathrm{rad}}^\alpha, T t J = J T t , L J 2 = J 2 R rad α ,
where the generator equality includes equality of domains on the radial subspace. Finally, each T t \mathcal{T}_t T t leaves C ( S r 2 ) C(S_r^2) C ( S r 2 ) invariant, and the restriction of ( T t ) (\mathcal{T}_t) ( T t ) to C ( S r 2 ) C(S_r^2) C ( S r 2 ) is a strongly continuous semigroup of unital completely positive maps.
Proof: The coefficients in (19) form a probability distribution. Hence (87) converges in operator norm in the space of bounded maps, is normal, unital completely positive, and preserves h h h .
The projections Φ 0 ( 2 ) , d 0 , d 1 , … \Phi_0^{(2)},d_0,d_1,\ldots Φ 0 ( 2 ) , d 0 , d 1 , … are mutually orthogonal and sum strongly to the identity, by Lemma 7.1. On Ran d k \operatorname{Ran}d_k Ran d k , the maps Φ n ( 2 ) \Phi_n^{(2)} Φ n ( 2 ) vanish for n ≤ k n\leq k n ≤ k and are the identity for n > k n>k n > k . Thus (87) acts there by ∑ n > k a n ( t ) = e − t λ k \sum_{n>k}a_n(t)=e^{-t\lambda_k} ∑ n > k a n ( t ) = e − t λ k , and acts identically on constants. This proves the semigroup law, strong continuity and self-adjointness on GNS L 2 L^2 L 2 . It also proves (89) . Formula (88) follows from c + ( ρ − 1 ) ∑ n = 1 k ρ n = λ k c+(\rho-1)\sum_{n=1}^k\rho^n=\lambda_k c + ( ρ − 1 ) ∑ n = 1 k ρ n = λ k .
For any x ∈ L ∞ ( S r 2 ) x\in L^\infty(S_r^2) x ∈ L ∞ ( S r 2 ) , the compression term in (84) converges strongly* to x x x , whereas the tail term converges strongly* to zero: its scalar coefficient is bounded by ∥ x ∥ \lVert x\rVert ∥ x ∥ and P n → 0 P_n\to0 P n → 0 strongly. Thus Φ n ( x ) → x \Phi_n(x)\to x Φ n ( x ) → x σ \sigma σ -weakly. For any fixed N N N , the total mass of the coefficients with n ≤ N n\leq N n ≤ N is 1 − e − t λ N 1-e^{-t\lambda_N} 1 − e − t λ N , which tends to zero as t → 0 + t\to0^+ t → 0 + . Given a normal functional, we split the probability mixture at N N N , choosing first N N N such that its values on the remaining expectations are close to its value on x x x . This proves point-σ \sigma σ -weak continuity at zero. The conditional expectations commute with σ h \sigma^h σ h and with the automorphisms β λ , 1 \beta_{\lambda,1} β λ , 1 , which fix P n P_n P n and h h h ; the same commutations hold for the semigroup. Formula (86) shows that each symmetric L 2 L^2 L 2 implementation is an orthogonal projection. Thus the same probability mixture is self-adjoint in that realization, proving KMS symmetry.
Suppose that τ = Q − d \tau=Q^{-d} τ = Q − d and ρ = Q α \rho=Q^\alpha ρ = Q α . Equation (85) and the mixture formulas (20) and (87) imply T t J = J T t \mathcal{T}_tJ=J\mathcal{T}_t T t J = J T t . The basis of Theorem 2.3 is mapped by J 2 J_2 J 2 onto unit vectors of the one-dimensional diagonal components of the d n d_n d n , so (89) gives the generator and domain assertion.
Finally, T t \mathcal{T}_t T t maps C ( S r 2 ) C(S_r^2) C ( S r 2 ) into itself by Lemma 7.1, since the series (87) converges in norm. Let x ∈ C ( S r 2 ) x\in C(S_r^2) x ∈ C ( S r 2 ) and ε > 0 \varepsilon>0 ε > 0 . By Lemma 7.1, choose N N N such that ∥ Φ n ( x ) − x ∥ ≤ ε \lVert\Phi_n(x)-x\rVert\leq\varepsilon ∥ Φ n ( x ) − x ∥ ≤ ε for n > N n>N n > N . Then
∥ T t ( x ) − x ∥ ≤ 2 ∥ x ∥ ∑ n ≤ N a n ( t ) + ε = 2 ∥ x ∥ ( 1 − e − t λ N ) + ε , \lVert\mathcal{T}_t(x)-x\rVert\leq2\lVert x\rVert\sum_{n\leq N}a_n(t)+\varepsilon=2\lVert x\rVert(1-e^{-t\lambda_N})+\varepsilon, ∥ T t ( x ) − x ∥ ≤ 2 ∥ x ∥ n ≤ N ∑ a n ( t ) + ε = 2 ∥ x ∥ ( 1 − e − t λ N ) + ε ,
which is at most 2 ε 2\varepsilon 2 ε for small t t t . This proves the strong continuity on C ( S r 2 ) C(S_r^2) C ( S r 2 ) .
The associated closed quadratic form is
Q ( ξ ) = c ∥ ( I − Φ 0 ( 2 ) ) ξ ∥ 2 2 + ( ρ − 1 ) ∑ n ≥ 1 ρ n ∥ ( I − Φ n ( 2 ) ) ξ ∥ 2 2 = ∑ n ≥ 0 λ n ∥ d n ξ ∥ 2 2 . \mathcal{Q}(\xi)=c\left\lVert(I-\Phi_0^{(2)})\xi\right\rVert_2^2+(\rho-1)\sum_{n\geq1}\rho^n\left\lVert(I-\Phi_n^{(2)})\xi\right\rVert_2^2=\sum_{n\geq0}\lambda_n\left\lVert d_n\xi\right\rVert_2^2. Q ( ξ ) = c ( I − Φ 0 ( 2 ) ) ξ 2 2 + ( ρ − 1 ) n ≥ 1 ∑ ρ n ( I − Φ n ( 2 ) ) ξ 2 2 = n ≥ 0 ∑ λ n ∥ d n ξ ∥ 2 2 .
The identity follows first on finite filtration ranges and then by monotone convergence.
Remark 7.3 The expectations (84) make sense on the whole algebra M = L ∞ ( S U r ( 2 ) ) \mathcal{M}=L^\infty(\mathrm{SU}_r(2)) M = L ∞ ( SU r ( 2 )) with P n = ∑ k ≥ n e k k ⊗ 1 P_n=\sum_{k\geq n}e_{kk}\otimes1 P n = ∑ k ≥ n e k k ⊗ 1 , and Theorem 7.2 holds there with the same proof, except for the last assertion. Indeed, on C ( S U r ( 2 ) ) C(\mathrm{SU}_r(2)) C ( SU r ( 2 )) one has T t ( b ) = ∑ n ≥ 1 e − t λ n 1 − r 2 n e n − 1 , n ⊗ 1 \mathcal{T}_t(b)=\sum_{n\geq1}e^{-t\lambda_n}\sqrt{1-r^{2n}}e_{n-1,n}\otimes1 T t ( b ) = ∑ n ≥ 1 e − t λ n 1 − r 2 n e n − 1 , n ⊗ 1 , so that ∥ T t ( b ) − b ∥ = sup n ( 1 − e − t λ n ) 1 − r 2 n = 1 \lVert\mathcal{T}_t(b)-b\rVert=\sup_n(1-e^{-t\lambda_n})\sqrt{1-r^{2n}}=1 ∥ T t ( b ) − b ∥ = sup n ( 1 − e − t λ n ) 1 − r 2 n = 1 for any t > 0 t>0 t > 0 . Section 8 shows that this defect cannot be repaired by another lifting. The restriction to L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) removes it, since b b b does not belong to C ( S r 2 ) C(S_r^2) C ( S r 2 ) .
Noncommutative L p L^p L p estimates
We denote by L p ( S r 2 ) L^p(S_r^2) L p ( S r 2 ) the Haagerup space [34 , 70 ] of ( L ∞ ( S r 2 ) , h ) (L^\infty(S_r^2),h) ( L ∞ ( S r 2 ) , h ) , for any 1 ≤ p < ∞ 1 \le p < \infty 1 ≤ p < ∞ , and by d h d_h d h the density of h h h in this realization. The extension of Φ n \Phi_n Φ n is determined on a dense subspace by
Φ n ( p ) ( d h 1 2 p x d h 1 2 p ) = d h 1 2 p Φ n ( x ) d h 1 2 p , x ∈ L ∞ ( S r 2 ) . \Phi_n^{(p)}\left(d_h^{\frac{1}{2p}}x d_h^{\frac{1}{2p}}\right)=d_h^{\frac{1}{2p}}\Phi_n(x)d_h^{\frac{1}{2p}},\qquad x\in L^\infty(S_r^2). Φ n ( p ) ( d h 2 p 1 x d h 2 p 1 ) = d h 2 p 1 Φ n ( x ) d h 2 p 1 , x ∈ L ∞ ( S r 2 ) .
According to [35 Theorem 5.1 and Example 5.8] , this extension is a contractive projection. Since Φ n \Phi_n Φ n commutes with the modular group, the symmetric and one-sided extensions agree on analytic elements by [35 Proposition 5.5] . We put δ n ( p ) : = Φ n + 1 ( p ) − Φ n ( p ) \delta_n^{(p)}\mathrel{\mathop:}=\Phi_{n+1}^{(p)}-\Phi_n^{(p)} δ n ( p ) : = Φ n + 1 ( p ) − Φ n ( p ) for n ≥ 0 n\ge0 n ≥ 0 .
Theorem 7.4 Suppose that 1 < p < ∞ 1<p<\infty 1 < p < ∞ . There exists a constant C p C_p C p , depending only on p p p , with the following properties.
For any bounded complex sequence ( m ∗ , m 0 , m 1 , … ) (m_*,m_0,m_1,\ldots) ( m ∗ , m 0 , m 1 , … ) , the series
M m ξ = m ∗ Φ 0 ( p ) ξ + ∑ n ≥ 0 m n δ n ( p ) ξ (90) M_m\xi=m_*\Phi_0^{(p)}\xi+\sum_{n\ge0}m_n\delta_n^{(p)}\xi \tag*{(90)} M m ξ = m ∗ Φ 0 ( p ) ξ + n ≥ 0 ∑ m n δ n ( p ) ξ (90) converges in L p ( S r 2 ) L^p(S_r^2) L p ( S r 2 ) for any ξ ∈ L p ( S r 2 ) \xi\in L^p(S_r^2) ξ ∈ L p ( S r 2 ) and defines a bounded operator satisfying
∥ M m ∥ L p ( S r 2 ) → L p ( S r 2 ) ≤ C p max { ∣ m ∗ ∣ , sup n ≥ 0 ∣ m n ∣ } . (91) \|M_m\|_{L^p(S_r^2)\to L^p(S_r^2)}\le C_p\max\left\{|m_*|,\sup_{n\ge0}|m_n|\right\}. \tag*{(91)} ∥ M m ∥ L p ( S r 2 ) → L p ( S r 2 ) ≤ C p max { ∣ m ∗ ∣ , n ≥ 0 sup ∣ m n ∣ } . (91) The same constant works after replacing L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) , h h h and Φ n \Phi_n Φ n by M N ( C ) ⊗ ‾ L ∞ ( S r 2 ) M_N(\mathbb{C})\overline{\otimes}L^\infty(S_r^2) M N ( C ) ⊗ L ∞ ( S r 2 ) , tr N ⊗ h \operatorname{tr}_N\otimes h tr N ⊗ h and Id M N ⊗ Φ n \operatorname{Id}_{M_N}\otimes\Phi_n Id M N ⊗ Φ n , respectively, for any integer N ≥ 1 N\ge1 N ≥ 1 .
The maps T t T_t T t extend to a strongly continuous semigroup of contractions on L p ( S r 2 ) L^p(S_r^2) L p ( S r 2 ) . Its negative generator L p \mathcal{L}_p L p is the closure of ξ ↦ ∑ n ≥ 0 λ n δ n ( p ) ξ \xi\mapsto\sum_{n\ge0}\lambda_n\delta_n^{(p)}\xi ξ ↦ ∑ n ≥ 0 λ n δ n ( p ) ξ on ⋃ N ≥ 0 Ran Φ N ( p ) \bigcup_{N\ge0}\operatorname{Ran}\Phi_N^{(p)} ⋃ N ≥ 0 Ran Φ N ( p ) , where the sum is finite on this subspace. More precisely,
dom L p = { ξ ∈ L p ( S r 2 ) : ∑ n ≥ 0 λ n δ n ( p ) ξ converges in L p ( S r 2 ) } . (92) \operatorname{dom}\mathcal{L}_p=\left\{\xi\in L^p(S_r^2):\sum_{n\ge0}\lambda_n\delta_n^{(p)}\xi\text{ converges in }L^p(S_r^2)\right\}. \tag*{(92)} dom L p = { ξ ∈ L p ( S r 2 ) : n ≥ 0 ∑ λ n δ n ( p ) ξ converges in L p ( S r 2 ) } . (92) On X p = Ker Φ 0 ( p ) X_p=\operatorname{Ker}\Phi_0^{(p)} X p = Ker Φ 0 ( p ) , the restriction B p B_p B p of L p \mathcal{L}_p L p is invertible, sectorial of angle zero, and admits a bounded H ∞ ( Σ θ ) H^\infty(\Sigma_\theta) H ∞ ( Σ θ ) functional calculus for any 0 < θ < π 0<\theta<\pi 0 < θ < π , where Σ θ = { z ∈ C ∖ { 0 } : ∣ arg z ∣ < θ } \Sigma_\theta=\{z\in\mathbb{C}\setminus\{0\}:|\arg z|<\theta\} Σ θ = { z ∈ C ∖ { 0 } : ∣ arg z ∣ < θ } . For any f ∈ H ∞ ( Σ θ ) f\in H^\infty(\Sigma_\theta) f ∈ H ∞ ( Σ θ ) ,
f ( B p ) ξ = ∑ n ≥ 0 f ( λ n ) δ n ( p ) ξ , ∥ f ( B p ) ∥ X p → X p ≤ C p ∥ f ∥ ∞ . (93) f(B_p)\xi=\sum_{n\ge0}f(\lambda_n)\delta_n^{(p)}\xi,\qquad\|f(B_p)\|_{X_p\to X_p}\le C_p\|f\|_\infty. \tag*{(93)} f ( B p ) ξ = n ≥ 0 ∑ f ( λ n ) δ n ( p ) ξ , ∥ f ( B p ) ∥ X p → X p ≤ C p ∥ f ∥ ∞ . (93) These estimates hold with the same constants on the matrix tensor extensions of part 1. The fixed subspace Ran Φ 0 ( p ) \operatorname{Ran}\Phi_0^{(p)} Ran Φ 0 ( p ) is treated separately.
Proof: 1. In the tracial case, the noncommutative Burkholder–Gundy inequalities [60 Theorem 2.1] imply that martingale difference sequences are unconditional in L p L^p L p , 1 < p < ∞ 1<p<\infty 1 < p < ∞ , with a constant κ p \kappa_p κ p depending only on p p p [60 Remark 2.4] . By the reduction method of [35 ] , this unconditionality extends to the Haagerup spaces of a σ \sigma σ -finite von Neumann algebra with a normal faithful state φ \varphi φ , for an increasing filtration of von Neumann subalgebras with φ \varphi φ -preserving normal faithful conditional expectations whose union is σ \sigma σ -weakly dense [35 Theorem 6.3] . Here the filtration is ( M n ) n ≥ 0 (\mathcal{M}_n)_{n\ge0} ( M n ) n ≥ 0 , whose union contains the finite matrices. We apply it to the finite martingale ( Φ j ( p ) ξ − Φ 0 ( p ) ξ ) 0 ≤ j ≤ N + 1 (\Phi^{(p)}_j\xi-\Phi^{(p)}_0\xi)_{0\le j\le N+1} ( Φ j ( p ) ξ − Φ 0 ( p ) ξ ) 0 ≤ j ≤ N + 1 . By convexity, the same bound holds for real coefficients of absolute value at most one. Separating real and imaginary parts gives a bound 2 κ p 2\kappa_p 2 κ p for complex coefficients. Since ∥ Φ N + 1 ( p ) ξ − Φ 0 ( p ) ξ ∥ p ≤ 2 ∥ ξ ∥ p \left\|\Phi^{(p)}_{N+1}\xi-\Phi^{(p)}_0\xi\right\|_p\le2\|\xi\|_p Φ N + 1 ( p ) ξ − Φ 0 ( p ) ξ p ≤ 2∥ ξ ∥ p , the finite sums in (90) satisfy (7.8), for instance with C p = 1 + 4 κ p C_p=1+4\kappa_p C p = 1 + 4 κ p .
We next justify convergence. The spaces Ran Φ N ( p ) \operatorname{Ran}\Phi^{(p)}_N Ran Φ N ( p ) increase densely in L p ( S q 2 ) L^p(S^2_q) L p ( S q 2 ) . Indeed, the elements ∂ h 1 2 p x ∂ h 1 2 p \partial_h^{\frac{1}{2p}}x\partial_h^{\frac{1}{2p}} ∂ h 2 p 1 x ∂ h 2 p 1 with x x x a finite matrix are dense, and such an element is fixed by Φ N ( p ) \Phi^{(p)}_N Φ N ( p ) for sufficiently large N N N . Contractivity therefore implies Φ N ( p ) ξ → ξ \Phi^{(p)}_N\xi\to\xi Φ N ( p ) ξ → ξ in L p ( S q 2 ) L^p(S^2_q) L p ( S q 2 ) . For N ′ > N N'>N N ′ > N , the transformed sum between the indices N N N and N ′ − 1 N'-1 N ′ − 1 vanishes on Ran Φ N ( p ) \operatorname{Ran}\Phi^{(p)}_N Ran Φ N ( p ) . Consequently its norm at ξ \xi ξ is bounded by C p sup n ∣ m n ∣ ∥ ξ − Φ N ( p ) ξ ∥ p C_p\sup_n|m_n|\left\|\xi-\Phi^{(p)}_N\xi\right\|_p C p sup n ∣ m n ∣ ξ − Φ N ( p ) ξ p , which tends to zero. Thus the series converges and the finite estimates pass to the limit. Applying the same argument to the state tr N ⊗ h \operatorname{tr}_N\otimes h tr N ⊗ h proves the matrix tensor assertion.
The probability mixture (87) , with each expectation replaced by its extension, defines a contraction on L p ( S q 2 ) L^p(S^2_q) L p ( S q 2 ) . It acts as the identity on Ran Φ 0 ( p ) \operatorname{Ran}\Phi^{(p)}_0 Ran Φ 0 ( p ) and as e − t λ n e^{-t\lambda_n} e − t λ n on Ran δ n ( p ) \operatorname{Ran}\delta^{(p)}_n Ran δ n ( p ) . Hence it satisfies the semigroup law and is strongly continuous on every finite filtration range. Density and contractivity imply strong continuity on L p ( S q 2 ) L^p(S^2_q) L p ( S q 2 ) . Let − L p -\mathcal{L}_p − L p denote its generator. Each Φ N ( p ) \Phi^{(p)}_N Φ N ( p ) commutes with the semigroup. Differentiating on the generator domain gives Φ N ( p ) L p ξ = L p Φ N ( p ) ξ \Phi^{(p)}_N\mathcal{L}_p\xi=\mathcal{L}_p\Phi^{(p)}_N\xi Φ N ( p ) L p ξ = L p Φ N ( p ) ξ for ξ ∈ dom L p \xi\in\operatorname{dom}\mathcal{L}_p ξ ∈ dom L p . The two sides converge respectively to L p ξ \mathcal{L}_p\xi L p ξ and to the partial sums ∑ n < N λ n δ n ( p ) ξ \sum_{n<N}\lambda_n\delta^{(p)}_n\xi ∑ n < N λ n δ n ( p ) ξ . Thus the finite filtration ranges form a core and every vector of the domain satisfies the convergence in (92) . Conversely, if that series converges, the vectors Φ N ( p ) ξ \Phi^{(p)}_N\xi Φ N ( p ) ξ converge to ξ \xi ξ and their images under L p \mathcal{L}_p L p converge to the sum. Closedness of the generator proves (92) .
On X p X_p X p , the multiplier with coefficients λ n − 1 \lambda_n^{-1} λ n − 1 is bounded by (7.8). Finite filtration truncation and closedness show that it is the inverse of B p B_p B p . For any z ∉ [ 0 , ∞ ) z\notin[0,\infty) z ∈ / [ 0 , ∞ ) , define R z ξ ≔ ∑ n ≥ 0 ( z − λ n ) − 1 δ n ( p ) ξ R_z\xi\coloneqq\sum_{n\ge0}(z-\lambda_n)^{-1}\delta^{(p)}_n\xi R z ξ : = ∑ n ≥ 0 ( z − λ n ) − 1 δ n ( p ) ξ . Both this multiplier and the multiplier with coefficients λ n ( z − λ n ) − 1 \lambda_n(z-\lambda_n)^{-1} λ n ( z − λ n ) − 1 are bounded. By (92) , R z ξ ∈ dom B p R_z\xi\in\operatorname{dom}B_p R z ξ ∈ dom B p and ( z − B p ) R z ξ = ξ (z-B_p)R_z\xi=\xi ( z − B p ) R z ξ = ξ . The converse identity follows on the domain by finite filtration truncation. For any θ > 0 \theta>0 θ > 0 ,
sup z ∉ Σ θ ‾ ∥ z R z ∥ ≤ C p sup z ∉ Σ θ ‾ ∣ z z − u ∣ < ∞ . (94) \sup_{z\notin\overline{\Sigma_\theta}}\|zR_z\|\le C_p\sup_{z\notin\overline{\Sigma_\theta}}\left|\frac{z}{z-u}\right|<\infty. \tag*{(94)} z ∈ / Σ θ sup ∥ z R z ∥ ≤ C p z ∈ / Σ θ sup z − u z < ∞. (94)
This proves that B p B_p B p is sectorial of angle zero. We use the natural functional calculus of sectorial operators [36 Chapter 2] and its extension to bounded holomorphic functions [36 Section 5.1] . For a decaying holomorphic function f f f , the sectorial contour calculus agrees with the multiplier ( f ( λ n ) ) (f(\lambda_n)) ( f ( λ n )) on each finite filtration range, by the scalar Cauchy formula. Both maps are bounded, so density gives equality on X p X_p X p , and the multiplier estimates prove the bound. To pass to arbitrary bounded holomorphic functions, we use the regularizers e ε ( z ) = z z + ε 1 1 + ε z e_\varepsilon(z)=\frac{z}{z+\varepsilon}\frac{1}{1+\varepsilon z} e ε ( z ) = z + ε z 1 + ε z 1 , ε > 0 \varepsilon>0 ε > 0 . They are decaying holomorphic functions on Σ θ \Sigma_\theta Σ θ , satisfy 0 < e ε ( λ n ) ≤ 1 0<e_\varepsilon(\lambda_n)\le1 0 < e ε ( λ n ) ≤ 1 , and converge to one at each λ n \lambda_n λ n . The multipliers ( ( f e ε ) ( λ n ) ) ((fe_\varepsilon)(\lambda_n)) (( f e ε ) ( λ n )) are uniformly bounded by C p ∥ f ∥ ∞ C_p\|f\|_\infty C p ∥ f ∥ ∞ and converge strongly on the dense finite filtration ranges, hence strongly on X p X_p X p to the multiplier in (93) . This is the bounded extension of the sectorial calculus and proves the assertion. The argument is unchanged on each matrix tensor extension.
Remark 7.5 By [35 Remark 1.2] , the Haagerup space of ( B ( ℓ N 0 2 ) , ω τ ) (\mathrm{B}(\ell^2_{N_0}),\omega_\tau) ( B ( ℓ N 0 2 ) , ω τ ) is identified with the Schatten class S p S^p S p , the embedding of B ( ℓ N 0 2 ) \mathrm{B}(\ell^2_{N_0}) B ( ℓ N 0 2 ) being x ↦ D 1 2 p x D 1 2 p x\mapsto D^{\frac{1}{2p}}xD^{\frac{1}{2p}} x ↦ D 2 p 1 x D 2 p 1 . In this realization,
Φ n ( p ) ( X ) = ( 1 − P n ) X ( 1 − P n ) + τ − n Tr ( D 1 − 1 p P n X P n ) D 1 p P n , X ∈ S p , \Phi^{(p)}_n(X)=(1-P_n)X(1-P_n)+\tau^{-n}\operatorname{Tr}\left(D^{1-\frac{1}{p}}P_nXP_n\right)D^{\frac{1}{p}}P_n,\qquad X\in S^p, Φ n ( p ) ( X ) = ( 1 − P n ) X ( 1 − P n ) + τ − n Tr ( D 1 − p 1 P n X P n ) D p 1 P n , X ∈ S p ,
since Tr ( D P n x P n ) = Tr ( D 1 − 1 p P n D 1 2 p x D 1 2 p P n ) \operatorname{Tr}(DP_nxP_n)=\operatorname{Tr}(D^{1-\frac{1}{p}}P_nD^{\frac{1}{2p}}xD^{\frac{1}{2p}}P_n) Tr ( D P n x P n ) = Tr ( D 1 − p 1 P n D 2 p 1 x D 2 p 1 P n ) . Theorem 7.4 is thus a statement on explicit contractive projections of S p S^p S p . If τ = Q − d \tau=Q^{-d} τ = Q − d , the state-preserving map J J J induces an isometry J p J_p J p from the radial L p L^p L p space onto its quantum realization, given on bounded radial functions by J p f = ∂ h 1 2 p J ( f ) ∂ h 1 2 p J_pf=\partial_h^{\frac{1}{2p}}J(f)\partial_h^{\frac{1}{2p}} J p f = ∂ h 2 p 1 J ( f ) ∂ h 2 p 1 , and (85) implies Φ n ( p ) J p = J p E n \Phi_n^{(p)}J_p=J_pE_n Φ n ( p ) J p = J p E n by density.
Zonal convolution semigroups
In this subsection 0 < r < 1 0<r<1 0 < r < 1 is arbitrary and τ = r 2 \tau=r^2 τ = r 2 . Recall the conditional expectation E \mathbb{E} E onto W ∗ ( A ) W^*(A) W ∗ ( A ) of Proposition 5.5 and the identification C ∗ ( A ) = C ( X τ ) C^*(A)=C(X_\tau) C ∗ ( A ) = C ( X τ ) .
