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# 1 Introduction

## 1 Introduction

In a regular distribution family, Cramér-Rao inequality holds, and the maximum likelihood estimator (MLE) converges to a normal distribution whose variance is the inverse of the Fisher information because the Fisher information converges and is well-defined in this family. However, in a non-regular location shift family which is generated by a distribution of $``$ whose support is not $``$ (e.g., a Weibull distribution, gamma distribution, or beta distribution), the Fisher information diverges and cannot be defined. Thus, one might think that a substitute information quantity is necessary for a discussion of the asymptotic theory. Akahira and Takeuchi  proposed the limit of the Hellinger affinity $`\mathrm{log}p_\theta ^{\frac{1}{2}}(\omega )p_{\theta +ϵ}^{\frac{1}{2}}(\omega )𝑑\omega `$ as a substitute information quantity. This value is obtained by a transformation from the Hellinger distance. Moreover, Akahira  proposed the relative Rényi entropy (Chernoff’s distance) $`I^s(pq):=\mathrm{log}p^s(\omega )q^{1s}(\omega )𝑑\omega (0<s<1)`$ as a substitute information quantity for a non-regular location shift family. This quantity is linked with $`\alpha `$-divergence $`D^\alpha (pq):=\frac{4}{1\alpha ^2}\left(1_\mathrm{\Omega }p^{\frac{1\alpha }{2}}(\omega )q^{\frac{1\alpha }{2}}(\omega )𝑑\omega \right)`$, which was introduced by Amari-Nagaoka  from an information geometrical viewpoint, by the monotone transformation $`x\mathrm{log}\left(1\frac{1\alpha ^2}{4}x\right)`$. Since $`\alpha `$-divergence is a special case of f-divergence introduced by Csisz ár, which satisfies the information processing inequality, the relative Rényi entropy satisfies the information processing inequality

$`I^s(pq)I^s(pf^1qf^1)`$
for any map $`f`$. Moreover, as is shown by Chernoff’s formula  and Hoeffding’s formula , the asymptotic error exponents in simple hypothesis testing are characterized by the relative Rényi entropy. Thus, it can be regarded as a suitable information quantity.

As was proven by Hayashi , the upper bounds of large deviation type bounds are given by these limits of the relative Rényi entropies. These upper bounds are outlined in section 4. Therefore, the calculation of these limits for the non-regular location shift family is an important topic. These limits can be regarded as suitable substitutes for the Fisher information because when the Kullback-Leibler divergence is finite, the relative Rényi entropies are connected with the Kullback-Leibler divergence by the relation

$`D(pq)=\underset{s1}{lim}{\displaystyle \frac{1}{s(1s)}}I^s(pq)=\underset{s0}{lim}{\displaystyle \frac{1}{s(1s)}}I^s(qp).`$ (1)
As is known, if a one-parameter distribution family $`𝒮:=\{p_\theta |\theta \mathrm{\Theta }\}`$ satisfies suitable regularity conditions, Kullback-Leibler divergence is closely related to the Fisher information $`J_\theta `$ defined by (3) as

$`\underset{ϵ0}{lim}{\displaystyle \frac{1}{ϵ^2}}D(p_{\theta +ϵ}p_\theta )`$ $`={\displaystyle \frac{1}{2}}J_\theta `$ (2)
$`J_{\theta _0}`$ $`:={\displaystyle _\mathrm{\Omega }}\left({\displaystyle \frac{\mathrm{log}\frac{p_\theta }{p_{\theta _0}}(\omega )}{\theta }}\right)^2p_{\theta _0}(d\omega ).`$ (3)
However, when the support depends on the parameter $`\theta `$, the equation does not hold because the divergence is infinite. As was shown by Akahira , under suitable regularity conditions, the equation

$`\underset{ϵ0}{lim}{\displaystyle \frac{1}{ϵ^2s(1s)}}I^s(p_\theta p_{\theta +ϵ})={\displaystyle \frac{1}{2}}J_\theta `$ (4)
holds. As the examples in sections 2 and 3 show, there are cases where relation (4) holds, but equation (2) does not. The above facts indicate that the limit of the relative Rényi entropy is a suitable substitute for the Fisher information in a non-regular location shift family.

Moreover, in a regular family, since Fisher information is well-defined, the Riemann metric can be naturally defined on every tangent space. However, in a non-regular location shift family, as was pointed out by Amari , the natural metric on the tangent space is not a Riemann metric, but a general Minkowski metric. Such a manifold with a general Minkowski metric on every tangent space is called a Finsler space. Amari  proposed that to treat the asymptotic behavior of the MLE, we should regard a non-regular location shift family as a Finsler space with the Minkowski metric $`F(\theta ):=lim_{ϵ0}\frac{1}{ϵ}H(p_\theta p_{\theta +ϵ})^{\frac{1}{\kappa }}`$, where $`H`$ is the Hellinger distance. Unfortunately, the relation between the MLE and this Minkowski metric has not been adequately clarified, and the value of this Minkowski metric has not been calculated. Our result for the case $`s=\frac{1}{2}`$ gives the value of this Minkowski metric.

## 2 Interval support case

In this section, we discuss the location shift family generated by a $`C^3`$ continuous probability density function $`f`$ whose support is an open interval $`(a,b)`$. We assume conditions (5) and (6) for $`f`$:

$`f_1(x):=f(a+x)`$ $`A_1x^{\kappa _11}`$ $`\text{as }x+0`$ (5)
$`f_2(x):=f(bx)`$ $`A_2x^{\kappa _21}`$ $`\text{as }x+0,`$ (6)
where $`\kappa _1,\kappa _2>0`$. In addition, if $`\kappa _i1`$, we assume the following conditions:

$`f_i^{}(x)`$ $`A_i(\kappa _i1)x^{\kappa _i2}`$ as $`x+0`$ (7)
$`f_i^{\prime \prime }(x)`$ $`A_i(\kappa _i1)(\kappa _i2)x^{\kappa _i3}`$ as $`x+0\text{ if }\kappa _i2`$ (8)
$`xf_i^{\prime \prime }(x)`$ $`0`$ as $`x+0\text{ if }\kappa _i=2.`$ (9)
If $`\kappa _i=1`$, we assume the existence of the limits $`lim_{x+0}f_i^{}(x)`$ and $`lim_{x+0}f_i^{\prime \prime }(x)`$. If $`\kappa _i>2`$, we assume that

$`J_f`$ $`:={\displaystyle _a^b}f^1(x)(f^{})^2(x)𝑑x<\mathrm{}.`$ (10)
For example, when $`f`$ is the beta distribution $`f(x)=\frac{1}{B(\alpha ,\beta )}x^{\alpha 1}(1x)^{\beta 1}`$ whose support is $`(0,1)`$, the above conditions are satisfied and we have

$`\kappa _1=\alpha ,\kappa _2=\beta ,A_1=A_2={\displaystyle \frac{1}{B(\alpha ,\beta )}}.`$ (11)
In this paper, we denote the beta function by $`B(x,y)`$. Then, we have the following theorem.

###### Theorem 1

Assume that $`\kappa :=\kappa _1=\kappa _2`$,

$`\begin{array}{ccc}\underset{ϵ+0}{lim}{\displaystyle \frac{I^s(f_\theta f_{\theta +ϵ})}{ϵ^\kappa }}& =\{\begin{array}{c}{\displaystyle \frac{1\kappa }{\kappa }}(A_1sB(s+\kappa (1s),1\kappa )+A_2(1s)B(1s+\kappa s,1\kappa ))\hfill \\ A_1s+A_2(1s)\hfill \\ \frac{A_1s(1s(\kappa 1))B(s+\kappa (1s),2\kappa )}{\kappa }+\frac{A_2(1s)(1(1s)(\kappa 1))B(1s+\kappa s,2\kappa )}{\kappa }\hfill \end{array}\hfill & \begin{array}{c}0<\kappa <1\hfill \\ \kappa =1\hfill \\ 1<\kappa <2\hfill \end{array}\hfill \\ \underset{ϵ+0}{lim}{\displaystyle \frac{I^s(f_\theta f_{\theta +ϵ})}{ϵ^2\mathrm{log}ϵ}}& ={\displaystyle \frac{(A_1+A_2)s(1s)}{2}}\hfill & \kappa =2\hfill \\ \underset{ϵ+0}{lim}{\displaystyle \frac{I^s(f_\theta f_{\theta +ϵ})}{ϵ^2}}& ={\displaystyle \frac{s(1s)}{2}}J_f\hfill & 2<\kappa ,\hfill \end{array}`$ (21)
where $`f_\theta (x):=f(x\theta )`$. These convergences are uniform for $`0<s<1`$. If $`\kappa _1<\kappa _2`$, substituting $`\kappa :=\kappa _1`$, $`A_2:=0`$, we obtain the above equations.

The uniformity of $`0<s<1`$ is essential for the discussion in Hayashi . The case $`\kappa >2`$ is an example where relation (4) holds, but relation (2) does not. Note that when $`0<\kappa <2`$, in general, the equation $`lim_{ϵ+0}\frac{I^s(f_\theta f_{\theta +ϵ})}{ϵ^\kappa }=lim_{ϵ0}\frac{I^s(f_\theta f_{\theta +ϵ})}{|ϵ|^\kappa }`$ does not hold.

Proof:  Since $`I^s(f_\theta f_{\theta +ϵ})=I^s(f_ϵf_0)`$, Lemma 1 yields equation (21).

###### Lemma 1

For any $`c(a,b)`$, we define

$`I_s^{}(c,f,ϵ)`$ $`:={\displaystyle _a^c}f^{1s}(x)f^s(x+ϵ)𝑑x{\displaystyle _a^c}f(x)𝑑xf(c)sϵ{\displaystyle \frac{s}{2}}f^{}(c)ϵ^2,`$
$`I_s^+(c,f,ϵ)`$ $`:={\displaystyle _c^{bϵ}}f^{1s}(x)f^s(x+ϵ)𝑑x{\displaystyle _c^b}f(x)𝑑x+f(c)sϵ+{\displaystyle \frac{s}{2}}f^{}(c)ϵ^2.`$
$`\begin{array}{ccc}\underset{ϵ+0}{lim}{\displaystyle \frac{I_s^{}(c,f,ϵ)}{ϵ^{\kappa _1}}}\hfill & =\{\begin{array}{c}{\displaystyle \frac{1\kappa _1}{\kappa _1}}A_1sB(s+\kappa _1(1s),1\kappa _1)\hfill \\ A_1s\hfill \\ {\displaystyle \frac{A_1s(1s(\kappa _11))B(s+\kappa _1(1s),2\kappa _1)}{\kappa _1}}\hfill \end{array}\hfill & \begin{array}{c}0<\kappa _1<1\hfill \\ \kappa _1=1\hfill \\ 1<\kappa _1<2\hfill \end{array}\hfill \\ \underset{ϵ+0}{lim}{\displaystyle \frac{I_s^{}(c,f,ϵ)}{ϵ^2\mathrm{log}ϵ}}\hfill & ={\displaystyle \frac{A_1s(1s)}{2}}\hfill & \kappa _1=2\hfill \\ \underset{ϵ+0}{lim}{\displaystyle \frac{I_s^{}(c,f,ϵ)}{ϵ^2}}\hfill & ={\displaystyle \frac{s(1s)}{2}}J_{f,c}^{}\hfill & 2<\kappa _1\hfill \end{array}`$ (31)
and

$`\begin{array}{ccc}\underset{ϵ+0}{lim}{\displaystyle \frac{I_s^+(c,f,ϵ)}{ϵ^{\kappa _2}}}\hfill & =\{\begin{array}{c}{\displaystyle \frac{1\kappa _2}{\kappa _2}}A_2(1s)B(1s+\kappa _2s,1\kappa _2))\hfill \\ A_2(1s)\hfill \\ {\displaystyle \frac{A_2(1s)(1(1s)(\kappa _21))B(1s+\kappa _2s,2\kappa _2)}{\kappa _2}}\hfill \end{array}\hfill & \begin{array}{c}0<\kappa _2<1\hfill \\ \kappa _2=1\hfill \\ 1<\kappa _2<2\hfill \end{array}\hfill \\ \underset{ϵ+0}{lim}{\displaystyle \frac{I_s^+(c,f,ϵ)}{ϵ^2\mathrm{log}ϵ}}\hfill & ={\displaystyle \frac{A_2s(1s)}{2}}\hfill & \kappa _2=2\hfill \\ \underset{ϵ+0}{lim}{\displaystyle \frac{I_s^+(c,f,ϵ)}{ϵ^2}}\hfill & ={\displaystyle \frac{s(1s)}{2}}J_{f,c}^+\hfill & 2<\kappa _2,\hfill \end{array}`$ (41)
where $`J_f^{}`$ and $`J_f^+`$ are defined as

$`J_{f,c}^{}:={\displaystyle _a^c}f^1(x)(f^{}(x))^2𝑑x,J_{f,c}^+:={\displaystyle _c^b}f^1(x)(f^{}(x))^2𝑑x.`$
These convergences are uniform for $`0<s<1`$.

## 3 Half-line support case

In this section, we discuss the case where the support is the half-line $`(0,\mathrm{})`$ and the probability density function $`f`$ is $`C^3`$ continuous. Similarly to (5) and (6), we assume that

$`f(x)Ax^{\kappa 1}\text{ as }x0.`$ (42)
When $`\kappa 1`$, we assume the following conditions:

$`f^{}(x)`$ $`A_i(\kappa 1)x^{\kappa 2}`$ as $`x+0`$ (43)
$`f^{\prime \prime }(x)`$ $`A_i(\kappa 1)(\kappa 2)x^{\kappa 3}`$ as $`x+0\text{ if }\kappa 2`$ (44)
$`xf^{\prime \prime }(x)`$ $`0`$ as $`x+0\text{ if }\kappa =2.`$ (45)
When $`\kappa =1`$, we assume the existence of the limits $`lim_{x+0}f^{}(x)`$ and $`lim_{x+0}f^{\prime \prime }(x)`$. In addition, we assume that there exist real numbers $`c>0`$ and $`ϵ>0`$ such that

$`{\displaystyle _c^{\mathrm{}}}f^1(x)(f^{}(x))^2𝑑x`$ $`<\mathrm{}`$ (46)
$`{\displaystyle _c^{\mathrm{}}}\underset{0t_1ϵ}{sup}f(x+t_1)\underset{0t_2ϵ}{sup}|f^3(x+t_2)(f^{})^3(x+t_2)|dx`$ $`<\mathrm{}`$ (47)
$`{\displaystyle _c^{\mathrm{}}}\underset{0t_1ϵ}{sup}f(x+t_1)\underset{0t_2ϵ}{sup}|f^2(x+t_2)f^{}(x+t_2)f^{\prime \prime }(x+t_2)|dx`$ $`<\mathrm{}`$ (48)
$`{\displaystyle _c^{\mathrm{}}}\underset{0t_1ϵ}{sup}f(x+t_1)\underset{0t_2ϵ}{sup}|f^1(x+t_2)f^{\prime \prime \prime }(x+t_2)|dx`$ $`<\mathrm{}.`$ (49)
For example, when $`f`$ is Weibull distribution $`f(x)=\alpha \beta x^{\alpha 1}e^{\beta x^\alpha }`$, the above conditions are satisfied and we have

$`\kappa =\alpha ,A=\alpha \beta .`$ (50)
When $`f`$ is gamma distribution $`f(x)=\frac{\beta ^\alpha }{\mathrm{\Gamma }(\alpha )}x^{\alpha 1}e^{\beta x}`$, the above conditions are satisfied and

$`\kappa =\alpha ,A={\displaystyle \frac{\beta ^\alpha }{\mathrm{\Gamma }(\alpha )}}.`$ (51)
Now, we obtain the following theorem.

