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# 1 Introduction

## 1 Introduction

Studies of cellular automata and of their continuous-time counterpart, the spin-flip dynamics, have been successful in determining how many invariant measures the automaton or dynamics have. Much less is known about properties of these measures. A natural question is whether they are Gibbsian, that is whether they could correspond to measures describing the equilibrium state of some statistical mechanical system. There are two categories of evolutions —both with local and strictly positive updating rates— for which the answer is known to be positive: (1) If the updating prescription has a high level of stochasticity —*high noise regime*—, in which case Gibbsianness comes together with uniqueness of the invariant measure ; and (2) if the updating satisfies a detailed balance condition for some Boltzmann-Gibbs weights . Known cases of non-Gibbsianness, on the other hand, refer to automata where the updating rates are either non-strictly positive , \[30, Chapter 7\] or non-local .

In this paper we present some examples of stochastic *non-reversible automata* —that is, automata not satisfying any form of detailed balance—, with multiple invariant measures, all of them non-Gibbsian. Our class of automata can be seen as a generalization of the North-East-Center (NEC) majority model introduced in  and discussed in many papers. Its non-ergodicity was first proved in  (see also the discussion in ) and later by another method in . Also it was simulated more than once . Models of this sort are obtained by superimposing stochastic errors (noise) to deterministic automata having the so-called *eroder property*: finite islands of aligned spins, within a sea of spins aligned in the opposite direction, disappear in a finite time.

We allow only *one-sided* noise or stochastic error —a “0” can stochastically be turned into a “1”, but not the reverse. Thus some of our transition rates are zeros and therefore the “dichotomy” result of \[20, Corollary 1\] is not applicable. Our work does not settle the long-standing issue of the Gibbsianness of the invariant measures of NEC models with non totally asymmetric noise. There are conflicting arguments and evidences for the model with symmetric noise: An interesting heuristic argument has been put forward \[30, Chapter 5\] pointing in the direction of Gibbsianness, and a couple of pioneer numerical studies yielded findings respectively consistent with Gibbsianness  and non-Gibbsianness . However, we hope that the simple non-Gibbsianness mechanism clearly illustrated by our examples could be a useful guide and reference for the study of the more involved two-way-noise situation.

In our examples, non-Gibbsianness shows up in the same way as in the basic voter model : Large droplets of aligned (“unanimous”) spins have too large probability for the invariant measures to be Gibbsian. More precisely, we show that once a suitable “spider” of “1” appears, the dynamics causes the alignment of the spins in a neighboring sphere. This sort of damage-spreading property (or error-correcting deficiency) implies that the presence of a sphere of “1” is penalized by the invariant measures only as a sub-volume exponential. This contradicts well known Gibbsian properties. In fact, we can be more precise. Gibbsian measures are characterized by two properties : uniform non-nullness and quasilocality. As we comment in Section 3, the large probability of aligned droplets means that the invariant measures can not be uniformly non-null. More generally, such invariant measures can not be the result of block renormalizations of non-null, in particular Gibbsian, measures. Furthermore, known arguments  (briefly reviewed in Section 3 below), imply that if one of these measures is not a product measure, then its non-Gibbsianness is preserved by further single-site renormalization transformations.

## 2 Simple examples

Before plunging into the technical and notational details needed to describe our results in full generality, we would like to present some simple examples that contain the essential ideas. The examples are defined on the configuration space $`\{0,1\}^{\mathrm{𝖹𝖹}^2}`$.

#### Example 1: The NEC model

. Its deterministic version is defined by a translation-invariant parallel updating defined by the rule

$$x_{\mathrm{det}}^{t+1}(0,0)=\text{major}\{x^t(0,1),x^t(1,0),x^t(0,0)\},$$
(1)
where $`x^t(i,j)`$ denotes the configuration at site $`(i,j)\mathrm{𝖹𝖹}^2`$ immediately after the $`t`$-th iteration of the transformation and $`\text{major}:\{0,1\}^{2k+1}\{0,1\}`$ is the majority function, i.e. the Boolean function of any odd number of arguments, which equals “1” if and only if most of its arguments equal “1”. This prescription yields an evolution, which is symmetric with respect to the flip $`01`$ \[a function with this property is called a *self-spin-flip function* in Section 4 below\]. We consider a noisy version, where in addition spins “0” flip into “1” independently with a certain probability $`\epsilon `$, while spins “1” remain unaltered. This corresponds to an stochastic updating

$$\mathrm{Prob}(x^{t+1}(i,j)=0|x^t)=(1\epsilon )[1x_{\mathrm{det}}^{t+1}(i,j)].$$
(2)
The “all-ones” delta-measure $`\delta _1`$ is invariant for this automaton. For small $`\epsilon `$ there is at least another invariant measure (see lemma 4.2 below).

Let us start with the following simple observations which are immediate consequences of the NEC rule (1) and the one-sidedness of the noise:

* Horizontal lines (parallel to axis $`i`$) filled with spins “1” remain invariant under the evolution.
* The same invariance holds for vertical lines (parallel to axis $`j`$) filled with spins “1”.
* After one evolution-step (that is, after one parallel updating of all the spins), a line of slope $`1`$ filled with spins “1” moves into the parallel line immediately to the South-West.
* If the (infinite) “spider” formed by the $`i`$-axis, the $`j`$-axis and the line $`i+j=0`$ is filled with “1”, then after $`t`$ steps the evolution causes the whole triangle $`\{(i,j):i,j0,i+jt\}`$ to be filled with “1”.

The last observation can be visualized as a displacement, at speed 1, of the “front” formed by the line $`i+j=0`$, with a simultaneous displacement (here a trivial one), at speed 0, of the “fronts” formed by the $`i`$\- and $`j`$-axis. This combined displacement produces a growing triangle full of “1”.

The same observations hold if full lines are replaced by finite segments, except that, depending on the values of neighboring spins, in each iteration each segment can lose one or both of the “1” at its endpoints. We conclude that if at some time the spider

$`\mathrm{SP}_{(0,0),L}=\{(i,0)\mathrm{𝖹𝖹}^2:8Li4L\}{\displaystyle }`$
$`\{(0,j)\mathrm{𝖹𝖹}^2:8Lj4L\}{\displaystyle \{(i,j)\mathrm{𝖹𝖹}^2:i+j=0,6Li6L\}}`$ (3)
is filled with “1”, then after $`4L`$ iterations the “1” fill a triangular region that contains the sphere $`S_{(L,L),L}`$. Therefore, if $`\mu `$ is a invariant measure,

$$\mu \left(1_{S_{(L,L),L}}\right)\mu \left(1_{\mathrm{SP}_{(0,0),L}}\right)\epsilon ^{3\left(12L+1\right)}.$$
(4)
We have denoted $`1_\mathrm{\Lambda }`$, for $`\mathrm{\Lambda }\mathrm{𝖹𝖹}^2`$, the event $`\{x:x(i,j)=1,(i,j)\mathrm{\Lambda }\}`$. The last inequality in (4) follows from the fact that a “1” has a probability at least $`\epsilon `$ to appear at a given site because of the noise. As commented in Section 3, such a probability is too large for the invariant measure to be Gibbsian, or block-transformed Gibbsian.

#### Example 2: North-South maximum of minima (NSMM)

. The initial deterministic prescription is defined by

$$x_{\mathrm{det}}^{t+1}(0,0)==\mathrm{max}\{\mathrm{min}(x^t(0,0),x^t(1,0)),\mathrm{min}(x^t(0,1),x^t(1,1))\}$$
(5)
plus translation-invariance. The corresponding evolution is not symmetric under flipping, unlike the previous example. The stochastic version is obtained by adding one-sided noise as in (2). For small $`\epsilon `$ this automaton has more than one invariant measure (see lemma 4.2). One of them is, of course, the “all-ones” delta-measure $`\delta _1`$.

The mechanism for non-Gibbsianness for this model is even simpler to describe than for the NEC model. Indeed, it suffices to observe that whenever a horizontal line is filled with “1”, then in the next iteration these “1” survive and in addition the parallel line immediately to the South becomes also filled with “1”. The same phenomenon happens for finite horizontal segments, except that each creation of a new segment filled with “1” can be accompanied by shrinkages of up to two sites (the spins at the endpoints) of all the previously created segments. We conclude that if the “spider” (which looks more like a snake in this case)

$$\stackrel{~}{\mathrm{SP}}_{(0,0),L}=\{(i,0)\mathrm{𝖹𝖹}^2:3Li3L\}$$
(6)
is filled with “1” at some instant, then $`2L`$ instants later the “1” will cover at least a square region that includes the sphere $`S_{(0,L),L}`$. Arguing as for (4), we obtain for all invariant measures $`\mu `$ the bound

$$\mu \left(1_{S_{(0,L),L}}\right)\mu \left(1_{\stackrel{~}{\mathrm{SP}}_{(0,0),L}}\right)\epsilon ^{6L+1},$$
(7)
which implies that $`\mu `$ is neither Gibbsian nor block-transformed Gibbsian.

A comment by A. van Enter (private communication) gives a colorful description of the mechanism acting in both preceding examples: “the spider fills his stomach faster ($`L`$ sites at a time) than his legs shrink ($`1`$ sites at a time)”.

#### Example 3: A non-example

. The automata defined by the deterministic prescription

$`x_{\mathrm{det}}^{t+1}(0,0)=`$
$`\text{major}\{\mathrm{min}(x^t(0,2),x^t(1,2)),\mathrm{min}(x^t(2,0),x^t(2,1)),\mathrm{min}(x^t(0,1),x^t(1,0))\}`$
(8)
followed by one-sided noise (2), also has multiple invariant measures; this follows from lemma (4.2) (see below) because its $`\sigma _0`$ is empty. Nevertheless, neither the mechanism of Example 1 (travelling fronts), nor that of Example 2 (growing strips) are present, so the theory of the present paper does not apply.

## 3 Non-nullness and the probability of aligned spheres

We present in this section the key property used in our paper to detect non-Gibbsianness. To state it in its natural generality we introduce some definitions.

We consider a general space of the form $`\mathrm{\Omega }=S^{\mathrm{𝖹𝖹}^d}`$ where $`S`$ is some finite set, equipped with the usual product $`\sigma `$-algebra. For $`\mathrm{\Lambda }\mathrm{𝖹𝖹}^d`$ and $`z\mathrm{\Omega }`$ we denote $`z_\mathrm{\Lambda }`$ the cylinder

$$z_\mathrm{\Lambda }=\{x\mathrm{\Omega }:x_i=z_i,i\mathrm{\Lambda }\}.$$
(9)
###### Definition 3.1

A measure $`\mu `$ in $`\mathrm{\Omega }`$ is said to have the alignment-suppression property (ASP) if for every configuration $`z\mathrm{\Omega }`$

$$\mathrm{ln}\mu \left(z_\mathrm{\Lambda }\right)\left|\mathrm{\Lambda }\right|$$
(10)
for every finite set $`\mathrm{\Lambda }\mathrm{𝖹𝖹}^d`$.

Here and in the sequel $`fg`$ or $`gf`$, for $`f`$ and $`g`$ positive functions means that there exists a constant $`C>0`$ such that $`fCg`$.

All Gibbs measures have the ASP property, but many non-Gibbsian measures too. We construct now a general class of measures with this property by considering renormalized measures having suitable non-nullness features. For this we consider an auxiliary configuration space $`\mathrm{\Omega }_0=S^{\mathrm{𝖹𝖹}^d}`$. The single-site space $`S`$ can be very general, not necessarily finite or even compact. We assume that there is a $`\sigma `$-algebra on $`S`$ and consider the usual product Borel $`\sigma `$-algebra on $`\mathrm{\Omega }_0`$. A *renormalization transformation* from $`\mathrm{\Omega }_0`$ to $`\mathrm{\Omega }`$ is a probability kernel $`T(|)`$ from $`\mathrm{\Omega }_0`$ to $`\mathrm{\Omega }`$. More explicitly, for each $`\omega \mathrm{\Omega }_0`$, $`T(|\omega )`$ is a probability measure in $`\mathrm{\Omega }`$, and for each measurable event $`A`$ of $`\mathrm{\Omega }`$, $`T\left(A|\right)`$ is a measurable function on $`\mathrm{\Omega }_0`$. In words, $`T\left(A|\omega \right)`$ is the probability that, given a configuration $`\omega \mathrm{\Omega }_0`$, the “renormalized” configuration is in $`A`$. This represents a general stochastic transformation while deterministic transformations are the special cases obtained via delta-like prescriptions $`T(|\omega )`$. A *block-renormalization transformation* is a transformation, for which probabilities factorize in the following sense: to every $`i\mathrm{𝖹𝖹}^d`$ there corresponds a finite set $`B\left(i\right)\mathrm{𝖹𝖹}^d`$, called *block*, with the following properties:

* If two points are far enough from each other, the corresponding blocks are disjoint. That is, there is a positive $`d_0`$ such that if the distance between $`k,\mathrm{}\mathrm{𝖹𝖹}^d`$ is greater than $`d_0`$, then $`B\left(k\right)B\left(\mathrm{}\right)=\mathrm{}`$ ($`d_0=1`$ for the renormalization transformations used in statistical mechanics, while $`d_0>1`$ for common cellular-automata transformations).
* If $`i_1,\mathrm{},i_k`$ are sites in $`\mathrm{𝖹𝖹}^d`$, and $`a_1,\mathrm{},a_k`$ are values in $`𝒜`$, then

$$T\left(\{x_{i_1}=a_1,\mathrm{},x_{i_k}=a_k\}\right|\omega )=\underset{j=1}{\overset{k}{}}\widehat{T}_{i_j}\left(\{x_{i_j}=a_j\}\right|\omega _{B\left(i_j\right)}).$$
(11)

Our notation indicates that the functions $`\widehat{T}_{i_j}\left(\left\{x_{i_j}=a_j\right\}|\right)`$ depend only on the values of $`\omega _{\mathrm{}}`$ for $`\mathrm{}B\left(i_j\right)`$ (i.e., they are measurable with respect to the $`\sigma `$-algebra generated by the cylinders with base in $`B\left(i_j\right)`$). Examples of such transformations include decimation, (deterministic), Kadanoff transformations (stochastic), majority rule, sign fields and transitions of cellular automata (the last three can be deterministic or stochastic, depending on the setting).

The kernel $`T`$ naturally induces a transformation at the level of measures: Each probability measure $`\rho `$ on $`\mathrm{\Omega }_0`$ is mapped into a probability measure $`\rho T`$ on $`\mathrm{\Omega }`$ —the *renormalized measure*— defined by

$$_\mathrm{\Omega }f\left(x\right)\left(\rho T\right)\left(dx\right)=_{\mathrm{\Omega }_0}\left[_\mathrm{\Omega }f\left(x\right)T\left(dx|\omega \right)\right]\rho \left(d\omega \right),$$
(12)
for all suitable $`f`$ (e.g. continuous or non-negative measurable). For each measure $`\rho `$ on $`\mathrm{\Omega }_0`$ and each block $`B\left(i\right)`$ let us consider the conditional probabilities $`\rho \left(d\omega _{B\left(i\right)}|\omega _{\mathrm{𝖹𝖹}^dB\left(i\right)}\right)`$. For a given transformation $`T`$ we single out the set $`𝒫_T`$ of measures on $`\mathrm{\Omega }_0`$ that admit conditional probabilities such that

$$\underset{a𝒜}{\mathrm{min}}\underset{i\mathrm{𝖹𝖹}^d}{inf}\underset{\omega _{\mathrm{𝖹𝖹}^dB\left(i\right)}}{inf}\widehat{T}\left(\{x_i=a\}\right|\omega _{B\left(i\right)})\rho \left(d\omega _{B\left(i\right)}\right|\omega _{\mathrm{𝖹𝖹}^dB\left(i\right)})\delta ,$$
(13)
for some $`\delta >0`$. We denote $`𝒫`$ the union of these families $`𝒫_T`$ over all block-renormalization transformations $`T`$. Here is our key characterization.