Proposition 7.6 Let ( T t ) t ≥ 0 (T_t)_{t\geq0} ( T t ) t ≥ 0 be a Feller semigroup on C ( X τ ) C(X_\tau) C ( X τ ) and let ψ : N 0 → [ 0 , ∞ ) \psi:\mathbb{N}_0\to[0,\infty) ψ : N 0 → [ 0 , ∞ ) be a function such that T t φ l τ = e − t ψ ( l ) φ l τ T_t\varphi_l^\tau=e^{-t\psi(l)}\varphi_l^\tau T t φ l τ = e − t ψ ( l ) φ l τ for any l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 and any t ≥ 0 t\geq0 t ≥ 0 . For t ≥ 0 t\geq0 t ≥ 0 , let μ t \mu_t μ t be the probability measure on X τ X_\tau X τ defined by ∫ F d μ t = ( T t F ) ( 0 ) \int F\,\mathrm{d}\mu_t=(T_tF)(0) ∫ F d μ t = ( T t F ) ( 0 ) , put ω t ≔ μ t ∘ E \omega_t\coloneqq\mu_t\circ\mathbb{E} ω t : = μ t ∘ E and S t ≔ ( Id ⊗ ω t ) ∘ Δ \mathcal{S}_t\coloneqq(\operatorname{Id}\otimes\omega_t)\circ\Delta S t : = ( Id ⊗ ω t ) ∘ Δ .
Each ω t \omega_t ω t is a state on C ( S U r ( 2 ) ) C(\mathrm{SU}_r(2)) C ( SU r ( 2 )) invariant under all β λ , μ \beta_{\lambda,\mu} β λ , μ , each S t \mathcal{S}_t S t is a unital completely positive map on C ( S U r ( 2 ) ) C(\mathrm{SU}_r(2)) C ( SU r ( 2 )) preserving h h h , and S t β λ , μ = β λ , μ S t \mathcal{S}_t\beta_{\lambda,\mu}=\beta_{\lambda,\mu}\mathcal{S}_t S t β λ , μ = β λ , μ S t .
For any l ∈ 1 2 N 0 l\in\frac{1}{2}\mathbb{N}_0 l ∈ 2 1 N 0 and any j , k j,k j , k , we have S t ( u j k ( l ) ) = δ k 0 e − t ψ ( l ) u j 0 ( l ) \mathcal{S}_t(u_{jk}^{(l)})=\delta_{k0}e^{-t\psi(l)}u_{j0}^{(l)} S t ( u j k ( l ) ) = δ k 0 e − t ψ ( l ) u j 0 ( l ) if l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 , and S t ( u j k ( l ) ) = 0 \mathcal{S}_t(u_{jk}^{(l)})=0 S t ( u j k ( l ) ) = 0 otherwise. In particular S t \mathcal{S}_t S t maps C ( S r 2 ) C(S_r^2) C ( S r 2 ) into itself, S t ( F ( A ) ) = ( T t F ) ( A ) \mathcal{S}_t(F(A))=(T_tF)(A) S t ( F ( A )) = ( T t F ) ( A ) for any F ∈ C ( X τ ) F\in C(X_\tau) F ∈ C ( X τ ) , and the restrictions of the maps S t \mathcal{S}_t S t to C ( S r 2 ) C(S_r^2) C ( S r 2 ) form a strongly continuous semigroup.
For any x , y ∈ Pol ( S r 2 ) x,y\in\operatorname{Pol}(S_r^2) x , y ∈ Pol ( S r 2 ) , we have h ( S t ( y ) ∗ x ) = h ( y ∗ S t ( x ) ) h(\mathcal{S}_t(y)^*x)=h(y^*\mathcal{S}_t(x)) h ( S t ( y ) ∗ x ) = h ( y ∗ S t ( x )) , and S t \mathcal{S}_t S t commutes with the modular group of h h h on Pol ( S r 2 ) \operatorname{Pol}(S_r^2) Pol ( S r 2 ) .
If μ t ( { 0 } ) = 0 \mu_t(\{0\})=0 μ t ({ 0 }) = 0 for any t > 0 t>0 t > 0 , then each ω t \omega_t ω t is normal, and each S t \mathcal{S}_t S t extends to a normal unital completely positive map on M M M which leaves L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) invariant.
Proof. 1. The map E \mathbb{E} E is unital completely positive from C ( S U r ( 2 ) ) C(\mathrm{SU}_r(2)) C ( SU r ( 2 )) onto C ∗ ( A ) C^*(A) C ∗ ( A ) by Proposition 5.5 , and μ t \mu_t μ t is a state on C ∗ ( A ) = C ( X τ ) C^*(A)=C(X_\tau) C ∗ ( A ) = C ( X τ ) . Hence ω t \omega_t ω t is a state, invariant under the torus actions since E ∘ β λ , μ = E \mathbb{E}\circ\beta_{\lambda,\mu}=\mathbb{E} E ∘ β λ , μ = E . The slice map Id ⊗ ω t \operatorname{Id}\otimes\omega_t Id ⊗ ω t is unital completely positive on the minimal tensor product, so S t \mathcal{S}_t S t is unital completely positive. By invariance of the Haar state [54 Theorem 1.2.1] , h ∘ S t = ( h ⊗ ω t ) Δ = ω t ( 1 ) h = h h\circ\mathcal{S}_t=(h\otimes\omega_t)\Delta=\omega_t(1)h=h h ∘ S t = ( h ⊗ ω t ) Δ = ω t ( 1 ) h = h . By (42) and coassociativity,
S t β λ , μ = ( ε λ ⊗ Id ⊗ ω t ∘ β 1 , μ ) ∘ Δ ( 2 ) , β λ , μ S t = ( ε λ ⊗ Id ⊗ ω t ∘ β μ , 1 ) ∘ Δ ( 2 ) , \mathcal{S}_t\beta_{\lambda,\mu}=(\varepsilon_\lambda\otimes\operatorname{Id}\otimes\omega_t\circ\beta_{1,\mu})\circ\Delta^{(2)},\qquad\beta_{\lambda,\mu}\mathcal{S}_t=(\varepsilon_\lambda\otimes\operatorname{Id}\otimes\omega_t\circ\beta_{\mu,1})\circ\Delta^{(2)}, S t β λ , μ = ( ε λ ⊗ Id ⊗ ω t ∘ β 1 , μ ) ∘ Δ ( 2 ) , β λ , μ S t = ( ε λ ⊗ Id ⊗ ω t ∘ β μ , 1 ) ∘ Δ ( 2 ) ,
where Δ ( 2 ) = ( Δ ⊗ Id ) Δ \Delta^{(2)}=(\Delta\otimes\operatorname{Id})\Delta Δ ( 2 ) = ( Δ ⊗ Id ) Δ . Indeed ( ω t ⊗ ε μ ) Δ = ω t ∘ β 1 , μ (\omega_t\otimes\varepsilon_\mu)\Delta=\omega_t\circ\beta_{1,\mu} ( ω t ⊗ ε μ ) Δ = ω t ∘ β 1 , μ and ( ε μ ⊗ ω t ) Δ = ω t ∘ β μ , 1 (\varepsilon_\mu\otimes\omega_t)\Delta=\omega_t\circ\beta_{\mu,1} ( ε μ ⊗ ω t ) Δ = ω t ∘ β μ , 1 by (42) . Since ω t \omega_t ω t is invariant, both expressions coincide.
By Lemma 5.2, E ( u m k ( l ) ) = ∫ T 2 λ − 2 m μ − 2 k d λ d μ u m k ( l ) \mathbb{E}(u_{mk}^{(l)})=\int_{\mathbb{T}^2}\lambda^{-2m}\mu^{-2k}\,\mathrm{d}\lambda\,\mathrm{d}\mu\,u_{mk}^{(l)} E ( u mk ( l ) ) = ∫ T 2 λ − 2 m μ − 2 k d λ d μ u mk ( l ) , which is u 00 ( l ) u_{00}^{(l)} u 00 ( l ) if m = k = 0 m=k=0 m = k = 0 and zero otherwise. By Proposition 5.3 , μ t ( φ l τ ) = ( T t φ l τ ) ( 0 ) = e − t ψ ( l ) \mu_t(\varphi_l^\tau)=(T_t\varphi_l^\tau)(0)=e^{-t\psi(l)} μ t ( φ l τ ) = ( T t φ l τ ) ( 0 ) = e − t ψ ( l ) . Hence ω t ( u m k ( l ) ) = δ m 0 δ k 0 e − t ψ ( l ) \omega_t(u_{mk}^{(l)})=\delta_{m0}\delta_{k0}e^{-t\psi(l)} ω t ( u mk ( l ) ) = δ m 0 δ k 0 e − t ψ ( l ) for l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 , and ω t ( u m k ( l ) ) = 0 \omega_t(u_{mk}^{(l)})=0 ω t ( u mk ( l ) ) = 0 if l ∉ N 0 l\notin\mathbb{N}_0 l ∈ / N 0 . The formula for S t ( u j k ( l ) ) = ∑ m u j m ( l ) ω t ( u m k ( l ) ) \mathcal{S}_t(u_{jk}^{(l)})=\sum_m u_{jm}^{(l)}\omega_t(u_{mk}^{(l)}) S t ( u j k ( l ) ) = ∑ m u j m ( l ) ω t ( u mk ( l ) ) follows. By part 1, S t \mathcal{S}_t S t commutes with β 1 , μ \beta_{1,\mu} β 1 , μ and therefore maps C ( S r 2 ) C(S_r^2) C ( S r 2 ) into itself. The two continuous maps F ↦ S t ( F ( A ) ) F\mapsto\mathcal{S}_t(F(A)) F ↦ S t ( F ( A )) and F ↦ ( T t F ) ( A ) F\mapsto(T_tF)(A) F ↦ ( T t F ) ( A ) agree on each φ l τ \varphi_l^\tau φ l τ , hence on polynomials, hence on C ( X τ ) C(X_\tau) C ( X τ ) . On Pol ( S r 2 ) \operatorname{Pol}(S_r^2) Pol ( S r 2 ) , the maps S t \mathcal{S}_t S t act diagonally on the basis ( u j 0 ( l ) ) (u_{j0}^{(l)}) ( u j 0 ( l ) ) and satisfy the semigroup law; moreover S t ( x ) → x \mathcal{S}_t(x)\to x S t ( x ) → x for any x ∈ Pol ( S r 2 ) x\in\operatorname{Pol}(S_r^2) x ∈ Pol ( S r 2 ) , the sum being finite. Since Pol ( S r 2 ) \operatorname{Pol}(S_r^2) Pol ( S r 2 ) is dense in C ( S r 2 ) C(S_r^2) C ( S r 2 ) and the maps S t \mathcal{S}_t S t are contractions, the semigroup law and the strong continuity extend to C ( S r 2 ) C(S_r^2) C ( S r 2 ) .
By the orthogonality relations [54 Theorem 1.4.3 (ii)] , h ( ( u j ′ 0 ( l ′ ) ) ∗ u j 0 ( l ) ) = 0 h((u_{j'0}^{(l')})^*u_{j0}^{(l)})=0 h (( u j ′ 0 ( l ′ ) ) ∗ u j 0 ( l ) ) = 0 if l ≠ l ′ l\ne l' l = l ′ . For l = l ′ l=l' l = l ′ and j ≠ j ′ j\ne j' j = j ′ , this also holds, since h h h is invariant under β λ , 1 \beta_{\lambda,1} β λ , 1 , which multiplies ( u j ′ 0 ( l ) ) ∗ u j 0 ( l ) (u_{j'0}^{(l)})^*u_{j0}^{(l)} ( u j ′ 0 ( l ) ) ∗ u j 0 ( l ) by
λ 2 j ′ − 2 j \lambda^{2j'-2j} λ 2 j ′ − 2 j by Lemma 5.2. Since S t \mathcal{S}_t S t acts on the vectors u j 0 ( l ) u_{j_0}^{(l)} u j 0 ( l ) by real scalars, the symmetry identity follows. By [21 (11.3)] , the modular group acts on u j 0 ( l ) u_{j_0}^{(l)} u j 0 ( l ) by the scalar r 2 i s j r^{2isj} r 2 i s j , which gives the commutation.
Suppose that μ t ( { 0 } ) = 0 \mu_t(\{0\})=0 μ t ({ 0 }) = 0 . For k ≥ 0 k \ge0 k ≥ 0 , let ϕ k \phi_k ϕ k be the normal state x ↦ ⟨ x ( e k ⊗ 1 ) , e k ⊗ 1 ⟩ x \mapsto\langle x(e_k \otimes1),e_k \otimes1\rangle x ↦ ⟨ x ( e k ⊗ 1 ) , e k ⊗ 1 ⟩ on M \mathcal{M} M . It is invariant under all β λ , μ \beta_{\lambda,\mu} β λ , μ by (40) , so that ϕ k ( x ) = ϕ k ( E ( x ) ) = E ( x ) ( τ k ) \phi_k(x)=\phi_k(E(x))=E(x)(\tau^k) ϕ k ( x ) = ϕ k ( E ( x )) = E ( x ) ( τ k ) . Hence ω t = ∑ k μ t ( { τ k } ) ϕ k \omega_t=\sum_k\mu_t(\{\tau^k\})\phi_k ω t = ∑ k μ t ({ τ k }) ϕ k is a normal state. Since Δ \Delta Δ extends to a normal unital ∗ * ∗ -homomorphism of M \mathcal{M} M into M ⊗ M \mathcal{M}\otimes\mathcal{M} M ⊗ M , the formula ( Id ⊗ ω t ) ∘ Δ (\operatorname{Id}\otimes\omega_t)\circ\Delta ( Id ⊗ ω t ) ∘ Δ defines a normal unital completely positive extension, which commutes with the normal automorphisms β 1 , μ \beta_{1,\mu} β 1 , μ by part 1 and σ \sigma σ -weak density, and therefore leaves L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) invariant.
Theorem 7.7 Let 0 < r < 1 0<r<1 0 < r < 1 and τ = r 2 \tau=r^2 τ = r 2 , let ( T t ) (T_t) ( T t ) be the Feller semigroup e − t L τ e^{-tL_\tau} e − t L τ of Proposition 3.3 with η = τ \eta=\tau η = τ , and let μ t \mu_t μ t be its law at the origin. The maps S t = ( Id ⊗ μ t ∘ E ) ∘ Δ \mathcal{S}_t=(\operatorname{Id}\otimes\mu_t\circ E)\circ\Delta S t = ( Id ⊗ μ t ∘ E ) ∘ Δ satisfy the conclusions of Proposition 7.6 with ψ ( l ) = Λ l ( τ ) \psi(l)=\Lambda_l(\tau) ψ ( l ) = Λ l ( τ ) , including part 4. In particular:
The restriction of ( S t ) (\mathcal{S}_t) ( S t ) to C ( S r 2 ) C(S_r^2) C ( S r 2 ) is a Haar-preserving strongly continuous semigroup of unital completely positive maps with S t ( u j 0 ( l ) ) = e − t Λ l ( τ ) u j 0 ( l ) \mathcal{S}_t(u_{j_0}^{(l)})=e^{-t\Lambda_l(\tau)}u_{j_0}^{(l)} S t ( u j 0 ( l ) ) = e − t Λ l ( τ ) u j 0 ( l ) , and its restriction to C ∗ ( A ) C^*(A) C ∗ ( A ) is T t r T_t^r T t r .
The maps S t \mathcal{S}_t S t extend to normal unital completely positive maps of L ∞ ( S r 2 ) L^\infty(S_r^2) L ∞ ( S r 2 ) , and their GNS implementations form a strongly continuous semigroup of self-adjoint contractions.
If τ = Q − d \tau=Q^{-d} τ = Q − d , then S t J = J T t r \mathcal{S}_tJ=JT_t^r S t J = J T t r , and the closed form of the radial negative generator L τ L_\tau L τ is equivalent to the closed form of R r a d d R_{\mathrm{rad}}^d R rad d , with the constants of Theorem 1.1 for α = d \alpha=d α = d .
Proof : By Proposition 3.3, ( T t r ) (T_t^r) ( T t r ) is a Feller semigroup on C ( Y τ ) = C ( X τ ) C(Y_\tau)=C(X_\tau) C ( Y τ ) = C ( X τ ) with T t r ϕ l = e − t Λ l ( τ ) ϕ l T_t^r\phi_l=e^{-t\Lambda_l(\tau)}\phi_l T t r ϕ l = e − t Λ l ( τ ) ϕ l . By Proposition 5.3, sup X τ ∣ ϕ l ∣ ≤ 1 \sup_{X_\tau}|\phi_l|\le1 sup X τ ∣ ϕ l ∣ ≤ 1 , so that part 4 of Proposition 3.3 gives μ t r ( { 0 } ) = 0 \mu_t^r(\{0\})=0 μ t r ({ 0 }) = 0 for t > 0 t>0 t > 0 . Proposition 7.6 applies and gives 1. For 2, the normal extensions are given by part 4 of Proposition 7.6. By part 3, the semigroup acts diagonally with real eigenvalues e − t Λ l ( τ ) e^{-t\Lambda_l(\tau)} e − t Λ l ( τ ) on the orthogonal basis ( u j 0 ( l ) ) (u_{j_0}^{(l)}) ( u j 0 ( l ) ) of the GNS space of ( L ∞ ( S r 2 ) , h ) (L^\infty(S_r^2),h) ( L ∞ ( S r 2 ) , h ) ; the Kadison–Schwarz inequality S t ( x ) ∗ S t ( x ) ≤ S t ( x ∗ x ) \mathcal{S}_t(x)^*\mathcal{S}_t(x)\le\mathcal{S}_t(x^*x) S t ( x ) ∗ S t ( x ) ≤ S t ( x ∗ x ) and h ∘ S t = h h\circ\mathcal{S}_t=h h ∘ S t = h show that the implementations are contractions. Strong continuity follows from the diagonal form. For 3, the intertwining follows from part 2 of Proposition 7.6 on continuous radial functions, and from normality on bounded radial functions. The form comparison is Theorem 4.1 with α = d \alpha=d α = d , for which η = τ \eta=\tau η = τ .
Corollary 7.8 Let 0 < s ≤ 1 0<s\le1 0 < s ≤ 1 , and let ( ν t ( s ) ) t ≥ 0 (\nu_t^{(s)})_{t\ge0} ( ν t ( s ) ) t ≥ 0 be the convolution semigroup of probability measures on [ 0 , ∞ ) [0,\infty) [ 0 , ∞ ) with Laplace transforms e − t λ s e^{-t\lambda^s} e − t λ s [64 Chapter 5] , with ν t ( s ) = δ t \nu_t^{(s)}=\delta_t ν t ( s ) = δ t . The operators T t ( s ) : = ∫ [ 0 , ∞ ) T u d ν t ( s ) ( u ) T_t^{(s)}\mathrel{\mathop:}=\int_{[0,\infty)}T_u\,d\nu_t^{(s)}(u) T t ( s ) : = ∫ [ 0 , ∞ ) T u d ν t ( s ) ( u ) form a Feller semigroup on C ( X τ ) C(X_\tau) C ( X τ ) with T t ( s ) ϕ l = e − t Λ l ( τ ) s ϕ l T_t^{(s)}\phi_l=e^{-t\Lambda_l(\tau)^s}\phi_l T t ( s ) ϕ l = e − t Λ l ( τ ) s ϕ l , whose L 2 L^2 L 2 negative generator is L τ s L_\tau^s L τ s . Consequently, Proposition 7.6 applies with ψ ( l ) = Λ l ( τ ) s \psi(l)=\Lambda_l(\tau)^s ψ ( l ) = Λ l ( τ ) s , including part 4, and the resulting maps S t ( s ) = ∫ S u d ν t ( s ) ( u ) \mathcal{S}_t^{(s)}=\int\mathcal{S}_u\,d\nu_t^{(s)}(u) S t ( s ) = ∫ S u d ν t ( s ) ( u ) have the properties 1 and 2 of Theorem 7.7. If τ = Q − d \tau=Q^{-d} τ = Q − d and s = α d s=\frac{\alpha}{d} s = d α with 0 < α ≤ d 0<\alpha\le d 0 < α ≤ d , then the closed form of L τ s L_\tau^{s} L τ s is equivalent to the closed form of R r a d α R_{\mathrm{rad}}^\alpha R rad α .
Proof : For F ∈ C ( X τ ) F\in C(X_\tau) F ∈ C ( X τ ) , the map u ↦ T u r F u\mapsto T_u^rF u ↦ T u r F is continuous and bounded, so the integral defining T t ( s ) F T_t^{(s)}F T t ( s ) F is a Bochner integral in C ( X τ ) C(X_\tau) C ( X τ ) . The operators T t ( s ) T_t^{(s)} T t ( s ) are positive, unital and contractive. The semigroup law follows from ν t ( s ) ∗ ν t ′ ( s ) = ν t + t ′ ( s ) \nu_t^{(s)}*\nu_{t'}^{(s)}=\nu_{t+t'}^{(s)} ν t ( s ) ∗ ν t ′ ( s ) = ν t + t ′ ( s ) and the semigroup law of ( T t r ) (T_t^r) ( T t r ) , and strong continuity follows from ν t ( s ) → δ 0 \nu_t^{(s)}\to\delta_0 ν t ( s ) → δ 0 weakly as t → 0 + t\to0+ t → 0 + by dominated convergence. Since ∫ e − u λ d ν t ( s ) ( u ) = e − t λ s \int e^{-u\lambda}\,d\nu_t^{(s)}(u)=e^{-t\lambda^s} ∫ e − u λ d ν t ( s ) ( u ) = e − t λ s , we obtain T t ( s ) ϕ l = e − t Λ l ( τ ) s ϕ l T_t^{(s)}\phi_l=e^{-t\Lambda_l(\tau)^s}\phi_l T t ( s ) ϕ l = e − t Λ l ( τ ) s ϕ l ; on ℓ 2 ( N 0 , ω ) \ell^2(\mathbb{N}_0,\omega) ℓ 2 ( N 0 , ω ) , the spectral theorem identifies T t ( s ) T_t^{(s)} T t ( s ) with e − t L τ s e^{-tL_\tau^s} e − t L τ s , see [64 Chapter 12] . The law at the origin is μ t ( s ) = ∫ μ u d ν t ( s ) ( u ) \mu_t^{(s)}=\int\mu_u\,d\nu_t^{(s)}(u) μ t ( s ) = ∫ μ u d ν t ( s ) ( u ) . It has no atom at 0 0 0 for t > 0 t>0 t > 0 , since μ t τ ( { 0 } ) = 0 \mu_t^\tau(\{0\})=0 μ t τ ({ 0 }) = 0 for u > 0 u>0 u > 0 and ν t ( s ) ( { 0 } ) = lim Λ → ∞ e − t Λ s = 0 \nu_t^{(s)}(\{0\})=\lim_{\Lambda\to\infty}e^{-t\Lambda^s}=0 ν t ( s ) ({ 0 }) = lim Λ → ∞ e − t Λ s = 0 . Moreover μ t τ ∘ E = ∫ ω u d ν t ( s ) ( u ) \mu_t^\tau\circ E=\int\omega_u\,\mathrm{d}\nu_t^{(s)}(u) μ t τ ∘ E = ∫ ω u d ν t ( s ) ( u ) , which gives the integral formula for S t ( s ) \mathcal{S}_t^{(s)} S t ( s ) . Finally, if τ = Q − d \tau=Q^{-d} τ = Q − d and s = α d s=\frac{\alpha}{d} s = d α with 0 < α ≤ d 0<\alpha\le d 0 < α ≤ d , the equivalence of the forms is part 2 of Theorem 4.6 with ϑ = d \vartheta=d ϑ = d , since α < 3 d \alpha<3d α < 3 d .
Proposition 7.9 Let 0 < η < 1 0<\eta<1 0 < η < 1 , and suppose that ∣ φ l η ( x ) ∣ ≤ 1 |\varphi_l^\eta(x)|\le1 ∣ φ l η ( x ) ∣ ≤ 1 for any l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 and any x ∈ Y η x\in Y_\eta x ∈ Y η . Let ( T t ) t > 0 (T_t)_{t>0} ( T t ) t > 0 be a family of positive unital maps on C ( Y η ) C(Y_\eta) C ( Y η ) , and let ψ : N 0 → [ 0 , ∞ ) \psi:\mathbb{N}_0\to[0,\infty) ψ : N 0 → [ 0 , ∞ ) be a function such that T t φ l η = e − t ψ ( l ) φ l η T_t\varphi_l^\eta=e^{-t\psi(l)}\varphi_l^\eta T t φ l η = e − t ψ ( l ) φ l η for any l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 and any t > 0 t>0 t > 0 . Then
ψ ( l ) ≤ K τ , η ψ ( 1 ) Λ l ( η ) , l ≥ 1 , where K τ , η ≔ max { 2 , A ′ } ( 1 − τ ) ( 1 − η ) ( 1 − τ η ) 2 (95) \psi(l)\le K_{\tau,\eta}\psi(1)\Lambda_l(\eta),\qquad l\ge1,\qquad\text{where }K_{\tau,\eta}\coloneqq\frac{\max\{2,A'\}(1-\tau)}{(1-\eta)(1-\tau\eta)^2} \tag*{(95)} ψ ( l ) ≤ K τ , η ψ ( 1 ) Λ l ( η ) , l ≥ 1 , where K τ , η : = ( 1 − η ) ( 1 − τ η ) 2 max { 2 , A ′ } ( 1 − τ ) (95) and A ′ A' A ′ is the constant of Lemma 4.4. We put K τ ≔ K τ , τ K_\tau\coloneqq K_{\tau,\tau} K τ : = K τ , τ .
Proof. Let l ≥ 1 l\ge1 l ≥ 1 . We first show that 1 − φ l η ( x ) ≤ max { 2 , A ′ } η − l x 1-\varphi_l^\eta(x)\le\max\{2,A'\}\eta^{-l}x 1 − φ l η ( x ) ≤ max { 2 , A ′ } η − l x for any x ∈ Y η x\in Y_\eta x ∈ Y η . For x ≤ η l x\le\eta^l x ≤ η l , this is Lemma 4.4. For x = η k x=\eta^k x = η k with k < l k<l k < l , we have x η − l ≥ η − 1 > 1 x\eta^{-l}\ge\eta^{-1}>1 x η − l ≥ η − 1 > 1 and ∣ φ l η ( x ) ∣ ≤ 1 |\varphi_l^\eta(x)|\le1 ∣ φ l η ( x ) ∣ ≤ 1 , so that 1 − φ l η ( x ) ≤ 2 ≤ 2 η − l x 1-\varphi_l^\eta(x)\le2\le2\eta^{-l}x 1 − φ l η ( x ) ≤ 2 ≤ 2 η − l x .