###### Theorem 2

We obtain

$`\begin{array}{ccc}\underset{ϵ+0}{lim}{\displaystyle \frac{I^s(f_\theta f_{\theta +ϵ})}{ϵ^\kappa }}\hfill & =\{\begin{array}{c}{\displaystyle \frac{1\kappa }{\kappa }}(AsB(s+\kappa (1s),1\kappa )\hfill \\ As\hfill \\ {\displaystyle \frac{As(1s(\kappa 1))B(s+\kappa (1s),2\kappa )}{\kappa }}\hfill \end{array}\hfill & \begin{array}{c}0<\kappa <1\hfill \\ \kappa =1\hfill \\ 1<\kappa <2\hfill \end{array}\hfill \\ \underset{ϵ+0}{lim}{\displaystyle \frac{I^s(f_\theta f_{\theta +ϵ})}{ϵ^2\mathrm{log}ϵ}}\hfill & ={\displaystyle \frac{As(1s)}{2}}\hfill & \kappa =2\hfill \\ \underset{ϵ+0}{lim}{\displaystyle \frac{I^s(f_\theta f_{\theta +ϵ})}{ϵ^2}}\hfill & ={\displaystyle \frac{s(1s)}{2}}J_f\hfill & 2<\kappa ,\hfill \end{array}`$ (61)
where

$`J_f`$ $`:={\displaystyle _0^{\mathrm{}}}f^1(x)(f^{})^2(x)𝑑x.`$ (62)
These convergences are uniform for $`0<s<1`$.

Similarly to Theorem 1, Theorem 2 is proven from Lemma 1 and Lemma 2.

###### Lemma 2

For a real number $`c>0`$ satisfying (46)-(49), we define

$`I_s^+(c,f,ϵ)`$ $`:={\displaystyle _c^{\mathrm{}}}f^{1s}(x)f^s(x+ϵ)𝑑x{\displaystyle _c^b}f(x)𝑑x+f(c)sϵ+{\displaystyle \frac{s}{2}}f^{}(c)ϵ^2.`$
We obtain

$`\underset{ϵ+0}{lim}{\displaystyle \frac{I_s^+(c,f,ϵ)}{ϵ^2}}={\displaystyle \frac{s(1s)}{2}}J_{f,c}^+`$ (63)
where

$`J_{f,c}^+:={\displaystyle _c^{\mathrm{}}}f^1(x)(f^{}(x))^2𝑑x`$
and the convergence of (63) is uniform for $`0<s<1`$.

## 4 Relation between main results and large deviation theory

We will outline a relation between Theorems 1 and 2 and large deviation theory only for a location shift family $`\{f_\theta (x):=f(x\theta )|\theta \}`$, where $`f`$ satisfies the conditions given in Section 2 or Section 3. This relation was discussed by Hayashi  more precisely. As generalizations of Bahadur’s large deviation type bound, we define the following quantities:

$`\alpha _1(\theta )`$ $`:=\underset{ϵ+0}{lim\; sup}{\displaystyle \frac{1}{g(ϵ)}}\underset{\stackrel{}{T}}{sup}\underset{\theta ϵ\theta ^{}\theta +ϵ}{inf}\beta (\stackrel{}{T},\theta ^{},ϵ)`$
$`\alpha _2(\theta )`$ $`:=\underset{\stackrel{}{T}}{sup}\underset{ϵ+0}{lim\; inf}{\displaystyle \frac{1}{g(ϵ)}}\underset{\theta ϵ\theta ^{}\theta +ϵ}{inf}\beta (\stackrel{}{T},\theta ^{},ϵ)`$
$`\beta (\stackrel{}{T},\theta ,ϵ)`$ $`:=lim\; inf{\displaystyle \frac{1}{n}}\mathrm{log}f_\theta ^n\{|T_n\theta |>ϵ\},`$
where $`\stackrel{}{T}=\{T_n\}`$ is a sequence of estimators and $`g(ϵ)`$ is chosen by

$`g(ϵ)=\{\begin{array}{cc}ϵ^\kappa \hfill & 0<\kappa <2\hfill \\ ϵ^2\mathrm{log}ϵ\hfill & \kappa =2\hfill \\ ϵ^2\hfill & \kappa >2.\hfill \end{array}`$
As Ibragimov and Has’minskii  pointed out, when KL-divergence is infinite, there exists a super efficient estimator $`\stackrel{}{T}`$ such that $`\beta (\stackrel{}{T},\theta ,ϵ)`$ and $`lim_{ϵ+0}\frac{1}{g(ϵ)}\beta (\stackrel{}{T},\theta ,ϵ)`$ are infinite at one point $`\theta `$. Therefore, we need to take the infimum $`inf_{\theta ϵ\theta ^{}\theta +ϵ}`$ into account. Of course, in a regular case, as was proven by Hayashi , the two bounds $`\alpha _1(\theta )`$ and $`\alpha _2(\theta )`$ coincide.

If the convergence $`lim_{ϵ0}\frac{I^s(p_{\theta ϵ/2}p_{\theta +ϵ/2})}{g(ϵ)}`$ is uniform for $`s(0,1)`$ and $`\theta K`$ for any compact set $`K`$, these quantities are evaluated as

$`\alpha _1(\theta )`$ $`\overline{\alpha }_1(\theta ):=\{\begin{array}{cc}2^\kappa sup_{0<s<1}I_{g,\theta }^s& \text{ if }0<\kappa <2\hfill \\ 4sup_{0<s<1}I_{g,\theta }^s& \text{ if }\kappa 2\hfill \end{array}`$
$`\alpha _2(\theta )`$ $`\overline{\alpha }_2(\theta ):=\{\begin{array}{cc}sup_{0<s<1}\frac{I_{g,\theta }^s}{s(1s)}\left(s^{\frac{1}{\kappa 1}}+(1s)^{\frac{1}{\kappa 1}}\right)^{\kappa 1}& \text{ if }0<\kappa <1\hfill \\ 2I_{g,\theta }^{\frac{1}{2}}& \text{ if }\kappa =1\hfill \\ inf_{0<s<1}\frac{I_{g,\theta }^s}{s(1s)}\left(s^{\frac{1}{\kappa 1}}+(1s)^{\frac{1}{\kappa 1}}\right)^{\kappa 1}& \text{ if }2>\kappa >1\hfill \\ inf_{0<s<1}\frac{I_{g,\theta }^s}{s(1s)}& \text{ if }2\kappa ,\hfill \end{array}`$
where $`I_{g,\theta }^s`$ are defined by

$`I_{g,\theta }^s`$ $`:=\underset{ϵ+0}{lim}{\displaystyle \frac{I^s(p_{\theta ϵ/2}p_{\theta +ϵ/2})}{g(ϵ)}}1s0.`$
Note that the uniformity of the convergence concerning $`0<s<1`$ is necessary for deriving the above inequalities. In Hayashi , these inequalities were proven and the attainability of bounds $`\overline{\alpha }_1(\theta )`$ and $`\overline{\alpha }_2(\theta )`$ was discussed.

## 5 Conclusion

We have calculated the limit of the relative Rényi entropy. As mentioned in Section 4, this calculation plays an important role in large deviation type asymptotic theory. On the other hand, we conjecture that these limits characterize the asymptotic behavior of the MLE. This relation, though, still has to be clarified.

## Appendix A Proof of Lemma 1

### A.1 Asymptotic behavior of $`I_s^{}(c,f,ϵ)`$

In the following, when the limit $`lim_{ϵ+0}g(x+ϵ)`$ ($`lim_{ϵ+0}g(xϵ)`$) exists for a function $`g`$, we denote it by $`g(x+0)`$ ($`g(x0)`$), respectively. Our situation is divided into five cases: (i) $`0<\kappa _1<1`$, (ii) $`\kappa _1=1`$, (iii) $`1<\kappa _1<2`$, (iv) $`\kappa _1=2`$, and (v) $`\kappa _1>2`$. First, we discuss cases (ii) and (v).

$`{\displaystyle _a^c}f^{1s}(x)f^s(x+ϵ)𝑑x`$
$`=`$ $`{\displaystyle _a^c}f^{1s}(x)\left|f^s(x+ϵ)\left(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)\right|𝑑x`$
$`+{\displaystyle _a^c}\left(f(x)+f^{1s}(x)(f^s)^{}(x)ϵ+f^{1s}(x)(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)𝑑x`$ (64)
The first term is calculated by

$`{\displaystyle _a^c}\left(f(x)+f^{1s}(x)(f^s)^{}(x)ϵ+f^{1s}(x)(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)𝑑x`$
$`=`$ $`{\displaystyle _a^c}\left(f(x)+f^{}(x)sϵ+\left({\displaystyle \frac{s(s1)}{2}}f^1(x)(f^{}(x))^2+{\displaystyle \frac{s}{2}}f^{\prime \prime }(x)\right)ϵ^2\right)𝑑x`$
$`=`$ $`{\displaystyle _a^c}f(x)𝑑x+f(c)ϵs+f^{}(c)s{\displaystyle \frac{ϵ^2}{2}}f(a+0)sϵ`$
$`+\left({\displaystyle \frac{s(s1)}{2}}{\displaystyle _a^c}f^1(x)(f^{}(x))^2𝑑x{\displaystyle \frac{s}{2}}f^{}(a+0)\right)ϵ^2.`$ (65)
The term

$`{\displaystyle \frac{1}{ϵ^2}}{\displaystyle _a^c}f^{1s}(x)\left|f^s(x+ϵ)\left(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)\right|𝑑x`$
goes to $`0`$ uniformly for $`0<s<1`$ as $`ϵ+0`$. Thus, in case (ii), since $`f(a+0)=A_1`$, we obtain (31) and the uniformity for $`0<s<1`$. In case (v), since $`f(a+0)=f^{}(a+0)=0`$, we obtain (31) and the uniformity for $`\kappa _1>2`$.

Next, we discuss cases (i), (iii), and (iv). We can calculate $`I_s^{}(c,f,ϵ)`$ as

$`{\displaystyle _a^c}f^{1s}(x)f^s(x+ϵ)𝑑x`$
$`=`$ $`{\displaystyle _{a+\delta }^c}f^{1s}(x)\left|f^s(x+ϵ)\left(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)\right|𝑑x`$
$`+{\displaystyle _{a+\delta }^c}\left(f(x)+f^{1s}(x)(f^s)^{}(x)ϵ+f^{1s}(x)(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)𝑑x+{\displaystyle _a^{a+\delta }}f^{1s}(x)f^s(x+ϵ)𝑑x`$ (66)
In the following, we discuss only case (i). Concerning the second term of (66), we have

$`{\displaystyle _{a+\delta }^c}\left(f(x)+f^{1s}(x)(f^s)^{}(x)ϵ+f^{1s}(x)(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)𝑑x+{\displaystyle _a^{a+\delta }}f(x)𝑑x`$
$`=`$ $`{\displaystyle _a^c}f(x)𝑑x+\left({\displaystyle _{a+\delta }^c}f^{}(x)𝑑x\right)sϵ+{\displaystyle \frac{s(s1)}{2}}\left({\displaystyle _{a+\delta }^c}f^1(x)(f^{}(x))^2𝑑x\right)ϵ^2+{\displaystyle \frac{s}{2}}\left({\displaystyle _{a+\delta }^c}f^{\prime \prime }(x)𝑑x\right)`$
$`=`$ $`{\displaystyle _a^c}f(x)𝑑x+(f(c)f(a+\delta ))sϵ+(f^{}(c)f^{}(a+\delta )){\displaystyle \frac{s}{2}}ϵ^2+{\displaystyle \frac{s(s1)}{2}}{\displaystyle _{a+\delta }^c}f^1(x)(f^{}(x))^2𝑑xϵ^2`$
$`=`$ $`{\displaystyle _a^c}f(x)𝑑x+f(c)sϵ+{\displaystyle \frac{s}{2}}sf^{}(c)ϵ^2`$
$`f(a+\delta )sϵf^{}(a+\delta ){\displaystyle \frac{s}{2}}ϵ^2+{\displaystyle \frac{s(s1)}{2}}\left({\displaystyle _{a+\delta }^c}f^1(x)(f^{}(x))^2𝑑x\right)ϵ^2`$ (67)
Concerning the third term of (66), we can calculate

$`{\displaystyle _a^{a+\delta }}f^{1s}(x)f^s(x+ϵ)𝑑x{\displaystyle _a^{a+\delta }}f(x)𝑑x`$
$`=`$ $`{\displaystyle _a^{a+\delta }}\left(f^{1s}(x)f^s(x+ϵ)f(x)\right)𝑑x`$
$`=`$ $`{\displaystyle _a^{a+\delta }}{\displaystyle _0^ϵ}f^{1s}(x)(f^s)^{}(x+y)𝑑y𝑑x`$
$`=`$ $`{\displaystyle _0^ϵ}{\displaystyle _0^{\frac{\delta }{y}}}s{\displaystyle \frac{f_1^{1s}(yz)}{f_1^{1s}(y(z+1))}}{\displaystyle \frac{f_1^{}(y(z+1))}{f_1^{}(y)}}𝑑zyf_1^{}(y)𝑑y`$ (68)
Since

$`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{z^{(\kappa _11)(1s)}}{(1+z)^{(\kappa _11)(1s)+2\kappa _1}}}𝑑z=B(\kappa _1+s\kappa _1s,1\kappa _1),`$
using (5) and (7), we can prove that for any $`ϵ^{}>0`$ real numbers $`\delta >0`$ and $`ϵ>0`$ exist independently for $`s`$ such that

