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# A General Theory of Almost Convex Functions.

## 1. Introduction.

Let $`C`$ be a convex set in a real vector space and let $`h:CR`$. Then according to Hyers and Ulam  for $`\epsilon >0`$, $`h`$ is $`\epsilon `$-approximately convex iff

(1.1)
$$h((1t)x+ty)\epsilon +(1t)h(x)+th(y),\text{for all}t[0,1].$$

In  they show that if $`h`$ is $`\epsilon `$-approximately convex and $`C𝐑^n`$ then there is a convex function $`g:C𝐑`$ and a constant $`C(n)`$ only depending on the dimension so that $`|h(x)g(x)|\frac{1}{2}C(n)\epsilon `$. In a previous paper we show the sharp constant is

$$C(n)=\mathrm{log}_2n+\frac{2(n+12^{\mathrm{log}_2n})}{n+1}.$$

(Here $``$ is the floor, or greatest integer function, and $``$ is the ceiling function, that is $`x`$ is the smallest integer greater than or equal to $`x`$.) In the present paper we generalize the notion of approximate convexity and give the sharp constants in the corresponding Hyers-Ulam type theorems. This is done by finding the extremal approximately convex function on the simplex that vanishes on the vertices.

Let us put the these problems in a somewhat larger setting. First, by replacing $`h`$ by $`\epsilon ^1h`$ in (1.1), there is no loss of generality in assuming that $`\epsilon =1`$. Then many natural notions of generalized convexity are covered in the following definition. Let $`\mathrm{\Delta }_m=\{(t_0,\mathrm{},t_m)𝐑^{m+1}:t_i0,_{i=0}^mt_i=1\}`$ be the standard $`m`$-dimensional simplex.

###### Definition 1.1.

Let $`V`$ a vector space over the reals and let $`\mathrm{}CV`$ be a convex set and let $`\mathrm{}S_{m=1}^{\mathrm{}}\mathrm{\Delta }_m`$. Then a function $`h:C𝐑`$ is $`S`$-almost convex on $`C`$ iff for all $`(t_0,\mathrm{},t_m)S`$ and $`x_0,\mathrm{},x_mC`$ the inequality

$$h\left(\underset{i=0}{\overset{m}{}}t_ix_i\right)1+\underset{i=0}{\overset{m}{}}t_ih(x_i)$$

holds. We denote by

$$\mathrm{AlmCon}_S(C):=\{h:h\text{ is }S\text{-almost convex on }C\}$$

the set of almost convex functions $`h:C𝐑`$.∎

The case of $`S=\mathrm{\Delta }_1`$ corresponds to the case studied by Hyers and Ulam  and others (cf. the book  for more information and references). When $`S=\{(1/2,1/2)\}`$ the $`S`$-almost convex functions are just the functions that satisfy

$$h\left(\frac{x+y}{2}\right)1+\frac{h(x)+h(y)}{2}.$$

which are the approximately midpoint convex functions, (sometimes called the approximately Jensen convex functions) which also have been studied by several authors.

We give a general theory of $`S`$-almost convex functions. In particular when $`S`$ has at least one point that is not a vertex we construct (Definition 1.17 and Theorem 1.22) a bounded $`S`$-almost convex function $`E_S^{\mathrm{\Delta }_n}:\mathrm{\Delta }_n𝐑`$ such that if $`h:\mathrm{\Delta }_n𝐑`$ is bounded, $`S`$-almost convex, and $`h(e_k)0`$ on the vertices of $`\mathrm{\Delta }_n`$ then $`h(x)E_S^{\mathrm{\Delta }_n}(x)`$ for all $`x\mathrm{\Delta }_n`$. Then the number $`\kappa _S(n):=sup_{x\mathrm{\Delta }_n}E_S^{\mathrm{\Delta }_n}(x)`$ is the sharp constant in stability theorems of Hypers-Ulam type and the function $`E_S^{\mathrm{\Delta }_m}`$ is the function that shows it is sharp (See Theorem 1.26.)

Probably the most natural choices, for $`S`$ are $`S=\mathrm{\Delta }_m`$, a simplex, and $`S=\{(1/(m+1),\mathrm{},1/(m+1))\}`$, the barycenter of a simplex. In these cases we are able to give very explicit formulas both for the extremal function $`E_S^{\mathrm{\Delta }_n}`$ and for the constant $`\kappa _S(n)=sup_{x\mathrm{\Delta }_n}E_S^{\mathrm{\Delta }_n}(x)`$. (For the case $`S=\mathrm{\Delta }_m`$ this was done in our earlier paper  where

$$\kappa _{\mathrm{\Delta }_m}(n)=\mathrm{log}_{m+1}n+\frac{(m+1)\left((n+1)(m+1)^{\mathrm{log}_{m+1}n}\right)/m}{n+1}.$$

For the case of $`S`$ the barycenter of $`\mathrm{\Delta }_m`$ see Theorem 3.1, where the value is given as

(1.2)
$$\kappa _{\{(1/(m+1),\mathrm{},1/(m+1))\}}(n)=\mathrm{log}_{m+1}n+1+\frac{n}{m(m+1)^{\mathrm{log}_{m+1}n}}.$$

(This differs from the notation of Theorem 3.1 by the substitution $`B=m+1`$.)) There is an interesting dichotomy in these two cases. When $`S=\mathrm{\Delta }_m`$ then $`E_S^{\mathrm{\Delta }_n}`$ is a concave piecewise linear function that is continuous on the interior $`\mathrm{\Delta }_n^{}`$ of $`\mathrm{\Delta }_n`$ and the maximum occurs at the barycenter of $`\mathrm{\Delta }_n`$. (See .) However when $`S=\{(1/(m+1),\mathrm{},1/(m+1))\}`$ is the barycenter of $`\mathrm{\Delta }_m`$ then $`E_S^{\mathrm{\Delta }_n}`$ is discontinuous on a dense subset of $`\mathrm{\Delta }_n`$ and the graph of $`E_S^{\mathrm{\Delta }_n}`$ is a fractal with a large number of self similarities and the maximum does *not* occur at the barycenter of $`\mathrm{\Delta }_m`$. See Figure 2. We also note the somewhat surprising fact, that, as functions of $`n`$, both $`\kappa _{\mathrm{\Delta }_m}(n)`$ and $`\kappa _{\{(1/(m+1),\mathrm{},1/(m+1))\}}(n)`$ have the same order of growth, i.e. $`\mathrm{log}_{m+1}n+O(1)`$.

This paper is not completely self-contained. Several of the results have proofs that are very similar to the proofs in our earlier paper  and at several places we refer the reader to  for proofs.

### 1.1. Definition and basic properties.

Let $`\mathrm{\Delta }_m:=\{(t_0,\mathrm{},t_m):_{k=0}^mt_k=1,t_k0\}`$ be the standard $`m`$-dimensional simplex. For the rest of this section we fix a subset

$$S\underset{m=1}{\overset{\mathrm{}}{}}\mathrm{\Delta }_m.$$

It follows easily from the definition of $`S`$-almost convex that $`\mathrm{AlmCon}_S(C)`$ is a convex subset of the vector space of all functions from $`C`$ to $`𝐑`$.

It is useful to make a distinction between two cases:

###### Definition 1.2.

If $`S_{m=1}^{\mathrm{}}\mathrm{\Delta }_m`$ then

1. If $`S_{m=1}^N\mathrm{\Delta }_m`$ for any finite $`N`$ then $`S`$ is of infinite type.
2. If $`S_{m=1}^N\mathrm{\Delta }_m`$ for some $`N`$ then $`S`$ is of finite type. If further $`S\mathrm{\Delta }_m`$ for some $`m`$ then $`S`$ is homogeneous.∎

###### Remark 1.3.

If we assume that the union $`_{m=1}^{\mathrm{}}\mathrm{\Delta }_m`$ is disjoint and has the natural topology ($`U_{m=1}^{\mathrm{}}\mathrm{\Delta }_m`$ is open iff $`U\mathrm{\Delta }_m`$ is open in $`\mathrm{\Delta }_m`$ for all $`m`$) then it is not hard to see that $`S`$ is of finite type if and only if it has compact closure in $`_{m=1}^{\mathrm{}}\mathrm{\Delta }_m`$.∎

When considering $`S`$-almost convex functions there is no real distinction between $`S`$ of finite type and $`S`$ homogeneous.

###### 1.4 Proposition.

Let $`S_{m=1}^N\mathrm{\Delta }_m`$. For $`mN`$ let $`\iota _N^m:\mathrm{\Delta }_m\mathrm{\Delta }_N`$ be the inclusion $`\iota _N^n(t_0,\mathrm{},t_m)=(t_0,\mathrm{},t_m,0,\mathrm{},0)`$ and set $`S_m^{}=\iota _N^m[S\mathrm{\Delta }_m]\mathrm{\Delta }_N`$. Let $`S^{}=_{m=1}^NS_m^{}\mathrm{\Delta }_N`$. Then for any convex subset $`C`$ of a real vector space $`\mathrm{AlmCon}_S^{}(C)=\mathrm{AlmCon}_S(C)`$.

###### Proof.

This is a more or less straightforward chase though the definition. ∎

The proof of the following is also straightforward and left to the reader.

###### 1.5 Proposition.

Let $`S\mathrm{\Delta }_m`$ and let

$$S^{}=\underset{\rho \mathrm{sym}(m+1)}{}\{(t_{\rho (0)},t_{\rho (1)},\mathrm{},t_{\rho (m)}):(t_0,t_1,\mathrm{},t_m)S\}$$

where $`\mathrm{sym}(m+1)`$ is the group of all permutations of $`\{0,1,\mathrm{},m\}`$. Then for any convex subset $`C`$ of a real vector space $`\mathrm{AlmCon}_S^{}(C)=\mathrm{AlmCon}_S(C)`$.

The following is also trivial.

###### 1.6 Proposition.

Let $`S_1S_2_{m=1}^{\mathrm{}}\mathrm{\Delta }_m`$. Then for any convex subset $`C`$ of a real vector space $`\mathrm{AlmCon}_{S_2}(C)\mathrm{AlmCon}_{S_1}(C)`$.∎

The following can be used to reduce certain questions about $`S`$-almost convex functions to the case where $`S\mathrm{\Delta }_1`$.

###### 1.7 Proposition.

Let $`S_{m=1}^{\mathrm{}}\mathrm{\Delta }_m`$ and let $`S_1`$ be a nonempty subset of $`S\mathrm{\Delta }_m`$ for some $`m`$. Let $`N_0,\mathrm{},N_k`$ be a partition of the set $`\{0,1,\mathrm{},m\}`$ into $`k+1`$ nonempty sets and let

$$S_2:=\{(\alpha _0(t),\alpha _2(t),\mathrm{},\alpha _k(t)):tS_1\}\mathrm{\Delta }_k$$

where

$$\alpha _j(t):=\underset{iN_j}{}t_i.$$

Then

$$\mathrm{AlmCon}_S(C)\mathrm{AlmCon}_{S_2}(C)$$

for any convex subset $`C`$ of a real vector space. In particular if $`(t_0,\mathrm{},t_m)S`$ and for some $`k\{0,\mathrm{},m1\}`$ we set $`\alpha =t_0+\mathrm{}+t_k`$ and $`\beta =t_{k+1}+\mathrm{}+t_m`$ then any $`S`$ almost convex function $`h`$ will satisfy $`h(\alpha x_0)+h(\beta x_1)1+\alpha h(x_0)+\beta h(x_1)`$.

###### Proof.

Let $`C`$ be a convex subset of a real vector space and let $`y_0,\mathrm{},y_kC`$, $`\alpha S_2`$ and $`h\mathrm{AlmCon}_S(C)`$. Let $`x_0,\mathrm{},x_mC`$ be defined by

$$x_i=y_j\text{if}iN_j$$

As $`\alpha S_2`$ there is a $`t=(t_0,\mathrm{},t_m)S_1S`$ so that $`\alpha _j=_{iN_j}t_i`$. Then as $`h`$ is $`S`$-almost convex

$$h\left(\underset{j=0}{\overset{k}{}}\alpha _jy_j\right)=h\left(\underset{i=0}{\overset{m}{}}t_ix_i\right)1+\underset{i=0}{\overset{k}{}}t_ih(x_i)=1+\underset{i=0}{\overset{m}{}}\alpha _jh(y_j).$$

Thus $`h\mathrm{AlmCon}_{S_2}(C)`$. ∎

It is useful to understand when an $`S`$-almost convex function is bounded.

###### 1.8 Theorem.

Let $`S_{m=1}^{\mathrm{}}\mathrm{\Delta }_m`$ and assume that $`S`$ contains at least one point that is not a vertex (that is there is $`(t_0,\mathrm{},t_m)S`$ with $`\mathrm{max}_it_i<1`$). Let $`U`$ be a convex open set in $`𝐑^n`$. Then any $`S`$-almost convex function $`h:U𝐑`$ which is Lebesgue measurable is bounded above and below on any compact subset of $`U`$.

###### Proof.

Let $`(t_0,\mathrm{},t_m)S`$ with $`\mathrm{max}_it_i<1`$. Then there is a $`k\{0,\mathrm{},m1\}`$ so that if $`\alpha =t_0+\mathrm{}+t_k`$ and $`\beta =t_{k+1}+\mathrm{}+t_m`$, then $`0<\alpha ,\beta <1`$, $`\alpha +\beta =1`$ and by Proposition 1.7

$$h(\alpha x_0+\beta x_1)1+\alpha h(x_0)+\beta h(x_1).$$

We assume that $`\alpha \beta `$, the case of $`\alpha >\beta `$ having a similar proof. As any compact subset of $`U`$ is contained in a bounded convex open subset of $`U`$ we can also assume, without loss of generality, that $`U`$ is bounded.

Let $`KU`$ be compact and let $`r=\mathrm{dist}(K,U)`$. For any $`x𝐑^n`$ let $`B_r(x)`$ be the open ball of radius $`r`$ about $`x`$. Then for any $`aK`$ we have $`B_r(a)U`$. For $`aK`$ define $`\theta _a:𝐑^n𝐑^n`$ by

$$\theta _a(x)=\frac{1}{\beta }a\frac{\alpha }{\beta }x.$$

Then it is easy to check that $`\theta _a(a)=a`$ for all $`a𝐑^n`$ and $`\alpha x+\beta \theta _a(x)=a`$ for all $`x𝐑^n`$. Also $`\theta _a`$ is a dilation in the sense that $`\theta _a(x_1)\theta _a(x_0)=(\alpha /\beta )x_1x_0`$ for all $`x_0,x_1𝐑^n`$. As $`\theta _a(a)=a`$ and $`(\alpha /\beta )1`$ this implies $`\theta _a[B_a(r)]=B_a((\alpha /\beta )r)B_a(r)`$. Let $`^n`$ be Lebesgue measure on $`𝐑^n`$. Then for any measurable subset $`P`$ of $`𝐑^n`$

$$^n(\theta _a[P])=(\alpha /\beta )^n^n(P).$$

Choose a positive real number $`\epsilon `$ so that

(1.3)
$$\left(1+\left(\frac{\alpha }{\beta }\right)^n\right)\epsilon <\left(\frac{\alpha }{\beta }\right)^n^n(B(r))$$

where $`B(r)`$ is the open ball of radius $`r`$ about the origin. Because $`h`$ is measurable and $`^n(U)<\mathrm{}`$ there is a positive $`M`$ so large that

$$^n\{xU:h(x)>M\}<\epsilon .$$

Therefore if $`V:=\{xU:h(x)M\}`$ then $`^n(UV)<\epsilon `$. Let $`A:=B_a(r)V`$. We now claim that $`A\theta _a[A]`$ has positive measure. For if not then $`A`$ and $`\theta _a[A]`$ would be essentially disjoint subsets of $`B_r(a)`$ and therefore, using that $`^n(\theta _a[A])=(\alpha /\beta )^n^n(A)`$,

$`^n(B_a(r))`$ $`^n(A)+^n(\theta _a[A])`$
$`=\left(1+\left({\displaystyle \frac{\alpha }{\beta }}\right)^n\right)^n(A)`$
$`\left(1+\left({\displaystyle \frac{\alpha }{\beta }}\right)^n\right)(^n(B_a(r))\epsilon )`$
which can be rearranged as $`\left(1+(\alpha /\beta )^n\right)\epsilon (\alpha /\beta )^n^n(B(r))`$ contradicting (1.3). Therefore $`^n(A\theta _a[A])>0`$ as claimed. Let $`axA\theta _a[A])`$. Then $`x`$ and $`\theta _a(x)`$ are both in $`A=B_a(r)V`$ and therefore $`h(x),h(\theta _a(x))M`$. Thus

$$h(a)=h(\alpha x+\beta \theta _a(x))1+\alpha h(x)+\beta h(\theta _a(x))1+\alpha M+\beta M=M+1$$

which shows that $`h`$ is bounded above on $`K`$.

