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# Uniting Bose-Einstein condensates in optical resonators

## Abstract

The relative phase of two initially independent Bose-Einstein condensates can be laser cooled to unite the two condensates by putting them into a ring cavity and coupling them with an internal Josephson junction. First, we show that this phase cooling process already appears within a semiclassical model. We calculate the stationary states, find regions of bistable behavior and suggest a Ramsey-type experiment to measure the build up of phase coherence between the condensates. We also study quantum effects and imperfections of the system.

During recent years Bose-Einstein condensates (BEC) of Alkali atoms and Hydrogen have been produced and studied extensively in the laboratory experiments . In view of potential applications, such as the generation of bright beams of coherent matter waves (atom laser), a central goal has been the formation of condensates with a number of atoms as large as possible. It is thus of particular interest to study a scenario where this goal is achieved by uniting two (or more) independently grown condensates to form one large single condensate. Physically speaking, two independently formed condensates are characterized by a random relative phase of their macroscopic wave functions. A “fusion” of two condensates thus amounts to locking the relative phase in a dissipative process. Below we will study such a mechanism in the context of optical Cavity QED QCED . In our schemes two condensates in different internal atomic states are coupled by lasers in a Raman configuration (internal Josephson effect JJ ), and in addition to a lossy optical cavity, which provides an effective zero temperature reservoir. As a result, we obtain a damping mechanism for the relative condensate phase. A physical picture behind this cooling mechanism can be given by establishing a formal analogy of the dynamical equations describing this “laser cooling” of the relative phase, and the recently discussed cavity assisted laser cooling of the motional degrees of freedom of atoms or molecules singleatomcool .

We consider two equally large, independently produced BECs, where the atoms of the individual condensates are the same species but in two different hyperfine states $`|1`$ and $`|2`$. The elements of the one-body density matrix are given by $`\rho _{kl}(𝐱,𝐱^{})=\psi _l^{}(𝐱^{})\psi _k(𝐱)`$ DensMat . Here, $`\psi _k(𝐱)`$ is a bosonic field operator which annihilates a particle at position $`𝐱`$ and in hyperfine state $`|k`$, and $`k,l\{1,2\}`$. The one-body density matrix of these two independent condensates has vanishing off diagonal elements $`\rho _{12}(𝐱,𝐱^{})=0`$, and two dominant eigenvalues of approximately $`N/2`$, where $`N`$ is the total particle number. The diagonal terms can then be written as $`\rho _{kk}(𝐱,𝐱^{})N\phi _k^{}(𝐱^{})\phi _k(𝐱)/2`$, with $`\phi _k(𝐱)`$ the wave function of the condensate in state $`|k`$. There is thus no phase-coherence between the two different condensates and any attempt to measure a relative condensate phase $`\mathrm{\Phi }`$ will produce a random result JJ . Here we study the possibility of building up and locking the phase $`\mathrm{\Phi }`$ by (i) an internal atomic Josephson junction (JJ) JJ ; JILARams  transferring atoms between the two initial condensates, and (ii) coupling the atoms to a dissipative ring cavity Sols . The final result is that for experimentally relevant parameters the phase $`\mathrm{\Phi }`$ develops towards a stationary value on a time scale of a few trap oscillation periods. This is reflected by one dominant eigenvalue of approximately $`N`$ of $`\rho _{kl}(𝐱,𝐱^{})`$. The corresponding condensate mode may be an electronic superposition state. In this sense we have thus joined two condensates together to form one larger condensate.

The internal JJ JJ  is realized by coupling the two hyperfine states $`\{|1,|2\}`$ by a Raman transition with detuning $`\mathrm{\Delta }`$ and effective Rabi frequency $`\mathrm{\Omega }`$ (cf. Fig. 1). We assume $`\mathrm{\Omega }`$ to be real, positive, and $`𝐱`$ independent, i.e. there is negligible momentum transfer to the condensates due to the Raman lasers. In second quantized form the Hamiltonian $`H_{\mathrm{BEC}}=H_1+H_2+H_L`$ JJ  is given by (with $`\mathrm{}=1`$)

$`H_k=`$ $`{\displaystyle 𝑑𝐱\psi _k^{}\left(\frac{^2}{2m}+V+\underset{l}{}\frac{u_{kl}}{2}\psi _l^{}\psi _l\right)\psi _k},`$ (1a)
$`H_L=`$ $`{\displaystyle }d𝐱[\mathrm{\Delta }\psi _1^{}\psi _1+({\displaystyle \frac{\mathrm{\Omega }}{2}}\psi _1^{}\psi _2+\mathrm{h}.\mathrm{c}.)],`$ (1b)
where $`\psi _{1,2}\psi _{1,2}(𝐱)`$, $`VV(𝐱)`$ the trapping potential; we have suppressed $`𝐱`$ for notational convenience. We assume the trapping potential to be harmonic with frequency $`\omega `$ and the mass of the atoms to be $`m`$. Two-particle interactions are characterized by $`u_{kk}=4\pi a_k/m`$ where $`a_k`$ is the $`s`$-wave scattering length of atoms in condensate $`k`$ and by $`u_{12}=u_{21}=4\pi a_{12}/m`$ with $`a_{12}`$ the interspecies $`s`$-wave scattering length. We restrict ourselves to the case where $`a_1a_2>a_{12}^2`$, i.e. to two stable strongly overlapping condensates JJ .

The ring cavity mode couples the state $`|2`$ to an auxiliary excited atomic state $`|3`$, with detuning $`\delta _c`$ and coupling strength $`g_c(𝐱)`$, which decays at a rate $`\kappa `$. We also add a classical laser field driving the $`|1`$ to $`|3`$ transition with Rabi frequency $`\mathrm{\Omega }_1(𝐱)`$ and detuning $`\delta _1`$ (cf. Fig. 1). Adiabatically eliminating the internal state $`|3`$ (which requires $`\delta _1\mathrm{\Omega }_1(𝐱)`$ and $`\delta _cg_c(𝐱)|C|`$, with $`|C|`$ the square root of the number of photons in the cavity) we obtain the following master equation with $`H=H_{\mathrm{BEC}}+H_C`$:

$$\dot{\rho }=i[H,\rho ]+\frac{\kappa }{2}\left(2c\rho c^{}c^{}c\rho \rho c^{}c\right),$$
(2)
where $`c`$ is the annihilation operator of a photon in the cavity mode, $`\nu =\delta _c\delta _1\mathrm{\Delta }`$ is the effective cavity detuning, and

$$H_C=d𝐱[g(𝐱)c\psi _1^{}\psi _2+\mathrm{h}.\mathrm{c}.]+\nu c^{}c.$$
(3)
The effective coupling of the condensates to the cavity is given by $`g(𝐱)=\mathrm{\Omega }_1(𝐱)g_c(𝐱)/2\delta _1`$. In a ring cavity the spatial dependences of $`\mathrm{\Omega }_1(𝐱)`$ and $`g_c(𝐱)`$ can be made to almost cancel each other. There is thus negligible momentum transfer to the atoms due to the coupling to the cavity, and we may set $`g(𝐱)=g`$, where $`g`$ is $`𝐱`$ independent, real, and positive.

We derive equations of motion for the operators $`\psi _k(𝐱)`$ and $`c`$. First we study laser cooling of the phase $`\mathrm{\Phi }`$ in a semiclassical model before returning to the full quantum model below. In the semiclassical model we assume $`N1`$ and replace the operators $`\psi _k(𝐱)`$ and $`c`$ by the c-numbers $`\mathrm{\Psi }_k(𝐱)`$ and $`C`$, respectively. We define $`C_1=C`$, $`C_2=C^{}`$, denote the Kronecker delta by $`\delta _{k1}`$ and find

$`\dot{\mathrm{\Psi }}_k=`$ $`i\left({\displaystyle \frac{^2}{2m}}+V+{\displaystyle \underset{l}{}}u_{kl}\left|\mathrm{\Psi }_l\right|^2\right)\mathrm{\Psi }_k`$
$`i\left(gC_k+{\displaystyle \frac{\mathrm{\Omega }}{2}}\right)\mathrm{\Psi }_{lk}i\mathrm{\Delta }\delta _{k1}\mathrm{\Psi }_k,`$ (4a)
$`\dot{C}=`$ $`i{\displaystyle 𝑑𝐱g\mathrm{\Psi }_2^{}\mathrm{\Psi }_1}\left(i\nu +{\displaystyle \frac{\kappa }{2}}\right)C.`$ (4b)
In terms of this semiclassical framework the initial independence of the two condensates is modelled by a random initial phase, i.e. $`\rho _{kl}(𝐱,𝐱^{})\mathrm{\Psi }_l^{}(𝐱^{})\mathrm{\Psi }_k(𝐱)_{\mathrm{cl}}`$. Here $`\mathrm{}_{\mathrm{cl}}`$ is the stochastic average over relative phases $`\mathrm{\Phi }`$ which are initially equally distributed between $`[0,2\pi ]`$. Apart from the relative phase the initial conditions for solving Eqs. (4) are assumed to be identical.

For analytical calculations our numerical studies (see below) suggest the two mode ansatz (with $`\phi (𝐱)`$ a fixed and normalized wave function) $`\mathrm{\Psi }_k(𝐱)=\sqrt{N_k}\phi (𝐱)\mathrm{exp}(i\mathrm{\Phi }_k)`$, where $`N_k`$ is the expectation value of the number of particles in state $`|k`$, and $`\mathrm{\Phi }_k`$ is an $`𝐱`$ independent total phase. Within this semiclassical two mode model we find:

$`\dot{\mathrm{\Phi }}=`$ $`\mu _2\mu _1\mathrm{\Delta }+\left(\sqrt{{\displaystyle \frac{N_1}{N_2}}}\sqrt{{\displaystyle \frac{N_2}{N_1}}}\right)\mathrm{Re}\{\alpha \},`$ (5a)
$`\dot{P}_\mathrm{\Phi }=`$ $`2\sqrt{N_1N_2}\mathrm{Im}\left\{\alpha \right\},`$ (5b)
$`\dot{C}=`$ $`i\sqrt{N_1N_2}ge^{i\mathrm{\Phi }}\left(i\nu +{\displaystyle \frac{\kappa }{2}}\right)C,`$ (5c)
where we have defined $`\mathrm{\Phi }=\mathrm{\Phi }_1\mathrm{\Phi }_2`$, $`P_\mathrm{\Phi }=(N_2N_1)/2`$ and $`\alpha =(gC+\mathrm{\Omega }/2)\mathrm{exp}(i\mathrm{\Phi })`$. The chemical potentials $`\mu _k`$ are defined by

$$\mu _k=𝑑𝐱\phi \left(\frac{^2}{2m}+V+\underset{l}{}u_{kl}N_l\left|\phi \right|^2\right)\phi .$$
(6)
To make contact with the resistively shunted junction model JJ , often used in describing JJs we set $`u_{11}=u_{22}`$, and assume $`N2|P_\mathrm{\Phi }|`$ and $`NU\{\mathrm{\Omega },gC\}`$, which can be enforced by adjusting the laser parameters correspondingly. Here $`U=(u_{11}u_{12})𝑑𝐱|\phi (𝐱)|^4`$. We further simplify Eqs. (5) by adiabatically eliminating the cavity mode $`C`$ to second order, valid when $`\kappa \{g\sqrt{N},UN\}`$, and derive an intuitively appealing damping equation for a fictitious particle moving along a coordinate $`\mathrm{\Phi }`$ (with $`M=1/2U`$),