$`\left|{\displaystyle _0^{\frac{\delta }{y}}}{\displaystyle \frac{f_1^{1s}(yz)}{f_1^{1s}(y(z+1))}}{\displaystyle \frac{f_1^{}(y(z+1))}{f_1^{}(y)}}𝑑zB(\kappa _1+s\kappa _1s,1\kappa _1)\right|<ϵ^{}`$ (69)
for $`ϵ>y>0`$. For any $`ϵ^{}>0`$, there exists a real $`ϵ>0`$ such that

$`\left|{\displaystyle \frac{_0^ϵyf_1^{}(y)𝑑y}{ϵ^{\kappa _1}}}A_1{\displaystyle \frac{\kappa _11}{\kappa _1}}\right|<ϵ^{}.`$ (70)
Therefore,

$`\left|{\displaystyle \frac{_0^ϵ_0^{\frac{\delta }{y}}s\frac{f_1^{1s}(yz)}{f_1^{1s}(y(z+1))}\frac{f_1^{}(y(z+1))}{f_1^{}(y)}𝑑zyf_1^{}(y)𝑑y}{ϵ^{\kappa _1}}}+A_1B(\kappa _1+s\kappa _1s,1\kappa _1){\displaystyle \frac{s(1\kappa _1)}{\kappa _1}}\right|`$
$``$ $`\left|{\displaystyle _0^{\frac{\delta }{y}}}s{\displaystyle \frac{f_1^{1s}(yz)}{f_1^{1s}(y(z+1))}}{\displaystyle \frac{f_1^{}(y(z+1))}{f_1^{}(y)}}𝑑zsB(\kappa _1+s\kappa _1s,1\kappa _1)\right|{\displaystyle \frac{_0^ϵyf_1^{}(y)𝑑y}{ϵ^{\kappa _1}}}`$
$`+sB(\kappa _1+s\kappa _1s,1\kappa _1)\left|{\displaystyle \frac{_0^ϵyf_1^{}(y)𝑑y}{\kappa _1}}+A_1{\displaystyle \frac{(1\kappa _1)}{\kappa _1}}\right|ϵ^{\kappa _1}`$
$`<`$ $`ϵ^{}\left(A_1{\displaystyle \frac{(1\kappa _1)}{\kappa _1}}+sB(\kappa _1+s\kappa _1s,1\kappa _1)+ϵ^{}\right)ϵ^{}\left(A_1{\displaystyle \frac{(1\kappa _1)}{\kappa _1}}+ϵ^{}+\underset{0<s<1}{sup}sB(\kappa _1+s\kappa _1s,1\kappa _1)\right).`$ (71)
From (66), (67), (68), and (71), for any $`ϵ^{\prime \prime }>0`$, there exist $`ϵ>0`$ and $`\delta >0`$ such that

$`{\displaystyle \frac{\left|I_s^{}(c,f,ϵ)B(\kappa _1+s\kappa _1s,1\kappa _1)\frac{s(1\kappa _1)}{\kappa _1}ϵ^{\kappa _1}\right|}{ϵ^{\kappa _1}}}`$
$``$ $`{\displaystyle \frac{1}{ϵ^{\kappa _1}}}[{\displaystyle _{a+\delta }^c}f^{1s}(x)(f^s(x+ϵ)(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}))dx`$
$`+|f(a+\delta )sϵf^{}(a+\delta ){\displaystyle \frac{s}{2}}ϵ^2+{\displaystyle \frac{s(s1)}{2}}\left({\displaystyle _{a+\delta }^c}f^1(x)(f^{}(x))^2dx\right)ϵ^2|]+ϵ^{\prime \prime }.`$ (72)
The first term is less than any $`ϵ^{\prime \prime }>0`$ when we chose $`ϵ>0`$ to be sufficiently small for $`\delta ,ϵ^{\prime \prime }>0`$. The independence of $`ϵ>0`$ for $`0<s<1`$ is shown as follows. For any $`ϵ>0`$, there exists $`0t(x,ϵ)1`$ such that

$`f^s(x+ϵ)\left(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)=(f^s)^{\prime \prime \prime }(x+t(x,ϵ)ϵ){\displaystyle \frac{ϵ^3}{6}}.`$ (73)
Since

$`(f^s)^{\prime \prime \prime }(x)=s(s1)(s2)f^{s3}(x)(f^{})^3(x)+3s(s1)f^{s2}(x)f^{}(x)f^{\prime \prime }(x)+sf^{s1}(x)f^{\prime \prime \prime }(x),`$ (74)
we can evaluate

$`{\displaystyle _{a+\delta }^c}f^{1s}(x)\left|f^s(x+ϵ)\left(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)\right|𝑑x`$
$`=`$ $`{\displaystyle _{a+\delta }^c}f^{1s}(x)\left|(f^s)^{\prime \prime \prime }(x+t(x,ϵ)ϵ){\displaystyle \frac{ϵ^3}{6}}\right|𝑑x`$
$``$ $`{\displaystyle \frac{ϵ^3}{6}}{\displaystyle _{a+\delta }^c}f^{1s}(x)f^s(x+t(x,ϵ)ϵ)|[s(s1)(s2)f^3(x+t(x,ϵ)ϵ)(f^{})^3(x+t(x,ϵ)ϵ)`$
$`+3s(s1)f^2(x+t(x,ϵ)ϵ)f^{}(x+t(x,ϵ)ϵ)f^{\prime \prime }(x+t(x,ϵ)ϵ)+sf^1(x+t(x,ϵ)ϵ)f^{\prime \prime \prime }(x+t(x,ϵ)ϵ)]|dx`$
$``$ $`{\displaystyle \frac{ϵ^3}{6}}{\displaystyle _{a+\delta }^c}\underset{0t_1ϵ}{sup}f(x+t_1)[2\underset{0t_2ϵ}{sup}|f^3(x+t_2)(f^{})^3(x+t_2)|`$
$`+3\underset{0t_3ϵ}{sup}|f^2(x+t_3)f^{}(x+t_3)f^{\prime \prime }(x+t_3)|+\underset{0t_4ϵ}{sup}|f^1(x+t_4)f^{\prime \prime \prime }(x+t_4)|]dx.`$ (75)
From the $`C^3`$ continuity of $`f`$, the coefficient of $`ϵ^3`$ at (75) is finite. Thus, we can show the independence of $`ϵ>0`$. We obtain (31) and the uniformity in case (i).

Next, we discuss cases (iii) and (iv). $`\kappa _1=2`$. Concerning the second term of (66), we can calculate

$`{\displaystyle _{a+\delta }^c}\left(f(x)+f^{1s}(x)(f^s)^{}(x)ϵ+f^{1s}(x)(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)𝑑x+{\displaystyle _a^{a+\delta }}f(x)+f^{1s}(x)(f^s)^{}(x)dx`$
$`={\displaystyle _a^c}\left(f(x)+f^{}(x)sϵ\right)𝑑x+{\displaystyle \frac{s(s1)}{2}}\left({\displaystyle _{a+\delta }^c}f^1(x)(f^{}(x))^2𝑑x\right)ϵ^2+{\displaystyle \frac{s}{2}}\left({\displaystyle _{a+\delta }^c}f^{\prime \prime }(x)𝑑x\right)ϵ^2`$
$`={\displaystyle _a^c}f(x)𝑑x+(f(c)f(a+0))sϵ+(f^{}(c)f^{}(a+\delta ))s{\displaystyle \frac{ϵ^2}{2}}+{\displaystyle \frac{s(1s)}{2}}\left({\displaystyle _{a+\delta }^c}f^1(x)(f^{}(x))^2𝑑x\right)ϵ^2.`$ (76)
Concerning the last term of (66), we have

$`{\displaystyle _a^{a+\delta }}f^{1s}(x)f^s(x+\delta )𝑑x{\displaystyle _a^{a+\delta }}f(x)+f^{1s}(x)(f^s)^{}(x)dx`$
$`=`$ $`{\displaystyle _a^{a+\delta }}{\displaystyle _0^ϵ}{\displaystyle _0^{y_1}}f^{1s}(x)(f^s)^{\prime \prime }(x+y_2)𝑑y_2𝑑y_1𝑑x`$
$`=`$ $`{\displaystyle _0^ϵ}{\displaystyle _0^{y_1}}{\displaystyle _0^{\frac{\delta }{y_2}}}[s{\displaystyle \frac{f^{1s}(y_2z)}{f^{1s}(y_2(z+1))}}{\displaystyle \frac{f^{\prime \prime }(y_2(z+1))}{f^{\prime \prime }(y_2)}}{\displaystyle \frac{f^{\prime \prime }(y_2)f(y_2)}{(f^{})^2(y_2)}}`$
$`+s(s1){\displaystyle \frac{f^{1s}(y_2z)}{f^{1s}(y_2(z+1))}}{\displaystyle \frac{f(y_2)}{f(y_2(z+1))}}{\displaystyle \frac{(f^{})^2(y_2(z+1))}{(f^{})^2(y_2)}}]dz{\displaystyle \frac{(f^{})^2(y_2)}{f(y_2)}}y_2dy_2dy_1.`$ (77)
In the following, we consider only case (iii). Since

$`{\displaystyle _0^{\mathrm{}}}z^{(1s)(\kappa _11)}(1+z)^{s(\kappa _11)2}𝑑z=B(1+(1s)(\kappa _11),2\kappa _1),`$ (78)
using (5), (7), and (8), we can show that for any $`ϵ^{}>0`$, there exist real numbers $`\delta >0`$ and $`ϵ>0`$ such that

$`\left|\right[`$ $`{\displaystyle _0^{\frac{\delta }{y_2}}}\left(s{\displaystyle \frac{f^{1s}(y_2z)}{f^{1s}(y_2(z+1))}}{\displaystyle \frac{f^{\prime \prime }(y_2(z+1)}{f^{\prime \prime }(y_2)}}{\displaystyle \frac{f^{\prime \prime }(y_2)f(y_2)}{(f^{})^2(y_2)}}+s(s1){\displaystyle \frac{f^{1s}(y_2z)}{f^{1s}(y_2(z+1))}}{\displaystyle \frac{f(y_2)}{f(y_2(z+1))}}{\displaystyle \frac{(f^{})^2(y_2(z+1))}{(f^{})^2(y_2)}}\right)𝑑z`$
$`B(1+(1s)(\kappa _11),2\kappa _1){\displaystyle \frac{s(\kappa _12+(s1)(\kappa _11))}{\kappa _11}}]|<ϵ^{}`$ (79)
for $`ϵ>y_2>0`$. For any $`ϵ^{}>0`$, there exists a real number $`ϵ>0`$ such that

$`{\displaystyle \frac{\left|_0^ϵ_0^{y_1}\frac{(f^{})^2(y_2)}{f(y_2)}y_2𝑑y_2𝑑y_1\frac{\kappa _11}{\kappa _1}ϵ^{\kappa _1}\right|}{ϵ_1^\kappa }}<ϵ^{}.`$ (80)
Similarly to (71), it follows from (79) and (80) that for any $`ϵ^{\prime \prime }>0`$ there exist real numbers $`\delta >0`$ and $`ϵ>0`$ such that

$`{\displaystyle \frac{\left|_a^{a+\delta }_0^ϵ_0^{y_1}f^{1s}(x)(f^s)^{\prime \prime }(x+y_2)𝑑y_2𝑑y_1𝑑x+A_1B(1+(1s)(\kappa _11),2\kappa _1)\frac{s(2\kappa _1+(1s)(\kappa _11))ϵ^{\kappa _1}}{\kappa _1}\right|}{ϵ^{\kappa _1}}}<ϵ^{\prime \prime }.`$ (81)
From (66), (76), (77), and (80), we can evaluate

$`{\displaystyle \frac{\left|I_s^{}(c,f,ϵ)+A_1B(1+(1s)(\kappa _11),2\kappa _1)\frac{s(2\kappa _1+(1s)(\kappa _11))}{\kappa _1}ϵ^{\kappa _1}\right|}{ϵ^{\kappa _1}}}`$
$``$ $`{\displaystyle \frac{1}{ϵ^{\kappa _1}}}\left[{\displaystyle _{a+\delta }^c}f^{1s}(x)\right|f^s(x+ϵ)(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}})|dx`$
$`+|f^{}(a+\delta )s{\displaystyle \frac{ϵ^2}{2}}+{\displaystyle \frac{s(1s)}{2}}\left({\displaystyle _{a+\delta }^c}f^1(x)(f^{}(x))^2dx\right)ϵ^2|]+ϵ^{\prime \prime }.`$ (82)
Note that $`f(a+0)=0`$. The first term is less than any $`ϵ^{\prime \prime }>0`$ when we chose $`ϵ>0`$ to be sufficiently small for $`\delta >0`$ and $`ϵ^{}>0`$. Similarly to (72), we can show that the choice of $`ϵ>0`$ does not depend on $`0<s<1`$. Thus, we obtain (31) and the uniformity in case (iii).

In the following, we discuss case (iv). Using the conditions (5), (7), and (9), we can prove that for any $`ϵ^{}>0`$, there exist real numbers $`\delta >0`$ and $`ϵ>0`$ such that

$`{\displaystyle \frac{\left|_0^{\frac{\delta }{y_2}}\left(s\frac{f^{1s}(y_2z)}{f^{1s}(y_2(z+1))}\frac{f^{\prime \prime }(y_2(z+1)}{f^{\prime \prime }(y_2)}\frac{f^{\prime \prime }(y_2)f(y_2)}{(f^{})^2(y_2)}+s(s1)\frac{f^{1s}(y_2z)}{f^{1s}(y_2(z+1))}\frac{f(y_2)}{f(y_2(z+1))}\frac{(f^{})^2(y_2(z+1))}{(f^{})^2(y_2)}\right)𝑑z+s(1s)(\mathrm{log}y_2)\right|}{\mathrm{log}y_2}}`$
$`<ϵ^{}`$ (83)
for $`ϵ>y_2>0`$. For any $`ϵ^{}>0`$, there exists a real number $`ϵ>0`$ such that

$`{\displaystyle \frac{\left|_0^ϵ_0^{y_1}\mathrm{log}y_2\frac{(f^{})^2(y_2)}{f(y_2)}y_2dy_2dy_1A_1(\frac{1}{2}ϵ^2\mathrm{log}ϵ)\right|}{ϵ^2\mathrm{log}ϵ}}<ϵ^{\prime \prime }.`$ (84)
Similarly to (71), for any $`ϵ^{\prime \prime }>0`$ there exist $`\delta >0`$ and $`ϵ>0`$ such that

$`{\displaystyle \frac{\left|_a^{a+\delta }_0^ϵ_0^{y_1}f^{1s}(x)(f^s)^{\prime \prime }(x+y_2)𝑑y_2𝑑y_1𝑑x+A_1\frac{s(1s)}{2}ϵ^2(\mathrm{log}ϵ)\right|}{ϵ^2\mathrm{log}ϵ}}<ϵ^{\prime \prime }`$ (85)
From (66), (76), (77), and (85), we can evaluate this as

$`{\displaystyle \frac{\left|I_s^{}(c,f,ϵ)+A_1\frac{s(1s)}{2}ϵ^2(\mathrm{log}ϵ)\right|}{ϵ^2(\mathrm{log}ϵ)}}`$
$``$ $`{\displaystyle \frac{1}{ϵ^2(\mathrm{log}ϵ)}}\left[{\displaystyle _{a+\delta }^c}f^{1s}(x)\right|f^s(x+ϵ)(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}})|dx`$
$`+|f^{}(a+\delta )s{\displaystyle \frac{ϵ^2}{2}}+{\displaystyle \frac{s(1s)}{2}}\left({\displaystyle _{a+\delta }^c}f^1(x)(f^{}(x))^2dx\right)ϵ^2|]+ϵ^{\prime \prime }.`$ (86)
Note that $`f(a+0)=0`$. The first term is less than any $`ϵ^{\prime \prime }>0`$ when we chose $`ϵ>0`$ to be sufficiently small for $`\delta >0`$ and $`ϵ^{\prime \prime }>0`$. Similarly to (72), we can show that the choice of $`ϵ>0`$ does not depend on $`0<s<1`$. Thus, we obtain (31) and the uniformity in case (iv).

