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# Closed subspaces which are attractors for representations of the Cuntz algebras

## 1. Introduction: Wavelets

A particular construction of wavelets on the real line $``$ is based on what is called subband filters. The idea is that a wavelet decomposition of $`L^2\left(\right)`$ can be organized in frequency bands with adjustment to a system of subspaces (identifying a cascade of resolutions) in $`L^2\left(\right)`$, and each frequency band having its scaling resolution. The subband filters may be realized as functions on the torus $`𝕋=\{z:\left|z\right|=1\}`$. If the scaling is $`N>1`$ then the $`L^2\left(\right)`$ functions needed in the wavelet decomposition may be obtained (under favorable conditions) as solutions to a system of cocycle conditions, see (1.1) below, involving Fourier transform $`\psi \widehat{\psi }`$ on $``$, or rather $`L^2\left(\right)`$. The $`L^2\left(\right)`$-system consists of a scaling function $`\phi `$ and the wavelet generators $`\psi _1,\mathrm{},\psi _{N1}`$. The cocycle conditions (see \[BrJo02\] for details) are

$`\sqrt{N}\widehat{\phi }\left(N\xi \right)`$ $`=m_0\left(e^{i\xi }\right)\widehat{\phi }\left(\xi \right),\xi \text{, and}`$ (1.1)
$`\sqrt{N}\widehat{\psi }_j\left(N\xi \right)`$ $`=m_j\left(e^{i\xi }\right)\widehat{\phi }\left(\xi \right),j=1,\mathrm{},N1.`$
For more details on this, we refer the reader to \[Dau92\], \[Mal99\], \[Jor99\], \[BrJo99\], \[Jor01\], and \[BrJo02\]. After the problem is discretized, and a Fourier series is introduced, we then arrive at a certain system of operators on $`L^2\left(𝕋\right)`$, where the one-torus $`𝕋`$ is equipped with the usual normalized Haar measure. The operators are defined from a fixed system of functions $`m_0,\mathrm{},m_{N1}`$ on $`𝕋`$ as follows:

$$\left(S_jf\right)\left(z\right)=m_j\left(z\right)f\left(z^N\right),fL^2\left(𝕋\right),z𝕋,j=0,1,\mathrm{},N1.$$
(1.2)
The orthogonality conditions which are usually imposed are known to imply the following relations on the operators $`\left(S_j\right)_{j=0}^{N1}`$ in (1.2):

$$S_j^{}S_i=\delta _{j,i}I_{L^2\left(𝕋\right)}\text{ and }\underset{j=0}{\overset{N1}{}}S_jS_j^{}=I_{L^2\left(𝕋\right)}.$$
(1.3)
The reader is referred to \[Jor01\], \[Jor00\], and \[BrJo02\] for additional details on this point. Specifically, the properties which must be imposed on the functions $`m_0,\mathrm{},m_{N1}`$ from (1.2) are known in signal processing as the subband quadrature (if $`N=2`$) conditions. They can be checked to be equivalent to the operator relations (1.3), also known as the Cuntz relations. They are satisfied if and only if the $`N\times N`$ matrix ($`i,j=0,\mathrm{},N1`$)

$$A_{i,j}\left(z\right):=\frac{1}{N}\underset{\begin{array}{c}w𝕋\\ w^N=z\end{array}}{}m_i\left(w\right)w^j,z𝕋,$$
(1.4)
is unitary for all (or almost all, with respect to Haar measure on $`𝕋`$) $`z𝕋`$. The relations (1.3) are called the Cuntz relations, and they are special cases of relations which are defined axiomatically in the theory of representation of $`C^{}`$-algebras. But they have an independent life in the science of signal processing; see \[BrJo02\], \[Mal99\], and the references given there.

## 2. The Cuntz relations

It is known \[Cun77\] that there is a simple $`C^{}`$-algebra $`𝒪_N`$ such that the representations $`\rho `$ of $`𝒪_N`$ are in a $`1`$$`1`$ correspondence with systems of operators on Hilbert space satisfying the Cuntz relations. If the generators of $`𝒪_N`$ are denoted $`s_i`$, then

$$s_i^{}s_j=\delta _{i,j}1\text{ and }\underset{j=1}{\overset{N}{}}s_js_j^{}=1,$$
(2.1)
where $`1`$ denotes the unit-element in the $`C^{}`$-algebra $`𝒪_N`$. The system of operators $`S_j:=\rho \left(s_j\right)`$ will then satisfy the Cuntz relations on the Hilbert space $``$ which carries the representation $`\rho `$. Conversely, every system of operators $`S_j`$ on a Hilbert space $``$ which satisfies the Cuntz relations comes from a representation $`\rho `$ of $`𝒪_N`$ via the formula $`\rho \left(s_j\right)=S_j`$, $`j=1,\mathrm{},N`$. It is known that not every representation of $`𝒪_N`$ is of the form (1.2). $`𝒪_N`$ has many type $`III`$ representations, and (1.2) implies type $`I`$ (see \[BJO99\]). But it was shown in \[Jor01\] that the analysis of the wavelet representations (1.2) predicts a number of global and geometric properties of the variety of all wavelets subject to a fixed scaling.

In addition the representations of $`𝒪_N`$ and their functional models are used in multivariable scattering theory: see, for example, \[DKS01\], \[BaVi1\], \[BaVi2\], and \[Kribs\].

While our present results apply to general representations of $`𝒪_N`$, they are motivated by (1.2). In particular, we will be interested in smaller subspaces of $`L^2\left(𝕋\right)`$ which determine the representation. Further, when a wavelet representation is given, a result in Section 10 makes precise a sense in which these subspaces are attractors, i.e., they arise as limits of a dynamical iteration. It is known from \[Jor01\] that, if the wavelet system consists of compactly supported functions $`\phi ,\psi _1,\mathrm{},\psi _{N1}`$ on $``$, then there is a finite-dimensional subspace $``$ which determines the representation, and therefore the wavelet analysis. The construction of wavelets from multiresolutions (i.e., scales of closed subspaces in $`L^2\left(\right)`$) is explained in several books on wavelets, starting with \[Dau92\]. A geometric approach which is close to the present one, based on wandering subspaces, was first outlined in \[DaLa98\]; see also \[BaMe99\]. In this paper, we study such determining minimal closed subspaces in the context of the most general representations of the Cuntz algebras $`𝒪_N`$.

## 3. Subspaces of the Hilbert space

The Hilbert space which carries a representation of $`𝒪_N`$ must be infinite-dimensional, but we show that it contains “small” distinguished closed subspaces.

First some definitions: there will be eleven in all.

###### Definitions 3.1.

1. If $`\left\{S_i\right\}_{i=1}^N`$ is a representation of $`𝒪_N`$ on a Hilbert space, set $`S_I=S_{i_1}\mathrm{}S_{i_k}`$ for all *multi-indices* $`I=(i_1,\mathrm{},i_k)`$, and define the *multi-index length* as $`\left|I\right|:=k`$. The set of all such multi-indices $`I`$ with $`i_\nu \{1,\mathrm{},N\}`$ is denoted $`\left(N\right)`$. The set of multi-indices of length $`k`$ is denoted $`_k\left(N\right)`$.
2. If $``$ is a set of vectors in a Hilbert space $``$, the notation $``$ stands for the closed linear span of $``$.
3. If $``$ is a family of subspaces in $``$, then $``$ stands for the closed linear span of these subspaces.
4. If $`\left\{S_i\right\}`$ are the isometries which define a representation of $`𝒪_N`$, acting on a fixed Hilbert space $``$, and if $``$ is a closed subspace in $``$, then we set

$$S:=\underset{i=1}{\overset{N}{}}S_i\text{,\hspace{1em}and }S^{}:=\underset{i=1}{\overset{N}{}}S_i^{}.$$

(Note that, since the operators $`S_i`$ are isometries, it follows that each space $`S_i`$ is closed. From the identity

$$\underset{i=1}{\overset{N}{}}S_iS_i^{}=I_{},$$

it follows that there are natural conditions which imply that each of the spaces $`S_i^{}`$ is also closed. We spell out this point in Lemma 3.2 below.)
5. A closed subspace $``$ is said to be *co-invariant* for a fixed representation $`\left(S_i\right)`$ of $`𝒪_N`$ acting in a Hilbert space $``$ if $`S^{}`$.
6. A closed subspace $``$ is said to be *saturated* if

$$\underset{k=1}{\overset{\mathrm{}}{}}S^k=,$$

where, for every $`k`$,

$$S^k:=\underset{(i_1,\mathrm{},i_k)_k\left(N\right)}{}S_{i_1}S_{i_2}\mathrm{}S_{i_k}.$$
7. A co-invariant closed subspace $``$ is said to be *minimal* if the corresponding complementing space $`𝒲:=S`$ generates a maximal subspace, i.e., the family

$$\left(𝒲\right):=\{𝒲,S_I𝒲:I=(i_1,\mathrm{},i_k),k1,I\left(N\right)\}$$

is such that

$$^{}\{𝒦:𝒦\left(𝒲\right)\}$$

is maximal in $``$.
8. We say that $``$ is a *core* for the representation if it is co-invariant, saturated, and minimal.
9. A closed subspace $`𝒲`$ is called *wandering* if all the spaces in the family $`\left(𝒲\right)`$ are mutually orthogonal.
10. A subspace (not necessarily closed) $`𝒱`$ in $``$ is said to *reduce to a closed subspace* $``$ *in a representation* $`\left(S_i\right)`$ if, for every $`v𝒱`$, there is a $`k_0`$ such that $`S_{i_1}^{}S_{i_2}^{}\mathrm{}S_{i_k}^{}v`$ whenever $`kk_0`$.
11. A subspace $``$ is said to be *stable* with respect to a representation $`\left(S_i\right)`$ of $`𝒪_N`$ if it is invariant under each of the projections $`E_i:=S_iS_i^{}`$, $`i=1,\mathrm{},N`$.

Our main result is Theorem 10.1. It states that the standard wavelet representation (1.2) corresponding to filter functions $`m_j`$ which are Lipschitz always has a natural finite-dimensional co-invariant subspace $`_{fin}`$. The results leading up to Section 10 throw light on the properties of the subspace $`_{fin}`$, and on co-invariant subspaces more generally.

###### Lemma 3.2.

Let a representation $`\left(S_i\right)`$ of $`𝒪_N`$ on a Hilbert space $``$ be given. Let $``$ be a closed subspace which is stable. Then each of the linear spaces $`S_i^{}=\{S_i^{}x:x\}`$ is closed in $``$.

###### Proof.

Set $`i=1`$ for specificity. Let $`x_n`$ be a sequence in $``$ such that $`S_1^{}x_n\underset{n\mathrm{}}{}y`$. We introduce the projection $`E_1=S_1S_1^{}`$. Since $`S_j^{}E_1=\delta _{j,1}S_1^{}`$, we have $`S_1^{}E_1x_n=S_1^{}x_n`$, $`S_j^{}E_1x_n=0`$ if $`j1`$, and $`S_1^{}E_1\left(x_nx_m\right)=E_1\left(x_nx_m\right)\underset{n,m\mathrm{}}{}0`$. The sequence $`\left(E_1x_n\right)`$ is convergent, and its limit is in $``$ since $``$ is closed and stable. If $`E_1x_n\underset{n\mathrm{}}{}z`$, then $`S_1^{}z=y`$, and we conclude that $`S_1^{}`$ is closed. ∎

## 4. Co-invariant closed subspaces

A representation of $`𝒪_N`$ on a Hilbert space $``$ is specified by operators $`S_1,\mathrm{},S_N`$ on $``$ subject to the Cuntz relations

$$S_i^{}S_j=\delta _{i,j}I_{},\underset{j=1}{\overset{N}{}}S_jS_j^{}=I_{},$$
(4.1)
where $`I_{}`$ denotes the identity operator in the Hilbert space $``$. Intrinsic to this is the set of $`N`$ commuting projections $`E_j:=S_jS_j^{}`$. They enter into the statement of the next lemmas.

In the next lemma we record some general properties about co-invariant subspaces. They are stated in terms of projections. Recall there is a $`1`$$`1`$ correspondence between closed subspaces $``$ and *projections* $`P`$ in $``$, i.e., $`P=P^{}=P^2`$. If $``$ is given, there is a unique $`P`$ such that $`=P=\{x:Px=x\}`$, and conversely.

###### Lemma 4.1.

Let $`\left\{S_i\right\}_{i=1}^N`$ be a representation of $`𝒪_N`$ on a Hilbert space $``$, and let $``$ be a closed subspace in $``$. Set $`\alpha \left(A\right)=_{i=1}^NS_iAS_i^{}`$, $`A\left(\right)`$.

