text:
# Free stochastic measures via noncrossing partitions II

## 1. Introduction

Starting with an operator-valued stochastic process with freely independent increments $`X(t)`$, in \[A\] we defined two families $`\left\{\mathrm{Pr}_\pi \right\}`$ and $`\left\{\mathrm{St}_\pi \right\}`$ indexed by set partitions. These objects give a precise meaning to the following heuristic expressions. For a partition $`\pi =(B_1,B_2,\mathrm{},B_n)𝒫(k)`$, temporarily denote by $`c(i)`$ the number of the class $`B_{c(i)}`$ to which $`i`$ belongs. Then, heuristically,

$$\mathrm{Pr}_\pi (t)=_{[0,t)^n}𝑑X(s_{c(1)})𝑑X(s_{c(2)})\mathrm{}𝑑X(s_{c(k)})$$

and

$$\mathrm{St}_\pi (t)=_{\begin{array}{c}[0,t)^n\\ \text{all }s_i\text{’s distinct}\end{array}}𝑑X(s_{c(1)})𝑑X(s_{c(2)})\mathrm{}𝑑X(s_{c(k)}).$$

In particular, denote by $`\psi _k`$ and $`\mathrm{\Delta }_k`$ the higher stochastic measures and the higher diagonal measures, defined, respectively, by

$$\psi _k(t)=_{\begin{array}{c}[0,t)^k\\ \text{all }s_i\text{’s distinct}\end{array}}𝑑X(s_1)𝑑X(s_2)\mathrm{}𝑑X(s_k)$$

and

$$\mathrm{\Delta }_k(t)=_{[0,t)}(dX(s))^k.$$

Rigorous definitions of all these objects in terms of Riemann sums are given below. These definitions were motivated by \[RW\], where corresponding objects were defined for the usual Lévy processes. There is a number of differences between the classical and the free case. First, the free increments property implies that $`\mathrm{St}_\pi =0`$ unless $`\pi `$ is a noncrossing partition. Second, the point of the analysis of \[RW\] was that while we are really interested in the stochastic measures $`\mathrm{St}_\pi `$, notably $`\psi _k`$, these are rather hard to define or to handle. However, by the use of Möbius inversion these can be expressed through the $`\mathrm{Pr}_\pi `$. It is easy to see that if the increments of the process $`X`$ commute, in the defining expression for $`\mathrm{Pr}_\pi `$ all the terms corresponding to the same class can be collected together, and the result is just a product measure over the classes of the partition, $`\mathrm{Pr}_\pi =\mathrm{\Delta }_{B_1}\mathrm{\Delta }_{B_2}\mathrm{}\mathrm{\Delta }_{B_n}`$. So in this way stochastic measures $`\mathrm{St}`$ can be defined using ordinary product measures. This fact is a consequence of the commutativity of the increments of the process; in the free probability case the operators do not commute, and unless the classes of the partition $`\pi `$ are just intervals we cannot expect $`\mathrm{Pr}_\pi `$ to be a product measure; indeed a counterexample was given in \[A\].

In this paper we show that while we cannot expect nice factorization properties in the general case of noncommuting variables, the free independence of the increments does imply a product-like property. Namely, by an argument similar to the above one, if the increments of the process commute, then $`\mathrm{St}_\pi =\psi _k(\mathrm{\Delta }_{B_1},\mathrm{\Delta }_{B_2},\mathrm{},\mathrm{\Delta }_{B_n})`$. This property certainly does not hold either if the increments do not commute, but if the increments are freely independent it can be modified as follows. In a noncrossing partition, one distinguishes classes which are *inner*, or covered by some other classes, and *outer*. For example, in the noncrossing partition $`((1,6,7)(2,5)(3)(4)(8)(9,10))`$, the classes $`\{(2,5),(3),(4)\}`$ are inner while the classes $`\{(1,6,7),(8),(9,10)\}`$ are outer. For a partition with only outer classes, which therefore have to be intervals, the product decomposition of $`\mathrm{Pr}_\pi `$ and the above decomposition of $`\mathrm{St}_\pi `$ hold even in the noncommutative case. We show in the main theorem of this paper that the inner classes, while making a complicated contribution to $`\mathrm{Pr}_\pi `$, make only scalar contributions to $`\mathrm{St}_\pi `$, and those contributions commute with everything.

We also use the opportunity to make extensions of the definitions of \[A\] in various directions. The objects $`\mathrm{St}_\pi `$ and $`\mathrm{Pr}_\pi `$ were defined by limits of Riemann-like sums with uniform subdivisions. In this paper we extend that definition to arbitrary subdivisions. We also make some preliminary steps towards defining multi-dimensional free stochastic measures.

Acknowledgments. This paper stems from the work started during the special semester “Free probability and operator spaces” at the Institut Henri Poincaré – Centre Emile Borel, with the support from the Fannie and John Hertz Foundation; it was completed with the support from an NSF postdoctoral fellowship. The author is grateful to the referee for numerous comments and suggestions.

## 2. Preliminaries

This paper is a sequel to \[A\]; see that paper for all the definitions that are not explicitly provided here.

### 2.1. Notation

Denote by $`[n]`$ the set $`\{1,2,\mathrm{},n\}`$.

For two vectors $`𝐗=(X_1,X_2,\mathrm{},X_k)`$ and $`𝐙=(Z_1,Z_2,\mathrm{},Z_{k1})`$ denote

$$XZ=X_1Z_1X_2Z_2\mathrm{}X_{k1}Z_{k1}X_k.$$

For a collection of vectors $`\left\{𝐗_i\right\}_{i=1}^n`$, denote by $`(𝐗_1,𝐗_2,\mathrm{},𝐗_n)`$ their concatenation.

For a collection of objects $`\left\{y_j^{(i)}\right\}`$ and a multi-index $`\overline{v}=(v_1,v_2,\mathrm{},v_n)`$, we will throughout the paper use the notation $`𝐲_{\overline{v}}`$ to denote $`_{j=1}^ny_{v_j}^{(j)}`$.

For a family of functions $`\left\{F_j\right\}`$, where $`F_j`$ is a function of $`j`$ arguments, $`\overline{v}`$ a vector with $`k`$ components, and $`B[k]`$, denote $`F(\overline{v})=F_k(\overline{v})`$ and

$$F(B;\overline{v})=F_{\left|B\right|}(v_{i(1)},v_{i(2)},\mathrm{},v_{i(\left|B\right|)}),$$

where $`B=(i(1),i(2),\mathrm{},i(\left|B\right|))`$. In particular, using this notation $`𝐲_{(B;\overline{v})}=_{iB}y_{v_i}^{(i)}`$.

### 2.2. Partitions

Denote by $`𝒫(k)`$ and $`\mathrm{𝑁𝐶}(k)`$ the lattice of all set partitions of the set $`[k]`$ and its sub-lattice of noncrossing partitions. Let $`\widehat{0}`$ and $`\widehat{1}`$ be the smallest and the largest elements in the lattice ordering, namely $`\widehat{0}=((1),(2),\mathrm{},(k))`$ and $`\widehat{1}=(1,2,\mathrm{},k)`$. Denote by $``$ the join operation in the lattices. For $`\pi \mathrm{𝑁𝐶}(k)`$, denote by $`K(\pi )`$ its Kreweras complement. For $`\pi 𝒫(n)`$, define $`\pi ^{op}𝒫(n)`$ to be $`\pi `$ taken in the opposite order, i.e.

$$i\stackrel{\pi ^{op}}{}j(ni+1)\stackrel{\pi }{}(nj+1).$$

For $`\pi 𝒫(n),\sigma 𝒫(k)`$, define $`\pi +\sigma 𝒫(n+k)`$ by

$$i\stackrel{\pi +\sigma }{}j((i,jn,i\stackrel{\pi }{}j)\text{ or }(i,j>n,(in)\stackrel{\sigma }{}(jn))).$$

### 2.3. Free cumulants

All the operators involved will live in an ambient noncommutative probability space $`(𝒜,\phi )`$, where $`𝒜`$ is a finite von Neumann algebra, and $`\phi `$ is a faithful normal tracial state on it. Let $`𝐀=(A_1,A_2,\mathrm{},A_k)`$ be a $`k`$-tuple of self-adjoint operators in $`(𝒜,\phi )`$. Denote their joint moments by

$$M(𝐀)=\phi [A_1A_2\mathrm{}A_k].$$

For a noncrossing partition $`\pi `$, denote using the above notation

$$M_\pi (𝐀)=\underset{B\pi }{}M(B;𝐀).$$

Also define the combinatorial $`R`$-transform, or the collection of joint free cumulants $`R(𝐀)`$: denoting

$$R_\pi (𝐀)=\underset{B\pi }{}R(B;𝐀),$$

the functional $`R`$ is determined inductively by

$$M(𝐀)=\underset{\sigma \mathrm{𝑁𝐶}(k)}{}R_\sigma (𝐀),$$

or more generally by

$$M_\pi (𝐀)=\underset{\begin{array}{c}\sigma \mathrm{𝑁𝐶}(k)\\ \sigma \pi \end{array}}{}R_\sigma (𝐀).$$

Any such relation can be inverted by using Möbius inversion, so we also get

$$R_\pi (𝐀)=\underset{\begin{array}{c}\sigma \mathrm{𝑁𝐶}(k)\\ \sigma \pi \end{array}}{}\mathrm{M}\ddot{\mathrm{o}}\mathrm{b}(\sigma ,\pi )M_\sigma (𝐀),$$

where $`\mathrm{M}\ddot{\mathrm{o}}\mathrm{b}`$ is the relative Möbius function on the lattice of noncrossing partitions. In particular, since $`\left|M_\pi (𝐀)\right|_{i=1}^kA_i`$ and $`\mathrm{M}\ddot{\mathrm{o}}\mathrm{b}(\pi ,\sigma ),\left|\mathrm{𝑁𝐶}(k)\right|`$ are products of Catalan numbers and so are bounded in norm by $`4^k`$, we conclude that $`\left|R_\pi (𝐀)\right|16^k_{i=1}^kA_i`$.

Finally, the relation between the free cumulants and free independence is expressed in the “mixed cumulants are zero” condition: $`R(𝐀)=0`$ whenever some $`A_i,A_j`$ are freely independent.

###### Definition 1.

Let $`𝐗=(X^{(1)},X^{(2)},\mathrm{},X^{(k)})`$ be a $`k`$-tuple of free stochastic measures with distributions $`\mu ^{(1)},\mu ^{(2)},\mathrm{},\mu ^{(k)}`$. Here, $`\mu ^{(i)}`$ is a freely infinitely divisible distribution with compact support, and $`X^{(i)}`$ is an operator-valued measure on $``$ that is self-adjoint, additive, stationary, and has freely independent increments. We say that the $`k`$-tuple is *consistent* if the following extra conditions are satisfied.

1. Free increments: For a family of disjoint intervals $`\left\{I_i\right\}_{i=1}^n`$ and a multi-index $`\overline{u}`$ on length $`n`$, the family $`\left\{X^{(u_i)}(I_i)\right\}_{i=1}^n`$ is a freely independent family.
2. Stationarity: For an interval $`I`$ and multi-index $`\overline{u}`$,

$$\phi [X^{(u_1)}(I)X^{(u_2)}(I)\mathrm{}X^{(u_n)}(I)]$$

depends only on $`\overline{u}`$ and $`\left|I\right|`$.
3. Continuity: For a fixed $`\overline{u}`$, the function

$$\left|I\right|\phi [X^{(u_1)}(I)X^{(u_2)}(I)\mathrm{}X^{(u_n)}(I)]$$

is continuous.

Note that these conditions together imply that for an arbitrary collection of intervals $`\left\{I_i\right\}_{i=1}^n`$, $`\phi [X^{(u_1)}(I_1)X^{(u_2)}(I_2)\mathrm{}X^{(u_n)}(I_n)]`$ depends only on $`\overline{u}`$ and the sizes of all elements of $`\{_{iG}I_i:G[n]\}`$. Note also that by definition and Möbius inversion, the stationarity and continuity properties apply not just to $`M`$, but to $`M_\pi ,R,R_\pi `$ as well.

###### Remark 1.

It is easy to see that a $`k`$-tuple $`𝐗`$ is consistent if $`X^{(i)}=X`$ for all $`i`$, or if the family $`\left\{X^{(i)}\right\}_{i=1}^k`$ is a freely independent family. More examples are given in Lemma 10 and in Remark 5.

Fix a consistent $`k`$-tuple of free stochastic measures $`𝐗`$. For $`t>0`$, denote $`X^{(i)}(t)=X^{(i)}([0,t))`$. Throughout most of the paper, we will consider $`t=1`$, in which case we will omit $`t`$ from the notation; in particular we will denote $`X^{(i)}([0,1))`$ simply by $`X^{(i)}`$. Let $`𝒮=(I_1,I_2,\mathrm{},I_N)`$ be a subdivision of the interval $`[0,t)`$ into $`N=\left|𝒮\right|`$ disjoint half-open intervals, listed in increasing order. Denote $`\delta (𝒮)=\mathrm{max}_{1iN}\left|I_i\right|`$. Let $`X_j^{(i)}(𝒮)=X^{(i)}(I_j)`$. In the future we will frequently omit the dependence on $`𝒮`$ and $`N`$ in the notation.

###### Notation 2.

For any set $`G`$ and a partition $`\pi 𝒫(k)`$, denote

$$G_\pi ^k=\{\overline{v}G^k:i\stackrel{\pi }{}jv_i=v_j\}$$

and

$$G_\pi ^k=\{\overline{v}G^k:i\stackrel{\pi }{}jv_i=v_j\}.$$

Denote

$$\mathrm{St}_\pi (𝐗,𝒮)=\underset{\overline{v}[N]_\pi ^k}{}𝐗_{\overline{v}}(𝒮)$$

and

$$\mathrm{Pr}_\pi (𝐗,𝒮)=\underset{\overline{v}[N]_\pi ^k}{}𝐗_{\overline{v}}(𝒮).$$

###### Definition 3.

Define the *free stochastic* and *product measures* depending on a partition to be the limits along the net of subdivisions of the interval $`[0,t)`$

$`\mathrm{St}_\pi (𝐗,t)`$ $`=\underset{\delta (𝒮)0}{lim}\mathrm{St}_\pi (𝐗,𝒮),`$
$`\mathrm{Pr}_\pi (𝐗,t)`$ $`=\underset{\delta (𝒮)0}{lim}\mathrm{Pr}_\pi (𝐗,𝒮).`$
In particular, let the higher diagonal measure be

$$\mathrm{\Delta }(𝐗,t)=\mathrm{St}_{\widehat{1}}(𝐗,t)=\mathrm{Pr}_{\widehat{1}}(𝐗,t),$$

and the $`k`$-dimensional free stochastic measure be $`\psi (𝐗,t)=\mathrm{St}_{\widehat{0}}(𝐗,t)`$. If $`X^{(i)}=X`$ for all $`i`$, we denote $`\mathrm{\Delta }(𝐗,t)`$ by $`\mathrm{\Delta }_k(t)`$ and $`\psi (𝐗,t)`$ by $`\psi _k(t)`$.

Here the limits are taken in the operator norm; the proof of their existence is part of the arguments in the next section.

###### Lemma 1.

For an arbitrary family of intervals $`\left\{J_i[0,1)\right\}_{i=1}^n`$, a multi-index $`\overline{u}`$, and $`\pi \mathrm{𝑁𝐶}(k)`$,

$$R_\pi (X^{(u_1)}(J_1),X^{(u_2)}(J_2),\mathrm{},X^{(u_n)}(J_n))=\left(\underset{B\pi }{}\left|\underset{iB}{}J_i\right|\right)R_\pi (X^{(u_1)},X^{(u_2)},\mathrm{},X^{(u_n)}).$$

In particular, for a subdivision $`𝒮=(I_1,I_2,\mathrm{},I_N)`$ of $`[0,1)`$,

$$R_\pi (X_j^{(u_1)},X_j^{(u_2)},\mathrm{},X_j^{(u_n)})=\left|I_j\right|^{\left|\pi \right|}R_\pi (X^{(u_1)},X^{(u_2)},\mathrm{},X^{(u_n)}).$$

###### Proof.

The second statement follows from the first one with all intervals $`J_i=I_j`$ with a fixed $`j`$. For the first statement, it suffices to show that

$$R(X^{(u_1)}(J_1),X^{(u_2)}(J_2),\mathrm{},X^{(u_n)}(J_n))=\left|\underset{i=1}{\overset{n}{}}J_i\right|R(X^{(u_1)},X^{(u_2)},\mathrm{},X^{(u_n)}).$$

Moreover, since each $`X^{(j)}`$ is an additive process with freely independent increments, the expression $`R_\pi (A_1,A_2,\mathrm{},A_n)`$ is multi-linear in its arguments, and all mixed cumulants are equal to $`0`$, it suffices to show that

(1)
$$R(X^{(u_1)}(I),X^{(u_2)}(I),\mathrm{},X^{(u_n)}(I))=\left|I\right|R(X^{(u_1)},X^{(u_2)},\mathrm{},X^{(u_n)})$$

with $`I=_{i=1}^nJ_i`$. First suppose that $`I=I_j`$, one of the intervals in a uniform subdivision, with $`I_i=[\frac{i1}{N},\frac{i}{N})`$. Then using the same properties as above,

$`R(X^{(u_1)},X^{(u_2)},\mathrm{},X^{(u_n)})`$ $`={\displaystyle \underset{\overline{v}[N]^n}{}}R(X_{v_1}^{(u_1)},X_{v_2}^{(u_2)},\mathrm{},X_{v_n}^{(u_n)})`$
$`={\displaystyle \underset{i=1}{\overset{N}{}}}R(X_i^{(u_1)},X_i^{(u_2)},\mathrm{},X_i^{(u_n)})`$
$`=NR(X_j^{(u_1)},X_j^{(u_2)},\mathrm{},X_j^{(u_n)}),`$
where in the last equality we have used that fact that by stationarity of $`𝐗`$, $`R(X_i^{(u_1)},\mathrm{},X_i^{(u_n)})`$ does not depend on $`i`$. Therefore

$`R(X_j^{(u_1)},X_j^{(u_2)},\mathrm{},X_j^{(u_n)})`$ $`=N^1R(X^{(u_1)},X^{(u_2)},\mathrm{},X^{(u_n)})`$
$`=\left|I_j\right|R(X^{(u_1)},X^{(u_2)},\mathrm{},X^{(u_n)}).`$
By stationarity, it follows that equation (1) holds for $`\left|I\right|=1/N`$ and consequently for any rational $`\left|I\right|`$. The result follows for general $`I`$ by the continuity assumption on $`𝐗`$. ∎

This was the main fact used in the proofs of \[A\], and so the results from that paper carry over to the consistent $`k`$-tuples of free stochastic measures. Note that all of these results were proven for uniform subdivisions. However, their proofs carry over to the more general definitions of this paper without difficulty; see Lemma 2 for an example of a computation. We list some of those results, with the numbering from \[A\].