### A.2 Asymptotic behavior of $`I_s^+(c,f,ϵ)`$

As in Section A.1, our situation is divided into five cases: (i) $`0<\kappa _2<1`$, (ii) $`\kappa _2=1`$, (iii) $`1<\kappa _2<2`$, (iv) $`\kappa _2=2`$, and (v) $`\kappa _2>2`$. First, we consider cases (ii) and (v).

$`{\displaystyle _c^{bϵ}}f^{1s}(x)f^s(x+ϵ)𝑑x`$
$`=`$ $`{\displaystyle _c^{bϵ}}f^{1s}(x)\left|f^s(x+ϵ)\left(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)\right|𝑑x`$
$`+{\displaystyle _c^{bϵ}}\left(f(x)+f^{}(x)sϵ+f^1(x)(f^{})^2(x){\displaystyle \frac{s(s1)}{2}}ϵ^2+f^{\prime \prime }(x){\displaystyle \frac{s}{2}}ϵ^2\right)𝑑x`$
$`=`$ $`{\displaystyle _c^b}\left(f(x)+f^{}(x)sϵ+f^1(x)(f^{})^2(x){\displaystyle \frac{s(s1)}{2}}ϵ^2+f^{\prime \prime }(x){\displaystyle \frac{s}{2}}ϵ^2\right)𝑑x`$
$`{\displaystyle _{bϵ}^b}\left(f(b)+f^{}(b)(xb)+f^{}(b)sϵ\right)𝑑x`$
$`+{\displaystyle _c^{bϵ}}f^{1s}(x)\left|f^s(x+ϵ)\left(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)\right|𝑑x`$
$`{\displaystyle _{bϵ}^b}\left(f(x)+f^{}(x)sϵ+f^1(x)(f^{})^2(x){\displaystyle \frac{s(s1)}{2}}ϵ^2+f^{\prime \prime }(x){\displaystyle \frac{s}{2}}ϵ^2\right)\left(f(b0)+f^{}(b0)(xb)+f^{}(b0)sϵ\right)dx.`$
The first and second terms are calculated as

$`{\displaystyle _c^b}\left(f(x)+f^{}(x)sϵ+f^1(x)(f^{})^2(x){\displaystyle \frac{s(s1)}{2}}ϵ^2+f^{\prime \prime }(x){\displaystyle \frac{s}{2}}ϵ^2\right)𝑑x`$
$`{\displaystyle _{bϵ}^b}\left(f(b0)+f^{}(b)(xb)+f^{}(b0)sϵ\right)𝑑x`$
$`=`$ $`{\displaystyle _c^b}f(x)𝑑x+(f(b0)f(c))sϵ+(f^{}(b0)f^{}(c)){\displaystyle \frac{s}{2}}ϵ^2`$
$`+\left({\displaystyle _c^b}f^1(x)(f^{})^2(x)𝑑x\right){\displaystyle \frac{s(s1)}{2}}ϵ^2{\displaystyle _{bϵ}^b}\left(f(b0)+f^{}(b0)(xb)+f^{}(b)sϵ\right)𝑑x`$
$`=`$ $`{\displaystyle _c^b}f(x)𝑑xf(c)sϵf^{}(c){\displaystyle \frac{s}{2}}ϵ^2+f(b)sϵ+f^{}(b){\displaystyle \frac{s}{2}}ϵ^2`$
$`+\left({\displaystyle _c^b}f^1(x)(f^{})^2(x)𝑑x\right){\displaystyle \frac{s(s1)}{2}}ϵ^2f(b0)ϵ+f^{}(b0){\displaystyle \frac{ϵ^2}{2}}f^{}(b0)sϵ^2`$
$`=`$ $`{\displaystyle _c^b}f(x)𝑑xf(c)sϵf^{}(c){\displaystyle \frac{s}{2}}ϵ^2`$
$`+f(b0)(s1)ϵ+f^{}(b0)(1s){\displaystyle \frac{ϵ^2}{2}}+\left({\displaystyle _c^b}f^1(x)(f^{})^2(x)𝑑x\right){\displaystyle \frac{s(s1)}{2}}ϵ^2.`$
The term

$`{\displaystyle \frac{1}{ϵ^2}}\left[{\displaystyle _c^{bϵ}}f^{1s}(x)\right|f^s(x+ϵ)(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}})|dx`$
$`+{\displaystyle _{bϵ}^b}|(f(x)+f^{}(x)sϵ+f^1(x)(f^{})^2(x){\displaystyle \frac{s(s1)}{2}}ϵ^2+f^{\prime \prime }(x){\displaystyle \frac{s}{2}}ϵ^2)(f(b)+f^{}(b)(xb)+f^{}(b)sϵ)|dx]`$
goes to $`0`$ uniformly for $`0<s<1`$ as $`ϵ+0`$. In case (ii), the $`C^3`$ continuity of $`f`$ and the existence of $`f_2^{}(0)`$ and $`f_2^{\prime \prime }(0)`$ guarantee

$`{\displaystyle _a^b}f^1(x)(f^{})^2(x)𝑑x<\mathrm{}.`$
Thus, from the existence of $`f_2^{}(0)`$ and the relation $`f(b0)=A_2`$, we obtain (41) and the uniformity in case (ii). From (10) and the relations $`f(b0)=f^{}(b0)=0`$, we obtain (41) and the uniformity in case (v).

Next, we consider cases (i), (iii), and (iv).

$`{\displaystyle _c^{bϵ}}f^{1s}(x)f^s(x+ϵ)𝑑x`$
$`=`$ $`{\displaystyle _c^{b\delta }}\left|f^s(x+ϵ)\left(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)\right|𝑑x`$
$`+{\displaystyle _c^{b\delta }}f(x)+ϵf^{1s}(x)(f^s)^{}(x)+{\displaystyle \frac{ϵ^2}{2}}f^{1s}(x)(f^s)^{\prime \prime }(x)dx`$
$`+{\displaystyle _{b\delta }^{bϵ}}f^{1s}(x)f^s(x+ϵ)𝑑x.`$ (87)
In the following, we discuss only case (i).

$`{\displaystyle _c^{b\delta }}f(x)+ϵf^{1s}(x)(f^s)^{}(x)+{\displaystyle \frac{ϵ^2}{2}}f^{1s}(x)(f^s)^{\prime \prime }(x)dx+{\displaystyle _{b\delta +ϵ}^b}f(x)𝑑x`$
$`=`$ $`{\displaystyle _c^b}f(x)𝑑x{\displaystyle _{b\delta }^{b\delta +ϵ}}f(x)𝑑x`$
$`+\left({\displaystyle _c^{b\delta }}f^{1s}(x)(f^s)^{}(x)𝑑x\right)ϵ+\left({\displaystyle _c^{b\delta }}f^{1s}(x)(f^s)^{\prime \prime }(x)𝑑x\right){\displaystyle \frac{ϵ^2}{2}}`$
$`=`$ $`{\displaystyle _c^b}f(x)𝑑x{\displaystyle _{b\delta }^{b\delta +ϵ}}f(x)𝑑x+\left({\displaystyle _c^{b\delta }}f^{}(x)𝑑x\right)sϵ`$
$`+\left({\displaystyle \frac{s(s1)}{2}}{\displaystyle _c^{b\delta }}(s1)f^1(x)(f^{}(x))^2𝑑x+{\displaystyle \frac{s}{2}}{\displaystyle _c^{b\delta }}f^{\prime \prime }(x)𝑑x\right)ϵ^2`$
$`=`$ $`{\displaystyle _c^b}f(x)𝑑x{\displaystyle _{b\delta }^{b\delta +ϵ}}f(x)𝑑x+(f(b\delta )f(c))sϵ+(f^{}(b\delta )f^{}(c)){\displaystyle \frac{s}{2}}ϵ^2`$
$`+{\displaystyle \frac{s(s1)}{2}}\left({\displaystyle _c^{b\delta }}f^1(x)(f^{}(x))^2𝑑x\right)ϵ^2.`$ (88)
Letting $`z:=\frac{bx}{y}`$, we have

$`{\displaystyle _{b\delta }^{bϵ}}f^{1s}(x)f^s(x+ϵ)𝑑x{\displaystyle _{b\delta +ϵ}^b}f(x)𝑑x`$
$`=`$ $`{\displaystyle _{b\delta +ϵ}^b}\left(f^{1s}(xϵ)f^s(x)f(x)\right)𝑑x`$
$`=`$ $`{\displaystyle _{b\delta +ϵ}^b}f^s(x){\displaystyle _ϵ^0}(f^{1s})^{}(x+y)𝑑y𝑑x`$
$`=`$ $`{\displaystyle _0^ϵ}{\displaystyle _0^{\frac{\delta ϵ}{y}}}{\displaystyle \frac{f_2^s(yz)}{f_2^s(y(z+1))}}{\displaystyle \frac{f_2^{}(y(z+1))}{f_2^{}(y)}}𝑑zyf_2^{}(y)𝑑y.`$ (89)
Similarly to (71), we can prove that for any $`ϵ^{\prime \prime }>0`$, there exist real numbers $`\delta >0`$ and $`ϵ>0`$ such that

$`\left|{\displaystyle \frac{_0^{\frac{\delta ϵ}{y}}\frac{f_2^s(yz)}{f_2^s(y(z+1))}\frac{f_2^{}(y(z+1))}{f_2^{}(y)}𝑑z}{ϵ^{\kappa _2}}}+B(\kappa _2+s\kappa _2s,1\kappa _2){\displaystyle \frac{s(1\kappa _2)}{\kappa _2}}\right|<ϵ^{\prime \prime }`$ (90)
for $`ϵ>y>0`$. Therefore, from (87), (88), (89), and (90), similarly to (72) we can prove that for any $`ϵ^{}>0`$, an real number $`ϵ>0`$ exists independently for $`s`$, such that

$`{\displaystyle \frac{\left|I_s^+(c,f,ϵ)+A_2B(\kappa _2+(1s)\kappa _2(1s),1\kappa _2)\frac{(1s)(1\kappa _2)}{\kappa _2}ϵ^{\kappa _2}\right|}{ϵ^{\kappa _2}}}<ϵ^{\prime \prime }.`$ (91)
Thus, we obtain (41) and the uniformity in case (i).

Next, we consider cases (iii) and (iv). Concerning the second term of (87), we have

$`{\displaystyle _c^{b\delta }}f(x)+ϵf^{1s}(x)(f^s)^{}(x)+{\displaystyle \frac{ϵ^2}{2}}f^{1s}(x)(f^s)^{\prime \prime }(x)dx+{\displaystyle _{b\delta +ϵ}^b}f(x)f^s(x)(f^{1s})^{}(x)ϵdx`$
$`=`$ $`{\displaystyle _c^b}\left(f(x)+f^{}(x)sϵ\right)𝑑x+\left({\displaystyle _c^{b\delta }}f^{1s}(x)(f^s)^{\prime \prime }(x)𝑑x\right){\displaystyle \frac{ϵ^2}{2}}`$
$`{\displaystyle _{b\delta }^b}\left(f(x)+f^{}(x)sϵ\right)𝑑x+{\displaystyle _{b\delta +ϵ}^b}\left(f(x)f^s(x)(f^{1s})^{}(x)ϵ\right)𝑑x`$
$`=`$ $`{\displaystyle _c^b}f(x)𝑑x+f(b0)sϵf(c)sϵ+\left({\displaystyle _c^{b\delta }}f^{1s}(x)(f^s)^{\prime \prime }(x)𝑑x\right){\displaystyle \frac{ϵ^2}{2}}`$
$`{\displaystyle _{b\delta }^b}\left(f(x)+f^{}(x)sϵ\right)𝑑x+{\displaystyle _{b\delta +ϵ}^b}\left(f(x)f^s(x)(f^{1s})^{}(x)ϵ\right)𝑑x.`$ (92)
We can evaluate this as

$`\left|{\displaystyle _{b\delta }^b}\left(f(x)+f^{}(x)sϵ\right)𝑑x+{\displaystyle _{b\delta +ϵ}^b}\left(f(x)f^s(x)(f^{1s})^{}(x)ϵ\right)𝑑x\right|`$
$`=`$ $`\left|{\displaystyle _{b\delta }^{b\delta +ϵ}}f(x)𝑑x{\displaystyle _{b\delta }^{b\delta +ϵ}}f^{}(x)sϵ𝑑x{\displaystyle _{b\delta +ϵ}^b}f^{}(x)ϵ𝑑x\right|`$
$`=`$ $`\left|{\displaystyle _{b\delta }^{b\delta +ϵ}}f(b\delta +ϵ)f(x)f^{}(x)sϵdx\right|`$
$``$ $`{\displaystyle _{b\delta }^{b\delta +ϵ}}\left|f(b\delta +ϵ)f(x)\right|+|f^{}(x)|sϵdx`$
$``$ $`\underset{0t1}{\mathrm{max}}|f^{}(b\delta +ϵt)|{\displaystyle \frac{3}{2}}ϵ^2.`$ (93)
Concerning the third term of (87), we have

