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# 1 INTRODUCTION

## 1 INTRODUCTION

Early in the studies of QSOs, a sharp peak in the redshifts at $`z=1.955`$ was reported (Burbidge & Burbidge 1967). Soon after this it was claimed that if we restrict ourselves to low redshift QSOs and related objects with similar optical spectra, now called AGN, the redshifts show a quantized appearance at values of $`z_n=n\times 0.061`$, at least up to $`n10`$ (Burbidge, 1968). Initially, with only 70 objects known, a strong peak was seen at $`z`$ = 0.061, and this has persisted with more than 700 objects measured with $`z0.2`$ (Burbidge & Hewitt 1990).

As the number of redshifts of QSOs grew, additional peaks in the redshift distribution became apparent. Cowan (1969), Karlsson (1971, 1977) and Barnothy & Barnothy (1976) claimed that the peaks are periodic, and Karlsson (1977) found that $`\mathrm{\Delta }`$ log$`(1+z)=0.089`$, with peaks lying at $`z`$ = 0.061, 0.30, 0.60, 0.96, 1.41, and 1.96. This analysis was based on about 600 QSOs, most of which were comparatively bright radio emitting objects (Burbidge, 1978). The result was supported by statistical investigations by Fang et al. (1982) and by Depaquit, Pecker & Vigier (1985).

The samples showing the periodicity are restricted to quasi-stellar objects as classically defined, either (a) star-like objects with large redshifts determined from broad emission lines superimposed on the blue continua, or (b) objects which although very compact are not completely stellar in appearance but which have spectra very similar to those of QSOs. In recent times this latter class have been called active galactic nuclei or AGN. The effect has never been found in samples of galaxies which have normal spectra arising from stars and interstellar gas, or in samples which have substantial admixtures of normal galaxies. Several authors have tested the QSO periodicity hypothesis using inappropriate samples dominated by types of object for which the phenomenon has never been claimed. For example Green and Richstone (1976) failed to find any periodicity in a sample of emission line galaxies, while Scott (1991) used first all of the objects identified in the 3CR radio catalogue of which only a small fraction are QSOs, and then a catalogue of low redshift galaxies chosen from their IRAS properties (Rowan-Robinson et al. 1990).

Early in the discussion of the peaks and periodicities it was suggested that instrumental and spectroscopic selection effects could give rise to spurious peaks at certain redshifts and thus it has been suggested that the periodicity is simply a reflection of these effects (e.g. Wills & Ricklefs 1976, Box & Roeder 1984, Scott 1991, Basu 1999). For example, objective prism surveys yield a large number of QSOs with redshifts between 2 and 2.4, half-way between the observed peaks. Depaquit et al. (1985), in an extensive study of sampling effects, found that there is a strong UV selection effect in the sampling of optical quasars, leading to the (U-B) excess of typical QSO spectra peaking at around $`z`$=0.28 and 1.96, close to two of the postulated peaks, with a weaker maximum at 1.32 (cf Basu 1999). Thus in principle even a radio or x-ray selected sample in which many sources are identified, color selection could creep in through a systematic failure to identify QSOs in the gaps between the peaks. Where color selection shows modulation on a scale comparable to the periodicity being claimed due to filter widths being comparable to emission line spacings, the reality of the periodicity might well be in doubt. However, it was shown long ago that if we take into account all of the emission lines that are used over the wide spectral range involved in the redshift determinations it is clear that the observed peaks are too sharp and too numerous to be explained in this way (Burbidge 1978).

To improve on the earlier studies we start by considering the well known statistical association between low redshift galaxies and QSOs which has been found for many samples. The first well established association of this kind was that found between positions of the 3CR QSOs and the bright galaxies in the Shapley-Ames Catalogue (Burbidge et al. 1971). Later Burbidge et al. (1990) using a larger sample found the angular scale of association to be about $`\theta 10^{}`$ corresponding to a separation $``$200 kpc ($`H_0`$ = 60 $`\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$). Zhu and Chu (1995) found evidence for galaxy - QSO associations for the Virgo cluster galaxies $`5{}_{}{}^{}\theta 40^{}`$ consistent with the same linear scale. In very recent studies (cf Norman & Williams 2000) similar effects are found. Having established a statistical association between high redshift QSOs and low redshift galaxies this provides a new sample of QSOs with which to test the periodicity effect. This was tested in 1990 (Karlsson 1990, Arp et al. 1990), and the same periodic effect was found. The scale of the associated QSOs was again $`40{}_{}{}^{}.`$ Although, in this case the angular separation and the physical circumstances under which the periodicity is said to hold are not precisely formulated, the periodicity itself is well-defined and so, for a prescribed dataset, its presence or otherwise can be rigorously tested. Thus in the present paper, we test first the hypothesis that QSOs close to low-redshift galaxies show a redshift periodicity $`\mathrm{\Delta }\mathrm{log}(1+z)=0.089`$, against the null one that there is no such periodicity. We then test whether the same periodicity is present in a second datset chosen on a basis of morphological characteristics, and finally take a look at the QSOs in the well-known 3C and 3CR catalogues.

## 2 ANALYSIS OF THE KARLSSON DATASET

In previous studies, little attention has been paid to the standard deviation of the supposed periodicity, or have mentioned its phase. However these quantities need to be known if new datasets are to be used in testing the periodicity claim. Further, the null distribution is usually implicitly taken to be uniform, although this is clearly incorrect in general (e.g. Fig. 2).

Here we start by using a bootstrap procedure and apply it to the Karlsson (1990) data. This yields a narrow confidence region, in period and phase, within which the periodic solution is plausibly expected to lie. The redshift distributions of two new datasets, described below, are then tested for the Karlsson periodicity, their significance of fit being given by the fraction of simulated (random) datasets which yielded a best-fit period and phase in the acceptable range. These random datasets are constructed in one or more of three ways:
(i) Data were extracted at random from a distribution of field QSOs given by the Hewitt & Burbidge (1993) catalogue of over 7300 QSOs. This catalogue, in common with all other QSO catalogues, is subject to selection effects. However provided the datasets used for testing, and those drawn from the catalogue, are equally biased by these inhomogeneities, the cause of any significant difference between them must lie elsewhere.
(ii) Synthetic data were extracted from continua constructed so as to empirically reproduce the broadband behaviour of the data. This procedure empirically allows for the broadband sampling efficiency involved in the data selection but has the limitation that narrow-band structure, which might bias the result, is filtered out.
(iii) The real data in the samples were randomized using a kernel density estimate – essentially Monte Carlo sampling with replacement. This method has the advantage that it allows one to test whether the ‘periodicity’ is too regular (i.e. the signal is too strong) to be consistent with shot noise, whatever the selection function.

The statistic used to investigate the periodicity claim was the power $`I`$ of power spectrum analysis (PSA), which has well-known limitations due to bias, nonstationarity and slowness of convergence to normality (Newman et al. 1992, Thompson 1990). However since the approach used is to compare real datasets with an ensemble of synthetic ones, which suffer these drawbacks in equal measure, there is likely to be little effect on significance estimates. Conventions vary, but in the present study the power $`I`$ is defined as

$$I(\nu )=2R^2/N$$

where

$$R^2=S^2+C^2$$

with

$$S=\mathrm{\Sigma }_{i=1}^N\mathrm{sin}(2\pi x_i/P)$$

$$C=\mathrm{\Sigma }_{i=1}^N\mathrm{cos}(2\pi x_i/P)$$

with $`\nu =1/P`$. For each trial period $`P`$, the data are in effect wrapped around a drum of circumference $`P`$, unit radial vectors $`𝐞_𝐢`$ are assigned to each datum, and the vectors are added. The resultant vector

$$𝐑=\mathrm{\Sigma }_i𝐞_𝐢$$

has a direction relative to the x-axis of

$$\varphi =\{\begin{array}{cc}\mathrm{tan}^1(S/C)\hfill & C>0\hfill \\ \mathrm{tan}^1(S/C)+\pi \hfill & C<0\hfill \end{array}$$

The phase $`\varphi `$ so defined is the distance of the first peak from the origin along the $`\mathrm{log}(1+z)`$ axis, and lies in the range 0$`\varphi <P`$. For random, uniformly distributed redshifts, $`|R|`$ represents a random walk in the Argand plane, with $`\overline{I}`$=2, and probability distribution $`\mathrm{exp}(I/2)`$.

Fig. 1a shows a histogram of the 116 QSO redshift data examined by Karlsson (1990), along with its unwindowed power spectrum (Fig. 1b). This has a peak in $`\mathrm{\Delta }\mathrm{log}(1+z)`$ corresponding to a periodicity $`(P,\varphi )`$=(0.089, 0.028) of power $`I`$15.6. It is well known that an unwindowed power spectrum may sometimes throw up high spurious peaks, and a peak of similar strength appears at $`P0.070`$: it might be thought that the latter should be given similar weight to that at $`0.089`$. However only the $`0.089`$ periodicity had been previously claimed as real (Karlsson 1971, 1977), and so has to be given the added weight appropriate to an a priori claim.

The dispersions in period $`P`$ and phase $`\varphi `$ obtained from 1000 bootstrap samplings of the data are shown in Fig. 3. Strong concentrations of solutions around the two peaks are obvious, as is the presence of harmonics. It is evident that any new dataset must show a periodicity in a very narrow range of $`(P,\varphi )`$ before it can be said to satisfy the hypothesis under test. It was again assumed that the ‘real’ periodicity, if such exists, is that given by the well-defined set of solutions in the neighbourhood of the Karlsson (1990) one, rather than say one of these harmonics. Thus the rectangle $`ABCD`$ defined by $`(P,\varphi )`$= $`A`$(0.093,0.000), $`B`$(0.100,0.000), $`C`$(0.084,0.060), $`D`$(0.083,0.036) encompasses 99.5% of these neighbourhood solutions and was taken to define the confidence region within which a best-fit periodicity must lie before it can be said to be consistent with the hypothesis under test. To a first approximation, calculated significance levels vary pro rata with the area of the adopted confidence region.

## 3 THE NEW DATASETS

The first of the two new datasets examined comprises a list of 57 redshifts of all of the known very close pairs or multiple QSOs with separations between the images $``$10 ′′(Table 1). The majority of objects in this list have been taken from the Castles survey (CfA-Arizona Space Telescope gravitational lens survey (Kochanek et al. 2000) and from Table 5 in Véron & Véron (2000). Others have been taken from the recent literature (Lidman et al. 1999; Myers et al. 1999). We also include four pairs in which the two QSOs have very different redshifts (Burbidge et al. 1996, Burbidge et al. 1997; Surdej et al. 1994; Wampler et al. 1978) which are not in the Castles list or in Table 5 of Véron & Véron. The QSOs in Table 1 have usually been put into different physical categories including: lensed systems, physical pairs, and accidental configurations. Altogether this table provides a new and unique sample, since the redshift range is very large (from 0.4 to 4.5) and many of the QSOs are bright. Practically none of them were known in the 1970’s, so they comprise an independent sample with which to test the periodicity hypothesis. QSOs with higher redshifts predicted from the Karlsson series, but not detected in the earlier samples, namely 2.63, 3.45 and 4.47, are present. The distribution of this sample in $`\mathrm{log}(1+z)`$ is shown in Fig. 4.

In most or all large QSO catalogues, the underlying ‘complete’ distribution of redshifts (say in a flux-limited sense) is irredeemably lost due to entanglement with various sampling biases. For this reason, Véron & Véron (2000), for example, explicitly warn against using their catalogue for statistical analysis. However, because the periodicity is said to hold only for QSOs close to galaxies, a differential approach can be applied to this dataset. Any significant difference between their redshift distribution and that of field QSOs can then only be due either to some differential selection effect, or to some physical cause.

The second set is made up of X-ray emitting QSOs lying close to nearby, active galaxies. It is well known that there are many compact X-ray sources detected by ROSAT which lie close to active galaxies. Radecke (1997) showed that there is significant clustering of these sources about active galaxies, and Arp (1997) identified many of them as QSO candidates. All of the objects which have so far been observed spectroscopically turn out to be QSOs. These 39 QSOs are listed in Table 2. The results are taken from Burbidge (1995, 1997, 1999a, 1999b), Burbidge et al (1999), Arp (1996, 1997) and Chu et al. (1998). This sample is ‘complete’ in the sense that all the compact X-ray sources close to nearby, active galaxies were identified as QSOs in the ROSAT survey to the prescribed flux limit. There are therefore no ‘missing’ QSOs in this sample which could allow gaps between peaks to be filled. This redshift distribution is shown in Fig. 5.

### 3.1 The close pairs of QSOs

Power spectrum analysis of the redshifts in Table 1 yields a clear peak of signal strength $`I`$10.6 at $`(P,\varphi )`$=(0.093, 0.007).

To a first approximation, the QSOs in this list are simply the lensed fraction of the brightest QSOs in (say) the Hewitt & Burbidge (1993) catalogue, modulated by some smooth function to take account of the lensing probability (which is a function of magnitude). There is therefore no reason to expect high-frequency modulation in the dataset other than that which already exists in the QSO catalogues. We first ask whether this signal might arise by chance, from that of QSOs in the general field. To assess this, data were randomly extracted, with replacement, from the redshift distribution of the $``$7300 QSOs in the Hewitt & Burbidge (1993) catalogue (Fig. 2) in sets of 57 and analyzed as above, the peak values of $`(P,\varphi )`$ in the power spectrum of each dataset being recorded. The distribution of 5,000 such peaks is shown in Fig. 6. It has a banded structure, which may be ascribed to edge effects (Lutz 1985), but the peaks clearly extend over the whole range of $`(P,\varphi )`$ investigated. For a run of 5,000 such trials, 87 peaks occurred within the prescribed confidence region, and of those, 13 had power $`I`$10.6. Thus the probability that a set of 57 QSOs, randomly extracted from the Hewitt-Burbidge catalogue, would yield the observed periodicity by chance is $`2.6\times 10^3`$, and the dataset under examination confirms the Karlsson periodic solution at a confidence level 99.7%. The lensing probability varies smoothly with magnitude and so is unlikely to have much effect on the calculated significance.

A second test was carried out in which 57 redshifts were extracted from the dataset at random, with replacement, and a random gaussian displacement applied to each, with dispersion $`\sigma `$=7 km s-1 sufficient to wash out the periodicity but not enough to mask the overall redshift distribution. PSA was applied to each dataset so constructed and the highest peak occurring anywhere in the range 0.040$`P`$0.200 was recorded. A run of 5,000 such trials yielded 104 ‘hits’ within the ABCD quadrilateral, of which 17 had power $`I`$10.6. Thus these Monte Carlo trials once again support the Karlsson periodic solution at a confidence level $`C`$99.7%.