###### Theorem 3.1

Every measure in $`𝒫`$ has the alignment-suppression property.

Proof. Let $`T`$, $`\rho `$ be such that $`\mu =\rho T`$. By property (ii) above, there exists a constant $`\gamma >0`$ (proportional to $`d_0`$) such that for any $`\mathrm{\Lambda }\mathrm{𝖹𝖹}^d`$ there is a family of sites $`i_1,\mathrm{},i_k\mathrm{\Lambda }`$ with $`k\gamma \left|\mathrm{\Lambda }\right|`$, all of which are far enough from each other and therefore the blocks $`B\left(i_1\right),\mathrm{},B\left(i_k\right)`$ are disjoint. We therefore have that for every $`z\mathrm{\Omega }`$

$`\mu \left(z_\mathrm{\Lambda }\right)`$ $`=`$ $`{\displaystyle }\rho \left(\widehat{T}\left(\{x_{i_1}=z_{i_1}\}\right|)\right|\omega _{\mathrm{𝖹𝖹}^dB\left(i_1\right)}){\displaystyle \underset{j=2}{\overset{k}{}}}\widehat{T}_{i_j}\left(\{x_{i_j}=z_{i_j}\}\right|\omega _{B\left(i_j\right)})\rho \left(d\omega \right)`$ (14)
$``$ $`(1\delta ){\displaystyle }{\displaystyle \underset{j=2}{\overset{k}{}}}\widehat{T}_{i_j}\left(\{x_{i_j}=z_{i_j}\}\right|\omega _{B\left(i_j\right)})\rho \left(d\omega \right).`$
This inequality is an immediate consequence of condition (13). After $`k`$ iterations of this procedure we obtain

$$\mu \left(z_\mathrm{\Lambda }\right)(1\delta )^k(1\delta )^{\gamma \left|\mathrm{\Lambda }\right|}.q.e.d.$$
(15)
The class $`𝒫`$ of measures is a very large class. It contains practically all block transformations of Gibbs measures with finite alphabet obtained via standard statistical mechanics prescriptions (decimation, Kadanoff, majority rule, etc), plus the measures generated by finite-time evolutions of usual cellular automata prescriptions. There is by now a vast literature about such measures —see, for instance, ; for recent reviews with many references see — showing that many of them are non-Gibbsian. In fact, the family $`𝒫_I`$, where $`I`$ is the identity, includes all *uniformly non-null measures*. These are measures $`\mu `$ that have, for each finite region $`\mathrm{\Lambda }\mathrm{𝖹𝖹}^d`$, uniformly bounded conditional probabilities $`\mu \left(d\omega _\mathrm{\Lambda }|\omega _{\mathrm{𝖹𝖹}^d\mathrm{\Lambda }}\right)`$, that is, such that there exist $`\delta _\mathrm{\Lambda }>0`$ with

$$\underset{a_\mathrm{\Lambda }𝒜^\mathrm{\Lambda }}{\mathrm{min}}\underset{\omega _{\mathrm{𝖹𝖹}^d\mathrm{\Lambda }}}{inf}\mu \left(\{x_\mathrm{\Lambda }=a_\mathrm{\Lambda }\}\right|\omega _{\mathrm{𝖹𝖹}^d\mathrm{\Lambda }})\delta _\mathrm{\Lambda }.$$
(16)
We have denoted $`a_\mathrm{\Lambda }=\left(a_i\right)_{i\mathrm{\Lambda }}`$. Gibbs measures are uniformly non-null —and in addition quasilocal (the finite-volume conditional probabilities are continuous functions of the external conditions $`\omega _{\mathrm{𝖹𝖹}^d\mathrm{\Lambda }}`$)— hence they also belong to $`𝒫_I`$. Property (13) seems to be more general than usual non-nullness, in particular it does not depend on the existence of a whole system of conditional probabilities.

The invariant measures of the automata of the present paper, on the other hand, do not have the alingment-suppression property, hence they do not belong to the class $`𝒫`$. They therefore can be neither Gibbsian nor uniformly non-null nor block-transformed Gibbsian. As further examples of measures without the ASP we mention the invariant measures of the basic voter model , the invariant measure of some non-local dynamics , and the sign-fields of massless Gaussians , anharmonic crystals \[6, Section 4.4\] and SOS models .

For measures $`\mu `$ having a well defined relative entropy density $`s(|\mu )`$, the alignment-supression property (10) implies that $`s\left(\delta _z|\mu \right)>0`$ for every periodic configuration $`z\mathrm{\Omega }`$. The relative entropy density is known to exist for translation-invariant Gibbs measures \[12, Chapter 15\]. Recent work in  shows that it is also well defined for most translation-invariant measures obtained through block transformations of Gibbs measures. Because of this, the non-Gibbsianness resulting from the lack of ASP has often been interpreted as “large deviations probabilities that are too large” for Gibbsianness. The non-Gibbsianness (non-nullness) criterion obtained by falsifying Theorem 3.1, however, is a more general argument that needs neither translation invariance of $`\mu `$ nor the existence of the entropy density.

For completeness, we mention a further result obtained in .

###### Theorem 3.2

Suppose $`\mu `$ is a measure in $`\mathrm{\Omega }`$ such that (i) it violates the ASP property for some periodic configuration $`z\mathrm{\Omega }`$, and (ii) it is not a product measure. Then, for every single-site block-renormalization transformation $`T`$ (i.e. a transformation defined by blocks $`B(i)`$ formed by only one site), the measure $`\mu T`$ is not Gibbsian.

This result follows from the fact that such a violation implies that $`s\left(\delta _z|\mu \right)=0`$, which in turns implies that $`s\left(\delta _zT|\mu T\right)=0`$. If $`\mu T`$ were Gibbs, by a well known result \[12, Theorem 15.37\] the measure $`\delta _zT`$ would be Gibbs for an equivalent interaction. But this impossible because the latter is a product measure and the former is not. Note that if $`T`$ corresponds to a not-totally asymmetric noise, the measure $`\mu T`$ is uniformly non-null. Hence its non-Gibbsianness would correspond to lack of quasilocality.

For the automata of this paper, we suspect that many of its invariant measures are non-product.

## 4 General Results

We now describe a large family of automata exhibiting a general version of the non-Gibbsianness mechanism of the first two examples in Section 2. Throughout the article we consider the $`d`$-dimensional integer space $`\mathrm{𝖹𝖹}^d`$ with $`d>1`$ embedded into the $`d`$-dimensional real space $`\mathrm{I}\mathrm{R}^d`$ with the same axes and Euclidean norm $``$. The configuration space is $`\mathrm{\Omega }=\{0,1\}^{\mathrm{𝖹𝖹}^d}`$. We first need some definitions.

For any $`i\mathrm{𝖹𝖹}^d`$ we denote $`\tau _i:\mathrm{\Omega }\mathrm{\Omega }`$ the translation of $`\mathrm{\Omega }`$ defined by $`\left(\tau _ix\right)_j=x_{ji}`$. Any function $`f:\mathrm{\Omega }\{0,1\}`$ will be called a transition function. Given any transition function $`f`$, we define the corresponding operator $`D_f:\mathrm{\Omega }\mathrm{\Omega }`$ by the rule

$$i\mathrm{𝖹𝖹}^d:\left(D_fx\right)_i=f\left(\tau _ix\right).$$
(17)
We call $`f:\mathrm{\Omega }\{0,1\}`$ standard if it has the following three properties:

* $`f`$ is local, i.e. there is a finite set $`\mathrm{\Delta }\mathrm{𝖹𝖹}^d`$ —the *support* of $`f`$— such that $`f\left(x\right)f\left(x_\mathrm{\Delta }\right)`$. Given $`\mathrm{\Delta }`$, we denote $`\rho `$ the maximum of $`i`$ for $`i\mathrm{\Delta }`$.
* $`f`$ is monotonic, that is $`(i:x_iy_i)f\left(x\right)f\left(y\right).`$
* $`f`$ is not a constant. (Otherwise our theorem is either trivially true if $`f1`$ or trivially false if $`f0`$.)

Since $`f`$ is monotonic and non-constant,

$$f\left(\text{“all zeros”}\right)=0\text{and }f\left(\text{“all ones”}\right)=1.$$
(18)
Let $``$ denote the set of probability measures on $`\mathrm{\Omega }`$ (on the $`\sigma `$-algebra generated by cylinder sets). For any $`\epsilon [0,1]`$ we define one-sided noise $`N_\epsilon :`$ as follows: when applied to a measure $`\delta _x`$ concentrated in a configuration $`x=\left(x_i\right)`$, it produces a product measure $`N_\epsilon \delta _x`$, in which the $`i`$-th component equals 1 with a probability 1 if $`x_i=1`$ and with a probability $`\epsilon `$ if $`x_i=0`$.

For any $`x\mathrm{\Omega }`$ we denote its indicator $`\text{Ind}\left(x\right)=\left\{i\mathrm{𝖹𝖹}^d\right|x_i=1\}`$. Conversely, for any $`S\mathrm{𝖹𝖹}^d`$ we denote $`\text{Conf}\left(S\right)`$ that configuration, whose indicator is $`S`$.

Let us call an element of $`\mathrm{I}\mathrm{R}^d`$ a direction if its norm equals 1. For any direction $`p`$ we call a front with this direction any configuration whose indicator has the form

$$\left\{i\mathrm{𝖹𝖹}^d\text{ }i,pC\right\},$$
(19)
where $`C`$ is a real number and $`,`$ denotes the scalar product in $`\mathrm{I}\mathrm{R}^d`$. It is evident that for any standard $`f`$ the operator $`D_f`$ transforms any front (19) into a front with the same direction, $`C`$ being substituted by $`C+V_p`$, where $`V_p`$ does not depend on $`C`$. We call $`V_p`$ the velocity of $`D_f`$ in the direction $`p`$.

Let us call a configuration $`x\mathrm{\Omega }`$ invariant for $`D_f`$ if $`D_fx=x`$. Given $`x,y\mathrm{\Omega }`$, we call $`y`$ a finite deviation of $`x`$ if the set of those $`i\mathrm{𝖹𝖹}^d`$ for which $`y_ix_i`$ is finite. We say that an invariant configuration $`x`$ attracts $`D_f`$ if for any its finite deviation $`y`$ there is a time $`t`$ such that $`D_f^ty=x`$.

###### Theorem 4.1

Take any standard $`f`$, such that “all ones” attracts $`D_f`$, and make any one of the following two assumptions:
a) $`V_p+V_p\mathrm{\hspace{0.33em}0}`$ for all directions $`p`$.
b) There is a direction $`p`$ such that $`V_p+V_p>0`$.
Then for any $`\epsilon >0`$ all the invariant measures of $`N_\epsilon D_f`$ satisfy

$$\mathrm{ln}\mu \left(\text{1}_{S_{0,L}}\right)L^{d1}.$$
(20)
If $`\epsilon =0`$, our theorem may be false, for example if $`D`$ is the identity. Notice also that in the case b) our assumption that “all ones” attracts $`D_f`$ is redundant because it follows from b).

Let us present some further considerations that clarify the statement of the theorem. Given any non-constant affine function $`\varphi :\mathrm{I}\mathrm{R}^d\mathrm{I}\mathrm{R}`$ and two numbers $`C_1C_2`$, we call a layer any configuration $`\text{Conf}\left\{i\mathrm{𝖹𝖹}^d\text{ }C_1\varphi \left(i\right)C_2\right\}`$. We call the thickness of this layer the distance between the hyperplanes $`\varphi =C_1`$ and $`\varphi =C_2`$, that is $`\left(C_2C_1\right)/\left|\varphi \right|`$, where $`||`$ is the norm. We call a layer thick-enough if its thickness is not less than $`2\rho `$.

We call the two normal unit vectors to hyperplanes $`\varphi =\text{const}`$ the directions of this layer. If $`f`$ is standard, $`D_f`$ transforms any thick-enough layer into a layer with the same directions, the thickness of the layer changing by $`V_p+V_p`$. The condition a) of our theorem means that thickness of any thick-enough layer does not decrease and the condition b) means that thickness of some layer increases under the action of $`D_f`$.

Of the examples of Section 2, the NEC automaton satisfies condition a), while the NSMM automaton satisfies condition b) for $`p=(0,1)`$. For the non-example, however, $`V_p+V_p<0`$ for all directions $`p`$. In all the three cases $`f`$ \[given, respectively, by (1), (5) and (8)\] is standard, and both “all zeros” and “all ones” attract $`D_f`$.

The NEC example is representative of a class of models with a further duality property. For any $`x_i\{0,1\}`$ we denote $`\neg x_i=1x_i`$. Accordingly, if $`x`$ is a configuration, $`\neg x`$ is another configuration such that $`\left(\neg x\right)_i\neg \left(x_i\right)`$. Any transition function $`f`$ has an associated spin-flip function denoted $`\neg f`$ and defined by the identity $`\neg f\left(x\right)f\left(\neg x\right)`$. <sup>3</sup><sup>3</sup>3In the theory of Boolean functions $`\neg f`$ is called dual, but in the theory of random processes the word “duality” is used for another purpose. Let us call $`f`$ self-spin-flip if it coincides with its spin-flip. If $`f`$ is standard and self-spin-flip, then $`V_p+V_p0`$, so the thickness of all layers does not change under the action of $`D_f`$. For example, the function $`\text{major}()`$, described above, is self-spin-flip.

It is evident that under the hypothesis of Theorem 4.1, the measure $`\delta _1`$ is invariant for any superposition $`N_\epsilon D_f`$ . Hence, the theorem is not trivial only if the automata have more than one invariant measure. This is ensured by the following lemma.

Given $`f`$, let us call a set $`S\mathrm{𝖹𝖹}^d`$ a one-set if $`f\left(\text{Conf}\left(S\right)\right)=1`$. Since one-sets belong to $`\mathrm{𝖹𝖹}^d`$, they belong to $`\mathrm{I}\mathrm{R}^d`$, where we can consider their convex hulls, the intersection of which is denoted $`\sigma _1`$. In the analogous way we call a set $`S\mathrm{𝖹𝖹}^d`$ a zero-set if $`f\left(\text{Conf}\left(\mathrm{𝖹𝖹}^dS\right)\right)=0`$ and denote $`\sigma _0`$ the intersection of their convex hulls.

###### Theorem 4.2

For any operator $`D_f`$ defined by (17), where $`f`$ is standard, the following four statements are equivalent:

* $`N_\epsilon D_f`$ has more than one invariant measure for some positive $`\epsilon `$.
* The configuration “all zeros” attracts $`D_f`$.
* $`\sigma _0`$ is empty.
* There are a natural number $`md+1`$ and $`m`$ affine functions
$`\varphi _1,\mathrm{},\varphi _m:\mathrm{I}\mathrm{R}^d\mathrm{I}\mathrm{R}`$ such that:

{

for every j[1,m] the set {pZZd:ϕj(p)0} is a zero-set.

