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# Dynamics of the Segre varieties of a real submanifold in complex space

## 1. Introduction

Let $`M^N`$ be a smooth ($`C^{\mathrm{}}`$) real submanifold of codimension $`d`$ with $`0M`$. We choose smooth real-valued functions $`r=(r_1,\mathrm{},r_d)`$, with differentials $`dr_1,\mathrm{},dr_d`$ linearly independent at $`0`$, so that $`M`$ is defined by $`r=0`$ near the origin. If the complex differentials $`r_1,\mathrm{},r_d`$ are also linearly independent at $`0`$, then $`M`$ is called generic (near the origin). If $`M`$ is a real-analytic, generic submanifold, there is a family of complex submanifolds of $`^N`$, called the Segre varieties associated to $`M`$, which carry a great deal of information about the local geometry of $`M`$. The Segre varieties have been used by many mathematicians to study mappings between generic submanifolds. (See the end of this introduction for some specific references.) In this paper, we shall consider an algebraic substitute for these varieties for the case of smooth manifolds by introducing a formal mapping which, in the real-analytic case, parametrizes the Segre varieties. Our main objective is to study iterations of this mapping and relate these iterations to the local CR geometry of the manifold.

If $`r`$ is a local defining function of a smooth generic submanifold $`M`$ as above, then we denote by $`\rho _j(Z,\overline{Z})`$ the Taylor series of $`r_j`$ at $`0`$. We write $`\rho =(\rho _1,\mathrm{},\rho _d)`$. We consider $`\rho _j(Z,\zeta )`$ as a formal power series in the $`2N`$ indeterminates $`(Z,\zeta )`$. We shall denote the ring of such power series with complex coefficients by $`[[Z,\zeta ]]`$. By a formal mapping $`F:(^k,0)(^p,0)`$, we shall mean a $`p`$-tuple $`F(x)=(F_1(x),\mathrm{},F_p(x))`$, where $`x=(x_1,\mathrm{},x_k)`$, of formal power series $`F_j[[x]]`$ without constant terms. The rank of $`F`$, $`\text{Rk}F`$, is defined as the rank of the Jacobian matrix $`F/x`$ regarded as a $`𝕂_x`$-linear mapping $`𝕂_x^k𝕂_x^p`$, where $`𝕂_x`$ denotes the field of fractions of $`[[x]]`$. Hence $`\text{Rk}F`$ is the largest integer $`s`$ such that there is an $`s\times s`$ minor of the matrix $`F/x`$ which is not 0 as a formal power series in $`x`$.

Let $`\gamma (\zeta ,t)`$, where $`\zeta =(\zeta _1,\mathrm{}\zeta _N)`$, $`t=(t_1,\mathrm{},t_n)`$, and $`n=Nd`$, be a formal mapping $`(^N\times ^n,0)(^N,0)`$ such that

(1)
$$\rho (\gamma (\zeta ,t),\zeta )=0,\text{rk }\frac{\gamma }{t}(0,0)=n.$$

The existence of such $`\gamma (\zeta ,t)`$ is a consequence of the formal implicit function theorem and the fact that $`_Z\rho _1,\mathrm{}_Z\rho _d`$ are linearly independent at $`0`$. We shall call a formal mapping $`\gamma (\zeta ,t)`$ satisfying (1) a Segre variety mapping for the germ of $`M`$ at $`0`$. Recall that if $`M`$ is real-analytic, in which case we may assume that the formal series $`\rho _j(Z,\zeta )`$ are convergent, then the Segre variety of $`M`$ at $`p`$, for $`p`$ near $`0`$, is the complex $`n`$-dimensional submanifold defined by the equation $`\rho (Z,\overline{p})=0`$. Hence, in this case, $`\gamma (\zeta ,t)`$ satisfying (1) can be chosen to be convergent, and the mapping $`t\gamma (\zeta ,t)`$, for $`t`$ near $`0^n`$, parametrizes the Segre variety of $`M`$ at $`\overline{\zeta }`$.

We define a sequence of formal mappings $`v^j:(^{nj},0)(^N,0)`$, called the iterated Segre mappings of $`M`$ at $`0`$ (relative to $`\gamma `$), inductively as follows:

(2) $`v^1(t^1):=\gamma (0,t^1),`$
$`v^{j+1}(t^1,\mathrm{},t^{j+1}):=\gamma (\overline{v}^j(t^1,\mathrm{},t^j),t^{j+1}).`$
Recall that $`M`$ is said to be of finite type at $`0`$ (in the sense of Kohn \[K72\] and Bloom–Graham \[BG77\]) if the Lie algebra $`𝔤_M`$ generated by the $`(1,0)`$ and the $`(0,1)`$ vector fields tangent to $`M`$ span $`T_0M`$, the complexified tangent space of $`M`$ at $`0`$ (see e.g. \[BER99a\], Chapter I). The following is one of the main results of this paper.

###### Theorem 1.1.

Let $`M^N`$ be a smooth generic submanifold of codimension $`d`$ with $`0M`$, and let $`\gamma (\zeta ,t)`$ be a Segre variety mapping of $`M`$ at $`0`$. Let $`v^j`$, $`j1`$, be the iterated Segre mappings of $`M`$ at $`0`$ relative to $`\gamma `$. Then the rank $`\text{Rk}v^j`$ is an increasing function of $`j`$ and is independent of the choice of the holomorphic coordinates $`Z`$, the defining function $`r`$, and the Segre variety mapping $`\gamma `$. In addition, there exists an integer $`k_0`$, $`1k_0d+1`$, such that $`\text{Rk}v^j=\text{Rk}v^{j+1}`$ for $`jk_0`$, and if $`k_0>1`$, then $`\text{Rk}v^j<\text{Rk}v^{j+1}`$ for $`1jk_01`$. Moreover, the following are equivalent:

1. $`M`$ is of finite type at $`0`$.
2. $`\text{Rk}v^{k_0}=N`$.

For $`pM`$, we denote by $`𝔤_M(p)`$ the subspace of $`T_pM`$ obtained by evaluating the vector fields in $`𝔤_M`$ at $`p`$. We shall prove the following result, which is more general than the equivalence of (i) and (ii) in Theorem 1.1.

###### Theorem 1.2.

Let $`M^N`$ be a smooth generic submanifold of codimension $`d`$ through the origin, with $`\gamma `$, $`v^j`$, and $`k_0`$ as in Theorem 1.1. Let $`e=2Nddim_{}𝔤_M(0)`$. Then,

(3)
$$\text{Rk}v^{k_0}=Ne.$$

We also have the following result.

###### Theorem 1.3.

Let $`M^N`$ be a smooth generic submanifold of codimension $`d`$ through the origin, with $`\gamma `$, $`v^j`$, and $`k_0`$ as in Theorem 1.1, and $`e`$ as in Theorem 1.2. Then there exist formal power series $`f_1,\mathrm{},f_e[[Z]]`$ such that

1. $`df_1(0),\mathrm{},df_e(0),dr_1(0),\mathrm{},dr_d(0)`$ are linearly independent, where $`r_1,\mathrm{},r_d`$ are defining functions for $`M`$ near $`0`$.
2. $`f_kv^j=0`$, for $`k=1,\mathrm{},e`$ and $`j=1,2,\mathrm{}`$.

We would like to point out that if $`M`$ is a real-analytic generic submanifold, then one can choose the Segre variety mapping $`\gamma `$ to be holomorphic in a neighborhood of $`0`$. Hence, the iterated Segre mappings $`v^j`$ are holomorphic. Also, in this case, the power series $`f_1,\mathrm{},f_e`$ in Theorem 1.3 may be chosen to be convergent near $`0`$. The real submanifold in $`M`$ defined by $`f_1=\mathrm{}=f_e=r_1=\mathrm{}=r_d=0`$ is the local CR orbit of $`0`$ in $`M`$, and the complex submanifold in $`^N`$ defined by $`f_1=\mathrm{}=f_e=0`$ is its intrinsic complexification. (The reader is referred e.g. to \[BER99a\], Chapter I, for the definition of the intrinsic complexification of a real-analytic CR submanifold, and to \[BER99a\], Chapter IV, for the definition of the local CR orbit.)

A smooth real submanifold $`M^N`$, defined locally near $`p_0M`$ by $`r_1=\mathrm{}=r_d=0`$, is said to be CR (near $`p_0`$) if the rank of the complex differentials $`r_1,\mathrm{},r_d`$ is constant on $`M`$ (near $`p_0`$). A real-analytic CR submanifold is generic as a real submanifold of its intrinsic complexification (see \[BER99a\], Corollary 1.8.10), and hence Theorems 1.11.3 also imply directly results for real-analytic CR submanifolds. A merely smooth CR submanifold need not be contained in any proper complex submanifold, however, a formal version of such an inclusion may be given in this case. (See §2 and Remark 5.4.) Analogs of Theorems 1.11.3 can be formulated in this context, but we shall not do so here.

As mentioned above, in the real-analytic case, the use of Segre varieties for the study of mappings of hypersurfaces and generic submanifolds has a long history. In particular we cite here the work of Webster \[W77\], Diederich-Webster \[DW80\], Baouendi-Jacobowitz-Treves \[BJT85\], Diederich-Fornaess \[DF88\], Baouendi-Rothschild \[BR88\], Forstneric \[F89\], Huang \[H94\].

The iterated Segre mappings $`v^j`$ in the real-analytic case were introduced, with a special choice of coordinates (so-called canonical coordinates) and a special choice of Segre variety mapping in \[BER96\]. In that paper, the image of the mapping $`v^j`$ was called the $`j`$th Segre set, and the existence of an integer $`k_0`$ such that (3) holds was established. Also, for $`M`$ merely smooth, the existence of the integer $`k_0`$ such that (i) implies (ii) in Theorem 1.1 can be deduced from \[BER96\] by again using the special canonical coordinates mentioned above (see \[BER99b\] and \[BER99c\]). However, the results in Theorem 1.1, even in the case where $`M`$ is real-analytic, are sharper than those mentioned above. We should emphasize here that the proofs in this paper are new, even in the real-analytic case, and the approach here is more elementary than that in \[BER96\]; in particular, the proofs in this paper do not assume the existence of canonical coordinates. The results in Theorems 1.11.3 above follow from a more general statement, Theorem 2.3 below, concerning formal manifolds. All the results are thus reduced to questions about ideals and their derivations in the ring of formal power series.

The iterated Segre mappings, in the real-analytic and algebraic cases, have played a crucial role in recent work on mappings between generic submanifolds. We mention here work of Zaitsev \[Z97\]\[Z99\], joint work of the first and third authors with Zaitsev \[BRZ00\], Mir \[Mi00a\]\[Mi00b\], as well as work of the authors \[BER96\], \[BER98\], \[BER99b\], \[BER99c\]. We should also mention the work of Christ–Nagel–Stein–Wainger \[CNSW99\] in which the ranks of iterated real mappings are related to curvature and finite type conditions in a very different context. Finally, we note that in the real-analytic case another approach to the construction of a sequence of mappings $`v^j`$ for which the identity (3) holds for some $`k_0`$ was given by Merker \[Me99\].

The authors are grateful to Dmitri Zaitsev for showing us a simple proof of Nagano’s theorem, which was adapted to the formal case in the proof of Proposition 5.1.

## 2. Preliminaries and reformulation of the main results for formal manifolds

In this section, we shall give some preliminary material on formal manifolds and their mappings. As in the introduction, we let $`[[x]]`$ denote the ring of formal power series in $`x=(x_1,\mathrm{},x_k)`$, and $`𝕂_x`$ the field of fractions of $`[[x]]`$. An ideal $`I[[x]]`$ is called a manifold ideal if, for some choice of generators $`f_1,\mathrm{},f_d`$ of $`I`$, the vectors $`f_1/x(0),\mathrm{},f_d/x(0)`$ are linearly independent in $`^k`$. (Observe that any other minimal set of generators of $`I`$ must have $`d`$ elements whose differentials at the origin are linearly independent.) If this condition is satisfied we say that the manifold ideal $`I`$ has codimension $`d`$ and dimension $`kd`$. (This terminology agrees with that of Krull dimension for manifold ideals.) We shall say that the manifold ideal $`I`$ defines a formal manifold $`\mathrm{\Sigma }^k`$ of dimension $`kd`$ and codimension $`d`$ and write $`I=(\mathrm{\Sigma })`$. To motivate this terminology, we observe that if the generators $`f_1,\mathrm{},f_d`$ of $`I`$ can be taken to be convergent, then the equations $`f_1(x)=\mathrm{}=f_d(x)=0`$ define a complex submanifold $`\mathrm{\Sigma }`$ through the origin in $`^k`$ (of codimension $`d`$) such that the ideal of germs at $`0`$ of holomorphic functions vanishing on $`\mathrm{\Sigma }`$ is generated by $`f_1,\mathrm{},f_d`$. If $`\mathrm{\Sigma }_1,\mathrm{\Sigma }_2^k`$ are formal manifolds and $`(\mathrm{\Sigma }_2)(\mathrm{\Sigma }_1)`$, then we shall say that $`\mathrm{\Sigma }_1`$ is contained in $`\mathrm{\Sigma }_2`$ and write $`\mathrm{\Sigma }_1\mathrm{\Sigma }_2`$.

Recall that a formal mapping $`F:(^k,0)(^p,0)`$ is a $`p`$-tuple $`F=(F_1,\mathrm{},F_p)`$ of formal power series in $`x`$ that vanish at $`0`$. Any formal mapping induces a $``$-linear ring homomorphism $`\varphi _F:[[y]][[x]]`$, where $`y=(y_1,\mathrm{},y_p)`$, defined by $`\varphi _F(f)=fF`$ for all $`f[[y]]`$. Conversely, any $``$-linear ring homomorphism $`\varphi :[[y]][[x]]`$ is of the form $`\varphi =\varphi _F`$ for a uniquely determined formal mapping $`F:(^k,0)(^p,0)`$. A formal mapping $`H:(^k,0)(^k,0)`$ is called a formal change of coordinates if the $`k\times k`$ matrix $`H/x(0)`$ is invertible. (This is equivalent to $`\varphi _H`$ being a $``$-linear ring isomorphism.) We note that if $`\mathrm{\Sigma }^k`$ is a formal manifold of codimension $`d`$, then there exists a formal change of coordinates $`x^{}=H(x)`$ so that $`(\mathrm{\Sigma })`$ is generated by $`x_1^{},\mathrm{},x_d^{}`$.

Let $`\mathrm{\Lambda }^k`$, $`\mathrm{\Sigma }^p`$ be formal manifolds, and $`F:(^k,0)(^p,0)`$ a formal mapping. We shall say that $`F`$ maps $`\mathrm{\Lambda }`$ into $`\mathrm{\Sigma }`$, and write $`F(\mathrm{\Lambda })\mathrm{\Sigma }`$, if $`\varphi _F((\mathrm{\Sigma }))(\mathrm{\Lambda })`$. In particular, if $`\mathrm{\Lambda }=^k`$ (so that $`(\mathrm{\Lambda })=(0)`$), then

$$F(^k)\mathrm{\Sigma }fF=0,f(\mathrm{\Sigma }).$$

Recall that $`\text{Rk}F`$ denotes the rank of the $`𝕂_x`$-linear mapping $`𝕂_x^k𝕂_x^p`$ defined by the $`p\times k`$ matrix $`F/x`$. If $`F(^k)\mathrm{\Sigma }^p`$ and $`\text{Rk}F=dim\mathrm{\Sigma }`$ (where $`dim\mathrm{\Sigma }`$ denotes the dimension of the ideal $`(\mathrm{\Sigma })`$), then we shall say that $`F`$ is a formal subparametrization of $`\mathrm{\Sigma }`$. If, in addition, $`dim\mathrm{\Sigma }=k`$ and $`\text{rk }F/x(0)=k`$, then we shall say that $`F`$ is a formal parametrization of $`\mathrm{\Sigma }`$. The proof of the following proposition is elementary (using e.g. \[BER99a\], Proposition 5.3.5) and is left to the reader.

