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# Bi-partite mode entanglement of bosonic condensates on tunnelling graphs

## Abstract

We study a set of $`L`$ spatial bosonic modes localized on a graph $`\mathrm{\Gamma }.`$ The particles are allowed to tunnel from vertex to vertex by hopping along the edges of $`\mathrm{\Gamma }.`$ We analyze how, in the exact many-body eigenstates of the system i.e., Bose-Einstein condensates over single-particle eigenfunctions, the bi-partite quantum entanglement of a graph vertex with respect to the rest of the graph depends on the topology of $`\mathrm{\Gamma }.`$

The possibility of exploiting the quantum features of bosonic particles e.g., cold bosonic atoms, living on coupled spatial lattices to the aim of Quantum Information Processing (QIP) QIP  has been recently addressed in the literature bec\_lattice ; bec\_qubit ; ioniza ; duan . These systems provide also a unique opportunity to investigate fascinating coherent phenomena e.g., quantum-phase transitions bec\_mott .

In this note we shall study a simple problem related to this more general context. We shall consider a set of $`N`$ bosonic particles hopping between the $`L`$ vertices of a graph $`\mathrm{\Gamma },`$ we will assume the on-vertex self-interaction terms to be zero. The associated elementary quadratic Hamiltonian is exactly solvable and many-body eigenstates are simply given by Bose-Einstein consensates (BECs) over single-particle wavefunctions. This kind of abstract situation could be realized, for istance, in a optical lattice loaded with cold atomic atoms that can tunnel from different local traps and with atom self-interactions somehow switched off bec\_lattice .

The aim is to analyze the role of the graph topology in determining, in those many-body eigenstates, the bi-partite quantum entanglement of a vertex with respect to the rest of the graph vertices. In particular one can address the issue of bi-partite entanglement in the ground-state of the system and how e.g., for QIP purposes to optimize it by graph designing (for a related study see bur ; simon ; hines ).

It is worthwhile to stress that in this paper the view of quantum entanglement in system of indistinguishable particles is the one based on modes advocated in Refs. zan ; gitt ; van  rather than the complementary one based on particles Schli .

Let us start by recalling the basic kinematical framework an to lay down the basic notations. The quantum state-space associated with graph $`\mathrm{\Gamma }`$ is given by the tensor product of $`L`$ linear oscillator Fock spaces $`_\mathrm{\Gamma }_{j\mathrm{\Gamma }}\text{span}\{|n_j\}_{n_j=0}^{\mathrm{}}.`$ Since we are mostly interested in massive particles e.g., atoms, we will focus on sectors of $`_\mathrm{\Gamma }`$ with definite total particles number

$$_\mathrm{\Gamma }^{(N)}:=\text{span}\{_{j=1}^L|n_j/\underset{j=1}{\overset{L}{}}n_j=N\}.$$
(1)
Given a state $`|\mathrm{\Psi }_\mathrm{\Gamma }^{(N)}`$ we are here interested to the on-site reduced density matrix; if $`|\mathrm{\Psi }=_{n_1,\mathrm{},n_L}C(n_1,\mathrm{},n_L)_{j=1}^L|n_j`$ one has, say for the first vertex

$`\rho ^{(1)}`$ $`:=`$ $`\text{Tr}_{\mathrm{\Gamma }\{i\}}|\mathrm{\Psi }\mathrm{\Psi }|={\displaystyle \underset{m=0}{\overset{N}{}}}\rho _m^{(1)}|mm|,`$
$`\rho _m^{(1)}`$ $`=`$ $`{\displaystyle \underset{n_2,\mathrm{},n_L}{\overset{}{}}}|C(m,n_2,\mathrm{},n_L)|^2.`$ (2)
The prime in the above sum simply reminds that the condition $`_{j=2}^L=Nm`$ must be fulfilled. The crucial, though obvious thing, to notice here is that the constraint of fixed total particle-number results in a diagonal reduced density matrix, and that such a matrix can be always seen as an operator over the finite-dimesional space $`\text{ }\mathrm{C}^M`$ with $`MN.`$ This remark relieves us to face with the subtleties of entanglement definition in truly infinite-dimensional spaces infini

Let the hamiltonian be

$$H[A]=\underset{i,j=1}{\overset{L}{}}A_{ij}b_i^{}b_j$$
(3)
where 1) the $`b_i`$’s are bosonic modes, 2) $`A:=(A_{ij})_{ij}M_L(Z_2),(Z_2=\{0,1\})`$ is an symmetric matrix. We will consider the case in which $`A`$ is an adiacency matrix of a graph SGT  $`\mathrm{\Gamma }=(V,E),`$ where $`V=\{1,\mathrm{},L\}`$ is the set of vertices and $`E`$ is the set of edges, $`(i,j)E`$ iff $`A_{ij}0`$

By diagonalizing $`A`$ one gets $`H[A]=_{k=1}^L\omega _kB_k^{}B_k,`$ where $`\omega _k`$ are the $`A`$-eigenavalues and $`B_k^{}=_{j=1}^LU_{kj}b_j`$ are new bosonic modes ($`UM_L(\text{ }\mathrm{C})`$ is unitary).

Let us now consider a non-degenerate eigenvalue $`\omega _1`$ of $`A`$ and a $`N`$ particles condensate over it. If $`B_1=(U_{11},U_{12},\mathrm{},U_{1L})`$ denotes the associated eigenvector, one has

$`|B_1^N`$ $`:=`$ $`{\displaystyle \frac{1}{\sqrt{N!}}}(B_1^{})^N|0={\displaystyle \frac{1}{\sqrt{N!}}}{\displaystyle \underset{i_1,\mathrm{},i_N}{}}{\displaystyle \underset{k=1}{\overset{N}{}}}U_{1,i_k}b_{i_k}^{}|0`$ (4)
$`=`$ $`\sqrt{{\displaystyle \frac{N!}{_{k=1}^Ln_k!}}}_{k=1}^LU_{1,k}^{n_k}|n_k`$
The reduced density matrix associated to the $`i`$th mode is given by

$$\rho ^{(i)}:=\text{Tr}_{\mathrm{\Gamma }\{i\}}|B_1^NB_1^N|=\underset{m=0}{\overset{N}{}}\rho _m^{(i)}(B_1)|mm|$$
(5)
where

$`\rho _m^{(i)}(B_1)={\displaystyle \underset{\{j_n\}𝒮_N(i,m)}{}}{\displaystyle \underset{n=1}{\overset{N}{}}}|U_{1,j_n}|^2`$ (6)
$`=`$ $`{\displaystyle \underset{\{n_k\}\stackrel{~}{𝒮}_N(i,m)}{}}N!{\displaystyle \underset{l=1}{\overset{L}{}}}{\displaystyle \frac{1}{n_l!}}|U_{1,l}|^{2n_l},`$
where

$`𝒮_N(i,m)`$ $`=`$ $`\{(j_n)\mathrm{I}\mathrm{N}_L^N/\mathrm{\#}\{j_n=i\}=m\}`$
$`\stackrel{~}{𝒮}_N(i,m)`$ $`:=`$ $`\{(n_l)\mathrm{I}\mathrm{N}_N^L/{\displaystyle \underset{l=1}{\overset{L}{}}}n_l=N,n_i=m\}.`$ (7)
Now, using the fact that $`_{j=1}^L|U_{1j}|^2=1`$ is not difficult to see that one can further rearrange the last expression in Eq.(6) in oder to get

$$\rho _m^{(i)}(B_1)=\left(\begin{array}{c}N\\ m\end{array}\right)|U_{1,i}|^{2m}(1|U_{1,i}|^2)^{Nm}$$
(8)
This expression is the result we needed. Clearly Eq. (8) has a very simple meaning: the probability $`p`$ of occupying the vertex $`i`$ ($`\mathrm{\Gamma }\{i\}`$) in the single-particle wavefunction $`B_1`$ is given by $`|U_{1i}|^2,`$ ($`1|U_{1i}|^2`$). Since the BEC over $`B_1`$ is the tensor-product of $`N`$ copies of $`B_1`$ the probability $`\rho _m^{(i)}`$ of having $`m`$-particle on $`i`$ is given by a binomial distribution $`\left(\begin{array}{c}N\\ m\end{array}\right)p^m(1p)^{Nm}.`$ This classical argument works because of the fixed particle-number constraint forces the vertex reduced density matrix to be diagonal i.e., a probability distribution.

From now on we will measure entanglement by the von Neumann entropy of the reduced density matrix

$`e_N^{(i)}(B_1)`$ $`:=`$ $`S(\rho ^{(i)}(B_1))=\text{Tr}(\rho ^{(i)}\mathrm{log}_2\rho ^{(i)})`$ (9)
$`=`$ $`{\displaystyle \underset{m=0}{\overset{N}{}}}\rho _m^{(i)}\mathrm{log}_2\rho _m^{(i)}`$
By noting that $`B_1`$ can be an arbitary single-particle wavefunction i.e., non necessarily an $`H[A]`$ eigenstate, one realizes that Eq. (9) defines – for any given vertex $`i`$ of $`\mathrm{\Gamma }`$ – a positive real-valued function over the single-particle space i.e., $`e_N^{(i)}:\text{ }\mathrm{C}^L\mathrm{I}\mathrm{R}_0^+.`$ From expression (8) one readily show that

* The entanglement of a vertex with respect to the others in a BEC depends only on the square amplitude, over the considered site, of the single-particle eigenstate we are condensing over.

More formally $`e_N^{(i)}(Wx)=e_N^{(i)}(x),(x\text{ }\mathrm{C}^L)`$ for unitaries $`W`$ belonging to the group $`U(1)\times U(L1)`$ (phase on the $`i`$-th component, arbitary unitary mixing of all the other ones). This invariance is, of course, nothing but the invariance of entanglement with respect to local transformations.

* The graph size $`L`$ does not enter in entanglement properties, but possibly through the single particle amplitude $`|U_{1,i}|.`$
* It is easy to prove that the functions $`e_N^{(i)}`$’s have a maximum for $`U_{1,i}=1/\sqrt{2}`$ (see Fig. (1)

The highest achieved value for bi-partite mode entanglement is then given by

$$\text{max}e_N^{(i)}=N2^N\underset{m=0}{\overset{N}{}}\left(\begin{array}{c}N\\ m\end{array}\right)\mathrm{log}_2\left(\begin{array}{c}N\\ m\end{array}\right)$$
(10)
this is a monotonic increasing function of $`N,`$ but – due to the well-known properties of binomial coefficients – is monotonic decreasing fraction of the maximun available entropy $`\mathrm{log}_2(N+1).`$ For $`N\mathrm{}`$ such a fraction seems to attain a finite value. We numerically estimated this asimptotic ratio to be about $`0.57,`$ see Fig (2).

Let us define $`𝒢_L`$ as the set of all undirected graphs with $`L`$ vertices ($`|𝒢_L|=2^{L(L1)/2}`$), given $`\mathrm{\Gamma }𝒢_L`$ one has the $`L`$ eigenvectors $`B_1(\mathrm{\Gamma }),\mathrm{},B_L(\mathrm{\Gamma })`$ of the associated adiacency matrix. The real-valued functionals we want to analyse are given by

$$\mathrm{\Gamma }𝒢_L,\text{max}_ke_N^{(i)}[B_k(\mathrm{\Gamma })]$$
(11)
One could restrict the problem, by considering just the eigenvector $`B_1(\mathrm{\Gamma })`$ associated with the largest eigenvalue of the adiacency matrix of $`\mathrm{\Gamma }.`$ This eigenvector corresponds then (see Eq. (3) to the lowest single-particle energy and the BEC $`|B_1^N`$ is a many-body ground state of the Hamiltonian (3). By the Perron-Frobenius theorem SGT  we know that –for connected $`\mathrm{\Gamma }`$$`B_1`$ is elementwise positive and that the associated eigenvalue is nondegenerate, hence the ground state is unique.