$`{\displaystyle _{b\delta }^{bϵ}}f^{1s}(x)f^s(x+ϵ)𝑑x+{\displaystyle _{b\delta +ϵ}^b}f(x)+f^s(x)(f^{1s})^{}(x)ϵdx`$
$`=`$ $`{\displaystyle _{b\delta +ϵ}^b}f^s(x)\left(f^{1s}(xϵ)f^{1s}(x)+(f^{1s})^{}(x)ϵ\right)𝑑x`$
$`=`$ $`{\displaystyle _{b\delta +ϵ}^b}f^s(x)\left({\displaystyle _ϵ^0}(f^{1s})^{}(x+y_1)(f^{1s})^{}(x)dy_1\right)𝑑x`$
$`=`$ $`{\displaystyle _{b\delta +ϵ}^b}f^s(x)\left({\displaystyle _ϵ^0}{\displaystyle _0^{y_1}}(f^{1s})^{\prime \prime }(x+y_2)𝑑y_2𝑑y_1\right)𝑑x`$
$`=`$ $`{\displaystyle _0^ϵ}{\displaystyle _0^{y_1}}{\displaystyle _0^{\frac{\delta ϵ}{y_2}}}[(1s){\displaystyle \frac{f_2^s(y_2z)}{f_2^s(y_2(z+1))}}{\displaystyle \frac{f_2^{\prime \prime }(y_2(z+1))}{f^{\prime \prime }(y_2)}}{\displaystyle \frac{f_2^{\prime \prime }(y_2)f(y_2)}{(f_2^{})^2(y_2)}}`$
$`+s(s1){\displaystyle \frac{f_2^s(y_2z)}{f_2^s(y_2(z+1))}}{\displaystyle \frac{f_2(y_2)}{f_2(y_2(z+1))}}{\displaystyle \frac{(f_2^{})^2(y_2(z+1))}{(f_2^{})^2(y_2)}}]dz{\displaystyle \frac{(f_2^{})^2(y_2)}{f_2(y_2)}}y_2dy_2dy_1`$ (94)
Similarly to (81), in case (iii), we can prove that for any $`ϵ^{\prime \prime }>0`$ there exist real numbers $`\delta >0`$ and $`ϵ>0`$ such that

$`{\displaystyle \frac{\left|_{b\delta +ϵ}^bf^s(x)\left(_ϵ^0_0^{y_1}(f^{1s})^{\prime \prime }(x+y_2)𝑑y_2𝑑y_1\right)𝑑x+A_2B(1+s(\kappa _21),2\kappa _2)\frac{(1s)(2\kappa _2+s(\kappa _21))ϵ^{\kappa _2}}{\kappa _2}\right|}{ϵ^{\kappa _2}}}<ϵ^{\prime \prime }`$ (95)
Similarly to (82), from (87), (92), (93), (94), and (95), we can prove that for any $`ϵ^{\prime \prime }>0`$ there exists a real number $`ϵ>0`$ such that

$`{\displaystyle \frac{\left|I_s^+(c,f,ϵ)+A_2B(1+s(\kappa _21),2\kappa _2)\frac{(1s)(2\kappa _2+s(\kappa _21))}{\kappa _2}ϵ^{\kappa _2}\right|}{ϵ^{\kappa _2}}}<ϵ^{\prime \prime }.`$ (96)
Thus, we obtain (41) and the uniformity i in case (iii). Similarly to (85), in case (iv), we can prove that

$`{\displaystyle \frac{\left|_{b\delta +ϵ}^bf^s(x)\left(_ϵ^0_0^{y_1}(f^{1s})^{\prime \prime }(x+y_2)𝑑y_2𝑑y_1\right)𝑑x+A_2\frac{s(1s)}{2}ϵ^2(\mathrm{log}ϵ)\right|}{ϵ^2(\mathrm{log}ϵ)}}<ϵ^{\prime \prime }.`$ (97)
Similarly to (86), from (87), (92), (93), (94), and (97), we have

$`{\displaystyle \frac{\left|I_s^+(c,f,ϵ)+A_2\frac{s(1s)}{2}ϵ^2(\mathrm{log}ϵ)\right|}{ϵ^2(\mathrm{log}ϵ)}}<ϵ^{\prime \prime }.`$ (98)
Thus, we obtain (41) and the uniformity in case (iv).

## Appendix B Proof of Lemma 2

We can calculate

$`{\displaystyle _c^{\mathrm{}}}f^{1s}(x)f^s(x+ϵ)𝑑x`$
$`=`$ $`{\displaystyle _c^{\mathrm{}}}f^{1s}(x)\left(f^s(x+ϵ)\left(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)\right)𝑑x`$
$`+{\displaystyle _c^{\mathrm{}}}f^{1s}(x)\left(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)𝑑x.`$ (99)
The second term of (99) is calculated as

$`{\displaystyle _c^{\mathrm{}}}`$ $`f^{1s}(x)\left(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)dx`$
$`=`$ $`{\displaystyle _c^{\mathrm{}}}f(x)+f^{}(x)sϵ+f^1(x)(f^{})^2(x){\displaystyle \frac{s(s1)}{2}}ϵ^2+f^{\prime \prime }(x){\displaystyle \frac{s}{2}}ϵ^2dx`$
$`=`$ $`{\displaystyle _c^{\mathrm{}}}f(x)𝑑x+{\displaystyle _c^{\mathrm{}}}f^1(x)(f^{})^2(x){\displaystyle \frac{s(s1)}{2}}𝑑xf(c)sϵf^{}(c){\displaystyle \frac{s}{2}}ϵ^2dx`$ (100)
Similarly to (75), we can evaluate the first term of (99) by

$`{\displaystyle _c^{\mathrm{}}}f^{1s}(x)\left|f^s(x+ϵ)\left(f^s(x)+(f^s)^{}(x)ϵ+(f^s)^{\prime \prime }(x){\displaystyle \frac{ϵ^2}{2}}\right)\right|𝑑x`$
$``$ $`{\displaystyle \frac{ϵ^3}{6}}{\displaystyle _c^{\mathrm{}}}\underset{0t_1ϵ}{sup}f(x+t_1)[2\underset{0t_2ϵ}{sup}|f^3(x+t_2)(f^{})^3(x+t_2)|`$
$`+3\underset{0t_3ϵ}{sup}|f^2(x+t_3)f^{}(x+t_3)f^{\prime \prime }(x+t_3)|+\underset{0t_4ϵ}{sup}|f^1(x+t_4)f^{\prime \prime \prime }(x+t_4)|]dx.`$ (101)
Conditions (47) - (49) guarantee that the coefficient of (101) is finite. From (99), (100), and (101), we obtain (63) and the uniformity for $`0<s<1`$.


text:
# How many Hipparcos Variability-Induced Movers are genuine binaries?Based on observations from the Hipparcos astrometric satellite operated by the European Space Agency (ESA 1997)

## 1 Introduction

The Hipparcos satellite (ESA 1997) obtained high-precision photometric and astrometric data for some 120 000 stars, discovering in the process many new binary systems. In addition, a small number of possible binaries (288) were identified as variability-induced movers (hereafter VIM, Wielen 1996). The physical origin of this effect lies in a close binary companion of an intrinsic variable star, causing the photocenter of the system to move as the primary’s luminosity varies. The Hipparcos analysis allowed for the presence of such a companion, solving for its position with respect to the primary in addition to the position, parallax and proper motion of the system.

Although the VIM model is likely to be appropriate in some cases (Bertout et al. 1999), the results for some other systems are questionable. For instance, rather few VIM have been resolved by speckle interferometry even though they have been extensively observed by, for instance, the Washington team (Mason et al. 1999, 2001).

This situation led us to re-investigate the VIM solutions using an improved processing of the Hipparcos data. The entire available set of astrometric data was used, instead of only FAST data, as was the case with the preparation of the Hipparcos catalogue. This results in a decrease by 21% of the number of VIM solutions, especially the red ones (Sect. 2).

During processing for the Hipparcos catalogue, corrections were applied to the Hipparcos photometry and astrometry to correct for the intrinsic chromaticity of the optical system (i.e. the position of the diffraction spot on the detector depends upon the color of the star) and for the aging effects of the optics and detectors during the mission. These effects are especially important for red variables because of their extreme red colors and because their variability time scales are comparable to the duration of the mission. Moreover, red variables have changing colors, and this variation must be taken into consideration when applying the chromaticity correction. In the preparation of the Hipparcos catalogue, the reduction consortia nevertheless adopted a constant color in the chromaticity correction process. There is thus room for improvement using chromaticity corrections based on epoch colors, rather than on average colors. Platais et al. (2002) have devised a scheme to derive epoch colors based on Tycho-2 and Hipparcos epoch photometry. An improved chromaticity correction has then been applied to a sample of 188 long-period variable stars flagged as VIM in the Hipparcos catalogue (Sect. 4), using the epoch $`VI`$ index derived from $`HpV_{T2}`$. Sect. 5 shows that a more stringent criterion (first-kind risk of only 0.27%) for accepting VIM solutions seems appropriate based on astrophysical considerations.

## 2 VIM model and first re-processing

Besides the five astrometric parameters ($`p_1,\mathrm{},p_5`$) used to model the apparent motion of the center of mass, the VIM model requires two additional parameters ($`D_\alpha ^{},D_\delta `$) to provide the direction along which the photocenter moves (Wielen 1996). It is assumed that the companion causing the VIM effect has a fixed relative position with respect to the variable star, i.e. there is no orbital motion on top of the back and forth motion of the photocenter along the segment joining the two components. These seven parameters are the unique minimizer of the least-square problem $`\chi _V^2=\mathrm{\Xi }^\text{t}V^1\mathrm{\Xi }`$ (ESA 1997, vol. 1, sect. 2.3.5) where

$`\mathrm{\Xi }`$ $`=`$ $`\mathrm{\Delta }v{\displaystyle \underset{k=1}{\overset{5}{}}}{\displaystyle \frac{v}{p_k}}\mathrm{\Delta }p_k`$
$`({\displaystyle \frac{v}{p_1}}D_\alpha ^{}+{\displaystyle \frac{v}{p_2}}D_\delta )10^{0.4(Hp_{\mathrm{tot}}Hp_{\mathrm{ref}})}`$
is a vector with as many components as there are observations, and $`Hp_{\mathrm{tot}}`$ is the total, instantaneous magnitude of the system, whereas $`Hp_{\mathrm{ref}}`$ is an arbitrary reference magnitude. $`\mathrm{\Delta }v`$ is the abscissa residual along a reference great circle. The displacements $`D_\alpha ^{}`$ and $`D_\delta `$ are tied to that reference magnitude. Unlike most of the other Hipparcos products, the VIM solution was built on FAST data only (Lindegren et al. 1997).

Before the effect of the chromaticity correction is investigated in detail (Sect. 4), let us first try to reproduce the original Hipparcos results using the astrometric and photometric data as they were released with the catalogue.

As far as the Intermediate Astrometric Data (IAD) are concerned, identifying those which have been used to produce the original VIM solution is straightforward since each IAD is flagged with F or N, according to whether FAST or NDAC used it. However, not all of them were actually used. The same rejection criterion as the one used by the consortia is adopted, namely an abscissa is rejected if its residual is larger than three times its formal error (as given in field IA9).

The situation is a bit more obscure for the photometric data given in the Epoch Photometry Annex. There might be several observations corresponding to the very same astrometric data. Furthermore, there is a 9-bit flag associated with each observation that tells whether the magnitude can be trusted, and which consortium used it. According to the Hipparcos explanatory notes (ESA 1997, vol. 1, page 220), if any of bits 3-8 are set, the data are likely to be unreliable. However, it appears that we cannot strictly follow this criterion since there is one star (HIP 118188=R Cas) for which all photometric data are marked as unreliable. Thus we relaxed this criterion and accepted a photometric observation even with bit number 4 set, i.e. possible interfering object in either field of view. The median of the adopted magnitudes is taken as $`Hp_{\mathrm{tot}}`$ for the corresponding IAD (Eq. (2)). If no magnitude is available for a given IAD, the reference magnitude ($`Hp_{\mathrm{ref}}`$) is adopted instead.

The statistical significance of the VIM model is assessed through $`F_D`$:

$$F_D^2=(\begin{array}{cc}D_\alpha ^{}& D_\delta \end{array})(\begin{array}{cc}\sigma _{D_\alpha ^{}}^2& \rho _D\sigma _{D_\alpha ^{}}\sigma _{D_\delta }\\ \rho _D\sigma _{D_\alpha ^{}}\sigma _{D_\delta }& \sigma _{D_\delta }^2\end{array})^1(\begin{array}{c}D_\alpha ^{}\\ D_\delta \end{array})$$
(2)
The VIM model is accepted if $`F_D>2.15`$ which corresponds to a 10% chance of a false detection for a Gaussian error distribution. This criterion is the same as in the original processing.

Even though all these criteria are chosen to match as closely as possible those adopted during the original reduction, the VIM solution based on FAST data is confirmed for only 234 systems, as compared to 288 in the Hipparcos catalogue (Fig. 1a). We checked that the number of accepted VIM solutions depends only barely upon the criterion used for selecting the photometric data set. This selection process can thus not be the cause for the decrease in the number of accepted VIM solutions with our reprocessing. Neither is the IAD outlier rejection process, since we checked that the number of outlying IAD rejected by the present processing (171/8689 for FAST, and 189/9050 for NDAC) is not larger than in the original processing (about 200 for FAST111This number is estimated from field H29 ($`F1`$) giving the fraction of rejected data points, multiplied by the number of NDAC observations, and summing up over the whole sample. An inconsistency is sometimes observed in the catalogue in this respect, since $`F1`$ may be different from zero, although none of the IAD is flagged as rejected!). The only explanation we can think of to account for the larger number of stars flagged as VIM in the Hipparcos catalogue is that the Hipparcos VIM solutions were derived using slightly different data from that published in the catalogue.

If the object is a genuine VIM, the NDAC data should also show the VIM effect. Without changing the threshold on $`F_D`$, one can further screen the VIM solutions by requiring that the solution based on the whole data set (FAST & NDAC) fulfills it. By doing so, 8 more objects are discarded, resulting in a total decrease of 21% with respect to the original number of VIM (Fig. 1a).

## 3 Revised chromaticity correction

Each astrometric measurement is affected by the color of the star, since it controls the position of the diffraction spot on the Hipparcos detector (see Sect. 11.3 of Vol. 3, ESA 1997). Each star observed by Hipparcos has therefore been assigned a $`VI`$ color (or more precisely, $`VI_C`$ in the Cousins system). This color index is in turn used to compute the chromaticity correction (Sects. 16.3 and 16.4 of Vol. 3, ESA 1997).