For t > 0 t>0 t > 0 , the functional F ↦ ( T t F ) ( 0 ) F\mapsto(T_tF)(0) F ↦ ( T t F ) ( 0 ) is a state on C ( Y η ) C(Y_\eta) C ( Y η ) , that is a probability measure μ t \mu_t μ t on Y η Y_\eta Y η , and ∫ φ l η d μ t = e − t ψ ( l ) \int\varphi_l^\eta\,\mathrm{d}\mu_t=e^{-t\psi(l)} ∫ φ l η d μ t = e − t ψ ( l ) , since φ l η ( 0 ) = 1 \varphi_l^\eta(0)=1 φ l η ( 0 ) = 1 . By Lemma 4.4, we have x = 1 − φ 1 η ( x ) 1 − τ η x=\frac{1-\varphi_1^\eta(x)}{1-\tau\eta} x = 1 − τ η 1 − φ 1 η ( x ) , hence ∫ x d μ t ( x ) = 1 − τ 1 − τ η ( 1 − e − t ψ ( 1 ) ) . \int x\,\mathrm{d}\mu_t(x)=\frac{1-\tau}{1-\tau\eta}(1-e^{-t\psi(1)}). ∫ x d μ t ( x ) = 1 − τ η 1 − τ ( 1 − e − t ψ ( 1 ) ) . We deduce that
1 − e − t ψ ( l ) = ∫ Y η ( 1 − φ l η ) d μ t ≤ max { 2 , A ′ } η − l 1 − τ 1 − τ η ( 1 − e − t ψ ( 1 ) ) . 1-e^{-t\psi(l)}=\int_{Y_\eta}(1-\varphi_l^\eta)\,\mathrm{d}\mu_t\le\max\{2,A'\}\eta^{-l}\frac{1-\tau}{1-\tau\eta}(1-e^{-t\psi(1)}). 1 − e − t ψ ( l ) = ∫ Y η ( 1 − φ l η ) d μ t ≤ max { 2 , A ′ } η − l 1 − τ η 1 − τ ( 1 − e − t ψ ( 1 ) ) . Dividing by t t t and letting t → 0 + t\to0^+ t → 0 + , we obtain ψ ( l ) ≤ max { 2 , A ′ } ( 1 − τ ) 1 − τ η η − l ψ ( 1 ) \psi(l)\le\frac{\max\{2,A'\}(1-\tau)}{1-\tau\eta}\eta^{-l}\psi(1) ψ ( l ) ≤ 1 − τ η m a x { 2 , A ′ } ( 1 − τ ) η − l ψ ( 1 ) , and (4.4) gives (95) .
For η = τ \eta=\tau η = τ , the assumption of Proposition 7.9 is satisfied by Proposition 5.3, since Y τ = X τ Y_\tau=X_\tau Y τ = X τ , and K τ = max { 2 , A ′ } ( 1 − τ 2 ) 2 K_\tau=\frac{\max\{2,A'\}}{(1-\tau^2)^2} K τ = ( 1 − τ 2 ) 2 m a x { 2 , A ′ } .
Proposition 7.9 is a Lévy–Khintchine type bound: the exponents of a positive semigroup which is diagonal in the zonal spherical functions grow at most like the Casimir eigenvalues. We now identify the semigroups to which it applies on the Podleś sphere.
Theorem 7.10 Let ( S t ) t ≥ 0 (S_t)_{t\ge0} ( S t ) t ≥ 0 be a strongly continuous semigroup of unital completely positive maps on C ( S r 2 ) C(S_r^2) C ( S r 2 ) which is covariant, in the sense that
Δ ∘ S t = ( Id ⊗ S t ) ∘ Δ on C ( S r 2 ) , t ≥ 0. \Delta\circ S_t=(\operatorname{Id}\otimes S_t)\circ\Delta\quad\text{on }C(S_r^2),\quad t\ge0. Δ ∘ S t = ( Id ⊗ S t ) ∘ Δ on C ( S r 2 ) , t ≥ 0. There exists a function ψ : N 0 → [ 0 , ∞ ) \psi:\mathbb{N}_0\to[0,\infty) ψ : N 0 → [ 0 , ∞ ) such that S t ( u j 0 ( l ) ) = e − t ψ ( l ) u j 0 ( l ) S_t(u_{j0}^{(l)})=e^{-t\psi(l)}u_{j0}^{(l)} S t ( u j 0 ( l ) ) = e − t ψ ( l ) u j 0 ( l ) for any l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 , any ∣ j ∣ ≤ l |j|\le l ∣ j ∣ ≤ l and any t ≥ 0 t\ge0 t ≥ 0 . In particular, S t S_t S t leaves C ∗ ( A ) C^*(A) C ∗ ( A ) invariant, its restriction T t T_t T t to C ∗ ( A ) = C ( X τ ) C^*(A)=C(X_\tau) C ∗ ( A ) = C ( X τ ) satisfies T t φ l τ = e − t ψ ( l ) φ l τ T_t\varphi_l^\tau=e^{-t\psi(l)}\varphi_l^\tau T t φ l τ = e − t ψ ( l ) φ l τ , and ψ ( l ) ≤ K τ ψ ( 1 ) Λ l ( τ ) \psi(l)\le K_\tau\psi(1)\Lambda_l(\tau) ψ ( l ) ≤ K τ ψ ( 1 ) Λ l ( τ ) for any l ≥ 1 l\ge1 l ≥ 1 .
Suppose that τ = Q − d \tau=Q^{-d} τ = Q − d and let α > 0 \alpha>0 α > 0 . If the closed form f ↦ ∑ l ≥ 1 ψ ( l ) ∣ ⟨ f , e l ⟩ ∣ 2 f\mapsto\sum_{l\ge1}\psi(l)|\langle f,e_l\rangle|^2 f ↦ ∑ l ≥ 1 ψ ( l ) ∣ ⟨ f , e l ⟩ ∣ 2 of the negative generator of the radial semigroup ( T t ) (T_t) ( T t ) on ℓ 0 2 ( w ) \ell_0^2(w) ℓ 0 2 ( w ) is equivalent to the closed form of R r a d α R_{\mathrm{rad}}^\alpha R rad α , then α ≤ d \alpha\le d α ≤ d . Conversely, if α ≤ d \alpha\le d α ≤ d , the semigroup ( S t α d ) (\mathcal{S}_t^{\frac{\alpha}{d}}) ( S t d α ) of Corollary 7.8 is covariant and has this property.
For any s > 1 s>1 s > 1 , the semigroup ( e − t L τ s ) t ≥ 0 (e^{-tL_\tau^s})_{t\ge0} ( e − t L τ s ) t ≥ 0 on ℓ 0 2 ( w ) \ell_0^2(w) ℓ 0 2 ( w ) is not positivity preserving.
Proof. 1. By (42) , we have β 1 , μ = ( Id ⊗ ε μ ) ∘ Δ \beta_{1,\mu}=(\operatorname{Id}\otimes\varepsilon_\mu)\circ\Delta β 1 , μ = ( Id ⊗ ε μ ) ∘ Δ and β μ , 1 = ( ε μ ⊗ Id ) ∘ Δ \beta_{\mu,1}=(\varepsilon_\mu\otimes\operatorname{Id})\circ\Delta β μ , 1 = ( ε μ ⊗ Id ) ∘ Δ . By coassociativity, we deduce that
Δ ∘ β 1 , μ = ( Id ⊗ β 1 , μ ) ∘ Δ , ( β 1 , μ ⊗ Id ) ∘ Δ = ( Id ⊗ β μ , 1 ) ∘ Δ . (96) \Delta\circ\beta_{1,\mu}=(\operatorname{Id}\otimes\beta_{1,\mu})\circ\Delta,\qquad(\beta_{1,\mu}\otimes\operatorname{Id})\circ\Delta=(\operatorname{Id}\otimes\beta_{\mu,1})\circ\Delta. \tag*{(96)} Δ ∘ β 1 , μ = ( Id ⊗ β 1 , μ ) ∘ Δ , ( β 1 , μ ⊗ Id ) ∘ Δ = ( Id ⊗ β μ , 1 ) ∘ Δ. (96)
By the first identity, Δ \Delta Δ maps C ( S r 2 ) C(S_r^2) C ( S r 2 ) into the fixed points of the maps Id ⊗ β 1 , μ \operatorname{Id}\otimes\beta_{1,\mu} Id ⊗ β 1 , μ , that is into the range C ( S U r ( 2 ) ) ⊗ min C ( S r 2 ) C(SU_r(2))\otimes_{\min} C(S_r^2) C ( S U r ( 2 )) ⊗ m i n C ( S r 2 ) of Id ⊗ E R \operatorname{Id}\otimes E_R Id ⊗ E R . Let ω t : = ε ∘ S t \omega_t\mathrel{\mathop:}=\varepsilon\circ S_t ω t : = ε ∘ S t , which is a state on C ( S r 2 ) C(S_r^2) C ( S r 2 ) . Applying Id ⊗ ε \operatorname{Id}\otimes\varepsilon Id ⊗ ε to the covariance identity and using ( Id ⊗ ε ) ∘ Δ = Id (\operatorname{Id}\otimes\varepsilon)\circ\Delta=\operatorname{Id} ( Id ⊗ ε ) ∘ Δ = Id , we obtain S t = ( Id ⊗ ω t ) ∘ Δ S_t=(\operatorname{Id}\otimes\omega_t)\circ\Delta S t = ( Id ⊗ ω t ) ∘ Δ on C ( S r 2 ) C(S_r^2) C ( S r 2 ) . Since S t ( x ) S_t(x) S t ( x ) is fixed by β 1 , μ \beta_{1,\mu} β 1 , μ for any x ∈ C ( S r 2 ) x\in C(S_r^2) x ∈ C ( S r 2 ) , the second identity of (96) gives
( Id ⊗ ω t ) Δ ( x ) = β 1 , μ ( S t ( x ) ) = ( Id ⊗ ω t ∘ β μ , 1 ) Δ ( x ) , x ∈ C ( S r 2 ) , μ ∈ T . (\operatorname{Id}\otimes\omega_t)\Delta(x)=\beta_{1,\mu}(S_t(x))=(\operatorname{Id}\otimes\omega_t\circ\beta_{\mu,1})\Delta(x),\qquad x\in C(S_r^2),\ \mu\in\mathbb{T}. ( Id ⊗ ω t ) Δ ( x ) = β 1 , μ ( S t ( x )) = ( Id ⊗ ω t ∘ β μ , 1 ) Δ ( x ) , x ∈ C ( S r 2 ) , μ ∈ T .
where we used that β μ , 1 \beta_{\mu,1} β μ , 1 leaves C ( S r 2 ) C(S_r^2) C ( S r 2 ) invariant. For x = u j 0 ( l ) x=u^{(l)}_{j0} x = u j 0 ( l ) , Lemma 5.2 and the linear independence of the matrix coefficients give ω t ( u k 0 ( l ) ) = μ − 2 k ω t ( u k 0 ( l ) ) \omega_t(u^{(l)}_{k0})=\mu^{-2k}\omega_t(u^{(l)}_{k0}) ω t ( u k 0 ( l ) ) = μ − 2 k ω t ( u k 0 ( l ) ) for any μ ∈ T \mu\in\mathbb{T} μ ∈ T , hence ω t ( u k 0 ( l ) ) = 0 \omega_t(u^{(l)}_{k0})=0 ω t ( u k 0 ( l ) ) = 0 for k ≠ 0 k\ne0 k = 0 . Consequently,
S t ( u j 0 ( l ) ) = ∑ k u j k ( l ) ω t ( u k 0 ( l ) ) = ω t ( u 00 ( l ) ) u j 0 ( l ) . S_t(u^{(l)}_{j0})=\sum_k u^{(l)}_{jk}\omega_t(u^{(l)}_{k0})=\omega_t(u^{(l)}_{00})u^{(l)}_{j0}. S t ( u j 0 ( l ) ) = k ∑ u j k ( l ) ω t ( u k 0 ( l ) ) = ω t ( u 00 ( l ) ) u j 0 ( l ) .
The number ω t ( u 00 ( l ) ) = ω t ( φ l τ ( A ) ) \omega_t(u^{(l)}_{00})=\omega_t(\varphi_l^\tau(A)) ω t ( u 00 ( l ) ) = ω t ( φ l τ ( A )) is real and belongs to [ − 1 , 1 ] [-1,1] [ − 1 , 1 ] , it is multiplicative in t t t by the semigroup law, and it depends continuously on t t t with value 1 1 1 at t = 0 t=0 t = 0 by strong continuity. Hence it is equal to e − t ψ ( l ) e^{-t\psi(l)} e − t ψ ( l ) for a unique ψ ( l ) ∈ [ 0 , ∞ ) \psi(l)\in[0,\infty) ψ ( l ) ∈ [ 0 , ∞ ) . By Proposition 5.3 and the density of polynomials in C ( X τ ) C(X_\tau) C ( X τ ) , S t S_t S t leaves C ∗ ( A ) C^*(A) C ∗ ( A ) invariant and T t φ l τ = e − t ψ ( l ) φ l τ T_t\varphi_l^\tau=e^{-t\psi(l)}\varphi_l^\tau T t φ l τ = e − t ψ ( l ) φ l τ . The maps T t T_t T t are positive and unital, and Proposition 7.9 with η = τ \eta=\tau η = τ gives the last assertion.
Suppose that the forms are equivalent. Then e l ∈ dom E R e_l\in\operatorname{dom}E_R e l ∈ dom E R for any l ≥ 1 l\ge1 l ≥ 1 . By the assumed equivalence and part 1 of Theorem 4.6 with ϑ = d \vartheta=d ϑ = d , there exist constants c , c ′ > 0 c,c'>0 c , c ′ > 0 such that ψ ( l ) ≥ c E R ( e l ) ≥ c ′ Λ l ( τ ) α d \psi(l)\ge cE_R(e_l)\ge c'\Lambda_l(\tau)^{\frac{\alpha}{d}} ψ ( l ) ≥ c E R ( e l ) ≥ c ′ Λ l ( τ ) d α for any l ≥ 1 l\ge1 l ≥ 1 . By part 1, Λ l ( τ ) α d − 1 \Lambda_l(\tau)^{\frac{\alpha}{d}-1} Λ l ( τ ) d α − 1 is bounded in l l l . Since Λ l ( τ ) → ∞ \Lambda_l(\tau)\to\infty Λ l ( τ ) → ∞ , we conclude that α ≤ d \alpha\le d α ≤ d . Conversely, each map S u = ( Id ⊗ ω u ) ∘ Δ S_u=(\operatorname{Id}\otimes\omega_u)\circ\Delta S u = ( Id ⊗ ω u ) ∘ Δ of Theorem 7.7 is covariant, since coassociativity gives
Δ ∘ ( Id ⊗ ω u ) ∘ Δ = ( Id ⊗ Id ⊗ ω u ) ∘ ( Δ ⊗ Id ) ∘ Δ = ( Id ⊗ Id ⊗ ω u ) ∘ ( Id ⊗ Δ ) ∘ Δ = ( Id ⊗ S u ) ∘ Δ . \Delta\circ(\operatorname{Id}\otimes\omega_u)\circ\Delta=(\operatorname{Id}\otimes\operatorname{Id}\otimes\omega_u)\circ(\Delta\otimes\operatorname{Id})\circ\Delta=(\operatorname{Id}\otimes\operatorname{Id}\otimes\omega_u)\circ(\operatorname{Id}\otimes\Delta)\circ\Delta=(\operatorname{Id}\otimes S_u)\circ\Delta. Δ ∘ ( Id ⊗ ω u ) ∘ Δ = ( Id ⊗ Id ⊗ ω u ) ∘ ( Δ ⊗ Id ) ∘ Δ = ( Id ⊗ Id ⊗ ω u ) ∘ ( Id ⊗ Δ ) ∘ Δ = ( Id ⊗ S u ) ∘ Δ.
Integrating with respect to ν t ( s ) \nu_t^{(s)} ν t ( s ) , the maps S t ( s ) S_t^{(s)} S t ( s ) of Corollary 7.8 are covariant. For s = α d ≤ 1 s=\frac{\alpha}{d}\le1 s = d α ≤ 1 , Corollary 7.8 gives the equivalence of the forms.
Suppose that the operators T t = e − t L τ s T_t=e^{-tL_\tau^s} T t = e − t L τ s are positivity preserving. Since L τ 1 = 0 L_\tau1=0 L τ 1 = 0 , they are unital, hence contractive for the uniform norm on bounded sequences. They map each polynomial φ l τ \varphi_l^\tau φ l τ to e − t Λ l ( τ ) s φ l τ e^{-t\Lambda_l(\tau)^s}\varphi_l^\tau e − t Λ l ( τ ) s φ l τ . By density of polynomials, they restrict to positive unital maps on C ( X τ ) C(X_\tau) C ( X τ ) . Then Proposition 7.9 applied with η = τ \eta=\tau η = τ and ψ ( l ) = Λ l ( τ ) s \psi(l)=\Lambda_l(\tau)^s ψ ( l ) = Λ l ( τ ) s shows that Λ l ( τ ) s − 1 \Lambda_l(\tau)^{s-1} Λ l ( τ ) s − 1 is bounded in l l l , which contradicts s > 1 s>1 s > 1 .
Remark 7.11 Theorem 7.10 and Theorem 4.6 together describe how the order α \alpha α of the Taibleson energy interacts with the quantum symmetry. For α ≤ d \alpha\le d α ≤ d , the energy is realized by covariant quantum Markov semigroups on C ( S r 2 ) C(S_r^2) C ( S r 2 ) , namely the subordinates of the Casimir semigroup. For d < α < 3 d d<\alpha<3d d < α < 3 d , it is still the energy of the power L τ α d L_\tau^{\frac{\alpha}{d}} L τ d α of the zonal Casimir operator, but no covariant quantum Markov semigroup realizes it, and the semigroup generated by − L τ α d -L_\tau^{\frac{\alpha}{d}} − L τ d α is not positivity preserving. For α ≥ 3 d \alpha\ge3d α ≥ 3 d , no function of L τ L_\tau L τ has the right form domain. In all cases, the conditional expectation lifting of Theorem 7.2 realizes the Taibleson semigroup exactly, but it commutes only with the left action of the torus.
Remark 7.12 The radial Taibleson semigroup is not of convolution type. More precisely, let ω \omega ω be any state on C ( S U r ( 2 ) ) \mathrm{C}(\mathrm{SU}_{r}(2)) C ( SU r ( 2 )) and let S = ( Id ⊗ ω ) ∘ Δ S=(\operatorname{Id}\otimes\omega)\circ\Delta S = ( Id ⊗ ω ) ∘ Δ or S = ( ω ⊗ Id ) ∘ Δ S=(\omega\otimes\operatorname{Id})\circ\Delta S = ( ω ⊗ Id ) ∘ Δ . Since S ( u j k ( l ) ) S(u_{jk}^{(l)}) S ( u j k ( l ) ) belongs to C ( l ) C(l) C ( l ) , the space C ( 0 ) ⊕ C ( 1 ) C(0)\oplus C(1) C ( 0 ) ⊕ C ( 1 ) is invariant under S S S . By Proposition 5.3 and (27) , A = 1 − u 00 ( 1 ) 1 + τ A=\frac{1-u_{00}^{(1)}}{1+\tau} A = 1 + τ 1 − u 00 ( 1 ) belongs to this space. If S ( A ) ∈ C ∗ ( A ) S(A)\in C^*(A) S ( A ) ∈ C ∗ ( A ) , then S ( A ) S(A) S ( A ) is fixed by all β λ , μ \beta_{\lambda,\mu} β λ , μ and belongs to C ( 0 ) ⊕ C ( 1 ) C(0)\oplus C(1) C ( 0 ) ⊕ C ( 1 ) , hence to span { 1 , u 00 ( 1 ) } = span { 1 , A } \operatorname{span}\{1,u_{00}^{(1)}\}=\operatorname{span}\{1,A\} span { 1 , u 00 ( 1 ) } = span { 1 , A } by Lemma 5.2. On the other hand, if τ = Q − d \tau=Q^{-d} τ = Q − d , all the coefficients ⟨ A , J 2 g n ⟩ \langle A,J_{2g_n}\rangle ⟨ A , J 2 g n ⟩ are nonzero by the proof of Proposition 4.7 , so that J T t J − 1 ( A ) ∈ span { 1 , A } JT_tJ^{-1}(A)\in\operatorname{span}\{1,A\} J T t J − 1 ( A ) ∈ span { 1 , A } would force e − t λ n e^{-t\lambda_n} e − t λ n to be independent of n n n . Hence no left or right convolution by a state restricts to J T t J − 1 JT_tJ^{-1} J T t J − 1 on C ∗ ( A ) C^*(A) C ∗ ( A ) for t > 0 t>0 t > 0 . The Casimir semigroup of Theorem 7.7 is the zonal convolution semigroup whose energy is equivalent to the Taibleson energy of order d d d .
The frontier between the Podles sphere and SUr(2)
In this section 0 < r < 1 0<r<1 0 < r < 1 and τ = r 2 \tau=r^2 τ = r 2 . Recall that p k = e k k ⊗ 1 ∈ C ∗ ( A ) p_k=e_{kk}\otimes1\in C^*(A) p k = e k k ⊗ 1 ∈ C ∗ ( A ) and that b ( e n ⊗ 1 ) = 1 − τ n e n − 1 ⊗ 1 b(e_n\otimes1)=\sqrt{1-\tau^n}e_{n-1}\otimes1 b ( e n ⊗ 1 ) = 1 − τ n e n − 1 ⊗ 1 , where 1 1 1 denotes the constant function of L 2 ( T ) L^2(\mathbb{T}) L 2 ( T ) .
A coefficient estimate for completely positive maps
Lemma 8.1 Let S : C ( S U r ( 2 ) ) → C ( S U r ( 2 ) ) S:C(\mathrm{SU}_{r}(2))\to C(\mathrm{SU}_{r}(2)) S : C ( SU r ( 2 )) → C ( SU r ( 2 )) be unital completely positive. Suppose there is a stochastic matrix K K K on N 0 \mathbb{N}_0 N 0 such that S ( p k ) = ∑ i K ( i , k ) p i S(p_k)=\sum_i K(i,k)p_i S ( p k ) = ∑ i K ( i , k ) p i for every k k k , the sum being strongly convergent. Then, for any i , j ≥ 0 i,j\geq0 i , j ≥ 0 ,
∣ ⟨ S ( b ) ( e j ⊗ 1 ) , e i ⊗ 1 ⟩ ∣ ≤ ∑ k ≥ 1 1 − τ k K ( i , k − 1 ) K ( j , k ) . (97) \left|\langle S(b)(e_j\otimes1),e_i\otimes1\rangle\right|
\leq\sum_{k\geq1}\sqrt{1-\tau^k}\sqrt{K(i,k-1)K(j,k)}. \tag*{(97)} ∣ ⟨ S ( b ) ( e j ⊗ 1 ) , e i ⊗ 1 ⟩ ∣ ≤ k ≥ 1 ∑ 1 − τ k K ( i , k − 1 ) K ( j , k ) . (97) In particular, if both K ( n − 1 , ⋅ ) K(n-1,\cdot) K ( n − 1 , ⋅ ) and K ( n , ⋅ ) K(n,\cdot) K ( n , ⋅ ) converge in ℓ 0 1 \ell^1_0 ℓ 0 1 to a probability measure μ \mu μ as n → ∞ n\to\infty n → ∞ , then
lim sup n → ∞ ∣ ⟨ S ( b ) ( e n ⊗ 1 ) , e n − 1 ⊗ 1 ⟩ ∣ ≤ F ( μ ) : d e f = ∑ k ≥ 1 μ ( k − 1 ) μ ( k ) . (98) \limsup_{n\to\infty}\left|\langle S(b)(e_n\otimes1),e_{n-1}\otimes1\rangle\right|
\leq F(\mu)\mathrel{\mathop:^{\mathrm{def}}}
=\sum_{k\geq1}\sqrt{\mu(k-1)\mu(k)}. \tag*{(98)} n → ∞ lim sup ∣ ⟨ S ( b ) ( e n ⊗ 1 ) , e n − 1 ⊗ 1 ⟩ ∣ ≤ F ( μ ) : def = k ≥ 1 ∑ μ ( k − 1 ) μ ( k ) . (98) No normal extension of S S S is assumed.
Proof: By Stinespring’s theorem, there exist a Hilbert space K \mathcal{K} K , a representation Π \Pi Π of C ( S U r ( 2 ) ) C(\mathrm{SU}_{r}(2)) C ( SU r ( 2 )) on K \mathcal{K} K and an isometry V : ℓ N 0 2 ⊗ L 2 ( T ) → K V:\ell^2_{\mathbb{N}_0}\otimes L^2(\mathbb{T})\to\mathcal{K} V : ℓ N 0 2 ⊗ L 2 ( T ) → K such that S ( x ) = V ∗ Π ( x ) V S(x)=V^*\Pi(x)V S ( x ) = V ∗ Π ( x ) V . Put η i : d e f = V ( e i ⊗ 1 ) \eta_i\mathrel{\mathop:^{\mathrm{def}}}=V(e_i\otimes1) η i : def = V ( e i ⊗ 1 ) . Then
∥ Π ( p k ) η i ∥ 2 = ⟨ S ( p k ) ( e i ⊗ 1 ) , e i ⊗ 1 ⟩ = K ( i , k ) . (99) \|\Pi(p_k)\eta_i\|^2=\langle S(p_k)(e_i\otimes1),e_i\otimes1\rangle=K(i,k). \tag*{(99)} ∥Π ( p k ) η i ∥ 2 = ⟨ S ( p k ) ( e i ⊗ 1 ) , e i ⊗ 1 ⟩ = K ( i , k ) . (99) Since ∑ k K ( i , k ) = 1 = ∥ η i ∥ 2 \sum_k K(i,k)=1=\|\eta_i\|^2 ∑ k K ( i , k ) = 1 = ∥ η i ∥ 2 and the projections Π ( p k ) \Pi(p_k) Π ( p k ) are mutually orthogonal, we have η i = ∑ k ≥ 0 Π ( p k ) η i \eta_i=\sum_{k\geq0}\Pi(p_k)\eta_i η i = ∑ k ≥ 0 Π ( p k ) η i in norm. Even if Π \Pi Π has a component on which all the Π ( p k ) \Pi(p_k) Π ( p k ) vanish, that component is zero on every η i \eta_i η i .
The relations b p 0 = 0 bp_0=0 b p 0 = 0 and b p k = 1 − τ k ( e k − 1 , k ⊗ 1 ) bp_k=\sqrt{1-\tau^k}(e_{k-1,k}\otimes1) b p k = 1 − τ k ( e k − 1 , k ⊗ 1 ) for k ≥ 1 k\geq1 k ≥ 1 give b p k = p k − 1 b p k bp_k=p_{k-1}bp_k b p k = p k − 1 b p k . Consequently,
⟨ S ( b ) ( e j ⊗ 1 ) , e i ⊗ 1 ⟩ = ⟨ Π ( b ) η j , η i ⟩ = ∑ k ≥ 1 ⟨ Π ( b p k ) Π ( p k ) η j , Π ( p k − 1 ) η i ⟩ . \langle S(b)(e_j\otimes1),e_i\otimes1\rangle
=\langle\Pi(b)\eta_j,\eta_i\rangle
=\sum_{k\geq1}\langle\Pi(bp_k)\Pi(p_k)\eta_j,\Pi(p_{k-1})\eta_i\rangle. ⟨ S ( b ) ( e j ⊗ 1 ) , e i ⊗ 1 ⟩ = ⟨ Π ( b ) η j , η i ⟩ = k ≥ 1 ∑ ⟨ Π ( b p k ) Π ( p k ) η j , Π ( p k − 1 ) η i ⟩ . Each summand is bounded by ∥ b p k ∥ ∥ Π ( p k ) η j ∥ ∥ Π ( p k − 1 ) η i ∥ \|bp_k\|\,\|\Pi(p_k)\eta_j\|\,\|\Pi(p_{k-1})\eta_i\| ∥ b p k ∥ ∥Π ( p k ) η j ∥ ∥Π ( p k − 1 ) η i ∥ , which is the corresponding term of (97) by (99) . If two probability rows converge in ℓ 1 \ell^1 ℓ 1 , their square roots converge in ℓ 2 \ell^2 ℓ 2 , because ∣ a − b ∣ 2 ≤ ∣ a − b ∣ |\sqrt{a}-\sqrt{b}|^2\leq|a-b| ∣ a − b ∣ 2 ≤ ∣ a − b ∣ . Their shifted inner products consequently converge. Dropping the weights 1 − τ k ≤ 1 \sqrt{1-\tau^k}\leq1 1 − τ k ≤ 1 gives (98) .