To exemplify this problem let us consider as $`\mathrm{\Gamma }`$ the complete graph minus the diagonal i.e., $`A[\mathrm{\Gamma }]=_{i,j=1}^L(1\delta _{i,j})|ij|.`$ By writing this matrix in the following form $`A[\mathrm{\Gamma }]=L|XX|𝟙,|𝕏:=𝕃^{\mathrm{𝟙}/\mathrm{𝟚}}_{𝕛=\mathrm{𝟙}}^𝕃|𝕛,`$ one immediately realizes that the $`A`$ spectrum is given by $`L1`$ (with eigenvector $`|X`$) and by $`0`$ with associated the the $`L1`$ operators $`\stackrel{~}{b}_k,(k=1,\mathrm{},L1).`$ The $`N`$-particle ground state is therefore provided by putting the $`N`$ in the $`k=0`$ bosonic mode associated with $`X.`$ The ground-state bi-partite entanglement is given by (8) and (9) with $`|U_{1j}|=L^{1/2}.`$

If $`\mathrm{\Gamma }`$ is a regular graph with connectivity $`r`$ i.e., all the vertices have $`r`$ neighbors, it is fact of elementary spectral graph theory SGT  that the highest eigenvalue of the $`\mathrm{\Gamma }`$ adiacency matrix is given by $`r`$ and the associated eigenvector is given by the $`0`$ Fourier mode $`1/\sqrt{L}(1,\mathrm{},1).`$ Therefore for regular graphs maximal bi-partite entanglement is possible just for the dimer i.e., $`L=2`$. Notice that for the more general case of one-dimensional rings with $`L`$ (diagonalized by Fourier transformation with cyclic boundary conditions) the same value of (9) is achieved for all the vertices in all the BECs in single particle eigenstates. This fact stems from translational invariance which implies that all the single-particle eigenfunctions have the same vertex square amplitude i.e., $`L^1.`$

It is interesting to note in passing that the bi-partite graphs $`(V=AB,(a,b)EaA`$ and $`bB)`$ the mode entanglement associated with BEC over the single-particle eigenvalue $`E`$ is the same as the one associate with eigenvalue $`E.`$ One can realize this fact by performing the following canonical transformation in the Fock space associated with the $`\mathrm{\Gamma }`$ modes: $`c_j(1)^{\chi _A(j)}c_j,`$ where $`\chi _A`$ denotes the characteristic function of the sub-graph $`A.`$ One has that $`H[A]H[A]=H[A],`$ and that the $`H[A]`$ eigenvectors change their components over the Fock basis $`_{j=}^L|n_j`$ just by a phase factor $`\mathrm{exp}(i\pi _{jA}n_j)`$. Then the claim follows straight away from Eq. (2). Notice also that this symmetry property implies that for any initial state $`|\mathrm{\Psi }`$ (not necesarily an $`H[A]`$ eigenstate) the on-vertex entanglement dynamics is invariant under time-reversal, i.e., $`S(t)=S(t),`$ and moreover this result holds even in presence of local Hubbard-like self interactions pgpz

For a general number of vertices $`L,`$ the natural question is?

What is the graph topology which optimize the on-vertex entanglement?

The answer is not difficult to find out. Let $`A`$ be the adiacency matrix of the “star” i.e., just the node $`1`$ is connected to all the others, $`A_{i,j}=\delta _{i,1}.`$ This matrix has two non zero eigenvalues $`ϵ_\pm =\pm \sqrt{L1}`$ corresponding to the single-particle operators

$$b_\pm :=\frac{1}{\sqrt{2}}(b_1\pm \frac{1}{\sqrt{L1}}\underset{j=1}{\overset{L}{}}b_j).$$
(12)
The $`N`$-particle ground state is unique and is given by $`|b_+^N=(b_+)^N/\sqrt{N!}|0.`$ In view of Eqs (8) and (12) the functional $`e_N^1`$ is maximized for all $`N`$ by the star graph. Physically this means that the star topology optimizes the bi-partite entanglement in the ground-state BEC. In view of the ”monogamy” properties of quantum entanglement QIP  this result looks , in a sense, rather intuitive. A naive argument is that the star topology is the one with maximall connectivty of the vertex $`0`$ with the subgraph with $`V=(1,\mathrm{},L1)`$, this latter in turn is totally disconnected and therefore among its vertices there is small entanglement.

In this brief report we studied the mode entanglement in Bose-Einstein condensate over a purely tunnel-coupled graph. We found an exact expression for such a quantity for arbitray graph and particle number. We proved that the star topology maximizes the bi-partite entanglement of the spatial mode associated to the star center with the rest of the vertices. The role of local self-interaction i.e., non-linear terms, as long as the practical relevance e.g., implementation, QIP protocols, of our abstract though simple analysis is subject of ongoing investigations pgpz .

I thank for valuable inputs, R. Ionicioiu, P. Giorda and R. Burioni.


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# Direct Calculation of Thermodynamic Quantities for Heisenberg Model

## 1 Introduction

In a pioneer work , H. Bethe solved the XXX Heisenberg model. The Hamiltonian of the model is written as

$`H(J,h)`$ $`=`$ $`J{\displaystyle \underset{j=1}{\overset{N}{}}}\left(S_j^xS_{j+1}^x+S_j^yS_{j+1}^y+S_j^zS_{j+1}^z\right)+2h{\displaystyle \underset{j=1}{\overset{N}{}}}S_j^x+\mathrm{constatn},`$ (1.1)
where $`J`$ is the coupling constant and $`h`$ is the external field. The energy of the system is given by

$`E_M`$ $`=`$ $`2hM+{\displaystyle \underset{j=1}{\overset{M}{}}}{\displaystyle \frac{2J}{x_j^2+1}},`$ (1.2)
where $`M`$ is the number of up-spins and the variables $`x_j`$ are required to satisfy the Bethe Ansatz (BA) equation,

$`\left({\displaystyle \frac{x_j+i}{x_ji}}\right)^N`$ $`=`$ $`{\displaystyle \underset{j^{}j}{}}{\displaystyle \frac{x_jx_j^{}+2i}{x_jx_j^{}2i}}.`$ (1.3)
It was shown  that every eigenstate of this model corresponds to a solution of this simultaneous equation.

The XXX Heisenberg model is the quantum integrable system. Thermal Bethe Ansatz method (TBA)  and Quantum Transfer Matrix method (QTM)  are the well-known methods to derive thermodynamic quantities for quantum integrable systems. TBA was originated by Yang and Yang , who derived the thermodynamics of repulsive $`\delta `$-function bose gas system. Then, on the assumption of the so-called string hypothesis, M.Takahashi  applied TBA to the Heisenberg model. Recently, some analytical results of thermodynamic quantities using QTM were presented by A. Klümper . Many pieces of concept with respect to QTM had been introduced before then. The equivalence of the results using TBA and QTM was proved by several researchers .

Our purpose is to derive the free energy of this system independent of TBA and QTM. In this paper, we use a method which we call a direct method. We start from the string hypothesis. There is no other mathematical assumptions except the string hypothesis. In other words, using the direct method, a problem based on the string hypothesis is solved. On the other hand, TBA is a method to solve the problem using a definition of non-equilibrium state entropy. As a main result of this paper, the direct method justifies TBA.

The direct method was used for the $`\delta `$-function bose system . We apply the method to the Heisenberg model here. We define $`z`$ and $`\beta `$ as $`ze^{2\beta h}`$ and $`\beta \frac{1}{k_BT}`$. The direct method enables us to express the cluster expansion coefficients $`b_n`$ in arbitrary order explicitly,

$`\mathrm{log}\left[z^{N/2}\mathrm{Tr}e^{\beta H(J,h)}\right]`$ $``$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}b_nz^n,`$ (1.4)
and, the free energy,

$`{\displaystyle \frac{1}{N}}\mathrm{log}\left[\mathrm{Tr}e^{\beta H(J,h)}\right],`$ (1.5)
by use of a function which is a solution of a nonlinear integral equation. Thus, we can show that the expression of the free energy perfectly agrees with the results of TBA .

The outline of this paper is the following. In §2, we derive an explicit expression of cluster expansion coefficients in all orders. In §3, we prove that the free energy can be expressed in terms of a solution of a nonlinear integral equation. The last section is devoted to the concluding remarks. Technical details of calculations are summarized in Appendices A-H.

## 2 The cluster expansion

The string hypothesis is formulated as follows. In the thermodynamic limit, the energy of the Heisenberg model (1.1) can be written as

$`E(J,h)`$ $`=`$ $`2hM+{\displaystyle \underset{n,\alpha }{}}{\displaystyle \frac{2Jn}{\left(x_\alpha ^n\right)^2+n^2}}.`$ (2.1)
Here, the variables $`x_\alpha ^n`$ are determined by

$`\left({\displaystyle \frac{x_\alpha ^n+ni}{x_\alpha ^nni}}\right)^N`$ $`=`$ $`{\displaystyle \underset{(m,\beta )(n,\alpha )}{}}E_{nm}\left(x_\alpha ^nx_\beta ^m\right),`$ (2.2)
where

$`E_{nm}\left(x\right)`$ $`=`$ $`{\displaystyle \frac{\left(x\left(n+m\right)i\right)\left(x\left|nm\right|i\right)}{\left(x+\left(n+m\right)i\right)\left(x+\left|nm\right|i\right)}}{\displaystyle \underset{l=0}{\overset{\mathrm{min}(n,m)}{}}}\left({\displaystyle \frac{x+\left(n+m2l\right)i}{x\left(n+m2l\right)i}}\right)^2.`$ (2.3)
Equation (2.2) is referred to as string ceter equation. Every eigenstate corresponds to a solution of these simultaneous equations. Taking a logarithm of both sides of (2.2), we obtain

$`2N\mathrm{tan}^1\left({\displaystyle \frac{x_\alpha ^n}{n}}\right)`$ $`=`$ $`2\pi I_\alpha ^n+{\displaystyle \underset{(m,\beta )(n,\alpha )}{}}\mathrm{\Delta }_{n,m}\left(x_\alpha ^nx_\beta ^m\right),`$ (2.4)
where

$`\mathrm{\Delta }_{n,m}\left(x\right)=2\mathrm{tan}{}_{}{}^{1}\left({\displaystyle \frac{x}{n+m}}\right)2(1+\delta _{nm})\mathrm{tan}{}_{}{}^{1}({\displaystyle \frac{x}{\left|nm\right|}})+{\displaystyle \underset{l=0}{\overset{\mathrm{min}(n,m)}{}}}4\mathrm{tan}{}_{}{}^{1}({\displaystyle \frac{x}{n+m2l}}).`$ (2.5)
From now on, we call (2.4) modified Bethe Ansatz (mBA) equation.

The string hypothesis indicates that the partition function is a sum of the Boltzmann weights with respect to integers(or half integers) $`\{I_\alpha ^n\}`$ which define the energy of the system,

$`z^{N/2}\mathrm{Tr}e^{\beta H(J,h)}`$ $`=`$ $`{\displaystyle \underset{\{I_\alpha ^n\}}{}}e^{\beta E(J,h)2\beta hM}.`$ (2.6)
When we take the thermodynamic limit, we can replace the summations over discrete variables by integral,

$`{\displaystyle e^{\beta E(J,h)2\beta hM}dI_\alpha ^n}.`$ (2.7)
There are some points which we have to consider carefully. The Fermi statistics must be taken into account in this integral. In this case, the exclusion property leads to the conditions that $`x_\alpha ^nx_\beta ^n`$ and that a state specified by $`\{x_\alpha ^n\}`$ and a state specified by $`\{x_\alpha ^n\}`$ which satisfies $`x_\alpha ^n=x_{p\left(\alpha \right)}^n`$ are the same, where $`p`$ is a permutation.

To express a concrete form of (2.7), we prepare 3 symbols.

definition 1.

> $`N_A`$ denotes the number of elements in a set $`A`$.

definition 2.

> $`\mathrm{\Theta }\left(A\right)`$ denotes all the patterns of division of a set $`A`$. A pattern of division is represented as a set having elements each of which is a cluster. The cluster is one of pieces into which a set $`A`$ is divided, and the cluster is regarded as a set. For example, for $`A=\{a,b,c\}`$, $`\mathrm{\Theta }(A)`$ means
>
> $`\mathrm{\Theta }\left(\{a,b,c\}\right)`$ $`=`$ $`\{\{a\},\{b\},\{c\}\},\{\{a\},\{b,c\}\},`$ (2.8)
> $`\{\{b\},\{c,a\}\},\{\{c\},\{a,b\}\},\{\{a,b,c\}\}.`$
> On condition that the domain of $`\mathrm{\Theta }(n)`$ is the natural number, $`n`$, $`\mathrm{\Theta }(n)`$ is interpreted as $`\mathrm{\Theta }(\{1,2,\mathrm{},n\})`$.

definition 3.