$$M\ddot{\mathrm{\Phi }}+a_r\dot{\mathrm{\Phi }}+\frac{\mathrm{\Omega }N}{2}\mathrm{sin}(\mathrm{\Phi })=F_d.$$
(7)
The particle moves in a potential $`V(\mathrm{\Phi })=\mathrm{\Omega }N\mathrm{cos}(\mathrm{\Phi })/2+F_d\mathrm{\Phi }`$ where $`F_d=g^2N^2\kappa /(\kappa ^2+4\nu ^2)`$ is a constant force. This potential has minima at $`\mathrm{\Phi }=(2n+1)\pi \mathrm{arcsin}(\mathrm{\Omega }_c/\mathrm{\Omega })`$ with integer $`n`$ for $`\mathrm{\Omega }>\mathrm{\Omega }_c=2F_d/N`$. Close to a minimum $`V(\mathrm{\Phi })`$ is harmonic with frequency $`\overline{\omega }^2=UN\sqrt{\mathrm{\Omega }^2\mathrm{\Omega }_c^2}`$. The motion of the particle in $`V(\mathrm{\Phi })`$ is damped with a friction coefficient $`a_r=\nu g^2N^2\kappa /2\left(\kappa ^2/4+\nu ^2\right)^2`$. From Eq. (7) we easily find the damping time scale of the relative phase $`\mathrm{\Phi }`$, which is given by $`\tau =2M/a_r`$. Note that cooling of the phase towards a minimum of the potential occurs only for $`a_r>0`$ which requires a cavity detuning of $`\nu >0`$ and that both $`F_d`$ and $`a_r`$ are induced by the cavity damping rate $`\kappa `$.

If $`NU\{\mathrm{\Omega },gC\}`$ Eq. (7) no longer holds. However, from Eqs. (5) we can still find an approximate expression for $`\tau `$ which has a minimum at $`\mathrm{\Omega }=\mathrm{\Omega }_m=[(4\nu ^2\kappa ^2+2\sqrt{\kappa ^4+4\nu ^2\kappa ^2+16\nu ^4})/12]^{1/2}`$. This case corresponds to the Rabi-oscillation limit JJ .

We now determine the stationary solutions of our semiclassical two mode model \[Eqs. (5)\] which are characterized by $`\dot{C}=0`$, $`\dot{P}_\mathrm{\Phi }=0`$ and by $`\dot{\mathrm{\Phi }}=0`$. Writing $`C=|C|\mathrm{exp}(i\mathrm{\Phi }_c)`$ we find the following conditions:

$`2g\sqrt{N_1N_2}\mathrm{sin}(\mathrm{\Phi }\mathrm{\Phi }_c)=`$ $`\kappa |C|,`$ (8a)
$`g\sqrt{N_1N_2}\mathrm{cos}(\mathrm{\Phi }\mathrm{\Phi }_c)=`$ $`\nu |C|,`$ (8b)
$`\mathrm{\Omega }\sqrt{N_1N_2}\mathrm{sin}\mathrm{\Phi }=`$ $`\kappa |C|^2,`$ (8c)
$`\sqrt{N_1N_2}\left(\mu _1+\mathrm{\Delta }\mu _2\right)=`$ $`(N_1N_2)\mathrm{Re}\{\alpha \}.`$ (8d)
We set the macroscopic wave function $`\phi (𝐱)=\phi _0(𝐱)`$ where $`\phi _0(𝐱)`$ is found from numerically solving Eqs. (4a) for $`N_1=N_2`$ with all the lasers turned off ($`\mathrm{\Omega }=g=\mathrm{\Delta }=0`$) for the ground state. Thus we find $`\mu _2\mu _1=U(N_2N_1)`$. As shown in Fig. 2 we obtain one stable (unstable) branch A (B) of stationary solutions with $`N_1=N_2`$ for $`\mathrm{\Omega }>\mathrm{\Omega }_c`$. For $`\mathrm{\Omega }<\mathrm{\Omega }_T`$, where $`\mathrm{\Omega }_T^2=\mathrm{\Omega }_c^2+[NU+N\nu g^2/(\nu ^2+\kappa ^2/4)]^2`$, there exist stationary solutions with $`N_1N_2`$ where the solutions on branch C (D) with $`N_1<N/2`$ ($`N_1>N/2`$) are stable (unstable). The solutions of branches A and B can also be found from the Josephson model Eq. (7) while branches C and D are beyond the range of validity of Eq. (7). The stability of the stationary solutions is checked by a linear stability analysis of Eqs. (5). We also numerically evolve Eqs. (4) with initial using the two mode ansatz where $`N_1`$, $`N_2`$, $`\mathrm{\Phi }`$, are found from Eqs. (8) and $`\phi (𝐱)=\phi _0(𝐱)`$. In numerically solving Eq. (4) we restrict ourselves to one spatial dimension 1Dpapers . For solutions on branch A these initial conditions are exact stationary solutions of Eqs. (4) and we find them to be numerically stable. The phase $`\mathrm{\Phi }`$ always evolves towards its stationary value. Therefore solutions on branch A are best suited for uniting two condensates. On branch C with $`N_1N_2`$ which is less interesting for the purpose of laser cooling of the phase $`\mathrm{\Phi }`$ the validity of the two mode ansatz depends on the strength of the two particle interaction. For $`UN<\omega `$ we find good agreement between the numerics and our analytical results while for $`UN>\omega `$ instabilities in the evolution of Eqs. (4) emerge which do not appear in the linear stability analysis of Eqs. (5).

A possible experimental scenario to monitor the locking of the relative phase $`\mathrm{\Phi }`$ is a Ramsey experiment. After time $`t`$ cooling is stopped and a $`\pi /2`$ pulse with phase $`\mathrm{\Phi }_R`$ is applied to the condensates JILARams . This pulse effectively transforms the relative phase $`\mathrm{\Phi }`$ into a difference in occupation numbers. For a well defined phase $`\mathrm{\Phi }`$, by varying $`\mathrm{\Phi }_R`$ we expect to observe maximum fringe visibility $`v=1`$, whereas for an undefined, effectively random phase $`v=0`$. In terms of the one particle density matrix $`\rho _{kl}(𝐱,𝐱^{})`$ the visibility is given by $`v(𝐱)=2|\rho _{12}(𝐱,𝐱)|/[\rho _{11}(𝐱,𝐱)+\rho _{22}(𝐱,𝐱)]`$ at position $`𝐱`$. Figure 3a shows the visibility $`v=v(𝐱=0)`$ in the center of a one dimensional trap found by numerically solving the semiclassical model \[Eqs. (4)\] against the cooling time $`t`$. As expected $`v`$ does not go to $`1`$ in the bistable region while it tends to $`1`$ for $`\mathrm{\Omega }>\mathrm{\Omega }_T`$. The results agree very well with the semiclassical two mode model Eqs. (5).

So far we have studied a semiclassical version of a Josephson–cavity model, where the atoms and the cavity mode are described by c-number fields. We will investigate now quantum effects within a two-mode model of a JJ JJ . This is obtained from the Hamiltonian (1) with the replacement $`\psi _k(𝐱)=b_k\phi (𝐱)`$ where $`b_k`$ are destruction operators of a particle in electronic state $`|k`$, and $`\phi (𝐱)`$ a (fixed) spatial mode function. We define an operator describing the imbalance in the particle numbers $`p_\varphi =(b_2^{}b_2b_1^{}b_1)/2`$, and its canonical conjugate $`\varphi `$, where $`\varphi `$ has the meaning of a relative phase operator JJ . Projection on the eigenstates of the phase operator, $`|\varphi `$, gives the quantum phase distribution $`p(\varphi )=\mathrm{tr}\{|\varphi \varphi |\rho \}`$. We note that the eigenstates of the phase operator $`|\varphi _me^{im\varphi }|N/2m_1|N/2+m_2`$ are entangled states of particles in the first and second internal state JJ . For small particle numbers and low occupation of the cavity mode, the master equation (2) can be solved directly by quantum Monte Carlo techniques, and the time evolution of the phase distribution can thus be calculated exactly. As an example, Fig. 3b shows the evolution of the phase distribution $`p(\varphi )`$ for $`N=50`$ atoms, $`u_{11}=u_{22}`$, and initially independent condensates, i.e. $`p(\varphi )=1/2\pi `$, obtained from a simulation. During the cooling process $`p(\varphi )`$ builds up around the semiclassical stationary solution for $`\mathrm{\Phi }`$ on the time scale predicted by the semiclassical model, and one finds excellent agreement between the Monte Carlo simulation and the semiclassical model, even for a small number of particles.

The quantum limits of the steady state distribution of the phase can be discussed within a quantum phase model. For $`UN\{\mathrm{\Omega },gc\}`$ the Hamiltonian simplifies to

$$H=U\frac{^2}{\varphi ^2}i\mathrm{\Delta }\frac{}{\varphi }+\frac{\mathrm{\Omega }N}{2}\mathrm{cos}\varphi +\frac{Ng}{2}(ce^{i\varphi }+\mathrm{h}.\mathrm{c}.)+\nu c^{}c.$$
(9)
which describes the motion of a fictitious quantum particle in a $`\mathrm{cos}\varphi `$ phase-potential coupled to a (damped) harmonic oscillator representing the cavity mode. In this picture, cavity assisted phase locking can be understood as “cooling of the motion” of this fictitious particle in the phase potential due to coupling to a damped harmonic oscillator. In fact, the master equation (2) with Hamiltonian (9) is identical to the master equation which have been derived for laser cooling of single atoms or molecules in a high-Q cavity moving in a trapping potential singleatomcool . Analytical expressions for the width of the steady state phase distributions can be given by expanding the Hamiltonian (9) around the semiclassical steady state solutions to second order, and solving for the variance of $`\varphi `$ and $`p_\varphi `$ in the stationary state. We find Omrem

$`\mathrm{\Delta }\varphi ^2`$ $`=`$ $`U{\displaystyle \frac{\kappa ^4+4\kappa ^2(\overline{\omega }^2+2\nu ^2)16\overline{g}^2\nu \overline{\omega }+16\nu ^2(\overline{\omega }^2+\nu ^2)}{8\nu \overline{\omega }(\kappa ^2\overline{\omega }4\overline{g}^2\nu +4\overline{\omega }\nu ^2)}},`$
$`\mathrm{\Delta }p_\varphi ^2`$ $`=`$ $`{\displaystyle \frac{\kappa ^2+4\nu ^2+4\overline{\omega }^2}{32U\nu }},`$ (10)
where $`\overline{g}=Ng\sqrt{U/\overline{\omega }}`$. In the limit of cavity width much larger than the oscillation frequency in the phase potential, $`\kappa \{\overline{\omega },g\}`$, the minimum uncertainty of the phase variance is obtained for the detuning $`\nu =\kappa /2`$, and is given by $`\mathrm{\Delta }\varphi ^2U\kappa /2\overline{\omega }^2U/\overline{\omega }`$. On the other hand, for small cavity damping, $`\{\kappa ,\overline{g}\}\{\nu ,\overline{\omega }\}`$, we find $`\mathrm{\Delta }\varphi ^2U/\overline{\omega }`$ and $`\mathrm{\Delta }p_\varphi ^2\overline{\omega }/4U`$ for $`\nu =\overline{\omega }`$. By analogy with laser cooling we can identify the first limit with the Doppler regime, where a semiclassical description is valid and the final temperature is $`kT=\kappa /2`$, whereas the second case corresponds to the sideband cooling limit, where the particle is cooled to the vibrational ground state, i.e. we have a minimum uncertainty state ($`T=0)`$.