The two reduction consortia worked independently and concurrently towards the preparation of the Hipparcos catalogue. They used different relations for the chromaticity correction. NDAC adopted (Eq. 16.8, vol. 3, ESA 1997):

$$v^\mathrm{o}=v^\mathrm{c}+[Q_N+\mathrm{\Gamma }_{23}+\mathrm{\Gamma }_{24}(t1991.25)]\frac{\lambda _{\mathrm{eff}}550\mathrm{n}\mathrm{m}}{550\mathrm{n}\mathrm{m}}+\eta $$
(3)
where $`v^\mathrm{o}`$ and $`v^\mathrm{c}`$ are the observed and computed great-circle abscissae, $`Q_N`$ is the a priori chromaticity constant for the orbit $`N`$ (kindly provided to us by L. Lindegren), $`t`$ is the epoch of the orbit (expressed in years) and $`\eta `$ is the residual noise. The chromatic parameters are

$`\mathrm{\Gamma }_{23}`$ $`=`$ $`0.049\pm 0.004\mathrm{mas},`$
$`\mathrm{\Gamma }_{34}`$ $`=`$ $`0.010\pm 0.005\mathrm{mas}/\mathrm{yr},`$
$`\lambda _{\mathrm{eff}}`$ is the effective wavelength of a given stellar spectrum as observed through the $`Hp`$ bandpass, and can be expressed as a function of $`VI`$.

FAST accounted for the chromaticity effect through (Eqs .16.12–16.18, vol. 3, ESA 1997):

$`v^\mathrm{o}`$ $`=`$ $`v^\mathrm{c}0.3221[(VI)0.5]`$ (4)
$`+0.1226[(VI)0.5]^2`$
$`0.0622[(VI)0.5](t1991.25).`$
Note that, in the original processing, $`VI`$ is kept constant in the reduction of any given star even though the star might be variable, with its color changing accordingly. The $`VI`$ value used by the consortia for the astrometric processing is given in field H75 of the Hipparcos catalogue.

Unlike the situation prevailing during the preparation of the Hipparcos catalogue, now we have access to the Tycho-2 data (Høg et al. 2000), providing photometry for individual transits, as well as to recent ground-based $`VI`$ observations for selected red stars. A detailed analysis of all these photometric data (Platais et al. 2002) yields the transformation relations from $`HpV_T`$ to $`VI`$ given in Fig. 2, which allow us to find $`VI`$ for each epoch $`Hp`$.

## 4 New processing

As mentioned in Sect. 3, a constant $`VI`$ index was assumed for each object by the Hipparcos reduction consortia, even when this object is a variable star and thus $`VI`$ is likely to change too. It is therefore possible that many VIM solutions are just artifacts resulting from the neglected $`VI`$ variations. In order to check this hypothesis, we reprocessed the VIM stars and take the $`VI`$ variations into account when computing the chromaticity correction. The relation between $`Hp`$ and $`VI`$ derived by Platais et al. (2002) and calibrated on red stars has been used for that purpose, and, from now on, we limit our investigations to those 188 red VIM stars for which the $`VI`$ indices can be computed from the data provided by Platais et al. (2002). To provide an adequate comparison, these 188 red VIM have first been reprocessed in the Hipparcos manner, as described in Sect.2, with the results displayed in Fig. 1b. Only 150 VIMs are obtained in this Hipparcos-like reprocessing.

The results for the reprocessing with variable $`VI`$ indices are presented in Table 1 and Fig. 1c,d. Only 99 stars out of 188 (or 53%) have a VIM solution significant at the 10% level (corresponding to $`F_D>2.15`$). This dramatic reduction is a clear indication that many VIM solutions in the Hipparcos catalogue are spurious. They result either from the assumed constancy of $`VI`$, as discussed above, or from the inappropriate mean $`VI`$ index adopted by the Hipparcos reduction consortia (field H75). Table 2 collects 19 stars flagged as VIM in the Hipparcos catalogue, and with very red $`VI`$ indices, namely $`(VI)_{\mathrm{H75}}>5.0`$. Most of these very large values are not confirmed by the $`(VI,HpV_{T2})`$ color transformation derived by Platais et al. (2002). Interestingly, that the newly derived $`VI`$ indices often agree well with the $`(VI)_{H40}`$ indices derived at the end of the mission confirms that the $`(VI)_{\mathrm{H75}}`$ value adopted by the reduction consortia to derive the chromaticity correction was incorrect. Among these 19 stars, only 3 (HIP 2215, HIP 68815 and HIP 93605) remain VIM objects after our reprocessing. HIP 93605 (=HD 177017) is indeed a visual binary, with a $`V=13.3`$ companion located at $`1\stackrel{}{.}1`$ (Proust et al. 1981) $`[`$See also Sect. 5.3.2.$`]`$.

In Table 1, many of the stars flagged as VIM in the Hipparcos catalogue, and reprocessed with a single-star solution, keep almost exactly the same parallax as the Hipparcos one (some examples are HIP 5559 = RU Cas, HIP 13502=R Hor, HIP 25412 = R Oct, …), another clear indication that most of the Hipparcos VIM solutions were artifacts. In a few cases (HIP 1834, 1901, 65835, 77027, 99082), the Hipparcos parallax and the reprocessed parallax are largely different, thus calling for independent ways to check the new parallaxes. This is done in the next section, where those discrepant cases are specifically discussed.

Owing to the astrophysical importance of Mira variables, Table 1 also provides an estimator of the quality of the parallax, regardless of the model adopted. For this purpose, we evaluate not only the $`\chi ^2`$ of the adopted model (denoted $`\chi _V^2`$, see Eq. (2)) but also the $`\chi ^2`$ (denoted $`\chi _0^2)`$ for the same model but with $`\varpi =0`$. The significance of the parallax can then be evaluated with an F-test:

$$\widehat{F}=\frac{Np}{1}\frac{\chi _0^2\chi _V^2}{\chi _V^2},$$
(5)
where $`N`$ is the number of data points and $`p`$ the number of parameters in the model ($`p=5`$ for a single-star solution, and $`p=7`$ for a VIM solution). Defining

$$\alpha =Pr\left[\widehat{F}<F(1,Np)|\varpi =0\right],$$
(6)
a non-zero parallax is considered significant if, say, $`\alpha 5`$% which roughly corresponds to parallaxes with $`\varpi /\sigma _\varpi >2`$. The value of $`\alpha `$ is listed in Table 1. Eighty objects satisfy the criterion $`\alpha 5`$%.

## 5 Discussion

There are several possible ways to check the validity of the new results:

1. The revised parallax may be compared to that estimated by Mennessier & Luri (2001) using a maximum likelihood approach incorporating kinematic and photometric data, distribution functions and a model of the Galaxy.
2. The revised parallax may be compared to estimates based on the period-luminosity relationship for Mira variables.
3. A direct confirmation that VIM solutions indeed correspond to visual binaries should be seeked. Conversely, it should be checked whether the known visual binaries among LPVs indeed behave as VIM when they are not resolved bt Hipparcos.

Each of these items is discussed in turn in the remainder of this section.

### 5.1 Comparison with Mennessier & Luri parallaxes

Mennessier et al. (2001) used a maximum likelihood method to estimate distances of long-period variable stars, based on kinematic and photometric data, and assuming a priori functional relationships describing the Galaxy and the stellar sample (exponential distribution of the number of stars perpendicular to the galactic plane, gaussian distribution of the absolute magnitudes, Schwarzschild velocity ellipsoid). Among the stars studied by Mennessier & Luri (2001), 23 also appear in our sample of confirmed Hipparcos VIM stars for which the epoch $`VI`$ indices are now available. The absolute $`K`$ magnitudes listed by Mennessier & Luri (2001) have been converted to parallaxes using apparent $`K`$ magnitudes from the literature (see Gezari et al. 1999; Whitelock et al. 2000), neglecting interstellar extinction and circumstellar reddening. These ‘astrophysical’ parallaxes are compared in Fig. 3 with the reprocessed single-star or VIM solutions. Except for parallaxes lower than 2 mas, where the Hipparcos data are of too poor a quality to derive meaningful parallaxes, the single-star solution is generally closer to the estimated ‘astrophysical’ parallax than the VIM solution. Rejecting the VIM solution in those cases requires a much more severe confidence level than the 10% level adopted so far. It is found that a level at 0.27% (corresponding to $`F_D>3.44`$) prevents from adopting the VIM solutions lying far off the diagonal on Fig. 3. Incidentally, we note that this level is the same as that used in the Hipparcos catalogue to accept a DMSA/G solution (i.e., a model with an acceleration term). At the 0.27% confidence level, only three VIM solutions pass the test: HIP 36669, 79233, and 94706. To our knowledge, none of these is known to be a visual binary, but all three have small ($`<1`$ mas), non-meaningful parallaxes.

With this much higher confidence level, only 27 VIM solutions are retained (as listed in Table 1), i.e., just 14% of the original sample (Fig. 1c,d). We will show in Sect. 5.3 that this more stringent confidence level appears fully justified also for pre-main sequence binaries.

To conclude, it should be noted that the Mennessier & Luri (2001) analysis provides a way to evaluate the accuracy of our revised parallax for HIP 99082, which differs by more than $`3\sigma `$ from the Hipparcos value. Based on their maximum-likelihood estimate for $`M_\mathrm{K}`$ ($`8.03`$) and the 2 $`\mu `$m sky-survey $`K`$ magnitude ($`1.41`$; Neugebauer & Leighton 1969), a parallax $`\varpi =4.7`$ mas is derived, in good agreement with our reprocessed value of $`\varpi =5.02\pm 0.97`$ mas, which both differ significantly from the Hipparcos value $`\varpi _{\mathrm{HIP}}=1.81\pm 0.84`$ mas.

### 5.2 Period-Luminosity relation

The period-luminosity (P-L) relation proposed by Whitelock & Feast (2000) for long-period variables may be used to evaluate the quality of our revised parallaxes, although this argument to some extent is circular, since the Whitelock & Feast’s P-L relation is based on Hipparcos data.

Nevertheless, the P-L relation provides a very useful diagnostic for HIP 65835 (= R Hya). The Hipparcos VIM solution yields $`\varpi =1.62\pm 2.43`$ mas, to be compared with $`8.44\pm 1.00`$ for our reprocessed single-star model, which lies many $`\sigma `$ away from the Hipparcos value! Which value then is the correct one? Based on their P-L relation and new $`K`$ magnitudes, Whitelock et al. (2000) derive a distance of 0.14 kpc ($`\varpi =7.14`$ mas) for R Hya which agrees (to within $`1.3\sigma `$) with our new parallax.

Similar cases are HIP 1901 (= R And) and HIP 77027 (= BG Ser), with $`\varpi _{\mathrm{HIP},\mathrm{VIM}}=0.06\pm 6.49`$ mas and $`3.78\pm 2.74`$ mas, as compared to $`6.96\pm 3.63`$ mas and $`2.67\pm 2.05`$ mas, respectively, for our revised single-star solutions. For R And, the P-L relation yields $`\varpi =2.3`$ mas (Whitelock et al. 2000), $`1.3\sigma `$ away from our revised estimate, and for BG Ser, 1.92 mas, or $`0.4\sigma `$ away. HIP 1834 (= T Cas) is another case where the revised parallax ($`\varpi =3.08\pm 0.90`$) is in agreement with both the P-L distance estimate ($`\varpi =3.45`$ mas) and the Mennessier & Luri (2001) value ($`\varpi =2.48`$ mas, from $`M_\mathrm{K}`$ and the 2 $`\mu `$m sky-survey $`K`$ magnitude, Neugebauer & Leighton 1969), despite being very different from $`\varpi _{\mathrm{HIP}}=0.59\pm 1.07`$ mas.

Thus when large discrepancies exist between the reprocessed and the Hipparcos parallaxes, the reprocessed parallax appears quite satisfactory. A more thorough re-investigation of the P-L relation will be presented in a separate paper (Knapp et al. 2002).

### 5.3 Known visual binaries

The VIM model does not provide the angular separation between the primary and secondary, unless the magnitude of the latter is known. Therefore only the position angle ($`\theta `$) can be derived in all cases as

$$\mathrm{tan}\theta =\frac{D_\alpha ^{}}{D_\delta },$$
(7)
where $`D_\alpha ^{}`$ and $`D_\delta `$ have been defined in relation with Eq. (2). Our rederived value for the position angle and the Hipparcos one agree fairly well (Fig. 4), except for HIP 67410.

#### 5.3.1 Pre-main sequence stars

Bertout et al. (1999) critically evaluated the eight pre-main sequence stars flagged as VIM in the Hipparcos catalogue, with $`F_D`$ ranging from 2.23 to 9.08. Only four of these were known to be binaries before Hipparcos. Among them, only HIP 20777 = DF Tau ($`F_D=2.79`$) would be discarded with the threshold on $`F_D`$ set to 3.44. Bertout et al. (1999) indeed confirm that the VIM solution is not entirely satisfactory. On the other hand, at that confidence level, only HIP 100289 = V1685 Cyg ($`F_D=3.96`$) would remain a newly discovered binary. In conclusion, the more stringent criterion on $`F_D`$ suggested from the study of long-period variables (Sect. 5.1) is perfectly acceptable for pre-main sequence stars as well, since most of the genuine binaries are accepted VIM solutions.

#### 5.3.2 Long-period variables

Among the 188 objects listed in Table 1, not many are known to be genuine close visual binaries (see Jorissen 2003, for a complete list of binaries involving long-period variables).

There first is a group a five close visual binaries which are indeed accepted as VIM:

HIP 91389 (= X Oph = WDS 18384+0850). Although X Oph does not appear in Table 1 (because the Hipparcos catalogue flags it as a stochastic solution DMSA/X), it is almost a textbook case. It has a variation range $`Hp=5.8`$ to 8.1 (5th to 95th percentile), and a $`V=8.6`$ companion located $`0\stackrel{}{.}4`$ away at a position angle of $`131^{}`$. The confidence level of our VIM solution is very high ($`F_D=72.4`$), and is in very good agreement with the ground based data, since it yields a position angle of $`147^{}`$ and a separation of $`0\stackrel{}{.}328`$. The only worry about this solution is its negative parallax, and the large residuals (20 mas), indicative that there is some other effect present, possibly the orbital motion (although the estimated orbital period – 485 y – is quite long with respect to the duration of the Hipparcos mission; Hartkopf et al. 2001).

HIP 46806 (= R Car = WDS 09322-6247). A close visual binary with a $`V=11.3`$ companion located at $`\rho =1\stackrel{}{.}8`$ and $`\theta =140^{}`$, with an accepted VIM reprocessed solution ($`F_D=6.48`$). Despite the high confidence level of the VIM solution, it yields a position angle $`\theta =355^{}\pm 7^{}`$ in disagreement with the ground-based solution.

HIP 79233 (=RU Her). This star is suspected to be a binary by Herbig (1965) who notes that the absorption features are remarkably weak, as though veiled, the spectrum may be composite. With $`F_D=3.53`$, the VIM solution is indeed adopted.