1. Then $`\alpha :\left(\right)\left(\right)`$ is an endomorphism satisfying $`\alpha \left(I_{}\right)=I_{}`$.
2. If $`P`$ denotes the projection onto $``$, then $``$ is co-invariant if and only if $`P\alpha \left(P\right)`$; and $`\alpha \left(P\right)`$ is then the projection onto $`S`$.
3. If $``$ is co-invariant, then $`Q=\alpha \left(P\right)P`$ is a projection. Its range is the wandering subspace $`𝒲:=\left(S\right)`$.

###### Proof.

The details are left to the reader. They are based on standard geometric facts about projections in Hilbert space. ∎

###### Lemma 4.2.

Let $`\left\{S_i\right\}_{i=1}^N`$ be a representation of $`𝒪_N`$, and let $``$ be a closed co-invariant subspace. Set $`𝒲=\left(S\right)`$, and $`\left(𝒲\right)=𝒲S𝒲S^2𝒲\mathrm{}`$. Let $`P_{}`$ be the projection onto $``$, and let $`\alpha `$ be the endomorphism of Lemma 4.1. Then the limit $`P_\alpha =lim_n\mathrm{}\alpha ^n\left(P_{}\right)`$ exists, and the projection $`P_{}`$ onto $`\left(𝒲\right)`$ is given by the formula

$$P_{}=P_{\mathrm{}}P_{}.$$
(4.2)
Moreover, the operators $`T_i=P_{}S_iP_{}`$, $`i=1,\mathrm{},N`$, satisfy the following (Cuntz–Toeplitz–Fock) relations:

1. $`T_i^{}T_j=\delta _{i,j}P_{}`$, $`i,j=1,\mathrm{},N`$,
2. $`_{i=1}^NT_iT_i^{}P_{}`$,
3. $`T_i^{}w=0`$ for all $`i=1,\mathrm{},N`$, and all $`w𝒲`$.

###### Proof.

The details amount to direct verifications and are left for the reader. ∎

###### Lemma 4.3.

Let $`\left\{S_i\right\}_{i=1}^N`$ be a representation of $`𝒪_N`$ on a Hilbert space $``$. Let $`𝒲`$ be a closed subspace such that $`xS_Jy=0`$ for all $`x,y𝒲`$ and all multi-indices $`J\left(N\right)`$. Then the operators $`T_i:=P_{\left(𝒲\right)}S_iP_{\left(𝒲\right)}`$ satisfy the conditions (a)–(c) in Lemma 4.2, i.e., the subspace $`\left(𝒲\right)=𝒲S𝒲S^2𝒲\mathrm{}`$ induces a Fock-space representation of the Cuntz–Toeplitz relations.

###### Proof.

It suffices to show that each operator $`S_i^{}`$ maps $`𝒲`$ into $`=\left(𝒲\right)`$. Suppose $`x𝒲`$ and $`y\left(𝒲\right)`$: then we claim that $`S_i^{}xy=0`$. The assertion follows from this. To establish the claim, suppose first that $`y𝒲`$. Then $`S_i^{}xy=x,S_iy=0`$ holds on account of the definition of $`𝒲`$. Similarly $`S_i^{}xS_Jy=xS_iS_Jy=0`$ for all $`x,y𝒲`$, and all multi-indices $`J`$. It follows, in particular, that the operators $`T_i=P_{\left(𝒲\right)}S_iP_{\left(𝒲\right)}`$ satisfy $`T_i^{}x=0`$ for all $`x𝒲`$, in addition to the Cuntz–Toeplitz relations (a)–(c). ∎

Our next result is a partial converse to Lemma 4.2.

###### Proposition 4.4.

Let $`\left\{S_i\right\}_{i=1}^N`$ be a representation of $`𝒪_N`$ on a Hilbert space $``$, and let $`𝒲_m`$ be chosen as in Lemma 4.7 below to be maximal (in the sense of Zorn’s lemma) with respect to the property

$$xS_Jy=0,x,y𝒲_m\text{, and }J\left(N\right).$$
(4.3)
Then every co-invariant closed subspace $``$ such that $`S^{}𝒲_m𝒲_m^{}`$ satisfies

$$S=𝒲_m.$$
(4.4)
Conversely, if equality holds in (4.4) for some wandering subspace $`𝒲`$ and all $``$ with $`S^{}𝒲𝒲^{}`$, then $`𝒲`$ is maximal.

###### Proof.

First note that, if $`𝒲`$ is any wandering subspace, then the inclusions

$$S^{}𝒲\left(𝒲\right)^{}𝒲^{}$$

are automatic; and $`_𝒲:=\left(𝒲\right)^{}`$ is co-invariant. Also $`_𝒲`$ is maximal among the co-invariant subspaces $``$ satisfying

$$S^{}𝒲𝒲^{}.$$

Recall that, if $`P_{}`$ is the projection onto $``$, then by Lemma 4.1, $`\alpha \left(P_{}\right)=_{i=1}^NS_iP_{}S_i^{}`$ is the projection onto $`S`$. If we show that $`\alpha \left(P_{}\right)x=x`$ for all $`x𝒲_m`$, it follows that $`𝒲_m\left(S\right)`$. But the vectors in $`\left(S\right)`$ satisfy the orthogonality relations (4.3), and we may then conclude that (4.4) holds by virtue of the maximality of $`𝒲_m`$; see Lemma 4.7 below. The proof is now completed since $`S_i^{}x`$ for all $`x𝒲_m`$, and we get $`\alpha \left(P_{}\right)x=_{i=1}^NS_iP_{}S_i^{}x=_{i=1}^NS_iS_i^{}x=x`$. We leave the verification of the converse implication to the reader, i.e., that equality in (4.4) for some $`𝒲`$ and all $``$ as specified implies that $`𝒲`$ is maximal with respect to (4.3). ∎

###### Remark 4.5.

The argument shows in particular that if $`𝒲`$ is any closed wandering subspace, then $`S^{}𝒲𝒲^{}`$, and further that there will always be co-invariant subspaces $``$ satisfying

$$S^{}𝒲𝒲^{}.$$
(4.5)
In fact, if $`𝒲`$ is given, then $`=\left(𝒲\right)^{}`$ is such an intermediate co-invariant subspace. If $`𝒲`$ is also assumed maximal in the sense of Proposition 4.4, then it follows that $`=\left(𝒲\right)^{}`$ is the only closed and co-invariant saturated subspace which is intermediate as stated in (4.5).

###### Remark 4.6.

While, on the face of it, the relations (4.1) appear to depend on a choice of coordinates, this is not so: the Cuntz $`C^{}`$-algebra is in fact a functor from Hilbert space to $`C^{}`$-algebras, as noted in \[Cun77\]. Specifically, consider the mapping

$$z=(z_1,\mathrm{},z_N)s\left(z\right)=\underset{j=1}{\overset{N}{}}z_js_j$$
(4.6)
from the Hilbert space $`^N`$ into the $`C^{}`$-algebra $`𝒪_N`$. If $`1`$ denotes the unit element in $`𝒪_N`$, we get $`s\left(z\right)^{}s\left(w\right)=zw1`$ where $`zw=_{j=1}^N\overline{z}_jw_j`$ is the usual inner product of $`^N`$. If $``$ denotes the $`C^{}`$-norm on $`𝒪_N`$, i.e., satisfying $`1=1`$ and $`A^{}A=A^2`$, $`A𝒪_N`$, then $`s\left(z\right)=\left(_{j=1}^N\left|z_j\right|^2\right)^{\frac{1}{2}}=z_^N`$.

*States* on $`𝒪_N`$ are linear functionals $`\omega :𝒪_N`$ such that $`\omega \left(1\right)=1`$, $`\omega \left(A^{}A\right)0`$, $`A𝒪_N`$. A special state $`\omega `$ on $`𝒪_N`$ is determined by

$$\omega \left(s_{i_1}s_{i_2}\mathrm{}s_{i_k}s_{j_l}^{}\mathrm{}s_{j_2}^{}s_{j_1}^{}\right)=\underset{s}{}\delta _{i_s,j_s}\delta _{k,l}N^k.$$
(4.7)
As is well known, states induce cyclic representations. A representation $`\rho `$ of $`𝒪_N`$ in a Hilbert space $``$ is *cyclic* if there is a vector $`\mathrm{\Omega }`$ in $``$ such that $`\{\rho \left(A\right)\mathrm{\Omega }:A𝒪_N\}`$ is dense in $``$. If the state is $`\omega `$, the corresponding representation $`\rho `$ is determined by $`\omega \left(A\right)=\mathrm{\Omega }\rho \left(A\right)\mathrm{\Omega }`$. When $`\rho `$ is given, we set $`S_i:=\rho \left(s_i\right)`$, $`i=1,\mathrm{},N`$. We shall often identify a representation $`\rho `$ of $`𝒪_N`$ with the corresponding operators $`S_i=\rho \left(s_i\right)`$.

The representation $`\left\{S_i\right\}_{i=1}^N`$ of the state (4.7) does not have a closed co-invariant and saturated subspace which is minimal with respect to the usual ordering of closed subspaces. Nonetheless the following general result holds.

###### Lemma 4.7.

Let $`\left\{S_i\right\}_{i=1}^N`$ be a representation of $`𝒪_N`$ on a Hilbert space $``$.

1. Then $``$ contains a wandering subspace $`𝒲_m`$ which is maximal with respect to inclusion. Specifically, $`𝒲_m`$ satisfies the implication: Whenever $`𝒲`$ is a wandering subspace such that $`𝒲_m𝒲`$, then $`𝒲_m=𝒲`$.
2. Maximal wandering subspaces are non-unique.

###### Proof.

Recall that a closed subspace $`𝒲`$ is wandering if and only if the family of spaces $`\{𝒲,S_I𝒲\}`$ is orthogonal as $`I`$ varies over all the multi-indices, i.e., $`I\left(N\right)`$. Equivalently,

$$P_𝒲S_IP_𝒲=0\text{ for all }I\left(N\right)$$
(4.8)
where $`P_𝒲`$ denotes the projection onto $`𝒲`$. If $`\left\{𝒲_\alpha \right\}`$ is a linearly ordered family of wandering subspaces (i.e., for all $`\alpha `$, $`\beta `$, one of the inclusions $`𝒲_\alpha 𝒲_\beta `$ or $`𝒲_\beta 𝒲_\alpha `$ holds), then it can be checked that $`𝒲=_\alpha 𝒲_\alpha `$ satisfies the condition (4.8). The existence of $`𝒲_m`$ now follows from Zorn’s lemma. The example of (4.7) shows that $`𝒲_m`$ will typically be non-unique. ∎

###### Lemma 4.8.

Let $`\left(S_i\right)_{i=1}^N`$ be a representation of $`𝒪_N`$ on a Hilbert space $``$, and let $``$ be a closed subspace of $``$. Then conditions (i) and (ii) are equivalent:

1. $`S^{}`$;
2. $`S`$.

###### Proof.

(i)$``$(ii). Assume (i). Let $`x`$. Then $`x=_iS_iS_i^{}xS`$ since $`S_i^{}x`$ for $`i=1,\mathrm{},N`$.

(ii)$``$(i). Assume (ii). If $`x`$, then there are $`y_i`$ such that $`x=_iS_iy_i`$. We get $`S_j^{}x=_iS_j^{}S_iy_i=_i\delta _{j,i}y_i=y_j`$, which proves (i). ∎

###### Remark 4.9.

Example 5.3 below shows that there are representations $`\left(S_i\right)_{i=1}^N`$ of $`𝒪_N`$ for every $`N=2,3,\mathrm{}`$, such that the second inclusion in the lemma is sharp, but not the first; i.e., it may happen that $`S^{}=`$ while $`S`$.

###### Example 4.10.

The cyclic representation $`\left(S_i\right)_{i=1}^N`$ defined from the state $`\omega `$ in (4.7) has a co-invariant infinite-dimensional subspace $``$ spanned by the vectors $`S_I^{}\mathrm{\Omega }`$ where $`I=(i_1,\mathrm{},i_k)`$ runs over all the multi-indices $`k1`$, and the relative orthocomplement $`S`$ is spanned by the following $`N^2`$ orthogonal vectors:

$$\{S_iS_j^{}\mathrm{\Omega }:i,j=1,\mathrm{},N\}.$$

###### Proof.

The details are left to the reader. ∎

###### Lemma 4.11.

Let $`\left(S_i\right)_{i=1}^N`$ be a representation of $`𝒪_N`$ on a Hilbert space $``$, and let $``$ be a closed subspace in $``$ which is co-invariant. Then the subspace

$$:=\{E_i:i=1,\mathrm{},N\}$$
(4.9)
is co-invariant and *stable*. We use the notation $`E_i=S_iS_i^{}`$ for the projection onto $`S_i`$.