1. $`\mathrm{St}_\pi (𝐗)=0`$ unless $`\pi `$ is noncrossing (Theorem 1).
2. $`\phi [\mathrm{St}_\pi (𝐗)]=R_\pi (𝐗)`$ (Corollary 2).
3. If $`\pi `$ contains an inner singleton and $`𝐗`$ is centered, then $`\mathrm{St}_\pi (𝐗)=0`$ (Proposition 1).
4. If $`Z`$ is freely independent from the free stochastic measure $`X`$, then

$$\underset{\delta (𝒮)0}{lim}\underset{i=1}{\overset{N}{}}X_iZX_i=\phi [Z]\mathrm{\Delta }_2(X)$$

(Corollary 13).
5. The limit defining $`\mathrm{St}_\pi `$ exists in the norm topology if the corresponding limit exists for the free Poisson process. In particular, for any consistent $`k`$-tuple $`𝐗`$ of free stochastic measures, $`\mathrm{\Delta }(𝐗)`$ is well-defined. In fact, the argument in \[A\] needs to be modified ($`\mathrm{Pr}`$ should be used in place of $`\mathrm{St}`$); such a modification is contained in Lemma 7 of this paper.

Results 2 and 3 are consequences of, and result 4 is parallel to, the following theorem.

###### Main Theorem.

Let $`\pi `$ be a noncrossing partition of $`[k]`$ with $`o(\pi )`$ outer classes $`B_1,\mathrm{},B_{o(\pi )}`$ and $`i(\pi )`$ inner classes $`C_1,\mathrm{},C_{i(\pi )}`$. Then

$$\mathrm{St}_\pi (𝐗)=\underset{i=1}{\overset{i(\pi )}{}}R(C_i;𝐗)\psi (\mathrm{\Delta }(B_1;𝐗),\mathrm{\Delta }(B_2;𝐗),\mathrm{},\mathrm{\Delta }(B_{o(\pi )};𝐗)).$$

###### Remark 2.

The distinction between the inner and the outer classes of a noncrossing partition was noted in \[BLS\]. It would be interesting to see what the relation is between the conditionally free cumulants of that paper (which are scalar-valued) and our $`\mathrm{St}_\pi `$; cf. also \[M\].

###### Example 3.

Let $`\pi `$ be as in the theorem, and $`\left\{X(t)\right\}`$ be the free Poisson process. Then for $`n1`$, $`r_n(t)=t`$, $`\mathrm{\Delta }_n(t)=X(t)`$. Therefore the theorem states that

$$\mathrm{St}_\pi (t)=t^{i(\pi )}\psi _{o(\pi )}(t).$$

###### Example 4.

Let $`\pi `$ be as in the theorem, and $`\left\{X(t)\right\}`$ be the free Brownian motion. Then the free cumulants of $`\mu _t`$ are $`r_1(t)=0`$, $`r_2(t)=t`$, $`r_n(t)=0`$ for $`n>2`$, and the diagonal measures of $`X`$ are $`\mathrm{\Delta }_1(t)=X(t)`$, $`\mathrm{\Delta }_2(t)=t`$, $`\mathrm{\Delta }_n(t)=0`$ for $`n>2`$. Therefore the theorem states that

$`\mathrm{St}_\pi (X,t)`$ $`=\{\begin{array}{cc}0\text{ if }\pi \text{ contains a class of more than }2\text{ elements},\hfill & \\ 0\text{ if }\pi \text{ contains an inner singleton},\hfill & \\ t^{i(\pi )}t^{\mathrm{\#}\{B_j:\left|B_j\right|=2\}}\psi _{\mathrm{\#}\{B_j:\left|B_j\right|=1\}}(t)\text{ otherwise}\hfill & \end{array}`$
$`=\{\begin{array}{cc}t^{\mathrm{\#}\{V\pi :\left|V\right|=2\}}\psi _{\mathrm{\#}\{V\pi :\left|V\right|=1\}}(t)\text{ if }i,j,\left|C_i\right|=2,\left|B_j\right|=1,2,\hfill & \\ 0\text{ otherwise}.\hfill & \end{array}`$
## 3. Proof of the theorem

We start the analysis with a single free Poisson stochastic measure. It has the following remarkable representation: one can take $`IX(I)`$ to be $`sp(I)s`$, where $`s`$ is a variable with a semicircular distribution freely independent from $`p(I)`$, and $`Ip(I)`$ is a projection-valued measure, so that disjoint intervals correspond to orthogonal projections, and $`\phi [p(I)]=\left|I\right|`$.

###### Lemma 2.

Given a subdivision $`𝒮=(I_1,I_2,\mathrm{},I_N)`$ of $`[0,1)`$, let $`\left\{p_i\right\}_{i=1}^N`$ be orthogonal projections adding up to $`1`$ with $`\phi [p_i]=\left|I_i\right|`$. Let $`\left\{Z_{i,j}\right\}_{i[N],j[k]}`$ be a family of operators (dependent on $`𝒮`$) such that for each $`i`$, the family $`\left\{Z_{i,j}\right\}_{j[k]}`$ is freely independent from $`p_i`$. In addition, assume that for each $`i`$, at least one of $`Z_{i,j}`$ is centered, and that for all $`i,j,𝒮`$, $`Z_{i,j}<c/16`$. Then

$$\underset{\delta (𝒮)0}{lim}\underset{i=1}{\overset{N}{}}p_iZ_{i,1}p_iZ_{i,2}\mathrm{}Z_{i,k}p_i=0,$$

where the limit is taken in the operator norm.

###### Proof.

Denote

$$A(𝒮)=\underset{i=1}{\overset{N}{}}p_iZ_{i,1}p_iZ_{i,2}\mathrm{}Z_{i,k}p_i=\underset{i=1}{\overset{N}{}}(p_i,\mathrm{},p_i)𝐙_i,$$

where $`𝐙_i=(Z_{i,1},\mathrm{},Z_{i,k})`$. Then

$$(A(𝒮)A(𝒮)^{})^n=\underset{i=1}{\overset{N}{}}(p_i,\mathrm{},p_i)(𝐙_i,(𝐙_i)^{},\mathrm{},𝐙_i,(𝐙_i)^{}),$$

where $`(𝐙_i)^{}=(Z_{i,k}^{},\mathrm{},Z_{i,1}^{})`$. Then as in \[A, Theorem 3\],

$$\phi [(A(𝒮)A(𝒮)^{})^n]=\underset{i=1}{\overset{N}{}}\underset{\pi \mathrm{𝑁𝐶}(2nk)}{}R_{K(\pi )}(𝐙_i,(𝐙_i)^{},\mathrm{},𝐙_i,(𝐙_i)^{}))M_\pi (p_i,p_i,\mathrm{},p_i).$$

At least one $`Z_{i,j}`$ is centered, so $`\left|K(\pi )\right|2nkn`$ and $`\left|\pi \right|(n+1)`$ (since $`\left|\pi \right|+\left|K(\pi )\right|=2nk+1`$). Thus

$$\phi [(A(𝒮)A(𝒮)^{})^n]\underset{i=1}{\overset{N}{}}\underset{\begin{array}{c}\pi \mathrm{𝑁𝐶}(2nk)\\ \left|\pi \right|n+1\end{array}}{}c^{2nk}\phi [p_i]^{\left|\pi \right|}4^{2nk}c^{2nk}\delta (𝒮)^n.$$

Therefore

$$A(𝒮)_{2n}<\delta (𝒮)^{1/2k}4^kc^k,$$

and so $`A(𝒮)<\delta (𝒮)^{1/2k}(4c)^k`$, which converges to $`0`$ as $`\delta (𝒮)0`$. ∎

###### Lemma 3.

Let $`IX(I)=sp(I)s`$ be a free Poisson stochastic measure (see \[A\]), so that $`X_i=sp_is`$ with $`p_i`$ as in the previous lemma. Let $`Z_{i,j}`$ be as in the previous lemma. Then

$$\underset{\delta (𝒮)0}{lim}\underset{i=1}{\overset{N}{}}X_iZ_{i,1}X_iZ_{i,2}\mathrm{}Z_{i,k}X_i=0.$$

###### Proof.

By the free independence assumption on $`\left\{Z_{i,j}\right\}`$, the joint distribution of the $`(k+1)`$-tuple $`\{X_i,Z_{i,1},Z_{i,2},\mathrm{},Z_{i,k}\}`$ is, for each $`i`$, entirely determined by the distribution of $`X_i`$ and the joint distribution of $`\left\{Z_{i,j}\right\}_{j=1}^k`$. These distributions, and hence the conclusion of the lemma, are not changed if we assume in addition that the family $`\left\{Z_{i,j}\right\}_{j=1}^k`$ is freely independent from $`s`$.

$`(X_i,\mathrm{},X_i)𝐙_i=(sp_is,\mathrm{},sp_is)𝐙_i=s((p_i,\mathrm{},p_i)(s𝐙_is))s`$, where $`s𝐙_is`$ denotes the vector $`𝐙_i`$ with each term multiplied by $`s`$ on both sides. Since $`s`$ and $`𝐙_i`$ are freely independent, if $`Z_{i,j}`$ is centered then so is $`sZ_{i,j}s`$. Then the previous lemma implies the result. ∎

###### Lemma 4.

Let $`\pi \mathrm{𝑁𝐶}(k)`$ have only one outer class $`B`$ consisting of $`n+1`$ elements. That is,

$$\pi =\{(u_0=1,u_1,u_2,\mathrm{},u_n=k),\pi (1),\pi (2),\mathrm{},\pi (n)\},$$

where $`\pi (j)`$ is supported on $`C_j=[u_{j1}+1,u_j1]`$. Let $`X`$ be a free Poisson stochastic measure. Then for $`𝐗`$ with all $`X^{(i)}=X`$,

$$\mathrm{St}_\pi (𝐗)=\underset{j=1}{\overset{n}{}}R_{\pi (j)}(C_j;𝐗)\mathrm{\Delta }(B;𝐗).$$

###### Proof.

Let $`Z_{i,j}(N)=_{\overline{v}([N]\backslash \left\{i\right\})_{\pi (j)}^{\left|C_j\right|}}𝐗_{(C_j;\overline{v})}`$.

$$\underset{i=1}{\overset{N}{}}X_i^{(u_0)}Z_{i,1}X_i^{(u_1)}Z_{i,2}\mathrm{}Z_{i,n}X_i^{(u_n)}=\underset{i=1}{\overset{N}{}}\underset{G[n]}{}(X_i^{(u_0)},\mathrm{},X_i^{(u_n)})Z(G),$$

where $`Z(G)`$ is a vector of length $`n`$ such that

$$Z(G)_j=\{\begin{array}{cc}Z_{i,j}\phi [Z_{i,j}],jG,\hfill & \\ \phi [Z_{i,j}],jG.\hfill & \end{array}$$

For $`G\mathrm{}`$, at least one of the $`Z(G)_j`$ is centered. So Lemma 3 applies and the limit, as $`\delta (𝒮)`$ goes to $`0`$, of the appropriate term is $`0`$. On the other hand, it follows from \[A, Corollary 2\] that for any $`i`$ the limit of $`\phi [Z_{i,j}]`$ is $`R_{\pi _j}(C_j;𝐗)`$. We conclude that, denoting $`\overline{ı}=(i,i,\mathrm{},i)`$,

$`\underset{\delta (𝒮)0}{lim}{\displaystyle \underset{i=1}{\overset{N}{}}}X_i^{(u_0)}Z_{i,1}X_i^{(u_1)}Z_{i,2}\mathrm{}Z_{i,n}X_i^{(u_n)}`$ $`={\displaystyle \underset{j=1}{\overset{n}{}}}R_{\pi (j)}(𝐗)\underset{\delta (𝒮)0}{lim}{\displaystyle \underset{i=1}{\overset{N}{}}}𝐗_{(B;\overline{ı})}`$
$`={\displaystyle \underset{j=1}{\overset{n}{}}}R_{\pi (j)}(𝐗)\mathrm{\Delta }(B;𝐗),`$
where $`\mathrm{\Delta }(B;𝐗)`$ is well-defined for the free Poisson stochastic measure by \[A, Corollary 4\]. On the other hand,

$$\underset{i=1}{\overset{N}{}}X_i^{(u_0)}Z_{i,1}X_i^{(u_1)}Z_{i,2}\mathrm{}Z_{i,n}X_i^{(u_n)}=\underset{\sigma }{}\mathrm{St}_\sigma (𝐗,𝒮),$$

where the sum is taken over all partitions $`\sigma `$ of $`[k]`$ which contain the class $`B`$ and such that for all j, the restriction of $`\sigma `$ to $`C_j`$ is $`\pi (j)`$. The only noncrossing partition satisfying these requirements is $`\pi `$, so

$$\underset{\delta (𝒮)0}{lim}\underset{\sigma }{}\mathrm{St}_\sigma (𝐗,𝒮)=\mathrm{St}_\pi (𝐗).$$

###### Notation 4.

Let $`\pi \mathrm{𝑁𝐶}(k)`$. Then $`\pi `$ can be written as

$$\pi =(B_1(\pi ),B_2(\pi ),\mathrm{},B_{o(\pi )}(\pi ),_1(\pi ),_2(\pi ),\mathrm{},_{o(\pi )}(\pi )).$$

Here, $`\left\{B_i(\pi )\right\}`$ are outer classes of $`\pi `$, listed in increasing order. Denote

$$\overline{B_i}=\left\{j\right|a,bB_i:ajb\}$$

the subset covered by $`B_i`$, and let $`_i(\pi )`$ be the restriction of $`\pi `$ to the set $`\overline{B_i}\backslash B_i`$ strictly covered by $`B_i`$. Denote by $`_i^{}(\pi )`$ the noncrossing partition $`(B_i(\pi ),_i(\pi ))`$. Finally, denote $`C(\pi )=[k]\backslash _{i=1}^{o(\pi )}B_i`$, and let $`(\pi )`$ be the partition consisting of all inner classes of $`\pi `$, i.e. the restriction of $`\pi `$ to $`C(\pi )`$.

###### Lemma 5.

With the above notation, for a consistent $`k`$-tuple $`𝐗`$ of free stochastic measures, $`\mathrm{Pr}_\pi (𝐗)=_{i=1}^{o(\pi )}\mathrm{Pr}_{_i^{}(\pi )}(𝐗)`$.

###### Proof.

Such a product decomposition is valid for any subdivision $`𝒮`$. ∎

###### Lemma 6.

Let $`𝐗`$ be a consistent $`k`$-tuple of free stochastic measures. Then

1. The measures $`\mathrm{Pr}_\pi (𝐗)`$ and $`\mathrm{St}_\pi (𝐗)`$ are related as follows: for $`\pi \mathrm{𝑁𝐶}(k)`$,

$`\mathrm{Pr}_\pi (𝐗)`$ $`={\displaystyle \underset{\begin{array}{c}\sigma \mathrm{𝑁𝐶}(k)\\ \sigma \pi \end{array}}{}}\mathrm{St}_\sigma (𝐗),`$
$`\mathrm{St}_\pi (𝐗)`$ $`={\displaystyle \underset{\begin{array}{c}\sigma \mathrm{𝑁𝐶}(k)\\ \sigma \pi \end{array}}{}}\mathrm{M}\ddot{\mathrm{o}}\mathrm{b}(\pi ,\sigma )\mathrm{Pr}_\sigma (𝐗).`$
2. Let $`\pi _1,\pi _2,\mathrm{},\pi _n`$ be noncrossing partitions such that $`\pi =\pi _1+\pi _2+\mathrm{}+\pi _n\mathrm{𝑁𝐶}(k)`$. For each $`i`$, identify $`\pi _i`$ with a sub-partition of $`\pi `$, and let $`C_i`$ be the support of $`\pi _i`$ in $`[k]`$. Denote $`\tau \mathrm{𝑁𝐶}(n)`$ the partition $`(C_1,C_2,\mathrm{},C_n)`$. Then

$$\underset{i=1}{\overset{n}{}}\mathrm{St}_{\pi _i}(C_i;𝐗)=\underset{\begin{array}{c}\sigma \mathrm{𝑁𝐶}(k)\\ \sigma \tau =\pi \end{array}}{}\mathrm{St}_\sigma (𝐗).$$

###### Proof.

The first statement is based on a purely combinatorial observation that

$$\mathrm{Pr}_\pi (𝐗,𝒮)=\underset{\begin{array}{c}\sigma 𝒫(k)\\ \sigma \pi \end{array}}{}\mathrm{St}_\sigma (𝐗,𝒮)$$

and the fact that $`\mathrm{St}_\sigma (𝐗)=0`$ for $`\sigma \mathrm{𝑁𝐶}(k)`$; see Corollary 1 of \[A\]. The second statement is based on a purely combinatorial observation that

$$\underset{i=1}{\overset{n}{}}\mathrm{St}_{\pi _i}((C_i;𝐗),𝒮)=\underset{\begin{array}{c}\sigma 𝒫(k)\\ \sigma \tau =\pi \end{array}}{}\mathrm{St}_\sigma (𝐗,𝒮)$$

and the same fact. ∎

###### Lemma 7.

The limit defining $`\mathrm{Pr}_\pi (𝐗)`$ exists in norm if the corresponding limit exists for the free Poisson stochastic measure.