The above results were obtained for space independent couplings $`g(𝐱)=g`$ and $`\mathrm{\Omega }(𝐱)=\mathrm{\Omega }`$. However, due to imperfections absorption and emission of photons may lead to a small momentum transfer to the condensates resulting in spatial perturbations to the positional condensate mode $`\phi (𝐱)`$. A detailed analysis shows that these perturbations are damped away with a cooling mechanism similar to the phase cooling described above SimonCool .

In summary, we have shown that by coupling two condensates to a dissipative ring cavity we can “laser cool” the relative phase between two initially independent condensates without loss of particles.

We thank R. Ballagh, R. Dum, P. Horak, and H. Ritsch for discussions. Research supported by the Austrian and European Science Foundation, and by the TMR networks ERB-FMRX-CT96-0087 and ERBFMRX-CT96-0002.


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# 1 Introduction

## 1 Introduction

The concepts of chaos, nonlinearity and fractal can be applied to a number of properties of proteins. Recently, there has been a rapid accumulation of new information in this area . However, since proteins are finite systems, although highly inhomogeneous in their structure, their fractal description can only be true in an average or statistical sense. Even if a fractal description is applicable, the question, ’What new insight does it provide?’ is sometimes necessary to answer. For proteins this answer is not always clear and straightforward. Nevertheless, deterministic chaos if detected offers a striking explanation for irregular behaviour and anomalies in the protein structure which can not be attributed to the randomness alone.

A protein consists of a polypeptide chain that is made up of residues of amino acids (20 commonly occuring that differ in their side-chains) linked together by peptide bonds. What distinguishes different proteins, other than the number of amino acids, is the sequence of amino acids, referred to as the primary structure of the protein, in the polypeptide chain. From the analysis of many protein structures determined by X-ray crystalography, it is found that the folding of portions of the polypeptide chain often has certain regularities, referred to as elements of secondary structure. The most important secondary structural elements are the $`\alpha `$-helices and $`\beta `$-pleated sheets. The $`\alpha `$-helix is a compact rod like structure, whereas the $`\beta `$\- sheet is an extended structure. Since globular proteins have finite size , the secondary structural elements ( $`\alpha `$-helix , $`\beta `$-sheet) are also limited in lenght. Hence the validity of a fractal description as applied to these structures must be taken with care.

In this paper we shall, as one of the tests for nonlinearity, calculate the fractal dimensions for different secondary structure elements of proteins ($`\alpha `$-helices and $`\beta `$-sheets). We shall show that fractal dimensions can be used to discriminate an $`\alpha `$-helix from a $`\beta `$-sheet. We shall also show how the two-dimensional embedding of the structure can produce an attractor type behavior. The paper is organized in the following way. In Section 1. we introduce the basic mathematical tools necessary for nonlinear analysis of finite protein sequences treated as finite time series. In Section 2. we apply this formalism to DNA/RNA and protein sequences and study a particular aspect of it by finding the fractal dimensions of $`\alpha `$-helices and $`\beta `$-sheets using the Hurst exponent approach  which measures the smoothness of a sequence.

## 2 Nonlinear analysis of finite sequences

The most direct link between chaos theory and the real world is the analysis of measured signals/ time series in terms of nonlinear dynamics. In this sense, each nucleotide sequence is represented by a string of suitably chosen numbers u(n), n = 1,…,N which give a novel representation of a sequence that can be further studied using techniques derived from nonlinear analysis . Next step is to detect and quantify possibly complicated structures in a sequence which are real and not just random fluctuations. The most convincing argument for the presence of some pattern in the sequence is if it can be used to give an improved prediction of a next term in the sequence. A simple prediction algorithms always assume some deterministic structure in the sequence which can be either linear based on the assumption that the next observation is given approximatelly by a linear combinations of the previous ones plus noise, $`\xi `$, i.e.,

$$u(n+1)=a_0+\underset{k=1}{\overset{m}{}}a_ku(nm+k)+\xi (n),$$
(1)
or nonlinear

$$u(n+1)=F[u(n)+\xi (n)]$$
(2)
where the mapping F is usually an unknown nonlinear function. In that case some additional assumption about the properties of F (e.g., continuity) and $`\xi (n)`$ (e.g., white noise) should be made. One test for nonlinearity is to compare the linear and nonlinear models to see which more accurately predict the next term in the sequence . However, in cases where the considered sequences are not manifestly deterministic and are in addition finite and noisy like in biology, physiology and medicine the usefulness of chaos theory becomes controversal.

It is clear that, a priori, we cannot assume existence of deterministic chaos for any real data that are finite and noisy. The crutial step in resolving this problem is to look for signatures of determinism which can tell us how far we are from the linear case and how close we are to the nonlinear deterministic case. The usual estimators of nonlinearity are:

* nonstationarity
* fractal dimensions
* phase space embeddings
* Lyapunov exponents.

### 2.1 Nonstationarity

A scientific measurement of any kind is only useful if it is reproducible, at least in principle. Reproducibily is closely connected with the problem of stationarity of sequence measurements. If the process under observation is a probabilistic one, it will be characterised by probability distributions. Stationarity means that they are independent of time translations.

Almost all methods of time series analysis,linear or nonlinear, require some kind of stationarity. For finite sequences the stationarity is not well defined and dependents on the lenght of the sequence. Most of the tests for stationarity are based on the estimate of a certain parameter using different segments of a sequence. If the observed variations are outside the expected statistical fluctuations ( standard error), the sequence is considered as nonstationary. In many applications of linear statistics, weak stationarity is assumed which means that the mean and the variance of a sequence are constant. Strict stationarity in addition also requires that the sequence is normally distributed. Therefore, the obvious test for nonstationarity is to consider the length dependece of the mean and the variance of different segments of a sequence:

$`\overline{u}_i(l)`$ $`=`$ $`{\displaystyle \frac{1}{l}}{\displaystyle \underset{k=1}{\overset{l}{}}}u(ill+k)`$ (3)
$`\sigma _i^2(l)`$ $`=`$ $`{\displaystyle \frac{1}{l(l+1)}}{\displaystyle \underset{k=1}{\overset{l}{}}}(u(ill+k)\overline{u}_i(l))^2`$ (4)
where the index i denotes the i-th segment of the sequence u(n) having the length l. For these two quantities the ordering of elements inside the segment is irrelevant and thus they cannot give any information about the evolutin of a system. Such information can be obtained from the sample autocorrelation function

$$C(n)=\frac{1}{Nn}\underset{k=1}{\overset{Nn}{}}(u(k)\overline{u})(u(n+k)\overline{u})$$
(5)
which measures, at fixed lag n, how the points u(k) and u(n + k) are distributed in the plane.

Autocorrelation can be detected visually by examining a regression line scatterplot. Distances from the regression line to the actual values represent error. When no autocorrelation exists, dots representing actual values will be randomly scattered around the full length of the series. The value of the autocorrelation function at lag n=0 is the variance $`\sigma ^2`$ of the sequence.

The autocorrelation function C(n) may be used to detect deterministic components masked in a random background because deterministic data usually have long range correlations in which C(n)$`n^\beta `$ for large n, while random data have short-range correlations and C(n) decays exponentialy for large n. Observation of long-range correlations in a sequence may be a first sign for underlying nonlinear dynamics.

Another useful characteristic of nonstationarity is the behaviour of the low-frequency part of the power spectrum which is defined as the Fourier transform of the autocorrelation function C(n). An equivalent definition of the power spectrum is the squared modulus of the Fourier transform of a sequence u(n):

$$P(f)=|\frac{1}{\sqrt{N}}\underset{n=1}{\overset{N}{}}u(n)e^{2\pi ifn}|^2$$
(6)
where the frequencies in physical units are f$``$ fk = k/N, k = -N/2,…,N/2. The relation between the power spectrum P(f) and the autocorrelation function C(n) is known as the Wiener-Khinchin theorem. The sequencies with the power spectra at low frequences proportional to $`|f|^\alpha `$ with positive $`\alpha `$ are considered nonstationary. This trend usually characterizes the most biological signals. White noise is defined by a flat spectrum; it has a spectral exponent $`\alpha `$= 0. When white noise is summed up over n, the result is a random walk process with a spectral exponent $`\alpha `$= 2, known as a brown noise. The intermediate case with $`\alpha `$= 1, known as a pink noise, is encountered in a wide variety of physical, chemical, and biological systems. It implies that all lenght-scales in a sequence, over which 1/f behaviour holds, are equally important. A power spectrum with $`\alpha >`$ 2 is known as a black noise; it governs the phenomena connected with natural and unnatural catastrophes which often come in clusters.

For fractal sequences to be discussed below there is a simple relation between the exponent $`\alpha `$ and the fractal dimension D of the sequence given by $`\alpha `$ = 5 - 2D .

### 2.2 Fractal Dimensions

The recent realization that nonlinear dynamical systems can display deterministic chaos has had a strong influence on the researchers to interpret complex physiological data in terms of chaos. A number of techniques based on concepts from nonlinear dynamics have been proposed . The fractal dimension  as one of them gives a statistical measure of the geometry of the clouds of points. In deterministic chaotic systems the dimension is not always an integer number but fractional. Therefore, fractals are disordered systems whose disorder can be described in terms of noninteger dimensions. The focal point of fractal geometry is the repetition of disorder at all length scales (scale symmetry), or simply, the repetition of structure within structure. There are various ways and levels of precision of defining and calculating the fractal dimensions. We shall present here the calculation of the fractal dimension of an irregular sequence by means of the Hurst’s rescaled range analysis exponent .

For a given sequence u(n), n = 1,…,N the rescaled range is defined as the range R(n) of the sum of the deviations of data from the mean divided by the sample standard deviation S(n). The relevant quantities are defined in the following way. The sample mean over the length n is

$$\overline{u}(n)=\frac{1}{n}\underset{k=1}{\overset{n}{}}u(k),$$
(7)
it is used to construct the accumulated departure X(l,n) of u(k) from the mean $`\overline{u}(n)`$,

$$X(l,n)=\underset{k=1}{\overset{l}{}}[u(k)\overline{u}(n)].$$
(8)
The range R(n) is obtained as the difference between the maximum and the minimum of X(l,n) for fixed n,

$$R(n)=\underset{l}{\mathrm{max}}X(l,n)\underset{l}{\mathrm{min}}X(l,n).$$
(9)
The standard deviation S(n) is estimated from

$$S(n)=\left(\frac{1}{n}\underset{k=1}{\overset{n}{}}[u(k)\overline{u}(n)]^2\right)^{\frac{1}{2}}.$$
(10)
The rescaled range is then the dimensionless ratio R/S. The Hurst exponent H is defined in the range of n where the Hurst law R/S $``$ nH is valid. In general, H is not a constant but a n-dependent quantity which can be estimated using the log(R/S) versus log(n) plot. For these reasons the R/S analysis is considered as robust. The Hurst exponent is used to estimate the smoothness of an irregular sequence. Thus,
if H = 0.5, the behaviour of the sequence is similar to a random walk;
if H$`<`$ 0.5, the sequence is very spiky and is dominated by short-range fluctuations;
if H$`>`$ 0.5, the sequence is less spiky and is dominated by long-range fluctuation.
There is a simple relation between H and the fractal dimension D:

$$D=2H.$$
(11)
H is related to the ”1/f” spectral slope $`\alpha `$ = 2H + 1 and can also be estimaded by means of the Detrendet Fluctuation Analysis (DFA)  used for quantifying the correlation properties in a nonstationary sequence. DFA is based on the computation of a scaling exponent ”d” by means of a modified root mean square analysis of a random walk: d = H + 1.