### 3.2 The X-ray QSOs

A PSA of the 39 X-ray redshifts yields a formal solution $`(P,\varphi )`$=(0.083, 0.047), just within the Karlsson solution but with strength only $`I`$7.2. It is unlikely that the X-ray QSOs represent a sample drawn from a distribution like that of Fig. 2 and so, to assess the significance of this best-fit periodicity, a null distribution was derived by fitting a cubic spline on to the data (Fig. 8). Synthetic data were then extracted randomly in sets of 39 from this continuum, and PSA applied to them, the highest peaks anywhere in the range 0.040$`P`$0.200 being recorded. Because of the broadband structure of this null continuum, the periodicity is here being tested against a ‘shot noise’ null hypothesis. This procedure yielded 90 ‘hits’, 36 of them with $`I`$7.2, whence $`C`$99.2%. A similar procedure using datasets generated by the Monte Carlo procedure yielded 132 hits, 53 of them with $`I`$7.2, whence $`C`$98.9%.

### 3.3 The combined datasets

The two datasets are almost complementary in that most of the redshifts in Table 1 have $`z1.41`$ while most of the ‘X-ray QSO’ redshifts in Table 2 have $`z1.41`$. The combined samples amount to a set of 96 redshifts, similar in size to the 116 Karlsson (1990) dataset being used as a template. Their distribution in $`\mathrm{log}(1+z)`$ is shown ‘raw’ in Fig. 9a, and ‘smoothed’ in Fig. 9b. This latter was obtained from a rectangular window, which is an asymptotically unbiased kernel estimator (de Jager et al. 1986), of width 0.003 and step length 0.001. A periodicity is clearly visible, the 96 combined data yielding a peak signal at $`(P,\varphi )`$=(0.086,0.039) of strength $`I`$15.6 (Fig. 10). It would, of course, be surprising if this pooling of data introduced periodicity where none exists in the individual datasets. This best-fit solution is remarkably close to the one under test, namely $`(P,\varphi )`$=(0.089, 0.028).

To test whether there is a significant difference between these solutions, the data from the Karlsson and two new datasets were first combined. A PSA of the 212 redshifts yielded $`(P,\varphi )`$=(0.088,0.034), the signal having strength $`I`$=29.5. A Monte Carlo $`t`$-test was then carried out in which the 96 redshifts of Tables 1 and 2 were first pooled with the 116 of the Karlsson dataset, and then randomly reallocated into pairs of (116,96). For each such pair, the mean residual $`\overline{x_i}`$ departure from the solution $`(P,\varphi )`$=(0.088,0.034) was calculated, and the difference $`\overline{x_1}\overline{x_2}`$ recorded. Three thousand such trials (Fig. 7) yielded a basis for comparison with the observed $`\overline{x_1}\overline{x_2}`$=0.015. It can be seen that there is no significant difference between the best-fit periodicity derived from the new datasets and the one under test.

The significance of this periodic solution was estimated in a number of ways. Synthetic datasets were created by the Monte Carlo procedure as before: randomly choosing data (with replenishment) and then adding, to each datum so chosen, a random gaussian element. A dispersion $`\sigma `$=0.090 was first adopted, large enough to wash out the periodicity under test but not so large as to wash out the overall distribution of the dataset. The overall significance level was given by the fraction of solutions lying within the confidence region, having at least the observed signal strength. A set of 5000 trials yielded 114 ‘hits’ within the prescribed confidence region, of which three had $`I`$15.5 (Fig. 11). Similar runs with $`\sigma `$=0.060 and 0.030 yielded similar answers. These significance levels were checked by creating a null continuum with a spline fit as before, extracting data in sets of 96 and recording the best-fit $`(P,\varphi )`$, and repeating the operation 5,000 times. The results were essentially identical. The trials imply that the periodicity has significance $`10^4`$: this significance level for the datasets in combination is consistent with those obtained from them individually.

However, when the dispersion was dropped to $`\sigma `$=0.01 in the Monte Carlo runs, a little over a tenth of the periodicity, the behaviour changed dramatically: a run of 5000 trials yielded 2829 ‘hits’ of which 1390 had $`I`$15.5. That is, the dispersion must virtually disappear before the high frequency signal is seen. This result implies that the signal is not due to (say) color selection effects which simply modulate on ‘characteristic scales’ comparable with the separations between peaks. The modulation, whether due to selection effects or ‘new physics’, must be periodic, with a peak-to-peak dispersion not much greater than $`0.1P`$.

In interpreting these significance levels, account should be taken of the fact that the hypothesis has not been formulated with precision in the literature (what proximity cutoff is appropriate?). In general the freedom to make choices will reduce formal significance levels. This effect is difficult to quantify, but in the present study no such freedoms were exercised, and it is likely that the overall reduction in significance is small.

## 4 RADIO-SELECTED QSOS

It was pointed out earlier that nearly all of the QSOs in which the peaks and periodicity were originally found were radio sources. However those samples were not subjected to statistical analysis of the kind used here. Thus we have considered it worthwhile to take such a sample and carry out the analysis. The sample we have chosen is made up of the QSOs originally identified from the 3C radio catalogue and after it was revised, from the 3CR catalogue. This is a complete catalogue of sources covering about 2/3 of the sky listing the most powerful radio sources measured at 178 MHz. The optical objects identified with the radio sources are either normal galaxies, broad emission line radio galaxies or QSOs. We are only concerned here with the QSOs. There are 78 of these, 24 are 3C sources, and 54 are 3CR sources. The data are shown in Table 3. The redshifts and magnitudes have been taken from the QSO catalogue of Hewitt & Burbidge (1993). Only two of all of the objects morphologically classified as QSOs have been omitted, 3C82 whose redshift is uncertain, and 3CR371 which is a BL Lac object.

The histogram of the redshift distribution of the 78 is shown in Fig 12, along with its power spectrum. The signal $`I`$5.7 is very weak, but the peak at $`(P,\varphi )`$=(0.091,0.028) lies centrally within the confidence region of Fig. 3. Trials on synthetic datasets (obtained by Monte Carlo sampling with replenishment, as described above) reveal that a periodic signal of this strength and $`(P,\varphi )`$ is present with probability $``$98.5%. Thus the evidence is that the 3C and 3CR data also reveal the phenomenon.

The three datasets combined yield $`(P,\varphi )`$=(0.087,0.034) with signal strength $`I`$18.6. Five thousand Monte Carlo simulations yielded no synthetic datasets in the confidence region with this signal strength.

## 5 INTERPRETATION

These results, from quite different datasets, indicate that the redshift distribution of QSOs in the datasets examined are not consistent with random sampling from the general QSO field. A periodicity is seen (Fig. 9): it is identical, within the uncertainties, to that which has now been reported several times in the literature for QSOs close to galaxies. It is remarkably regular and is found to extend for at least two cycles beyond its previously known range. It has been found to be present in:
(i) QSOs close to companion galaxies;
(ii) QSOs which, on investigation, turn out to be binary or multiple;
(iii) X-ray sources close to bright active galaxies which, on investigation, turn out to be QSOs; and
(iv) the 3C and 3CR QSOs, which effectively comprise a complete sample.

It is difficult to see how an artefact (say generated through color or emission-line selection) could achieve this. The latter two samples in particular have been constructed in such a way that color effects are effectively excluded. Further, any such artefact would also have to imitate a periodicity to a high degree of regularity (Fig. 9): a ‘characteristic modulation’ does not reproduce the behaviour of the datasets. Thus, we now assume that the periodicity is physically real and discuss some possible interpretations.

In general, for any extragalactic object, the observed redshift $`z_0`$ can be written in the form

(1 + $`z_0`$) = (1 +$`z_c`$)(1+$`z_d`$)(1+$`z_i`$)

where $`z_c`$, $`z_d`$, and $`z_i`$ respectively are redshift components due to the expansion of the universe, random motions (sometimes called peculiar velocities or other velocities) and intrinsic properties (associated with the physics of the objects). If the redshifts of the QSOs have small $`z_d`$ and $`z_i`$, so that $`z_0z_c`$, then the observed periodicity must imply some kind of oscillating behavior in the evolution of the universe. Such oscillations are a generic feature of many models with scalar-tensor gravity (e.g. Busarello et al. 1994), and in the case of a vacuum-dominated Universe they have a $`\mathrm{log}(1+z)`$ periodicity. Might the periodicity then be an inflationary remnant? If this were the case all extragalactic objects including normal galaxies should show the same effects, and there is no evidence that they do.

We have a situation in which the periodicity is confined to QSOs close to other QSOs or close to active galaxies. For the sample based on the association of X-ray QSOs with bright galaxies, and the sample of Karlsson, the galaxies are all very closeby and thus $`z_c`$ is very small (cf Table 2).

Thus the most probable interpretation for these two samples is that in each case $`z_0z_i`$, $`z_c`$ is very small and the value of $`z_i`$ for each QSO is one of the values 0.061, 0.30, 0.60, 0.96, 1.41, 1.96, 2.63, 3.45 or 4.47. Thus for the QSOs in Table 2 we can calculate the values of $`z_d`$. It turns out that for these QSOs there are both redshifted and blueshifted values of $`z_d`$ and the average value $`|cz_d|`$12500 km s-1. This may be a measure of the line-of-sight velocity component associated with the ejection of the QSO from the galaxy. A similar argument applies to a number of the 3CR QSOs shown in Table 3. It was shown long ago that several of these QSOs (3C 232, 3CR 268.4, 3CR 275.1, 3CR 309.1, 3CR 345 and 3CR 455) lie very close to nearby bright galaxies, and statistical studies and some morphological studies strongly suggest that they are physically associated with those galaxies (Burbidge et al. 1971; Burbidge 1996).

What about the QSOs in Table 1? The general view has been that many of them are very distant as is required for the gravitational lens interpretation, and that the observed redshifts are totally cosmological in origin. However, the fact that they show the same peaks and periodicity predicted from the lower redshift objects, which we have shown are comparatively nearby, may cast doubt on this classical interpretation.

In this connection it is also worth pointing out that:
(i) The first gravitational lens candidate ever discovered, 0957+561A&B, which is listed in Table 1, has $`z_0=1.41`$, exactly on a peak, and it is an X-ray source lying only $`15^{}`$ from the nearby active galaxy NGC 3079. This object is included in Table 2 so that it is the one system in both data sets. The possible physical association of 0957 + 561 with NGC 3079 has been ignored by those who believe that it is a lensed object.
(ii) The redshifts in Table 1 are from objects which have been chosen from their morphological characteristics alone, i.e., their multiplicity. Thus in that Table there are 18 out of the 57 redshifts or about 30 percent arising from objects that are not gravitational lens candidates. They are either called binary systems, or they are very close pairs with very different redshifts, the latter already suggesting that perhaps the redshifts are not of cosmological origin (cf Burbidge et al. 1997). Thus for a significant fraction of the objects in Table 1 the argument cannot be made that there is a conflict between the results obtained here and the gravitational lens hypothesis. Even among the gravitational lens candidates there are only 12 in which it is claimed that the lensing galaxy has been identified and its redshift measured (Véron & Véron 2000, Table 5).

The results obtained in this paper together with the earlier work, and the statistical evidence for associations between galaxies with comparatively small redshifts and QSOs with large redshifts suggest that QSOs with intrinsic components are ejected from galaxies. If the sample is comparatively nearby so that $`z_c`$ is very small the intrinsic redshift $`z_i`$ will dominate and this periodic effect will be seen. For QSOs ejected from galaxies with non-negligible values of $`z_c`$ the periodicity will not be seen because of the smearing due to the cosmological term. However for properly chosen samples of QSOs and galaxies the clustering tendencies will still be detectable.

We are indebted to Margaret Burbidge and Fred Hoyle for many helpful discussions.

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Zhu, X-F. & Chu, Y-Q, 1995, A & A 297, 300

(a) Histogram of the 116 Karlsson QSO redshift data, plotted in units of 100 $`\mathrm{log}(1+z)`$. The vertical lines represent the periodicity peaks claimed by Karlsson. (b) Unwindowed power spectrum of the data. Power $`I`$ is defined so that $`\overline{I}`$=2 for white noise.

Distribution of QSO redshifts from the Burbidge & Hewitt (1993) catalogue, in units of 100 $`\mathrm{log}(1+z)`$.

Disperson in $`(P,\varphi )`$ from bootstrap sampling of the Karlsson data.

Histogram of the redshift distribution of close pairs and multiple QSOs plotted in units of 100$`\mathrm{log}(1+z)`$, stepping in intervals of 1. The vertical dotted lines represent the positions of the peaks under test.

The redshift distribution of X ray-selected QSOs plotted using the same scales as in Fig. 4.

The $`(P,\varphi )`$ distribution of peaks obtained by random extraction from the data plotted in Fig. 4.

A $`t`$-test to determine whether the best-fit periodicity $`(P,\varphi )`$=(0.086,0.039), obtained for the two new datasets, differs significantly from the periodicity $`(P,\varphi )`$=(0.089,0.028) under test. For each trial, the 116 Karlsson and 96 (Table 1+2) redshifts are randomly reallocated into two sets of 116 and 96 redshifts, and for each subset the mean of the residuals $`\overline{x_i}`$ from the prescribed best-fit periodicity is calculated. The differences $`\overline{x_1}\overline{x_2}`$ are plotted for 3000 trials, as shown. For the real datasets, $`\overline{x_1}\overline{x_2}`$=0.015.

Cubic spline fit to the X-ray data plotted in Fig. 5.

The combined redshift distribution of the QSOs in Tables 1 and 2. (a) Raw plot in units of 100 $`\mathrm{log}(1+z)`$. (b) Data smoothed with a running window of width 3 units.

Power spectrum of the combined dataset. The peak has $`I`$14.6 at $`\mathrm{\Delta }\mathrm{log}(1+z)`$=0.088 and phase 0.031.

$`(P,\varphi )`$ distribution for 5,000 synthetic datasets simulating the Fig. 9 distribution.

(a) The redshift distribution of 3C and 3CR radio-selected QSOs in Table 3.
(b) The corresponding power spectrum.