###### Proof.

Let $`𝒮=(I_1,I_2,\mathrm{},I_N)`$ be a subdivision of $`[0,1)`$. Let $`𝒯`$ be another such subdivision, and let $`𝒮𝒯=(J_1,J_2,\mathrm{},J_M)`$ be their common refinement. Temporarily denote by $`p(s)`$ the index $`i`$ such that $`J_sI_i`$. Denote $`A(𝒮)=\mathrm{Pr}_\pi (𝐗,𝒮)`$, and similarly for $`𝒮𝒯`$.

$`A(𝒮)A(𝒮𝒯)=`$ $`{\displaystyle \underset{\overline{v}[N]_\pi ^k}{}}{\displaystyle \underset{p^1(s_1)=v_1}{}}X_{s_1}^{(1)}(𝒮𝒯)\mathrm{}{\displaystyle \underset{p^1(s_k)=v_k}{}}X_{s_k}^{(k)}(𝒮𝒯)`$
$`{\displaystyle \underset{\overline{u}[M]_\pi ^k}{}}𝐗_{\overline{u}}(𝒮𝒯)`$
$`=`$ $`{\displaystyle \underset{\begin{array}{c}p(\overline{s})[N]_\pi ^k,\\ \overline{s}[M]_\pi ^k\end{array}}{}}𝐗_{\overline{s}}(𝒮𝒯).`$
The above expression $`A(𝒮)A(𝒮𝒯)`$ is a sum with positive coefficients. Hence so is $`((A(𝒮)A(𝒮𝒯))(A(𝒮)A(𝒮𝒯))^{})^n`$. Therefore its expectation is a sum over a collection of indices, with weights given by products of $`\left|J_s\right|`$, all of which are independent of the distribution of $`𝐗`$, of free cumulants of $`𝐗`$ of order $`2kn`$. Each of those free cumulants is bounded in norm by $`(16𝐗)^{2nk}`$, where $`𝐗=\mathrm{max}_iX^{(i)}`$. Since for the free Poisson process all such cumulants are equal to $`1`$, the result is at most $`(16𝐗)^{2nk}`$ times the corresponding quantity for the free Poisson process, for which we denote $`\mathrm{Pr}_\pi (X,𝒮)`$ by $`a(𝒮)`$. That is,

$$\begin{array}{c}\phi [((A(𝒮)A(𝒮𝒯))(A(𝒮)A(𝒮𝒯))^{})^n]\hfill \\ \hfill (16𝐗)^{2nk}\phi [((a(𝒮)a(𝒮𝒯))(a(𝒮)a(𝒮𝒯))^{})^n],\end{array}$$

and so

$$A(𝒮)A(𝒮𝒯)_{2n}(16𝐗)^ka(𝒮)a(𝒮𝒯)_{2n},$$

which implies in particular that

$$A(𝒮)A(𝒮𝒯)(16𝐗)^ka(𝒮)a(𝒮𝒯).$$

By assumption, the net $`a(𝒮)`$ converges in norm, and

$`A(𝒮)A(𝒯)`$ $`A(𝒮)A(𝒮𝒯)+A(𝒯)A(𝒮𝒯)`$
$`(16𝐗)^k(a(𝒮)a(𝒮𝒯)+a(𝒯)a(𝒮𝒯)).`$
Therefore the net $`A(𝒮)`$ is a Cauchy net, and so converges. ∎

###### Corollary 8.

$`\mathrm{Pr}_\pi (𝐗)`$, and hence $`\mathrm{St}_\pi (𝐗)`$, is well-defined for all $`\pi ,𝐗`$.

###### Proof.

Let $`X`$ be a free Poisson stochastic measure. By Lemma 4, $`\mathrm{St}_\pi (X)`$ is well-defined for $`\pi \mathrm{𝑁𝐶}(k)`$ with a single outer class. Since for such $`\pi `$ and $`\sigma \mathrm{𝑁𝐶}(k)`$, $`\sigma \pi `$, $`\sigma `$ also contains only one outer class, by Lemma 6 part (1) we conclude that for such $`\pi `$, $`\mathrm{Pr}_\pi (X)`$ is well-defined as well. By Lemma 5, $`\mathrm{Pr}_\pi (X)`$ is then well-defined for an arbitrary $`\pi \mathrm{𝑁𝐶}(k)`$, and applying Lemma 6 part (1) again implies that $`\mathrm{St}_\pi (X)`$ is well-defined for an arbitrary $`\pi `$ as well. Finally, by Lemma 7 the same is true for an arbitrary consistent $`k`$-tuple $`𝐗`$ of free stochastic measures. ∎

###### Corollary 9.

Let $`𝐗`$ be a consistent $`k`$-tuple of free stochastic measures. For an interval $`I`$, define $`\mathrm{\Delta }(𝐗)(I)=lim_{\delta (𝒮)0}\mathrm{St}_{\widehat{1}}(𝐗,𝒮)`$, where $`𝒮`$ is a subdivision of $`I`$ in place of $`[0,1)`$. With this notation, $`\mathrm{\Delta }(𝐗)`$ is a free stochastic measure.

###### Lemma 10.

Let $`𝐗`$ be a consistent $`k`$-tuple of free stochastic measures. Let $`G_1,G_2,\mathrm{},G_m[k]`$, and denote $`𝐗_G=(X^{(u_1)},X^{(u_2)},\mathrm{}X^{(u_{\left|G\right|})})`$ for $`G=(u_1<u_2<\mathrm{}<u_{\left|G\right|})`$. Then the $`m`$-tuple

$$(\mathrm{\Delta }(𝐗_{G_1}),\mathrm{\Delta }(𝐗_{G_2}),\mathrm{},\mathrm{\Delta }(𝐗_{G_m}))$$

is also consistent.

###### Proof.

The free increments property and stationarity follow immediately from the corresponding properties of $`𝐗`$. For a general $`n`$-tuple $`𝐘`$ of free stochastic measures that has these two properties, by stationarity the continuity property is equivalent to the continuity of the function

$$t\phi [Y^{(v_1)}(t)\mathrm{}Y^{(v_l)}(t)]$$

for all $`t,\overline{v}`$. By Möbius inversion, this is equivalent to the continuity of

$$tR(Y^{(v_1)}(t),\mathrm{},Y^{(v_l)}(t))$$

for all $`t,\overline{v}`$. By additivity and the free increments property, this is equivalent to the continuity of this function, for all $`\overline{v}`$, at $`t=0`$, and so to the same property for $`M`$.

Thus finally, for the $`m`$-tuple in the hypothesis, it suffices to prove that

$$\phi [\mathrm{\Delta }(𝐗_{G_1},t)\mathrm{\Delta }(𝐗_{G_2},t)\mathrm{}\mathrm{\Delta }(𝐗_{G_m},t)]0$$

as $`t0`$. Note that we do not need to put in a multi-index $`\overline{v}`$ since $`\left\{G_i\right\}_{i=1}^m`$ is already an arbitrary collection of subsets of $`[k]`$. Denote by $`\sigma \mathrm{𝑁𝐶}(l)`$ the partition $`(B_1,B_2,\mathrm{},B_m)`$ with interval classes

$$B_j=\{(\underset{s=1}{\overset{j1}{}}\left|G_s\right|)+1,\mathrm{},\underset{s=1}{\overset{j}{}}\left|G_s\right|\},$$

and let $`𝐘=(𝐗_{G_1},𝐗_{G_2},\mathrm{},𝐗_{G_m})`$. Clearly $`𝐘`$ is a consistent $`l`$-tuple. Then

$`\phi [\mathrm{\Delta }(𝐗_{G_1},t)\mathrm{\Delta }(𝐗_{G_2},t)\mathrm{}\mathrm{\Delta }(𝐗_{G_m},t)]`$ $`=\phi [\mathrm{Pr}_\sigma (𝐘(t))]={\displaystyle \underset{\tau \sigma }{}}\phi [\mathrm{St}_\tau (𝐘(t))]`$
$`={\displaystyle \underset{\tau \sigma }{}}R_\tau (𝐘(t))={\displaystyle \underset{\tau \sigma }{}}t^{\left|\tau \right|}R_\tau (𝐘)`$
by Lemma 1, and so goes to $`0`$ as $`t0`$. ∎

###### Lemma 11.

Let $`\sigma =(B_1,B_2,\mathrm{},B_n)`$ be an interval partition of $`[k]`$. Then

$$\mathrm{\Delta }(\mathrm{\Delta }(B_1;𝐗),\mathrm{},\mathrm{\Delta }(B_n;𝐗))=\mathrm{\Delta }(𝐗).$$

###### Proof.

Let $`𝒮=(I_1,\mathrm{},I_N)`$ be a subdivision of $`[0,1)`$. For each $`i`$, let $`𝒮_i=(I_{i,1},I_{i,2},\mathrm{},I_{i,M_i})`$ be a subdivision of $`I_i`$, and $`𝒯`$ be the subdivision of $`[0,1)`$ obtained by combining $`\left\{𝒮_i\right\}_{i=1}^N`$. Then as $`\delta (𝒮_1),\mathrm{},\delta (𝒮_N)0`$, also $`\delta (𝒯)0`$. Therefore

$$\underset{\delta (𝒮_1),\mathrm{},\delta (𝒮_N)0}{lim}\mathrm{\Delta }(𝐗,𝒯)=\mathrm{\Delta }(𝐗),$$

and so $`\mathrm{\Delta }(𝐗)`$ is also the limit of the left-hand-side if in addition $`\delta (𝒮)0`$. Here

$$\mathrm{\Delta }(𝐗,𝒯)=\underset{i=1}{\overset{N}{}}\underset{s=1}{\overset{M_i}{}}\underset{t=1}{\overset{k}{}}X^{(t)}(I_{i,s}).$$

On the other hand,

$$\underset{i=1}{\overset{N}{}}\underset{j=1}{\overset{n}{}}\underset{s=1}{\overset{M_i}{}}\underset{tB_j}{}X^{(t)}(I_{i,s})=\underset{i=1}{\overset{N}{}}\underset{j=1}{\overset{n}{}}\mathrm{\Delta }((B_j;𝐗),𝒮_i)$$

and

$`\underset{\delta (𝒮)0}{lim}\underset{\delta (𝒮_1),\mathrm{},\delta (𝒮_N)0}{lim}{\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \underset{j=1}{\overset{n}{}}}\mathrm{\Delta }((B_j;𝐗),𝒮_i)`$ $`=\underset{\delta (𝒮)0}{lim}{\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \underset{j=1}{\overset{n}{}}}\mathrm{\Delta }(B_j;𝐗)`$
$`=\mathrm{\Delta }(\mathrm{\Delta }(B_1;𝐗),\mathrm{},\mathrm{\Delta }(B_n;𝐗)).`$
Therefore the difference

$$\mathrm{\Delta }(\mathrm{\Delta }(B_1;𝐗),\mathrm{},\mathrm{\Delta }(B_n;𝐗))\mathrm{\Delta }(𝐗)$$

is the limit, as $`\delta (𝒮_1),\mathrm{},\delta (𝒮_N)0`$ and then as $`\delta (𝒮)0`$, of

$$\underset{i=1}{\overset{N}{}}\underset{j=1}{\overset{n}{}}\underset{s=1}{\overset{M_i}{}}\underset{tB_j}{}X^{(t)}(I_{i,s})\underset{i=1}{\overset{N}{}}\underset{s=1}{\overset{M_i}{}}\underset{t=1}{\overset{k}{}}X^{(t)}(I_{i,s}).$$

This expression is a sum with positive coefficients. Also, for the free Poisson process,

$$\mathrm{\Delta }(\mathrm{\Delta }(B_1;𝐗),\mathrm{},\mathrm{\Delta }(B_n;𝐗))\mathrm{\Delta }(𝐗)=\mathrm{\Delta }(X,\mathrm{},X)X=0.$$

By the same estimates as in Lemma 7, the result follows. ∎

###### Lemma 12.

For $`\pi \mathrm{𝑁𝐶}(k)`$,

$$\mathrm{St}_\pi (𝐗)=R_{(\pi )}(C(\pi );𝐗)\mathrm{St}_{(B_1(\pi ),B_2(\pi ),\mathrm{},B_{o(\pi )}(\pi ))}(\underset{i=1}{\overset{o(\pi )}{}}B_i(\pi );𝐗).$$

###### Proof.

Let $`C`$ be an inner class of $`\pi `$, and let $`\pi ^{}\mathrm{𝑁𝐶}(k\left|C\right|)`$ be the restriction of $`\pi `$ to $`[k]\backslash C`$. Then it suffices to prove that

$$\mathrm{St}_\pi (𝐗)=R(C;𝐗)\mathrm{St}_\pi ^{}(([k]\backslash C);𝐗).$$

Denote $`A=\mathrm{St}_\pi (𝐗)R(C;𝐗)\mathrm{St}_\pi ^{}(([k]\backslash C);𝐗)`$.

$$\phi [(AA^{})^n]=\underset{G[2n]}{}(R(C;𝐗))^{\left|G\right|}\phi [\mathrm{St}_{\pi _1}(𝐗_1)\mathrm{St}_{\pi _2}(𝐗_2)\mathrm{}\mathrm{St}_{\pi _{2n}}(𝐗_{2n})],$$

where

If $`jG,j\text{ odd, then }\pi _j=\pi ,𝐗_j=𝐗.`$
If $`jG,j\text{ even, then }\pi _j=\pi ^{op},𝐗_j=𝐗^{op}.`$
If $`jG,j\text{ odd, then }\pi _j=\pi ^{},𝐗_j=(([k]\backslash C);𝐗).`$
If $`jG,j\text{ even, then }\pi _j=(\pi ^{})^{op},𝐗_j=(([k]\backslash C);𝐗)^{op}.`$
Denote $`\pi _G=\pi _1+\pi _2+\mathrm{}+\pi _{2n}`$. Let $`C_i(G)`$ be the support of $`\pi _i`$ identified as a sub-partition of $`\pi _G`$, and let $`\tau _G=(C_1(G),C_2(G),\mathrm{},C_{2n}(G))`$. Then by part (2) of Lemma 6,

$`A_{2n}^{2n}`$ $`={\displaystyle \underset{G[2n]}{}}(1)^{\left|G\right|}R(C;𝐗)^{\left|G\right|}{\displaystyle \underset{\begin{array}{c}\sigma \mathrm{𝑁𝐶}(2nk\left|G\right|\left|C\right|)\\ \sigma \tau _G=\pi _G\end{array}}{}}\phi [\mathrm{St}_\sigma (𝐗_1,𝐗_2,\mathrm{},𝐗_{2n})]`$
$`={\displaystyle \underset{G[2n]}{}}(1)^{\left|G\right|}{\displaystyle \underset{\begin{array}{c}\sigma \mathrm{𝑁𝐶}(2nk\left|G\right|\left|C\right|)\\ \sigma \tau _G=\pi _G\end{array}}{}}R(C;𝐗)^{\left|G\right|}R_\sigma (𝐗_1,𝐗_2,\mathrm{},𝐗_{2n}).`$
Fix $`G[2n]`$. Let $`\sigma \mathrm{𝑁𝐶}(2nk)`$, $`\sigma \tau _{\mathrm{}}=\pi _{\mathrm{}}`$, where $`\tau _{\mathrm{}}=\widehat{1}_k+\mathrm{}+\widehat{1}_k`$ and $`\pi _{\mathrm{}}=\pi +\pi ^{op}+\pi +\mathrm{}+\pi ^{op}`$. Denote $`C^{op}=(k+1C)`$ the class of $`\pi ^{op}`$ corresponding to $`C`$. Since $`C`$ is an inner class of $`\pi `$, the condition $`\sigma \tau _{\mathrm{}}=\pi _{\mathrm{}}`$ implies that $`(2jk+C)`$ and $`((2j+1)k+C^{op})`$ are classes of $`\sigma `$ for $`0j<n`$. Let $`g_G`$ map such a $`\sigma `$ to the partition in $`\mathrm{𝑁𝐶}(2nk\left|G\right|\left|C\right|)`$ obtained by removing from $`\sigma `$ the classes $`(2jk+C)`$ for $`(2j+1)G`$ and $`((2j+1)k+C^{op})`$ for $`(2j+2)G`$. It is easy to see that $`g_G`$ is a bijection onto $`\left\{\sigma \mathrm{𝑁𝐶}(2nk\left|G\right|\left|C\right|)|\sigma \tau _G=\pi _G\right\}`$, and that $`R(C;𝐗)^{\left|G\right|}R_{g_G(\sigma )}(𝐗_1,𝐗_2,\mathrm{},𝐗_{2n})=R_\sigma (𝐗,𝐗,\mathrm{},𝐗)`$. Therefore

$$A_{2n}^{2n}=\underset{G[2n]}{}(1)^{\left|G\right|}\underset{\begin{array}{c}\sigma \mathrm{𝑁𝐶}(2nk)\\ \sigma \tau _{\mathrm{}}=\pi _{\mathrm{}}\end{array}}{}R_\sigma (𝐗,𝐗,\mathrm{},𝐗)=0$$

since the first sum equals to $`0`$. ∎

###### Proof of the Main Theorem.

The statement of the theorem holds for $`\pi =\widehat{0}_k`$. From now on, assume $`\pi >\widehat{0}_k`$. The proof will proceed by induction on $`k`$. The statement of the theorem is vacuous for $`k=1`$; assume that it holds for all tuples of less than $`k`$ elements.

