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# Some Limit Theorems for Linear Oscillators with Noise in the Coefficients11footnote 1extended version including proofs of a contribution by V. B. at the Workshop ”Nonlinear and Stochastic Beam Dynamics in Accelerators - a Challenge to Theoretical and Computational Physics” Lüneburg (1997)

## 1 Linear Oscillator with Noise in the Coefficients

Starting point of our investigation is a nondegenerate ($`\omega _00`$) damped linear oscillator under the influence of noise

$`\ddot{x}+\epsilon (\gamma (t)+\epsilon \alpha )\dot{x}+\omega _0^2\left(1+{\displaystyle \frac{\epsilon }{\omega _0}}\eta (t)\right)x=\epsilon \omega _0\xi (t)`$ (1)
or written as a system of two first-order differential equations

$`\{\begin{array}{c}\dot{x}=\omega _0z\hfill \\ \\ \dot{z}=\omega _0x+\epsilon \left(\xi \gamma z\eta x\right)\epsilon ^2\alpha z\hfill \end{array}`$ (5)
$`\epsilon `$ is small parameter $`|\epsilon |<\mathrm{\hspace{0.25em}1}`$.

The $`\epsilon ^2`$ proportionality of the deterministic term in the damping part is connected with the fact that we will discuss the dynamics on time scales $`O(1/\epsilon ^2)`$ (it is the minimum time scale where the stochastic effects could essentially influence the dynamics of our oscillator). If the damping will be weaker it will not affect the dynamics and we can neglect it, and if it will be stronger it will completely change the picture of the dynamics, the typical time scales become exponentially large $`O(\mathrm{exp}(1/\epsilon ^a)),a>0`$ for positive damping and it will require other methods (see, for example ) that are beyond the scope of this paper.

Noise has been introduced in the damping part ($`\gamma (t)`$), as a modulation of the frequency $`\omega _0`$ ($`\eta (t)`$) and as an external driving force $`\xi (t)`$.

As a model of noise we shall take stochastic processes defined by the following scalar products

$`\eta (t)=\stackrel{}{b}(t)\stackrel{}{y}(t),\xi (t)=\stackrel{}{h}(t)\stackrel{}{y}(t),\gamma (t)=\stackrel{}{d}(t)\stackrel{}{y}(t)`$
with nonrandom $`n`$-dimensional vectors $`\stackrel{}{b}`$, $`\stackrel{}{h}`$ and $`\stackrel{}{d}`$ which are quasiperiodic in $`t`$ and which can be expanded into Fourier series

$`\stackrel{}{b}(t)={\displaystyle \underset{m=\mathrm{}}{\overset{+\mathrm{}}{}}}\stackrel{}{b}_m\mathrm{exp}(i\nu _mt),\stackrel{}{b}_m=\left(\stackrel{}{b}_m\right)^{}`$
$`\stackrel{}{h}(t)={\displaystyle \underset{m=\mathrm{}}{\overset{+\mathrm{}}{}}}\stackrel{}{h}_m\mathrm{exp}(i\nu _mt),\stackrel{}{h}_m=\left(\stackrel{}{h}_m\right)^{}`$
$`\stackrel{}{d}(t)={\displaystyle \underset{m=\mathrm{}}{\overset{+\mathrm{}}{}}}\stackrel{}{d}_m\mathrm{exp}(i\nu _mt),\stackrel{}{d}_m=\left(\stackrel{}{d}_m\right)^{}`$
with real frequencies $`\nu _m`$ satisfying the condition

$`\nu _l+\nu _m=\mathrm{\hspace{0.25em}0}m+l=\mathrm{\hspace{0.25em}0}.`$
In the main part of this paper the vector $`\stackrel{}{y}(t)R^n`$ is assumed to be a solution of the linear system of Ito’s stochastic differential equations

$`d\stackrel{}{y}=A\stackrel{}{y}dt+Bd\stackrel{}{w}(t)`$ (6)
where $`A`$ and $`B`$ are ($`n\times n`$) and ($`n\times r`$) real constant matrices respectively, and $`\stackrel{}{w}(t)`$ is an $`r`$-dimensional Brownian motion, other choices for the noise model will be described later on.

As smoothness properties of the vector functions $`\stackrel{}{b}`$, $`\stackrel{}{h}`$ and $`\stackrel{}{d}`$ we shall require the convergence of the series 222 For a complex vector $`\stackrel{}{w}C^n`$ we use the usual spherical norm $`|\stackrel{}{w}|=\sqrt{\stackrel{}{w}\stackrel{}{w}}=\sqrt{w_1w_1^{}+\mathrm{}+w_nw_n^{}}`$ and for a ($`n\times n`$) matrices with complex coefficients we shall use the norm $`|M|=\sqrt{\lambda }`$ where $`\lambda `$ is the greatest eigenvalue of the matrix $`M^{}M`$, which is compatible with the spherical norm for vectors.

$`{\displaystyle \underset{m=\mathrm{}}{\overset{+\mathrm{}}{}}}|\nu _m|^p\left(\left|\stackrel{}{b}_m\right|+\left|\stackrel{}{h}_m\right|+\left|\stackrel{}{d}_m\right|\right)<\mathrm{},p=\mathrm{\hspace{0.25em}0},1`$ (7)
We denote

$`F=\{pZ:|\stackrel{}{b}_p|+|\stackrel{}{h}_p|+|\stackrel{}{d}_p|\mathrm{\hspace{0.25em}0}\}`$
and introduce

$`F_k=\{(p,q)F\times F:|\nu _p+\nu _qk\omega _0|\mathrm{\hspace{0.25em}0}\}.`$
Besides the smoothness condition (7) we also require

$`\underset{k\{0,1,2,3,4\}}{\mathrm{min}}\underset{(p,q)F_k}{inf}|\nu _p+\nu _qk\omega _0|\delta _f^2>\mathrm{\hspace{0.33em}0}.`$ (8)
The condition (8) does not exclude resonances but requires them to be isolated. This can be easily changed to some kind of Diophantine conditions with increasing smoothness properties (7). Note that (8) is always satisfied for periodic functions (i.e. $`\nu _p=p\nu `$) and for finite trigonometrical polynomials with arbitrary frequencies.

In this paper we will assume that all eigenvalues $`\lambda _k`$ of the matrix $`A`$ in (6) have negative real parts, i.e.

$`Re\lambda _k\delta _s^2<\mathrm{\hspace{0.33em}0},k=1,\mathrm{},n`$ (9)
From this it follows (see, for example ) that if the initial random vector $`\stackrel{}{y}_0`$, independent of the $`r`$-dimensional Brownian motion $`\stackrel{}{w}(t)\stackrel{}{w}(0)`$ for $`\mathrm{\hspace{0.33em}0}<t<\mathrm{}`$, has a normal distribution with mean value $`\stackrel{}{y}_0=\stackrel{}{0}`$ and covariance matrix

$`\stackrel{}{y}_0\stackrel{}{y}_0^{}={\displaystyle \underset{0}{\overset{\mathrm{}}{}}}\mathrm{exp}(\tau A)BB^{}\mathrm{exp}(\tau A^{})𝑑\tau \stackrel{\mathrm{def}}{=}D`$
then the solution of (6) $`\stackrel{}{y}(t,\stackrel{}{y}_0)`$ is a stationary, zero-mean Gaussian process, with covariance function

$`\rho (\tau )=\{\begin{array}{ccc}\mathrm{exp}(\tau A)D\hfill & ;\hfill & \tau 0\hfill \\ & & \\ D\mathrm{exp}(\tau A^{})\hfill & ;\hfill & \tau 0\hfill \end{array}`$ (13)
Although, later on we shall not restrict the initial conditions for $`\stackrel{}{y}`$ in our noise model to be equal to the above mentioned initial conditions generating stationary solutions of the system (6) 333For simplicity we even shall take the initial condition to be a point in $`n`$-dimensional Euclidean space, but if one will follow the proofs of the theorems it will be clear that all results of this paper will be correct if we use as initial condition an arbitrary random vector, independent of the $`r`$-dimensional Brownian motion $`\stackrel{}{w}(t)\stackrel{}{w}(0)`$ for $`0<t<\mathrm{}`$, additionally assuming that some moments of $`\stackrel{}{y}_0`$ are finite., all results will nevertheless be expressed in terms of the spectral density associated with the covariance function (13) $`\mathrm{\Psi }(\omega )=\mathrm{\Psi }_c(\omega )i\mathrm{\Psi }_s(\omega )`$ where 444Note that if the matrices $`A`$ and $`B^1`$ commute we use notation $`\frac{A}{B}`$ for the product $`AB^1`$.

$`\mathrm{\Psi }_c(\omega )={\displaystyle \underset{0}{\overset{\mathrm{}}{}}}\mathrm{cos}(\omega \tau )\rho (\tau )𝑑\tau ={\displaystyle \frac{A}{A^2+\omega ^2I}}D`$
$`\mathrm{\Psi }_s(\omega )={\displaystyle \underset{0}{\overset{\mathrm{}}{}}}\mathrm{sin}(\omega \tau )\rho (\tau )d\tau ={\displaystyle \frac{\omega I}{A^2+\omega ^2I}}D`$
For further purposes let us note that independently from real $`\omega `$ the norm of the matrix $`\mathrm{\Psi }(\omega )`$ admits the estimate

$`\left|\mathrm{\Psi }(\omega )\right|\overline{C}`$ (14)
where $`\overline{C}`$ is some positive constant whose exact value depends on $`\delta _s^2`$ and $`\left|BB^{}\right|`$ and is unimportant for us.

## 2 Special Basis in the Space of Polynomials

Often, the influence of noise in systems such as (1) is studied by considering its influence on the unperturbed invariants of motion such as energy

$`r={\displaystyle \frac{1}{2}}\left(x^2+z^2\right)`$
or functions of the energy. For our later study of arbitrary moments we introduce a special time dependent (non-autonomous) basis in the space of polynomials.

For all nonnegative integers $`m`$, $`k`$ we define

$`I_{m,k}=\mathrm{exp}\left(i(mk)\omega _0t\right)\left({\displaystyle \frac{x+iz}{2}}\right)^m\left({\displaystyle \frac{xiz}{2}}\right)^k`$
It is easy to check that the functions introduced above admit the following properties

$`\begin{array}{cc}𝐚.\hfill & \left(\frac{}{t}+\omega _0\left(z\frac{}{x}x\frac{}{z}\right)\right)I_{m,k}=\mathrm{\hspace{0.25em}0}\hfill \\ & \\ 𝐛.\hfill & I_{m_1,k_1}I_{m_2,k_2}=I_{m_1+m_2,k_1+k_2}\hfill \\ & \\ 𝐜.\hfill & I_{m,k}=I_{k,m}^{}\hfill \\ & \\ 𝐝.\hfill & I_{m,m}=\left(\frac{r}{2}\right)^m\hfill \\ & \\ 𝐞.\hfill & |I_{m,k}|^2=I_{m,k}I_{m,k}^{}=\left(\frac{r}{2}\right)^{m+k}\hfill \end{array}`$ (24)
Representing $`x`$ and $`z`$ as

$`x={\displaystyle \frac{x+iz}{2}}+{\displaystyle \frac{xiz}{2}}=\mathrm{exp}(i\omega _0t)I_{0,\mathrm{\hspace{0.25em}1}}+\mathrm{exp}(i\omega _0t)I_{1,\mathrm{\hspace{0.25em}0}}`$
$`z={\displaystyle \frac{x+iz}{2i}}{\displaystyle \frac{xiz}{2i}}=i\mathrm{exp}(i\omega _0t)I_{0,\mathrm{\hspace{0.25em}1}}i\mathrm{exp}(i\omega _0t)I_{1,\mathrm{\hspace{0.25em}0}}`$
and using property b we can express $`x^{mk}z^k`$ ($`0km`$) with the help of the binomial theorem in the form of a linear combination of the functions $`I_{p,q}`$

$`x^{mk}z^k=(i)^k`$
$`{\displaystyle \underset{p=\mathrm{\hspace{0.25em}0}}{\overset{mk}{}}}{\displaystyle \underset{q=\mathrm{\hspace{0.25em}0}}{\overset{k}{}}}(1)^q\left(\begin{array}{c}mk\\ p\end{array}\right)\left(\begin{array}{c}k\\ q\end{array}\right)\mathrm{exp}(i(m2(p+q))\omega _0t)I_{p+q,m(p+q)}.`$ (29)
For $`mk`$ $`I_{m,k}`$ are functions with complex values. However, we can also use as basis real valued functions $`U_{m,k}`$ and $`V_{m,k}`$ which are defined by

$`U_{m,k}={\displaystyle \frac{I_{m,k}+I_{k,m}}{2}}=U_{k,m},V_{m,k}={\displaystyle \frac{I_{m,k}I_{k,m}}{2i}}=V_{k,m}.`$
Note further that the functions $`U_{m,k}`$ and $`V_{m,k}`$ can be easily expressed through the real valued functions $`\overline{U}_{m,k}`$ and $`\overline{V}_{m,k}`$

$`\overline{U}_{m,k}={\displaystyle \frac{\left(\frac{x+iz}{2}\right)^m\left(\frac{xiz}{2}\right)^k+\left(\frac{x+iz}{2}\right)^k\left(\frac{xiz}{2}\right)^m}{2}}`$
$`\overline{V}_{m,k}={\displaystyle \frac{\left(\frac{x+iz}{2}\right)^m\left(\frac{xiz}{2}\right)^k\left(\frac{x+iz}{2}\right)^k\left(\frac{xiz}{2}\right)^m}{2i}}`$
which do not depend on time $`t`$ with help of the following simple formula

$`\left(\begin{array}{c}U_{m,k}\\ \\ V_{m,k}\end{array}\right)=\left(\begin{array}{cc}\hfill \mathrm{cos}((mk)\omega _0t)& \hfill \mathrm{sin}((mk)\omega _0t)\\ & \\ \hfill \mathrm{sin}((mk)\omega _0t)& \hfill \mathrm{cos}((mk)\omega _0t)\end{array}\right)\left(\begin{array}{c}\overline{U}_{m,k}\\ \\ \overline{V}_{m,k}\end{array}\right)`$ (39)
## 3 Stopped Process

Although a suitable choice for $`A`$ and $`B`$ in (6) allows one to approximate a wide range of spectral functions (with appropriate choice of $`A`$ and $`B`$ one can obtain for the $`y_1`$ component of the vector $`\stackrel{}{y}`$ every spectral function which is the ratio of two polynomials), the solution of this equation has the disadvantage that it also allows with positive probability arbitrary big excursions during finite fixed time intervals. In order to remove this effect and also to apply our proof technique we have to freeze and truncate the process.

Let $`c(\epsilon )`$ be some positive function of $`\epsilon `$ defined on the set $`\epsilon \mathrm{\hspace{0.17em}0}`$. For every natural $`m`$ and for every point $`\stackrel{}{y}_0R^n`$ we introduce a random value

$`\tau _m^\epsilon =\tau _m^\epsilon (\stackrel{}{y}_0)=inf\{t0:(t,\stackrel{}{y}(t))[0,m)\times \{\stackrel{}{y}:|\stackrel{}{y}|<c(\epsilon )\}\}`$
where $`\stackrel{}{y}(t)`$ is the solution of the system (6) which with probability one satisfies the initial condition $`\stackrel{}{y}(0)=\stackrel{}{y}_0`$. So with probability one for $`m_1m_2`$

$`0\tau _{m_1}^\epsilon \tau _{m_2}^\epsilon .`$
Then with probability one there exists a limit (finite or infinite) when $`m\mathrm{}`$ of the sequence $`\tau _m^\epsilon `$ which we will denote as

$`\tau ^\epsilon (\stackrel{}{y}_0)\stackrel{\mathrm{def}}{=}\underset{m\mathrm{}}{lim}\tau _m^\epsilon (\stackrel{}{y}_0).`$
In other words $`\tau ^\epsilon (\stackrel{}{y}_0)`$ is the exit time from an open ball $`|\stackrel{}{y}|<c(\epsilon )`$ for the solution of (6) starting with probability one from initial point $`\stackrel{}{y}_0`$. Note that if the matrix $`BB^{}`$ is nondegenerate then this exit time is finite with probability one.