TABLE 1
Binary and multiple QSOs with separations $`<`$10′′

| Object | $`z`$ | $`m`$ | Sepn. | No. of |
| --- | --- | --- | --- | --- |
|  |  |  | (′′) | components |
| MG 0023+171 | 0.95 |  | 4.8 | 2 |
| 0047-2808 | 3.60 | 23.9 | 2.7 |  |
| UM673=0142-100 | 2.72 | 16.8V | 2.2 | 2 |
| PHL1222=0151+048 | 1.91 | 17.63V | 3.3 |  |
| CTQ414=0158-4325 | 1.29 |  | 1.2 | 2 |
| B 0218+357 | 0.96 | 20.0V | 0.33 | 2 |
| HE 0230-2130 | 2.16 | 18.2V | 2.0 | 3 |
| 0235+164A | 0.94 | av. 18 | 2.5 | 1 |
| 0235+164B | 0.52 | 19 | 2.5 | 1 |
| QJ 0240-343 | 1.41 | 20.4V | 6.1 | 2 |
| PKS MG 0414+0534 | 2.64 | 19.3,21.3R | 2.2 | 4 |
| B 0172+472 | 1.34 | 23.0V | 1.27 | 4 |
| MG 0751+2716 | 3.20 |  | 0.9 |  |
| APM 08279+5255 | 3.87 | 15.2 | 0.4 | 2 |
| SBS 0909+532 | 1.38 | 17.0,17.24V | 1.1 | 2 |
| RXJ 0911.4+0551 | 2.80 | 18.34 V | 0.8(3.1) | 4 |
| FBQ 0951+2635 | 1.24 | 16.9 | 1.1 | 2 |
| BRI 0952-0115 | 4.43 | 18.9R | 0.95 | 2 |
| Q 0957+561 | 1.41 | 16.7 | 6.1 | 3 |
| LBQS 1009-0252 | 2.74 | 18.2 | 1.55 | 2 |
| 1009-0252C | 1.62 | 19.3 |  |  |
| J03.13=Q1017-207 | 2.55 | 17.1 | 0.86 | 2 |
| (1015-20) |  |  |  |  |
| FSC 10214+4724 | 2.29 | 20.5R | 1.18 | 2 |
| B 1030+074 | 1.54 | 20.34V | 1.56 | 2 |
| HE 1104-1805 | 2.32 | 16.9 | 3.0 | 2 |
| PG 1115+080 | 1.72 | 15.8 | 2.3 | 4 |
| UM425=Q 1120+0195 | 1.46 | 16.1V | 6.5 | 2 |
| PKS 1145-071 | 1.35 | 18V | 4.2 | 2 |
| 1148+055A | 1.89 | 17.9 | 3.9 | 1 |
| 1148+055B | 1.41 | 20.7 | 0.45 | 1 |
| B1152+199 | 1.02 | 16.5 | 1.6 | 1 |
| 1208+1011 | 3.80 | 18.1 | 8.9 | 2 |
| HS 1216+5032 | 1.45 | 17.2V,19.1V |  | 2 |
| RRSIV 27Q 1343+2640 | 2.03 | 20.0 | 9.5 | 2 |
| B1359+154 | 3.24 | 22 | $`<1.7`$ |  |
| HST 1413+117 | 2.55 | 17 | 1.4 (1.2) | 4 |
| HST 14176+5226 | 3.40 | 24.3? | 3.2 (1.4) | 4 |
| B 1422+231 | 3.62 | 15.6 | 1.3 | 4 |

TABLE 1 cont.

| Object | $`z`$ | $`m`$ | Sepn. | No. of |
| --- | --- | --- | --- | --- |
|  |  |  | (′′) | components |
| LBQS 1429-008 | 2.08 | 17.7 | 5.1 | 2 |
| SBS 1520+530 | 1.86 | 18.2 | 1.6 | 2 |
| 1548+114A | 1.90 | 18.1 | 4.8 | 1 |
| 1549+114B | 0.44 | 18.8 | 4.8 | 1 |
| B 1600+434 | 1.59 | 20R | 1.38 | 2 |
| B 1608+656 | 1.39 | 20R | 2.1 | 4 |
| FBQ 1633+3134 | 1.52 |  | 0.66 | 2 |
| Q 1634+267 | 1.96 | 18.5, 20.0 | 3.8 | 2 |
| J 1643+3156 | 0.59 | 18.4, 19.2 | 2.3 | 2 |
| MG 1654+1346 | 1.74 | 20.9R | 2.1 |  |
| PKS 1830-211 | 2.51 |  |  | 2 |
| MG 2016+1127 | 3.27 | 22.1E | 3.4 (3.8) | 3 |
| 2045+265 | 1.28 |  | 1.86 | 4 |
| Q 2138-431 | 1.64 | 18.85V | 4.5 | 2 |
| HE 2149-2745 | 2.03 | 17.3B | 1.7 | 2 |
| LBQS 2153-2056 | 1.85 |  | 7.8 | 2 |
| MGC 2214+3550 | 0.88 | 19.3 | 3.0 | 4 |
| 2237+0305 | 1.69 | B16.8 | 1.8 | 4 |
| Q 2345+007 A,B | 2.15 | 19.5, 21.0 | 7.1 | 2 |

TABLE 2

X-ray selected QSOs close to bright, active galaxies

| Galaxy | $`z_{gal}`$ | $`z_Q`$ |
| --- | --- | --- |
| NGC 1068 | 0.004 | 0.261 |
|  |  | 0.388 |
|  |  | 0.655 |
| NGC 2639 | 0.011 | 0.305 |
|  |  | 0.323 |
| NGC 3079 | 0.0038 | 0.216 |
|  |  | 1.022 |
|  |  | 1.41 |
| NGC 3516 | 0.0087 | 0.328 |
|  |  | 0.690 |
|  |  | 0.929 |
|  |  | 1.399 |
|  |  | 2.10 |
| NGC 3628 | 0.003 | 0.983 |
| NGC 4258 | 0.0015 | 0.398 |
|  |  | 0.653 |
| NGC 4579 | 0.005 | 0.106 |
|  |  | 0.662 |
|  |  | 0.947 |
| Mkn 231 | 0.041 | 0.320 |
|  |  | 0.489 |
| Mkn 273 | 0.038 | 0.376 |
|  |  | 0.600 |
|  |  | 0.941 |
|  |  | 1.163 |
| NGC 5273 | 0.0035 | 0.336 |
| NGC 5548 | 0.017 | 0.184 |
|  |  | 0.560 |
|  |  | 0.674 |
|  |  | 0.727 |
|  |  | 0.852 |
| NGC 5689 | 0.0076 | 1.358 |
|  |  | 1.94 |
|  |  | 2.391 |
| IC 4553 | 0.018 | 0.459 |
| NGC 6217 | 0.005 | 0.358 |
|  |  | 0.376 |
|  |  | 0.380 |
|  |  | 1.134 |

TABLE 3

| Object | Name | $`m_v`$ | $`z`$ |
| --- | --- | --- | --- |
| 0219+428 | 3C 66A | 15.58 | 0.444 |
| 0350-073 | 3C 94 | 17.73 | 0.962 |
| 0349-146 | 3C 95 | 16.22 | 0.616 |
| 0409+229 | 3C 108 | 18.7 | 1.215 |
| 0414-060 | 3C 110 | 16.25 | 0.781 |
| 0723+679 | 3C 179 | 18.0 | 0.846 |
| 0736-019 | 3C 185 | 17.6 | 1.033 |
| 0814+227 | 3C 197 | 18 | 0.98 |
| 0837-120 | 3C 206 | 15.76 | 0.198 |
| 0955+326 | 3C 232 | 15.78 | 0.533 |
| 1015+277 | 3C 240 | 17.5 | 0.469 |
| 1023+067 | 3C 243 | 18.54 | 1.707 |
| 1048-090 | 3C 246 | 16.79 | 0.344 |
| 1132+303 | 3C 261 | 18.24 | 0.614 |
| 1253-055 | 3C 279 | 16.84 | 0.538 |
| 1305+069 | 3C 281 | 17.02 | 0.602 |
| 1441+522 | 3C 303C | 19.97 | 1.57 |
| 1502+602 | 3C 311 | 18 | 1.022 |
| 1634+269 | 3C 342 | 17.75 | 0.988 |
| 1901+319 | 3C 395 | 17.42 | 0.635 |
| 2005-044 | 3C 407 | 18 | 0.589 |
| 2044-027 | 3C 422 | 19.5 | 0.942 |
| 2223-052 | 3C 446 | 17.19 | 1.404 |
| 2325+269 | 3C 463 | 17.5 | 0.875 |
| 0003-003 | 3CR 2 | 19.35 | 1.037 |
| 0017+154 | 3CR 9 | 18.21 | 2.018 |
| 0033+183 | 3CR 14 | 20 | 1.469 |
| 0127+233 | 3CR 43 | 20 | 1.459 |
| 0133+207 | 3CR 47 | 18.1 | 0.425 |
| 0134+329 | 3CR 48 | 16.46 | 0.367 |
| 0141+339 | 3CR 48/54 | 17.01 | 1.455 |
| 0210+860 | 3CR 61.1 | 19 | 0.184 |
| 0229+341 | 3CR 68.1 | 19 | 1.238 |
| 0340+048 | 3CR 93 | 17.73 | 0.357 |
| 0518+165 | 3CR 138 | 18.84 | 0.759 |
| 0538+498 | 3CR 147 | 17.8 | 0.545 |
| 0610+260 | 3CR 154 | 18 | 0.580 |
| 0710+118 | 3CR 175 | 16.6 | 0.768 |
| 0725+147 | 3CR 181 | 17.68 | 1.387 |

TABLE 3 cont.

| Object | Name | $`m_v`$ | $`z`$ |
| --- | --- | --- | --- |
| 0740+380 | 3CR 186 | 17.6 | 1.063 |
| 0758+143 | 3CR 190 | 20.32 | 1.195 |
| 0802+103 | 3CR 191 | 18.19 | 1.956 |
| 0809+483 | 3CR 196 | 17.79 | 0.871 |
| 0833+654 | 3CR 204 | 18.21 | 1.112 |
| 0835+580 | 3CR 205 | 17.62 | 1.536 |
| 0838+133 | 3CR 207 | 18.15 | 0.684 |
| 0850+140 | 3CR 208 | 17.30 | 1.11 |
| 0855+143 | 3CR 212 | 19.06 | 1.048 |
| 0903+169 | 3CR 215 | 18.27 | 0.411 |
| 0906+430 | 3CR 216 | 18.48 | 0.67 |
| 0927+362 | 3CR 220.2 | 19 | 1.157 |
| 1040+123 | 3CR 245 | 16.45 | 1.029 |
| 1100+772 | 3CR 249.1 | 15.72 | 0.311 |
| 1111+408 | 3CR 254 | 17.98 | 0.734 |
| 1137+660 | 3CR 263 | 16.32 | 0.652 |
| 1206+439 | 3CR 268.4 | 18.42 | 1.396 |
| 1218+339 | 3CR 270.1 | 18.61 | 1.516 |
| 1226+023 | 3CR 273 | 13.02 | 0.158 |
| 1241+166 | 3CR 275.1 | 19 | 0.557 |
| 1250+568 | 3CR 277.1 | 17.93 | 0.321 |
| 1258+404 | 3CR 280.1 | 19.44 | 1.667 |
| 1328+307 | 3CR 286 | 17.25 | 0.849 |
| 1328+254 | 3CR 287 | 17.67 | 1.055 |
| 1340+606 | 3CR 288.1 | 18.12 | 0.961 |
| 1416+067 | 3CR 298 | 16.79 | 1.439 |
| 1458+718 | 3CR 309.1 | 16.78 | 0.905 |
| 1545+210 | 3CR 323.1 | 16.69 | 0.264 |
| 1618+177 | 3CR 334 | 16.77 | 0.555 |
| 1622+238 | 3CR 336 | 17.47 | 0.927 |
| 1634+628 | 3CR 343 | 20.6 | 0.988 |
| 1641+399 | 3CR 345 | 15.96 | 0.595 |
| 1704+608 | 3CR 351 | 16.01 | 0.371 |
| 1828+487 | 3CR 380 | 16.81 | 0.692 |
| 2037+511 | 3CR 418 | 20 | 1.686 |
| 2120+168 | 3CR 432 | 17.96 | 1.805 |
| 2249+185 | 3CR 454 | 18.47 | 1.761 |
| 2251+158 | 3CR 454.3 | 16.1 | 0.859 |
| 2252+129 | 3CR 455 | 19.7 | 0.543 |


format: text

text:
# On the computation of spectra in free probability

## 1. Introduction

Computation of spectra of convolution operators on discrete groups was one of the motivations behind the development of free probability. It has some interest for harmonic analysis and analysis of random walks on free products of discrete groups, where under the name of the *transition operator* these operators carry much information about the random walks under consideration. *Free probability* is an abstract framework for harmonic analysis on the free group in the language of non-commutative probability. Let us introduce briefly the terminology of the latter, which is used throughout the paper.

###### Definition 1.1.

A *non-commutative probability space* is a pair $`(𝒜,\phi )`$ of a (complex) algebra $`𝒜`$ with unit $`I`$ and a linear functional $`\phi `$ on $`𝒜`$ which satisfies $`\phi (I)=1`$. We will usually work with $`C^{}`$-algebras and faithful states, i.e. positive unital linear functionals. The elements of the algebra are called *(non-commutative) random variables*. The distribution of a random variable $`a𝒜`$ is given by the collection of its *moments* $`\phi (a^n)`$, $`n=0,1,2,\mathrm{}`$. If $`a`$ is self-adjoint, then this corresponds to a probability measure on the spectrum of $`a`$. The distribution of a family of random variables is the collection of their mixed moments, which abstractly can be interpreted as a linear functional on the polynomials on noncommutative variables.

Given a noncommutative probability space $`(𝒜,\phi )`$, the subalgebras $`𝒜_i𝒜`$ are called *freely independent* (or *free* for short) if

(1.1)
$$\phi (a_1a_2\mathrm{}a_n)=0$$

whenever $`a_j𝒜_{i_j}`$ with $`\phi (a_j)=0`$ and $`i_ji_{j+1}`$ for $`j=1,\mathrm{},n1`$.

In the rest of this section we review some of the necessary facts from free probability theory and refer the reader to \[VDN92\] and \[HP00\] for further information.

One of the basic problems is *free convolution*: Given free non-commutative random variables $`a`$, $`b𝒜`$ whose moments are known, compute the moments of their sum $`a+b`$. From (1.1) one sees immediately by induction that the mixed moments of $`a`$ and $`b`$ only depend on the individual distributions of $`a`$ and $`b`$. Therefore the moments of $`a+b`$ only depend on the individual moments of $`a`$ and $`b`$, and thus the term *free convolution* of distributions is justified. In the case of selfadjoint random variables, once the moments are known, one can proceed to compute the spectra, see section 2. What to do in the non-selfadjoint case will be the subject of the rest of this paper.