By Lemma 12,

$$\mathrm{St}_{_i^{}(\pi )}(\overline{B_i(\pi )};𝐗)=R_{_i(\pi )}(\overline{B_i(\pi )}\backslash B_i(\pi );𝐗)\mathrm{\Delta }(B_i(\pi );𝐗).$$

Therefore

$`\mathrm{Pr}_{_i^{}(\pi )}(\overline{B_i(\pi )};𝐗)`$ $`={\displaystyle \underset{\sigma _i_i^{}(\pi )}{}}\mathrm{St}_{\sigma _i}(\overline{B_i(\pi )};𝐗)`$
$`={\displaystyle \underset{\sigma _i_i^{}(\pi )}{}}(R_{(\sigma _i)}(\overline{B(\sigma _i)}\backslash B(\sigma _i);𝐗)\mathrm{\Delta }(B(\sigma _i);𝐗)).`$
Then by Lemma 5,

$`\mathrm{Pr}_\pi (𝐗)`$ $`={\displaystyle \underset{i=1}{\overset{o(\pi )}{}}}\mathrm{Pr}_{_i^{}(\pi )}(\overline{B_i(\pi )};𝐗)`$
$`={\displaystyle \underset{i=1}{\overset{o(\pi )}{}}}{\displaystyle \underset{\sigma _i_i^{}(\pi )}{}}(R_{(\sigma _i)}(\overline{B(\sigma _i)}\backslash B(\sigma _i);𝐗)\mathrm{\Delta }(B(\sigma _i);𝐗))`$
$`={\displaystyle \underset{\begin{array}{c}\sigma \pi \\ i:\overline{B_i(\sigma )}=\overline{B_i(\pi )}\end{array}}{}}R_{(\sigma )}(C(\sigma );𝐗){\displaystyle \underset{j=1}{\overset{o(\pi )}{}}}\mathrm{\Delta }(B_j(\sigma );𝐗)`$
$`={\displaystyle \underset{\begin{array}{c}\sigma \pi \\ i:\overline{B_i(\sigma )}=\overline{B_i(\pi )}\end{array}}{}}R_{(\sigma )}(C(\sigma );𝐗)`$
$`\times \mathrm{Pr}_{\widehat{0}_{o(\pi )}}(\mathrm{\Delta }(B_1(\sigma );𝐗),\mathrm{},\mathrm{\Delta }(B_{o(\pi )}(\sigma );𝐗)).`$
In its turn,

$$\begin{array}{c}\mathrm{Pr}_{\widehat{0}_{o(\pi )}}(\mathrm{\Delta }(B_1(\sigma );𝐗),\mathrm{},\mathrm{\Delta }(B_{o(\pi )}(\sigma );𝐗))\hfill \\ \hfill =\underset{\rho \mathrm{𝑁𝐶}(o(\pi ))}{}\mathrm{St}_\rho (\mathrm{\Delta }(B_1(\sigma );𝐗),\mathrm{},\mathrm{\Delta }(B_{o(\pi )}(\sigma );𝐗)).\end{array}$$

Since $`\pi >\widehat{0}_k`$, $`\sigma `$ has at most $`k1`$ classes, so the induction hypothesis applies to $`𝐘=(\mathrm{\Delta }(B_1(\sigma );𝐗),\mathrm{},\mathrm{\Delta }(B_{o(\sigma )}(\sigma );𝐗))`$. Thus

(2)
$$\mathrm{St}_\rho (𝐘)=R_{(\rho )}(C(\rho );𝐘)\psi (\mathrm{\Delta }(B_1(\rho );𝐘),\mathrm{},\mathrm{\Delta }(B_{o(\rho )}(\rho );𝐘)).$$

Define the map $`f:\mathrm{𝑁𝐶}(o(\pi ))\times \left\{\sigma \mathrm{𝑁𝐶}(k)\right|\sigma \pi ,i:\overline{B_i(\sigma )}=\overline{B_i(\pi )}\}\mathrm{𝑁𝐶}(k)`$ by $`i\stackrel{f(\rho ,\sigma )}{}j((i\stackrel{\sigma }{}j)\text{ or }(iB_s(\sigma ),jB_t(\sigma ),s\stackrel{\rho }{}t))`$. Note that the outer classes of $`f(\rho ,\sigma )`$ are in one-to-one correspondence with the outer classes of $`\rho `$, and each inner class of $`f(\rho ,\sigma )`$ corresponds to a unique inner class of either $`\rho `$ or $`\sigma `$. It is easy to see that $`f`$ is in fact a bijection onto $`\left\{\tau \mathrm{𝑁𝐶}(k)\right|\tau \pi \}`$. Combining equation (2) with Lemma 11, we see that

$$\begin{array}{c}R_{(\sigma )}(C(\sigma );𝐗)\mathrm{St}_\rho (\mathrm{\Delta }(B_1(\sigma );𝐗),\mathrm{},\mathrm{\Delta }(B_{o(\pi )}(\sigma );𝐗))\hfill \\ \hfill =R_{(\tau )}(C(\tau );𝐗)\psi (\mathrm{\Delta }(B_1(\tau ),𝐗),\mathrm{},\mathrm{\Delta }(B_{o(\tau )}(\tau );𝐗)),\end{array}$$

with $`\tau =f(\rho ,\sigma )`$. Therefore

$$\mathrm{Pr}_\pi (𝐗)=\underset{\tau \pi }{}R_{(\tau )}(C(\tau );𝐗)\times \psi (\mathrm{\Delta }(B_1(\tau ),𝐗),\mathrm{\Delta }(B_2(\tau );𝐗),\mathrm{},\mathrm{\Delta }(B_{o(\tau )}(\tau );𝐗)).$$

On the other hand, for all $`\pi `$, $`\mathrm{Pr}_\pi (𝐗)=_{\tau \pi }\mathrm{St}_\pi (𝐗)`$. Note that the Möbius inversion formula for $`\pi >\widehat{0}_k`$ involves only $`\sigma >\widehat{0}_k`$. Therefore, applying this formula,

$`\mathrm{St}_\pi (𝐗)`$ $`=R_{(\pi )}(C(\pi );𝐗)\times \psi (\mathrm{\Delta }(B_1(\pi ),𝐗),\mathrm{\Delta }(B_2(\pi );𝐗),\mathrm{},\mathrm{\Delta }(B_{o(\pi )}(\pi );𝐗))`$
$`={\displaystyle \underset{i=1}{\overset{i(\pi )}{}}}R(C_i;𝐗)\psi (\mathrm{\Delta }(B_1;𝐗),\mathrm{\Delta }(B_2;𝐗),\mathrm{},\mathrm{\Delta }(B_{o(\pi )};𝐗)).`$
###### Remark 5 (Higher-dimensional analogs).

The Main Theorem gives a complete description of the higher stochastic measures $`\mathrm{St}_\pi `$ as given in Definition 3. However, under the original definitions of \[RW\] (modified for processes with freely independent increments) these only correspond to values on cubes, hence their dependence on only $`1`$ and not $`k`$ parameters. In this remark we briefly describe how one could extend the definition to more general rectangles of the form $`𝐈=[a_1,b_1)\times [a_2,b_2)\times \mathrm{}\times [a_k,b_k)`$. It is clear that it suffices to give the definition only for the case when for $`1i,jk`$ the intervals $`[a_i,b_i)`$ and $`[a_j,b_j)`$ are either disjoint or the same (one then needs to show that the resulting definition is consistent). Assume that the rectangle $`𝐈`$ is of this form. Then we can define a partition $`\pi (𝐈)𝒫(k)`$ by $`i\stackrel{\pi (𝐈)}{}j[a_i,b_i)=[a_j,b_j)`$. Let $`\pi (𝐈)`$ have classes $`B_1,B_2,\mathrm{},B_l`$. Let $`c(i)`$ be the index such that $`iB_{c(i)},1ik`$. Let $`X`$ be a free stochastic measure, and $`𝐗`$ a $`k`$-tuple of free stochastic measures given by $`X^{(j)}([a,b))=X([aa_j,ba_j))`$. The conditions on $`a_i,b_i`$ imply that this $`k`$-tuple is consistent. Let $`𝐒=\left\{𝒮_j\right\}`$ be subdivisions of $`[a_{c^1(j)},b_{c^1(j)}),1jl`$ into intervals $`I_{j,s}`$. For $`\sigma \mathrm{𝑁𝐶}(k)`$, denote $`𝐒_\sigma =\{\overline{v}^k:(_{i=1}^kI_{c(i),v_i})_\sigma ^k\mathrm{}\}`$. Note that if $`\pi (𝐈)=\widehat{1}`$ and $`𝒮`$ is a single subdivision with $`N`$ classes, $`𝒮_\sigma =[N]_\sigma ^k`$. Define

$$\mathrm{St}_\sigma (X,𝐒)=\underset{\overline{v}𝐒_\sigma }{}\underset{i=1}{\overset{k}{}}X(I_{i,v_i})$$

and $`\mathrm{St}(𝐈)=lim_{\delta (𝐒)0}\mathrm{St}_\sigma (X,𝐒)`$. It follows immediately that $`\mathrm{St}(𝐈)=0`$ unless $`\sigma \pi (𝐈)`$. Indeed, if $`\sigma \pi (𝐈)`$ then for any subdivision $`𝐒`$, $`𝐒_\sigma =\mathrm{}`$.


format: text

text:
# Difference equations for correlation functions of 𝐴⁽¹⁾_{𝑛-1}-face model with boundary reflection

## 1 Introduction

Many two dimensional integrable models without boundary have been solved by using the representation theory of affine quantum group . The integrability of bulk models is ensured by the factorized scattering condition or the Yang–Baxter equation, in addition to the unitarity and crossing symmetry condition .

Cherednik  showed that the integrability in the presence of reflecting boundary is ensured by the reflection equation (boundary Yang–Baxter equation) and the Yang–Baxter equation for bulk theory. A systematic treatment of determining the spectrum of integrable models with boundary reflection was initiated by Sklyanin  in the framework of the algebraic Bethe Ansatz. The boundary interaction is specified by the boundary $`S`$-matrix for massive quantum theories , by the reflection matrix for lattice vertex models , and by the boundary weights for lattice face models .

In our previous paper  Belavin’s $`_n`$-symmetric elliptic vertex model with boundary reflection is considered on the basis of the boundary CTM(corner transfer matrix) bootstrap formulated in . We derived a set of difference equations called the boundary quantum Knizhnik-Zamolodchikov equation for correlation functions in the boundary Belavin’s model. Furthermore, we obtained the boundary spontaneous polarization by solving the simplest difference equations. The resulting quantities are exactly equal to the square of that for bulk spontaneous polarization , up to a phase factor.

In this paper we consider the $`A_{n1}^{(1)}`$-face model  with a boundary on the basis of boundary CTM bootstrap. The $`_n`$-symmetric model and the $`A_{n1}^{(1)}`$-face model are related by the vertex-face correspondence  in the bulk theory. Thus we wish to find the similar structure in the boundary $`A_{n1}^{(1)}`$-face model as the one observed in .

Integrable face models on a half infinite lattice have been studied in . In  the transfer matrix of the boundary ABF model (the boundary $`A_1^{(1)}`$-face model) was diagonalized by constructing the boundary vacuum states, under the Ansatz  that the boundary vacuum states should be obtained from the Fock vacuums by applying the exponential of the infinite sum of the quadratic bosonic oscillators associated with the bulk ABF models . In  the solution to the reflection equation was given for the boundary $`A_{n1}^{(1)}`$-face model. In  free energy and critical exponents was obtained for $`n=2`$, the boundary ABF model case. In order to discuss the higher $`n`$ cases we shall establish the boundary crossing symmetry in section 3. In  correlation functions for the boundary $`XYZ`$ model were obtained in terms of those for the boundary ABF model  by using the vertex-face transformation method .

The rest of this paper is organized as follows. In section 2 we review the boundary $`A_{n1}^{(1)}`$-face model, thereby fixing our notation. In section 3 we introduce the fusions of $`K`$-matrix to determine the normalization factors of $`K`$-matrix. We also establish the boundary crossing symmetry. In section 4 we construct lattice realization of the vertex operators on the basis of the boundary CTM bootstrap approach. Furthermore, we derive difference equations for correlation functions of the boundary $`A_{n1}^{(1)}`$-face model. In section 5 we give some concluding remarks. In Appendix A we give the explicit expressions of fused Boltzmann weights of the bulk $`A_{n1}^{(1)}`$-face model . In Appendix B we give a simple sketch of the proof of the reflection equation.

## 2 Boundary $`A_{n1}^{(1)}`$-face model

The present section aims to formulate the problem, thereby fixing the notation.

### 2.1 Theta functions

Throughout this paper we fix the integers $`n`$ and $`r`$ such that $`rn+2`$, and also fix the parameter $`x`$ such that $`0<x<1`$. We will use the abbreviations,

$$[z]=x^{\frac{z^2}{r}z}\mathrm{\Theta }_{x^{2r}}(x^{2z}),$$
(2.1)
where the Jacobi theta function is given by

$`\mathrm{\Theta }_q(\zeta )`$ $`=`$ $`(\zeta ;q)_{\mathrm{}}(q\zeta ^1;q)_{\mathrm{}}(q,q)_{\mathrm{}},`$ (2.2)
$`(\zeta ;q_1,\mathrm{},q_m)`$ $`=`$ $`{\displaystyle \underset{i_1,\mathrm{},i_m0}{}}(1\zeta q_1^{i_1}\mathrm{}q_m^{i_m}).`$ (2.3)
For an additive parameter $`z`$, we often use the corresponding multiplicative parameter $`\zeta =x^{2z}`$.

For later conveniences we also introduce the following symbols

$`r_m(z)`$ $`=`$ $`\zeta ^{\frac{r1}{r}\frac{nm}{n}}{\displaystyle \frac{g_m(\zeta )}{g_m(\zeta ^1)}},g_m(\zeta )={\displaystyle \frac{\{x^{2n+2rm1}\zeta \}\{x^{m+1}\zeta \}}{\{x^{2nm+1}\zeta \}\{x^{2r+m1}\zeta \}}},`$ (2.4)
where $`1mn1`$ and

$$\{\zeta \}=(\zeta ;x^{2n},x^{2r})_{\mathrm{}}.$$
(2.5)
In particular the function $`r_1(z)`$ will appear in the expression of the Boltzmann weights of the $`A_{n1}^{(1)}`$-face model in the regime III.

### 2.2 The weight lattice of $`A_{n1}^{(1)}`$

Let $`V=^n`$ and $`\{\epsilon _\mu \}_{0\mu n1}`$ be the standard orthogonal basis with the inner product $`\epsilon _\mu ,\epsilon _\nu =\delta _{\mu \nu }`$. The weight lattice of $`A_{n1}^{(1)}`$ is defined as follows:

$$P=\underset{\mu =0}{\overset{n1}{}}\overline{\epsilon }_\mu ,$$
(2.6)
where

$$\overline{\epsilon }_\mu =\epsilon _\mu \epsilon ,\epsilon =\frac{1}{n}\underset{\mu =0}{\overset{n1}{}}\epsilon _\mu .$$

We denote the fundamental weights by $`\omega _\mu (1\mu n1)`$

$$\omega _\mu =\overline{\epsilon }_0+\overline{\epsilon }_1+\mathrm{}\overline{\epsilon }_{\mu 1}.$$

Since $`\omega _n=0`$, you can define $`\omega _\mu `$ for $`\mu `$ by setting $`\omega _{\mu +n}=\omega _\mu `$. For $`aP`$ we set

$$a_{\mu \nu }=\overline{a}_\mu \overline{a}_\nu ,\overline{a}_\mu =a+\rho ,\epsilon _\mu ,\rho =\underset{\mu =1}{\overset{n1}{}}\omega _\mu .$$
(2.7)
We also set

$$P_l^+=\left\{\underset{\mu =1}{\overset{n1}{}}a^\mu \omega _\mu \right|a^1,\mathrm{},a^{n1}_0,\underset{\mu =1}{\overset{n1}{}}a^\mu l\}.$$

We may denote $`aP_l^+`$ by $`a={\displaystyle \underset{\mu =1}{\overset{n1}{}}}a^\mu \omega _\mu +\left(l{\displaystyle \underset{\mu =1}{\overset{n1}{}}}a^\mu \right)\omega _0`$.

### 2.3 The $`A_{n1}^{(1)}`$ face model

The $`A_{n1}^{(1)}`$ face model is the one whose local state $`a`$ is restricted such that $`aP_{rn}^+`$. An ordered pair $`(a,b)P^2`$ is called admissible if $`b=a+\overline{\epsilon }_\mu `$, for a certain $`\mu (0\mu n1)`$. In what follows we denote $`ba`$ when $`(a,b)P^2`$ is admissible. Furthermore, an ordered quartet $`(a,b,c,d)P^4`$ is called admissible if the four pairs $`(a,b),(a,d),(b,c)`$ and $`(d,c)`$ are admissible.

For $`(a,b,c,d)P^4`$ let

be the Boltzmann weight of the $`A_{n1}^{(1)}`$ model for the state configuration $`(a,b,c,d)`$ round a face. Here the four states $`a,b,c`$ and $`d`$ are ordered clockwise from the SE corner, and the oriented broken lines in the above figure carry spectral parameters. In this model $`W(a,b,c,d|z)=0`$ unless the quartet $`(a,b,c,d)`$ is admissible. Non-zero Boltzmann weights are parametrized in terms of the elliptic theta function of the spectral parameter $`z`$ as follows:

$$\begin{array}{ccc}\hfill W\left(\begin{array}{cc}a+2\overline{\epsilon }_\mu & a+\overline{\epsilon }_\mu \\ a+\overline{\epsilon }_\mu & a\end{array}|z\right)& =& r_1(z),\hfill \\ \hfill W\left(\begin{array}{cc}a+\overline{\epsilon }_\mu +\overline{\epsilon }_\nu & a+\overline{\epsilon }_\mu \\ a+\overline{\epsilon }_\nu & a\end{array}|z\right)& =& r_1(z)\frac{[z][a_{\mu \nu }1]}{[z+1][a_{\mu \nu }]}(\mu \nu ),\hfill \\ \hfill W\left(\begin{array}{cc}a+\overline{\epsilon }_\mu +\overline{\epsilon }_\nu & a+\overline{\epsilon }_\nu \\ a+\overline{\epsilon }_\nu & a\end{array}|z\right)& =& r_1(z)\frac{[z+a_{\mu \nu }][1]}{[z+1][a_{\mu \nu }]}(\mu \nu ),\hfill \end{array}$$
(2.8)
where $`\frac{n}{2}<z<0`$ in the regime III.