### 2.3 Phase space embeddings

When analysing a finite sequence u(n), n = 1,…,N, we will almost always have only incomplete information about the underlying dynamical system which may live in a high-dimensional state space. Therefore, in order to construct a dynamical model for a given sequence of data it is necessary first to reconstruct a state space. One technique to do so is, for example, the phase plane embedding or phase portrait of a sequence, which involves plotting u(n + $`\tau `$) vs. u(n) with time lag $`\tau `$ , giving a trajectory in the two-dimensional phase space. Embeddings of a sequence in higher dimensional phase space rest on the assumption that a genuine trajectory x(t) of a dynamical system is a state vector in a d-dimensional space. The delay embedding theorem by Takens  states that a $`\tau `$-delayed reconstructed state vector

$$𝐮(n)=(u(n),u(n\tau ),\mathrm{},u(nE\tau +\tau ))$$
(12)
in E-dimensional embedding phase space will, in the absence of noise, approximate dynamical system provided E $``$ 2d + 1; in practise E $`>`$ 2dBox, where dBox is the box counting fractal dimension of a sequence . For a deterministic dynamical system a phase-space description is an optimal way of studying its dynamical and geometrical properties. The problem of finding a good embedding is to estimate the embedding dimension E and to find the correct time lag $`\tau `$ .

### 2.4 Lyapunov exponents

So far we have discussed predictive criteria for finding nonlinear dynamics in a sequence of data. A parameter for diagnosing whether or not a dynamical system is chaotic are the Lyapunov exponents which measure the average local exponential growth rate of infinitesimal initial errors, that is, of neighboring trajectories in phase-space embeddings .

If u(n1) and u(n2) are two points in state space with the Euclidean distance $`𝐮(n_1)𝐮(n_2)`$ = d$`{}_{0}{}^{}1`$ then the distance after a time $`\delta `$n between the two trajectories will be $`𝐮(n_1+\delta n)𝐮(n_2+\delta n)`$ = dδn. Then the Lyapunov exponent $`\lambda `$ is defined by

$$d_{\delta n}d_0e^{\lambda \delta n},$$
(13)
with d$`{}_{\delta n}{}^{}1`$ and $`\delta n1`$. If a system is known to be deterministic, a positive Lyapunov exponent can be taken as a definition of a chaotic system. Critical issues in the reliability of the estimation of Lyapunov exponents are the influence of noise.

## 3 Fractal dimensions of DNA sequences in all-$`\alpha `$ and all-$`\beta `$ proteins

In this Section we report on the finding the fractal dimensions of DNA sequences appearing in the secondary strucures of proteins . We have analysed 12 $`\alpha `$-helices and 12 $`\beta `$-sheets using the Hurst exponent approach which measures the smoothnes of a given sequence. Since the Hurst exponent H is related to the fractal dimension D = 2 - H of the sequence, to its ”1/f” spectral slope $`\alpha `$ = 2H + 1 and to the DFA slope d = H + 1 it is a suitable parameter for studying correlation properties in DNA sequences.

A DNA sequence consists of four kinds of bases: A, C, G and T/U. The bases can be divided in classes: purine (R = A, G), pyrimidine (Y = C, T/U), strong H-bonds (S = G, C) and weak H-bonds (W = A, T/U). In order to analyse symbolic DNA sequences the assignment of numbers to the nucleotides A, C, G and T/U is necessary. Taking into account the classes we choose the following binary assignment:

$`Y0`$ , $`S1`$ (14)
$`R1`$ , $`W0.`$ (15)
This assignment maps the simbolic nucleotide sequence on a sequence u(n), n = 1,…, N(length of the sequence) where u(n) can take values 0 or 1 only. Similar approach, based on the purine–pyrimidine classification sheme, has been proposed by Peng et al.,. Our analysis has shown that $`\alpha `$-helices and $`\beta `$-sheets have different fractal dimensions, D$`{}_{\alpha }{}^{}<`$ Dβ with D$`{}_{\alpha }{}^{}`$1.41.

We have also studied the behaviour of sequences in 2-dimensional phase-space embeddings by first transforming the digital sequence u(n) into an analoge signal by means of the scaled sinc(t) function:

$`A(t)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{N}{}}}u(k)sinc({\displaystyle \frac{t}{2}}k),`$ (16)
$`sinc(t)`$ $`=`$ $`{\displaystyle \frac{sin(\pi t)}{\pi t}}.`$ (17)
The phase portrait A(t + 1) vs. A(t) shows the attractor type behaviour.

## 4 Conclusion

In this paper we have discussed several simple methods which are useful for analysing and estimating complex structures in DNA sequences. We have argued using the Hurst exponent approach that fractal dimensions of DNA sequences in all-$`\alpha `$ and all-$`\beta `$ proteins are different. Observation of scale dependent fractal dimension ( breaks in the slopes of log–log plots of R/S ) may indicate a transition from one pattern of variation at one scale to another pattern at a larger scale. There are probably several contributing causes to these observed variations in D. Although the DNA sequences exibit statistical characteristic which might be explained by nonlinear statistical methods, no definite sign of chaos has been evidenced yet.

Acknowledgment

This work was supported by the Ministry of Science of the Republic of Croatia under Contract No.980104.


text:
# Examples illustrating some aspects of the weak Deligne-Simpson problem 11footnote 1Research partially supported by INTAS grant 97-1644

## 1 Introduction

### 1.1 Formulation of the (weak) Deligne-Simpson problem

In the present article we consider examples related to the Deligne-Simpson problem (DSP). The problem stems from the analytic theory of linear systems of ordinary differential equations but its formulation is purely algebraic:

Give necessary and sufficient conditions on the choice of the $`p+1`$ conjugacy classes $`c_jgl(n,𝐂)`$, resp. $`C_jGL(n,𝐂)`$, so that there exist irreducible $`(p+1)`$-tuples of matrices $`A_jc_j`$, $`A_1+\mathrm{}+A_{p+1}=0`$, resp. of matrices $`M_jC_j`$, $`M_1\mathrm{}M_{p+1}=I`$.

Here $`I`$ stands for the identity matrix and “irreducible” means “with no non-trivial common invariant subspace”. The version with matrices $`A_j`$ (resp. $`M_j`$) is called the additive (resp. the multiplicative) one. The matrices $`A_j`$ are interpreted as matrices-residua of Fuchsian systems on Riemann’s sphere (i.e. linear systems of ordinary differential equations with logarithmic poles). The sum of all matrices-residua of a Fuchsian system equals 0.

The matrices $`M_j`$ are interpreted as monodromy operators of meromorphic linear regular systems on Riemann’s sphere (i.e. linear systems of ordinary differential equations with moderate growth rate of the solutions at the poles). (Fuchsian systems are always regular.) A monodromy operator of a regular system is a linear operator acting on its solution space which maps the solution with a given initial value at a given base point $`a_0`$ onto the value at $`a_0`$ of its analytic continuation along some closed contour.

The monodromy operators generate the monodromy group. One usually chooses as generators of the monodromy group operators defined by contours which are freely homotopic to small loops each circumventing counterclockwise one of the poles of the system. For a suitable indexation of the poles the product of these generators equals $`I`$ (and this is the only relation which they a priori satisfy).

###### Remark 1

In the multiplicative version the classes $`C_j`$ are interpreted as local monodromies around the poles and the DSP admits the following interpretation:

For what $`(p+1)`$-tuples of local monodromies do there exist irreducible monodromy groups with such local monodromies.

The monodromy group of a regular system is the only invariant of a regular system under the linear changes of the dependent variables meromorphically depending on the time. Therefore the multiplicative version is more important than the additive one; nevertheless, the additive one is easier to deal with when computations are to be performed and one can easily deduce corollaries concerning the multiplicative version as well due to Remark 2.

###### Remark 2

If $`A`$ denotes a matrix-residuum at a given pole of a Fuchsian system and if $`M`$ denotes the corresponding operator of local monodromy, then in the absence of non-zero integer differences between the eigenvalues of $`A`$ the operator $`M`$ is conjugate to $`\mathrm{exp}(2\pi iA)`$.

By definition, the weak DSP is the DSP in which instead of irreducibility of the $`(p+1)`$-tuple of matrices one requires only its centralizer to be trivial. We say that the DSP (resp. the weak DSP) is solvable for a given $`(p+1)`$-tuple of conjugacy classes $`c_j`$ or $`C_j`$ if there exist matrices $`A_jc_j`$ whose sum is 0 or matrices $`M_jC_j`$ whose product is $`I`$ such that their $`(p+1)`$-tuple is irreducible (resp. with trivial centralizer). By definition, the (weak) DSP is solvable for $`n=1`$.

For given conjugacy classes $`c_j`$ satisfying the condition $``$Tr$`(c_j)=0`$ and also the ones of Theorem 8 below consider the variety

$$𝒱(c_1,\mathrm{},c_{p+1})=\{(A_1,\mathrm{},A_{p+1})|A_jc_j,A_1+\mathrm{}+A_{p+1}=0\}.$$

(One can define such a variety in a similar way in the case of matrices $`M_j`$ as well.)

If the eigenvalues are generic (see the precise definition in Subsection 1.3), then the variety $`𝒱(c_1,\mathrm{},c_{p+1})`$ (or just $`𝒱`$ for short) is smooth, see \[Ko3\]. If not, then it can have a complicated stratified structure defined by the invariants of the $`(p+1)`$-tuple of matrices; the centralizers of the $`(p+1)`$-tuples might be trivial on some strata and non-trivial on others; finally, a stratum on which the centralizer is non-trivial can be of greater dimension than the one of a stratum on which it is trivial; see \[Ko3\] for some examples.

The aim of the present paper is to give further examples of varieties $`𝒱`$ and to discuss their stratified structure and dimension of the strata. This will be explained in some more detail in Subsection 1.4 after some necessary notions will be introduced in the next two subsections.

###### Remark 3

In what follows the sum of the matrices $`A_j`$ is always presumed to be 0 and the product of the matrices $`M_j`$ is always presumed to be $`I`$.

###### Notation 4

Double subscripts indicate matrix entries. We denote by $`E_{i,j}`$ the matrix having zeros everywhere except in position $`(i,j)`$ where it has a unit.

### 1.2 Necessary conditions for the solvability of the (weak) DSP

The known results concerning the (weak) DSP are exposed in \[Ko1\]. We recall in this and in the next subsection only the most necessary ones.