+ϕ1ϕmconst>0.

There is a rational point pIRd such that
>ϕj(p)0 for all j[1,m].
\left\{\begin{minipage}{476.98244pt}\begin{itemize}
\par\itemize@item@[i)] for every $j\in[1,m]$ the set $\{p\in{\mathchoice{\hbox{$\sf\textstyle Z\kern-4.79993ptZ$}}{\hbox{$\sf\textstyle Z\kern-4.79993ptZ$}}{\hbox{$\sf\scriptstyle Z\kern-2.52002ptZ$}}{\hbox{$\sf\scriptscriptstyle Z\kern-1.19998ptZ$}}}^{\!d}~{}:~{}\phi_{j}(p)\leq 0\}$ is a zero-set.
\par\itemize@item@[ii)] $\phi_{1}+\cdots+\phi_{m}\equiv\hbox{\rm const}>0$.
\par\itemize@item@[iii)] There is a rational point $p\in{\rm I\!R}^{d}$ such that
$\phi_{j}(p)>0$ for all $j\in[1,m]$.
\par\end{itemize}
\end{minipage}\right.

## 5 Proof of theorem 4.2

If we omit the condition iii) in 4), our theorem 4.2 almost follows from theorems 5 and 6 and lemma 12 of . However, there is some difference, so for the reader’s convenience we completely deduce 4) from 3).

Suppose that $`\sigma _0`$ is empty. Every zero-set can be represented as an intersection of several zero-half-spaces, i.e. half-spaces, which are zero-sets, where a half-space is a subset of $`\mathrm{I}\mathrm{R}^d`$, where some non-constant affine function does not exceed zero. Thus there are several zero-half-spaces, whose intersection is empty. Everyone of them can be represented as $`\left\{p\mathrm{I}\mathrm{R}^d\text{ }f_i\left(p\right)0\right\}`$, where $`f_i`$ are affine functions on $`\mathrm{I}\mathrm{R}^d`$. We can choose these functions so that they have no common direction of recession (that is, no direction $`p`$ such that $`f_i\left(p\right)f_i\left(0\right)`$ for all $`i`$), which allows us to apply to them Theorem 21.3 on page 189 of . Since the intersection of our zero-half-spaces is empty, the case (a) of this theorem is excluded in the present situation, whence the case (b) takes place, which amounts to our conditions i) and ii) in 4), the products $`\lambda _if_i`$ mentioned in the case (b) serving as our $`\varphi _i`$. We may assume that our $`m`$ is the minimal for which there are functions satisfying i) and ii). Based on this, let us prove statement iii) using the following lemma, which is a direct consequence of Theorem 21.1 on page 186 of :

###### Lemma 5.1

Let $`\varphi _1,\mathrm{},\varphi _m`$ be affine functions on $`R^d`$. Then one and only one of the following alternatives holds:

* There exists some $`x\mathrm{I}\mathrm{R}^d`$ such that $`\varphi _1\left(x\right)>0,\mathrm{},\varphi _m\left(x\right)>0;`$
* There exist non-negative real numbers $`\lambda _1,\mathrm{},\lambda _m`$, not all zero, such that the sum $`\lambda _1\varphi _1\left(x\right)+\mathrm{}+\lambda _m\varphi _m\left(x\right)`$ is a non-positive constant.

Let us assume that the case (b) takes place in our situation. We may assume that $`\lambda _m`$ is the greatest of $`\lambda _1,\mathrm{},\lambda _m`$, and therefore positive. From the statement ii) of 4), not all $`\lambda _i`$ are equal to $`\lambda _m`$. Let us divide all terms by $`\lambda _m`$:

$$\frac{\lambda _1}{\lambda _m}\varphi _1+\mathrm{}+\frac{\lambda _{m1}}{\lambda _m}\varphi _1+\varphi _m=\text{const}0$$

and subtract this from the statement ii) of 4):

$$\left(1\frac{\lambda _1}{\lambda _m}\right)\varphi _1+\mathrm{}+\left(1\frac{\lambda _{m1}}{\lambda _m}\right)\varphi _1=\text{const}0.$$

Here all coefficients are non-negative and not all are zero. Therefore the functions $`\left(1\lambda _i/\lambda _m\right)\varphi _i`$ for $`i=1,\mathrm{},m1`$ also satisfy the conditions i) and ii) of 4) with a smaller value of $`m`$, which contradicts our assumption. Thus case (b) is excluded, so case (a) takes place, whence there is a point $`p\mathrm{I}\mathrm{R}^d`$ where all $`\varphi _j\left(p\right)>0`$. Since all $`\varphi _j`$ are continuous, there is a rational point with this property also, whence condition iii) of 4) follows. $`q.e.d.`$

## 6 Proof of Theorem 4.1

### 6.1 Proof of (20) in case a) of the theorem

Rewording Lemma 4.2 for the case when 0 and 1 are permuted, we see that whenever $`f`$ is standard and “all ones” attracts $`D_f`$, there exist a natural number $`md+1`$ and $`m`$ affine functions $`\varphi _1,\mathrm{},\varphi _m:\mathrm{I}\mathrm{R}^dR`$ such that:

for every j[1,m] the set {iZZd:ϕj(i)0} is a one-set.

+ϕ1ϕmconst>0.

There is a rational point pIRd
such that >ϕj(p)0 for all j[1,m].
}\left.\begin{minipage}{433.62pt}\begin{itemize}
\par\itemize@item@[i)] for every $j\in[1,m]$ the set $\{i\in{\mathchoice{\hbox{$\sf\textstyle Z\kern-4.79993ptZ$}}{\hbox{$\sf\textstyle Z\kern-4.79993ptZ$}}{\hbox{$\sf\scriptstyle Z\kern-2.52002ptZ$}}{\hbox{$\sf\scriptscriptstyle Z\kern-1.19998ptZ$}}}^{\!d}~{}:~{}\phi_{j}(i)\leq 0\}$ is a one-set.
\par\itemize@item@[ii)] $\phi_{1}+\cdots+\phi_{m}\equiv\hbox{\rm const}>0$.
\par\itemize@item@[iii)] There is a rational point $p\in{\rm I\!R}^{d}$
such that $\phi_{j}(p)>0$ for all $j\in[1,m]$.
\par\end{itemize}
\end{minipage}~{}~{}\right\} (21)
For instance, for the NEC example there are $`m=3`$ such affine functions, whose level lines are horizontal, vertical and lines of slope $`1`$ respectively.

For every $`j`$ let us denote $`\overline{\varphi }_j=\varphi _j\varphi _j\left(0\right)`$ whence$`\varphi _j=\overline{\varphi }_j+\varphi _j\left(0\right)`$, where $`\overline{\varphi }_j`$ is the linear part. Notice that $`\left|\varphi _j\left(0\right)\right|\left|\varphi _j\right|\rho `$ and that $`\varphi _1\left(0\right)+\mathrm{}+\varphi _m\left(0\right)>0`$. Notice also that if $`f`$ is standard, “all ones” attracts $`D_f`$ and $`V_p+V_p0`$ for all directions $`p`$, then for any $`j[1,m]`$ and any thick-enough layer $`y=\text{Conf}\left\{i\mathrm{𝖹𝖹}^d\text{ }C_1\varphi _j\left(i\right)C_2\right\}`$

$$\text{Ind}\left(D_fy\right)\left\{i\mathrm{𝖹𝖹}^d\text{ }C_1+\varphi _j\left(0\right)\varphi _j\left(i\right)C_2+\varphi _j\left(0\right)\right\}.$$
(22)
(See immediately above (19) for the definition of Conf and Ind.)

###### Lemma 6.1

Take any standard $`f`$ and assume that “all ones” attracts $`D_f`$ and that $`V_p+V_p0`$ for all directions $`p`$. Take $`x^{}`$ defined by

$$\text{Ind}\left(x^{}\right)=\underset{1jm}{}\left\{i\mathrm{𝖹𝖹}^d\text{ }\left|\varphi _j\left(i\right)\right|2\rho \left|\varphi _j\right|\right\}.$$
(23)
Then for $`t=0,1,2,3,\mathrm{}`$ the indicator of $`D^tx^{}`$ includes the union $`A_tB_t`$, where

$$A_t=\underset{1jm}{}\left\{i\mathrm{𝖹𝖹}^d\text{ }\left|Ł_j\left(i\right)t\varphi _j\left(0\right)\right|2\rho \left|\varphi _j\right|\right\}$$
(24)
and

$$B_t=\underset{1jm}{}\left\{i\mathrm{𝖹𝖹}^d\text{ }\overline{\varphi }_j\left(i\right)t\varphi _j\left(0\right)0\right\}.$$
(25)
\[For the NEC example of Section 2, this lemma corresponds to observation (iv).\]

Let us prove this lemma by induction. Base of induction: Since $`A_0`$ coincides with $`\text{Ind}\left(x^{}\right)`$ and $`B_0A_0`$, our statement is true for $`t=0`$.

Induction step.  Let us suppose that $`\text{Ind}\left(D^tx^{}\right)A_tB_t`$, take any $`iA_{t+1}B_{t+1}`$ and prove that $`i\text{Ind}\left(D^{t+1}x^{}\right)`$. Let us consider two cases.

Case 1.  Let $`i`$ belong to $`A_{t+1}`$. Then our statement follows from (22).

Case 2.  Let $`i`$ belong to $`B_{t+1}`$, but not to $`A_{t+1}`$. Then

$$\overline{\varphi }_j\left(i\right)\left(t+1\right)\varphi _j\left(0\right)2\rho \left|\varphi _j\right|$$

for all $`j[1,m]`$. Notice that

$$\overline{\varphi }_j\left(i+v_k\right)\overline{\varphi }_j\left(i\right)+\left|\varphi _j\right|\left|v_k\right|\overline{\varphi }_j\left(i\right)+\left|\varphi _j\right|\rho .$$

Therefore

$$\overline{\varphi }_j\left(i+v_k\right)t\varphi _j\left(0\right)\overline{\varphi }_j\left(i\right)+\left|\varphi _j\right|\rho \left(t+1\right)\varphi _j\left(0\right)+\varphi _j\left(0\right)2\rho \left|\varphi _j\right|+\left|\varphi _j\right|\rho +\varphi _j\left(0\right)0.$$

Thus

$$i+\mathrm{\Delta }B_t\text{Ind}\left(D^tx^{}\right).$$

Hence from (18) $`i\text{Ind}\left(D^{t+1}x^{}\right)`$. Lemma 6.1 is proved.

###### Lemma 6.2

Under the hypotheses of Lemma 6.1, there is a positive constant $`\alpha >0`$ such that for all $`t=0,1,2,\mathrm{}`$ the set $`B_t`$ defined by (25) contains a sphere in $`\mathrm{𝖹𝖹}^d`$ with the radius $`\alpha t`$.

Proof.  In fact we shall prove that

$$i\mathrm{𝖹𝖹}^d,t=0,1,2,\mathrm{}:\left|i+tp\right|\alpha tiB_t,$$

where $`p`$ is that rational point where all $`\varphi _j\left(p\right)>0`$, whose existence is provided by iii). Let us denote $`\kappa _j=\varphi _j\left(p\right)>0`$ and $`\alpha =\mathrm{min}_j\left(\kappa _j/\left|\varphi _j\right|\right)`$, that is the minimal distance from $`p`$ to the hyperplanes $`\varphi _j=0`$. Let us consider three cases.

Case 1:  $`p=0`$. Then $`\varphi _j\left(0\right)=\kappa _j>0`$ for all $`j`$. Now let us take any point $`i`$ in the sphere with the radius $`\alpha t`$ and center $`0`$. This means that

$$\left|i\right|\alpha t=\underset{j}{\mathrm{min}}\left(\varphi _j\left(0\right)/\left|\varphi _j\right|\right)t.$$

Then

$$\overline{\varphi }_j\left(i\right)\left|i\right|\left|\varphi _j\right|\varphi _j\left(0\right)/\left|\varphi _j\right|t\left|\varphi _j\right|=t\varphi _j\left(0\right)$$

for all $`j`$, whence $`iB_t`$.

Case 2:  $`p\mathrm{𝖹𝖹}^d`$. Then along with our operator $`D_f`$ we consider another operator $`D_g`$, where $`g\left(x\right)f\left(\tau _px\right)`$. The function $`g`$ is also standard, $`D_g`$ is also attracted by “all ones” and the affine functions provided for $`D_g`$ by iii) of (21) can be obtained from those for $`D_f`$ by the same translation, so their values at 0 are $`\kappa _1,\mathrm{},\kappa _m>0`$, whence $`D_g`$ fits our case 1. So the set $`B_t`$ for $`D_g`$ contains a sphere with the center 0 and radius $`\alpha t`$. Since $`D_f`$ commutates with all translations, the set $`B^t`$ for $`D_g`$ results from the set $`B_t`$ for $`D_f`$ by a translation at $`tp`$. Thus the set $`B_t`$ for $`D_f`$ results from $`B_t`$ for $`D_g`$ by the opposite translation, whence it contains a sphere with the center $`tp`$ and the same radius.

Case 3:  $`p`$ is any rational point. Let us denote $`q`$ the least common denominator of all the coordinates of $`p`$ and immerse our $`\mathrm{𝖹𝖹}^d`$ into the set $`\mathrm{𝖹𝖹}_q^d`$, where $`\mathrm{𝖹𝖹}_q=\left\{n/q\text{ }n\mathrm{𝖹𝖹}\right\}`$. Let us denote $`\mathrm{\Omega }_q=\{0,1\}^{\mathrm{𝖹𝖹}_q^d}`$. Now $`f`$ can be considered as a function $`g`$ from $`\mathrm{\Omega }_q`$ to $`\{0,1\}`$. Now let us “stretch” $`\mathrm{𝖹𝖹}_q^d`$ to turn it into $`\mathrm{𝖹𝖹}^d`$. Under this stretch the function $`g`$ remains standard and “all ones” still attracts $`D_g`$. In addition to that, the affine functions for $`D_g`$ with the properties (21) now can be obtained from those for $`D_f`$ by a homothety with coefficient $`q`$. Therefore their values at the integer point $`qp`$ are $`\kappa _1,\mathrm{},\kappa _m>0`$. So $`D_g`$ fits our case 2, whence the set $`B_t`$ for $`D_g`$ contains a sphere with the center $`tqp`$ and radius $`\alpha qt`$, whence the set $`B_t`$ for $`D_f`$ contains a sphere with the center $`tp`$ and radius $`\alpha t`$. Lemma 6.2 is proved. $`q.e.d.`$

Now let us prove (20). From monotonicity it is sufficient to prove this inequality for $`\mu =\left(N_\epsilon D_f\right)^t\delta _0`$ for some $`t`$. Let us choose $`t_1`$ such that $`\alpha t_1R+d`$. Then, taking $`x^{}`$ defined by (23) as the initial configuration, after $`t_1`$ time-steps we obtain a configuration, whose indicator contains a sphere with the radius $`R+d`$ and therefore contains a sphere with the radius $`R`$ and center at some integer point $`p`$. However, what we actually need is a finite deviation from “all zeros”, which coincides with $`x^{}`$ only within a sphere with the radius $`R+t_1\rho `$ and has zeros outside it. The cardinality of its indicator does not exceed $`C\left(R^{d1}+1\right)`$ with an appropriate $`C`$. Translating this configuration at the vector $`p`$, we obtain another configuration, which fills with ones a sphere with radius $`R`$ and center at the origin after $`t_1`$ time-steps. The probability that the actual configuration’s indicator contains this configuration is not less that $`\epsilon ^{C\left(R^{d1}+1\right)}`$, whence (20) follows. $`q.e.d.`$