###### Proof.

Since $`E_i^2=E_i`$, it is clear that the space $``$ is invariant under each $`E_i`$. Since $`S_j^{}E_i=\delta _{j,i}S_i^{}`$, it is clear that $``$ is also invariant under each $`S_j^{}`$. Hence $``$ is co-invariant. For every $`x`$, we have $`x=_iE_ix`$ by (4.1), and it follows then from (4.9) that $``$, which was used in the argument above. ∎

## 5. Resolution subspaces of $``$

We begin this section with an explicit isomorphism between the family $`\mathrm{Co}\mathrm{inv}`$ of all closed co-invariant subspaces, and the family $`Wan`$ of all closed wandering subspaces. The definitions refer to a specified representation $`\left\{S_i\right\}_{i=1}^N`$ of $`𝒪_N`$ on a Hilbert space $``$, and we shall work with the corresponding endomorphism $`\alpha \left(A\right)=_{i=1}^NS_iAS_i^{}`$, $`A\left(\right)`$. Note that if $`P`$ is a projection of $``$ onto a closed subspace $`𝒦`$, then $`\alpha \left(P\right)`$ is the projection onto $`S𝒦`$.

###### Lemma 5.1.

For $`\mathrm{Co}\mathrm{inv}`$ define $`\mu \left(\right)=\left(S\right)`$. Then $`\mu \left(\right)Wan`$. For $`𝒲Wan`$, set $`\lambda \left(𝒲\right)=\left(𝒲\right)`$; then $`\lambda \left(𝒲\right)\mathrm{Co}\mathrm{inv}`$. Moreover

$$𝒲=\mu \left(\lambda \left(𝒲\right)\right).$$
(5.1)
###### Proof.

If $`𝒦`$ is a closed subspace, then we denote by $`P_𝒦`$ the projection onto $`𝒦`$, i.e., $`𝒦=P_𝒦`$, and $`P_𝒦=P_𝒦^{}=P_𝒦^2`$. Thus, identifying closed subspaces with projections, we arrive at the formulas

$$\mu \left(P_{}\right)=\alpha \left(P_{}\right)P_{}$$

and

$$\lambda \left(P_𝒲\right)=I_{}P_{\left(𝒲\right)}=I_{}\underset{n=0}{\overset{\mathrm{}}{}}\alpha ^n\left(P_𝒲\right).$$

If $`𝒲`$ is wandering, then the projections $`\alpha ^n\left(P_𝒲\right)`$ in the sum are mutually orthogonal, and it follows that $`lim_n\mathrm{}\alpha ^n\left(P_𝒲\right)=0`$. Hence it follows that the two terms in the difference below are convergent, and that

$$\mu \left(\lambda \left(P_𝒲\right)\right)=\underset{n=0}{\overset{\mathrm{}}{}}\alpha ^n\left(P_𝒲\right)\underset{n=1}{\overset{\mathrm{}}{}}\alpha ^n\left(P_𝒲\right)=P_𝒲.$$
(5.2)
###### Lemma 5.2.

Let a representation $`\left(S_i\right)`$ of $`𝒪_N`$ be given, and let $``$ be a closed subspace which is co-invariant. Let $`𝒱`$ denote the linear span of the spaces $`S^k`$. Then $`𝒱`$ reduces to $``$ in the representation.

###### Proof.

We have $`S^{}`$. Using $`_iS_iS_i^{}=I_{}`$ we conclude that $`S`$, and by induction $`S^kS^{k+1}`$ for $`k`$. Since, clearly, $`S_i^{}\left(S^{k+1}\right)S^k`$, we conclude that $`𝒱`$ reduces to $``$ in the sense of Definition 3.1(x). ∎

The next two examples are the representation of $`𝒪_2`$ on the Hilbert space $`L^2\left(𝕋\right)`$ which are defined from the two best known examples of wavelets in $`L^2\left(\right)`$.

The first is the Haar wavelet. It has $`\phi =\chi _I`$, where $`I`$ is the unit interval $`I=[0,1)`$, and

$$\psi =\chi _{[0,\frac{1}{2})}\chi _{[\frac{1}{2},1)}$$
(5.3)
The corresponding functions $`m_j`$, $`j=0,1`$, which define the wavelet filters are $`m_0\left(z\right)=\frac{1}{\sqrt{2}}\left(1+z\right)`$ and $`m_1\left(z\right)=\frac{1}{\sqrt{2}}\left(1z\right)`$; see (1.1) and (1.2). The other wavelet is not localized in $`x`$-space, but rather in the dual Fourier variable $`\xi `$ of the Fourier transform $`\widehat{\psi }\left(\xi \right)=_{\mathrm{}}^{\mathrm{}}e^{i2\pi \xi x}\psi \left(x\right)𝑑x`$. These wavelets are called frequency localized; see \[BrJo99\]. It is known that there is a wavelet (named after Shannon) for which the wavelet generator $`\psi _S`$ is characterized by

$$\widehat{\psi }_S\left(\xi \right)=\chi _{[\frac{1}{2},\frac{1}{4})[\frac{1}{4},\frac{1}{2})}\left(\xi \right),\xi .$$
(5.4)
We now compare the $`𝒪_2`$-representation of $`\psi _S`$ with that of the Haar wavelet from (5.3).

More generally, we note that the examples of representations of $`𝒪_N`$ which primarily motivate our results are those which arise from discretizing wavelet problems, in the sense of \[BrJo02\] and \[Jor99\]. They may be realized on the Hilbert space $`=L^2\left(I\right)`$ where $`I`$ is a compact interval with Lebesgue measure. Using the Fourier series on functions on $`I`$, it will be convenient to view $``$ alternately as $`\mathrm{}^2\left(\right)`$, or as $`L^2\left(𝕋\right)`$, where $`𝕋`$ is the one-torus, equipped with the usual normalized Haar measure. When working with $`L^2\left(𝕋\right)`$, it will be convenient to have the orthonormal basis $`e_n\left(z\right)=z^n`$, $`n`$, for use in computations.

The following two examples of representations of $`𝒪_N`$ on $``$ illustrate the concepts in Section 1. We will give them just for $`N=2`$, but the reader can easily write out the general case.

###### Example 5.3.

Let $`S_0f\left(z\right)=f\left(z^2\right)`$, and $`S_1f\left(z\right)=zf\left(z^2\right)`$, $`f=L^2\left(𝕋\right)`$.

In terms of the Fourier basis, this representation may be identified as follows:

$$S_0e_n=e_{2n},S_1e_n=e_{2n+1},n,$$

and with the adjoint operators

$$S_0^{}e_n=\{\begin{array}{cc}e_{n/2}\hfill & \text{if }n\text{ is even,}\hfill \\ 0\hfill & \text{if }n\text{ is odd,}\hfill \end{array}\text{ and }\{\begin{array}{c}S_1^{}e_{2n+1}=e_n,\hfill \\ S_1^{}e_m=0\text{ if }m\text{ is even.}\hfill \end{array}$$

It is immediate that the system of operators $`\left(S_i\right)_{i=0}^1`$ defines a representation of $`𝒪_2`$, and that $`=span\{e_1,e_0\}`$ is a *core* for the representation, in the sense of Definition 3.1(viii). Since

$`S_0^{}e_1`$ $`=0,`$ $`S_1^{}e_1`$ $`=e_1,`$ (5.5)
$`S_0^{}e_0`$ $`=e_0,`$ $`S_1^{}e_0`$ $`=0,`$
it is clear that $``$ is *stable* in the sense of Definition 3.1(xi).

###### Remark 5.4.

For Haar’s representation $`\left(S_i\right)_{i=0}^1`$ in Example 5.3 we have two natural finite-dimensional co-invariant subspaces,

$$_{\mathrm{min}}=\{e_1,e_0\}\text{ and }=\{e_2,e_1,e_0,e_1\};$$

and $`_{\mathrm{min}}`$ is minimal in the sense of Definition 3.1(viii), while $``$ is not. This follows from the observations

$`\left(S_{\mathrm{min}}\right)_{\mathrm{min}}`$ $`={\displaystyle \{e_2,e_1\}},`$
$`S`$ $`={\displaystyle \{e_4,e_3,e_2,e_3\}},`$
and
$`S^{}`$ $`=_{\mathrm{min}}.`$
###### Example 5.5.

Working with $`I=[\frac{1}{2},\frac{1}{2}]`$, we may view $`L^2\left(I\right)`$ as a space of $``$-periodic functions on $``$, and we will work with the operations $`x2x`$, $`x\frac{x}{2}`$, $`x\frac{x+1}{2}`$ modulo $``$. The last two are branches of inverses of the doubling $`x2xmod1`$, or equivalently of $`zz^2`$ on $`𝕋`$. In the second incarnation the two branches of the inverse may be thought of as $`\pm `$ $`\sqrt{z}`$ restricted to $`𝕋`$, i.e., the two branches of the complex square root. Consider the subsets $`A`$ and $`B`$ of $`I`$: $`A=\{xI:\left|x\right|\frac{1}{4}\}`$, and $`B=\{x:\frac{1}{2}x<\frac{1}{4}\}\{x:\frac{1}{4}<x\frac{1}{2}\}`$, forming a dyadic partition of $`I`$. Then set

$`S_0f\left(x\right)`$ $`:=\sqrt{2}\chi _A\left(x\right)f\left(2xmod\right)\text{,\hspace{1em}\hspace{1em}and}`$ (5.6)
$`S_1f\left(x\right)`$ $`:=\sqrt{2}\chi _B\left(x\right)f\left(2xmod\right).`$
It will be convenient for us to omit the $`mod`$ notation when it is otherwise implicit in the formulas. Then it is immediate that the isometries $`\left(S_i\right)_{i=0}^1`$ define a representation of $`𝒪_2`$, and that $`:=\text{1}\text{1}`$ is a *core* for the representation, acting on $`=L^2\left(I\right)`$, and viewing $`I`$ as $`\mathrm{}`$. Also we use the notation 11 for the function which is constant$`1`$ on $`I`$. The formulas

$`S_0^{}\text{1}\text{1}`$ $`={\displaystyle \frac{1}{\sqrt{2}}}\text{1}\text{1},`$ $`S_1^{}\text{1}\text{1}`$ $`={\displaystyle \frac{1}{\sqrt{2}}}\text{1}\text{1},`$ (5.7)
$`S_0\text{1}\text{1}`$ $`=\sqrt{2}\chi _A,`$ $`S_1\text{1}\text{1}`$ $`=\sqrt{2}\chi _B`$ (5.8)
now make it clear that this one-dimensional core subspace $``$ is not *stable* in the sense of Definition 3.1(xi). Specifically, we have:

$$E_0\text{1}\text{1}=\chi _A\text{,\hspace{1em}\hspace{1em}and }E_1\text{1}\text{1}=\chi _B.$$
(5.9)
As in the discussion below Lemma 5.2, it follows that

$`S_0^{}\chi _A`$ $`={\displaystyle \frac{1}{\sqrt{2}}}\text{1}\text{1},`$ $`S_0^{}\chi _B`$ $`=0,`$ (5.10)
$`S_1^{}\chi _A`$ $`=0,`$ $`S_1^{}\chi _B`$ $`={\displaystyle \frac{1}{\sqrt{2}}}\text{1}\text{1}.`$
Therefore the two-dimensional space $`:=span\{\chi _A,\chi _B\}`$ is co-invariant, and it is *saturated* in the sense of Definition 3.1(vi). The space $``$ is also stable.

## 6. Nontrivial co-invariant subspaces

Let $`\left(S_i\right)_{i=1}^N`$ be a representation of $`𝒪_N`$ acting on a Hilbert space $``$. Suppose a closed subspace $``$ in $``$ is co-invariant. We then get the resolution

$$SS^2\mathrm{}S^nS^{n+1}\mathrm{}.$$
(6.1)
If $``$ is saturated, then $`_nS^n=`$.