###### Proposition 2.1.

If $`F:(^k,0)(^p,0)`$ is a formal subparametrization of a formal manifold $`\mathrm{\Sigma }^p`$ then

$$(\mathrm{\Sigma })=\{f[[y]]:fF=0\}.$$

The following is a direct consequence of the formal implicit function theorem.

###### Proposition 2.2.

Let $`F,G:(^k,0)(^p,0)`$ be formal mappings and $`\mathrm{\Sigma }^p`$ a formal manifold of dimension $`k`$. If $`F`$ and $`G`$ are parametrizations of $`\mathrm{\Sigma }`$, then there exists a formal change of coordinates $`H:(^k,0)(^k,0)`$ such that $`FH=G`$.

A formal vector field $`X`$ in $`^k`$ is a $``$-linear derivation of the ring $`[[x]]`$, $`x=(x_1,\mathrm{},x_k)`$. Any formal vector field $`X`$ has a unique representation in the form

$$X=\underset{j=1}{\overset{k}{}}a_j(x)\frac{}{x_j},a_j[[x]].$$

We shall write $`\text{Der}([[x]])`$ for the $`[[x]]`$-module of all formal vector fields in $`^k`$. If $`\mathrm{\Sigma }^k`$ is a formal manifold, we say that a formal vector field $`X`$ is tangent to $`\mathrm{\Sigma }`$ if $`Xf(\mathrm{\Sigma })`$ for all $`f(\mathrm{\Sigma })`$.

For the results described in the introduction, we shall need to focus on the situation where $`x=(Z,\zeta )`$, $`Z=(Z_1,\mathrm{},Z_N)`$ and $`\zeta =(\zeta _1,\mathrm{},\zeta _N)`$, and consider those formal changes of coordinates in $`^N\times ^N`$ which are of the form

(4)
$$(Z,\zeta )=(H(Z),\overline{H}(\zeta )),$$

where $`H:(^N,0)(^N,0)`$ is a formal change of coordinates and $`\overline{H}(\zeta )`$ denotes $`\overline{H(\overline{\zeta })}`$. We define a conjugate linear isomorphism $`\sigma :[[Z,\zeta ]][[Z,\zeta ]]`$ by $`\sigma (f(Z,\zeta ))=\overline{f}(\zeta ,Z)`$. Observe that $`\sigma ^2:=\sigma \sigma `$ equals the identity and that all formal changes of variables of the form (4) commute with $`\sigma `$, i.e. $`\varphi _{}\sigma =\sigma \varphi _{}`$. (Indeed, the formal changes of variables $``$ in $`^N\times ^N`$ of the form (4) are precisely those for which $`\varphi _{}`$ commute with $`\sigma `$ and preserve the subring $`[[Z]][[Z,\zeta ]]`$.)

We shall say that $`f[[Z,\zeta ]]`$ is real if $`\sigma (f)=f`$. Hence if $`f`$ is a convergent power series, then $`f`$ is real if and only if $`Zf(Z,\overline{Z})`$ is a real-valued function in a neighborhood of $`0`$ in $`^N`$. A manifold ideal $`I[[Z,\zeta ]]`$ is called real if $`\sigma (I)I`$. (Equivalently, we say that a formal manifold $`^N\times ^N`$ is real if its ideal $`()`$ is real.) One can easily check that $`I`$ is real if and only if there are real generators for $`I`$. The motivation for this terminology is that if $`\rho _1,\mathrm{},\rho _d`$ are real generators for a real manifold ideal $`I`$ which are also convergent, then the equations $`\rho _1(Z,\overline{Z})=\mathrm{}\rho _d(Z,\overline{Z})=0`$ define a real-analytic submanifold of codimension $`d`$ near $`0`$ in $`^N`$.

Let $`^N\times ^N`$ be a formal real manifold of codimension $`d`$ and $`\rho =(\rho _1,\mathrm{},\rho _d)`$ a vector of generators of $`(M)`$. We say that $``$ is CR if

$$\text{rk }_{𝕂_{Z,\zeta }}\frac{\rho }{Z}(Z,\zeta )=\text{rk }\frac{\rho }{Z}(0,0).$$

Here $`\rho /Z`$ is considered as a $`d\times N`$ matrix with coefficients in $`[[Z,\zeta ]]`$ and $`𝕂_{Z,\zeta }`$ is the field of fractions of that ring. We say that the formal real submanifold $`^N`$ is generic if $`\text{rk }\rho /Z(0)=d`$. Observe that the definitions above are independent of the choice of generators $`\rho _j`$, and that any formal generic manifold is necessarily CR.

If $`^N\times ^N`$ is a formal CR manifold, then it can be shown (cf. Remark 5.4) that $`()[[Z]]`$ is a manifold ideal in $`[[Z]]`$ of dimension $`Nd+\text{rk }\rho /Z(0)`$. The formal manifold $`𝒞^N`$ whose ideal is $`()[[Z]]`$ is called the intrinsic complexification of $``$. Observe that $``$ is generic if and only if $`𝒞=^N`$.

A formal $`(1,0)`$-vector field is a formal vector field in $`^N\times ^N`$ of the form

$$X=\underset{j+1}{\overset{N}{}}a_j(Z,\zeta )\frac{}{Z_j},a_j[[Z,\zeta ]].$$

Similarly, a formal $`(0,1)`$-vector field is one of the form

$$X=\underset{j+1}{\overset{N}{}}a_j(Z,\zeta )\frac{}{\zeta _j},a_j[[Z,\zeta ]].$$

If $`^N\times ^N`$ is a formal CR manifold, then a formal $`(0,1)`$-vector field tangent to $``$ is called a CR vector field  on $``$. We denote by $`𝔤_{}`$ the Lie algebra of formal vector fields generated by all the formal $`(0,1)`$ and $`(1,0)`$-vector fields tangent to $``$. One can easily check that $`𝔤_{}`$ is also a $`[[Z,\zeta ]]`$-module. If $`dim𝔤_{}(0)=dim`$, then we say that $``$ is of finite type. (Here $`𝔤_{}(0)`$ is the complex vector space spanned by the vector fields in $`𝔤_{}`$ evaluated at $`0`$.)

We extend the domain of definition of the involution $`\sigma `$ to include formal vector fields as follows

$$\sigma (X)f:=\sigma (X(\sigma (f))),f[[Z,\zeta ]].$$

It is easy to check that if $`X=_{ȷ=1}^Na_j/Z_j+b_j/\zeta _j`$, then

$$\sigma (X)=\underset{ȷ=1}{\overset{N}{}}\sigma (a_j)/\zeta _j+\sigma (b_j)/Z_j.$$

In particular, if $`X`$ is a formal $`(0,1)`$-vector field, then $`\sigma (X)`$ is a formal $`(1,0)`$-vector field (and conversely). Moreover, if $`^N\times ^N`$ is a formal real manifold and $`X`$ is a formal vector field tangent to $``$, then $`\sigma (X)`$ is tangent to $``$. Hence, if $``$ is a formal CR manifold, and $`𝒪`$ is a formal real manifold to which all the formal CR vector fields on $``$ are tangent, then all vector fields in $`𝔤_{}`$ are also tangent to $`𝒪`$.

If $`^N\times ^N`$ is a formal generic manifold, then we define the Segre variety mapping $`\gamma `$ and the iterated Segre mappings $`v^j`$ exactly as given by (1) and (LABEL:vj) in the introduction. If $`M^N`$ is a smooth generic submanifold through the origin, then we associate to it a formal generic manifold $`^N\times ^N`$ as follows. Let $`r_1,\mathrm{},r_d`$ be smooth defining functions for $`M`$ near $`0`$ and $`\rho _1(Z,\overline{Z}),\mathrm{},\rho _d(Z,\overline{Z})`$ their Taylor series at $`0`$. The formal generic manifold $`^N\times ^N`$ is defined to be that associated to the ideal $`()[[Z,\zeta ]]`$ generated by the formal power series $`\rho _1(Z,\zeta ),\mathrm{},\rho _d(Z,\zeta )`$. Observe that $`𝔤_{}`$ consists of the formal vector fields obtained taking the Taylor expansions of the coefficients of the smooth vector fields in $`𝔤_M`$. In particular, $`dim𝔤_{}(0)=dim𝔤_M(0)`$. Hence, Theorems 1.1, 1.2, and 1.3 are consequences of the following more general result.

###### Theorem 2.3.

Let $`^N\times ^N`$ be a formal generic manifold of codimension $`d`$, and let $`\gamma (\zeta ,t)`$ be a Segre variety mapping of $``$. Let $`v^j`$, $`j1`$, be the iterated Segre mappings of $``$ relative to $`\gamma `$. Then, the rank $`\text{Rk}v^j`$ is an increasing function of $`j`$ and is independent of the choice of the formal holomorphic coordinates $`Z`$, the formal power series $`\rho _j`$, and the Segre variety mapping $`\gamma `$. In addition, there exists an integer $`k_0`$, $`1k_0d+1`$, such that $`\text{Rk}v^j=\text{Rk}v^{j+1}`$ for $`jk_0`$, and if $`k_0>1`$, then $`\text{Rk}v^j<\text{Rk}v^{j+1}`$ for $`1jk_01`$. Moreover, the following holds.

1. There exists a unique formal CR manifold $`𝒪`$, with $`dim_{}𝒪=dim_{}𝔤_{}(0)`$, such that all the formal CR vector fields on $``$ are tangent to $`𝒪`$. Moreover, if $`e=2Nddim𝔤_{}(0)`$, then there exist $`f_1,\mathrm{},f_e[[Z]]`$ such that $`f_1,\mathrm{},f_e,\rho _1,\mathrm{},\rho _d`$ generate the manifold ideal $`(𝒪)`$.
2. Let $`𝒲^N`$ be the formal complex manifold defined by the ideal $`I(f_1,\mathrm{}f_e)[[Z]]`$. Then $`v^j(^{jn})𝒲`$ for all $`j1`$.
3. $`\text{Rk}v^{k_0}=dim𝔤_{}(0)+dN=dim𝒲`$.

We should point out that, in general, the rank of the $`N\times jn`$ matrix

$$\frac{v^j}{(t^1,\mathrm{},t^j)}(0)$$

is strictly less than $`\text{Rk}v^{k_0}`$ for all $`j`$. However, we have the following.

###### Theorem 2.4.

Let $`^N\times ^N`$ be a formal generic manifold of codimension $`d`$, and let $`\gamma `$, $`v^j`$, and $`k_0`$ be as in Theorem 2.3. Then there exists a formal manifold $`\mathrm{\Sigma }^{2nk_0}`$, with $`n=Nd`$, of dimension $`nk_0`$ such that

$$v^{2k_0}(\mathrm{\Sigma })=\{0\},$$

and for any formal parametrization $`F:(^{nk_0},0)(^{2nk_0},0)`$ of $`\mathrm{\Sigma }`$,

$$\text{rk }_{𝕂_s}\left(\frac{v^{2k_0}}{(t^1,\mathrm{},t^{2k_0})}(F(s^1,\mathrm{},s^{k_0}))\right)=\text{Rk}v^{k_0},$$

where $`s=(s^1,\mathrm{},s^{k_0})^{nk_0}`$.

In the case where $`M^N`$ is a real-analytic submanifold, say of finite type at $`0`$, Theorem 2.3 asserts that the image of $`v^{k_0}`$ contains an open subset of $`^N`$, but not necessarily an open neighborhood of $`0`$. However, Theorem 2.4 asserts that the image of $`v^{2k_0}`$ contains an open neighborhood of $`0`$ in $`^N`$.

The proof of Theorem 2.3 will be given in §§38. The proof of Theorem 2.4 is given in §8.

## 3. Increase of the rank of the iterated Segre mappings

In this section we begin the proof of Theorem 2.3. We start by showing that $`\text{Rk}v^j`$ is an increasing function of $`j`$, i.e. $`\text{Rk}v^{j+1}\text{Rk}v^j`$. We shall restrict ourselves to the case where $`j`$ is odd; the even case is similar and left to the reader. By iterating the definition (LABEL:vj) of $`v^j`$, we obtain

(5)
$$v^{j+1}(t^1,\mathrm{},t^{j+1})=\gamma (\overline{\gamma }(\mathrm{}\gamma (\overline{\gamma }(0,t^1),t^2),\mathrm{},t^j),t^{j+1}).$$

Hence, setting $`t^1=0`$ and using the fact that $`\gamma (0,0)=0`$, we have

(6) $`v^{j+1}(0,t^2,\mathrm{},t^{j+1})=`$ $`\gamma (\overline{\gamma }(\mathrm{}\gamma (\overline{\gamma }(0,0),t^2),\mathrm{},t^j),t^{j+1})`$
$`=`$ $`v^j(t^2,\mathrm{},t^{j+1}).`$
The conclusion $`\text{Rk}v^{j+1}\text{Rk}v^j`$ follows immediately from (6).

We shall now prove that if, for some integer $`k_0`$, $`\text{Rk}v^{k^0}=\text{Rk}v^{k_0+1}`$, then $`\text{Rk}v^j=\text{Rk}v^{k_0}`$ for all $`jk_0`$. In view of (LABEL:vj) and (6), this statement is a consequence of the following proposition.

###### Proposition 3.1.

Let $`A:(^r\times ^s,0)(^m,0)`$ and $`F:(^n\times ^m,0)(^N,0)`$ be formal mappings, and set $`B(x)=A(x,0)`$, where $`x=(x_1,\mathrm{},x_r)`$. If $`\text{Rk}A(x,y)=\text{Rk}B(x)`$, then $`\text{Rk}F(z,A(x,y))=\text{Rk}F(z,B(x))`$. Here, $`z=(z_1,\mathrm{},z_n)`$ and $`y=(y_1,\mathrm{},y_s)`$.

###### Proof.

Let $`B^j(x,y_1,\mathrm{},y_j)=A(x,y_1,\mathrm{},y_j,0,\mathrm{},0)`$, for $`j=1,\mathrm{},s1`$. Clearly, if $`\text{Rk}A(x,y)=\text{Rk}B(x)`$, then $`\text{Rk}A(x,y)=\text{Rk}B^j(x,y_1,\mathrm{},y_j)`$ for each $`j=1,\mathrm{},s1`$. A simple induction argument shows that it suffices to prove the proposition when $`s=1`$, which we shall assume for the remainder of the proof of Proposition 3.1. The Proposition will be a consequence of the following lemma.