### 6.2 Proof of (20) in case b) of the theorem

This time we define $`x^{}`$ as follows:

$$\text{Ind}\left(x^{}\right)=\left\{i\mathrm{𝖹𝖹}^d\text{ }\left|i,p\right|\rho \right\}.$$

Then for all $`t=0,1,2,\mathrm{}`$

$$\text{Ind}\left(D_f^tx^{}\right)\{i\mathrm{𝖹𝖹}^d\text{ }\rho +tV_pi,p|\rho +tV_p\}.$$

Here the right side is a layer with the thickness $`2\rho +t\left(V_p+V_p\right)`$. Given any $`R0`$, let us choose the minimal integer $`t_1`$ for which $`2\rho +t_1\left(V_p+V_p\right)R+d`$. Then indicator of $`D_f^{t_1}x^{}`$ contains a sphere with an integer center and radius $`R`$. If we take an initial condition which coincides with $`x^{}`$ within a sphere with the center at the origin and radius $`R+d+t_1\rho `$, we shall obtain the same result. This configuration has $`C\left(R^{d1}+1\right)`$ components that equal 1, where $`C`$ is an appropriate constant. Further we argue like in case a). $`q.e.d.`$

## 7 Final notes

Note 1.  Using minoration arguments, is is easy to expand our theorem to some random cellular automata, which cannot be represenred as $`N_\epsilon D_f`$. Using the same $`\mathrm{\Delta }`$ as before and choosing transition probabilities $`\theta \left(x|y_\mathrm{\Delta }\right)`$ for all $`x\{0,1\}`$ and $`y\{0,1\}^\mathrm{\Delta }`$, we can define a random cellular automaton as an operator $`P:`$ which transforms any $`\delta _y`$, where $`y\mathrm{\Omega }`$, into a product-measure in which the probability that the $`i`$-th component equals $`x`$ is $`\theta \left(x|y_{i+\mathrm{\Delta }}\right)`$. This operator majorates $`N_\epsilon D_f`$ if

$$\theta \left(x|y_\mathrm{\Delta }\right)\{\begin{array}{cc}=1\hfill & \text{if }f\left(y_\mathrm{\Delta }\right)=1\text{,}\hfill \\ \epsilon \hfill & \text{if }f\left(y_\mathrm{\Delta }\right)=0\text{.}\hfill \end{array}$$

As soon as this condition holds and $`D_f`$ satisfies conditions of our theorem, all invariant measures of $`P`$ also satisfy (20) and therefore are non-Gibbs.

Note 2.  In some cases it is possible to obtain a stronger estimation than (20). Let $`d>a>0`$ and $`f\left(x\right)`$ equal

$$\underset{i_1,\mathrm{},i_a\{0,1\}}{\mathrm{min}}\underset{i_{a+1},\mathrm{},i_d\{0,1\}}{\mathrm{max}}x(i_1,\mathrm{},i_d)$$

where $`i_1,\mathrm{},i_d`$ are the coordinates of $`\mathrm{𝖹𝖹}^d`$. In this case

$$\mathrm{ln}\mu \left(\text{1}\left(S_{0,L}\right)\right)L^a,$$

where $`\mu `$ is any invariant measure of $`N_\epsilon D_f`$. If $`a<d1`$, this estimation is stronger than (20). This estimation can be proved in the same manner as in the case b), only $`x^{}`$ now is defined by the condition:

$$x_i^{}=1\text{if }\mathrm{max}(\left|i_{a+1}\right|,\mathrm{},\left|i_d\right|)\text{const}.$$

Note 3.  Given a standard $`f`$, let us assume that “all zeros” attracts $`D_f`$. Then we hope to estimate $`\mathrm{ln}\mu \left(\text{1}\left(S_{0,L}\right)\right)`$ from below as follows:

$$\mathrm{ln}\mu \left(\text{1}\left(S_{0,L}\right)\right)L.$$

If we succeed, this will settle the question of asymptotics of $`\mathrm{ln}\mu \left(\text{1}\left(S_{0,L}\right)\right)`$ in some cases, e.g. in our examples 1 and 2,

Note 4.  Those conditions under which our theorem holds and is non-trivial can be satisfied only for $`d>1`$. However, a statement similar to our theorem for the one-dimensional case was proved in . Namely, it was proved that all non-trivial invariant measures of a class of one-dimensional random cellular automata did not belong to a class, which included all Markov measures.

## Acknowledgments

We thank Aernout van Enter for very useful comments and criticism. We also thank the organizers and funding agencies of the IV Brazilian School of Probability where the final discussions for this paper took place. RF wishes to acknowledge travel support by an agreement USP-Cofecub (projet UC/68/99, *Comportement à temps intermédiaire des systèmes aléatoires*).


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# Stability of scaling regimes in 𝑑≥2 developed turbulence with weak anisotropy

## 1 Introduction

A traditional approach to the description of fully developed turbulence is based on the stochastic Navier-Stokes equation . The complexity of this equation leads to great difficulties which do not allow one to solve it even in the simplest case when one assumes the isotropy of the system under consideration. On the other hand, the isotropic turbulence is almost delusion and if exists is still rather rare. Therefore, if one wants to model more or less realistic developed turbulence, one is pushed to consider anisotropically forced turbulence rather than isotropic one. This, of course, rapidly increases complexity of the corresponding differential equation which itself has to involve the part responsible for description of the anisotropy. An exact solution of the stochastic Navier-Stokes equation does not exist and one is forced to find out some convenient methods to touch the problem at least step by step.

A suitable and also powerful tool in the theory of developed turbulence is the so-called renormalization group (RG) method111 Here we consider the quantum-field renormalization group approach  rather than the Wilson renormalization group technique  . Over the last two decades the RG technique has widely been used in this field of science and gives answers to some principal questions (e.g. the fundamental description of the infra-red (IR) scale invariance) and is also useful for calculations of many universal parameters (e.g. critical dimensions of the fields and their gradiens etc.). A detailed survey of this questions can be found in Refs.  and Refs. therein.

In early papers, the RG approach has been applied only to the isotropic models of developed turbulence. However, the method can also be used (with some modifications) in the theory of anisotropic developed turbulence. A crucial question immediately arises here, whether the principal properties of the isotropic case and anisotropic one are the same at least at the qualitative level. If they are, then it is possible to consider the isotropic case as a first step in the investigation of real systems. On this way of transition from the isotropic developed turbulence into the anisotropic one we have to learn whether the scaling regime does remain stable under this transition. That means, whether the stable fixed points of the RG equations remain stable under the influence of anisotropy.

Over the last decade a few papers have appeared in which the above question has been considered. In some cases it has been found out that stability really takes place (see,e.g.). On the other hand, existence of systems without such a stability has been proved too. As has been shown in Ref. , in the anisotropic magnetohydrodynamic developed turbulence a stable regime generally does not exist. In , d-dimensional models with $`d>2`$ were investigated for two cases: weak anisotropy  and strong one , and it has been shown that the stability of the isotropic fixed point is lost for dimensions $`d<d_c=2.68`$. It has also been shown that stability of the fixed point even for dimension $`d=3`$ takes place only for sufficiently weak anisotropy. The only problem in these investigations is that it is impossible to use them in the case $`d=2`$ because new ultra-violet (UV) divergences appear in the Green functions when one considers $`d=2`$, and they were not taken into account in .

In , a correct treatment of the two-dimensional isotropic turbulence has been given. The correctness in the renormalization procedure has been reached by introduction into the model a new local term (with a new coupling constant) which allows one to remove additional UV-divergences. From this point of view, the results obtained earlier for anisotropical developed turbulence presented in  and based on the paper  (the results of the last paper are in conflict with ) cannot be considered as correct because they are inconsistent with the basic requirement of the UV-renormalization, namely with the requirement of the localness of the counterterms .

The authors of the recent paper  have used the double-expansion procedure introduced in  (this procedure is a combination of the well-known Wilson dimensional regularization procedure and the analytical one) and the minimal substraction (MS) scheme  for investigation of developed turbulence with weak anisotropy for $`d=2`$. In such a perturbative approach the deviation of the spatial dimension from $`d=2`$, $`\delta =(d2)/2`$, and the deviation of the exponent of the powerlike correlation function of random forcing from their critical values, $`ϵ`$, play the role of the expansion parameters.

The main result of the paper was the conclusion that the two-dimensional fixed point is not stable under weak anisotropy. It means that 2d turbulence is very sensitive to the anisotropy and no stable scaling regimes exist in this case. In the case $`d=3`$, for both the isotropic turbulence and anisotropic one, as it has been mentioned above, existence of the stable fixed point, which governs the Kolmogorov asymptotic regime, has been established by means of the RG approach by using the analytical regularization procedure . One can make analytical continuation from $`d=2`$ to the three-dimensional turbulence (in the same sense as in the theory of critical phenomena) and verify whether the stability of the fixed point (or, equivalently, stability of the Kolmogorov scaling regime) is restored. From the analysis made in Ref.  it follows that it is impossible to restore the stable regime by transition from dimension $`d=2`$ to $`d=3`$. We suppose that the main reason for the above described discrepancy is related to the straightforward application of the standard MS scheme. In the standard MS scheme one works with the purely divergent part of the Green functions only, and in concrete calculations its dependence on the space dimension $`d`$ resulting from the tensor nature of these Green functions is neglected (see Sect.3). In the case of isotropic models, the stability of the fixed points is independent of dimension $`d.`$ However, in anisotropic models the stability of fixed points depends on the dimension $`d`$, and consideration of the tensor structure of Feynman graphs in the analysis of their divergences becomes important.

In present paper we suggest applying modified MS scheme in which we keep the $`d`$dependence of UV-divergences of graphs. We affirm that after such a modification the $`d`$-dependence is correctly taken into account and can be used in investigation of whether it is possible to restore the stability of the anisotropic developed turbulence for some dimension $`d_c`$ when going from a two-dimensional system to a three-dimensional one. In the limit of infinitesimally weak anisotropy for the physically most reasonable value of $`ϵ=2`$, the value of the borderline dimension is $`d_c=2.44.`$ Below the borderline dimension, the stable regime of the fixed point of the isotropic developed turbulence is lost by influence of weak anisotropy.

It has to be mentioned that a similar idea of ”geometric factor” was used in Ref.  in RG analysis of the Burgers-Kardar-Parisi-Zhang equation but the reason to keep the $`d`$dependence of divergent parts of the graphs was to take correctly into account the finite part of one-loop Feynman diagrams in the two-loop approximation. In the present paper, we shall not discuss it in detail because the critical analysis of the results obtained in  was given in .

The paper is organized as follows. In Section 2 we give the quantum field functional formulation of the problem of the fully developed turbulence with weak anisotropy. The RG analysis is given in Section 3 when we discuss the stability of the fixed point obtained under weak anisotropy. In Section 4 we discuss our results. Appendix I contains expressions for the divergent parts of the important graphs. At the end, Appendix II contains analytical expressions for the fixed point and the equation which describes its stability in the limit of the weak anisotropy.

## 2 Description of the Model. UV-divergencies

In this section we give the description of the model. As has already been discussed in the previous section, we work with fully developed turbulence and assume weak anisotropy of the system. It means that the parameters that describe deviations from the fully isotropic case are sufficiently small and allow one to forget about corrections of higher degrees (than linear) which are made by them.

In the statistical theory of anisotropically developed turbulence the turbulent flow can be described by a random velocity field $`\stackrel{}{v}(\stackrel{}{x},t)`$ and its evolution is given by the randomly forced Navier-Stokes equation

$$\frac{\stackrel{}{v}}{t}+(\stackrel{}{v}\stackrel{}{})\stackrel{}{v}\nu _0\mathrm{\Delta }\stackrel{}{v}\stackrel{}{f}^A=\stackrel{}{f},$$
(1)
where we assume incompressibility of the fluid, which is mathematically given by the well-known conditions $`\stackrel{}{}\stackrel{}{v}=0`$ and $`\stackrel{}{}\stackrel{}{f}=0`$. In eq.(1) the parameter $`\nu _0`$ is the kinematic viscosity (hereafter all parameters with subscript $`0`$ denote bare parameters of unrenormalized theory, see below), the term $`\stackrel{}{f}^A`$ is related to anisotropy and will be specified later. The large-scale random force per unit mass $`\stackrel{}{f}`$ is assumed to have Gaussian statistics defined by the averages

$`f_i=0,f_i(\stackrel{}{x}_1,t)f_j(\stackrel{}{x}_2,t)=D_{ij}(\stackrel{}{x}_1\stackrel{}{x}_2,t_1t_2).`$ (2)
The two-point correlation matrix

$`D_{ij}(\stackrel{}{x},t)=\delta (t){\displaystyle \frac{d^d\stackrel{}{k}}{(2\pi )^d}\stackrel{~}{D}_{ij}(\stackrel{}{k})\mathrm{exp}(i\stackrel{}{k}\stackrel{}{x})}`$ (3)
is convenient to be parameterized in the following way :

$`\stackrel{~}{D}_{ij}(\stackrel{}{k})=g_0\nu _0^3k^{4d2ϵ}[(1+\alpha _{10}\xi _k^2)P_{ij}(\stackrel{}{k})+\alpha _{20}R_{ij}(\stackrel{}{k})],`$ (4)
where a vector $`\stackrel{}{k}`$ is the wave vector, $`d`$ is the dimension of the space (in our case: $`2d`$), $`ϵ0`$ is a dimensionless parameter of the model. If the dimension of the system is taken $`d>2`$, then the physical value of this parameter is $`ϵ=2`$ (the so-called energy pumping regime). The situation is more complicated when $`d=2`$. In this case the new integrals of motion arise, namely the enstrophy, and all its powers (for details see Ref. ) which leads to ambiguity in determination of the inertial range and this freedom is given in the RG method by the value of the parameter $`ϵ`$. The value $`ϵ=3`$ corresponds to the so-called enstrophy pumping regime. This problem of uncertainty cannot be solved in the framework of the RG technique. On the other hand, the value of $`ϵ`$ is not important for stability of the fixed point when $`d=2`$. Thus, it is not important, from our point of view, what is the value of $`ϵ`$ in the case $`d=2`$. Its value $`ϵ=0`$ corresponds to a logarithmic perturbation theory for calculation of Green functions when $`g_0`$, which plays the role of a bare coupling constant of the model, becomes dimensionless. The problem of continuation from $`ϵ=0`$ to physical values has been discussed in . The $`(d\times d)`$-matrices $`P_{ij}`$ and $`R_{ij}`$ are the transverse projection operators and in the wave-number space are defined by the relations

$`P_{ij}(\stackrel{}{k})=\delta _{ij}{\displaystyle \frac{k_ik_j}{k^2}},R_{ij}(\stackrel{}{k})=\left(n_i\xi _k{\displaystyle \frac{k_i}{k}}\right)\left(n_j\xi _k{\displaystyle \frac{k_j}{k}}\right),`$ (5)
where $`\xi _k`$ is given by the equation $`\xi _k=\stackrel{}{k}\stackrel{}{n}/k.`$ In eq.(5) the unit vector $`\stackrel{}{n}`$ specifies the direction of the anisotropy axis. The tensor $`\stackrel{~}{D}_{ij}`$ given by eq.(4) is the most general form with respect to the condition of incompressibility of the system under consideration and contains two dimensionless free parameters $`\alpha _{10}`$ and $`\alpha _{20}`$. From the positiveness of the correlator tensor $`D_{ij}`$ one immediately gets restrictions on the above parameters, namely $`\alpha _{10}1`$ and $`\alpha _{20}0`$. In what follows we assume that these parameters are small enough and generate only small deviations from the isotropy case.