The computational machinery of free convolution was found independently and about the same time by W. Woess \[Woe86\], D. Cartwright and P. Soardi \[CS86\], J.C. McLaughlin \[McL86\] in the language of random walks, and in most generality by D. Voiculescu \[Voi86\]. Using the conventions of the latter, the recipe goes as follows. The Cauchy transform of a random variable $`a`$ is the function

(1.2)
$$G_a(\zeta )=\phi ((\zeta a)^1)=\frac{1}{\zeta }\underset{n=0}{\overset{\mathrm{}}{}}\frac{\phi (a^n)}{\zeta ^n}$$

which is defined and analytic at least for $`\left|\zeta \right|>a`$. It has an inverse (under composition) in some neighbourhood of infinity which has the form

(1.3)
$$K_a(z)=G_a^1(z)=\frac{1}{z}(1+R_a(z))$$

where $`R_a(z)=c_1z+c_2z^2+\mathrm{}`$ is analytic and one has

(1.4)
$$R_{a+b}(z)=R_a(z)+R_b(z).$$

This allows in principle to compute the moments of the sum $`a+b`$. However, function inversion is difficult and for non-selfadjoint operators knowledge of moments is not sufficient to determine the spectrum. For the latter, a more detailed analysis of the resolvent is necessary.

The paper is organized as follows.

In section 2 we review the case of self-adjoint operators, where the computation is reduced to the solution of a moment problem.

In section 3 we use Haagerup inequality to estimate the norm of the resolvent of a sum of free operators.

In section 4 we look at the sum of two free operators and give a somewhat easier proof for this case.

Finally in section 5 we present some examples of computations.

## 2. Self-adjoint operators

We collect here some well known techniques about computation of spectra of sums of self-adjoint free operators. The main tool to study spectra of selfadjoint operators is the spectral measure and its Cauchy-Stieltjes transform. Recall that to every selfadjoint operator $`T`$ in a $`C^{}`$-probability space with faithful state $`\phi `$ one can associate a probability measure $`\mu `$ which is characterized by the property that $`\phi (T^n)=t^n𝑑\mu (t)`$. By faithfulness of the state $`\phi `$ one has $`\mathrm{supp}\mu =\sigma (T)`$. Thus knowing this measure one knows a fortiori the spectrum of $`T`$. In order to compute this measure one has to solve a moment problem. This is usually done via the Cauchy transform (1.2), which can be written in this case

$$G(\zeta )=\frac{d\mu (t)}{\zeta t}.$$

This is an analytic function on $`𝐂\sigma (T)`$ mapping the upper half plane to the lower half plane. The absolute continuous part of the measure can be found by the Stieltjes inversion formula (cf. \[BV98\])

$$\frac{d\mu }{dt}(t)=\frac{1}{\pi }\underset{\epsilon 0}{lim}ImG(t+i\epsilon )$$

Atoms can be detected by studying the poles of $`G(\zeta )`$, namely

$$\mu (\{t\})=\underset{\begin{array}{c}\zeta t\\ \text{non-tangentially}\end{array}}{lim}(\zeta t)G(\zeta ).$$

When studying free sums of self-adjoint operators, by (1.4) one usually is given the inverse $`K(z)=\frac{1}{z}(1+R_i(z))`$ of the Cauchy transform $`G(\zeta )`$ and the latter is not accessible directly, but it is still possible to compute the spectrum. We are grateful to U. Haagerup for showing the following lemma to us.

###### Lemma 2.1.

Let $`𝒜`$ be a $`C^{}`$-probability space with faithful state $`\phi `$, and let $`L^2(\phi )`$ be the associated $`L^2`$-space (the closure of $`𝒜`$ under the Hilbert norm $`X_2=\phi (X^{}X)^{1/2}`$). Let $`T`$ be a normal operator, then $`\sigma (T)=\overline{\{\lambda :(\lambda T)^1_2=\mathrm{}\}}`$.

###### Proof.

Given $`\lambda _0\sigma (T)`$ and $`\epsilon >0`$ we have to find $`\lambda \sigma (T)`$ such that $`\left|\lambda \lambda _0\right|<\epsilon `$ and $`(\lambda T)^1_2=\mathrm{}`$. To this end consider the square $`Q_0`$ of diameter $`2\epsilon `$ centered at $`\lambda _0`$. The spectral measure of this square is positive, say $`\mu _T(Q_0)=\delta >0`$. If follows that one of the four quarters of $`Q_0`$ has mass at least $`\delta /4`$. Let $`Q_1`$ be such a quarter. Doing the same argument again, we find a subsquare of $`Q_1`$ of mass at least $`\delta /16`$. Repeating this construction gives rise to a sequence $`Q_nQ_0`$ with $`\mathrm{diam}(Q_n)=\epsilon /2^{n1}`$ and mass $`\mu _T(Q_n)\delta /4^n`$. Let $`\lambda `$ be the limit point of the sequence $`Q_n`$, then every point $`\eta Q_n`$ is at distance $`\left|\eta \lambda \right|\epsilon /2^n`$ from $`\lambda `$ and thus

$`{\displaystyle \frac{d\mu _T(t)}{\left|\lambda t\right|^2}}`$ $`{\displaystyle \frac{\mu _T(Q_0)}{\epsilon ^2}}+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\mu _T(Q_n)\left({\displaystyle \frac{1}{(2^n\epsilon )^2}}{\displaystyle \frac{1}{(2^{1n}\epsilon )^2}}\right)`$
$`{\displaystyle \frac{\delta }{\epsilon ^2}}+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\delta }{4^n}}{\displaystyle \frac{4^n4^{n1}}{\epsilon ^2}}`$
$`={\displaystyle \frac{\delta }{\epsilon ^2}}\left(1+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{3}{4}}\right)`$
$`=\mathrm{}`$
It is therefore enough to know the $`L^2`$-norm of the inverse, which in the case of a self-adjoint operator is easy to compute. For $`Im\zeta 0`$ it is

$`(\zeta T)^1_2^2`$ $`={\displaystyle \frac{d\mu _T(t)}{\left|\zeta t\right|^2}}`$
$`={\displaystyle \frac{1}{\overline{\zeta }\zeta }\left(\frac{1}{\zeta t}\frac{1}{\overline{\zeta }t}\right)𝑑\mu _T(t)}`$
$`={\displaystyle \frac{G(\zeta )G(\overline{\zeta })}{\zeta \overline{\zeta }}}`$
while for $`Im\zeta =0`$ we take the limit to get

$$(\zeta T)^1_2^2=G^{}(\zeta ).$$

In terms of the inverse function $`K(z)`$ (1.3) this becomes

$$(K(z)T)^1_2^2=\{\begin{array}{cc}\frac{z\overline{z}}{K(z)\overline{K(z)}}\hfill & Imz0\hfill \\ \frac{1}{K^{}(z)}\hfill & Imz=0\hfill \end{array}$$

For concrete examples of the use of this see e.g. \[AK88, FTS94\].

## 3. The non-selfadjoint case

Spectral theory of non-selfadjoint operators is complicated by the absence of the spectral measure111In some cases *Brown’s spectral measure* \[Bro86\] is computable and can serve a replacement – see \[HL98, BL99\] and one has to analyze the resolvent directly. We will see that the $`L^2`$-norm of the resolvent of free sums is easily computable and Haagerup inequality will provide a replacement of lemma 2.1.

### 3.1. The free resolvent

The resolvent for the sum of convolution operators on free products of discrete groups has been computed by several authors, among the first are \[Woe86\], \[Ste85\], \[Soa86\] and \[CS86\]. On the free group itself it was also computed in \[Aom84\] and \[GW86\]. The resolvent of a sum of two free operators has been computed in \[Maa92\] and very elegantly in \[Haa97\], see sec. 4 below.

Another proof for the free resolvent formula and the $`R`$-transform can be based on the following lemma (cf. \[FTS94\], \[Leh99\]).

###### Lemma 3.1.

Let $`S_1,\mathrm{},S_NB(H)`$ be arbitrary operators and assume that the sum of alternating products

$$\underset{n=1}{\overset{\mathrm{}}{}}\underset{i_1i_2\mathrm{}i_n}{}S_{i_1}S_{i_2}\mathrm{}S_{i_n}$$

(the sum over all products where neighbouring factors are different) converges, then it equals

$$\left(I\underset{i=1}{\overset{N}{}}S_i(I+S_i)^1\right)^1$$

Convergence criteria will be presented below. The following is a simple reformulation of this summation formula.

###### Proposition 3.2.

Let $`X_1,\mathrm{},X_N`$ be operators on Hilbert space. Assume that $`IX_i`$ is invertible for every $`i\{1,\mathrm{},N\}`$ with inverse $`(IX_i)^1=I+S_i`$. Then

$$\left(IX_i\right)^1=I+\underset{n=1}{\overset{\mathrm{}}{}}\underset{i_1i_2\mathrm{}i_n}{}S_{i_1}S_{i_2}\mathrm{}S_{i_n},$$

provided the sum on the right hand side converges.

Sums over alternating indices are well suited for free probability, as the very definition of freeness (1.1) suggests and we have the following theorem.

###### Theorem 3.3.

Let $`(𝒜,\phi )`$ be a non-commutative probability space an let $`T_i𝒜`$ be freely independent random variables with Cauchy transforms $`G_i(\zeta )=\phi ((\zeta T_i)^1)`$. The Cauchy transform is invertible at infinity with an inverse of the form $`K_i(z)=\frac{1}{z}(1+R_i(z))`$, i.e. $`\phi ((K_i(z)T_i)^1)=z`$ and thus

$$(K_i(z)T_i)^1=z(1+S_i(z))$$

with $`\phi (S_i(z))=0`$. Then the resolvent of $`T=T_i`$ at $`K(z)=\frac{1}{z}(1+R_i(z))`$ can be written formally as an infinite sum

(3.1)
$$(K(z)T_i)^1=z\left(I+\underset{n=1}{\overset{\mathrm{}}{}}\underset{i_1i_2\mathrm{}i_n}{}S_{i_1}S_{i_2}\mathrm{}S_{i_n}\right)$$

In particular, the expectation of the resolvent is $`\phi \left((K(z)T_i)^1\right)=z`$ and (1.4) holds.

If in addition

(3.2)
$$\frac{S_i_2^2}{1+S_i_2^2}<1$$

then the sum (3.1) converges in $`L^2(\phi )`$ and its norm is

(3.3) $`(K(z){\displaystyle T_i})^1_2^2`$ $`=\left|z\right|^2\left(1+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{i_1i_2\mathrm{}i_n}{}}S_{i_1}_2^2S_{i_2}_2^2\mathrm{}S_{i_n}_2^2\right)`$
$`=\left|z\right|^2\left(1{\displaystyle \frac{S_i_2^2}{1+S_i_2^2}}\right)^1`$
$`=\left|z\right|^2\left(1{\displaystyle (1\frac{\left|z\right|^2}{(K_i(z)T_i)^1_2^2})}\right)^1.`$
Moreover, boundedness of $`(K(z)T_i)^1_2`$ implies boundedness of $`(K(z)T_i)^1`$ (operator norm).

The reader easily verifies the following reformulation in terms of moment generating functions.

###### Corollary 3.4.

Let $`a_i`$, $`i=1,\mathrm{},n`$ be freely independent random variables in the noncommutative probability space $`(𝒜,\phi )`$. Let $`f_i(s)=\frac{1}{s}G_i(\frac{1}{s})=\phi ((1sa_i)^1)`$ the moment generating function and denote

$$\stackrel{}{a}_i(s)=(1sa_i)^1f_i(s)$$

the centered part of the resolvent. Given $`\lambda 𝐂`$, assume that there exist numbers $`z0`$ and $`s_i`$ such that $`s_if_i(s_i)=z`$ for each $`i=1,\mathrm{},n`$ and such that $`\lambda =\frac{1}{z}+(\frac{1}{s_i}\frac{1}{z})`$

1. If

(3.4)
$$\frac{\stackrel{}{a}_i_2^2}{1+\stackrel{}{a}_i_2^2}<1$$

then $`\lambda \sigma (a_i)`$.
2. If

$$\frac{\stackrel{}{a}_i_2^2}{1+\stackrel{}{a}_i_2^2}=1$$

and there are $`\lambda ^{}`$ arbitrary close to $`\lambda `$ for which (3.4) holds, then $`\lambda \sigma (a_i)`$.

Theorem 3.3 provides an easy to check sufficient criterion for the boundedness in $`L^2(\phi )`$. By virtue of the following variant of the Haagerup inequality we will see that it is also sufficient for boundedness in operator norm.