HIP 93605 (= SU Sgr = WDS 19037-2243). This star is listed by Proust et al. (1981) as having a $`V=13.3`$ companion at $`\rho =1\stackrel{}{.}1`$ and $`\theta =239^{}`$. The semiregular variable SU Sgr varied between $`Hp=7.3`$ and 7.9 (5th and 95th percentiles, fields H49 and H50) during the Hipparcos mission. Using the formulae of Wielen (1996), we find that, in such conditions, the photocenter should exhibit a back and forth motion with a total amplitude of 3.3 mas. This motion is probably marginally detectable by Hipparcos, except that the companion may be below the photometric detection threshold. The position angle of the companion with respect to the variable star obtained from the VIM solution ($`\theta =102^{}\pm 7^{}`$) is, however, not consistent with the ground-based position angle ($`\theta =239^{}`$), thus casting a doubt on the reality of the VIM solution.

HIP 94706 (=T Sgr). This star is also noted by Herbig (1965) as having a composite spectrum, later confirmed by Culver & Ianna (1975). Although it is flagged as VIM in the Hipparcos catalogue, both the Hipparcos and our reprocessed parallaxes (also obtained within the framework of a VIM model) are negative by a large amount. There must thus be another effect disturbing the VIM solution, perhaps an orbital motion (the orbital period is still unknown).

The discrepancy between ground-based and Hipparcos results for HIP 46806 and 93605 may result from the 1.2″periodicity of the focal-plane grid, thus limiting the effectiveness of the VIM model to systems with separations below 0.5″.

There is then a group of 3 stars which are close visual binaries, but not accepted as VIM. The two carbon semiregular variable stars with composite spectra HIP 27135 (= TU Tau) and HIP 86873 (=SZ Sgr; Olson & Richer 1975) were neither flagged as VIM by the Hipparcos catalogue, nor by our reprocessing. The VIM nature of HIP 110478 (= $`\pi ^1`$ Gru) is not confirmed by our reprocessing, but the companion is indeed rather far away ($`2.7^{\prime \prime }`$). We may thus conclude that the number of genuine binaries not detected as VIM is indeed small.

Finally, several stars not accepted as VIM in Table 1 are seen as single, as it should be, by speckle observations having a resolution of about 50 mas: HIP 63950 (Mason et al. 1999), HIP 1834, 35045, 95173, 109070, 110948, 112868, and 115188 (Mason et al. 2001).

HIP 36288 (= Y Lyn) is the only puzzling case, since despite being confirmed as VIM by our reprocessing, it could not be resolved by Mason et al. (2001). The only noteworthy property of this star possibly relevant in the present context is its spatial extension in the IRAS 60 and 100 $`\mu `$m passbands (Young et al. 1993).

## 6 Conclusion

Instantaneous $`VI`$ indices derived from a color transformation based on $`HpV_{T2}`$ have been used to improve the chromaticity correction of red and variable stars. All stars flagged as Variability-Induced Mover (VIM) in the Hipparcos catalogue have been reprocessed. It turns out that about 85% of those objects can now be satisfactory modeled with the basic 5-parameter, single-star solution. This result explains why many of the Hipparcos VIM solutions did not receive confirmation of their binary nature from speckle observations.

###### Acknowledgements.

We thank L. Lindegren for valuable suggestions and for providing us the unpublished NDAC chromaticity constants, C. Dettbarn for technical details about the actual processing of the VIM by the FAST consortium, and C. Fabricius for his help with the Tycho-2 photometry. This research was supported in part by ESA/PRODEX C15152/01/NL/SFe(IC) and by NASA via grant NAG5-11094.


text:
# Massless QED3 with explicit fermions

## I Introduction

Quantum electrodynamics in $`(2+1)`$ dimensions (QED3) is a theory which shares a number of important features with quantum chromodynamics in $`3+1`$ dimensions (QCD) such as dynamical mass generation pisa ; Burkitt:1987nx ; Hands:1989mv ; Dagotto ; dcsb ; pennington ; Luo:kk ; Azcoiti ; Hamer:1997bf ; Hands:2002dv  and confinement conf . Since QED3 is super-renormalizable and has fewer degrees of freedom than QCD, it serves as a valuable laboratory in which to test new methods and ideas related to these phenomena. Aside from its role as a testing ground for QCD, however, QED3 in itself plays an important role in solid state physics and in particular high-$`T_c`$ superconductivity Dorey:1991kp ; Farakos:1997qi . Recently several studies have pursued a new theoretical approach to cuprate superconductors balents ; franz ; superTc  in which one describes the phase transition in the reverse direction, starting from the superconducting state. In this picture the antiferromagnetic phase, for example, corresponds to spontaneous chiral symmetry breaking of massless two-flavor QED3. But there are also several other phases, and the large chiral manifold of degenerate states explains the complexity of the phase diagram.

There are extensive studies using the Dyson–Schwinger equations dcsb  suggesting that chiral symmetry in QED3 is dynamically broken if the number of fermion flavors is smaller than some critical number $`N_c3.3`$. However, the scale of this symmetry breaking (i.e. the magnitude of the chiral condensate) is extremely small, and there are also studies pennington  suggesting that chiral symmetry is broken for all number of fermion flavors. Quenched lattice simulations have shown clear signs of chiral symmetry breaking, with a condensate $`\overline{\psi }\psi 5\times 10^3`$ in units of $`e^4`$, the dimensionful coupling constant Hands:1989mv . The situation for dynamical fermions however is not so clear, especially for an odd number of flavors. There have been Euclidean lattice studies in both compact Burkitt:1987nx  and non-compact Dagotto  formalisms with different numbers of flavors, all suggesting a very small condensate. The most recent Euclidean lattice study of two-flavor non-compact QED3 suggests an upper bound for the condensate of $`5\times 10^5`$ Hands:2002dv , using large lattices.

On the other hand, Hamiltonian lattice studies of QED3 with one fermion flavor have suggested a rather large value for the chiral condensate. These studies were based on the strong coupling expansion Hamer:1997bf  and variational coupled cluster expansion Luo:kk . The obtained condensate was $`0.28`$ Hamer:1997bf , significantly larger than both quenched and two-flavor Euclidean lattice results and about two orders of magnitude larger than the Dyson–Schwinger results for one flavor QED3.

In this paper we study chiral symmetry breaking in one-flavor massless QED3. To our knowledge our analysis Maris:2002sc  represents the first non-perturbative simulation of lattice gauge theory in more than one spatial dimension with explicit fermions. By explicit fermions, we mean that fermions are not integrated out to yield determinants of the Dirac operator. In the simulation presented here, fermion dynamics are sampled explicitly using fermion worldlines in a gauge-field dependent Hamiltonian. From a theoretical point of view, this is an ideal framework in which to address the fermion structure of the ground state wavefunction. From a computational point of view, however, the approach presents profound difficulties such as the fermion sign problem and complex phase fluctuations due to the gauge field, both of which scale exponentially with the volume of the system. Therefore it is not likely that this approach would be possible for QCD in the near future. However, we do find that by employing the recently developed zone method dean02 , we can control sign and phase problems sufficiently to study chiral symmetry breaking in massless QED3 on relatively small spatial lattices.

In our study, we find that in the strong coupling region, $`y<1`$, our results agree very well with the strong coupling expansion Hamer:1997bf . However, the agreement between the strong coupling expansion and our simulations breaks down around $`y1`$, and for $`y>1`$ we see a dramatic decrease in the size of the condensate. These results are in agreement with Euclidean lattice simulations using staggered fermions Burkitt:1987nx , suggesting a very small condensate in the continuum limit, $`y\mathrm{}`$.

## II QED in $`(2+1)`$ dimensions

QED3 is a super-renormalizable theory, with a dimensionful coupling: $`e^2`$ has dimensions of mass. This dimensionful parameter plays a role similar to $`\mathrm{\Lambda }_{\mathrm{QCD}}`$ in QCD. In the chiral limit, it also sets the energy scale. We use 4-component spinors, such that the fermion mass term is even under parity. With one massless fermion flavor, the Hamiltonian exhibits a global $`U(2)`$ “chiral” symmetry. A fermion mass term breaks this symmetry to a $`U(1)\times U(1)`$ symmetry. The question is: is this chiral symmetry broken dynamically? The order parameter for this symmetry breaking is the chiral condensate.

### II.1 Lattice Hamiltonian

We start with the staggered fermion lattice Hamiltonian on an $`L_1\times L_2`$ spatial lattice Hamer:1997bf ,

$`H_{\text{physical}}`$ $`=`$ $`{\displaystyle \frac{g^2}{2a}}\left(W_E+W_B+W_F\right),`$ (1)
with

$`W_E`$ $`=`$ $`{\displaystyle \underset{\stackrel{}{r},j}{}}\left(E_j(\stackrel{}{r})\right)^2,`$ (2)
$`W_B`$ $`=`$ $`y^2{\displaystyle \underset{\stackrel{}{r}}{}}\left(U_p(\stackrel{}{r})+U_p^{}(\stackrel{}{r})\right),`$ (3)
$`W_F`$ $`=`$ $`\mu {\displaystyle \underset{\stackrel{}{r}}{}}(1)^{r_1+r_2}\chi ^{}(\stackrel{}{r})\chi (\stackrel{}{r})`$ (4)
$`+y{\displaystyle \underset{\stackrel{}{r},j}{}}\eta _j(\stackrel{}{r})\chi ^{}(\stackrel{}{r})U_j(\stackrel{}{r})\chi (\stackrel{}{r}+\widehat{ȷ})+\text{h.c.},`$
where $`\eta _1(\stackrel{}{r})=(1)^{r_2+1}`$, $`\eta _2(\stackrel{}{r})=1`$, $`y=1/g^2`$, and $`U_p`$ is the plaquette operator given by the product of $`U_j(\stackrel{}{r})`$’s circuiting the spatial plaquette anchored at $`\stackrel{}{r}`$,

$`U_p(\stackrel{}{r})=U_1(\stackrel{}{r})U_2(\stackrel{}{r}+\widehat{1})U_1^{}(\stackrel{}{r}+\widehat{2})U_2^{}(\stackrel{}{r}).`$ (5)
We use a dimensionless mass parameter $`\mu =2m/e^2`$ and a dimensionless coupling constant $`g^2=e^2a,`$ where $`a`$ is the lattice spacing. We also make the Hamiltonian and time dimensionless: the actual simulations are performed with the dimensionless Hamiltonian

$`H`$ $`:=`$ $`{\displaystyle \frac{2a}{g^2}}H_{\text{physical}}=W_E+W_B+W_F,`$ (6)
in combination with the dimensionless time variable

$`t`$ $`:=`$ $`{\displaystyle \frac{g^2}{2a}}t_{\text{physical}},`$ (7)
instead of the physical Hamiltonian, Eq. (1).

We use the Dirac matrix representation

$$\gamma _0=\left[\begin{array}{cc}\sigma _3& 0\\ 0& \sigma _3\end{array}\right],\gamma _{1,2}=\left[\begin{array}{cc}i\sigma _{1,2}& 0\\ 0& i\sigma _{1,2}\end{array}\right].$$

Assuming that $`L_1`$ and $`L_2`$ are even, we stagger the fermion components at the four sites of a $`2\times 2`$ unit cell

$`\chi _1(\stackrel{}{r})`$ $``$ $`(2r_1,2r_2)`$ (8)
$`\chi _2(\stackrel{}{r})`$ $``$ $`(2r_1+1,2r_2)`$ (9)
$`\chi _3(\stackrel{}{r})`$ $``$ $`(2r_1+1,2r_2+1)`$ (10)
$`\chi _4(\stackrel{}{r})`$ $``$ $`(2r_1,2r_2+1).`$ (11)
In the continuum limit the staggered fermions correspond to one flavor of a 4-component fermion Hamer:1997bf ; Burden:qb ,

$`{\displaystyle \frac{i^{r_1+r_2}}{2\sqrt{2}a}}\left[\begin{array}{cccc}0& i& 0& 1\\ 1& 0& i& 0\\ i& 0& 1& 0\\ 0& 1& 0& i\end{array}\right]\left[\begin{array}{c}\chi _1(\stackrel{}{r})\\ \chi _2(\stackrel{}{r})\\ \chi _3(\stackrel{}{r})\\ \chi _4(\stackrel{}{r})\end{array}\right]\left[\begin{array}{c}\psi _1(\stackrel{}{r})\\ \psi _2(\stackrel{}{r})\\ \psi _3(\stackrel{}{r})\\ \psi _4(\stackrel{}{r})\end{array}\right].`$ (24)
For the states in our physical Hilbert space we choose a basis that is a tensor product of the gauge field and the fermion field degrees of freedom. For each gauge link field let us define the gauge field basis,

$`U_j(\stackrel{}{r})|X_j(\stackrel{}{r})`$ $`=`$ $`e^{iX_j(\stackrel{}{r})}|X_j(\stackrel{}{r}),`$ (25)
where each $`X_j`$ is a real number in the interval $`[0,2\pi )`$. We let $`|X`$ be the tensor product of states $`|X_j(\stackrel{}{r})`$ at each link,

$`|X`$ $`=`$ $`{\displaystyle \underset{\stackrel{}{r},j}{}}|X_j(\stackrel{}{r}).`$ (26)
Consider the Green’s function

$`G_{X^{},\alpha ^{};X,\alpha }(\mathrm{\Delta }t)`$ $`=`$ $`\left(\alpha ^{}|X^{}|\right)e^{H\mathrm{\Delta }t}\left(|X|\alpha \right),`$
where $`|X|\alpha `$ and $`|X^{}|\alpha ^{}`$ are two states in our physical Hilbert space, with $`|\alpha `$ and $`|\alpha ^{}`$ general fermion states. If $`\mathrm{\Delta }t`$ is small and $`X_j(\stackrel{}{r})X_j^{}(\stackrel{}{r})`$ for all $`\stackrel{}{r}`$ and $`j`$, then

$`G_{X^{},\alpha ^{};X,\alpha }(\mathrm{\Delta }t)`$ (28)
$``$ $`\mathrm{exp}\left[\frac{1}{4\mathrm{\Delta }t}{\displaystyle \underset{\stackrel{}{r},j}{}}\left(X_j(\stackrel{}{r})X_j^{}(\stackrel{}{r})\right)^2\mathrm{\Delta }tW_B^X\right]`$
$`\times \alpha ^{}|\mathrm{exp}\left[\mathrm{\Delta }tW_F^X\right]|\alpha ,`$
where

$`W_B^X`$ $`=`$ $`W_B|_{U_j(\stackrel{}{r})=e^{iX_j(\stackrel{}{r})}},`$ (29)
$`W_F^X`$ $`=`$ $`W_F|_{U_j(\stackrel{}{r})=e^{iX_j(\stackrel{}{r})}}.`$ (30)
We can evaluate $`G_{X_f,\alpha _f;X_i,\alpha _i}(t)`$ for general initial and final states and arbitrary $`t`$ by breaking the exponential in Eq. (LABEL:eq:greens) into $`N`$ equal time steps and inserting a complete set of states at each time step $`\mathrm{\Delta }t=t/N`$. If $`\mathrm{\Delta }t`$ is small, the sum over intermediate states is dominated by consecutive states that are similar, i.e., the $`n^{\text{th}}`$ time step is dominated by states which satisfy $`X_j^{(n+1)}X_j^{(n)}`$ and thus we can use Eq. (28) repeatedly. If we let $`X_i=X^{(0)}`$, $`X_f=X^{(N)}`$, $`\alpha _i=\alpha ^{(0)}`$, and $`\alpha _f=\alpha ^{(N)}`$, then

$`G_{X_f,\alpha _f;X_i,\alpha _i}(t)`$ $`=`$ $`\underset{\begin{array}{c}X^{(1)},\mathrm{},X^{(N1)}\\ \alpha ^{(1)},\mathrm{},\alpha ^{(N1)}\end{array}}{}A^{X,\alpha }B^X`$ (31)
where

$`A^{X,\alpha }`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{N1}{}}}\alpha ^{(n+1)}\left|e^{{\scriptscriptstyle \frac{t}{N}}W_F^{X^{(n)}}}\right|\alpha ^{(n)},`$ (32)
$`B^X`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{N1}{}}}\mathrm{exp}\left[\frac{N}{4t}{\displaystyle \underset{\stackrel{}{r},j}{}}\left(X_j^{(n+1)}(\stackrel{}{r})X_j^{(n)}(\stackrel{}{r})\right)^2\right]`$ (33)
$`\times \mathrm{exp}\left[\frac{t}{N}W_B^{X^{(n)}}\right].`$
In our simulation the gauge field configurations are updated using the Metropolis algorithm. For each new gauge configuration we compute the evolution of the corresponding time-dependent Hamiltonian in the space of fermionic states. The sampling over fermion states is performed using the worldline formalism worldline , which we now briefly discuss.