> $`\overline{\mathrm{\Theta }}\left(B\right)`$ denotes all the patterns of division of a set $`B`$, when each element of $`B`$ is a set and each pattern of division satisfies the following condition; all the sets which are included in each cluster have the same number of elements. For example, we can show for $`\sigma _1=\{a,b\}`$, $`\sigma _2=\{c\}`$, $`\sigma _3=\{d\}`$,
>
> $`\overline{\mathrm{\Theta }}\left(\{\sigma _1,\sigma _2,\sigma _3\}\right)`$ $`=`$ $`\{\{\sigma _1\},\{\sigma _2\},\{\sigma _3\}\},\{\{\sigma _1\},\{\sigma _2,\sigma _3\}\}.`$ (2.9)

Using the above symbols, the integral (2.7) can be written explicitly in the following form,

$`z^{N/2}\mathrm{Tr}e^{\beta H(J,h)}`$ $`=`$ $`1+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{z^n}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }(n)}{}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta )}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}\left(N_\theta ^{}1\right)!\right]`$ (2.10)
$`{\displaystyle \left|\frac{I}{x}\right|_{N,\zeta }e^{\beta E\left(\zeta \right)}\underset{\theta ^{}\zeta }{}dx_\theta ^{}}.`$
We explain functions, $`\left|\frac{I}{x}\right|_{N,\zeta }`$ and $`E\left(\zeta \right)`$ used in this equation, where $`\zeta \overline{\mathrm{\Theta }}(\theta )`$ and $`\theta \mathrm{\Theta }(n)`$. The Jacobian $`\left|\frac{I}{x}\right|_{N,\zeta }`$ is constructed as follows. First, we consider $`\theta `$ uniquely determined by the condition $`\zeta \overline{\mathrm{\Theta }}(\theta )`$. Second, we make correspondence between each element $`\sigma `$ of $`\theta `$ and two suffixes $`(n,\alpha )`$ for the variables $`I_\alpha ^n`$ and $`x_\alpha ^n`$ introduced in the string hypothesis. In this case, the condition $`N_\sigma =n`$ is required. Third, we consider the mBA equation for the variables $`\{I_\alpha ^n\}`$, $`\{x_\alpha ^n\}`$ which are constructed out of $`\theta `$. Fourth, we introduce $`x_\theta ^{}`$, $`I_\theta ^{}`$, where $`\theta ^{}`$ is an element of $`\zeta `$. Here, we have constraining conditions; $`x_\theta ^{}=x_\alpha ^n`$ and $`I_\theta ^{}=I_\alpha ^n`$, where $`(n,\alpha )`$ corresponds to $`\sigma \theta ^{}`$. Finally, $`\left|\frac{I}{x}\right|_{N,\zeta }`$ is the Jacobian between $`\{x_\theta ^{}\}`$ and $`\{I_\theta ^{}\}`$ which satisfy respectively the mBA equation made from $`\theta `$ and the constraining conditions made from $`\zeta `$. Explicit expression of such Jacobian matrix is given in eq.(A.3). We show the above procedure by an example. For the case,

$`\begin{array}{ccccccccc}\hfill \zeta & =& \{\theta _1,\theta _2\},\hfill & \hfill \theta _1& =& \{\{1,2\}\},\hfill & \hfill \theta _2& =& \{\{3\},\{4\}\},\hfill \end{array}`$ (2.12)
we have

$`\theta `$ $`=`$ $`\{\{1,2\},\{3\},\{4\}\},\zeta \overline{\mathrm{\Theta }}\left(\theta \right)`$
$`2N\mathrm{tan}^1\left({\displaystyle \frac{x_{\theta _1}}{2}}\right)`$ $`=`$ $`2\pi I_{\theta _1}+2\mathrm{\Delta }_{2,1}\left(x_{\theta _1}x_{\theta _2}\right)`$
$`2N\mathrm{tan}^1\left(x_{\theta _2}\right)`$ $`=`$ $`2\pi I_{\theta _2}+\mathrm{\Delta }_{1,2}\left(x_{\theta _2}x_{\theta _1}\right)`$
$`\left(2\pi \right)^2\left|{\displaystyle \frac{I}{x}}\right|_{N,\zeta }`$ $`=`$ $`{\displaystyle \frac{4N}{x_{\theta _1}^2+4}}{\displaystyle \frac{2N}{x_{\theta _2}^2+1}}`$ (2.13)
$`{\displaystyle \frac{4N}{x_{\theta _1}^2+4}}\left({\displaystyle \frac{2}{\left(x_{\theta _1}x_{\theta _2}\right)^2+1}}+{\displaystyle \frac{6}{\left(x_{\theta _1}x_{\theta _2}\right)^2+9}}\right)`$
$`2{\displaystyle \frac{2N}{x_{\theta _2}^2+1}}\left({\displaystyle \frac{2}{\left(x_{\theta _2}x_{\theta _1}\right)^2+1}}+{\displaystyle \frac{6}{\left(x_{\theta _2}x_{\theta _1}\right)^2+9}}\right).`$
The energy $`E\left(\zeta \right)`$ is expressed in terms of $`\{x_\alpha ^n\}`$ made from $`\theta `$,

$`E\left(\zeta \right)`$ $`=`$ $`{\displaystyle \underset{n,\alpha }{}}{\displaystyle \frac{2Jn}{\left(x_\alpha ^n\right)^2+n^2}}.`$ (2.14)
For the case (2.12), $`E\left(\zeta \right)`$ is given by

$`E\left(\zeta \right)`$ $`=`$ $`{\displaystyle \frac{2J\times 2}{x_{\theta _1}^2+4}}+2{\displaystyle \frac{2J}{x_{\theta _2}^2+1}}.`$ (2.15)
Note that the constraining conditions made from $`\zeta `$ have been used.

Now, we show how (2.10) is derived. We notice two important facts. One is that, we must exclude unphysical states from the sum, when the sum is represented as the integral in (2.7). The unphysical state means the state corresponding to $`\{x_\alpha ^n\}`$ where some two elements of $`\{x_\alpha ^n\}`$ coincides, $`x_\alpha ^n=x_\beta ^n`$. Those states should be excluded because the norm of the state constructed out of $`\{x_\alpha ^n\}`$ satisfying such a condition is zero. In eq.(2.10),

$`{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}\left(N_\theta ^{}1\right)!`$ (2.16)
are factors which exclude the unphysical states. In the expression (2.10), we add unphysical states in some terms of series and subtract them in some other terms. Then, the sum of positive terms and negative terms is zero with respect to unphysical states. This mathematical manipulation enables us to write the free energy explicitly like (2.10). Let us explain this manipulation for the case of $`\zeta `$ in (2.12) in detail. The states corresponding to $`\zeta `$ in (2.12) are unphysical states. We define $`\zeta ^{}=\{\{1,2\}\},\{\{3\}\},\{\{4\}\}`$. $`\zeta ^{}`$ corresponds to the results of a string center equation (2.2) which defines one two-string $`x_{1,2}`$ and two one-strings $`x_3`$ $`x_4`$. On the other hand, $`\zeta =\{\{1,2\}\},\{\{3\},\{4\}\}`$ in (2.12) corresponds to the results of the string center equation which satisfy $`x_3=x_4`$. Therefore, the results corresponding to $`\zeta `$ are part of the results corresponding to $`\zeta ^{}`$. Here, in the sum with respect to elements in $`\overline{\mathrm{\Theta }}`$ (2.10), both $`\zeta `$ and $`\zeta ^{}`$ are summed up. And, the sum of coordinates (2.16) of terms corresponding to both $`\zeta `$ and $`\zeta ^{}`$ is zero. Therefore, unphysical states corresponding to $`\zeta `$ do not affect the sum in (2.10). The other important fact is that, we must divide the sum by the number of the symmetry. Here, the symmetry means that when $`\{x_\alpha ^n\}`$ is a solution of the mBA equation, $`\{x_\alpha ^n\}`$ which satisfies the relation $`x_\alpha ^n=x_{p\left(\alpha \right)}^n`$ is also a solution of the mBA equation. In this case, it is necessary to divide the sum by the number of the symmetry because $`\{x_\alpha ^n\}`$ and $`\{x_\alpha ^n\}`$ correspond to the same state. In eq.(2.10),

$`\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]/n!`$ (2.17)
is a factor for the correction of the sum which takes such symmetry into account.

We have met similar correction factors in the analysis of the $`\delta `$-function bose gas system. The reason for the appearance of the correction factors is common. A detailed proof for the $`\delta `$-function bose gas system case is given in §3.1 .

In order to express the Jacobian $`\left|\frac{I}{x}\right|_{N,\zeta }`$ explicitly, we further define three symbols.

definition 4.

> $`M_B`$ denotes a number of elements in one of the sets. Here, all the elements of a set $`B`$ are sets, and all sets in $`B`$ have the same number of elements. Then, $`M_B`$ is defined as the number of elements in one of the sets,
>
> $`M_\theta `$ $`=`$ $`N_\sigma ,`$ (2.18)
> where $`\sigma \theta \zeta \overline{\mathrm{\Theta }}\left(\theta ^{}\right)`$ and $`\theta ^{}\mathrm{\Theta }\left(n\right)`$.

definition 5.

> $`\mathrm{\Lambda }\left(A\right)`$ denotes all the patterns of connection of a set $`A`$. Here, what we call a pattern of connection satisfies the following two conditions. 1) Any two elements of $`A`$ are connected or not. In other words, there is no multiple connection. 2) There is no closed path in the connections. Then, a pattern of connection is represented as a set of elements each of which corresponds to a connection. Here, an element corresponding to a connection is a set which consists of two elements connected by the connection. For example, we have
>
> $`\mathrm{\Lambda }\left(\{a,b,c\}\right)`$ $`=`$ $`\mathrm{},\left\{\{b,c\}\right\},\left\{\{c,a\}\right\},\left\{\{a,b\}\right\},`$ (2.19)
> $`\{\{a,b\},\{a,c\}\},\{\{b,a\},\{b,c\}\},\{\{c,a\},\{c,b\}\}.`$

definition 6.

> $`G([\lambda ,A])`$ is an element of $`\mathrm{\Theta }(A)`$, where $`\lambda \mathrm{\Lambda }(A)`$. In other words, $`G([\lambda ,A])`$ is a pattern of division of $`A`$. The pattern of division $`\theta `$ satisfies the following conditions; 1) any two connected elements are in the same set in $`\theta `$,and 2) elements of $`\theta `$ are larger in number than elements of any other $`\theta ^{}\mathrm{\Theta }(A)`$ satisfying 1). For example, we can show that
>
> $`G\left([\left\{\{a,b\}\right\},\{a,b,c\}]\right)`$ $`=`$ $`\{\{a,b\},\left\{c\right\}\}.`$ (2.20)

By use of the above three symbols, the Jacobian can be expressed as

$`\left(2\pi \right)^{N_\zeta }\left|{\displaystyle \frac{I}{x}}\right|_{N,\zeta }`$ $`=`$ $`\left[{\displaystyle \underset{\theta \zeta }{}}N_\theta \right]^1{\displaystyle \underset{\lambda \mathrm{\Lambda }\left(\zeta \right)}{}}\left[{\displaystyle \underset{\{\theta ,\theta ^{}\}\lambda }{}}N_\theta N_\theta ^{}K_{M_\theta ,M_\theta ^{}}\left(x_\theta x_\theta ^{}\right)\right]`$ (2.21)
$`\times {\displaystyle \underset{\zeta ^{}G\left([\lambda ,\zeta ]\right)}{}}\left[{\displaystyle \underset{\theta \zeta ^{}}{}}{\displaystyle \frac{2N_\theta M_\theta N}{M_\theta ^2+x_\theta ^2}}\right],`$
where $`K_{n,m}\left(x\right)d\mathrm{\Delta }_{n,m}(x)/dx`$. A proof of eq.(2.21) is given in Appendix A.

At last, we show the explicit expression of the cluster expansion. Taking a logarithm of both sides of (2.10) and rewriting the r.h.s., we get

$`\mathrm{log}\left[z^{N/2}\mathrm{Tr}e^{\beta H(J,h)}\right]`$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{z^n}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }(n)}{}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta )}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}\left(N_\theta ^{}1\right)!\right]`$ (2.22)
$`{\displaystyle \left|\frac{I}{x}\right|_{cN,\zeta }e^{\beta E\left(\zeta \right)}\underset{\theta ^{}\zeta }{}dx_\theta ^{}}.`$
A proof is given in Appendix B. Here, $`\left|\frac{I}{x}\right|_{cN,\zeta }`$ is the first order term of $`\left|\frac{I}{x}\right|_{N,\zeta }`$ regarded as a polynomial with respect to the number of spins, $`N`$. From the expression (2.22), the cluster expansion coefficient $`b_n`$ is given by

$`b_n`$ $`=`$ $`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }(n)}{}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta )}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}\left(N_\theta ^{}1\right)!\right]`$ (2.23)
$`{\displaystyle \left|\frac{I}{x}\right|_{cN,\zeta }e^{\beta E\left(\zeta \right)}\underset{\theta ^{}\zeta }{}dx_\theta ^{}},`$
where the explicit form of $`\left|\frac{I}{x}\right|_{cN,\zeta }`$ is

$`\left(2\pi \right)^{N_\zeta }\left|{\displaystyle \frac{I}{x}}\right|_{cN,\zeta }=\left[{\displaystyle \underset{\theta \zeta }{}}N_\theta \right]^1{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta \right)}{}}\left[{\displaystyle \underset{\{\theta ,\theta ^{}\}\lambda }{}}N_\theta N_\theta ^{}K_{M_\theta ,M_\theta ^{}}\left(x_\theta x_\theta ^{}\right)\right]{\displaystyle \underset{\theta \zeta }{}}{\displaystyle \frac{2N_\theta M_\theta N}{M_\theta ^2+x_\theta ^2}}.`$ (2.24)
The symbol $`\mathrm{\Lambda }_c\left(A\right)`$ is defined as follows.

definition 7.