###### Definition 5

A Jordan normal form (JNF) of size $`n`$ is a collection of positive integers $`\{b_{i,l}\}`$ whose sum is $`n`$ where $`b_{i,l}`$ is the size of the $`i`$-th Jordan block with the $`l`$-th eigenvalue; the eigenvalues are presumed distinct and for $`l`$ fixed the numbers $`b_{i,l}`$ form a non-increasing sequence. Denote by $`J(C)`$ (resp. $`J(A)`$) the JNF defined by the conjugacy class $`C`$ (resp. by the matrix $`A`$).

###### Definition 6

For a conjugacy class $`C`$ in $`GL(n,𝐂)`$ or $`gl(n,𝐂)`$ denote by $`d(C)`$ its dimension; recall that it is always even. For a matrix $`YC`$ set $`r(C):=\mathrm{min}_{\lambda 𝐂}\mathrm{rank}(Y\lambda I)`$. The integer $`nr(C)`$ is the maximal number of Jordan blocks of $`J(Y)`$ with one and the same eigenvalue. Set $`d_j:=d(C_j)`$ (resp. $`d(c_j)`$), $`r_j:=r(C_j)`$ (resp. $`r(c_j)`$). The quantities $`r(C)`$ and $`d(C)`$ depend only on the JNF $`J(Y)=J^n`$, not on the eigenvalues, so we write sometimes $`r(J^n)`$ and $`d(J^n)`$.

The following two inequalities are necessary conditions for the existence of irreducible $`(p+1)`$-tuples of matrices $`A_j`$ or $`M_j`$ (their necessity in the multiplicative version was proved by C.Simpson, see \[Si\], and in the additive one by the author, see \[Ko2\]):

$$d_1+\mathrm{}+d_{p+1}2n^22(\alpha _n),\mathrm{for}\mathrm{all}j,r_1+\mathrm{}+\widehat{r}_j+\mathrm{}+r_{p+1}n(\beta _n).$$

The inequality

$$r_1+\mathrm{}+r_{p+1}2n(\omega _n)$$

is not a necessary condition (note that it implies $`(\beta _n)`$) but it is “almost sufficient”, i.e. sufficient in most part of the cases, see the details in \[Ko1\].

We formulate below a necessary condition for the solvability of the (weak) DSP which is a condition upon the $`p+1`$ JNFs $`J_j^n=J(c_j)`$ or $`J(C_j)`$ ($`j=1,\mathrm{},p+1`$, the upper index indicates the size of the matrices) but not upon the classes $`c_j`$ or $`C_j`$ themselves.

###### Definition 7

For a given $`(p+1)`$-tuple of JNFs $`J_j^n`$ with $`n>1`$, which satisfies condition $`(\beta _n)`$ and doesn’t satisfy condition $`(\omega _n)`$ set $`n_1=r_1+\mathrm{}+r_{p+1}n`$. Hence, $`n_1<n`$ and $`nn_1nr_j`$. Define the $`(p+1)`$-tuple of JNFs $`J_j^{n_1}`$ as follows: to obtain the JNF $`J_j^{n_1}`$ from $`J_j^n`$ one chooses one of the eigenvalues of $`J_j^n`$ with greatest number $`nr_j`$ of Jordan blocks, then decreases by 1 the sizes of the $`nn_1`$ smallest Jordan blocks with this eigenvalue and deletes the Jordan blocks of size 0. Denote this construction by $`\mathrm{\Psi }:(J_1^n,\mathrm{},J_{p+1}^n)(J_1^{n_1},\mathrm{},J_{p+1}^{n_1})`$ or just by $`\mathrm{\Psi }`$ for short.

###### Theorem 8

If the (weak) DSP is solvable for a given $`(p+1)`$-tuple of conjugacy classes $`c_j`$ or $`C_j`$ defining the JNFs $`J_j^n`$, satisfying condition $`(\beta _n)`$ and not satisfying condition $`(\omega _n)`$, then the map $`\mathrm{\Psi }`$ iterated as long as defined stops at a $`(p+1)`$-tuple of JNFs $`J_j^n^{}`$ either satisfying condition $`(\omega _n^{})`$ or with $`n^{}=1`$.

The theorem can be deduced from \[Ko1\], see Theorem 8 there.

###### Remark 9

One can show that the results formulated by means of the map $`\mathrm{\Psi }`$ do not depend on the choice of an eigenvalue with maximal number of Jordan blocks belonging to it whenever such a choice is possible.

### 1.3 Generic eigenvalues and (poly)multiplicity vectors

We presume in the case of matrices $`M_j`$ the necessary condition $`det(C_j)=1`$ to hold. In the case of matrices $`A_j`$ this is the condition $``$Tr$`(c_j)=0`$. In terms of the eigenvalues $`\sigma _{k,j}`$ (resp. $`\lambda _{k,j}`$) of the matrices from $`C_j`$ (resp. $`c_j`$) repeated with their multiplicities, this condition reads $`_{k=1}^n_{j=1}^{p+1}\sigma _{k,j}=1`$ (resp. $`_{k=1}^n_{j=1}^{p+1}\lambda _{k,j}=0`$).

###### Definition 10

An equality of the form $`_{j=1}^{p+1}_{k\mathrm{\Phi }_j}\sigma _{k,j}=1`$, resp. $`_{j=1}^{p+1}_{k\mathrm{\Phi }_j}\lambda _{k,j}=0`$, is called a non-genericity relation; the sets $`\mathrm{\Phi }_j`$ contain one and the same number $`<n`$ of indices for all $`j`$. Eigenvalues satisfying none of these relations are called generic. If one replaces for all $`j`$ the sets $`\mathrm{\Phi }_j`$ by their complements in $`\{1,\mathrm{},n\}`$, then one obtains another non-genericity relation which we identify with the initial one.

###### Remarks 11

1) Reducible $`(p+1)`$-tuples exist only for non-generic eigenvalues. Indeed, if the $`(p+1)`$-tuple is block upper-triangular, then the eigenvalues of each diagonal block satisfy some non-genericity relation.

2) For generic eigenvalues the conditions of Theorem 8 are sufficient as well, see \[Ko1\] (Theorem 8), \[Ko2\] and \[Ko6\].

###### Remark 12

Condition $`(\beta _n)`$ admits the following generalizations which in certain cases of non-generic eigenvalues are stronger than $`(\beta _n)`$ itself – these are the inequalities

$$\underset{b_j𝐂,b_1+\mathrm{}+b_{p+1}=0}{\mathrm{min}}\underset{j=1}{\overset{p+1}{}}\mathrm{rk}(A_jb_jI)2n,\underset{b_j𝐂^{},b_1\mathrm{}b_{p+1}=1}{\mathrm{min}}\underset{j=1}{\overset{p+1}{}}\mathrm{rk}(b_jM_jI)2n(\delta _n).$$

which are necessary conditions for the existence of irreducible $`(p+1)`$-tuples of matrices $`A_j`$ or $`M_j`$ (see \[Ko1\], Lemma 10 and the line after it).

###### Definition 13

A multiplicity vector (MV) is a vector with positive integer components whose sum is $`n`$ and which are the multiplicities of the eigenvalues of an $`n\times n`$-matrix. In the case of diagonalizable matrices the MV defines completely the JNF. A polymultiplicity vector (PMV) is a $`(p+1)`$-tuple of multiplicity vectors, the ones of the eigenvalues of the matrices $`A_j`$ or $`M_j`$.

###### Remark 14

For a diagonal JNF $`J^n`$ defined by the MV $`(m_1,\mathrm{},m_s)`$, $`m_1\mathrm{}m_s`$, one has $`r(J^n)=m_2+\mathrm{}+m_s`$ and $`d(J^n)=n^2m_1^2\mathrm{}m_s^2`$. If the JNF $`J(c_j)`$ or $`J(C_j)`$ is diagonal, then the construction $`\mathrm{\Psi }`$ (see the previous subsection) results in decreasing the greatest component of the $`j`$-th MV by $`nn_1`$.

### 1.4 The index of rigidity and the expected dimension of the variety $`𝒱`$

###### Definition 15

Call index of rigidity of the $`(p+1)`$-tuple of conjugacy classes $`c_j`$ or $`C_j`$ (or of the $`(p+1)`$-tuple of JNFs defined by them) the quantity $`\kappa =2n^2d_1\mathrm{}d_{p+1}`$. This notion was introduced in \[Ka\].

###### Remarks 16

1) If condition $`(\alpha _n)`$ holds, then $`\kappa `$ can take the values $`2`$, $`0`$, $`2`$, $`4`$, $`\mathrm{}`$.

2) If $`\kappa =2`$ and the DSP is solvable for given conjugacy classes, then such $`(p+1)`$-tuples are unique up to conjugacy, see \[Ka\] and \[Si\] for the multiplicative version; from this result one easily deduces the uniqueness in the additive version.

3) For $`\kappa =2`$ the coexistence of irreducible and reducible $`(p+1)`$-tuples of matrices $`M_j`$ is impossible, see \[Ka\], Theorem 1.1.2, or \[Ko3\], Theorem 18. One can easily deduce from this fact that the same is true for matrices $`A_j`$.

Recall that the variety $`𝒱`$ was defined in Subsection 1.1.

###### Remarks 17

1) If $`𝒱`$ is nonempty and if the eigenvalues are generic, then it contains only irreducible $`(p+1)`$-tuples, it is smooth and its dimension equals $`1\kappa +n^2`$, see \[Ko3\].

2) If on some stratum of $`𝒱`$ the centralizer is trivial, then the stratum is smooth and its dimension equals $`1\kappa +n^2`$; we call this dimension the expected dimension of $`𝒱`$, see \[Ko3\], Proposition 2.

In the present paper we consider examples of varieties $`𝒱`$ for conjugacy classes satisfying the conditions of Theorem 8. The first of them (see Section 2) is with $`\kappa =2`$, $`n`$ odd and $`p=3`$. We discuss its stratified structure and we show that it contains a stratum (on which the centralizer is non-trivial) of dimension $`n^2+(n3)/2`$, i.e. exceeding the expected one by $`(n1)/2`$, as well as strata of dimensions $`n^2+s1`$ for $`s=1,2,\mathrm{},(n1)/2`$. And it contains strata of expected dimension $`n^21`$ on which the centralizer is trivial.

The second example (see Section 3) is one with $`\kappa =2`$ where the variety $`𝒱`$ is not connected (but its closure is).

In Section 4 we show that for $`(\kappa )`$ arbitrarily high there exist examples of varieties $`𝒱`$ in which certain strata where the centralizer is non-trivial do not belong to the closures of the strata where it is trivial and are of dimension higher than the expected one. This provides a negative answer to a question stated in \[Ko3\].