###### Lemma 3.2.

Let $`A`$, $`B`$ be as in Proposition 3.1 with $`s=1`$. If $`\text{Rk}A(x,y)=\text{Rk}B(x)`$, then there exists a formal mapping $`\varphi :(^r\times ,0)(^r\times ,0)`$ such that $`\text{Rk}\varphi (u,t)=r+1`$, where $`u=(u_1,\mathrm{},u_r)`$, and

(7)
$$A(\varphi (u,t))=A(\varphi (u,0))=B(u).$$

We now show that Proposition 3.1 follows from Lemma 3.2, whose proof will be given below. Set $`H(z,x,y)=F(z,A(x,y))`$ and $`G(z,u,t)=F(z,A(\varphi (u,t)))`$. Observe that the formal mapping $`\psi :(^n\times ^r\times ,0)(^n\times ^r\times ,0)`$, where $`\psi (z,u,t)=(z,\varphi (u,t))`$ satisfies $`\text{Rk}\psi (z,u,t)=n+r+1`$. Hence, since $`G=H\psi `$, it follows that $`\text{Rk}H(z,x,y)=\text{Rk}G(z,u,t)`$. Also, by Lemma 3.2, $`G(z,u,t)=F(z,A(\varphi (u,t)))=F(z,B(u))`$, which proves Proposition 3.1. ∎

###### Proof of Lemma 3.2.

Let $`p=\text{Rk}A(x,y)=\text{Rk}B(x)`$, and hence $`pr`$. Without loss of generality, we may assume that $`B/x_j[[x]]^m`$, $`j=1,\mathrm{}p`$, are linearly independent over $`𝕂_x`$ and hence $`A/x_j[[x,y]]^m`$, $`j=1,\mathrm{}p`$, are also linearly independent over $`𝕂_{x,y}`$. We write $`x=(x^{},x^{\prime \prime })`$, with $`x^{}=(x_1,\mathrm{},x_p)`$, and e.g. $`A/x^{}`$ for the $`m\times p`$ Jacobian matrix of $`A`$ with respect to $`x^{}`$. Consider the $`𝕂_{x,y}`$-linear system

(8)
$$\left(\begin{array}{ccc}A/x^{}& A/x^{\prime \prime }& A/y\end{array}\right)\left(\begin{array}{c}a^{}\\ a^{\prime \prime }\\ b\end{array}\right)=\left(\begin{array}{c}0\\ 0\\ 0\end{array}\right)$$

with $`a^{}𝕂_{x,y}^p`$, $`a^{\prime \prime }𝕂_{x,y}^{rp}`$, and $`b𝕂_{x,y}`$. We take $`a^{\prime \prime }(x,y)=0`$, $`b(x,y)=1`$ and solve (8) for $`a^{}`$, which is possible since the rank of $`A/x^{}`$ is $`p`$. Moreover, if we denote by $`k_j`$, $`j=1,\mathrm{},p`$, indices such that $`\mathrm{\Delta }:=\text{det}(A_{k_j}/x_i)_{1i,jp}`$ with $`\mathrm{\Delta }(x,0)0`$, then the solution $`a^{}`$ is of the form

(9)
$$a^{}(x,y)=\frac{c(x,y)}{\mathrm{\Delta }(x,y)},$$

where $`c[[x,y]]^p`$. Write

(10)
$$𝒳=\mathrm{\Delta }(x,y)\frac{}{y}+\underset{j=1}{\overset{p}{}}c_j(x,y)\frac{}{x_j},$$

where $`c=(c_1,\mathrm{},c_p)`$ is given by (9). Observe that the coefficients of $`𝒳`$ are in $`[[x,y]]`$, $`𝒳A(x,y)=0`$, and $`\mathrm{\Delta }(x,0)0`$. We define $`\varphi (u,t)`$, $`u=(u_1,\mathrm{},u_r)`$, to be the formal flow of $`𝒳`$, i.e. the solution of the initial value problem

$$\frac{\varphi }{t}(u,t)=X(\varphi (u,t)),\varphi (u,0)=(u,0),$$

where $`X(x,y)`$ denotes the vector of coefficients of $`𝒳`$. The fact that $`\mathrm{\Delta }(x,0)0`$ implies that $`\text{Rk}\varphi (u,t)=r+1`$. Since $`𝒳A=0`$, it is easy to verify that the identity (7) holds. This completes the proof of Lemma 3.2 and hence that of Proposition 3.1. ∎

In summary, we have shown in this section that

(11)
$$n=\text{Rk}v^1\text{Rk}v^j\text{Rk}v^{j+1}N,j1.$$

Moreover, there exists an integer $`k_0`$, $`1k_0d+1`$, such that

(12)
$$\text{Rk}v^j<\text{Rk}v^{j+1},1j<k_0,\mathrm{and}\text{Rk}v^{k_0}=\text{Rk}v^j,jk_0.$$

## 4. Independence of rank on choice of Segre variety mapping

In view of (11) and (12), to complete the proof of the first part of Theorem 2.3, it suffices to show that $`\text{Rk}v^j`$ is independent of the choice of the Segre variety mapping $`\gamma `$. For this, we introduce, for each positive even integer $`2m`$, the formal manifold $`𝔖_{2m}^{2mN}`$ whose ideal in $`[[Z,\zeta ^1,Z^1,\mathrm{},Z^{m1},\zeta ^m]]`$, where $`Z=(Z_1,\mathrm{},Z_N)`$, $`Z^j=(Z_1^j,\mathrm{}Z_N^j)`$, $`\zeta ^j=(\zeta _1^j,\mathrm{},\zeta _N^j)`$, is generated by

(13)
$$\rho (Z,\zeta ^1),\rho (Z^1,\zeta ^1),\rho (Z^1,\zeta ^2),\rho (Z^2,\zeta ^2),\mathrm{},\rho (Z^{m1},\zeta ^m),\rho (0,\zeta ^m),$$

where $`\rho =(\rho _1,\mathrm{},\rho _d)`$ are formal defining functions of $``$. Similarly, for positive odd integers $`2m+1`$, we define $`𝔖_{2m+1}^{(2m+1)N}`$ to be the formal manifold whose ideal in $`[[Z,\zeta ^1,Z^1,\mathrm{},Z^{m1},\zeta ^m,Z^m]]`$ is generated by

(14)
$$\rho (Z,\zeta ^1),\rho (Z^1,\zeta ^1),\rho (Z^1,\zeta ^2),\mathrm{},\rho (Z^m,\zeta ^m),\rho (Z^m,0).$$

The formal manifold $`𝔖_k^{kN}`$ has dimension $`kn`$. It is called the $`k`$th Segre manifold of $``$. Also, denote by $`\pi _1^k:(^{kN},0)(^N,0)`$ the projection on the first factor, e.g.

$$\pi _1^{2m+1}(Z,\zeta ^1,Z^1,\mathrm{},\zeta ^m,Z^m)=Z.$$

Fix a choice of Segre variety mapping $`\gamma `$. Define, for positive even integers $`2m`$, the formal mapping $`T^{2m}:(^{2mn},0)(^{2mN},0)`$ by

(15)
$$\begin{array}{c}T^{2m}(t^1,\mathrm{},t^{2m}):=\hfill \\ \hfill (v^{2m}(t^1,\mathrm{},t^{2m}),\overline{v}^{2m1}(t^1,\mathrm{},t^{2m1}),\mathrm{},\overline{v}^1(t^1)),\end{array}$$

and $`t^j=(t_1^j,\mathrm{},t_n^j)`$. Similarly, for positive odd integers $`2m+1`$, define the formal mapping $`T^{2m+1}:(^{(2m+1)n},0)(^{(2m+1)N},0)`$ by

(16)
$$\begin{array}{c}T^{2m+1}(t^1,\mathrm{},t^{2m+1}):=\hfill \\ \hfill (v^{2m+1}(t^1,\mathrm{},t^{2m+1}),\overline{v}^{2m}(t^1,\mathrm{},t^{2m}),\mathrm{},v^1(t^1)),\end{array}$$

Observe, by (LABEL:vj) and the definition (1) of the Segre variety mapping, that each $`T^k`$ in fact maps $`^{kn}`$ into $`𝔖_k`$, i.e. $`fT^k=0`$ for each $`f`$ in the ideal of $`𝔖_k`$. Moreover, as is easy to verify from the fact that the rank of $`\gamma /t(0)`$ is $`n`$, the rank of $`T^k/(t^1,\mathrm{},t^k)(0)`$ equals $`kn`$ which is also the dimension of $`𝔖_k`$. Hence, $`T^k`$ is a parametrization of the formal manifold $`𝔖_k`$. In addition, we have $`v^k=\pi _1^kT^k`$.

Now, denote by $`\stackrel{~}{\gamma }`$ another choice of Segre variety mapping, and by $`\stackrel{~}{v}^k`$, $`\stackrel{~}{T}^k`$ the corresponding mappings defined as above using $`\stackrel{~}{\gamma }`$ instead of $`\gamma `$. For the same reasons as above, the mapping $`\stackrel{~}{T}^k:(^{kn},0)(^{kN},0)`$ is a parametrization of the formal manifold $`𝔖_k`$, and $`\stackrel{~}{v}^k=\pi _1^k\stackrel{~}{T}^k`$. Since both $`T^k:(^{kn},0)(^{kN},0)`$ and $`\stackrel{~}{T}^k:(^{kn},0)(^{kN},0)`$ are parametrizations of $`𝔖_k`$, there exists a formal invertible mapping $`F^k:(^{kn},0)(^{kn},0)`$ such that $`\stackrel{~}{T}^k=T^kF^k`$. Thus, $`\stackrel{~}{v}^k=v^kF^k`$ and the fact that $`\text{Rk}\stackrel{~}{v}^k=\text{Rk}v^k`$ is a consequence of the chain rule. This completes the proof of the statement in Theorem 2.3 that $`\text{Rk}v^k`$ is independent of the choice of $`\gamma `$.

## 5. Construction and properties of the formal CR manifold $`𝒪`$

To construct the formal CR manifold $`𝒪`$ in Theorem 2.3 (i), we shall need the following, which may be regarded as a formal version of Nagano’s theorem (see e.g. \[BER99a\], Theorem 3.1.4) for real analytic vector fields. As mentioned in the introduction, the inductive proof given here is based on a suggestion by D. Zaitsev.

###### Proposition 5.1.

Let $`𝔤`$ be a Lie algebra of formal vector fields in $`k`$ indeterminates $`x=(x_1,\mathrm{},x_k)`$ and assume that $`𝔤`$ is also a $`[[x]]`$ module. Then there exists a unique formal manifold $`\mathrm{\Sigma }^k`$ with $`dim_{}\mathrm{\Sigma }=dim_{}𝔤(0)`$ such that any $`X𝔤`$ is tangent to $`\mathrm{\Sigma }`$. Moreover, if $`\mathrm{\Lambda }^k`$ is any other formal manifold such that all formal vector fields in $`𝔤`$ are tangent to $`\mathrm{\Lambda }`$, then $`\mathrm{\Sigma }\mathrm{\Lambda }`$.

###### Proof.

We shall prove the proposition by induction on $`k`$. If $`k=1`$, then the proposition holds with either $`\mathrm{\Sigma }=\{0\}`$ or $`\mathrm{\Sigma }=`$, depending on whether or not all vector fields in $`𝔤`$ vanish at $`0`$. Now assume that the proposition holds for $`k`$; we shall prove it for $`k+1`$. If all the $`X𝔤`$ vanish at $`0`$, then again $`\mathrm{\Sigma }=\{0\}`$ is the only formal manifold satisfying the conclusion of the proposition. If not, without loss of generality, and after making a formal change of coordinates, we may assume that the vector field $`X_1=\frac{}{x_1}`$ is in $`𝔤`$.

Consider the Lie subalgebra $`𝔤^{}𝔤`$ of all formal vector fields in $`𝔤`$ of the form $`_{j=2}^{k+1}a_j(x)\frac{}{x_j}`$. It is easy to see that any $`X𝔤`$ may be written uniquely in the form $`X=a(x)X_1+X^{}`$ with $`a(x)[[x]]`$ and $`X^{}𝔤^{}`$. We write $`x^{}=(x_2,\mathrm{},x_{k+1})`$ and consider the Lie algebra $`𝔤^{\prime \prime }`$ of formal vector fields in the indeterminates $`x^{}`$ obtained from $`𝔤^{}`$ by replacing $`x_1`$ by $`0`$. By the inductive hypothesis, there is a formal manifold $`\mathrm{\Sigma }^{}^k`$ to which all the vector fields in $`𝔤^{\prime \prime }`$ are tangent and such that $`dim\mathrm{\Sigma }^{}=dim_{}𝔤^{\prime \prime }(0)`$. Let $`w_i(x^{})[[x^{}]]`$, $`i=1,\mathrm{},r`$, be generators of the manifold ideal $`(\mathrm{\Sigma }^{})`$.

###### Lemma 5.2.

Let $`\mathrm{\Sigma }^{k+1}`$ be the formal manifold whose manifold ideal is generated by the $`w_i(x^{})`$, $`i=1,\mathrm{},r`$, regarded as elements of $`[[x]]`$ (independent of $`x_1`$). Then all the vector fields in $`𝔤`$ are tangent to $`\mathrm{\Sigma }`$ and $`r=k+1dim𝔤(0)`$.

###### Proof of Lemma 5.2.

We shall first show that any $`X𝔤`$ is tangent to $`\mathrm{\Sigma }`$. For $`X𝔤`$ and $`X_1=\frac{}{x_1}`$ as before, we shall use the notation $`(\text{ad }X_1)X=[X_1,X]`$. Since any $`X𝔤`$ can be written in the form $`X=a(x)X_1+X^{}`$ with $`X^{}𝔤^{}`$, and since the $`w_j`$ are independent of $`x_1`$, it suffices to show that any vector field in $`𝔤^{}`$ is tangent to $`\mathrm{\Sigma }`$. For this we expand $`(X^{}w_j)(x_1,x^{})`$ as a power series in $`x_1`$ and obtain

(17)
$$(X^{}w_j)(x_1,x^{})=\underset{p=0}{\overset{\mathrm{}}{}}(Y_pw_j)(x^{})\frac{x_1^p}{p!},$$

where $`Y_p`$ is the vector field in $`𝔤^{\prime \prime }`$ given by

$$Y_p:=((\text{ad }X_1)^pX^{})|_{x_1=0}.$$

Since $`Y_p𝔤^{\prime \prime }`$ it is tangent to $`\mathrm{\Sigma }^{}`$ and, hence, we have

$$(Y_pw_j)(x^{})=\underset{i=1}{\overset{r}{}}c_{ijp}(x^{})w_i(x^{}),$$

for some $`c_{ijp}[[x^{\prime \prime }]]`$. Hence, $`X^{}`$ is tangent to $`\mathrm{\Sigma }`$ by (17). It remains to show that $`r=k+1dim_{}𝔤(0)`$. Since all the vector fields in $`𝔤`$ are tangent to $`\mathrm{\Sigma }`$, we have $`rk+1dim_{}𝔤(0)`$. The opposite inequality follows from the assumption that $`r=kdim_{}𝔤^{\prime \prime }(0)`$ and the fact that $`dim_{}𝔤^{\prime \prime }(0)dim_{}𝔤(0)1`$. ∎

To finish the proof of Proposition 5.1, we must show that the formal manifold $`\mathrm{\Sigma }`$ provided by Lemma 5.2 is unique, and if $`\mathrm{\Lambda }^k`$ is as in the statement of Proposition 5.1 then $`\mathrm{\Sigma }\mathrm{\Lambda }`$. Let $`f_1,\mathrm{},f_m[[x_1,x^{}]]`$ be generators of the manifold ideal $`(\mathrm{\Lambda })`$. Since $`X_1`$ is tangent to $`\mathrm{\Lambda }`$, it follows that $`X_1^jf_l(\mathrm{\Lambda })`$ for $`l=1,\mathrm{},m`$ and $`j=1,2,\mathrm{}`$. Let $`I^{\prime \prime }`$ be the ideal in $`[[x^{}]]`$ generated by $`f_1(0,x^{}),\mathrm{}f_m(0,x^{})`$. Note that $`X_1f_l(0,0)=f_l/x_1(0,0)=0`$, $`l=1,\mathrm{},m`$, and hence $`I^{\prime \prime }`$ is a manifold ideal of the same codimension as $`(\mathrm{\Lambda })`$. Since $`𝔤^{}𝔤`$ is tangent to $`(\mathrm{\Lambda })`$, $`𝔤^{\prime \prime }`$ is tangent to $`I^{\prime \prime }`$. By the induction hypothesis, the manifold ideal $`(\mathrm{\Sigma }^{})`$ is unique and $`I^{\prime \prime }(\mathrm{\Sigma }^{})`$. Thus, $`X_1^jf_l(\mathrm{\Lambda })`$ implies that there are $`c_{ijl}[[x^{}]]`$ such that

(18)
$$X_1^jf_l(0,x^{})=\underset{i=1}{\overset{r}{}}c_{ijl}(x^{})w_i(x^{}).$$

Now, since

(19)
$$f_l(x_1,x^{})=\underset{j=0}{\overset{\mathrm{}}{}}X_1^jf_l(0,x^{})\frac{x_1^j}{j!}$$

we conclude, by substituting (18) in (19), that $`f_l(\mathrm{\Sigma })`$ for $`l=1,\mathrm{},m`$. Hence, $`(\mathrm{\Lambda })(\mathrm{\Sigma })`$. This also proves the uniqueness of $`\mathrm{\Sigma }`$, since if the dimensions of $`\mathrm{\Lambda }`$ and $`\mathrm{\Sigma }`$ were the same, then necessarily $`\mathrm{\Lambda }=\mathrm{\Sigma }`$. This completes the proof of Proposition 5.1. ∎

Let $`𝒪^N\times ^N`$ be the formal manifold obtained by applying Proposition 5.1 to the Lie algebra (and $`[[Z,\zeta ]]`$ module) $`𝔤_{}`$. Observe that $`𝒪`$ since all the vector fields in $`𝔤_M`$ are tangent to $``$. We shall call $`𝒪`$ the formal CR orbit of $`0`$ in $``$. (We shall show in §8 that in fact $`𝒪`$ is a formal real CR manifold.)