> $`\mathrm{\Lambda }_c\left(A\right)`$ is a subset of $`\mathrm{\Lambda }\left(A\right)`$, where any element $`\lambda \mathrm{\Lambda }_c\left(A\right)`$ satisfies the condition $`N_{G[\lambda ,A]}=1`$. For example, we can show that
>
> $`\mathrm{\Lambda }_c\left(\{a,b,c\}\right)`$ $`=`$ $`\{\{a,b\},\{a,c\}\},\{\{b,a\},\{b,c\}\},\{\{c,a\},\{c,b\}\}.`$ (2.25)

A derivation of the expression $`\left|\frac{I}{x}\right|_{cN,\zeta }`$ in (2.24) is given in Appendix C.

## 3 The free energy

From eqs.(2.10) and (2.22), we can easily show that

$`z^{1/2}\left[\mathrm{Tr}e^{\beta H(J,h)}\right]^{1/N}`$ $`=`$ $`1+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{z^n}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }(n)}{}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta )}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}\left(N_\theta ^{}1\right)!\right]`$ (3.1)
$`{\displaystyle \left|\frac{I}{x}\right|_{1,\zeta }e^{\beta E\left(\zeta \right)}\underset{\theta ^{}\zeta }{}dx_\theta ^{}},`$
where $`\left|\frac{I}{x}\right|_{1,\zeta }`$ means $`\left|\frac{I}{x}\right|_{N,\zeta }`$ in which $`N`$ is replaced with $`1`$.

Now, we introduce a function $`u\left(x\right)`$,

$`u\left(x\right)`$ $``$ $`1+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}z^nu_n\left(x\right),`$ (3.2)
where $`u_n(x)`$ is given by

$`u_n\left(x\right)`$ $``$ $`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }(n)}{}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta )}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}\left(N_\theta ^{}1\right)!\right]`$ (3.3)
$`{\displaystyle \left|\frac{I}{x}\right|_{1,\zeta }\left(x\right)e^{\beta E\left(\zeta \right)}\underset{\theta ^{}\zeta }{}dx_\theta ^{}}`$
with the modified Jacobian $`\left|\frac{I}{x}\right|_{1,\zeta }(y)`$ defined as

$`\left(2\pi \right)^{N_\zeta }\left|{\displaystyle \frac{I}{x}}\right|_{1,\zeta }\left(y\right)`$ $``$ $`\left[{\displaystyle \underset{\theta \zeta }{}}N_\theta \right]^1{\displaystyle \underset{\lambda \mathrm{\Lambda }\left(\zeta \right)}{}}\left[{\displaystyle \underset{\{\theta ,\theta ^{}\}\lambda }{}}N_\theta N_\theta ^{}K_{M_\theta ,M_\theta ^{}}\left(x_\theta x_\theta ^{}\right)\right]`$ (3.4)
$`{\displaystyle \underset{\zeta ^{}G\left([\lambda ,\zeta ]\right)}{}}\left[{\displaystyle \underset{\theta \zeta ^{}}{}}{\displaystyle \frac{2N_\theta M_\theta }{M_\theta ^2+\left(x_\theta y\right)^2}}\right].`$
Comparing this definition with (2.21), it is readily seen that $`\left|\frac{I}{x}\right|_{1,\zeta }=\left|\frac{I}{x}\right|_{1,\zeta }\left(0\right)`$. Then, it is clear that we can get a relation

$`\left[\mathrm{Tr}e^{\beta H(J,h)}\right]^{1/N}`$ $`=`$ $`u\left(0\right)z^{1/2}.`$ (3.5)
It can be shown (see Appendix D for a proof) that the function $`u_n(x)`$ satisfies the following recursion relation,

$`u_{n+1}\left(x\right)`$ $`=`$ $`{\displaystyle _{0+}}\left[{\displaystyle \frac{\mathrm{exp}\left(\frac{2J\beta }{(y+i)^2+1}\right)}{xy2i}}+{\displaystyle \frac{\mathrm{exp}\left(\frac{2J\beta }{(yi)^2+1}\right)}{xy+2i}}\right]`$ (3.6)
$`{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}{\displaystyle \frac{N_\theta !}{n!}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !u_{N_\sigma }\left(y\right)\right]{\displaystyle \frac{dy}{2\pi i}}`$
$`u_1\left(x\right)`$ $`=`$ $`1+{\displaystyle _{0+}}\left[{\displaystyle \frac{\mathrm{exp}\left(\frac{2J\beta }{(y+i)^2+1}\right)}{xy2i}}+{\displaystyle \frac{\mathrm{exp}\left(\frac{2J\beta }{(yi)^2+1}\right)}{xy+2i}}\right]{\displaystyle \frac{dy}{2\pi i}},`$ (3.7)
where $`n`$ is the natural number. Using this recursion relation we obtain a relation

$`u\left(x\right)`$ $`=`$ $`z+1+{\displaystyle _{0+}}\left[{\displaystyle \frac{\mathrm{exp}\left(\frac{2J\beta }{(y+i)^2+1}\right)}{xy2i}}+{\displaystyle \frac{\mathrm{exp}\left(\frac{2J\beta }{(yi)^2+1}\right)}{xy+2i}}\right]{\displaystyle \frac{z}{u\left(y\right)}}{\displaystyle \frac{dy}{2\pi i}}.`$ (3.8)
These results, (3.5) and (3.8), are the same as those of  in the XXX Heisenberg model limit.

## 4 Conclusion

We have shown a method, which we call direct method, to derive the free energy of the XXX Heisenberg model using the BA equation. The cluster expansion coefficient in arbitrary order is given for the first time. The expression of the free energy perfectly agrees with that by TBA. It is remarkable that the free energy is obtained without recourse to TBA and QTM. On the other hand, there remains a problem. We have started from the string hypothesis in this paper. Therefore, it is still a challenging problem to derive each cluster expansion coefficient only from the BA equation. This problem is under investigation.

We think, however, that these results have theoretical significances. What we have done in this paper is that we calculate a certain summation using combinatorial argument with mathematical justification. The summation may contain a problem which comes from the string hypothesis. On the contrary, TBA solve this problem as follows. We define a non-equilibrium entropy, and minimize the free energy using such entropy. Then, the condition of minimization gives the summation. In other words, TBA entirely relies on the physical definition of the entropy. In this paper, it is proved that the two results by TBA and by the direct method are the same. Therefore, in addition to the $`\delta `$-function bose gas, for the XXX Heisenberg model, the direct method gives the mathematical justification of TBA. To summarize, it is suggested that TBA can be systematically proved for many other integrable systems using combinatorial argument presented here.

## Appendix A  Explicit form of Jacobian $`\left|\frac{I}{x}\right|_{N,\zeta }`$

In this appendix, we prove (2.21). Recall that $`\left|\frac{I}{x}\right|_{N,\zeta }`$ is the Jacobian defined for $`\zeta \overline{\mathrm{\Theta }}(\theta )`$, where $`\theta \mathrm{\Theta }(n)`$. The Jacobian matrix can be rewritten as follows; the Jacobian matrix has the order $`N_\zeta \times N_\zeta `$, and each element of the matrix is

$`2\pi {\displaystyle \frac{I_\theta ^{}}{x_\theta }}`$ $`=`$ $`\{\begin{array}{cc}\frac{2M_\theta N}{M_\theta ^2+x_\theta ^2}_{\theta ^{\prime \prime }\theta }N_{\theta ^{\prime \prime }}K_{M_\theta ,M_{\theta ^{\prime \prime }}}\left(x_\theta x_{\theta ^{\prime \prime }}\right)\hfill & \text{if }\theta =\theta ^{}\hfill \\ N_\theta K_{M_\theta ,M_\theta ^{}}\left(x_\theta x_\theta ^{}\right)\hfill & \text{if }\theta \theta ^{},\hfill \end{array}`$ (A.3)
where $`\theta ,\theta ^{},\theta ^{\prime \prime }\zeta `$ and $`K_{n,m}\left(x\right)d\mathrm{\Delta }_{n,m}(x)/dx`$.

Here, we generalize the setting of the problem. We define $`N\times N`$ matrix

$`A_{n,m}`$ $`=`$ $`\{\begin{array}{cc}e_n_{kn}c_ka_{n,k}\hfill & \text{if }n=m\hfill \\ c_na_{n,m}\hfill & \text{if }nm,\hfill \end{array}`$ (A.6)
where $`\{a_{n,m}\}`$, $`\{c_n\}`$ and $`\{e_n\}`$ are arbitrary series and $`a_{n,m}`$ is symmetric, $`a_{n,m}=a_{m,n}`$. This matrix is a generalized form of the Jacobian matrix (A.3). Therefore, what we have to prove becomes that the determinant of $`A_{n,m}`$ is

$`\left|A_{n,m}\right|`$ $`=`$ $`\left[{\displaystyle \underset{n=1}{\overset{N}{}}}c_n\right]^1{\displaystyle \underset{\lambda \mathrm{\Lambda }\left(\{1,\mathrm{},N\}\right)}{}}\left[{\displaystyle \underset{\{n,m\}\lambda }{}}c_nc_ma_{n,m}\right]{\displaystyle \underset{\sigma G\left([\lambda ,\{1,\mathrm{},N\}]\right)}{}}\left[{\displaystyle \underset{n\sigma }{}}c_ne_n\right].`$ (A.7)
First, we prove that each term of the determinant $`|A_{n,m}|`$ can be considered as a pattern of connection $`\lambda \mathrm{\Lambda }\left(\{1,\mathrm{},N\}\right)`$. When we regard the determinant as a multi-variable polynomial with respect to $`\{a_{n,m}\}`$ and regard $`a_{n,m}`$ as a connection between $`n`$ and $`m`$, we can consider each term of the polynomial as a pattern of connection $`\lambda `$. In other words, we can prove the following two facts. First, there is no multiple connection. That is to say, there is no $`a_{n,m}`$ to the power of 2 or more in any term of the polynomial. Second, there is no closed path made from connections. That is to say, there is no product $`a_{p(1),p(2)}a_{p(2),p(3)}\mathrm{}a_{p(M1),p(M)}a_{p(M),p(1)}`$ in any term, where $`p`$ is a permutation.

To prove these two facts, we use the method of false position. We assume there is a term that has at least one closed path through $`M`$ connections. Without loss of generality, the above assumption can be rewritten that there is a product $`a_{1,2}a_{2,3}\mathrm{}a_{M1,M}a_{M,1}`$ in any term. Then, we introduce a matrix $`A_{n,m}^{}`$ such that

$`A_{n,m}^{}`$ $`=`$ $`\{\begin{array}{cc}_{kn}c_ka_{n,k}\hfill & \text{if }n=mM\hfill \\ e_n_{kn}c_ka_{n,k}\hfill & \text{if }n=m>M\hfill \\ 0\hfill & \text{if }nM<m\text{ or }mM<n\hfill \\ c_na_{n,m}\hfill & \text{other}.\hfill \end{array}`$ (A.12)
Now, we regard $`|A_{n,m}^{}|`$ as a multi-variable polynomial with respect to $`\{a_{n,m}\}`$. From the definition of determinant, it is easily shown that the term with a product $`a_{1,2}a_{2,3}\mathrm{}a_{M1,M}a_{M,1}`$ in $`|A_{n,m}|`$ has the same coefficient as a term with such product in $`|A_{n,m}^{}|`$. However, $`|A_{n,m}^{}|`$ is identically $`0`$ because the matrix $`A_{n,m}^{}`$ is linearly dependent. Therefore, there is no term containing a product $`a_{1,2}a_{2,3}\mathrm{}a_{M1,M}a_{M,1}`$. Substituting 2 for $`M`$, we can prove that there is no $`a_{n,m}`$ to the power of 2 or more in any term of the polynomial. Then, we can consider each term of the matrix $`|A_{n,m}|`$ as a pattern of connection $`\lambda `$.