Lemma 8.2. For any probability measure μ \mu μ on N 0 \mathbb{N}_0 N 0 , we have
F ( μ ) ≤ 1 − ( sup k μ ( k ) ) 2 . (100) F(\mu) \le\sqrt{1-\left(\sup_k\mu(k)\right)^2}. \tag*{(100)} F ( μ ) ≤ 1 − ( k sup μ ( k ) ) 2 . (100)
Proof: Let μ + ( 0 ) = 0 \mu^+(0)=0 μ + ( 0 ) = 0 and μ + ( k ) = μ ( k − 1 ) \mu^+(k)=\mu(k-1) μ + ( k ) = μ ( k − 1 ) for k ≥ 1 k\ge1 k ≥ 1 . For the set { 0 , … , j } \{0,\ldots,j\} { 0 , … , j } , the difference of its probabilities under μ \mu μ and μ + \mu^+ μ + is μ ( j ) \mu(j) μ ( j ) . Thus 1 2 ∥ μ − μ + ∥ 1 ≥ sup j μ ( j ) \frac{1}{2}\lVert\mu-\mu^+\rVert_1\ge\sup_j\mu(j) 2 1 ∥ μ − μ + ∥ 1 ≥ sup j μ ( j ) . For arbitrary probabilities p , q p,q p , q on N 0 \mathbb{N}_0 N 0 , the Cauchy–Schwarz inequality gives
1 2 ∑ k ∣ p k − q k ∣ ≤ 1 2 ( ∑ k ( p k − q k ) 2 ) 1 2 ( ∑ k ( p k + q k ) 2 ) 1 2 = 1 − ( ∑ k p k q k ) 2 . \frac{1}{2}\sum_k\lvert p_k-q_k\rvert\le\frac{1}{2}\left(\sum_k(\sqrt{p_k}-\sqrt{q_k})^2\right)^{\frac{1}{2}}\left(\sum_k(\sqrt{p_k}+\sqrt{q_k})^2\right)^{\frac{1}{2}}=\sqrt{1-\left(\sum_k\sqrt{p_kq_k}\right)^2}. 2 1 k ∑ ∣ p k − q k ∣ ≤ 2 1 ( k ∑ ( p k − q k ) 2 ) 2 1 ( k ∑ ( p k + q k ) 2 ) 2 1 = 1 − ( k ∑ p k q k ) 2 .
Applying this to p = μ p=\mu p = μ and q = μ + q=\mu^+ q = μ + gives (100) .
Theorem 8.3. Let S : C ( S U r ( 2 ) ) → C ( S U r ( 2 ) ) S:C(\mathrm{SU}_r(2))\to C(\mathrm{SU}_r(2)) S : C ( SU r ( 2 )) → C ( SU r ( 2 )) be unital completely positive, and suppose that S ( C ∗ ( A ) ) ⊂ C ∗ ( A ) S(C^*(A))\subset C^*(A) S ( C ∗ ( A )) ⊂ C ∗ ( A ) and that the restriction of S S S to C ∗ ( A ) = C ( X τ ) C^*(A)=C(X_\tau) C ∗ ( A ) = C ( X τ ) is given on N 0 \mathbb{N}_0 N 0 by a stochastic matrix K K K whose rows K ( n , ⋅ ) K(n,\cdot) K ( n , ⋅ ) converge in ℓ N 0 1 \ell^1_{\mathbb{N}_0} ℓ N 0 1 to a probability measure μ \mu μ as n → ∞ n\to\infty n → ∞ .
∥ S ( b ) − b ∥ ≥ 1 − F ( μ ) ≥ 1 − 1 − ( sup k μ ( k ) ) 2 . (101) \lVert S(b)-b\rVert\ge1-F(\mu)\ge1-\sqrt{1-\left(\sup_k\mu(k)\right)^2}. \tag*{(101)} ∥ S ( b ) − b ∥ ≥ 1 − F ( μ ) ≥ 1 − 1 − ( k sup μ ( k ) ) 2 . (101)
Proof: The hypothesis gives S ( p k ) = ∑ i K ( i , k ) p i S(p_k)=\sum_iK(i,k)p_i S ( p k ) = ∑ i K ( i , k ) p i , since p k p_k p k corresponds to the indicator of the isolated point τ k \tau^k τ k . By Lemma 8.1 ,
∥ S ( b ) − b ∥ ≥ lim sup n → ∞ ∣ 1 − τ n − ⟨ S ( b ) ( e n ⊗ 1 ) , e n − 1 ⊗ 1 ⟩ ∣ ≥ 1 − F ( μ ) . \lVert S(b)-b\rVert\ge\limsup_{n\to\infty}\left\lvert\sqrt{1-\tau^n}-\langle S(b)(e_n\otimes1),e_{n-1}\otimes1\rangle\right\rvert\ge1-F(\mu). ∥ S ( b ) − b ∥ ≥ n → ∞ lim sup 1 − τ n − ⟨ S ( b ) ( e n ⊗ 1 ) , e n − 1 ⊗ 1 ⟩ ≥ 1 − F ( μ ) .
Lemma 8.2 gives the second inequality.
The Taibleson dynamics
Corollary 8.4. Suppose that τ = Q − d \tau=Q^{-d} τ = Q − d . There is no family of unital completely positive maps S t : C ( S U r ( 2 ) ) → C ( S U r ( 2 ) ) S_t:C(\mathrm{SU}_r(2))\to C(\mathrm{SU}_r(2)) S t : C ( SU r ( 2 )) → C ( SU r ( 2 )) , t > 0 t>0 t > 0 , which both restricts to J T t J − 1 JT_tJ^{-1} J T t J − 1 on C ∗ ( A ) C^*(A) C ∗ ( A ) and converges pointwise in norm to the identity as t → 0 + t\to0^+ t → 0 + . More precisely, every family satisfying only the restriction condition obeys
∥ S ρ − j ( b ) − b ∥ ≥ 1 − 1 − δ T 2 > 0 , j ≥ 1 , (102) \lVert S_{\rho^{-j}}(b)-b\rVert\ge1-\sqrt{1-\delta_T^2}>0,\qquad j\ge1, \tag*{(102)} ∥ S ρ − j ( b ) − b ∥ ≥ 1 − 1 − δ T 2 > 0 , j ≥ 1 , (102) where δ T = ( 1 − τ ) ( e − τ − 1 − e − ρ − 1 ) \delta_T=(1-\tau)(e^{-\tau^{-1}}-e^{-\rho^{-1}}) δ T = ( 1 − τ ) ( e − τ − 1 − e − ρ − 1 ) . The conclusion requires neither the semigroup law, Haar preservation, covariance, symmetry, nor a normal extension of the maps.
Proof: By Lemma 2.6 , the rows of the transition matrix of T t T_t T t converge in ℓ N 0 1 \ell^1_{\mathbb{N}_0} ℓ N 0 1 to μ t \mu_t μ t , and sup k μ ρ − j ( k ) ≥ δ T \sup_k\mu_{\rho^{-j}}(k)\ge\delta_T sup k μ ρ − j ( k ) ≥ δ T . Theorem 8.3 gives (102) . Since ρ − j → 0 \rho^{-j}\to0 ρ − j → 0 , point-norm convergence is impossible.
There is no contradiction with Theorem 7.2 . The conditional-expectation lifting is strongly continuous on C ( S r 2 ) C(S_r^2) C ( S r 2 ) , which does not contain b b b . At the accumulation point 0 ∈ X τ 0\in X_\tau 0 ∈ X τ , which corresponds to the counit and to the classical torus of S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) (Lemma 5.1 ), the radial semigroup has the entrance law μ t \mu_t μ t , which keeps an atom of macroscopic size along the times ρ − j \rho^{-j} ρ − j . Complete positivity requires compatibility of this law with the shift b b b , and Lemma 8.1 detects exactly this requirement.
The Casimir dynamics
Let 0 < η < 1 0<\eta<1 0 < η < 1 , and let μ t η \mu_t^\eta μ t η be the law at the origin of the Feller semigroup ( T t η ) (T_t^\eta) ( T t η ) generated by − L η -L_\eta − L η , see Proposition 3.3 . If ∣ φ l η ∣ ≤ 1 |\varphi_l^\eta|\leq1 ∣ φ l η ∣ ≤ 1 on Y η Y_\eta Y η for any l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 , then, by part 4 of Proposition 3.3 , μ t η \mu_t^\eta μ t η is a probability measure on N 0 \mathbb{N}_0 N 0 for any t > 0 t>0 t > 0 , and the rows P t η ( n , ⋅ ) P_t^\eta(n,\cdot) P t η ( n , ⋅ ) converge to it in ℓ N 0 1 \ell^1_{\mathbb{N}_0} ℓ N 0 1 . By Proposition 5.3 , this is the case for η = τ \eta=\tau η = τ .
Proposition 8.5 Let 0 < η < 1 0<\eta<1 0 < η < 1 , and suppose that ∣ φ l η ( x ) ∣ ≤ 1 |\varphi_l^\eta(x)|\leq1 ∣ φ l η ( x ) ∣ ≤ 1 for any l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 and any x ∈ Y η x\in Y_\eta x ∈ Y η . Put
c 0 ( τ , η ) ≔ ( 1 − τ ) η ( 1 − τ η 3 ) 2 ( 1 + η ) ( 1 − τ η ) ( 1 − τ η 2 ) . c_0(\tau,\eta)\mathrel{\mathop{\coloneqq}} \frac{(1-\tau)\eta(1-\tau\eta^3)}{2(1+\eta)(1-\tau\eta)(1-\tau\eta^2)}. c 0 ( τ , η ) : = 2 ( 1 + η ) ( 1 − τ η ) ( 1 − τ η 2 ) ( 1 − τ ) η ( 1 − τ η 3 ) . N 0 ( τ , η ) ≔ 1 + log 16 c 0 ( τ , η ) log 1 η , δ C ( τ , η ) ≔ c 0 ( τ , η ) 8 N 0 ( τ , η ) . N_0(\tau,\eta)\mathrel{\mathop{\coloneqq}}1+\frac{\log\frac{16}{c_0(\tau,\eta)}}{\log\frac{1}{\eta}},\qquad
\delta_C(\tau,\eta)\mathrel{\mathop{\coloneqq}}\frac{c_0(\tau,\eta)}{8N_0(\tau,\eta)}. N 0 ( τ , η ) : = 1 + log η 1 log c 0 ( τ , η ) 16 , δ C ( τ , η ) : = 8 N 0 ( τ , η ) c 0 ( τ , η ) . For any 0 < t ≤ Λ 1 ( η ) − 1 0<t\leq\Lambda_1(\eta)^{-1} 0 < t ≤ Λ 1 ( η ) − 1 , we have sup k μ t η ( k ) ≥ δ C ( τ , η ) \sup_k\mu_t^\eta(k)\geq\delta_C(\tau,\eta) sup k μ t η ( k ) ≥ δ C ( τ , η ) . Moreover, c 0 ( τ , τ ) = τ ( 1 + τ 2 ) 2 ( 1 + τ ) 2 ( 1 + τ + τ 2 ) c_0(\tau,\tau)=\frac{\tau(1+\tau^2)}{2(1+\tau)^2(1+\tau+\tau^2)} c 0 ( τ , τ ) = 2 ( 1 + τ ) 2 ( 1 + τ + τ 2 ) τ ( 1 + τ 2 ) .
Proof : We consider the random variable x x x , the coordinate of Y η Y_\eta Y η , under μ t ≔ μ t η \mu_t\mathrel{\mathop{\coloneqq}}\mu_t^\eta μ t : = μ t η , and we put m 1 = ∫ x d μ t m_1=\int x\,\mathrm{d}\mu_t m 1 = ∫ x d μ t and m 2 = ∫ x 2 d μ t m_2=\int x^2\,\mathrm{d}\mu_t m 2 = ∫ x 2 d μ t . We abbreviate Λ 1 = Λ 1 ( η ) \Lambda_1=\Lambda_1(\eta) Λ 1 = Λ 1 ( η ) , Λ 2 = Λ 2 ( η ) \Lambda_2=\Lambda_2(\eta) Λ 2 = Λ 2 ( η ) and c 0 = c 0 ( τ , η ) c_0=c_0(\tau,\eta) c 0 = c 0 ( τ , η ) . By [44 (14.12.1)] , as in the proof of Lemma 4.4 , we have
φ 1 η ( x ) = 1 − 1 − τ η 1 − τ x , φ 2 η ( x ) = 1 − ( 1 + η ) ( 1 − τ η 2 ) η ( 1 − τ ) x + c 2 , 2 x 2 , \varphi_1^\eta(x)=1-\frac{1-\tau\eta}{1-\tau}x,\qquad
\varphi_2^\eta(x)=1-\frac{(1+\eta)(1-\tau\eta^2)}{\eta(1-\tau)}x+c_{2,2}x^2, φ 1 η ( x ) = 1 − 1 − τ 1 − τ η x , φ 2 η ( x ) = 1 − η ( 1 − τ ) ( 1 + η ) ( 1 − τ η 2 ) x + c 2 , 2 x 2 , c 2 , 2 ≔ ( 1 − τ η 2 ) ( 1 − τ η 3 ) η ( 1 − τ ) ( 1 − τ η ) . c_{2,2}\mathrel{\mathop{\coloneqq}}\frac{(1-\tau\eta^2)(1-\tau\eta^3)}{\eta(1-\tau)(1-\tau\eta)}. c 2 , 2 : = η ( 1 − τ ) ( 1 − τ η ) ( 1 − τ η 2 ) ( 1 − τ η 3 ) . and (4) gives Λ 2 Λ 1 = ( 1 + η ) ( 1 − τ η 2 ) η ( 1 − τ η ) \frac{\Lambda_2}{\Lambda_1}=\frac{(1+\eta)(1-\tau\eta^2)}{\eta(1-\tau\eta)} Λ 1 Λ 2 = η ( 1 − τ η ) ( 1 + η ) ( 1 − τ η 2 ) . By (29) for n = 1 n=1 n = 1 , we have
m 1 = 1 − τ 1 − τ η ( 1 − e − t Λ 1 ) . m_1=\frac{1-\tau}{1-\tau\eta}(1-e^{-t\Lambda_1}). m 1 = 1 − τ η 1 − τ ( 1 − e − t Λ 1 ) . Since 1 − e − u ≥ u − u 2 2 ≥ u 2 1-e^{-u}\geq u-\frac{u^2}{2}\geq\frac{u}{2} 1 − e − u ≥ u − 2 u 2 ≥ 2 u for 0 ≤ u ≤ 1 0\leq u\leq1 0 ≤ u ≤ 1 , we obtain m 1 ≥ ( 1 − τ ) t Λ 1 2 ( 1 − τ η ) m_1\geq\frac{(1-\tau)t\Lambda_1}{2(1-\tau\eta)} m 1 ≥ 2 ( 1 − τ η ) ( 1 − τ ) t Λ 1 for t Λ 1 ≤ 1 t\Lambda_1\leq1 t Λ 1 ≤ 1 . By (29) for n = 2 n=2 n = 2 , and using the value of m 1 m_1 m 1 , we obtain
c 2 , 2 m 2 = e − t Λ 2 − 1 + Λ 2 Λ 1 ( 1 − e − t Λ 1 ) . c_{2,2}m_2=e^{-t\Lambda_2}-1+\frac{\Lambda_2}{\Lambda_1}(1-e^{-t\Lambda_1}). c 2 , 2 m 2 = e − t Λ 2 − 1 + Λ 1 Λ 2 ( 1 − e − t Λ 1 ) . For u ≥ 0 u\geq0 u ≥ 0 , we have e − u ≤ 1 − u + u 2 2 e^{-u}\leq1-u+\frac{u^2}{2} e − u ≤ 1 − u + 2 u 2 and 1 − e − u ≤ u 1-e^{-u}\leq u 1 − e − u ≤ u . Hence the first-order terms cancel and m 2 ≤ t 2 Λ 2 2 2 c 2 , 2 m_2\leq\frac{t^2\Lambda_2^2}{2c_{2,2}} m 2 ≤ 2 c 2 , 2 t 2 Λ 2 2 . By the Paley–Zygmund inequality μ t ( x > m 1 2 ) ≥ m 1 2 4 m 2 \mu_t(x>\frac{m_1}{2})\geq\frac{m_1^2}{4m_2} μ t ( x > 2 m 1 ) ≥ 4 m 2 m 1 2 , we deduce
μ t ( x > m 1 2 ) ≥ ( 1 − τ ) 2 c 2 , 2 8 ( 1 − τ η ) 2 Λ 1 2 Λ 2 2 = c 0 4 . \mu_t\left(x>\frac{m_1}{2}\right)\geq\frac{(1-\tau)^2c_{2,2}}{8(1-\tau\eta)^2}\frac{\Lambda_1^2}{\Lambda_2^2}=\frac{c_0}{4}. μ t ( x > 2 m 1 ) ≥ 8 ( 1 − τ η ) 2 ( 1 − τ ) 2 c 2 , 2 Λ 2 2 Λ 1 2 = 4 c 0 . On the other hand, Markov’s inequality gives μ t ( x > 8 m 1 c 0 ) ≤ c 0 8 \mu_t(x>\frac{8m_1}{c_0})\leq\frac{c_0}{8} μ t ( x > c 0 8 m 1 ) ≤ 8 c 0 . Hence μ t ( m 1 2 < x ≤ 8 m 1 c 0 ) ≥ c 0 8 \mu_t(\frac{m_1}{2}<x\leq\frac{8m_1}{c_0})\geq\frac{c_0}{8} μ t ( 2 m 1 < x ≤ c 0 8 m 1 ) ≥ 8 c 0 . The points η k \eta^k η k of the interval ( m 1 2 , 8 m 1 c 0 ] (\frac{m_1}{2},\frac{8m_1}{c_0}] ( 2 m 1 , c 0 8 m 1 ] correspond to integers k k k in an interval of length at most log 16 c 0 log 1 η \frac{\log\frac{16}{c_0}}{\log\frac{1}{\eta}} l o g η 1 l o g c 0 16 , hence to at most N 0 ( τ , η ) N_0(\tau,\eta) N 0 ( τ , η ) integers. Thus one of them satisfies μ t ( k ) ≥ δ C ( τ , η ) \mu_t(k)\geq\delta_C(\tau,\eta) μ t ( k ) ≥ δ C ( τ , η ) . The value of c 0 ( τ , τ ) c_0(\tau,\tau) c 0 ( τ , τ ) follows from 1 − τ 4 = ( 1 − τ ) ( 1 + τ ) ( 1 + τ 2 ) 1-\tau^4=(1-\tau)(1+\tau)(1+\tau^2) 1 − τ 4 = ( 1 − τ ) ( 1 + τ ) ( 1 + τ 2 ) and 1 − τ 3 = ( 1 − τ ) ( 1 + τ + τ 2 ) 1-\tau^3=(1-\tau)(1+\tau+\tau^2) 1 − τ 3 = ( 1 − τ ) ( 1 + τ + τ 2 ) . ▪
Theorem 8.6 Put Λ 1 2 ≔ r − 1 ( 1 − r ) ( 1 − r 3 ) \Lambda_{\frac{1}{2}} \coloneqq r^{-1}(1-r)(1-r^3) Λ 2 1 : = r − 1 ( 1 − r ) ( 1 − r 3 ) , in accordance with (47) .
For any 0 < t ≤ Λ 1 ( τ ) − 1 0<t\leq\Lambda_1(\tau)^{-1} 0 < t ≤ Λ 1 ( τ ) − 1 , any unital completely positive map S : C ( S U r ( 2 ) ) → C ( S U r ( 2 ) ) S:\mathrm{C}(\mathrm{SU}_r(2))\to\mathrm{C}(\mathrm{SU}_r(2)) S : C ( SU r ( 2 )) → C ( SU r ( 2 )) such that S ( F ( A ) ) = ( T t T F ) ( A ) S(F(A))=(T_t^T F)(A) S ( F ( A )) = ( T t T F ) ( A ) for any F ∈ C ( X τ ) F\in\mathrm{C}(X_\tau) F ∈ C ( X τ ) satisfies
∥ S ( b ) − b ∥ ≥ 1 − 1 − δ C ( τ , τ ) 2 . \lVert S(b)-b\rVert\geq1-\sqrt{1-\delta_{\mathrm{C}}(\tau,\tau)^2}. ∥ S ( b ) − b ∥ ≥ 1 − 1 − δ C ( τ , τ ) 2 . Let t 0 ≔ min { Λ 1 ( τ ) − 1 , 1 2 Λ 1 2 − 1 ( 1 − 1 − δ C ( τ , τ ) 2 ) } t_0\coloneqq\min\left\{\Lambda_1(\tau)^{-1},\frac{1}{2}\Lambda_{\frac{1}{2}}^{-1}\left(1-\sqrt{1-\delta_{\mathrm{C}}(\tau,\tau)^2}\right)\right\} t 0 : = min { Λ 1 ( τ ) − 1 , 2 1 Λ 2 1 − 1 ( 1 − 1 − δ C ( τ , τ ) 2 ) } . For any 0 < t ≤ t 0 0<t\leq t_0 0 < t ≤ t 0 , the linear map U t \mathcal{U}_t U t defined on Pol ( S U r ( 2 ) ) \operatorname{Pol}(\mathrm{SU}_r(2)) Pol ( SU r ( 2 )) by U t ( u j k ( l ) ) = e − t Λ l u j k ( l ) \mathcal{U}_t(u_{jk}^{(l)})=e^{-t\Lambda_l}u_{jk}^{(l)} U t ( u j k ( l ) ) = e − t Λ l u j k ( l ) , l ∈ 1 2 N 0 l\in\frac{1}{2}\mathbb{N}_0 l ∈ 2 1 N 0 , does not extend to a positive map on C ( S U r ( 2 ) ) \mathrm{C}(\mathrm{SU}_r(2)) C ( SU r ( 2 )) . Its restriction to Pol ( S r 2 ) \operatorname{Pol}(S_r^2) Pol ( S r 2 ) extends to the unital completely positive map S t \mathcal{S}_t S t of Theorem 7.7 .
Proof : 1. By the discussion preceding Proposition 8.5, the restriction of S S S to C ∗ ( A ) \mathrm{C}^*(A) C ∗ ( A ) satisfies the hypotheses of Theorem 8.3 with μ = μ t τ \mu=\mu_t^\tau μ = μ t τ . Proposition 8.5 with η = τ \eta=\tau η = τ and (101) give the estimate.
Suppose that U t \mathcal{U}_t U t extends to a positive map U ~ t \widetilde{\mathcal{U}}_t U t on C ( S U r ( 2 ) ) \mathrm{C}(\mathrm{SU}_r(2)) C ( SU r ( 2 )) . By Lemma 5.1 , the counit extends to a character ε \varepsilon ε of C ( S U r ( 2 ) ) \mathrm{C}(\mathrm{SU}_r(2)) C ( SU r ( 2 )) , so that ψ t ≔ ε ∘ U ~ t \psi_t\coloneqq\varepsilon\circ\widetilde{\mathcal{U}}_t ψ t : = ε ∘ U t is a state. The map S ≔ ( Id ⊗ ψ t ) ∘ Δ S\coloneqq(\operatorname{Id}\otimes\psi_t)\circ\Delta S : = ( Id ⊗ ψ t ) ∘ Δ is unital completely positive on C ( S U r ( 2 ) ) \mathrm{C}(\mathrm{SU}_r(2)) C ( SU r ( 2 )) , and
S ( u j k ( l ) ) = ∑ m u j m ( l ) ψ t ( u m k ( l ) ) = ∑ m u j m ( l ) e − t Λ l ε ( u m k ( l ) ) = e − t Λ l u j k ( l ) . S(u_{jk}^{(l)})=\sum_m u_{jm}^{(l)}\psi_t(u_{mk}^{(l)})=\sum_m u_{jm}^{(l)}e^{-t\Lambda_l}\varepsilon(u_{mk}^{(l)})=e^{-t\Lambda_l}u_{jk}^{(l)}. S ( u j k ( l ) ) = m ∑ u j m ( l ) ψ t ( u mk ( l ) ) = m ∑ u j m ( l ) e − t Λ l ε ( u mk ( l ) ) = e − t Λ l u j k ( l ) .
Thus S = U t S=\mathcal{U}_t S = U t on Pol ( S U r ( 2 ) ) \operatorname{Pol}(\mathrm{SU}_r(2)) Pol ( SU r ( 2 )) . In particular S ( φ l τ ( A ) ) = e − t Λ l ( τ ) φ l τ ( A ) = ( T t T φ l τ ) ( A ) S(\varphi_l^\tau(A))=e^{-t\Lambda_l(\tau)}\varphi_l^\tau(A)=(T_t^T\varphi_l^\tau)(A) S ( φ l τ ( A )) = e − t Λ l ( τ ) φ l τ ( A ) = ( T t T φ l τ ) ( A ) by Proposition 5.3 , so that S ( F ( A ) ) = ( T t T F ) ( A ) S(F(A))=(T_t^T F)(A) S ( F ( A )) = ( T t T F ) ( A ) for any F ∈ C ( X τ ) F\in\mathrm{C}(X_\tau) F ∈ C ( X τ ) by density of polynomials. Moreover b = u − 1 2 , − 1 2 ( 1 2 ) b=u_{-\frac{1}{2},-\frac{1}{2}}^{(\frac{1}{2})} b = u − 2 1 , − 2 1 ( 2 1 ) , so that S ( b ) = e − t Λ 1 2 b S(b)=e^{-t\Lambda_{\frac{1}{2}}}b S ( b ) = e − t Λ 2 1 b and
∥ S ( b ) − b ∥ = 1 − e − t Λ 1 2 ≤ t Λ 1 2 < 1 − 1 − δ C ( τ , τ ) 2 , \lVert S(b)-b\rVert=1-e^{-t\Lambda_{\frac{1}{2}}}\leq t\Lambda_{\frac{1}{2}}<1-\sqrt{1-\delta_{\mathrm{C}}(\tau,\tau)^2}, ∥ S ( b ) − b ∥ = 1 − e − t Λ 2 1 ≤ t Λ 2 1 < 1 − 1 − δ C ( τ , τ ) 2 ,
since ∥ b ∥ = 1 \lVert b\rVert=1 ∥ b ∥ = 1 . This contradicts part 1. The last assertion follows from part 2 of Proposition 7.6 , since both maps act on u j 0 ( l ) u_{j0}^{(l)} u j 0 ( l ) by e − t Λ l ( τ ) e^{-t\Lambda_l(\tau)} e − t Λ l ( τ ) .