The joint solution of the systems (5), (6) $`(x(t),z(t),\stackrel{}{y}(t))`$ is a Markovian diffusion process in ($`n+2`$)-dimensional Euclidean space. Let $`s_t^\epsilon =\mathrm{min}\{t,\tau ^\epsilon \}`$. For the noise model (6) for reasons which we explained above we shall not study the moments of the stochastic process $`(x(t),z(t),\stackrel{}{y}(t))`$, but the moments of the stochastic process $`(x(s_t^\epsilon ),z(s_t^\epsilon ),\stackrel{}{y}(s_t^\epsilon ))`$ (stopped process). We shall use the time scale $`O\left(\epsilon ^2\right)`$ and the difference between $`t`$ and $`s_t^\epsilon `$ for this time scale can be estimated with the help of the following

Theorem A:  There exist positive constants $`a`$ and $`b`$ so that for any initial point $`\stackrel{}{y}_0`$ and for any positive $`L`$

$`P\left(\tau ^\epsilon <{\displaystyle \frac{L}{\epsilon ^2}}\right)\left(\mathrm{exp}(a|\stackrel{}{y}_0|^2)+a{\displaystyle \frac{L}{\epsilon ^2}}\right)\mathrm{exp}(bc^2(\epsilon ))`$ (40)
Rewriting the left hand side of the inequality (40) in the form

$`P\left(\tau ^\epsilon <{\displaystyle \frac{L}{\epsilon ^2}}\right)=P\left(\underset{0tL/\epsilon ^2}{\mathrm{max}}\left|ts_t^\epsilon \right|>\mathrm{\hspace{0.25em}0}\right)`$
we see that on the time scale considered the measure of the set where $`ts_t^\epsilon `$ will go to zero as $`\epsilon \mathrm{\hspace{0.25em}0}`$ if $`c^2(\epsilon )\mathrm{}`$ faster then $`b^1\mathrm{log}\left(\epsilon ^2\right)`$. On the other hand to apply the technique of our proof we require that

$`\underset{\epsilon 0}{lim}\epsilon c^3(\epsilon )=0`$
so that we can not allow $`c(\epsilon )`$ go to infinity too fast.

## 4 Asymptotic Behaviour of Moments

Let us introduce functions $`\overline{c}_l(m,k)`$ of integer arguments $`m,k\mathrm{\hspace{0.25em}0}`$ with the help of

$`\overline{c}_1(m,k)={\displaystyle \frac{m}{4}}({\displaystyle \underset{\nu _l\nu _p=\omega _0}{}}\{\text{}(m1)\mathrm{\Psi }^{}(\omega _0+\nu _p)\stackrel{}{h}_p(\stackrel{}{b}_l+i\stackrel{}{d}_l)`$
$`(k+1)\mathrm{\Psi }^{}(2\omega _0+\nu _p)\left(\stackrel{}{b}_p+i\stackrel{}{d}_p\right)\stackrel{}{h}_l`$
$`k\mathrm{\Psi }^{}(\nu _p)(\stackrel{}{b}_p+i\stackrel{}{d}_p)\stackrel{}{h}_lk\mathrm{\Psi }^{}(\omega _0+\nu _p)\stackrel{}{h}_p(\stackrel{}{b}_li\stackrel{}{d}_l)\text{}\}+`$
$`+{\displaystyle \underset{\nu _l\nu _p=\omega _0}{}}\{\text{}m\mathrm{\Psi }^{}(\nu _p)(\stackrel{}{b}_p^{}i\stackrel{}{d}_p^{})\stackrel{}{h}_l^{}k\mathrm{\Psi }^{}(\omega _0+\nu _p)\stackrel{}{h}_p^{}(\stackrel{}{b}_l^{}i\stackrel{}{d}_l^{})\text{}\})`$
$`\overline{c}_2(m,k)={\displaystyle \frac{m(m1)}{4}}{\displaystyle \underset{\nu _l\nu _p=\mathrm{\hspace{0.25em}2}\omega _0}{}}\mathrm{\Psi }^{}(\omega _0+\nu _p)\stackrel{}{h}_p\stackrel{}{h}_l`$
$`\overline{c}_3(m,k)={\displaystyle \frac{m(m1)}{4}}{\displaystyle \underset{\nu _l\nu _p=\mathrm{\hspace{0.25em}3}\omega _0}{}}\{\text{}\mathrm{\Psi }^{}(\omega _0+\nu _p)\stackrel{}{h}_p(\stackrel{}{b}_li\stackrel{}{d}_l)+`$
$`+\mathrm{\Psi }^{}(2\omega _0+\nu _p)(\stackrel{}{b}_p+i\stackrel{}{d}_p)\stackrel{}{h}_l\text{}\}`$
$`\overline{c}_4(m,k)={\displaystyle \frac{m(m1)}{4}}{\displaystyle \underset{\nu _l\nu _p=\mathrm{\hspace{0.25em}4}\omega _0}{}}\mathrm{\Psi }^{}(2\omega _0+\nu _p)\left(\stackrel{}{b}_p+i\stackrel{}{d}_p\right)\left(\stackrel{}{b}_li\stackrel{}{d}_l\right)`$
$`\overline{c}_5(m,k)={\displaystyle \frac{m}{4}}({\displaystyle \underset{\nu _l\nu _p=\mathrm{\hspace{0.25em}2}\omega _0}{}}\{\text{}k\mathrm{\Psi }^{}(\nu _p)(\stackrel{}{b}_p+i\stackrel{}{d}_p)(\stackrel{}{b}_li\stackrel{}{d}_l)+`$
$`+(k+1)\mathrm{\Psi }^{}(2\omega _0+\nu _p)\left(\stackrel{}{b}_p+i\stackrel{}{d}_p\right)\left(\stackrel{}{b}_li\stackrel{}{d}_l\right)`$
$`(m1)\mathrm{\Psi }^{}(2\omega _0+\nu _p)(\stackrel{}{b}_p+i\stackrel{}{d}_p)(\stackrel{}{b}_l+i\stackrel{}{d}_l)\text{}\}`$
$`{\displaystyle \underset{\nu _l\nu _p=2\omega _0}{}}m\mathrm{\Psi }^{}(\nu _p)(\stackrel{}{b}_p^{}i\stackrel{}{d}_p^{})(\stackrel{}{b}_l^{}i\stackrel{}{d}_l^{}))`$
$`\overline{c}_6(m,k)={\displaystyle \frac{mk}{4}}{\displaystyle \underset{p=\mathrm{}}{\overset{\mathrm{}}{}}}\left[\text{}\mathrm{\Psi }(\omega _0+\nu _p)+\mathrm{\Psi }^{}(\omega _0+\nu _p)\right]\stackrel{}{h}_p\stackrel{}{h}_p`$
$`\overline{c}_7(m,k)=`$
$`{\displaystyle \frac{m+k}{2}}\alpha +{\displaystyle \underset{p=\mathrm{}}{\overset{\mathrm{}}{}}}\{{\displaystyle \frac{mk}{4}}[\text{}\mathrm{\Psi }(\nu _p)+\mathrm{\Psi }^{}(\nu _p)](\stackrel{}{b}_p+i\stackrel{}{d}_p)(\stackrel{}{b}_p+i\stackrel{}{d}_p)`$
$`{\displaystyle \frac{m^2}{4}}\mathrm{\Psi }(\nu _p)\left(\stackrel{}{b}_pi\stackrel{}{d}_p\right)\left(\stackrel{}{b}_p+i\stackrel{}{d}_p\right){\displaystyle \frac{k^2}{4}}\mathrm{\Psi }^{}(\nu _p)\left(\stackrel{}{b}_p+i\stackrel{}{d}_p\right)\left(\stackrel{}{b}_pi\stackrel{}{d}_p\right)+`$
$`+[{\displaystyle \frac{(m+1)k}{4}}\mathrm{\Psi }(2\omega _0+\nu _p)+{\displaystyle \frac{m(k+1)}{4}}\mathrm{\Psi }^{}(2\omega _0+\nu _p)](\stackrel{}{b}_p+i\stackrel{}{d}_p)(\stackrel{}{b}_p+i\stackrel{}{d}_p)\}`$
By using (7) and (14) it is not hard to show that $`c_l(m,k)`$ are correctly defined because the series converge absolutely for every fixed values of $`m`$ and $`k`$.

Now in correspondence with an arbitrary two index array $`a_{m,k}`$ and nonnegative integer $`N`$

$`m,k\mathrm{\hspace{0.33em}0},m+kN`$
we define a vector $`\stackrel{}{𝒱}(a_{m,k};N)`$ with $`(N+1)(N+2)/2`$ components with the help of the rule

$`𝒱_l(a_{m,k};N)=a_{m,k},l={\displaystyle \frac{(m+k)(m+k+1)}{2}}+k+\mathrm{\hspace{0.25em}1}`$
This ordering corresponds to the following ordering of the elements of the array $`a_{m,k}`$ (take by rows)

$`\begin{array}{ccccc}a_{0,\mathrm{\hspace{0.25em}0}}\hfill & & & & \\ a_{1,\mathrm{\hspace{0.25em}0}}\hfill & a_{0,\mathrm{\hspace{0.25em}1}}\hfill & & & \\ a_{2,\mathrm{\hspace{0.25em}0}}\hfill & a_{1,\mathrm{\hspace{0.25em}1}}\hfill & a_{0,\mathrm{\hspace{0.25em}2}}\hfill & & \\ \mathrm{}\hfill & & & & \\ a_{N,\mathrm{\hspace{0.25em}0}}\hfill & a_{N1,\mathrm{\hspace{0.25em}1}}\hfill & a_{N2,\mathrm{\hspace{0.25em}2}}\hfill & \mathrm{}\hfill & a_{0,N}\hfill \end{array}`$ (46)
Consider now the system of ordinary differential equations with constant coefficients

$`{\displaystyle \frac{d}{d\tau }}\stackrel{}{𝒱}(a_{m,k};N)=\overline{𝒦}_N\stackrel{}{𝒱}(a_{m,k};N)`$ (47)
generated with the help of the rule

$`\begin{array}{cccccc}\frac{d}{d\tau }a_{m,k}\hfill & =\hfill & \overline{c}_2(m,k)a_{m2,k}\hfill & +\hfill & \overline{c}_2^{}(k,m)a_{m,k2}\hfill & +\hfill \\ & & & & & \\ & & \overline{c}_1(m,k)a_{m1,k}\hfill & +\hfill & \overline{c}_1^{}(k,m)a_{m,k1}\hfill & +\hfill \\ & & & & & \\ & & \overline{c}_3(m,k)a_{m2,k+1}\hfill & +\hfill & \overline{c}_3^{}(k,m)a_{m+1,k2}\hfill & +\hfill \\ & & & & & \\ & & \overline{c}_4(m,k)a_{m2,k+2}\hfill & +\hfill & \overline{c}_4^{}(k,m)a_{m+2,k2}\hfill & +\hfill \\ & & & & & \\ & & \overline{c}_5(m,k)a_{m1,k+1}\hfill & +\hfill & \overline{c}_5^{}(k,m)a_{m+1,k1}\hfill & +\hfill \\ & & & & & \\ & & \overline{c}_6(m,k)a_{m1,k1}\hfill & +\hfill & \overline{c}_7(m,k)a_{m,k}\hfill & \end{array}`$ (59)
where on the right hand side of (59) we take into account only terms with nonnegative indices.

Theorem B:  Let the function $`c(\epsilon )`$ satisfy the condition

$`\underset{\epsilon 0}{lim}\epsilon c^3(\epsilon )=0`$
Then for arbitrary initial points $`x_0`$, $`z_0`$, $`\stackrel{}{y}_0`$, and for arbitrary nonnegative integer $`N`$ and positive $`L`$

$`\underset{\epsilon 0}{lim}\underset{0tL/\epsilon ^2}{\mathrm{max}}\left|\overline{}_N^1(\epsilon ^2s_t^\epsilon )\stackrel{}{𝒱}(I_{m,k}(s_t^\epsilon );N)\stackrel{}{𝒱}(I_{m,k}(0);N)\right|=0`$
where the matrix $`\overline{}_N(\tau )`$ is the fundamental matrix solution of the system of linear ordinary differential equations with constant coefficients (47).

Remark 1:  For further purposes it is important to note that the statement of the theorem B can also be written in the form

$`\underset{\epsilon 0}{lim}\underset{0tL/\epsilon ^2}{\mathrm{max}}\left|\stackrel{}{a}_N(\epsilon ^2s_t^\epsilon )\stackrel{}{𝒱}(I_{m,k}(s_t^\epsilon ),N)\stackrel{}{a}_N(0)\stackrel{}{𝒱}(I_{m,k}(0),N)\right|=0`$
where $`\stackrel{}{a}_N(\tau )`$ is an arbitrary $`(N+1)(N+2)/2`$-dimensional vector satisfying

$`{\displaystyle \frac{d\stackrel{}{a}_N}{d\tau }}=\overline{𝒦}_N^{}\stackrel{}{a}_N`$ (60)
Remark 2:  For physical applications one can neglect the small difference between $`t`$ and $`s_t^\epsilon `$ (see theorem A)and we have

$`\stackrel{}{𝒱}(I_{m,k}(t),N)\overline{}_N(\epsilon ^2t)\stackrel{}{𝒱}(I_{m,k}(0),N)`$
## 5 Nonresonant Case

Let us now define what we mean by nonresonant.

Definition:  We shall say that there are no resonances of order $`m\mathrm{\hspace{0.25em}0}`$ if for all integers $`p`$, $`q`$ such that $`(p,q)F\times F`$

$`m\omega _0\nu _p+\nu _q`$
Definition:  We shall say that there are no resonances up to order $`m\mathrm{\hspace{0.25em}0}`$ if for all integers $`p`$, $`q`$ such that $`(p,q)F\times F`$

$`k\omega _0\nu _p+\nu _q\text{for}k=\mathrm{\hspace{0.25em}1},\mathrm{},m`$
In the nonresonant case only the values of $`\overline{c}_6(m,k)`$ and $`\overline{c}_7(m,k)`$ will be different from zero. Introduce for them special notations

$`𝒜_{m,k}=\overline{c}_7(m,k),𝒞_{m,k}=\overline{c}_6(m,k)`$
Note that $`𝒞_{m,k}`$ is a symmetrical function of its arguments, i.e. $`𝒞_{m,k}=𝒞_{k,m}`$ and it is also a real valued function i.e. $`𝒞_{m,k}=𝒞_{m,k}^{}`$, and the function $`𝒜_{m,k}`$ satisfies $`𝒜_{m,k}=𝒜_{k,m}^{}`$.

For the following let us also introduce special notations for the real and imaginary parts of $`𝒜_{m,k}`$

$`\overline{𝒜}_{m,k}={\displaystyle \frac{𝒜_{m,k}+𝒜_{k,m}}{2}},\overline{}_{m,k}={\displaystyle \frac{𝒜_{m,k}𝒜_{k,m}}{2i}}`$
We shall call $`\overline{𝒜}_{m,k}`$ and $`\overline{}_{m,k}`$ for reasons which will become clear later diffusion coefficient and tune shift respectively. Note that $`\overline{𝒜}_{m,m}=𝒜_{m,m}`$ and $`\overline{}_{m,m}=\mathrm{\hspace{0.25em}0}`$.