There are two trivial cases where both conditions are satisfied for a given $``$. First, if $`=`$, there isn’t much to say. Secondly, if $`=S`$, then the given representation on $``$ simply restricts to a representation on $``$. Recall, if $``$ is co-invariant, and if $`=S`$, then $``$ is an invariant subspace for all the $`2N`$ operators $`\underset{\text{isometries}}{\underset{}{S_1,\mathrm{},S_N}}`$, $`\underset{\text{co-isometries}}{\underset{}{S_1^{},\mathrm{},S_N^{}}}`$. We say that $``$ is a reducing subspace for the given representation. We then get two orthogonal representations of $`𝒪_N`$ by restriction to each of the two spaces, $``$ and its orthocomplement $`=\{x:xy=0,y\}`$. We say that a co-invariant subspace $``$ for the given representation on $``$ is *nontrivial* if $``$, and $`S`$.

###### Theorem 6.1.

There is a two-way correspondence between the nontrivial, closed, co-invariant, and saturated subspaces $``$ for a representation $`\left(S_i\right)_{i=1}^N`$ of $`𝒪_N`$ on $``$, and closed subspaces $`𝒲0`$ in $``$ which provide an orthogonal decomposition

$$=𝒲S𝒲S^2𝒲\mathrm{}$$
(6.2)
Note the subspace $`𝒲`$ in (6.2) is called *wandering*, and the conditions imply pairwise orthogonality of all the closed subspaces:

$$,𝒲,S_i𝒲,S_{i_1}S_{i_2}𝒲,S_{i_1}S_{i_2}S_{i_3}𝒲,\mathrm{},S_{i_1}\mathrm{}S_{i_k}𝒲,\mathrm{},$$
(6.3)
where all multi-indices $`(i_1,i_2,\mathrm{},i_k)`$ are considered for $`k=1,2,`$.

###### Proof.

Suppose first that $`0𝒲`$ satisfies the conditions from (6.2). Then set $`:=_{}^{}{}_{k=0}{}^{\mathrm{}}S^k𝒲`$, with the understanding that $`S^0𝒲:=𝒲`$ and

$$S^k𝒲=\underset{(i_1,i_2,\mathrm{},i_k)}{}S_{i_1}\mathrm{}S_{i_k}𝒲.$$
(6.4)
Since $`_{}^{}{}_{k=0}{}^{\mathrm{}}S^k𝒲`$ is invariant under all the isometries $`S_i`$, $`i=1,\mathrm{},N`$, it is clear that $``$ is invariant under the adjoints $`S_i^{}`$, and so $``$ is co-invariant. Since $`𝒲0`$, clearly $``$. It remains to verify that the strict inclusion $`S`$ holds. Suppose, indirectly, that $`=S`$. Then $``$ is reducing, and so is $`_{}^{}{}_{k=0}{}^{\mathrm{}}S^k𝒲`$. To see that this is impossible, let $`\left(k\right)`$ denote the set of all multi-indices $`(i_1,\mathrm{},i_k)`$, where $`i_1,i_2,\mathrm{}\{1,2,\mathrm{},N\}`$. If $`_{}^{}{}_{k=0}{}^{\mathrm{}}S^k𝒲`$ were $`S_i^{}`$-invariant for all $`i`$, then

$$\underset{k\mathrm{}}{lim}\underset{I\left(k\right)}{}S_I^{}x^2=0\text{ for all }x𝒲,$$
(6.5)
where $`S_I^{}=S_{i_k}^{}\mathrm{}S_{i_1}^{}`$ for $`I=(i_1,\mathrm{},i_k)`$. But this is impossible by the Cuntz relations. Recall that

$$\underset{I\left(k\right)}{}S_I^{}x^2=x^2\text{ holds for all }x.$$
(6.6)
This contradicts (6.5) and the condition $`𝒲0`$.

Suppose now that $``$ is a given nontrivial, closed, co-invariant and saturated subspace for the given representation in $``$. As noted, then $`S`$; so the relative orthocomplement $`𝒲:=\left(S\right)`$ is nonzero. We first prove that all the multi-indexed subspaces listed in (6.3) are mutually orthogonal. The argument is by induction, starting with $`𝒲S𝒲`$. We must check the inner products

$$\underset{i}{}S_ix_i\text{ }\underset{j_1,j_2}{}S_{j_1}S_{j_2}y_{j_1,j_2}$$
(6.7)
where $`x_i,y_{j_1,j_2}`$, under the conditions

$$\underset{i}{}S_ix_i𝒲\text{ and }\underset{j_2}{}S_{j_2}y_{j_1,j_2}𝒲\text{ for all }j_1=1,\mathrm{},N.$$
(6.8)
But the term in (6.7) simplifies to

$$\underset{i,j}{}x_iS_jy_{i,j}=0,$$

where the vanishing results from the conditions (6.8). We leave the remaining recursive argument to the reader.

It remains to check that the sequence of closed subspaces

$$,𝒲,S𝒲,S^2𝒲,\mathrm{}$$

is total in $``$, i.e., that (6.2) holds.

Since $``$ is given to be saturated, the conclusion will follow from

$$S^{k+1}𝒲S𝒲\mathrm{}S^k𝒲.$$
(6.9)
If $`k=0`$, this holds from the ansatz which defines $`𝒲`$ in terms of the given closed subspace $``$, i.e., $`𝒲:=\left(S\right)`$. Suppose (6.9) has been verified up to $`k1`$. Then

$`S^{k+1}`$ $`S\left(𝒲\mathrm{}S^{k1}𝒲\right)`$
$`\underset{}{S}S𝒲\mathrm{}S^k𝒲`$
$`\stackrel{}{𝒲}S𝒲\mathrm{}S^k𝒲,`$
where we used the induction hypothesis and the ansatz. ∎

## 7. Existence

While the co-invariant subspaces for the wavelet representations are relatively well understood for the special representations of $`𝒪_N`$ which derive from wavelet analysis, the situation is somewhat mysterious in the case of the most general $`𝒪_N`$-representations. Even the existence of nontrivial co-invariant subspaces which form cores for a given $`𝒪_N`$-representation appears to be open in general. However:

###### Corollary 7.1.

A representation $`\left(S_i\right)_{i=1}^N`$ of $`𝒪_N`$ on a Hilbert space $``$ has a nontrivial *core subspace* $``$, i.e., a closed co-invariant subspace $``$ which is nontrivial and saturated, if and only if it has a nonzero wandering vector. Further, $``$ may be chosen to be minimal with respect to being co-invariant and saturated.

###### Proof.

We showed in Theorem 6.1 that the general case may be reduced to the consideration of nontrivial co-invariant subspaces. In Theorem 6.1, we also showed that the nontrivial co-invariant subspaces $``$ may be understood from the corresponding wandering subspaces $`𝒲`$. If $``$ is a nontrivial co-invariant subspace, then $`𝒲:=\left(S\right)`$ is wandering for the representation, and conversely every wandering subspace $`𝒲`$ comes from a co-invariant subspace $``$. The idea is to prove the existence claim in the corollary by establishing the existence of a maximal wandering subspace $`𝒲_{\mathrm{max}}`$. We will do this by Zorn’s lemma. We say that a wandering subspace $`𝒲_{\mathrm{max}}`$ is maximal if for every wandering subspace $`𝒲`$ such that $`𝒲𝒲_{\mathrm{max}}`$, we may conclude that $`𝒲=𝒲_{\mathrm{max}}`$. The existence of $`𝒲_{\mathrm{max}}`$ follows by an application of Zorn’s lemma to the family of all wandering subspaces $`𝒲0`$ ordered by inclusion. To be able to do this, we need to know that every representation of $`𝒪_N`$ has at least one wandering subspace $`𝒲0`$. Some details are given below for the benefit of the reader.

To start the transfinite induction we must assume that there are solutions

$$x,x=1,$$

to the system

$$xS_Ix=0\text{,\hspace{1em}\hspace{1em}for all }I=(i_1,\mathrm{},i_k),k1.$$
(7.1)
This is the stated condition in the formulation of Corollary 7.1, and it is needed for the start of the transfinite induction. It is conceivable that such a nonzero vector $`x`$ automatically exists, but we have not been abe to show this. We thank Ken Davidson for calling this point to our attention. ∎

###### Remark 7.2.

It follows from Section 4 above that $`1s_I\sqrt{2}`$ for all $`I`$ where $`s_I𝒪_N`$ satisfies $`\rho \left(s_I\right)=S_I=S_{i_1}\mathrm{}S_{i_k}`$. Hence it follows that there is a state $`\omega `$ on $`𝒪_N`$ such that $`\omega \left(S_I\right)=0`$ for all $`I\left(N\right)\left\{\mathrm{}\right\}`$, but it is not known if such a normal state $`\omega `$ may be found. If so we would have

$$trace\left(|xx|S_I\right)=xS_Ix=0,$$

where $`|xx|`$ is the rank-$`1`$ projection of $``$ onto $`x`$, and where we used Dirac’s bra-ket notation.

###### Remark 7.3.

The existence problem for wandering subspaces $`𝒲`$ may be reformulated as a fixed-point problem. This is made clear by the equivalent identities (5.1) and (5.2) of Lemma 5.1. Introducing the transformation $`𝒲\mu \left(\lambda \left(𝒲\right)\right)`$ of the right-hand side in (5.1), or $`P_𝒲\mu \left(\lambda \left(P_𝒲\right)\right)`$ in (5.2), it is clear that the existence of a wandering subspace $`𝒲`$ is equivalent to the existence of a fixed point $`0`$ in the identity (5.1).

## 8. Pure co-invariant subspaces

Let $`\left(S_i\right)_{i=1}^N`$ be a representation of $`𝒪_N`$ on a Hilbert space $``$, and let $``$ be a co-invariant subspace. For $`x`$, set

$`S^nx`$ $`:={\displaystyle \left[S_{i_1}\mathrm{}S_{i_n}x;I=(i_1,\mathrm{},i_k)_n\left(N\right)\right]},`$
$`S^0x`$ $`:=x,`$
and
$`S^{\mathrm{}}x`$ $`:={\displaystyle \underset{n0}{}}S^nx.`$
The special case $`N=1`$ covers a single isometry.

###### Definition 8.1.

We say that a co-invariant subspace $``$ is *pure* if the following implication holds:

$$x,S^{\mathrm{}}xx=0.$$
(8.1)
To motivate the next result, we recall first the case $`N=1`$, i.e., a single isometry $`S`$ in a Hilbert space $``$. The Wold decomposition states that $``$ decomposes as $`=_0_{\mathrm{}}`$, $`_{\mathrm{}}=_{n1}S^n`$, $`_0=_{\mathrm{}}`$, both subspaces invariant, with $`S|_{_{\mathrm{}}}`$ unitary, and $`S_0:=S|__0`$ a shift. To say that $`S_0`$ is a *shift* means $`S_0^n\underset{n\mathrm{}}{}0`$. A shift is determined up to unitary equivalence by its multiplicity, i.e., $`dim\left\{x_0;S_0^{}x=0\right\}`$. The space $`𝒲_0:=\mathrm{ker}\left(S_0^{}\right)=_0S_0_0`$ is wandering, and $`(_0,S_0)`$ is unitarily equivalent to the obvious shift on vectors, i.e., to $`_{}^{}{}_{n0}{}^{}𝒲_0:=𝒲_0𝒲_0\mathrm{}`$ and the operator given by $`(x_0,x_1,\mathrm{})(0,x_0,x_1,\mathrm{})`$. So for $`N=1`$, our understanding of the invariant and the co-invariant subspaces amounts to the corresponding issues for the shift. Since a subspace $``$ is co-invariant if and only if its orthocomplement is invariant, the problem is solved by Beurling’s theorem. Identify $`_{}^{}{}_{n0}{}^{}𝒲_0`$ by the Hardy space $`H_+\left(𝒲_0\right)`$ of analytic $`𝒲_0`$-valued functions, i.e.,

$$f:𝕋𝒲_0,f\left(z\right)=\underset{n=0}{\overset{\mathrm{}}{}}\xi _nz^n,\xi _n𝒲_0,f^2=\underset{n=0}{\overset{\mathrm{}}{}}\xi _n^2.$$
(8.2)
An inner function $`u`$ is a function on $`𝕋`$, taking values in the unitary operators on $`𝒲_0`$, i.e., $`u\left(z\right)^{}u\left(z\right)=I_{𝒲_0}`$, $`\mathrm{a}.\mathrm{e}.z𝕋`$, with $`u`$ having an analytic operator-valued continuation to $`\left\{z;\left|z\right|<1\right\}`$. Since, by (6.2), the shift is represented by

$$M_zf\left(z\right)=zf\left(z\right),fH_+\left(𝒲_0\right),$$

it follows that the space

$$H_+\left(u\right):=\left\{uf;fH_+\left(𝒲_0\right)\right\}$$

is invariant when $`u`$ is an inner function. Beurling’s theorem \[Hel64\] states that every invariant subspace for the shift has this form.