To show that $`h`$ has a lower bound on compact subsets of $`U`$, let $`aU`$ and let $`r>0`$ be small enough that the closed ball $`\overline{B}_a(r)`$ is contained in $`U`$. Then $`\overline{B}_a(r)`$is compact so by what we have just done there is a constant $`C>0`$ so that $`h(x)C`$ for all $`xB_a(r)`$. Let $`xB_a(r)`$. Then, again as above, $`\theta _a(x)B_a(r)`$, and therefore

$$h(a)=h(\alpha x+\beta \theta _a(x))1+\alpha h(x)+\beta h(\theta _a(x))1+\alpha h(x)+\beta C$$

which can be solved for $`h(x)`$ to give

$$h(x)\frac{1}{\alpha }(h(a)1\beta C).$$

Therefore $`h`$ is bounded below on $`B_a(r)`$. But any compact subset of $`U`$ can be covered by a finite number of such open balls and thus $`h`$ is bounded below on all compact subsets of $`U`$. ∎

The following will be needed later.

###### 1.9 Corollary.

Let $`h:[a,b]𝐑`$ be a Lebesgue measurable function so that $`h(\alpha x+\beta y)1+\alpha h(x)+\beta h(y)`$ for some $`\alpha ,\beta >0`$ with $`\alpha +\beta =1`$ (that is $`h`$ is $`S`$-almost convex with $`S=\{(\alpha ,\beta )\}\mathrm{\Delta }_1`$). Then $`h`$ is bounded above on $`[a,b]`$.

###### Proof.

By doing a linear change of variable (which preserves $`S`$-almost convexity) we can assume that $`[a,b]=[0,1]`$. Also by replacing $`h`$ by $`xh(x)((1x)h(0)+xh(1))`$ we can assume that $`h(0)=h(1)=0`$. Let $`\delta =\alpha /(1+\alpha )`$. Then by Theorem 1.8 there is a constant $`C_1>0`$ such that $`h(x)C_1`$ on $`[\delta ,1\delta ]`$. Let

$$C_2=\mathrm{max}\{C_1,1/(1\alpha )+\alpha C_1\}.$$

We now show that $`hC_2`$ on $`[0,1]`$. If $`x=0`$, $`x=1`$, or $`x[\delta ,1\delta ]`$ this is clear. Let $`x(0,\delta )`$ then the choice of $`\delta `$ ensures that there is a $`y[\delta ,1\delta ]`$ such that $`x=\alpha ^ky`$ for some positive integer $`k`$. Also, as $`y[\delta ,1\delta ]`$, $`h(y)C_1`$. Therefore

$`h(x)`$ $`=h(\alpha ^ky)=h(\beta 0+\alpha \alpha ^{k1}y)`$
$`1+\beta h(0)+\alpha h(\alpha ^{k1}y)=1+\alpha h(\alpha ^{k1}y)`$
$`1+\alpha \left(1+\alpha h(\alpha ^{k2}y)\right)=1+\alpha +\alpha ^2h(\alpha ^{k2}y)`$
$`1+\alpha +\alpha ^2+\mathrm{}+\alpha ^{k1}+\alpha ^kh(y)`$
$`{\displaystyle \frac{1}{1\alpha }}+\alpha C_1C_2.`$
If $`x(1\delta ,1)`$ a similar calculation shows that $`h(x)C_2`$ (or this can be reduced to the case $`x(0,\delta )`$ by the change of variable $`x(1x)`$). This completes the proof. ∎

### 1.2. A general construction for the extremal $`S`$ almost convex function on a simplex.

We will show that on the $`n`$-dimensional simplex $`\mathrm{\Delta }_n`$ there is a pointwise largest bounded $`S`$-almost convex function that vanishes on the vertices of $`\mathrm{\Delta }_m`$. We start with some definitions.

###### Definition 1.10.

A tree, $`T`$, is a collection of points $`𝒩`$, called nodes, and a set of (directed) edges connecting some pairs of nodes with the following properties: The set $`𝒩`$ is a disjoint union $`𝒩=_{k=0}^{\mathrm{}}𝒩_k`$ where $`𝒩_0`$ contains exactly one point, the root of the tree, each $`𝒩_k`$ is a finite set and if $`𝒩_k=\{v_1,\mathrm{},v_m\}`$ then $`𝒩_{m+1}`$ is a disjoint union $`𝒩_{m+1}=𝒫_1\mathrm{}𝒫_m`$ of nonempty sets where $`𝒫_i`$ is the set of successors of $`v_i`$. The (directed) edges of the tree leave a node and connect it to its successors and there are no other edges in the tree (cf. Figure 1). If $`v`$ is a node of the tree then $`r(v):=k`$ where $`v𝒩_k`$ is the rank of $`v`$. A branch of the tree is a sequence of nodes $`v_k_{k=0}^{\mathrm{}}`$ where $`v_0`$ is the root, $`r(v_k)=k`$, and there is an edge from $`v_k`$ to $`v_{k+1}`$.∎

We now consider trees with extra structure, a labeling of the edges in a way that will be used in defining the extremal $`S`$-almost convex function.

###### Definition 1.11.

Let $`S_{m=1}^{\mathrm{}}\mathrm{\Delta }_m`$ be nonempty. Then an $`S`$-ranked tree is a tree $`T`$ with its edges labeled by non-negative real numbers in such a way that for any node $`v`$ of the tree there is an element $`t=(t_0,\mathrm{},t_m)S`$ so that there are exactly $`m+1`$ edges leaving $`v`$ and these are labeled by $`t_0,\mathrm{},t_m`$. The number $`t_i`$ is the weight of the edge it labels. Figure 1 shows a typical $`S`$-ranked tree.∎

We now describe how an $`S`$-ranked tree determines a probability measure on the set of branches of the tree. Let $`T`$ be an $`S`$-ranked tree and let $`X=X(T)`$ be the set of all branches of $`T`$. If $`v_k_{k=0}^{\mathrm{}},w_k_{k=0}^{\mathrm{}}X`$ are two elements of $`X`$ we can define a distance between them as $`d(v_k_{k=0}^{\mathrm{}},w_k_{k=0}^{\mathrm{}})=2^{\mathrm{}}`$ where $`\mathrm{}`$ is the smallest index with $`v_{\mathrm{}}w_{\mathrm{}}`$ (and $`d(v_k_{k=0}^{\mathrm{}},w_k_{k=0}^{\mathrm{}})=0`$ if $`v_k_{k=0}^{\mathrm{}}=w_k_{k=0}^{\mathrm{}}`$). While we will not need to use this fact, it is not hard to check that this makes $`X`$ into a compact metric space which is homeomorphic to the Cantor set.

###### Definition 1.12.

Let $`S_{m=1}^{\mathrm{}}\mathrm{\Delta }_m`$ be nonempty and let $`T`$ be an $`S`$-ranked tree. Then $`T`$ defines a measure on $`X`$, the set of branches of $`T`$, as follows. For $`v`$ a node of $`T`$ let $`I(v)`$ be the set of branches of $`T`$ that pass through $`v`$. If $`k=r(v)`$ is the rank of $`v`$ then let $`v_0,v_1,\mathrm{},v_k`$ be the initial segment of a branch passing through $`v`$ (so that $`v=v_k`$) and for $`1ik`$ let $`s_i`$ be the weight of the edge from $`v_{i1}`$ to $`v_i`$. Then $`\mu `$ is the measure on $`X`$ such that

$$\mu (I(v))=s_0s_1\mathrm{}s_k.$$

(That is $`\mu (I(v))`$ is the product of the weights of the edges along an initial segment of a branch connecting the root to $`v`$.) A measure arising in this way will be called an $`S`$-ranked probability measure.∎

It follows from this definition that if $`v`$ is a node of $`T`$ and $`v_0,\mathrm{},v_m`$ are the successors of $`v`$ and $`t=(t_0,\mathrm{},t_m)S`$ labels the edges from $`v`$ in such a way that $`t_i`$ labels the edge from $`v`$ to $`v_i`$ then

$$\mu (I(v_i))=t_i\mu (I(v)).$$

It is useful to give a description of an $`S`$-ranked probability measure that does not rely directly on its construction from an $`S`$-ranked tree.

###### Alternative Definition 1.13.

An $`S`$-ranked probability measure is an ordered triple $`(X,\mu ,𝛑)`$ where $`X`$ is a nonempty set, $`𝛑=\pi _0,\pi _1,\pi _2,\mathrm{}`$ a sequence of finite partitions of $`X`$ into nonempty subsets such that $`\pi _0=\{X\}`$ and $`\pi _{k+1}`$ refines $`\pi _k`$, $`\mu `$ is a measure defined on the $`\sigma `$-algebra, $`𝒜(𝛑)`$, generated by $`_{k=0}^{\mathrm{}}\pi _k`$ so that for all $`j0`$ and all $`I\pi _j`$, there exists $`(t_0,\mathrm{},t_m)S`$ such that if

$$\{J\pi _{j+1}:JI\}=\{I_0,I_1,\mathrm{},I_m\}$$

then

$$\mu (I_i)=t_i\mu (I),\text{for}0im.$$

If $`I_{k=0}^{\mathrm{}}\pi _k`$ then the rank of $`I`$ is $`r(I)=k`$ where $`I\pi _k`$. (The union $`_{k=0}^{\mathrm{}}\pi _k`$ is disjoint so this is well defined.)∎

Given an $`S`$-ranked probability measure $`(X,\mu ,𝝅)`$ we can construct an $`S`$-ranked tree by using for the set of nodes of the tree $`𝒩=_{j=0}^{\mathrm{}}\pi _j`$, letting $`𝒩_k=\pi _k`$ be the set of nodes of rank $`k`$. There is an edge from $`I𝒩_j=\pi _j`$ to $`J𝒩_{j+1}`$ iff $`JI`$ in this case the weight of this edge is the $`t_i`$ such that $`\mu (J)=t_i\mu (I)`$. In most of what follows we will work with the alternative definition of $`S`$-ranked probability 1.13, but will think of any such measure as being constructed from an $`S`$-ranked tree as above.

###### Example 1.14.

Suppose $`S`$ consists of a single point $`(t_0,\mathrm{},t_m)`$ in the interior of $`\mathrm{\Delta }_m`$ (so that each $`t_i`$ is positive). Then there is only one $`S`$-ranked probability measure i.e. $`\mu =`$ the product measure on $`[m]^𝐍`$ where $`[m]=\{0,1,\mathrm{},m\}`$ and $`\mu =\nu \times \nu \times \mathrm{}`$ and $`\nu `$ is given on $`[m]`$ by $`\nu (\{i\})=t_i`$. This uniqueness is clear when viewed in terms of $`S`$-ranked trees as when $`S`$ is a one point set there is clearly only one $`S`$-ranked tree.∎

###### Remark 1.15.

Let $`(t_0,\mathrm{},t_m)S`$ and for each $`i`$ with $`0im`$, let $`(X_i,\mu ^{(i)},𝝅^{(i)})`$ be an $`S`$-ranked probability measure on a set $`X_i`$ where we assume $`X_iX_j=\mathrm{}`$ for $`ij`$. We let $`X=_{i=0}^mX_i`$ (the disjoint union of the $`X_i`$) and let $`\pi _0=\{X\}`$. For $`j1`$, set $`\pi _j=_{i=1}^m\pi _{j1}^{(i)}`$. (This gives $`\pi _1:=\{X_0,\mathrm{},X_m\}`$.) Define a measure $`\mu `$ on $`𝒜(𝝅)`$ by $`\mu (A)=_{i=1}^mt_i\mu ^{(i)}(AX_i)`$. Then $`(X,\mu ,𝝅)`$ is an $`S`$-ranked probability measure. Note that if $`I\pi _j^{(i)}`$ then $`r_{\mu ^{(i)}}(I)=j`$ and $`r_\mu (I)=j+1`$.∎

###### Definition 1.16.

If $`x=(x_0,\mathrm{},x_n)\mathrm{\Delta }_n`$ and $`\alpha =\alpha _i_{i=1}^{\mathrm{}}`$ is a probability sequence in $`\mathrm{}_1^+`$ (that is $`_{i=1}^{\mathrm{}}\alpha _i=1`$ and $`\alpha _i0`$) then $`x`$ divides $`\alpha `$, written as $`x\alpha `$, iff $`𝐍=\{1,2,\mathrm{}\}`$ can be partitioned into sets $`N_0,N_1,\mathrm{},N_n`$ such that

$$x_k=\underset{iN_k}{}\alpha _i\text{for}k=0,1,\mathrm{},n.$$

###### Definition 1.17.

Define $`E=E_S^{\mathrm{\Delta }_n}:\mathrm{\Delta }_n𝐑`$ by

$$E(x)=inf\underset{j=1}{\overset{\mathrm{}}{}}r_\mu (I_j)\mu (I_j)$$

where the infimum is taken over all $`S`$-ranked probability measures $`(X,\mu ,𝛑)`$ and all disjoint sequences $`I_j_{j=1}^{\mathrm{}}\{\mathrm{}\}_{k=0}^{\mathrm{}}\pi _k`$ with

(1.4)
$$\underset{j=1}{\overset{\mathrm{}}{}}\mu (I_j)=1\text{and}x\mu (I_j)_{j=1}^{\mathrm{}}.$$

(This can be rephrased using disjoint sequences $`I_j_{k=0}^{\mathrm{}}\pi _k`$ which are either finite or countable. But it is notationally more convenient to take a finite sequence $`I_j_{j=1}^m`$ and extend it to a sequence $`I_j_{j=1}^{\mathrm{}}`$ with $`I_j=\mathrm{}`$ for $`jm+1`$.)∎

In much of what follows it will be clear that the domain of $`E`$ is $`\mathrm{\Delta }_n`$ and we will just write $`E_S`$ or just $`E`$ rather than $`E_S^{\mathrm{\Delta }_n}`$.

###### Remark 1.18.

For each $`S`$-ranked probability measure $`(X,\mu ,𝝅)`$ we let $`𝒜_i`$ denote the finite algebra with elements of $`\pi _i`$ as its atoms. Then in the last definition let $`I_j_{j=1}^{\mathrm{}}_{k=0}^{\mathrm{}}𝒜_k`$ be a disjoint sequence so that (1.4) holds and let $`𝐍=N_0,\mathrm{},N_n`$ be a partition of $`𝐍`$ so that $`x_k=_{jN_k}\mu (I_j)`$. Then set $`A_{ik}=\{I_j:r(I_j)=i,jN_k\}`$. Then

$$\underset{j=1}{\overset{\mathrm{}}{}}r_\mu (I_j)\mu (I_j)=\underset{k=0}{\overset{n}{}}\underset{i=0}{\overset{\mathrm{}}{}}i\mu (A_{ik}).$$

Therefore we could also define $`E(x)`$ by

$$E(x)=inf\underset{k=0}{\overset{n}{}}\underset{i=0}{\overset{\mathrm{}}{}}i\mu (A_{ik})$$

where the infimum is taken over all $`S`$-ranked probability measures, and all disjoint sequences $`A_{ik}_{0kn,\mathrm{\hspace{0.17em}0}i}`$ so that

$$A_{ik}𝒜_i\text{and}\underset{i}{}\mu (A_{ik})=x_k.$$

The following sum will be used later in this section and in Section 3. The proof is left to the reader.

###### 1.19 Lemma.

Let $`a,x𝐑`$ with $`|x|<1`$ and $`k`$ an integer. Then

$`{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}(a+j)x^{k+j}`$ $`=ax^k+(a+1)x^{k+1}+(a+2)x^{k+2}+\mathrm{}`$
$`={\displaystyle \frac{ax^k}{1x}}+{\displaystyle \frac{x^{k+1}}{(1x)^2}}={\displaystyle \frac{ax^k+(1a)x^{k+1}}{(1x)^2}}.`$
###### 1.20 Proposition.

For any nonempty $`S_{m=1}^{\mathrm{}}\mathrm{\Delta }_m`$ we have $`E_S(e_k)=0`$ for all vertices of $`\mathrm{\Delta }_n`$ and if $`x\mathrm{\Delta }_n`$ is not a vertex then $`E_S(x)1`$. If $`S`$ contains a point $`(t_0,\mathrm{},t_m)`$ which is not a vertex, i.e. $`\epsilon :=\mathrm{max}_it_i<1`$, then $`E_S`$ is bounded on $`\mathrm{\Delta }_n`$ and in fact has the upper bound

$$E_S(x)1+\frac{(2\epsilon \epsilon ^2)(n+1)}{(1\epsilon )^2}$$

on $`\mathrm{\Delta }_n`$. Thus if $`inf_{tS}\mathrm{max}_it_i=0`$ (for example when $`S=_{m=1}^{\mathrm{}}\mathrm{\Delta }_m`$) then $`E`$ is given by $`E(e_k)=0`$ and $`E(x)=1`$ for $`x\mathrm{\Delta }_n`$ and $`x`$ not a vertex.