Theorem C:  Let there be no resonances up to order $`4`$ and let the function $`c(\epsilon )`$ satisfy the condition

$`\underset{\epsilon 0}{lim}\epsilon c^3(\epsilon )=0`$
Then for any initial points $`x_0`$, $`z_0`$, $`\stackrel{}{y}_0`$, for any nonnegative integers $`m`$, $`k`$ and for any positive $`L`$

$`\underset{\epsilon 0}{lim}\underset{0tL/\epsilon ^2}{\mathrm{max}}\left|{\displaystyle \underset{p=0}{\overset{q}{}}}a_p^{m,k}(\epsilon ^2s_t^\epsilon )I_{mp,kp}(s_t^\epsilon ){\displaystyle \underset{p=0}{\overset{q}{}}}a_p^{m,k}(0)I_{mp,kp}(0)\right|=\mathrm{\hspace{0.33em}0}`$
where $`q=\mathrm{min}\{m,k\}`$ and the functions $`a_p^{m,k}(\tau )`$ are an arbitrary solution of the system of linear ordinary differential equations with constant coefficients

$`{\displaystyle \frac{da_0^{m,k}}{d\tau }}=𝒜_{m,k}a_0^{m,k}`$
$`{\displaystyle \frac{da_p^{m,k}}{d\tau }}=𝒜_{mp,kp}a_p^{m,k}𝒞_{mp+1,kp+1}a_{p1}^{m,k}`$
$`p=\mathrm{\hspace{0.33em}1},\mathrm{},q`$
The proof of this theorem can be obtained from the remark to the theorem B with help of some straightforward calculations.

Remark 1:  We would like to note that for the study of the behaviour of first order moments (i.e. when $`m+k=\mathrm{\hspace{0.25em}1}`$) we actually need to avoid resonances in theorem B up to order 2 only.

Remark 2:  The general solution of the system of differential equations for the coefficients $`a_p^{m,k}`$ has the form

$`a_0^{m,k}(\tau )=a_0^{m,k}(0)\mathrm{exp}\left(𝒜_{m,k}\tau \right)`$
$`a_p^{m,k}(\tau )=(a_p^{m,k}(0)𝒞_{mp+1,kp+1}{\displaystyle \underset{0}{\overset{\tau }{}}}a_{p1}^{m,k}(\zeta )\mathrm{exp}\left(𝒜_{mp,kp}\zeta \right)d\zeta )`$
$`\mathrm{exp}\left(𝒜_{mp,kp}\tau \right)`$
$`p=\mathrm{\hspace{0.33em}1},\mathrm{},q`$
Choosing the initial conditions

$`a_0^{m,k}(0)=\mathrm{\hspace{0.33em}1},a_p^{m,k}(0)=\mathrm{\hspace{0.33em}0},p=\mathrm{\hspace{0.33em}1},\mathrm{},q`$
the statement of the theorem C can be rewritten in the form

$`\underset{\epsilon 0}{lim}\underset{0tL/\epsilon ^2}{\mathrm{max}}`$
$`\left|\mathrm{exp}(\epsilon ^2𝒜_{m,k}s_t^\epsilon )I_{m,k}(s_t^\epsilon )\left(I_{m,k}(0){\displaystyle \underset{p=1}{\overset{q}{}}}a_p^{m,k}(\epsilon ^2s_t^\epsilon )I_{mp,kp}(s_t^\epsilon )\right)\right|=0`$
In the case when $`mk`$ we can use the real valued functions $`U_{m,k}`$ and $`V_{m,k}`$ instead of the complex valued $`I_{m,k}`$. Due to the symmetries $`U_{m,k}=U_{k,m}`$ and $`V_{m,k}=V_{k,m}`$ it is enough to consider only the case when $`m>k`$. So we have

Corollary 1:  Let there be no resonances up to order $`4`$ and let the function $`c(\epsilon )`$ satisfy the condition

$`\underset{\epsilon 0}{lim}\epsilon c^3(\epsilon )=0`$
Then for any initial points $`x_0`$, $`z_0`$, $`\stackrel{}{y}_0`$, for any nonnegative integers $`m,k`$ satisfying $`m>k`$, and for any positive $`L`$

$`\underset{\epsilon 0}{lim}\underset{0tL/\epsilon ^2}{\mathrm{max}}\left|{\displaystyle \underset{p=0}{\overset{k}{}}}M_p^{m,k}(\epsilon ^2s_t^\epsilon )\stackrel{}{W}_p^{m,k}(s_t^\epsilon ){\displaystyle \underset{p=0}{\overset{k}{}}}M_p^{m,k}(0)\stackrel{}{W}_p^{m,k}(0)\right|=0`$
where

$`\stackrel{}{W}_p^{m,k}(\tau )=\left(\begin{array}{c}U_{mp,kp}(\tau )\\ \\ V_{mp,kp}(\tau )\end{array}\right),M_p^{m,k}(\tau )=\left(\begin{array}{cc}\hfill \alpha _p^{m,k}(\tau )& \hfill \beta _p^{m,k}(\tau )\\ & \\ \hfill \beta _p^{m,k}(\tau )& \hfill \alpha _p^{m,k}(\tau )\end{array}\right)`$ (67)
and the functions $`\alpha _p^{m,k}(\tau )`$ and $`\beta _p^{m,k}(\tau )`$ are an arbitrary real solution of the system of linear ordinary differential equations with constant coefficients

$`{\displaystyle \frac{d}{d\tau }}\left(\begin{array}{c}\alpha _0^{m,k}\\ \\ \beta _0^{m,k}\end{array}\right)=\overline{R}_0^{m,k}\left(\begin{array}{c}\alpha _0^{m,k}\\ \\ \beta _0^{m,k}\end{array}\right)`$ (74)
$`{\displaystyle \frac{d}{d\tau }}\left(\begin{array}{c}\alpha _p^{m,k}\\ \\ \beta _p^{m,k}\end{array}\right)=\overline{R}_p^{m,k}\left(\begin{array}{c}\alpha _p^{m,k}\\ \\ \beta _p^{m,k}\end{array}\right)𝒞_{mp+1,kp+1}\left(\begin{array}{c}\alpha _{p1}^{m,k}\\ \\ \beta _{p1}^{m,k}\end{array}\right)`$ (84)
$`p=\mathrm{\hspace{0.33em}1},\mathrm{},k`$
$`\overline{R}_p^{m,k}=\left(\begin{array}{cc}\hfill \overline{𝒜}^{mp,kp}& \hfill \overline{}^{mp,kp}\\ & \\ \hfill \overline{}^{mp,kp}& \hfill \overline{𝒜}^{mp,kp}\end{array}\right)`$ (88)
For the important particular case when we do not have an external noise in our system, i.e. $`\xi (t)\mathrm{\hspace{0.25em}0}`$ (that means that we can put $`\stackrel{}{h}(t)\stackrel{}{0}`$ and hence all $`𝒞_{m,k}=\mathrm{\hspace{0.25em}0}`$) the differential equations defining the functions $`a_p^{m,m}`$, $`\alpha _p^{m,k}`$ and $`\beta _p^{m,k}`$ admit the simple solution

$`a_0^{m,m}(\tau )=\mathrm{exp}(\overline{𝒜}_{m,m}\tau )a_0^{m,m}(0)`$
$`\left(\begin{array}{c}\alpha _0^{m,k}(\tau )\\ \\ \beta _0^{m,k}(\tau )\end{array}\right)=\mathrm{exp}(\overline{𝒜}_{m,k}\tau )\left(\begin{array}{cc}\hfill \mathrm{cos}(\overline{}_{m,k}\tau )& \hfill \mathrm{sin}(\overline{}_{m,k}\tau )\\ & \\ \hfill \mathrm{sin}(\overline{}_{m,k}\tau )& \hfill \mathrm{cos}(\overline{}_{m,k}\tau )\end{array}\right)\left(\begin{array}{c}\alpha _0^{m,k}(0)\\ \\ \beta _0^{m,k}(0)\end{array}\right)`$ (98)
$`a_p^{m,m}(\tau )\mathrm{\hspace{0.25em}0},\alpha _p^{m,k}(\tau )\mathrm{\hspace{0.25em}0},\beta _p^{m,k}(\tau )\mathrm{\hspace{0.25em}0},p0`$
Choosing initial conditions

$`a_0^{m,m}(0)=\mathrm{\hspace{0.25em}1},\alpha _0^{m,k}(0)=\mathrm{\hspace{0.25em}1},\beta _0^{m,k}(0)=\mathrm{\hspace{0.25em}0}`$
we get the following

Corollary 2:  Let $`\xi (t)\mathrm{\hspace{0.25em}0}`$ and let there be no resonances of orders $`2`$ and $`4`$, and let the function $`c(\epsilon )`$ satisfy the condition

$`\underset{\epsilon 0}{lim}\epsilon c^3(\epsilon )=0`$
Then for any initial points $`x_0`$, $`z_0`$, $`\stackrel{}{y}_0`$, for any nonnegative integers $`m,k`$ satisfying $`mk`$, and for any positive $`L`$

$`\underset{\epsilon 0}{lim}\underset{0tL/\epsilon ^2}{\mathrm{max}}\left|\mathrm{exp}\left(\epsilon ^2\overline{𝒜}_{m,m}s_t^\epsilon \right)r^m\left(s_t^\epsilon \right)r^m(0)\right|=0`$
for $`k=m`$ and

$`\underset{\epsilon 0}{lim}\underset{0tL/\epsilon ^2}{\mathrm{max}}\left|\mathrm{exp}\left(\epsilon ^2\overline{𝒜}_{m,k}s_t^\epsilon \right)\overline{M}_m^k(s_t^\epsilon )\left(\begin{array}{c}\overline{U}_{m,k}(s_t^\epsilon )\\ \\ \overline{V}_{m,k}(s_t^\epsilon )\end{array}\right)\left(\begin{array}{c}\overline{U}_{m,k}(0)\\ \\ \overline{V}_{m,k}(0)\end{array}\right)\right|=0`$ (105)
where

$`\overline{M}_m^k(\tau )=\left(\begin{array}{cc}\hfill \mathrm{cos}\left(\mathrm{\Delta }_{m,k}^\epsilon \tau \right)& \hfill \mathrm{sin}\left(\mathrm{\Delta }_{m,k}^\epsilon \tau \right)\\ & \\ \hfill \mathrm{sin}\left(\mathrm{\Delta }_{m,k}^\epsilon \tau \right)& \hfill \mathrm{cos}\left(\mathrm{\Delta }_{m,k}^\epsilon \tau \right)\end{array}\right),\mathrm{\Delta }_{m,k}^\epsilon =(mk)\omega _0\epsilon ^2\overline{}_{m,k}`$ (109)
otherwise.

For the important case of constant vectors $`\stackrel{}{b}`$, $`\stackrel{}{h}`$ and $`\stackrel{}{d}`$ the formulae for $`\overline{𝒜}_{m,k}`$, $`\overline{}_{m,k}`$ and $`𝒞_{m,k}`$ take the simplified form

$`\overline{𝒜}_{m,k}={\displaystyle \frac{m+k}{2}}\alpha {\displaystyle \frac{(mk)^2}{4}}\mathrm{\Psi }_c(0)\stackrel{}{b}\stackrel{}{b}+{\displaystyle \frac{(m+k)^2}{4}}\mathrm{\Psi }_c(0)\stackrel{}{d}\stackrel{}{d}+`$
$`+{\displaystyle \frac{m+2mk+k}{4}}\left[\text{}\mathrm{\Psi }_c(2\omega _0)\stackrel{}{b}\stackrel{}{b}+\mathrm{\Psi }_c(2\omega _0)\stackrel{}{d}\stackrel{}{d}+\left(\mathrm{\Psi }_s(2\omega _0)\mathrm{\Psi }_s^{}(2\omega _0)\right)\stackrel{}{d}\stackrel{}{b}\right]`$
$`\overline{}_{m,k}={\displaystyle \frac{m^2k^2}{4}}\left(\mathrm{\Psi }_c(0)+\mathrm{\Psi }_c^{}(0)\right)\stackrel{}{d}\stackrel{}{b}+`$
$`+{\displaystyle \frac{mk}{4}}\left[\text{}\mathrm{\Psi }_s(2\omega _0)\stackrel{}{b}\stackrel{}{b}+\mathrm{\Psi }_s(2\omega _0)\stackrel{}{d}\stackrel{}{d}\left(\mathrm{\Psi }_c(2\omega _0)\mathrm{\Psi }_c^{}(2\omega _0)\right)\stackrel{}{d}\stackrel{}{b}\right]`$
$`𝒞_{m,k}={\displaystyle \frac{mk}{2}}\mathrm{\Psi }_c(\omega _0)\stackrel{}{h}\stackrel{}{h}`$
## 6 First and Second Order Moments

First order moments in the nonresonant case:

Corollary C1:  Let there be no resonances up to order $`2`$ and let the function $`c(\epsilon )`$ satisfy the condition

$`\underset{\epsilon 0}{lim}\epsilon c^3(\epsilon )=0`$
Then for any initial points $`x_0`$, $`z_0`$, $`\stackrel{}{y}_0`$ and for any positive $`L`$

$`\underset{\epsilon 0}{lim}\underset{0tL/\epsilon ^2}{\mathrm{max}}\left|\mathrm{exp}\left(\epsilon ^2\overline{𝒜}_{1,\mathrm{\hspace{0.25em}0}}s_t^\epsilon \right)M(s_t^\epsilon )\left(\begin{array}{c}x(s_t^\epsilon )\\ \\ z(s_t^\epsilon )\end{array}\right)\left(\begin{array}{c}x_0\\ \\ z_0\end{array}\right)\right|=0`$ (116)
where

$`M(\tau )=\left(\begin{array}{cc}\hfill \mathrm{cos}\left(\left(\omega _0\epsilon ^2\overline{}_{1,\mathrm{\hspace{0.25em}0}}\right)\tau \right)& \hfill \mathrm{sin}\left(\left(\omega _0\epsilon ^2\overline{}_{1,\mathrm{\hspace{0.25em}0}}\right)\tau \right)\\ & \\ \hfill \mathrm{sin}\left(\left(\omega _0\epsilon ^2\overline{}_{1,\mathrm{\hspace{0.25em}0}}\right)\tau \right)& \hfill \mathrm{cos}\left(\left(\omega _0\epsilon ^2\overline{}_{1,\mathrm{\hspace{0.25em}0}}\right)\tau \right)\end{array}\right)`$ (120)
Second order moments in nonresonant case:

Corollary C2:  Let there be no resonances up to order $`4`$ and let the function $`c(\epsilon )`$ satisfy the condition

$`\underset{\epsilon 0}{lim}\epsilon c^3(\epsilon )=0.`$
Then for any initial points $`x_0`$, $`z_0`$, $`\stackrel{}{y}_0R^n`$ and for any positive $`L`$

$`\underset{\epsilon 0}{lim}\underset{0tL/\epsilon ^2}{\mathrm{max}}\left|r\left(s_t^\epsilon \right)r_0\epsilon ^2\mathrm{\hspace{0.25em}2}𝒞_{1,\mathrm{\hspace{0.25em}1}}s_t^\epsilon \right|=0`$
for $`\overline{𝒜}_{1,\mathrm{\hspace{0.25em}1}}=\mathrm{\hspace{0.33em}0}`$ and

$`\underset{\epsilon 0}{lim}\underset{0tL/\epsilon ^2}{\mathrm{max}}\left|\left(r\left(s_t^\epsilon \right)+{\displaystyle \frac{2𝒞_{1,\mathrm{\hspace{0.25em}1}}}{\overline{𝒜}_{1,\mathrm{\hspace{0.25em}1}}}}\right)\mathrm{exp}\left(\epsilon ^2\overline{𝒜}_{1,\mathrm{\hspace{0.25em}1}}s_t^\epsilon \right)\left(r_0+{\displaystyle \frac{2𝒞_{1,\mathrm{\hspace{0.25em}1}}}{\overline{𝒜}_{1,\mathrm{\hspace{0.25em}1}}}}\right)\right|=0`$
otherwise.