Second, we find where a term considered as a pattern of connection is formed. From the definition, we can write the determinant $`|A_{n,m}|`$ as

$`\left|A_{n,m}\right|`$ $`=`$ $`{\displaystyle \underset{pP_N}{}}\mathrm{sgn}p{\displaystyle \underset{n=1}{\overset{N}{}}}A_{n,p\left(n\right)},`$ (A.13)
where $`P_N`$ is a permutation group with respect to $`\{1,\mathrm{},N\}`$. It can be shown that any term considered as a pattern of connection is in an expansion of a product only in the case $`p`$ is the identity permutation. The following is a proof of the fact by the method of false position. If there is such term in the case $`p`$ is not the identity permutation, there exist $`n_0`$ and $`l_0`$ which satisfy $`p^{l_0}(n_0)=n_0`$, $`p^l(n_0)n_0`$ and $`l_00`$, where $`l_0>l`$ and $`p^m(n)`$ means that $`p`$ operates on $`n`$ for $`m`$ times, $`p(p(\mathrm{}p(n)\mathrm{}))`$. Therefore, we can rewrite $`_{n=1}^NA_{n,p\left(n\right)}`$ as

$`\left[{\displaystyle \underset{l=0}{\overset{l_01}{}}}c_{p^l(n_0)}a_{p^l(n_0),p^{l+1}(n_0)}\right]{\displaystyle \underset{np^l(n_0)}{}}A_{n,p\left(n\right)}.`$ (A.14)
This term clearly has a closed path, and conflict with the definition of the $`p`$.

Finally, we can rewrite $`|A_{n,m}|`$ as follows. We expand

$`{\displaystyle \underset{n=1}{\overset{N}{}}}A_{n,n},`$ (A.15)
and regard it as a multi-variable polynomial with respect to $`\{a_{n,m}\}`$. $`\left|A_{n,m}\right|`$ is a sum of terms which are in this polynomial and can be considered as a pattern of connection. This means that the term has no multiple connection and no closed path. This sum means the r.h.s. of (A.7).

## Appendix B  A proof of (2.22)

In this appendix, we prove (2.22) from (2.10).

We define $`Z_n`$ by

$`z^{N/2}\mathrm{Tr}e^{\beta H(J,h)}`$ $``$ $`1+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}Z_nz^n.`$ (B.1)
From (2.10) we get

$`Z_n`$ $`=`$ $`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }(n)}{}}[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta )}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}\left(N_\theta ^{}1\right)!\right]{\displaystyle \left|\frac{I}{x}\right|_{N,\zeta }e^{\beta E\left(\zeta \right)}\underset{\theta ^{}\zeta }{}dx_\theta ^{}},`$ (B.2)
where $`\left|\frac{I}{x}\right|_{N,\zeta }`$ is the Jacobian defined for $`\zeta `$. It is convenient to introduce $`f(\zeta )`$ as

$`f\left(\zeta \right)`$ $``$ $`{\displaystyle \left|\frac{I}{x}\right|_{cN,\zeta }e^{\beta E\left(\zeta \right)}\underset{\theta ^{}\zeta }{}dx_\theta ^{}}.`$ (B.3)
Using this function and the relation (C.1) proved in Appendix C, we can rewrite $`Z_n`$ as

$`Z_n`$ $`=`$ $`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }(n)}{}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta )}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}\left(N_\theta ^{}1\right)!\right]{\displaystyle \underset{\xi \mathrm{\Theta }\left(\zeta \right)}{}}{\displaystyle \underset{\zeta ^{}\xi }{}}f\left(\zeta ^{}\right).`$ (B.4)
We also define $`b_n`$ by

$`\mathrm{log}\left[1+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}Z_nz^n\right]`$ $``$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}b_nz^n.`$ (B.5)
We can easily show the following relation between $`b_n`$ and $`Z_n`$,

$`b_n`$ $`=`$ $`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}\left(N_\theta 1\right)!(1)^{N_\theta 1}{\displaystyle \underset{\sigma \theta }{}}N_\sigma !Z_{N_\sigma }.`$ (B.6)
Substituting (B.4) for $`Z_n`$ in (B.6), we get

$`b_n`$ $`=`$ $`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}\left(N_\theta 1\right)!(1)^{N_\theta 1}`$ (B.7)
$`{\displaystyle \underset{\sigma \theta }{}}\left[{\displaystyle \underset{\theta ^{}\mathrm{\Theta }(\sigma )}{}}\left[{\displaystyle \underset{\sigma ^{}\theta ^{}}{}}N_\sigma ^{}!\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta ^{})}{}}\left[{\displaystyle \underset{\theta ^{\prime \prime }\zeta }{}}(1)^{N_{\theta ^{\prime \prime }}1}\left(N_{\theta ^{\prime \prime }}1\right)!\right]{\displaystyle \underset{\xi \mathrm{\Theta }\left(\zeta \right)}{}}{\displaystyle \underset{\zeta ^{}\xi }{}}f\left(\zeta ^{}\right)\right]`$
$`=`$ $`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta )}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}\left(N_\theta ^{}1\right)!\right]{\displaystyle \underset{\xi \mathrm{\Theta }\left(\zeta \right)}{}}\left[{\displaystyle \underset{\zeta ^{}\xi }{}}f\left(\zeta ^{}\right)\right]`$
$`{\displaystyle \underset{\eta \mathrm{\Theta }(\xi )}{}}\left(N_\eta 1\right)!(1)^{N_\eta 1}`$
$`=`$ $`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta )}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}\left(N_\theta ^{}1\right)!\right]f\left(\zeta \right).`$
In the first equality, we have only performed the substitution. In the second equality, we have done the following manipulation. We regard each side of the equality as the sum with respect to elements in a set which satisfies some conditions. Therefore, we may change the order of the sums. Here, we show a simple example of “change of order”,

$`{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \underset{m=1}{\overset{n}{}}}f\left(\{n,m\}\right)`$ $`=`$ $`{\displaystyle \underset{m=1}{\overset{N}{}}}{\displaystyle \underset{n=m}{\overset{N}{}}}f\left(\{n,m\}\right).`$ (B.8)
Similar to this example, both sides of the second equality are the sum of the same function with respect to elements in the same set. In the third equality, we have simplified the last term of the l.h.s. using a relation,

$`{\displaystyle \underset{\theta \mathrm{\Theta }(\sigma )}{}}\left(N_\theta 1\right)!(1)^{N_\theta 1}`$ $`=`$ $`\delta _{N_\sigma ,1}.`$ (B.9)
Finally, combining (B.1), (B.3), (B.5) and (B.7) we arrive at the equation (2.22).

## Appendix C  The structure of the Jacobian $`\left|\frac{I}{x}\right|_{N,\zeta }`$

In this appendix, we prove

$`\left|{\displaystyle \frac{I}{x}}\right|_{N,\zeta }`$ $`=`$ $`{\displaystyle \underset{\xi \mathrm{\Theta }\left(\zeta \right)}{}}{\displaystyle \underset{\zeta ^{}\xi }{}}\left|{\displaystyle \frac{I}{x}}\right|_{cN,\zeta ^{}}`$ (C.1)
and eq.(2.24) from eq.(2.21). We here repeat that $`\left|\frac{I}{x}\right|_{cN,\zeta }`$ is the first order term of $`\left|\frac{I}{x}\right|_{N,\zeta }`$ with respect to $`N`$.

Eq.(2.21) can be rewritten as

$`\left(2\pi \right)^{N_\zeta }\left|{\displaystyle \frac{I}{x}}\right|_{N,\zeta }`$ $`=`$ $`{\displaystyle \underset{\xi \mathrm{\Theta }\left(\zeta \right)}{}}{\displaystyle \underset{\zeta ^{}\xi }{}}[\left[{\displaystyle \underset{\theta \zeta ^{}}{}}N_\theta \right]^1{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta ^{}\right)}{}}[{\displaystyle \underset{\{\theta ,\theta ^{}\}\lambda }{}}N_\theta N_\theta ^{}K_{M_\theta ,M_\theta ^{}}(x_\theta x_\theta ^{})]`$ (C.2)
$`{\displaystyle \underset{\theta \zeta ^{}N}{}}{\displaystyle \frac{2N_\theta M_\theta }{M_\theta ^2+x_\theta ^2}}].`$
In this equality, we have changed the order of the sums. We can easily show the relation (2.24) from this expression. Then, eq.(C.2) and eq.(2.24) prove (C.1).

## Appendix D  A proof of (3.6) and (3.7)

In this appendix, using the mathematical induction we prove the relations with respect to $`u_n(x)`$, (3.6) and (3.7). The definition of $`u_n(x)`$ is given in eq.(3.3).

We can change the r.h.s of (3.7) into

$`{\displaystyle \frac{2}{1+\left(xy\right)^2}\mathrm{exp}\left(\frac{2J\beta }{y^2+1}\right)\frac{dy}{2\pi i}}.`$ (D.1)
This is the same as the definition of $`u_1(x)`$. Thus, we have shown the relation (3.7).

We suppose (3.6) and (3.7) hold for $`1n<n_0`$, where $`n_0`$ is a natural number. For simplicity, $`n_0`$ is merely written as $`n`$ in what follows. Then, the function $`u_m\left(x\right)`$ has poles only at $`x=\pm 2i`$, and satisfies $`lim_{\left|x\right|\mathrm{}}u_m(x)=\delta _{m,1}`$, where $`1mn`$. By use of these two properties, the r.h.s. of (3.6) becomes

$`{\displaystyle _{0+}}\left[{\displaystyle \frac{\mathrm{exp}\left(\frac{2J\beta }{(y+i)^2+1}\right)}{xy2i}}+{\displaystyle \frac{\mathrm{exp}\left(\frac{2J\beta }{(yi)^2+1}\right)}{xy+2i}}\right]{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}{\displaystyle \frac{N_\theta !}{n!}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !u_{N_\sigma }\left(y\right)\right]{\displaystyle \frac{dy}{2\pi i}}`$ (D.2)
$`=`$ $`{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}{\displaystyle \frac{N_\theta !}{n!}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\left[{\displaystyle \frac{_{\sigma \theta }N_\sigma !u_{N_\sigma }\left(yi\right)}{xyi}}{\displaystyle \frac{_{\sigma \theta }N_\sigma !u_{N_\sigma }\left(y+i\right)}{xy+i}}\right]e^{\frac{2J\beta }{y^2+1}}{\displaystyle \frac{dy}{2\pi i}}`$
$`{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}{\displaystyle \frac{N_\theta !}{n!}}{\displaystyle _{C_+}}{\displaystyle \frac{_{\sigma \theta }N_\sigma !u_{N_\sigma }\left(y\right)}{xy2i}}e^{\frac{2J\beta }{(y+i)^2+1}}{\displaystyle \frac{dy}{2\pi i}}`$
$`+{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}{\displaystyle \frac{N_\theta !}{n!}}{\displaystyle _C_{}}{\displaystyle \frac{_{\sigma \theta }N_\sigma !u_{N_\sigma }\left(y\right)}{xy+2i}}e^{\frac{2J\beta }{(yi)^2+1}}{\displaystyle \frac{dy}{2\pi i}}.`$
In this equality we have changed the path of integration. Both $`C_+`$ and $`C_{}`$ are the paths of integration which counterclockwise surround the region $`\mathrm{}y>0`$. When these paths are in the neighborhood of real axis, $`C_+`$ passes above the real axis and $`C_{}`$ passes below the real axis. We separate (D.2) into two parts, and calculate them separately.