## 2 An example with $`p=3`$

### 2.1 Description of the example

Consider for $`p=3`$, $`n=2k+1`$, $`k𝐍^{}`$, the PMV $`\mathrm{\Lambda }(k)=((k+1,k),(k+1,k),(k+1,k),(k+1,k))`$ (the matrices $`A_j`$ are presumed diagonalizable; a similar example can be given for matrices $`M_j`$ as well). Denote the respective eigenvalues of the matrices $`A_j`$ with such a PMV by $`\lambda _j`$, $`\mu _j`$ ($`\lambda _j`$ is of multiplicity $`k+1`$, one has $`\lambda _j\mu _j`$, $`j=1,2,3,4,`$). One has $`d_j=2k(k+1)`$, see Remark 14, hence, $`\kappa =2`$. The PMV $`\mathrm{\Lambda }(k)`$ satisfies the conditions of Theorem 8 – one has $`\mathrm{\Psi }(\mathrm{\Lambda }(k))=\mathrm{\Lambda }(k1)`$ (see Remark 14) and the iterations of $`\mathrm{\Psi }`$ stop at a quadruple of JNFs of size 1.

We assume that $`_{j=1}^4\lambda _j=0(A)`$ is the only non-genericity relation satisfied by the eigenvalues (note that it implies $`_{j=1}^4\mu _j=0`$).

###### Proposition 18

Any quadruple of matrices $`A_j`$ like above whose sum is 0 is up to conjugacy block upper-triangular, with diagonal blocks of sizes 1 or 2. The diagonal blocks of size 1 equal either $`(\lambda _1,\lambda _2,\lambda _3,\lambda _4)`$ or $`(\mu _1,\mu _2,\mu _3,\mu _4)`$. The restriction of $`A_j`$ to a diagonal block of size 2 has eigenvalues $`\lambda _j`$, $`\mu _j`$.

The propositions from this subsection are proved in the next ones.

###### Example 19

There exist irreducible quadruples of $`2\times 2`$-matrices $`B_j`$ whose sum is 0 and with eigenvalues $`\lambda _j`$, $`\mu _j`$:

$$B_1=\left(\begin{array}{cc}\lambda _1& 1\\ 0& \mu _1\end{array}\right),B_2=\left(\begin{array}{cc}\lambda _2& 1\\ 0& \mu _2\end{array}\right),B_3=\left(\begin{array}{cc}\lambda _3& 0\\ u& \mu _3\end{array}\right),B_4=\left(\begin{array}{cc}\lambda _4& 0\\ u& \mu _4\end{array}\right)$$

where $`u𝐂^{}`$.

###### Proposition 20

1) The variety $`\mathrm{\Pi }`$ of quadruples of diagonalizable $`2\times 2`$-matrices $`B_j`$ with eigenvalues $`\lambda _j`$, $`\mu _j`$ and such that $`B_1+\mathrm{}+B_4=0`$ is connected.

2) Its subvariety $`\mathrm{\Pi }_0`$ consisting of all such irreducible quadruples is also connected.

###### Example 21

For $`l𝐍^{}`$ there exist upper-triangular quadruples of $`(2l+1)\times (2l+1)`$-matrices $`H_j`$ with zero sum, with trivial centralizers and with eigenvalues $`\lambda _j`$, $`\mu _j`$ of multiplicity $`l+1`$, $`l`$ (the matrix $`I`$ is $`l\times l`$):

$$H_1=\left(\begin{array}{ccc}\lambda _1& 0& 0\\ 0& \lambda _1I& 0\\ 0& 0& \mu _1I\end{array}\right),H_2=\left(\begin{array}{ccc}\lambda _2& 0& 0\\ 0& \lambda _2I& I\\ 0& 0& \mu _2I\end{array}\right),H_3=\left(\begin{array}{ccc}\lambda _3I& 0& I\\ 0& \lambda _3& 0\\ 0& 0& \mu _3I\end{array}\right)$$

(pay attention to the block-decomposition of $`H_3`$ which is different from the one of $`H_1`$ and $`H_2`$). If for $`Zgl(2l+1,𝐂)`$ one has $`[Z,H_1]=[Z,H_2]=[Z,H_3]=0`$, then $`[Z,H_1]=0`$ implies that $`Z`$ is block-diagonal, with diagonal blocks of sizes $`(l+1)\times (l+1)`$ and $`l\times l`$. One deduces then from $`[Z,H_2]=[Z,H_3]=0`$ that $`Z`$ is scalar (the details are left for the reader).

###### Remark 22

Examples similar to the above one can be given for other permutations of the eigenvalues on the diagonal as well (e.g. when all $`\mu _j`$ come first followed by all $`\lambda _j`$). For some permutations there exist no examples of such upper-triangular quadruples with trivial centralizers (e.g. when the first and the last eigenvalues on the diagonal are equal – in this case the matrices commute with $`E_{1,2l+1}`$).

###### Definition 23

An irreducible quadruple of diagonalizable $`2\times 2`$-matrices with eigenvalues $`(\lambda _j,\mu _j)`$ whose sum is 0 is said to be of type $`B`$. (Example 19 shows such a quadruple.)

An upper-triangular quadruple with trivial centralizer of diagonalizable $`h\times h`$-matrices ($`h=2l+1`$) with eigenvalues $`\lambda _j`$, $`\mu _j`$ of multiplicities $`l+1`$, $`l`$ is said to be of type $`H_h`$. (Example 21 shows such a quadruple.)

A stratum of $`𝒱`$ the quadruples of which up to conjugacy are block-diagonal, with $`s`$ diagonal blocks of type $`B`$ defining non-equivalent representations and with one diagonal block of type $`H_{n2s}`$ is said to be of type $`HB_s`$.

###### Proposition 24

1) A stratum of type $`HB_s`$ is locally a smooth algebraic variety of dimension $`n^2+s1`$.

2) It is globally connected.

###### Proposition 25

The variety $`𝒱`$ from the example is connected.

Conclusive remarks. As we saw, the stratum of type $`HB_0`$ (Example 21) consists of quadruples with trivial centralizers and is of dimension $`n^21`$ (the expected one) while the one of type $`HB_{(n1)/2}`$ is of dimension $`n^2+(n3)/2`$. All intermediate dimensions are attained on the strata $`HB_s`$, see Proposition 24. For $`s>0`$ they consist of quadruples with non-trivial centralizers (they are block-diagonal up to conjugacy). Except the strata of type $`HB_s`$ there are other strata of $`𝒱`$ with non-trivial centralizer, e.g. such on which the representation is a direct sum of some representations of type $`B`$ and a representation with a non-trivial centralizer as mentioned in Remark 22.

### 2.2 Proof of Proposition 18

$`1^0`$. It is clear that there exist diagonal quadruples of matrices $`A_j`$ like above whose sum is 0 (their first $`k+1`$ diagonal entries equal $`\lambda _j`$ and the last $`k`$ ones equal $`\mu _j`$, see the non-genericity relation $`(A)`$). It follows from 3) of Remarks 16 that there exist no irreducible such quadruples.

$`2^0`$. Any reducible quadruple can be conjugated to a block upper-triangular form. The restriction of the quadruple to each diagonal block $`B`$ is presumed to define an irreducible representation.

If the size $`l`$ of the block is odd and $`>1`$, then the minimal possible value of $`\kappa `$ for this block is $`2`$ and it is attained only when for each $`j`$ the multiplicities of $`\lambda _j`$ and $`\mu _j`$ as eigenvalues of $`A_j|_B`$ equal $`(s+1,s)`$ or $`(s,s+1)`$ where $`l=2s+1`$. (To prove this one can use Remark 14.) The absence of non-genericity relations other than $`(A)`$ implies that the multiplicity of $`\lambda _j`$ (and, hence, the one of $`\mu _j`$) is one and the same for all $`j`$. However, the existence of diagonal quadruples of matrices $`A_j`$ of size $`l`$ with such multiplicities of $`\lambda _j,\mu _j`$ implies that such blocks $`B`$ do not exist.

$`3^0`$. If the size of $`B`$ is $`2m`$, $`m𝐍^{}`$, then the minimal possible value of $`\kappa `$ is 0 and it is attained only when the multiplicities of $`\lambda _j`$ and $`\mu _j`$ as eigenvalues of $`A_j|_B`$ equal $`(m,m)`$ (the easy computation is left for the reader). Such blocks $`B`$ exist only for $`m=1`$, see \[Ko5\].

$`4^0`$. If the size of $`B`$ is $`2m`$, $`m𝐍^{}`$, and if $`\kappa =2`$, then this can happen only if for three of the indices $`j`$ the multiplicities of $`\lambda _j`$ and $`\mu _j`$ as eigenvalues of $`A_j|_B`$ equal $`(m,m)`$ and for the fourth one (say, for $`j=4`$) they equal $`(m1,m+1)`$ or $`(m+1,m1)`$ (we leave the proof for the reader again). This together with $`(A)`$ implies that $`\lambda _4=\mu _4`$ which is impossible. Hence, such blocks $`B`$ do not exist.

Hence, only blocks of size 1 and of size 2 are possible to occur on the diagonal (for the ones of size 2 see $`3^0`$). The fact that $`(A)`$ is the only non-genericity relation implies that the blocks of size 1 equal either $`(\lambda _1,\lambda _2,\lambda _3,\lambda _4)`$ or $`(\mu _1,\mu _2,\mu _3,\mu _4)`$.

The proposition is proved. $`\mathrm{}`$

### 2.3 Proof of Proposition 20

$`1^0`$. Prove 1). Denote by $`c_j^{}`$ the conjugacy class of the matrix $`B_j`$. Denote by $`\tau `$ the quantity tr$`(B_1+B_2)`$. By varying the matrices $`B_1`$ and $`B_2`$ (resp. $`B_3`$ and $`B_4`$) within their conjugacy classes one can obtain as their sum $`S=B_1+B_2`$ (resp. as $`(B_3+B_4)`$) any non-scalar matrix from the set $`\mathrm{\Delta }(\tau )`$ of $`2\times 2`$-matrices with trace equal to $`\tau `$.

Indeed, if $`S_{1,2}=g0`$, then set $`B_1=\left(\begin{array}{cc}\lambda _1& 0\\ u& \mu _1\end{array}\right)`$, $`B_2=\left(\begin{array}{cc}h& g\\ w& \lambda _2+\mu _2h\end{array}\right)`$. One fixes first $`h`$ to obtain the necessary entry $`S_{1,1}`$. One has $`g0`$, hence, there exists a unique $`w`$ satisfying the condition $`det(B_2)=\lambda _2\mu _2`$; after this one chooses $`u`$ to obtain the necessary entry $`S_{2,1}`$.

$`2^0`$. If $`S_{1,2}=0`$, then one can conjugate $`S`$ by some matrix $`YGL(2,𝐂)`$ to obtain the condition $`S_{1,2}0`$, find the matrices $`B_1`$ and $`B_2`$ like above and then conjugate them (and $`S`$) by $`Y^1`$. This is possible to do because $`S`$ is not scalar.

The sets $`\mathrm{\Delta }(\tau )`$ and $`\mathrm{\Delta }(\tau )\backslash \{\tau I/2\}`$ being connected so is the variety $`\mathrm{\Pi }`$. Indeed, one has $`\mathrm{\Pi }=\{(B_1,B_2,B_3,B_4)|B_jc_j^{},B_1+B_2=(B_3+B_4)\}`$.

$`3^0`$. Prove 2). If the quadruple of matrices $`B_j`$ is reducible, then so is the couple $`B_1,B_2`$, hence, the eigenvalues of $`B_1+B_2`$ equal either $`(\lambda _1+\lambda _2,\mu _1+\mu _2)`$ or $`(\lambda _1+\mu _2,\mu _1+\lambda _2)`$.