To estimate the behaviour of the remainder of the second moments we shall use the functions

$`\overline{U}_{2,\mathrm{\hspace{0.25em}0}}={\displaystyle \frac{x^2z^2}{4}}\overline{V}_{2,\mathrm{\hspace{0.25em}0}}={\displaystyle \frac{xz}{2}}`$
Corollary C3: Let there be no resonances up to order $`4`$ and let the function $`c(\epsilon )`$ satisfy the condition

$`\underset{\epsilon 0}{lim}\epsilon c^3(\epsilon )=0`$
Then for any initial points $`x_0`$, $`z_0`$, $`\stackrel{}{y}_0`$ and for any positive $`L`$

$`\underset{\epsilon 0}{lim}\underset{0tL/\epsilon ^2}{\mathrm{max}}\left|\mathrm{exp}\left(\epsilon ^2\overline{𝒜}_{2,\mathrm{\hspace{0.25em}0}}s_t^\epsilon \right)M(s_t^\epsilon )\left(\begin{array}{c}\overline{U}_{2,\mathrm{\hspace{0.25em}0}}(s_t^\epsilon )\\ \\ \overline{V}_{2,\mathrm{\hspace{0.25em}0}}(s_t^\epsilon )\end{array}\right)\left(\begin{array}{c}\overline{U}_{2,\mathrm{\hspace{0.25em}0}}(0)\\ \\ \overline{V}_{2,\mathrm{\hspace{0.25em}0}}(0)\end{array}\right)\right|=0`$ (127)
where

$`M(\tau )=\left(\begin{array}{cc}\hfill \mathrm{cos}\left(\left(2\omega _0\epsilon ^2\overline{}_{2,\mathrm{\hspace{0.25em}0}}\right)\tau \right)& \hfill \mathrm{sin}\left(\left(2\omega _0\epsilon ^2\overline{}_{2,\mathrm{\hspace{0.25em}0}}\right)\tau \right)\\ & \\ \hfill \mathrm{sin}\left(\left(2\omega _0\epsilon ^2\overline{}_{2,\mathrm{\hspace{0.25em}0}}\right)\tau \right)& \hfill \mathrm{cos}\left(\left(2\omega _0\epsilon ^2\overline{}_{2,\mathrm{\hspace{0.25em}0}}\right)\tau \right)\end{array}\right)`$ (131)
## 7 Comparison with White Noise Model

As a special case we consider white noise in this chapter i.e.

$`\stackrel{}{y}=C\dot{\stackrel{}{w}}(t)`$ (132)
where $`C`$ is a real constant ($`n\times r`$) matrix and $`\stackrel{}{w}(t)`$ is an $`r`$-dimensional Brownian motion. Substituting (132) into (5) we have

$`\{\begin{array}{c}dx=\omega _0zdt\hfill \\ \\ dz=\omega _0xdt\epsilon ^2\alpha zdt+\epsilon C^{}\left(\stackrel{}{h}z\stackrel{}{d}x\stackrel{}{b}\right)d\stackrel{}{w}(t)\hfill \end{array}`$ (136)
As usual for the case of multiplicative noise we shall treat the system (136) as a system of Stratonovich’s stochastic differential equations.

Introduce the matrix $`\mathrm{\Phi }=\frac{1}{2}CC^{}`$ which plays the role of the spectral density for the noise model (132) and define functions $`\stackrel{˘}{c}_l(m,k)`$ with the help of

$`\stackrel{˘}{c}_1(m,k)={\displaystyle \frac{m}{2}}{\displaystyle \underset{\nu _l\nu _p=\omega _0}{}}\left\{\text{}(m2k1)\mathrm{\Phi }\stackrel{}{h}_p\stackrel{}{b}_li(m+2k)\mathrm{\Phi }\stackrel{}{h}_p\stackrel{}{d}_l\right\},`$
$`\stackrel{˘}{c}_2(m,k)={\displaystyle \frac{m(m1)}{4}}{\displaystyle \underset{\nu _l\nu _p=\mathrm{\hspace{0.25em}2}\omega _0}{}}\mathrm{\Phi }\stackrel{}{h}_p\stackrel{}{h}_l,`$
$`\stackrel{˘}{c}_3(m,k)={\displaystyle \frac{m(m1)}{2}}{\displaystyle \underset{\nu _l\nu _p=\mathrm{\hspace{0.25em}3}\omega _0}{}}\mathrm{\Phi }\stackrel{}{h}_p\left(\stackrel{}{b}_li\stackrel{}{d}_l\right),`$
$`\stackrel{˘}{c}_4(m,k)={\displaystyle \frac{m(m1)}{4}}{\displaystyle \underset{\nu _l\nu _p=\mathrm{\hspace{0.25em}4}\omega _0}{}}\mathrm{\Phi }\left(\stackrel{}{b}_p+i\stackrel{}{d}_p\right)\left(\stackrel{}{b}_li\stackrel{}{d}_l\right),`$
$`\stackrel{˘}{c}_5(m,k)={\displaystyle \frac{m}{2}}{\displaystyle \underset{\nu _l\nu _p=\mathrm{\hspace{0.25em}2}\omega _0}{}}\{\text{}(m+k)\mathrm{\Phi }\stackrel{}{d}_p\stackrel{}{d}_l+`$
$`+(km+1)\mathrm{\Phi }\stackrel{}{b}_p\stackrel{}{b}_l+i(2k+1)\mathrm{\Phi }\stackrel{}{b}_p\stackrel{}{d}_l\text{}\},`$
$`\stackrel{˘}{c}_6(m,k)={\displaystyle \frac{mk}{2}}{\displaystyle \underset{p=\mathrm{}}{\overset{\mathrm{}}{}}}\mathrm{\Phi }\stackrel{}{h}_p\stackrel{}{h}_p,`$
$`\stackrel{˘}{c}_7(m,k)={\displaystyle \frac{m+k}{2}}\alpha +{\displaystyle \frac{4mkm(m1)k(k1)}{4}}{\displaystyle \underset{p=\mathrm{}}{\overset{\mathrm{}}{}}}\mathrm{\Phi }\stackrel{}{b}_p\stackrel{}{b}_p+`$
$`+{\displaystyle \frac{4mk+m(m+1)+k(k+1)}{4}}{\displaystyle \underset{p=\mathrm{}}{\overset{\mathrm{}}{}}}\mathrm{\Phi }\stackrel{}{d}_p\stackrel{}{d}_p+i{\displaystyle \frac{m^2k^2}{2}}{\displaystyle \underset{p=\mathrm{}}{\overset{\mathrm{}}{}}}\mathrm{\Phi }\stackrel{}{d}_p\stackrel{}{b}_p.`$
Consider now the system of ordinary differential equations with constant coefficients

$`{\displaystyle \frac{d}{d\tau }}\stackrel{}{𝒱}(a_{m,k};N)=\stackrel{˘}{𝒦}_N\stackrel{}{𝒱}(a_{m,k};N)`$ (137)
generated with the help of the rule

$`\begin{array}{cccccc}\frac{d}{d\tau }a_{m,k}\hfill & =\hfill & \stackrel{˘}{c}_2(m,k)a_{m2,k}\hfill & +\hfill & \stackrel{˘}{c}_2^{}(k,m)a_{m,k2}\hfill & +\hfill \\ & & & & & \\ & & \stackrel{˘}{c}_1(m,k)a_{m1,k}\hfill & +\hfill & \stackrel{˘}{c}_1^{}(k,m)a_{m,k1}\hfill & +\hfill \\ & & & & & \\ & & \stackrel{˘}{c}_3(m,k)a_{m2,k+1}\hfill & +\hfill & \stackrel{˘}{c}_3^{}(k,m)a_{m+1,k2}\hfill & +\hfill \\ & & & & & \\ & & \stackrel{˘}{c}_4(m,k)a_{m2,k+2}\hfill & +\hfill & \stackrel{˘}{c}_4^{}(k,m)a_{m+2,k2}\hfill & +\hfill \\ & & & & & \\ & & \stackrel{˘}{c}_5(m,k)a_{m1,k+1}\hfill & +\hfill & \stackrel{˘}{c}_5^{}(k,m)a_{m+1,k1}\hfill & +\hfill \\ & & & & & \\ & & \stackrel{˘}{c}_6(m,k)a_{m1,k1}\hfill & +\hfill & \stackrel{˘}{c}_7(m,k)a_{m,k}\hfill & \end{array}`$ (149)
where on the right hand side of (149) we take into account only terms with nonnegative indices.

Theorem D:  For any initial points $`x_0`$, $`z_0`$, $`\stackrel{}{y}_0`$, for any nonnegative integer $`N`$ and for any positive $`L`$

$`\underset{\epsilon 0}{lim}\underset{0tL/\epsilon ^2}{\mathrm{max}}\left|\stackrel{˘}{}_N^1(\epsilon ^2t)\stackrel{}{𝒱}(I_{m,k}(t);N)\stackrel{}{𝒱}(I_{m,k}(0);N)\right|=0`$
where the matrix $`\stackrel{˘}{}_N(\tau )`$ is the fundamental matrix solution of the system of linear ordinary differential equations with constant coefficients (137).

Note that in this case and for the noise model introduced below we have not to distinguish between $`s_t^\epsilon `$ and $`t`$. We also mention that if we substitute into the expressions of $`\overline{c}_l(m,k)`$ the matrix $`\mathrm{\Phi }`$ instead of the matrix $`\mathrm{\Psi }`$ (”spectral density” of white noise) we exactly get $`\stackrel{˘}{c}_l(m,k)`$.

## 8 Another Noise Model

The technique derived in this paper can be applied to a wide class of noise models. As a model of noise in this section we consider the stochastic processes represented by the following trigonometrical polynomials555In order not to deal with conditions similar to (7) and (8) we consider the case of a finite trigonometrical sum. The extension to the case of infinite series and also the proof of the theorem E we leave as an exercise for the interested reader. (cosine and sine functions with random phases)

$`\eta (t)={\displaystyle \underset{m=q}{\overset{q}{}}}\eta _m\mathrm{exp}\left(i\left(\nu _mt+\stackrel{}{v}_m\stackrel{}{y}\right)\right),\eta _m=\left(\eta _m\right)^{}`$
$`\xi (t)={\displaystyle \underset{m=q}{\overset{q}{}}}\xi _m\mathrm{exp}\left(i\left(\nu _mt+\stackrel{}{v}_m\stackrel{}{y}\right)\right),\xi _m=\left(\xi _m\right)^{}`$
$`\gamma (t)={\displaystyle \underset{m=q}{\overset{q}{}}}\gamma _m\mathrm{exp}\left(i\left(\nu _mt+\stackrel{}{v}_m\stackrel{}{y}\right)\right),\gamma _m=\left(\gamma _m\right)^{}`$
with real $`\nu _m`$ and $`\stackrel{}{v}_mR^n`$ satisfying the conditions

$`|\nu _l+\nu _m|+|\stackrel{}{v}_m+\stackrel{}{v}_l|=\mathrm{\hspace{0.25em}0}m+l=\mathrm{\hspace{0.25em}0}`$
where the integers $`m,l`$ obey $`m,l=q,\mathrm{},q`$.

The vector $`\stackrel{}{y}R^n`$ is assumed to be a solution of the following Ito’s system

$`d\stackrel{}{y}=\sqrt{2}Bd\stackrel{}{w}(t)`$
where $`B`$ is a real constant $`(n\times r)`$ matrix and $`\stackrel{}{w}(t)`$ is an $`r`$-dimensional Brownian motion. For simplicity we assume that the $`(n\times n)`$ matrix $`BB^{}`$ is nondegenerate and $`|\stackrel{}{v}_m|\mathrm{\hspace{0.17em}0}`$ for all $`m=q,\mathrm{},q`$ (i.e. we do not have deterministic harmonics in our perturbation model).

For $`p=q,\mathrm{},q`$ we introduce real vectors $`\stackrel{}{u}_p=B^{}\stackrel{}{v}_pR^r`$ which satisfy $`|\stackrel{}{u}_p|\mathrm{\hspace{0.25em}0}`$, and a function $`\mathrm{\Omega }(\omega ,\stackrel{}{u}_p)`$

$`\mathrm{\Omega }(\omega ,\stackrel{}{u}_p)={\displaystyle \frac{|\stackrel{}{u}_p|^2+i\omega }{|\stackrel{}{u}_p|^4+\omega ^2}}`$
and define $`\stackrel{~}{c}_l(m,k)`$ as follow