### II.2 Worldlines

At the $`n^{\text{th}}`$ time step we have an exponential operator of the form

$`S^{(n)}`$ $`=`$ $`e^{_\stackrel{}{r}\left(H_0(\stackrel{}{r})+H_1^{X^{(n)}}(\stackrel{}{r})+H_2^{X^{(n)}}(\stackrel{}{r})\right)},`$ (34)
where

$`H_0(\stackrel{}{r})`$ $`=`$ $`\frac{N\mu (1)^{r_1+r_2}}{t}\chi ^{}(\stackrel{}{r})\chi (\stackrel{}{r})`$ (35)
$`H_1^{X^{(n)}}(\stackrel{}{r})`$ $`=`$ $`\frac{yN\eta _1(\stackrel{}{r})e^{iX_1^{(n)}(\stackrel{}{r})}}{t}\chi ^{}(\stackrel{}{r})\chi (\stackrel{}{r}+\widehat{1})+\text{h.c.}`$ (36)
$`H_2^{X^{(n)}}(\stackrel{}{r})`$ $`=`$ $`\frac{yN\eta _2(\stackrel{}{r})e^{iX_2^{(n)}(\stackrel{}{r})}}{t}\chi ^{}(\stackrel{}{r})\chi (\stackrel{}{r}+\widehat{2})+\text{h.c.}`$ (37)
In the following we use the shorthand “e” for even and “o” for odd values of $`r_j`$, $`j=1,2`$. Let us break up $`S^{(n)}`$ into a product of four terms,

$`S^{(n)}`$ $``$ $`S_{2;\text{o}}^{(n)}S_{2;\text{e}}^{(n)}S_{1;\text{o}}^{(n)}S_{1;\text{e}}^{(n)},`$ (38)
where

$`S_{j;\text{e/o}}^{(n)}`$ $`=`$ $`\mathrm{exp}\left[{\displaystyle \underset{r_{j;\text{e/o}}}{}}\left({\displaystyle \frac{1}{4}}H_0(\stackrel{}{r})+H_j^{X^{(n)}}(\stackrel{}{r})\right)\right].`$ (39)
Each $`S_{j;\text{e/o}}^{(n)}`$ is the product of mutually commuting operators which contain the interactions for an adjacent two-site system. With this decomposition of the time evolution operator, one can trace out the worldline of any individual fermion.

In Fig. 1 we have drawn the worldlines for a sample worldline configuration. For visual clarity the example we have drawn is a simpler system with only one spatial dimension. We have placed shaded squares where the interactions $`S_{j;\text{e/o}}^{(n)}`$ occur. In the case when two identical fermions enter the same shaded square we use the convention that the worldlines run parallel and do not cross.

The sum over all worldline configurations is calculated with the help of the loop algorithm loop . At each occupied/unoccupied site, we place an upward/downward pointing arrow as shown in Fig. 2. Due to fermion number conservation, the number of arrows pointing into a shaded square equals the number of arrows pointing out of the square. As a consequence of this conservation law, any valid worldline configuration can be generated from any other worldline configuration by flipping arrows that form closed loops. New Monte Carlo updates are therefore implemented by picking a random closed loop and using the Metropolis condition to determine whether or not to flip the loop.

### II.3 Measuring the chiral condensate

For $`\mu =0`$, the staggered lattice formulation reduces the chiral $`U(2)`$ symmetry to a discrete symmetry generated by a shift of one lattice spacing. To study chiral symmetry breaking on the lattice, we calculate the lattice condensate $`\overline{\psi }\psi `$ in the chiral limit as a function of the lattice coupling $`y`$. The lattice condensate is related to the continuum condensate by the relation

$`y^2\overline{\psi }\psi ^{\text{lattice}}`$ $`=`$ $`{\displaystyle \frac{1}{e^4}}\overline{\psi }\psi ^{\text{continuum}},`$ (40)
in the limit $`y\mathrm{}`$. From here on $`\overline{\psi }\psi `$ will denote $`\overline{\psi }\psi ^{\text{lattice}}`$. We determine the lattice condensate by computing the limit

$`\underset{t\mathrm{}}{lim}{\displaystyle \frac{\left(\alpha |F|\right)e^{\frac{Ht}{2}}𝒪e^{\frac{Ht}{2}}\left(|F|\alpha \right)}{\left(\alpha |F|\right)e^{Ht}\left(|F|\alpha \right)}},`$ (41)
where

$`𝒪`$ $`=`$ $`\frac{1}{L_1L_2}{\displaystyle \underset{\stackrel{}{r}}{}}(1)^{r_1+r_2}\chi ^{}(\stackrel{}{r})\chi (\stackrel{}{r}).`$ (42)
The state $`|F`$ is a variational approximation to the gauge field ground state,

$`|F`$ $`=`$ $`{\displaystyle 𝑑XF(X)|X},`$ (43)
where

$`F(X)=e^{c_\stackrel{}{r}\mathrm{cos}\left(X_1(\stackrel{}{r})+X_2(\stackrel{}{r}+\widehat{1})X_1(\stackrel{}{r}+\widehat{2})X_2(\stackrel{}{r})\right)},`$ (44)
and $`c`$ is a real parameter we choose to optimize overlap with the true gauge field ground state green's . In our simulations we have used $`c=\frac{y}{4}`$, which appears to work well for both small and large $`y`$. The state $`|\alpha `$ is the $`y=0`$ fermion ground state for $`\mu >0`$, a configuration where even sites are occupied and odd sites are unoccupied. The essential characteristic of the trial state $`|F|\alpha `$ is that it has non-zero overlap with the physical vacuum.

In Eq. (41), for both numerator and denominator, the initial quantum state is the same as the final state. Any configuration of fermion worldlines can therefore be regarded as a permutation of the initial fermions. Even permutations give a positive contribution while odd permutations come with a minus sign. Numerically, these minus signs give rise to the fermion sign problem. With the worldline formalism we can keep track of these permutations, and we use the recently developed zone method dean02  to manage the sign problem and well as phase oscillations due to the gauge field.

### II.4 Zone method

The zone method dean02  consists of introducing a special $`n_1\times n_2`$ spatial sub-lattice or zone. See for example Fig. 3.

We allow worldline configurations which may permute fermions lying inside this zone, but do not allow configurations that permute any fermions lying outside of the zone. At intermediate time slices though the fermions are still allowed to wander through the entire lattice. In order to control phase oscillations associated with the gauge field, we use a different value of the coupling $`y^{}`$ and/or fermion mass $`\mu ^{}`$ when the fermions are outside the zone. We obtain physical results by extrapolation to the limit when the zone covers the entire $`L_1\times L_2`$ lattice.

As demonstrated in Ref. dean02 , observables should scale linearly in the zone size provided that the zone size is larger than the characteristic “fermion wandering length”. For any finite values of the coupling $`y`$ and of the time variable $`t`$, this wandering length is finite, even for massless fermions. Thus one can extrapolate the results from relatively small zones to the entire lattice.

## III Numerical results

### III.1 Zone Extrapolations

There are different ways to define the size of a zone: by the number of lattice points or by the number of links inside the zone. For large lattices it does not matter which is used. However, for the relatively small lattices we have used so far, it turns out that the best way to characterize the zone size is the number of links inside the zone.

As an example, we show in Fig. 4 the lattice condensate for different zone sizes as function of the area of the zone, the number of points inside a zone, and the number of links inside a zone. A straight line fit to the condensate as function of the number of links gives a very good fit with a $`\chi ^2`$/d.o.f. of 0.6, whereas linear fits using the number of points or the area have a $`\chi ^2`$/d.o.f. of 6.1 and 8.5 respectively. Furthermore, the extrapolated result, using the number of links inside a zone, does indeed agree (within error bars) with the exact result.

To further test this method, we calculated the lattice condensate using different parameters $`y^{}`$ and $`\mu ^{}`$ outside the zone, while keeping the parameters $`y`$ and $`\mu `$ inside the zone fixed.

As can be seen from Fig. 5, the three different sets of data points extrapolate to results within the error bars of the lattice condensate obtained without using the zone extrapolation method. The $`\chi ^2`$/d.o.f. of the linear fits are 0.3, 0.7 and 1.2 respectively, indicating that the numerical data are indeed on straight lines.

Finally, in Fig. 6 we show results on a larger lattice. On an $`8\times 8`$ lattice the method seems to work quite well, although in this case we cannot compare our result with a simulation on the entire lattice.

### III.2 Finite size effects

In order to avoid possible errors due to the zone extrapolation, we checked for finite size effects without the zone method, which limits us to rather small values of $`y`$ and coarse grids.

In Fig. 7 we show for $`y=0.4`$ the dependence of the chiral condensate on $`L`$, the spatial lattice size; on $`N`$, the number of time steps; and on $`t`$, the dimensionless time variable. We see a slight dependence on $`L`$, which is actually smaller than our MC error bars. Note that the result for the $`8\times 8`$ grid was obtained using the zone extrapolation method, where the error bar is the error of the $`\chi ^2`$ linear fit only. Within numerical error bars, our results are also independent of the number of time steps, $`N`$.

The most significant finite-size effect is the dependence on $`t`$, as can be seen in the bottom panel of Fig. 7. An exponential fit of the type

$`\overline{\psi }\psi (t)`$ $`=`$ $`\overline{\psi }\psi (t=\mathrm{})+a_0\mathrm{exp}(a_1t)`$ (45)
fits these data quite well for $`t>1`$. However, for simulations at larger lattices and larger values of $`y`$ the numerical errors are too large to do a proper finite-$`t`$ extrapolation using such an exponential fit.

### III.3 Summary of main results

In Figs. 8 and 9 we show our results for a range of values of the coupling $`y`$. Most of the results are obtained on $`6\times 6`$ spatial lattices with $`N=10`$ using several different zone sizes. The error bars in Fig. 8 represent the $`\chi ^2`$ error of the linear fit from our zone extrapolation. The error bars in Fig. 9 are our best estimate of the combined errors. They are dominated by the $`t=\mathrm{}`$ extrapolation, which is based on three (or more) different values of $`t`$ where possible. For the largest values of $`y`$, $`y1.25`$, we could only establish upper limits for the condensate, due to the uncertainties in the $`t=\mathrm{}`$ extrapolation.

Our results for the condensate indicate a dramatic change in behavior around $`y1`$: for $`y<1`$ we agree within error bars with the $`5/6`$ Padé approximant to the strong coupling expansion Hamer:1997bf . For $`y0`$ our results approach the leading-order behavior in the strong coupling expansion

$`y^2\overline{\psi }\psi ^{\text{lattice}}`$ $`=`$ $`0.5y^2,`$ (46)
as expected. However, for $`y>1`$ we see a dramatic change in the behavior of the condensate, and a deviation from the strong coupling predictions: the value of the condensate decreases rapidly. This strong decrease of the condensate with increasing $`y`$ for $`1<y<2`$ is in good agreement with the dynamical Euclidean Monte Carlo simulations by Burkitt and Irving Burkitt:1987nx .

It is not possible to determine at this time whether or not the condensate is small or exactly zero in the continuum limit, $`y\mathrm{}`$. However, it is clear from our simulations that the continuum condensate is significantly smaller than the prediction Hamer:1997bf  $`y^2\overline{\psi }\psi ^{\text{lattice}}0.284`$ based on the strong coupling expansion.

## IV Concluding remarks

In this work we studied chiral symmetry breaking in one-flavor massless QED3, and our analysis represents the first non-perturbative simulation of lattice gauge theory in more than one spatial dimension with explicit fermions. While this approach is likely not practical for QCD in the near future, we were able to use the zone method to control sign and phase problems to study chiral symmetry breaking in massless QED3.

We were able to resolve one puzzling issue regarding the size of the chiral condensate. Hamiltonian lattice studies had suggested a rather large value for the chiral condensate, whereas lattice simulations and Dyson–Schwinger studies indicated a value for the condensate about two orders of magnitude smaller. In our results we found that for $`y>1`$ our results agree very well with the strong coupling expansion and the condensate appears to increase as $`y`$ decreases. However for $`1<y<2`$ we see a rather dramatic decrease in the condensate as $`y`$ increases. These results are in agreement with Euclidean lattice simulations using staggered fermions Burkitt:1987nx .

In future studies we would like to study the fermion structure of the ground state wavefunction and to compare and contrast what we see in the simulations with the coupled cluster variational state used in Ref. Luo:kk . We also plan to study the behavior of the chiral condensate as a function of fermion density. We note that studies at finite density in this Hamiltonian formalism are no more difficult computationally than the simulations presented here. Since Euclidean lattice simulations of one-flavor QED3 at finite density are also afflicted by phase/sign oscillations (which make the computational effort scale exponentially with volume), comparison with explicit fermion simulations in the Hamiltonian framework could provide a valuable numerical check.

###### Acknowledgements.

This work was funded by the Department of Energy under Grant No. DE-FG02-97ER41048; it benefitted from the resources of the North Carolina Supercomputer Center.