Using the well-known Martin–Siggia-Rose formalism of the stochastic quantization  one can transform the stochastic problem (1) with the correlator (3) into the quantum field model of the fields $`\stackrel{}{v}`$ and $`\stackrel{}{v}^,`$. Here $`\stackrel{}{v}^,`$ is an independent of the $`\stackrel{}{v}`$ auxiliary incompressible field which we have to introduce when transforming the stochastic problem into the functional form.

The action of the fields $`\stackrel{}{v}`$ and $`\stackrel{}{v}^,`$ is given in the form

$`S`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle d^d\stackrel{}{x}_1𝑑t_1d^d\stackrel{}{x}_2𝑑t_2\left[v_i^,(\stackrel{}{x}_1,t_1)D_{ij}(\stackrel{}{x}_1\stackrel{}{x}_2,t_1t_2)v_j^,(\stackrel{}{x}_2,t_2)\right]}`$ (6)
$`+`$ $`{\displaystyle d^d\stackrel{}{x}𝑑t\left\{\stackrel{}{v}^,(\stackrel{}{x},t)\left[_t\stackrel{}{v}(\stackrel{}{v}\stackrel{}{})\stackrel{}{v}+\nu _0\stackrel{}{}^2\stackrel{}{v}+\stackrel{}{f}^A\right](\stackrel{}{x},t)\right\}}.`$
The functional formulation gives the possibility of using the quantum field theory methods including the RG technique to solve the problem. By means of the RG approach it is possible to extract large-scale asymptotic behaviour of the correlation functions after an appropriate renormalization procedure which is needed to remove UV-divergences.

Now we can return back to give an explicit form of the anisotropic dissipative term $`\stackrel{}{f}^A`$. When $`d>2`$ the UV-divergences are only present in the one-particle-irreducible Green function $`<\stackrel{}{v}^,\stackrel{}{v}>`$. To remove them, one needs to introduce into the action in addition to the counterterm $`\stackrel{}{v}^,\stackrel{}{}^2\stackrel{}{v}`$ (the only counterterm needed in the isotropic model) the following ones $`\stackrel{}{v}^,(\stackrel{}{n})^2\stackrel{}{v}`$, $`(\stackrel{}{n}\stackrel{}{v}^,)\stackrel{}{}^2(\stackrel{}{n}\stackrel{}{v})`$ and $`(\stackrel{}{n}\stackrel{}{v}^,)(\stackrel{}{n}\stackrel{}{})^2(\stackrel{}{n}\stackrel{}{v})`$. These additional terms are needed to remove divergences related to anisotropic structures. In this case ($`d>2`$), one can use the above action (6) with (4) to solve the anisotropic turbulent problem. Therefore, in order to arrive at the multiplicative renormalizable model, we have to take the term $`\stackrel{}{f}^A`$ in the form

$`\stackrel{}{f}^A=\nu _0\left[\chi _{10}(\stackrel{}{n}\stackrel{}{})^2\stackrel{}{v}+\chi _{20}\stackrel{}{n}\stackrel{}{}^2(\stackrel{}{n}\stackrel{}{v})+\chi _{30}\stackrel{}{n}(\stackrel{}{n}\stackrel{}{})^2(\stackrel{}{n}\stackrel{}{v})\right].`$ (7)
Bare parameters $`\chi _{10}`$, $`\chi _{20}`$ and $`\chi _{30}`$ characterize the weight of the individual structures in (7).

A more complicated situation arises in the specific case $`d=2`$ where new divergences appear. They are related to the 1-irreducible Green function $`<\stackrel{}{v}^,\stackrel{}{v}^,>`$ which is finite when $`d>2`$. Here one comes to a problem how to remove these divergences because the term in our action, which contains a structure of this type is nonlocal, namely $`\stackrel{}{v}^,k^{4d2ϵ}\stackrel{}{v}^,`$. The only correct way of solving the above problem is to introduce into the action a new local term of the form $`\stackrel{}{v}^,\stackrel{}{}^2\stackrel{}{v}^,`$ (isotropic case) . In the anisotropic case, we have to introduce additional counterterms $`\stackrel{}{v}^,(\stackrel{}{n})^2\stackrel{}{v}^,`$, $`(\stackrel{}{n}\stackrel{}{v}^,)\stackrel{}{}^2(\stackrel{}{n}\stackrel{}{v}^,)`$ and $`(\stackrel{}{n}\stackrel{}{v}^,)(\stackrel{}{n}\stackrel{}{})^2(\stackrel{}{n}\stackrel{}{v}^,)`$. In  a double-expansion method with a simultaneous deviation $`2\delta =d2`$ from the spatial dimension $`d=2`$ and also a deviation $`ϵ`$ from the $`k^2`$ form of the forcing pair correlation function proportional to $`k^{22\delta 2ϵ}`$ was proposed. We shall follow the formulation founded on the two-expansion parameters in the present paper.

In this case, the kernel (4) corresponding to the correlation matrix $`D_{ij}(\stackrel{}{x}_1\stackrel{}{x}_2,t_2t_1)`$ in action (6) is replaced by the expression

$`\stackrel{~}{D}_{ij}(\stackrel{}{k})`$ $`=`$ $`g_{10}\nu _0^3k^{22\delta 2ϵ}[(1+\alpha _{10}\xi _k^2)P_{ij}(\stackrel{}{k})+\alpha _{20}R_{ij}(\stackrel{}{k})]`$ (8)
$`+`$ $`g_{20}\nu _0^3k^2[(1+\alpha _{30}\xi _k^2)P_{ij}(\stackrel{}{k})+(\alpha _{40}+\alpha _{50}\xi _k^2)R_{ij}(\stackrel{}{k})].`$
Here $`P_{ij}`$ and $`R_{ij}`$ are given by relations (5), $`g_{20}`$, $`\alpha _{30}`$, $`\alpha _{40}`$ and $`\alpha _{50}`$ are new parameters of the model, and the parameter $`g_0`$ in eq. (4) is now renamed as $`g_{10}`$. One can see that in such a formulation the counterterm $`\stackrel{}{v}^,\stackrel{}{}^2\stackrel{}{v}^,`$ and all anisotropic terms can be taken into account by renormalization of the coupling constant $`g_{20}`$, and the parameters $`\alpha _{30}`$, $`\alpha _{40}`$ and $`\alpha _{50}`$.

The action (6) with the kernel $`\stackrel{~}{D}_{ij}(\stackrel{}{k})`$ (8) is given in the form convenient for realization of the quantum field perturbation analysis with the standard Feynman diagram technique. From the quadratic part of the action one obtains the matrix of bare propagators (in the wave-number - frequency representation)
where

$`\mathrm{\Delta }_{ij}^{vv}(\stackrel{}{k},\omega _k)`$ $`=`$ $`{\displaystyle \frac{K_3}{K_1K_2}}P_{ij}`$
$`+`$ $`{\displaystyle \frac{1}{K_1(K_2+\stackrel{~}{K}(1\xi _k^2))}}\left[{\displaystyle \frac{\stackrel{~}{K}K_3}{K_2}}+{\displaystyle \frac{\stackrel{~}{K}(K_3+K_4(1\xi _k^2))}{(K_1+\stackrel{~}{K}(1\xi _k^2))}}K_4\right]R_{ij}`$
$`\mathrm{\Delta }_{ij}^{vv^,}(\stackrel{}{k},\omega _k)`$ $`=`$ $`{\displaystyle \frac{1}{K_2}}P_{ij}{\displaystyle \frac{\stackrel{~}{K}}{K_2(K_2+\stackrel{~}{K}(1\xi _k^2))}}R_{ij},`$ (9)
with

$`K_1`$ $`=`$ $`i\omega _k+\nu _0k^2+\nu _0\chi _{10}(\stackrel{}{n}\stackrel{}{k})^2,`$
$`K_2`$ $`=`$ $`i\omega _k+\nu _0k^2+\nu _0\chi _{10}(\stackrel{}{n}\stackrel{}{k})^2,`$
$`K_3`$ $`=`$ $`g_{10}\nu _0^3k^{22\delta 2ϵ}(1+\alpha _{10}\xi _k^2)g_{20}\nu _0^3k^2(1+\alpha _{30}\xi _k^2),`$
$`K_4`$ $`=`$ $`g_{10}\nu _0^3k^{22\delta 2ϵ}\alpha _{20}g_{20}\nu _0^3k^2(\alpha _{40}+\alpha _{50}\xi _k^2),`$
$`\stackrel{~}{K}`$ $`=`$ $`\nu _0\chi _{20}k^2+\nu _0\chi _{30}(\stackrel{}{n}\stackrel{}{k})^2.`$ (10)
The propagators are written in the form suitable also for strong anisotropy when the parameters $`\alpha _{i0}`$ are not small. In the case of weak anisotropy, it is possible to make the expansion and work only with linear terms with respect to all parameters which characterize anisotropy. The interaction vertex in our model is given by the expression

Here, the wave vector $`\stackrel{}{k}`$ corresponds to the field $`\stackrel{}{v}^,`$. Now one can use the above introduced Feynman rules for computation of all needed graphs.

## 3 RG-analysis and Stability of the Fixed Point

Using the standard analysis of quantum field theory (see e.g. ), one can find out that the UV divergences of one-particle-irreducible Green functions $`<vv^,>_{IR}`$ and $`<v^,v^,>_{IR}`$ are quadratic in the wave vector. The last one takes place only in the case when dimension of the space is two. All terms needed for removing the divergences are included in the action (6) with (7) and kernel (8). This leads to the fact that our model is multiplicatively renormalizable. Thus, one can immediately write down the renormalized action in wave-number - frequency representation with $`\stackrel{}{}i\stackrel{}{k},_ti\omega _k`$ (all needed integrations and summations are assumed)

$`S^R(v,v^,)`$ $`=`$ $`{\displaystyle \frac{1}{2}}v_i^,[g_1\nu ^3\mu ^{2ϵ}k^{22\delta 2ϵ}((1+\alpha _1\xi _k^2)P_{ij}+\alpha _2R_{ij})`$ (11)
$`+`$ $`g_2\nu ^3\mu ^{2\delta }k^2((Z_5+Z_6\alpha _3\xi _k^2)P_{ij}+(Z_7\alpha _4+Z_8\alpha _5\xi _k^2)R_{ij})]v_j^,`$
$`+`$ $`v_i^,\left[(i\omega _kZ_1\nu k^2)P_{ij}\nu k^2\left(Z_2\chi _1\xi _k^2P_{ij}+\left(Z_3\chi _2+Z_4\chi _3\xi _k^2\right)R_{ij}\right)\right]v_j`$
$`+`$ $`{\displaystyle \frac{1}{2}}v_i^,v_jv_lV_{ijl},`$
where $`\mu `$ is a scale setting parameter with the same canonical dimension as the wave number. Quantities $`g_i`$, $`\chi _i`$, $`\alpha _3`$, $`\alpha _4`$, $`\alpha _5`$ and $`\nu `$ are the renormalized counterparts of bare ones and $`Z_i`$ are renormalization constants which are expressed via the UV divergent parts of the functions $`<vv^,>_{IR}`$ and $`<v^,v^,>_{IR}`$. Their general form in one loop approximation is

$`Z_i=1F_i\text{Poles}_i^{\delta ,ϵ}.`$ (12)
In the standard MS scheme the amplitudes $`F_i`$ are only some functions of $`g_i`$, $`\chi _i`$, $`\alpha _3`$, $`\alpha _4,`$ $`\alpha _5`$ and are independent of $`d`$ and $`ϵ.`$ The terms $`\text{Poles}_i^{\delta ,ϵ}`$ are given by linear combinations of the poles $`\frac{1}{ϵ}`$, $`\frac{1}{\delta }`$ and $`\frac{1}{2ϵ+\delta }`$ (for $`\delta 0,ϵ0`$). The amplitudes $`F_i=F_i^1F_i^2`$ are a product of two multipliers $`F_i^1,F_i^2.`$ One of them, say, $`F_i^1`$ is a multiplier originating from the divergent part of the Feynman diagrams, and the second one $`F_i^2`$ is connected only with the tensor nature of the diagrams. We explain that using the following simple example. Consider an UV-divergent integral

$$I(𝐤,𝐧)n_in_jk_lk_md^d𝐪\frac{1}{(q^2+m^2)^{1+2\delta }}(\frac{q_iq_jq_lq_m}{q^4}\frac{\delta _{ij}q_lq_m+\delta _{il}q_jq_m+\delta _{jl}q_iq_m}{3q^2})$$

(summations over repeated indices are implied) where $`m`$ is an infrared mass. It can be simplified in the following way:

$$I(𝐤,𝐧)n_in_jk_lk_mS_{ijlm}_0^{\mathrm{}}𝑑q^2\frac{q^{2\delta }}{2(q^2+m^2)^{1+2\delta }},$$

where

$$S_{ijlm}=\frac{S_d}{d(d+2)}(\delta _{ij}\delta _{lm}+\delta _{il}\delta _{jm}+\delta _{im}\delta _{jl}\frac{(d+2)}{3}(\delta _{ij}\delta _{lm}+\delta _{il}\delta _{jm}+\delta _{im}\delta _{jl})),$$

$$_0^{\mathrm{}}𝑑q^2\frac{q^{2\delta }}{2(q^2+m^2)^{1+2\delta }}=\frac{\mathrm{\Gamma }(\delta +1)\mathrm{\Gamma }(\delta )}{2m^{2\delta }\mathrm{\Gamma }(2\delta +1)},$$

and $`S_d=2\pi ^{d/2}/\mathrm{\Gamma }(d/2)`$ is the surface of unit the d-dimensional sphere. The purely UV divergent part manifests itself as the pole in $`2\delta =d2`$; therefore, we find

$$\text{UV div. part of}I=\frac{1}{2\delta }(F_1^2k^2+F_2^2(\mathrm{𝐧𝐤})^2),$$

where $`F_1^2=F_2^2/2=(1d)S_d/3d(d+2).`$

In the standard MS scheme one puts $`d=2`$ in $`F_1^2,F_2^2`$; therefore the d-dependence of these multipliers is ignored. For the theories with vector fields and, consequently, with tensor diagrams, where the sign of values of fixed points and/or their stability depend on the dimension $`d`$, the procedure, which eliminates the dependence of multipliers of the type $`F_1^2,F_2^2`$ on $`d,`$ is not completely correct because one is not able to control the stability of the fixed point when drives to $`d=3.`$ In the analysis of Feynman diagrams we propose to slightly modify the MS scheme in such a way that we keep the d-dependence of $`F`$ in (12). The following calculations of RG functions ($`\beta `$ functions and anomalous dimensions) allow one to arrive at the results which are in qualitative agreement with the results obtained recently in the framework of the simple analytical regularization scheme , i.e. we obtain the fixed point which is not stable for $`d=2,`$ but whose stability is restored for a borderline dimension $`2<d_c<3.`$

The transition from the action (6) to the renormalized one (11) is given by the introduction of the following renormalization constants $`Z`$:

$`\nu _0=\nu Z_\nu ,g_{10}=g_1\mu ^{2ϵ}Z_{g_1},g_{20}=g_2\mu ^{2\delta }Z_{g_2},\chi _{i0}=\chi _iZ_{\chi _i},\alpha _{(i+2)0}=\alpha _{i+2}Z_{\alpha _{i+2}},`$ (13)
where $`i=1,2,3`$. By comparison of the corresponding terms in the action (11) with definitions of the renormalization constants $`Z`$ for the parameters (13), one can immediately write down relations between them. Namely, we have

$`Z_\nu `$ $`=`$ $`Z_1,`$
$`Z_{g_1}`$ $`=`$ $`Z_1^3,`$
$`Z_{g_2}`$ $`=`$ $`Z_5Z_1^3,`$
$`Z_{\chi _i}`$ $`=`$ $`Z_{1+i}Z_1^1,`$
$`Z_{\alpha _{i+2}}`$ $`=`$ $`Z_{i+5}Z_5^1,`$ (14)
where again $`i=1,2,3`$.