The Boltzmann weights (2.8) solve the face-type Yang-Baxter equation :

$$\begin{array}{cc}& \underset{g}{}W\left(\begin{array}{cc}d& e\\ c& g\end{array}|z_1\right)W\left(\begin{array}{cc}c& g\\ b& a\end{array}|z_2\right)W\left(\begin{array}{cc}e& f\\ g& a\end{array}|z_1z_2\right)\\ =& \underset{g}{}W\left(\begin{array}{cc}g& f\\ b& a\end{array}|z_1\right)W\left(\begin{array}{cc}d& e\\ g& f\end{array}|z_2\right)W\left(\begin{array}{cc}d& g\\ c& b\end{array}|z_1z_2\right).\end{array}$$
(2.9)
Some numerical calculations concerning the hard hexagon model in  suggest that the corner transfer matrix (CTM) is well defined in the thermodynamic limit if the normalization factor $`r_1(z)`$ is chosen such that the partition function per site is equal to unity. In order to fix $`r_1(z)`$ the following two inversion relations are useful :

$$\underset{g}{}W\left(\begin{array}{cc}c& g\\ b& a\end{array}|z\right)W\left(\begin{array}{cc}c& d\\ g& a\end{array}|z\right)=\delta _{bd},$$
(2.10)
$$\underset{g}{}G_gW\left(\begin{array}{cc}g& b\\ d& c\end{array}|nz\right)W\left(\begin{array}{cc}g& d\\ b& a\end{array}|z\right)=\delta _{ac}\frac{G_bG_d}{G_a},$$
(2.11)
where

$$G_a=\underset{0\mu <\nu n1}{}[a_{\mu \nu }].$$

From the inversion trick based on these relations we get the expression of $`r_1(z)`$ in the regime III.

The Boltzmann weights (2.8) also have $`\sigma `$-invariance :

$$W\left(\begin{array}{cc}\sigma (c)& \sigma (d)\\ \sigma (b)& \sigma (a)\end{array}|z\right)=W\left(\begin{array}{cc}c& d\\ b& a\end{array}|z\right)$$
(2.12)
where $`\sigma `$ is the diagram automorphism of $`A_{n1}^{(1)}`$ defined by $`\sigma (\omega _\mu )=\omega _{\mu +1}`$.

### 2.4 Solution to the reflection equation

Let us consider the interation at the boundary, which is specified by the boundary Boltzmann weight or the $`K`$-matrix:

Here $`(b,a)`$ and $`(c,a)`$ are admissible. The integrability condition of the boundary face model is the face-type reflection equation :

$$\begin{array}{cc}& \underset{d,e}{}K\left(f\begin{array}{c}g\\ e\end{array}|z_2\right)W(\begin{array}{cc}c& f\\ d& e\end{array}|z_1+z_2)K\left(d\begin{array}{c}e\\ a\end{array}|z_1\right)W(\begin{array}{cc}c& d\\ b& a\end{array}|z_1z_2)\hfill \\ =& \underset{d,e}{}W(\begin{array}{cc}c& f\\ d& g\end{array}|z_1z_2)K\left(d\begin{array}{c}g\\ e\end{array}|z_1\right)W(\begin{array}{cc}c& d\\ b& e\end{array}|z_1+z_2)K\left(b\begin{array}{c}e\\ a\end{array}|z_2\right).\hfill \end{array}$$
(2.13)
For the bulk Boltzmann weights of the $`A_{n1}^{(1)}`$-face model  the diagonal solution to eq. (2.13) is given as follows :

$$K\left(a+\overline{\epsilon }_\mu \begin{array}{c}a\\ a^{}\end{array}|z\right)=f_a(z)\frac{[\overline{a}_\mu +\eta +z]}{[\overline{a}_\mu +\eta z]}\delta _{aa^{}},$$
(2.14)
where $`\eta =\eta (a)`$ may depend on $`a`$ but a constant with respect to $`z`$. In the present paper we take an $`a`$-independent constant $`\eta `$ for simplicity. The paper  employed the diagonal $`K`$-matrix for the boundary ABF model ($`n=2`$ case) with $`\eta (a)=k/2+c`$ for $`a=(k1)\omega _1+(r1k)\omega _0`$. We also notice that the opposite admissible conditions such that $`(a,b)`$ and $`(a,c)`$ are admissible were used in . Thus we give a simple sketch of the proof of the claim that (2.14) solves the reflection equation (2.13) in Appendix B.

Let $`aP_{rn}^+`$ be the local state. Then in regime III any ground state configuration is labeled by some $`bP_{rn1}^+`$, where the cyclic sequence of $`b,b+\omega _1,\mathrm{},b+\omega _{n1}`$ . In the ‘low temperature’ limit $`x0`$, one of such ground states is realized. In what follows we fix one of them (say, labeled by $`b`$) and define all the correlation functions in terms of the ‘low-temperature’ series expansion, the formal power series with respect to $`x`$. Then the fixed ground state configuration gives the lowest order. Furthermore, any finite order contribution results from the configurations which differ from that of the fixed ground state by altering a finite number of local states. Thus the infinite number of states at far enough sites should coincide with the fixed ground state configuration labeled by $`b`$. Such one-to-one correspondence with the ground states configuration allows us to specify the boundary conditions by the same index $`bP_{rn1}^+`$.

In the presence of the boundary weight (2.14), the $`\sigma `$-invariance (2.12) is broken when we fix $`aP_{rn}^+`$ at the right-most corner. In order to determine which $`K(a+\overline{\epsilon }_i,a,a|z)`$ takes the largest among $`K(a+\overline{\epsilon }_\mu ,a,a|z)`$’s, let us consider the boundary Boltzmann weights in the ‘low temperature’ limit $`x0`$.

Here we assume that the constant $`\eta `$ belongs to one of the following $`n`$ disjoint intavals

$$\overline{a}_{n1}<\eta <\frac{r\overline{a}_0\overline{a}_{n1}}{2};\frac{\overline{a}_{i1}+\overline{a}_i}{2}<\eta <\overline{a}_i,(1in1).$$

Note that

$$\overline{a}_{n1}<\mathrm{}<\overline{a}_1<\overline{a}_0<r+\overline{a}_{n1},$$
(2.15)
for $`aP_{rn}^+`$ . We further restrict the spectral parameter $`z`$ to satisfy

$`{\displaystyle \frac{n}{2}}<\overline{a}_{n1}\eta <z<0,`$ $`\text{if }\overline{a}_{n1}<\eta <{\displaystyle \frac{r\overline{a}_0\overline{a}_{n1}}{2}},`$ (2.16)
$`{\displaystyle \frac{n}{2}}<\overline{a}_i+\eta <z<0,`$ if $`{\displaystyle \frac{\overline{a}_{i1}+\overline{a}_i}{2}}<\eta <\overline{a}_i,(1in1)`$. (2.17)
When $`\overline{a}_{n1}<\eta <\frac{r\overline{a}_0\overline{a}_{n1}}{2}`$, by using (2.15) and (2.16) we have

$$\begin{array}{cc}\overline{a}_\mu +\eta z>\overline{a}_\mu +\eta +z\overline{a}_{n1}+\eta +z>0,\hfill & (0\mu n1),\hfill \\ r\overline{a}_\mu \eta z>r\overline{a}_\mu \eta +zr\overline{a}_0\eta +z>0,\hfill & (0\mu n1).\hfill \end{array}$$

Thus the boundary Boltzmann weights behave like

$$f_a(z)^1K\left(a+\overline{\epsilon }_\mu \begin{array}{c}a\\ a^{}\end{array}|z\right)\zeta ^{\frac{2(\overline{a}_\mu +\eta )}{r}1},(x0).$$
(2.18)
We therefore find from (2.18) that $`K(a+\overline{\epsilon }_0,a,a|z)`$ takes the largest for $`\overline{a}_{n1}<\eta <\frac{r\overline{a}_0\overline{a}_{n1}}{2}`$.

When $`\frac{\overline{a}_{i1}+\overline{a}_i}{2}<\eta <\overline{a}_i`$ $`(1in1)`$, by using (2.15) and (2.17) we have

$$\begin{array}{cc}\overline{a}_\mu +\eta z>\overline{a}_\mu +\eta +z\overline{a}_{i1}+\eta +z>0,\hfill & (0\mu i1),\hfill \\ \overline{a}_\mu +\eta +z<\overline{a}_\mu +\eta z\overline{a}_i+\eta z<0,\hfill & (i\mu n1),\hfill \\ r\overline{a}_\mu \eta z>r\overline{a}_\mu \eta +zr\overline{a}_0\eta +z>0,\hfill & (0\mu n1).\hfill \end{array}$$

Thus the boundary Boltzmann weights behave like

$$f_a(z)^1K\left(a+\overline{\epsilon }_\mu \begin{array}{c}a\\ a^{}\end{array}|z\right)\{\begin{array}{cc}\zeta ^{\frac{2(\overline{a}_\mu +\eta )}{r}1},\hfill & (0\mu i1),\hfill \\ \zeta ^{\frac{2(\overline{a}_\mu +\eta )}{r}+1},\hfill & (i\mu n1),\hfill \end{array}(x0).$$
(2.19)
We therefore find from (2.19) that $`K(a+\overline{\epsilon }_i,a,a|z)`$ takes the largest for $`\frac{\overline{a}_{i1}+\overline{a}_i}{2}<\eta <\overline{a}_i`$ $`(1in1)`$.

As is seen above, which $`K(a+\overline{\epsilon }_i,a,a|z)`$ takes the largest depends on the value of $`\eta `$. Suppose that we fix $`\eta `$ such that $`K(a+\overline{\epsilon }_i,a,a|z)`$ takes the largest value among $`K(a+\overline{\epsilon }_\mu ,a,a|z)`$’s. Then the boundary condition is be labeled by

$$b=a\omega _i(0in1).$$
(2.20)
For fixed $`i`$ in (2.20) we should rather rewrite (2.14) to the expression normalized by $`K(a+\overline{\epsilon }_i,a,a|z)`$:

$$K^{(i)}\left(a+\overline{\epsilon }_\mu \begin{array}{c}a\\ a^{}\end{array}|z\right)=f_a^{(i)}(z)\frac{[\overline{a}_i+\eta z]}{[\overline{a}_i+\eta +z]}\frac{[\overline{a}_\mu +\eta +z]}{[\overline{a}_\mu +\eta z]}\delta _{aa^{}}.$$
(2.21)
## 3 Fusion of $`K`$-matrices

In order to determine the normalization factor $`f_a^{(i)}(z)`$ let us introduce the fusion of $`K`$-matrices. The fusion hierarchy of the boundary ABF model (boundary $`A_1^{(1)}`$-face model) was constructed in , and the fusion procedure of the boundary vertex models was considered in .

### 3.1 Bulk and boundary face operators

In this subsection we reformulate the bulk Boltamann weight $`W`$ and the boundary Boltzmann weight $`K`$ as elements of the bulk and boundary face operators. Let

$`\mathrm{\Omega }_z^{(b,a)}`$ $`=`$ $`\{\begin{array}{cc}v^{(b,a)}\hfill & \text{if }(a,b)P^2\text{ is admissible},\hfill \\ 0\hfill & \text{otherwise},\hfill \end{array}`$
$`\mathrm{\Omega }_z`$ $`=`$ $`{\displaystyle \underset{a,b}{}}\mathrm{\Omega }_z^{(b,a)}.`$
Then the $`W`$-operator is defined as

$$W^{\mathrm{\Omega }_{z_1},\mathrm{\Omega }_{z_2}}(v^{(d,a)}v^{(c,d)})=\underset{b}{}v^{(c,b)}v^{(b,a)}W\left(\begin{array}{cc}c& d\\ b& a\end{array}|z_1z_2\right).$$
(3.2)
Furthermore, if we introduce the $`K`$-operator by

$$\begin{array}{ccc}\hfill K(z):\mathrm{\Omega }_z& & \mathrm{\Omega }_z\hfill \\ \hfill K(z)v^{(b,a)}& =& \underset{a^{}}{}v^{(b,a^{})}K\left(b\begin{array}{c}a\\ a^{}\end{array}|z\right),\hfill \end{array}$$
(3.3)
the reflection equation (2.13) can be regarded as the equality of linear operators:

$$K_2(z_2)W_{\mathrm{2\hspace{0.17em}1}}^{\mathrm{\Omega }_{z_2},\mathrm{\Omega }_{z_1}}K_1(z_1)W_{\mathrm{1\hspace{0.17em}2}}^{\mathrm{\Omega }_{z_1},\mathrm{\Omega }_{z_2}}=W_{\mathrm{2\hspace{0.17em}1}}^{\mathrm{\Omega }_{z_2},\mathrm{\Omega }_{z_1}}K_1(z_1)W_{\mathrm{1\hspace{0.17em}2}}^{\mathrm{\Omega }_{z_1},\mathrm{\Omega }_{z_2}}K_2(z_2),$$
(3.4)
where the subscripts of $`W`$’s and $`K`$’s denote the spaces on which they nontrivially act. The both sides of (3.4) map $`\mathrm{\Omega }_{z_1}\mathrm{\Omega }_{z_2}`$ to $`\mathrm{\Omega }_{z_1}\mathrm{\Omega }_{z_2}`$.

### 3.2 Fusion procedure of $`W`$-operator

For fixed $`m`$ ($`2mn`$) let $`z_j=z+\frac{m+1}{2}j`$ ($`1jm`$), and for $`0\mu _1<\mathrm{}<\mu _mn1`$ we denote

$$a_0=a,a_j=a+\overline{\epsilon }_{\mu _1}+\mathrm{}+\overline{\epsilon }_{\mu _j}(1jm),$$

and

$$a_j^\sigma =a+\overline{\epsilon }_{\mu _{\sigma (1)}}+\mathrm{}+\overline{\epsilon }_{\mu _{\sigma (j)}}(1jm),$$

for $`\sigma 𝔖_m`$. Note that $`a_m^\sigma =a_m`$. Let

$`^m(\mathrm{\Omega }_z^{(a_m,a_0)})`$ $`=`$ $`{\displaystyle \underset{\sigma 𝔖_m}{}}(\text{sgn}\sigma )\mathrm{\Omega }_{z_1}^{(a_1^\sigma ,a_0)}\mathrm{\Omega }_{z_2}^{(a_2^\sigma ,a_1^\sigma )}\mathrm{}\mathrm{\Omega }_{z_m}^{(a_m,a_{m1}^\sigma )},`$
$`^m(\mathrm{\Omega }_z)`$ $`=`$ $`{\displaystyle \underset{a_0,a_m}{}}^m(\mathrm{\Omega }_z^{(a_m,a_0)}),`$
and let $`v^{(a_m,a)}`$ stand for the one dimensional basis of $`^m(\mathrm{\Omega }_z^{(a_m,a_0)})`$. Then $`W_{\mathrm{2\hspace{0.17em}1}}^{\mathrm{\Omega }_{z_2},\mathrm{\Omega }_{z_1}}`$ is the fusion operator associated with $`^2(\mathrm{\Omega }_z)`$, because $`\text{Im}(W_{\mathrm{2\hspace{0.17em}1}}^{\mathrm{\Omega }_{z_2},\mathrm{\Omega }_{z_1}}|\mathrm{\Omega }_{z_1}\mathrm{\Omega }_{z_2})=^2(\mathrm{\Omega }_z)`$. For general $`m`$, the fusion operator $`\pi _\pm ^{(m)}`$ associated with $`^m(\mathrm{\Omega }_{\pm z})`$’s are given as follows :

$$\begin{array}{ccc}\hfill \pi _+^{(m)}& =& W_{mm1}^{\mathrm{\Omega }_{z_m},\mathrm{\Omega }_{z_{m1}}}\mathrm{}W_{\mathrm{3\hspace{0.17em}2}}^{\mathrm{\Omega }_{z_3},\mathrm{\Omega }_{z_2}}W_{\mathrm{3\hspace{0.17em}1}}^{\mathrm{\Omega }_{z_3},\mathrm{\Omega }_{z_1}}W_{\mathrm{2\hspace{0.17em}1}}^{\mathrm{\Omega }_{z_2},\mathrm{\Omega }_{z_1}},\hfill \\ \hfill \pi _{}^{(m)}& =& W_{\mathrm{1\hspace{0.17em}2}}^{\mathrm{\Omega }_{z_1},\mathrm{\Omega }_{z_2}}W_{\mathrm{1\hspace{0.17em}3}}^{\mathrm{\Omega }_{z_1},\mathrm{\Omega }_{z_3}}W_{\mathrm{2\hspace{0.17em}3}}^{\mathrm{\Omega }_{z_2},\mathrm{\Omega }_{z_3}}\mathrm{}W_{m1m}^{\mathrm{\Omega }_{z_{m1}},\mathrm{\Omega }_{z_m}}.\hfill \end{array}$$

The $`m`$-fold fuzed $`W`$-operator as an intertwiner on $`\mathrm{\Omega }_{z_1}^m(\mathrm{\Omega }_{z_2})`$ should be defined as

$$W^{\mathrm{\Omega }_{z_1},^m(\mathrm{\Omega }_{z_2})}(v^{(d,a)}v^{(d_m,d)})=\underset{a_m}{}v^{(d_m,a_m)}v^{(a_m,a)}W^{(1,m)}\left(\begin{array}{cc}d_m& d\\ a_m& a\end{array}|z_1z_2\right),$$
(3.5)
where $`W^{(1,m)}`$’s are the horizontal $`m`$-fold fused Boltzmann weights, and $`d_md=\overline{\epsilon }_{\lambda _1}+\mathrm{}+\overline{\epsilon }_{\lambda _m}`$ with $`0\lambda _1<\mathrm{}<\lambda _mn1`$. Another $`m`$-fold fuzed $`W`$-operator as an intertwiner on $`^m(\mathrm{\Omega }_{z_1})\mathrm{\Omega }_{z_2}`$ should be defined as

$$W^{^m(\mathrm{\Omega }_{z_1}),\mathrm{\Omega }_{z_2}}(v^{(a_m,a)}v^{(b_m,a_m)})=\underset{b}{}v^{(b_m,b)}v^{(b,a)}W^{(m,1)}\left(\begin{array}{cc}b_m& a_m\\ b& a\end{array}|z_1z_2\right),$$
(3.6)
where $`W^{(m,1)}`$’s are the vertical $`m`$-fold fused Boltzmann weights, and $`b_mb=\overline{\epsilon }_{\lambda _1}+\mathrm{}+\overline{\epsilon }_{\lambda _m}`$ with $`0\lambda _1<\mathrm{}<\lambda _mn1`$. See Ref.  as for the definitions of horizontal and vertical fuzed Boltzmann weights. The results are also summarized in Appendix A of the present paper.

