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# Untitled Document

ANALYTIC CONTINUATION OF THE GENERALIZED

HYPERGEOMETRIC SERIES NEAR UNIT ARGUMENT

WITH EMPHASIS ON THE ZERO-BALANCED SERIES

WOLFGANG BÜHRING

Physikalisches Institut, Universität Heidelberg

69120 Heidelberg, Germany

E-Mail: BUEHRING@PHYSI.UNI-HEIDELBERG.DE

and

H.M. SRIVASTAVA

Department of Mathematics and Statistics, University of Victoria

Victoria, British Columbia V8W 3P4, Canada

E-Mail: HMSRI@UVVM.UVIC.CA

2000 Mathematics Subject Classification. Primary 33C20, 34E05; Secondary 41A58.
ABSTRACT

Various methods to obtain the analytic continuation near $`z=1`$ of the hypergeometric series $`{}_{p+1}{}^{}F_{p}^{}(z)`$ are reviewed together with some of the results. One approach is to establish a recurrence relation with respect to $`p`$ and then, after its repeated use, to resort to the well-known properties of the Gaussian hypergeometric series. Another approach is based on the properties of the underlying generalized hypergeometric differential equation: For the coefficients in the power series expansion around $`z=1`$ a general formula, valid for any $`p`$, is found in terms of a limit of a terminating Saalschützian hypergeometric series of unit argument. Final results may then be obtained for each particular $`p`$ after application of an appropriate transformation formula of the Saalschützian hypergeometric series. The behaviour at unit argument of zero-balanced hypergeometric series, which have received particular attention in recent years, is discussed in more detail. The related problem involving the behaviour of partial sums of such series is addressed briefly.

1. Introduction Generalized hypergeometric series like the Gaussian hypergeometric series but with more parameters have received renewed attention in recent years, especially their value (if finite) at or behaviour near unit argument. This interest was partly motivated by some result of this type contained without proof in the notebooks of Ramanujan (cf. , , , and ), partly by the need for such information in the context of generalized hypergeometric functions of several variables (cf.  and ). In this article we are concerned with hypergeometric series or functions (see, e.g.,  and ):

$$\begin{array}{cc}& {}_{p+1}{}^{}F_{p}^{}\left(\begin{array}{c}a_1,a_2,\mathrm{},a_{p+1};\\ b_1,b_2,\mathrm{},b_p;\end{array}z\right)\hfill \\ \multicolumn{2}{c}{}\\ & =\underset{n=0}{\overset{\mathrm{}}{}}\frac{(a_1)_n(a_2)_n\mathrm{}(a_{p+1})_n}{(b_1)_n(b_2)_n\mathrm{}(b_p)_n}\frac{z^n}{n!}(|z|<1),\hfill \end{array}$$
$`(1.1)`$
written in terms of Pochhammer symbols $`(\lambda )_n`$, where

$$(\lambda )_n=\lambda (\lambda +1)\mathrm{}(\lambda +n1)=\frac{\mathrm{\Gamma }(\lambda +n)}{\mathrm{\Gamma }(\lambda )}.$$

An important quantity for such functions is

$$s=s_p=\underset{j=1}{\overset{p}{}}b_j\underset{j=1}{\overset{p+1}{}}a_j,$$
$`(1.2)`$
the sum of the denominator parameters minus the sum of the numerator parameters, which is the non-trivial characteristic exponent of the underlying (generalized) hypergeometric differential equation at unit argument and so determines the behaviour of the hypergeometric function near this point. We may also recall that a hypergeometric series (1.1) with $`s`$ equal to an integer is called $`s`$-balanced and that a one-balanced series is called a Saalschützian series.

It is the zero-balanced case which has received particlar attention, beginning with the following formula in the notebook of Ramanujan (, , , and ) for parameters such that $`a_1+a_2+a_3=b_1+b_2`$:

$$\begin{array}{cc}& \frac{\mathrm{\Gamma }(a_1)\mathrm{\Gamma }(a_2)\mathrm{\Gamma }(a_3)}{\mathrm{\Gamma }(b_1)\mathrm{\Gamma }(b_2)}_3F_2\left(\begin{array}{c}a_1,a_2,a_3;\\ b_1,b_2;\end{array}z\right)\hfill \\ \multicolumn{2}{c}{}\\ & =\mathrm{log}(1z)+L+O\left((1z)\mathrm{log}(1z)\right),z1,\hfill \end{array}$$
$`(1.3)`$
with, if $`\mathrm{}(a_3)>0`$,

$$L=2\psi (1)\psi (a_1)\psi (a_2)+\underset{k=1}{\overset{\mathrm{}}{}}\frac{(b_2a_3)_k(b_1a_3)_k}{k(a_1)_k(a_2)_k},$$
$`(1.4)`$
where

$$\psi (z)=\frac{\mathrm{\Gamma }^{}(z)}{\mathrm{\Gamma }(z)}$$

is the logarithmic derivative of the gamma function. Early proofs of (1.3) and (1.4) were supplied by Saigo  and Berndt , and by Evans and Stanton . In a more general setting, the subject was reconsidered by Saigo and H.M. Srivastava  and by Bühring ( and ). Finally, A.K. Srivastava  addressed the related but different problem, earlier treated by Ramanujan  as well as by Evans and Stanton , of the asymptotic behaviour of partial sums of zero-balanced hypergeometric series.

In the present article we shall portray the different methods available in the literature, and review some of the results obtained by these methods.

2. Recurrence with respect to $`p`$

One approach is to establish a recurrence relation with respect to $`p`$ between generalized hypergeometric series (1.1) and then to apply it repeatedly until one arrives at the Gaussian hypergeometric series, for which all the required properties are known. In particular, it may be helpful to remember that, if

$$s_1=b_1a_1a_2$$
$`(2.1)`$
is not equal to an integer, the analytic continuation near $`z=1`$ is given by the continuation formula:

$$\begin{array}{cc}& \frac{\mathrm{\Gamma }(a_1)\mathrm{\Gamma }(a_2)}{\mathrm{\Gamma }(b_1)}_2F_1\left(\begin{array}{c}a_1,a_2;\\ b_1;\end{array}z\right)=\underset{n=0}{\overset{\mathrm{}}{}}(1)^n\frac{\mathrm{\Gamma }(a_1+n)\mathrm{\Gamma }(a_2+n)\mathrm{\Gamma }(s_1n)}{\mathrm{\Gamma }(a_1+s_1)\mathrm{\Gamma }(a_2+s_1)}\frac{(1z)^n}{n!}\hfill \\ \multicolumn{2}{c}{}\\ & +(1z)^{s_1}\underset{n=0}{\overset{\mathrm{}}{}}(1)^n\frac{\mathrm{\Gamma }(a_1+s_1+n)\mathrm{\Gamma }(a_2+s_1+n)\mathrm{\Gamma }(s_1n)}{\mathrm{\Gamma }(a_1+s_1)\mathrm{\Gamma }(a_2+s_1)}\frac{(1z)^n}{n!}.\hfill \end{array}$$
$`(2.2)`$
Also, if the real part of $`s_1`$ is positive, the Gaussian hypergeometric function is finite at $`z=1`$ and its value is given by the Gaussian summation formula:

$$\frac{1}{\mathrm{\Gamma }(b_1)}_2F_1\left(\begin{array}{c}a_1,a_2;\\ b_1;\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right)=\frac{\mathrm{\Gamma }(b_1a_1a_2)}{\mathrm{\Gamma }(b_1a_1)\mathrm{\Gamma }(b_1a_2)}=\frac{\mathrm{\Gamma }(s_1)}{\mathrm{\Gamma }(a_1+s_1)\mathrm{\Gamma }(a_2+s_1)},$$
$`(2.3)`$
and this formula may be viewed as a limiting case of the formula of Saalschütz:

$$\frac{1}{\mathrm{\Gamma }(b_1)}_3F_2\left(\begin{array}{c}a_1,a_2,m;\\ b_1,1s_1m;\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right)=\frac{(a_1+s_1)_m(a_2+s_1)_m}{(s_1)_m\mathrm{\Gamma }(b_1+m)},$$
$`(2.4)`$
which is valid for $`m=0,1,2,\mathrm{},`$ if $`s_1`$ is not equal to a negative integer or zero. Finally, we remember that, when $`z1`$, the zero-balanced series has the behaviour:

$$\frac{\mathrm{\Gamma }(a_1)\mathrm{\Gamma }(a_2)}{\mathrm{\Gamma }(a_1+a_2)}_2F_1\left(\begin{array}{c}a_1,a_2;\\ a_1+a_2;\end{array}z\right)=2\psi (1)\psi (a_1)\psi (a_2)\mathrm{log}(1z)+o(1).$$
$`(2.5)`$
Assuming that $`\mathrm{}(a_{p+1})>0`$, we may use the Gaussian summation formula to get

$$\begin{array}{cc}& \frac{\mathrm{\Gamma }(a_1)\mathrm{\Gamma }(a_2)\mathrm{}\mathrm{\Gamma }(a_{p+1})}{\mathrm{\Gamma }(b_1)\mathrm{}\mathrm{\Gamma }(b_p)}_{p+1}F_p\left(\begin{array}{c}a_1,a_2,\mathrm{},a_{p+1};\\ b_1,\mathrm{},b_p;\end{array}z\right)\hfill \\ \multicolumn{2}{c}{}\\ & =\underset{n=0}{\overset{\mathrm{}}{}}\frac{\mathrm{\Gamma }(a_1+n)\mathrm{}\mathrm{\Gamma }(a_p+n)\mathrm{\Gamma }(a_{p+1}+n)}{\mathrm{\Gamma }(b_1+n)\mathrm{}\mathrm{\Gamma }(b_{p2}+n)\mathrm{\Gamma }(b_{p1}+n)\mathrm{\Gamma }(b_p+n)}\frac{z^n}{n!}\hfill \\ \multicolumn{2}{c}{}\\ & =\underset{n=0}{\overset{\mathrm{}}{}}\frac{\mathrm{\Gamma }(a_1+n)\mathrm{}\mathrm{\Gamma }(a_p+n)}{\mathrm{\Gamma }(b_1+n)\mathrm{}\mathrm{\Gamma }(b_{p2}+n)}\hfill \\ \multicolumn{2}{c}{}\\ & \frac{1}{\mathrm{\Gamma }(b_p+b_{p1}a_{p+1}+n)}_2F_1\left(\begin{array}{c}b_pa_{p+1},b_{p1}a_{p+1};\\ b_p+b_{p1}a_{p+1}+n;\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}1}\right)\frac{z^n}{n!}.\hfill \end{array}$$
$`(2.6)`$
Writing the $`{}_{2}{}^{}F_{1}^{}(1)`$ as a series and interchanging the order of the summations, we may obtain the required recurrence relation ( and ):