:::
The crystal limit
In this section we return to the local field, so that τ = Q − d \tau=\mathbb{Q}^{-d} τ = Q − d , and we fix α > 0 \alpha>0 α > 0 . For 0 < η < 1 0<\eta<1 0 < η < 1 , we consider the operator L η L_\eta L η of Section 3 on the fixed space ℓ N 0 2 ( w ) \ell^2_{\mathbb{N}_0}(w) ℓ N 0 2 ( w ) . For n ≥ 0 n\geq0 n ≥ 0 and k ≥ 0 k\geq0 k ≥ 0 , put
C n η ( k ) ≔ ∏ i = 0 n − 1 1 − η k − i 1 − η n − i , C_n^\eta(k)\coloneqq\prod_{i=0}^{n-1}\frac{1-\eta^{k-i}}{1-\eta^{n-i}}, C n η ( k ) : = i = 0 ∏ n − 1 1 − η n − i 1 − η k − i ,
with C 0 η = 1 C_0^\eta=1 C 0 η = 1 . With the notation U n , x q = ( q x ; q − 1 ) n U_{n,x}^q=(q^x;q^{-1})_n U n , x q = ( q x ; q − 1 ) n of [48 (2.21)] , we have C n η ( k ) = U n , k η U n , n η C_n^\eta(k)=\frac{U_{n,k}^\eta}{U_{n,n}^\eta} C n η ( k ) = U n , n η U n , k η ; these functions are the q q q -analogues of the cellular basis used in [48 Section 2] .
Lemma 9.1 1. For any n ≥ 0 n \ge0 n ≥ 0 , C n η C_n^\eta C n η is a polynomial of degree n n n in η k \eta^k η k , C n η ( k ) = 0 C_n^\eta(k)=0 C n η ( k ) = 0 for k < n k<n k < n and C n η ( n ) = 1 C_n^\eta(n)=1 C n η ( n ) = 1 . As η → 0 + \eta\to0^+ η → 0 + , C n η C_n^\eta C n η converges in ℓ N 0 2 ( w ) \ell^2_{N_0}(w) ℓ N 0 2 ( w ) to 1 { k ≥ n } = 1 B n \mathbf{1}_{\{k\ge n\}}=\mathbf{1}_{B_n} 1 { k ≥ n } = 1 B n .
Let ( e ~ n η ) n ≥ 0 (\widetilde e_n^\eta)_{n\ge0} ( e n η ) n ≥ 0 be the orthonormal family obtained by the Gram–Schmidt process from ( C n η ) n ≥ 0 (C_n^\eta)_{n\ge0} ( C n η ) n ≥ 0 . Then e ~ n η = ± e n η \widetilde e_n^\eta=\pm e_n^\eta e n η = ± e n η is an eigenvector of L η L_\eta L η with eigenvalue Λ n ( η ) \Lambda_n(\eta) Λ n ( η ) . As η → 0 + \eta\to0^+ η → 0 + , e ~ 0 η = 1 \widetilde e_0^\eta=1 e 0 η = 1 and e ~ n η → g n − 1 \widetilde e_n^\eta\to g_{n-1} e n η → g n − 1 in ℓ N 0 2 ( w ) \ell^2_{N_0}(w) ℓ N 0 2 ( w ) for any n ≥ 1 n\ge1 n ≥ 1 .
Proof. 1. Writing 1 − η k − i = 1 − η − i x 1-\eta^{k-i}=1-\eta^{-i}x 1 − η k − i = 1 − η − i x with x = η k x=\eta^k x = η k , we see that C n η C_n^\eta C n η is a polynomial of degree n n n in x x x . For k < n k<n k < n , the factor i = k i=k i = k vanishes, and for k = n k=n k = n all the factors are equal to one. For k ≥ n k\ge n k ≥ n , each factor belongs to ( 0 , ( 1 − η ) − 1 ] (0,(1-\eta)^{-1}] ( 0 , ( 1 − η ) − 1 ] and tends to one as η → 0 + \eta\to0^+ η → 0 + . Thus 0 ≤ C n η ≤ 2 n 0\le C_n^\eta\le2^n 0 ≤ C n η ≤ 2 n for η ≤ 1 2 \eta\le\frac12 η ≤ 2 1 , and C n η → 1 { k ≥ n } C_n^\eta\to\mathbf{1}_{\{k\ge n\}} C n η → 1 { k ≥ n } pointwise. Since w w w is a probability, dominated convergence gives the convergence in ℓ N 0 2 ( w ) \ell^2_{N_0}(w) ℓ N 0 2 ( w ) .
By part 1, C 0 η , … , C n η C_0^\eta,\ldots,C_n^\eta C 0 η , … , C n η is a basis of P n P_n P n . Hence e ~ n η \widetilde e_n^\eta e n η belongs to P n P_n P n and is orthogonal to P n − 1 P_{n-1} P n − 1 , so that e ~ n η = ± e n η \widetilde e_n^\eta=\pm e_n^\eta e n η = ± e n η , which is an eigenvector by Proposition 3.1. The limits 1 B 0 , 1 B 1 , … \mathbf{1}_{B_0},\mathbf{1}_{B_1},\ldots 1 B 0 , 1 B 1 , … are linearly independent, and the Gram–Schmidt process is continuous on finite linearly independent families. Hence e ~ n η \widetilde e_n^\eta e n η converges to the n n n th vector of the Gram–Schmidt process applied to ( 1 B m ) m ≥ 0 (\mathbf{1}_{B_m})_{m\ge0} ( 1 B m ) m ≥ 0 . For n ≥ 1 n\ge1 n ≥ 1 , the vector 1 B n − τ 1 B n − 1 \mathbf{1}_{B_n}-\tau\mathbf{1}_{B_{n-1}} 1 B n − τ 1 B n − 1 belongs to span { 1 B 0 , … , 1 B n } \operatorname{span}\{\mathbf{1}_{B_0},\ldots,\mathbf{1}_{B_n}\} span { 1 B 0 , … , 1 B n } , has coefficient 1 1 1 on 1 B n \mathbf{1}_{B_n} 1 B n , and is orthogonal to 1 B m \mathbf{1}_{B_m} 1 B m for m < n m<n m < n , since ⟨ 1 B n − τ 1 B n − 1 , 1 B m ⟩ = τ n − τ τ n − 1 = 0 \langle\mathbf{1}_{B_n}-\tau\mathbf{1}_{B_{n-1}},\mathbf{1}_{B_m}\rangle=\tau^n-\tau\tau^{n-1}=0 ⟨ 1 B n − τ 1 B n − 1 , 1 B m ⟩ = τ n − τ τ n − 1 = 0 . Its normalization is g n − 1 g_{n-1} g n − 1 by (13) . This proves part 2.
Theorem 9.2 For 0 < η ≤ Q − α 0<\eta\le Q^{-\alpha} 0 < η ≤ Q − α , put s ( η ) = α log Q log 1 η ∈ ( 0 , 1 ] s(\eta)=\frac{\alpha\log Q}{\log\frac{1}{\eta}}\in(0,1] s ( η ) = l o g η 1 α l o g Q ∈ ( 0 , 1 ] .
The semigroup ( e − t L η s ( η ) ) t ≥ 0 (e^{-tL_\eta^{s(\eta)}})_{t\ge0} ( e − t L η s ( η ) ) t ≥ 0 is Markovian on ℓ N 0 2 ( w ) \ell^2_{N_0}(w) ℓ N 0 2 ( w ) and induces a Feller semigroup on C ( Y η ) C(Y_\eta) C ( Y η ) .
We have
lim η → 0 + ∥ ( L η s ( η ) + I ) − 1 − ( M r a d α + I ) − 1 ∥ = 0 , lim η → 0 + ∥ e − t L η s ( η ) − e − t M r a d α ∥ = 0 ( t > 0 ) , \lim_{\eta\to0^+}\left\|(L_\eta^{s(\eta)}+I)^{-1}-(M_{\mathrm{rad}}^\alpha+I)^{-1}\right\|=0,\qquad
\lim_{\eta\to0^+}\left\|e^{-tL_\eta^{s(\eta)}}-e^{-tM_{\mathrm{rad}}^\alpha}\right\|=0\quad(t>0), η → 0 + lim ( L η s ( η ) + I ) − 1 − ( M rad α + I ) − 1 = 0 , η → 0 + lim e − t L η s ( η ) − e − t M rad α = 0 ( t > 0 ) , where M r a d α = R r a d α + κ ( I − E 0 ) M_{\mathrm{rad}}^\alpha=R_{\mathrm{rad}}^\alpha+\kappa(I-E_0) M rad α = R rad α + κ ( I − E 0 ) is the radial part of the Fourier multiplier M α M^\alpha M α of Proposition 2.1 .
Proof. 1. This follows from Proposition 3.3 and subordination with respect to the Bernstein function λ ↦ λ s ( η ) \lambda\mapsto\lambda^{s(\eta)} λ ↦ λ s ( η ) , exactly as in the proof of Corollary 7.8.
By Theorem 2.3 and Proposition 2.1 , M r a d α M_{\mathrm{rad}}^\alpha M rad α is diagonal in the basis e 0 0 = d e f 1 e_0^0\mathrel{\overset{\mathrm{def}}{=}}1 e 0 0 = def 1 , e n 0 = d e f g n − 1 e_n^0\mathrel{\overset{\mathrm{def}}{=}}g_{n-1} e n 0 = def g n − 1 ( n ≥ 1 ) (n\ge1) ( n ≥ 1 ) , with eigenvalues ν 0 = 0 \nu_0=0 ν 0 = 0 and ν n = λ n − 1 + κ = ρ n \nu_n=\lambda_{n-1}+\kappa=\rho^n ν n = λ n − 1 + κ = ρ n . By Lemma 9.1 , L η s ( η ) L_\eta^{s(\eta)} L η s ( η ) is diagonal in the basis ( e ~ n η ) (\widetilde e_n^\eta) ( e n η ) , with eigenvalues ν n ( η ) = d e f Λ n ( η ) s ( η ) \nu_n(\eta)\mathrel{\overset{\mathrm{def}}{=}}\Lambda_n(\eta)^{s(\eta)} ν n ( η ) = def Λ n ( η ) s ( η ) . Since s ( η ) log 1 η = α log Q s(\eta)\log\frac{1}{\eta}=\alpha\log Q s ( η ) log η 1 = α log Q , we have η − n s ( η ) = ρ n \eta^{-ns(\eta)}=\rho^n η − n s ( η ) = ρ n and
ν n ( η ) = ρ n ( 1 − η n ) s ( η ) ( 1 − τ η n ) s ( η ) . \nu_n(\eta)=\rho^n(1-\eta^n)^{s(\eta)}(1-\tau\eta^n)^{s(\eta)}. ν n ( η ) = ρ n ( 1 − η n ) s ( η ) ( 1 − τ η n ) s ( η ) .
Hence ν n ( η ) → ρ n \nu_n(\eta)\to\rho^n ν n ( η ) → ρ n as η → 0 + \eta\to0^+ η → 0 + for any n n n . Moreover, since 0 < s ( η ) ≤ 1 0<s(\eta)\le1 0 < s ( η ) ≤ 1 and the last two factors belong to ( 0 , 1 ] (0,1] ( 0 , 1 ] , we have ν n ( η ) ≥ c ∗ ρ n \nu_n(\eta)\ge c_*\rho^n ν n ( η ) ≥ c ∗ ρ n for any n ≥ 1 n\ge1 n ≥ 1 and any 0 < η ≤ Q − α 0<\eta\le Q^{-\alpha} 0 < η ≤ Q − α , where
c ∗ = d e f ( 1 − Q − α ) ( 1 − τ ) . c_*\mathrel{\overset{\mathrm{def}}{=}}(1-Q^{-\alpha})(1-\tau). c ∗ = def ( 1 − Q − α ) ( 1 − τ ) .
Let Π n η \Pi_n^\eta Π n η and Π n 0 \Pi_n^0 Π n 0 be the orthogonal projections onto C e ~ n η \mathbb{C}\widetilde e_n^\eta C e n η and C e n 0 \mathbb{C}e_n^0 C e n 0 . By Lemma 9.1 , Π n η → Π n 0 \Pi_n^\eta\to\Pi_n^0 Π n η → Π n 0 in norm for each n n n . Let f f f be either λ ↦ ( 1 + λ ) − 1 \lambda\mapsto(1+\lambda)^{-1} λ ↦ ( 1 + λ ) − 1 or λ ↦ e − t λ \lambda\mapsto e^{-t\lambda} λ ↦ e − t λ with t > 0 t>0 t > 0 , which is a decreasing function on [ 0 , ∞ ) [0,\infty) [ 0 , ∞ ) with limit zero at infinity. For any integer N ≥ 1 N\ge1 N ≥ 1 ,
∥ f ( L η s ( η ) ) − f ( M r a d α ) ∥ ≤ ∑ n ≤ N ∥ f ( ν n ( η ) ) Π n η − f ( ν n ) Π n 0 ∥ + f ( c ∗ ρ N + 1 ) + f ( ρ N + 1 ) , (103) \left\|f(L_\eta^{s(\eta)})-f(M_{\mathrm{rad}}^\alpha)\right\|
\le\sum_{n\le N}\left\|f(\nu_n(\eta))\Pi_n^\eta-f(\nu_n)\Pi_n^0\right\|+f(c_*\rho^{N+1})+f(\rho^{N+1}), \tag*{(103)} f ( L η s ( η ) ) − f ( M rad α ) ≤ n ≤ N ∑ f ( ν n ( η )) Π n η − f ( ν n ) Π n 0 + f ( c ∗ ρ N + 1 ) + f ( ρ N + 1 ) , (103)
since the parts of the two operators on the orthogonal complements of the first N + 1 N+1 N + 1 eigenvectors have norms at most sup n > N f ( ν n ( η ) ) ≤ f ( c ∗ ρ N + 1 N + 1 ) \sup_{n>N} f(\nu_n(\eta)) \leq f(c_* \rho_{N+1}^{N+1}) sup n > N f ( ν n ( η )) ≤ f ( c ∗ ρ N + 1 N + 1 ) and f ( ρ N + 1 ) f(\rho_{N+1}) f ( ρ N + 1 ) . Given ε > 0 \varepsilon>0 ε > 0 , we first choose N N N such that the last two terms are smaller than ε \varepsilon ε , and then η \eta η small enough for the finite sum to be smaller than ε \varepsilon ε . This proves part 2. ■
Remark 9.3 The family ( L η ) 0 < η < 1 (L_\eta)_{0<\eta<1} ( L η ) 0 < η < 1 contains the zonal Casimir operator L τ L_\tau L τ of Theorem 7.7 , and, for η = Q − α \eta=Q^{-\alpha} η = Q − α , the operator compared with R r a d α R_{\mathrm{rad}}^\alpha R rad α in Theorem 4.1 ; for η = Q − α \eta=Q^{-\alpha} η = Q − α we have s ( η ) = 1 s(\eta)=1 s ( η ) = 1 . The subordination exponent s ( η ) s(\eta) s ( η ) tends to zero, and it cannot be omitted: without it, Λ n ( η ) → ∞ \Lambda_n(\eta)\to\infty Λ n ( η ) → ∞ for every n ≥ 1 n\geq1 n ≥ 1 as η → 0 + \eta\to0^+ η → 0 + , and the resolvents of L η L_\eta L η converge in norm to the projection onto the constants. In the parametrization p a b ; q ( x ) = p n ( q − 1 a , q − 1 b ; q ) p_a^{b;q}(x)=p_n(q^{-1}a,q^{-1}b;q) p a b ; q ( x ) = p n ( q − 1 a , q − 1 b ; q ) of [48 (2.2)] , the eigenfunctions of L η L_\eta L η are φ n η ( η k ) = p n τ , η ; η ( k ) \varphi_n^\eta(\eta^k)=p_n^{\tau,\eta;\eta}(k) φ n η ( η k ) = p n τ , η ; η ( k ) . Thus Lemma 9.1 is a variant of the limit theorem of Haran [38 ] and Koornwinder–Onn [48 Theorem 2.1] , in which the parameter b = η b=\eta b = η tends to zero together with q = η q=\eta q = η . The limit functions are the little 0-Laguerre functions p n τ , 0 ; 0 p_n^{\tau,0;0} p n τ , 0 ; 0 , which are the spherical functions of G L d ( O ) \mathrm{GL}_d(\mathcal{O}) GL d ( O ) acting on O d \mathcal{O}^d O d [48 Section 5.2] , in accordance with the remark following Theorem 2.3 . See also the ladder structures of [39 Chapter 4] .
Quantum projective spaces and the orders d / ( n − 1 ) d/(n-1) d / ( n − 1 )
In this section, n ≥ 2 n\geq2 n ≥ 2 is an integer and 0 < q < 1 0<q<1 0 < q < 1 . We show that the operator L η L_\eta L η of Section 3, with
η = q 2 and τ = τ n : = q 2 ( n − 1 ) , (104) \eta=q^2 \quad\text{and}\quad\tau=\tau_n \mathrel{\mathop:}=q^{2(n-1)}, \tag*{(104)} η = q 2 and τ = τ n : = q 2 ( n − 1 ) , (104)
is the zonal part of the Casimir operator of the standard quantum complex projective space C P q n − 1 \mathbb{C}P_q^{n-1} C P q n − 1 . For n = 2 n=2 n = 2 , this is the Podleś sphere of § 5 , with q = r q=r q = r and η = τ \eta=\tau η = τ . Together with Theorem 4.1 , this shows that the Taibleson operator of order α = d n − 1 \alpha=\frac{d}{n-1} α = n − 1 d on O d \mathcal{O}^d O d corresponds to C P q n − 1 \mathbb{C}P_q^{n-1} C P q n − 1 with q 2 = Q − d / ( n − 1 ) q^2=Q^{-d/(n-1)} q 2 = Q − d / ( n − 1 ) . We use the computation of the zonal spherical functions of C P q n − 1 \mathbb{C}P_q^{n-1} C P q n − 1 by Noumi, Yamada and Mimachi [57 ] . Throughout this section, the parameter τ \tau τ of Section 3 is τ n \tau_n τ n , so that w k = ( 1 − τ n ) τ n k w_k=(1-\tau_n)\tau_n^k w k = ( 1 − τ n ) τ n k , φ l η ( x ) = p l ( x ; τ n η − 1 , 1 ; η ) = p l ( x ; q 2 ( n − 2 ) , 1 ; q 2 ) \varphi_l^\eta(x)=p_l(x;\tau_n\eta^{-1},1;\eta)=p_l(x;q^{2(n-2)},1;q^2) φ l η ( x ) = p l ( x ; τ n η − 1 , 1 ; η ) = p l ( x ; q 2 ( n − 2 ) , 1 ; q 2 ) and Y η = { q 2 k : k ≥ 0 } ∪ { 0 } Y_\eta=\{q^{2k}: k\geq0\}\cup\{0\} Y η = { q 2 k : k ≥ 0 } ∪ { 0 } .
Zonal spherical functions
Let U q ( n ) U_q(n) U q ( n ) be the compact quantum unitary group, whose ∗ * ∗ -algebra Pol ( U q ( n ) ) \operatorname{Pol}(U_q(n)) Pol ( U q ( n )) is generated by the entries of the fundamental corepresentation and the inverse of the quantum determinant [57 ] . We denote by h n h_n h n its Haar state, by ϵ \epsilon ϵ its counit, by Δ \Delta Δ its coproduct and by C ( U q ( n ) ) C(U_q(n)) C ( U q ( n )) the universal C ∗ C^* C ∗ -completion of Pol ( U q ( n ) ) \operatorname{Pol}(U_q(n)) Pol ( U q ( n )) . Since the fusion rules of U q ( n ) U_q(n) U q ( n ) , together with the classical dimension function, are those of the compact group U ( n ) U(n) U ( n ) [57 ] , the argument of [54 Theorem 2.7.14] shows that U q ( n ) U_q(n) U q ( n ) is coamenable, see also [7 ] . Hence the universal and the reduced C ∗ C^* C ∗ -algebras of U q ( n ) U_q(n) U q ( n ) coincide [54 Theorem 2.7.10] , and h n h_n h n is faithful on C ( U q ( n ) ) C(U_q(n)) C ( U q ( n )) ; that coamenability is equivalent to the faithfulness of the Haar state on the universal C ∗ C^* C ∗ -algebra [8 ] . Let K n K_n K n be the quantum subgroup U q ( n − 1 ) × T U_q(n-1)\times\mathbb{T} U q ( n − 1 ) × T of block diagonal matrices, which corresponds to the case σ = ∞ \sigma=\infty σ = ∞ of [25 ] , and let π K : C ( U q ( n ) ) → C ( K n ) \pi_K:C(U_q(n))\to C(K_n) π K : C ( U q ( n )) → C ( K n ) be the restriction homomorphism and h K h_K h K the Haar state of K n K_n K n . The algebra of the standard quantum complex projective space is
C ( C P q n − 1 ) : = { x ∈ C ( U q ( n ) ) : ( Id ⊗ π K ) Δ ( x ) = x ⊗ 1 } , C(\mathbb{C}P_q^{n-1}) \mathrel{\mathop:}=\{x\in C(U_q(n)):(\operatorname{Id}\otimes\pi_K)\Delta(x)=x\otimes1\}, C ( C P q n − 1 ) : = { x ∈ C ( U q ( n )) : ( Id ⊗ π K ) Δ ( x ) = x ⊗ 1 } ,
and we put Pol ( C P q n − 1 ) ≔ Pol ( U q ( n ) ) ∩ C ( C P q n − 1 ) \operatorname{Pol}(\mathbb{C P}_{q}^{n-1}) \coloneqq\operatorname{Pol}(U_q(n)) \cap C(\mathbb{C P}_{q}^{n-1}) Pol ( CP q n − 1 ) : = Pol ( U q ( n )) ∩ C ( CP q n − 1 ) . The map
E K ≔ ( h K π K ⊗ Id ⊗ h K π K ) ∘ ( Δ ⊗ Id ) ∘ Δ (105) E_K \coloneqq(h_K\pi_K \otimes\operatorname{Id} \otimes h_K\pi_K) \circ(\Delta\otimes\operatorname{Id}) \circ\Delta \tag*{(105)} E K : = ( h K π K ⊗ Id ⊗ h K π K ) ∘ ( Δ ⊗ Id ) ∘ Δ (105)
is a unital completely positive idempotent onto the K n K_n K n -biinvariant elements of C ( U q ( n ) ) C(U_q(n)) C ( U q ( n )) , and it preserves h n h_n h n .
The irreducible unitary corepresentations of U q ( n ) U_q(n) U q ( n ) are labeled by the dominant integral weights, as for U ( n ) U(n) U ( n ) . Those which admit a nonzero K n K_n K n -invariant vector are the corepresentations π l \pi_l π l of highest weight l ( ε 1 − ε n ) l(\varepsilon_1-\varepsilon_n) l ( ε 1 − ε n ) , l ∈ N 0 l \in\mathbb{N}_0 l ∈ N 0 , and the space of K n K_n K n -invariant vectors of π l \pi_l π l is one-dimensional [57 ] , see also [25 Section 5] . For any l ∈ N 0 l \in\mathbb{N}_0 l ∈ N 0 , we choose an orthonormal basis ( e i ) (e_i) ( e i ) of the space of π l \pi_l π l which contains a K n K_n K n -invariant unit vector e 0 e_0 e 0 , and we denote by u i j ( l ) u_{ij}^{(l)} u ij ( l ) the corresponding matrix coefficients. Since π l \pi_l π l is unitary, we have ∥ u i j ( l ) ∥ ≤ 1 \left\|u_{ij}^{(l)}\right\| \leq1 u ij ( l ) ≤ 1 . For any irreducible corepresentation π \pi π with matrix coefficients u i j π u_{ij}^{\pi} u ij π in an orthonormal basis, the matrix ( h K π K ( u i j π ) ) i , j (h_K\pi_K(u_{ij}^{\pi}))_{i,j} ( h K π K ( u ij π ) ) i , j is the orthogonal projection onto the K n K_n K n -invariant vectors of π \pi π . Consequently,
E K ( u i j ( l ) ) = δ i 0 δ j 0 u 00 ( l ) , E K ( u i j π ) = 0 if π is not equivalent to some π l . (106) E_K(u_{ij}^{(l)})=\delta_{i0}\delta_{j0}u_{00}^{(l)}, \qquad E_K(u_{ij}^{\pi})=0\text{ if }\pi\text{ is not equivalent to some }\pi_l. \tag*{(106)} E K ( u ij ( l ) ) = δ i 0 δ j 0 u 00 ( l ) , E K ( u ij π ) = 0 if π is not equivalent to some π l . (106)
The zonal spherical function of π l \pi_l π l is φ l ( n ) ≔ u 00 ( l ) \varphi_l^{(n)} \coloneqq u_{00}^{(l)} φ l ( n ) : = u 00 ( l ) . It is K n K_n K n -biinvariant and satisfies ε ( φ l ( n ) ) = 1 \varepsilon(\varphi_l^{(n)})=1 ε ( φ l ( n ) ) = 1 . By the Peter–Weyl decomposition [54 Theorem 1.5.3] and (106) , the K n K_n K n -biinvariant elements of Pol ( U q ( n ) ) \operatorname{Pol}(U_q(n)) Pol ( U q ( n )) form the space span { φ l ( n ) : l ∈ N 0 } \operatorname{span}\{\varphi_l^{(n)}:l\in\mathbb{N}_0\} span { φ l ( n ) : l ∈ N 0 } , and Pol ( C P q n − 1 ) = span { u i 0 ( l ) : l ∈ N 0 , i } \operatorname{Pol}(\mathbb{C P}_{q}^{n-1})=\operatorname{span}\{u_{i0}^{(l)}:l\in\mathbb{N}_0,\ i\} Pol ( CP q n − 1 ) = span { u i 0 ( l ) : l ∈ N 0 , i } .
Let ( x i j ) 1 ≤ i , j ≤ n (x_{ij})_{1\leq i,j\leq n} ( x ij ) 1 ≤ i , j ≤ n be the fundamental corepresentation of U q ( n ) U_q(n) U q ( n ) in the conventions of [57 ] , and put
x n ≔ ∑ i = 1 n − 1 x n i x n i ∗ = 1 − x n n x n n ∗ . x_n \coloneqq\sum_{i=1}^{n-1}x_{ni}x_{ni}^{*}=1-x_{nn}x_{nn}^{*}. x n : = i = 1 ∑ n − 1 x ni x ni ∗ = 1 − x nn x nn ∗ .