First, we consider the first term of (D.2) which is rewritten as

$`{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}{\displaystyle \frac{N_\theta !}{n!}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \underset{s=\pm 1}{}}{\displaystyle \frac{s_{\sigma \theta }N_\sigma !u_{N_\sigma }\left(ysi\right)}{s\left(yx\right)i}}e^{\frac{2J\beta }{y^2+1}}{\displaystyle \frac{dy}{2\pi }}.`$ (D.3)
The integral diverges in case that we do not sum up with respect to $`s`$. However, the sum turns out not to play an important role in the following calculation. Hence, to shorten the expression, a symbol $`_{s=\pm 1}`$ is omitted for a while. Now, by use of the relation (E.1) proved in Appendix E, eq.(D.3) is rewritten as

$`{\displaystyle \frac{1}{n!}}{\displaystyle _{\mathrm{}+s\delta i}^{\mathrm{}+s\delta i}}{\displaystyle \frac{dy}{2\pi }}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}{\displaystyle \underset{\sigma \theta }{}}[{\displaystyle \underset{\theta ^{}\mathrm{\Theta }(\sigma )}{}}[{\displaystyle \underset{\sigma ^{}\theta ^{}}{}}N_\sigma ^{}!]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta ^{})}{}}\left[{\displaystyle \underset{\theta ^{\prime \prime }\zeta }{}}(1)^{N_{\theta ^{\prime \prime }}1}{\displaystyle \frac{\left(N_{\theta ^{\prime \prime }}1\right)!}{N_{\theta ^{\prime \prime }}}}\right]`$
$`\left[{\displaystyle \underset{\theta ^{\prime \prime }\zeta }{}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dx_{\theta ^{\prime \prime }}}{2\pi }}\right]{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta \right)}{}}\left[{\displaystyle \underset{\{\theta ^{\prime \prime },\theta ^{\prime \prime \prime }\}\lambda }{}}N_{\theta ^{\prime \prime }}N_{\theta ^{\prime \prime \prime }}K_{M_{\theta ^{\prime \prime }},M_{\theta ^{\prime \prime \prime }}}\left(x_{\theta ^{\prime \prime }}x_{\theta ^{\prime \prime \prime }}\right)\right]`$
$`{\displaystyle \underset{\theta ^{\prime \prime }\zeta }{}}{\displaystyle \frac{2N_{\theta ^{\prime \prime }}M_{\theta ^{\prime \prime }}}{M_{\theta ^{\prime \prime }}^2+\left(x_{\theta ^{\prime \prime }}y+si\right)^2}}{\displaystyle \frac{se^{\beta \left(\frac{2J}{y^2+1}+E\left(\zeta \right)\right)}}{s\left(yx\right)i}}].`$ (D.4)
On condition that we take a limit $`\delta 0`$ and $`M_\theta =1`$, $`1/(M_\theta ^2+\left(x_\theta y+si\right)^2)`$ yields a pole on the real axis with respect to the variable $`y`$. To detour the pole on the real axis and symmetrize the integral paths, we use the relation (F.1) proved in Appendix F. Then, (D.4) becomes

$`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta +\left\{n+1\right\})}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}{\displaystyle \frac{\left(N_\theta ^{}1\right)!}{N_\theta ^{}}}\right]{\displaystyle \frac{N_{\theta _{n+1}}}{\left(N_{\theta _{n+1}}1\right)!}}`$
$`\left[{\displaystyle \underset{\zeta ^{}\mathrm{\Theta }\left(N_{\theta _{n+1}}1\right)}{}}B_{N_\zeta ^{}}{\displaystyle \underset{\theta ^{}\zeta ^{}}{}}\left(N_\theta ^{}1\right)!\right]{\displaystyle _{sym}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}{\displaystyle \frac{dx_\theta ^{}}{2\pi }}\right]{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta \right)}{}}{\displaystyle \frac{se^{\beta E\left(\zeta \right)}}{s\left(x_{\theta _{n+1}}x\right)i}}`$
$`[{\displaystyle \underset{\{\theta ^{},\theta ^{\prime \prime }\}\lambda ,\theta ^{},\theta ^{\prime \prime }\theta _{n+1}}{}}C(\theta ^{},\theta ^{\prime \prime }))\left]\right[{\displaystyle \underset{\{\theta _{n+1},\theta ^{}\}\lambda }{}}E(\theta _{n+1},\theta ^{})].`$ (D.5)
Here, we assume the relation $`\{n+1\}\sigma _{n+1}\theta _{n+1}\zeta `$. We also use this symbol in the same sense as in (D.12), (D.19) and (D.20). The constant $`B_n`$ in (D.5) is known as the Bernoulli number and is determined by

$`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{B_n}{n!}}x^n`$ $``$ $`{\displaystyle \frac{x}{1e^x}}.`$ (D.6)
For example, first few $`B_n`$’s are

$`B_0=1,B_1={\displaystyle \frac{1}{2}},B_2={\displaystyle \frac{1}{6}},B_3=0,B_4={\displaystyle \frac{1}{30}},\mathrm{}.`$ (D.7)
The symbol $`_{sym}`$ in (D.5) indicates that each path of integration symmetrically avoids poles on the real axis. Because all the poles on the real axis have the form $`1/(x_\theta x_\theta ^{})`$, we can write explicitly $`_{sym}`$ as

$`{\displaystyle _{sym}}{\displaystyle \underset{n=1}{\overset{N}{}}}dx_n`$ $``$ $`{\displaystyle \frac{1}{N!}}{\displaystyle \underset{\{pP_N\}}{}}{\displaystyle \underset{n=1}{\overset{N}{}}}\left[{\displaystyle _{\mathrm{}+n\delta i}^{\mathrm{}+n\delta i}}𝑑x_{p\left(n\right)}\right].`$ (D.8)
The functions $`C(\theta ,\theta ^{})`$ and $`E(\theta ,\theta ^{})`$ are defined by

$`C(\theta ,\theta ^{})`$ $``$ $`N_\theta ,N_\theta ^{}K_{M_\theta ,M_\theta ^{}}\left(x_\theta x_\theta ^{}\right),`$ (D.9)
$`E(\theta ,\theta ^{})`$ $``$ $`\left(N_\theta 1\right)N_\theta ^{}K_{M_\theta ,M_\theta ^{}}\left(x_\theta x_\theta ^{}\right)N_\theta ^{}K_{M_\theta 1,M_\theta ^{}}\left(x_\theta x_\theta ^{}si\right)`$ (D.10)
$`{\displaystyle \frac{2N_\theta ^{}M_\theta ^{}}{M_\theta ^{}^2+\left(x_\theta x_\theta ^{}+s\left(M_\theta 2\right)i\right)^2}}.`$
Note here that the second term of (D.10) is $`0`$ for $`E(\theta ,\theta ^{})`$ used in (D.5) because of the relation $`M_{\theta _{n+1}}=1`$. Then, by use of the relation

$`{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}B_{N_\theta }{\displaystyle \underset{\sigma \theta }{}}\left(N_\sigma 1\right)!`$ $`=`$ $`{\displaystyle \frac{n!}{n+1}},`$ (D.11)
which is easily shown, (D.5) becomes

$`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta +\left\{n+1\right\})}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}{\displaystyle \frac{\left(N_\theta ^{}1\right)!}{N_\theta ^{}}}\right]{\displaystyle \frac{1}{N_{\theta _{n+1}}}}{\displaystyle _{sym}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}{\displaystyle \frac{dx_\theta ^{}}{2\pi }}\right]`$
$`{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta \right)}{}}{\displaystyle \frac{sN_{\theta _{n+1}}e^{\beta E\left(\zeta \right)}}{s\left(x_{\theta _{n+1}}x\right)i}}\left[{\displaystyle \underset{\{\theta ^{},\theta ^{\prime \prime }\}\lambda ,\theta ^{},\theta ^{\prime \prime }\theta _{n+1}}{}}C(\theta ^{},\theta ^{\prime \prime })\right]\left[{\displaystyle \underset{\{\theta _{n+1},\theta ^{}\}\lambda }{}}E(\theta _{n+1},\theta ^{})\right].`$ (D.12)
Changing the order of the sums, this expression becomes

$`{\displaystyle \frac{1}{\left(n+1\right)!}}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n+1\right)}{}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta )}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}{\displaystyle \frac{\left(N_\theta ^{}1\right)!}{N_\theta ^{}}}\right]{\displaystyle _{sym}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}{\displaystyle \frac{dx_\theta ^{}}{2\pi }}\right]`$
$`{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta \right)}{}}{\displaystyle \underset{\theta _0\zeta ,M_{\theta _0}=1}{}}{\displaystyle \frac{sN_{\theta _0}e^{\beta E\left(\zeta \right)}}{s\left(x_{\theta _0}x\right)i}}[{\displaystyle \underset{\{\theta ^{},\theta ^{\prime \prime }\}\lambda ,\theta ^{},\theta ^{\prime \prime }\theta _0}{}}C(\theta ^{},\theta ^{\prime \prime }))][{\displaystyle \underset{\{\theta _0,\theta ^{}\}\lambda }{}}E(\theta _0,\theta ^{})].`$ (D.13)
Thus, using the above relations we have shown that (D.3) is expressed as (D.13).

Second, we write the sum of the second and third terms of (D.2),

$`{\displaystyle \underset{s=\pm 1}{}}s{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}{\displaystyle \frac{N_\theta !}{n!}}{\displaystyle _{C_s}}{\displaystyle \frac{_{\sigma \theta }N_\sigma !u_{N_\sigma }\left(y\right)}{2s\left(yx\right)i}}e^{\frac{2J\beta }{(y+si)^2+1}}{\displaystyle \frac{dy}{2\pi }},`$ (D.14)
where, $`C_{\pm 1}`$ means $`C_\pm `$. In the following change of the expressions, the sum with respect to $`s`$ does not play an important role. This situation is similar to the one for (D.3). Then, the symbol $`_{s=\pm 1}`$ will be also omitted for a while. Using the relation (E.1), we have from (D.14),

$`{\displaystyle \frac{1}{n!}}{\displaystyle _{C_s}}{\displaystyle \frac{dy}{2\pi }}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}{\displaystyle \underset{\sigma \theta }{}}[{\displaystyle \underset{\theta ^{}\mathrm{\Theta }(\sigma )}{}}[{\displaystyle \underset{\sigma ^{}\theta ^{}}{}}N_\sigma ^{}!]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta ^{})}{}}\left[{\displaystyle \underset{\theta ^{\prime \prime }\zeta }{}}(1)^{N_{\theta ^{\prime \prime }}1}{\displaystyle \frac{\left(N_{\theta ^{\prime \prime }}1\right)!}{N_{\theta ^{\prime \prime }}}}\right]`$
$`\left[{\displaystyle \underset{\theta ^{\prime \prime }\zeta }{}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dx_{\theta ^{\prime \prime }}}{2\pi }}\right]{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta \right)}{}}\left[{\displaystyle \underset{\{\theta ^{\prime \prime },\theta ^{\prime \prime \prime }\}\lambda }{}}N_{\theta ^{\prime \prime }}N_{\theta ^{\prime \prime \prime }}K_{M_{\theta ^{\prime \prime }},M_{\theta ^{\prime \prime \prime }}}\left(x_{\theta ^{\prime \prime }}x_{\theta ^{\prime \prime \prime }}\right)\right]`$
$`{\displaystyle \underset{\theta ^{\prime \prime }\zeta }{}}{\displaystyle \frac{2N_{\theta ^{\prime \prime }}M_{\theta ^{\prime \prime }}}{M_{\theta ^{\prime \prime }}^2+\left(x_{\theta ^{\prime \prime }}y\right)^2}}{\displaystyle \frac{se^{\beta \left(\frac{2J}{\left(y+si\right)^2+1}+E\left(\zeta \right)\right)}}{2s\left(yx\right)i}}].`$ (D.15)
We use a relation,

$`{\displaystyle _{C_s}}𝑑yf\left(y\right){\displaystyle \underset{\sigma \theta }{}}\left[{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dx_\sigma }{2\pi }}{\displaystyle \frac{2N_\sigma f_\sigma \left(x_\sigma \right)}{N_\sigma ^2+\left(yx_\sigma \right)^2}}\right]`$ (D.16)
$`=`$ $`{\displaystyle _{C_s}}𝑑yf\left(y+msi\right){\displaystyle \underset{\sigma \theta }{}}\left[{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dx_\sigma }{2\pi }}{\displaystyle \frac{2N_\sigma f_\sigma \left(x_\sigma \right)}{N_\sigma ^2+\left(yx_\sigma +msi\right)^2}}\right]`$
$`+{\displaystyle \underset{n=0}{\overset{m1}{}}}{\displaystyle _{C_s}}dyf(y+nsi)[{\displaystyle \underset{\sigma \theta }{}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dx_\sigma }{2\pi }}{\displaystyle \frac{2N_\sigma f_\sigma \left(x_\sigma \right)}{N_\sigma ^2+\left(yx_\sigma +nsi\right)^2}}`$
$`{\displaystyle \underset{\sigma \theta }{}}[{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dx_\sigma }{2\pi }}{\displaystyle \frac{2N_\sigma f_\sigma \left(x_\sigma \right)}{N_\sigma ^2+\left(yx_\sigma +nsi\right)^2}}\delta (n+1,N_\sigma )f_\sigma (ysi)]],`$
where $`f_\sigma (x)`$ and $`f(x)`$ are analytic functions in the regions $`1<\mathrm{}x0`$ and $`0<\mathrm{}xm`$ in case of $`s=1`$ ($`0\mathrm{}x<1`$ and $`m\mathrm{}x<0`$ in case of $`s=1`$) respectively, and $`\mathrm{max}_{\sigma \theta }N_\sigma =m`$. Then, (D.15) becomes