$$\begin{array}{cc}& {}_{p+1}{}^{}F_{p}^{}\left(\begin{array}{c}a_1,a_2,\mathrm{},a_{p+1};\\ b_1,\mathrm{},b_p;\end{array}z\right)=\frac{\mathrm{\Gamma }(b_p)\mathrm{\Gamma }(b_{p1})}{\mathrm{\Gamma }(a_{p+1})\mathrm{\Gamma }(b_p+b_{p1}a_{p+1})}\hfill \\ & \underset{m=0}{\overset{\mathrm{}}{}}\frac{(b_pa_{p+1})_m(b_{p1}a_{p+1})_m}{(b_p+b_{p1}a_{p+1})_mm!}_pF_{p1}\left(\begin{array}{c}a_1,a_2,\mathrm{},a_p;\\ b_1,\mathrm{},b_{p2},b_p+b_{p1}a_{p+1}+m;\end{array}z\right),\hfill \end{array}$$
$`(2.7)`$
valid if $`\mathrm{}(a_{p+1})>0.`$ This recurrence relation may be used as it stands  or first be rewritten  as follows with the term for $`m=0`$ separated:

$$\begin{array}{cc}& {}_{p+1}{}^{}F_{p}^{}\left(\begin{array}{c}a_1,a_2,\mathrm{},a_{p+1};\\ b_1,\mathrm{},b_p;\end{array}z\right)\hfill \\ \multicolumn{2}{c}{}\\ & =\frac{\mathrm{\Gamma }(b_p)\mathrm{\Gamma }(b_{p1})}{\mathrm{\Gamma }(a_{p+1})\mathrm{\Gamma }(b_p+b_{p1}a_{p+1})}_pF_{p1}\left(\begin{array}{c}a_1,a_2,\mathrm{},a_p;\\ b_1,\mathrm{},b_{p2},b_p+b_{p1}a_{p+1};\end{array}z\right)\hfill \\ \multicolumn{2}{c}{}\\ & +\frac{(b_pa_{p+1})(b_{p1}a_{p+1})\mathrm{\Gamma }(b_p)\mathrm{\Gamma }(b_{p1})}{\mathrm{\Gamma }(a_{p+1})\mathrm{\Gamma }(b_p+b_{p1}a_{p+1}+1)}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{m=0}{\overset{\mathrm{}}{}}\frac{(b_pa_{p+1}+1)_m(b_{p1}a_{p+1}+1)_m}{(b_p+b_{p1}a_{p+1}+1)_m(m+1)!}\hfill \\ \multicolumn{2}{c}{}\\ & _pF_{p1}\left(\begin{array}{c}a_1,a_2,\mathrm{},a_p;\\ b_1,\mathrm{},b_{p2},b_p+b_{p1}a_{p+1}+m+1;\end{array}z\right).\hfill \end{array}$$
$`(2.8)`$
In both cases, the sum over $`m`$ may be viewed as a special Kampé de Fériet series, (cf., e.g., ), but we do not want to introduce and use the notation for such series here. While (2.7) can be applied in any case, (2.8) is specially designed for the case when the series on the left is zero-balanced. Then only the first term on the right is singular at $`z=1`$, but the hypergeometric series in the second term is $`(m+1)`$-balanced and therefore finite at $`z=1`$ and can be summed by the Gaussian summation formula (2.3) when $`p=2`$ (or by its generalization when $`p>2`$). The results so obtained , that is, the leading terms of the behaviour when $`z1`$ of the zero-balanced hypergeometric series, shall be displayed below in Section 4.

Alternatively, using (2.7) repeatedly and rearranging the summations, we finally arrive at

$$\begin{array}{cc}& \frac{\mathrm{\Gamma }(a_1)\mathrm{\Gamma }(a_2)\mathrm{}\mathrm{\Gamma }(a_{p+1})}{\mathrm{\Gamma }(b_1)\mathrm{}\mathrm{\Gamma }(b_p)}_{p+1}F_p\left(\begin{array}{c}a_1,a_2,\mathrm{},a_{p+1};\\ b_1,\mathrm{},b_p;\end{array}z\right)\hfill \\ \multicolumn{2}{c}{}\\ & =\underset{k=0}{\overset{\mathrm{}}{}}A_k^{(p)}\frac{\mathrm{\Gamma }(a_1)\mathrm{\Gamma }(a_2)}{\mathrm{\Gamma }(s+a_1+a_2+k)}_2F_1\left(\begin{array}{c}a_1,a_2;\\ s+a_1+a_2+k;\end{array}z\right),\hfill \end{array}$$
$`(2.9)`$
where

$$A_k^{(2)}=\frac{(b_2a_3)_k(b_1a_3)_k}{k!},$$
$`(2.10)`$
$$\begin{array}{cc}\hfill A_k^{(3)}& =\frac{(b_3+b_2a_4a_3)_k(b_1a_3)_k}{k!}\hfill \\ \multicolumn{2}{c}{}\\ & _3F_2\left(\begin{array}{c}b_3a_4,b_2a_4,k;\\ b_3+b_2a_4a_3,1+a_3b_1k;\end{array}\mathrm{\hspace{0.17em}1}\right),\hfill \end{array}$$
$`(2.11)`$
$$\begin{array}{cc}& A_k^{(4)}=\frac{(b_4+b_3+b_2a_5a_4a_3)_k(b_1a_3)_k}{k!}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{\mathrm{}=0}{\overset{k}{}}\frac{(b_4+b_3a_5a_4)_{\mathrm{}}(b_2a_4)_{\mathrm{}}(k)_{\mathrm{}}}{(b_4+b_3+b_2a_5a_4a_3)_{\mathrm{}}(1+a_3b_1k)_{\mathrm{}}\mathrm{}!}\hfill \\ \multicolumn{2}{c}{}\\ & _3F_2\left(\begin{array}{c}b_4a_5,b_3a_5,\mathrm{};\\ b_4+b_3a_5a_4,1+a_4b_2\mathrm{};\end{array}\mathrm{\hspace{0.17em}1}\right),\hfill \end{array}$$
$`(2.12)`$
and

$$\begin{array}{cc}& A_k^{(p)}=\frac{(b_p+b_{p1}+\mathrm{}+b_2a_{p+1}a_p\mathrm{}a_3)_k(b_1a_3)_k}{k!}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{k_2=0}{\overset{k}{}}\frac{(k)_{k_2}}{(b_p+b_{p1}+\mathrm{}+b_2a_{p+1}a_p\mathrm{}a_3)_{k_2}(1+a_3b_1k)_{k_2}}\hfill \\ \multicolumn{2}{c}{}\\ & \frac{(b_p+b_{p1}+\mathrm{}+b_3a_{p+1}a_p\mathrm{}a_4)_{k_2}(b_2a_4)_{k_2}}{k_2!}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{k_3=0}{\overset{k_2}{}}\frac{(k_2)_{k_3}}{(b_p+b_{p1}+\mathrm{}+b_3a_{p+1}a_p\mathrm{}a_4)_{k_3}(1+a_4b_2k_2)_{k_3}}\hfill \\ \multicolumn{2}{c}{}\\ & \mathrm{}\frac{(b_p+b_{p1}a_{p+1}a_p)_{k_{p2}}(b_{p2}a_p)_{k_{p2}}}{k_{p2}!}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{k_{p1}=0}{\overset{k_{p2}}{}}\frac{(k_{p2})_{k_{p1}}}{(b_p+b_{p1}a_{p+1}a_p)_{k_{p1}}(1+a_pb_{p2}k_{p2})_{k_{p1}}}\hfill \\ \multicolumn{2}{c}{}\\ & \frac{(b_pa_{p+1})_{k_{p1}}(b_{p1}a_{p+1})_{k_{p1}}}{k_{p1}!},\hfill \end{array}$$
$`(2.13)`$
provided that $`\mathrm{}(a_j)>0`$ for $`j=3,4,\mathrm{},p+1`$.

Substituting for the $`{}_{2}{}^{}F_{1}^{}(z)`$ in (2.9) its analytic continuation near $`z=1`$, we get, if $`s`$ is not equal to an integer, for $`|1z|<1`$, $`|\mathrm{arg}(1z)|<\pi `$, and $`p=2,3,\mathrm{},`$

$$\begin{array}{cc}& \frac{\mathrm{\Gamma }(a_1)\mathrm{\Gamma }(a_2)\mathrm{}\mathrm{\Gamma }(a_{p+1})}{\mathrm{\Gamma }(b_1)\mathrm{}\mathrm{\Gamma }(b_p)}_{p+1}F_p\left(\begin{array}{c}a_1,a_2,\mathrm{},a_{p+1};\\ b_1,\mathrm{},b_p;\end{array}z\right)\hfill \\ \multicolumn{2}{c}{}\\ & =\underset{n=0}{\overset{\mathrm{}}{}}g_n(0)(1z)^n+(1z)^s\underset{n=0}{\overset{\mathrm{}}{}}g_n(s)(1z)^n\hfill \end{array}$$
$`(2.14)`$
with

$$\begin{array}{cc}& g_n(r)=(1)^n\frac{\mathrm{\Gamma }(a_1+r+n)\mathrm{\Gamma }(a_2+r+n)\mathrm{\Gamma }(s2rn)}{\mathrm{\Gamma }(a_1+s)\mathrm{\Gamma }(a_2+s)n!}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{k=0}{\overset{\mathrm{}}{}}\frac{(srn)_k}{(a_1+s)_k(a_2+s)_k}A_k^{(p)}.\hfill \end{array}$$
$`(2.15)`$
Here the series terminates when $`r=s`$, but in the case when $`r=0`$, the condition:

$$\mathrm{}(a_3+n)>0\mathrm{}\mathrm{}(a_{p+1}+n)>0$$

is required for convergence.