This is the element ζ n − 1 \zeta_{n-1} ζ n − 1 of [57 (4.26)] , written with the elements z i = x n i z_i=x_{ni} z i = x ni and w i = z i ∗ w_i=z_i^* w i = z i ∗ of [57 (4.6)] , and the second equality is [57 (4.9.d)] . The element x n x_n x n is self-adjoint, and ε ( x n ) = 0 \varepsilon(x_n)=0 ε ( x n ) = 0 since ε ( x n i ) = δ n i \varepsilon(x_{ni})=\delta_{ni} ε ( x ni ) = δ ni . The following identification is due to Noumi, Yamada and Mimachi. By [57 Proposition 4.2] , the irreducible corepresentation of highest weight ℓ ε 1 − m ε n \ell\varepsilon_1-m\varepsilon_n ℓ ε 1 − m ε n , ℓ , m ∈ N 0 \ell,m\in\mathbb{N}_0 ℓ , m ∈ N 0 , contains a U q ( n − 1 ) U_q(n-1) U q ( n − 1 ) -invariant vector, unique up to a scalar, which is of weight ( ℓ − m ) ε n (\ell-m)\varepsilon_n ( ℓ − m ) ε n for the diagonal torus; it is invariant under the factor T \mathbb{T} T of K n K_n K n if and only if ℓ = m \ell=m ℓ = m . By [57 Theorem 4.7] , the corresponding matrix coefficient φ ℓ , m \varphi^{\ell,m} φ ℓ , m normalized by ε ( φ ℓ , m ) = 1 \varepsilon(\varphi^{\ell,m})=1 ε ( φ ℓ , m ) = 1 is given by [57 (4.34.a)] . For ℓ = m = l \ell=m=l ℓ = m = l , this formula and the definition [57 (4.33)] of the little q q q -Jacobi polynomials give
φ l ( n ) = P l ( n − 2 , 0 ) ( x n ; q 2 ) = p l ( x n ; q 2 ( n − 2 ) , 1 ; q 2 ) = φ l η ( x n ) , l ∈ N 0 , (107) \varphi_l^{(n)}=P_l^{(n-2,0)}(x_n;q^2)=p_l(x_n;q^{2(n-2)},1;q^2)=\varphi_l^\eta(x_n),\qquad l\in\mathbb{N}_0, \tag*{(107)} φ l ( n ) = P l ( n − 2 , 0 ) ( x n ; q 2 ) = p l ( x n ; q 2 ( n − 2 ) , 1 ; q 2 ) = φ l η ( x n ) , l ∈ N 0 , (107)
where p l ( ⋅ ; a , b ; q 2 ) p_l(\cdot;a,b;q^2) p l ( ⋅ ; a , b ; q 2 ) is the little q 2 q^2 q 2 -Jacobi polynomial of [44 Section 14.12] . Indeed, both polynomials are equal to 2 φ 1 ( q − 2 l , q 2 ( l + n − 1 ) ; q 2 ( n − 1 ) ; q 2 , q 2 x ) {}_2\varphi_1(q^{-2l},q^{2(l+n-1)};q^{2(n-1)};q^2,q^{2}x) 2 φ 1 ( q − 2 l , q 2 ( l + n − 1 ) ; q 2 ( n − 1 ) ; q 2 , q 2 x ) . The paper [57 ] uses left invariant elements of the quotient by U q ( n − 1 ) U_q(n-1) U q ( n − 1 ) ; since φ l ( n ) \varphi_l^{(n)} φ l ( n ) is K n K_n K n -biinvariant, (107) does not depend on this convention. See also [29 Theorem 3.3.1] , where x n x_n x n is denoted Q n − 1 Q_{n-1} Q n − 1 and the zonal elements are expressed by q q q -disk polynomials, and [25 Section 5] . By Lemma 4.4, we have x n = 1 − τ n 1 − τ n ( 1 − φ 1 ( n ) ) x_n=\frac{1-\tau_n}{1-\tau_n}\left(1-\varphi_1^{(n)}\right) x n = 1 − τ n 1 − τ n ( 1 − φ 1 ( n ) ) , so that x n x_n x n is K n K_n K n -biinvariant. For n = 2 n=2 n = 2 , (107) reduces to Proposition 5.3, with x 2 = A x_2=A x 2 = A and q = r q=r q = r .
Lemma 10.1 The spectrum of x n x_n x n is Y n Y_n Y n , and the distribution of x n x_n x n under the Haar state is given by
h n ( F ( x n ) ) = ( 1 − τ n ) ∑ k ≥ 0 τ n k F ( q 2 k ) = ∑ k ≥ 0 w k F ( η k ) , F ∈ C ( Y n ) . h_n(F(x_n))=(1-\tau_n)\sum_{k\geq0}\tau_n^kF(q^{2k})=\sum_{k\geq0}w_kF(\eta^k),\qquad F\in C(Y_n). h n ( F ( x n )) = ( 1 − τ n ) k ≥ 0 ∑ τ n k F ( q 2 k ) = k ≥ 0 ∑ w k F ( η k ) , F ∈ C ( Y n ) .
Moreover, we have sup l ≥ 0 sup Y η ∣ φ l η ∣ ≤ 1 \sup_{l\geq0}\sup_{Y_\eta}|\varphi_l^\eta|\leq1 sup l ≥ 0 sup Y η ∣ φ l η ∣ ≤ 1 .
Proof: Let μ \mu μ be the distribution of the self-adjoint element x n x_n x n under h n h_n h n . It is a probability measure with compact support contained in the spectrum of x n x_n x n . By the orthogonality relations [54 Theorem 1.4.3] , h n ( u 00 ( l ) ) = 0 h_n(u_{00}^{(l)})=0 h n ( u 00 ( l ) ) = 0 for any l ≥ 1 l\geq1 l ≥ 1 , since π l \pi_l π l is not trivial. By (107) , we deduce that ∫ φ l η d μ = 0 \int\varphi_l^\eta\,\mathrm{d}\mu=0 ∫ φ l η d μ = 0 for any l ≥ 1 l\geq1 l ≥ 1 . The probability measure ν : = ∑ k ≥ 0 w k η δ η k \nu\mathrel{\mathop:}=\sum_{k\geq0}w_k^\eta\delta_{\eta_k} ν : = ∑ k ≥ 0 w k η δ η k has the same property, since the polynomials φ l η \varphi_l^\eta φ l η are orthogonal in ℓ N 0 2 ( w ) \ell^2_{N_0}(w) ℓ N 0 2 ( w ) and φ 0 η = 1 \varphi_0^\eta=1 φ 0 η = 1 , by part 4 of Proposition 3.1. Since ( φ l η ) l ≥ 0 (\varphi_l^\eta)_{l\geq0} ( φ l η ) l ≥ 0 is a basis of the space of polynomials, all the moments of μ \mu μ and ν \nu ν coincide. Both measures have compact support in R \mathbb{R} R , hence μ = ν \mu=\nu μ = ν by the Weierstrass theorem. Since h n h_n h n is faithful on C ( U q ( n ) ) C(U_q(n)) C ( U q ( n )) , the spectrum of x n x_n x n is the support of μ \mu μ , that is Y η Y_\eta Y η . Finally, ∥ φ l η ( x n ) ∥ = sup Y η ∣ φ l η ∣ \lVert\varphi_l^\eta(x_n)\rVert=\sup_{Y_\eta}|\varphi_l^\eta| ∥ φ l η ( x n )∥ = sup Y η ∣ φ l η ∣ , and ∥ φ l η ∥ = ∥ u 00 ( l ) ∥ ≤ 1 \lVert\varphi_l^\eta\rVert=\lVert u_{00}^{(l)}\rVert\leq1 ∥ φ l η ∥ = ∥ u 00 ( l ) ∥ ≤ 1 by (107) .
Remark 10.2 Lemma 10.1 agrees with the computations of [57 ] . By [57 Theorem 4.6] , the Haar state on the polynomials in ζ 1 , … , ζ n − 1 \zeta_1,\ldots,\zeta_{n-1} ζ 1 , … , ζ n − 1 is the iterated Jackson integral [57 (4.27)] , see [27 (17.2.46)] for the Jackson integral. For a polynomial F F F in ζ n − 1 \zeta_{n-1} ζ n − 1 alone, the n − 2 n-2 n − 2 inner integrals are equal to ( 1 − q 2 ) n − 2 ( q 2 ; q 2 ) n − 2 − 1 ζ n − 1 n − 2 (1-q^2)^{n-2}(q^2;q^2)_{n-2}^{-1}\zeta_{n-1}^{n-2} ( 1 − q 2 ) n − 2 ( q 2 ; q 2 ) n − 2 − 1 ζ n − 1 n − 2 , see [57 p. 78] , so that
h n ( F ( x n ) ) = 1 − q 2 ( n − 1 ) 1 − q 2 ∫ 0 1 F ( ζ ) ζ n − 2 d q 2 ζ = ( 1 − τ n ) ∑ k ≥ 0 τ n k F ( q 2 k ) . h_n(F(x_n))=\frac{1-q^{2(n-1)}}{1-q^2}\int_0^1F(\zeta)\zeta^{n-2}\,\mathrm{d}_{q^2}\zeta=(1-\tau_n)\sum_{k\geq0}\tau_n^kF(q^{2k}). h n ( F ( x n )) = 1 − q 2 1 − q 2 ( n − 1 ) ∫ 0 1 F ( ζ ) ζ n − 2 d q 2 ζ = ( 1 − τ n ) k ≥ 0 ∑ τ n k F ( q 2 k ) .
by [57 (4.24)] . Moreover, [57 (4.48)] with ℓ = m = ℓ ′ = m ′ = l \ell=m=\ell'=m'=l ℓ = m = ℓ ′ = m ′ = l gives h n ( ( φ l ( n ) ) ∗ φ l ( n ) ) = d l − 1 h_n((\varphi_l^{(n)})^*\varphi_l^{(n)})=d_l^{-1} h n (( φ l ( n ) ) ∗ φ l ( n ) ) = d l − 1 , where
d l = q − 2 l ( n − 1 ) 1 − q 2 ( 2 l + n − 1 ) 1 − q 2 ( n − 1 ) ( ( q 2 ( n − 1 ) ; q 2 ) l ( q 2 ; q 2 ) l ) 2 . d_l=q^{-2l(n-1)}\frac{1-q^{2(2l+n-1)}}{1-q^{2(n-1)}}\left(\frac{(q^{2(n-1)};q^2)_l}{(q^2;q^2)_l}\right)^2. d l = q − 2 l ( n − 1 ) 1 − q 2 ( n − 1 ) 1 − q 2 ( 2 l + n − 1 ) ( ( q 2 ; q 2 ) l ( q 2 ( n − 1 ) ; q 2 ) l ) 2 .
is the quantum dimension of π l \pi_l π l . By (4.6) with η = q 2 \eta=q^2 η = q 2 and τ = τ n \tau=\tau_n τ = τ n , this is ∥ φ l η ∥ ℓ N 0 2 ( w ) 2 \lVert\varphi_l^\eta\rVert_{\ell^2_{N_0}(w)}^2 ∥ φ l η ∥ ℓ N 0 2 ( w ) 2 , in accordance with Lemma 10.1. The orthogonality relation of the polynomials (107) is [57 (4.49)] .
The Casimir operator and the energy bridge
Let C C C be the central element ∑ i , j q 2 ( n − i ) L i j + S ( L j i + ) \sum_{i,j}q^{2(n-i)}L_{ij}^+S(L_{ji}^+) ∑ i , j q 2 ( n − i ) L ij + S ( L j i + ) of U q g l n U_q\mathfrak{gl}_n U q gl n of [25 (5.5)] . It acts on the irreducible module of highest weight λ \lambda λ by the scalar χ λ ( C ) = ∑ k = 1 n q 2 ( λ k + n − k ) \chi_\lambda(C)=\sum_{k=1}^n q^{2(\lambda_k+n-k)} χ λ ( C ) = ∑ k = 1 n q 2 ( λ k + n − k ) [25 Section 5] , and in particular on the module of π l \pi_l π l by
χ l : = q 2 ( l + n − 1 ) + q − 2 l + q 2 − q 2 n − 2 1 − q 2 , (108) \chi_l\mathrel{\mathop:}=q^{2(l+n-1)}+q^{-2l}+\frac{q^2-q^{2n-2}}{1-q^2}, \tag*{(108)} χ l : = q 2 ( l + n − 1 ) + q − 2 l + 1 − q 2 q 2 − q 2 n − 2 , (108)
see [25 (5.7)] . A direct computation gives, for any l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 ,
χ l − χ 0 = q − 2 l + q 2 ( l + n − 1 ) − 1 − q 2 ( n − 1 ) = q − 2 l ( 1 − q 2 l ) ( 1 − q 2 ( l + n − 1 ) ) = (1.4) Λ l ( η ) . (109) \chi_l-\chi_0=q^{-2l}+q^{2(l+n-1)}-1-q^{2(n-1)}=q^{-2l}(1-q^{2l})(1-q^{2(l+n-1)})\mathrel{\mathop=^{\text{\scriptsize(1.4)}}}\Lambda_l(\eta). \tag*{(109)} χ l − χ 0 = q − 2 l + q 2 ( l + n − 1 ) − 1 − q 2 ( n − 1 ) = q − 2 l ( 1 − q 2 l ) ( 1 − q 2 ( l + n − 1 ) ) = (1.4) Λ l ( η ) . (109)
Through the duality between U q g l n U_q\mathfrak{gl}_n U q gl n and Pol ( U q ( n ) ) \operatorname{Pol}(U_q(n)) Pol ( U q ( n )) , the operator Ω ( n ) : x ↦ ( Id ⊗ C ) Δ ( x ) \Omega^{(n)}:x\mapsto(\operatorname{Id}\otimes C)\Delta(x) Ω ( n ) : x ↦ ( Id ⊗ C ) Δ ( x ) acts on the matrix coefficients of π l \pi_l π l by the scalar χ l \chi_l χ l . For n = 2 n=2 n = 2 , (109) is (47) with r = q r=q r = q .
Theorem 10.3 Let n ≥ 2 n\geq2 n ≥ 2 and 0 < q < 1 0<q<1 0 < q < 1 , and put η = q 2 \eta=q^2 η = q 2 and τ n = q 2 ( n − 1 ) \tau_n=q^{2(n-1)} τ n = q 2 ( n − 1 ) .
For any polynomial F F F , we have ( Ω ( n ) − χ 0 ) ( F ( x n ) ) = ( L η F ) ( x n ) (\Omega^{(n)}-\chi_0)(F(x_n))=(L_\eta F)(x_n) ( Ω ( n ) − χ 0 ) ( F ( x n )) = ( L η F ) ( x n ) , where L η L_\eta L η is the operator (3) with τ = τ n \tau=\tau_n τ = τ n acting on polynomials in η \eta η . In other words, L η L_\eta L η is the zonal part of the Casimir operator of C P q n − 1 \mathbb{C}\mathbb{P}^{n-1}_q C P q n − 1 , normalized by (109) .
Let ( T t η ) (T_t^\eta) ( T t η ) be the Feller semigroup e − t L η e^{-tL_\eta} e − t L η of Proposition 3.3 , and μ t η \mu_t^\eta μ t η its law at the origin. The maps
S t ( n ) ≔ ( Id ⊗ μ t η ∘ E K ) ∘ Δ {\mathcal S}_t^{(n)}\coloneqq(\operatorname{Id}\otimes\mu_t^\eta\circ E_K)\circ\Delta S t ( n ) : = ( Id ⊗ μ t η ∘ E K ) ∘ Δ
restrict to a Haar-preserving strongly continuous semigroup of unital completely positive maps on C ( C P q n − 1 ) C(\mathbb{C}\mathbb{P}^{n-1}_q) C ( C P q n − 1 ) , with
S t ( n ) ( u i 0 ( l ) ) = e − t Λ l ( η ) u i 0 ( l ) , {\mathcal S}_t^{(n)}(u_{i0}^{(l)})=e^{-t\Lambda_l(\eta)}u_{i0}^{(l)}, S t ( n ) ( u i 0 ( l ) ) = e − t Λ l ( η ) u i 0 ( l ) ,
and S t ( n ) ( F ( x n ) ) = ( T t η F ) ( x n ) {\mathcal S}_t^{(n)}(F(x_n))=(T_t^\eta F)(x_n) S t ( n ) ( F ( x n )) = ( T t η F ) ( x n ) for any F ∈ C ( Y η ) F\in C(Y_\eta) F ∈ C ( Y η ) .
Suppose that τ n = Q − d \tau_n=Q^{-d} τ n = Q − d , that is q 2 = Q − α q^2=Q^{-\alpha} q 2 = Q − α with α = d n − 1 \alpha=\frac{d}{n-1} α = n − 1 d . Then the map
J n : L ∞ ( O d ) r a d → W ∗ ( x n ) , J n ( f ( − log Q ∥ ⋅ ∥ K ) ) = ∑ k ≥ 0 f ( k ) 1 { η k } ( x n ) J_n:L^\infty(\mathcal{O}^d)_{\mathrm{rad}}\to W^*(x_n),\qquad
J_n(f(-\log_Q\lVert\cdot\rVert_K))=\sum_{k\geq0}f(k)1_{\{\eta^k\}}(x_n) J n : L ∞ ( O d ) rad → W ∗ ( x n ) , J n ( f ( − log Q ∥ ⋅ ∥ K )) = k ≥ 0 ∑ f ( k ) 1 { η k } ( x n )
is a normal unital state-preserving ∗ * ∗ -isomorphism onto the von Neumann algebra generated by $x_n in the GNS representation of h n h_n h n . The closed form E η \mathcal{E}_\eta E η of the radial negative generator L η L_\eta L η of ( S t ( n ) ) ({\mathcal S}_t^{(n)}) ( S t ( n ) ) is equivalent to the closed form E R \mathcal{E}_R E R of R r a d α R^\alpha_{\mathrm{rad}} R rad α , with the constants c 1 c_1 c 1 and c 2 c_2 c 2 of Theorem 4.1 . In particular, for n = d + 1 n=d+1 n = d + 1 , the Taibleson operator of order $1$ on O d \mathcal{O}^d O d corresponds in this way to C P q d \mathbb{C}\mathbb{P}^d_q C P q d with q = Q − 1 2 q=Q^{-\frac12} q = Q − 2 1 .
Proof: 1. By (107) , we have Ω ( n ) ( φ l η ( x n ) ) = Ω ( n ) ( u 00 ( l ) ) = χ l φ l η ( x n ) \Omega^{(n)}(\varphi_l^\eta(x_n))=\Omega^{(n)}(u_{00}^{(l)})=\chi_l\varphi_l^\eta(x_n) Ω ( n ) ( φ l η ( x n )) = Ω ( n ) ( u 00 ( l ) ) = χ l φ l η ( x n ) . On the other hand, L η φ l η = Λ l ( η ) φ l η L_\eta\varphi_l^\eta=\Lambda_l(\eta)\varphi_l^\eta L η φ l η = Λ l ( η ) φ l η by part 3 of Proposition 3.1, and Λ l ( η ) = χ l − χ 0 \Lambda_l(\eta)=\chi_l-\chi_0 Λ l ( η ) = χ l − χ 0 by (109) . Since ( φ l η ) l ≥ 0 (\varphi_l^\eta)_{l\geq0} ( φ l η ) l ≥ 0 is a basis of the space of polynomials, the assertion follows by linearity.
By Lemma 10.1 , we have C ∗ ( x n ) = C ( Y η ) C^*(x_n)=C(Y_\eta) C ∗ ( x n ) = C ( Y η ) , so that the probability measure μ t η \mu_t^\eta μ t η on Y η Y_\eta Y η defines a state on C ∗ ( x n ) C^*(x_n) C ∗ ( x n ) . The map E K E_K E K is unital completely positive and maps Pol ( U q ( n ) ) \operatorname{Pol}(U_q(n)) Pol ( U q ( n )) onto the polynomials in x n x_n x n , by (106) and (107) , hence C ( U q ( n ) ) C(U_q(n)) C ( U q ( n )) into C ∗ ( x n ) C^*(x_n) C ∗ ( x n ) by continuity. Thus ω t ≔ μ t η ∘ E K \omega_t\coloneqq\mu_t^\eta\circ E_K ω t : = μ t η ∘ E K is a state on C ( U q ( n ) ) C(U_q(n)) C ( U q ( n )) , and S t ( n ) = ( Id ⊗ ω t ) ∘ Δ {\mathcal S}_t^{(n)}=(\operatorname{Id}\otimes\omega_t)\circ\Delta S t ( n ) = ( Id ⊗ ω t ) ∘ Δ is unital completely positive. By invariance of the Haar state, h n ∘ S t ( n ) = ( h n ⊗ ω t ) Δ = h n h_n\circ{\mathcal S}_t^{(n)}=(h_n\otimes\omega_t)\Delta=h_n h n ∘ S t ( n ) = ( h n ⊗ ω t ) Δ = h n . By (106) , (107) and (29) ,
ω t ( u i j ( l ) ) = δ i 0 δ j 0 ∫ φ l η d μ t η = δ i 0 δ j 0 e − t Λ l ( η ) , \omega_t(u_{ij}^{(l)})=\delta_{i0}\delta_{j0}\int\varphi_l^\eta\,d\mu_t^\eta=\delta_{i0}\delta_{j0}e^{-t\Lambda_l(\eta)}, ω t ( u ij ( l ) ) = δ i 0 δ j 0 ∫ φ l η d μ t η = δ i 0 δ j 0 e − t Λ l ( η ) ,
and ω t ( u i j π ) = 0 \omega_t(u_{ij}^{\pi})=0 ω t ( u ij π ) = 0 if π \pi π is not equivalent to some π l \pi_l π l . Hence S t ( n ) ( u i 0 ( l ) ) = ∑ j u i j ( l ) ω t ( u j 0 ( l ) ) = e − t Λ l ( η ) u i 0 ( l ) {\mathcal S}_t^{(n)}(u_{i0}^{(l)})=\sum_j u_{ij}^{(l)}\omega_t(u_{j0}^{(l)})=e^{-t\Lambda_l(\eta)}u_{i0}^{(l)} S t ( n ) ( u i 0 ( l ) ) = ∑ j u ij ( l ) ω t ( u j 0 ( l ) ) = e − t Λ l ( η ) u i 0 ( l ) . By invariance of h K h_K h K , we have ( π K ⊗ h K π K ) Δ = h K π K ( ⋅ ) 1 (\pi_K\otimes h_K\pi_K)\Delta=h_K\pi_K(\cdot)1 ( π K ⊗ h K π K ) Δ = h K π K ( ⋅ ) 1 , hence ( π K ⊗ E K ) Δ = 1 ⊗ E K (\pi_K\otimes E_K)\Delta=1\otimes E_K ( π K ⊗ E K ) Δ = 1 ⊗ E K by coassociativity, and ( π K ⊗ ω t ) Δ = ω t ( ⋅ ) 1 (\pi_K\otimes\omega_t)\Delta=\omega_t(\cdot)1 ( π K ⊗ ω t ) Δ = ω t ( ⋅ ) 1 . Using coassociativity again, we obtain
( Id ⊗ π K ) Δ ∘ S t ( n ) = ( Id ⊗ ( π K ⊗ ω t ) Δ ) ∘ Δ = S t ( n ) ( ⋅ ) ⊗ 1. (\operatorname{Id}\otimes\pi_K)\Delta\circ{\mathcal S}_t^{(n)}=(\operatorname{Id}\otimes(\pi_K\otimes\omega_t)\Delta)\circ\Delta={\mathcal S}_t^{(n)}(\cdot)\otimes1. ( Id ⊗ π K ) Δ ∘ S t ( n ) = ( Id ⊗ ( π K ⊗ ω t ) Δ ) ∘ Δ = S t ( n ) ( ⋅ ) ⊗ 1.
Hence S t ( n ) {\mathcal S}_t^{(n)} S t ( n ) maps C ( U q ( n ) ) C(U_q(n)) C ( U q ( n )) , and in particular C ( C P q n − 1 ) C(\mathbb{C}\mathbb{P}^{n-1}_q) C ( C P q n − 1 ) , into C ( C P q n − 1 ) C(\mathbb{C}\mathbb{P}^{n-1}_q) C ( C P q n − 1 ) . The map ( Id ⊗ h K π K ) ∘ Δ (\operatorname{Id}\otimes h_K\pi_K)\circ\Delta ( Id ⊗ h K π K ) ∘ Δ is a contractive projection of C ( U q ( n ) ) C(U_q(n)) C ( U q ( n )) onto C ( C P q n − 1 ) C(\mathbb{C}\mathbb{P}^{n-1}_q) C ( C P q n − 1 ) which maps Pol ( U q ( n ) ) \operatorname{Pol}(U_q(n)) Pol ( U q ( n )) onto Pol ( C P q n − 1 ) \operatorname{Pol}(\mathbb{C}\mathbb{P}^{n-1}_q) Pol ( C P q n − 1 ) , so that Pol ( C P q n − 1 ) \operatorname{Pol}(\mathbb{C}\mathbb{P}^{n-1}_q) Pol ( C P q n − 1 ) is dense in C ( C P q n − 1 ) C(\mathbb{C}\mathbb{P}^{n-1}_q) C ( C P q n − 1 ) . On Pol ( C P q n − 1 ) \operatorname{Pol}(\mathbb{C}\mathbb{P}^{n-1}_q) Pol ( C P q n − 1 ) , the maps S t ( n ) {\mathcal S}_t^{(n)} S t ( n ) are diagonal in the vectors u i 0 ( l ) u_{i0}^{(l)} u i 0 ( l ) , satisfy the semigroup law and are strongly continuous, the sums being finite. Since the maps S t ( n ) {\mathcal S}_t^{(n)} S t ( n ) are contractions, the semigroup law and the strong continuity extend to C ( C P q n − 1 ) C(\mathbb{C}\mathbb{P}^{n-1}_q) C ( C P q n − 1 ) . Finally, S t ( n ) ( φ l η ( x n ) ) = e − t Λ l ( η ) φ l η ( x n ) = ( T t η φ l η ) ( x n ) {\mathcal S}_t^{(n)}(\varphi_l^\eta(x_n))=e^{-t\Lambda_l(\eta)}\varphi_l^\eta(x_n)=(T_t^\eta\varphi_l^\eta)(x_n) S t ( n ) ( φ l η ( x n )) = e − t Λ l ( η ) φ l η ( x n ) = ( T t η φ l η ) ( x n ) by part 2 of Proposition 3.3 . Both sides of the last assertion are continuous in F ∈ C ( Y η ) F\in C(Y_\eta) F ∈ C ( Y η ) for the uniform norm, and they agree on polynomials, which are dense by the Weierstrass theorem.