###### Proof.

If $`x`$ is a vertex of $`\mathrm{\Delta }_m`$, which without lost of generality we can take to be $`x=e_0`$, then let $`(X,\mu ,𝝅)`$ be any $`S`$-ranked probability measure and let $`I_1=X`$ and $`I_j=\mathrm{}`$ for $`j2`$. Partition $`𝐍`$ as $`N_0=\{1\}`$ and $`N_1,\mathrm{},N_n`$ an arbitrary partition of $`𝐍\{0\}`$. Then $`r(I_1)=r(X)=0`$ and $`\mu (I_j)=\mu (\mathrm{})=0`$ for $`j2`$ and therefore

$$0E(e_0)\underset{j=0}{\overset{\mathrm{}}{}}r(I_j)\mu (I_j)=0.$$

Thus $`E(e_0)=0`$.

Now assume that $`x`$ is not a vertex and let $`(X,\mu ,𝝅)`$ be an $`S`$-ranked probability measure and $`I_j_{j=1}^{\mathrm{}}`$ with $`_{j=1}^{\mathrm{}}\mu (I_j)=1`$ and $`x\mu (I_j)_{j=1}^{\mathrm{}}`$. Then as $`x`$ is not a vertex we have that $`x_k<1`$ for $`0kn`$ and therefore $`\mu (I_j)x_k<1`$. Thus $`I_jX`$ and therefore $`r(I_j)1`$. This gives

$$\underset{j=1}{\overset{\mathrm{}}{}}r_\mu (I_j)\mu (I_j)\underset{j=1}{\overset{\mathrm{}}{}}\mu (I_j)=1.$$

Taking an infimum then gives that $`E(x)1`$.

Now assume that $`S`$ contains a point that is not a vertex and note that if $`S_1S_2`$ then $`E_{S_2}(x)E_{S_1}(x)`$ for all $`x`$. Thus it suffices to show that $`E_S(x)`$ is bounded when $`S`$ is a single point $`(t_0,\mathrm{},t_m)`$ with $`\epsilon =\mathrm{max}_it_i<1`$. Suppose $`(x_0,x_1,\mathrm{},x_n)\mathrm{\Delta }_n`$. We let $`\mu `$ be the product measure as in Example 1.14 and we let $`𝒜_i:=𝒜(\pi _i)`$ as in Remark 1.18 and use the alternative definition of $`E_S`$ given in Remark 1.18. For each $`k`$, $`0kn`$, we select inductively a set $`A_{ik}𝒜_i`$ with $`A_{ik}_{i,k}`$ pairwise disjoint such that

$$x_k\epsilon ^i\underset{j=0}{\overset{i}{}}\mu (A_{jk})x_k.$$

Note that if $`I\pi _i`$, then $`\mu (I)\epsilon ^i`$. We carry out the the inductive selection as follows: Let

$$_i:=\{I\pi _i:I\left(\underset{k=0}{\overset{n}{}}\underset{j=0}{\overset{i1}{}}A_{jk}\right)=\mathrm{}\}=\{I_1,I_2,\mathrm{},I_M\}.$$

Then

(1.5)
$$1=\underset{k=0}{\overset{n}{}}\underset{j=0}{\overset{i1}{}}\mu (A_{jk})+\underset{s=1}{\overset{M}{}}\mu (I_s).$$

If $`_{j=0}^{i1}\mu (A_{j\mathrm{\hspace{0.17em}0}})x_0\epsilon ^i`$, let $`A_{i\mathrm{\hspace{0.17em}0}}=\mathrm{}`$. If $`_{j=0}^{i1}\mu (A_{j\mathrm{\hspace{0.17em}0}})<x_0\epsilon ^i`$ let $`s_0`$ be the first integer such that

$$\underset{j=0}{\overset{i1}{}}\mu (A_{j\mathrm{\hspace{0.17em}0}})+\underset{s=0}{\overset{s_0}{}}\mu (I_s)x_0\epsilon ^i.$$

Since $`\mu (I_{s_0})\epsilon ^i`$,

$$\underset{j=0}{\overset{i1}{}}\mu (A_{j\mathrm{\hspace{0.17em}0}})+\underset{s=0}{\overset{s_0}{}}\mu (I_s)x_0.$$

Let $`A_{i\mathrm{\hspace{0.17em}0}}=_{s=0}^{s_0}I_s`$. Continue choosing from $`\{I_{s_0+1},\mathrm{},I_M\}`$ to obtain $`A_{i\mathrm{\hspace{0.17em}1}},\mathrm{},A_{in}`$. Note that by (1.5), the supply of atoms in $`_i`$ is sufficient to choose the sets $`A_{i\mathrm{\hspace{0.17em}0}},A_{i\mathrm{\hspace{0.17em}1}},\mathrm{},A_{in}`$. For $`i2`$ we have

$$x_k\epsilon ^{i1}\underset{j=0}{\overset{i1}{}}\mu (A_{jk})\underset{j=0}{\overset{i}{}}\mu (A_{jk})x_k$$

which implies $`\mu (A_{ik})\epsilon ^{i1}`$ for $`i2`$. As $`\mu (A_{1k})x_k`$ we can use Lemma 1.19 (with $`a=0`$) to compute

$$\underset{i=0}{\overset{\mathrm{}}{}}i\mu (A_{ik})=\mu (A_{1k})+\underset{i=2}{\overset{\mathrm{}}{}}i\mu (A_{ik})x_k+\underset{i=2}{\overset{\mathrm{}}{}}i\epsilon ^{i1}=x_k+\frac{2\epsilon \epsilon ^2}{(1\epsilon )^2}.$$

Thus, in the notation of Remark 1.18,

$$E(x)\underset{k=0}{\overset{n}{}}\underset{i=1}{\overset{\mathrm{}}{}}i\mu (A_{ik})\underset{k=0}{\overset{n}{}}x_k+\frac{(n+1)\epsilon }{(1\epsilon )^2}=1+\frac{(n+1)(2\epsilon \epsilon ^2)}{(1\epsilon )^2}$$

which bounds $`E`$ as required. ∎

###### 1.21 Proposition.

The function $`E=E_S`$ is $`S`$-almost convex on $`\mathrm{\Delta }_n`$.

###### Proof.

Let $`(t_0,t_1,\mathrm{},t_m)S`$ and $`y_0,y_1,\mathrm{},y_m\mathrm{\Delta }_n`$. For $`0im`$, let $`(X_i,\mu ^{(i)},𝝅^{(i)})`$ be an $`S`$-ranked probability measure. We let $`I_j^{(i)}_{j=1}^{\mathrm{}}\{\mathrm{}\}_{k=1}^{\mathrm{}}\pi _k^{(i)}`$ be a disjoint sequence such that $`y_i\mu ^{(i)}(I_j^{(i)})_{j=1}^{\mathrm{}}`$. Now let $`\mu `$ be the $`S`$-ranked probability measure on $`X=_{i=0}^mX_i`$ as in Remark 1.15, i.e. $`\mu (A)=_{i=0}^mt_i\mu ^{(i)}(X_iA)`$. It is easily checked that $`_{i=0}^mt_iy_i\mu (I_j^{(i)})_{i=1}^m_{j=1}^{\mathrm{}}`$ (and $`_{i,j}\mu (I_j^{(i)})=1`$). Thus

$`E\left({\displaystyle \underset{i=0}{\overset{m}{}}}t_iy_i\right)`$ $`{\displaystyle \underset{i=0}{\overset{m}{}}}{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}r_\mu \left(I_j^{(i)}\right)\mu \left(I_j^{(i)}\right)`$
$`={\displaystyle \underset{i=0}{\overset{m}{}}}{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}r_\mu \left(I_j^{(i)}\right)t_i\mu ^{(i)}\left(I_j^{(i)}\right)`$
$`={\displaystyle \underset{i=0}{\overset{m}{}}}{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}\left[r_{\mu ^{(i)}}\left(I_j^{(i)}\right)+1\right]t_i\mu ^{(i)}\left(I_j^{(i)}\right)`$
$`=1+{\displaystyle \underset{i=0}{\overset{m}{}}}t_i\left({\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}\left(r_{\mu ^{(i)}}I_j^{(i)}\right)\mu ^{(i)}\left(I_j^{(i)}\right)\right).`$
Taking the infimum over all $`\mu ^{(0)},\mathrm{},\mu ^{(m)}`$ on the right hand side of this gives $`E\left(_{i=0}^mt_iy_i\right)1+_{i=0}^mE(y_i)`$ which completes the proof. ∎

###### 1.22 Theorem.

The function $`E=E_S`$ is the extremal $`S`$-almost convex function on $`\mathrm{\Delta }_n`$ in the sense that if $`h`$ is a bounded $`S`$-almost convex function on $`\mathrm{\Delta }_n`$ with $`h(e_k)0`$ for $`0km`$, then $`h(x)E(x)`$ for all $`x\mathrm{\Delta }_n`$.

###### Proof.

Let $`x\mathrm{\Delta }_n`$. Also let $`(X,\mu ,𝝅)`$ be an $`S`$-ranked probability measure and $`I_i_{i=1}^{\mathrm{}}`$ a disjoint sequence in $`𝝅`$ such that

$$\underset{i=1}{\overset{\mathrm{}}{}}\mu (I_i)=1\text{and}\underset{iN_k}{}\mu (I_i)=x_k$$

where $`𝐍`$ is partitioned by $`N_0,N_1,\mathrm{},N_n`$ and $`x=_{k=0}^nx_ke_k`$. If $`A\sigma \{I_i:i=1,2,\mathrm{}\}`$ (the $`\sigma `$-algebra generated by $`\{I_i:i=1,2,\mathrm{}\}`$), i.e. $`A=\{I_i:I_iA\}`$, we define (for $`A\mathrm{}`$, so that $`\mu (A)>0`$)

$$x_A:=\frac{1}{\mu (A)}\underset{k=0}{\overset{n}{}}\left(\underset{iN_k,I_iA}{}\mu (I_i)\right)e_k.$$

Then the map $`A\mu (A)x_A`$ is a vector measure on $`\sigma \{I_i:i=1,2,\mathrm{}\}`$. Note that $`x_X=x`$ (as $`X=_{i=0}^{\mathrm{}}I_i`$ except for a set of $`\mu `$-measure zero so that $`X\sigma \{I_i:i=1,2,\mathrm{}\}`$). For each $`m=1,2,3,\mathrm{}`$ let

$$A_m:=\underset{r_\mu (I_i)m}{}I_i,\text{and}_m:=\{J\pi _m:JA_m=\mathrm{}\}.$$

Note that if $`r_\mu (I_i)>m`$, then $`I_iJ`$ for some $`J_m`$. Since

$$\underset{r_\mu (I_i)>m}{}\mu (I_i)=1\mu (A_m)=\underset{J_m}{}\mu (J)$$

each $`J_M`$ is (except for a set of $`\mu `$-measure zero) a disjoint union of countable many sets $`I_i`$ with $`r_\mu (I_i)>m`$ so that $`J\sigma \{I_i:i=1,2,\mathrm{}\}`$. We require the following lemma to complete the proof.

###### 1.23 Lemma.

With $`h`$ as in the statement of Theorem 1.22

(1.6)
$$h(x)\underset{r_\mu (I_i)m}{}r_\mu (I_i)\mu (I_i)+\underset{J_m}{}[m+h(x_J)]\mu (J).$$

Before proving the lemma we show that it implies the theorem. As $`h`$ is bounded there is an $`M`$ so that $`h(x)M`$ for all $`x\mathrm{\Delta }_n`$. Therefore by the lemma

$`h(x)`$ $`{\displaystyle \underset{r_\mu (I_i)m}{}}r_\mu (I_i)\mu (I_i)+{\displaystyle \underset{J_m}{}}m\mu (J)+M{\displaystyle \underset{J_m}{}}\mu (J)`$
$`={\displaystyle \underset{r_\mu (I_i)m}{}}r_\mu (I_i)\mu (I_i)+m{\displaystyle \underset{r_\mu (I_i)>m}{}}\mu (I_i)+M{\displaystyle \underset{r_\mu (I_i)>m}{}}\mu (I_i)`$
$`{\displaystyle \underset{r_\mu (I_i)m}{}}r_\mu (I_i)\mu (I_i)+{\displaystyle \underset{r_\mu (I_i)>m}{}}r_\mu (I_i)\mu (I_i)+M{\displaystyle \underset{r_\mu (I_i)>m}{}}\mu (I_i)`$
$`={\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}r_\mu (I_i)\mu (I_i)+M{\displaystyle \underset{r_\mu (I_i)>m}{}}\mu (I_i).`$
Since $`lim_m\mathrm{}_{r_\mu (I_i)>m}\mu (I_i)=0`$ this yields $`h(x)_{i=1}^{\mathrm{}}\mu (I_i)r_\mu (I_i)`$. Taking the infimum over $`\mu `$ gives $`h(x)E(x)`$ and completes the proof of Theorem 1.22. ∎

###### Proof of Lemma 1.23.

The proof is by induction on $`m`$. The base case is $`m=0`$ which amounts to $`h(x)[0+h(x_X)]\mu (X)`$, which is in fact an equality. Now assume for some $`m0`$ that the inequality (1.6) holds. Consider $`J_m`$. Then $`J`$ divides into sets $`J_0,J_1,\mathrm{},J_N\pi _{m+1}`$ such that

$$(\frac{\mu (J_0)}{\mu (J)},\mathrm{},\frac{\mu (J_N)}{\mu (J)})S.$$

Since $`_{i=0}^N\mu (J_i)x_{J_i}=\mu (J)x_J`$ the $`S`$-almost convexity of $`h`$ implies

$$h(x_J)1+\underset{i=0}{\overset{N}{}}\frac{\mu (J_i)}{\mu (J)}h(x_{J_i}).$$

Multiplying this by $`\mu (J)`$

$`\mu (J)h(x_J)`$ $`\mu (J)+{\displaystyle \underset{i=0}{\overset{N}{}}}\mu (J_i)h(x_{J_i})`$
$`={\displaystyle \underset{i=0}{\overset{N}{}}}\mu (J_i)+{\displaystyle \underset{i=0}{\overset{N}{}}}\mu (J_i)h(x_{J_i})`$
$`={\displaystyle \underset{i=0}{\overset{N}{}}}[1+h(x_{J_i})]\mu (J_i).`$
If we let $`𝒮_m=\{J\pi _{m+1}:JA_m=\mathrm{}\}`$ and apply the above to each $`J_m`$

$$\underset{J_m}{}[m+h(x_J)]\mu (J)\underset{J𝒮_m}{}[m+1+h(x_J)]\mu (J).$$

If $`J𝒮_m`$ and $`J=I_i`$ for some $`i`$ then $`x_J=x_{I_i}=e_k`$, where $`iN_k`$. Thus the term for $`J`$ satisfies

$$[m+1+h(x_J)]\mu (J)=[m+1+h(e_k)]\mu (I_i)(m+1)\mu (I_i)=r_\mu (I_i)\mu (I_i)$$

since $`I_i\pi _{m+1}`$ and $`h(e_k)0`$. Now $`\{J𝒮_m:JI_i\text{ for any }i\}=_{m+1}`$. Thus

$`h(x)`$ $`{\displaystyle \underset{r_\mu (I_i)m}{}}r_\mu (I_i)\mu (I_i)+{\displaystyle \underset{J_m}{}}[m+h(x_J)]\mu (J)`$
$`{\displaystyle \underset{r_\mu (I_i)m}{}}r_\mu (I_i)\mu (I_i)+{\displaystyle \underset{J𝒮_m}{}}[m+1+h(x_J)]\mu (J)`$
$`{\displaystyle \underset{r_\mu (I_i)m}{}}r_\mu (I_i)\mu (I_i)+{\displaystyle \underset{r_\mu (I_i)=m+1}{}}r_\mu (I_i)\mu (I_i)`$
$`+{\displaystyle \underset{J_{m+1}}{}}[m+1+h(x_J)]\mu (J)`$
$`={\displaystyle \underset{r_\mu (I_i)m+1}{}}r_\mu (I_i)\mu (I_i)+{\displaystyle \underset{J_{m+1}}{}}[m+1+h(x_J)]\mu (J).`$
This closes the induction and completes the proof of the lemma. ∎

### 1.3. Bounds for $`S`$-almost convex functions and the sharp constants in stability theorems of Hyers-Ulam type.

Let $`S_{m=1}^{\mathrm{}}\mathrm{\Delta }_m`$ and assume that $`S`$ contains at least one point that is not a vertex, that is a point $`(t_0,\mathrm{},t_m)`$ with $`\mathrm{max}_it_i<1`$. Then, letting $`E_S^{\mathrm{\Delta }_n}:\mathrm{\Delta }_n𝐑`$ be as in Definition 1.17, set

(1.7)
$$\kappa _S(n):=\underset{x\mathrm{\Delta }_n}{sup}E_S^{\mathrm{\Delta }_n}(x).$$

By Proposition 1.20 the number $`\kappa _S(n)`$ is finite and we will show that it is given by (1.2). The function $`E_S^{\mathrm{\Delta }_n}`$ and the number $`\kappa _S(n)`$ are extremal in several analytic and geometric inequalities involving $`S`$-almost convex functions and sets. An example of this is the sharp form of the Hyers-Ulam stability theorem (Theorem 1.26) in which $`\kappa _S(n)`$ is the best constant and the example showing that this is the case is the function $`E_S^{\mathrm{\Delta }_n}`$. The exact value of $`\kappa _S(n)`$ for some natural choices of $`S`$ are given in later sections. As a preliminary to Theorem 1.26 we show that $`S`$-almost convex functions with minimal regularity (Borel measurability) are locally bounded so that Theorem 1.22 can be applied.