$`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta )}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}{\displaystyle \frac{\left(N_\theta ^{}1\right)!}{N_\theta ^{}}}\right]{\displaystyle \underset{\theta ^{}\zeta }{}}{\displaystyle \frac{N_\theta ^{}\left(1\right)^{N_\theta ^{}1}}{\left(N_\theta ^{}1\right)!}}`$
$`\left[{\displaystyle \underset{\theta ^{\prime \prime }\mathrm{\Theta }\left(N_\theta ^{}\right)}{}}{\displaystyle \underset{\sigma ^{\prime \prime }\theta ^{\prime \prime }}{}}\left(1\right)^{N_{\sigma ^{\prime \prime }}1}\left(N_{\sigma ^{\prime \prime }}1\right)!\right]{\displaystyle _{C_s}}{\displaystyle \frac{dx_\theta ^{}}{2\pi }}\left[{\displaystyle \underset{\theta ^{\prime \prime }\zeta ,\theta ^{\prime \prime }\theta ^{}}{}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dx_{\theta ^{\prime \prime }}}{2\pi }}\right]`$
$`{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta \right)}{}}{\displaystyle \frac{s\mathrm{exp}\left[\beta \left(E\left(\zeta \right)+\frac{2J}{\left(x_\theta ^{}+sM_\theta ^{}i\right)^2+1}+\frac{2JM_\theta ^{}}{\left(x_\theta ^{}si\right)^2+M_\theta ^{}^2}\frac{2JM_\theta ^{}}{x_\theta ^{}^2+M_\theta ^{}^2}\right)\right]}{\left(M_\theta ^{}+1\right)s\left(x_\theta ^{}x\right)i}}\left[{\displaystyle \underset{\{\theta ^{\prime \prime },\theta ^{\prime \prime \prime }\}\lambda ,\theta ^{\prime \prime },\theta ^{\prime \prime \prime }\theta ^{}}{}}C(\theta ^{\prime \prime },\theta ^{\prime \prime \prime })\right]`$
$`{\displaystyle \underset{\{\theta ^{},\theta ^{\prime \prime }\}\lambda }{}}[N_\theta ^{}N_{\theta ^{\prime \prime }}K_{M_\theta ^{},M_{\theta ^{\prime \prime }}}\left(x_\theta ^{}x_{\theta ^{\prime \prime }}si\right){\displaystyle \frac{2N_{\theta ^{\prime \prime }}M_{\theta ^{\prime \prime }}}{M_{\theta ^{\prime \prime }}^2+\left(x_\theta ^{}x_{\theta ^{\prime \prime }}+s\left(M_\theta ^{}1\right)i\right)^2}}].`$ (D.17)
We point out that in this case the first term of the r.h.s. in (D.16) is $`0`$ because there is no pole inside (outside) the path of integration $`C_+`$ ($`C_{}`$) with respect to $`y`$ including the point $`|y|=\mathrm{}`$. Then, using a simple relation $`_{\theta \mathrm{\Theta }_n}_{\sigma \theta }()^{N_\sigma 1}\left(N_\sigma 1\right)!=\delta _{n,1}`$, we get from (D.17),

$`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !]{\displaystyle \underset{\sigma _0\theta }{}}{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta \sigma _0)}{}}[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}{\displaystyle \frac{\left(N_\theta ^{}1\right)!}{N_\theta ^{}}}]{\displaystyle _{\mathrm{}+s\delta i}^{\mathrm{}+s\delta i}}{\displaystyle \frac{dx_{\theta _0}}{2\pi }}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dx_\theta ^{}}{2\pi }}\right]`$
$`{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta +\theta _0\right)}{}}{\displaystyle \frac{s\mathrm{exp}\left[\beta \left(E\left(\zeta \right)+\frac{2J\left(M_{\theta _0}+1\right)}{x_{\theta _0}^2+\left(M_{\theta _0}+1\right)^2}\frac{2JM_{\theta _0}}{x_{\theta _0}^2+M_{\theta _0}^2}\right)\right]}{\left(M_{\theta _0}+1\right)s\left(x_{\theta _0}x\right)i}}\left[{\displaystyle \underset{\{\theta ^{},\theta ^{\prime \prime }\}\lambda ,\theta ^{},\theta ^{\prime \prime }\theta _0}{}}C(\theta ^{},\theta ^{\prime \prime })\right]`$
$`{\displaystyle \underset{\{\theta _0,\theta ^{}\}\lambda }{}}\left[N_\theta ^{}K_{M_{\theta _0},M_\theta ^{}}\left(x_{\theta _0}x_\theta ^{}si\right){\displaystyle \frac{2N_\theta ^{}M_\theta ^{}}{M_\theta ^{}^2+\left(x_{\theta _0}x_\theta ^{}+s\left(M_{\theta _0}1\right)i\right)^2}}\right],`$ (D.18)
where $`\theta _0\{\sigma _0\}`$. Here, we have changed the path of integration from $`C_s`$ to $`\mathrm{}+s\delta i\mathrm{}+s\delta i`$, because there is no pole at $`|x_{\theta _0}|\mathrm{}`$. In eq.(D.18), when we take a limit $`\delta 0`$ and $`M_\theta =M_{\theta _0}+1`$, the last term contains a pole on the real axis with respect to $`x_{\theta _0}`$. Symmetrizing by use of (F.1) the integral paths which avoid the pole on the real axis, we obtain from (D.18),

$`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n+1\right),N_{\sigma _{n+1}}1}{}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta )}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}{\displaystyle \frac{\left(N_\theta ^{}1\right)!}{N_\theta ^{}}}\right]{\displaystyle \frac{N_{\theta _{n+1}}}{N_{\sigma _{n+1}}\left(N_{\theta _{n+1}}1\right)!}}`$
$`\left[{\displaystyle \underset{\theta ^{}\mathrm{\Theta }\left(N_{\theta _{n+1}}1\right)}{}}B_{N_\theta ^{}}{\displaystyle \underset{\sigma ^{}\theta ^{}}{}}\left(N_\sigma ^{}1\right)!\right]{\displaystyle _{sym}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}{\displaystyle \frac{dx_\theta ^{}}{2\pi }}\right]{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta \right)}{}}{\displaystyle \frac{se^{E\left(\zeta \right)}}{M_{\theta _{n+1}}s\left(x_{\theta _{n+1}}x\right)i}}`$
$`\left[{\displaystyle \underset{\{\theta ^{},\theta ^{\prime \prime }\}\lambda ,\theta ^{},\theta ^{\prime \prime }\theta _{n+1}}{}}C(\theta ^{},\theta ^{\prime \prime })\right]\left[{\displaystyle \underset{\{\theta _{n+1},\theta ^{}\}\lambda }{}}E(\theta _{n+1},\theta ^{})\right].`$ (D.19)
By use of (D.11), (D.19) is written as

$`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n+1\right),N_{\sigma _{n+1}}1}{}}[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta )}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}{\displaystyle \frac{\left(N_\theta ^{}1\right)!}{N_\theta ^{}}}\right]{\displaystyle \frac{1}{N_{\sigma _{n+1}}N_{\theta _{n+1}}}}{\displaystyle _{sym}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}{\displaystyle \frac{dx_\theta ^{}}{2\pi }}\right]`$
$`{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta \right)}{}}{\displaystyle \frac{sN_{\theta _{n+1}}e^{E\left(\zeta \right)}}{M_{\theta _{n+1}}s\left(x_{\theta _{n+1}}x\right)i}}\left[{\displaystyle \underset{\{\theta ^{},\theta ^{\prime \prime }\}\lambda ,\theta ^{},\theta ^{\prime \prime }\theta _{n+1}}{}}C(\theta ^{},\theta ^{\prime \prime })\right]\left[{\displaystyle \underset{\{\theta _{n+1},\theta ^{}\}\lambda }{}}E(\theta _{n+1},\theta ^{})\right].`$ (D.20)
Changing the order of the summations, this expression becomes

$`{\displaystyle \frac{1}{\left(n+1\right)!}}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n+1\right)}{}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta )}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}{\displaystyle \frac{\left(N_\theta ^{}1\right)!}{N_\theta ^{}}}\right]{\displaystyle _{sym}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}{\displaystyle \frac{dx_\theta ^{}}{2\pi }}\right]`$
$`{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta \right)}{}}{\displaystyle \underset{\theta _0\zeta ,M_{\theta _0}1}{}}{\displaystyle \frac{sN_{\theta _0}e^{E\left(\zeta \right)}}{M_{\theta _0}s\left(x_{\theta _0}x\right)i}}[{\displaystyle \underset{\{\theta ^{},\theta ^{\prime \prime }\}\lambda ,\theta ^{},\theta ^{\prime \prime }\theta _0}{}}C(\theta ^{},\theta ^{\prime \prime })][{\displaystyle \underset{\{\theta _0,\theta ^{}\}\lambda }{}}E(\theta _0,\theta ^{})].`$ (D.21)
From the above relations we see that (D.14) is equal to (D.21).

Both parts of the r.h.s. of (D.2) are replaced with (D.12) and (D.21). Then, the r.h.s. of (D.2) is expressed as

$`{\displaystyle \frac{1}{\left(n+1\right)!}}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n+1\right)}{}}\left[{\displaystyle \underset{\sigma \theta }{}}N_\sigma !\right]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta )}{}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}(1)^{N_\theta ^{}1}{\displaystyle \frac{\left(N_\theta ^{}1\right)!}{N_\theta ^{}}}\right]{\displaystyle _{sym}}\left[{\displaystyle \underset{\theta ^{}\zeta }{}}{\displaystyle \frac{dx_\theta ^{}}{2\pi }}\right]`$
$`{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta \right)}{}}{\displaystyle \underset{\theta _0\zeta }{}}{\displaystyle \underset{s=\pm 1}{}}{\displaystyle \frac{sN_{\theta _0}e^{E\left(\zeta \right)}}{M_{\theta _0}s\left(x_{\theta _0}x\right)i}}[{\displaystyle \underset{\{\theta ^{},\theta ^{\prime \prime }\}\lambda ,\theta ^{},\theta ^{\prime \prime }\theta _0}{}}C(\theta ^{},\theta ^{\prime \prime })][{\displaystyle \underset{\{\theta _0,\theta ^{}\}\lambda }{}}E(\theta _0,\theta ^{})].`$ (D.22)
Using eq.(G.1) proved in Appendix G, we can confirm the definition of $`u_{n+1}(x)`$, which is the r.h.s. of (3.6).

## Appendix E  An expression of $`u_n(x)`$

In this appendix, we prove the following expression of $`u_n(x)`$,

$`{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}{\displaystyle \frac{N_\theta !}{n!}}{\displaystyle \underset{\sigma \theta }{}}N_\sigma !u_{N_\sigma }\left(y\right)`$ (E.1)
$`=`$ $`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}{\displaystyle \underset{\sigma \theta }{}}[{\displaystyle \underset{\theta ^{}\mathrm{\Theta }(\sigma )}{}}[{\displaystyle \underset{\sigma ^{}\theta ^{}}{}}N_\sigma ^{}!]`$
$`{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta ^{})}{}}[{\displaystyle \underset{\theta ^{\prime \prime }\zeta }{}}(1)^{N_{\theta ^{\prime \prime }}1}(N_{\theta ^{\prime \prime }}1)!]{\displaystyle }\left|{\displaystyle \frac{I}{x}}|_{c1,\zeta }\left(y\right)e^{\beta E\left(\zeta \right)}{\displaystyle \underset{\theta ^{}\zeta }{}}dx_\theta ^{}\right].`$
Here, the definition of $`u_n\left(x\right)`$ is (3.3), and the definition of $`\left|\frac{I}{x}\right|_{c1,\zeta }(y)`$ is

$`\left(2\pi \right)^{N_\zeta }\left|{\displaystyle \frac{I}{x}}\right|_{c1,\zeta }\left(y\right)`$ (E.2)
$``$ $`\left[{\displaystyle \underset{\theta \zeta }{}}N_\theta \right]^1{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta \right)}{}}\left[{\displaystyle \underset{\{\theta ,\theta ^{}\}\lambda }{}}N_\theta N_\theta ^{}K_{M_\theta ,M_\theta ^{}}\left(x_\theta x_\theta ^{}\right)\right]{\displaystyle \underset{\theta \zeta }{}}{\displaystyle \frac{2N_\theta M_\theta }{M_\theta ^2+\left(x_\theta y\right)^2}}.`$
Substituting (3.3) for $`u_{N\sigma }(y)`$ in the l.h.s. of (E.1) and using a relation

$`\left|{\displaystyle \frac{I}{x}}\right|_{1,\zeta }\left(y\right)`$ $`=`$ $`{\displaystyle \underset{\xi \mathrm{\Theta }\left(\zeta \right)}{}}{\displaystyle \underset{\zeta ^{}\xi }{}}\left|{\displaystyle \frac{I}{x}}\right|_{c1,\zeta ^{}}\left(y\right),`$ (E.3)
which is proved in the same way as (C.1), we can show that the l.h.s. of (E.1) is calculated as

$`{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}{\displaystyle \frac{N_\theta !}{n!}}{\displaystyle \underset{\sigma \theta }{}}[{\displaystyle \underset{\theta ^{}\mathrm{\Theta }(\sigma )}{}}[{\displaystyle \underset{\sigma ^{}\theta ^{}}{}}N_\sigma ^{}!]{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta ^{})}{}}[{\displaystyle \underset{\theta ^{\prime \prime }\zeta }{}}(1)^{N_{\theta ^{\prime \prime }}1}(N_{\theta ^{\prime \prime }}1)!]`$ (E.4)
$`{\displaystyle \underset{\xi \mathrm{\Theta }\left(\zeta \right)}{}}\left[{\displaystyle \underset{\zeta ^{}\xi }{}}{\displaystyle }\right|{\displaystyle \frac{I}{x}}|_{c1,\zeta ^{}}\left(y\right)e^{\beta E\left(\zeta ^{}\right)}{\displaystyle \underset{\theta ^{}\zeta }{}}dx_\theta ^{}]]`$
$`=`$ $`{\displaystyle \frac{1}{n!}}{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}[{\displaystyle \underset{\theta ^{}\mathrm{\Theta }\left(N_\theta \right)}{}}N_\theta ^{}!(1)^{N_\theta ^{}}]{\displaystyle \underset{\sigma \theta }{}}[{\displaystyle \underset{\theta ^{}\mathrm{\Theta }(\sigma )}{}}[{\displaystyle \underset{\sigma ^{}\theta ^{}}{}}N_\sigma ^{}!]`$
$`{\displaystyle \underset{\zeta \overline{\mathrm{\Theta }}(\theta ^{})}{}}[{\displaystyle \underset{\theta ^{\prime \prime }\zeta }{}}(1)^{N_{\theta ^{\prime \prime }}1}(N_{\theta ^{\prime \prime }}1)!]{\displaystyle }\left|{\displaystyle \frac{I}{x}}|_{c1,\zeta }\left(y\right)e^{\beta E\left(\zeta \right)}{\displaystyle \underset{\theta ^{}\zeta }{}}dx_\theta ^{}\right].`$
In this equality, we have changed the order of the sums. Using a relation

$`{\displaystyle \underset{\theta \mathrm{\Theta }\left(n\right)}{}}N_\theta !\left(1\right)^{N_\theta }`$ $`=`$ $`\left(1\right)^n`$ (E.5)
for simplification of the first term of (E.4), we obtain the r.h.s. of (E.1).