A related result, which is obtained from (2.9) with $`z=1`$, is a generalization of the Gaussian summation formula, for $`\mathrm{}(s)>0`$, and we have

$$\begin{array}{cc}& \frac{\mathrm{\Gamma }(a_1)\mathrm{\Gamma }(a_2)\mathrm{}\mathrm{\Gamma }(a_{p+1})}{\mathrm{\Gamma }(b_1)\mathrm{}\mathrm{\Gamma }(b_p)}_{p+1}F_p\left(\begin{array}{c}a_1,a_2,\mathrm{},a_{p+1};\\ b_1,\mathrm{},b_p;\end{array}\mathrm{\hspace{0.17em}1}\right)\hfill \\ \multicolumn{2}{c}{}\\ & =\frac{\mathrm{\Gamma }(a_1)\mathrm{\Gamma }(a_2)\mathrm{\Gamma }(s)}{\mathrm{\Gamma }(a_1+s)\mathrm{\Gamma }(a_2+s)}\underset{k=0}{\overset{\mathrm{}}{}}\frac{(s)_k}{(a_1+s)_k(a_2+s)_k}A_k^{(p)},\hfill \end{array}$$
$`(2.16)`$
where the series converges if

$$\mathrm{}(a_3)>0\mathrm{}\mathrm{}(a_{p+1})>0.$$

For $`p=2`$, (2.16) reduces to a known formula ( and ).

3. Limit formulas

Another approach is to get the coefficients in the continuation formula as certain limits of terminating Saalschützian hypergeometric series. The generalized hypergeometric function or series (1.1) is a particular solution of a $`(p+1)`$-th order linear differential equation with three regular singular points at $`z=0,1,\mathrm{}`$. The characteristic exponents of this differential equation at $`z=1`$ are $`0,1,2,\mathrm{},p1`$ and $`s`$ defined by (1.2). If $`s`$ is not equal to an integer, then all the exponents (despite the occurrence of integral differences between them) give solutions of the differential equation which are linearly independent of each other, and therefore the analytic continuation near $`z=1`$ of the generalized hypergeometric function is then given by (2.14), already obtained above by a different reasoning. While it is also known from the detailed investigation by Nørlund (cf.  and ) that the connection coefficient $`g_0(s)`$ is equal to $`\mathrm{\Gamma }(s)`$ for any $`p`$, the remaining connection coefficients $`g_0(0),g_1(0),\mathrm{},g_{p1}(0)`$ could only more recently be determined, first in  for $`p=2`$ and later in , using the method of Section 2, for any $`p`$.

The coefficient of the leading singular contribution to (2.14) (at $`z=1`$) can most conveniently be obtained by Darboux’s method  as described in  for $`p=2`$. Applied to any $`p`$, this method yields the same result:

$$g_0(s)=\mathrm{\Gamma }(s),$$
$`(3.1)`$
if presented in terms of $`s`$, which according to (1.2) depends on $`p`$.

In order to obtain $`g_0(0)`$ by the same method, we multiply (2.14) by $`(1z)^s`$. The left-hand side then becomes

$$\begin{array}{cc}& \underset{n=0}{\overset{\mathrm{}}{}}\frac{(s)_n}{n!}z^n\underset{k=0}{\overset{\mathrm{}}{}}\frac{\underset{j=1}{\overset{p+1}{}}\mathrm{\Gamma }(a_j+k)}{\underset{j=1}{\overset{p}{}}\mathrm{\Gamma }(b_j+k)}\frac{z^k}{k!}\hfill \\ \multicolumn{2}{c}{}\\ & =\underset{m=0}{\overset{\mathrm{}}{}}\underset{k=0}{\overset{m}{}}\frac{\underset{j=1}{\overset{p+1}{}}\mathrm{\Gamma }(a_j+k)}{\underset{j=1}{\overset{p}{}}\mathrm{\Gamma }(b_j+k)}\frac{(s)_{mk}}{k!(mk)!}z^m.\hfill \end{array}$$
$`(3.2)`$
If this is written in the form $`\mathrm{\Sigma }u_mz^m`$, the coefficients $`u_m`$, after application of the identity:

$$\frac{(s)_{mk}}{(mk)!}=\frac{(s)_m(m)_k}{m!(1sm)_k},$$
$`(3.3)`$
are

$$u_m=\frac{\underset{j=1}{\overset{p+1}{}}\mathrm{\Gamma }(a_j)}{\underset{j=1}{\overset{p}{}}\mathrm{\Gamma }(b_j)}\frac{(s)_m}{m!}_{p+2}F_{p+1}\left(\begin{array}{c}a_1,a_2,\mathrm{},a_{p+1},m;\\ b_1,b_2,\mathrm{},b_p,1sm;\end{array}\mathrm{\hspace{0.17em}1}\right).$$
$`(3.4)`$
On the right-hand side the leading singular term is $`g_0(0)(1z)^s`$, which, when expanded in powers of $`z`$ and written in the form $`\mathrm{\Sigma }w_mz^m`$, has coefficients

$$w_m=g_0(0)\frac{(s)_m}{m!}.$$
$`(3.5)`$
Comparison of the $`u_m`$ and $`w_m`$, which have to agree asymptotically as $`m\mathrm{}`$, then yields

$$g_0(0)=\frac{\underset{j=1}{\overset{p+1}{}}\mathrm{\Gamma }(a_j)}{\underset{j=1}{\overset{p}{}}\mathrm{\Gamma }(b_j)}\underset{m\mathrm{}}{lim}{}_{p+2}{}^{}F_{p+1}^{}\left(\begin{array}{c}a_1,a_2,\mathrm{},a_{p+1},m;\\ b_1,b_2,\mathrm{},b_p,1sm;\end{array}\mathrm{\hspace{0.17em}1}\right).$$
$`(3.6)`$
In order to obtain the $`g_n(0)`$ for $`n>0`$ too, we consider the $`n`$-th derivative with respect to $`z`$ of (2.14) multiplied by $`(1z)^{s+n}`$, so that the term with $`g_n(0)`$ becomes the leading singular term. Proceeding as above, we get, as a generalization of (3.6),

$$\begin{array}{cc}& g_n(0)=\frac{(1)^n}{n!}\frac{\underset{j=1}{\overset{p+1}{}}\mathrm{\Gamma }(a_j+n)}{\underset{j=1}{\overset{p}{}}\mathrm{\Gamma }(b_j+n)}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{m\mathrm{}}{lim}{}_{p+2}{}^{}F_{p+1}^{}\left(\begin{array}{c}a_1+n,a_2+n,\mathrm{},a_{p+1}+n,m;\\ b_1+n,b_2+n,\mathrm{},b_p+n,1s+nm;\end{array}\mathrm{\hspace{0.17em}1}\right).\hfill \end{array}$$
$`(3.7)`$
The $`g_n(s)`$ for $`n>0`$ could be derived from $`g_0(s)`$ and the recurrence relation which they satisfy , but it is desirable to get an explicit representation the following way. The coefficients $`g_n(r)`$ satisfy a recurrence relation which is obtained from the differential equation by inserting, according to the Frobenius method, a power-series solution:

$$\underset{n=0}{\overset{\mathrm{}}{}}g_n(r)(1z)^{r+n}.$$

The recurrence relation, therefore, depends on the exponent $`r`$ via the combination $`r+n`$ only. Starting from the $`g_n(0)`$ of (3.7), rewriting the factor

$$\frac{(1)^n}{n!}=\frac{\mathrm{sin}\left(\pi (sn)\right)}{\mathrm{\Gamma }(1+n)\mathrm{sin}(\pi s)}=\frac{\mathrm{\Gamma }(1s)\mathrm{\Gamma }(s)}{\mathrm{\Gamma }(1+n)\mathrm{\Gamma }(1s+n)\mathrm{\Gamma }(sn)},$$
$`(3.8)`$
and replacing $`n`$ by $`r+n`$, we obtain a solution of the recurrence relation corresponding to the exponent $`r`$. For $`r=s`$, this solution can differ from the desired $`g_n(s)`$ only by a constant factor which does not depend on $`n`$. We may, therefore, write

$$\begin{array}{cc}& g_n(r)=\frac{V(r)\mathrm{\Gamma }(1s)\mathrm{\Gamma }(s)}{\mathrm{\Gamma }(1+r+n)\mathrm{\Gamma }(1s+r+n)}\frac{\underset{j=1}{\overset{p+1}{}}\mathrm{\Gamma }(a_j+r+n)}{\underset{j=1}{\overset{p}{}}\mathrm{\Gamma }(b_j+r+n)}\underset{m\mathrm{}}{lim}\frac{1}{\mathrm{\Gamma }(srn)}\hfill \\ \multicolumn{2}{c}{}\\ & _{p+2}F_{p+1}\left(\begin{array}{c}a_1+r+n,a_2+r+n,\mathrm{},a_{p+1}+r+n,m;\\ b_1+r+n,b_2+r+n,\mathrm{},b_p+r+n,1s+r+nm;\end{array}\mathrm{\hspace{0.17em}1}\right),\hfill \end{array}$$
$`(3.9)`$
where $`V(0)=1`$ and $`V(s)`$ is such that (3.1) holds true. In order to determine $`V(s)`$, we first consider the case when $`p=1`$. Then the hypergeometric series in (3.9) can be summed by means of Saalschütz’s formula (2.4), which yields