###### Proposition 8.2.

If an inner function $`u`$ is given, then the co-invariant subspace

$$\left(u\right):=H_+\left(u\right)^{}=H_+\left(𝒲_0\right)H_+\left(u\right)$$
(8.3)
is pure.

###### Proof.

If $`u`$ is constant, $`uI_{𝒲_0}`$, then $`\left(u\right)=0`$ satisfies the condition, so we assume $`u`$ to be non-constant. Suppose $`f\left(u\right)`$ and $`S^{\mathrm{}}f\left(u\right)`$. Then

$$f\left(z\right),zf\left(z\right),z^2f\left(z\right),\mathrm{}\text{ are all in }\left(u\right).$$
(8.4)
Let $`f=_{n=0}^{\mathrm{}}\xi _nz^n`$, $`\xi _n𝒲_0`$, and $`u\left(z\right)=_{n=0}^{\mathrm{}}A_nz^n`$ where $`A_n:𝒲_0𝒲_0`$ is a system of operators in $`𝒲_0`$ such that

$`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}A_nA_n^{}`$ $`=I_{𝒲_0}\text{ and}`$ (8.5)
$`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}A_nA_{n+k}^{}`$ $`=0\text{ for }k=1,2,\mathrm{}.`$ (8.6)
Using (8.3) and (8.4), we get the system:

$`A_n^{}\xi _0+A_{n+1}^{}\xi _1+\mathrm{}`$ $`=0,`$
$`A_n^{}\xi _1+A_{n+1}^{}\xi _2+\mathrm{}`$ $`=0,`$
$`A_n^{}\xi _2+A_{n+1}^{}\xi _3+\mathrm{}`$ $`=0,`$
$`\mathrm{}.`$
Multiply each of these equations by $`A_n`$ and sum over $`n=0,1,2,\mathrm{}`$. We then get

$$\underset{n=0}{\overset{\mathrm{}}{}}A_nA_n^{}\xi _k+\underset{n=0}{\overset{\mathrm{}}{}}A_nA_{n+1}^{}\xi _{k+1}+\mathrm{}=0$$

for $`k=0,1,\mathrm{}`$, An application of (8.5)–(8.6) now yields $`\xi _k=0`$ for all $`k=0,1,\mathrm{}`$. This proves the conclusion. ∎

If $`N>1`$, we are considering representations of $`𝒪_N`$, and the examples in Section 3 show that not all co-invariant subspaces are pure. But we do have the following:

###### Theorem 8.3.

Let $`\left(S_i\right)_{i=1}^N`$, $`N>1`$, be a representation of $`𝒪_N`$ on a Hilbert space $``$, and let $``$ be a co-invariant subspace. Then $``$ contains a pure co-invariant subspace.

###### Proof.

If $`=0`$, we are done. If not, consider vectors (if any) $`x`$, $`x=1`$, such that $`S^{\mathrm{}}x`$. If there are no such vectors, $``$ is pure. Otherwise pick a family $`=\left\{x\right\}`$ such that $`S^{\mathrm{}}x`$ and $`S^{\mathrm{}}xS^{\mathrm{}}y`$ for all $`x,y`$, $`xy`$. By Zorn’s lemma, we may pick $``$ to be maximal with respect to these properties. Now set $`_p:=\left[S^{\mathrm{}}x;x\right]`$. This space is clearly co-invariant. If some vector $`x_p_p`$ satisfies $`S^{\mathrm{}}x_p_p`$, then $`\left\{x_p\right\}`$ satisfies the orthogonality property. Since $``$ was chosen maximal, we conclude that $`x_p=0`$. This proves that $`_p`$ is pure. ∎

###### Examples 8.4.

(a) Consider the representation $`\left(S_i\right)_{i=0}^1`$ of $`𝒪_2`$ acting on $`\mathrm{}^2\left(\right)L^2\left(𝕋\right)`$ outlined in Example 5.3. From (5.5) we note that the closed subspace spanned by $`\{e_0,e_1,e_2,\mathrm{}\}`$ is invariant for the representation, i.e., invariant under all four of the operators $`S_i`$, $`S_j^{}`$, $`i,j=0,1`$; and moreover this restricted representation, $`\rho _+`$ say, is irreducible on this space. The space is $`H_+\mathrm{}^2\left(\{0,1,2,\mathrm{}\}\right)`$the Hardy space. Recall the Hardy space $`H_+L^2\left(𝕋\right)`$ has the representation

$$H_+=\{fL^2\left(𝕋\right):f\left(z\right)=\underset{n=0}{\overset{\mathrm{}}{}}\xi _nz^n,z𝕋,\underset{n=0}{\overset{\mathrm{}}{}}\left|\xi _n\right|^2(=f^2)<\mathrm{}\}.$$
(8.7)
Since, in general, *every finite-dimensional* co-invariant subspace is pure, we note that each one of the following subspaces $`_1`$, $`_2`$, and $`_3`$ in $`H_+`$ is pure: $`_1=\left[e_0\right]`$, $`_2=[e_0,e_1]`$, $`_3=[e_0,e_1,e_2]`$. The corresponding three wandering subspaces, i.e.,

$$𝒲_i:=\left(S_i\right)_i,i=1,2,3,$$
(8.8)
are:

$$𝒲_1=\left[e_1\right],𝒲_2=[e_2,e_3],𝒲_3=[e_3,e_4,e_5].$$
(8.9)
An example of a proper (i.e., nontrivial) co-invariant subspace ($`H_+`$) which is not pure is

$$:=[e_0,e_1,e_3,e_6,e_7,e_{12},e_{13},e_{14},e_{15},e_{24},e_{25},\mathrm{}].$$
(8.10)
The stated properties for this last subspace $``$ follow from its representation as

$$=_2S^{\mathrm{}}e_3.$$
(8.11)
(b) Based on (a), one might think that a pure co-invariant subspace cannot be infinite-dimensional. This is not so, as we now illustrate with the representation $`\rho `$ from Remark 4.6. This is the representation$`\rho `$ of $`𝒪_N`$ with cyclic vector $`\mathrm{\Omega }`$ which acts on the Hilbert space $``$, i.e., $``$ is the Hilbert space spanned by the following vectors: $`S_IS_J^{}\mathrm{\Omega }`$, where $`I`$ and $`J`$ run over the set of all multi-indices $`\left(N\right)`$, i.e., $`(i_1,i_2,\mathrm{},i_n)`$, $`n=1,2,\mathrm{}`$, $`i_\nu \{1,2,\mathrm{},N\}`$, with the convention $`n=0`$ corresponding to $`I=\mathrm{}`$, and $`S_{\mathrm{}}=I`$. The two indices $`I`$ and $`J`$ might have different length. It is immediate from (4.7) that the following subspace,

$$:=[S_I^{}\mathrm{\Omega }:I\left(N\right)\left\{\mathrm{}\right\}],$$
(8.12)
is a nontrivial co-invariant subspace for the representation $`\rho `$, and that the corresponding wandering subspace $`𝒲`$ is $`N^2`$-dimensional; in fact, $`𝒲=_{i,j}\left[S_iS_j^{}\mathrm{\Omega }\right]`$; see Example 4.10.

###### Observation 8.5.

The subspace $``$ in (8.12) is a *pure* co-invariant subspace for the representation $`\rho `$ of Remark 4.6.

###### Proof.

Let $`P=P_{}`$ denote the (orthogonal) projection onto $``$. We show that

$$PS_iPN^{\frac{1}{2}}\text{ for }i=1,\mathrm{},N.$$
(8.13)
Since $`N>1`$, the result follows; in fact, if $`x`$ is any vector $`x`$ for which $`S_ix`$ for some $`i`$, then $`x=0`$. Indeed, $`x=S_ix=PS_iPxN^{\frac{1}{2}}x`$.

To prove (8.13), we note that the following normalized vectors,

$$\{N^{\frac{k}{2}}S_I^{}\mathrm{\Omega }:\left|I\right|=k^{}\},$$
(8.14)
are mutually orthogonal when $`I`$ varies over $`_k^{}\left(N\right)`$, and also when the respective length of indices $`I`$, $`I^{}`$ are different, i.e., $`\left|I\right|=kk^{}=\left|I^{}\right|`$. Hence, by (8.12), we have an orthonormal basis for $``$. Now let $`P_k`$ denote the projection onto the closed subspace spanned by the vectors in (8.14) for all values $`k^{}`$ such that $`k^{}k`$. Then we get

$$\underset{k\mathrm{}}{lim}P_k=P_{}(=P).$$
(8.15)
If $`x`$, then

$`P_kS_ix^2`$ $`=N^k{\displaystyle \underset{\left|I\right|=k}{}}\left|S_I^{}\mathrm{\Omega }S_ix\right|^2`$
$`=N^1N^{k+1}{\displaystyle \underset{\left|I\right|=k}{}}\left|\underset{\left(k+1\right)\text{-index}}{\underset{}{S_i_{}^{}S_I}}\mathrm{\Omega }x\right|^2`$
$`N^1P_{k+1}x^2.`$
Letting $`k\mathrm{}`$, and using (8.15), we now arrive at the conclusions: $`x=P_{}x`$ ($`=lim_k\mathrm{}P_kx`$), $`P_{}S_ix=lim_k\mathrm{}P_kS_ix`$, and $`P_{}S_ixN^{\frac{1}{2}}x`$, the last estimate being equivalent to the desired one (8.13). ∎

## 9. Tight frames of wavelets

We now turn to the representations (1.2)–(1.4) which define tight frames of multiresolution wavelets, and we give a representation of pure co-invariant subspaces in the Hilbert space $`L^2\left(𝕋\right)`$. It is shown in \[BrJo02\] that to get solutions $`\phi `$, $`\psi _i`$ as in (1.1) which are in $`L^2\left(\right)`$, the following condition must be satisfied by the matrix function $`𝕋zA\left(z\right)\mathrm{U}_N\left(\right)`$ from formula (1.4). Specifically, if $`\rho =\rho _N=e^{i2\pi /N}`$, $`i=\sqrt{1}`$, and if

$$A_{j,k}\left(1\right)=\frac{1}{\sqrt{N}}\rho ^{jk}=\frac{1}{\sqrt{N}}e^{i\frac{jk2\pi }{N}},$$
(9.1)
then the solutions $`\widehat{\phi }`$, $`\widehat{\psi }_i`$ in (1.4) are in $`L^2\left(\right)`$, and their inverse Fourier transforms $`\phi `$, $`\psi _i`$ are in $`L^2\left(\right)`$ as well. Introducing the triple-indexed functions

$$\psi _{i,j,k}\left(x\right)=N^{\frac{j}{2}}\psi _i\left(N^jxk\right),i=1,\mathrm{},N1,j,k,$$
(9.2)
we say that $`\left\{\psi _{i,j,k}\right\}`$ is a *tight frame* if and only if, for all $`FL^2\left(\right)`$, the following (Bessel) identity holds:

$$_{}\left|F\left(x\right)\right|^2𝑑x=\underset{i,j,k}{}\left|\psi _{i,j,k}F_{L^2\left(\right)}\right|^2$$
(9.3)
The next result is also proved in \[BrJo02\], but is included here for the convenience of the reader:

###### Theorem 9.1.

If $`𝕋zA\left(z\right)\mathrm{U}_N\left(\right)`$ is a unitary matrix function satisfying (9.1) then the wavelet functions $`\psi _{i,j,k}`$ defined in (1.1) and (9.2) form a tight frame in $`L^2\left(\right)`$.

###### Remark 9.2.

(The stretched Haar wavelet.) The following example for $`N=2`$ shows that this system (9.2) might not in fact be an orthonormal basis: Take $`A\left(z\right)={\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}1& z\\ 1& z\end{array}\right)`$. Then $`A\left(1\right)={\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right)`$,

$`\phi \left(x\right)`$ $`={\displaystyle \frac{1}{3}}\chi _{[0,3)}\left(x\right)\text{,\hspace{1em}\hspace{1em}and}`$ (9.4)
$`\psi \left(x\right)`$ $`={\displaystyle \frac{1}{3}}\left(\chi _{[0,\frac{3}{2})}\left(x\right)\chi _{[\frac{3}{2},3)}\left(x\right)\right).`$ (9.5)
It follows from a direct verification, or from the theorem, that this function $`\psi `$ in (9.5) makes

$$\psi _{j,k}\left(x\right):=2^{\frac{j}{2}}\psi \left(2^jxk\right),j,k,$$
(9.6)
into a tight frame. But since $`\psi =\frac{1}{\sqrt{3}}`$, and since the different functions in (9.6) are *not* orthogonal, we see that this is a wavelet tight frame which is not an orthonormal basis in $`L^2\left(\right)`$.