The subset $`\mathrm{\Delta }^0(\tau )`$ of $`\mathrm{\Delta }(\tau )`$ defined by the condition the eigenvalues of a matrix from $`\mathrm{\Delta }(\tau )`$ to equal either $`(\lambda _1+\lambda _2,\mu _1+\mu _2)`$ or $`(\lambda _1+\mu _2,\mu _1+\lambda _2)`$ is a proper subvariety of the smooth irreducible variety $`\mathrm{\Delta }(\tau )`$. Therefore the connectedness of $`\mathrm{\Pi }_0`$ is proved just like the one of $`\mathrm{\Pi }`$, by replacing $`\mathrm{\Delta }(\tau )`$ by $`\mathrm{\Delta }(\tau )\backslash \mathrm{\Delta }^0(\tau )`$. $`\mathrm{}`$

### 2.4 Proof of Proposition 24

$`1^0`$. Prove 1). Denote by $`\mathrm{\Sigma }`$ the variety of block-diagonal quadruples whose first $`s`$ diagonal blocks are of type $`B`$ and the last block up to conjugacy is of type $`H_{n2s}`$. Each of the first $`s`$ blocks defines a smooth variety of dimension 5, see Remarks 17. The last block defines a smooth variety of dimension $`(n2s)^21`$. Hence, dim$`\mathrm{\Sigma }=5s+(n2s)^21`$. To deduce dim$`(HB_s)`$ from dim$`\mathrm{\Sigma }`$ one has to add to dim$`\mathrm{\Sigma }`$ the dimension of a transversal $`T`$ to the group of infinitesimal conjugations preserving the block-diagonal form of the quadruple. This is the group $`𝒢`$ of block-diagonal matrices (which are deformations of $`I`$) with the same sizes of the diagonal blocks as the ones of the quadruple (we leave the proof of this statement for the reader; use the fact that the diagonal blocks define non-equivalent representations the first $`s`$ of which of type $`B`$ and the last of type $`H_{n2s}`$). Hence, dim$`𝒢=4s+(n2s)^2`$, dim$`T=n^24s(n2s)^2`$ and dim$`𝒱=n^24s(n2s)^2+5s+(n2s)^21=n^2+s1`$.

The stratum of type $`HB_s`$ is locally diffeomorphic to $`\mathrm{\Sigma }\times T`$, hence, it is smooth.

$`2^0`$. Prove 2). The variety $`\mathrm{\Pi }_0`$ of quadruples of matrices of type $`B`$ is connected, see Proposition 20. It is smooth as well, hence, it is irreducible. Hence, the cartesian product of $`s`$ copies of $`\mathrm{\Pi }_0`$ is connected; if one deletes from it the subvariety on which two of the representations are equivalent, then the resulting variety is still connected.

Hence, the variety $`\mathrm{\Sigma }`$ is connected. The connectedness of $`\mathrm{\Sigma }`$ and the one of $`GL(n,𝐂)`$ imply the one of the stratum of type $`HB_s`$. $`\mathrm{}`$

### 2.5 Proof of Proposition 25

Every quadruple of matrices $`A_j`$ from $`𝒱`$ can be conjugated to a block upper-triangular form with diagonal blocks of sizes 1 or 2 (Proposition 18). Conjugate the quadruple by a suitable one-parameter family of diagonal matrices to make all entries above the diagonal tend to 0 while preserving the diagonal blocks. The limit quadruple (denoted by $`(A_1^{},\mathrm{},A_4^{})`$) also belongs to $`𝒱`$. Indeed, the restriction of $`A_j^{}`$ to each diagonal block of size 2 is diagonalizable, hence, $`A_j^{}`$ is diagonalizable, the eigenvalues and their multiplicities are the same as for $`A_j`$ and the sum of the matrices $`A_j^{}`$ is 0.

After this deform continuously the blocks of size 2 so that they become diagonal (by Proposition 20 this is possible). The resulting quadruple is diagonal. It is a direct sum of $`k+1`$ quadruples $`(\lambda _1,\lambda _2,\lambda _3,\lambda _4)`$ and of $`k`$ quadruples $`(\mu _1,\mu _2,\mu _3,\mu _4)`$. It is unique up to conjugacy and can be reached by continuous deformation from any quadruple of $`𝒱`$. Hence, $`𝒱`$ is connected. $`\mathrm{}`$

## 3 The variety $`𝒱`$ is not always connected

We illustrate the title of the section by the following

###### Example 26

Consider the case $`n=2`$, $`p=2`$, the conjugacy classes $`c_1`$ and $`c_2`$ being diagonalizable, with eigenvalues $`\pi ,2`$ and $`1\pi ,1`$, the conjugacy class $`c_3`$ consisting of the non-scalar matrices with eigenvalues $`1,1`$. Hence, $`\kappa =2`$ and the triple of conjugacy classes satisfies the conditions of Theorem 8 (to be checked directly). A priori $`𝒱`$ contains at least the following two components (denoted by $`𝒱_1`$ and $`𝒱_2`$). In $`𝒱_1`$ the triples of matrices $`A_j`$ equal (up to conjugacy)

$$A_1=\left(\begin{array}{cc}\pi & 1\\ 0& 2\end{array}\right),A_2=\left(\begin{array}{cc}1\pi & 0\\ 0& 1\end{array}\right),A_3=\left(\begin{array}{cc}1& 1\\ 0& 1\end{array}\right)$$

In $`𝒱_2`$ they equal (up to conjugacy)

$$A_1=\left(\begin{array}{cc}\pi & 0\\ 1& 2\end{array}\right),A_2=\left(\begin{array}{cc}1\pi & 0\\ 0& 1\end{array}\right),A_3=\left(\begin{array}{cc}1& 0\\ 1& 1\end{array}\right)$$

The variety $`𝒱`$ contains no irreducible triples, see 3) of Remarks 16. Hence, every triple from $`𝒱`$ is triangular up to conjugacy but not diagonal (otherwise $`A_3`$ must be scalar). Hence, $`𝒱=𝒱_1𝒱_2`$.

On the other hand, $`𝒱_1𝒱_2=\mathrm{}`$ because the eigenvalues with which each matrix acts on the invariant subspace are different for the two components. Hence $`𝒱`$ is disconnected.

In the above example, however, the closure of $`𝒱`$ is connected. Indeed, consider the matrices

$$A_1^{}(\epsilon )=\left(\begin{array}{cc}\pi & \epsilon \\ 0& 2\end{array}\right),A_2^{}(\epsilon )=\left(\begin{array}{cc}1\pi & 0\\ 0& 1\end{array}\right),A_3^{}(\epsilon )=\left(\begin{array}{cc}1& \epsilon \\ 0& 1\end{array}\right)$$

where $`\epsilon (𝐂,0)`$. For $`\epsilon 0`$ this is a triple of matrices from $`𝒱_1`$, for $`\epsilon =0`$ this is a triple from its closure (but not from $`𝒱`$ because $`A_3`$ is scalar). In the same way, for $`\epsilon 0`$ the matrices

$$A_1^{\prime \prime }(\epsilon )=\left(\begin{array}{cc}\pi & 0\\ \epsilon & 2\end{array}\right),A_2^{\prime \prime }(\epsilon )=\left(\begin{array}{cc}1\pi & 0\\ 0& 1\end{array}\right),A_3^{\prime \prime }(\epsilon )=\left(\begin{array}{cc}1& 0\\ \epsilon & 1\end{array}\right)$$

belong to $`𝒱_2`$, for $`\epsilon =0`$ they belong to its closure but not to $`𝒱`$ and one has $`A_j^{}(0)=A_j^{\prime \prime }(0)`$.

In the above example the disconnectedness of $`𝒱`$ seems to result from the class $`c_3`$ not being closed. It would be interesting to prove or disprove that the closure of $`𝒱`$ is always connected.

## 4 Another example

### 4.1 Description of the example

For values of $`(\kappa )`$ arbitrarily big there exist examples when a component of $`𝒱`$ does not lie in the closure of the union of its components on which the centralizer is trivial, and is of dimension higher than the expected one.

Indeed, consider the following example. Suppose that $`p>3`$ and that the $`(p+1)`$ conjugacy classes $`c_j`$ (or $`C_j`$) are diagonalizable, each MV being of the form $`(m_j,1,1,\mathrm{},1)`$, $`3m_jn1`$. Hence, $`r_j=nm_j`$. Suppose that $`r_1+\mathrm{}+r_{p+1}=2n2`$.

###### Lemma 27

The $`(p+1)`$-tuple of conjugacy classes $`c_j`$ or $`C_j`$ like above satisfies the conditions of Theorem 8.

Indeed, one has $`n_1=n2`$ and applying $`\mathrm{\Psi }`$ once one obtains a $`(p+1)`$-tuple of conjugacy classes satisfying condition $`(\omega _{n2})`$, see Remark 14. $`\mathrm{}`$

Denote by $`\mu _j`$ the eigenvalue of $`A_j`$ (or of $`M_j`$) of multiplicity $`m_j`$. Suppose that there holds the only non-genericity relation $`\mu _1+\mathrm{}+\mu _{p+1}=0()`$ (resp. $`\mu _1\mathrm{}\mu _{p+1}=1`$).

###### Remark 28

There exists no irreducible $`(p+1)`$-tuple of matrices $`A_jc_j`$ whose sum is 0, see Remark 12. Indeed, condition $`(\delta _n)`$ from Remark 12 does not hold – set $`b_j=\mu _j`$ and recall that $`()`$ holds; then rk$`(A_jb_jI)=r_j`$ and $`r_1+\mathrm{}+r_{p+1}=2n2<2n`$. A similar remark holds for matrices $`M_j`$ as well.

Define the conjugacy classes $`c_j^{}gl(n2,𝐂)`$ and $`c_j^{}gl(n1,𝐂)`$ (resp. $`C_j^{}GL(n2,𝐂)`$ and $`C_j^{}GL(n1,𝐂)`$) as obtained from $`c_j`$ (resp. from $`C_j`$) by keeping the distinct eigenvalues the same and by decreasing the multiplicity of $`\mu _j`$ by 2 and by 1; the JNFs defined by the conjugacy classes $`c_j^{}`$, $`C_j^{}`$, $`c_j^{}`$ and $`C_j^{}`$ are diagonal. Hence, the sum (resp. the product) of all eigenvalues of the classes $`c_j^{}`$ and $`c_j^{}`$ (resp. $`C_j^{}`$ and $`C_j^{}`$) counted with the multiplicities equals 0 (resp. 1).

Condition $`(\omega _{n2})`$ holds for the classes $`c_j^{}`$ or $`C_j^{}`$ while condition $`(\omega _{n1})`$ holds for the classes $`c_j^{}`$ or $`C_j^{}`$. By Theorem 2 from \[Ko4\] (we need $`p>3`$ to apply it), the DSP is solvable for the classes $`c_j^{}`$ (resp. $`C_j^{}`$) and $`c_j^{}`$ (resp. $`C_j^{}`$). Denote by $`H_jc_j^{}`$ (resp. $`H_jC_j^{}`$) and $`G_jc_j^{}`$ (resp. $`G_jC_j^{}`$) matrices with sum equal to 0 (resp. with product equal to $`I`$) whose $`(p+1)`$-tuple is irreducible.