$$\frac{(a_1+s)_m(a_2+s)_m}{(srn)_m(b_1+r+n)_m}\underset{m\mathrm{}}{}\frac{\mathrm{\Gamma }(srn)\mathrm{\Gamma }(b_1+r+n)}{\mathrm{\Gamma }(a_1+s)\mathrm{\Gamma }(a_2+s)}.$$
$`(3.10)`$
The factor $`\mathrm{\Gamma }(srn)`$, which is singular for $`r=s`$, now cancels in (3.9) and we have, for $`p=1`$,

$$g_n(r)=\frac{V(r)\mathrm{\Gamma }(1s)\mathrm{\Gamma }(s)}{\mathrm{\Gamma }(1+r+n)\mathrm{\Gamma }(1s+r+n)}\frac{\mathrm{\Gamma }(a_1+r+n)\mathrm{\Gamma }(a_2+r+n)}{\mathrm{\Gamma }(a_1+s)\mathrm{\Gamma }(a_2+s)}.$$
$`(3.11)`$
For $`r=s`$ and $`n=0`$, comparison with (3.1) shows that $`V(s)=1`$. This value is independent of the parameters of the hypergeometric function and so it holds true for any $`p`$. The first fraction on the right of (3.9) may now be rewritten as follows:

$$\begin{array}{cc}\hfill \frac{V(r)\mathrm{\Gamma }(1s)\mathrm{\Gamma }(s)}{\mathrm{\Gamma }(1+r+n)\mathrm{\Gamma }(1s+r+n)}& =\left\{\begin{array}{cc}\frac{(1)^n\mathrm{\Gamma }(sn)}{n!}& \text{for }r=0\\ \frac{(1)^n\mathrm{\Gamma }(sn)}{n!}& \text{for }r=s\end{array}\right\}\hfill \\ \multicolumn{2}{c}{}\\ & =\frac{(1)^n}{n!}\mathrm{\Gamma }(s2rn),\hfill \end{array}$$
$`(3.12)`$
where the last equality holds true in view of the fact that $`r\{0,s\}`$. Combining (3.9) and (3.12), we have found the desired formula for the coefficients in the continuation formula (2.14):

$$\begin{array}{cc}\hfill g_n(r)& =\frac{(1)^n}{n!}\frac{\mathrm{\Gamma }(s2rn)\underset{j=1}{\overset{p+1}{}}\mathrm{\Gamma }(a_j+r+n)}{\underset{j=1}{\overset{p}{}}\mathrm{\Gamma }(b_j+r+n)}\underset{m\mathrm{}}{lim}\frac{1}{\mathrm{\Gamma }(srn)}\hfill \\ \multicolumn{2}{c}{}\\ \hfill & {}_{p+2}{}^{}F_{p+1}^{}\left(\begin{array}{c}a_1+r+n,a_2+r+n,\mathrm{},a_{p+1}+r+n,m;\\ b_1+r+n,b_2+r+n,\mathrm{},b_p+r+n,1s+r+nm;\end{array}\mathrm{\hspace{0.17em}1}\right),\hfill \end{array}$$
$`(3.13)`$
where $`r\{0,s\}`$ and $`r`$ may be set equal to $`s`$ only after the limit has been evaluated. The hypergeometric series of unit argument is Saalschützian and terminating because of the numerator parameter $`m`$. Such series can be summed for $`p=1`$ by means of the formula (2.4) of Saalschütz, and for larger $`p`$ analogous transformation formulas are available (cf.  and ). It is by means of these formulas that the limit $`m\mathrm{}`$ can be performed and (3.13) becomes meaningful. For example, we may use

$$\begin{array}{cc}& \frac{1}{\mathrm{\Gamma }(b_1)\mathrm{\Gamma }(b_2)}_4F_3\left(\begin{array}{c}a_1,a_2,a_3,m;\\ b_1,b_2,1sm;\end{array}\mathrm{\hspace{0.17em}1}\right)\hfill \\ \multicolumn{2}{c}{}\\ & =\frac{(a_1+s)_m(a_2+s)_m(a_3)_m}{(s)_m\mathrm{\Gamma }(b_1+m)\mathrm{\Gamma }(b_2+m)}_4F_3\left(\begin{array}{c}b_1a_3,b_2a_3,s,m;\\ a_1+s,a_2+s,1a_3m;\end{array}\mathrm{\hspace{0.17em}1}\right)\hfill \\ \multicolumn{2}{c}{}\\ & (s=b_1+b_2a_1a_2a_30,1,2,\mathrm{};m=0,1,2,\mathrm{})\hfill \end{array}$$
$`(3.14)`$
from  in order to obtain

$$\begin{array}{cc}\hfill g_n(r)& =\frac{(1)^n}{n!}\frac{\mathrm{\Gamma }(a_1+r+n)\mathrm{\Gamma }(a_2+r+n)\mathrm{\Gamma }(s2rn)}{\mathrm{\Gamma }(a_1+s)\mathrm{\Gamma }(a_2+s)}\hfill \\ \multicolumn{2}{c}{}\\ & {}_{3}{}^{}F_{2}^{}\left(\begin{array}{c}b_1a_3,b_2a_3,srn;\\ a_1+s,a_2+s;\end{array}\mathrm{\hspace{0.17em}1}\right)\hfill \end{array}$$
$`(3.15)`$
for $`p=2`$ in accordance with (3.32) in  and with (2.10) and (2.15) above. In a similar way, the transformation:

$$\begin{array}{cc}& \frac{1}{\mathrm{\Gamma }(b_1)\mathrm{\Gamma }(b_2)\mathrm{\Gamma }(b_3)}_5F_4\left(\begin{array}{c}a_1,a_2,a_3,a_4,m;\\ b_1,b_2,b_3,1sm;\end{array}\mathrm{\hspace{0.17em}1}\right)\hfill \\ \multicolumn{2}{c}{}\\ & =\frac{(a_1+s)_m(a_2+s)_m(a_3)_m(a_4)_m}{(s)_m\mathrm{\Gamma }(b_1+m)\mathrm{\Gamma }(b_2+m)\mathrm{\Gamma }(b_3+m)}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{k=0}{\overset{m}{}}\frac{(b_1+b_3a_3a_4)_k(b_2+b_3a_3a_4)_k(1b_3m)_k(s)_k(m)_k}{(a_1+s)_k(a_2+s)_k(1a_3m)_k(1a_4m)_kk!}\hfill \\ \multicolumn{2}{c}{}\\ & _4F_3\left(\begin{array}{c}b_3a_3,b_3a_4,a_1+a_2+s+m1,k;\\ b_1+b_3a_3a_4,b_2+b_3a_3a_4,b_3+mk;\end{array}\mathrm{\hspace{0.17em}1}\right)\hfill \\ \multicolumn{2}{c}{}\\ & (s=b_1+b_2+b_3a_1a_2a_3a_40,1,2,\mathrm{};m=0,1,2,\mathrm{})\hfill \end{array}$$
$`(3.16)`$
yields

$$\begin{array}{cc}\hfill g_n(r)& =\frac{(1)^n}{n!}\frac{\mathrm{\Gamma }(a_1+r+n)\mathrm{\Gamma }(a_2+r+n)\mathrm{\Gamma }(s2rn)}{\mathrm{\Gamma }(a_1+s)\mathrm{\Gamma }(a_2+s)}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{k=0}{\overset{\mathrm{}}{}}\frac{(b_1+b_3a_3a_4)_k(b_2+b_3a_3a_4)_k(srn)_k}{(a_1+s)_k(a_2+s)_kk!}\hfill \\ \multicolumn{2}{c}{}\\ & _3F_2\left(\begin{array}{c}b_3a_3,b_3a_4,k;\\ b_1+b_3a_3a_4,b_2+b_3a_3a_4;\end{array}\mathrm{\hspace{0.17em}1}\right)\hfill \end{array}$$
$`(3.17)`$
for $`p=3`$. Finally, using the transformation:

$$\begin{array}{cc}& \frac{1}{\mathrm{\Gamma }(b_1)\mathrm{\Gamma }(b_2)\mathrm{\Gamma }(b_3)\mathrm{\Gamma }(b_4)}_6F_5\left(\begin{array}{c}a_1,a_2,a_3,a_4,a_5,m;\\ b_1,b_2,b_3,b_4,1sm;\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right)\hfill \\ \multicolumn{2}{c}{}\\ & =\frac{(a_1+s)_m(a_2+s)_m(a_3)_m(a_4)_m(a_5)_m}{(s)_m\mathrm{\Gamma }(b_1+m)\mathrm{\Gamma }(b_2+m)\mathrm{\Gamma }(b_3+m)\mathrm{\Gamma }(b_4+m)}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{k=0}{\overset{m}{}}\frac{(b_1+b_3+b_4a_3a_4a_5)_k(b_2+b_3+b_4a_3a_4a_5)_k}{(a_1+s)_k(a_2+s)_k}\hfill \\ \multicolumn{2}{c}{}\\ & \frac{(1b_3m)_k(1b_4m)_k(s)_k(m)_k}{(1a_3m)_k(1a_4m)_k(1a_5m)_kk!}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{\mathrm{}=0}{\overset{k}{}}\frac{(b_3+b_4a_3a_5)_{\mathrm{}}(b_3+b_4a_4a_5)_{\mathrm{}}}{(b_1+b_3+b_4a_3a_4a_5)_{\mathrm{}}(b_2+b_3+b_4a_3a_4a_5)_{\mathrm{}}}\hfill \\ \multicolumn{2}{c}{}\\ & \frac{(a_5+mk)_{\mathrm{}}(a_1+a_2+s+m1)_{\mathrm{}}(k)_{\mathrm{}}}{(b_3+mk)_{\mathrm{}}(b_4+mk)_{\mathrm{}}\mathrm{}!}\hfill \\ \multicolumn{2}{c}{}\\ & _4F_3\left(\begin{array}{c}b_3a_5,b_4a_5,b_3+b_4a_3a_4a_5m+k,\mathrm{};\\ b_3+b_4a_3a_5,b_3+b_4a_4a_5,1a_5m+k\mathrm{};\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right)\hfill \\ \multicolumn{2}{c}{}\\ & (s=b_1+b_2+b_3+b_4a_1a_2a_3a_4a_50,1,2,\mathrm{};m=0,1,2,\mathrm{}),\hfill \end{array}$$
$`(3.18)`$
we can obtain