Recall that in a metric space the Borel sets are the members of the $`\sigma `$-algebra generated by the open sets and if $`f:XY`$ is a function between metric spaces then it is Borel measurable iff $`f^1[U]`$ is a Borel subset of $`X`$ for every open subset $`U`$ of $`Y`$.

###### 1.24 Proposition.

Assume that $`S`$ has at least one point that is not a vertex. Let $`h:\mathrm{\Delta }_n𝐑`$ be a Borel measurable $`S`$-almost convex function. Then

$`h(x)`$ $`E_S^{\mathrm{\Delta }_n}(x)+x_0h(e_0)+\mathrm{}+x_nh(e_n)`$
$`\kappa _S(n)+x_0h(e_0)+\mathrm{}+x_nh(e_n).`$
###### Proof.

By replacing $`h`$ by $`xh(x)(x_0h(e_0)+\mathrm{}+x_nh(e_n))`$, which will still be $`S`$-almost convex, we may assume that $`h(e_i)=0`$ for $`0in`$. If $`h`$ is bounded then $`hE_S^{\mathrm{\Delta }_n}`$ by Theorem 1.22. So to finish the proof it is enough to show that $`h`$ is bounded. In doing this we can use Proposition 1.7 and note that there are $`\alpha ,\beta >0`$ with $`\alpha +\beta =1`$ so that if $`S_2=\{\alpha ,\beta \}`$ then $`h`$ is $`S_2`$-almost convex. (To be a bit more precise let $`(t_0,\mathrm{},t_m)S`$ with $`\mathrm{max}t_i<1`$ and then the choice $`\alpha =\mathrm{max}_it_i`$ and $`\beta =1\alpha `$ works.)

With this choice of $`S_2`$ we now prove by induction on $`n`$ that if $`h:\mathrm{\Delta }_n𝐑`$ is $`S_2`$-almost convex and vanishes on the vertices of $`\mathrm{\Delta }_n`$ then $`h\kappa _{S_2}(n)`$. The base case is $`n=1`$. Then as a Borel measurable function is Lebesgue measurable Corollary 1.9 implies $`h`$ is bounded. But then Theorem 1.22 implies $`h(x)E_{S_s}^{\mathrm{\Delta }_1}(x)\kappa _{S_2}(1)`$.

For the induction step let $`h:\mathrm{\Delta }_n𝐑`$ be $`S_2`$-almost convex and suppose $`h`$ vanishes on the vertices of $`\mathrm{\Delta }_n`$. Let $`g:\mathrm{\Delta }_{n1}𝐑`$ be the function $`g(y_0,\mathrm{},y_{n1})=h(y_0,\mathrm{},y_{n1},0)`$. Then $`g`$ is $`S_2`$-almost convex, vanishes on the vertices of $`\mathrm{\Delta }_{n1}`$ and is Borel measurable. Therefore by the induction hypothesis $`g\kappa _{S_2}(n1)`$. Let $`y\mathrm{\Delta }_{n1}`$ and consider the function $`\stackrel{~}{h}:[0,1]𝐑`$ given by

$$\stackrel{~}{h}(t)=h((1t)(y,0)+te_n)(1t)h(y,0).$$

Then this is $`S_2`$-almost convex on $`[0,1]`$ and is Borel measurable. Therefore another application of Corollary 1.9 implies that $`\stackrel{~}{h}`$ bounded and as $`\stackrel{~}{h}`$ vanishes at the endpoints of $`[0,1]`$ we have that $`\stackrel{~}{h}(t)\kappa _{S_2}(1)`$. This implies

$`h((1t)(y,0)+te_n)`$ $`=\stackrel{~}{h}(t)+(1t)h(y,0)=\stackrel{~}{h}(t)+(1t)g(y)`$
$`\kappa _{S_2}(1)+(1t)\kappa _{S_2}(n1)`$
$`\kappa _{S_2}(1)+\kappa _{S_2}(n1).`$
But every $`x\mathrm{\Delta }_n`$ can be expressed as $`x=(1t)(y,0)+te_n`$ for some $`y\mathrm{\Delta }_{n1}`$ and some $`t[0,1]`$. Therefore $`h`$ is bounded on $`\mathrm{\Delta }_n`$. Then Theorem 1.22 implies $`h(x)E_{S_2}(x)\kappa _{S_2}(n)`$. This closes the induction and completes the proof. ∎

###### 1.25 Theorem.

Let $`U`$ be a convex set in a normed vector space and let $`h:U𝐑`$ be an $`S`$-almost convex function which is bounded above on compact subsets of $`U`$. Assume that $`S`$ contains at least one point which is not a vertex. Then for any $`x_0,\mathrm{},x_nU`$ the inequalities

$`h(t_0x_0+\mathrm{}+t_nx_n)`$ $`E_S^{\mathrm{\Delta }_n}(t)+t_0h(x_0)+\mathrm{}+t_nh(x_n)`$
(1.8) $`\kappa _S(n)+t_0h(x_0)+\mathrm{}+t_nh(x_n)`$
hold for all $`t=(t_0,\mathrm{},t_n)\mathrm{\Delta }_n`$. If $`U`$ is compact, $`n`$-dimensional and $`V`$ is the set of extreme points of $`U`$ then

(1.9)
$$\underset{xU}{sup}h(x)\kappa _S(n)+\underset{vV}{sup}h(v).$$

###### Proof.

Let $`f:\mathrm{\Delta }_n𝐑`$ be given by $`f(t)=h(t_0x_0+\mathrm{}+t_nx_n)(t_0h(x_0)+\mathrm{}+t_nh(x_n))`$. Then $`f`$ is $`S`$-almost convex, bounded (as $`h`$ is bounded on the convex hull of $`\{x_0,\mathrm{},x_n\}`$ as it is compact) and vanishes on the vertices of $`\mathrm{\Delta }_n`$. Therefore by Theorem 1.22 $`f(t)E_S^{\mathrm{\Delta }_n}(t)\kappa _S(n)`$ which implies (1.8).

If $`U`$ is compact and $`n`$ dimensional with extreme points $`V`$, then $`U`$ is the convex hull of $`V`$. By Carathéodory’s Theorem for any $`xU`$ there are $`x_0,\mathrm{},x_nV`$ and $`t=(t_0,\mathrm{},t_n)`$ so that $`x=t_0x_0+\mathrm{}+t_nx_n`$ which, along with (1.8), implies (1.9). ∎

We can now give the sharp version of the Hyers-Ulam stability theorem for $`S`$-almost convex functions.

###### 1.26 Theorem.

Let $`S_{m=1}^{\mathrm{}}\mathrm{\Delta }_m`$ so that $`S`$ contains at least one point that is not a vertex. Assume that $`U𝐑^n`$, $`\epsilon >0`$, and that $`h:U𝐑`$ is bounded above on compact subsets of $`U`$ and satisfies

(1.10)
$$h(t_0x_0+\mathrm{}+t_mx_m)\epsilon +t_0h(x_0)+\mathrm{}+t_mh(x_0)$$

for all $`t=(t_0,\mathrm{},t_m)S`$ and points $`x_0,\mathrm{},x_mU`$. Then there exist convex functions $`g,g_0:U𝐑`$ such that

$$h(x)g(x)h(x)+\kappa _S(n)\epsilon \text{and}|hg_0(x)|\frac{\kappa _S(n)}{2}\epsilon $$

for all $`xU`$. The constant $`\kappa _S(n)`$ is the best constant in these inequalities.

###### Remark 1.27.

Note that if $`h`$ satisfies (1.10) then $`\epsilon ^1h`$ is $`S`$-almost convex. Therefore, by Theorem 1.8, if $`U`$ is open and $`h`$ is Lebesgue measurable then $`h`$ will automatically be bounded on compact subsets of $`U`$. Likewise if $`U`$ is a Borel set and $`h`$ is Borel measurable then by Proposition 1.24 $`h`$ will be bounded above on the convex hull of any finite number of points and this is enough for the proof of the theorem.∎

###### Proof.

In the special case that $`S=\{(1/2,1/2)\}\mathrm{\Delta }_1`$ a proof, based on ideas of Hyers and Ulam \[5, p. 823\] and Cholewa \[1, pp. 81–82\], can be found in \[2, pp. 29-30\]. As the details in the present case are identical we omit the proof. ∎

## 2. General results when $`S`$ is compact.

We now assume that $`S_{m=1}^{\mathrm{}}\mathrm{\Delta }_m`$ is compact. By Remark 1.3 this implies that $`S`$ is of finite type. Therefore by Proposition 1.4 there is no loss in generality in assuming that $`S\mathrm{\Delta }_m`$ for some $`m`$.

### 2.1. Mean value and semi-continuity properties.

Let $`K𝐑^n`$ be a compact convex set and let $`V`$ be the set of extreme points of $`K`$. If $`\phi :V𝐑`$ is a function, then $`h:K𝐑`$ has extreme values equal to $`\phi `$ iff $`h|_V=\phi `$. Two functions $`g,f:K𝐑`$ have the same extreme values iff they agree on $`V`$. If $`\phi :V𝐑`$ is a bounded function and $`S\mathrm{\Delta }_m`$ then let $`_S(K,\phi )`$ be the set of bounded $`S`$-almost convex functions $`h:K𝐑`$ so that $`h|_V\phi `$. Then the extremal $`S`$-almost convex function with extreme values $`\phi `$ is

$$E_{S,K,\phi }(x):=\underset{h_S(K,\phi )}{sup}h(x).$$

If $`S`$ contains at least one point which is not a vertex, then Theorem 1.25 implies that $`E_{S,K,\phi }`$ is finite valued and in fact $`E_{S,K,\phi }(x)sup_{vV}\phi (v)+\kappa _S(n)`$. As the pointwise supremum of $`S`$-almost convex functions is $`S`$-almost convex, the function $`E_{S,K,\phi }`$ is the pointwise largest $`S`$-almost convex function with $`E_{S,K,\phi }(v)\phi (v)`$ on $`V`$.

If $`K𝐑^n`$ is a compact convex set and $`V`$ is the set of extreme points of $`K`$ then for any function $`h:K𝐑`$ define $`_Sh:K𝐑^n`$ by

$$_Sh(x)=\{\begin{array}{cc}h(x),\hfill & xV;\hfill \\ inf\{1+\underset{i=0}{\overset{m}{}}t_ih(y_i):tS,x=\underset{i=0}{\overset{m}{}}t_iy_i\},\hfill & xKV\hfill \end{array}$$

where it is assumed that $`y_0,\mathrm{},y_mK`$. We can then define $`S`$-almost convex functions in terms of this operator by the following, for any bounded function $`f:K𝐑`$,

$$f_Sff\text{ is }S\text{-almost convex.}$$

This operator satisfies a maximum principle and can be used to prove that extremal $`S`$-almost convex functions are lower semi-continuous.

###### 2.1 Theorem.

Let $`K𝐑^n`$ be a compact convex set with extreme points $`V`$. Assume that $`S\mathrm{\Delta }_m`$ is compact and has at least one point which is not a vertex. Let $`f,F:K𝐑`$ be bounded functions so that $`_Sff`$ and $`F`$ is $`S`$-almost convex (that is $`_SFF`$) then

(2.1)
$$\underset{xK}{sup}(F(x)f(x))=\underset{vV}{sup}(F(v)f(v))$$

and if $`L`$ is the lower semi-continuous envelope of $`f`$,

(2.2)
$$L(x):=\mathrm{min}\{f(x),\underset{yx}{lim\; inf}f(y)\}$$

then

$$\underset{xK}{sup}\left(F(x)L(x)\right)=\underset{vV}{sup}\left(F(v)L(v)\right).$$

###### Remark 2.2.

The proof here follows the basic outline of the proof of corresponding result, \[2, Theorem 2.8 p.9\], in the case $`S=\{(1/2/1/2)\}\mathrm{\Delta }_1`$. However the technical details are trickier in the case when $`S`$ is infinite. But most of the rest of the results of \[2, Section 2.2\] go through with only minor changes to the proofs.∎

###### Proof.

The proofs of (2.1) and (2.2) are similar, with the proof of (2.1) being the simpler of the two, so we will give the details in the proof of (2.2). The inequality $`f_Sf`$ implies for $`xV`$ and any $`\epsilon >0`$ there is a $`t=(t_0,\mathrm{},t_m)S`$ and $`y_0,\mathrm{},y_mK`$ such that

(2.3)
$$x=\underset{i=0}{\overset{m}{}}t_iy_i,f(x)1\epsilon +\underset{i=0}{\overset{m}{}}t_if(y_i).$$

As $`f`$ and $`F`$ are bounded we can assume, by adding appropriate positive constants to $`f`$ and $`F`$, that $`1fFM`$ for some $`M>1`$. Set

$$\omega (x):=F(x)L(x),\delta :=\underset{xK}{sup}\omega (x).$$

We need to show that $`sup_{vV}\omega (v)\delta `$ (as $`sup_{vV}\omega (v)\delta `$ is clear). We may assume that $`\delta >0`$, for if $`\delta =0`$ then $`F=L`$ and there is nothing to prove.