Furthermore, we denote the dual space of $`\mathrm{\Omega }_z`$ by $`\mathrm{\Omega }_z^{}^{n1}(\mathrm{\Omega }_z)`$. Let

$`\mathrm{\Omega }_z^{(b,a)}`$ $`=`$ $`\{\begin{array}{cc}v^{(b,a)}\hfill & \text{if }(b,a)P^2\text{ is admissible},\hfill \\ 0\hfill & \text{otherwise},\hfill \end{array}`$
$`\mathrm{\Omega }_z^{}`$ $`=`$ $`{\displaystyle \underset{a,b}{}}\mathrm{\Omega }_z^{(b,a)}.`$
The dual $`W`$-operators are defined as

$$\begin{array}{ccc}\hfill W^{\mathrm{\Omega }_{z_1},\mathrm{\Omega }_{z_2}^{}}(v^{(d,a)}v^{(c,d)})& =& \underset{b}{}v^{(c,b)}v^{(b,a)}W^{\mathrm{\Omega }_{z_1},\mathrm{\Omega }_{z_2}^{}}\left(\begin{array}{cc}c& d\\ b& a\end{array}\right).\hfill \\ \hfill W^{\mathrm{\Omega }_{z_1}^{},\mathrm{\Omega }_{z_2}}(v^{(d,a)}v^{(c,d)})& =& \underset{b}{}v^{(c,b)}v^{(b,a)}W^{\mathrm{\Omega }_{z_1}^{},\mathrm{\Omega }_{z_2}}\left(\begin{array}{cc}c& d\\ b& a\end{array}\right).\hfill \\ \hfill W^{\mathrm{\Omega }_{z_1}^{},\mathrm{\Omega }_{z_2}^{}}(v^{(d,a)}v^{(c,d)})& =& \underset{b}{}v^{(c,b)}v^{(b,a)}W^{\mathrm{\Omega }_{z_1}^{},\mathrm{\Omega }_{z_2}^{}}\left(\begin{array}{cc}c& d\\ b& a\end{array}\right).\hfill \end{array}$$
(3.8)
The dual Boltzmann weights are graphically represented as follows:

Here, implies that $`(b,a)P^2`$ is admissible.

### 3.3 Fusion procedure of $`K`$-operator

Now we wish to construct the $`m`$-fold fusion of $`K`$-operator mapping $`^m(\mathrm{\Omega }_z)`$ to $`^m(\mathrm{\Omega }_z)`$:

$$K^{(m)}(z)v^{(a_m,a)}=\underset{a^{}}{}v^{(a_m,a^{})}K^{(m)}\left(a_m\begin{array}{c}a\\ a^{}\end{array}|z\right).$$
(3.9)
Here we use the same notation $`z_j`$, $`a_j`$, $`a_j^\sigma `$ $`(1jm)`$ as in the previous subsection.

Let us define the $`m`$-fold fusion of $`K`$ matrices in an inductive manner as follows. For $`m=2`$ let

$$\begin{array}{cc}& K_+^{(2)}\left(a_2\begin{array}{c}a\\ a\end{array}|z\right)\hfill \\ =& \underset{\sigma 𝔖_2}{}\text{sgn}\sigma K_1\left(a_1\begin{array}{c}a\\ a\end{array}|z_1\right)W_{12}\left(\begin{array}{cc}a_2& a_1\\ a_1^\sigma & a\end{array}|z_1+z_2\right)K_2\left(a_1^\sigma \begin{array}{c}a\\ a\end{array}|z_2\right)\hfill \end{array}$$
(3.10)
and for $`m>2`$ let

$$\begin{array}{ccc}\hfill K_+^{(m)}\left(a_m\begin{array}{c}a\\ a\end{array}|z\right)& =& \underset{\sigma 𝔖_m}{}\text{sgn}\sigma K_+^{(m1)}\left(a_{m1}\begin{array}{c}a\\ a\end{array}|z+\frac{1}{2}\right)\hfill \\ & \times & W^{(m1,1)}\left(\begin{array}{cc}a& a_{m1}\\ a_1^\sigma & a\end{array}|z+\frac{1}{2}+z_m\right)K\left(a_1^\sigma \begin{array}{c}a\\ a\end{array}|z_m\right)\hfill \\ & =& \underset{\sigma 𝔖_m}{}\text{sgn}\sigma K\left(a_1\begin{array}{c}a\\ a\end{array}|z_1\right)W^{(1,m1)}\left(\begin{array}{cc}a& a_1\\ a_{m1}^\sigma & a\end{array}|z\frac{1}{2}+z_1\right)\hfill \\ & \times & K_+^{(m1)}\left(a_{m1}^\sigma \begin{array}{c}a\\ a\end{array}|z\frac{1}{2}\right)\hfill \end{array}$$
(3.11)
Here $`W^{(1,m1)}`$ and $`W^{(m1,1)}`$ are horizontal and vertical fuzed Boltzmann weights, respectively.

Successive application of the Yang-Baxter equation (2.9) and the reflection equation (2.13) indicate the reflection equations involving $`K_+^{(m)}(z)`$:

$$\begin{array}{cc}& K_2(z_2)W_{21}^{\mathrm{\Omega }_{z_2},^m(\mathrm{\Omega }_{z_1})}K_{+\mathrm{\hspace{0.17em}1}}^{(m)}(z_1)W_{12}^{^m(\mathrm{\Omega }_{z_1}),\mathrm{\Omega }_{z_2}}\hfill \\ =& W_{21}^{\mathrm{\Omega }_{z_2},^m(\mathrm{\Omega }_{z_1})}K_{+\mathrm{\hspace{0.17em}1}}^{(m)}(z_1)W_{12}^{^m(\mathrm{\Omega }_{z_1}),\mathrm{\Omega }_{z_2}}K_2(z_2),\hfill \\ & K_{+\mathrm{\hspace{0.17em}2}}^{(m)}(z_2)W_{21}^{^m(\mathrm{\Omega }_{z_2}),^m(\mathrm{\Omega }_{z_1})}K_{+\mathrm{\hspace{0.17em}1}}^{(m)}(z_1)W_{12}^{^m(\mathrm{\Omega }_{z_1}),^m(\mathrm{\Omega }_{z_2})}\hfill \\ =& W_{21}^{^m(\mathrm{\Omega }_{z_2}),^m(\mathrm{\Omega }_{z_1})}K_{+\mathrm{\hspace{0.17em}1}}^{(m)}(z_1)W_{12}^{^m(\mathrm{\Omega }_{z_1}),^m(\mathrm{\Omega }_{z_2})}K_{+\mathrm{\hspace{0.17em}2}}^{(m)}(z_2).\hfill \end{array}$$
(3.12)
The both sides of the first one of eqs. (3.12) map $`^m(\mathrm{\Omega }_{z_1})\mathrm{\Omega }_{z_2}`$ to $`^m(\mathrm{\Omega }_{z_1})\mathrm{\Omega }_{z_2}`$, while those of the second one map $`^m(\mathrm{\Omega }_{z_1})^m(\mathrm{\Omega }_{z_2})`$ to $`^m(\mathrm{\Omega }_{z_1})^m(\mathrm{\Omega }_{z_2})`$.

Another fused $`K`$-matrix is defined in an inductive manner as follows. For $`m=2`$ let

$$\begin{array}{cc}& K_{}^{(2)}\left(a_2\begin{array}{c}a\\ a\end{array}|z\right)\hfill \\ =& \underset{\sigma 𝔖_2}{}\text{sgn}\sigma K_2\left(a_1\begin{array}{c}a\\ a\end{array}|z_2\right)W_{21}\left(\begin{array}{cc}a_2& a_1\\ a_1^\sigma & a\end{array}|z_1+z_2\right)K_1\left(a_1^\sigma \begin{array}{c}a\\ a\end{array}|z_1\right),\hfill \end{array}$$
(3.13)
and for $`m>2`$ let

$$\begin{array}{ccc}\hfill K_{}^{(m)}\left(a_m\begin{array}{c}a\\ a\end{array}|z\right)& =& \underset{\sigma 𝔖_m}{}\text{sgn}\sigma K_+^{(m1)}\left(a_{m1}\begin{array}{c}a\\ a\end{array}|z\frac{1}{2}\right)\hfill \\ & \times & W^{(m1,1)}\left(\begin{array}{cc}a& a_{m1}\\ a_1^\sigma & a\end{array}|z\frac{1}{2}+z_1\right)K\left(a_1^\sigma \begin{array}{c}a\\ a\end{array}|z_1\right)\hfill \\ & =& \underset{\sigma 𝔖_m}{}\text{sgn}\sigma K\left(a_1\begin{array}{c}a\\ a\end{array}|z_m\right)W^{(1,m1)}\left(\begin{array}{cc}a& a_1\\ a_{m1}^\sigma & a\end{array}|z+\frac{1}{2}+z_m\right)\hfill \\ & \times & K_+^{(m1)}\left(a_{m1}^\sigma \begin{array}{c}a\\ a\end{array}|z+\frac{1}{2}\right).\hfill \end{array}$$
(3.14)
Two kinds of $`m`$-fold fused $`K`$-matrices are related as follows:

$$K_+^{(m)}(z)\pi _+^{(m)}=\pi _{}^{(m)}K_{}^{(m)}(z),$$
(3.15)
Note that (3.15) with $`m=2`$ directly follows from the reflection equation (2.13), and also that (3.15) with $`m>2`$ follows from the Yang-Baxter equation (2.9) and the reflection equation (2.13). The relation (3.15) implies that $`\text{Im}(K_+^{(m)}(z)|^m(\mathrm{\Omega }_z))=^m(\mathrm{\Omega }_z)`$, and hence $`K_+^{(m)}(z)`$ can be regarded as a bona-fide $`K`$-matrix mapping $`^m(\mathrm{\Omega }_z)`$ to $`^m(\mathrm{\Omega }_z)`$ satisfying (3.12).

### 3.4 Boundary crossing symmetry

By taking account of the recursion relation (3.11), the explicit expression of $`K_+^{(m)}(z)`$ can be obtained as follows:

$$\begin{array}{cc}& K_+^{(m)}\left(a+\underset{j=1}{\overset{m}{}}\overline{\epsilon }_{\mu _j}\begin{array}{c}a\\ a\end{array}|z\right)\hfill \\ =& (1)^{{}_{m}{}^{}C_{2}^{}}\underset{j<k}{}r_1(z_j+z_k)\underset{j=1}{\overset{m1}{}}\frac{[2zj]}{[2z+j]}\underset{j=1}{\overset{m}{}}f_a^{(i)}(z_j)\frac{[\overline{a}_i+\eta z_j]}{[\overline{a}_i+\eta +z_j]}\frac{[\overline{a}_{\mu _j}+\eta +z_1]}{[\overline{a}_{\mu _j}+\eta z_n]}.\hfill \end{array}$$
(3.16)
Note that the sign factor $`(1)^{{}_{m}{}^{}C_{2}^{}}`$ results from the permutation $`(1,\mathrm{},m)(m,\mathrm{},1)`$. See the figure below eq. (3.11).

Since $`^n(\mathrm{\Omega }_z^{(a,a)})`$, the $`n`$-fold fused $`K`$-matrix should be a scalar. By putting the scalar to be equal to unity we obtain the normalization factor $`f_a^{(i)}(z)`$ of $`K`$-matrix in (2.21) as follows:

$$f_a^{(i)}(z)=\zeta ^{\frac{n1}{n}\frac{r1}{r}\frac{2\overline{a}_i}{r}}\frac{g(\zeta )p_a^{(i)}(\zeta )p_a^{(i)}(x^2\zeta ^1)}{g(\zeta ^1)p_a^{(i)}(\zeta ^1)p_a^{(i)}(x^2\zeta )},$$
(3.17)
where $`\zeta =x^{2z}`$, and

$$\begin{array}{c}g(\zeta )=\frac{(x^{2n+2}\zeta ^2;x^{4n},x^{2r})_{\mathrm{}}(x^{2(r+n1)}\zeta ^2;x^{4n},x^{2r})_{\mathrm{}}}{(x^{2r}\zeta ^2;x^{4n},x^{2r})_{\mathrm{}}(x^{4n}\zeta ^2;x^{4n},x^{2r})_{\mathrm{}}},\\ p_a^{(i)}(\zeta )=\underset{j=0}{\overset{n1}{}}\frac{(x^{2(\overline{a}_i+\eta +j)}\zeta ;x^{2n},x^{2r})_{\mathrm{}}}{(x^{2(r+nj1\overline{a}_i\eta )}\zeta ;x^{2n},x^{2r})_{\mathrm{}}}\frac{(x^{2(r\overline{a}_j\eta )}\zeta ;x^{2n},x^{2r})_{\mathrm{}}}{(x^{2(\overline{a}_j+\eta +n1)}\zeta ;x^{2n},x^{2r})_{\mathrm{}}}.\end{array}$$

Let us define the dual $`K`$-operator and its matrix element as follows:

$$K^{}(z)v^{(b,a)}=\underset{a^{}}{}v^{(b,a^{})}K^{}\left(b\begin{array}{c}a\\ a^{}\end{array}|z\right).$$
(3.18)
When $`m=n1`$ we identify the dual $`K`$-matrix with the fused $`K`$-matrix as follows:

$$K^{}\left(a\overline{\epsilon }_\mu \begin{array}{c}a\\ a^{}\end{array}|z\right)=K_+^{(n1)}\left(a+\underset{\genfrac{}{}{0pt}{}{\nu =1}{\nu \mu }}{\overset{n}{}}\overline{\epsilon }_\nu \begin{array}{c}a\\ a^{}\end{array}|z\right).$$
(3.19)
For lator convenience we further introduce the $`\widehat{K}`$-operator

$$\widehat{K}(z)v^{(b,a)}=\underset{b^{}}{}v^{(b^{},a)}K^{}\left(a\begin{array}{c}b\\ b^{}\end{array}|z\frac{n}{2}\right).$$
(3.20)
The boundary crossing symmetry can be obtained by substituting (3.19) into (3.11) with $`m=n`$

$$K^{}\left(b\begin{array}{c}a\\ a^{}\end{array}|z\right)=\delta _{aa^{}}\underset{d}{}\frac{G_d}{G_a}W\left(\begin{array}{cc}d& a\\ a& b\end{array}|2z\right)K\left(d\begin{array}{c}a\\ a\end{array}|\frac{n}{2}z\right).$$
(3.21)
The boundary crossing relations were found in  for vertex-type models, and in  for face-type models. As for $`A_1^{(1)}`$, $`B_n^{(1)}`$, $`C_n^{(1)}`$, $`D_n^{(1)}`$ and $`A_n^{(2)}`$-face model cases, see . This is the first to derive the boundary crossing relation for the boundary $`A_{n1}^{(1)}`$-face model with $`n>2`$. The vertex-type version of (3.21) is given by (4.12) in .

## 4 Correlation functions and difference equations

### 4.1 Vertex operators and commutation relations

For $`b=a\omega _i`$ ($`1in`$), let $`_{l,k}`$ be the space of admissible paths $`(\mathrm{},a_2,a_1,a_0)`$ such that

$$a_0=a,a_ja_{j1}\{\overline{\epsilon }_0,\overline{\epsilon }_1,\mathrm{},\overline{\epsilon }_{n1}\},\text{ for }j=1,2,3,\mathrm{}\text{}a_j=b+\omega _{j+i}\text{ for }j1,$$
(4.1)
where $`k=a+\rho ,l=b+\rho `$.

Following  we can identify the type I vertex operators with the half transfer matrices. Here we need four types of vertex operators:

In what follows we often suppress the letter $`b`$ specifying the boundary condition.

It follows from the Yang-Baxter equation (2.9) and the boundary condition that these vertex operators satisfy the following commutation relations:

$$\begin{array}{ccc}\hfill \varphi ^{(c,d)}(z_2)\varphi ^{(d,a)}(z_1)& =& \underset{d}{}W\left(\begin{array}{cc}c& d\\ b& a\end{array}|z_1z_2\right)\varphi ^{(c,d)}(z_1)\varphi ^{(d,a)}(z_2),\hfill \\ \hfill \varphi ^{(c,b)}(z_2)\varphi ^{(b,a)}(z_1)& =& \underset{d}{}W^{\mathrm{\Omega }_{z_1},\mathrm{\Omega }_{z_2}^{}}\left(\begin{array}{cc}c& d\\ b& a\end{array}\right)\varphi ^{(c,d)}(z_1)\varphi ^{(d,a)}(z_2),\hfill \\ \hfill \varphi ^{(c,b)}(z_2)\varphi ^{(b,a)}(z_1)& =& \underset{d}{}W^{\mathrm{\Omega }_{z_1}^{},\mathrm{\Omega }_{z_2}}\left(\begin{array}{cc}c& d\\ b& a\end{array}\right)\varphi ^{(c,d)}(z_1)\varphi ^{(d,a)}(z_2),\hfill \\ \hfill \varphi ^{(c,b)}(z_2)\varphi ^{(b,a)}(z_1)& =& \underset{d}{}W^{\mathrm{\Omega }_{z_1}^{},\mathrm{\Omega }_{z_2}^{}}\left(\begin{array}{cc}c& d\\ b& a\end{array}\right)\varphi ^{(c,d)}(z_1)\varphi ^{(d,a)}(z_2).\hfill \end{array}$$
(4.2)
Here $`W^{\mathrm{\Omega }_{z_1},\mathrm{\Omega }_{z_2}^{}}`$, $`W^{\mathrm{\Omega }_{z_1}^{},\mathrm{\Omega }_{z_2}}`$ and $`W^{\mathrm{\Omega }_{z_1}^{},\mathrm{\Omega }_{z_2}^{}}`$ denote the dual $`W`$-operators. See Appendix A concerning their matrix elements.