###### Proposition 3.5 (\[DHR97, Lemma 3.4\]).

Let $`(𝒜,\tau )`$ be a tracial $`C^{}`$-probability space and let $`𝒜_i`$ be free subalgebras with orthonormal bases $`X_i=\{I,x_{i,1},x_{i,2},\mathrm{}\}`$. Let $`\stackrel{}{X}_i=X_i\{I\}`$ be the centered part and

$$X=\{x_{1,k_1}x_{2,k_2}\mathrm{}x_{n,k_n}:x_{j,k_j}\stackrel{}{X}_{i_j},i_ji_{j+1}\}\{I\}$$

the free product of these bases. This is an orthonormal basis of the free product $`𝒜_i`$ and can be decomposed $`X=_nE_n`$ into the subsets $`E_n`$ of words of length $`n`$. For a finitely supported operator $`a\mathrm{span}X`$ denote by $`F_i(a)`$ its $`i`$-support, i.e., the set of all $`x\stackrel{}{X}_i`$ appearing in the words of the expansion of $`a`$. Then for any $`a\mathrm{span}E_n`$ we have

$$a(2n+1)\underset{i}{\mathrm{max}}\left(\underset{xF_i(a)}{}x^2\right)^{1/2}a_2$$

###### Proof of Theorem 3.3.

Formula (3.1) follows from Proposition 3.2. For the $`L^2`$-norm, note that the freeness condition implies that for different sets of indices $`i_1,i_2,\mathrm{},i_m`$ and $`j_1,j_2,\mathrm{},j_n`$ the summands $`S_{i_1}S_{i_2}\mathrm{}S_{i_m}`$ and $`S_{j_1}S_{j_2}\mathrm{}S_{j_n}`$ are orthogonal and that $`S_{i_1}S_{i_2}\mathrm{}S_{i_m}_2^2=S_{i_1}_2^2S_{i_2}_2^2\mathrm{}S_{i_m}_2^2`$. Then formula (3.3) follows from Lemma 3.1. To show boundedness of the resolvent in operator norm, we resort to analytic functions, as in \[FTS94, Chapter 2, Lemma 1.6\]. Assume that the $`L^2`$-norm is bounded, i.e., $`S_{i_1}_2^2\mathrm{}S_{i_n}_2^2<\mathrm{}`$. Then we can define an analytic function on the open disk $`𝐃`$

$$F(\xi )=1+\underset{n=1}{\overset{\mathrm{}}{}}\underset{i_1i_2\mathrm{}i_n}{}\xi ^nS_{i_1}_2^2\mathrm{}S_{i_n}_2^2$$

which by the summation formula from Lemma 3.1 equals

$$F(\xi )=\left(1\frac{\xi S_i_2^2}{1+\xi S_i_2^2}\right)^1.$$

This is a rational function and by assumption it has no pole on the circle $`\{\xi :\left|\xi \right|=1\}`$. As a rational function it has finitely many singularities and is therefore analytic on some disk of radius $`1+\epsilon `$ with $`\epsilon >0`$. It follows that there exists some constant $`C`$ independent of $`n`$ such that the Taylor coefficients satisfy

$$\underset{i_1i_2\mathrm{}i_n}{}S_{i_1}_2^2\mathrm{}S_{i_n}_2^2C(1+\epsilon )^n$$

Now with the help of the Haagerup inequality (Proposition 3.5) we obtain the estimate

$`I+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{i_1i_2\mathrm{}i_n}{}}S_{i_1}S_{i_2}\mathrm{}S_{i_n}`$
$`1+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(2n+1)\mathrm{max}S_i\left({\displaystyle \underset{i_1i_2\mathrm{}i_n}{}}S_{i_1}_2^2\mathrm{}S_{i_n}_2^2\right)^{1/2}`$
$`1+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(2n+1)\mathrm{max}S_i\sqrt{C}(1+\epsilon )^{n/2}`$
$`<\mathrm{}`$
The criterion for boundedness of the $`L^2`$-norm

(3.5)
$$\frac{S_i_2^2}{1+S_i_2^2}<1$$

can be reformulated in terms of symmetric functions. Recall that the *elementary symmetric functions* in $`n`$ variables $`x_1,x_2,\mathrm{},x_n`$ are defined as

$$E_k=E_k(x_1,x_2,\mathrm{},x_n)=\underset{i_1<\mathrm{}<i_k}{}x_{i_1}x_{i_2}\mathrm{}x_{i_k};$$

their generating function is

$$\underset{i=1}{\overset{n}{}}(1+tx_i)=1+\underset{k=1}{\overset{n}{}}t^kE_k$$

The left hand side of (3.5) is a rational symmetric function of $`x_i=S_i_2^2`$ and can be expressed in terms of the elementary symmetric functions as follows.

$`{\displaystyle \frac{x_i}{1+tx_i}}`$ $`={\displaystyle \frac{_ix_i_{ji}(1+tx_j)}{(1+tx_i)}}`$
$`={\displaystyle \frac{\frac{d}{dt}(1+tx_j)}{(1+tx_i)}}`$
$`={\displaystyle \frac{_{k=1}^nkE_kt^{k1}}{1+_{k=1}^nE_kt^k}}`$
at $`t=1`$ and $`x_i=S_i_2^2`$ we get therefore the condition

$$\frac{_{k=1}^nkE_k(S_1_2^2,\mathrm{},S_n_2^2)}{1+_{k=1}^nE_k(S_1_2^2,\mathrm{},S_n_2^2)}<1$$

which is equivalent to

$$\underset{k=1}{\overset{n}{}}(k1)E_k(S_1_2^2,\mathrm{},S_n_2^2)<1$$

For $`n=2`$ this reduces to the simple condition $`S_1_2^2S_2_2^2<1`$. We will investigate this case in section 4 below.

## 4. Case of two operators

In the particular case of the sum of two operators the analysis can be somewhat simplified and there are shorter proofs. We can use the following proposition instead of the Haagerup inequality from Proposition 3.5. It is much easier to prove.

###### Proposition 4.1 (\[HL98, Prop. 4.1\]).

Let $`(,\tau )`$ be a non-commutative von Neumann probability space with faithful trace state $`\tau `$ and let $`a`$, $`b`$ be arbitrary centered ($`\tau (a)=\tau (b)=0`$) $``$-free random variables. Then the spectral radius of their product is

$$\rho (ab)=ab_2=a_2b_2$$

###### Corollary 4.2.

For $`a`$ and $`b`$ as in Proposition 4.1, the circle of radius $`\rho (ab)=ab_2`$ is part of the spectrum $`\sigma (ab)`$.

###### Proof.

We can rescale $`a`$ and $`b`$ and assume that $`a_2=b_2=1`$. We have to show that $`1tab`$ is not invertible whenever $`\left|t\right|=1`$. whenever $`\left|t\right|<1`$, then $`1tab`$ is invertible and $`\frac{1}{t}`$ is in the complement of the spectrum. By orthogonality, the $`L^2`$-norm of the inverse is

$$(1tab)^1_2^2=\underset{n=0}{\overset{\mathrm{}}{}}\left|t\right|^{2n}a_2^{2n}b_2^{2n}=\frac{1}{1\left|t\right|^2a_2^2b_2^2}$$

and this grows unboundedly, as $`\left|t\right|`$ tends to one. Consequently the operator norm of the inverse becomes unbounded as $`\left|t\right|1`$. Since the resolvent is continuous (even analytic) on the complement of the spectrum, any number $`t`$ of modulus $`\left|t\right|=1`$ is in the spectrum of $`ab`$. ∎

Part (i) of the following proposition is taken from \[Haa97\].

###### Proposition 4.3.

Let $`a`$, $`b𝒜`$ and $`\left|s\right|<\frac{1}{\rho (a)}`$, $`\left|t\right|<\frac{1}{\rho (b)}`$, $`f(s)=\phi ((1sa)^1)`$, $`g(t)=\phi ((1tb)^1)`$. Put $`\stackrel{}{a}(s)=(1sa)^1f(s)`$, $`\stackrel{}{b}(t)=(1tb)^1g(t)`$ and assume that

(4.1)
$$sf(s)=tg(t)0.$$

Set

(4.2)
$$\lambda =\frac{f(s)+g(t)1}{sf(s)}=\frac{1}{s}+\frac{1}{t}\frac{1}{sf(s)},$$

then

1. $$\lambda ab=\frac{g(t)}{s}(1sa)\left(1\frac{\stackrel{}{a}(s)\stackrel{}{b}(t)}{f(s)g(t)}\right)(1tb).$$
2. If $`\stackrel{}{a}(s)_2^2\stackrel{}{b}(t)_2^2<\left|f(s)\right|^2\left|g(t)\right|^2`$, then $`\lambda 𝐂\sigma (a+b)`$.
3. If $`\stackrel{}{a}(s)_2^2\stackrel{}{b}(t)_2^2=\left|f(s)\right|^2\left|g(t)\right|^2`$, then $`\lambda \sigma (a+b)`$.

###### Proof.

Part (i) can be derived from Theorem 3.3 and can also be verified directly by expanding the right hand side. Parts (ii) and (iii) follow from Proposition 4.1 and Corollary 4.2 respectively and the fact that $`1sa`$ and $`1tb`$ are invertible. ∎

## 5. Examples

The most interesting examples are perhaps those coming from convolution operators on free products of discrete groups. Let us consider here non-selfadjoint convolution operators supported on the generators of free products of cyclic groups. For a survey on spectra of such operators on more general finitely generated discrete groups see \[dlHRV93a, dlHRV93b\]. Working with finite groups has the advantage that the involved equations are algebraic and the powerful machinery of algebraic geometry is available to obtain quite explicit results. Let us therefore recall some facts from algebraic geometry. For more background on algebraic equations we refer to the excellent survey \[CLO98\] and text book \[CLO97\].

We used `Singular` \[GPS98\] for the algebraic computations, `GNU octave` \[Eat98\] for the eigenvalue computations and `Mathematica` \[Wol96\] for visualizations.

### 5.1. Eigenvalue approach to polynomial equations

The most efficient numerical approach seems to be the *matrix eigenvalue method* following \[CLO98, section 2.4\]. Recall that systems of polynomial equations are in one-to-one correspondence with polynomial ideals. Let $`f_1,\mathrm{},f_m𝐂[x_1,\mathrm{},x_n]`$ be polynomials and denote by $`V=V(f_1,\mathrm{},f_m)`$ the set of solutions (also called *algebraic set* or *algebraic variety*) of the system of polynomial equations

(5.1)
$$f_1=0,\mathrm{},f_m=0.$$

On the other hand, on can associate to this system the ideal

$$I=f_1,\mathrm{},f_m=\{g_if_i:g_i𝐂[x_1,\mathrm{},x_n]\}$$

it generates. Then it is easy to see that the variety $`V`$ does not depend on the generators, but only on the ideal $`I`$. That is, $`V=V(I)=\{x𝐂:f(x)=0fI\}`$ (note however, that different ideals can lead to the same variety $`V`$).

There are close relations between the Properties of the ideal and its variety. In particular, one can show that the system (5.1) has finitely many solutions ($`V`$ is *zero-dimensional*) if and only if the quotient algebra $`A=𝐂[x_1,x_2,\mathrm{},x_n]/I`$ is finite dimensional. Then for any polynomial $`h𝐂[x_1,\mathrm{},x_n]`$, the eigenvalues of multiplication map

$`M_h:A`$ $`A`$
$`[g]`$ $`[hg]`$
coincide with the values of the polynomial $`h(\xi )`$, evaluated at $`\xi V`$. In particular, choosing $`h=x_i`$ one can compute the coordinates of the solutions; in fact the eigenvalues and eigenvectors of a single matrix $`M_h`$ are sufficient to determine all the solutions, see \[CLO98, section 2.4\]. Such an approach avoids the propagation of rounding errors which are common to elimination methods.

In order to do concrete computations in the quotiont algebra $`A`$ one needs a normal forms for its elements. This can be accomplished using Gröbner bases. Given any (linear) order on the monomials, one can use a generalized Euclid’s algorithm to write any $`f𝐂[x_1,\mathrm{},x_n]`$ as a sum

$$f=q_1f_1+\mathrm{}+q_mf_m+r$$

The remainder $`r`$ of this division is a natural candidate for a normal form of $`f`$ modulo the ideal $`I`$, however it may not be unique and there may exist $`fI`$ with $`r0`$. Fortunately there always exist generating sets which are nice in this respect. A *Gröbner basis* of the ideal $`I`$ is a generating set $`G=\{g_1,\mathrm{},g_p\}`$ s.t. the remainder $`r`$ of Euclidean division is unique, i.e., $`fI`$ if and only if $`r=0`$. Gröbner bases always exist and can be constructed with Buchberger’s algorithm. With such bases the remainder $`r`$ can serve as a normal form for the elements of $`A`$. Another characterizing property of Gröbner bases is the following. For a polynomial $`f𝐂[x_1,\mathrm{},x_n]`$ denote $`L(f)`$ the leading monomial of $`f`$ (with respect to the chosen monomial order) and let $`L(I)`$ be the ideal generated by the leading monomials of all elements of $`I`$. Then $`G`$ is a Gröbner basis if and only if $`L(G)=L(I)`$. In the case of a zero dimensional ideal, a natural basis of $`A=𝐂[x_1,\mathrm{},x_n]/I`$ are the equivalence classes

$$B=\{[x^\alpha ]:x^\alpha L(G)\}$$

i.e. the (finitely many) equivalence classes of monomials which are reduced with respect to the Gröbner basis $`G`$.

### 5.2. Elimination

Gröbner bases are also needed for elimination. Roughly speaking, elimination of variables corresponds to projection of algebraic varieties. Elimination is done by computing the intersection $`I_k=I𝐂[x_{k+1},\mathrm{},x_n]`$. For suitable monomial orders (e.g. lexicographical order), one can use the fact that a Gröbner basis $`G`$ of $`I`$ has the property that $`G_k=G𝐂[x_{k+1},\mathrm{},x_n]`$ is a Gröbner basis for $`I_k`$. However, lexicographical Gröbner bases are expensive to compute and it is usually more efficient to work with other monomial orders, like *degree reverse lexicographical order* and use other methods for elimination.

### 5.3. Free product groups

For simplicity, let us consider the sum of two convolution operators $`u_m+v_n`$, where $`u_m,v_n`$ are the generators of $`C_\lambda ^{}(𝐙_m𝐙_n)`$. The moments of $`u_m`$ are

$$\tau (u_m^k)=\{\begin{array}{cc}1\hfill & k=0modm\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}$$

and the inverse of $`1su_m`$ is

$$(1su_m)^1=\frac{1+su_m+\mathrm{}+s^{m1}u_m^{m1}}{1s^m}.$$

Thus for the moment generating function we obtain

$$f(s)=\tau ((1su_m)^1)=\frac{1}{1s^m}$$

From Proposition 4.3 we infer that if the equations (4.1) and (4.2) satisfied, which in our particular example read

$$\frac{s}{1s^m}=\frac{t}{1t^n}$$

$$\lambda =\frac{1}{t}+s^{m1}$$

and if $`s`$ and $`t`$ are such that the $`L^2`$-norm condition

$$\frac{\left|s\right|^2+\left|s\right|^4+\mathrm{}+\left|s\right|^{2m2}}{\left|1s^m\right|^2}\frac{\left|t\right|^2+\left|t\right|^4+\mathrm{}+\left|t\right|^{2n2}}{\left|1t^n\right|^2}<\frac{1}{\left|1s^m\right|^2}\frac{1}{\left|1t^n\right|^2}$$

holds, then $`\lambda `$ is not in the spectrum of $`u_m+u_n`$. In order to find the outer border of the spectrum (that is, the curve where the $`L^2`$-norm becomes infinite), we have to solve the equations

(5.2a)
$$s(1t^n)t(1s^m)=0$$

(5.2b)
$$\lambda t1s^{m1}t=0$$

(5.2c)
$$(\left|s\right|^2+\left|s\right|^4+\mathrm{}+\left|s\right|^{2m2})(\left|t\right|^2+\left|t\right|^4+\mathrm{}+\left|t\right|^{2n2})<1$$

and look where the inequality (5.2c) becomes an equality. There are two approaches to cope with the non-algebraic part (5.2c). One is to solve the algebraic part (5.2a), (5.2b) first and verify (5.2c) numerically. The alternative approach is to introduce new variables for the real and imaginary parts of $`\lambda =x+iy`$, $`s=s_1+is_2`$ and $`t=t_1+it_2`$, and to separate real and imaginary parts of the equations, which now become purely algebraic, but with more unknowns. The real solutions of the new system correspond to the complex solutions of the original one.