$$\begin{array}{cc}& g_n(r)=\frac{(1)^n}{n!}\frac{\mathrm{\Gamma }(a_1+r+n)\mathrm{\Gamma }(a_2+r+n)\mathrm{\Gamma }(s2rn)}{\mathrm{\Gamma }(a_1+s)\mathrm{\Gamma }(a_2+s)}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{k=0}{\overset{\mathrm{}}{}}\frac{(b_1+b_3+b_4a_3a_4a_5)_k(b_2+b_3+b_4a_3a_4a_5)_k(srn)_k}{(a_1+s)_k(a_2+s)_kk!}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{\mathrm{}=0}{\overset{k}{}}\frac{(b_3+b_4a_3a_5)_{\mathrm{}}(b_3+b_4a_4a_5)_{\mathrm{}}(k)_{\mathrm{}}}{(b_1+b_3+b_4a_3a_4a_5)_{\mathrm{}}(b_2+b_3+b_4a_3a_4a_5)_{\mathrm{}}\mathrm{}!}\hfill \\ \multicolumn{2}{c}{}\\ & _3F_2\left(\begin{array}{c}b_3a_5,b_4a_5,\mathrm{};\\ b_3+b_4a_3a_5,b_3+b_4a_4a_5;\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right)\hfill \end{array}$$
$`(3.19)`$
for $`p=4`$. Writing these results in the form of (2.15), we may get the corresponding expressions:

$$\begin{array}{cc}\hfill A_k^{(3)}& =\frac{(b_1+b_3a_3a_4)_k(b_2+b_3a_3a_4)_k}{k!}\hfill \\ \multicolumn{2}{c}{}\\ & _3F_2\left(\begin{array}{c}b_3a_3,b_3a_4,k;\\ b_1+b_3a_3a_4,b_2+b_3a_3a_4;\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right)\hfill \end{array}$$
$`(3.20)`$
and

$$\begin{array}{cc}\hfill A_k^{(4)}& =\frac{(b_1+b_3+b_4a_3a_4a_5)_k(b_2+b_3+b_4a_3a_4a_5)_k}{k!}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{\mathrm{}=0}{\overset{k}{}}\frac{(b_3+b_4a_3a_5)_{\mathrm{}}(b_3+b_4a_4a_5)_{\mathrm{}}(k)_{\mathrm{}}}{(b_1+b_3+b_4a_3a_4a_5)_{\mathrm{}}(b_2+b_3+b_4a_3a_4a_5)_{\mathrm{}}\mathrm{}!}\hfill \\ \multicolumn{2}{c}{}\\ & _3F_2\left(\begin{array}{c}b_3a_5,b_4a_5,\mathrm{};\\ b_3+b_4a_3a_5,b_3+b_4a_4a_5;\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right).\hfill \end{array}$$
$`(3.21)`$
These representations are different from (2.11) and (2.12), respectively, and this implies the existence of certain identities considered in . There is another set of Saalschützian-like formulas , however, such that when they are applied in (3.13) they do yield just (2.11) and (2.12) above.

4. Zero-balanced series

There are two ways to treat the $`s`$-balanced series, that is, the case when $`s`$ is equal to an integer. We may start from the formulas for general $`s`$, Equations (2.14) and (2.15), add $`ϵ`$ to each of the parameters and, as a consequence, replace $`s`$ by $`s+ϵ`$. Assuming then that $`s`$ is an integer, we have to perform the limit $`ϵ0`$. This procedure here is not more complicated than in the Gaussian case, $`p=1`$, due to the fact that the crucial dependence on $`a_1`$, $`a_2,`$ $`s`$, $`r`$ remains essentially the same for $`p=2,3,\mathrm{}`$ or, stated otherwise, the $`A_k^{(p)}`$ are not modified by the replacements but remain independent of $`ϵ`$. Alternatively, if we want to avoid the task of the limit procedure, we may start from (2.9) and use the known analytic continuation formulas of the Gaussian hypergeometric series from Equations (15.3.10) to (15.3.12) of  for instance. Both of these ways lead to the same results displayed in  for arbitrary $`s`$. Here we want to restrict our attention to the simplest case, the zero-balanced series. We have, if $`s`$ according to (1.2) is equal to zero,

$$\begin{array}{cc}& \frac{\mathrm{\Gamma }(a_1)\mathrm{\Gamma }(a_2)\mathrm{}\mathrm{\Gamma }(a_{p+1})}{\mathrm{\Gamma }(b_1)\mathrm{}\mathrm{\Gamma }(b_p)}_{p+1}F_p\left(\begin{array}{c}a_1,a_2,\mathrm{},a_{p+1};\\ b_1,\mathrm{},b_p;\end{array}z\right)\hfill \\ \multicolumn{2}{c}{}\\ & =\underset{n=0}{\overset{\mathrm{}}{}}\frac{(a_1)_n(a_2)_n}{n!n!}\{\underset{k=0}{\overset{n}{}}\frac{(n)_k}{(a_1)_k(a_2)_k}A_k^{(p)}\hfill \\ \multicolumn{2}{c}{}\\ & \left\{\psi (1+nk)+\psi (1+n)\psi (a_1+n)\psi (a_2+n)\mathrm{log}(1z)\right\}\hfill \\ \multicolumn{2}{c}{}\\ & +(1)^n(n)!\underset{k=n+1}{\overset{\mathrm{}}{}}\frac{(kn1)!}{(a_1)_k(a_2)_k}A_k^{(p)}\}(1z)^n\hfill \end{array}$$
$`(4.1)`$
for $`|1z|<1`$, $`|\mathrm{arg}(1z)|<\pi `$, and $`p=2,3,\mathrm{}`$, where the $`A_k^{(p)}`$ are given by (2.10) to (2.13), or (3.20) and (3.21), and the condition

$$\mathrm{}(a_3+n)>0\mathrm{}\mathrm{}(a_{p+1}+n)>0$$

is required for convergence of the infinite series.

Restricting our attention to the leading terms, when $`z1`$, we have

$$\begin{array}{cc}& \frac{\mathrm{\Gamma }(a_1)\mathrm{\Gamma }(a_2)\mathrm{}\mathrm{\Gamma }(a_{p+1})}{\mathrm{\Gamma }(b_1)\mathrm{}\mathrm{\Gamma }(b_p)}_{p+1}F_p\left(\begin{array}{c}a_1,a_2,\mathrm{},a_{p+1};\\ b_1,\mathrm{},b_p;\end{array}z\right)\hfill \\ \multicolumn{2}{c}{}\\ & =L(p)\left[1+O(1z)\right]\mathrm{log}(1z)\left[1+O(1z)\right]\hfill \end{array}$$
$`(4.2)`$
with

$$L(p)=2\psi (1)\psi (a_1)\psi (a_2)+B(p),$$
$`(4.3)`$
where, if the condition $`\mathrm{}(a_j)>0`$ for $`j=3,4,\mathrm{},p+1`$ is satisfied,

$$B(p)=\underset{k=1}{\overset{\mathrm{}}{}}\frac{(k1)!}{(a_1)_k(a_2)_k}A_k^{(p)}.$$
$`(4.4)`$
While we obtain

$$\begin{array}{cc}\hfill B(2)& =\underset{k=1}{\overset{\mathrm{}}{}}\frac{(b_2a_3)_k(b_1a_3)_k}{k(a_1)_k(a_2)_k}\hfill \\ \multicolumn{2}{c}{}\\ & =\frac{(b_1a_3)(b_2a_3)}{a_1a_2}_4F_3\left(\begin{array}{c}b_1a_3+1,b_2a_3+1,1,1;\\ a_1+1,a_2+1,2;\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right),\hfill \end{array}$$
$`(4.5)`$
in accordance with (1.4), the $`B(p)`$ for $`p3`$ appear in different forms depending on which of the various ways discussed above they are derived. We have

$$\begin{array}{cc}\hfill B(3)& =\underset{k=1}{\overset{\mathrm{}}{}}\frac{(b_3+b_2a_4a_3)_k(b_1a_3)_k}{k(a_1)_k(a_2)_k}\hfill \\ \multicolumn{2}{c}{}\\ & _3F_2\left(\begin{array}{c}b_3a_4,b_2a_4,k;\\ b_3+b_2a_4a_3,1+a_3b_1k;\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right),\hfill \end{array}$$
$`(4.6)`$
if we use (4.4) together with (2.11), or

$$\begin{array}{cc}\hfill B(3)& =\underset{k=1}{\overset{\mathrm{}}{}}\frac{(b_1+b_3a_3a_4)_k(b_2+b_3a_3a_4)_k}{k(a_1)_k(a_2)_k}\hfill \\ \multicolumn{2}{c}{}\\ & _3F_2\left(\begin{array}{c}b_3a_3,b_3a_4,k;\\ b_1+b_3a_3a_4,b_2+b_3a_3a_4;\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right)\hfill \end{array}$$
$`(4.7)`$
if we use (4.4) together with (3.20). Similarly, we find from (4.4) and (2.12) that