By Lemma 10.1 , the spectral measure of x n x_n x n in the GNS representation of h n h_n h n is supported by Y n Y_n Y n and charges each point η k \eta^k η k with mass w k = ( 1 − τ n ) τ n k w_k=(1-\tau_n)\tau_n^k w k = ( 1 − τ n ) τ n k , whereas { 0 } \{0\} { 0 } is a null set. By (7) , the shell S k S_k S k of O d \mathcal{O}^d O d has the Haar measure ( 1 − Q − d ) Q − d k = w k (1-Q^{-d})Q^{-dk}=w_k ( 1 − Q − d ) Q − d k = w k . Hence J n J_n J n is a normal
unital state-preserving ∗ \ast ∗ -isomorphism, exactly as in Theorem 5.6 . Under J n J_n J n , the radial negative generator of ( S t ( n ) ) (\mathcal{S}^{(n)}_t) ( S t ( n ) ) is the operator L η L_\eta L η on ℓ N 0 2 ( w ) \ell^2_{\mathbb{N}_0}(w) ℓ N 0 2 ( w ) , by part 2. Since η = Q − α \eta=Q^{-\alpha} η = Q − α and τ n = Q − d \tau_n=Q^{-d} τ n = Q − d , Theorem 4.1 applies and gives the equivalence of the forms, with its constants. For n = d + 1 n=d+1 n = d + 1 , we have α = 1 \alpha=1 α = 1 and q 2 = Q − 1 q^2=Q^{-1} q 2 = Q − 1 .
Remark 10.4 Theorem 10.3 shows that the quantum group S U r ( 2 ) \mathrm{SU}_r(2) SU r ( 2 ) with r 2 = Q − d r^2=Q^{-d} r 2 = Q − d of the previous sections is the case n = 2 n=2 n = 2 of a family. For n = 2 , … , d + 1 n=2,\ldots,d+1 n = 2 , … , d + 1 , the quantum projective space C P q n − 1 \mathbb{C}P^{n-1}_q C P q n − 1 with q 2 = Q − d n − 1 q^2=Q^{-\frac{d}{n-1}} q 2 = Q − n − 1 d carries a Casimir dynamics whose radial energy is equivalent to the Taibleson energy of order d n − 1 \frac{d}{n-1} n − 1 d , and whose radial Haar law is the radial Haar law of O d \mathcal{O}^d O d . In the extreme case n = d + 1 n=d+1 n = d + 1 , the quantum parameter q = Q − 1 2 q=Q^{-\frac{1}{2}} q = Q − 2 1 does not depend on d d d , the rank of the quantum group matches the dimension of O d \mathcal{O}^d O d , and the order is α = 1 \alpha=1 α = 1 ; this is the regime t = Q − 1 t=Q^{-1} t = Q − 1 of Freund and Zabrodin [30 Section 3] . In the classical limit, Λ l ( q 2 ) ∼ 2 log 1 q l ( l + n − 1 ) \Lambda_l(q^2)\sim2\log\frac{1}{q}l(l+n-1) Λ l ( q 2 ) ∼ 2 log q 1 l ( l + n − 1 ) , which is proportional to the eigenvalues of the Laplace–Beltrami operator of C P n − 1 \mathbb{C}P^{n-1} C P n − 1 . The analogue of Theorem 7.10 , together with the corresponding case of Theorem 4.6 , holds for any n ≥ 2 n\ge2 n ≥ 2 , see Theorem 10.5 below.
Powers of the Casimir operator and covariant semigroups
We now extend Theorem 7.10 to C P q n − 1 \mathbb{C}P^{n-1}_q C P q n − 1 . By the proof of Theorem 10.3, the map E R ≔ ( Id ⊗ h K π K ) ∘ Δ E_R\coloneqq(\operatorname{Id}\otimes h_K\pi_K)\circ\Delta E R : = ( Id ⊗ h K π K ) ∘ Δ is a contractive projection of C ( U q ( n ) ) C(\mathrm{U}_q(n)) C ( U q ( n )) onto C ( C P q n − 1 ) C(\mathbb{C}P^{n-1}_q) C ( C P q n − 1 ) . It is unital and completely positive. For x ∈ C ( C P q n − 1 ) x\in C(\mathbb{C}P^{n-1}_q) x ∈ C ( C P q n − 1 ) , coassociativity gives
( Id ⊗ E R ) Δ ( x ) = ( Id ⊗ Id ⊗ h K π K ) ( Δ ⊗ Id ) Δ ( x ) = Δ ( E R ( x ) ) = Δ ( x ) . (\operatorname{Id}\otimes E_R)\Delta(x)=(\operatorname{Id}\otimes\operatorname{Id}\otimes h_K\pi_K)(\Delta\otimes\operatorname{Id})\Delta(x)=\Delta(E_R(x))=\Delta(x). ( Id ⊗ E R ) Δ ( x ) = ( Id ⊗ Id ⊗ h K π K ) ( Δ ⊗ Id ) Δ ( x ) = Δ ( E R ( x )) = Δ ( x ) .
Hence Δ \Delta Δ maps C ( C P q n − 1 ) C(\mathbb{C}P^{n-1}_q) C ( C P q n − 1 ) into the range C ( U q ( n ) ) ⊗ min C ( C P q n − 1 ) C(\mathrm{U}_q(n))\otimes_{\min}C(\mathbb{C}P^{n-1}_q) C ( U q ( n )) ⊗ m i n C ( C P q n − 1 ) of Id ⊗ E R \operatorname{Id}\otimes E_R Id ⊗ E R , and for any bounded linear map S : C ( C P q n − 1 ) → C ( C P q n − 1 ) S:C(\mathbb{C}P^{n-1}_q)\to C(\mathbb{C}P^{n-1}_q) S : C ( C P q n − 1 ) → C ( C P q n − 1 ) which is completely bounded, the map ( Id ⊗ S ) ∘ Δ (\operatorname{Id}\otimes S)\circ\Delta ( Id ⊗ S ) ∘ Δ is defined on C ( C P q n − 1 ) C(\mathbb{C}P^{n-1}_q) C ( C P q n − 1 ) .
Theorem 10.5 Let n ≥ 2 n\ge2 n ≥ 2 and 0 < q < 1 0<q<1 0 < q < 1 , and put η = q 2 \eta=q^2 η = q 2 and τ n = q 2 ( n − 1 ) \tau_n=q^{2(n-1)} τ n = q 2 ( n − 1 ) .
Suppose that τ n = Q − d \tau_n=Q^{-d} τ n = Q − d and let α > 0 \alpha>0 α > 0 . The closed forms of R r a d α R_{\mathrm{rad}}^\alpha R rad α and L η ( n − 1 ) α d L_\eta^{\frac{(n-1)\alpha}{d}} L η d ( n − 1 ) α are equivalent if and only if α < ( n + 1 ) d n − 1 \alpha<\frac{(n+1)d}{n-1} α < n − 1 ( n + 1 ) d . If α ≥ ( n + 1 ) d n − 1 \alpha\ge\frac{(n+1)d}{n-1} α ≥ n − 1 ( n + 1 ) d , then no operator of the form F ( L η ) F(L_\eta) F ( L η ) has the same form domain as R r a d α R_{\mathrm{rad}}^\alpha R rad α .
Let ( S t ) t ≥ 0 (S_t)_{t\ge0} ( S t ) t ≥ 0 be a strongly continuous semigroup of unital completely positive maps on C ( C P q n − 1 ) C(\mathbb{C}P^{n-1}_q) C ( C P q n − 1 ) which is covariant, in the sense that
Δ ∘ S t = ( Id ⊗ S t ) ∘ Δ on C ( C P q n − 1 ) , t ≥ 0. \Delta\circ S_t=(\operatorname{Id}\otimes S_t)\circ\Delta\quad\text{on }C(\mathbb{C}P^{n-1}_q),\quad t\ge0. Δ ∘ S t = ( Id ⊗ S t ) ∘ Δ on C ( C P q n − 1 ) , t ≥ 0. There exists a function ψ : N 0 → [ 0 , ∞ ) \psi:\mathbb{N}_0\to[0,\infty) ψ : N 0 → [ 0 , ∞ ) such that S t ( u i 0 ( l ) ) = e − t ψ ( l ) u i 0 ( l ) S_t(u^{(l)}_{i0})=e^{-t\psi(l)}u^{(l)}_{i0} S t ( u i 0 ( l ) ) = e − t ψ ( l ) u i 0 ( l ) for any l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 , any i i i and any t ≥ 0 t\ge0 t ≥ 0 . In particular, S t S_t S t leaves C ∗ ( x n ) C^\ast(x_n) C ∗ ( x n ) invariant, its restriction T t T_t T t to C ∗ ( x n ) = C ( Y η ) C^\ast(x_n)=C(Y_\eta) C ∗ ( x n ) = C ( Y η ) satisfies T t φ l = e − t ψ ( l ) φ l T_t\varphi_l=e^{-t\psi(l)}\varphi_l T t φ l = e − t ψ ( l ) φ l , and ψ ( l ) ≤ K τ n , η ψ ( 1 ) Λ l ( η ) \psi(l)\le K_{\tau_n,\eta}\psi(1)\Lambda_l(\eta) ψ ( l ) ≤ K τ n , η ψ ( 1 ) Λ l ( η ) for any l ≥ 1 l\ge1 l ≥ 1 .
Suppose that τ n = Q − d \tau_n=Q^{-d} τ n = Q − d and let α > 0 \alpha>0 α > 0 . There exists a semigroup ( S t ) t ≥ 0 (S_t)_{t\ge0} ( S t ) t ≥ 0 as in part 2 such that the closed form f ↦ ∑ l ≥ 1 ψ ( l ) ∣ f , e l ∣ 2 f\mapsto\sum_{l\ge1}\psi(l)\left|f,e_l\right|^2 f ↦ ∑ l ≥ 1 ψ ( l ) ∣ f , e l ∣ 2 of the negative generator of the radial semigroup ( T t ) (T_t) ( T t ) on ℓ N 0 2 ( w ) \ell^2_{\mathbb{N}_0}(w) ℓ N 0 2 ( w ) is equivalent to the closed form of R r a d α R_{\mathrm{rad}}^\alpha R rad α if and only if α < d n − 1 \alpha<\frac{d}{n-1} α < n − 1 d . For α ≤ d n − 1 \alpha\le\frac{d}{n-1} α ≤ n − 1 d , one can take S t = ∫ [ 0 , ∞ ) S u ( n ) d ν t ( s ) ( u ) S_t=\int_{[0,\infty)}\mathcal{S}^{(n)}_u\,\mathrm{d}\nu_t^{(s)}(u) S t = ∫ [ 0 , ∞ ) S u ( n ) d ν t ( s ) ( u ) , where s = ( n − 1 ) α d s=\frac{(n-1)\alpha}{d} s = d ( n − 1 ) α , ν t ( s ) \nu_t^{(s)} ν t ( s ) is the measure of Corollary 7.8; its radial negative generator is L η s L_\eta^s L η s .
For any s > 1 s>1 s > 1 , the semigroup ( e − t L η s ) t ≥ 0 (e^{-tL_{\eta}^{s}})_{t\geq0} ( e − t L η s ) t ≥ 0 on ℓ N 0 2 ( w ) \ell^{2}_{N_{0}}(w) ℓ N 0 2 ( w ) is not positivity preserving.
Proof: 1. This is Theorem 4.6 and Proposition 4.7 with ϑ = d n − 1 \vartheta=\frac{d}{n-1} ϑ = n − 1 d , since η = Q − d n − 1 \eta=Q^{-\frac{d}{n-1}} η = Q − n − 1 d , α ϑ = ( n − 1 ) α d \frac{\alpha}{\vartheta}=\frac{(n-1)\alpha}{d} ϑ α = d ( n − 1 ) α and d + 2 ϑ = ( n + 1 ) d n − 1 d+2\vartheta=\frac{(n+1)d}{n-1} d + 2 ϑ = n − 1 ( n + 1 ) d .
Let ω t : = ε ∘ S t \omega_t\mathrel{\mathop:}=\varepsilon\circ S_t ω t : = ε ∘ S t , which is a state on C ( C P q n − 1 ) C(\mathbb{C}P_q^{n-1}) C ( C P q n − 1 ) . Applying Id ⊗ ε \operatorname{Id}\otimes\varepsilon Id ⊗ ε to the covariance identity and using ( Id ⊗ ε ) ∘ Δ = Id (\operatorname{Id}\otimes\varepsilon)\circ\Delta=\operatorname{Id} ( Id ⊗ ε ) ∘ Δ = Id , we obtain S t = ( Id ⊗ ω t ) ∘ Δ S_t=(\operatorname{Id}\otimes\omega_t)\circ\Delta S t = ( Id ⊗ ω t ) ∘ Δ on C ( C P q n − 1 ) C(\mathbb{C}P_q^{n-1}) C ( C P q n − 1 ) . Let l ∈ N 0 l\in\mathbb{N}_0 l ∈ N 0 . For any j j j , the element u j 0 ( l ) u_{j0}^{(l)} u j 0 ( l ) belongs to Pol ( C P q n − 1 ) \operatorname{Pol}(\mathbb{C}P_q^{n-1}) Pol ( C P q n − 1 ) , and Δ ( u i 0 ( l ) ) = ∑ j u i j ( l ) ⊗ u j 0 ( l ) \Delta(u_{i0}^{(l)})=\sum_j u_{ij}^{(l)}\otimes u_{j0}^{(l)} Δ ( u i 0 ( l ) ) = ∑ j u ij ( l ) ⊗ u j 0 ( l ) , so that
S t ( u i 0 ( l ) ) = ∑ j u i j ( l ) ω t ( u j 0 ( l ) ) . S_t(u_{i0}^{(l)})=\sum_j u_{ij}^{(l)}\omega_t(u_{j0}^{(l)}). S t ( u i 0 ( l ) ) = j ∑ u ij ( l ) ω t ( u j 0 ( l ) ) .
Since S t ( u i 0 ( l ) ) S_t(u_{i0}^{(l)}) S t ( u i 0 ( l ) ) belongs to C ( C P q n − 1 ) C(\mathbb{C}P_q^{n-1}) C ( C P q n − 1 ) , we have
∑ k u i k ( l ) ω t ( u k 0 ( l ) ) ⊗ 1 = ( Id ⊗ π K ) Δ ( S t ( u i 0 ( l ) ) ) = ∑ k u i k ( l ) ⊗ ∑ j π K ( u k j ( l ) ) ω t ( u j 0 ( l ) ) . \sum_k u_{ik}^{(l)}\omega_t(u_{k0}^{(l)})\otimes1=(\operatorname{Id}\otimes\pi_K)\Delta(S_t(u_{i0}^{(l)}))=\sum_k u_{ik}^{(l)}\otimes\sum_j\pi_K(u_{kj}^{(l)})\omega_t(u_{j0}^{(l)}). k ∑ u ik ( l ) ω t ( u k 0 ( l ) ) ⊗ 1 = ( Id ⊗ π K ) Δ ( S t ( u i 0 ( l ) )) = k ∑ u ik ( l ) ⊗ j ∑ π K ( u k j ( l ) ) ω t ( u j 0 ( l ) ) .
By the linear independence of the matrix coefficients [[54 Theorem 1.4.3] ], we deduce that ∑ j π K ( u k j ( l ) ) ω t ( u j 0 ( l ) ) = ω t ( u k 0 ( l ) ) 1 \sum_j\pi_K(u_{kj}^{(l)})\omega_t(u_{j0}^{(l)})=\omega_t(u_{k0}^{(l)})1 ∑ j π K ( u k j ( l ) ) ω t ( u j 0 ( l ) ) = ω t ( u k 0 ( l ) ) 1 for any k k k . In other words, the vector v : = ∑ j ω t ( u j 0 ( l ) ) e j v\mathrel{\mathop:}=\sum_j\omega_t(u_{j0}^{(l)})e_j v : = ∑ j ω t ( u j 0 ( l ) ) e j satisfies ( Id ⊗ π K ) ( u ( l ) ) ( v ⊗ 1 ) = v ⊗ 1 (\operatorname{Id}\otimes\pi_K)(u^{(l)})(v\otimes1)=v\otimes1 ( Id ⊗ π K ) ( u ( l ) ) ( v ⊗ 1 ) = v ⊗ 1 , that is v v v is K n K_n K n -invariant. Since the space of K n K_n K n -invariant vectors of π l \pi_l π l is C e 0 \mathbb{C}e_0 C e 0 , we obtain ω t ( u j 0 ( l ) ) = 0 \omega_t(u_{j0}^{(l)})=0 ω t ( u j 0 ( l ) ) = 0 for j ≠ 0 j\ne0 j = 0 , and
S t ( u i 0 ( l ) ) = ω t ( φ l ( n ) ) u i 0 ( l ) . S_t(u_{i0}^{(l)})=\omega_t(\varphi_l^{(n)})u_{i0}^{(l)}. S t ( u i 0 ( l ) ) = ω t ( φ l ( n ) ) u i 0 ( l ) .
The number ω t ( φ l ( n ) ) \omega_t(\varphi_l^{(n)}) ω t ( φ l ( n ) ) is real and belongs to [ − 1 , 1 ] [-1,1] [ − 1 , 1 ] , since φ l ( n ) = φ l n ( x n ) \varphi_l^{(n)}=\varphi_l^n(x_n) φ l ( n ) = φ l n ( x n ) is self-adjoint with norm at most 1 1 1 by Lemma 10.1 . It is multiplicative in t t t by the semigroup law, and it depends continuously on t t t with value 1 1 1 at t = 0 t=0 t = 0 by strong continuity. Hence it is equal to e − t ψ ( l ) e^{-t\psi(l)} e − t ψ ( l ) for a unique ψ ( l ) ∈ [ 0 , ∞ ) \psi(l)\in[0,\infty) ψ ( l ) ∈ [ 0 , ∞ ) . By (107) , the polynomials in x n x_n x n are the linear combinations of the elements φ l ( n ) \varphi_l^{(n)} φ l ( n ) , which are dense in C ∗ ( x n ) C^*(x_n) C ∗ ( x n ) . Thus S t S_t S t leaves C ∗ ( x n ) C^*(x_n) C ∗ ( x n ) invariant, and T t φ l n = e − t ψ ( l ) φ l n T_t\varphi_l^n=e^{-t\psi(l)}\varphi_l^n T t φ l n = e − t ψ ( l ) φ l n under the identification C ∗ ( x n ) = C ( Y η ) C^*(x_n)=C(Y_\eta) C ∗ ( x n ) = C ( Y η ) of Lemma 10.1 . The maps T t T_t T t are positive and unital, and ∣ φ l n ∣ ≤ 1 |\varphi_l^n|\leq1 ∣ φ l n ∣ ≤ 1 on Y η Y_\eta Y η by Lemma 10.1 . Hence Proposition 7.9 with τ = τ n \tau=\tau_n τ = τ n gives the last assertion.
Put ϑ = d n − 1 \vartheta=\frac{d}{n-1} ϑ = n − 1 d and s = α ϑ s=\frac{\alpha}{\vartheta} s = ϑ α . Suppose that the forms are equivalent. Then e l η ∈ dom E R e_l^\eta\in\operatorname{dom}\mathcal{E}_R e l η ∈ dom E R for any l ≥ 1 l\geq1 l ≥ 1 . By the assumed equivalence and part 1 of Theorem 4.6 , there exist constants c , c ′ > 0 c,c'>0 c , c ′ > 0 such that ψ ( l ) ≥ c E R ( e l η ) ≥ c ′ Λ l ( η ) s \psi(l)\geq c\mathcal{E}_R(e_l^\eta)\geq c'\Lambda_l(\eta)^s ψ ( l ) ≥ c E R ( e l η ) ≥ c ′ Λ l ( η ) s for any l ≥ 1 l\geq1 l ≥ 1 . By part 2, Λ l ( η ) s − 1 \Lambda_l(\eta)^{s-1} Λ l ( η ) s − 1 is bounded in l l l . Since Λ l ( η ) → ∞ \Lambda_l(\eta)\to\infty Λ l ( η ) → ∞ , we conclude that s ≤ 1 s\leq1 s ≤ 1 , that is α ≤ d n − 1 \alpha\leq\frac{d}{n-1} α ≤ n − 1 d .
Conversely, suppose that s ≤ 1 s\leq1 s ≤ 1 . By part 2 of Theorem 10.3, the map u ↦ F u ( n ) ( x ) u\mapsto\mathcal{F}_u^{(n)}(x) u ↦ F u ( n ) ( x ) is continuous and bounded for any x ∈ C ( C P q n − 1 ) x\in C(\mathbb{C}P_q^{n-1}) x ∈ C ( C P q n − 1 ) , so that S t ( x ) : = ∫ F u ( n ) ( x ) d ν t ( s ) ( u ) S_t(x)\mathrel{\mathop:}=\int\mathcal{F}_u^{(n)}(x)\,d\nu_t^{(s)}(u) S t ( x ) : = ∫ F u ( n ) ( x ) d ν t ( s ) ( u ) is a Bochner integral. As in the proof of Corollary 7.8, the maps S t S_t S t form a strongly continuous semigroup of unital completely positive maps on C ( C P q n − 1 ) C(\mathbb{C}P_q^{n-1}) C ( C P q n − 1 ) , with S t ( u i 0 ( l ) ) = e − t Λ l ( η ) s u i 0 ( l ) S_t(u_{i0}^{(l)})=e^{-t\Lambda_l(\eta)^s}u_{i0}^{(l)} S t ( u i 0 ( l ) ) = e − t Λ l ( η ) s u i 0 ( l ) , whose restriction to C ∗ ( x n ) = C ( Y η ) C^*(x_n)=C(Y_\eta) C ∗ ( x n ) = C ( Y η ) is ∫ T u n d ν t ( s ) ( u ) = e − t L η s \int T_u^n\,d\nu_t^{(s)}(u)=e^{-tL_\eta^s} ∫ T u n d ν t ( s ) ( u ) = e − t L η s . Each map F u ( n ) = ( Id ⊗ ω u ) ∘ Δ \mathcal{F}_u^{(n)}=(\operatorname{Id}\otimes\omega_u)\circ\Delta F u ( n ) = ( Id ⊗ ω u ) ∘ Δ is covariant by the coassociativity computation of the proof of Theorem 7.10 , and integrating with respect to ν t ( s ) \nu_t^{(s)} ν t ( s ) shows that S t S_t S t is covariant. Here ψ ( l ) = Λ l ( η ) s \psi(l)=\Lambda_l(\eta)^s ψ ( l ) = Λ l ( η ) s , and the closed form of part 3 is the closed form of L η s L_\eta^s L η s .
Suppose that the operators e − t L η s e^{-tL_\eta^s} e − t L η s are positivity preserving. As in the proof of part 3 of Theorem 7.10 , they restrict to positive unital maps on C ( Y η ) C(Y_\eta) C ( Y η ) , which map each φ l n \varphi_l^n φ l n to e − t Λ l ( η ) s φ l n e^{-t\Lambda_l(\eta)^s}\varphi_l^n e − t Λ l ( η ) s φ l n . By Lemma 10.1 , Proposition 7.9 with τ = τ n \tau=\tau_n τ = τ n applies with ψ ( l ) = Λ l ( η ) s \psi(l)=\Lambda_l(\eta)^s ψ ( l ) = Λ l ( η ) s , and shows that Λ l ( η ) s − 1 \Lambda_l(\eta)^{s-1} Λ l ( η ) s − 1 is bounded in l l l , which contradicts s > 1 s>1 s > 1 .
Remark 10.6 Suppose that τ n = Q q − d \tau_n=Q_q^{-d} τ n = Q q − d . Theorem 10.5 describes the orders α \alpha α of the Taibleson energy seen by C P q n − 1 \mathbb{C}\mathrm{P}_q^{n-1} C P q n − 1 . For α ≤ d n − 1 \alpha\leq\frac{d}{n-1} α ≤ n − 1 d , the energy is realized by covariant quantum Markov semigroups on C ( C P q n − 1 ) C(\mathbb{C}\mathrm{P}_q^{n-1}) C ( C P q n − 1 ) . For d n − 1 < α < ( n + 1 ) d n − 1 \frac{d}{n-1}<\alpha<\frac{(n+1)d}{n-1} n − 1 d < α < n − 1 ( n + 1 ) d , it is the energy of a power of the zonal Casimir operator, but no covariant quantum Markov semigroup realizes it. For α ≥ ( n + 1 ) d n − 1 \alpha\geq\frac{(n+1)d}{n-1} α ≥ n − 1 ( n + 1 ) d , no function of the zonal Casimir operator has the right form domain. In terms of the exponent s = ( n − 1 ) α d s=\frac{(n-1)\alpha}{d} s = d ( n − 1 ) α of the power, these three ranges are s ≤ 1 s\leq1 s ≤ 1 , 1 < s < n + 1 1<s<n+1 1 < s < n + 1 and s ≥ n + 1 s\geq n+1 s ≥ n + 1 , independently of d d d . For n = 2 n=2 n = 2 , this is the description of Theorems 4.6 and 7.10 . For n = d + 1 n=d+1 n = d + 1 , we have q 2 = Q − 1 q^2=Q^{-1} q 2 = Q − 1 and s = α s=\alpha s = α : the Taibleson energies of the orders 0 < α < d + 2 0<\alpha<d+2 0 < α < d + 2 are the energies of the powers L Q − 1 α L_{Q^{-1}}^\alpha L Q − 1 α of the zonal Casimir operator of C P q d \mathbb{C}\mathrm{P}_q^d C P q d , and those of the orders 0 < α ≤ 1 0<\alpha\leq1 0 < α ≤ 1 are realized by covariant quantum Markov semigroups on C ( C P q d ) C(\mathbb{C}\mathrm{P}_q^d) C ( C P q d ) .
The frontier between C P q n − 1 \mathbb{C}\mathrm{P}_q^{n-1} C P q n − 1 and S q 2 n − 1 S_q^{2n-1} S q 2 n − 1
We now show that the phenomenon of Section 8 occurs in the whole family. Recall that K n K_n K n is the quantum subgroup of block diagonal matrices, so that π K ( x i j ) \pi_K(x_{ij}) π K ( x ij ) is the ( i , j ) (i,j) ( i , j ) entry of the fundamental corepresentation of U q ( n − 1 ) U_q(n-1) U q ( n − 1 ) for i , j ≤ n − 1 i,j\leq n-1 i , j ≤ n − 1 , π K ( x n n ) = 1 ⊗ z \pi_K(x_{nn})=1\otimes z π K ( x nn ) = 1 ⊗ z , where z z z is the coordinate function of T \mathbb{T} T , and π K ( x i n ) = π K ( x n i ) = 0 \pi_K(x_{in})=\pi_K(x_{ni})=0 π K ( x in ) = π K ( x ni ) = 0 for i ≤ n − 1 i\leq n-1 i ≤ n − 1 . Let π K ′ ≔ ( Id ⊗ ϵ 1 ) ∘ π K : C ( U q ( n ) ) → C ( U q ( n − 1 ) ) \pi_{K'}\coloneqq(\operatorname{Id}\otimes\epsilon_1)\circ\pi_K:C(U_q(n))\to C(U_q(n-1)) π K ′ : = ( Id ⊗ ϵ 1 ) ∘ π K : C ( U q ( n )) → C ( U q ( n − 1 )) , where ϵ 1 \epsilon_1 ϵ 1 is the evaluation at 1 ∈ T 1\in\mathbb{T} 1 ∈ T . It is the restriction homomorphism to the quantum subgroup U q ( n − 1 ) U_q(n-1) U q ( n − 1 ) of K n K_n K n . The algebra of the quantum sphere is
C ( S q 2 n − 1 ) ≔ { x ∈ C ( U q ( n ) ) : ( Id ⊗ π K ′ ) Δ ( x ) = x ⊗ 1 } . C(S_q^{2n-1})\coloneqq\{x\in C(U_q(n)):(\operatorname{Id}\otimes\pi_{K'})\Delta(x)=x\otimes1\}. C ( S q 2 n − 1 ) : = { x ∈ C ( U q ( n )) : ( Id ⊗ π K ′ ) Δ ( x ) = x ⊗ 1 } .