Not all representations as in (1.2) and (1.4) satisfy condition (9.1); for example, the representation $`\left(T_i\right)_{i=0}^{N1}`$ defined from the constant matrix function $`𝕋zI_N=\left(\begin{array}{ccc}1& & 0\\ & \mathrm{}\text{}& \\ 0& & 1\end{array}\right)\mathrm{U}_N\left(\right)`$ clearly does not satisfy (9.1). Yet as we show, we may use this simple representation as a base-point for a comparison with all other representations. Specifically, we have the following lemma.

###### Lemma 9.3.

If $`S_i=S_i^{\left(A\right)}`$ is any representation defined from some matrix function $`𝕋zA\left(z\right)\mathrm{U}_N\left(\right)`$, then

$$\left(T_j^{}S_i^{\left(A\right)}\right)f\left(z\right)=A_{i,j}\left(z\right)f\left(z\right),i,j=0,\mathrm{},N1,fL^2\left(𝕋\right);$$
(9.7)
i.e., when $`i`$, $`j`$ are given, then the operator $`T_j^{}S_i^{\left(A\right)}`$ is a multiplication operator on $`L^2\left(𝕋\right)`$, in fact multiplication by the matrix entry $`A_{i,j}\left(z\right)`$ of the unitary matrix $`A\left(z\right)`$.

###### Proof.

Apply formula (1.4) and the fact that the operators $`T_j`$ and $`T_j^{}`$ are given on $`L^2\left(𝕋\right)`$ as

$`T_jf\left(z\right)`$ $`=z^jf\left(z^N\right)\text{,\hspace{1em}\hspace{1em}and}`$ (9.8)
$`\left(T_j^{}f\right)\left(z\right)`$ $`={\displaystyle \frac{1}{N}}{\displaystyle \underset{\begin{array}{c}w𝕋\\ w^N=z\end{array}}{}}w^jf\left(w\right),fL^2\left(𝕋\right).`$ (9.9)
As a corollary we get the following formula for the adjoint $`S_i^{\left(A\right)}`$ in general:

$$S_i^{\left(A\right)}f\left(z\right)=\underset{j=0}{\overset{N1}{}}\overline{A_{i,j}\left(z\right)}T_j^{}f\left(z\right).$$
(9.10)
When $`A`$ is given we introduce the subspace

$$=^{\left(A\right)}=\underset{I\left(N\right)}{}\left[S_I^{\left(A\right)}\text{1}\text{1}\right],$$
(9.11)
where $`\text{1}\text{1}=e_0`$ is the constant function on $`𝕋`$, consistent with the terminology $`e_n\left(z\right)=z^n`$, $`n`$. If the matrix entries in (9.7) are Fourier polynomials, it is clear that $`^{\left(A\right)}`$ is a finite-dimensional co-invariant subspace, and therefore also pure. In the next result, we give a necessary and sufficient condition for $`^{\left(A\right)}`$ to be a pure co-invariant subspace for the wavelet representation $`\left(S_j^{\left(A\right)}\right)_{j=0}^{N1}`$ on $`L^2\left(𝕋\right)`$.

###### Lemma 9.4.

Let $`𝕋zA\left(z\right)\mathrm{U}_N\left(\right)`$ be a measurable unitary matrix-valued function, and let $`\left(S_j\right)=\left(S_j^{\left(A\right)}\right)`$ be the corresponding representation of $`𝒪_N`$ on the Hilbert space $`L^2\left(𝕋\right)`$. Then the following three conditions are equivalent. (We consider $`0j<N`$ and functions in $`L^2\left(𝕋\right)`$.)

1. $$S_jf=g.$$
(9.12)
2. $$S_j^{}g=f\text{ and }g=f.$$
3. $$T_i^{}g=fA_{j,i}\text{ for all }i.$$
(9.13)

Here each of the identities in (i)(iii) is taken in the pointwise sense, i.e., identity for the functions on $`𝕋`$ pointwise $`\mathrm{a}.\mathrm{e}.`$ with respect to Haar measure on $`𝕋`$. The product on the right-hand side in (9.13) is $`f\left(z\right)A_{j,i}\left(z\right)`$ $`\mathrm{a}.\mathrm{e}.z𝕋`$.

###### Proof.

(i)$``$(ii): This is clear since $`S_j`$ is an isometry. Hence $`f=g`$, and $`S_j^{}g=S_j^{}S_jf=f`$, which is the combined assertion in (ii).

(ii)$``$(iii): Assuming (ii), and using (9.10), we get

$$\underset{i=0}{\overset{N1}{}}\overline{A_{j,i}\left(z\right)}T_i^{}g\left(z\right)=f\left(z\right),z𝕋.$$
(9.14)
Using unitarity of the matrix function $`A`$, and the Schwarz inequality for the Hilbert space $`^N`$, we get the pointwise estimate

$$\left|f\left(z\right)\right|^2\underset{i=0}{\overset{N1}{}}\left|T_i^{}g\left(z\right)\right|^2,\mathrm{a}.\mathrm{e}.z𝕋.$$
(9.15)
Integration of this over $`𝕋`$ with respect to Haar measure yields

$$f^2\underset{i=0}{\overset{N1}{}}T_i^{}g^2=g^2.$$
(9.16)
But the second condition in (ii) then states that we have equality in Schwarz’s inequality. First we have it in the vector form (9.16). But this means that

$$_𝕋\left(\underset{i=0}{\overset{N1}{}}\left|T_i^{}g\left(z\right)\right|^2\left|f\left(z\right)\right|^2\right)𝑑\mu \left(z\right)=0.$$

In view of (9.15), this means that in fact, (9.15) is an $`\mathrm{a}.\mathrm{e}.`$ identity, i.e., that

$$\left|f\right|^2=\underset{i=0}{\overset{N1}{}}\left|T_i^{}g\right|^2\mathrm{a}.\mathrm{e}.\text{ on }𝕋,$$

and that therefore

$$\left|\underset{i=0}{\overset{N1}{}}\overline{A_{j,i}\left(z\right)}T_i^{}g\left(z\right)\right|^2=\underset{i=0}{\overset{N1}{}}\left|T_i^{}g\left(z\right)\right|^2\text{ for }\mathrm{a}.\mathrm{e}.z𝕋.$$

Hence there is a function $`h_j`$ on $`𝕋`$ such that $`T_i^{}g=h_jA_{j,i}`$. But an application of (ii) and $`_{i=0}^{N1}T_iT_i^{}=I_{L^2\left(𝕋\right)}`$ shows that $`h_j=f`$, which is the desired conclusion (iii), i.e., the formula (9.13).

(iii)$``$(i): If (iii) holds, we get

$`S_jf\left(z\right)`$ $`={\displaystyle \underset{i=0}{\overset{N1}{}}}A_{j,i}\left(z^N\right)T_if\left(z\right)={\displaystyle \underset{i=0}{\overset{N1}{}}}z^iT_i^{}g\left(z^N\right)`$
$`={\displaystyle \underset{i=0}{\overset{N1}{}}}T_iT_i^{}g\left(z\right)=g\left(z\right).`$
We note two consequences deriving from the condition (9.1). It is a condition on the given measurable matrix function $`𝕋zA\left(z\right)\mathrm{U}_N\left(\right)`$, and therefore on the corresponding representation $`\left(S_j^{\left(A\right)}\right)_{j=0}^{N1}`$ of $`𝒪_N`$. This representation acts on the Hilbert space $`L^2\left(𝕋\right)`$. But the wavelet system $`\phi `$, $`\psi _j`$ from (1.1) relates to the line $``$, and not directly to $`𝕋`$. Indeed, condition (9.1) ensures that the wavelet functions of the system $`\phi `$, $`\psi _j`$, derived from $`A`$, are in $`L^2\left(\right)`$, and (9.1) is called the frequency-subband condition. The functions

$$m_j^{\left(A\right)}\left(z\right)=\underset{k=0}{\overset{N1}{}}A_{j,k}\left(z^N\right)z^k$$
(9.17)
are called subband filters: $`m_0^{\left(A\right)}`$ is the low-pass filter, and the others $`m_j^{\left(A\right)}`$, $`j1`$, are the higher-pass filter bands.

###### Notations 9.5.

Condition (9.1) gives the distribution of the $`N`$ cases with probabilities $`\frac{1}{N}\left|m_j^{\left(A\right)}()\right|^2`$ on the frequencies $`\frac{j}{N}`$, $`j=0,1,\mathrm{},N1`$, which represent the bands. Recall if $`\rho =e^{i2\pi /N}`$, then $`\{\rho ^j:0j<N\}`$ are the $`N`$’th roots of unity, i.e., $`\left(\rho ^j\right)^N=1`$. The frequency passes for the bands $`0,\frac{1}{N},\mathrm{},\frac{N1}{N}`$, referring to the low-pass filter, are $`(\underset{\text{pass}}{\underset{}{1,}}\underset{\text{halt}}{\underset{}{0,0,\mathrm{},0}})`$, and similarly

$$\frac{1}{N}\left|m_j^{\left(A\right)}\left(\rho ^k\right)\right|^2=\delta _{j,k}.$$
(9.18)
In fact, these conditions (9.18) are equivalent to the single matrix condition (9.1) for $`A`$.

We also note that (9.1) implies that each one of the $`N`$ isometries $`S_j^{\left(A\right)}`$ on $`L^2\left(𝕋\right)`$ is a shift, i.e., that

$$\underset{n\mathrm{}}{lim}S_j^{\left(A\right)n}=0.$$
(9.19)
This conclusion, while nontrivial, is contained in the result Theorem 3.1 in \[BrJo97\]. Note that each of the $`N`$ shift operators has infinite multiplicity in the sense of Proposition 8.2 above. Recall if $`S:`$ is a shift in a Hilbert space $``$, then the multiplicity space is $`𝒲_S:=\left(S\right)^{}=\mathrm{ker}\left(S^{}\right)`$: specifically, $`_{}^{}{}_{n=0}{}^{\mathrm{}}𝒲_S`$ with $`S`$ represented as

$$(x_0,x_1,\mathrm{})\stackrel{\widehat{S}}{}(0,x_0,x_1,\mathrm{})$$
(9.20)
where $`x_0,x_1,\mathrm{}𝒲_S`$. For the particular application to $`S_j^{\left(A\right)}`$, we have

$$𝒲_{S_j^{\left(A\right)}}=_{}^{}{}_{kj}{}^{}S_k^{\left(A\right)}\left(L^2\left(𝕋\right)\right).$$
(9.21)
The next result is a corollary of Proposition 8.2 and the discussion above.

###### Corollary 9.6.

(A Dichotomy.) Let the matrix function $`𝕋zA\left(z\right)\mathrm{U}_N\left(\right)`$, $`N>1`$, satisfy (9.1), and let $`\left(S_j^{\left(A\right)}\right)_{j=0}^{N1}`$ be the corresponding representation of $`𝒪_N`$ on $`L^2\left(𝕋\right)`$. If $`L^2\left(𝕋\right)`$ is a co-invariant subspace, then the following two conditions are equivalent.

1. $``$ is pure.
2. $`L^2\left(𝕋\right)`$.

###### Proof.

Clearly (i)$``$(ii), and it is immediate from Definition 8.1 that every finite-dimensional co-invariant subspace $``$ is not pure. That follows since, if $`f`$ satisfies $`S^{\mathrm{}}f`$, then for each $`k_+`$, the family $`\{S_If:I\left(N\right),\left|I\right|=k\}S^{\mathrm{}}f`$ consists of orthogonal vectors. If $`f0`$, then there are $`N^k`$ such vectors. Hence the result holds whenever the entries in $`A`$ are Fourier polynomials; see also \[JoKr02\]. We now turn to (ii)$``$(i) in the general case: Let $`A`$ satisfy (9.1), and let $``$ be a co-invariant subspace, referring to the representation of $`𝒪_N`$ given by $`\left(S_j^{\left(A\right)}\right)_{j=0}^{N1}`$. Then $`^{}=L^2\left(𝕋\right)`$ is invariant for each of the $`N`$ shift operators $`S_j^{\left(A\right)}`$, $`j=0,\mathrm{},N1`$. Now suppose $`L^2\left(𝕋\right)`$, or equivalently that $`^{}0`$. Setting $`j=0`$, we see that there is a unitary operator-valued function $`𝕋zu_0\left(z\right)\mathrm{U}\left(𝒲_{S_0^{\left(A\right)}}\right)`$ such that

$$^{}=\{u_0h_+:h_+H_+\left(𝒲_{S_0^{\left(A\right)}}\right)\}$$
(9.22)
where $`𝒲_{S_0^{\left(A\right)}}`$ is given by (9.21).