$$\begin{array}{cc}\hfill B(4)& =\underset{k=1}{\overset{\mathrm{}}{}}\frac{(b_4+b_3+b_2a_5a_4a_3)_k(b_1a_3)_k}{k(a_1)_k(a_2)_k}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{\mathrm{}=0}{\overset{k}{}}\frac{(b_4+b_3a_5a_4)_{\mathrm{}}(b_2a_4)_{\mathrm{}}(k)_{\mathrm{}}}{(b_4+b_3+b_2a_5a_4a_3)_{\mathrm{}}(1+a_3b_1k)_{\mathrm{}}\mathrm{}!}\hfill \\ \multicolumn{2}{c}{}\\ & _3F_2\left(\begin{array}{c}b_4a_5,b_3a_5,\mathrm{};\\ b_4+b_3a_5a_4,1+a_4b_2\mathrm{};\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right),\hfill \end{array}$$
$`(4.8)`$
or from (4.4) and (3.21) that

$$\begin{array}{cc}& B(4)=\underset{k=1}{\overset{\mathrm{}}{}}\frac{(b_1+b_3+b_4a_3a_4a_5)_k(b_2+b_3+b_4a_3a_4a_5)_k}{k(a_1)_k(a_2)_k}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{\mathrm{}=0}{\overset{k}{}}\frac{(b_3+b_4a_3a_5)_{\mathrm{}}(b_3+b_4a_4a_5)_{\mathrm{}}(k)_{\mathrm{}}}{(b_1+b_3+b_4a_3a_4a_5)_{\mathrm{}}(b_2+b_3+b_4a_3a_4a_5)_{\mathrm{}}\mathrm{}!}\hfill \\ \multicolumn{2}{c}{}\\ & _3F_2\left(\begin{array}{c}b_3a_5,b_4a_5,\mathrm{};\\ b_3+b_4a_3a_5,b_3+b_4a_4a_5;\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right).\hfill \end{array}$$
$`(4.9)`$
Alternatively, starting from (2.8) with $`p=2`$ and using (2.5) and (2.3), we obtain, because of $`s=0`$, (4.5) above again. In a similar way, with $`p=3`$ in (2.8) and application of (4.2) and (4.3) with (4.5), we find that

$$\begin{array}{cc}\hfill B(3)& =\frac{(b_1a_3)(b_2+b_3a_3a_4)}{a_1a_2}\hfill \\ \multicolumn{2}{c}{}\\ & {}_{4}{}^{}F_{3}^{}\left(\begin{array}{c}b_1a_3+1,b_2+b_3a_3a_4+1,1,1;\\ a_1+1,a_2+1,2;\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right)\hfill \\ \multicolumn{2}{c}{}\\ & +\frac{(b_2a_4)(b_3a_4)\mathrm{\Gamma }(a_1)\mathrm{\Gamma }(a_2)\mathrm{\Gamma }(a_3)}{\mathrm{\Gamma }(b_1)\mathrm{\Gamma }(b_2+b_3a_4+1)}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{\mathrm{}=0}{\overset{\mathrm{}}{}}\frac{(b_2a_4+1)_{\mathrm{}}(b_3a_4+1)_{\mathrm{}}}{(\mathrm{}+1)!(b_2+b_3a_4+1)_{\mathrm{}}}_3F_2\left(\begin{array}{c}a_1,a_2,a_3;\\ b_1,b_2+b_3a_4+1+\mathrm{};\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right).\hfill \end{array}$$
$`(4.10)`$
The general formula of this type turns out to be

$$\begin{array}{cc}\hfill B(p)& =\frac{(b_1a_3)}{a_1a_2}\left(\underset{j=2}{\overset{p}{}}b_j\underset{j=3}{\overset{p+1}{}}a_j\right)\hfill \\ \multicolumn{2}{c}{}\\ & _4F_3\left(\begin{array}{c}b_1a_3+1,\underset{j=2}{\overset{p}{}}b_j\underset{j=3}{\overset{p+1}{}}a_j+1,1,1;\\ a_1+1,a_2+1,2;\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right)\hfill \\ \multicolumn{2}{c}{}\\ & +\underset{k=3}{\overset{p}{}}\frac{(b_{k1}a_{k+1})\left(\underset{j=k}{\overset{p}{}}b_j\underset{j=k+1}{\overset{p+1}{}}a_j\right)\mathrm{\Gamma }(a_1)\mathrm{}\mathrm{\Gamma }(a_k)}{\mathrm{\Gamma }(b_1)\mathrm{}\mathrm{\Gamma }(b_{k2})\mathrm{\Gamma }\left(\underset{j=k1}{\overset{p}{}}b_j\underset{j=k+1}{\overset{p+1}{}}a_j+1\right)}\hfill \\ \multicolumn{2}{c}{}\\ & \underset{\mathrm{}=0}{\overset{\mathrm{}}{}}\frac{(b_{k1}a_{k+1}+1)_{\mathrm{}}\left(\underset{j=k}{\overset{p}{}}b_j\underset{j=k+1}{\overset{p+1}{}}a_j+1\right)_{\mathrm{}}}{(\mathrm{}+1)!\left(\underset{j=k1}{\overset{p}{}}b_j\underset{j=k+1}{\overset{p+1}{}}a_j+1\right)_{\mathrm{}}}\hfill \\ \multicolumn{2}{c}{}\\ & _kF_{k1}\left(\begin{array}{c}a_1,a_2,\mathrm{},a_k;\\ b_1,\mathrm{},b_{k2},\underset{j=k1}{\overset{p}{}}b_j\underset{j=k+1}{\overset{p+1}{}}a_j+1+\mathrm{};\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right).\hfill \end{array}$$
$`(4.11)`$
Various other representations can be found. An example for $`p=3`$ is

$$\begin{array}{cc}\hfill B(3)& =\underset{k=1}{\overset{\mathrm{}}{}}\frac{(b_1a_3)_k(b_2+b_3a_3a_4)_k}{k(a_1)_k(a_2)_k}\hfill \\ \multicolumn{2}{c}{}\\ & +\underset{k=1}{\overset{\mathrm{}}{}}\frac{(b_2a_4)_k(b_3a_4)_k}{k(a_1)_k(a_2)_k}_3F_2\left(\begin{array}{c}b_1a_3,b_2+b_3a_3a_4+k,k;\\ a_1+k,a_2+k;\end{array}\mathrm{\hspace{0.17em}\hspace{0.17em}1}\right).\hfill \end{array}$$
$`(4.12)`$
This follows from (2.7) if the term for $`m=0`$ is evaluated separately by means of (4.2) and (4.3) and if the hypergeometric series in the remaining sum is evaluated at $`z=1`$ by means of (2.16) and (2.10). It is closely related to (4.10) if the hypergeometric series there in the second term is transformed by means of (2.16). It also follows from (4.6) if there the sum over $`k`$ and the sum implied by the hypergeometric series are interchanged. Of the various possibilities demonstrated here for $`p=3`$ as an example, the representation (4.6) or (4.7) has the advantage that only a single infinite series occurs, the hypergeometric series involved consisting of a finite number of terms because of the numerator parameter $`k`$.

5. Partial sums of zero-balanced series

A related problem is to find the asymptotic behaviour of the partial sums of hypergeometric series at unit argument in the zero-balanced case. This problem was solved by Ramanujan (cf. , , and ) and later proved by Evans and Stanton  for $`p=2`$. More generally, we have, if $`s`$ according to (1.2) is equal to zero,

$$\begin{array}{cc}& \underset{k=0}{\overset{m1}{}}\frac{\mathrm{\Gamma }(a_1+k)\mathrm{\Gamma }(a_2+k)\mathrm{}\mathrm{\Gamma }(a_{p+1}+k)}{\mathrm{\Gamma }(b_1+k)\mathrm{}\mathrm{\Gamma }(b_p+k)\mathrm{\Gamma }(1+k)}\hfill \\ \multicolumn{2}{c}{}\\ & =(p)\psi (1)+\mathrm{log}(m)+O(m^1),m\mathrm{}\hfill \end{array}$$
$`(5.1)`$
with

$$(p)=\underset{k=0}{\overset{\mathrm{}}{}}\left\{\frac{\mathrm{\Gamma }(a_1+k)\mathrm{\Gamma }(a_2+k)\mathrm{}\mathrm{\Gamma }(a_{p+1}+k)}{\mathrm{\Gamma }(b_1+k)\mathrm{}\mathrm{\Gamma }(b_p+k)\mathrm{\Gamma }(1+k)}\frac{1}{k+1}\right\}.$$
$`(5.2)`$
To derive (5.1) we observe that, in the zero-balanced case, the ratio of the gamma functions is equal to $`k^1\left\{1+O(k^1)\right\}`$ and so each summand is $`O(k^2)`$ as $`k\mathrm{}`$. Therefore, we have for the partial sum

$$(p)=\underset{k=0}{\overset{m1}{}}\left\{\frac{\mathrm{\Gamma }(a_1+k)\mathrm{\Gamma }(a_2+k)\mathrm{}\mathrm{\Gamma }(a_{p+1}+k)}{\mathrm{\Gamma }(b_1+k)\mathrm{}\mathrm{\Gamma }(b_p+k)\mathrm{\Gamma }(1+k)}\frac{1}{k+1}\right\}+O(m^1)$$
$`(5.3)`$
as $`m\mathrm{}`$. Also we have

$$\underset{k=0}{\overset{m1}{}}\frac{1}{k+1}=\psi (1)+\psi (1+m)=\psi (1)+\mathrm{log}m+\frac{1}{2}m^1+O(m^2)$$
$`(5.4)`$
as $`m\mathrm{}`$, by means of Stirling’s formula. Combining (5.3) and (5.4), we get (5.1). On the other hand, from (4.2) we have

$$\underset{k=0}{\overset{\mathrm{}}{}}\frac{\mathrm{\Gamma }(a_1+k)\mathrm{\Gamma }(a_2+k)\mathrm{}\mathrm{\Gamma }(a_{p+1}+k)}{\mathrm{\Gamma }(b_1+k)\mathrm{}\mathrm{\Gamma }(b_p+k)\mathrm{\Gamma }(1+k)}z^k=L(p)\mathrm{log}(1z)+o(1)$$
$`(5.5)`$
as $`z1`$. Expanding the logarithmic term and putting it on the left-hand side, we arrive at

$$\underset{k=0}{\overset{\mathrm{}}{}}\left\{\frac{\mathrm{\Gamma }(a_1+k)\mathrm{\Gamma }(a_2+k)\mathrm{}\mathrm{\Gamma }(a_{p+1}+k)}{\mathrm{\Gamma }(b_1+k)\mathrm{}\mathrm{\Gamma }(b_p+k)\mathrm{\Gamma }(1+k)}\frac{z}{k+1}\right\}z^k=L(p)+o(1).$$
$`(5.6)`$
The limit as $`z1`$ now yields

$$(p)=L(p),$$
$`(5.7)`$
and this is the really interesting point: the constant needed here in (5.1) for the asymptotic behaviour of the partial sum of a zero-balanced hypergeometric series at unit argument is equal to the constant needed above, in (4.2) and (4.3), for the analytic continuation of the infinite series. For example, (5.7) with (4.3) and $`p=3`$ yields

$$(3)=2\psi (1)\psi (a_1)\psi (a_2)+B(3),$$
$`(5.8)`$
where any of the various representations of $`B(3)`$ according to (4.6), (4.7), (4.10), or (4.12) above may be inserted. The use of (4.10) corresponds to the formula given by A.K. Srivastava . All the other results of the same author  concern the partial sums of zero-balanced series with additional relations between the parameters, a topic beyond the scope of the present investigation.