We shall continue the proof of Theorem 2.3. Since $`_Z\rho _1(0,0),\mathrm{}_Z\rho _d(0,0)`$ are linearly independent, we may assume after renumbering the coordinates, that $`Z=(z,w)`$, with $`z=(z_1,\mathrm{},z_n)`$, $`w=(w_1,\mathrm{},w_d)`$, and the $`d\times d`$ matrix $`\rho /w(0,0)`$ is invertible. Hence, by the formal implicit function theorem, the ideal of $``$ is generated by $`w_jQ_j(z,\zeta )`$, $`j=1,\mathrm{},d`$, where the $`Q_j(z,\zeta )`$ are formal power series in $`n+N`$ indeterminates without constant terms. If we write $`\zeta =(\chi ,\tau )`$ with $`\chi =(\chi _1,\mathrm{},\chi _n)`$, $`\tau =(\tau _1,\mathrm{},\tau _d)`$, then the reality of $``$ implies that we may also take $`\tau _j\overline{Q}_j(\chi ,z,w)`$, $`j=1,\mathrm{},d`$, as generators of the ideal $`()`$. Consequently we also have the identity

(20)
$$Q(z,\chi ,\overline{Q}(\chi ,z,w))=w,$$

where $`Q=(Q_1,\mathrm{},Q_d)`$.

As a basis for the $`(0,1)`$ and $`(1,0)`$ vector fields tangent to $``$, we choose

(21) $`_j:=`$ $`{\displaystyle \frac{}{\chi _j}}+{\displaystyle \underset{l=1}{\overset{d}{}}}\overline{Q}_{l,\chi _j}(\chi ,z,w){\displaystyle \frac{}{\tau _l}},j=1,\mathrm{},n,`$
$`\stackrel{~}{}_j:=`$ $`{\displaystyle \frac{}{z_j}}+{\displaystyle \underset{l=1}{\overset{d}{}}}Q_{l,z_j}(z,\chi ,\tau ){\displaystyle \frac{}{w_l}},j=1,\mathrm{},n.`$
###### Proposition 5.3.

Let $`^N`$ be a formal generic manifold whose ideal is generated by $`\rho _1,\mathrm{},\rho _d[[Z,\zeta ]]`$. Let $`𝒪`$ be the formal CR orbit of $`0`$ in $``$ and $`e:=2Nddim_{}𝒪`$. Then there are $`f_1,\mathrm{},f_e[[Z]]`$ such that the formal manifold ideal $`(𝒪)`$ is generated by $`\rho _1,\mathrm{},\rho _d,f_1,\mathrm{},f_e`$.

###### Proof.

It suffices to prove the proposition using the special choice of coordinates $`Z=(z,w)`$, $`\zeta =(\chi ,\tau )`$ made above. Thus, we may assume that $`\rho _j(Z,\zeta )=\tau _j\overline{Q}_j(\chi ,z,w)`$, $`j=1,\mathrm{},d`$. Since $`𝒪`$ is a formal manifold of codimension $`d+m`$ and $`()(𝒪)`$, there are $`g_1,\mathrm{},g_e[[Z,\zeta ]]`$ such that $`(𝒪)`$ is generated by $`\rho _1,\mathrm{},\rho _d,g_1,\mathrm{},g_e`$. By using the special form of the $`\rho _j`$ (i.e. substituting $`\overline{Q}_j(\chi ,z,w)`$ for $`\tau _j`$), we may assume that $`g_j`$ is independent of $`\tau `$, that is, $`g_j=g_j(z,w,\chi )`$, $`j=1,\mathrm{},e`$. Since the $`_j`$ are tangent to $`𝒪`$ and $`_jg_l=g_l/\chi _j`$, $`1le`$ and $`1jn`$, we obtain

(22)
$$\frac{g}{\chi _l}(z,w,\chi )=A_l(z,w,\chi )g(z,w,\chi ),l=1,\mathrm{},n,$$

where $`g=(g_1,\mathrm{},g_e)`$ and the $`A_l`$ are $`(e\times e)`$-matrices whose entries are in $`[[z,w,\chi ]]`$. Let $`u^1,\mathrm{},u^e[[z,w,\chi ]]^e`$ be a fundamental system of solutions for the system of differential equations given by (22) with $`l=1`$. Denote by $`U(z,w,\chi )`$ the $`(e\times e)`$-matrix in which the $`u^j`$ are columns. Since $`g`$ is a solution of the system (22) (in particular with $`l=1`$) there exists $`c^1[[z,w,\chi ^{}]]^e`$, where $`\chi =(\chi _1,\chi ^{})`$, such that $`g=Uc^1`$. Since $`U`$ is invertible, we have $`c^1(z,w,\chi ^{})=(U(z,w,\chi ))^1g(z,w,\chi )`$ and, hence, each component of $`c^1(z,w,\chi ^{})`$ is in $`(𝒪)`$. Moreover, $`\rho _1,\mathrm{},\rho _d,c_1^1,\mathrm{},c_e^1`$ generate $`(𝒪)`$. Proceeding this way to eliminate $`\chi _2,\mathrm{},\chi _n`$, we finally obtain $`c^n[[z,w]]^e`$ such that $`f_l(z,w)=c_l^n(z,w)`$, $`l=1,\mathrm{},e`$, satisfy the conclusion of Proposition 5.3. ∎

###### Remark 5.4.

By combining the linear algebra argument in the proof of \[BER99a\], Theorem 1.8.1, with the argument in the proof of Proposition 5.3 above, one can show the following. If $`\rho _1,\mathrm{},\rho _d`$ generate the ideal $`()`$ of a formal CR manifold $`^N\times ^N`$, then there are $`\stackrel{~}{\rho }_1,\mathrm{},\stackrel{~}{\rho }_{de}[[Z,\zeta ]]`$, $`f_1,\mathrm{},f_e[[Z]]`$, where $`e=d\text{rk }\rho /Z(0)`$, such that $`\stackrel{~}{\rho }_1,\mathrm{},\stackrel{~}{\rho }_{de},f_1,\mathrm{},f_e`$ also generate $`()`$. Moreover, the rank of $`\stackrel{~}{\rho }/Z(0)`$ equals the rank of $`\rho /Z(0)`$ and, hence, the rank of $`f/Z(0)`$ is $`e`$. The formal manifold $`𝒞^N`$ whose ideal is generated by $`f_1,\mathrm{},f_e`$ is the intrinsic complexification of $``$ defined in §2.

We have now proved the properties of $`𝒪`$ announced in Theorem 2.3 (i) with the exception of the claim that $`𝒪`$ is CR. This will be done in §8.

## 6. Rank of mappings $`\mathrm{\Theta }^j`$, $`\mathrm{\Phi }^j`$ into $`𝒪`$

To prove statement (iii) of Theorem 2.3, we shall construct special mappings $`\mathrm{\Theta }^j`$, $`\mathrm{\Phi }^j`$ into $`𝒪`$ and use these mappings to compute the rank of $`v^j`$. We shall proceed using a special choice of Segre variety mapping $`\gamma `$. We use the formal coordinates $`Z=(z,w)`$ and $`\zeta =(\chi ,\tau )`$ introduced in §5. Given any Segre variety mapping $`\gamma (\zeta ,t)`$, we may decompose it as

$$\gamma (\zeta ,t)=(\mu (\zeta ,t),\nu (\zeta ,t)),$$

with $`\mu =(\mu _1,\mathrm{},\mu _n)`$ and $`\nu =(\nu _1,\mathrm{},\nu _d)`$. It follows that

$$\nu (\zeta ,t)=Q(\mu (\zeta ,t),\zeta ),$$

and hence necessarily $`\text{rk }(\mu /t(0,0))=n`$. We now make the choice of $`\gamma (\zeta ,t)`$ corresponding to $`\mu (\zeta ,t)=t`$, i.e.

(23)
$$\gamma (\zeta ,t)=(t,Q(t,\zeta ))=(t,Q(t,\chi ,\tau )).$$

We need the following lemma.

###### Lemma 6.1.

Let $`\gamma `$ be given by $`(\text{23})`$. Then for any integer $`j2`$, the following holds:

(24)
$$v^{j+1}(t^1,\mathrm{},t^{j1},t^j,t^{j+1})|_{t^{j+1}=t^{j1}}=v^{j1}(t^1,\mathrm{},t^{j1}).$$

###### Proof.

By (LABEL:vj) and (23), it follows that the iterated Segre mapping $`v^j`$ is of the form

(25)
$$v^j(t^1,\mathrm{},t^j)=(t^j,\nu ^j(t^1,\mathrm{},t^j)),$$

where

(26)
$$\nu ^j(t^1,\mathrm{},t^j)=Q(t^j,\overline{v}^{j1}(t^1,\mathrm{},t^{j1})).$$

In particular, we obtain

(27)
$$\begin{array}{c}v^{j+1}(t^1,\mathrm{},t^{j+1})=\hfill \\ \hfill (t^{j+1},Q(t^{j+1},t^j,\overline{Q}(t^j,t^{j1},\nu ^{j1}(t^1,\mathrm{},t^{j1})))).\end{array}$$

The identity (24)) is an immediate consequence of (20). This completes the proof of Lemma 6.1. ∎

We set, for $`j1`$,

(28)
$$\mathrm{\Theta }^j(t^1,\mathrm{},t^{j+1}):=(v^{j+1}(t^1,\mathrm{},t^j,t^{j+1}+t^{j1}),\overline{v}^j(t^1,\mathrm{},t^j))$$

and, for $`j2`$,

(29)
$$\mathrm{\Phi }^j(t^1,\mathrm{},t^j):=(v^{j1}(t^1,\mathrm{},t^{j1}),\overline{v}^j(t^1,\mathrm{},t^j)).$$

Also, we define

(30)
$$\mathrm{\Theta }^0(t^1):=(v^1(t^1),0),\mathrm{\Phi }^1(t^1):=(0,\overline{v}^1(t^1)).$$

Observe, by using (LABEL:vj), that, for each $`j1`$, $`\text{rk }v^{j+1}/t^{j+1}(0)=n`$. Hence, it follows from the definition (28) of $`\mathrm{\Theta }^j`$, that

(31)
$$\text{Rk}\mathrm{\Theta }^j=\text{Rk}v^j+n,j1,$$

and similarly,

(32)
$$\text{Rk}\mathrm{\Phi }^j=\text{Rk}v^{j1}+n,j1.$$

It follows from §2 that $`\mathrm{\Theta }^j(^{(j+1)n})`$, for $`j1`$, and $`\mathrm{\Phi }^j(^{jn})`$, for $`j2`$. By Lemma 6.1, we have, for $`j2`$,

(33)
$$\mathrm{\Theta }^j(t^1,\mathrm{},t^j,0)=\mathrm{\Phi }^j(t^1,\mathrm{},t^j).$$

Also, by observing that $`\text{Rk}\mathrm{\Theta }^j=\text{Rk}\stackrel{~}{\mathrm{\Theta }}^j`$, where

(34)
$$\begin{array}{c}\stackrel{~}{\mathrm{\Theta }}^j(t^1,\mathrm{},t^{j+1}):=\mathrm{\Theta }^j(t^1,\mathrm{},t^{j+1}t^{j1})=\hfill \\ \hfill (v^{j+1}(t^1,\mathrm{},t^j,t^{j+1}),\overline{v}^j(t^1,\mathrm{},t^j)),\end{array}$$

it is not difficult to see that $`\text{Rk}\mathrm{\Theta }^j=\text{Rk}\mathrm{\Phi }^{j+1}`$, for any $`j0`$. A straightforward calculation shows that, for any $`f[[Z,\zeta ]]`$, any integer $`j0`$, and for $`l=1,\mathrm{},n`$,

(35) $`{\displaystyle \frac{}{t_l^{j+1}}}(f\mathrm{\Theta }^j)(t^1,\mathrm{},t^{j+1})=`$ $`((\stackrel{~}{}_lf)\mathrm{\Theta }^j)(t^1,\mathrm{},t^{j+1}),`$
$`{\displaystyle \frac{}{t_l^{j+1}}}(f\mathrm{\Phi }^{j+1})(t^1,\mathrm{},t^{j+1})=`$ $`((_lf)\mathrm{\Phi }^{j+1})(t^1,\mathrm{},t^{j+1}),`$
where the $`_j`$ and $`\stackrel{~}{}_j`$ are the formal vector fields given by (21).

###### Proposition 6.2.

Let $`𝒪`$ denotes the formal CR orbit of $``$ (as defined in §5). The following hold.

1. $`\mathrm{\Theta }^j(^{(j+1)n})𝒪`$ and $`\mathrm{\Phi }^{j+1}(^{(j+1)n})𝒪`$, for $`j=0,1,\mathrm{}`$.
2. There exists $`k_0`$, $`1k_0d+1`$, such that

(36)
$$\text{Rk}\mathrm{\Theta }^{k_0+1}=\text{Rk}\mathrm{\Phi }^{k_0+1}=dim𝒪.$$

###### Proof.

By iterating (35), we obtain, for any multi-index $`\alpha _+^n`$,

(37) $`\left({\displaystyle \frac{}{t^{j+1}}}\right)^\alpha (f\mathrm{\Theta }^j)(t^1,\mathrm{},t^{j+1})=`$ $`\left((\stackrel{~}{}^\alpha f)\mathrm{\Theta }^j\right)(t^1,\mathrm{},t^{j+1}),`$
$`\left({\displaystyle \frac{}{t^{j+1}}}\right)^\alpha (f\mathrm{\Phi }^{j+1})(t^1,\mathrm{},t^{j+1})=`$ $`\left((^\alpha f)\mathrm{\Phi }^{j+1}\right)(t^1,\mathrm{},t^{j+1}).`$
In particular, applying (37) with $`j=0`$, we conclude that, for each multi-index $`\alpha `$,

(38) $`\left({\displaystyle \frac{}{t^1}}\right)^\alpha (f\mathrm{\Theta }^0)(0)=`$ $`((\stackrel{~}{}^\alpha f)\mathrm{\Theta }^0)(0),`$
$`\left({\displaystyle \frac{}{t^1}}\right)^\alpha (f\mathrm{\Phi }^1)(0)=`$ $`((^\alpha f)\mathrm{\Phi }^1)(0).`$
Since $`_l`$, $`\stackrel{~}{}_l`$ are tangent to $`𝒪`$, we deduce that

$$(/t^1)^\alpha (f\mathrm{\Theta }^0)(0)=(/t^1)^\alpha (f\mathrm{\Phi }^1)(0)=0$$

for all $`f(𝒪)`$ and all multi-indices $`\alpha `$. Hence, $`f\mathrm{\Theta }^0=f\mathrm{\Phi }^1=0`$, which proves that $`\mathrm{\Theta }^0(^n)𝒪`$ and $`\mathrm{\Phi }^1(^n)𝒪`$.