###### 2.3 Lemma.

Let $`w_0K`$, but $`w_0V`$ and assume for some $`\epsilon >0`$ that

$$(1\epsilon )\delta \omega (w_0).$$

Then there is a $`w_1K`$ so that

$$\left(1(m+1)(2M1)\epsilon \right)\delta \omega (w_1)\text{and}L(w_1)L(w_0)\frac{1}{2}.$$

We now prove Theorem 2.1 from the lemma. Let $`\epsilon >0`$. We now choose a finite sequence $`w_0,w_1,\mathrm{},w_k`$ with $`k2M`$ as follows. From the definition of $`\delta `$ there is a $`w_0K`$ with $`(1\epsilon )\delta \omega (w_0)`$. If $`w_0V`$ we stop. If $`w_0V`$, then by the lemma, there is a $`w_1K`$ with $`(1(m+1)(2M1)\epsilon )\delta \omega (w_1)`$ and $`L(w_1)L(w_0)1/2`$. If $`w_1V`$ then stop, otherwise use the lemma (with $`w_1`$ replacing $`w_0`$ and $`(m+1)(2M1)\epsilon `$ replacing $`\epsilon `$) to get a $`w_2`$ with $`(1((m+1)(2M1))^2\epsilon )\delta \delta `$. If $`w_2V`$, stop. If $`w_2V`$ then we continue to use the lemma to get $`w_0,w_1,\mathrm{},w_k`$ with

$$\left(1\left((m+1)(2M1)\right)^j\epsilon \right)\delta \omega (w_j)\text{and}L(w_j)L(w_{j1})\frac{1}{2}$$

for $`1jk`$. This implies that $`L(w_k)L(w_0)k/2M2/k`$. But as $`L1`$ this process must terminate for some $`k2M`$ with $`w_kV`$. Then

$`\underset{vV}{sup}\omega (v)`$ $`\omega (w_k)\left(1\left((m+1)(2M1)\right)^k\epsilon \right)\delta `$
$`\left(1\left((m+1)(2M1)\right)^{2M}\epsilon \right)\delta .`$
Letting $`\epsilon 0`$ in this implies $`sup_{vV}\omega (v)\delta `$ which completes the proof. ∎

###### Proof of Lemma 2.3.

Let $`w_0`$ be as in the statement of the lemma. From the definition of $`L`$ there is a sequence $`x(s)_{s=1}^{\mathrm{}}K`$ so that $`x(s)w_0`$ and $`f(x(s))L(w_0)`$. By (2.3) there is a sequence $`t(s)_{s=1}^{\mathrm{}}=(t_0(s),\mathrm{},t_m(s))_{s=1}^{\mathrm{}}S`$ and sequences $`y_0(s)_{s=0}^{\mathrm{}},\mathrm{},y_m(s)_{s=0}^{\mathrm{}}K`$ so that (replacing $`x(s)_{s=1}^{\mathrm{}}`$ by the appropriate subsequence).

$$f(x(s))\left(1+\underset{i=0}{\overset{m}{}}t_i(s)f(y_i(s))\right)\stackrel{s\mathrm{}}{}C0$$

for some non-negative real number $`C`$. By compactness of $`S`$ and $`K`$ we can assume, by possibly going to a subsequence, that $`t(s)tS`$ and $`y_i(s)y_iK`$ and that $`f(y_i(s))A_i`$ for some $`tS`$, $`y_0,\mathrm{},y_mS`$ and $`A_i𝐑`$. Then $`w_0=_{i=0}^mt_iy_i`$ and from the definition of $`L`$, $`L(y_i)lim_s\mathrm{}f(y_i(s))=A_i`$. Therefore

(2.4)
$$\underset{s\mathrm{}}{lim}f(x(s))=L(w_0)=C+1+\underset{i=0}{\overset{m}{}}t_iA_i1+\underset{i=0}{\overset{m}{}}t_iL(y_i).$$

This is turn implies that

(2.5)
$$F(w_0)=\omega (w_0)+L(w_0)\omega (w_0)+1+\underset{i=0}{\overset{m}{}}t_iL(y_i).$$

Because $`F`$ is $`S`$-almost convex,

(2.6)
$$F(w_0)1+\underset{i=0}{\overset{m}{}}t_iF(y_i)=1+\underset{i=0}{\overset{m}{}}t_iL(y_i)+\underset{i=0}{\overset{m}{}}t_i\omega (y_i).$$

Combining (2.5) and (2.6) yields

(2.7)
$$\omega (w_0)\underset{i=0}{\overset{m}{}}t_i\omega (y_i).$$

We now claim there is an $`i_0`$ so that

(2.8)
$$t_{i_0}\frac{1}{(m+1)(2M1)},L(y_{i_0})L(w_0)\frac{1}{2}.$$

To see this partition $`\{0,1,\mathrm{},m\}`$ into two sets $`I_1`$ and $`I_2`$ where $`I_1:=\{i:t_i<1/((m+1)(2M1))\}`$ and $`I_2:=\{i:t_i1/((m+1)(2M1))\}=\{0,\mathrm{},m\}I_1`$. Note that as $`M>1`$ we have

$$\underset{iI_1}{}t_i(m+1)/((m+1)(2M1))=1/(2M1)<1/2$$

so that $`I_2\mathrm{}`$. For $`iI_2`$ let $`\alpha _i=(_{iI_2}t_i)^1t_i`$. Then $`_{iI_2}\alpha _i=1`$. Using (2.4),

$`{\displaystyle \underset{iI_2}{}}\alpha _iL(y_i)`$ $`=\left({\displaystyle \underset{iI_2}{}}t_i\right)^1{\displaystyle \underset{iI_2}{}}t_iL(y_i)\left({\displaystyle \underset{iI_2}{}}t_i\right)^1{\displaystyle \underset{i=0}{\overset{m}{}}}t_iL(y_i)`$
$`\left({\displaystyle \underset{iI_2}{}}t_i\right)^1(L(w_0)1).`$
We have already seen that $`1_{iI_2}t_i=_{iI_1}t_i1/(2M1)`$ and therefore $`_{iI_2}t_i11/(2M1)=(M1)/(M1/2)`$. Thus

$`{\displaystyle \underset{iI_2}{}}\alpha _iL(y_i)`$ $`{\displaystyle \frac{M1/2}{M1}}(L(w_0)1)`$
$`{\displaystyle \frac{L(w_0)1/2}{L(w_0)1}}(L(w_0)1)`$
$`=L(w_0){\displaystyle \frac{1}{2}}`$
where we have used that $`L(w_0)M`$ and that $`(M1/2)/(M1)`$ is decreasing for $`M>1`$. As $`_{iI_2}\alpha _i=1`$ this implies there is at least one $`i_0I_2`$ with $`L(y_{i_0})L(w_0)1/2`$. For this $`i_0`$ the claim (2.8) holds.

Letting $`i_0`$ be so that (2.8) holds and using that $`(1\epsilon )\delta \omega (w_0)`$, and that $`\omega (y_i)\delta `$ for all $`i`$ in (2.7), we have

$$\left(1\epsilon \right)\delta \omega (w_0)\underset{i=0}{\overset{m}{}}t_i\omega (y_i)t_{i_0}\omega (y_{i_0})+(1t_{i_0})\delta .$$

This implies

$$\left(1t_{i_0}^1\epsilon \right)\delta \omega (y_{i_0}).$$

As $`t_{i_0}1/((m+1)(2M1))`$ this gives

$$\left(1\left((m+1)(2M1)\right)\epsilon \right)\delta \omega (y_{i_0}).$$

Letting $`w_1=y_{i_0}`$ completes the proof of the lemma. ∎

###### 2.4 Theorem.

Let $`K𝐑^n`$ be a compact convex set with extreme points $`V`$. Assume that $`\phi :V𝐑`$ is uniformly continuous. Let $`S\mathrm{\Delta }_m`$ be compact and contain at least one point that is not a vertex. Then the extremal $`S`$-almost convex function $`E_{S,K,\phi }`$ is lower semi-continuous and satisfies $`E_{S,K,\phi }|_V=\phi `$.

###### Proof.

This can be derived from Theorem 2.1 in the same way that \[2, Theorem 2.12 p. 13\] is derived from \[2, Theorem 2.8 p. 9\]. ∎

### 2.2. Simplifications in the construction of $`E_S^{\mathrm{\Delta }_n}`$ when $`S`$ is compact.

One complication in Definition 1.17 is that the infimum is taken over a collection of measures that are not all defined on the same measure space. When $`S\mathrm{\Delta }_m`$ it is possible to have all the measures involved defined on the same space.

Suppose $`S\mathrm{\Delta }_m`$. We may regard each $`S`$-ranked probability measure as a (Borel) probability measure on $`X=[m]^𝐍`$, with $`[m]=\{0,1,\mathrm{},m\}`$. Let $`𝒫(X)`$ be the space of probability measures on $`X`$. Then $`𝒫(X)C(X)^{}`$ and in the weak topology $`𝒫(X)`$ is compact and metrizable (as $`C(X)`$ is separable). We let

$$𝒫_S(X):=\{\mu 𝒫(X):\mu \text{ is }S\text{-ranked}\}.$$

Then every $`\mu 𝒫_S(X)`$ has $`\pi _j(\mu )=\pi _j`$ given by

$$I\pi _j\{\begin{array}{c}\text{for some }(i_1,\mathrm{},i_j)[m]^j,\hfill \\ I=\{xX:x(1)=i_1,\mathrm{},x(j)=i_j\}.\hfill \end{array}$$

or what is the same thing $`I\pi _j`$ if and only if $`I=\{i_1\}\times \{i_2\}\times \{i_j\}\times X_j`$ where $`X_j=_{i=j+1}^{\mathrm{}}Y_i`$ with $`Y_i=[m]`$ for all $`i`$. Since each $`\mu 𝒫_S(X)`$ has the same sequence $`𝝅=\pi _j`$, we let $`r(I)=r_\mu (I)`$ which is defined independently of the choice of $`\mu 𝒫_S(X)`$. Let $`\pi =_{j=1}^{\mathrm{}}\pi _j`$.

Finally note that if $`𝒜_j=𝒜(\pi _j)`$ and $`A𝒜_j`$, then $`A`$ is a clopen (i.e. both open and closed) set in $`X`$. Consequently $`\mathrm{𝟏}_AC(X)`$. In this case we have $`𝒜_j=𝒜(\pi _j)`$ and thus the function $`\mu \mu (A)=\mathrm{𝟏}_A𝑑\mu `$ is continuous on $`𝒫(X)`$ and thus on $`𝒫_S(X)`$.∎

###### 2.5 Proposition.

With this notation, if $`S\mathrm{\Delta }_m`$ is closed, then $`𝒫_S(X)`$ is closed in $`𝒫(X)`$ and thus is weak compact.

###### Proof.

Notice that if $`\mu 𝒫(X)`$, then $`\mu 𝒫_S(X)`$ if and only if for every $`I\pi `$, there exists $`(t_0,t_1,\mathrm{},t_m)S`$ such that

$$\mu (I)=\underset{i=0}{\overset{m}{}}t_i\mu (I_i)$$

where $`I\pi _j`$ and $`I`$ is the disjoint union of $`I_0,I_1,\mathrm{},I_m\pi _{j+1}`$. Let $`t=(t_0,t_1,\mathrm{},t_m)S`$ and define a function $`h_{I,t}:𝒫(X)𝐑`$ by

$$h_{I,t}(\mu )=\mu (I)\underset{i=0}{\overset{m}{}}t_i\mu (I_i).$$

Then this is continuous on $`𝒫(X)`$. Let

$$\mathrm{\Lambda }_I:=\underset{tS}{}h_{I,t}^1[\{0\}]=\{\mu 𝒫(X):\mu (I)=\underset{i=0}{\overset{m}{}}t_i\mu (I_i)\text{ for some }tS\}.$$

Then $`𝒫_S=_{I\pi }\mathrm{\Lambda }_I`$. As an intersection of closed sets is closed, to finish the proof it is enough to show that each $`\mathrm{\Lambda }_I`$ is closed. Let $`\mu _s\mathrm{\Lambda }_I`$ and suppose $`\mu _s\stackrel{\text{weak}\text{}}{}\mu `$ in $`𝒫(X)`$. For each $`s=1,2,3,\mathrm{}`$ there is a $`t(s)=(t_0(s),\mathrm{},t_m(s))S`$ such that $`\mu _s(I)=_{i=0}^mt_i(s)\mu _s(I_i)`$. Since $`S`$ is compact, by passing to a subsequence, if necessary, we may assume that $`t(s)t=(t_0,\mathrm{},t_m)S`$. Thus

$$\mu (I)=\underset{s\mathrm{}}{lim}\mu _s(I)=\underset{s\mathrm{}}{lim}\underset{i=0}{\overset{m}{}}t_i(s)\mu _s(I_i)=\underset{i=0}{\overset{m}{}}t_i\mu (I_i).$$

Therefore $`\mathrm{\Lambda }_I`$ is closed. ∎

###### 2.6 Proposition.

Suppose that $`S\mathrm{\Delta }_m`$ is closed and that $`S`$ contains a point that is not a vertex (so that by Proposition 1.20 $`E=E_S`$ is bounded). Then

1. $`E`$ is lower semi-continuous,
2. If $`x\mathrm{\Delta }_n`$, then there exists a $`\mu 𝒫_S(X)`$ and a pairwise disjoint sequence $`I_i\pi `$ such that

$$\underset{i=1}{\overset{\mathrm{}}{}}\mu (I_i)=1,x\mu (I_i)$$

and

(2.9)
$$E(x)=\underset{i=1}{\overset{\mathrm{}}{}}\mu (I_i)r(I_i).$$

Thus the infimum that defines $`E(x)`$ is a minimum.

###### Remark 2.7.

The lower semi-continuity of $`E`$ also follows from Theorem 2.4, but we include another proof here both because it is short and also to have a proof that is independent of .∎

###### 2.8 Lemma.

Suppose that $`S`$ is a closed subset of $`\mathrm{\Delta }_m`$. Further suppose

1. $`x(s)_{s=1}^{\mathrm{}}`$ is a sequence in $`\mathrm{\Delta }_n`$ with $`x(s)x\mathrm{\Delta }_n`$,
2. $`\mu _s_{s=1}^{\mathrm{}}`$ is a sequence in $`𝒫_S(X)`$ with $`\mu _s\stackrel{\text{weak}\text{}}{}\mu 𝒫_S(X)`$,
3. For all $`s𝐍`$, there exists a disjoint sequence $`I_{js}_{j=1}^{\mathrm{}}\{\mathrm{}\}_{l=0}^{\mathrm{}}\pi _l`$ such that $`_{j=1}^{\mathrm{}}\mu _s(I_{js})=1`$,
4. $`x(s)\mu (I_{js})_{j=1}^{\mathrm{}}`$, and
5. There is an $`M>0`$ so that for all $`s𝐍`$

$$M_s:=\underset{j=1}{\overset{\mathrm{}}{}}r(I_{js})\mu _s(I_{js})M.$$

Then there exists a disjoint sequence $`I_j_{j=1}^{\mathrm{}}\{\mathrm{}\}_{l=0}^{\mathrm{}}\pi _l`$ such that

1. $`{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}\mu (I_j)=1`$
2. $`x\mu (I_j)_{j=1}^{\mathrm{}}`$
3. $`{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}r(I_j)\mu (I_j)\underset{s\mathrm{}}{lim\; sup}M_s`$.

###### Proof.

First we select a subsequence $`x_a_{aF}`$ of $`x_s_{s=1}^{\mathrm{}}`$ for some infinite $`F𝐍`$ by first choosing sets $`F_j(k)𝐍`$ and $`I_j(k)\{\mathrm{}\}_{l=0}^{\mathrm{}}\pi _l`$ as follows: For each $`s𝐍`$, we can use point (4) to partition the terms of $`I_{js}_{j=1}^{\mathrm{}}`$ into $`n+1`$ sequences $`I_{js}(0)_{j=1}^{\mathrm{}},\mathrm{},I_{js}(n)_{j=1}^{\mathrm{}}`$ where $`_{j=1}^{\mathrm{}}\mu (I_{js}(k))=x_s(k)`$ and $`x_s=_{k=0}^nx_s(k)e_k`$. We may assume that for every $`k\{0,1,\mathrm{},n\}`$ that $`r(I_{1s}(k))r(I_{2s}(k))\mathrm{}`$. If $`lim_s\mathrm{}r(I_{1s}(0))=\mathrm{}`$, let $`F_1(0)=𝐍`$ and $`I_1(0)=\mathrm{}`$, otherwise $`r(I_{1s}(0))_{s=1}^{\mathrm{}}`$ is bounded for some infinite set of $`s𝐍`$. Since for any integer $`L`$, there are only finitely many sets in $`\pi `$ of rank $`L`$, there is an $`I_1(0)`$ so that $`I_{1s}(0)=I_1(0)`$ on an infinite subset $`F_1(0)`$ of $`𝐍`$. Similarly choose $`F_1(1)`$ infinite in $`F_1(0)`$ and $`I_1(1)`$ such that either $`lim_s\mathrm{}r(I_{1s}(1))=\mathrm{}`$ and $`I_1(1)=\mathrm{}`$ or $`I_{1s}(1)=I_1(1)`$ for all $`sF_1(1)`$. Continue selecting infinite sets $`F_j(k)`$ of $`𝐍`$ and $`I_j(k)\{\mathrm{}\}_{l=0}^{\mathrm{}}\pi _l`$ such that

$$F_1(0)F_1(1)\mathrm{}F_1(n)F_2(0)F_2(1)\mathrm{}$$

and either $`lim_s\mathrm{}r(I_{js}(k))=\mathrm{}`$ and $`I_j(k)=\mathrm{}`$ or $`I_{js}(k)=I_j(k)`$ for all $`sF_j(k)`$. The inequalities $`r(I_{1s}(k))r(I_{2s}(k))\mathrm{}`$ yield

$$\underset{s\mathrm{}}{lim}r(I_{js}(k))=\mathrm{}\text{implies}\underset{s\mathrm{}}{lim}r(I_{j+1s}(k))=\mathrm{},$$

and therefore

$$\underset{s\mathrm{}}{lim}r(I_{js}(k))=\mathrm{}\text{implies}\mathrm{}=I_j(k)=I_{j+1}(k)=I_{j+2}(k)=\mathrm{}.$$

Also the sets $`I_j(k)_{j=1}^{\mathrm{}}_{k=0}^n`$ are pairwise disjoint.