Acknowledgments

The present investigation was completed during the second-named author’s visit to the University of Heidelberg in July 1997. This work was supported, in part, by the Natural Sciences and Engineering Research Council of Canada  under Grant OGP0007353.

References

1. M. Abramowitz and I.A. Stegun (Editors), Handbook of Mathematical Functions, Dover, New York, 1965.

2. W.N. Bailey, Generalized Hypergeometric Series, Stechert-Hafner, New York, 1964.

3. B.C. Berndt, Chapter 11 of Ramanujan’s second notebook, Bull. London Math. Soc. 15(1983), 273–320.

4. B.C. Berndt, Ramanujan’s Notebooks, Part II, Springer-Verlag, New York, 1989.

5. W. Bühring, The behavior at unit argument of the hypergeometric function $`{}_{3}{}^{}F_{2}^{}`$, SIAM J. Math. Anal. 18(1987), 1227–1234.

6. W. Bühring, Generalized hypergeometric functions at unit argument, Proc. Amer. Math. Soc. 114(1992), 145–153.

7. W. Bühring, Transformation formulas for terminating Saalschützian hypergeometric series of unit argument, J. Appl. Math. Stochast. Anal. 8(1995), 189–194.

8. W. Bühring, Terminating Saalschützian hypergeometric series at unit argument, Math. Japon. 44(1996), 15–23.

9. R.J. Evans and D. Stanton, Asymptotic formulas for zero-balanced hypergeometric series, SIAM J. Math. Anal. 15(1984), 1010–1020.

10. R.J. Evans, Ramanujan’s second notebook: Asymptotic expansions for hypergeometric series and related functions, in Ramanujan Revisited (G.E. Andrews et al., Editors) (Proc. of the Ramanujan Centenary Conference, 1987), Academic Press, New York, 1988, 537–560.

11. Y.L. Luke, The Special Functions and Their Approximations, Vol. 1, Academic Press, New York, 1969.

12. O.I. Marichev and S.L. Kalla, Behaviour of hypergeometric function $`{}_{p}{}^{}F_{p1}^{}(z)`$ in the vicinity of unity, Rev. Técn. Fac. Ingr. Univ. Zulia 7(1984), 1–8.

13. N. Nørlund, Hypergeometric functions, Acta Math. 94(1955), 289–349.

14. F.W.J. Olver, Asymptotics and Special Functions, Academic Press, New York, 1974.

15. S. Ramanujan, Notebooks, Vol. 2, Tata Institute of Fundamental Research, Bombay, 1957.

16. M. Saigo, On properties of the Appell hypergeometric functions $`F_2`$ and $`F_3`$ and the generalized Gauss function $`{}_{3}{}^{}F_{2}^{}`$, Bull. Central. Res. Inst. Fukuoka Univ. 66(1983), 27–32.

17. M. Saigo and H.M. Srivastava, The behavior of the zero-balanced hypergeometric series $`{}_{p}{}^{}F_{p1}^{}`$ near the boundary of its convergence region, Proc. Amer. Math. Soc. 110(1990), 71–76.

18. L.J. Slater, Generalized Hypergeometric Functions, Cambridge University Press, Cambridge, 1966.

19. A.K. Srivastava, Asymptotic behaviour of certain zero-balanced hypergeometric series, Proc. Indian Acad. Sci. Math. Sci. 106(1996), 39–51.

20. H.M. Srivastava and P.W. Karlsson, Multiple Gaussian Hypergeometric Series, Halsted Press (John Wiley and Sons), New York, 1985.


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# Spinwaves and large electron-phonon coupling near the metal-insulator transition in hole-doped high-TC oxides.

## Abstract

A theory for spin and lattice couplings to the electronic states in high-TC oxides is presented, with HgBa2CuO4 as an example. A simple analytical model suggests that the barrel band is sensitive to potential perturbations with long-range Fourier components, and that gaps can be opened at the Fermi energy. This is confirmed in self-consistent band calculations for modulations in elongated supercells, where spin waves and phonon coupling compete for equal q-vectors. It is argued that the wavelengths of spin-wave modulations and of the phonon modes with large coupling, depend on the doping. This mechanism supports the idea that pseudogaps are caused by stripe like spin-modulations in underdoped systems, while superconductivity is attributed to enhanced electron-phonon coupling for long wavelength phonons.

The mechanism behind high-TC superconductivity in copper oxides is still unknown. From the vast amount of experimental information that has been collected from high-TC oxides, one can recall some facts that seem to distinguish these materials from ordinary low-TC superconductors . Phase sensitive tests of the pairing indicate d-wave symmetry of the superconducting gap . This is also implied from photoemission and tunneling measurements where the gap is highly anisotropic over the Fermi Surface (FS) . Such measurements detect pseudogaps, which extend well above TC in underdoped systems. They appear to have the same symmetry as the superconducting gap, making the FS visible only along the diagonal. The isotope effect, which is small and variable, exists also for the pseudogap . Spin fluctuations follow the same type of antiferromagnetic (AFM) orientation of ordered Cu moments that can be seen in undoped, insulating copper oxides. Separation of metallic and insulating regions form static stripes for some compositions , but they might be dynamic in other cases. Band theory based on the density functional approximation fails to describe the undoped, insulating cuprates, while the bands and FS of metallic, superconducting cuprates agree well with experimental data. The electron-phonon coupling ($`\lambda `$) calculated from band theory , is quite large in view of the low density-of-states (DOS) in these materials, but still not high enough to explain the high TC’s. Here we perform self-consistent electronic structure calculations based on the local (spin) density approximation (LDA) , for long wavelength excitations of either spin fluctuations or phonons, by use of large supercells. As will be shown, spin waves and phonons seem to compete for the same q-vectors, and the perturbations will be large at the FS, leading to a tendency for gap formation in both cases. We focus on HgBa2CuO4 (HBCO), since it is relatively simple with one CuO-plane and only one cylindrical FS, a so-called ’barrel’. Such a piece of FS is common to all high-$`T_C`$ oxides and probably involved in the mechanism for superconductivity. The lattice constant $`a`$ is 7.32 a.u.. The bands are calculated using the linear muffin-tin orbital method, where 5 empty spheres are introduced to account for non-spherical potential corrections in the most open parts of the structure. The structure, details of the method and band results for the basic unit cell, are described earlier . Only Cu, and to some extent the planar O, have a significant DOS at $`E_F`$. The band structure of the normal cell is shown in fig. 1 for k-points in the $`k_z`$=0 plane. The FS is a cylindrical ’barrel’ centered at the M-point. The FS reaches the zone boundary at X for a doping of about 0.25 hole per formula unit (f.u.). The cell of the AFM insulating case, has two Cu in the xy-plane with opposite magnetic moments. This cell of two f.u. has 26 sites (16 atoms and 10 empty spheres). The AFM state can be reached by introducing large correlation, increased exchange or by application of external field. Here we include a staggered field (positive and negative with maximum amplitude of 30 mRy) on the two Cu in the AFM cell. The undoped material is insulating with this field, with a gap of 10 mRy and local moments of about 0.5 $`\mu _B`$. The critical field for having a gap is about 20 mRy. A uniform field within each Cu-sphere makes the entire Cu-bands to be shifted, so that part of the upper DOS-edge of the Cu-d band will get closer to $`E_F`$ with increasing field.

The 26-site cells are put together in the -direction, to form larger cells in order to study q-waves modulated along the diagonal (with respect to the Cu-O bonding). Four supercells containing 104, 130, 156 and 208 sites are considered, corresponding to a maximal wavelength of $`8\sqrt{2}a`$. For modulations along  it necessary to have a two-layer wide unit cell (along y) because of the underlying AFM order. A cell of 208 sites will describe spin modulation with wavelength $`8a`$ along x. For studies of phonon modulations without consideration of spins, we can use narrow cells (width $`a`$ along y), so that a 104-site cell can describe a modulation with period \[$`8a`$,0,0\]. In each case we calculate the bands in 24 k-points in the respective irreducible Brillouin Zones (BZ). The DOS is determined by from tetrahedron k-point integration, where it is assumed that the energies vary linearly within each tetrahedron. The use of few k-points may introduce artifacts in the DOS, especially near gaps where the bands deviate from linearity.