In the one-loop approximation, divergent one-irreducible Green functions
$`<v^,v>_{IR}`$ and $`<v^,v^,>_{IR}`$ are represented by the Feynman graphs

$`\text{}.`$ (15)
The divergent parts of these diagrams $`\mathrm{\Gamma }^{v^,v^,},`$ $`\mathrm{\Gamma }^{v^,v}`$ have the structure

$`\mathrm{\Gamma }^{v^,v^,}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\nu ^3A`$
$`\times `$ $`[{\displaystyle \frac{g_1^2}{4ϵ+2\delta }}(a_1\delta _{ij}k^2+a_2\delta _{ij}(\stackrel{}{n}\stackrel{}{k})^2+a_3n_in_jk^2+a_4n_in_j(\stackrel{}{n}\stackrel{}{k})^2)`$
$`+`$ $`{\displaystyle \frac{g_1g_2}{2ϵ}}\left(b_1\delta _{ij}k^2+b_2\delta _{ij}(\stackrel{}{n}\stackrel{}{k})^2+b_3n_in_jk^2+b_4n_in_j(\stackrel{}{n}\stackrel{}{k})^2\right)`$
$`+`$ $`{\displaystyle \frac{g_2^2}{2\delta }}(c_1\delta _{ij}k^2+c_2\delta _{ij}(\stackrel{}{n}\stackrel{}{k})^2+c_3n_in_jk^2+c_4n_in_j(\stackrel{}{n}\stackrel{}{k})^2)],`$
$`\mathrm{\Gamma }^{v^,v}`$ $`=`$ $`\nu A`$ (16)
$`\times `$ $`[{\displaystyle \frac{g_1}{2ϵ}}(d_1\delta _{ij}k^2+d_2\delta _{ij}(\stackrel{}{n}\stackrel{}{k})^2+d_3n_in_jk^2+d_4n_in_j(\stackrel{}{n}\stackrel{}{k})^2)`$
$`+`$ $`{\displaystyle \frac{g_2}{2\delta }}(e_1\delta _{ij}k^2+e_2\delta _{ij}(\stackrel{}{n}\stackrel{}{k})^2+e_3n_in_jk^2+e_4n_in_j(\stackrel{}{n}\stackrel{}{k})^2)],`$
where parameter $`A`$ and functions $`a_i`$, $`b_i`$, $`c_i`$, $`d_i`$ and $`e_i`$ are given in the Appendix I ($`i=1\mathrm{}4`$). The counterterms are built up from these divergent parts which lead to the following equations for renormalization constants:

$`Z_1`$ $`=`$ $`1A\left({\displaystyle \frac{g_1}{2ϵ}}d_1{\displaystyle \frac{g_2}{2\delta }}e_1\right),`$
$`Z_{1+i}`$ $`=`$ $`1{\displaystyle \frac{A}{\chi _i}}\left({\displaystyle \frac{g_1}{2ϵ}}d_{1+i}{\displaystyle \frac{g_2}{2\delta }}e_{1+i}\right),`$
$`Z_5`$ $`=`$ $`1+{\displaystyle \frac{A}{2}}\left({\displaystyle \frac{g_1^2}{g_2}}{\displaystyle \frac{a_1}{4ϵ+2\delta }}+{\displaystyle \frac{g_1}{2ϵ}}b_1{\displaystyle \frac{g_2}{2\delta }}c_1\right),`$
$`Z_{5+i}`$ $`=`$ $`1+{\displaystyle \frac{A}{2\alpha _{i+2}}}\left({\displaystyle \frac{g_1^2}{g_2}}{\displaystyle \frac{a_{i+1}}{4ϵ+2\delta }}+{\displaystyle \frac{g_1}{2ϵ}}b_{i+1}{\displaystyle \frac{g_2}{2\delta }}c_{i+1}\right),`$
$`i`$ $`=`$ $`1,2,3.`$ (17)
From these expressions one can define the corresponding anomalous dimensions $`\gamma _i=\mu _\mu \mathrm{ln}Z_i`$ for all renormalization constants $`Z_i`$ (logarithmic derivative $`\mu _\mu `$ is taken at fixed values of all bare parameters). The $`\beta `$-functions for all invariant charges (running coupling constants $`g_1`$, $`g_2`$, and parameters $`\chi _i`$, $`\alpha _{i+2}`$) where $`i=1,2,3`$ are given by the following relations: $`\beta _{g_i}=\mu _\mu g_i`$ ($`i=1,2`$), $`\beta _{\chi _i}=\mu _\mu \chi _i`$ and $`\beta _{\alpha _{i+2}}=\mu _\mu \alpha _{i+2}`$ ($`i=1,2,3`$). Now using equations (14) and definitions given above one can immediately write the $`\beta `$-functions in the form

$`\beta _{g_1}`$ $`=`$ $`g_1(2ϵ+\gamma _{g_1})=g_1(2ϵ+3\gamma _1),`$
$`\beta _{g_2}`$ $`=`$ $`g_2(2\delta \gamma _{g_2})=g_2(2\delta +3\gamma _1\gamma _5),`$
$`\beta _{\chi _i}`$ $`=`$ $`\chi _i\gamma _{\chi _i}=\chi _i(\gamma _{i+1}\gamma _1),`$
$`\beta _{\alpha _{i+2}}`$ $`=`$ $`\alpha _{i+2}\gamma _{\alpha _{i+2}}=\alpha _{i+2}(\gamma _{i+5}\gamma _5),i=1,2,3,`$ (18)
where

$`\gamma _1`$ $`=`$ $`A(g_1d_1+g_2e_1),`$
$`\gamma _{i+1}`$ $`=`$ $`{\displaystyle \frac{A}{\chi _i}}\left(g_1d_{i+1}+g_2e_{i+1}\right),`$
$`\gamma _5`$ $`=`$ $`{\displaystyle \frac{A}{2}}\left({\displaystyle \frac{g_1^2}{g_2}}a_1+g_1b_1+g_2c_1\right),`$
$`\gamma _{i+5}`$ $`=`$ $`{\displaystyle \frac{A}{2\alpha _{i+2}}}\left({\displaystyle \frac{g_1^2}{g_2}}a_{i+1}+g_1b_{i+1}+g_2c_{i+1}\right),i=1,2,3.`$ (19)
By substitution of the anomalous dimensions $`\gamma _i`$ (19) into the expressions for the $`\beta `$-functions one obtains

$`\beta _{g_1}`$ $`=`$ $`g_1(2ϵ+3A(g_1d_1+g_2e_1)),`$
$`\beta _{g_2}`$ $`=`$ $`g_2\left[2\delta +3A(g_1d_1+g_2e_1)+{\displaystyle \frac{A}{2}}\left({\displaystyle \frac{g_1^2}{g_2}}a_1+g_1b_1+g_2c_1\right)\right],`$
$`\beta _{\chi _i}`$ $`=`$ $`A\left[\left(g_1d_{i+1}+g_2e_{i+1}\right)\chi _i(g_1d_1+g_2e_1)\right],`$
$`\beta _{\alpha _{i+2}}`$ $`=`$ $`{\displaystyle \frac{A}{2}}\left[\left({\displaystyle \frac{g_1^2}{g_2}}a_{i+1}+g_1b_{i+1}+g_2c_{i+1}\right)+\alpha _{i+2}\left({\displaystyle \frac{g_1^2}{g_2}}a_1+g_1b_1+g_2c_1\right)\right],`$
$`i`$ $`=`$ $`1,2,3.`$ (20)
The fixed point of the RG-equations is defined by the system of eight equations

$`\beta _C(C_{})=0,`$ (21)
where we denote $`C=\{g_1,g_2,\chi _i,\alpha _{i+2}\},i=1,2,3`$ and $`C_{}`$ is the corresponding value for the fixed point. The IR stability of the fixed point is determined by the positive real parts of the eigenvalues of the matrix

$`\omega _{lm}=\left({\displaystyle \frac{\beta _{C_l}}{C_m}}\right)_{C=C_{}}l,m=1,\mathrm{}8.`$ (22)
Now we have all necessary tools at hand to investigate the fixed points and their stability. In the isotropic case all parameters which are connected with the anisotropy are equal to zero, and one can immediately find the Kolmogorov fixed point, namely:

$`g_1`$ $`=`$ $`{\displaystyle \frac{1}{A}}{\displaystyle \frac{8(2+d)ϵ(2ϵ3d(\delta +ϵ)+d^2(3\delta +2ϵ))}{9(1+d)^3d(1+d)(\delta +ϵ)}},`$
$`g_2`$ $`=`$ $`{\displaystyle \frac{1}{A}}{\displaystyle \frac{8(42d+2d^2+d^3)ϵ^2}{9(1+d)^3d(1+d)(\delta +ϵ)}},`$ (23)
where $`\delta =(d2)/2`$ and the corresponding $`\omega _{ij}`$ matrix has the following eigenvalues:

$`\lambda _{1,2}`$ $`=`$ $`{\displaystyle \frac{1}{6d(d1)}}\{6d\delta (d1)+4ϵ(23d+2d^2)`$ (24)
$`\pm `$ $`[(6d\delta (1d)4ϵ(23d+2d^2))^2`$
$``$ $`12d(d1)ϵ(12d\delta (d1)+4ϵ(23d+2d^2))]^{\frac{1}{2}}\}.`$
By a detail analysis of these eigenvalues we know that in the interesting region of parameters, namely $`ϵ>0`$ and $`\delta 0`$ (it corresponds to $`d2`$) the above computed fixed point is stable. In the limit $`d=2`$, this fixed point is in agreement with that given in .

When one considers the weak anisotropy case the situation becomes more complicated because of necessity to use all system of $`\beta `$-functions if one wants to analyze the stability of the fixed point. It is also possible to find analytical expressions for the fixed point in this more complicated case because in the weak anisotropy limit it is enough to calculate linear corrections of $`\alpha _1`$ and $`\alpha _2`$ to all the quantities (see Appendix II).

To investigate the stability of the fixed point it is necessary to apply it in the matrix (22). Analysis of this matrix shows us that it can be written in the block-diagonal form: $`(6\times 6)(2\times 2)`$. The $`(2\times 2)`$ part is given by the $`\beta `$-functions of the parameters $`\alpha _5`$ and $`\chi _3`$ and, namely, this block is responsible for the existence of the borderline dimension $`d_c`$ because one of its eigenvalues, say $`\lambda _1(ϵ,d,\alpha _1,\alpha _2)`$, has a solution $`d_c2,3`$ of the equation $`\lambda _1(ϵ,d_c,\alpha _1,\alpha _2)=0`$ for the defined values of $`ϵ,\alpha _1,\alpha _2`$. The following procedure has been used to find the fixed point: First we have used the isotropic solution to $`g_1`$ and $`g_2`$ to compute the expressions for $`\alpha _{i+2}`$ and $`\chi _i`$, $`i=1,2,3`$. From equations $`\beta _{\alpha _5}=0`$ and $`\beta _{\chi _3}=0`$ one can immediately find that $`\alpha _5=0`$ and $`\chi _3=0`$. After this we can calculate expressions for the fixed point of the parameters $`\alpha _{i+2}`$ and $`\chi _i`$, $`i=1,2`$. At the end, we come back to the equations for $`g_1`$ and $`g_2`$, namely $`\beta _{g_1}=0`$ and $`\beta _{g_2}=0`$, and find linear corrections of $`\alpha _1`$ and $`\alpha _2`$ to the fixed point. The corresponding expressions for the fixed point and the corresponding eigenvalue of the stability matrix responsible for instability are given in Appendix II.

From a numerical analysis of the stability matrix one can find that in some region of space dimensions $`d`$ the stability is lost by the influence of the weak anisotropy. On the other hand, the borderline dimension $`d_c`$ arises when going from dimension $`d=2`$ to $`d=3`$. For the energy pumping regime ($`ϵ=2`$) we found the critical dimension $`d_c=2.44`$. This value corresponds to $`\alpha _1=\alpha _2=0`$. This is the case when one supposes only the fact of anisotropy. Using nonzero values of $`\alpha _1`$ and $`\alpha _2`$ one can also estimate the influence of these parameters on the borderline dimension $`d_c`$. It is interesting to calculate the dependence of $`d_c`$ on the parameter $`ϵ`$ too. In Fig. 1, this dependence and the dependence on small values of $`\alpha _1`$ and $`\alpha _2`$ are presented. As one can see from this figure $`d_c`$ increases when $`ϵ0`$ and also the parameters $`\alpha _1`$ and $`\alpha _2`$ give small corrections to $`d_c`$. In Fig. 2, the dependence of $`d_c`$ on $`\alpha _1`$ and $`\alpha _2`$ for $`ϵ=2`$ is presented.

## 4 Conclusion

We have investigated the influence of the weak anisotropy on the fully developed turbulence using the quantum field RG double expansion method and introduced the modified minimal substraction scheme in which the space dimension dependence of the divergent parts of the Feynman diagrams is kept . We affirm that such a modified approach is correct when one needs to compute the $`d`$dependence of the important quantities and is necessary for restoration of the stability of scaling regimes when one makes transition from dimension $`d=2`$ to $`d=3`$. We have derived analytical expressions for the fixed point in the limit of the weak anisotropy and found the equation which manages the stability of this point as a function of the parameters $`ϵ,\alpha _1`$ and $`\alpha _2`$, and allows one to calculate the borderline dimension $`d_c`$. Below this dimension the fixed point is unstable. In the limit case of infinitesimally small anisotropy ($`\alpha _10`$ and $`\alpha _20`$) and in the energy pumping regime ($`ϵ=2`$) we have found the borderline dimension $`d_c=2.44`$. We have also investigated the $`ϵ`$-dependence of $`d_c`$ for different values of the anisotropy parameters $`\alpha _1,\alpha _2`$ and also the dependence of $`d_c`$ on the relatively small values of $`\alpha _1`$ and $`\alpha _2`$ for the physical value $`ϵ=2`$.

## Acknowledgements

This work was partially supported by Slovak Academy of Sciences within the project 7232.