Now let $`F`$ be an infinite set in $`𝐍`$ such that each $`FF_j(k)`$ is finite. Let $`L𝐍`$. Assumption (5) implies

$$(L+1)\underset{r(I_{js}(k))L+1}{}\mu _s(I_{js})\underset{r(I_{js}(k))L+1}{}r(I_{js})\mu _s(I_{js})M$$

Thus for fixed $`s`$ and $`k`$

$$\underset{r(I_{js}(k))L+1}{}\mu _s(I_{js})\frac{M}{L+1}$$

and therefore

$$\underset{r(I_{js}(k))L}{}\mu _s(I_{js})x_s(k)\frac{M}{L+1}.$$

Hence

$`{\displaystyle \underset{r(I_{js}(k))L}{}}\mu (I_j(k))`$ $`=\underset{\begin{array}{c}sF\\ s\mathrm{}\end{array}}{lim}{\displaystyle \underset{r(I_{js}(k))L}{}}\mu _s(I_{js})`$
$`\underset{s\mathrm{}}{lim}x_s(k){\displaystyle \frac{M}{L+1}}`$
$`=x(k){\displaystyle \frac{M}{L+1}}`$
where $`x=_{k=0}^nx(k)e_k`$. It follows that

$$\underset{j=1}{\overset{\mathrm{}}{}}\mu (I_j(k))x(k).$$

But since the sets $`I_j(k)`$ are pairwise disjoint

$$1\underset{k=0}{\overset{n}{}}\underset{j=1}{\overset{\mathrm{}}{}}\mu (I_j(k))\underset{k=0}{\overset{n}{}}x(k)=1.$$

But this implies that there must be equality for each $`k\{0,\mathrm{},n\}`$:

$$\underset{j=1}{\overset{\mathrm{}}{}}\mu (I_j(k))=x(k).$$

Once again fix $`L𝐍`$. For $`s`$ suitably large in $`F`$, $`I_{js}(k)=I_j(k)`$ if $`r(I_j(k))L`$. Thus

$`{\displaystyle \underset{r(I_j(k))L}{}}\mu (I_j(k))r(I_j(k))`$ $`=\underset{s\mathrm{}}{lim}{\displaystyle \underset{r(I_j(k))L}{}}\mu (I_{js}(k))r(I_{js}(k))`$
$`\underset{s\mathrm{}}{lim\; sup}M_s.`$
(All the sums are finite so there is no problem in interchanging the limit with the summation.) Since this holds for all large $`L𝐍`$,

$$\underset{j,k}{}\mu (I_j(k))r(I_j(k))\underset{s\mathrm{}}{lim\; sup}M_s.$$

Now splice the sequences $`I_j(0)_{j=1}^{\mathrm{}},I_j(1)_{j=1}^{\mathrm{}},\mathrm{},I_j(n)_{j=1}^{\mathrm{}}`$ into a single sequence $`I_j_{j=1}^{\mathrm{}}\{\mathrm{}\}_{l=0}^{\mathrm{}}\pi _l`$. This sequence satisfies the conclusion of the Lemma. ∎

###### Proof of Proposition 2.6.

We First show the lower semi-continuity of $`E`$. Suppose that $`x(s)_{s=1}^{\mathrm{}}`$ is a sequence in $`\mathrm{\Delta }_n`$ and that $`x(s)x\mathrm{\Delta }_n`$. Further suppose that $`E(x(s))`$ is convergent. For each $`s𝐍`$, select a measure $`\mu _s𝒫_S(X)`$ and a sequence $`I_{js}_{j=1}^{\mathrm{}}`$ in $`\pi `$ such that $`_{j=1}^{\mathrm{}}\mu _s(I_{js})=1`$, $`x(s)\mu _s(I_{js})_{j=1}^{\mathrm{}}`$, and $`M_s=_{j=1}^{\mathrm{}}\mu _s(I_{js})r(I_{js})<E(x_s)+1/s`$. By passing to a subsequence, if necessary, we may assume that $`\mu _s\stackrel{\text{weak}\text{}}{}\mu 𝒫_S(X)`$. By Lemma 2.8, there is a sequence $`I_i_{i=1}^{\mathrm{}}`$ in $`\pi `$ so that $`_{i=1}^{\mathrm{}}\mu (I_i)r(I_i)=1`$, $`x\mu (I_i)_{i=1}^{\mathrm{}}`$ and

$$E(x)\underset{i=1}{\overset{\mathrm{}}{}}\mu (I_i)r(I_i)\underset{s\mathrm{}}{lim\; sup}M_s=\underset{s\mathrm{}}{lim}E(x_s).$$

Thus $`E`$ is lower semi-continuous.

We now show the second conclusion of Proposition 2.6. Let $`x\mathrm{\Delta }_n`$. Select $`\mu _s_{s=1}^{\mathrm{}}`$ a sequence in $`𝒫_S(X)`$ and for each $`s`$ choose a sequence $`I_{js}_{j=1}^{\mathrm{}}`$ in $`\pi `$ such that $`_{j=1}^{\mathrm{}}\mu _s(I_{js})=1`$, $`x\mu _s(I_{js})_{j=1}^{\mathrm{}}`$ and

$$E(x)\underset{j=1}{\overset{\mathrm{}}{}}\mu _s(I_{js})r(I_{js})<E(x)+\frac{1}{s}.$$

By passing to a subsequence, if necessary, $`\mu _s\stackrel{\text{weak}\text{}}{}\mu `$ for some $`\mu 𝒫_S(X)`$. Let $`I_i_{j=1}^{\mathrm{}}`$ be the sequence obtained by Lemma 2.8. Then for the measure $`\mu `$ and the sequence $`I_j_{j=1}^{\mathrm{}}`$ the equality 2.9 holds. This completes the proof. ∎

## 3. Explicit Calculation of $`E_S^{\mathrm{\Delta }_n}`$ and $`\kappa _S(n)`$ when $`S`$ is the barycenter of $`\mathrm{\Delta }_m`$.

The most natural choices of $`S`$ are when $`S`$ is a entire simplex $`\mathrm{\Delta }_m`$ or $`S`$ is the barycenter of $`\mathrm{\Delta }_m`$. We have treated the case of $`S=\mathrm{\Delta }_m`$ in a previous paper  by different methods. Here we compute $`E_S^{\mathrm{\Delta }_n}`$ and $`\kappa _S(n)`$ in the case $`S`$ is the barycenter of $`\mathrm{\Delta }_m`$ based on the general theory above. It will simplify notation to let $`B=m+1`$.

We now assume that $`S=\{(1/B,\mathrm{},1/B)\}\mathrm{\Delta }_{B1}`$. To give $`E_S^{\mathrm{\Delta }_n}`$ explicitly we need a little notation. First for any real number $`x`$ let $`\mathbf{\{}x\mathbf{\}}=xx`$ be the fractional part of $`x`$ and define a function $`H=H_B:𝐑𝐑`$ from by

(3.1)
$$H_B(x)=\underset{k=0}{\overset{\mathrm{}}{}}\frac{\mathbf{\{}B^kx\mathbf{\}}}{B^k}.$$

Note that this series is termwise dominated by the geometric series $`_{k=0}^{\mathrm{}}1/B^k`$ and therefore it is easy to deal with computationally.

###### 3.1 Theorem.

For $`S=\{(1/B,\mathrm{},1/B)\}`$ the function $`E:=E_S:\mathrm{\Delta }_n𝐑`$ is given by

$$E(x)=E(x_0,x_1,\mathrm{},x_n)=H_B(x_0)+H_B(x_1)+\mathrm{}+H_B(x_n)$$

and the value of $`\kappa _S(n)=sup_{x\mathrm{\Delta }_n}E(x)`$ is

$$\kappa _S(n)=\mathrm{log}_Bn+1+\frac{n}{(B1)B^{\mathrm{log}_Bn}}.$$

Some values of $`\kappa _S(n)`$ for small values of $`B`$ and $`n`$ are given in Table 1.

The graphs of $`z=E_S^{\mathrm{\Delta }_2}(x,y,1xy)`$ for some small values of $`B`$ are given in Figure 2.

###### Remark 3.2.

Let $``$ be the set of numbers of the form $`j/B^l`$ for $`j,l`$ integers and $`j`$ relatively prime to $`B`$. Then using the series expansion (3.1) and the argument of \[2, Prop. 2.25 p. 22\] it is not hard to show $`E=E_S^{\mathrm{\Delta }_1}:\mathrm{\Delta }_1𝐑`$ is given by

$$E(1t,t)=\{\begin{array}{cc}\frac{B}{B1},\hfill & t;\hfill \\ \frac{B}{B1}\frac{1}{B^{l1}},\hfill & t=\frac{j}{B^{l1}}.\hfill \end{array}$$

### 3.1. The formula for $`E_S^{\mathrm{\Delta }_n}`$.

Let $`[B]=\{1,2,\mathrm{},B\}`$ and let $`X=[B]^𝐍`$. Let $`\mu `$ be the measure on $`X`$ given by $`\mu =_{j=1}^{\mathrm{}}\nu _j`$ where $`\nu _j`$ is the measure on $`[B]`$ given by $`\mu _j(\{i\})=1/B`$ for $`1iB`$. Therefore if $`I\pi _k`$ then $`\mu (I)=1/B^k`$. The following lemma on being able to realize certain sequences of numbers as sequences $`\mu (I_j)_{j=1}^{\mathrm{}}`$ with $`I_j_{j=1}^{\mathrm{}}`$ a sequence from $`\{\mathrm{}\}_{k=0}^{\mathrm{}}\pi _k`$ allows us to simplify the definition of $`E_S(x)`$ in some cases by replacing the infimum over $`S`$-ranked measures with an infimum over special sequences of numbers rather than measures.

###### 3.3 Lemma.

Let $`r_j_{j=1}^{\mathrm{}}`$ be a nondecreasing sequence of nonnegative integers such that

$$\underset{j=1}{\overset{\mathrm{}}{}}\frac{1}{B^{r_j}}1.$$

Then there is a disjoint sequence $`I_j_{j=1}^{\mathrm{}}`$ in $`_{k=0}^{\mathrm{}}\pi _k`$ such that

$$\mu (I_j)=\frac{1}{B^{r_j}}\text{and}r(I_j)=r_j.$$

###### Proof.

Since for $`I_{k=0}^{\mathrm{}}\pi _k`$ we have $`\mu (I)=1/B^{r(I)}`$ it is enough to show the existence of a disjoint sequence $`\mu (I_j)_{j=1}^{\mathrm{}}`$ with $`\mu (I_j)=1/B^{r_j}`$ for then $`r(I_j)=r_j`$ automatically holds. We select this sequence recursively. Suppose that $`I_1,I_2,\mathrm{},I_j`$ have been chosen to be pointwise disjoint with $`\mu (I_i)=1/B^{r_i}`$. Then

$$\underset{i=1}{\overset{j}{}}\mu (I_i)=\underset{i=1}{\overset{j}{}}\frac{1}{B^{r_i}}1\underset{i=j+1}{\overset{\mathrm{}}{}}\frac{1}{B^{r_i}}1\frac{1}{B^{r_{j+1}}}.$$

Since each of the sets $`I_1,I_2,\mathrm{},I_j`$ is a union of atoms from $`\pi _{r_{j+1}}`$, there is an atom of $`\pi _{r_{j+1}}`$ that is disjoint from $`I_1,I_2,\mathrm{},I_j`$. As atoms of $`\pi _{r_{j+1}}`$ have $`\mu `$-measure $`1/B^{r_{j+1}}`$ we can use this atom as $`I_{j+1}`$. ∎

In light of Lemma 3.3 and Proposition 2.6 the value of $`E=E_S^{\mathrm{\Delta }_n}`$ at $`x=(x_0,\mathrm{},x_n)\mathrm{\Delta }_n`$ is given by

$`E(x)`$ $`=\mathrm{min}\left\{{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}r(I_j)\mu (I_j):x\mu (I_j)_{j=1}^{\mathrm{}}\right\}`$
(where $`\mu `$ is $`S`$-ranked, $`I_j_{j=1}^{\mathrm{}}`$ is pairwise disjoint, and $`_{j=1}^{\mathrm{}}\mu (I_j)=1`$)
$`=\mathrm{min}\left\{{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{r_j}{B^{r_j}}}:x1/B^{r_j}_{j=1}^{\mathrm{}}\right\}`$
(where $`r_j𝐍`$ and $`_{j=1}^{\mathrm{}}1/B^{r_j}=1`$)
$`={\displaystyle \underset{k=1}{\overset{n}{}}}\underset{\begin{array}{c}N_0,\mathrm{},N_n\\ \text{partitions }𝐍\end{array}}{\mathrm{min}}\left\{{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{r_j}{B^{r_j}}}:x_k={\displaystyle \underset{jN_j}{}}{\displaystyle \frac{1}{B^{r_j}}}\right\}.`$
So if $`H:[0,1]𝐑`$ is defined by $`H(0)=0`$ and

$$H(x)=H_B(x)=\mathrm{min}\left\{\underset{j=1}{\overset{\mathrm{}}{}}\frac{r_j}{B^{r_j}}:\underset{j=1}{\overset{\mathrm{}}{}}\frac{1}{B^{r_j}}=x\right\}$$

for $`x(0,1]`$, then

$$E(x)=\underset{k=0}{\overset{n}{}}H(x_k).$$

(We will shortly see that $`H_B`$ is also given by the formula (3.1) so this notation is consistent with the notation used in the statement of Theorem 3.1.)

We now give some other representations of $`H`$. For $`x[0,1]`$ consider sums

$$\underset{j=1}{\overset{\mathrm{}}{}}\frac{r_j}{B^{r_j}}\text{where}x=\underset{j=1}{\overset{\mathrm{}}{}}\frac{1}{B^{r_j}}.$$

Let $`x_i=|\{j:r_j=i\}|`$. Then these sums can be rewritten as

$$\underset{i=0}{\overset{\mathrm{}}{}}\frac{ix_i}{B^i}\text{where}x=\underset{i=0}{\overset{\mathrm{}}{}}\frac{x_i}{B^i}$$

and so

(3.2)
$$H(x)=\mathrm{min}\left\{\underset{i=0}{\overset{\mathrm{}}{}}\frac{ix_i}{B^i}:\underset{i=0}{\overset{\mathrm{}}{}}\frac{x_i}{B^i}=x,x_i𝐍\right\}.$$

###### 3.4 Lemma.

If $`_{i=0}^{\mathrm{}}ix_i/B^i`$ is a minimizing sum in (3.2) (so that $`H(x)=_{i=0}^{\mathrm{}}ix_i/B^i`$), then $`x_i\{0,1,\mathrm{},B1\}`$.

###### Proof.

Clearly $`x_01`$ (otherwise $`x[0,1]`$). Suppose that for some $`j1`$ that $`x_jB`$. Then let

$$y_i=\{\begin{array}{cc}x_{j1}+1,\hfill & i=j1;\hfill \\ x_jB,\hfill & i=j;\hfill \\ x_i\hfill & ij,j1.\hfill \end{array}$$

Then each $`y_i`$ is nonnegative integer, $`_{i=0}^{\mathrm{}}y_i/B^i=x`$ and

$`{\displaystyle \underset{i=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{iy_i}{B^i}}`$ $`={\displaystyle \frac{(j1)(x_{j1}+1)}{B^{j1}}}+{\displaystyle \frac{j(x_jB)}{B^j}}+{\displaystyle \underset{ij,j1}{}}{\displaystyle \frac{ix_i}{B^i}}`$
$`={\displaystyle \frac{j1}{B^{j1}}}{\displaystyle \frac{j}{B^{j1}}}+{\displaystyle \frac{(j1)x_{j1}}{B^{j1}}}+{\displaystyle \frac{jx_j}{B^j}}+{\displaystyle \underset{ij,j1}{}}{\displaystyle \frac{ix_i}{B^i}}`$
$`={\displaystyle \frac{1}{B^{j1}}}+{\displaystyle \underset{i=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{ix_i}{B^i}}=H(x){\displaystyle \frac{1}{B^{j1}}}.`$
This contradicts the minimality of the sum and completes the proof. ∎

Recall that any real number $`x[0,1]`$ has a base $`B`$-expansion $`x=_{i=0}^{\mathrm{}}x_i/B^i`$ where each $`x_i\{0,1,\mathrm{},B1\}`$. This expansion is unique unless $`x`$ is a $`B`$-adic rational (that is a rational number of the form $`k/B^l`$ for integers $`k`$ and $`l`$). A $`B`$-adic rational has exactly two base $`B`$ expansions, one finite and one infinite (if $`x_n>0`$ then $`_{i=0}^nx_i/B^i=_{i=0}^{n1}x_i/B^i+(x_n1)/B^n+_{i=n+1}(B1)/B^i`$). For $`B`$-adic rationals $`x`$ we will always use the finite expansion, but will still write $`x=_{i=0}^{\mathrm{}}x_i/B^i`$ with the understanding that $`x_i=0`$ for $`i`$ sufficiently large.