$`\stackrel{~}{c}_1(m,k)={\displaystyle \frac{m}{4}}({\displaystyle \underset{\stackrel{\left|\nu _p+\nu _l+\omega _0\right|+}{+|\stackrel{}{v}_p+\stackrel{}{v}_l|=0}}{}}\{(m1)\mathrm{\Omega }(\omega _0+\nu _p,\stackrel{}{u}_p)\xi _p(\eta _li\gamma _l)`$
$`(k+1)\mathrm{\Omega }(2\omega _0+\nu _p,\stackrel{}{u}_p)\left(\eta _p+i\gamma _p\right)\xi _l`$
$`k\mathrm{\Omega }(\omega _0+\nu _p,\stackrel{}{u}_p)\xi _p(\eta _l+i\gamma _l)k\mathrm{\Omega }(\nu _p,\stackrel{}{u}_p)(\eta _p+i\gamma _p)\xi _l\}+`$
$`+{\displaystyle \underset{\stackrel{\left|\nu _l\nu _p+\omega _0\right|+}{+|\stackrel{}{v}_l\stackrel{}{v}_p|=0}}{}}\{m\mathrm{\Omega }^{}(\nu _p,\stackrel{}{u}_p)(\eta _p^{}i\gamma _p^{})\xi _lk\mathrm{\Omega }^{}(\omega _0+\nu _p,\stackrel{}{u}_p)\xi _p^{}(\eta _l+i\gamma _l)\})`$
$`\stackrel{~}{c}_2(m,k)={\displaystyle \frac{m(m1)}{4}}{\displaystyle \underset{\stackrel{\left|\nu _p+\nu _l+2\omega _0\right|+}{+|\stackrel{}{v}_p+\stackrel{}{v}_l|=0}}{}}\mathrm{\Omega }(\omega _0+\nu _p,\stackrel{}{u}_p)\xi _p\xi _l`$
$`\stackrel{~}{c}_3(m,k)={\displaystyle \frac{m(m1)}{4}}{\displaystyle \underset{\stackrel{\left|\nu _p+\nu _l+3\omega _0\right|+}{+|\stackrel{}{v}_p+\stackrel{}{v}_l|=0}}{}}\{\mathrm{\Omega }(\omega _0+\nu _p,\stackrel{}{u}_p)\xi _p(\eta _l+i\gamma _l)+`$
$`+\mathrm{\Omega }(2\omega _0+\nu _p,\stackrel{}{u}_p)(\eta _p+i\gamma _p)\xi _l\}`$
$`\stackrel{~}{c}_4(m,k)={\displaystyle \frac{m(m1)}{4}}{\displaystyle \underset{\stackrel{\left|\nu _p+\nu _l+4\omega _0\right|+}{+|\stackrel{}{v}_p+\stackrel{}{v}_l|=0}}{}}\mathrm{\Omega }(2\omega _0+\nu _p,\stackrel{}{u}_p)\left(\eta _p+i\gamma _p\right)\left(\eta _l+i\gamma _l\right)`$
$`\stackrel{~}{c}_5(m,k)={\displaystyle \frac{m}{4}}({\displaystyle \underset{\stackrel{\left|\nu _p+\nu _l+2\omega _0\right|+}{+|\stackrel{}{v}_p+\stackrel{}{v}_l|=0}}{}}\{k\mathrm{\Omega }(\nu _p,\stackrel{}{u}_p)(\eta _p+i\gamma _p)(\eta _l+i\gamma _l)+`$
$`+(k+1)\mathrm{\Omega }(2\omega _0+\nu _p,\stackrel{}{u}_p)\left(\eta _p+i\gamma _p\right)\left(\eta _l+i\gamma _l\right)`$
$`(m1)\mathrm{\Omega }(2\omega _0+\nu _p,\stackrel{}{u}_p)(\eta _p+i\gamma _p)(\eta _li\gamma _l)\}`$
$`{\displaystyle \underset{\stackrel{\left|\nu _l\nu _p+2\omega _0\right|+}{+|\stackrel{}{v}_l\stackrel{}{v}_p|=0}}{}}m\mathrm{\Omega }^{}(\nu _p,\stackrel{}{u}_p)(\eta _p^{}i\gamma _p^{})(\eta _l+i\gamma _l))`$
$`\stackrel{~}{c}_6(m,k)={\displaystyle \frac{mk}{2}}{\displaystyle \underset{p=q}{\overset{q}{}}}{\displaystyle \frac{|\stackrel{}{u}_p|^2}{|\stackrel{}{u}_p|^4+\left(\nu _p+\omega _0\right)^2}}|\xi _p|^2`$
$`\stackrel{~}{c}_7(m,k)={\displaystyle \frac{m+k}{2}}\alpha +{\displaystyle \frac{mk}{2}}{\displaystyle \underset{p=q}{\overset{q}{}}}{\displaystyle \frac{|\stackrel{}{u}_p|^2}{|\stackrel{}{u}_p|^4+\nu _p^2}}|\eta _p+i\gamma _p|^2+`$
$`+{\displaystyle \frac{m^2+k^2}{4}}{\displaystyle \underset{p=q}{\overset{q}{}}}{\displaystyle \frac{|\stackrel{}{u}_p|^2}{|\stackrel{}{u}_p|^4+\nu _p^2}}\left(|\gamma _p|^2|\eta _p|^2\right)+`$
$`+{\displaystyle \frac{m+2mk+k}{4}}{\displaystyle \underset{p=q}{\overset{q}{}}}{\displaystyle \frac{|\stackrel{}{u}_p|^2}{|\stackrel{}{u}_p|^4+\left(\nu _p+\mathrm{\hspace{0.25em}2}\omega _0\right)^2}}|\eta _p+i\gamma _p|^2+`$
$`+i{\displaystyle \frac{m^2k^2}{4}}{\displaystyle \underset{p=q}{\overset{q}{}}}{\displaystyle \frac{|\stackrel{}{u}_p|^2}{|\stackrel{}{u}_p|^4+\nu _p^2}}\left(\eta _p\gamma _p^{}+\eta _p^{}\gamma _p\right)+`$
$`+i{\displaystyle \frac{mk}{4}}{\displaystyle \underset{p=q}{\overset{q}{}}}{\displaystyle \frac{\nu _p+\mathrm{\hspace{0.25em}2}\omega _0}{|\stackrel{}{u}_p|^4+\left(\nu _p+\mathrm{\hspace{0.25em}2}\omega _0\right)^2}}|\eta _p+i\gamma _p|^2`$
Theorem E:  For any initial points $`x_0`$, $`z_0`$, $`\stackrel{}{y}_0`$, for any nonnegative integer $`N`$ and for any positive $`L`$

$`\underset{\epsilon 0}{lim}\underset{0tL/\epsilon ^2}{\mathrm{max}}\left|\stackrel{~}{}_N^1(\epsilon ^2t)\stackrel{}{𝒱}(I_{m,k}(t);N)\stackrel{}{𝒱}(I_{m,k}(0);N)\right|=0`$
where the matrix $`\stackrel{~}{}_N(\tau )`$ is the fundamental matrix solution of the system of linear ordinary differential equations with constant coefficients

$`{\displaystyle \frac{d}{d\tau }}\stackrel{}{𝒱}(a_{m,k};N)=\stackrel{~}{𝒦}_N\stackrel{}{𝒱}(a_{m,k};N)`$
generated with the help of the rule (149) in which we use $`\stackrel{~}{c}_l(m,k)`$ instead of $`\stackrel{˘}{c}_l(m,k)`$.

## 9 Proof of the Theorems

The purpose of this section is to give a detailed proof of the theorems.

### 9.1 Proof of the Theorem A

1. From the fact that all eigenvalues of the matrix $`A`$ have negative real parts it follows that there exists a quadratic form $`v(\stackrel{}{y})`$ satisfying the conditions

$`C_1|\stackrel{}{y}|^2v(\stackrel{}{y})C_2|\stackrel{}{y}|^2`$
$`A\stackrel{}{y}\text{grad}_\stackrel{}{y}v(\stackrel{}{y})C_3|\stackrel{}{y}|^2`$
Here and below $`C_i`$ are some positive constants the exact values of which are unimportant for us.

2. Let $`\widehat{L}`$ be the generating differential operator of the $`n`$-dimensional Markovian diffusion process $`\stackrel{}{y}`$ i.e.

$`\widehat{L}={\displaystyle \frac{}{t}}+A\stackrel{}{y}\text{grad}_\stackrel{}{y}+{\displaystyle \frac{1}{2}}BB^{}\text{grad}_\stackrel{}{y}\text{grad}_\stackrel{}{y}`$ (150)
3. Introduce the function $`w(\stackrel{}{y})=\mathrm{exp}(\psi v(\stackrel{}{y}))`$ for wich

$`\text{grad}_\stackrel{}{y}w=\psi w\text{grad}_\stackrel{}{y}v`$
$`{\displaystyle \frac{^2w}{y_my_k}}=\psi \left({\displaystyle \frac{^2v}{y_my_k}}+\psi {\displaystyle \frac{v}{y_m}}{\displaystyle \frac{v}{y_k}}\right)w`$
and hence

$`\widehat{L}w=\psi \left(A\stackrel{}{y}\text{grad}_\stackrel{}{y}v+{\displaystyle \frac{1}{2}}{\displaystyle \underset{m,k=\mathrm{\hspace{0.25em}1}}{\overset{n}{}}}\left(BB^{}\right)_{m,k}\left({\displaystyle \frac{^2v}{y_my_k}}+\psi {\displaystyle \frac{v}{y_m}}{\displaystyle \frac{v}{y_k}}\right)\right)w`$
From this it follows that there exist constants $`C_4`$ and $`C_5`$ independent of the value of $`\psi `$ such that

$`\widehat{L}w\psi \left(C_3|\stackrel{}{y}|^2+{\displaystyle \frac{1}{2}}C_4+\psi C_5|\stackrel{}{y}|^2\right)w`$
Taking now $`\psi =C_3/2C_5`$ we get

$`\widehat{L}w{\displaystyle \frac{\psi }{2}}\left(C_3|\stackrel{}{y}|^2+C_4\right)w`$ (151)
4. Define the constant $`\chi `$ as the maximum of the right side in inequality (151) with respect to the variables $`\stackrel{}{y}`$

$`\chi =\underset{\stackrel{}{y}R^n}{\mathrm{max}}\left({\displaystyle \frac{\psi }{2}}\left(C_3|\stackrel{}{y}|^2+C_4\right)w\right)`$ (152)
Obviously one has

$`0\chi {\displaystyle \frac{\psi }{2}}C_4\mathrm{exp}\left(\psi {\displaystyle \frac{C_2C_4}{C_3}}\right)`$
From (151) and (152) it follows, that the function

$`\widehat{w}=w+\chi \left({\displaystyle \frac{L}{\epsilon ^2}}t\right)`$ (153)
will satisfy the inequality

$`\widehat{L}\widehat{w}\mathrm{\hspace{0.33em}0}`$ (154)
5. Let $`\stackrel{~}{s}_t^\epsilon =s_t^\epsilon \frac{L}{\epsilon ^2}`$. From (153) and (154) immediately follows that the stochastic process $`\widehat{w}\left(\stackrel{~}{s}_t^\epsilon \right)`$ is a nonnegative supermartingale, and hence

$`P\left(\tau _\epsilon <{\displaystyle \frac{L}{\epsilon ^2}}\right)P\left(\underset{t\mathrm{\hspace{0.25em}0}}{sup}\left|\stackrel{}{y}\left(\stackrel{~}{s}_t^\epsilon \right)\right|c(\epsilon )\right)`$
$`P\left(\underset{t0}{sup}\widehat{w}\left(\stackrel{~}{s}_t^\epsilon \right)\mathrm{exp}(\psi C_1c^2(\epsilon ))\right)\left(\mathrm{exp}(\psi v(\stackrel{}{y}_0))+\chi {\displaystyle \frac{L}{\epsilon ^2}}\right)\mathrm{exp}(\psi C_1c^2(\epsilon ))`$
The first two inequalities in the sequence shown above are almost obvious, and the last one follows from the property of the stochastic process $`\widehat{w}\left(\stackrel{~}{s}_t^\epsilon \right)`$ to be a nonnegative supermartingale. For finishing the proof take $`a=\mathrm{max}(\chi ,C_2\psi )`$ and $`b=C_1\psi `$.

### 9.2 Proof of the Theorem B

1. The joint solution of the systems (5), (6) is a Markovian diffusion process in the ($`n+2`$)-dimensional Euclidean space. Let $`L`$ be the generating differential operator of this stochastic process. Separating the orders according to $`\epsilon `$ we can represent $`L`$ in the form

$`L=L_0+\epsilon L_\epsilon +\epsilon ^2L_{\epsilon ^2}`$ (155)
where the differential operators $`L_0`$, $`L_\epsilon `$, $`L_{\epsilon ^2}`$ are defined as follows

$`L_0=\omega _0\left(z{\displaystyle \frac{}{x}}x{\displaystyle \frac{}{z}}\right)+\widehat{L},L_\epsilon =\left(\xi \gamma z\eta x\right){\displaystyle \frac{}{z}},L_{\epsilon ^2}=\alpha z{\displaystyle \frac{}{z}}`$
and $`\widehat{L}`$ is the generating differential operator of the $`n`$-dimensional Markovian diffusion process $`\stackrel{}{y}`$ given by (150).

2. Now we wish to show that there exist functions $`u_{m,k}^\epsilon `$ satisfying

$`L_0u_{m,k}^\epsilon =L_\epsilon I_{m,k}`$ (156)
Representing the operator $`L_\epsilon `$ in the form

$`L_\epsilon =\left(\text{}\xi (\eta +i\gamma )\mathrm{exp}(i\omega _0t)I_{0,\mathrm{\hspace{0.25em}1}}(\eta i\gamma )\mathrm{exp}(i\omega _0t)I_{1,\mathrm{\hspace{0.25em}0}}\right){\displaystyle \frac{}{z}}`$
and calculating 666Starting from this point it is convenient to extend the definition of the function $`I_{p,q}`$ to negative indices assuming that if $`p<0`$ or $`q<0`$ then $`I_{p,q}\mathrm{\hspace{0.25em}0}`$. In general, after this extension one has to be careful with respect to the application of the property b, but we have not to worry about it, because the only source of lowering indices in this paper is differentiation and hence if the function $`I_{p,q}`$ with negative index will appear we shall have automatically zero multiplyer in front of it.

$`{\displaystyle \frac{I_{m,k}}{z}}=i{\displaystyle \frac{m}{2}}\mathrm{exp}(i\omega _0t)I_{m1,k}i{\displaystyle \frac{k}{2}}\mathrm{exp}(i\omega _0t)I_{m,k1}`$ (157)
and taking into account property b we have

$`L_\epsilon I_{m,k}={\displaystyle \frac{i}{2}}(\text{}m\xi \mathrm{exp}(i\omega _0t)I_{m1,k}k\xi \mathrm{exp}(i\omega _0t)I_{m,k1}+`$
$`\left[k(\eta +i\gamma )m(\eta i\gamma )\right]I_{m,k}+`$
$`k(\eta i\gamma )\mathrm{exp}(i\mathrm{\hspace{0.25em}2}\omega _0t)I_{m+1,k1}m(\eta +i\gamma )\mathrm{exp}(i\mathrm{\hspace{0.25em}2}\omega _0t)I_{m1,k+1}\text{})`$
Looking for the $`u_{m,k}^\epsilon `$ in analogous form

$`u_{m,k}^\epsilon ={\displaystyle \frac{i}{2}}(\text{}ma_1\mathrm{exp}(i\omega _0t)I_{m1,k}+ka_1^{}\mathrm{exp}(i\omega _0t)I_{m,k1}+`$
$`(ma_2^{}ka_2)I_{m,k}+`$
$`ma_3\mathrm{exp}(i\mathrm{\hspace{0.25em}2}\omega _0t)I_{m1,k+1}ka_3^{}\mathrm{exp}(i\mathrm{\hspace{0.25em}2}\omega _0t)I_{m+1,k1}\text{})`$
we get the system defining the unknown $`a_l`$

$`\{\begin{array}{c}\widehat{L}a_1+i\omega _0a_1=\xi \hfill \\ \\ \widehat{L}a_2=\eta +i\gamma \hfill \\ \\ \widehat{L}a_3+i\mathrm{\hspace{0.25em}2}\omega _0a_3=\eta +i\gamma \hfill \end{array}`$ (163)
Choosing $`a_l`$ in the form $`a_l=\stackrel{}{a}_l(t)\stackrel{}{y}`$, where

$`\stackrel{}{a}_l(t)={\displaystyle \underset{p=\mathrm{}}{\overset{+\mathrm{}}{}}}\stackrel{}{a}_{l,p}\mathrm{exp}(i\nu _pt)`$ (164)
and taking into account that

$`\widehat{L}a_l=\left({\displaystyle \frac{d\stackrel{}{a}_l}{dt}}+A^{}\stackrel{}{a}_l\right)\stackrel{}{y}`$
we reduce the system (163) to a system of algebraic equations for the Fourier coefficients

$`\{\begin{array}{c}\mathrm{\Lambda }^{}(\omega _0+\nu _p)\stackrel{}{a}_{1,p}=\stackrel{}{h}_p\hfill \\ \\ \mathrm{\Lambda }^{}(\nu _p)\stackrel{}{a}_{2,p}=\stackrel{}{b}_p+i\stackrel{}{d}_p\hfill \\ \\ \mathrm{\Lambda }^{}(2\omega _0+\nu _p)\stackrel{}{a}_{3,p}=\stackrel{}{b}_p+i\stackrel{}{d}_p\hfill \end{array}`$ (170)
where we have used the notation

$`\mathrm{\Lambda }(\omega )=A+i\omega I.`$
So among the characteristic roots of $`A`$ we have no purely imaginary or zero values the matrix $`\mathrm{\Lambda }(\omega )`$ is invertiable for an arbitrary real $`\omega `$ and hence the system (170) has a unique solution, which can be expressed as follows

$`\stackrel{}{a}_{1,p}=\mathrm{\Lambda }^{}(\omega _0+\nu _p)\stackrel{}{h}_p={\displaystyle \frac{\mathrm{\Lambda }^{}(\omega _0+\nu _p)}{A^{}A^{}+(\omega _0+\nu _p)^2I}}\stackrel{}{h}_p`$
$`\stackrel{}{a}_{2,p}=\mathrm{\Lambda }^{}(\nu _p)\left(\stackrel{}{b}_p+i\stackrel{}{d}_p\right)={\displaystyle \frac{\mathrm{\Lambda }^{}(\nu _p)}{A^{}A^{}+\nu _p^2I}}\left(\stackrel{}{b}_p+i\stackrel{}{d}_p\right)`$
$`\stackrel{}{a}_{3,p}=\mathrm{\Lambda }^{}(2\omega _0+\nu _p)\left(\stackrel{}{b}_p+i\stackrel{}{d}_p\right)={\displaystyle \frac{\mathrm{\Lambda }^{}(2\omega _0+\nu _p)}{A^{}A^{}+(2\omega _0+\nu _p)^2I}}\left(\stackrel{}{b}_p+i\stackrel{}{d}_p\right)`$
Using the estimate

$`\left|\mathrm{\Lambda }^{}(\omega )\right|{\displaystyle \frac{1}{\delta _s^2}}`$
which is valid for an arbitrary real $`\omega `$ we get for $`\stackrel{}{a}_{l,p}`$

$`\left|\stackrel{}{a}_{l,p}\right|{\displaystyle \frac{1}{\delta _s^2}}\left(\left|\stackrel{}{h}_p\right|+\left|\stackrel{}{b}_p\right|+\left|\stackrel{}{d}_p\right|\right)`$
which together with (7) guarantees the absolute convergence and the possibility of differentiating the series (164) term by term.