It contains C ( C P q n − 1 ) C(\mathbb{C}\mathrm{P}_q^{n-1}) C ( C P q n − 1 ) . Since Δ ( x n n ) = ∑ j x n j ⊗ x j n \Delta(x_{nn})=\sum_j x_{nj}\otimes x_{jn} Δ ( x nn ) = ∑ j x nj ⊗ x j n , we have ( Id ⊗ π K ′ ) Δ ( x n n ) = x n n ⊗ 1 (\operatorname{Id}\otimes\pi_{K'})\Delta(x_{nn})=x_{nn}\otimes1 ( Id ⊗ π K ′ ) Δ ( x nn ) = x nn ⊗ 1 and ( Id ⊗ π K ) Δ ( x n n ) = x n n ⊗ ( 1 ⊗ z ) (\operatorname{Id}\otimes\pi_K)\Delta(x_{nn})=x_{nn}\otimes(1\otimes z) ( Id ⊗ π K ) Δ ( x nn ) = x nn ⊗ ( 1 ⊗ z ) . Thus x n n x_{nn} x nn belongs to C ( S q 2 n − 1 ) C(S_q^{2n-1}) C ( S q 2 n − 1 ) but not to C ( C P q n − 1 ) C(\mathbb{C}\mathrm{P}_q^{n-1}) C ( C P q n − 1 ) .
Lemma 10.7 We have
x n n x n n ∗ = 1 − x n , x n n ∗ x n n = 1 − η x n , x n x n n = η x n n x n . x_{nn}x_{nn}^{*}=1-x_n,\qquad x_{nn}^{*}x_{nn}=1-\eta x_n,\qquad x_nx_{nn}=\eta x_{nn}x_n. x nn x nn ∗ = 1 − x n , x nn ∗ x nn = 1 − η x n , x n x nn = η x nn x n . Consequently, ∥ x n n ∥ = 1 \lVert x_{nn}\rVert=1 ∥ x nn ∥ = 1 and, for any k ∈ N 0 k\in\mathbb{N}_0 k ∈ N 0 , the spectral projection p k ≔ 1 { η k } ( x n ) p_k\coloneqq\mathbf{1}_{\{\eta^k\}}(x_n) p k : = 1 { η k } ( x n ) belongs to C ∗ ( x n ) C^{*}(x_n) C ∗ ( x n ) and satisfies x n n ∗ p 0 = 0 x_{nn}^{*}p_0=0 x nn ∗ p 0 = 0 , x n n ∗ p k = p k − 1 x n n ∗ x_{nn}^{*}p_k=p_{k-1}x_{nn}^{*} x nn ∗ p k = p k − 1 x nn ∗ for k ≥ 1 k\geq1 k ≥ 1 , and ( x n n p k ) ∗ ( x n n p k ) = ( 1 − η k ) p k (x_{nn}p_k)^{*}(x_{nn}p_k)=(1-\eta^k)p_k ( x nn p k ) ∗ ( x nn p k ) = ( 1 − η k ) p k .
Proof. With the notation of [57 (4.6) and (4.26)] , we have z n = x n n z_n=x_{nn} z n = x nn , w n = x n n ∗ w_n=x_{nn}^{*} w n = x nn ∗ , ζ n − 1 = x n \zeta_{n-1}=x_n ζ n − 1 = x n and ζ n = 1 \zeta_n=1 ζ n = 1 . By [57 (4.28.a)] with k = n k=n k = n , we have z n w n = 1 − ζ n − 1 z_nw_n=1-\zeta_{n-1} z n w n = 1 − ζ n − 1 and w n z n = 1 − q − 2 ζ n − 1 w_nz_n=1-q^{-2}\zeta_{n-1} w n z n = 1 − q − 2 ζ n − 1 , and by [57 (4.28.b)] with k = n k=n k = n and i = n − 1 i=n-1 i = n − 1 , we have z n ζ n − 1 = ζ n − 1 z n z_n\zeta_{n-1}=\zeta_{n-1}z_n z n ζ n − 1 = ζ n − 1 z n . This gives the three identities. By Lemma 10.1 , the spectrum of x n x_n x n is Y η ⊂ [ 0 , 1 ] Y_\eta\subset[0,1] Y η ⊂ [ 0 , 1 ] and contains 0 0 0 , so that ∥ x n n ∥ 2 = ∥ 1 − x n ∥ = 1 \lVert x_{nn}\rVert^2=\lVert1-x_n\rVert=1 ∥ x nn ∥ 2 = ∥ 1 − x n ∥ = 1 . Taking adjoints in the third identity, we obtain x n n ∗ x n = η x n x n n ∗ x_{nn}^{*}x_n=\eta x_nx_{nn}^{*} x nn ∗ x n = η x n x nn ∗ , hence x n n ∗ P ( x n ) = P ( η x n ) x n n ∗ x_{nn}^{*}P(x_n)=P(\eta x_n)x_{nn}^{*} x nn ∗ P ( x n ) = P ( η x n ) x nn ∗ for any polynomial P P P . Since η Y η ⊂ Y η \eta Y_\eta\subset Y_\eta η Y η ⊂ Y η , uniform approximation on Y η Y_\eta Y η gives x n n ∗ F ( x n ) = F ( η x n ) x n n ∗ x_{nn}^{*}F(x_n)=F(\eta x_n)x_{nn}^{*} x nn ∗ F ( x n ) = F ( η x n ) x nn ∗ for any F ∈ C ( Y η ) F\in C(Y_\eta) F ∈ C ( Y η ) , where F ( η x n ) F(\eta x_n) F ( η x n ) is the functional calculus of x ↦ F ( η x ) x\mapsto F(\eta x) x ↦ F ( η x ) . The function F = 1 { η k } F=\mathbf{1}_{\{\eta^k\}} F = 1 { η k } is continuous on Y η Y_\eta Y η , since η k \eta^k η k is an isolated point. For x ∈ Y η x\in Y_\eta x ∈ Y η , we have F ( η x ) = 1 { η k − 1 } ( x ) F(\eta x)=\mathbf{1}_{\{\eta^{k-1}\}}(x) F ( η x ) = 1 { η k − 1 } ( x ) if k ≥ 1 k\geq1 k ≥ 1 , and F ( η x ) = 0 F(\eta x)=0 F ( η x ) = 0 if k = 0 k=0 k = 0 . Finally, ( x n n p k ) ∗ ( x n n p k ) = p k x n n ∗ x n n p k = p k ( 1 − x n ) p k = ( 1 − η k ) p k (x_{nn}p_k)^{*}(x_{nn}p_k)=p_kx_{nn}^{*}x_{nn}p_k=p_k(1-x_n)p_k=(1-\eta^k)p_k ( x nn p k ) ∗ ( x nn p k ) = p k x nn ∗ x nn p k = p k ( 1 − x n ) p k = ( 1 − η k ) p k .
For n = 2 n=2 n = 2 , Lemma 10.7 shows that x 22 ∗ x_{22}^{*} x 22 ∗ and x 2 x_2 x 2 satisfy the relations (38) of b b b and A A A with r 2 = q 2 r^2=q^2 r 2 = q 2 . In general, x n n ∗ x_{nn}^{*} x nn ∗ acts as a weighted shift on the spectral subspaces of x n x_n x n , whose points are η k \eta^k η k whereas the Haar weights are ( 1 − τ n ) τ n k (1-\tau_n)\tau_n^k ( 1 − τ n ) τ n k .
Theorem 10.8 Let n ≥ 2 n\geq2 n ≥ 2 and 0 < q < 1 0<q<1 0 < q < 1 , and put η = q 2 \eta=q^2 η = q 2 and τ n = q 2 ( n − 1 ) \tau_n=q^{2(n-1)} τ n = q 2 ( n − 1 ) . Let A A A be a unital C ∗ C^{*} C ∗ -subalgebra of C ( U q ( n ) ) C(U_q(n)) C ( U q ( n )) which contains x n x_n x n and x n n x_{nn} x nn , for instance C ( S q 2 n − 1 ) C(S_q^{2n-1}) C ( S q 2 n − 1 ) or C ( U q ( n ) ) C(U_q(n)) C ( U q ( n )) .
Let S : A → A S:\mathcal{A}\to\mathcal{A} S : A → A be a unital completely positive map. Suppose that there exists a stochastic matrix K K K on N 0 \mathbb{N}_0 N 0 whose rows K ( m , ⋅ ) K(m,\cdot) K ( m , ⋅ ) converge in ℓ 1 \ell^1 ℓ 1 to a probability measure μ \mu μ as m → ∞ m\to\infty m → ∞ , such that, for any F ∈ C ( Y η ) F\in C(Y_\eta) F ∈ C ( Y η ) , we have S ( F ( x n n ) ) = G ( x n n ) S(F(x_{nn}))=G(x_{nn}) S ( F ( x nn )) = G ( x nn ) for a function G ∈ C ( Y η ) G\in C(Y_\eta) G ∈ C ( Y η ) satisfying G ( η m ) = ∑ k K ( m , k ) F ( η k ) G(\eta^m)=\sum_k K(m,k)F(\eta^k) G ( η m ) = ∑ k K ( m , k ) F ( η k ) for any m ∈ N 0 m\in\mathbb{N}_0 m ∈ N 0 . Then
∥ S ( x n n ) − x n n ∥ ≥ 1 − F ( μ ) ≥ 1 − 1 − ( sup k μ ( k ) ) 2 . \left\|S(x_{nn})-x_{nn}\right\|\geq1-F(\mu)\geq1-\sqrt{1-\left(\sup_k\mu(k)\right)^2}. ∥ S ( x nn ) − x nn ∥ ≥ 1 − F ( μ ) ≥ 1 − 1 − ( k sup μ ( k ) ) 2 .
where F ( μ ) F(\mu) F ( μ ) is defined in (98) .
Suppose that τ n = Q − d \tau_n=Q^{-d} τ n = Q − d , let α > 0 \alpha>0 α > 0 , and let J n J_n J n be the isomorphism of part 3 of Theorem 10.3. Any family ( S t ) t > 0 (S_t)_{t>0} ( S t ) t > 0 of unital completely positive maps on A \mathcal{A} A whose restrictions to C ∗ ( x n ) C^*(x_n) C ∗ ( x n ) are J n e − t R α rad J n − 1 J_ne^{-tR_\alpha^{\operatorname{rad}}}J_n^{-1} J n e − t R α rad J n − 1 satisfies
∥ S ρ − j ( x n n ) − x n n ∥ ≥ 1 − 1 − δ T 2 > 0 , j ≥ 1 , \left\|S_{\rho-j}(x_{nn})-x_{nn}\right\|\geq1-\sqrt{1-\delta_T^2}>0,\qquad j\geq1, ∥ S ρ − j ( x nn ) − x nn ∥ ≥ 1 − 1 − δ T 2 > 0 , j ≥ 1 ,
where δ T \delta_T δ T is the constant of Lemma 2.6 .
For any 0 < t ≤ Λ 1 ( η ) − 1 0<t\leq\Lambda_1(\eta)^{-1} 0 < t ≤ Λ 1 ( η ) − 1 , any unital completely positive map S : A → A S:\mathcal{A}\to\mathcal{A} S : A → A such that S ( F ( x n n ) ) = ( T t η F ) ( x n n ) S(F(x_{nn}))=(T_t^\eta F)(x_{nn}) S ( F ( x nn )) = ( T t η F ) ( x nn ) for any F ∈ C ( Y η ) F\in C(Y_\eta) F ∈ C ( Y η ) satisfies
∥ S ( x n n ) − x n n ∥ ≥ 1 − 1 − δ C ( τ n , η ) 2 , \left\|S(x_{nn})-x_{nn}\right\|\geq1-\sqrt{1-\delta_C(\tau_n,\eta)^2}, ∥ S ( x nn ) − x nn ∥ ≥ 1 − 1 − δ C ( τ n , η ) 2 ,
where δ C ( τ n , η ) \delta_C(\tau_n,\eta) δ C ( τ n , η ) is the constant of Proposition 8.5.
Let ( ω t ) t > 0 (\omega_t)_{t>0} ( ω t ) t > 0 be a family of states on C ( U q ( n ) ) C(U_q(n)) C ( U q ( n )) such that ω t ( x j n ) → δ j n \omega_t(x_{jn})\to\delta_{jn} ω t ( x j n ) → δ j n as t → 0 + t\to0^+ t → 0 + for any 1 ≤ j ≤ n 1\leq j\leq n 1 ≤ j ≤ n . There exists t 1 > 0 t_1>0 t 1 > 0 such that, for any 0 < t ≤ t 1 0<t\leq t_1 0 < t ≤ t 1 , the map ( Id ⊗ ω t ) ∘ Δ (\operatorname{Id}\otimes\omega_t)\circ\Delta ( Id ⊗ ω t ) ∘ Δ does not coincide with F ( x n n ) ↦ ( T t η F ) ( x n n ) F(x_{nn})\mapsto(T_t^\eta F)(x_{nn}) F ( x nn ) ↦ ( T t η F ) ( x nn ) on C ∗ ( x n ) C^*(x_n) C ∗ ( x n ) .
Proof : 1. We realize C ( U q ( n ) ) C(U_q(n)) C ( U q ( n )) faithfully on a Hilbert space H H H . By Lemma 10.1 , η m \eta^m η m belongs to the spectrum of x n x_n x n , hence p m ≠ 0 p_m\ne0 p m = 0 for any m ∈ N 0 m\in\mathbb{N}_0 m ∈ N 0 . Let m ≥ 1 m\geq1 m ≥ 1 and let ξ ∈ p m H \xi\in p_mH ξ ∈ p m H be a unit vector. By Lemma 10.7 , the vector ξ ′ ≔ ( 1 − η m ) − 1 / 2 x n n ∗ ξ \xi'\coloneqq(1-\eta^m)^{-1/2}x_{nn}^*\xi ξ ′ : = ( 1 − η m ) − 1/2 x nn ∗ ξ is a unit vector of p m − 1 H p_{m-1}H p m − 1 H , and ⟨ x n n ∗ ξ , ξ ′ ⟩ = ( 1 − η m ) 1 / 2 \langle x_{nn}^*\xi,\xi'\rangle=(1-\eta^m)^{1/2} ⟨ x nn ∗ ξ , ξ ′ ⟩ = ( 1 − η m ) 1/2 . By Stinespring’s theorem, there exist a Hilbert space K \mathcal{K} K , a representation Π \Pi Π of A \mathcal{A} A on K \mathcal{K} K and an isometry V : H → K V:H\to\mathcal{K} V : H → K such that S ( x ) = V ∗ Π ( x ) V S(x)=V^*\Pi(x)V S ( x ) = V ∗ Π ( x ) V for any x ∈ A x\in\mathcal{A} x ∈ A . Put ζ ≔ V ξ \zeta\coloneqq V\xi ζ : = V ξ and ζ ′ ≔ V ξ ′ \zeta'\coloneqq V\xi' ζ ′ : = V ξ ′ . For any F ∈ C ( Y η ) F\in C(Y_\eta) F ∈ C ( Y η ) and any i ∈ N 0 i\in\mathbb{N}_0 i ∈ N 0 , the operator F ( x n ) F(x_n) F ( x n ) acts on p i H p_iH p i H by the scalar F ( η i ) F(\eta^i) F ( η i ) . By the hypothesis on S S S , applied to F = 1 { η k } F=1_{\{\eta^k\}} F = 1 { η k } , we deduce that
∥ Π ( p k ) ζ ∥ 2 = ⟨ S ( p k ) ξ , ξ ⟩ = K ( m , k ) , ∥ Π ( p k ) ζ ′ ∥ 2 = K ( m − 1 , k ) , k ∈ N 0 . \|\Pi(p_k)\zeta\|^2=\langle S(p_k)\xi,\xi\rangle=K(m,k),\qquad\|\Pi(p_k)\zeta'\|^2=K(m-1,k),\qquad k\in\mathbb{N}_0. ∥Π ( p k ) ζ ∥ 2 = ⟨ S ( p k ) ξ , ξ ⟩ = K ( m , k ) , ∥Π ( p k ) ζ ′ ∥ 2 = K ( m − 1 , k ) , k ∈ N 0 .
Since ∑ k K ( m , k ) = 1 = ∥ ζ ∥ 2 \sum_kK(m,k)=1=\|\zeta\|^2 ∑ k K ( m , k ) = 1 = ∥ ζ ∥ 2 and the projections Π ( p k ) \Pi(p_k) Π ( p k ) are pairwise orthogonal, we have ζ = ∑ k Π ( p k ) ζ \zeta=\sum_k\Pi(p_k)\zeta ζ = ∑ k Π ( p k ) ζ , and similarly ζ ′ = ∑ k Π ( p k ) ζ ′ \zeta'=\sum_k\Pi(p_k)\zeta' ζ ′ = ∑ k Π ( p k ) ζ ′ . By Lemma 10.7 , we have x n n ∗ p 0 = 0 x_{nn}^*p_0=0 x nn ∗ p 0 = 0 and x n n ∗ p k = p k − 1 x n n ∗ p k x_{nn}^*p_k=p_{k-1}x_{nn}^*p_k x nn ∗ p k = p k − 1 x nn ∗ p k for k ≥ 1 k\geq1 k ≥ 1 . Consequently,
⟨ S ( x n n ∗ ) ξ , ξ ′ ⟩ = ⟨ Π ( x n n ∗ ) ζ , ζ ′ ⟩ = ∑ k ≥ 1 ⟨ Π ( x n n ∗ p k ) Π ( p k ) ζ , Π ( p k − 1 ) ζ ′ ⟩ , \langle S(x_{nn}^*)\xi,\xi'\rangle=\langle\Pi(x_{nn}^*)\zeta,\zeta'\rangle=\sum_{k\geq1}\langle\Pi(x_{nn}^*p_k)\Pi(p_k)\zeta,\Pi(p_{k-1})\zeta'\rangle, ⟨ S ( x nn ∗ ) ξ , ξ ′ ⟩ = ⟨ Π ( x nn ∗ ) ζ , ζ ′ ⟩ = k ≥ 1 ∑ ⟨ Π ( x nn ∗ p k ) Π ( p k ) ζ , Π ( p k − 1 ) ζ ′ ⟩ ,
and, since ∥ x n n ∗ p k ∥ ≤ 1 \|x_{nn}^*p_k\|\leq1 ∥ x nn ∗ p k ∥ ≤ 1 , we obtain ∣ ⟨ S ( x n n ∗ ) ξ , ξ ′ ⟩ ∣ ≤ F m ≔ ∑ k ≥ 1 K ( m , k ) K ( m − 1 , k − 1 ) \left|\langle S(x_{nn}^*)\xi,\xi'\rangle\right|\leq F_m\coloneqq\sum_{k\geq1}\sqrt{K(m,k)K(m-1,k-1)} ∣ ⟨ S ( x nn ∗ ) ξ , ξ ′ ⟩ ∣ ≤ F m : = ∑ k ≥ 1 K ( m , k ) K ( m − 1 , k − 1 ) . As in the proof of Lemma 8.1 , F m → F ( μ ) F_m\to F(\mu) F m → F ( μ ) as m → ∞ m\to\infty m → ∞ . Since S S S is positive, we have S ( x n n ∗ ) = S ( x n n ) ∗ S(x_{nn}^*)=S(x_{nn})^* S ( x nn ∗ ) = S ( x nn ) ∗ , hence
∥ S ( x n n ) − x n n ∥ = ∥ S ( x n n ∗ ) − x n n ∗ ∥ ≥ ∣ ⟨ ( S ( x n n ∗ ) − x n n ∗ ) ξ , ξ ′ ⟩ ∣ ≥ ( 1 − η m ) 1 / 2 − F m . \|S(x_{nn})-x_{nn}\|=\|S(x_{nn}^*)-x_{nn}^*\|\geq\left|\langle(S(x_{nn}^*)-x_{nn}^*)\xi,\xi'\rangle\right|\geq(1-\eta^m)^{1/2}-F_m. ∥ S ( x nn ) − x nn ∥ = ∥ S ( x nn ∗ ) − x nn ∗ ∥ ≥ ∣ ⟨( S ( x nn ∗ ) − x nn ∗ ) ξ , ξ ′ ⟩ ∣ ≥ ( 1 − η m ) 1/2 − F m .
Letting m → ∞ m \to\infty m → ∞ gives the first inequality, and Lemma 8.2 gives the second one.
By Lemma 2.6 , the rows of the transition matrix P t P_t P t of e − t R α q e^{-tR_{\alpha}^{q}} e − t R α q converge in ℓ N 0 1 \ell^1_{\mathbb{N}_0} ℓ N 0 1 to the entrance law μ t \mu_t μ t . Under J n J_n J n , the function k ↦ f ( k ) k \mapsto f(k) k ↦ f ( k ) corresponds to F ( x n ) F(x_n) F ( x n ) with F ( η k ) = f ( k ) F(\eta^k) = f(k) F ( η k ) = f ( k ) . Hence S t S_t S t satisfies the hypothesis of part 1 with K = P t K = P_t K = P t and μ = μ t \mu= \mu_t μ = μ t , and sup k μ ρ − j ( k ) ≥ δ T \sup_k \mu_{\rho-j}(k) \ge\delta_T sup k μ ρ − j ( k ) ≥ δ T by Lemma 2.6 .
By Lemma 10.1 , we have ∣ φ l η ∣ ≤ 1 |\varphi_l^\eta| \le1 ∣ φ l η ∣ ≤ 1 on Y η Y_\eta Y η for any l l l . By Proposition 3.3 , the operator T t η T_t^\eta T t η is given by a stochastic matrix whose rows converge in ℓ N 0 1 \ell^1_{\mathbb{N}_0} ℓ N 0 1 to μ t η \mu_t^\eta μ t η . Proposition 8.5, which holds for any 0 < τ < 1 0 < \tau< 1 0 < τ < 1 , applied with τ = τ n \tau= \tau_n τ = τ n , and part 1 give the estimate.
The map S t : = ( Id ⊗ ω t ) ∘ Δ S_t \mathrel{\mathop:}= (\operatorname{Id} \otimes\omega_t) \circ\Delta S t : = ( Id ⊗ ω t ) ∘ Δ is unital completely positive on C ( U q ( n ) ) C(U_q(n)) C ( U q ( n )) , and S t ( x n n ) = ∑ j x n j ω t ( x j n ) S_t(x_{nn}) = \sum_j x_{nj}\omega_t(x_{jn}) S t ( x nn ) = ∑ j x nj ω t ( x j n ) . Since the fundamental corepresentation is unitary, we have ∥ x n j ∥ ≤ 1 \|x_{nj}\| \le1 ∥ x nj ∥ ≤ 1 , hence ∥ S t ( x n n ) − x n n ∥ ≤ ∑ j ∣ ω t ( x j n ) − δ j n ∣ → 0 \|S_t(x_{nn}) - x_{nn}\| \le\sum_j |\omega_t(x_{jn}) - \delta_{jn}| \to0 ∥ S t ( x nn ) − x nn ∥ ≤ ∑ j ∣ ω t ( x j n ) − δ j n ∣ → 0 as t → 0 + t \to0^+ t → 0 + . Choose 0 < t 1 ≤ Λ 1 ( η ) − 1 0 < t_1 \le\Lambda_1(\eta)^{-1} 0 < t 1 ≤ Λ 1 ( η ) − 1 such that this sum is less than 1 − 1 − δ C ( τ n , η ) 2 1-\sqrt{1-\delta_C(\tau_n,\eta)^2} 1 − 1 − δ C ( τ n , η ) 2 for any 0 < t ≤ t 1 0 < t \le t_1 0 < t ≤ t 1 . By part 3 with A = C ( U q ( n ) ) \mathcal{A} = C(U_q(n)) A = C ( U q ( n )) , S t S_t S t does not coincide with F ( x n ) ↦ ( T t η F ) ( x n ) F(x_n) \mapsto(T_t^\eta F)(x_n) F ( x n ) ↦ ( T t η F ) ( x n ) on C ∗ ( x n ) C^*(x_n) C ∗ ( x n ) for these t t t .
Remark 10.9 Theorem 10.8 shows that the natural domain of the radial Taibleson and Casimir dynamics is C P q n − 1 \mathbb{C}P_q^{n-1} C P q n − 1 , for any n ≥ 2 n \ge2 n ≥ 2 . On C ( C P q n − 1 ) C(\mathbb{C}P_q^{n-1}) C ( C P q n − 1 ) , the Casimir semigroup ( S t ( n ) ) (\mathcal{S}_t^{(n)}) ( S t ( n ) ) of Theorem 10.3 is strongly continuous. It is of the form ( Id ⊗ ω t ) ∘ Δ (\operatorname{Id} \otimes\omega_t) \circ\Delta ( Id ⊗ ω t ) ∘ Δ with ω t = μ t η ∘ E K \omega_t = \mu_t^\eta\circ E_K ω t = μ t η ∘ E K , and ω t ( x n n ) = 0 \omega_t(x_{nn}) = 0 ω t ( x nn ) = 0 for t > 0 t > 0 t > 0 by (106) , since x n n x_{nn} x nn is a coefficient of the fundamental corepresentation, which is not equivalent to some π l \pi_l π l . By part 3, no unital completely positive map on C ( S q 2 n − 1 ) C(S_q^{2n-1}) C ( S q 2 n − 1 ) with the same radial part is close to the identity on x n n x_{nn} x nn . By part 4, no weak* continuous convolution semigroup of states on C ( U q ( n ) ) C(U_q(n)) C ( U q ( n )) , that is no Lévy process on U q ( n ) U_q(n) U q ( n ) in the sense of Schürmann, see [21 ] , has the Casimir dynamics of C P q n − 1 \mathbb{C}P_q^{n-1} C P q n − 1 as radial part. As in Section 8, the mechanism is the persistent atom of the entrance laws at the origin, which is incompatible with the shift x n n ∗ x_{nn}^* x nn ∗ .
AI statement. The main mathematical ideas and the overall research direction originated with the author. The author acknowledges the use of AI tools for language polishing, exploratory mathematical discussions and feedback during the development and preparation of this manuscript.
Competing interests The author declares that he has no competing interests.
Data availability No data sets were generated during this study.
Bibliography
Cédric Arhancet, 6 rue Didier Daurat, 81000 Albi, France
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