## Appendix I

The explicit form of the parameter $`A`$ and functions $`a_i`$, $`b_i`$, $`c_i`$, $`d_i`$ and $`e_i`$ ($`i=1\mathrm{}4`$) for the divergent parts of diagrams (15)

$`a_1`$ $`=`$ $`{\displaystyle \frac{1}{2d(2+d)(4+d)(6+d)}}`$
$`\times `$ $`[4820d+70d^2+30d^321d^410d^5d^6`$
$`+`$ $`\alpha _2(24+16d22d^216d^32d^4)+\alpha _1(24+52d4d^250d^320d^42d^5)`$
$`+`$ $`\chi _1(3678d+6d^2+75d^3+30d^4+3d^5)`$
$`+`$ $`\chi _2(3624d+33d^2+24d^3+3d^4)+\chi _3(369d+36d^2+9d^3)],`$
$`a_2`$ $`=`$ $`{\displaystyle \frac{1}{4d(2+d)(4+d)(6+d)}}`$
$`\times `$ $`[\alpha _1(9664d+88d^2+64d^3+8d^4)`$
$`+`$ $`\alpha _2(9664d+124d^2+82d^326d^418d^52d^6)`$
$`+`$ $`\chi _1(144+96d132d^296d^312d^4)`$
$`+`$ $`\chi _2(144+96d186d^2123d^3+39d^4+27d^5+3d^6)`$
$`+`$ $`\chi _3(72+6d87d^29d^3+15d^4+3d^5)],`$
$`a_3`$ $`=`$ $`a_2,`$
$`a_4`$ $`=`$ $`{\displaystyle \frac{6\chi _3(1d^2)}{(2+d)(6+d)}},`$
$`b_1`$ $`=`$ $`{\displaystyle \frac{1}{d(2+d)(4+d)(6+d)}}`$
$`\times `$ $`[4820d+70d^2+30d^321d^410d^5d^6+\alpha _5(12+3d12d^23d^3)`$
$`+`$ $`(\alpha _2+\alpha _4)(12+8d11d^28d^3d^4)`$
$`+`$ $`(\alpha _1+\alpha _3)(12+26d2d^225d^310d^4d^5)`$
$`+`$ $`\chi _1(3678d+6d^2+75d^3+30d^4+3d^5)`$
$`+`$ $`\chi _2(3624d+33d^2+24d^3+3d^4)+\chi _3(369d+36d^2+9d^3)],`$
$`b_2`$ $`=`$ $`{\displaystyle \frac{1}{2d(2+d)(4+d)(6+d)}}`$
$`\times `$ $`[(\alpha _1+\alpha _3)(4832d+44d^2+32d^3+4d^4)`$
$`+`$ $`\alpha _5(242d+29d^2+3d^35d^4d^5)`$
$`+`$ $`(\alpha _2+\alpha _4)(4832d+62d^2+41d^313d^49d^5d^6)`$
$`+`$ $`\chi _1(144+96d132d^296d^312d^4)`$
$`+`$ $`\chi _2(144+96d186d^2123d^3+39d^4+27d^5+3d^6)`$
$`+`$ $`\chi _3(72+6d87d^29d^3+15d^4+3d^5)],`$
$`b_3`$ $`=`$ $`b_2,`$
$`b_4`$ $`=`$ $`{\displaystyle \frac{4(d^21)(\alpha _53\chi _3)}{(2+d)(6+d)}},`$
$`c_1`$ $`=`$ $`{\displaystyle \frac{1}{2d(2+d)(4+d)(6+d)}}`$
$`\times `$ $`[4820d+70d^2+30d^321d^410d^5d^6`$
$`+`$ $`\alpha _5(24+6d24d^26d^3)+\alpha _4(24+16d22d^216d^32d^4)`$
$`+`$ $`\alpha _3(24+52d4d^250d^320d^42d^5)`$
$`+`$ $`\chi _1(3678d+6d^2+75d^3+30d^4+3d^5)`$
$`+`$ $`\chi _2(3624d+33d^2+24d^3+3d^4)+\chi _3(369d+36d^2+9d^3)],`$
$`c_2`$ $`=`$ $`{\displaystyle \frac{1}{4d(2+d)(4+d)(6+d)}}`$
$`\times `$ $`[\alpha _3(9664d+88d^2+64d^3+8d^4)`$
$`+`$ $`\alpha _5(484d+58d^2+6d^310d^42d^5)`$
$`+`$ $`\alpha _4(9664d+124d^2+82d^326d^418d^52d^6)`$
$`+`$ $`\chi _1(144+96d132d^296d^312d^4)`$
$`+`$ $`\chi _2(144+96d186d^2123d^3+39d^4+27d^5+3d^6)`$
$`+`$ $`\chi _3(72+6d87d^29d^3+15d^4+3d^5)],`$
$`c_3`$ $`=`$ $`c_2,`$
$`c_4`$ $`=`$ $`{\displaystyle \frac{(d^21)(4\alpha _56\chi _3)}{(2+d)(6+d)}},`$
$`d_1`$ $`=`$ $`{\displaystyle \frac{1}{4d(2+d)(4+d)(6+d)}}`$
$`\times `$ $`[24d14d^233d^3+13d^4+9d^5+d^6+\alpha _2(124d13d^2+4d^3+d^4)`$
$`+`$ $`\alpha _1(1220d+3d^2+19d^3+9d^4+d^5)`$
$`+`$ $`\chi _1(36+42d18d^240d^318d^42d^5)`$
$`+`$ $`\chi _2(12+16d+15d^216d^33d^4)+\chi _3(6+9d6d^29d^3)],`$
$`d_2`$ $`=`$ $`{\displaystyle \frac{1}{8d(2+d)(4+d)(6+d)}}`$
$`\times `$ $`[\alpha _1(48+16d+52d^216d^34d^4)`$
$`+`$ $`\alpha _2(48+80d60d^296d^3+10d^4+16d^5+2d^6)`$
$`+`$ $`\chi _1(4864d60d^2+64d^3+12d^4)`$
$`+`$ $`\chi _2(48104d+62d^2+127d^311d^423d^53d^6)`$
$`+`$ $`\chi _3(2d+7d^2+5d^37d^43d^5)],`$
$`d_3`$ $`=`$ $`{\displaystyle \frac{1}{8d(2+d)(4+d)(6+d)}}`$
$`\times `$ $`[\alpha _1(48+56d40d^256d^38d^4)+\alpha _2(4856d+40d^2+56d^3+8d^4)`$
$`+`$ $`\chi _1(48104d+32d^2+104d^3+16d^4)`$
$`+`$ $`\chi _2(48+32d38d^225d^39d^47d^5d^6)`$
$`+`$ $`\chi _3(22dd^221d^3+d^4d^5)],`$
$`d_4`$ $`=`$ $`{\displaystyle \frac{\chi _3(10+d+10d^2d^3)}{2(2+d)(6+d)}},`$
$`e_1`$ $`=`$ $`{\displaystyle \frac{1}{4d(2+d)(4+d)(6+d)}}`$
$`\times `$ $`[24d14d^233d^3+13d^4+9d^5+d^6+3d\alpha _5(1+d^2)`$
$`+`$ $`\alpha _4(124d13d^2+4d^3+d^4)`$
$`+`$ $`\alpha _3(1220d+3d^2+19d^3+9d^4+d^5)`$
$`+`$ $`\chi _1(36+42d18d^240d^318d^42d^5)`$
$`+`$ $`\chi _2(12+16d+15d^216d^33d^4)+\chi _3(6+9d6d^29d^3)],`$
$`e_2`$ $`=`$ $`{\displaystyle \frac{1}{8d(2+d)(4+d)(6+d)}}`$
$`\times `$ $`[\alpha _3(48+16d+52d^216d^34d^4)+\alpha _5(8d^22d^3+8d^4+2d^5)`$
$`+`$ $`\alpha _4(48+80d60d^296d^3+10d^4+16d^5+2d^6)`$
$`+`$ $`\chi _1(4864d60d^2+64d^3+12d^4)`$
$`+`$ $`\chi _2(48104d+62d^2+127d^311d^423d^53d^6)`$
$`+`$ $`\chi _3(2d+7d^2+5d^37d^43d^5)],`$
$`e_3`$ $`=`$ $`{\displaystyle \frac{1}{8d(2+d)(4+d)(6+d)}}`$
$`\times `$ $`[24d\alpha _5(1+d^2)+\alpha _3(48+56d40d^256d^38d^4)`$
$`+`$ $`\alpha _4(4856d+40d^2+56d^3+8d^4)`$
$`+`$ $`\chi _1(48104d+32d^2+104d^3+16d^4)`$
$`+`$ $`\chi _2(48+32d38d^225d^39d^47d^5d^6)`$
$`+`$ $`\chi _3(22dd^221d^3+d^4d^5)],`$
$`e_4`$ $`=`$ $`{\displaystyle \frac{6\alpha _5(1d^2)+\chi _3(10+d+10d^2d^3)}{2(2+d)(6+d)}},`$
$`A`$ $`=`$ $`{\displaystyle \frac{S_d}{(2\pi )^d(d^21)}},`$
where $`S_d`$ is $`d`$-dimensional sphere given by the following relation:

$`S_d={\displaystyle \frac{2\pi ^{\frac{d}{2}}}{\mathrm{\Gamma }(\frac{d}{2})}}.`$
## Appendix II

We present here the explicit analytical expressions for the fixed point in the weak anisotropy limit and also the equation which governs its stability.

The basic form of the fixed point is

$`g_1`$ $`=`$ $`g_{10}+g_{11}\alpha _1+g_{12}\alpha _2,`$
$`g_2`$ $`=`$ $`g_{20}+g_{21}\alpha _1+g_{22}\alpha _2,`$
$`\alpha _3`$ $`=`$ $`e_{11}\alpha _1+e_{12}\alpha _2,`$
$`\alpha _4`$ $`=`$ $`e_{21}\alpha _1+e_{22}\alpha _2,`$
$`\chi _1`$ $`=`$ $`e_{31}\alpha _1+e_{32}\alpha _2,`$
$`\chi _2`$ $`=`$ $`e_{41}\alpha _1+e_{42}\alpha _2,`$
$`\alpha _5`$ $`=`$ $`0,`$
$`\chi _3`$ $`=`$ $`0,`$
where $`g_{10}`$ and $`g_{20}`$ are defined in eq.(23), and $`g_{11},g_{12},g_{21},g_{22}`$ and $`e_{ij},i=1,2,3,4`$, $`j=1,2`$ are functions only of the dimension $`d`$ and parameters $`ϵ`$ and $`\delta =(d2)/2`$. They have the following form:

$`g_{11}`$ $`=`$ $`{\displaystyle \frac{g_{11n}}{g_{11d}}},g_{12}={\displaystyle \frac{g_{12n}}{g_{12d}}},g_{21}={\displaystyle \frac{g_{21n}}{g_{22d}}},g_{22}={\displaystyle \frac{g_{22n}}{g_{22d}}},`$
$`e_{11}`$ $`=`$ $`{\displaystyle \frac{e_{11n}}{e_d}},e_{12}={\displaystyle \frac{e_{12n}}{e_d}},e_{21}={\displaystyle \frac{e_{21n}}{e_d}},e_{22}={\displaystyle \frac{e_{22n}}{e_d}},`$
$`e_{31}`$ $`=`$ $`{\displaystyle \frac{e_{31n}}{g_se_d}},e_{32}={\displaystyle \frac{e_{32n}}{g_se_d}},e_{41}={\displaystyle \frac{e_{41n}}{g_se_d}},e_{42}={\displaystyle \frac{e_{42n}}{g_se_d}},`$
where