The second approach makes sense if the larger system is sufficiently small to allow complete algebraic elimination of the parameters $`s_i`$ and $`t_i`$; for a numerical solution the first approach is preferable.

###### Example 5.1 (“$`u_2+v_3`$”).

Let us consider the simplest non-trivial example ($`m=2`$ and $`n=3`$) and compute the border of the spectrum of $`u_2+v_3`$. If for a given $`\lambda `$ the system

(5.3a)
$$s(1t^3)t(1s^2)=0$$

(5.3b)
$$\lambda t1st=0$$

(5.3c)
$$\left|s\right|^2(\left|t\right|^2+\left|t\right|^4)<1$$

has a solution, then $`\lambda `$ is not in the spectrum of $`u_2+v_3`$.

In order to get the border of the spectrum, we replace the inequality (5.3c) by an equality and separate real and imaginary part, which leads to the system

(5.4) $`s_1t_1^3+3s_2t_1^2t_2+3s_1t_1t_2^2s_2t_2^3+s_1^2t_1s_2^2t_12s_1s_2t_2+s_1t_1`$ $`=0`$
$`s_2t_1^33s_1t_1^2t_2+3s_2t_1t_2^2+s_1t_2^3+2s_1s_2t_1+s_1^2t_2s_2^2t_2+s_2t_2`$ $`=0`$
$`xt_1+s_1t_1+yt_2s_2t_2+1`$ $`=0`$
$`yt_1+s_2t_1xt_2+s_1t_2`$ $`=0`$
$`s_1^2t_1^4+s_2^2t_1^4+2s_1^2t_1^2t_2^2+2s_2^2t_1^2t_2^2+s_1^2t_2^4+s_2^2t_2^4+s_1^2t_1^2+s_2^2t_1^2+s_1^2t_2^2+s_2^2t_2^21`$ $`=0.`$
Using degrevlex order there is a Gröbner basis of size 34 for the ideal $`I`$ generated by the left hand sides of these equations and elimination of $`s_i`$ and $`t_i`$ succeeds: the ideal $`I𝐂[x,y]`$ is generated by a single polynomial and we get the implicit equation

$$x^{16}+8x^{14}y^2+28x^{12}y^4+56x^{10}y^6+70x^8y^8+56x^6y^{10}+28x^4y^{12}+8x^2y^{14}+y^{16}$$

$$6x^{15}+54x^{13}y^2+226x^{11}y^4+238x^9y^618x^7y^8158x^5y^{10}74x^3y^{12}6xy^{14}$$

$$+5x^{14}65x^{12}y^2+305x^{10}y^4+435x^8y^6225x^6y^8179x^4y^{10}+107x^2y^{12}+y^{14}$$

$$+32x^{13}400x^{11}y^2400x^9y^4+480x^7y^6+384x^5y^880x^3y^{10}16xy^{12}$$

$$59x^{12}+74x^{10}y^21033x^8y^4548x^6y^6+547x^4y^870x^2y^{10}+y^{12}$$

$$40x^{11}+776x^9y^21008x^7y^4+112x^5y^6104x^3y^8+8xy^{10}$$

$$+136x^{10}+48x^8y^2+736x^6y^4176x^4y^6+24x^2y^8$$

$$32x^9+224x^7y^2224x^5y^4+32x^3y^6$$

$$48x^832x^6y^2+16x^4y^4=0.$$

This implicit equation defines the curve shown in figure 1. The figure does not show the isolated solutions $`2`$, $`\frac{1}{2}\pm \frac{\sqrt{3}}{2}i`$, $`\frac{3}{2}\pm \frac{\sqrt{3}}{2}i`$, which however are not in the spectrum, as they also come from solutions of (5.3a, 5.3b) which satisfy (5.3c).

The intersection with the $`x`$-axis are the solutions at $`y=0`$:

$$\begin{array}{c}x^{16}6x^{15}+5x^{14}+32x^{13}59x^{12}40x^{11}+136x^{10}32x^948x^8\hfill \\ \hfill =(x^4+2x^33x^28x3)(x2)^4x^8=0\end{array}$$

in particular, the spectral radius is the positive solution of

$$x^4+2x^33x^28x3=0$$

which is

(5.5) $`\rho (u_2+u_3)`$ $`={\displaystyle \frac{1}{6}}\{3+\sqrt{3\left(9+\left(1356\sqrt{249}\right)^{\frac{1}{3}}+\left(135+6\sqrt{249}\right)^{\frac{1}{3}}\right)}`$
$`+3(6{\displaystyle \frac{\left(1356\sqrt{249}\right)^{\frac{1}{3}}}{3}}{\displaystyle \frac{\left(135+6\sqrt{249}\right)^{\frac{1}{3}}}{3}}`$
$`+8\sqrt{{\displaystyle \frac{3}{9+\left(1356\sqrt{249}\right)^{\frac{1}{3}}+\left(135+6\sqrt{249}\right)^{\frac{1}{3}}}}})^{\frac{1}{3}}\}`$
$`1.97148`$
With the exception of the double point at $`0`$ the apparent singularities of the curve only appear as such and the curve is actually smooth; for example, the curvature at the point of maximal modulus calculated in (5.5) is approximately $`166053.0`$, so the radius of curvature is about $`1/166053.06.02219\times 10^6`$.

###### Example 5.2 ($`u+u^{}+i(v+v^{})`$).

Let $`u`$ and $`v`$ be freely independent Haar unitaries (e.g., $`u=\lambda (g_1)`$, $`v=\lambda (g_2)`$, where $`g_1`$ and $`g_2`$ are the generators of the free group $`𝐅_2`$ on two generators. The distribution of the selfadjoint operator $`u+u^{}`$ is the arcsine distribution with Cauchy transform $`G(\zeta )=\frac{1}{\zeta \sqrt{1\frac{4}{\zeta ^2}}}`$. The operator $`u+u^{}+i(v+v^{})`$ recently came up as a candidate for a counterexample to the invariant subspace conjecture in the von Neumann setting; however, its “cousin”, the *circular element* turned out to have plenty of invariant subspaces \[DH00\]. Let us compute the border of its spectrum here. The moment generating function of $`u+u^{}`$ is

$$f(s)=\frac{1}{s}G(\frac{1}{s})=\frac{1}{\sqrt{14s^2}};$$

from this we easily obtain the moment generating function of $`i(v+v^{})`$

$$g(t)=f(it)=\frac{1}{\sqrt{1+4t^2}}.$$

Now the $`L^2`$-norm of the resolvent of a selfadjoint operator $`a`$ is

$`(1sa)^1_2^2`$ $`={\displaystyle \frac{1}{\left|s\right|^2}}({\displaystyle \frac{1}{s}}a)^1_2^2`$
$`={\displaystyle \frac{1}{\left|s\right|^2}}{\displaystyle \frac{G(\frac{1}{s})G(\frac{1}{\overline{s}})}{\frac{1}{s}\frac{1}{\overline{s}}}}`$
$`=\{\begin{array}{cc}\frac{\overline{s}f(\overline{s})sf(s)}{\overline{s}s}\hfill & Ims0\hfill \\ f(s)+sf^{}(s)\hfill & Ims=0\hfill \end{array}`$
and we have the equations

$$\lambda sffg+1=0$$

$$sftg=0$$

$$f^2(14s^2)1=0$$

$$g^2(1+4t^2)1=0$$

A Gröbner basis with respect to degrevlex order on $`(s,t,f,g)`$ has $`7`$ elements and the quotient algebra $`𝐂[s,t,f,g]/I`$ is four dimensional with basis $`([g],[f],[t],[1])`$. Elimination did not succeed in this example and we chose the eigenvalue approach of section 5.1. With the aid of the Gröbner basis the matrix of multiplication by $`[s]`$ is computed as

$$M_s=\left[\begin{array}{cccc}\frac{4z^248}{z^5+24z^3+16z}& \frac{1}{z}& \frac{z^2+16}{z^4+24z^2+16}& \frac{z^6+16z^448z^2+128}{z^7+20z^580z^364z}\\ \frac{z^424z^248}{z^5+24z^3+16z}& \frac{1}{z}& \frac{2z^28}{z^4+24z^2+16}& \frac{z^616z^448z^2128}{z^7+20z^580z^364z}\\ \frac{z^424z^2+16}{z^4+24z^2+16}& 0& \frac{3z^3+12z}{z^4+24z^2+16}& \frac{z^620z^480z^2+64}{z^6+20z^480z^264}\\ \frac{z^4+16z^2+48}{z^5+24z^3+16z}& \frac{1}{z}& \frac{z^2+12}{z^4+24z^2+16}& \frac{8z^2+32}{z^5+24z^3+16z}\end{array}\right]$$

The result is shown in figure 2.

###### Example 5.3.

As an example with more than two summands, let us consider $`u_2+u_3+u_4`$. Generally, the equations for a sum $`u_k`$, where $`u_k`$ are free unitaries with $`u_k^{n_k}=1`$, are as follows. If, for given $`\lambda `$, there is a solution $`s_j`$ for the system

$$\lambda =\frac{1}{z}+(\frac{1}{s_k}\frac{1}{z})$$

$$\frac{s_k}{1s_k^{n_k}}=z$$

$$\underset{k}{}\frac{\left|s_k\right|^2+\left|s_k\right|^4+\mathrm{}+\left|s_k\right|^{2n_k2}}{\left|1s_k^{n_k}\right|^2+\left|s_k\right|^2+\left|s_k\right|^4+\mathrm{}+\left|s_k\right|^{2n_k2}}<1$$

then $`\lambda `$ is not in the spectrum. The example with $`n_1=2`$, $`n_2=3`$, $`n_3=4`$ is shown in fig. 3.

*Acknowledgements.* We are grateful to U. Haagerup and P. Biane for useful discussions. This work was done at Odense Universitet and Université d’Orléans under the EU-network “Non-commutative geometry” ERB FMRX CT960073; the final part was done at the Institut Henri Poincaré in Paris with a grant from the Ostrowski fundation. We express our gratitude to all these institutions.


text:
# Regularized Renormalization Group Reduction of Symplectic Maps

## 1 Introduction

There has been a long history to study an asymptotic solution of Hamiltonian flows by means of singular perturbation methods such as the averaging method and the method of multiple time-scales. A Hamiltonian flow can be reduced to a symplectic discrete map called the Poincare map, which has the lower dimension than the original flow and is, therefore, extensively studied. However, neither the averaging method nor the method of multiple time-scales may be immediately applicable to symplectic maps. The perturbative renormalization group (RG) method developed recently may be a useful tool to tackle asymptotic behaviours of discrete maps as well as flows. The original RG method is an asymptotic singular perturbation technique developed for diffential equations . Secular or divergent terms of perturbation solutions of differential equations are removed by renormalizing integral constants of the lowest order solution. The RG method is reformulated on the basis of a naive renormalization transformation and the Lie group . This reformulated RG method based on the Lie group is easy to apply to discrete systems, by which asymptotic expansions of unstable manifolds of some chaotic discrete systems are obtained . The extension of the RG method to discrete symplectic systems is not trivial because the symplectic struture is easily broken in naive renormalization group equations (maps) as shown in this paper, while the application of the RG method to Hamiltonian flows does not cause such a problem as the broken symplectic symmetry except a special case . The application of the RG method to some non-symplectic discrete systems was tried in the framework of the envelope method . Howevever, the method,if applied to a symplectic map, would give only a naive RG map which breaks the symplectic symmetry.

The main purpose of the present paper is to present an RG procedure to preserve the symplectic structure in RG maps and to obtain symplectic RG maps. In this paper, this procedure is called a regularized RG procedure, which consists of the following two steps. First,using the reformulated RG method , we get a naive RG map near elliptic and hyperbolic fixed points of some symplectic discrete systems. The naive map preserves the symplectic symmetry only approximately and fails to describe a long-time behaviour of the original maps. Second, in order to recover the symplectic symmetry, we introduce a process of “exponentiation” which yields a symplectic RG map. This process and a symplectic RG map thus obtained are called,respectively, regularization of an RG map and a regularized RG map.
In section 2, a long-time behaviour of a simple linear map is analyzed in order to elucidate the broken symplectic symmetry in a naive RG map and our regularization process. In section 3 , regularized (symplectic) RG maps are obtained near elliptic and hyperbolic fixed points of a two-dimensional nonlinear symplectic map. In section 4, the regularized RG procedure is applied to a four-dimensional symplectic map, of which elliptic-elliptic fixed point has an irrational frequency ratio.