If $`f`$ satisfies $`S^{\left(A\right)\mathrm{}}f`$, then $`f,S_0^{\left(A\right)}f,S_0^{\left(A\right)\mathrm{\hspace{0.17em}2}}f,\mathrm{},S_0^{\left(A\right)n}f,\mathrm{}`$. Relative to the representation (9.20), applied to $`S_0^{\left(A\right)}`$, we get

$$\widehat{f},z\widehat{f},z^2\widehat{f},\mathrm{},z^n\widehat{f},\mathrm{}.$$

But then we get $`f=0`$ by an application of Proposition 8.2 to $`S_0^{\left(A\right)}`$. Hence, $``$ is pure; see Definition 8.1. Note that \[BrJo97, Theorem 3.1\] was used as well. This result implies that $`S_0^{\left(A\right)}`$ is a shift, and so it has the representation (9.20). ∎

We now turn to the space of Lipschitz functions on $`𝕋`$. Via the coordinate $`z=e^{i\xi }`$, $`\xi `$, we identify functions on $`𝕋`$ with $`2\pi `$-periodic functions on $``$ and we define the *Lipschitz space* $`\underset{1}{Lip}`$ by

$$f_{\underset{1}{Lip}}:=\left|f\left(0\right)\right|+\underset{\pi \xi <\eta <\pi }{sup}\frac{\left|f\left(\xi \right)f\left(\eta \right)\right|}{\left|\xi \eta \right|}<\mathrm{}.$$
(9.23)
A matrix function is said to be Lipschitz if its matrix entries are in $`\underset{1}{Lip}`$.

###### Theorem 9.7.

A matrix function, $`𝕋zA\left(z\right)\mathrm{U}_N\left(\right)`$ is given. We assume it is in the Lipschitz class, and that it satisfies (9.1). Consider the co-invariant subspace $`^{\left(A\right)}L^2\left(𝕋\right)`$ defined from the corresponding representation $`\left(S_j^{\left(A\right)}\right)_{j=0}^{N1}`$ of $`𝒪_N`$ as follows:

$$^{\left(A\right)}:=[S_I^{\left(A\right)}e_0:I\left(N\right)]$$
(9.24)
where $`e_0=\text{1}\text{1}`$ is the constant function $`1`$ on $`𝕋`$. Then $`^{\left(A\right)}`$ is pure.

###### Proof.

In view of Corollary 9.6, it is enough to show that $`^{\left(A\right)}L^2\left(𝕋\right)`$, or equivalently that $`\left(^{\left(A\right)}\right)^{}0`$. The argument is indirect. If $`^{\left(A\right)}=L^2\left(𝕋\right)`$, we get a contradiction as follows (we have suppressed the superscript $`A`$ in the notation): The set of vectors $`\{S_I^{}e_0:I\left(N\right)\}`$ is relatively compact in $`C\left(𝕋\right)`$ by Arzelà-Ascoli. To see this, we use the Lipschitz property, and the formula

$$S_I^{}e_0\left(z\right)=\frac{1}{N^k}\underset{w^{N^k}=z}{}\overline{m_I^{\left(k\right)}\left(w\right)}$$

where $`m_I^{\left(k\right)}\left(z\right)=m_{i_1}\left(z\right)m_{i_2}\left(z^N\right)\mathrm{}m_{i_k}\left(z^{N^{k1}}\right)`$, $`I=(i_1,\mathrm{},i_k)`$. Further note that $`\left(\sqrt{N}S_0^{}f\right)\left(1\right)=f\left(1\right)`$ for all Lipschitz functions $`f`$, and that the analogous conditions hold for $`S_1^{},\mathrm{},S_{N1}^{}`$. Since $`m_j\left(\rho ^k\right)=\delta _{j,k}\sqrt{N}`$, there is a Lipschitz solution $`f`$ to the following system of equations:

$$f\left(1\right)=1,S_0^{}f=\frac{1}{\sqrt{N}}f,S_j^{}f=0,j1.$$
(9.25)
Using $`f=_jS_jS_j^{}f=\frac{1}{\sqrt{N}}S_0f`$, it follows that $`S_0`$ has $`\sqrt{N}`$ as eigenvalue, contradicting that $`S_0`$ is isometric. The contradiction proves that $`^{\left(A\right)}0`$. ∎

In the next section, we give additional details on the existence question for the eigenvalue problems related to the operators $`S_j^{\left(A\right)}`$ in the case when the matrix function $`A`$ is assumed to be Lipschitz.

## 10. Finite dimensions

In this section we offer a construction of a finite-dimensional co-invariant (nonzero, and nontrivial) subspace for the representation of $`𝒪_N`$ on $`L^2\left(𝕋\right)`$ which is associated with a multiresolution wavelet of scale $`N`$. It is both natural and optimal with respect to the conditions of Sections 69. The setting is as in the previous section: Recall, a Lipschitz mapping $`𝕋zA\left(z\right)\mathrm{U}_N\left(\right)`$ is given, and it is assumed that the subbands are ordered according to (9.1), i.e., that $`A\left(1\right)`$ is the Hadamard matrix, or equivalently that

$$m_j\left(\rho _N^k\right)=\delta _{j,k}\sqrt{N},j,k=0,\mathrm{},N1,$$
(10.1)
where $`\rho _N:=\mathrm{exp}\left(i\frac{2\pi }{N}\right)`$, and

$$m_j\left(z\right)=\underset{k=0}{\overset{N1}{}}A_{j,k}\left(z^N\right)z^k.$$
(10.2)
Then the operators $`S_j=S_j^{\left(A\right)}`$ on $`L^2\left(𝕋\right)`$ are

$$\left(S_jf\right)\left(z\right)=m_j\left(z\right)f\left(z^N\right),j=0,\mathrm{},N1,fL^2\left(𝕋\right),z𝕋.$$
(10.3)
###### Theorem 10.1.

Let $`\left(S_j\right)_{j=0}^{N1}`$ be a representation as in (10.3) determined by a Lipschitz system and subject to conditions (10.1) and (10.2). Then the following two conditions are equivalent.

1. There is a finite-dimensional co-invariant subspace $`L^2\left(𝕋\right)`$ which contains the solutions $`f`$ to the following affine conditions:

$$f\underset{1}{Lip},f\left(1\right)=1,\sqrt{N}S_0^{}f=f.$$
(10.4)
2. There is a finite constant $`K`$ such that, for all $`f\underset{1}{Lip}`$,

$$\underset{J\left(N\right)}{sup}\left|N^{\frac{\left|J\right|}{2}}\left(S_J^{}f\right)\left(1\right)\right|Kf.$$

The affine dimension of the convex set (10.4) of Lipschitz functions is at least one.

###### Proof.

We begin with the conditions (10.4). We will show that there is a well defined linear operator $`T`$ on $`\mathrm{Lip}_1`$ with finite-dimensional range (dimension at least one) such that

$$\left(Tf\right)\left(1\right)=f\left(1\right)\text{ for all }f\underset{1}{Lip}$$
(10.5)
and

$$\left(Tf\right)\left(z\right)=\underset{k\mathrm{}}{lim}\left(\sqrt{N}S_0^{}\right)^kf\left(z\right),f\underset{1}{Lip},$$
(10.6)
where the limit in (10.6) is uniform for $`z𝕋`$.

###### Lemma 10.2.

Let the operators $`S_j`$, $`j=0,\mathrm{},N1`$, be as specified above in (10.3), i.e., the Lipschitz property is assumed, as is (10.1). For bounded functions $`f`$ on $`𝕋`$, set $`f:=sup_{z𝕋}\left|f\left(z\right)\right|`$; and if $`f`$ is differentiable, set

$$\stackrel{~}{f}\left(x\right):=f\left(e^{i2\pi x}\right),$$
(10.7)
and $`f^{}:=\stackrel{~}{f}^{}`$. Finally, let

$$M_1:=N^{\frac{1}{2}}\underset{0j<N}{\mathrm{max}}m_j^{}.$$
(10.8)
Then we have the following estimate:

$$\begin{array}{c}N^{\frac{k}{2}}\left(S_{j_k}^{}\mathrm{}S_{j_2}^{}S_{j_1}^{}f\right)^{}N^{\frac{k}{2}}f^{}+M_1f\hfill \\ \hfill \text{for all }k_+\text{, all }f\underset{1}{Lip}\text{,}\\ \hfill \text{and all multi-indices }J=(j_1,j_2,\mathrm{},j_k)_k\left(N\right).\end{array}$$
(10.9)
###### Proof.

Using (10.7), we shall pass freely between any of the four equivalent formulations, functions on $`𝕋`$, functions on $`[0,1)`$, functions on $`\mathrm{}`$, or one-periodic functions on $``$, omitting the distinction between $`f`$ and $`\stackrel{~}{f}`$ in (10.7). With the multi-index notation in (10.9), we set

$$m_J\left(z\right):=m_{j_1}\left(z\right)m_{j_2}\left(z^N\right)\mathrm{}m_{j_k}\left(z^{N^{k1}}\right),z𝕋.$$
(10.10)
Setting $`S_J:=S_{j_1}\mathrm{}S_{j_k}`$, and $`S_J^{}:=S_{j_k}^{}\mathrm{}S_{j_2}^{}S_{j_1}^{}`$, we find

$`\left(S_Jf\right)\left(z\right)`$ $`=m_J\left(z\right)f\left(z^{N^k}\right),`$ (10.11)
and
$`\left(S_J^{}f\right)\left(z\right)`$ $`={\displaystyle \frac{1}{N^k}}{\displaystyle \underset{\begin{array}{c}w𝕋\\ w^{N^k}=z\end{array}}{}}\overline{m_J\left(w\right)}f\left(w\right).`$ (10.12)
The sum in (10.12) contains $`N^k`$ terms, which is evident from the rewrite in the form below, using instead one-periodic functions on $``$, $`x`$:

$$\left(S_J^{}f\right)\left(x\right)=\frac{1}{N^k}\underset{\begin{array}{c}y\\ N^kyxmod1\end{array}}{}\overline{m_J\left(y\right)}f\left(y\right).$$
(10.13)
In this form $`m_J\left(y\right)=m_{j_1}\left(y\right)m_{j_2}\left(Ny\right)\mathrm{}m_{j_k}\left(N^{k1}y\right)`$ (compare with (10.10)), and the points $`y`$ may be represented as

$$y=\frac{x+l_0+l_1N+l_2N^2+\mathrm{}+l_{k1}N^{k1}}{N^k},$$
(10.14)
with the integers $`l_0`$, $`l_1`$, $`\mathrm{}`$, $`l_{k1}`$ taking values over the $`modN`$ residue classes $`0,1,\mathrm{},N1`$. Given this, it is clear how the general form of (10.9) follows from the case $`k=1`$. We will do $`k=1`$, and leave the induction and the multi-index gymnastics to the reader. Using (10.13)–(10.14) we have

$$\begin{array}{c}N^{\frac{1}{2}}\left(S_j^{}f\right)^{}\left(x\right)=\frac{1}{N\sqrt{N}}\underset{l=0}{\overset{N1}{}}\overline{m}_j\left(\frac{x+l}{N}\right)f^{}\left(\frac{x+l}{N}\right)\hfill \\ \hfill +\frac{1}{N\sqrt{N}}\underset{l=0}{\overset{N1}{}}\overline{m}_j^{}\left(\frac{x+l}{N}\right)f\left(\frac{x+l}{N}\right).\end{array}$$
(10.15)
For the individual terms on the right-hand side, we use Schwarz’s inequality, as follows: First,

$`{\displaystyle \frac{1}{N}}\left|{\displaystyle \underset{l=0}{\overset{N1}{}}}\overline{m}_j\left({\displaystyle \frac{x+l}{N}}\right)f^{}\left({\displaystyle \frac{x+l}{N}}\right)\right|`$
$`\left(\underset{=1}{\underset{}{{\displaystyle \frac{1}{N}}{\displaystyle \underset{l=0}{\overset{N1}{}}}\left|m_j\left({\displaystyle \frac{x+l}{N}}\right)\right|^2}}\right)^{\frac{1}{2}}\left({\displaystyle \frac{1}{N}}{\displaystyle \underset{l=0}{\overset{N1}{}}}\left|f^{}\left({\displaystyle \frac{x+l}{N}}\right)\right|^2\right)^{\frac{1}{2}}`$
$`f^{};`$
and second,

$`{\displaystyle \frac{1}{N}}\left|{\displaystyle \underset{l=0}{\overset{N1}{}}}\overline{m}_j^{}\left({\displaystyle \frac{x+l}{N}}\right)f\left({\displaystyle \frac{x+l}{N}}\right)\right|`$
$`\left({\displaystyle \frac{1}{N}}{\displaystyle \underset{l=0}{\overset{N1}{}}}\left|m_j^{}\left({\displaystyle \frac{x+l}{N}}\right)\right|^2\right)^{\frac{1}{2}}\left({\displaystyle \frac{1}{N}}{\displaystyle \underset{l=0}{\overset{N1}{}}}\left|f\left({\displaystyle \frac{x+l}{N}}\right)\right|^2\right)^{\frac{1}{2}}`$
$`\sqrt{N}M_1f,`$
where the terms on the right are given in (10.8) and the discussion in that paragraph.