$`g_{11n}`$ $`=`$ $`3(d^21)g_{10}(d^6(g_{10}+g_{20})((5e_{31}3)g_{10}3e_{11}g_{20}+5e_{31}g_{20})`$
$`+`$ $`3d^5(g_{10}+g_{20})((2+3e_{31}+2e_{41})g_{10}(2e_{11}+e_{21}3e_{31}2e_{41})g_{20})`$
$``$ $`8(g_{10}+g_{20})((1+3e_{31}e_{41})g_{10}(e_{11}e_{21}3e_{31}+e_{41})g_{20})`$
$`+`$ $`d^3(((g_{10}+g_{20})((4+9e_{31}6e_{41})g_{10}`$
$`+`$ $`(4e_{11}+3(e_{21}+3e_{31}2e_{41}))g_{20}))`$
$`+`$ $`8\delta ((5+10e_{31}+3e_{41})g_{10}(5e_{11}+e_{21}10e_{31}3e_{41})g_{20}))`$
$`+`$ $`2d(((g_{10}+g_{20})((1+6e_{41})g_{10}(e_{11}+3e_{21}6e_{41})g_{20}))`$
$`+`$ $`16\delta ((1+3e_{31}e_{41})g_{10}(e_{11}e_{21}3e_{31}+e_{41})g_{20}))`$
$`+`$ $`d^2((g_{10}+g_{20})((15+34e_{31})g_{10}+(15e_{11}+5e_{21}+34e_{31})g_{20})`$
$`+`$ $`16\delta ((4+9e_{31}+2e_{41})g_{10}`$
$`+`$ $`(4e_{11}+9e_{31}+2e_{41})g_{20}))+d^4(8\delta (g_{10}+2e_{31}g_{10}e_{11}g_{20}+2e_{31}g_{20})`$
$``$ $`(g_{10}+g_{20})((10+15e_{31}+8e_{41})g_{10}`$
$`+`$ $`(10e_{11}3e21+15e_{31}+8e_{41})g_{20}))),`$
$`g_{11d}`$ $`=`$ $`2d(4+d)(15d^6(g_{10}+g_{20})^2+6d^7(g_{10}+g_{20})^2`$
$`+`$ $`2(g_{10}+g_{20})(16ϵ3(g_{10}+g_{20}))+4d^4(ϵ(g_{10}2g_{20})`$
$`+`$ $`6(g_{10}+g_{20})^2+3\delta (2g_{10}+g_{20}))+d^5(3(g_{10}+g_{20})^2+12\delta (2g_{10}+g_{20})`$
$``$ $`4ϵ(g_{10}+4g_{20}))4d^3(6(g_{10}+g_{20})^23ϵ(g_{10}+4g_{20})`$
$`+`$ $`\delta (8ϵ+9(2g_{10}+g_{20})))+d(15(g_{10}+g_{20})^28ϵ(g_{10}+4g_{20})`$
$`+`$ $`\delta (128ϵ+24(2g_{10}+g_{20})))d^2(4\delta (32ϵ+6g_{10}+3g_{20})`$
$`+`$ $`3((g_{10}+g_{20})^2+4ϵ(3g_{10}+2g_{20})))),`$
$`g_{21n}`$ $`=`$ $`((1+d^2)(3(4d+4d^2+d^3)g_{10}(2(2+d^2)g_{10}`$
$``$ $`(43d+d^2)g_{20})\times `$
$`\times `$ $`((6e_{31}+d^2(1+2e_{31})2(1+e_{41})+3d(1+2e_{31}+e_{41}))g_{10}`$
$``$ $`((2+3d+d^2)e_{11}`$
$`+`$ $`(2+d)e_{21}6e_{31}6de_{31}2d^2e_{31}+2e_{41}3de_{41})g_{20})`$
$`+`$ $`d(4+d)((4+6e_{31}+d^2(2+3e_{31})+6e_{41}+d(8+12e_{31}+3e_{41}))g_{10}^2`$
$`+`$ $`(2+d^2(12e_{11})4e_{11}4e_{21}6e_{31}+d(18e_{11}2e_{21}+6e_{31}3e_{41})`$
$`+`$ $`18e_{41})g_{10}g_{20}+((2+d+d^2)e_{11}+(10+d)e_{21}3(4e_{31}+2de_{31}+d^2e_{31}`$
$``$ $`4e_{41}+2de_{41}))g_{20}^2)(8(2+d)ϵ+3(1+d)^2(1+d)(2g_{10}+g_{20})))),`$
$`g_{21d}`$ $`=`$ $`3(1+d)^2d(4+5d+d^2)(4d+4d^2+d^3)g_{10}(2(2+d^2)g_{10}`$
$``$ $`(43d+d^2)g_{20})+d(4+d)^2(8(2+d)ϵ`$
$`+`$ $`3(1+d)^2(1+d)(2g_{10}+g_{20}))(d^2(8\delta +3g_{10})4(g_{10}+g_{20})`$
$``$ $`3d^3(g_{10}+2g_{20})+d^4(g_{10}+4g_{20})+d(16\delta +3g_{10}+6g_{20})),`$
$`g_{12n}`$ $`=`$ $`3(1+d^2)g_{10}(3d^5(g_{10}+g_{20})((1+3e_{32}+2e_{42})g_{10}`$
$``$ $`(2e_{12}+e_{22}3e_{32}2e_{42})g_{20})8(g_{10}+g_{20})((1+3e_{32}e_{42})g_{10}`$
$``$ $`(e_{12}e_{22}3e_{32}+e_{42})g_{20})`$
$`+`$ $`d^6(g_{10}+g_{20})(3e_{12}g_{20}+5e_{32}(g_{10}+g_{20}))`$
$`+`$ $`d^3(((g_{10}+g_{20})(3(1+3e_{32}2e_{42})g_{10}`$
$`+`$ $`(4e_{12}+3(e_{22}+3e_{32}2e_{42}))g_{20}))`$
$`+`$ $`8\delta ((1+10e_{32}+3e_{42})g_{10}(5e_{12}+e_{22}10e_{32}3e_{42})g_{20}))`$
$`+`$ $`2d(((g_{10}+g_{20})((3+6e_{42})g_{10}(e_{12}+3e_{22}6e_{42})g_{20}))`$
$`+`$ $`16\delta ((1+3e_{32}e_{42})g_{10}(e_{12}e_{22}3e_{32}+e_{42})g_{20}))`$
$`+`$ $`d^4(((g_{10}+g_{20})((3+15e_{32}+8e_{42})g_{10}`$
$`+`$ $`(10e_{12}3e_{22}+15e_{32}+8e_{42})g_{20}))`$
$`+`$ $`8\delta ((e_{12}g_{20})+2e_{32}(g_{10}+g_{20})))+d^2((g_{10}+g_{20})((5+34e_{32})g_{10}`$
$`+`$ $`(15e_{12}+5e_{22}+34e_{32})g_{20})+16\delta (9e_{32}(g_{10}+g_{20})`$
$`+`$ $`2(2e_{12}g_{20}+e_{42}(g_{10}+g_{20}))))),`$
$`g_{12d}`$ $`=`$ $`g_{11d},`$
$`g_{22n}`$ $`=`$ $`((1+d^2)(3(4d+4d^2+d^3)g_{10}(2(2+d^2)g_{10}`$
$``$ $`(43d+d^2)g_{20})((2+6e_{32}+2d^2e_{32}2e_{42}+d(1+6e_{32}+3e_{42}))g_{10}`$
$``$ $`((2+3d+d^2)e_{12}+(2+d)e_{22}`$
$``$ $`6e_{32}6de_{32}2d^2e_{32}+2e_{42}3de_{42})g_{20})`$
$`+`$ $`d(4+d)((4+6e_{32}+3d^2e_{32}+6e_{42}+d(2+12e_{32}+3e_{42}))g_{10}^2`$
$``$ $`(10+4e_{12}+2d^2e_{12}+4e_{22}+6e_{32}18e_{42}`$
$`+`$ $`d(1+8e_{12}+2e_{22}6e_{32}+3e_{42}))g_{10}g_{20}`$
$`+`$ $`((2+d+d^2)e_{12}+(10+d)e_{22}3(4e_{32}+2de_{32}+d^2e_{32}`$
$``$ $`4e_{42}+2de_{42}))g_{20}^2)(8(2+d)ϵ+3(1+d)^2(1+d)(2g_{10}+g_{20})))),`$
$`g_{22d}`$ $`=`$ $`g_{21d},`$
$`e_{11n}`$ $`=`$ $`(g_qg_sp_2)(g_pg_s(m_4n_2m_3n_3)p_1`$
$`+`$ $`+g_{10}g_o((m_4n_1+m_1n_3)p_4(m_3n_1+m_1n_2)p_5)),`$
$`e_d`$ $`=`$ $`g_s^3(m_4n_2m_3n_3)p_1p_2+g_{20}g_og_q((m_4n_1+m_1n_3)p_4+(m_3n_1+m_1n_2)p_5)`$
$`+`$ $`g_{20}g_og_s((m_1n_3p_2+m_4n_1(p_1+p_2))p_4+m_3n_1p_1p_5m_3n_1p_2p_5`$
$``$ $`m_1n_2p_2p_5+m_2p_1(n_3p_4n_2p_5))+g_k(g_qg_s((m_4n_2)+m_3n_3)`$
$`+`$ $`g_{20}g_o(m_4n_1p_4m_2n_3p_4m_3n_1p_5+m_2n_2p_5)),`$
$`e_{12n}`$ $`=`$ $`(g_qg_sp_2)(g_pg_s(m_4n_2m_3n_3)p_2`$
$`+`$ $`+g_{10}g_o(m_4n_1p_4+m_2n_3p_4+m_3n_1p_5m_2n_2p_5)),`$
$`e_{21n}`$ $`=`$ $`(g_kg_sp_1)(g_pg_s(m_4n_2m_3n_3)p_1`$
$`+`$ $`+g_{10}g_o(m_4n_1p_4+m_1n_3p_4m_3n_1p_5m_1n_2p_5)),`$
$`e_{22n}`$ $`=`$ $`(g_kg_sp_1)(g_pg_s(m_4n_2m_3n_3)p_2`$
$`+`$ $`g_{10}g_o(m_4n_1p_4+m_2n_3p_4+m_3n_1p_5m_2n_2p_5)),`$
$`e_{31n}`$ $`=`$ $`g_{20}g_pg_sp_1(g_km_4n_1+g_qm_4n_1+g_qm_1n_3+g_km_2n_3+g_sm_4n_1p_1`$
$``$ $`g_sm_2n_3p_1g_sm_4n_1p_2g_sm_1n_3p_2)+g_{10}(g_sp_1(g_s^2(m_4n_1+m_1n_3)p_2`$
$``$ $`g_{20}g_o(m_1+m_2)n_1p_5)+g_k((g_qg_s(m_4n_1+m_1n_3))`$
$`+`$ $`g_{20}g_o(m_1+m_2)n_1p_5)),`$
$`e_{32n}`$ $`=`$ $`g_{20}g_pg_sp_2(g_km_4n_1+g_qm_4n_1+g_qm_1n_3+g_km_2n_3+g_sm_4n_1p_1`$
$``$ $`g_sm_2n_3p_1g_sm_4n_1p_2g_sm_1n_3p_2)+g_{10}(g_kg_qg_s(m_4n_1m_2n_3)`$
$`+`$ $`g_s^3(m_4n_1+m_2n_3)p_1p_2g_{20}g_og_q(m_1+m_2)n_1p_5`$
$`+`$ $`g_{20}g_og_s(m_1+m_2)n_1p_2p_5),`$
$`e_{41n}`$ $`=`$ $`g_{20}g_pg_sp_1(g_km_3n_1+g_qm_3n_1+g_qm_1n_2+g_km_2n_2+g_sm_3n_1p_1`$
$``$ $`g_sm_2n_2p_1g_sm_3n_1p_2g_sm_1n_2p_2)+g_{10}(g_sp_1(g_s^2(m_3n_1+m_1n_2)p_2`$
$``$ $`g_{20}g_o(m_1+m_2)n_1p_4)+g_k((g_qg_s(m_3n_1+m_1n_2))`$
$`+`$ $`g_{20}g_o(m_1+m_2)n_1p_4)),`$
$`e_{42n}`$ $`=`$ $`g_{20}g_pg_sp_2(g_km_3n_1+g_qm_3n_1+g_qm_1n_2+g_km_2n_2+g_sm_3n_1p_1`$
$``$ $`g_sm_2n_2p_1g_sm_3n_1p_2g_sm_1n_2p_2)+g_{10}(g_kg_qg_s(m_3n_1m_2n_2)`$
$`+`$ $`g_s^3(m_3n_1+m_2n_2)p_1p_2g_{20}g_og_q(m_1+m_2)n_1p_4`$
$`+`$ $`g_{20}g_og_s(m_1+m_2)n_1p_2p_4),`$
where

$`l_1`$ $`=`$ $`24+16d22d^216d^32d^4,`$
$`m_1`$ $`=`$ $`4816d52d^2+16d^3+4d^4,`$
$`m_2`$ $`=`$ $`4880d+60d^2+96d^310d^416d^52d^6,`$
$`m_3`$ $`=`$ $`48+112d+32d^2130d^3+14d^4+18d^5+2d^6,`$
$`m_4`$ $`=`$ $`48+104d62d^2127d^3+11d^4+23d^5+3d^6,`$
$`n_1`$ $`=`$ $`48+56d40d^256d^38d^4,`$
$`n_2`$ $`=`$ $`48+104d32d^2104d^316d^4,`$
$`n_3`$ $`=`$ $`48+16d+10d^241d^3+35d^4+25d^5+3d^6,`$
$`o_1`$ $`=`$ $`267d27d^2+7d^3+d^4,`$
$`o_2`$ $`=`$ $`12+12d^2,`$
$`p_1`$ $`=`$ $`9664d+88d^2+64d^3+8d^4,`$
$`p_2`$ $`=`$ $`9664d+124d^2+82d^326d^418d^52d^6,`$
$`p_3`$ $`=`$ $`96+40d140d^260d^3+42d^4+20d^5+2d^6,`$
$`p_4`$ $`=`$ $`144+96d132d^296d^312d^4,`$
$`p_5`$ $`=`$ $`144+96d186d^2123d^3+39d^4+27d^5+3d^6,`$
$`p_6`$ $`=`$ $`24d52d^2+4d^3+50d^4+20d^5+2d^6,`$
$`p_7`$ $`=`$ $`96+16d192d^256d^3+92d^4+40d^5+4d^6,`$
$`q_1`$ $`=`$ $`96+16d156d^238d^3+58d^4+22d^5+2d^6,`$
$`r_1`$ $`=`$ $`244d36d^2+2d^3+12d^4+2d^5,`$
$`r_2`$ $`=`$ $`12+2d18d^23d^3+6d^4+d^5,`$
$`r_3`$ $`=`$ $`126d18d^2+5d^3+6d^4+d^5,`$
$`g_s`$ $`=`$ $`g_{10}+g_{20},`$
$`g_p`$ $`=`$ $`g_{10}+g_{10}^2/g_{20},`$
$`g_k`$ $`=`$ $`(g_{10}^2p_3)/g_{20}+g_{20}p_6+g_{10}p_7,`$
$`g_q`$ $`=`$ $`((dg_{20}^2l_1)+g_{10}(g_{10}p_3+g_{20}q_1))/g_{20},`$
$`g_o`$ $`=`$ $`g_s^2/g_{20}.`$
Stability of the fixed point is determined by the $`(2\times 2)`$ block of the stability matrix which corresponds to $`\beta `$-functions of $`\alpha _5`$ and $`\chi _3`$. The eigenvalue which responds for instability has the form:

$`\lambda =\lambda _0+\lambda _1\alpha _1+\lambda _2\alpha _2,`$
where

$`\lambda _0`$ $`=`$ $`{\displaystyle \frac{dg_{20}(g_{10}+g_{20})o_1\sqrt{t_1}+g_{10}g_{20}r_1+g_{10}^2r_2+g_{20}^2r_3}{8d(12+8d^2+d^2)g_{20}}},`$
$`\lambda _1`$ $`=`$ $`{\displaystyle \frac{\lambda _{1n}}{\lambda _d}},`$
$`\lambda _{1n}`$ $`=`$ $`dg_{20}^2(g_{11}+g_{21})o_1\sqrt{t_1}+g_{20}\left(t_2+g_{11}\sqrt{t_1}\left(g_{20}r_1+2g_{10}r_2\right)\right)`$
$`+`$ $`g_{21}\sqrt{t_1}\left(\sqrt{t_1}g_{10}^2r_2+g_{20}^2r_3\right),`$
$`\lambda _d`$ $`=`$ $`8d(12+8d+d^2)g_{20}^2\sqrt{t_1},`$
$`\lambda _2`$ $`=`$ $`{\displaystyle \frac{\lambda _{2n}}{\lambda _d}},`$
$`\lambda _{2n}`$ $`=`$ $`dg_{20}^2(g_{12}+g_{22})o_1\sqrt{t_1}+g_{20}\left(t_3+g_{12}\sqrt{t_1}\left(g_{20}r_1+2g_{10}r_2\right)\right)`$
$`+`$ $`g_{22}\sqrt{t_1}\left(\sqrt{t_1}g_{10}^2r_2+g_{20}^2r_3\right),`$
with

$`t_1`$ $`=`$ $`d^2g_{20}^2(g_{10}+g_{20})^2(o_1^24o_2^2)2dg_{20}o_1(g_{10}+g_{20})\times `$
$`\times `$ $`(g_{10}g_{20}r_1+g_{10}^2r_2+g_{20}^2r_3)+(g_{10}g_{20}r_1+g_{10}^2r_2+g_{20}^2r_3)^2,`$
$`t_2`$ $`=`$ $`2(d^2g_{20}(g_{10}+g_{20})(g_{11}g_{20}+(g_{10}+2g_{20})g_{21})(o_1^24o_2^2)`$
$`+`$ $`(g_{10}g_{20}r_1+g_{10}^2r_2+g_{20}^2r_3)(g_{11}g_{20}r_1+g_{10}g_{21}r_1+2g_{10}g_{11}r_2`$
$`+`$ $`2g_{20}g_{21}r_3)do1(g_{10}^3g_{21}r_2+g_{10}^2g_{20}(3g_{11}r_2+2g_{21}(r_1+r_2))`$
$`+`$ $`g_{20}^3(4g_{21}r_3+g_{11}(r_1+r_3))+g_{10}g_{20}^2(2g_{11}(r_1+r_2)+3g_{21}(r_1+r_3)))),`$
$`t_3`$ $`=`$ $`2(d^2g_{20}(g_{10}+g_{20})(g_{12}g_{20}+(g_{10}+2g_{20})g_{22})(o_1^24o_2^2)`$
$`+`$ $`(g_{10}g_{20}r_1+g_{10}^2r_2+g_{20}^2r_3)(g_{12}g_{20}r_1+g_{10}g_{22}r_1+2g_{10}g_{12}r_2`$
$`+`$ $`2g_{20}g_{22}r_3)do_1(g_{10}^3g_{22}r_2+g_{10}^2g_{20}(3g_{12}r_2+2g_{22}(r_1+r_2))`$
$`+`$ $`g_{20}^3(4g_{22}r_3+g_{12}(r_1+r_3))+g_{10}g_{20}^2(2g_{12}(r_1+r_2)+3g_{22}(r_1+r_3)))).`$
borderline dimension $`d_c`$ is defined as a solution of the equation

$`\lambda (d_c,ϵ,\alpha _1,\alpha _2)=0.`$