3. Calculating $`L_{\epsilon ^2}I_{m,k}`$ and $`L_\epsilon u_{m,k}^\epsilon `$ we get

$`L_{\epsilon ^2}I_{m,k}+L_\epsilon u_{m,k}^\epsilon =`$
$`\begin{array}{cccc}c_2(m,k)I_{m2,k}\hfill & +\hfill & c_2^{}(k,m)I_{m,k2}\hfill & +\hfill \\ & & & \\ c_1(m,k)I_{m1,k}\hfill & +\hfill & c_1^{}(k,m)I_{m,k1}\hfill & +\hfill \\ & & & \\ c_3(m,k)I_{m2,k+1}\hfill & +\hfill & c_3^{}(k,m)I_{m+1,k2}\hfill & +\hfill \\ & & & \\ c_4(m,k)I_{m2,k+2}\hfill & +\hfill & c_4^{}(k,m)I_{m+2,k2}\hfill & +\hfill \\ & & & \\ c_5(m,k)I_{m1,k+1}\hfill & +\hfill & c_5^{}(k,m)I_{m+1,k1}\hfill & +\hfill \\ & & & \\ c_6(m,k)I_{m1,k1}\hfill & +\hfill & c_7(m,k)I_{m,k}\hfill & \end{array}`$ (182)
where the functions $`c_l(m,k)`$ are given by the following expressions

$`\begin{array}{ccc}c_1(m,k)\hfill & =\hfill & \frac{m}{4}[\text{}(ka_2ma_2^{}+(k+1)a_3)\xi +\hfill \\ & & \\ & & k(a_1+a_1^{})(\eta +i\gamma )(m1)a_1(\eta i\gamma )\text{}]\mathrm{exp}(i\omega _0t)\hfill \\ & & \\ c_2(m,k)\hfill & =\hfill & \frac{m}{4}\left[\text{}(m1)a_1\xi \right]\mathrm{exp}(i\mathrm{\hspace{0.25em}2}\omega _0t)\hfill \\ & & \\ c_3(m,k)\hfill & =\hfill & \frac{m}{4}\left[\text{}(m1)a_1(\eta +i\gamma )+(m1)a_3\xi \right]\mathrm{exp}(i\mathrm{\hspace{0.25em}3}\omega _0t)\hfill \\ & & \\ c_4(m,k)\hfill & =\hfill & \frac{m}{4}\left[\text{}(m1)a_3(\eta +i\gamma )\right]\mathrm{exp}(i\mathrm{\hspace{0.25em}4}\omega _0t)\hfill \\ & & \\ c_5(m,k)\hfill & =\hfill & \frac{m}{4}[\text{}2\alpha (ka_2ma_2^{}+(k+1)a_3)(\eta +i\gamma )+\hfill \\ & & \\ & & (m1)a_3(\eta i\gamma )\text{}]\mathrm{exp}(i\mathrm{\hspace{0.25em}2}\omega _0t)\hfill \\ & & \\ c_6(m,k)\hfill & =\hfill & \frac{m}{4}\left[\text{}k(a_1+a_1^{})\xi \right]\hfill \\ & & \\ c_7(m,k)\hfill & =\hfill & \frac{m}{4}\left[\text{}2\alpha +(ka_2ma_2^{}+(k+1)a_3)(\eta i\gamma )\right]\hfill \\ & & \\ & & \frac{k}{4}\left[\text{}2\alpha +(ma_2^{}ka_2+(m+1)a_3^{})(\eta +i\gamma )\right]\hfill \end{array}`$ (202)
Note that $`c_6(m,k)=c_6^{}(k,m)`$ and $`c_7(m,k)=c_7^{}(k,m)`$.

4. Introduce a $`(n\times n)`$ matrix $`K(\stackrel{}{y})=\stackrel{}{y}\stackrel{}{y}^{}`$ with the elements $`k_{ij}=y_iy_j`$. It is easy to check, that this matrix satisfies the equation

$`\widehat{L}K=AK+KA^{}+BB^{}`$
The usefulness of this matrix for the following is connected with the fact that for arbitrary complex vectors $`\stackrel{}{a}`$ and $`\stackrel{}{c}`$

$`(\stackrel{}{a}\stackrel{}{y})(\stackrel{}{c}\stackrel{}{y})=K\stackrel{}{a}\stackrel{}{c}^{}=K\stackrel{}{c}\stackrel{}{a}^{}`$ (203)
5. Define the $`(n\times n)`$ matrix-function $`P_\omega =P_\omega (\stackrel{}{y})`$ with the help of the integral

$`P_\omega ={\displaystyle \underset{0}{\overset{\mathrm{}}{}}}\mathrm{exp}(i\omega \tau )\mathrm{exp}(A\tau )K(\stackrel{}{y})\mathrm{exp}(A^{}\tau )𝑑\tau `$ (204)
This integral converges because all the characteristic roots of $`A`$ have negative real parts. Introduce the new integration variable $`\tau ^{}=\tau +t`$, where $`t`$ is some parameter. Then (204) becomes

$`P_\omega ={\displaystyle \underset{t}{\overset{\mathrm{}}{}}}\mathrm{exp}(i\omega (\tau ^{}t))\mathrm{exp}(A(\tau ^{}t))K(\stackrel{}{y})\mathrm{exp}(A^{}(\tau ^{}t))𝑑\tau ^{}`$ (205)
Differentiating (205) with respect to $`t`$ and using that due to (204) $`P_\omega `$ does not depend on $`t`$, we obtain

$`{\displaystyle \frac{dP_\omega }{dt}}=KAP_\omega P_\omega A^{}i\omega P_\omega =\mathrm{\hspace{0.33em}0}`$ (206)
Calculating $`\widehat{L}P_\omega `$ and taking into account (206) we get

$`\widehat{L}P_\omega =AP_\omega +P_\omega A^{}C(\omega )=i\omega P_\omega +KC(\omega )`$ (207)
where we have introduced the notation

$`C(\omega )={\displaystyle \underset{0}{\overset{\mathrm{}}{}}}\mathrm{exp}(i\omega \tau )\mathrm{exp}(A\tau )BB^{}\mathrm{exp}(A^{}\tau )𝑑\tau ,C(0)=D`$
For the following let us rewrite (207) in the form

$`\widehat{L}P_\omega +i\omega P_\omega =KC(\omega )`$ (208)
Note that for some positive constant $`C_1`$ the norms of the matrices $`P_\omega `$ and $`C(\omega )`$ can be estimated uniformly with respect to real $`\omega `$ as follows (using 9)

$`\left|P_\omega \right|{\displaystyle \frac{C_1}{\delta _s^2}}|\stackrel{}{y}|^2,\left|C(\omega )\right|{\displaystyle \frac{C_1}{\delta _s^2}}`$ (209)
6. Now we wish to show that there exist functions $`g_l(m,k)`$ 777Of course, $`g_l(m,k)`$ like $`c_l(m,k)`$ are also functions of $`t`$ and $`\stackrel{}{y}`$ satisfying

$`\widehat{L}g_l(m,k)+c_l(m,k)=\overline{c}_l(m,k),l=\mathrm{\hspace{0.33em}1},\mathrm{},7`$
and these functions have continuous first and continuous first and second derivatives with respect to the variables $`t`$ and $`\stackrel{}{y}`$ respectively, and these functions together with the above derivative are bounded with respect to the variable $`t`$ for fixed values of $`m,k,\stackrel{}{y}`$.

We shall show this for $`l=\mathrm{\hspace{0.25em}2}`$ and the rest can be done by analogy.

Due to (203) and the reality of the vector $`\stackrel{}{h}`$ (that is $`\stackrel{}{h}=\stackrel{}{h}^{}`$) we have

$`c_2(m,k)={\displaystyle \frac{m(m1)}{4}}a_1\xi \mathrm{exp}(i\mathrm{\hspace{0.25em}2}\omega _0t)=`$
$`{\displaystyle \frac{m(m1)}{4}}\left(\text{}K\stackrel{}{a}_1\stackrel{}{h}^{}\right)\mathrm{exp}(i\mathrm{\hspace{0.25em}2}\omega _0t)={\displaystyle \frac{m(m1)}{4}}\left(\text{}K\stackrel{}{a}_1\stackrel{}{h}\right)\mathrm{exp}(i\mathrm{\hspace{0.25em}2}\omega _0t)`$
Substituting in the last expression the Fourier series of the vectors $`\stackrel{}{a}_1`$ and $`\stackrel{}{h}`$ we transform $`c_2(m,k)`$ into the form

$`c_2(m,k)={\displaystyle \frac{m(m1)}{4}}{\displaystyle \underset{p,l=\mathrm{}}{\overset{\mathrm{}}{}}}\left(K\stackrel{}{a}_{1,p}\stackrel{}{h}_l\right)\mathrm{exp}(i(\nu _p\nu _l+2\omega _0)t)=`$
$`{\displaystyle \frac{m(m1)}{4}}\left\{{\displaystyle \underset{\nu _l\nu _p=\mathrm{\hspace{0.25em}2}\omega _0}{}}K\stackrel{}{a}_{1,p}\stackrel{}{h}_l+{\displaystyle \underset{\nu _l\nu _p\mathrm{\hspace{0.25em}2}\omega _0}{}}\left(K\stackrel{}{a}_{1,p}\stackrel{}{h}_l\right)\mathrm{exp}(i(\nu _p\nu _l+2\omega _0)t)\right\}`$
For $`\omega 0`$ introduce the matrix

$`Q(\omega )={\displaystyle \frac{i}{\omega }}C(\omega )P_\omega `$
and denote $`P=P_0`$. Taking into account (208) we have

$`\widehat{L}\left(Q(\omega )\mathrm{exp}(i\omega t)\right)=K\mathrm{exp}(i\omega t)\text{and}\widehat{L}P=DK`$
Choosing now

$`g_2(m,k)={\displaystyle \frac{m(m1)}{4}}\{{\displaystyle \underset{\nu _l\nu _p=\mathrm{\hspace{0.25em}2}\omega _0}{}}P\stackrel{}{a}_{1,p}\stackrel{}{h}_l+`$
$`{\displaystyle \underset{\nu _l\nu _p\mathrm{\hspace{0.25em}2}\omega _0}{}}(Q(\nu _p\nu _l+2\omega _0)\stackrel{}{a}_{1,p}\stackrel{}{h}_l)\mathrm{exp}(i(\nu _p\nu _l+2\omega _0)t)\}`$
we obtain

$`\widehat{L}g_2(m,k)+c_2(m,k)={\displaystyle \frac{m(m1)}{4}}{\displaystyle \underset{\nu _l\nu _p=\mathrm{\hspace{0.25em}2}\omega _0}{}}D\stackrel{}{a}_{1,p}\stackrel{}{h}_l`$
which just coincides with the expression for $`\overline{c}_2(m,k)`$ if we take into account that

$`D\stackrel{}{a}_{1,p}=D{\displaystyle \frac{\mathrm{\Lambda }^{}(\omega _0+\nu _p)}{A^{}A^{}+(\omega _0+\nu _p)^2I}}\stackrel{}{h}_p=\mathrm{\Psi }^{}(\omega _0+\nu _p)\stackrel{}{h}_p`$ (210)
Due to (209) and (8) we have

$`\mathrm{max}\{\left|P\right|,\underset{\nu _l\nu _p\mathrm{\hspace{0.25em}2}\omega _0}{\mathrm{max}}\left|Q(\nu _p\nu _l+2\omega _0)\right|\}{\displaystyle \frac{C_1}{\delta _s^2}}\left(|\stackrel{}{y}|^2+{\displaystyle \frac{1}{\delta _f^2}}\right)`$
and hence, as it can be easily shown, the series defining the function $`g_2(m,k)`$ converges absolutely with

$`\left|g_2(m,k)\right|{\displaystyle \frac{m(m1)}{4}}{\displaystyle \frac{C_1}{\delta _s^2}}\left(|\stackrel{}{y}|^2+{\displaystyle \frac{1}{\delta _f^2}}\right)\left({\displaystyle \underset{p=\mathrm{}}{\overset{\mathrm{}}{}}}\left|\stackrel{}{a}_{1,p}\right|\right)\left({\displaystyle \underset{p=\mathrm{}}{\overset{\mathrm{}}{}}}\left|\stackrel{}{h}_p\right|\right)`$ (211)
The function $`g_2(m,k)`$ is a quadratic polynomial in $`\stackrel{}{y}`$ and so we need to worry about their partial derivative with respect to $`t`$ only. Expressing

$`{\displaystyle \frac{g_2(m,k)}{t}}={\displaystyle \frac{m(m1)}{4}}{\displaystyle \underset{\mu _{p,l}\mathrm{\hspace{0.25em}0}}{}}i\mu _{p,l}\left(Q(\mu _{p,l})\stackrel{}{a}_{1,p}\stackrel{}{h}_l\right)\mathrm{exp}(i\mu _{p,l}t)`$
where $`\mu _{p,l}=\nu _p\nu _l+\mathrm{\hspace{0.25em}2}\omega _0`$ and using the very rough estimate for $`|\mu _{p,l}|`$

$`|\mu _{p,l}|C_2(1+|\nu _p|)(1+|\nu _l|),C_2=\mathrm{max}\{\mathrm{\hspace{0.25em}1},\mathrm{\hspace{0.33em}2}|\omega _0|\}`$
we get that the series defining the partial derivative with respect to the variable $`t`$ converges absolutely with

$`\left|{\displaystyle \frac{g_2(m,k)}{t}}\right|{\displaystyle \frac{m(m1)}{4}}{\displaystyle \frac{C_1}{\delta _s^2}}(|\stackrel{}{y}|^2+{\displaystyle \frac{1}{\delta _f^2}})C_2`$
$`\left({\displaystyle \underset{p=\mathrm{}}{\overset{\mathrm{}}{}}}(1+|\nu _p|)\left|\stackrel{}{a}_{1,p}\right|\right)\left({\displaystyle \underset{p=\mathrm{}}{\overset{\mathrm{}}{}}}(1+|\nu _p|)\left|\stackrel{}{h}_p\right|\right)`$ (212)
Note that expressions similar to (210) hold also for $`D\stackrel{}{a}_{2,p}`$ and $`D\stackrel{}{a}_{3,p}`$

$`D\stackrel{}{a}_{2,p}=\mathrm{\Psi }^{}(\nu _p)\left(\stackrel{}{b}_p+i\stackrel{}{d}_p\right)`$
$`D\stackrel{}{a}_{3,p}=\mathrm{\Psi }^{}(2\omega _0+\nu _p)\left(\stackrel{}{b}_p+i\stackrel{}{d}_p\right)`$
7. Defining $`u_{m,k}^{\epsilon ^2}`$ as