###### Proposition 29

1) There exist $`(p+1)`$-tuples of $`n\times n`$-matrices with trivial centralizers, whose sums equal 0 (or whose products equal $`I`$) and blocked as follows:

$$A_j(\mathrm{or}M_j)=\left(\begin{array}{ccc}H_j& R_j& Q_j\\ 0& \mu _j& 0\\ 0& 0& \mu _j\end{array}\right)\mathrm{or}A_j(\mathrm{or}M_j)=\left(\begin{array}{ccc}\mu _j& 0& T_j\\ 0& \mu _j& S_j\\ 0& 0& H_j\end{array}\right).$$

2) Any $`(p+1)`$-tuple with trivial centralizer of matrices $`A_jc_j`$ or $`M_jC_j`$ is up to conjugacy block upper-triangular, with all diagonal blocks but one being equal, of size one, the restriction of $`A_j`$ or $`M_j`$ to such a block being equal to $`\mu _j`$. The different block is first or last on the diagonal. The number of diagonal blocks is $`3`$.

The proposition is proved in the next subsection.

Consider the stratum $`𝒰𝒱`$ of $`(p+1)`$-tuples of matrices which up to conjugacy are of the form $`\stackrel{~}{G}_j=\left(\begin{array}{cc}G_j& 0\\ 0& \mu _j\end{array}\right)`$.

###### Lemma 30

A point of the stratum $`𝒰`$ does not belong to the closure of any of the strata on which the centralizer is trivial.

Indeed, the matrix algebra generated by the $`(p+1)`$-tuples of matrices defined by a point of the stratum $`𝒰`$ contains a matrix with distinct eigenvalues (the $`(p+1)`$-tuple of matrices $`G_j`$ is irreducible and defines a representation not equivalent to $`(\mu _1,\mathrm{},\mu _{p+1})`$) while each matrix from an algebra defined by a point of any stratum of $`𝒱`$ where the centralizer is trivial has an eigenvalue of multiplicity $`2`$, see 2) of Proposition 29. $`\mathrm{}`$

###### Proposition 31

1) One has dim$`𝒰=3(n1)^2+1_{j=1}^{p+1}r_j^2`$.

2) The dimension of each of the two strata of $`𝒱`$ (denoted by $`𝒲_1`$, $`𝒲_2`$) of the $`(p+1)`$-tuples of matrices which up to conjugacy are like the ones from 1) of Proposition 29 equals $`3(n1)^2_{j=1}^{p+1}r_j^2=`$dim$`𝒰1`$.

The proposition is proved in Subsection 4.3. It implies that dim$`𝒰>`$dim$`𝒲_i`$, i.e. dim$`𝒰`$ is greater than the expected dimension.

### 4.2 Proof of Proposition 29

We prove the proposition only in the case of matrices $`A_j`$ and for the left $`(p+1)`$-tuple of matrices given in 1) of the proposition leaving for the reader the proof in the other cases – it can be performed in a similar way. We part prove 1) in $`1^0`$$`2^0`$ and part 2) in $`3^0`$$`4^0`$.

$`1^0`$. Denote by $`H`$ an irreducible $`(p+1)`$-tuple of matrices like in the proposition as well as the representation defined by it and by $`\mu `$ the $`(p+1)`$-tuple $`(\mu _1,\mathrm{},\mu _{p+1})`$.

One has $`\delta :=`$dim Ext$`{}_{}{}^{1}(H,\mu )=`$dim Ext$`{}_{}{}^{1}(\mu ,H)=2`$. Indeed, $`\delta =`$dim$`(/𝒩)`$ where

$$=\{(L_1,\mathrm{},L_{p+1})|L_j=(H_j\mu _jI)X_j,L_1+\mathrm{}+L_{p+1}=0\},$$

$$𝒩=\{((H_1\mu _1I)X,\mathrm{},(H_{p+1}\mu _{p+1}I)X)\}$$

where the matrices $`X_j`$ and $`X`$ are $`(n2)\times 1`$.

The dimension of the space of matrices of the form $`(H_j\mu _jI)Y=`$ (where $`Y`$ is $`(n2)\times 1`$) equals $`r_j`$. The condition $`L_1+\mathrm{}+L_{p+1}=0`$ is equivalent to $`n2`$ linearly independent conditions (their linear independence follows easily from the fact that the representation $`H`$ is irreducible and not equivalent to the one-dimensional representation $`\mu `$). Hence, dim$`=r_1+\mathrm{}+r_{p+1}n+2=n`$. The same kind of argument shows that dim$`𝒩=n2`$ which implies that $`\delta =2`$.

$`2^0`$. It follows from $`1^0`$ that one can construct two linearly indepent $`(p+1)`$-tuples of $`(n2)\times 1`$-matrices belonging to the space $`/𝒩`$ – these are the $`(p+1)`$-tuples of matrices $`R_j`$ and $`Q_j`$. Show that the centralizer of the thus constructed $`(p+1)`$-tuple of matrices is trivial. Denote a matrix from the centralizer by $`Z=\left(\begin{array}{ccc}K& B& C\\ D& e& f\\ U& v& w\end{array}\right)`$ where $`K`$ is of the size of $`H_j`$ etc.

The commutation relations imply $`UH_j\mu _jU=0`$, $`j=1,\mathrm{},p+1`$. It follows from $`H`$ and $`\mu `$ being non-equivalent and $`H`$ being irreducible that $`U=0`$. But then $`DH_j\mu _jD=0`$, $`j=1,\mathrm{},p+1`$, and in the same way one obtains $`D=0`$.

Hence, one has $`[K,H_j]=0`$, $`j=1,\mathrm{},p+1`$, which implies that $`K=\alpha I`$, $`\alpha 𝐂`$ (recall that $`H`$ is irreducible).

This in turn implies that

$$(H_j\mu _jI)B+(e\alpha )R_j+vQ_j=0,(H_j\mu _jI)C+fR_j+(w\alpha )Q_j=0.$$

The definition of the matrices $`R_j`$ and $`Q_j`$ implies that $`B=C=0`$, $`v=f=0`$, $`e=w=\alpha `$. Hence, the centralizer is trivial. This proves 1) of the proposition.

$`3^0`$. Prove 2). Recall that there exists no irreducible $`(p+1)`$-tuple of matrices $`A_jc_j`$ whose sum is 0 (Remark 28) and that $`()`$ is the only non-genericity relation satisfied by the eigenvalues. Hence, every $`(p+1)`$-tuple of matrices $`A_jc_j`$ whose sum is 0 is up to conjugacy block upper-triangular and all diagonal blocks but one (denoted by $`D`$) are of size 1 and the restrictions of $`A_j`$ to them equal $`\mu _j`$. (The block $`D`$ can also be of size 1 but in this case $`A_j|_D\mu _j`$.)

$`4^0`$. If the first and the last diagonal blocks are equal, then the centralizer of the $`(p+1)`$-tuple is non-trivial – it contains the matrix $`E_{1,n}`$. So assume that the first diagonal block is different from all others (the case when this is the last block can be treated in a similar way). If there are only two diagonal blocks ($`D`$ of size $`n1`$ and $`\mu `$ of size 1), then one has dim Ext$`{}_{}{}^{1}(D,\mu )=0`$ (this follows from $`r_1+\mathrm{}+r_{p+1}=2n2`$) and, hence, the representation defined by the matrices $`A_j`$ is a direct sum. Hence, if the centralizer of the $`(p+1)`$-tuple is trivial, then there are at least three diagonal blocks. $`\mathrm{}`$

### 4.3 Proof of Proposition 31

We prove the proposition only for matrices $`A_j`$, for matrices $`M_j`$ the proof is similar.

$`1^0`$. Prove 1). The dimension of the variety of irreducible $`(p+1)`$-tuples of matrices $`G_jc_j^{}`$ with zero sum equals $`u^{}=(_{j=1}^{p+1}d(c_j^{}))((n1)^21)`$, see Remarks 17. Hence, the dimension of block-diagonal matrices $`\stackrel{~}{G}_j`$ whose sum is 0 equals $`u^{}`$. To obtain dim$`𝒰`$ one has to add to $`u^{}`$ the dimension of a transversal $`T`$ at $`I`$ to the subgroup of $`GL(n,𝐂)`$ of block-diagonal matrices with diagonal blocks of sizes $`n1`$ and 1, the only ones conjugation with which preserves the block-diagonal form of the $`(p+1)`$-tuple. One has $`d(c_j^{})=(n1)^2r_j(n1r_j)^2=(2n3)r_jr_j^2`$ (see Remark 14) and dim$`T=2n2`$. Hence,

$$\mathrm{dim}𝒰=(2n3)\underset{j=1}{\overset{p+1}{}}r_j\underset{j=1}{\overset{p+1}{}}r_j^2((n1)^21)+2n2=3(n1)^2+1\underset{j=1}{\overset{p+1}{}}r_j^2.$$

$`2^0`$. Prove 2). The dimension of the variety of $`(p+1)`$-tuples of matrices $`H_jc_j^{}`$ whose sum is 0 equals $`u^{}=(_{j=1}^{p+1}d(c_j^{}))((n2)^21)`$ (computed like $`u^{}`$, by changing $`n1`$ to $`n2`$). Hence, this is the dimension of the variety of $`n\times n`$-matrices which are block-diagonal, with diagonal blocks equal to $`H_j`$, $`\mu _j`$, $`\mu _j`$. Note that $`d(c_j^{})=(n2)^2r_j(n2r_j)^2=(2n5)r_jr_j^2`$ (Remark 14).

$`3^0`$. The dimension of each of the two varieties of $`(p+1)`$-tuples of matrices like in 1) of Proposition 29 equals $`u^{}+2_{j=1}^{p+1}r_j2(n2)=u^{}+2n`$. Indeed, each of the matrices $`Q_j`$, $`R_j`$ or $`T_j`$, $`S_j`$ belongs to a linear space of dimension $`r_j`$ (this is the image of the linear operator $`(.)(H_j\mu _jI)(.)`$ or $`(.)(.)(H_j\mu _jI)`$ acting on $`𝐂^{n2}`$). One has to subtract $`2(n2)`$ because $`R_j=Q_j=0`$ and $`T_j=S_j=0`$.

$`4^0`$. One can consider the matrices from 1) of Proposition 29 like block upper-triangular, with two diagonal blocks the lower of which is of size 2 and is scalar. The subgroup of $`GL(n,𝐂)`$ conjugation with which preserves this form is the subgroup of block upper-triangular matrices with diagonal blocks of sizes $`n2`$ and 2. Hence, a transversal at $`I`$ to it is of dimension $`2(n2)`$ and one has

$$\mathrm{dim}𝒲_i=u^{}+2n+2(n2)=u^{}+4n4=$$

$$=(2n5)\underset{j=1}{\overset{p+1}{}}r_j\underset{j=1}{\overset{p+1}{}}r_j^2((n2)^21)+4n4=3(n1)^2\underset{j=1}{\overset{p+1}{}}r_j^2.\mathrm{}$$

Author’s address: Université de Nice, Laboratoire de Mathématiques, Parc Valrose, 06108 Nice Cedex 2, France

e-mail: kostov@math.unice.fr