###### 3.5 Proposition.

If $`x[0,1]`$ has base $`B`$ expansion $`x=_{i=0}^{\mathrm{}}x_i/B^i`$, then $`H(x)`$ is given by

$$H(x)=\underset{i=0}{\overset{\mathrm{}}{}}\frac{ix_i}{B^i}.$$

###### Proof.

From Lemma 3.4 we know that if $`x=_{i=0}^{\mathrm{}}y_i/B^i`$ with $`y_i`$ nonnegative integers is the expansion of $`x`$ so that $`H(x)=_{i=0}^{\mathrm{}}iy_i/B^i`$, then $`0y_iB1`$. When $`x`$ is not a $`B`$-adic rational uniqueness of base $`B`$ expansions implies that $`y_i=x_i`$ and we are done. If $`x`$ is a $`B`$-adic rational and so has two expansions with $`0y_iB1`$ then direct calculation shows that $`_{i=0}^{\mathrm{}}iy_i/B^i`$ is smaller when the finite expansion is used. Thus $`y_i=x_i`$ in this case also. ∎

It is convenient to extend $`H`$ to all of $`𝐑`$ to be periodic, $`H(x+1)=H(x)`$. This is possible as $`H(0)=H(1)=0`$. Let $`r:𝐑𝐑`$ be the function that agrees with the greatest integer (or floor) function on $`[0,B)`$ and is periodic of period $`B`$. That is

$$r(x):=\{\begin{array}{cc}x,\hfill & 0x<B;\hfill \\ r(x+B)=r(x),\hfill & x𝐑.\hfill \end{array}$$

Then if $`x=_{i=1}^{\mathrm{}}x_i/B^i`$ is the base $`B`$ expansion of $`x[0,1)`$ then it is easily checked that $`x_i=r(B^ix)`$ and therefore $`x=_{i=1}^{\mathrm{}}r(B^ix)/B^i`$. Then the fractional part $`\mathbf{\{}x\mathbf{\}}`$ of the real number $`x`$ is given by

$$\mathbf{\{}x\mathbf{\}}=\underset{i=1}{\overset{\mathrm{}}{}}\frac{r(B^ix)}{B^i}$$

as both sides are equal to $`x`$ on $`[0,1)`$ and are periodic of period $`1`$. Also the periodic extension of $`H`$ to $`𝐑`$ is given by

$$H(x)=\underset{i=1}{\overset{\mathrm{}}{}}\frac{ir(B^ix)}{B^i}.$$

These relations can be used to prove:

###### 3.6 Proposition.

The periodic extension of $`H`$ to $`𝐑`$ satisfies the functional equation

(3.3)
$$H(x)=\mathbf{\{}x\mathbf{\}}+\frac{1}{B}H(Bx)$$

and has the series representation

(3.4)
$$H(x)=\underset{k=0}{\overset{\mathrm{}}{}}\frac{\mathbf{\{}B^kx\mathbf{\}}}{B^k}.$$

Thus $`H`$ is lower semi-continuous, continuous at all points of $`[0,1]`$ that are not $`B`$-adic rationals, and right continuous at all points of $`[0,1]`$. Also this function satisfies the bounds

$$x\mathrm{log}_B(1/x)H(x)\frac{Bx}{B1}+x\mathrm{log}_B(1/x)$$

on $`[0,1]`$ (see Figure 3).

###### Proof.

Other than the lower bound $`x\mathrm{log}_B(1/x)H(x)`$, we refer the reader to the proofs of \[2, Prop. 2.14 p. 15\] and \[2, Prop. 2.21 p. 19\] which cover the case when $`B=2`$. Only trivial changes are required for the general case.

To prove the lower bound, suppose $`x=_{j=n}^{\mathrm{}}x_j/B^j`$ is the base $`B`$ expansion for $`x`$ with $`x_n1`$. Then $`x1/B^n`$ and therefore $`\mathrm{log}_B(1/x)n`$. Thus

$$x\mathrm{log}_B(1/x)\underset{j=n}{\overset{\mathrm{}}{}}\frac{nx_j}{B^j}\underset{j=n}{\overset{\mathrm{}}{}}\frac{jx_j}{B^j}=H(x)$$

as required. ∎

We have now finished all of the proof of Theorem 3.1 other than computing the exact value of $`\kappa _S(n)`$.

###### Remark 3.7.

The graph of $`H_B`$ has some interesting geometric properties. The following facts can be verified by the arguments used in \[2, Remark 2.15 p. 16\] which corresponds to the case $`B=2`$. For all positive integers $`i,j,k`$ the graphs of the restrictions $`H_B|_{[i/B^k,(i+1)/B^k)}`$ and $`H_B|_{[j/B^k,(j+1)/B^k)}`$ are translates of each other and so the graph of $`H`$ is “locally self congruent at all scales $`1/B^k`$”. The closure of the graph is homeomorphic to the Cantor set and the graph itself is this Cantor set with a countable number of points deleted. Thus the graph is zero-dimensional as a topological space. However the Hausdorff dimension of the graph is one. Thus the closure of the graph has metric dimension larger than its topological dimension and therefore is a fractal.∎

###### Remark 3.8.

(Cf. \[2, Remark 2.26 p. 22\]) The functional equation (3.3) for $`h=H_B`$ can be used to explain the self-similarities of the graph of $`E_S:\mathrm{\Delta }_n𝐑`$ with $`S=\{(1/B,\mathrm{},1/B)`$. Let $`v\mathrm{\Delta }_n`$ be a point so that all the entries of $`(B1)v`$ are integers. Let $`x\mathrm{\Delta }_n`$ be any point that is not a vertex. Then $`(x+(B1)v)/B`$ is not a vertex and so all the components of $`(x+(B1)v)/B`$ are in the interval $`[0,1)`$ and thus are equal to their fractional part. So letting $`x=(x_0,\mathrm{},x_n)`$ and $`v=(v_0,\mathrm{},v_n)`$ and using (3.4)

$`E`$ $`\left({\displaystyle \frac{x+(B1)v}{B}}\right)={\displaystyle \underset{k=0}{\overset{n}{}}}H\left({\displaystyle \frac{x_k+(B1)v_k}{B}}\right)`$
$`={\displaystyle \underset{k=0}{\overset{n}{}}}\mathbf{\left\{}{\displaystyle \frac{x_k+(B1)v_k}{B}}\mathbf{\right\}}+{\displaystyle \frac{1}{B}}{\displaystyle \underset{k=0}{\overset{n}{}}}H(x_k+(B1)v_k)`$
$`={\displaystyle \underset{k=0}{\overset{n}{}}}{\displaystyle \frac{x_k+(B1)v_k}{B}}+{\displaystyle \frac{1}{B}}{\displaystyle \underset{k=0}{\overset{n}{}}}H(x_k)`$
$`=1+{\displaystyle \frac{1}{B}}E(x).`$
where we have used the fact that for each $`k`$ such that $`(B1)v_k`$ is an integer that $`H(x_k+(B1)v_k)=H(x_k)`$ as $`H`$ has period one. On the set $`\mathrm{\Delta }_n\times [0,\mathrm{})`$, for each $`v\mathrm{\Delta }_n`$ such that $`(B1)v`$ has all integer entries, define $`\theta _v:\mathrm{\Delta }_n\times [0,\mathrm{})\mathrm{\Delta }_n\times [0,\mathrm{})`$ by

$$\theta _v(x,z)=(\frac{x+(B1)v}{B},1+\frac{1}{B}z).$$

This is the dilation by $`1/B`$ with center $`(v,B/(B1))`$. The calculation we have just done shows for each $`x\mathrm{\Delta }_n`$ that is not a vertex that

$`\theta _v(x,E(x))`$ $`=({\displaystyle \frac{x+(B1)v}{B}},1+{\displaystyle \frac{1}{B}}E(x))`$
$`=({\displaystyle \frac{x+(B1)v}{B}},E\left({\displaystyle \frac{x+(B1)v}{B}}\right)).`$
Therefore each of these dilations maps the graph of $`E`$ into a subset of the graph. When $`B`$ is much larger than $`n`$ there will be a large number of points $`v\mathrm{\Delta }_n`$ so that $`(B1)v`$ has all integral elements and thus in this case the graph of $`z=E(x)`$ will have a very large number of self symmetries. This is apparent in the bottom graph in Figure 2 where $`n=2`$ and $`B=10`$.∎

### 3.2. Calculation of $`\kappa _S(n)`$.

Let $`_n`$ be the points in $`\mathrm{\Delta }_n`$ with $`B`$-adic rational coordinates. Then $`_n`$ is dense in $`\mathrm{\Delta }_n`$ and $`E`$ is lower semi-continuous. Therefore

$$\underset{x_n}{sup}E(x)=\underset{x\mathrm{\Delta }_n}{sup}E(x).$$

So there is a sequence $`x(s)_{s=1}^{\mathrm{}}\mathrm{\Delta }_n`$ so that $`x(s)=_{k=0}^nx_k(s)e_k`$ with each $`x_k(s)`$ a $`B`$-adic rational and with $`lim_s\mathrm{}E(x(s))=\kappa _S(n)`$. Each $`x_k(s)`$ can be written $`x_k(s)=_{j=0}^{\mathrm{}}x_{jk}(s)/B^j`$ with $`x_{jk}(s)\{0,\mathrm{},B1\}`$ and each sequence $`x_{jk}(s)_{j=0}^{\mathrm{}}`$ eventually $`0`$. By passing to a subsequence we may assume that for $`0kn`$ and $`0j<\mathrm{}`$ that $`lim_s\mathrm{}x_{jk}(s)=x_{jk}`$ with $`x_{jk}\{0,\mathrm{},B1\}`$. That is for fixed $`j`$ and $`k`$ we have $`x_{jk}(s)=x_{jk}`$ for sufficiently large $`s`$. Therefore if $`x_k=_{j=0}^{\mathrm{}}x_{jk}/B^j`$ for $`0kn`$, then by the Lebesgue Dominated Convergence Theorem $`_{k=0}^nx_k=1`$. (All the series $`_{j=0}^{\mathrm{}}x_{jk}(s)/B^j`$ are dominated by the convergent geometric series $`_{j=0}^{\mathrm{}}(B1)/B^j`$ so we can take the limit, i.e., $`1=lim_s\mathrm{}_{k=0}^nx_{jk}(s)/B^j=_{k=0}^nx_{jk}/B^j=_{k=0}^nx_k`$.) Another application of the Lebesgue Dominated Convergence Theorem gives

$$\kappa _S(n)=\underset{s\mathrm{}}{lim}E(x(s))=\underset{s\mathrm{}}{lim}\underset{k=0}{\overset{\mathrm{}}{}}\underset{j=0}{\overset{\mathrm{}}{}}\frac{jx_{jk}(s)}{B_j}=\underset{k=0}{\overset{\mathrm{}}{}}\underset{j=0}{\overset{\mathrm{}}{}}\frac{jx_{jk}}{B_j}.$$

Let

$$M_j(s):=\underset{k=0}{\overset{n}{}}x_{jk}(s)\text{and}M_j:=\underset{k=0}{\overset{n}{}}x_{jk}.$$

So for fixed $`j`$ we have $`M_j(s)=M_j`$ for sufficiently large $`s`$. Also

$$E(x(s))=\underset{j=0}{\overset{\mathrm{}}{}}\frac{jM_j(s)}{B^j},\kappa _S(n)=\underset{j=0}{\overset{\mathrm{}}{}}\frac{jM_j}{B^j},1=\underset{j=1}{}\frac{M_j}{B^j},$$

and for fixed $`s`$ we have $`M_j(s)=0`$ for sufficiently large $`j`$.

As a first observation note that each $`x_j(s)B1`$ which implies $`M_j(s)(n+1)(B1)`$ which in turn implies

(3.5)
$$M_j(n+1)(B1).$$

Assuming $`n1`$ (obviously $`\kappa _S(0)=0`$) we have $`M_0=0`$ (for $`M_0=_{k=0}^nx_{0k}>0`$ would imply that the point $`(x_0,\mathrm{},x_n)`$ is a vertex of $`\mathrm{\Delta }_n`$ and this is clearly not a maximizing sum). Let

$$\mathrm{}+1=\text{least }j\text{ such that }M_j>0\text{.}$$

In particular $`0=M_0=\mathrm{}=M_{\mathrm{}}`$ and $`M_{\mathrm{}+1}>0`$.

###### 3.9 Lemma.

If $`j\mathrm{}+2`$, then $`M_j(B1)n`$.

###### Proof.

Suppose not and let $`i`$ be the least $`i\mathrm{}+2`$ such that $`M_i<(B1)n`$. If $`i>\mathrm{}+2`$, then $`M_{i1}(B1)n`$ and if $`i=\mathrm{}+2`$, then $`M_{i1}=M_{\mathrm{}+1}>0`$. In either case $`M_{i1}>0`$. There is an $`s_0`$ such that for $`ss_0`$, $`M_{i1}(s)=M_{i1}`$ and $`M_i(s)=M_i`$. Thus for each $`ss_0`$ there is a $`y(s)=_{k=0}^n\left(_{j=0}^{\mathrm{}}y_{jk}(s)/B^j\right)e_k`$ with $`y_{jk}(s)`$ defined so that

$$y_{jk}(s)=x_{jk}(s)\text{if}ji1,i,$$

$$\underset{k=0}{\overset{n}{}}y_{i1k}(s)=M_{i1}1.$$

(this is possible because $`M_{i1}>0`$) and

$$\underset{k=0}{\overset{n}{}}y_{ik}(s)=M_i+B$$

(this is possible becasue $`M_i<(B1)n`$ so that $`M_i+B(B1)(n+1)`$). But then for $`s>s_0`$,

$$E(y(s))=E(x(s))+\frac{iB}{B^i}\frac{i1}{B^{i1}}=E(x(s))+\frac{1}{B^{i1}}.$$

But then $`lim_s\mathrm{}E(y(s))=\kappa _S(n)+1/B^{i1}`$ which is impossible. ∎

###### 3.10 Lemma.

For infinitely many $`j`$ the inequaltiy $`M_j<(B1)(n+1)`$ holds.

###### Proof.

Suppose that for some $`j_0`$ that $`jj_0`$ implies $`M_j=(B1)(n+1)`$. Then there exists $`s_0`$ such that for $`j<j_0`$ and $`s>s_0`$ we have $`M_j(s)=M_j`$. But then for any $`s>s_0`$ (recall that for fixed $`s`$ there holds $`M_j(s)=0`$ for $`j`$ sufficiently large)

$`1`$ $`={\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{M_j(s)}{B^j}}={\displaystyle \underset{j=0}{\overset{j_01}{}}}{\displaystyle \frac{M_j(s)}{B^j}}+{\displaystyle \underset{j=j_0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{M_j(s)}{B^j}}`$
$`={\displaystyle \underset{j=0}{\overset{j_0}{}}}{\displaystyle \frac{M_j}{B^j}}+{\displaystyle \underset{j=j_0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{M_j(s)}{B^j}}<{\displaystyle \underset{j=0}{\overset{j_0}{}}}{\displaystyle \frac{M_j}{B^j}}+{\displaystyle \underset{j=j_0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(B1)(n+1)}{B^j}}`$
$`={\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{M_j}{B^j}}=1`$
which is a contradiction. ∎

###### 3.11 Lemma.

If $`j\mathrm{}+2`$, then $`M_j=(B1)n`$.

###### Proof.

By Lemma 3.9 $`M_j(B1)n`$ and by Lemma 3.10, $`M_j<(B1)(n+1)`$ for infinitely many $`j`$. Thus

$`{\displaystyle \underset{j=\mathrm{}+2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{M_j}{B^j}}`$ $`={\displaystyle \underset{j=\mathrm{}+2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(B1)n}{B^j}}+{\displaystyle \underset{j=\mathrm{}+m+2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{M_j(B1)n}{B^j}}`$
$`={\displaystyle \frac{(B1)n}{B^{\mathrm{}+2}}}\left({\displaystyle \frac{1}{11/B}}\right)+{\displaystyle \underset{j=\mathrm{}+2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{M_j(B1)n}{B^j}}`$
$`={\displaystyle \frac{n}{B^{\mathrm{}+1}}}+{\displaystyle \underset{j=\mathrm{}+2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{M_j(B1)n}{B^j}}`$
Set $`R=_{j=\mathrm{}+2}^{\mathrm{}}\frac{M_j(B1)n}{B^j}`$. Then

$$0R<\underset{j=\mathrm{}+2}{\overset{\mathrm{}}{}}\frac{B1}{B^j}=\frac{B1}{B^{\mathrm{}+2}}\left(\frac{1}{11/B}\right)=\frac{1}{B^{\mathrm{}+1}}.$$

where the first inequality follows form Lemma 3.9 and the second from Lemma 3.10. Thus

$$1=\underset{j=0}{\overset{\mathrm{}}{}}\frac{M_j}{B^j}=\underset{j=0}{\overset{\mathrm{}+1}{}}\frac{M_j}{B^j}+\frac{n}{B^{\mathrm{}+1}}+R=\frac{L}{B^{\mathrm{}+1}}+R$$

with $`0R<1/B^{\mathrm{}+1}`$ and $`L`$ a positive integer. But then $`01L/B^{\mathrm{}+1}=R<1/B^{\mathrm{}+1}`$ which implies $`R=0`$. That is $`0=R=_{j=\mathrm{}+2}^{\mathrm{}}\frac{M_j(B1)n}{B^j}`$. Thus $`M_j(B1)n=0`$ for $`j\mathrm{}+2`$. ∎

###### 3.12 Lemma.

The integer $`\mathrm{}`$ satisfies $`{\displaystyle \frac{M_{\mathrm{}+1}+n}{B^{\mathrm{}+1}}}=1`$.