## 2 Linear symplectic map

It may be instructive to analyze a linear symplectic map, which is exactly solvable, $`𝑹^2(x_n,y_n)(x_{n+1},y_{n+1})`$ :

$`x_{n+1}`$ $`=`$ $`x_n+y_{n+1},`$
$`y_{n+1}`$ $`=`$ $`y_nJx_n+2ϵJx_n,`$ (1)
where $`n𝒁`$ and $`ϵ`$ is a small parameter. The map (1) has a elliptic fixed point at the origin (0,0) for $`0<J<2`$. Eliminating $`y`$ from (1) ,we obtain a second order difference equation:

$$Lx_nx_{n+1}2\mathrm{cos}(\theta )x_n+x_{n1}=ϵ2Jx_n,$$
(2)
where $`\mathrm{cos}\theta =1J/2`$ and $`0<J<2`$ is assumed. The linear map (2) has the following exact solution $`x_n^E`$ :

$`x_n^E`$ $`=`$ $`A\mathrm{exp}\left(i\mathrm{arccos}(\mathrm{cos}\theta +ϵJ)n\right)+\text{c.c.},`$ (3)
$`=`$ $`A\mathrm{exp}\left[i\left(\theta +ϵ{\displaystyle \frac{J}{\mathrm{sin}\theta }}+ϵ^2{\displaystyle \frac{\mathrm{cos}\theta }{2\mathrm{sin}\theta }}\left({\displaystyle \frac{J}{\mathrm{sin}\theta }}\right)^2+\mathrm{}\right)n\right]+\text{c.c.},`$
where $`A(𝑪)`$ is a complex “integral” constant and c.c. stands for the complex conjugate to the preceding terms.
Let us derive an asymptotic solution of the map (1) for small $`ϵ`$ by means of the RG method. Substituting the expansion :

$$x_n=x_n^{(0)}+ϵx_n^{(1)}+ϵ^2x_n^{(2)}+\mathrm{},$$

into Eq.(2), we have

$$Lx_n^{(0)}=0,Lx_n^{(1)}=2Jx_n^{(0)},Lx_n^{(2)}=2Jx_n^{(1)}\mathrm{}.$$

and

$`x_n^{(0)}`$ $`=`$ $`A\mathrm{exp}(i\theta n)+\text{c.c.},`$
$`x_n^{(1)}`$ $`=`$ $`{\displaystyle \frac{JA}{i\mathrm{sin}\theta }}n\mathrm{exp}(i\theta n)+\text{c.c.},`$
$`x_n^{(2)}`$ $`=`$ $`{\displaystyle \frac{J^2A}{2\mathrm{sin}^2\theta }}\left(n^2+i{\displaystyle \frac{\mathrm{cos}\theta }{\mathrm{sin}\theta }}n\right)\mathrm{exp}(i\theta n)+\text{c.c.},`$
where $`A(𝑪)`$ is a complex constant. To remove secular terms ($`n,n^2`$), we introduce a renormalization transformation $`A\stackrel{~}{A}(n)`$ :

$$\stackrel{~}{A}(n)A+ϵ\frac{JA}{i\mathrm{sin}\theta }n+ϵ^2\frac{J^2A}{2\mathrm{sin}^2\theta }\left(n^2+i\frac{\mathrm{cos}\theta }{\mathrm{sin}\theta }n\right)+𝒪(ϵ^3),$$
(4)
A discrete version of the RG equation is just the first order difference equation of $`\stackrel{~}{A}(n)`$, whose local solution is given by Eq.(4). From Eq.(4), we have

$$\stackrel{~}{A}(n+1)\stackrel{~}{A}(n)=\left(iϵ\frac{J}{\mathrm{sin}\theta }ϵ^2\frac{J^2}{2\mathrm{sin}^2\theta }\left(2n+1+i\frac{\mathrm{cos}\theta }{\mathrm{sin}\theta }\right)\right)A+𝒪(ϵ^3),$$
(5)
where $`A`$ should be expressed in terms of $`\stackrel{~}{A}(n)`$. This is done by taking the inversion of the renormalization transformation (4) iteratively.

$$A=\left(1+iϵ\frac{Jn}{\mathrm{sin}\theta }+𝒪(ϵ^2)\right)\stackrel{~}{A}(n).$$
(6)
Substituting (6) into (5), we obtain the following RG equation (RG map) up to $`𝒪(ϵ^2)`$.

$$\stackrel{~}{A}(n+1)=\left(1+\frac{iϵJ}{\mathrm{sin}\theta }+\frac{1}{2!}\left(\frac{iϵJ}{\mathrm{sin}\theta }\right)^2iϵ^2\frac{J^2\mathrm{cos}\theta }{2\mathrm{sin}^3\theta }\right)\stackrel{~}{A}(n)+𝒪(ϵ^3),$$
(7)
of which solution is

$$\stackrel{~}{A}(n)=\left(1+\frac{iϵJ}{\mathrm{sin}\theta }+\frac{1}{2!}\left(\frac{iϵJ}{\mathrm{sin}\theta }\right)^2iϵ^2\frac{J^2\mathrm{cos}\theta }{2\mathrm{sin}^3\theta }+𝒪(ϵ^3)\right)^n\stackrel{~}{A}(0).$$
(8)
On the other hand, from Eq. (3), we have $`\stackrel{~}{A}(n)`$ exactly as

$$\stackrel{~}{A}(n)=\stackrel{~}{A}(0)\mathrm{exp}\left[i\left(ϵ\frac{J}{\mathrm{sin}\theta }ϵ^2\frac{\mathrm{cos}\theta }{2\mathrm{sin}\theta }\left(\frac{J}{\mathrm{sin}\theta }\right)^2+\mathrm{}\right)n\right],$$
(9)
Notice that $`|\stackrel{~}{A}|^2`$ is an exact constant of motion while it is merely an approximate conserved quantity of the (trancated) RG map (7). The symplectic structure is also not exactly preserved in the RG map, that is, for the truncated RG map (7) up to $`𝒪(ϵ^k)`$, we have

$$d\stackrel{~}{A}(n+1)d\stackrel{~}{A}^{}(n+1)d\stackrel{~}{A}(n)d\stackrel{~}{A}^{}(n)=𝒪(ϵ^{(k+1)})0,$$

where $`k=1,2,\mathrm{}`$. $`\stackrel{~}{A}^{}`$ is complex conjugate to $`\stackrel{~}{A}`$ and should also be a canonical conjugate to $`\stackrel{~}{A}`$ . Although this fault of the RG map vanishes in the limit of small $`ϵ`$, it is intorerable as shown in Fig.1 where we depict a long time behaviour of the solution for small but finite $`ϵ`$. In fact, the truncated RG map becomes a system with small but finite dissipation . In order to remedy a fault like this, we take advantage of a crucial observation that the coefficient of $`\stackrel{~}{A}(n)`$ in (7) can be modified as

$`1+{\displaystyle \frac{iϵJ}{\mathrm{sin}\theta }}+{\displaystyle \frac{1}{2!}}\left({\displaystyle \frac{iϵJ}{\mathrm{sin}\theta }}\right)^2iϵ^2{\displaystyle \frac{J^2\mathrm{cos}\theta }{2\mathrm{sin}^3\theta }}`$
$`=`$ $`\mathrm{exp}\left({\displaystyle \frac{iϵJ}{\mathrm{sin}\theta }}iϵ^2{\displaystyle \frac{J^2\mathrm{cos}\theta }{2\mathrm{sin}^3\theta }}\right)+𝒪(ϵ^3).`$
Using this modified coefficient, the symplectic symmetry in the truncated RG map is recovered as

$$\stackrel{~}{A}(n+1)=\mathrm{exp}\left(\frac{iϵJ}{\mathrm{sin}\theta }iϵ^2\frac{J^2\mathrm{cos}\theta }{2\mathrm{sin}^3\theta }\right)\stackrel{~}{A}(n),$$
(10)
which also has an exact conserved quntity $`|\stackrel{~}{A}|`$. This process is nothing but “exponentiation” of the coefficient of $`\stackrel{~}{A}(n)`$ and is called regularization of an RG map. It is easy to see that the solution of the regularized RG map (10) coincides with the asymptotic expansion of the exact solution (9) and describes a long time behaviour up to $`n𝒪(ϵ^2)`$ in the present approximation. In Fig.(1), trajectories constructed from the naive RG map (7) and the regularized RG map (10) are depicted to be compared to an “exact” trajectry of the original map (1)

## 3 Two-dimensional Non-linear Symplectic Map

### 3.1 Elliptic Fixed Point

Let us analyze a weakly non-linear symplectic map
$`𝑹^2(x_n,y_n)(x_{n+1},y_{n+1})`$ :

$`x_{n+1}`$ $`=`$ $`x_n+y_{n+1},`$
$`y_{n+1}`$ $`=`$ $`y_nJx_n+2ϵJx_n^3,`$ (11)
or

$$Lx_n=ϵ2Jx_n^3,$$
(12)
where $`ϵ`$ is a small parameter, $`L`$ is defined in (2) and $`0<J<2`$ is assumed so that Eq.(12) has a elliptic fixed point at the origin (0,0). Expanding $`x_n`$ as a power series of $`ϵ`$

$$x_n=x_n^{(0)}+ϵx_n^{(1)}+ϵ^2x_n^{(2)}+\mathrm{},$$
(13)
we have

$$Lx_n^{(0)}=0,Lx_n^{(1)}=2Jx_n^3,Lx_n^{(2)}=6Jx_n^{(0)}x_n^{(1)},\mathrm{},$$

and solutions of the perturbed equations to $`𝒪(ϵ^2)`$ are given by

$`x_n^{(0)}`$ $`=`$ $`A\mathrm{exp}(i\theta n)+\text{c.c.},`$
$`x_n^{(1)}`$ $`=`$ $`\alpha _1A^3\mathrm{exp}(3i\theta n)+i\alpha _{1R}|A|^2An\mathrm{exp}(i\theta n)+\text{c.c.},`$
$`x_n^{(2)}`$ $`=`$ $`i\alpha _1\alpha _{1R}|A|^4An\mathrm{exp}(i\theta n){\displaystyle \frac{\alpha _{1R}^2}{2}}|A|^4A\left(n^2+i{\displaystyle \frac{\mathrm{cos}\theta }{\mathrm{sin}\theta }}n\right)\mathrm{exp}(i\theta n)`$
$`+3i\alpha _1\alpha _{1R}|A|^2A^3\left(ni{\displaystyle \frac{\mathrm{sin}(3\theta )}{\mathrm{cos}3\theta \mathrm{cos}\theta }}\right)\mathrm{exp}(3i\theta n)`$
$`+6\alpha _1^2|A|^2A^3\mathrm{exp}(3i\theta n)+{\displaystyle \frac{3J\alpha _1A^5}{\mathrm{cos}5\theta \mathrm{cos}\theta }}\mathrm{exp}(5i\theta )+\text{c.c.},`$
where

$$\alpha _1\frac{J}{\mathrm{cos}3\theta \mathrm{cos}\theta },\alpha _{1R}\frac{3J}{\mathrm{sin}\theta },$$

and $`A(𝑪)`$ is a complex integral constant. In order to remove secular terms in the coefficient of the fundamental harmonic ($`\mathrm{exp}(i\theta n)`$), we introduce a renormalization transformation $`A\stackrel{~}{A}(n)`$:

$`\stackrel{~}{A}(n)`$ $`=`$ $`A+ϵ(i\alpha _{1R}|A|^2An)`$ (14)
$`+ϵ^2\left({\displaystyle \frac{\alpha _{1R}^2}{2}}|A|^4A\left(n^2+i{\displaystyle \frac{\mathrm{cos}\theta }{\mathrm{sin}\theta }}n\right)+i\alpha _1\alpha _{1R}|A|^4An\right).`$
Following the same procedure as that in the preceding section, we derive a naive RG map from Eq.(14):

$`\stackrel{~}{A}(n+1)\stackrel{~}{A}(n)`$ $`=`$ $`ϵi\alpha _{1R}|\stackrel{~}{A}(n)|^2\stackrel{~}{A}(n)`$ (15)
$`+ϵ^2({\displaystyle \frac{\alpha _{1R}^2}{2}}|\stackrel{~}{A}(n)|^4\stackrel{~}{A}(n)(1+i{\displaystyle \frac{\mathrm{cos}\theta }{\mathrm{sin}\theta }})`$
$`+i\alpha _1\alpha _{1R}|\stackrel{~}{A}(n)|^4\stackrel{~}{A}(n)),`$
which breaks the symplectic symmetry and does not have a constant of motion. To recover the symplectic symmetry, we regularize the naive RG map (15) by “exponentiating” the coefficient of $`\stackrel{~}{A}(n)`$, that is,

$`\stackrel{~}{A}(n+1)`$ $`=`$ $`\stackrel{~}{A}(n)\mathrm{exp}(iϵ|\stackrel{~}{A}(n)|^2\alpha _{1R}`$ (16)
$`+iϵ^2|\stackrel{~}{A}(n)|^4({\displaystyle \frac{\mathrm{cos}\theta }{2\mathrm{sin}\theta }}\alpha _{1R}^2+\alpha _1\alpha _{1R})),`$
which of course agrees with Eq.(15) to $`𝒪(ϵ^2)`$. It is easy to see that Eq.(16) has the symplectic symmetry

$$d\stackrel{~}{A}(n+1)d\stackrel{~}{A}^{}(n+1)=d\stackrel{~}{A}(n)d\stackrel{~}{A}^{}(n),$$

and a constant of motion $`|\stackrel{~}{A}|`$. Introducing the polar expression $`\stackrel{~}{A}(n)=|\stackrel{~}{A}(n)|\mathrm{exp}(i\stackrel{~}{\varphi }(n))`$, the regularized RG map is reduced to a simple phase equation given by

$`\stackrel{~}{\varphi }(n+1)`$ $`=`$ $`\stackrel{~}{\varphi }(n)+(ϵ|\stackrel{~}{A}(0)|^2\alpha _{1R}`$ (17)
$`+ϵ^2|\stackrel{~}{A}(0)|^4({\displaystyle \frac{\mathrm{cos}\theta }{2\mathrm{sin}\theta }}\alpha _{1R}^2+\alpha _1\alpha _{1R})),`$
Thus, the regularized RG map (16) is exactly solvable in contrast to the naive RG map (15) which do not have a conserved quantity. It is noted that secular coefficients of the third harmonic ($`\mathrm{exp}(3i\theta n)`$) are also summed up to give a renormalized coefficient $`\stackrel{~}{A}_3(n)`$ as:

$`ϵ\stackrel{~}{A}_3(n)`$ $``$ $`ϵ\alpha _1A^3`$ (18)
$`+ϵ^2\left(3i\alpha _1\alpha _{1R}|A|^2A^3\left(n{\displaystyle \frac{i\mathrm{sin}3\theta }{\mathrm{cos}3\theta \mathrm{cos}\theta }}\right)+6\alpha _1^2|A|^2A^3\right).`$
Substituting an iterative expression of $`A`$ in terms of $`\stackrel{~}{A}(n)`$ obtained from Eq.(14) into Eq.(18), we can eliminate secular terms in the same way as the case of differential equations .
As an application of the result, we obtain an approximate but analytical expression of the rotaion number near the elliptic fixed point. The definition of the rotation number is

$$\rho (x_0,y_0)\underset{N\mathrm{}}{lim}\frac{1}{2\pi N}\underset{n=0}{\overset{N}{}}\varphi _n,$$

where $`\varphi _n`$ is an angle between the vectors $`(x_n,y_n)`$ and $`(x_{n+1},y_{n+1})`$ . Neglecting effects of the higher hamonics, an approximate expression of $`\rho (x_0,y_0)`$ of the present system (11) is gven as following :

$$2\pi \rho (x_0,y_0)\theta +\left(ϵ|\stackrel{~}{A}(0)|^2\alpha _{1R}+ϵ^2|\stackrel{~}{A}(0)|^4\left(\frac{\mathrm{cos}\theta }{2\mathrm{sin}\theta }\alpha _{1R}^2+\alpha _1\alpha _{1R}\right)\right)+\stackrel{~}{\varphi }(0),$$
(19)
where initial values $`(x_0,y_0)`$ are related to $`|\stackrel{~}{A}(0)|`$ and $`\stackrel{~}{\varphi }(0)`$. In Fig.(3), the rotaion number $`\rho (x_0,y_0)`$ given by (19) is depicted for initial values on the half line $`0<x_0<0.8,y_0=0`$ shown in Fig.(2). The result agrees well with the “exact” rotation number obtained by numerical calculations of the original map (11) until a new resonance appears near $`x_00.6`$.