## Appendix F  Symmetrization of the paths of integrals

In this appendix, we prove a relation,

$`{\displaystyle _{\mathrm{}+\delta i}^{\mathrm{}+\delta i}}𝑑xf_0\left(x\right){\displaystyle \underset{n=1}{\overset{N}{}}}\left[{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dy_n}{2\pi i}}{\displaystyle \frac{1}{y_nx}}f_n\left(y_n\right)\right]`$ (F.1)
$`=`$ $`{\displaystyle \underset{\sigma \{1,\mathrm{},N\}}{}}B_{N_\sigma }{\displaystyle _{sym}}f_0\left(x\right)\left[{\displaystyle \underset{n\sigma }{}}f_n\left(x\right)\right]\left[{\displaystyle \underset{n\{1,\mathrm{},N\}\sigma }{}}{\displaystyle \frac{1}{y_nx}}f_n\left(y_n\right){\displaystyle \frac{dy_n}{2\pi i}}\right]𝑑x.`$
Here, the definitions of $`B_n`$ and $`_{sym}`$ are in (D.6) and (D.8) respectively, and we assume that $`f_n(x)`$ is an analytic function on the real axis.

The paths of integrations in the r.h.s. of (F.1) are changed into ones in the l.h.s. of (F.1). In other words, symmetrical paths of integrations are changed into ones which keep the relation $`\mathrm{}y_n<\mathrm{}x`$. Then, the r.h.s. of (F.1) becomes

$`{\displaystyle \underset{\sigma \{1,\mathrm{},N\}}{}}\left[{\displaystyle \underset{m=0}{\overset{N_\sigma }{}}}\left(1\right)^{N_\sigma m}{\displaystyle \frac{N_\sigma !}{\left(N_\sigma m\right)!m!}}\left[{\displaystyle \underset{l=0}{\overset{NN_\sigma }{}}}{\displaystyle \frac{\left(l+N_\sigma m\right)!}{l!}}{\displaystyle \frac{\left(NN_\sigma \right)!}{\left(Nm+1\right)!}}\right]B_m\right]`$
$`{\displaystyle _{\mathrm{}+\delta i}^{\mathrm{}+\delta i}}𝑑xf_0\left(x\right)\left[{\displaystyle \underset{n\sigma }{}}f_n\left(x\right)\right]{\displaystyle \underset{n\{1,\mathrm{},N\}\sigma }{}}\left[{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{dy_n}{2\pi i}}{\displaystyle \frac{1}{y_nx}}f_n\left(y_n\right)\right].`$ (F.2)
Using the following two relations which are easily shown,

$`{\displaystyle \underset{l=0}{\overset{n}{}}}{\displaystyle \frac{\left(l+m\right)!}{l!}}`$ $`=`$ $`{\displaystyle \frac{\left(n+m+1\right)!}{n!\left(m+1\right)}}`$ (F.3)
$`{\displaystyle \underset{m=0}{\overset{n}{}}}\left(1\right)^{nm}{\displaystyle \frac{n!}{\left(nm+1\right)!m!}}B_m`$ $`=`$ $`\delta _{n,0}`$ (F.4)
for (F.2), we obtain the the l.h.s. of (F.1).

## Appendix G  Alternative representation of the modified Jacobian

In this appendix, we show that

$`\left(2\pi \right)^{N_\zeta }\left|{\displaystyle \frac{I}{x}}\right|_{1,\zeta }\left(y\right)`$ $`=`$ $`\left[{\displaystyle \underset{\theta \zeta }{}}N_\theta \right]^1{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta \right)}{}}{\displaystyle \underset{\theta \zeta }{}}{\displaystyle \underset{s=1,1}{}}{\displaystyle \frac{sN_\theta }{sM_\theta \left(x_\theta y\right)i}}`$ (G.1)
$`\left[{\displaystyle \underset{\{\theta ^{},\theta ^{\prime \prime }\}\lambda \theta ^{},\theta ^{\prime \prime }\theta }{}}C(\theta ^{},\theta ^{\prime \prime })\right]\left[{\displaystyle \underset{\{\theta ,\theta ^{}\}\lambda }{}}E(\theta ,\theta ^{})\right]`$
is an alternative representation of the modified Jacobian (3.4). Here, $`C(\theta ,\theta ^{})`$ and $`E(\theta ,\theta ^{})`$ are defined in (D.9) and (D.10) respectively.

We can rewrite (3.4) as

$`\left(2\pi \right)^{N_\zeta }\left|{\displaystyle \frac{I}{x}}\right|_{1,\zeta }\left(y\right)`$ (G.2)
$`=`$ $`\left[{\displaystyle \underset{\theta \zeta }{}}N_\theta \right]^1{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta \right)}{}}{\displaystyle \underset{\theta \zeta }{}}\left[{\displaystyle \underset{\{\theta ^{},\theta ^{\prime \prime }\}\lambda \theta ^{},\theta ^{\prime \prime }\theta }{}}C(\theta ^{},\theta ^{\prime \prime })\right]{\displaystyle \frac{2N_\theta M_\theta }{M_\theta ^2+\left(x_\theta y\right)^2}}`$
$`{\displaystyle \underset{\zeta ^{}\{\theta ^{}|\{\theta ,\theta ^{}\}\lambda \}}{}}{\displaystyle \frac{1}{N_\zeta ^{}+1}}\left[{\displaystyle \underset{\theta ^{}\{\theta ^{}|\{\theta ,\theta ^{}\}\lambda \}\zeta ^{}}{}}C(\theta ,\theta ^{})\right]\left[{\displaystyle \underset{\theta ^{}\zeta ^{}}{}}{\displaystyle \frac{2N_\theta ^{}M_\theta ^{}}{M_\theta ^{}^2+\left(x_\theta ^{}y\right)^2}}\right]`$
$`=`$ $`\left[{\displaystyle \underset{\theta \zeta }{}}N_\theta \right]^1{\displaystyle \underset{\lambda \mathrm{\Lambda }_c\left(\zeta \right)}{}}{\displaystyle \underset{\theta \zeta }{}}{\displaystyle \underset{s=1,1}{}}{\displaystyle \frac{sN_\theta }{sM_\theta \left(x_\theta y\right)i}}\left[{\displaystyle \underset{\{\theta ^{},\theta ^{\prime \prime }\}\lambda \theta ^{},\theta ^{\prime \prime }\theta }{}}C(\theta ^{},\theta ^{\prime \prime })\right]`$
$`{\displaystyle \underset{\{\theta ,\theta ^{}\}\lambda }{}}\left[C(\theta ,\theta ^{})+{\displaystyle \frac{2N_\theta ^{}M_\theta ^{}}{M_\theta ^{}^2+\left(x_\theta ^{}x_\theta sM_\theta \right)^2}}\right].`$
In the first equality, we have changed the order of the sums. In the second equality, we have used the relation (H.1) proved in Appendix H. Applying a relation

$`K_{M_\theta ,M_\theta ^{}}\left(x_\theta x_\theta ^{}\right){\displaystyle \frac{2M_\theta ^{}}{M_\theta ^{}^2+\left(x_\theta ^{}x_\theta sM_\theta i\right)^2}}`$ (G.3)
$`=`$ $`K_{M_\theta 1,M_\theta ^{}}\left(x_\theta x_\theta ^{}si\right)+{\displaystyle \frac{2M_\theta ^{}}{M_\theta ^{}^2+\left(x_\theta x_\theta ^{}+s\left(M_\theta 2\right)i\right)^2}}`$
to (G.2), we obtain the r.h.s. of (G.1). In the relation (G.3), it is supposed that $`s`$ is $`\pm 1`$.

## Appendix H  A Proof of a fractional relation

In this appendix, we prove

$`{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \underset{\sigma \{1,\mathrm{},N\}\{n\}}{}}{\displaystyle \frac{1}{NN_\sigma }}\left[{\displaystyle \underset{m\sigma }{}}c_m\right]\left[{\displaystyle \underset{m\{1,\mathrm{},N\}\sigma }{}}{\displaystyle \frac{2a_md_m}{a_m^2+(yx_m)^2}}\right]`$ (H.1)
$`=`$ $`{\displaystyle \underset{s=\pm 1}{}}{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \frac{sd_n}{sa_n\left(x_ny\right)i}}{\displaystyle \underset{mn}{}}\left[c_m+{\displaystyle \frac{2a_md_m}{a_m^2+\left(x_mx_nsa_ni\right)^2}}\right],`$
where $`a_n`$, $`c_n`$, $`d_n`$, $`x_n`$ and $`y`$ are arbitrary numbers.

We first prove a relation

$`1`$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \underset{mn}{}}{\displaystyle \frac{s_ma_m\left(x_my\right)i}{\left(s_ma_ms_na_n\right)\left(x_mx_n\right)i}}.`$ (H.2)
We regard the r.h.s. as a polynomial of degree $`N1`$ with respect to $`y`$. It is clear that this relation holds on the $`N`$ points $`y=x_n+s_na_ni`$. Therefore, this equation is nothing but an identical equation. Dividing both sides of this identical equation by $`_n[a_ns_n\left(x_ny\right)i]d_n^1`$, we get

$`{\displaystyle \underset{n}{}}{\displaystyle \frac{s_nd_n}{s_na_n\left(x_ny\right)i}}`$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \frac{s_nd_n}{s_na_n\left(x_ny\right)i}}{\displaystyle \underset{mn}{}}{\displaystyle \frac{s_md_m}{\left(s_ma_ms_na_n\right)\left(x_mx_n\right)i}}.`$ (H.3)
Here, we restrict that $`s_n`$ is $`\pm 1`$. The sum of each side of this equation with respect to $`\{s_n\}`$ gives

$`{\displaystyle \underset{n}{}}{\displaystyle \frac{2a_nd_n}{a_n^2+(yx_n)^2}}`$ $`=`$ $`{\displaystyle \underset{s=\pm 1}{}}{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \frac{sd_n}{sa_n\left(x_ny\right)i}}{\displaystyle \underset{mn}{}}{\displaystyle \frac{2a_md_m}{a_m^2+\left(x_mx_nsa_ni\right)^2}}.`$ (H.4)
We are in a position to prove the main issue of this Appendix. Using (H.4) for the l.h.s. of (H.1), we get

$`{\displaystyle \underset{s=\pm 1}{}}{\displaystyle \underset{n=1}{\overset{N}{}}}{\displaystyle \frac{sd_n}{sa_n\left(x_ny\right)i}}{\displaystyle \underset{\sigma \{1,\mathrm{},N\}\{n\}}{}}[{\displaystyle \underset{m\sigma }{}}c_m][{\displaystyle \underset{m\{1,\mathrm{},N\}\{n\}\sigma }{}}{\displaystyle \frac{2a_md_m}{a_m^2+\left(x_mx_nsa_ni\right)^2}}].`$ (H.5)
Expanding the r.h.s. of (H.1), we also get (H.5). This completes a proof of (H.1).