Furtermore, the unitarity relations with respect to the $`W`$-operators imply the inversion relation of the vertex operators:

$$\underset{\mu =0}{\overset{n1}{}}\varphi _{(a,a+\overline{\epsilon }_\mu )}(z)\varphi ^{(a+\overline{\epsilon }_\mu ,a)}(z)=1.$$
(4.3)
Thanks to the crossing symmetry with respect to $`W`$-operators (see Appendix A) we also have the duality identities:

$$\varphi ^{(a\overline{\epsilon }_\mu ,a)}(z)=G_a^1\varphi _{(a\overline{\epsilon }_\mu ,a)}(z\frac{n}{2}),\varphi _{(a+\overline{\epsilon }_\mu ,a)}^{}(z)=G_a\varphi ^{(a+\overline{\epsilon }_\mu ,a)}(z\frac{n}{2}).$$
(4.4)
Using the vertex operators introduced in the previous section, the transfer matrix for the semi-infinite lattice is expressed as follows:

$$T_B^{(i)}(z)=\underset{\mu =0}{\overset{n1}{}}\varphi _{(a,a+\overline{\epsilon }_\mu )}(z)K^{(i)}\left(a+\overline{\epsilon }_\mu \begin{array}{c}a\\ a\end{array}|z\right)\varphi ^{(a+\overline{\epsilon }_\mu ,a)}(z)$$
(4.5)
From (4.5) and (4.4) we also have another expression

$$T_B^{(i)}(z)=\underset{\mu =0}{\overset{n1}{}}G_{a+\overline{\epsilon }_\mu }\varphi ^{(a,a+\overline{\epsilon }_\mu )}(z)K^{(i)}\left(a+\overline{\epsilon }_\mu \begin{array}{c}a\\ a\end{array}|z\right)\varphi ^{(a+\overline{\epsilon }_\mu ,a)}(z).$$
(4.6)
### 4.2 Derivation of difference equations

In sections 2 and 3 we fix the normalization of $`W`$ and $`K`$ such that the maximal eigenvalues of the boundary transfer matrix $`T_B^{(i)}(z)`$ is equal to unity in the thermodynamic limit. Thus the boundary vacuum state $`|k\omega _i,k_B`$ in $`_{k\omega _i,k}`$ and its dual $`{}_{B}{}^{}k\omega _i,k|`$ in $`_{k\omega _i,k}^{}`$ should satisfy

$$\begin{array}{ccc}\hfill K^{(i)}\left(a+\overline{\epsilon }_\mu \begin{array}{c}a\\ a\end{array}|z\right)\varphi ^{(a+\overline{\epsilon }_\mu ,a)}(z)|k\omega _i,k_B& =& \varphi ^{(a+\overline{\epsilon }_\mu ,a)}(z)|k\omega _i,k_B,\hfill \\ \hfill {}_{B}{}^{}k\omega _i,k|\varphi _{(a+\overline{\epsilon }_\mu ,a)}^{}(z)K^{(i)}(a+\overline{\epsilon }_\mu \begin{array}{c}a\\ a\end{array}|z)& =& {}_{B}{}^{}k\omega _i,k|\varphi _{(a+\overline{\epsilon }_\mu ,a)}^{}(z).\hfill \end{array}$$
(4.7)
Define the $`(N+1)`$-point correlation function as

$$\begin{array}{cc}& F^{(i)}(z_1,z_2,\mathrm{},z_N)^{a_0,a_1,a_2,\mathrm{},a_{N1},a_N}\hfill \\ =& {}_{B}{}^{}k\omega _i,k|\varphi ^{(a_0,a_1)}(z_1)\varphi ^{(a_1,a_2)}(z_2)\mathrm{}\varphi ^{(a_{N1},a_N)}(z_N)|k\omega _i,k_{B}^{},\hfill \end{array}$$
(4.8)
where we assume that $`N0`$ mod $`n`$ for simplicity. It follows from (4.2), (4.7) and (4.4) that correlation functions should satisfy

1. $`R`$-matrix symmery:

$$\begin{array}{cc}& F^{(i)}(\mathrm{},z_{j+1},z_j,\mathrm{})^{\mathrm{},a_{j1},a_j,a_{j+1}\mathrm{}}\hfill \\ =& \underset{a_j^{}}{}W\left(\begin{array}{cc}a_{j+1}& a_j\\ a_j^{}& a_{j1}\end{array}|z_1z_2\right)F^{(i)}(\mathrm{},z_j,z_{j+1},\mathrm{})^{\mathrm{},a_{j1},a_j^{},a_{j+1}\mathrm{}},\hfill \end{array}$$
(4.9)
2. Reflection properties:

$`F^{(i)}(\mathrm{},z_N)^{\mathrm{},a_{N1},a_N}`$ $`=`$ $`K^{(i)}\left(a_{N1}\begin{array}{c}a_N\\ a_N\end{array}|z\right)F^{(i)}(\mathrm{},z_N)^{\mathrm{},a_{N1},a_N},`$ (4.12)
$`F^{(i)}(z_1{\displaystyle \frac{n}{2}},\mathrm{},)^{a_0,a_1,\mathrm{}}`$ $`=`$ $`\widehat{K}^{(i)}\left(a_1\begin{array}{c}a_0\\ a_0\end{array}|z\right)F^{(i)}(z_1,\mathrm{})^{a_0,a_1,\mathrm{}}.`$ (4.15)
These relations can be shown by the same discussion as in .

Let

$$\begin{array}{cc}& F^{(i)}(z_1,z_2,\mathrm{},z_N)\hfill \\ =& \underset{a_0,a_1,\mathrm{},a_N}{}v^{(a_0,a_1)}v^{(a_1,a_2)}\mathrm{}v^{(a_{N1},a_N)}F^{(i)}(z_1,z_2,\mathrm{},z_N)^{a_0,a_1,a_2,\mathrm{},a_{N1},a_N}.\hfill \end{array}$$

Then we conclude from (4.94.15) that that the $`\mathrm{\Omega }_{z_1}\mathrm{}\mathrm{\Omega }_{z_N}`$-valued correlation function $`F^{(i)}(z_1,\mathrm{},z_N)`$ should satisfy the following difference equations

$$\begin{array}{ccc}\hfill T_jF_N^{(i)}(z,z^{}|z_1,\mathrm{},z_N)& =& W_{jj1}^{\mathrm{\Omega }_{z_jn},\mathrm{\Omega }_{z_{j1}}}\mathrm{}W_{j1}^{\mathrm{\Omega }_{z_jn},\mathrm{\Omega }_{z_1}}\widehat{K}_j(z_j)\hfill \\ & \times & W_{1j}^{\mathrm{\Omega }_{z_1,\mathrm{\Omega }_{z_j}}}\mathrm{}W_{j1j}^{\mathrm{\Omega }_{z_{j1},\mathrm{\Omega }_{z_j}}}W_{j+1j}^{\mathrm{\Omega }_{z_{j+1},\mathrm{\Omega }_{z_j}}}\mathrm{}W_{Nj}^{\mathrm{\Omega }_{z_N,\mathrm{\Omega }_{z_j}}}\hfill \\ & \times & K_j(z_j)W_{jN}^{\mathrm{\Omega }_{z_j},\mathrm{\Omega }_{z_N}}\mathrm{}W_{jj+1}^{\mathrm{\Omega }_{z_j},\mathrm{\Omega }_{z_{j+1}}}F_N^{(i)}(z,z^{}|z_1,\mathrm{},z_N),\hfill \end{array}$$
(4.16)
where

$$T_jf(z,z^{}|z_1,\mathrm{},z_j,\mathrm{},z_N)=f(z,z^{}|z_1,\mathrm{},z_jn,\mathrm{},z_N).$$

### 4.3 Simple difference equations

In this subsection we consider the correlation functions of the form

$$\begin{array}{ccc}\hfill P_i^{(a+\overline{\epsilon }_\mu ,a)}(z_1,z_2)& =& {}_{B}{}^{}k\omega _i,k|\varphi _{(a,a+\overline{\epsilon }_\mu )}(z_1)\varphi ^{(a+\overline{\epsilon }_\mu ,a)}(z_2)|k\omega _i,k_{B}^{}\hfill \\ & =& G_{a+\overline{\epsilon }_\mu }\times {}_{B}{}^{}k\omega _i,k|\varphi ^{(a,a+\overline{\epsilon }_\mu )}(z_1)\varphi ^{(a+\overline{\epsilon }_\mu ,a)}(z_2)|k\omega _i,k_{B}^{}.\hfill \end{array}$$
(4.17)
You can show by the similar way as in (4.16) that this correlation function satisfy the following difference equations:

$$\begin{array}{ccc}\hfill T_1P_i^{(a+\overline{\epsilon }_\lambda ,a)}(z_1,z_2)& =& \underset{\mu \nu }{}\frac{G_{a+\overline{\epsilon }_\lambda }G_{a\overline{\epsilon }_\mu }}{G_a^2}K^{(i)}\left(a+\overline{\epsilon }_\lambda \begin{array}{c}a\\ a\end{array}|z_1n\right)\hfill \\ & \times & W\left(\begin{array}{cc}a+\overline{\epsilon }_\lambda & a\\ a& a\overline{\epsilon }_\mu \end{array}|z_1z_2\right)K^{(i)}\left(a\overline{\epsilon }_\mu \begin{array}{c}a\\ a\end{array}|z_1\frac{n}{2}\right)\hfill \\ & \times & W\left(\begin{array}{cc}a+\overline{\epsilon }_\nu & a\\ a& a\overline{\epsilon }_\mu \end{array}|z_2z_1\right)P_i^{(a+\overline{\epsilon }_\nu ,a)}(z_1,z_2),\hfill \end{array}$$
(4.18)
$$\begin{array}{ccc}\hfill T_2P_i^{(a+\overline{\epsilon }_\lambda ,a)}(z_1,z_2)& =& \underset{\mu \nu }{}\frac{G_{a+\overline{\epsilon }_\lambda }G_{a\overline{\epsilon }_\mu }}{G_a^2}W\left(\begin{array}{cc}a+\overline{\epsilon }_\lambda & a\\ a& a\overline{\epsilon }_\mu \end{array}|z_1z_2\right)\hfill \\ & \times & K^{(i)}\left(a\overline{\epsilon }_\mu \begin{array}{c}a\\ a\end{array}|z_2\frac{n}{2}\right)W\left(\begin{array}{cc}a+\overline{\epsilon }_\nu & a\\ a& a\overline{\epsilon }_\mu \end{array}|z_1z_2\right)\hfill \\ & \times & K^{(i)}\left(a+\overline{\epsilon }_\nu \begin{array}{c}a\\ a\end{array}|z_1n\right)P_i^{(a+\overline{\epsilon }_\nu ,a)}(z_1,z_2).\hfill \end{array}$$
(4.19)
Set

$$P_i^{(a)}(z_1,z_2)=\underset{\lambda =0}{\overset{n1}{}}P_i^{(a+\overline{\epsilon }_\lambda ,a)}(z_1,z_2),$$

and we restrict ourselves to the limiting case that $`K`$-matrix is a certain scalar as done in . Then from (4.18,4.19) the difference equations for $`P_i^{(a)}(z_1,z_2)`$ are given as

$$\begin{array}{ccc}\hfill \frac{T_1P_i^{(a)}(z_1,z_2)}{P_i^{(a)}(z_1,z_2)}& =& (x^{2n}\zeta _1^2)^{\frac{n1}{r}}r_1(2z_1n)r_1(z_+)\frac{[z_++n]}{[z_++1]}r_1(z_{})\frac{[z_{}+n]}{[z_{}+1]},\hfill \\ \hfill \frac{T_2P_i^{(a)}(z_1,z_2)}{P_i^{(a)}(z_1,z_2)}& =& (x^{2n}\zeta _2^2)^{\frac{n1}{r}}r_1(2z_2n)r_1(z_+)\frac{[z_++n]}{[z_++1]}r_1(z_{})\frac{[z_{}+n]}{[z_{}+1]},\hfill \end{array}$$
(4.20)
where we use the notation $`z_\pm =z_1\pm z_2`$, and also use the following sum formulae:

$$\begin{array}{ccc}\hfill \underset{\lambda =0}{\overset{n1}{}}\frac{G_{a+\overline{\epsilon }_\lambda }}{G_a}W\left(\begin{array}{cc}a+\overline{\epsilon }_\lambda & a\\ a& a\overline{\epsilon }_\mu \end{array}|z\right)& =& r_1(z)\frac{[z+n]}{[z+1]},\hfill \\ \hfill \underset{\mu =0}{\overset{n1}{}}\frac{G_{a\overline{\epsilon }_\mu }}{G_a}W\left(\begin{array}{cc}a+\overline{\epsilon }_\nu & a\\ a& a\overline{\epsilon }_\mu \end{array}|z\right)& =& r_1(z)\frac{[z+n]}{[z+1]}.\hfill \end{array}$$
(4.21)
The both formulae (4.21) are equivalent to

$$\underset{\genfrac{}{}{0pt}{}{\nu =0}{\nu \mu }}{\overset{n1}{}}\frac{[a_{\mu \nu }+1]}{[a_{\mu \nu }]}+\underset{\genfrac{}{}{0pt}{}{\lambda =0}{\lambda \mu }}{\overset{n1}{}}\frac{[z+a_{\lambda \mu }+1][1]}{[z+1][a_{\lambda \mu }]}\underset{\genfrac{}{}{0pt}{}{\nu =0}{\nu \lambda ,\mu }}{\overset{n1}{}}\frac{[a_{\lambda \nu }+1]}{[a_{\lambda \nu }]}=\frac{[z+n]}{[z+1]}.$$
(4.22)
Note that the LHS of (4.22) is not singular at $`\overline{a}_i=\overline{a}_j`$ ($`0i<jn1`$), and also that the LHS vanishes at $`z=n`$. Hence the LHS is equal to the RHS up to a constant $`C`$. In order to show that $`C=1`$, it is sufficient to set $`z=0`$ and

$$a_{\mu \nu }=\{\begin{array}{cc}n+\nu \mu \hfill & (\nu =0,1,\mathrm{},\mu 1),\hfill \\ \nu \mu \hfill & (\nu =\mu +1,\mathrm{},n1).\hfill \end{array}$$

Thus we find from (4.20) and (4.21) that the correlation function has the form

$$P_i^{(a)}(z_1,z_2)=C_i^{(a)}A(z_1)A(z_2)B(z_+)B(z_{}),$$
(4.23)
where $`C_i^{(a)}`$ is a constant, and

$$A(z)=a(\zeta ^2)a(\zeta ^2),a(\zeta )=\frac{(x^{4n+2r2}\zeta ;x^{2n},x^{4n},x^{2r})_{\mathrm{}}(x^{2n+2}\zeta ;x^{2n},x^{4n},x^{2r})_{\mathrm{}}}{(x^{2n+2r}\zeta ;x^{2n},x^{4n},x^{2r})_{\mathrm{}}(x^{4n}\zeta ;x^{2n},x^{4n},x^{2r})_{\mathrm{}}},$$

$$B(z)=b(\zeta )b(\zeta ^1),b(\zeta )=\frac{(x^{2r}\zeta ;x^{2n},x^{2n},x^{2r})_{\mathrm{}}(x^{4n}\zeta ;x^{2n},x^{2n},x^{2r})_{\mathrm{}}}{(x^{2n+2r2}\zeta ;x^{2n},x^{2n},x^{2r})_{\mathrm{}}(x^{2n+2}\zeta ;x^{2n},x^{2n},x^{2r})_{\mathrm{}}}.$$

## 5 Concluding remarks

There are two ways in order to proceed further. The one is solving the difference equations (4.16) to obtain the corresponding local state probabilities, while the other is constructing the boundary vacuum states in terms of bosonized vertex operators to do the same thing. Let us discuss the latter way here.

Consider the bosons $`B_m^j(1jn1,m\backslash \{0\})`$ with the commutation relations

$$[B_m^j,B_m^{}^k]=\{\begin{array}{c}m\frac{[(n1)m]_x}{[nm]_x}\frac{[(r1)m]_x}{[rm]_x}\delta _{m+m^{},0},(j=k)\hfill \\ mx^{\mathrm{sgn}(jk)nm}\frac{[m]_x}{[nm]_x}\frac{[(r1)m]_x}{[rm]_x}\delta _{m+m^{},0},(jk),\hfill \end{array}$$

where the symbol $`[a]_x`$ stands for $`(x^ax^a)/(xx^1)`$. Define $`B_m^n`$ by

$`{\displaystyle \underset{j=1}{\overset{n}{}}}x^{2jm}B_m^j=0.`$
Using these oscillators $`B_m^j`$’s the bosonization of the type I vertex operators for the $`A_{n1}^{(1)}`$-face model was given in  on the Fock space $`_{l,k}`$. Furthermore, we make the Ansatz  such that the boundary vacuum states and their dual have the form

$$|k\omega _i,k_B=\mathrm{exp}(F_a^{(i)})|k\omega _i,k,_Bk\omega _i,k|={}_{B}{}^{}k\omega _i,k|\mathrm{exp}(G_a^{(i)}),$$

where $`|l,k`$ is the highest weight of $`_{l,k}`$, and

$$\begin{array}{ccc}\hfill F_a^{(i)}& =& \frac{1}{2}\underset{m>0}{}\underset{s,t=1}{\overset{n1}{}}\alpha _m^{st}B_m^sB_m^t+\underset{m>0}{}\underset{t=1}{\overset{n1}{}}\beta _{m,a}^{t,(i)}B_m^t,\hfill \\ \hfill G_a^{(i)}& =& \frac{1}{2}\underset{m>0}{}\underset{s,t=1}{\overset{n1}{}}\gamma _m^{st}B_m^sB_m^t+\underset{m>0}{}\underset{t=1}{\overset{n1}{}}\delta _{m,a}^{t,(i)}B_m^t.\hfill \end{array}$$

Since $`_{l,k}`$ and $`_{l,k}`$ have different characters, the bosonized expressions of correlation functions can not be identified with the one defined in (4.8). In order to obtain the correct bosonized formulae for correlation functions, we have to construct the BRST cohomology of appropriate complex which realizes the space of physical states $`_{l,k}`$ as subquotients of $`_{l,k}`$’s. We wish to address this problem in a separate paper.