### 3.2 Hyperbolic Fixed Point

In the case $`J<0`$ in (11), the origin (0,0) is a hyperbolic fixed point of (11) and Eq.(12) becomes

$$Lx_n=ϵ2Jx_n^3,$$
(20)
where

$$Lx_nx_{n+1}2\mathrm{cosh}(\theta )x_n+x_{n1},\mathrm{cosh}\theta =1J/2(J<0),$$

and $`K\mathrm{exp}(\theta )`$ is one of the eigenvalues of the linearized equation at the origin, that is

$$K=\frac{1}{2}\left(2J+\sqrt{4J+J^2}\right),\text{or}K=\frac{1}{2}\left(2J\sqrt{4J+J^2}\right).$$

Expanding the $`x_n`$ as (13), we get the following perturbed solution

$`x_n^{(0)}`$ $`=`$ $`A_+K^n+A_{}K^n,`$
$`x_n^{(1)}`$ $`=`$ $`2J\left({\displaystyle \frac{A_+^3K^{3n}}{D(K)}}+{\displaystyle \frac{A_{}^3K^{3n}}{D(K)}}+{\displaystyle \frac{3A_+^2A_{}}{KK^1}}nK^n+{\displaystyle \frac{3A_+A_{}^2}{K^1K}}nK^n\right),`$
$`x_n^{(2)}`$ $`=`$ $`12J^2\left({\displaystyle \frac{3A_+^3A_{}^2}{2(KK^1)^2}}\left(n^2a(K)n\right)+{\displaystyle \frac{A_+^3A_{}^2}{(KK^1)D(K)}}\right)K^n`$
$`+12J^2\left({\displaystyle \frac{3A_{}^3A_+^2}{2(K^1K)^2}}\left(n^2+a(K)n\right)+{\displaystyle \frac{A_{}^3A_+^2}{(K^1K)D(K)}}\right)K^n+\text{n.r.},`$
where

$`D(K)`$ $``$ $`K^3(K+K^1)+K^3=D(K^1)𝑹,`$
$`a(K)`$ $``$ $`{\displaystyle \frac{K+K^1}{KK^1}}=a(K^1)𝑹.`$
$`A_+`$ and $`A_{}`$ are real “integral” constants and n.r. denotes non-resonant terms which are proportional to $`K^{3n},K^{3n},K^{5n},K^{5n}`$. Introducing a renormalization transformation $`A_+\stackrel{~}{A}_+(n)`$ and $`A_{}\stackrel{~}{A}_{}(n)`$ to remove secular terms in the coefficient of $`K^n`$, we have a set of naive RG equations:

$`\stackrel{~}{A}_+(n+1)`$ $`=`$ $`\stackrel{~}{A}_+(n)2ϵJ{\displaystyle \frac{3\stackrel{~}{A}_+^2(n)\stackrel{~}{A}_{}(n)}{KK^1}}`$ (21)
$`+12ϵ^2J^2({\displaystyle \frac{3\stackrel{~}{A}_+^3(n)\stackrel{~}{A}_{}^2(n)}{2(KK^1)^2}}(1a(K))`$
$`+{\displaystyle \frac{\stackrel{~}{A}_+^3(n)\stackrel{~}{A}_{}^2(n)}{(KK^1)D(K)}}),`$
$`\stackrel{~}{A}_{}(n+1)`$ $`=`$ $`\stackrel{~}{A}_{}(n)2ϵJ{\displaystyle \frac{3\stackrel{~}{A}_{}^2(n)\stackrel{~}{A}_+(n)}{K^1K}}`$ (22)
$`+12ϵ^2J^2({\displaystyle \frac{3\stackrel{~}{A}_{}^3(n)\stackrel{~}{A}_+^2(n)}{2(K^1K)^2}}(1+a(K))`$
$`+{\displaystyle \frac{\stackrel{~}{A}_{}^3(n)\stackrel{~}{A}_+^2(n)}{(K^1K)D(K)}}).`$
The set of Eqs. (21) and (22) do not have the symplectic symmetry but is regularized by the folowing exponentiation procedure.

$`\stackrel{~}{A}_+(n+1)`$ $`=`$ $`\stackrel{~}{A}_+(n)\mathrm{exp}\{ϵ{\displaystyle \frac{6J\stackrel{~}{A}_+(n)\stackrel{~}{A}_{}(n)}{KK^1}}`$ (23)
$`+ϵ^212J^2(a(K){\displaystyle \frac{3\stackrel{~}{A}_+^2(n)\stackrel{~}{A}_{}^2(n)}{2(KK^1)^2}}+{\displaystyle \frac{\stackrel{~}{A}_+(n)\stackrel{~}{A}_{}(n)}{(KK^{})D(K)}})\},`$
$`\stackrel{~}{A}_{}(n+1)`$ $`=`$ $`\stackrel{~}{A}_{}(n)\mathrm{exp}\{ϵ{\displaystyle \frac{6J\stackrel{~}{A}_{}(n)\stackrel{~}{A}_+(n)}{K^1K}}`$ (24)
$`+ϵ^212J^2(+a(K){\displaystyle \frac{3\stackrel{~}{A}_{}^2(n)\stackrel{~}{A}_+^2(n)}{2(K^1K)^2}}+{\displaystyle \frac{\stackrel{~}{A}_{}(n)\stackrel{~}{A}_+(n)}{(K^1K)D(K)}})\}.`$
This regularized RG map has a constant of motion

$$P\stackrel{~}{A}_+(n)\stackrel{~}{A}_{}(n)=\stackrel{~}{A}_+(0)\stackrel{~}{A}_{}(0),$$

and is also exactly solvable. In terms of $`P`$, a general solution of Eqs. (23) and (24) is given as

$`\stackrel{~}{A}_+(n)`$ $`=`$ $`\stackrel{~}{A}_+(0)\mathrm{exp}\left(Q(P;ϵ)n\right),`$
$`\stackrel{~}{A}_{}(n)`$ $`=`$ $`\stackrel{~}{A}_{}(0)\mathrm{exp}\left(Q(P;ϵ)n\right),`$
where $`Q(P;ϵ)`$ is a polynomial of $`P`$:

$`Q(P;ϵ)`$ $``$ $`ϵ{\displaystyle \frac{6JP}{KK^1}}`$
$`+ϵ^212J^2\left({\displaystyle \frac{3a(K)P^2}{2(KK^1)^2}}+{\displaystyle \frac{P}{(KK^1)D(K)}}\right).`$
## 4 Four-dimensional Symplectic Map

Let us consider a coupled map of two symplectic maps (11)
$`𝑹^4(x_n,y_n,x_n^{},y_n^{})(x_{n+1},y_{n+1},x_{n+1}^{},y_{n+1}^{}):`$

$`x_{n+1}`$ $`=`$ $`{\displaystyle \frac{F}{y_{n+1}}},y_n={\displaystyle \frac{F}{x_n}},`$ (25)
$`x_{n+1}^{^{}}`$ $`=`$ $`{\displaystyle \frac{F}{y_{n+1}^{^{}}}},y_n^{^{}}={\displaystyle \frac{F}{x_n^{^{}}}},`$ (26)
where $`F`$ is a gerenating function ,

$`F(x_n,y_{n+1},x_n^{^{}},y_{n+1}^{^{}})`$ $`=`$ $`x_ny_{n+1}+x_n^{^{}}y_{n+1}^{^{}}+{\displaystyle \frac{1}{2}}(y_{n+1}^2+y_{n+1}^{}_{}{}^{}2)`$
$`+{\displaystyle \frac{1}{2}}(Jx_n^2+J^{^{}}x_n^{}_{}{}^{}2)2ϵ\left(J{\displaystyle \frac{x_n^4}{4}}+J^{^{}}{\displaystyle \frac{x_n^{}_{}{}^{}4}{4}}+ax_n^2x_n^{}_{}{}^{}2\right).`$
The origin $`(0,0,0,0)`$ is an elliptic fixed point of (25) and (26) for $`0<J<2`$ and $`0<J^{^{}}<2`$. Eliminating the $`y`$ and $`y^{^{}}`$ from Eqs. (25) and (26), we obtain coupled second order difference equations:

$`x_{n+1}2\mathrm{cos}(\theta )x_n+x_{n1}`$ $`=`$ $`2ϵ(Jx_n^3+2ax_nx_n^{}_{}{}^{}2),`$ (27)
$`x_{n+1}^{^{}}2\mathrm{cos}(\theta ^{})x_n^{^{}}+x_{n1}^{^{}}`$ $`=`$ $`2ϵ(J^{^{}}x_n^{}_{}{}^{}3+2ax_n^2x_n^{^{}}),`$ (28)
where $`\mathrm{cos}\theta =1J/2`$ , $`\mathrm{cos}\theta ^{}=1J^{^{}}/2`$. Now, we concentrate on the case that the ratio of frequencies of the leading order solution of (27) and (28) ,i.e. $`\theta /\theta ^{}`$ is an irrational number. Then, straightforward calculations yield perturbation solutions of (27) and (28) as

$`x_n^{(0)}`$ $`=`$ $`A\mathrm{exp}(i\theta n)+\text{c.c.},`$
$`x_n^{{}_{}{}^{}(0)}`$ $`=`$ $`B\mathrm{exp}(i\theta ^{^{}}n)+\text{c.c.},`$
$`x_n^{(1)}`$ $`=`$ $`{\displaystyle \frac{i}{\mathrm{sin}\theta }}(3J|A|^2A+4a|B|^2A)n\mathrm{exp}(in\theta )+\text{c.c.}+\text{n.r.},`$ (29)
$`x_n^{{}_{}{}^{}(1)}`$ $`=`$ $`{\displaystyle \frac{i}{\mathrm{sin}\theta ^{^{}}}}(3J^{^{}}|B|^2B+4a|A|^2B)n\mathrm{exp}(in\theta ^{^{}})+\text{c.c.}+\text{n.r.},`$ (30)
where $`A𝑪`$ and $`B𝑪`$ are integral constants. In order to remove secular terms in (29) and (30), we introduce a RG transformation $`A\stackrel{~}{A}(n),B\stackrel{~}{B}(n)`$:

$`\stackrel{~}{A}(n)`$ $``$ $`A+ϵ{\displaystyle \frac{i}{\mathrm{sin}\theta }}(3J|A|^2+4a|B|^2)An,`$
$`\stackrel{~}{B}(n)`$ $``$ $`B+ϵ{\displaystyle \frac{i}{\mathrm{sin}\theta ^{^{}}}}(3J^{^{}}|B|^2+4a|A|^2)Bn,`$
from which a naive RG map is obtained as

$`\stackrel{~}{A}(n+1)`$ $`=`$ $`\stackrel{~}{A}(n)\left\{1+ϵ{\displaystyle \frac{i}{\mathrm{sin}\theta }}(3J|\stackrel{~}{A}|^2+4a|\stackrel{~}{B}|^2)\right\},`$
$`\stackrel{~}{B}(n+1)`$ $`=`$ $`\stackrel{~}{B}(n)\left\{1+ϵ{\displaystyle \frac{i}{\mathrm{sin}\theta ^{^{}}}}(3J^{^{}}|\stackrel{~}{B}|^2+4a|\stackrel{~}{A}|^2)\right\}.`$
To regularize this map, we scale the renormalized variables as

$$\alpha (n)\frac{\stackrel{~}{A}(n)}{\sqrt{\mathrm{sin}\theta ^{^{}}}},\beta (n)\frac{\stackrel{~}{B}(n)}{\sqrt{\mathrm{sin}\theta }},$$

where $`\mathrm{sin}\theta >0`$ and $`\mathrm{sin}\theta ^{^{}}>0`$. Finally we “exponentiate” the resultant naive RG map as

$`\alpha (n+1)`$ $`=`$ $`\alpha (n)\mathrm{exp}\left\{ϵ(i)\left(3J{\displaystyle \frac{\mathrm{sin}\theta ^{^{}}}{\mathrm{sin}\theta }}|\alpha (n)|^2+4a|\beta (n)|^2\right)\right\},`$ (31)
$`\beta (n+1)`$ $`=`$ $`\beta (n)\mathrm{exp}\left\{ϵ(i)\left(3J^{^{}}{\displaystyle \frac{\mathrm{sin}\theta }{\mathrm{sin}\theta ^{^{}}}}|\beta (n)|^2+4a|\alpha (n)|^2\right)\right\},`$ (32)
It is easy to see Eqs.(31) and (32) have the sympletic symmetry

$$d\alpha (n+1)d\alpha ^{}(n+1)+d\beta (n+1)d\beta ^{}(n+1)=d\alpha (n)d\alpha ^{}(n)+d\beta (n)d\beta ^{}(n),$$

and two constants of motion $`|\alpha |^2`$ and $`|\beta |^2`$.

## 5 conclusion

We present a regularized RG procedure to preserve the symplectic structure in RG maps near elliptic and hyperbolic fixed points of some symplectic discrete systems. The regularization is accomplished by simple exponentiation of a naive RG map and gives a symplectic RG map, which succesfully describes a long-time asymptotic behaviour of the original system. Without such regularization, a naive (truncated) RG map fails to describe a long-time behaviour especially near elliptic fixed points. Furthermore, all regularized RG maps obtained here have constants of motion and can be exactly solvable, while non-regularized (nonlinear) RG maps have no conserved quantities and are not solvable analytically. As an application of the regularized RG map, we give an approximate but analytical exprssion of the rotation number around an elliptic fixed point.
It is easy to see that the present regularization process is also applicable to general two-dimensional symplectic maps and higher dimensonal symplectic maps, which have an elliptic fixed point with incommensurate frequencies. However, construction of regularized RG maps of general higher dimensional symplectic maps is still an open problem to be studied in future.

## 6 Acknowledgements

The authors would like to thank Prof. T. Konishi and Dr. Y. Hirata for fruitful discussions.