Assume that $`\mathrm{\Theta }^j(^{(j+1)n})𝒪`$ and $`\mathrm{\Phi }^{j+1}(^{(j+1)n})𝒪`$, for all $`j=0,1,\mathrm{},j_01`$. We shall prove it for $`j=j_0`$. By applying (37) with $`j=j_0`$, we conclude, using also (33), that for $`f(𝒪)`$,

(39) $`\left({\displaystyle \frac{}{t^{j_0+1}}}\right)^\alpha (f\mathrm{\Theta }^{j_0})(t^1,\mathrm{},t^{j_0},0)=`$ $`((\stackrel{~}{}^\alpha f)\mathrm{\Theta }^{j_0})(t^1,\mathrm{},t^{j_0},0)`$
$`=`$ $`((\stackrel{~}{}^\alpha f)\mathrm{\Phi }^{j_0})(t^1,\mathrm{},t^{j_0})`$
$`=`$ $`\mathrm{\hspace{0.17em}0},`$
where the last equality follows from the inductive hypothesis and the fact that the $`\stackrel{~}{}_j`$ are tangent to $`(𝒪)`$. Hence, $`f\mathrm{\Theta }^{j_0}`$ is independent of $`t^{j_0+1}`$. Consequently,

$$f\mathrm{\Theta }^{j_0}(t^1,\mathrm{},t^{j_0+1})=f\mathrm{\Theta }^{j_0}(t^1,\mathrm{},t^{j_0},0)=f\mathrm{\Phi }^{j_0}(t^1,\mathrm{},t^{j_0}),$$

which is 0 by the inductive hypothesis. A similar argument, using instead the identity

(40)
$$\mathrm{\Phi }^{j+1}(t^1,\mathrm{},t^{j1},t^j,t^{j+1})|_{t^{j+1}=t^{j1}}=\stackrel{~}{\mathrm{\Theta }}^{j1}(t^1,\mathrm{},t^j),$$

which follows from (24), shows that $`f\mathrm{\Phi }^{j_0+1}=0`$ for $`f(𝒪)`$. This completes the proof of (i) of Proposition 6.2.

To prove (ii) let $`k_0`$ be defined as in 12). By using (11), (12), (31), and (32) we first observe that

$$\text{Rk}\mathrm{\Theta }^j<\text{Rk}\mathrm{\Phi }^j,1jk_0,\mathrm{and}\text{Rk}\mathrm{\Theta }^j=\text{Rk}\mathrm{\Phi }^j,jk_0+1.$$

In light of part (i), (33), and (35), the conclusion (36) of (ii) is an immediate consequence of Proposition 6.3 below with $`\mathrm{\Phi }:=\mathrm{\Phi }^{k_0+1}`$ and $`\mathrm{\Theta }:=\mathrm{\Theta }^{k_0+1}`$. ∎

###### Proposition 6.3.

Let $`\mathrm{\Sigma }^m`$ be a formal manifold and $`\mathrm{\Phi }:(^p,0)(^m,0)`$, $`\mathrm{\Theta }:(^p\times ^q,0)(^m,0)`$ formal mappings such that the following hold.

1. $`\mathrm{\Phi }(x)=\mathrm{\Theta }(x,0),x=(x_1,\mathrm{},x_p);`$
2. $`\mathrm{\Theta }(^p\times ^q)\mathrm{\Sigma },\mathrm{\Phi }(^p)\mathrm{\Sigma }`$;
3. $`\text{Rk}\mathrm{\Phi }=\text{Rk}\mathrm{\Theta }`$;
4. There are formal vector fields $`X_1,\mathrm{},X_k`$, $`Y_1,\mathrm{},`$ $`Y_k`$ on $`^m`$ tangent to $`\mathrm{\Sigma }`$, formal vector fields $`\widehat{X}_1,\mathrm{},\widehat{X}_k`$ on $`^p`$, and $`\widehat{Y}_1,\mathrm{},\widehat{Y}_k`$ on $`^p\times ^q`$ such that for every $`f[[y]]`$, $`y=(y_1,\mathrm{},y_m)`$,

(41) $`\widehat{X}_j(f\mathrm{\Phi })=(X_jf)\mathrm{\Phi }`$ $`,j=1,\mathrm{},k,`$
$`\widehat{Y}_j(f\mathrm{\Theta })=(Y_jf)\mathrm{\Theta }`$ $`,j=1,\mathrm{},k,`$
and the vector space obtained by evaluating at $`0`$ the elements of the Lie algebra generated by $`X_1,\mathrm{},X_k,Y_1,\mathrm{},Y_k`$ has dimension $`dim\mathrm{\Sigma }`$.

Then necessarily $`\text{Rk}\mathrm{\Phi }=\text{Rk}\mathrm{\Theta }=dim\mathrm{\Sigma }`$.

## 7. Proof of Proposition 6.3

For the proof of Proposition 6.3, we first make some preliminary reductions. Since $`\mathrm{\Sigma }`$ is a formal manifold through the origin, we may choose the variables $`y_1,\mathrm{},y_m`$ in $`^m`$ so that the ideal $`(\mathrm{\Sigma })`$ is generated by $`y_{s+1},\mathrm{},y_m`$, where $`s=dim\mathrm{\Sigma }`$. Let us write $`y=(y^{},y^{\prime \prime })`$, where $`y^{}=(y_1,\mathrm{},y_s)`$ and $`y^{\prime \prime }=(y_{s+1},\mathrm{},y_m)`$. Similarly, we decompose the mappings $`\mathrm{\Theta }=(\mathrm{\Theta }^{},\mathrm{\Theta }^{\prime \prime })`$ and $`\mathrm{\Phi }=(\mathrm{\Phi }^{},\mathrm{\Phi }^{\prime \prime })`$, where e.g. $`\mathrm{\Theta }^{}=(\mathrm{\Theta }_1,\mathrm{},\mathrm{\Theta }_s)`$ and $`\mathrm{\Theta }_j=y_j\mathrm{\Theta }`$. It is easy to see that condition (ii) of the proposition is equivalent to

$$\mathrm{\Theta }^{\prime \prime }(x,t)=0,\mathrm{\Phi }^{\prime \prime }(x)=0,x=(x_1,\mathrm{},x_p),t=(t_1,\mathrm{},t_q).$$

Moreover, a formal vector field

$$X=\underset{j=1}{\overset{s}{}}a_j(y^{},y^{\prime \prime })\frac{}{y_j}+\underset{j=s+1}{\overset{m}{}}b_j(y^{},y^{\prime \prime })\frac{}{y_j}$$

is tangent to $`\mathrm{\Sigma }`$ if and only if each $`b_j(y^{},0)=0`$. Let us write

$$X^{}=\underset{j=1}{\overset{s}{}}a_j(y^{},0)\frac{}{y_j}.$$

Also, for $`f[[y^{},y^{\prime \prime }]]`$, we write $`\stackrel{~}{f}(y^{}):=f(y^{},0)`$. Then we have for $`X`$ as above tangent to $`\mathrm{\Sigma }`$,

$$(Xf)\mathrm{\Theta }=(X^{}\stackrel{~}{f})\mathrm{\Theta }^{},(Xf)\mathrm{\Phi }=(X^{}\stackrel{~}{f})\mathrm{\Phi }^{}.$$

Hence, if there exists a formal vector field $`\widehat{X}`$ on $`^p`$ such that $`\widehat{X}(f\mathrm{\Phi })=(Xf)\mathrm{\Phi }`$ for all $`f[[y]],`$ then (since $`f\mathrm{\Phi }=\stackrel{~}{f}\mathrm{\Phi }^{}`$) it follows that $`\widehat{X}(\stackrel{~}{f}\mathrm{\Phi }^{})=(X^{}\stackrel{~}{f})\mathrm{\Phi }^{}`$. Similarly, if there exists a formal vector field $`\widehat{Y}`$ on $`^p\times ^q`$ such that $`\widehat{Y}(f\mathrm{\Theta })=(Xf)\mathrm{\Theta }`$ for all $`f[[y]],`$ then $`\widehat{Y}(\stackrel{~}{f}\mathrm{\Theta }^{})=(X^{}\stackrel{~}{f})\mathrm{\Theta }^{}`$. Thus, by identifying $`\mathrm{\Sigma }`$ with $`^s`$, it suffices to prove Proposition 6.3 in the special case $`\mathrm{\Sigma }=^m`$.

For the proof of Proposition 6.3 in the case $`\mathrm{\Sigma }=^m`$, we shall need some notation and preliminary results. As before, we let $`𝕂_x`$ denote the field of fractions of the ring $`[[x]]`$ of formal power series in the variables $`x=(x_1,\mathrm{},x_n)`$ and consider $`[[x]]`$ as a subring of $`𝕂_x`$. Recall that if $`F:(^p,0)(^m,0)`$ is a formal mapping, then $`\text{Rk}F`$ denotes the rank of its Jacobian, i.e. the rank of the linear mapping $`J_F:𝕂_x^p𝕂_y^m`$, where $`x=(x_1,\mathrm{},x_p)`$ and $`y=(y_1,\mathrm{},y_m)`$, defined by the $`m\times p`$-matrix

(42)
$$J_F:=\left(\begin{array}{ccc}F_{1,x_1}& \mathrm{}& F_{1,x_p}\\ \mathrm{}& & \mathrm{}\\ F_{m,x_1}& \mathrm{}& F_{m,x_p}\end{array}\right).$$

Recall that we denote by $`\phi _F:[[y]][[x]]`$ the homomorphism induced by $`F`$ and defined, for $`f[[y]]`$, by $`\phi _F(f):=fF`$. (Note that e.g. the first equation of (41) can then be written $`\widehat{X}_j(\phi _\mathrm{\Phi }(f))=\phi _\mathrm{\Phi }(X_jf)`$.)

The proof of Proposition 6.3 in the case $`\mathrm{\Sigma }=^m`$ rests on the following four lemmas. We shall use the notation and conventions previously introduced. Recall in particular that $`\text{Der}([[x]])`$ denotes the set of all formal vector fields in $`x`$.

###### Lemma 7.1.

Let $`F:(^p,0)(^m,0)`$ be a formal mapping, $`X\text{Der}([[x]])`$, $`Y\text{Der}([[y]])`$ with

(43) $`X`$ $`={\displaystyle \underset{j=1}{\overset{p}{}}}a_j(x){\displaystyle \frac{}{x_j}},a_j[[x]],`$
$`Y`$ $`={\displaystyle \underset{j=1}{\overset{m}{}}}b_j(y){\displaystyle \frac{}{y_j}},b_j[[y]],`$
and $`c[[x]]`$, $`c0`$. Then the following are equivalent.

1. $`X(\phi _F(f))=c\phi _F(Yf)`$ for all $`f[[y]]`$.
2. $`X(\phi _F(f_j))=c\phi _F(Yf_j)`$ for $`f_j(y):=y_j`$, $`j=1,\mathrm{},m.`$
3. $`J_Fa^{}=bF,`$ where

$$a^{}:=\left(\begin{array}{c}a_1/c\\ \mathrm{}\\ a_p/c\end{array}\right)𝕂_x^p,b:=\left(\begin{array}{c}b_1\\ \mathrm{}\\ b_m\end{array}\right)[[y]]^m𝕂_y^m.$$

Moreover, any of the equivalent conditions (i), (ii), (iii) implies that the formal vector field $`Y`$ is tangent to the ideal $`\mathrm{ker}\phi _F`$.

###### Proof.

The implication (i) $``$ (ii) is clear. The opposite implication follows by an inductive argument based on the facts that $`\phi _F`$ is a homomorphism, and $`X`$ and $`Y`$ are derivations. For instance, we have, for $`f,g[[y]]`$,

$$X(\phi _F(fg))=X(\phi _F(f))\phi _F(g)+\phi _F(f)X(\phi _F(g)).$$

A similar identity holds for $`\phi _F(Y(fg))`$. The details are left to the reader.

The equivalence (ii) $``$ (iii) follows by simply writing (ii) in terms of the components $`F_j=\phi _F(y_j)`$ of $`F`$. The last statement of Lemma 7.1 is a direct consequence of (i). ∎

###### Lemma 7.2.

Let $`F:(^p,0)(^m,0)`$ be a formal mapping, $`X_1,X_2\text{Der}([[x]])`$, $`Y_1,Y_2\text{Der}([[y]])`$ and suppose that there are $`c_1,c_2[[x]]`$, $`c_j0`$ for $`j=1,2`$, such that

(44)
$$X_j(\phi _F(f))=c_j\phi _F(Y_jf),f[[y]],j=1,2.$$

Then, there are $`X^{}\text{Der}([[x]])`$ and $`c^{}[[x]]`$ with $`c^{}0`$, such that

(45)
$$X^{}(\phi _F(f))=c^{}\phi _F([Y_1,Y_2]f),f[[y]],$$

where $`[,]`$ denotes the usual commutator of vector fields.

###### Proof.

A simple computation (which is left to the reader) shows that (45) holds with $`c^{}=(c_1c_2)^2`$ and

(46)
$$X^{}=c_1c_2[X_1,X_2]+c_2(X_2c_1)X_1c_1(X_1c_2)X_2.$$

The main idea in the proof of Proposition 6.3 is to reduce it to the following.

###### Lemma 7.3.

Let $`F:(^p,0)(^m,0)`$ be a formal mapping, and $`X_1,\mathrm{},X_k`$ $`\text{Der}([[x]])`$, $`Y_1,\mathrm{},Y_k\text{Der}([[y]])`$. Suppose that there are $`c_1,\mathrm{},c_k[[x]]`$, $`c_j0`$ for $`j=1,\mathrm{}k`$, such that

(47)
$$X_j(\phi _F(f))=c_j\phi _F(Y_jf),f[[y]],j=1,\mathrm{},k,$$

and such that the vector space obtained by evaluating at $`0`$ the elements of the Lie algebra generated by $`Y_1,\mathrm{},Y_k`$ has dimension $`m`$. Then $`\text{Rk}F=m`$.