$`\begin{array}{cccccc}u_{m,k}^{\epsilon ^2}\hfill & =\hfill & g_2(m,k)I_{m2,k}\hfill & +\hfill & g_2^{}(k,m)I_{m,k2}\hfill & +\hfill \\ & & & & & \\ & & g_1(m,k)I_{m1,k}\hfill & +\hfill & g_1^{}(k,m)I_{m,k1}\hfill & +\hfill \\ & & & & & \\ & & g_3(m,k)I_{m2,k+1}\hfill & +\hfill & g_3^{}(k,m)I_{m+1,k2}\hfill & +\hfill \\ & & & & & \\ & & g_4(m,k)I_{m2,k+2}\hfill & +\hfill & g_4^{}(k,m)I_{m+2,k2}\hfill & +\hfill \\ & & & & & \\ & & g_5(m,k)I_{m1,k+1}\hfill & +\hfill & g_5^{}(k,m)I_{m+1,k1}\hfill & +\hfill \\ & & & & & \\ & & g_6(m,k)I_{m1,k1}\hfill & +\hfill & g_7(m,k)I_{m,k}\hfill & \end{array}`$ (224)
and acting on the function

$`\stackrel{~}{I}_{m,k}=I_{m,k}+\epsilon u_{m,k}^\epsilon +\epsilon ^2u_{m,k}^{\epsilon ^2}`$ (225)
by means of the operator $`L`$ we have

$`L\stackrel{~}{I}_{m,k}=\left(L_0+\epsilon L_\epsilon +\epsilon ^2L_{\epsilon ^2}\right)\stackrel{~}{I}_{m,k}=`$
$`L_0I_{m,k}+\epsilon \left(L_0u_{m,k}^\epsilon +L_\epsilon I_{m,k}\right)+`$
$`\epsilon ^2\left(L_0u_{m,k}^{\epsilon ^2}+L_{\epsilon ^2}I_{m,k}+L_\epsilon u_{m,k}^\epsilon \right)+\epsilon ^3R_{m,k}`$ (226)
where for the remainder $`R_{m,k}`$ we have the expression

$`R_{m,k}=L_{\epsilon ^2}u_{m,k}^\epsilon +L_\epsilon u_{m,k}^{\epsilon ^2}+\epsilon L_{\epsilon ^2}u_{m,k}^{\epsilon ^2}`$ (227)
Due to our construction of the functions $`I_{m,k}`$, $`u_{m,k}^\epsilon `$ and $`u_{m,k}^{\epsilon ^2}`$ from (226) it follows that

$`\begin{array}{cccccc}L\stackrel{~}{I}_{m,k}\hfill & =\hfill & \epsilon ^2(\overline{c}_2(m,k)I_{m2,k}\hfill & +\hfill & \overline{c}_2^{}(k,m)I_{m,k2}\hfill & +\hfill \\ & & & & & \\ & & \overline{c}_1(m,k)I_{m1,k}\hfill & +\hfill & \overline{c}_1^{}(k,m)I_{m,k1}\hfill & +\hfill \\ & & & & & \\ & & \overline{c}_3(m,k)I_{m2,k+1}\hfill & +\hfill & \overline{c}_3^{}(k,m)I_{m+1,k2}\hfill & +\hfill \\ & & & & & \\ & & \overline{c}_4(m,k)I_{m2,k+2}\hfill & +\hfill & \overline{c}_4^{}(k,m)I_{m+2,k2}\hfill & +\hfill \\ & & & & & \\ & & \overline{c}_5(m,k)I_{m1,k+1}\hfill & +\hfill & \overline{c}_5^{}(k,m)I_{m+1,k1}\hfill & +\hfill \\ & & & & & \\ & & \overline{c}_6(m,k)I_{m1,k1}\hfill & +\hfill & \overline{c}_7(m,k)I_{m,k})\hfill & +\hfill \\ & & & & & \\ & & \epsilon ^3R_{m,k}\hfill & & & \end{array}`$ (241)
8. So

$`\left|I_{p,q}\right|=\left({\displaystyle \frac{r}{2}}\right)^{\frac{p+q}{2}}\mathrm{\hspace{0.25em}1}+\left({\displaystyle \frac{r}{2}}\right)^{\frac{m+k}{2}}=\mathrm{\hspace{0.25em}1}+\left|I_{m,k}\right|`$
for $`p+qm+k`$, then for some positive constant $`C_3`$ independent of $`m`$ and $`k`$ the functions $`u_{m,k}^\epsilon `$, $`u_{m,k}^{\epsilon ^2}`$ defined above and $`R_{m,k}`$ can be roughly estimated as follows

$`\left|u_{m,k}^\epsilon \right|C_3(m+k)\left|\stackrel{}{y}\right|\left(1+\left|I_{m,k}\right|\right)`$ (242)
$`\left|u_{m,k}^{\epsilon ^2}\right|C_3(m+k)^2\left(1+\left|\stackrel{}{y}\right|^2\right)\left(1+\left|I_{m,k}\right|\right)`$ (243)
$`\left|R_{m,k}\right|C_3(m+k)^3\left(1+\left|\stackrel{}{y}\right|^3\right)\left(1+\left|I_{m,k}\right|\right)`$ (244)
9. So $`\left|I_{m,m}\right|=I_{m,m}`$ then for some positive constant $`C_4`$ independent of $`m`$ we have from (241)

$`L\stackrel{~}{I}_{m,m}\epsilon ^2C_4m^2\left(1+I_{m,m}\right)+\epsilon ^3\left|R_{m,m}\right|`$ (245)
Using the estimate (244) we can rewrite (245) in the form

$`L\stackrel{~}{I}_{m,m}\epsilon ^2_m\left(1+I_{m,m}\right)`$ (246)
and for $`u_{m,m}^\epsilon +\epsilon u_{m,m}^{\epsilon ^2}`$ we have from (242) and (243)

$`\left|u_{m,m}^\epsilon +\epsilon u_{m,m}^{\epsilon ^2}\right|𝒢_m\left(1+I_{m,m}\right)`$ (247)
Here

$`_m=m^2\left(C_4+\epsilon \mathrm{\hspace{0.17em}8}mC_3\left(1+|\stackrel{}{y}|^3\right)\right)`$ (248)
$`𝒢_m=\mathrm{\hspace{0.33em}2}mC_3\left(|\stackrel{}{y}|+\epsilon \mathrm{\hspace{0.17em}2}m\left(1+|\stackrel{}{y}|^2\right)\right)`$ (249)
Let $`\overline{}_m`$ and $`\overline{𝒢}_m`$ be some positive constants. Consider the function

$`v_m=\left(1+\stackrel{~}{I}_{m,m}\right)\mathrm{exp}\left(\epsilon ^2{\displaystyle \frac{\overline{}_m}{1\epsilon \overline{𝒢}_m}}t\right)`$
for which after some straightforward calculations we have

$`Lv_m\epsilon ^2((_m\overline{}_m)+\epsilon {\displaystyle \frac{\overline{}_m}{1\epsilon \overline{𝒢}_m}}(𝒢_m\overline{𝒞}_m))`$
$`\left(1+I_{m,m}\right)\mathrm{exp}\left(\epsilon ^2{\displaystyle \frac{\overline{}_m}{1\epsilon \overline{𝒢}_m}}t\right)`$ (250)
Choosing now

$`\overline{}_m=m^2\left(C_4+\epsilon \mathrm{\hspace{0.17em}8}mC_3\left(1+c^3(\epsilon )\right)\right)`$
$`\overline{𝒢}_m=\mathrm{\hspace{0.33em}2}mC_3\left(c(\epsilon )+\epsilon \mathrm{\hspace{0.17em}2}m\left(1+c^2(\epsilon )\right)\right)`$
and assuming that $`\epsilon `$ is small enough to guarantee $`\mathrm{\hspace{0.25em}1}\epsilon \overline{𝒢}_m>\mathrm{\hspace{0.25em}0}`$ we get from (250) that $`Lv_m\mathrm{\hspace{0.25em}0}`$ on the set $`|\stackrel{}{y}|c(\epsilon )`$ and hence

$`v_m\left(s_t^\epsilon \right)v_m\left(0\right)`$ (251)
Using that with probability one

$`1+\stackrel{~}{I}_{m,m}\left(s_t^\epsilon \right)\left(1+\epsilon \overline{𝒢}_m\right)\left(1+I_{m,m}\left(s_t^\epsilon \right)\right)`$
$`1+\stackrel{~}{I}_{m,m}\left(s_t^\epsilon \right)\left(1\epsilon \overline{𝒢}_m\right)\left(1+I_{m,m}\left(s_t^\epsilon \right)\right)`$
and hence with probability one

$`\left(1\epsilon \overline{𝒢}_m\right)\left(1+I_{m,m}\left(s_t^\epsilon \right)\right)\mathrm{exp}\left(\epsilon ^2{\displaystyle \frac{\overline{}_m}{1\epsilon \overline{𝒢}_m}}t\right)v_m\left(s_t^\epsilon \right)`$
$`v_m\left(0\right)\left(1+\epsilon \overline{𝒢}_m\right)\left(1+I_{m,m}\left(0\right)\right)`$
we have from (251) the estimate

$`1+I_{m,m}\left(s_t^\epsilon \right){\displaystyle \frac{1+\epsilon \overline{𝒢}_m}{1\epsilon \overline{𝒢}_m}}1+I_{m,m}\left(0\right)\mathrm{exp}\left(\epsilon ^2{\displaystyle \frac{\overline{}_m}{1\epsilon \overline{𝒢}_m}}t\right)`$
which for the following is rewritten in the form

$`\underset{0tL/\epsilon ^2}{\mathrm{max}}1+I_{m,m}\left(s_t^\epsilon \right)\overline{𝒟}_m1+I_{m,m}\left(0\right)`$ (252)
where

$`\overline{𝒟}_m={\displaystyle \frac{1+\epsilon \overline{𝒢}_m}{1\epsilon \overline{𝒢}_m}}\mathrm{exp}\left({\displaystyle \frac{L\overline{}_m}{1\epsilon \overline{𝒢}_m}}\right),\underset{\epsilon 0}{lim}\overline{𝒟}_m=\mathrm{exp}\left(m^2LC_4\right)`$
10. Denoting $`u_{m,k}=u_{m,k}^\epsilon +\epsilon u_{m,k}^{\epsilon ^2}`$ and introducing the new remainder

$`\begin{array}{cccccc}\stackrel{~}{R}_{m,k}=R_{m,k}\hfill & \hfill & \overline{c}_2(m,k)u_{m2,k}\hfill & \hfill & \overline{c}_2^{}(k,m)u_{m,k2}\hfill & \hfill \\ & & & & & \\ & & \overline{c}_1(m,k)u_{m1,k}\hfill & \hfill & \overline{c}_1^{}(k,m)u_{m,k1}\hfill & \hfill \\ & & & & & \\ & & \overline{c}_3(m,k)u_{m2,k+1}\hfill & \hfill & \overline{c}_3^{}(k,m)u_{m+1,k2}\hfill & \hfill \\ & & & & & \\ & & \overline{c}_4(m,k)u_{m2,k+2}\hfill & \hfill & \overline{c}_4^{}(k,m)u_{m+2,k2}\hfill & \hfill \\ & & & & & \\ & & \overline{c}_5(m,k)u_{m1,k+1}\hfill & \hfill & \overline{c}_5^{}(k,m)u_{m+1,k1}\hfill & \hfill \\ & & & & & \\ & & \overline{c}_6(m,k)u_{m1,k1}\hfill & \hfill & \overline{c}_7(m,k)u_{m,k}\hfill & \end{array}`$ (264)
which admits the estimate (as follows from (242)-(243))

$`\left|\stackrel{~}{R}_{m,k}\right|C_5(m+k)^3(1+\epsilon (m+k))\left(1+\left|\stackrel{}{y}\right|^3\right)\left(1+\left|I_{m,k}\right|\right)`$ (265)
we get from (241)

$`\begin{array}{cccccc}L\stackrel{~}{I}_{m,k}\hfill & =\hfill & \epsilon ^2(\overline{c}_2(m,k)\stackrel{~}{I}_{m2,k}\hfill & +\hfill & \overline{c}_2^{}(k,m)\stackrel{~}{I}_{m,k2}\hfill & +\hfill \\ & & & & & \\ & & \overline{c}_1(m,k)\stackrel{~}{I}_{m1,k}\hfill & +\hfill & \overline{c}_1^{}(k,m)\stackrel{~}{I}_{m,k1}\hfill & +\hfill \\ & & & & & \\ & & \overline{c}_3(m,k)\stackrel{~}{I}_{m2,k+1}\hfill & +\hfill & \overline{c}_3^{}(k,m)\stackrel{~}{I}_{m+1,k2}\hfill & +\hfill \\ & & & & & \\ & & \overline{c}_4(m,k)\stackrel{~}{I}_{m2,k+2}\hfill & +\hfill & \overline{c}_4^{}(k,m)\stackrel{~}{I}_{m+2,k2}\hfill & +\hfill \\ & & & & & \\ & & \overline{c}_5(m,k)\stackrel{~}{I}_{m1,k+1}\hfill & +\hfill & \overline{c}_5^{}(k,m)\stackrel{~}{I}_{m+1,k1}\hfill & +\hfill \\ & & & & & \\ & & \overline{c}_6(m,k)\stackrel{~}{I}_{m1,k1}\hfill & +\hfill & \overline{c}_7(m,k)\stackrel{~}{I}_{m,k})\hfill & +\hfill \\ & & & & & \\ & & \epsilon ^3\stackrel{~}{R}_{m,k}\hfill & & & \end{array}`$ (279)
Let now $`N`$ be as in the theorem B. Using notation $`\stackrel{}{𝒱}(;N)`$ we can rewrite (279) in the form of the following system

$`L\stackrel{}{𝒱}(\stackrel{~}{I}_{m,k};N)=\epsilon ^2\overline{𝒦}_N\stackrel{}{𝒱}(\stackrel{~}{I}_{m,k};N)+\epsilon ^3\stackrel{}{𝒱}(\stackrel{~}{R}_{m,k};N)`$ (280)
where the matrix $`\overline{𝒦}_N`$ is the same as in (47).