## Acknowledgement

The author would like to thank K. Hasegawa and M. Okado for useful discussion.

## Appendix A Appendix A. Fused $`A_{n1}^{(1)}`$ Boltzmann weight

Let us introduce the fusion of Boltzmann weights $`W`$ .

Let $`\mathrm{\Lambda }=\{\lambda _1,\mathrm{},\lambda _m\}`$ be a subset of $`N=\{0,1,\mathrm{},n\}`$ such that $`\lambda _1<\mathrm{}<\lambda _m`$. For $`\kappa ,\mu N`$ set $`\mu =\kappa `$ if $`\kappa \mathrm{\Lambda }`$, otherwise set $`\mu \mathrm{\Lambda }\{\kappa \}`$. For given $`\kappa ,\mu ,\mathrm{\Lambda }`$ let $`0\nu _1<\mathrm{}<\nu _mn1`$ be such that $`\overline{\epsilon }_\mu +\overline{\epsilon }_{\nu _1}+\mathrm{}+\overline{\epsilon }_{\nu _m}=\overline{\epsilon }_\kappa +\overline{\epsilon }_{\lambda _1}+\mathrm{}+\overline{\epsilon }_{\lambda _m}`$.

The fusion of $`W`$ in the horizontal direction is constructed as follows. Let $`a,b,d=d_0,d_1,\mathrm{}d_{m1},d_m=cP`$ satisfy

$$c=b+\overline{\epsilon }_\mu ,d_jd_{j1}=\overline{\epsilon }_{\lambda _j}(1jm),d=a+\overline{\epsilon }_\kappa .$$

Note that $`b=a+\overline{\epsilon }_{\nu _1}+\mathrm{}+\overline{\epsilon }_{\nu _m}`$ from the definition of $`\nu _j`$’s. Let $`\sigma 𝔖_m`$ be a permutation of $`(1,\mathrm{},m)`$, and set

$$a_0^\sigma =a,a_j^\sigma =b_{j1}^\sigma +\overline{\epsilon }_{\nu _{\sigma (j)}}(1jm),a_m^\sigma =b.$$

Then $`m`$-fold anti-symmetric fusion of $`W`$ in the horizontal direction is given as

$$W^{(1,m)}\left(\begin{array}{cc}c& d\\ b& a\end{array}|z\right)=\underset{\sigma 𝔖_m}{}\text{sgn}\sigma \underset{j=1}{\overset{m}{}}W\left(\begin{array}{cc}d_j& d_{j1}\\ a_j^\sigma & a_{j1}^\sigma \end{array}|z+\frac{m+1}{2}j\right).$$
(A.1)
Note that $`W^{(1,m)}`$ is anti-symmetric with respect to $`(\lambda _1,\mathrm{},\lambda _m)`$.

Next consider the fusion in the vertical direction. We use the same $`\kappa ,\mu `$, $`\lambda _j`$’s and $`\nu _j`$’s as before. Now we set

$$b=a+\overline{\epsilon }_\mu ,a_ja_{j1}=\overline{\epsilon }_{\lambda _j}(1jm),c=d+\overline{\epsilon }_\kappa ,$$

where $`a_0=a,a_m=d`$. We have $`c=b+\overline{\epsilon }_{\nu _1}+\mathrm{}+\overline{\epsilon }_{\nu _m}`$. For $`\sigma 𝔖_m`$ set

$$b_0^\sigma =b,b_j^\sigma =b_{j1}^\sigma +\overline{\epsilon }_{\nu _{\sigma (j)}}(1jm),b_m^\sigma =c.$$

Then $`m`$-fold anti-symmetric fusion of $`W`$ in the vertical direction is given as

$$W^{(m,1)}\left(\begin{array}{cc}c& d\\ b& a\end{array}|v\right)=\underset{\sigma 𝔖_m}{}\text{sgn}\sigma \underset{j=1}{\overset{m}{}}W\left(\begin{array}{cc}b_j^\sigma & a_j\\ b_{j1}^\sigma & a_{j1}\end{array}|z\frac{m+1}{2}+j\right).$$
(A.2)
Note that $`W^{(m,1)}`$ is anti-symmetric with respect to $`(\lambda _1,\mathrm{},\lambda _m)`$.

We further introduce the fusion of $`W`$ in both horizontal and vertical directions. Let $`0\kappa _1<\mathrm{}<\kappa _mn1`$, $`0\mu _1<\mathrm{}<\mu _mn1`$, $`0\lambda _1<\mathrm{}<\lambda _m^{}n1`$ and $`0\nu _1<\mathrm{}<\nu _m^{}n1`$ satisfy

$$\underset{j=1}{\overset{m}{}}\overline{\epsilon }_{\kappa _j}+\underset{j=1}{\overset{m^{}}{}}\overline{\epsilon }_{\lambda _j}=\underset{j=1}{\overset{m}{}}\overline{\epsilon }_{\mu _j}+\underset{j=1}{\overset{m^{}}{}}\overline{\epsilon }_{\nu _j}.$$

Let $`a,b,c,dP`$ satisfy

$$d=a+\underset{j=1}{\overset{m}{}}\overline{\epsilon }_{\kappa _j},c=d+\underset{j=1}{\overset{m^{}}{}}\overline{\epsilon }_{\lambda _j},b=a+\underset{j=1}{\overset{m^{}}{}}\overline{\epsilon }_{\nu _j},c=b+\underset{j=1}{\overset{m}{}}\overline{\epsilon }_{\mu _j}.$$

Then the $`m\times m^{}`$–fold fusion of $`W`$ is defiend as the antisymmetrized product of the $`m^{}`$-fold fusion of $`W`$ in the horizontal direction:

$$W^{(m,m^{})}\left(\begin{array}{cc}c& d\\ b& a\end{array}|v\right)=\underset{\sigma 𝔖_m}{}\text{sgn}\sigma \underset{j=1}{\overset{m}{}}W_{II}^{(1,m^{})}\left(\begin{array}{cc}b_j^\sigma & a_j\\ b_{j1}^\sigma & a_{j1}\end{array}|z\frac{m+1}{2}+j\right),$$
(A.3)
where

$$b_0^\sigma =b,b_j^\sigma =b_{j1}^\sigma +\overline{\epsilon }_{\mu _{\sigma (j)}}(1jm),b_m^\sigma =c.$$

The $`W^{(m,m^{})}`$ can be also defiend as the antisymmetrized product of the $`m`$-fold fusion of $`W`$ in the vertical direction:

$$W^{(m,m^{})}\left(\begin{array}{cc}c& d\\ b& a\end{array}|z\right)=\underset{\sigma 𝔖_m^{}}{}\text{sgn}\sigma \underset{j=1}{\overset{m^{}}{}}W^{(m,1)}\left(\begin{array}{cc}d_j& d_{j1}\\ a_j^\sigma & a_{j1}^\sigma \end{array}|z+\frac{m^{}+1}{2}j\right),$$
(A.4)
where

$$a_0^\sigma =a,a_j^\sigma =a_{j1}^\sigma +\overline{\epsilon }_{\nu _{\sigma (j)}}(1jm^{}),a_m^{}^\sigma =b.$$

The explicit expression of fused Boltzmann weights in both the horizontal and vertical directions are given as follows :

$$\begin{array}{ccc}\hfill W^{(1,m)}\left(\begin{array}{cc}a+\overline{\epsilon }_\lambda +\overline{\epsilon }_\mathrm{\Lambda }& a+\overline{\epsilon }_\lambda \\ a+\overline{\epsilon }_\mathrm{\Lambda }& a\end{array}|z\right)& =& (1)^{m1}r_m(z)\frac{\text{[}z+\frac{m1}{2}\text{]}}{\text{[}z+\frac{m+1}{2}\text{]}}\underset{j=1}{\overset{m}{}}\frac{\text{[}a_{\lambda \lambda _j}1\text{]}}{\text{[}a_{\lambda \lambda _j}\text{]}},\hfill \\ \hfill W^{(1,m)}\left(\begin{array}{cc}a+\overline{\epsilon }_\lambda +\overline{\epsilon }_\mathrm{\Lambda }& a+\overline{\epsilon }_{\lambda _1}\\ a+\overline{\epsilon }_\mathrm{\Lambda }& a\end{array}|z\right)& =& (1)^{m1}r_m(z)\frac{\text{[}z+\frac{m1}{2}+a_{\lambda \lambda _1}\text{]}[1]}{\text{[}z+\frac{m+1}{2}\text{]}[a_{\lambda \lambda _1}]}\underset{j=2}{\overset{m}{}}\frac{\text{[}a_{\lambda \lambda _j}1\text{]}}{\text{[}a_{\lambda \lambda _j}\text{]}},\hfill \\ \hfill W^{(1,m)}\left(\begin{array}{cc}a+\overline{\epsilon }_{\lambda _1}+\overline{\epsilon }_\mathrm{\Lambda }& a+\overline{\epsilon }_{\lambda _1}\\ a+\overline{\epsilon }_\mathrm{\Lambda }& a\end{array}|z\right)& =& (1)^{m1}r_m(z)\underset{j=2}{\overset{m}{}}\frac{\text{[}a_{\lambda _1\lambda _j}\text{]}}{\text{[}a_{\lambda _1\lambda _j}+1\text{]}},\hfill \\ \hfill W^{(m,1)}\left(\begin{array}{cc}a+\overline{\epsilon }_\lambda +\overline{\epsilon }_\mathrm{\Lambda }& a+\overline{\epsilon }_\mathrm{\Lambda }\\ a+\overline{\epsilon }_\lambda & a\end{array}|z\right)& =& (1)^{m1}r_m(z)\frac{\text{[}z+\frac{m1}{2}\text{]}}{\text{[}z+\frac{m+1}{2}\text{]}}\underset{j=1}{\overset{m}{}}\frac{\text{[}a_{\lambda _j\lambda }1\text{]}}{\text{[}a_{\lambda _j\lambda }\text{]}},\hfill \\ \hfill W^{(m,1)}\left(\begin{array}{cc}a+\overline{\epsilon }_\lambda +\overline{\epsilon }_\mathrm{\Lambda }& a+\overline{\epsilon }_\mathrm{\Lambda }\\ a+\overline{\epsilon }_{\lambda _m}& a\end{array}|z\right)& =& (1)^{m1}r_m(z)\frac{\text{[}z+\frac{m1}{2}+a_{\lambda \lambda _m}\text{]}[1]}{\text{[}z+\frac{m+1}{2}\text{]}[a_{\lambda \lambda _m}]}\underset{j=1}{\overset{m1}{}}\frac{\text{[}a_{\lambda _j\lambda _m}1\text{]}}{\text{[}a_{\lambda _j\lambda _m}\text{]}},\hfill \\ \hfill W^{(m,1)}\left(\begin{array}{cc}a+\overline{\epsilon }_{\lambda _m}+\overline{\epsilon }_\mathrm{\Lambda }& a+\overline{\epsilon }_\mathrm{\Lambda }\\ a+\overline{\epsilon }_{\lambda _m}& a\end{array}|z\right)& =& (1)^{m1}r_m(z)\underset{j=1}{\overset{m1}{}}\frac{\text{[}a_{\lambda _j\lambda _m}1\text{]}}{\text{[}a_{\lambda _j\lambda _m}\text{]}}.\hfill \end{array}$$
(A.5)
Here we denote $`\overline{\epsilon }_{\lambda _1}+\mathrm{}+\overline{\epsilon }_{\lambda _m}`$ by $`\overline{\epsilon }_\mathrm{\Lambda }`$ for simplicity.

When $`m=n1`$ we identify $`W^{\mathrm{\Omega },\mathrm{\Omega }^{}}`$ (resp. $`W^{\mathrm{\Omega }^{},\mathrm{\Omega }}`$) with $`W^{(1,n1)}`$ (resp. $`W^{(n1,1)}`$) as follows:

$$W^{\mathrm{\Omega }_{z_1},\mathrm{\Omega }_{z_2}^{}}\left(\begin{array}{cc}c& d\\ b& a\end{array}\right)=(1)^{n1+\lambda +\nu }W^{(1,n1)}\left(\begin{array}{cc}c& d\\ b& a\end{array}|z_1z_2\right),$$
(A.6)
where $`ba=\overline{\epsilon }_\nu `$, $`cd=\overline{\epsilon }_\lambda `$, and $`(b,c)`$, $`(a,d)`$ are admissible; and

$$W^{\mathrm{\Omega }_{z_1}^{},\mathrm{\Omega }_{z_2}}\left(\begin{array}{cc}c& d\\ b& a\end{array}\right)=(1)^{n1+\mu +\kappa }W^{(n1,1)}\left(\begin{array}{cc}c& d\\ b& a\end{array}|z_1z_2\right),$$
(A.7)
where $`da=\overline{\epsilon }_\kappa `$, $`cb=\overline{\epsilon }_\mu `$, and $`(a,b)`$, $`(d,c)`$ are admissible.

The crossing symmetries are as follows:

$$W^{\mathrm{\Omega }_{z_1},\mathrm{\Omega }_{z_2}^{}}\left(\begin{array}{cc}c& d\\ b& a\end{array}\right)=\frac{G_b}{G_c}W\left(\begin{array}{cc}d& a\\ c& b\end{array}|z_2z_1\frac{n}{2}\right),$$
(A.8)
and

$$W^{\mathrm{\Omega }_{z_1}^{},\mathrm{\Omega }_{z_2}}\left(\begin{array}{cc}c& d\\ b& a\end{array}\right)=\frac{G_b}{G_a}W\left(\begin{array}{cc}b& c\\ a& d\end{array}|z_2z_1\frac{n}{2}\right).$$
(A.9)
## Appendix B Appendix B. Proof of the reflection equation

The aim of this Appendix is to give a simple sketch of the proof of the claim that (2.14) solves the reflection equation (2.13). Since $`K`$-matrix is diagonal in the sence that $`K(a,b,c|z)=0`$ unless $`b=c`$, it is sufficient to consider the case $`a=e=g`$ in (2.13). In this case the reflection equation reduces to

$$\begin{array}{cc}& \underset{d}{}K\left(d\begin{array}{c}a\\ a\end{array}|z_1\right)K\left(f\begin{array}{c}a\\ a\end{array}|z_2\right)W(\begin{array}{cc}c& f\\ d& a\end{array}|z_1+z_2)W(\begin{array}{cc}c& d\\ b& a\end{array}|z_1z_2)\hfill \\ =& \underset{d}{}K\left(d\begin{array}{c}a\\ a\end{array}|z_1\right)K\left(b\begin{array}{c}a\\ a\end{array}|z_2\right)W(\begin{array}{cc}c& f\\ d& a\end{array}|z_1z_2)W(\begin{array}{cc}c& d\\ b& a\end{array}|z_1+z_2).\hfill \end{array}$$
(B.1)
Note that (B.1) holds as $`0=0`$ unless the quartet $`(a,b,c,f)`$ is admissible. Assume that $`(a,b,c,f)`$ is admissible. Then there are the following three cases:

| (i) | $`b=f=a+\overline{\epsilon }_\mu `$, $`c=a+2\overline{\epsilon }_\mu `$; |
| --- | --- |
| (ii) | $`b=f=a+\overline{\epsilon }_\mu `$, $`c=a+\overline{\epsilon }_\mu +\overline{\epsilon }_\nu `$ ($`\mu \nu `$); |
| (iii) | $`b=a+\overline{\epsilon }_\mu `$, $`f=a+\overline{\epsilon }_\nu `$, $`c=a+\overline{\epsilon }_\mu +\overline{\epsilon }_\nu `$ ($`\mu \nu `$). |

For the case (i) the equation (B.1) is trivial because the only non-zero terms of both sides result from $`d=a+\overline{\epsilon }_\mu `$. It is also easy to prove the case (ii). Up to now we did not use the explicit form of $`K`$-matrix (2.14) except for its diagonal property.

Let us prove the case (iii). By substituting (2.8) and (2.14) into (B.1), the reflection equation (2.13) is equivalent to

$$\begin{array}{cc}& \frac{[\overline{a}_\nu +\eta +z_2]}{[\overline{a}_\nu +\eta z_2]}\left(\frac{[\overline{a}_\mu +\eta +z_1]}{[\overline{a}_\mu +\eta z_1]}[z_1+z_2][a_{\mu \nu }z_1+z_2]+\frac{[\overline{a}_\nu +\eta +z_1]}{[\overline{a}_\nu +\eta z_1]}[z_1z_2][a_{\mu \nu }+z_1+z_2]\right)\hfill \\ =& \frac{[\overline{a}_\mu +\eta +z_2]}{[\overline{a}_\mu +\eta z_2]}\left(\frac{[\overline{a}_\mu +\eta +z_1]}{[\overline{a}_\mu +\eta z_1]}[z_1z_2][a_{\mu \nu }z_1z_2]+\frac{[\overline{a}_\nu +\eta +z_1]}{[\overline{a}_\nu +\eta z_1]}[z_1+z_2][a_{\mu \nu }+z_1z_2]\right).\hfill \end{array}$$

Let $`f`$ stand for the difference of both sides as the function of $`z_1`$. It is easy to show that the poles at $`z_1=\overline{a}_\mu +\eta `$ and $`z_2=\overline{a}_\nu +\eta `$ are spurious. Thus the function $`f`$ is an entire function of $`z_1`$ with the quasi double periodicities. Suppose that $`f`$ is not identically zero. Then the transformation properties of $`f`$ contradict the positions of zeros at $`z_1=\pm z_2`$. We therefore obtain $`f=0`$ and conclude that (2.14) solves the reflection equation (2.13).