###### Proof.

Among $`Y_1,\mathrm{},Y_k`$ and all their repeated commutators, we can pick out, by the assumption in the lemma, $`Y_1^{},\mathrm{},Y_m^{}\text{Der}([[y]])`$ such that $`Y_1^{},\mathrm{},Y_m^{}`$ evaluated at $`0`$ span $`T_0^{1,0}^m`$. By Lemma 7.2, we may assume that there are $`X_1^{},\mathrm{},X_m^{}\text{Der}([[x]])`$ and $`c_1,\mathrm{},c_m[[x]]`$, $`c_j0`$ for $`j=1,\mathrm{}m`$, such that

(48)
$$X_j^{}(\phi _F(f))=c_j\phi _F(Y_j^{}f),f[[y]],j=1,\mathrm{},m.$$

Let us write

(49)
$$Y_j^{}=\underset{l=1}{\overset{m}{}}b_{lj}(y)\frac{}{y_l},j=1,\mathrm{},m.$$

By assumption the vectors

(50)
$$b_j(y):=\left(\begin{array}{c}b_{1j}(y)\\ \mathrm{}\\ b_{mj}(y)\end{array}\right),j=1,\mathrm{}m,$$

evaluated at $`0`$ span $`^m`$. It is not difficult to see that this fact implies that $`\phi _F(b_1),\mathrm{}\phi _F(b_m)[[x]]^m𝕂_x^m`$ are linearly independent over $`𝕂_x`$ (and hence span $`𝕂_x^m`$) since they are linearly independent over $``$ when evaluated at $`0`$. On the other hand, by Lemma 7.1 and (48), these vectors are all in the image of the Jacobian $`J_F`$, considered as a linear map from $`𝕂_x^p`$ to $`𝕂_x^m`$. Hence $`\text{Rk}F=m`$ and the lemma is proved.∎

The last lemma needed for the proof of Proposition 6.3 in the case $`\mathrm{\Sigma }=^m`$ is the following.

###### Lemma 7.4.

Let $`F:(^p,0)(^m,0)`$ be a formal mapping. Then the vector subspace $`J_F(𝕂_x^p)𝕂_x^m`$ is the span over $`𝕂_x`$ of the subset $`J_F([[x]]^p)𝕂_x^m`$.

###### Proof.

Let $`a^1,\mathrm{},a^r𝕂_x^p`$ be such that $`J_Fa^1,\mathrm{},J_Fa^r𝕂_x^m`$ form a basis for $`J_F(𝕂_x^p)`$. By multiplying the $`a_j`$ by suitable power series (clearing the denominators), we obtain $`\stackrel{~}{a}^1,\mathrm{},\stackrel{~}{a}^r[[x]]^p`$ and $`J_F\stackrel{~}{a}^1,\mathrm{},J_F\stackrel{~}{a}^r𝕂_x^m`$ still form a basis for $`J_F(𝕂_x^p)`$ since $`J_F`$ is linear over $`𝕂_x`$. ∎

###### Proof of Proposition 6.3 with $`\mathrm{\Sigma }=^m`$..

The main step in the proof is to show that there are formal vector fields $`\widehat{Y}_1^{},\mathrm{},\widehat{Y}_k^{}`$ on $`^p`$ and $`c_1,\mathrm{},c_k[[x]]`$, $`c_j0`$ for all $`j`$, such that

(51)
$$\widehat{Y}_j^{}(f\mathrm{\Phi })=c_j(Y_jf)\mathrm{\Phi },f[[y]],j=1,\mathrm{}k.$$

To prove this, we write $`t=(t_1,\mathrm{},t_q)`$ and denote by $`\eta :[[x,t]][[x]]`$ the homomorphism defined by $`\eta (g)(x):=g(x,0)[[x]]`$ for $`g[[x,t]]`$. By abuse of notation, we also denote by $`\eta :[[x,t]]^m[[x]]^m`$ the mapping given by applying $`\eta `$ to each component. By (i) of Proposition 6.3, for any $`a[[x]]^p`$, we have $`\eta (J_\mathrm{\Theta }a^{})=J_\mathrm{\Phi }a`$, where

(52)
$$a^{}(x,t):=\left(\begin{array}{c}a_1(x)\\ \mathrm{}\\ a_p(x)\\ 0\\ \mathrm{}\\ 0\end{array}\right)[[x,t]]^{p+q}.$$

Hence, we conclude that $`J_\mathrm{\Phi }([[x]]^p)\eta (J_\mathrm{\Theta }([[x,t]]^{p+q}))`$, and therefore by Lemma 7.4

(53)
$$J_\mathrm{\Phi }(𝕂_x^p)\text{span}_{𝕂_x}\eta (J_\mathrm{\Theta }([[x,t]]^{p+q})).$$

On the other hand, observe that if $`v^1,\mathrm{},v^r[[x,t]]^m`$, with $`\eta (v^1),\mathrm{},\eta (v^r)[[x]]^m`$ linearly independent over $`𝕂_x`$, then $`v^1,\mathrm{},v^r`$ are linearly independent over $`𝕂_{x,t}`$. Therefore we have

(54)
$$dim\text{span}_{𝕂_x}\eta (J_\mathrm{\Theta }([[x,t]]^{p+q}))dim\text{span}_{𝕂_{x,t}}(J_\mathrm{\Theta }([[x,t]]^{p+q})).$$

Hence, by using (53), (54), Lemma 7.4, and the assumption that $`\text{Rk}\mathrm{\Theta }=\text{Rk}\mathrm{\Phi }`$, we obtain

(55)
$$\begin{array}{c}dimJ_\mathrm{\Phi }(𝕂_x^p)dim\text{span}_{𝕂_x}\eta (J_\mathrm{\Theta }([[x,t]]^{p+q}))\hfill \\ \hfill dim\text{span}_{𝕂_{x,t}}(J_\mathrm{\Theta }([[x,t]]^{p+q}))=dimJ_\mathrm{\Theta }(𝕂_{x,t}^{p+q}))=dimJ_\mathrm{\Phi }(𝕂_x^p).\end{array}$$

We therefore conclude again using (53) that

(56)
$$J_\mathrm{\Phi }(𝕂_x^p)=\text{span}_{𝕂_x}\eta (J_\mathrm{\Theta }([[x,t]]^{p+q})).$$

Now we write

(57)
$$Y_j=\underset{l=1}{\overset{m}{}}b_l^j(y)\frac{}{y_l},b_l^j[[y]],j=1,\mathrm{}k,$$

and

(58)
$$b^j(y):=\left(\begin{array}{c}b_1^j(y)\\ \mathrm{}\\ b_m^j(y)\end{array}\right),j=1,\mathrm{}k.$$

By Lemma 7.1 ((i)$``$(iii)) and the second equation of (41), we have $`b^j\mathrm{\Theta }J_\mathrm{\Theta }([[x,t]]^{p+q})`$, and hence, by (56) and (i) of Proposition 6.3, $`\eta (b^j\mathrm{\Theta })=b^j\mathrm{\Phi }J_\mathrm{\Phi }(𝕂_x^p)`$. By clearing denominators and again applying Lemma 7.1 ((iii)$``$(i)), it follows that there are $`\widehat{Y}_1^{},\mathrm{},\widehat{Y}_k^{}\text{Der}([[x]])`$ and $`c_1,\mathrm{},c_k[[x]]`$, $`c_j0`$, such that (51) holds. In view of the first equation of (41), the conclusion of Proposition 6.3 for $`\mathrm{\Sigma }=^m`$ now follows by applying Lemma 7.3 with $`F=\mathrm{\Phi }`$. ∎

## 8. Conclusion of the proof of Theorem 2.3; proof of Theorem 2.4

The statements concerning the properties of the iterated Segre mappings $`v^j`$ preceeding (i), (ii) , and (iii) of Theorem 2.3 have been proved in §3 and §4. Property (i) has been proved in §5, except for the fact that $`𝒪`$ is CR, which will be proved below. We shall now prove statement (ii) of Theorem 2.3. Let $`𝒲`$ be as in (ii) and $`g(𝒲)[[Z]]`$. We must show that $`gv^j=0`$ for each $`j1`$. This follows immediately from Proposition 6.2 (i) since $`g`$, considered as a power series in $`(Z,\zeta )`$ which is independent of $`\zeta `$, is also in $`(𝒪)`$ and hence $`gv^j=g\mathrm{\Theta }^{j1}=0`$.

To prove (iii), we use (32) and (36) to obtain

(59)
$$\text{Rk}v^{k_0}=\text{Rk}\mathrm{\Phi }^{k_0+1}n=dim𝒪n.$$

Recall from (i) and (ii) that $`dim𝒪=dim𝔤_M(0)`$ and $`dim𝒲=Ne=dim𝔤_M(0)+dN`$. Hence (iii) follows from (59).

To complete the proof of Theorem 2.3, it remains only to show that the formal manifold $`𝒪^N\times ^N`$ is a CR submanifold of $`^N`$, i.e. that the ideal $`(𝒪)`$ is real and $`\text{rk }R/Z(0)`$ equals the rank of $`R/Z`$ over the field of fractions $`𝕂_{Z,\zeta }`$. Here, $`R(Z,\zeta )=(\rho _1(Z,\zeta ),\mathrm{},\rho _d(Z,\zeta ),f_1(Z),\mathrm{},f_e(Z))`$ is a set of generators for the ideal $`(𝒪)`$. To show reality, we let $`g(𝒪)`$. Recall that

$$\sigma (g)(Z,\zeta ):=\overline{g}(\zeta ,Z).$$

We must show that $`\sigma (g)(𝒪)`$. Observe that, for each $`j0`$,

$$\sigma (g)(\mathrm{\Phi }^{j+1}(t^1,\mathrm{},t^{j+1}))=\overline{g(\stackrel{~}{\mathrm{\Theta }}^j(\overline{t}^1,\mathrm{},\overline{t}^{j+1}))}.$$

In view of Proposition 6.2 (i), we have

$$g(\stackrel{~}{\mathrm{\Theta }}^j(t^1,\mathrm{},t^{j+1}))=0$$

and, hence,

$$\sigma (g)(\mathrm{\Phi }^{j+1}(t^1,\mathrm{},t^{j+1}))=0.$$

Since $`\text{Rk}\mathrm{\Phi }^{k_0+1}=dim𝒪`$ by (36), the conclusion $`\sigma (g)(𝒪)`$ follows from Proposition 2.1. The fact that the formal real submanifold $`𝒪`$ is CR is now a direct consequence of the fact that $``$ is generic (and hence CR) and the fact that the remaining generators $`f_i`$, $`i=1,\mathrm{},e`$, are independent of $`\zeta `$. This completes the proof of Theorem 2.3. $`\mathrm{}`$

###### Proof of Theorem 2.4.

We first note that the conclusion of the theorem is independent of the choice of the Segre variety mapping $`\gamma `$. This can be seen by using the notation of §4 and observing that $`v^{2k_0}=\pi _1^{2k_0}T^{2k_0}`$, where $`T^{2k_0}`$ is a parametrization of the formal manifold $`𝔖_{2k_0}`$ . Hence it suffices to prove Theorem 2.4 using the special choice of Segre variety mapping $`\gamma `$ introduced in (23) in §6. Let $`\mathrm{\Sigma }^{2nk_0}`$ be the formal manifold whose ideal is generated by $`t^1`$ and $`t^{2k_0j}t^{2+j}`$, for $`j=0,\mathrm{},k_02`$. The conclusion in Theorem 2.4 is now a consequence of the definition of $`k_0`$ in Theorem 2.3 and of Lemma 4.1.3 in \[BER99b\]. ∎


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# Hyperbolic Complex Numbers in Two Dimensions

## 1 Introduction

A regular, two-dimensional complex number $`x+iy`$ can be represented geometrically by the modulus $`\rho =(x^2+y^2)^{1/2}`$ and by the polar angle $`\theta =\mathrm{arctan}(y/x)`$. The modulus $`\rho `$ is multiplicative and the polar angle $`\theta `$ is additive upon the multiplication of ordinary complex numbers.

The quaternions of Hamilton are a system of hypercomplex numbers defined in four dimensions, the multiplication being a noncommutative operation,  and many other hypercomplex systems are possible, - but these interesting hypercomplex systems do not have all the required properties of regular, two-dimensional complex numbers which rendered possible the development of the theory of functions of a complex variable.

A system of hypercomplex numbers in 2 dimensions is described in this work, for which the multiplication is associative and commutative, and for which an exponential form and the concepts of analytic twocomplex function and contour integration can be defined. The twocomplex numbers introduced in this work have the form $`u=x+\delta y`$, the variables $`x,y`$ being real numbers. The multiplication rules for the complex units $`1,\delta `$ are $`1\delta =\delta ,\delta ^2=1`$. In a geometric representation, the twocomplex number $`u`$ is represented by the point $`A`$ of coordinates $`(x,y).`$ The product of two twocomplex numbers is equal to zero if both numbers are equal to zero, or if one of the twocomplex numbers lies on the line $`x=y`$ and the other on the line $`x=y`$.

The exponential form of a twocomplex number, defined for $`x+y>0,xy>0`$, is $`u=\rho \mathrm{exp}(\delta \lambda /2)`$, where the amplitude is $`\rho =(x^2y^2)^{1/2}`$ and the argument is $`\lambda =\mathrm{ln}\mathrm{tan}\theta `$, $`\mathrm{tan}\theta =(x+y)/(xy)`$, $`0<\theta <\pi /2`$. The trigonometric form of a twocomplex number is $`u=d\sqrt{\mathrm{sin}2\theta }\mathrm{exp}\{(1/2)\delta \mathrm{ln}\mathrm{tan}\theta \}`$, where $`d^2=x^2+y^2`$. The amplitude $`\rho `$ is equal to zero on the lines $`x=\pm y`$. The division $`1/(x+\delta y)`$is possible provided that $`\rho 0`$. If $`u_1=x_1+\delta y_1,u_2=x_2+\delta y_2`$ are twocomplex numbers of amplitudes and arguments $`\rho _1,\lambda _1`$ and respectively $`\rho _2,\lambda _2`$, then the amplitude and the argument $`\rho ,\lambda `$ of the product twocomplex number $`u_1u_2=x_1x_2+y_1y_2+\delta (x_1y_2+y_1x_2)`$ are $`\rho =\rho _1\rho _2,\lambda =\lambda _1+\lambda _2`$. Thus, the amplitude $`\rho `$ is a multiplicative quantity and the argument $`\lambda `$ is an additive quantity upon the multiplication of twocomplex numbers, which reminds the properties of ordinary, two-dimensional complex numbers.

Expressions are given for the elementary functions of twocomplex variable. Moreover, it is shown that the region of convergence of series of powers of twocomplex variables is a rectangle having the sides parallel to the bisectors $`x=\pm y`$ .

A function $`f(u)`$ of the twocomplex variable $`u=x+\delta y`$ can be defined by a corresponding power series. It will be shown that the function $`f`$ has a derivative $`lim_{uu_0}[f(u)f(u_0)]/(uu_0)`$ independent of the direction of approach of $`u`$ to $`u_0`$. If the twocomplex function $`f(u)`$ of the twocomplex variable $`u`$ is written in terms of the real functions $`P(x,y),Q(x,y)`$ of real variables $`x,y`$ as $`f(u)=P(x,y)+\delta Q(x,y)`$, then relations of equality exist between partial derivatives of the functions $`P,Q`$, and the functions $`P,Q`$ are solutions of the two-dimensional wave equation.

It will also be shown that the integral $`_A^Bf(u)𝑑u`$ of a twocomplex function between two points $`A,B`$ is independent of the path connecting the points $`A,B`$.

A polynomial $`u^n+a_1u^{n1}+\mathrm{}+a_{n1}u+a_n`$ can be written as a product of linear or quadratic factors, although the factorization may not be unique.

This paper belongs to a series of studies on commutative complex numbers in $`n`$ dimensions. The twocomplex numbers described in this work are a particular case for $`n=2`$ of the polar hypercomplex numbers in $`n`$ dimensions.,

## 2 Operations with hyperbolic twocomplex numbers

A hyperbolic complex number in two dimensions is determined by its two components $`(x,y)`$. The sum of the hyperbolic twocomplex numbers $`(x,y)`$ and $`(x^{},y^{})`$ is the hyperbolic twocomplex number $`(x+x^{},y+y^{})`$. The product of the hyperbolic twocomplex numbers $`(x,y)`$ and $`(x^{},y^{})`$ is defined in this work to be the hyperbolic twocomplex number $`(xx^{}+yy^{},xy^{}+yx^{})`$.