Introducing the last two estimates back into (10.15), we get

$$N^{\frac{1}{2}}\left|\left(S_j^{}f\right)^{}\left(x\right)\right|N^{\frac{1}{2}}f^{}+M_1f,$$

which is the desired estimate. ∎

Note that if the functions $`f`$ in (10.9) are restricted by $`f1`$, then all the functions $`N^{\frac{k}{2}}S_J^{}f`$ are contained in a compact subset in the Banach space $`C\left(𝕋\right)`$. This follows from \[DuSc, vol. I, p. 245, Theorem IV.3.5\]; see also \[IoMa50, Section 4\], or \[Bal00\]. The conclusion is that there is a fixed finite-dimensional subspace $``$ which contains all the functions obtained as limits of the terms $`N^{\frac{k}{2}}S_J^{}f`$ as the multi-indices $`J=(j_1,\mathrm{},j_k)`$ vary. Introducing $`_{\mathrm{}}\left(N\right)=\{0,1,\mathrm{},N1\}^_+`$, for each $`\xi =(j_1,j_2,\mathrm{})_{\mathrm{}}\left(N\right)`$ we may pass to infinity via an ultrafilter $`u\left(\xi \right)`$, i.e.,

$$T_\xi f:=\underset{\begin{array}{c}u\left(\xi \right)\\ \xi =\left(J_{}\mathrm{}\mathrm{}\right)\end{array}}{lim}N^{\frac{\left|J\right|}{2}}S_J^{}f,$$
(10.16)
and we note that all the operators $`T_\xi `$, $`\xi _{\mathrm{}}\left(N\right)`$, have their range contained in $``$. If $`j\{0,1,\mathrm{},N1\}`$, then the extension $`\left(j\xi \right)`$ is a point in $`_{\mathrm{}}\left(N\right)`$ for every $`\xi _{\mathrm{}}\left(N\right)`$, and

$$N^{\frac{1}{2}}S_j^{}T_\xi f=T_{\left(j\xi \right)}f.$$
(10.17)
This proves that $``$ is co-invariant.

For a reference to ultrafilters and compactifications, we suggest \[Ency\] and \[Bou89\].

The limit (10.6) is covered by this discussion, since the point $`\xi =(0,0,\mathrm{})_{\mathrm{}}\left(N\right)`$, so the corresponding operator $`T`$ in (10.6) is just $`T_{(0,0,\mathrm{})}`$. Hence (10.6) is a special case of (10.16). Finally, (10.5) follows from

$$\sqrt{N}\left(S_0^{}f\right)\left(0\right)=\frac{1}{\sqrt{N}}\underset{l=0}{\overset{N1}{}}\overline{m_0\left(\frac{l}{N}\right)}f\left(\frac{l}{N}\right)=f\left(0\right),$$
(10.18)
which is based on (10.1). In the additive form, (10.1) implies $`m_0\left(0\right)=\sqrt{N}`$, and $`m_0\left(\frac{1}{N}\right)=\mathrm{}=m_0\left(\frac{N1}{N}\right)=0`$. Note $`z=\mathrm{exp}\left(i2\pi \left(x=0\right)\right)=1`$ is used in (10.5).

Let $`f\underset{1}{Lip}`$, and set $`f_J=N^{\frac{\left|J\right|}{2}}S_J^{}f`$. We noted that each $`f_J`$ is in $`\underset{1}{Lip}`$, and we gave a uniform estimate on the derivatives, i.e., on $`f_J^{}\left(x\right)`$. But the sequence is also bounded in $`C\left(𝕋\right)`$, relative to the usual norm $``$ on $`C\left(𝕋\right)`$. Moreover,

$$f_JN^{\frac{\left|J\right|}{2}}f^{}+\left(M_1+K\right)f.$$
(10.19)
To see this, first note the estimate from (ii), i.e.,

$$\underset{J\left(N\right)}{sup}\left|f_J\left(1\right)\right|Kf.$$
(10.20)
The details are understood best in the additive formulation, i.e., with $`𝕋[0,1)`$ and the identification $`zx`$ via $`z=\mathrm{exp}\left(i2\pi x\right)`$. The first iteration step, starting with $`f`$, yields ($`x=0`$)

$$N^{\frac{1}{2}}\left(S_0^{}f\right)\left(0\right)=N^{\frac{1}{2}}\underset{l=0}{\overset{N1}{}}\overline{m}_0\left(\frac{l}{N}\right)f\left(\frac{l}{N}\right)=f\left(0\right),$$

and subsequent steps yield

$$N^{\frac{1}{2}}\left(S_j^{}f\right)\left(0\right)=N^{\frac{1}{2}}\underset{l=0}{\overset{N1}{}}\overline{m}_j\left(\frac{l}{N}\right)f\left(\frac{l}{N}\right)=f\left(\frac{j}{N}\right),$$

where conditions (10.1) are used. So if $`\left|J\right|=1`$, (10.20) holds, and $``$ is equality. Note that in general, if $`\left|J\right|=k>1`$, then

$$F_J\left(0\right)=N^{\frac{k}{2}}\underset{N^kx0mod1}{}\overline{m_J\left(x\right)}f\left(x\right),$$
(10.21)
where $`x`$ is an $`N`$-adic fraction $`0x<1`$. Note that $`x`$ varies over the solutions $`N^kx0mod1`$, and $`J`$ is fixed. For real values of $`x`$, $`0x<1`$, we have

$$\left|f_J\left(x\right)f_J\left(0\right)\right|_0^x\left|f_J^{}\left(y\right)\right|𝑑yx\left(N^{\frac{k}{2}}f^{}+M_1f\right);$$

and, using (10.20), we get

$$\left|f_J\left(x\right)\right|N^{\frac{k}{2}}f^{}+\left(M_1+K\right)f,$$
(10.22)
which is the desired estimate (10.19).

If $`\xi _{\mathrm{}}\left(N\right)`$, the operator $`T_\xi `$ is defined on $`f`$ as in (10.16) by a limit over an ultrafilter,

$$T_\xi f=\underset{\begin{array}{c}u\left(\xi \right)\\ (\underset{\xi }{\underset{}{J_{}\mathrm{}\mathrm{}}})\end{array}}{lim}f_J,$$
(10.23)
as noted in (10.16). Using (10.19), and passing to the limit, we get $`T_\xi f\left(M_1+K\right)f`$. Similarly, an application of (10.20) yields $`\left|\left(T_\xi f\right)\left(1\right)\right|Kf`$. The fact that the range of $`T_\xi `$ is finite-dimensional results as noted from Arzelà-Ascoli in view of the uniform estimate on the derivatives $`f_J^{}`$. ∎

###### Remark 10.3.

Even for the case of the Haar wavelet, both the standard one where the polyphase matrix $`A\left(z\right)`$ is $`A\left(z\right)=\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right)`$, or the stretched Haar wavelet where $`A\left(z\right)=\left(\begin{array}{cc}1& z\\ 1& z\end{array}\right)_{}^{}`$, the space $`\{f\underset{1}{Lip}:\sqrt{2}S_0^{}f=f\}`$ is of dimension more than $`1`$. In the first case, the dimension can be checked to be $`2`$, and in the second case, it is $`3`$. The respective subspaces $`_1`$ and $`_3`$ are $`_1=[e_0,e_1]`$ and $`_3=[e_0,e_3,e_1+e_2]`$, where $`e_n\left(z\right)=z^n`$, $`n`$, $`z𝕋`$. Two independent functions $`f`$ in $`_1`$ satisfying $`f\left(1\right)=1`$ are $`e_0`$ and $`\frac{1}{2}\left(e_0+e_1\right)`$. For $`_3`$, three such independent solutions to the system $`\sqrt{2}S_0^{}f=f`$, $`f\left(1\right)=1`$ may be taken to be $`e_0`$, $`\frac{1}{2}\left(e_0+e_3\right)`$, and $`\frac{1}{3}\left(e_0+e_1+e_2\right)`$.

Despite the fact that $`\{f\underset{1}{Lip}:S_0^{}f=\left(1/\sqrt{N}\right)f\}`$ is automatically finite-dimensional for the representations of Theorem 10.1, we show that for the same class of representations, and for every $`\lambda `$, $`\left|\lambda \right|<1`$, the space

$$\{fL^2\left(𝕋\right):S_0^{}f=\overline{\lambda }f\}$$
(10.24)
is infinite-dimensional. If $`N=2`$, then in fact it is isomorphic to $`𝒲=S_1L^2\left(𝕋\right)`$. Introducing the projection $`P_𝒲:=S_1S_1^{}`$, it can easily be checked that the operator $`\left(I\overline{\lambda }S_0\right)^1P_𝒲`$ is well defined and maps into $`\mathrm{ker}\left(\overline{\lambda }IS_0^{}\right)`$. To see that inner products are preserved, note that

$$\left(I\overline{\lambda }S_0\right)^1w_1\text{ }\left(I\overline{\lambda }S_0\right)^1w_2=\frac{1}{1\left|\lambda \right|^2}w_1\text{ }w_2$$
(10.25)
holds for all $`w_1,w_2𝒲`$. The easiest way to see this is via the following known theorem.

###### Theorem 10.4.

For every representation $`\left(S_j\right)_{j=0}^1`$ of $`𝒪_2`$ on a Hilbert space $``$ there is a unique unitary isomorphism $`T:H_+\left(𝒲\right)`$ such that $`Tw=w`$ for $`w𝒲`$, and

$$S_0T=TM_z$$
(10.26)
if and only if $`S_0^nx\underset{n\mathrm{}}{}0`$, $`x`$.

###### Proof.

This result is essentially contained in \[BrJo97, Theorem 9.1\]. We will just give the formula for $`T`$ and its adjoint $`T^{}`$, and then leave the remaining verifications to the reader. $`T:H_+\left(𝒲\right)`$ is

$$T\left(\underset{n=0}{\overset{\mathrm{}}{}}z^nw_n\right)=\underset{n=0}{\overset{\mathrm{}}{}}S_0^nw_n$$
(10.27)
where $`w_n𝒲`$ and

$$\underset{n=0}{\overset{\mathrm{}}{}}z^nw_n_{H_+\left(𝒲\right)}^2=\underset{n=0}{\overset{\mathrm{}}{}}w_n_𝒲^2,$$
(10.28)
and if $`x`$,

$$T^{}x=\underset{n=0}{\overset{\mathrm{}}{}}z^nP_𝒲S_0^nxH_+\left(𝒲\right).$$
(10.29)
The fact that $`T^{}x=x`$ is based on the assumption that $`S_0^nx0`$, i.e., that $`S_0`$ is a shift. ∎

Introducing the Szegö kernel

$$C_\lambda \left(z\right):=\frac{1}{1\overline{\lambda }z}$$
(10.30)
and the inner function

$$u_\lambda \left(z\right)=\frac{\lambda z}{1\overline{\lambda }z},$$
(10.31)
we arrive at

$$T\left(C_\lambda w\right)=\left(I\overline{\lambda }S_0\right)^1w,$$
(10.32)
which makes (10.25) immediate. For the orthocomplement $`\{x:S_0^{}x=\overline{\lambda }x\}^{}`$, the $`H_+\left(𝒲\right)`$ representation is

$$\{u_\lambda \left(z\right)F_+\left(z\right):F_+H_+\left(𝒲\right)\}=\{FH_+\left(𝒲\right):F\left(\lambda \right)=0\}.$$
(10.33)
###### Acknowledgements.

We gratefully acknowledge discussions with David Kribs, Joe Ball and Victor Vinnikov about representations of the Cuntz relations, at the 2002 IWOTA conference at Virginia Tech in Blacksburg, VA, and an e-mail with corrections from Ken Davidson. We thank Brian Treadway for beautiful typesetting, for corrections, and for helpful suggestions.