The matrix $`\overline{}_N(\tau )`$ is assumed to be the fundamental matrix solution of (47). That means that the matrix $`\overline{}_N^1(\epsilon ^2t)`$ satisfies

$`{\displaystyle \frac{d}{dt}}\overline{}_N^1(\epsilon ^2t)=\epsilon ^2\overline{}_N^1(\epsilon ^2t)\overline{𝒦}_N,\overline{}_N^1(0)=I`$ (281)
Applying the operator $`L`$ to the vector $`\overline{}_N^1(\epsilon ^2t)\stackrel{}{𝒱}(\stackrel{~}{I}_{m,k}(t);N)`$ and taking into account (280), (281) we obtain

$`L\left(\overline{}_N^1(\epsilon ^2t)\stackrel{}{𝒱}(\stackrel{~}{I}_{m,k}(t);N)\right)=\epsilon ^3\overline{}_N^1(\epsilon ^2t)\stackrel{}{𝒱}(\stackrel{~}{R}_{m,k}(t);N)`$ (282)
From (282) and Dynkin’s formula (see, for example ) it follows that

$`\overline{}_N^1(\epsilon ^2s_t^\epsilon )\stackrel{}{𝒱}(\stackrel{~}{I}_{m,k}(s_t^\epsilon );N)\stackrel{}{𝒱}(\stackrel{~}{I}_{m,k}(0);N)=`$
$`=\epsilon ^3{\displaystyle \underset{0}{\overset{s_t^\epsilon }{}}}\overline{}_N^1(\epsilon ^2\tau )\stackrel{}{𝒱}(\stackrel{~}{R}_{m,k}(\tau );N)𝑑\tau `$
or, equivalently

$`\overline{}_N^1(\epsilon ^2s_t^\epsilon )\stackrel{}{𝒱}(I_{m,k}(s_t^\epsilon );N)\stackrel{}{𝒱}(I_{m,k}(0);N)=`$
$`=\epsilon \stackrel{}{𝒱}(u_{m,k}(0);N)\overline{}_N^1(\epsilon ^2s_t^\epsilon )\stackrel{}{𝒱}(u_{m,k}(s_t^\epsilon );N)+`$
$`+\epsilon ^3{\displaystyle \underset{0}{\overset{s_t^\epsilon }{}}}\overline{}_N^1(\epsilon ^2\tau )\stackrel{}{𝒱}(\stackrel{~}{R}_{m,k}(\tau );N)𝑑\tau `$ (283)
From (283) we obtain

$`\underset{0tL/\epsilon ^2}{\mathrm{max}}\left|\overline{}_N^1(\epsilon ^2s_t^\epsilon )\stackrel{}{𝒱}(I_{m,k}(s_t^\epsilon );N)\stackrel{}{𝒱}(I_{m,k}(0);N)\right|`$
$`\epsilon \underset{0\tau L}{\mathrm{max}}\left|\overline{}_N^1(\tau )\right|\underset{0tL/\epsilon ^2}{\mathrm{max}}2\left|\stackrel{}{𝒱}(u_{m,k}(s_t^\epsilon );N)\right|+L\left|\stackrel{}{𝒱}(\stackrel{~}{R}_{m,k}(s_t^\epsilon );N)\right|`$ (284)
Let us define now $`[m]`$ as the smallest integer which is bigger or equal to $`m`$. Using (242), (243), (265) and simple inequalities like

$`\left|\stackrel{}{y}\right|\mathrm{\hspace{0.33em}1}+\left|\stackrel{}{y}\right|^2`$
$`1+\left|I_{m,k}\right|\mathrm{\hspace{0.33em}2}\left(1+I_{\left[\frac{N}{2}\right],\left[\frac{N}{2}\right]}\right),m+kN`$
we can obtain

$`\mathrm{max}\{\left|\stackrel{}{𝒱}(u_{m,k};N)\right|,\left|\stackrel{}{𝒱}(\stackrel{~}{R}_{m,k};N)\right|\}`$
$`C_6N^5\left(1+\epsilon N\right)\left(1+\left|\stackrel{}{y}\right|^3\right)\left(1+I_{\left[\frac{N}{2}\right],\left[\frac{N}{2}\right]}\right)`$ (285)
Taking into account (252) we have from (285)

$`\underset{0tL/\epsilon ^2}{\mathrm{max}}2\left|\stackrel{}{𝒱}(u_{m,k}(s_t^\epsilon );N)\right|+L\left|\stackrel{}{𝒱}(\stackrel{~}{R}_{m,k}(s_t^\epsilon );N)\right|`$
$`C_6N^5\left(1+\epsilon N\right)\left(1+c^3(\epsilon )\right)(2+L)\overline{𝒟}_{\left[\frac{N}{2}\right]}\left(1+I_{\left[\frac{N}{2}\right],\left[\frac{N}{2}\right]}(0)\right)`$
which together with

$`\underset{0\tau L}{\mathrm{max}}\left|\overline{}_N^1(\tau )\right|\mathrm{exp}(C_7N^2)`$
and (284) gives the final estimate we need

$`\underset{0tL/\epsilon ^2}{\mathrm{max}}\left|\overline{}_N^1(\epsilon ^2s_t^\epsilon )\stackrel{}{𝒱}(I_{m,k}(s_t^\epsilon );N)\stackrel{}{𝒱}(I_{m,k}(0);N)\right|`$
$`\epsilon \left(1+c^3(\epsilon )\right)P\left(1+I_{\left[\frac{N}{2}\right],\left[\frac{N}{2}\right]}(0)\right)`$ (286)
where

$`P=C_6N^5\left(1+\epsilon N\right)(2+L)\overline{𝒟}_{\left[\frac{N}{2}\right]}\mathrm{exp}(C_7N^2)`$
Taking the limit $`\epsilon \mathrm{\hspace{0.25em}0}`$ we have from (286) the proof of the theorem B with speed of convergence $`\epsilon c^3(\epsilon )`$.

11. To prove the remark to the theorem B we apply the operator $`L`$ to the function $`\stackrel{}{a}_N(\epsilon ^2t)\stackrel{}{𝒱}(\stackrel{~}{I}_{m,k}(t);N)`$ with the result that

$`L\left(\stackrel{}{a}_N(\epsilon ^2t)\stackrel{}{𝒱}(\stackrel{~}{I}_{m,k}(t);N)\right)=\epsilon ^3\stackrel{}{a}_N(\epsilon ^2t)\stackrel{}{𝒱}(\stackrel{~}{R}_{m,k}(t);N)`$ (287)
The rest of the proof is just repeating all the steps from the previous point with the usage (287) instead of (282).

### 9.3 Sketch of the Proof of the Theorem D

1. The solution of the system (136) is a Markovian diffusion process in the $`2`$-dimensional Euclidean space. Let $`L`$ be a generating differential operator of this stochastic process. Separating the orders according to $`\epsilon `$ we can represent $`L`$ in the form

$`L=L_0+\epsilon ^2L_{\epsilon ^2}`$ (288)
where the differential operators $`L_0`$ and $`L_{\epsilon ^2}`$ are defined as follows

$`L_0={\displaystyle \frac{}{t}}+\omega _0\left(z{\displaystyle \frac{}{x}}x{\displaystyle \frac{}{z}}\right)`$
$`L_{\epsilon ^2}=\left(z\left(\mathrm{\Phi }\stackrel{}{d}\stackrel{}{d}\alpha \right)+x\mathrm{\Phi }\stackrel{}{b}\stackrel{}{d}\mathrm{\Phi }\stackrel{}{h}\stackrel{}{d}\right){\displaystyle \frac{}{z}}+`$
$`+(\mathrm{\Phi }\stackrel{}{h}\stackrel{}{h}\mathrm{\hspace{0.25em}2}x\mathrm{\Phi }\stackrel{}{h}\stackrel{}{b}\mathrm{\hspace{0.25em}2}z\mathrm{\Phi }\stackrel{}{h}\stackrel{}{d}+`$
$`+x^2\mathrm{\Phi }\stackrel{}{b}\stackrel{}{b}+\mathrm{\hspace{0.25em}2}xz\mathrm{\Phi }\stackrel{}{d}\stackrel{}{b}+z^2\mathrm{\Phi }\stackrel{}{d}\stackrel{}{d}){\displaystyle \frac{^2}{z^2}}`$
2. Now we wish to calculate $`L_{\epsilon ^2}I_{m,k}`$. Representing the operator $`L_{\epsilon ^2}`$ in the form

$`L_{\epsilon ^2}=(\text{}\mathrm{\Phi }\stackrel{}{h}\stackrel{}{d}+[\mathrm{\Phi }\stackrel{}{b}\stackrel{}{d}i\alpha +i\mathrm{\Phi }\stackrel{}{d}\stackrel{}{d}]\mathrm{exp}(i\omega _0t)I_{0,\mathrm{\hspace{0.25em}1}}+`$
$`+[\mathrm{\Phi }\stackrel{}{b}\stackrel{}{d}+i\alpha i\mathrm{\Phi }\stackrel{}{d}\stackrel{}{d}]\mathrm{exp}(i\omega _0t)I_{1,\mathrm{\hspace{0.25em}0}}\text{}){\displaystyle \frac{}{z}}+`$
$`+(\text{}\mathrm{\Phi }\stackrel{}{h}\stackrel{}{h}\mathrm{\hspace{0.25em}2}[\mathrm{\Phi }\stackrel{}{h}\stackrel{}{b}+i\mathrm{\Phi }\stackrel{}{h}\stackrel{}{d}]\mathrm{exp}(i\omega _0t)I_{0,\mathrm{\hspace{0.25em}1}}`$
$`\mathrm{\hspace{0.33em}2}\left[\mathrm{\Phi }\stackrel{}{h}\stackrel{}{b}i\mathrm{\Phi }\stackrel{}{h}\stackrel{}{d}\right]\mathrm{exp}(i\omega _0t)I_{1,\mathrm{\hspace{0.25em}0}}+\mathrm{\hspace{0.25em}2}\left[\mathrm{\Phi }\stackrel{}{b}\stackrel{}{b}+\mathrm{\Phi }\stackrel{}{b}\stackrel{}{d}\right]I_{1,\mathrm{\hspace{0.25em}1}}+`$
$`+\left[\mathrm{\Phi }\stackrel{}{b}\stackrel{}{b}\mathrm{\Phi }\stackrel{}{d}\stackrel{}{d}+\mathrm{\hspace{0.25em}2}i\mathrm{\Phi }\stackrel{}{d}\stackrel{}{b}\right]\mathrm{exp}(i\mathrm{\hspace{0.25em}2}\omega _0t)I_{0,\mathrm{\hspace{0.25em}2}}+`$
$`+[\mathrm{\Phi }\stackrel{}{b}\stackrel{}{b}\mathrm{\Phi }\stackrel{}{d}\stackrel{}{d}\mathrm{\hspace{0.25em}2}i\mathrm{\Phi }\stackrel{}{d}\stackrel{}{b}]\mathrm{exp}(i\mathrm{\hspace{0.25em}2}\omega _0t)I_{2,\mathrm{\hspace{0.25em}0}}\text{}){\displaystyle \frac{^2}{z^2}}`$
taking into account (157), property b and the expression

$`{\displaystyle \frac{^2I_{m,k}}{z^2}}={\displaystyle \frac{mk}{2}}I_{m1,k1}`$
$`{\displaystyle \frac{m(m1)}{4}}\mathrm{exp}(i\mathrm{\hspace{0.25em}2}\omega _0t)I_{m2,k}{\displaystyle \frac{k(k1)}{4}}\mathrm{exp}(i\mathrm{\hspace{0.25em}2}\omega _0t)I_{m,k2}`$
we obtain that $`L_{\epsilon ^2}I_{m,k}`$ is given by the right hand side of (182) with $`c_l(m,k)`$ as follows

$`\begin{array}{ccc}c_1(m,k)\hfill & =\hfill & \frac{m}{2}\left[\text{}(m2k1)\mathrm{\Phi }\stackrel{}{h}\stackrel{}{b}i(m+2k)\mathrm{\Phi }\stackrel{}{h}\stackrel{}{d}\right]\mathrm{exp}(i\omega _0t)\hfill \\ & & \\ c_2(m,k)\hfill & =\hfill & \frac{m(m1)}{4}\left[\text{}\mathrm{\Phi }\stackrel{}{h}\stackrel{}{h}\right]\mathrm{exp}(i\mathrm{\hspace{0.25em}2}\omega _0t)\hfill \\ & & \\ c_3(m,k)\hfill & =\hfill & \frac{m(m1)}{2}\left[\text{}\mathrm{\Phi }\stackrel{}{h}\left(\stackrel{}{b}i\stackrel{}{d}\right)\right]\mathrm{exp}(i\mathrm{\hspace{0.25em}3}\omega _0t)\hfill \\ & & \\ c_4(m,k)\hfill & =\hfill & \frac{m(m1)}{4}\left[\text{}\mathrm{\Phi }\left(\stackrel{}{b}+i\stackrel{}{d}\right)\left(\stackrel{}{b}i\stackrel{}{d}\right)\right]\mathrm{exp}(i\mathrm{\hspace{0.25em}4}\omega _0t)\hfill \\ & & \\ c_5(m,k)\hfill & =\hfill & \frac{m}{2}[\text{}\alpha (m+k)\mathrm{\Phi }\stackrel{}{d}\stackrel{}{d}+(km+1)\mathrm{\Phi }\stackrel{}{b}\stackrel{}{b}+\hfill \\ & & \\ & & i(2k+1)\mathrm{\Phi }\stackrel{}{b}\stackrel{}{d}\text{}]\mathrm{exp}(i\mathrm{\hspace{0.25em}2}\omega _0t)\hfill \\ & & \\ c_6(m,k)\hfill & =\hfill & \frac{mk}{2}\mathrm{\Phi }\stackrel{}{h}\stackrel{}{h}\hfill \\ & & \\ c_7(m,k)\hfill & =\hfill & \frac{m+k}{2}\alpha +\frac{4mkm(m1)k(k1)}{4}\mathrm{\Phi }\stackrel{}{b}\stackrel{}{b}+\hfill \\ & & \\ & & \frac{4mk+m(m+1)+k(k+1)}{4}\mathrm{\Phi }\stackrel{}{d}\stackrel{}{d}+i\frac{m^2k^2}{2}\mathrm{\Phi }\stackrel{}{d}\stackrel{}{b}\hfill \end{array}`$ (306)
3. Now, like in the proof of theorem B, we want to show that there exist for fixed $`m`$ and $`k`$ functions $`g_l(m,k)`$ bounded in $`t`$ and satisfying

$`{\displaystyle \frac{g_l(m,k)}{t}}+c_l(m,k)=\stackrel{˘}{c}_l(m,k),l=\mathrm{\hspace{0.33em}1},\mathrm{},7`$
We shall show it for $`l=\mathrm{\hspace{0.25em}4}`$ and the rest can be done by analogy.

Substituting in the expression for $`c_4(m,k)`$ the Fourier series of the vectors $`\stackrel{}{b}`$ and $`\stackrel{}{d}`$ we obtain

$`c_4(m,k)={\displaystyle \frac{m(m1)}{2}}{\displaystyle \underset{p,l=\mathrm{}}{\overset{\mathrm{}}{}}}\left[\mathrm{\Phi }\left(\stackrel{}{b}_p+\stackrel{}{d}_p\right)\left(\stackrel{}{b}_l\stackrel{}{d}_l\right)\right]\mathrm{exp}(i\mu _{p,l}t)=`$
$`=\stackrel{˘}{c}_4(m,k){\displaystyle \frac{m(m1)}{4}}{\displaystyle \underset{\mu _{p,l}\mathrm{\hspace{0.25em}0}}{}}\left[\mathrm{\Phi }\left(\stackrel{}{b}_p+\stackrel{}{d}_p\right)\left(\stackrel{}{b}_l\stackrel{}{d}_l\right)\right]\mathrm{exp}(i\mu _{p,l}t)`$
where $`\mu _{p,l}=\nu _p\nu _l+4\omega _0`$.

So the problem will be solved if the series

$`c_4(m,k)=i{\displaystyle \frac{m(m1)}{4}}{\displaystyle \underset{\mu _{p,l}\mathrm{\hspace{0.25em}0}}{}}{\displaystyle \frac{\mathrm{\Phi }\left(\stackrel{}{b}_p+\stackrel{}{d}_p\right)\left(\stackrel{}{b}_l\stackrel{}{d}_l\right)}{\mu _{p,l}}}\mathrm{exp}(i\mu _{p,l}t)`$
converges and can be differentiated term by term. The absolute convergence and differentiability can be easily shown using (7) and (8) with the final estimates

$`\left|g_4(m,k)\right|{\displaystyle \frac{m(m1)}{2}}{\displaystyle \frac{\left|\mathrm{\Phi }\right|}{\delta _f^2}}\left({\displaystyle \underset{p=\mathrm{}}{\overset{\mathrm{}}{}}}\left|\stackrel{}{b}_p\right|+\left|\stackrel{}{d}_p\right|\right)^2`$
$`\left|{\displaystyle \frac{g_4(m,k)}{t}}\right|{\displaystyle \frac{m(m1)}{2}}\left|\mathrm{\Phi }\right|\left({\displaystyle \underset{p=\mathrm{}}{\overset{\mathrm{}}{}}}\left|\stackrel{}{b}_p\right|+\left|\stackrel{}{d}_p\right|\right)^2`$
4. The rest follows the simplified version of the proof of the theorem B.