Twocomplex numbers and their operations can be represented by writing the twocomplex number $`(x,y)`$ as $`u=x+\delta y`$, where $`\delta `$ is a basis for which the multiplication rules are

$$1\delta =\delta ,\delta ^2=1.$$
(1)
Two twocomplex numbers $`u=x+\delta y,u^{}=x^{}+\delta y^{}`$ are equal, $`u=u^{}`$, if and only if $`x=x^{},y=y^{}.`$ If $`u=x+\delta y,u^{}=x^{}+\delta y^{}`$ are twocomplex numbers, the sum $`u+u^{}`$ and the product $`uu^{}`$ defined above can be obtained by applying the usual algebraic rules to the sum $`(x+\delta y)+(x^{}+\delta y^{})`$ and to the product $`(x+\delta y)(x^{}+\delta y^{})`$, and grouping of the resulting terms,

$$u+u^{}=x+x^{}+\delta (y+y^{}),$$
(2)
$$uu^{}=xx^{}+yy^{}+\delta (xy^{}+yx^{})$$
(3)
If $`u,u^{},u^{\prime \prime }`$ are twocomplex numbers, the multiplication is associative

$$(uu^{})u^{\prime \prime }=u(u^{}u^{\prime \prime })$$
(4)
and commutative

$$uu^{}=u^{}u,$$
(5)
as can be checked through direct calculation. The twocomplex zero is $`0+\delta 0,`$ denoted simply 0, and the twocomplex unity is $`1+\delta 0,`$ denoted simply 1.

The inverse of the twocomplex number $`u=x+\delta y`$ is a twocomplex number $`u^{}=x^{}+\delta y^{}`$ having the property that

$$uu^{}=1.$$
(6)
Written on components, the condition, Eq. (6), is

$$\begin{array}{c}xx^{}+yy^{}=1,\\ yx^{}+xy^{}=0.\end{array}$$
(7)
The system (7) has the solution

$$x^{}=\frac{x}{\nu },$$
(8)
$$y^{}=\frac{y}{\nu },$$
(9)
provided that $`\nu 0`$, where

$$\nu =x^2y^2.$$
(10)
The quantity $`\nu `$ can be written as

$$\nu =v_+v_{},$$
(11)
where

$$v_+=x+y,v_{}=xy.$$
(12)
The variables $`v_+,v_{}`$ will be called canonical hyperbolic twocomplex variables. Then a twocomplex number $`u=x+\delta y`$ has an inverse, unless

$$v_+=0,\mathrm{or}v_{}=0.$$
(13)
For arbitrary values of the variables $`x,y`$, the quantity $`\nu `$ can be positive or negative. If $`\nu 0`$, the quantity

$$\rho =\nu ^{1/2},\nu >0,$$
(14)
will be called amplitude of the twocomplex number $`x+\delta y`$. The normals of the lines in Eq. (13) are orthogonal to each other. Because of conditions (13) these lines will be also called the nodal lines. It can be shown that if $`uu^{}=0`$ then either $`u=0`$, or $`u^{}=0`$, or one of the twocomplex numbers $`u,u^{}`$ is of the form $`x+\delta x`$ and the other is of the form $`x\delta x`$.

## 3 Geometric representation of hyperbolic twocomplex numbers

The twocomplex number $`x+\delta y`$ can be represented by the point $`A`$ of coordinates $`(x,y)`$. If $`O`$ is the origin of the two-dimensional space $`x,y`$, the distance from $`A`$ to the origin $`O`$ can be taken as

$$d^2=x^2+y^2.$$
(15)
The distance $`d`$ will be called modulus of the twocomplex number $`x+\delta y`$.

Since

$$(x+y)^2+(xy)^2=2d^2,$$
(16)
$`x+y`$ and $`xy`$ can be written as

$$x+y=\sqrt{2}d\mathrm{sin}\theta ,xy=\sqrt{2}d\mathrm{cos}\theta ,$$
(17)
so that

$$x=d\mathrm{sin}(\theta +\pi /4),y=d\mathrm{cos}(\theta +\pi /4).$$
(18)
If $`u=x+\delta y,u_1=x_1+\delta y_1,u_2=x_2+\delta y_2`$, and $`u=u_1u_2`$, and if

$$v_{j+}=x_j+y_j,v_j=x_jy_j,\mathrm{\hspace{0.33em}2}d_j^2=v_{j+}^2+v_j^2,x_j+y_j=\sqrt{2}d_j\mathrm{sin}\theta _j,x_jy_j=d_j\sqrt{2}\mathrm{cos}\theta _j,$$
(19)
for $`j=1,2`$, it can be shown that

$$v_+=v_{1+}v_{2+},v_{}=v_1v_2,\mathrm{tan}\theta =\mathrm{tan}\theta _1\mathrm{tan}\theta _2.$$
(20)
The relations (20) are a consequence of the identities

$`(x_1x_2+y_1y_2)+(x_1y_2+y_1x_2)=(x_1+y_1)(x_2+y_2),`$ (21)
$`(x_1x_2+y_1y_2)(x_1y_2+y_1x_2)=(x_1y_1)(x_2y_2).`$ (22)
A consequence of Eqs. (20) is that if $`u=u_1u_2`$, then

$$\nu =\nu _1\nu _2,$$
(23)
where

$$\nu _j=v_{j+}v_j,$$
(24)
for $`j=1,2`$. If $`\nu >0,\nu _1>0,\nu _2>0`$, then

$$\rho =\rho _1\rho _2,$$
(25)
where

$$\rho _j=\nu _j^{1/2},$$
(26)
for $`j=1,2`$.

The twocomplex numbers

$$e_+=\frac{1+\delta }{2},e_{}=\frac{1\delta }{2},$$
(27)
are orthogonal,

$$e_+e_{}=0,$$
(28)
and have also the property that

$$e_+^2=e_+,e_{}^2=e_{}.$$
(29)
The ensemble $`e_+,e_{}`$ will be called the canonical hyperbolic twocomplex base. The twocomplex number $`u=x+\delta y`$ can be written as

$$x+\delta y=(x+y)e_++(xy)e_{},$$
(30)
or, by using Eq. (12),

$$u=v_+e_++v_{}e_{},$$
(31)
which will be called the canonical form of the hyperbolic twocomplex number. Thus, if $`u_j=v_{j+}e_++v_je_{},j=1,2`$, and $`u=u_1u_2`$, then the multiplication of the hyperbolic twocomplex numbers is expressed by the relations (20).

The relation (23) for the product of twocomplex numbers can be demonstrated also by using a representation of the multiplication of the twocomplex numbers by matrices, in which the twocomplex number $`u=x+\delta y`$ is represented by the matrix

$$\left(\begin{array}{cc}x& y\\ y& x\end{array}\right).$$
(32)
The product $`u=x+\delta y`$ of the twocomplex numbers $`u_1=x_1+\delta y_1,u_2=x_2+\delta y_2`$, can be represented by the matrix multiplication

$$\left(\begin{array}{cc}x& y\\ y& x\end{array}\right)=\left(\begin{array}{cc}x_1& y_1\\ y_1& x_1\end{array}\right)\left(\begin{array}{cc}x_2& y_2\\ y_2& x_2\end{array}\right).$$
(33)
It can be checked that

$$\mathrm{det}\left(\begin{array}{cccc}x& y& & \\ y& x& & \end{array}\right)=\nu .$$
(34)
The identity (23) is then a consequence of the fact the determinant of the product of matrices is equal to the product of the determinants of the factor matrices.

## 4 Exponential and trigonometric forms of a twocomplex number

The exponential function of the twocomplex variable $`u`$ can be defined by the series

$$\mathrm{exp}u=1+u+u^2/2!+u^3/3!+\mathrm{}.$$
(35)
It can be checked by direct multiplication of the series that

$$\mathrm{exp}(u+u^{})=\mathrm{exp}u\mathrm{exp}u^{}.$$
(36)
If $`u=x+\delta y`$, then $`\mathrm{exp}u`$ can be calculated as $`\mathrm{exp}u=\mathrm{exp}x\mathrm{exp}(\delta y)`$. According to Eq. (1),

$$\delta ^{2m}=1,\delta ^{2m+1}=\delta ,$$
(37)
where $`m`$ is a natural number, so that $`\mathrm{exp}(\delta y)`$ can be written as

$$\mathrm{exp}(\delta y)=\mathrm{cosh}y+\delta \mathrm{sinh}y.$$
(38)
From Eq. (38) it can be inferred that

$`(\mathrm{cosh}t+\delta \mathrm{sinh}t)^m=\mathrm{cosh}mt+\delta \mathrm{sinh}mt.`$ (39)
The twocomplex numbers $`u=x+\delta y`$ for which $`v_+=x+y>0,v_{}=xy>0`$ can be written in the form

$$x+\delta y=e^{x_1+\delta y_1}.$$
(40)
The expressions of $`x_1,y_1`$ as functions of $`x,y`$ can be obtained by developing $`e^{\delta y_1}`$ with the aid of Eq. (38) and separating the hypercomplex components,

$$x=e^{x_1}\mathrm{cosh}y_1,$$
(41)
$$y=e^{x_1}\mathrm{sinh}y_1,$$
(42)
It can be shown from Eqs. (41)-(42) that

$$x_1=\frac{1}{2}\mathrm{ln}(v_+v_{}),y_1=\frac{1}{2}\mathrm{ln}\frac{v_+}{v_{}}.$$
(43)
The twocomplex number $`u`$ can thus be written as

$$u=\rho \mathrm{exp}(\delta \lambda ),$$
(44)
where the amplitude is $`\rho =(x^2y^2)^{1/2}`$ and the argument is $`\lambda =(1/2)\mathrm{ln}\{(x+y)/(xy)\}`$, for $`x+y>0,xy>0`$. The expression (44) can be written with the aid of the variables $`d,\theta `$, Eq. (17), as

$$u=\rho \mathrm{exp}\left(\frac{1}{2}\delta \mathrm{ln}\mathrm{tan}\theta \right),$$
(45)
which is the exponential form of the twocomplex number $`u`$, where $`0<\theta <\pi /2`$.

The relation between the amplitude $`\rho `$ and the distance $`d`$ is

$$\rho =d\mathrm{sin}^{1/2}2\theta .$$
(46)
Substituting this form of $`\rho `$ in Eq. (45) yields

$$u=d\mathrm{sin}^{1/2}2\theta \mathrm{exp}\left(\frac{1}{2}\delta \mathrm{ln}\mathrm{tan}\theta \right),$$
(47)
which is the trigonometric form of the twocomplex number $`u`$.

## 5 Elementary functions of a twocomplex variable

The logarithm $`u_1`$ of the twocomplex number $`u`$, $`u_1=\mathrm{ln}u`$, can be defined for $`v_+>0,v_{}>0`$ as the solution of the equation

$$u=e^{u_1},$$
(48)
for $`u_1`$ as a function of $`u`$. From Eq. (45) it results that

$$\mathrm{ln}u=\mathrm{ln}\rho +\frac{1}{2}\delta \mathrm{ln}\mathrm{tan}\theta $$
(49)
It can be inferred from Eqs. (49) and (20) that

$$\mathrm{ln}(u_1u_2)=\mathrm{ln}u_1+\mathrm{ln}u_2.$$
(50)
The explicit form of Eq. (49) is

$`\mathrm{ln}(x+\delta y)={\displaystyle \frac{1}{2}}(1+\delta )\mathrm{ln}(x+y)+{\displaystyle \frac{1}{2}}(1\delta )\mathrm{ln}(xy),`$ (51)
so that the relation (49) can be written with the aid of Eq. (27) as

$$\mathrm{ln}u=e_+\mathrm{ln}v_++e_{}\mathrm{ln}v_{}.$$
(52)
The power function $`u^n`$ can be defined for $`v_+>0,v_{}>0`$ and real values of $`n`$ as

$$u^n=e^{n\mathrm{ln}u}.$$
(53)
It can be inferred from Eqs. (53) and (50) that

$$(u_1u_2)^n=u_1^nu_2^n.$$
(54)
Using the expression (52) for $`\mathrm{ln}u`$ and the relations (28) and (29) it can be shown that

$`(x+\delta y)^n={\displaystyle \frac{1}{2}}(1+\delta )(x+y)^n+{\displaystyle \frac{1}{2}}(1\delta )(xy)^n.`$ (55)
For integer $`n`$, the relation (55) is valid for any $`x,y`$. The relation (55) for $`n=1`$ is

$$\frac{1}{x+\delta y}=\frac{1}{2}\left(\frac{1+\delta }{x+y}+\frac{1\delta }{xy}\right).$$
(56)
The trigonometric functions $`\mathrm{cos}u`$ and $`\mathrm{sin}u`$ of a twocomplex variable are defined by the series

$$\mathrm{cos}u=1u^2/2!+u^4/4!+\mathrm{},$$
(57)
$$\mathrm{sin}u=uu^3/3!+u^5/5!+\mathrm{}.$$
(58)
It can be checked by series multiplication that the usual addition theorems hold also for the twocomplex numbers $`u_1,u_2`$,

$$\mathrm{cos}(u_1+u_2)=\mathrm{cos}u_1\mathrm{cos}u_2\mathrm{sin}u_1\mathrm{sin}u_2,$$
(59)
$$\mathrm{sin}(u_1+u_2)=\mathrm{sin}u_1\mathrm{cos}u_2+\mathrm{cos}u_1\mathrm{sin}u_2.$$
(60)
The cosine and sine functions of the hypercomplex variables $`\delta y`$ can be expressed as

$$\mathrm{cos}\delta y=\mathrm{cos}y,\mathrm{sin}\delta y=\delta \mathrm{sin}y.$$
(61)
The cosine and sine functions of a twocomplex number $`x+\delta y`$ can then be expressed in terms of elementary functions with the aid of the addition theorems Eqs. (59), (60) and of the expressions in Eq. (61).

The hyperbolic functions $`\mathrm{cosh}u`$ and $`\mathrm{sinh}u`$ of the twocomplex variable $`u`$ are defined by the series

$$\mathrm{cosh}u=1+u^2/2!+u^4/4!+\mathrm{},$$
(62)
$$\mathrm{sinh}u=u+u^3/3!+u^5/5!+\mathrm{}.$$
(63)
It can be checked by series multiplication that the usual addition theorems hold also for the twocomplex numbers $`u_1,u_2`$,

$$\mathrm{cosh}(u_1+u_2)=\mathrm{cosh}u_1\mathrm{cosh}u_2+\mathrm{sinh}u_1\mathrm{sinh}u_2,$$
(64)
$$\mathrm{sinh}(u_1+u_2)=\mathrm{sinh}u_1\mathrm{cosh}u_2+\mathrm{cosh}u_1\mathrm{sinh}u_2.$$
(65)
The $`\mathrm{cosh}`$ and $`\mathrm{sinh}`$ functions of the hypercomplex variables $`\delta y`$ can be expressed as

$$\mathrm{cosh}\delta y=\mathrm{cosh}y,\mathrm{sinh}\delta y=\delta \mathrm{sinh}y.$$
(66)
The hyperbolic cosine and sine functions of a twocomplex number $`x+\delta y`$ can then be expressed in terms of elementary functions with the aid of the addition theorems Eqs. (64), (65) and of the expressions in Eq. (66).

## 6 Twocomplex power series

A twocomplex series is an infinite sum of the form

$$a_0+a_1+a_2+\mathrm{}+a_n+\mathrm{},$$
(67)
where the coefficients $`a_n`$ are twocomplex numbers. The convergence of the series (67) can be defined in terms of the convergence of its 2 real components. The convergence of a twocomplex series can however be studied using twocomplex variables. The main criterion for absolute convergence remains the comparison theorem, but this requires a number of inequalities which will be discussed further.