###### Proof.

Using the results from the last several lemmas:

$`1`$ $`={\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{M_j}{B^j}}={\displaystyle \frac{M_{\mathrm{}+1}}{B^{\mathrm{}+1}}}+(B1)n{\displaystyle \underset{j=\mathrm{}+2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{B^j}}`$
$`={\displaystyle \frac{M_{\mathrm{}+1}}{B^{\mathrm{}+1}}}+{\displaystyle \frac{n}{B^{\mathrm{}+1}}}={\displaystyle \frac{M_{\mathrm{}+1}+n}{B^{\mathrm{}+1}}}.`$
###### 3.13 Lemma.

The integer $`\mathrm{}`$ satisfies $`B^{\mathrm{}}n<B^{\mathrm{}+1}`$ so that $`\mathrm{}=\mathrm{log}_Bn`$.

###### Proof.

By Lemma 3.12 $`M_{\mathrm{}+1}+n=B^{\mathrm{}+1}`$ and $`M_{\mathrm{}+1}>0`$ so $`n<B^{\mathrm{}+1}`$. For the other inequality, use $`M_{\mathrm{}+1}(n+1)(B1)`$ so that

$`B^{\mathrm{}+1}`$ $`=M_{\mathrm{}+1}+n(n+1)(B1)+n=nB+B1`$
$``$ $`(n+1)BB^{\mathrm{}+1}+1`$
$``$ $`(n+1)B>B^{\mathrm{}+1}`$
$``$ $`n+1>B^{\mathrm{}}`$
$``$ $`nB^{\mathrm{}}`$
Using the results of these lemmas we can now compute the value of $`\kappa _S(n)`$.

(3.6)
$$\kappa _S(n)=\underset{j=0}{\overset{\mathrm{}}{}}\frac{jM_j}{B^j}=\frac{(\mathrm{}+1)M_{\mathrm{}+1}}{B^{\mathrm{}+1}}+n(B1)\underset{j=\mathrm{}+2}{\overset{\mathrm{}}{}}\frac{j}{B^j}.$$

Using Lemma 1.19 (with $`x=1/B`$ and $`a=k=\mathrm{}+2`$)

$`(B1){\displaystyle \underset{j=\mathrm{}+2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{j}{B^j}}`$ $`=(B1){\displaystyle \underset{i=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{}+2+i}{B^{\mathrm{}+2+i}}}`$
$`=(B1){\displaystyle \frac{(\mathrm{}+2)(1/B)^{\mathrm{}+2}+(1(\mathrm{}+2))(1/B)^{\mathrm{}+3}}{(11/B)^2}}`$
$`={\displaystyle \frac{(\mathrm{}+2)B(\mathrm{}+1)}{(B1)B^{\mathrm{}+1}}}`$
Substituting this and also $`M_{\mathrm{}+1}=B^{\mathrm{}+1}n`$ (Lemma 3.12) into (3.6) gives

$`\kappa _S(n)`$ $`={\displaystyle \frac{(\mathrm{}+1)M_{\mathrm{}+1}}{B^{\mathrm{}+1}}}+{\displaystyle \frac{n[(\mathrm{}+2)B(\mathrm{}+1)]}{(B1)B^{\mathrm{}+1}}}`$
$`={\displaystyle \frac{(\mathrm{}+1)(B^{\mathrm{}+1}n)}{B^{\mathrm{}+1}}}+{\displaystyle \frac{n[(\mathrm{}+2)B(\mathrm{}+1)]}{(B1)B^{\mathrm{}+1}}}`$
$`=\mathrm{}+1+{\displaystyle \frac{n(\mathrm{}+1)}{B^{\mathrm{}+1}}}+{\displaystyle \frac{n[(\mathrm{}+2)B(\mathrm{}+1)]}{(B1)B^{\mathrm{}+1}}}`$
$`=\mathrm{}+1+{\displaystyle \frac{n}{(B1)B^{\mathrm{}}}}`$
$`=\mathrm{log}_Bn+1+{\displaystyle \frac{n}{(B1)B^{\mathrm{log}_Bn}}}.`$
This completes the proof of Theorem 3.1.


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# References

International Journal of Modern Physics A,
c World Scientific Publishing Company

TYPE IIB ORIENTIFOLDS WITH DISCRETE TORSION

ROBERT L. KARP ***Present address: Department of Mathematics, Duke University, Durham, NC 27708, F. PAUL ESPOSITO, LOUIS WITTEN

Physics Department, University of Cincinnati

Cincinnati, Ohio 45221-0011, USA

We consider compact four-dimensional $`𝐙_𝐍\times 𝐙_𝐌`$ type IIB orientifolds, for certain values of $`N`$ and $`M`$. We allow the additional feature of discrete torsion and discuss the modification of the consistency conditions arising from tadpole cancellation. We point out the differences between the cases with and without discrete torsion.

Orientifold compactifications? of the type IIB superstring circumvent the problem that the type I theory does not produce a chiral spectrum when compactified on a Calabi-Yau threefold with standard embedding of the gauge degrees of freedom. Independently of this discrete torsion (DT) was introduced as a phase factor related to the B-field, allowed by modular invariance? in orbifold compactifications of the closed string theories. In the open string theories the analogous notion of DT was discovered relatively recently, only after D-branes were better understood?. In addition the relationship between closed and open DT has been further clarified?.

The pioneering work for $`𝐙_\mathrm{𝟐}`$ orientifolds was quickly generalized to $`𝐙_𝐧`$ for different values of $`n`$’s?. The case $`𝐙_\mathrm{𝟐}\times 𝐙_\mathrm{𝟐}`$ was investigated? and generalized?. The question of noncompact orientifolds with DT was addressed as well?. The geometric aspects of DT was partly described? and there has recently been a revival of interest in the subject?.

The complete orientifold group we consider here is $`G_1+\mathrm{\Omega }G_2`$ with $`\mathrm{\Omega }h\mathrm{\Omega }h^{}G_1`$ for $`h,h^{}G_2`$. We restrict our attention to $`G_1=G_2=𝐙_𝐍\times 𝐙_𝐌`$. The generator of either of the factors will have the form $`\theta =\mathrm{exp}(2i\pi (v_1J_{45}+v_2J_{67}+v_3J_{89}))`$, with $`J_{mn}`$ the $`SO(6)`$ Cartan generators, acting on the compact $`T^6`$ (complexified) coordinates $`Z_1=X_4+iX_5`$, $`Z_2=X_6+iX_7`$ and $`Z_3=X_8+iX_9`$ as $`\theta Z_i=\mathrm{e}^{2i\pi v_i}Z_i`$. If we chose the twist vectors of the $`𝐙_𝐍`$ and $`𝐙_𝐌`$ generators $`\theta `$ and $`\omega `$ to be of the form $`v_\theta =v=\frac{1}{N}(1,1,0)`$ and $`v_\omega =w=\frac{1}{M}(0,1,1)`$, we end up with N=1 d=4 supersymmetry. Undoubtedly, there are many equally interesting choices that do not have this form.

To derive the massless spectra we work in light-cone gauge. The GSO projected untwisted massless Ramond states $`|s_0s_1s_2s_3`$ transform as $`\theta |s_0s_1s_2s_3=\mathrm{e}^{2i\pi vs}|s_0s_1s_2s_3`$.

In this paper we will be mainly interested in the Klein bottle vacuum to vacuum amplitude; the Mobius strip and the cylinder in fact have similar expression. The Klein bottle amplitude is given by

$$𝒦=\frac{V_4}{2MN}\underset{g,h}{}_0^{\mathrm{}}\frac{dt}{2t}(4\pi ^2\alpha ^{}t)^2\mathrm{Tr}_h\{\frac{1+(1)^F}{2}\mathrm{\Omega }g\mathrm{e}^{2\pi t[L_0(h)+\stackrel{~}{L}_0(h)]}\},$$
(1)
where the sums run over the entire group $`G_1=𝐙_𝐍\times 𝐙_𝐌`$, and the trace is computed in the sector twisted by $`h`$. As any element of $`G_1`$ is of the form $`x^ay^b`$, where $`x`$ ($`y`$) is a generator of $`𝐙_𝐍`$ ($`𝐙_𝐌`$), and $`\mathrm{\Omega }`$ interchanges the sectors twisted by $`x^ay^b`$ and $`x^{Na}y^{Mb}`$, we see immediately that in order to have DT make a difference in the Klein bottle amplitude we must require that either $`N`$ or $`M`$ is even, and we have to study the sector twisted by $`x^ay^b`$, with $`(a,b)`$ taken from the set $`\{(N/2,0),(0,M/2),(N/2,M/2)\}`$. Due to space limitation we can only hint at the form of the expressions involved. For example for the Klein bottle amplitude in the sector twisted by $`x^{N/2}`$ we have:

$$𝒦(x^{\frac{N}{2}},x^ay^b)=\chi _{(\frac{N}{2},0)}^{(a,b)}\underset{\alpha ,\beta =0}{\overset{\frac{1}{2}}{}}\eta _{\alpha ,\beta }\frac{\vartheta [\genfrac{}{}{0pt}{}{\alpha }{\beta }]}{\eta ^3}\left(\underset{i=1}{\overset{2}{}}\frac{\vartheta [\genfrac{}{}{0pt}{}{\alpha +\frac{1}{2}}{\beta +2u_i}]}{\vartheta [\genfrac{}{}{0pt}{}{0}{\frac{1}{2}+2u_i}]}\right)(2\mathrm{sin}2\pi u_3)\frac{\vartheta [\genfrac{}{}{0pt}{}{\alpha }{\beta +2u_3}]}{\vartheta [\genfrac{}{}{0pt}{}{\frac{1}{2}}{\frac{1}{2}+2u_3}]},$$
(2)
where $`u_i=av_i+bw_i`$, and the argument of the $`\vartheta `$’s and $`\eta `$’s is $`e^{4\pi t}`$. In addition to this we also have factors coming from the compact momenta and from windings?. Using the properties of $`\vartheta `$ functions Eq. (2) can be simplified dramatically:

$$𝒦(x^{\frac{N}{2}},x^ay^b)=(11)\chi _{(\frac{N}{2},0)}^{(a,b)}\frac{\vartheta [\genfrac{}{}{0pt}{}{0}{\frac{1}{2}}]}{\eta ^3}\left(\underset{i=1}{\overset{2}{}}\frac{\vartheta [\genfrac{}{}{0pt}{}{\frac{1}{2}}{\frac{1}{2}+2u_i}]}{\vartheta [\genfrac{}{}{0pt}{}{0}{\frac{1}{2}+2u_i}]}\right)(2\mathrm{sin}2\pi u_3)\frac{\vartheta [\genfrac{}{}{0pt}{}{0}{\frac{1}{2}+2u_3}]}{\vartheta [\genfrac{}{}{0pt}{}{\frac{1}{2}}{\frac{1}{2}+2u_3}]},$$
(3)
In what follows we focus on the differences in the closed string sector arising from the presence of DT. For $`𝐙_𝐧\times 𝐙_𝐦`$ with $`n`$ and $`m`$ odd, though DT is possible, it cannot contribute to the Klein bottle amplitude, as the relevant twisted sector amplitudes are zero. This implies that for these models there is no difference in the tadpole cancellation equation with or without DT. As the orientifolds constructed in these cases were based on projective representations on the Chan-Paton indices, we conclude that DT has no effect.

The next simplest class of models is $`𝐙_\mathrm{𝟐}\times 𝐙_𝐦`$. Here there are two sub-cases. For $`m`$ odd there is no DT. For $`m`$ even we can take $`x`$ (resp. $`y`$) as the generator of $`𝐙_\mathrm{𝟐}`$ (resp. $`𝐙_𝐦`$), and $`\omega _2=1`$ as the generator of $`H^2(𝐙_\mathrm{𝟐}\times 𝐙_𝐦,U(1))`$. For the three potentially nonzero amplitudes we get: $`𝒦(x,)=𝒦(xy^{m/2},)=0`$, and $`𝒦(y^{m/2},x^ay^b)0`$ iff $`2b/m𝐙`$. Analyzing the different $`m`$’s is easy again. For $`m=2`$: $`2b/m=b`$ and this is integer, so all the twisted sector has zero amplitude. For $`m=4`$ we have the $`b=1,3`$ nonzero amplitudes, but $`ϵ(y^2,x^ay^b)=1`$, and DT has no effect. More generally for $`m=4l`$: $`ϵ(y^{2l},x^ay^b)=1`$ and we see that the $`𝐙_\mathrm{𝟐}\times 𝐙_{\mathrm{𝟒}𝐥}`$ orbifold has the same tadpole cancellation condition with and without DT. The case $`m=6`$ requires more work to see what happens.

For the $`𝐙_\mathrm{𝟐}\times 𝐙_\mathrm{𝟔}`$ orientifold the sectors we are interested in are the ones twisted by $`x`$, $`xy^3`$, $`y^3`$. It may easily be seen that the sector twisted by $`y^3`$ is the only nonzero one. In what follows we focus on the $`𝒦(y^3,xy^a)=0`$ contributions, which will be proportional to $`1/V_1`$, as opposed to the $`𝒦(y^3,y^a)`$ contributions that are in fact proportional to $`V_1`$. We also have $`ϵ(y^3,x^ay^b)=(1)^a`$. It turns out that $`𝒦(y^3,xy^a)=0`$ for $`a=0,3`$, while for other values of $`a`$ they all equal a common value proportional to $`\vartheta [\genfrac{}{}{0pt}{}{\frac{1}{2}}{\frac{1}{6}}]\vartheta [\genfrac{}{}{0pt}{}{\frac{1}{2}}{\frac{1}{6}}]/\vartheta [\genfrac{}{}{0pt}{}{0}{\frac{1}{6}}]\vartheta [\genfrac{}{}{0pt}{}{0}{\frac{1}{6}}]`$. In the limit $`t0`$ the twisted Klein bottle amplitudes will give the contribution $`(2t)(64\pi ^2\alpha ^{})/V_1`$ without DT, and the negative of this with DT. Similarly, the untwisted Klein bottle contribution that contributes with a factor of $`1/V_1`$ turns out to be $`𝒦(1,xy^a)`$, for $`a=1,3,4,5`$. In the $`t0`$ limit these add up the contribution $`3(2t)(64\pi ^2\alpha ^{})/V_1`$. Thus in the case without DT we have a tadpole contribution proportional to $`(2t)(256\pi ^2\alpha ^{})/V_1`$, which turns out to require $`32`$ D-branes to be canceled. This agrees with the already known result?. On the other hand, for the case with DT the tadpole cannot be canceled, rendering the model perturbatively inconsistent, in the sense of?.

The next interesting case is $`𝐙_\mathrm{𝟑}\times 𝐙_\mathrm{𝟔}`$. More generally for $`n`$ odd the $`𝐙_𝐧\times 𝐙_{\mathrm{𝟐}𝐧}`$ DT is $`ϵ(y^n,x^ay^b)=e^{(2\pi i/n)n(b)}=1`$, and once again DT has no effect.

The $`𝐙_\mathrm{𝟒}\times 𝐙_\mathrm{𝟒}`$ model is interesting to analyze as well. It is was known? that without DT this model was perturbatively inconsistent. Our hope was that DT would change the tadpole cancellation conditions, and allow for a consistent solution. It is elementary to show that $`ϵ(x^2,x^ay^b)1`$ iff $`b=1,3`$; $`ϵ(x^2y^2,x^ay^b)1`$ iff $`ab=3,1,1,3`$, and $`ϵ(y^2,x^ay^b)1`$ iff $`a=1,3`$. Unfortunately it turns out that with these constraints $`𝒦(x^2,)=𝒦(x^2y^2,)=0`$, and $`𝒦(y^2,)=0`$, implying that even by turning on DT we cannot perturbatively save the model.

Acknowledgments

R.L.K. would like to thank R.G. Leigh for useful conversations. This work was supported in part by the Department of Energy under the contract number DOE-FGO2-84ER40153. RLK was also supported in part by the National Science Foundation grant DMS-9983320.

Note

After this talk was given an exhaustive treatment of the subject appeared? that overlaps partly with our results.

References