The modulus of a twocomplex number $`u=x+\delta y`$ can be defined as

$$|u|=(x^2+y^2)^{1/2},$$
(68)
so that according to Eq. (15) $`d=|u|`$. Since $`|x||u|,|y||u|`$, a property of absolute convergence established via a comparison theorem based on the modulus of the series (67) will ensure the absolute convergence of each real component of that series.

The modulus of the sum $`u_1+u_2`$ of the twocomplex numbers $`u_1,u_2`$ fulfils the inequality

$$||u_1||u_2|||u_1+u_2||u_1|+|u_2|.$$
(69)
For the product the relation is

$$|u_1u_2|\sqrt{2}|u_1||u_2|,$$
(70)
which replaces the relation of equality extant for regular complex numbers. The equality in Eq. (70) takes place for $`x_1=y_1,x_2=y_2`$ or $`x_1=y_1,x_2=y_2`$. In particular

$$|u^2|\sqrt{2}|u|^2.$$
(71)
The inequality in Eq. (70) implies that

$$|u^m|2^{(m1)/2}|u|^m.$$
(72)
From Eqs. (70) and (72) it results that

$$|au^m|2^{m/2}|a||u|^m.$$
(73)
A power series of the twocomplex variable $`u`$ is a series of the form

$$a_0+a_1u+a_2u^2+\mathrm{}+a_lu^l+\mathrm{}.$$
(74)
Since

$$\left|\underset{l=0}{\overset{\mathrm{}}{}}a_lu^l\right|\underset{l=0}{\overset{\mathrm{}}{}}2^{l/2}|a_l||u|^l,$$
(75)
a sufficient condition for the absolute convergence of this series is that

$$\underset{l\mathrm{}}{lim}\frac{\sqrt{2}|a_{l+1}||u|}{|a_l|}<1.$$
(76)
Thus the series is absolutely convergent for

$$|u|<c_0,$$
(77)
where

$$c_0=\underset{l\mathrm{}}{lim}\frac{|a_l|}{\sqrt{2}|a_{l+1}|},$$
(78)
The convergence of the series (74) can be also studied with the aid of the formula (55) which, for integer values of $`l`$, is valid for any $`x,y,z,t`$. If $`a_l=a_{lx}+\delta a_{ly}`$, and

$`A_{l+}=a_{lx}+a_{ly},A_l=a_{lx}a_{ly},`$ (79)
it can be shown with the aid of relations (28) and (29) that

$$a_le_+=A_{l+}e_+,a_le_{}=A_le_{},$$
(80)
so that the expression of the series (74) becomes

$$\underset{l=0}{\overset{\mathrm{}}{}}\left(A_{l+}v_+^le_++A_lv_{}^le_{}\right),$$
(81)
where the quantities $`v_+,v_{}`$ have been defined in Eq. (12). The sufficient conditions for the absolute convergence of the series in Eq. (81) are that

$$\underset{l\mathrm{}}{lim}\frac{|A_{l+1,+}||v_+|}{|A_{l+}|}<1,\underset{l\mathrm{}}{lim}\frac{|A_{l+1,}||v_{}|}{|A_l|}<1.$$
(82)
Thus the series in Eq. (81) is absolutely convergent for

$$|x+y|<c_+,|xy|<c_{},$$
(83)
where

$$c_+=\underset{l\mathrm{}}{lim}\frac{|A_{l+}|}{|A_{l+1,+}|},c_{}=\underset{l\mathrm{}}{lim}\frac{|A_l|}{|A_{l+1,}|}.$$
(84)
The relations (83) show that the region of convergence of the series (81) is a rectangle having the sides parallel to the bisectors $`x=\pm y`$. It can be shown that $`c_0=(1/\sqrt{2})\mathrm{min}(c,c^{})`$, where $`\mathrm{min}(c,c^{})`$ designates the smallest of the numbers $`c,c^{}`$. Since $`|u|^2=(v_+^2+v_{}^2)/2`$, it can be seen that the circular region of convergence defined in Eqs. (77), (78) is included in the parallelogram defined in Eqs. (83) and (84).

## 7 Analytic functions of twocomplex variables

The derivative of a function $`f(u)`$ of the twocomplex variables $`u`$ is defined as a function $`f^{}(u)`$ having the property that

$$|f(u)f(u_0)f^{}(u_0)(uu_0)|0\mathrm{as}|uu_0|0.$$
(85)
If the difference $`uu_0`$ is not parallel to one of the nodal hypersurfaces, the definition in Eq. (85) can also be written as

$$f^{}(u_0)=\underset{uu_0}{lim}\frac{f(u)f(u_0)}{uu_0}.$$
(86)
The derivative of the function $`f(u)=u^m`$, with $`m`$ an integer, is $`f^{}(u)=mu^{m1}`$, as can be seen by developing $`u^m=[u_0+(uu_0)]^m`$ as

$$u^m=\underset{p=0}{\overset{m}{}}\frac{m!}{p!(mp)!}u_0^{mp}(uu_0)^p,$$
(87)
and using the definition (85).

If the function $`f^{}(u)`$ defined in Eq. (85) is independent of the direction in space along which $`u`$ is approaching $`u_0`$, the function $`f(u)`$ is said to be analytic, analogously to the case of functions of regular complex variables.  The function $`u^m`$, with $`m`$ an integer, of the twocomplex variable $`u`$ is analytic, because the difference $`u^mu_0^m`$ is always proportional to $`uu_0`$, as can be seen from Eq. (87). Then series of integer powers of $`u`$ will also be analytic functions of the twocomplex variable $`u`$, and this result holds in fact for any commutative algebra.

If an analytic function is defined by a series around a certain point, for example $`u=0`$, as

$$f(u)=\underset{k=0}{\overset{\mathrm{}}{}}a_ku^k,$$
(88)
an expansion of $`f(u)`$ around a different point $`u_0`$,

$$f(u)=\underset{k=0}{\overset{\mathrm{}}{}}c_k(uu_0)^k,$$
(89)
can be obtained by substituting in Eq. (88) the expression of $`u^k`$ according to Eq. (87). Assuming that the series are absolutely convergent so that the order of the terms can be modified and ordering the terms in the resulting expression according to the increasing powers of $`uu_0`$ yields

$$f(u)=\underset{k,l=0}{\overset{\mathrm{}}{}}\frac{(k+l)!}{k!l!}a_{k+l}u_0^l(uu_0)^k.$$
(90)
Since the derivative of order $`k`$ at $`u=u_0`$ of the function $`f(u)`$ , Eq. (88), is

$$f^{(k)}(u_0)=\underset{l=0}{\overset{\mathrm{}}{}}\frac{(k+l)!}{l!}a_{k+l}u_0^l,$$
(91)
the expansion of $`f(u)`$ around $`u=u_0`$, Eq. (90), becomes

$$f(u)=\underset{k=0}{\overset{\mathrm{}}{}}\frac{1}{k!}f^{(k)}(u_0)(uu_0)^k,$$
(92)
which has the same form as the series expansion of 2-dimensional complex functions. The relation (92) shows that the coefficients in the series expansion, Eq. (89), are

$$c_k=\frac{1}{k!}f^{(k)}(u_0).$$
(93)
The rules for obtaining the derivatives and the integrals of the basic functions can be obtained from the series of definitions and, as long as these series expansions have the same form as the corresponding series for the 2-dimensional complex functions, the rules of derivation and integration remain unchanged.

If the twocomplex function $`f(u)`$ of the twocomplex variable $`u`$ is written in terms of the real functions $`P(x,y),Q(x,y)`$ of real variables $`x,y`$ as

$$f(u)=P(x,y)+\delta Q(x,y),$$
(94)
then relations of equality exist between partial derivatives of the functions $`P,Q`$. These relations can be obtained by writing the derivative of the function $`f`$ as

$`\underset{\mathrm{\Delta }x,\mathrm{\Delta }y0}{lim}{\displaystyle \frac{1}{\mathrm{\Delta }x+\delta \mathrm{\Delta }y}}\left[{\displaystyle \frac{P}{x}}\mathrm{\Delta }x+{\displaystyle \frac{P}{y}}\mathrm{\Delta }y+\delta \left({\displaystyle \frac{Q}{x}}\mathrm{\Delta }x+{\displaystyle \frac{Q}{y}}\mathrm{\Delta }y\right)\right],`$ (95)
where the difference $`uu_0`$ in Eq. (86) is $`uu_0=\mathrm{\Delta }x+\delta \mathrm{\Delta }y`$. The relations between the partials derivatives of the functions $`P,Q`$ are obtained by setting successively in Eq. (95) $`\mathrm{\Delta }x0,\mathrm{\Delta }y=0`$; then $`\mathrm{\Delta }x=0,\mathrm{\Delta }y0`$. The relations are

$$\frac{P}{x}=\frac{Q}{y},$$
(96)
$$\frac{Q}{x}=\frac{P}{y}.$$
(97)
The relations (96)-(97) are analogous to the Riemann relations for the real and imaginary components of a complex function. It can be shown from Eqs. (96)-(97) that the components $`P,Q`$ are solutions of the equations

$$\frac{^2P}{x^2}\frac{^2P}{y^2}=0,$$
(98)
$$\frac{^2Q}{x^2}\frac{^2Q}{y^2}=0,$$
(99)
As can be seen from Eqs. (98)-(99), the components $`P,Q`$ of an analytic function of twocomplex variable are solutions of the wave equation with respect to the variables $`x,y`$.

## 8 Integrals of twocomplex functions

The singularities of twocomplex functions arise from terms of the form $`1/(uu_0)^m`$, with $`m>0`$. Functions containing such terms are singular not only at $`u=u_0`$, but also at all points of the lines passing through $`u_0`$ and which are parallel to the nodal lines.

The integral of a twocomplex function between two points $`A,B`$ along a path situated in a region free of singularities is independent of path, which means that the integral of an analytic function along a loop situated in a region free from singularities is zero,

$$_\mathrm{\Gamma }f(u)𝑑u=0.$$
(100)
Using the expression, Eq. (94) for $`f(u)`$ and the fact that $`du=dx+\delta dy`$, the explicit form of the integral in Eq. (100) is

$`{\displaystyle _\mathrm{\Gamma }}f(u)𝑑u={\displaystyle _\mathrm{\Gamma }}[(Pdx+Qdy)+\delta (Qdx+Pdy)]`$ (101)
If the functions $`P,Q`$ are regular on the surface $`\mathrm{\Sigma }`$ enclosed by the loop $`\mathrm{\Gamma }`$, the integral along the loop $`\mathrm{\Gamma }`$ can be transformed with the aid of the theorem of Stokes in an integral over the surface $`\mathrm{\Sigma }`$ of terms of the form $`P/yQ/x`$ and $`P/xQ/y`$ which are equal to zero by Eqs. (96)-(97), and this proves Eq. (100).

The exponential form of the twocomplex numbers, Eq. (44), contains no cyclic variable, and therefore the concept of residue is not applicable to the twocomplex numbers defined in Eqs. (1).

## 9 Factorization of twocomplex polynomials

A polynomial of degree $`m`$ of the twocomplex variable $`u=x+\delta y`$ has the form

$$P_m(u)=u^m+a_1u^{m1}+\mathrm{}+a_{m1}u+a_m,$$
(102)
where the constants are in general twocomplex numbers. If $`a_m=a_{mx}+\delta a_{my}`$, and with the notations of Eqs. (12) and (79) applied for $`0,1,\mathrm{},m`$ , the polynomial $`P_m(u)`$ can be written as

$`P_m=\left[v_+^m+A_{1+}v_+^{m1}+\mathrm{}+A_{m1,+}v_++A_{m+}\right]e_+`$
$`+\left[v_{}^m+A_1v_{}^{m1}+\mathrm{}+A_{m1,}v_{}+A_m\right]e_{}.`$
Each of the polynomials of degree $`m`$ with real coefficients in Eq. (LABEL:107) can be written as a product of linear or quadratic factors with real coefficients, or as a product of linear factors which, if imaginary, appear always in complex conjugate pairs. Using the latter form for the simplicity of notations, the polynomial $`P_m`$ can be written as

$$P_m=\underset{l=1}{\overset{m}{}}(v_+v_{l+})e_++\underset{l=1}{\overset{m}{}}(v_{}v_l)e_{},$$
(104)
where the quantities $`v_{l+}`$ appear always in complex conjugate pairs, and the same is true for the quantities $`v_l`$. Due to the properties in Eqs. (28) and (29), the polynomial $`P_m(u)`$ can be written as a product of factors of the form

$$P_m(u)=\underset{l=1}{\overset{m}{}}\left[(v_+v_{l+})e_++(v_{}v_l)e_{}\right].$$
(105)
This relation can be written with the aid of Eqs. (31) as

$`P_m(u)={\displaystyle \underset{l=1}{\overset{m}{}}}(uu_l),`$ (106)
where

$`u_l=e_+v_{l+}+e_{}v_l,`$ (107)
for $`l=1,\mathrm{},m`$. The roots $`v_{l+}`$ and the roots $`v_l`$ defined in Eq. (104) may be ordered arbitrarily, which means that Eq. (107) gives sets of $`m`$ roots $`u_1,\mathrm{},u_m`$ of the polynomial $`P_m(u)`$, corresponding to the various ways in which the roots $`v_{l+},v_l`$ are ordered according to $`l`$ in each group. Thus, while the hypercomplex components in Eq. (104) taken separately have unique factorizations, the polynomial $`P_m(u)`$ can be written in many different ways as a product of linear factors.

If $`P(u)=u^21`$, the degree is $`m=2`$, the coefficients of the polynomial are $`a_1=0,a_2=1`$, the twocomplex components of $`a_2`$ are $`a_{2x}=1,a_{2y}=0`$, the components $`A_{2+},A_2`$ are $`A_{2+}=1,A_2=1`$. The expression, Eq. (LABEL:107), of $`P(u)`$ is $`P(u)=e_+(v_+^21)+e_{}(v_{}^21)`$, and the factorization in Eq. (106) is $`u^21=(uu_1)(uu_2)`$, where $`u_1=\pm e_+\pm e_{},u_2=u_1`$. The factorizations are thus $`u^21=(u+1)(u1)`$ and $`u^21=(u+\delta )(u\delta )`$. It can be checked that $`(\pm e_+\pm e_{})^2=e_++e_{}=1`$.

## 10 Representation of hyperbolic twocomplex complex numbers by irreducible matrices

If the matrix in Eq. (32) representing the twocomplex number $`u`$ is called $`U`$, and

$$T=\left(\begin{array}{cc}\frac{1}{\sqrt{2}}& \frac{1}{\sqrt{2}}\\ \frac{1}{\sqrt{2}}& \frac{1}{\sqrt{2}}\end{array}\right),$$
(108)
it can be checked that

$$TUT^1=\left(\begin{array}{cc}x+y& 0\\ 0& xy\end{array}\right).$$
(109)
The relations for the variables $`v_+=x+y,v_{}=xy`$ for the multiplication of twocomplex numbers have been written in Eq. (20). The matrix $`TUT^1`$ provides an irreducible representation  of the twocomplex numbers $`u=x+\delta y`$, in terms of matrices with real coefficients.

## 11 Conclusions

An exponential form exists for the twocomplex numbers, involving the amplitude $`\rho `$ and the argument $`\lambda `$. The twocomplex functions defined by series of powers are analytic, and the partial derivatives of the components of the twocomplex functions are closely related. The integrals of twocomplex functions are independent of path in regions where the functions are regular. The polynomials of tricomplex variables can be written as products of linear or quadratic factors.