The z-dispersion of the barrel band is very small, but the dispersion is large in the xy-plane, as along the diagonal $`\mathrm{\Gamma }M`$ (cf. fig. 1). A modulation of the potential $`V_q`$ sin($`qr`$), expressed by the Fourier coefficient $`V_q`$, where q is along , will open a gap for a free electron like band. From the well-known solution for bands near the zone boundary in semiconductors ,

$$E(k)=\frac{1}{2}(ϵ_k+ϵ_{kq})\pm \frac{1}{2}\sqrt{(ϵ_kϵ_{kq})^2+4V_q^2}$$
(1)
which at the zone boundary $`k=\frac{1}{2}q`$, becomes $`E(q)=ϵ_{\frac{1}{2}q}\pm V_q`$. Thus, there are two states with a gap, $`2V_q`$, in between, at the new BZ-limit at $`\frac{1}{2}q`$. The square of the wave function belonging to the state below the gap, has a modulation in phase with the potential modulation so that its amplitude is largest where the potential is most attractive. The square of the wave function for the state above the gap has the same modulation, but its phase is shifted, so that the large amplitude coincides with the most repulsive part of the potential.

Consider first AFM cases. The AFM state in the undoped case is partly stabilized because of the opening of the gap at $`E_F`$. Hole doping made in a rigid-band manner on the same DOS lead to metallic states, without the stabilizing effect of the gap. As will be seen, modulations of the AFM moments will open gaps at different doping levels, with possible energy gains. An example of a modulation is when the Cu sites projected on the  direction have moments; zero, up, down, up, zero, down, up, down. Such a ”stripe” has $`\pm V_q`$ components in the spin-potentials, with a wavelength covering totally 8 Cu layers. If $`E_F`$ is far below (or far above) the gap, both states will be occupied (or unoccupied) with no gain in total energy. It is only if $`E_F`$ is near the gap that there will be a possibility to gain total energy. The occupied state reduce its kinetic energy, while the raise in energy of the upper, empty state does not contribute to the total energy. The process is self-supporting via the exchange potential, since the increased spin density in regions where the potential is spin splitted will increase the potential splitting further. Thus, the argument is that the CuO-plane systems can chose the wavelength of the modulation according to its doping to make an optimal gain in total energy. This mechanism always opens the gap (or pseudogap) close to $`E_F`$, leading to a correlation between the wavelength and doping. These arguments can be used as long as there are no other bands near $`E_F`$, because they would normally involve an increase of the total energy when a modulation is imposed.

Similar arguments can be used to discuss the coupling between phonon modes and the electronic states near $`E_F`$. For example, a phonon induced modulation of the potential on Cu sites will also have its Fourier component $`V_q`$. (Since the local Cu-DOS is the highest near $`E_F`$, it will be largest effects from potential changes on Cu-sites). The (non spin-polarized) bands will open a gap as for each of the spin bands in the AFM case, if the gap is close to $`E_F`$. As before, only one particular wavelength will be concerned, depending on the doping. It is worth noting that for a given doping, the same q-vector is involved for both spin waves and phonons. This mechanism will be dynamic for phonons, unless the gain in energy will make the phonon completely soft to make a lattice instability. Spin waves could be pinned to impurities and therefore be static, but coupling between spin waves and phonons are likely since they compete for the same q-vectors.

Next, we consider the band results. The basic results from the simple, one-dimensional model, are confirmed by the band calculations, and the gap can be formed over the whole FS for varying doping. For the cases with AFM modulations, we first apply sinus-like modulations in the diagonal direction. The staggered fields (on Cu sites) have the same maximal amplitude as for the undoped insulating case. The undoped system contains 63 electrons per f.u.. However, the gaps (or pseudogaps) found in the four cases with elongated cells are always found at one state (1 electron of each spin) below this electron filling. This means at band fillings of 502, 628, 754 and 1006 electrons, for the four supercells of increasing lengths. The doping is adjusted to coincide with these fillings, by use of the virtual crystal approximation. The DOS near $`E_F`$ with and without AFM modulation, are shown in fig. 2 for the 104-site cell. The gap is small, like a pseudogap, and it coincides with $`E_F`$ when the doping is 0.25 holes per f.u., corresponding to the particular $`q`$. Modulations in the longer cells give similar small gaps, or pseudogaps, but at positions corresponding to decreased hole doping, at 0.2, 0.1667 and 0.125 holes per f.u., for the cells with 130, 156 and 208 sites, respectively. The opening of the pseudogap starts along the diagonal $`\mathrm{\Gamma }M`$. Larger fields are needed to form a complete gap extending over the whole FS. Thus, in agreement with the simple model, the band results show that the barrel band can be cut to form gaps at different positions along $`\mathrm{\Gamma }M`$, depending on the Fourier component of the potential perturbation.

AFM modulations in the x-direction is made for the 208-site cell, where the pseudogap is found for a doping of 0.125 hole per f.u., as for the longest cell along the diagonal direction. By folding the k-points in the BZ back to the original BZ, it is seen that the partial opening of a gap is largest far from the diagonal. This is consistent with the observations made by photoemission, where the FS seems to ”disappear” except near the diagonal . (It is assumed that stripes are running both along x and y , making their effect superimposed.) Also the observation of static stripes along  in one high-Tc material  suggests that -modulations are more probable than diagonal ones. This can be understood from the band results as follows: The larger z-dispersion near off-diagonal points on the FS can be translated into higher DOS on the FS for these points, so that a band opening at those points will lead to a larger gain in total energy than if the gap opened along the diagonal. As the orientation in real space can be associated with the different FS points, it is therefore preferable for the system to chose the -orientation leading to the largest gain in energy.

These spin-polarized band calculations are not ab-initio, and they cannot determine the precise form and amplitude of the modulations in the doped cases. One can expect that some kind of modulation is present, which in this band description produces gaps and stripes. Other theories based on strong on-site correlation have been shown to lead to stripe formation and spin-charge separation . Here, in a band description, the spin, charge and local DOS information show that the charges on Cu of different polarization are very similar. The DOS at $`E_F`$ is largest on the non-polarized Cu-sites, but still sizable on the polarized Cu sites, at least for one of the spins. Thus, conduction is not only restricted to the zero-moment part of such stripes.

In the present model, there is a close connection between the doping and the wavelength of the stripe. The lower the hole doping, the longer wavelengths. Further, it is probable that long wavelength modulations are more stable than short ones. This is because at least two Cu sites have no moment in each modulation, i.e. no exchange energy can be gained from a polarization of these two sites. The fraction of zero moment Cu sites is larger for short wavelength modulations, making them less stable. This cannot be verified by ab-initio total energy calculations, but for the short modulation of only six Cu-layers along  it is more difficult to open a gap even for large field amplitudes. Hybridization between near neighbors in combination with rapid variations of the potential over only a few layers will prevent an easy opening of a gap. In addition there is a topologic change of the FS at the X-point when the doping approaches 0.25. Therefore, a possibility is that pseudogaps, caused by spin waves, cannot exist for too large doping. This is consistent with observations of pseudogaps only in underdoped high-TC oxides. A critical concentration of about 0.19 has been suggested . This is to be compared with the values 0.125 for the shortest modulation along  and 0.25 along  to produce a ”good” pseudogap in the calculations.

The non-spinpolarized band calculations for phonon modes are ab-initio within LDA, for the imposed lattice distortions. Coupling between spin waves and phonons is plausible, but we do not study such cases here. Different types of lattice distortions are considered, modulated along  and  in the elongated supercells. Several distortions have a direct influence on the Cu potentials like the change the distance between Cu and apical-O, or between Ba and the CuO plane. The strongest effects occur for ”breathing” modes, where the four planar O sites are moved alternatively towards or away from the central Cu. The modulations are chosen to be sinus-like. Distortion amplitudes of the order 0.01$`a`$ are expected at low temperature for typical force constants and zero-point motions , but in order to enhance the effects to be seen in the DOS, we also consider amplitudes of 0.03$`a`$.

The DOS for the 104 site cell is shown in fig. 2. For smaller distortion amplitudes the effect is smaller and hardly seen on the DOS. By comparing the back-folded k-points with the points in the normal BZ, one can verify that the effects due to modulations along the diagonal or along the CuO-bonding, indeed are concentrated to the expected parts of the FS. Moreover, if the sinus-like modulation is replaced by the absolute value of sinus, one finds about one order of magnitude smaller energy shifts near $`E_F`$. Results for the other cells are similar, so that the distorted structures show some different DOS compared to the undistorted cases, but no real gaps are developed. However, strong changes of the energies means that $`\lambda `$ is large for these modes. Full calculations of $`\lambda `$ will not be presented here, but a few observations can be made. As was argued above, the wavelengths are determined via doping so that only energies close to $`E_F`$ are changing. Calculations of electron-phonon coupling made for the undoped compositions  will miss this effect, since the sensitivity to $`V_q`$ of a certain wavelength appears below the position of $`E_F`$ for the undoped system. (The wavelength corresponding to no doping would be infinite.) The largest change in energy from the model above, is equal to $`V_q`$, i.e. equal to the maximal amplitude of a sinusoidal potential perturbation. Two examples of O- and Ba-distortions with $`V_q`$ from the potential in the band calculation, give $`\lambda `$ in the range 1-2. This is from an approximate expression  for the long-range coupling, $`\lambda =NV_q^2/K(\mathrm{\Delta }R)^2`$, where $`N`$ is the DOS at $`E_F`$ per cell. $`K`$ is a force constant , $`\mathrm{\Delta }R`$ the displacement of each site, so that $`K`$ times the sum over all sites gives the total elastic energy of the deformation. Electronic screening in a good metal tend to diminish the long-range part of $`\lambda `$, since charge relaxation close to a local lattice distortion will prevent any far-reaching change in Coulomb potential . As these materials are close to a metal-insulator transition, it is possible that the mechanism of screening is reduced. The mechanism should retain the property of forward scattering of $`\lambda `$ which is favorable to d-wave pairing . Strong coupling for large wavelengths will renormalize phonons near the zone center. It is not yet clear if low or high frequency phonons will contribute most to superconductivity.

In conclusion, the simple model of gap formation, supported by band results for HgBa2CuO4, suggests a connection between spin waves, stripes, pseudogaps and strong electron-phonon coupling. The reason is that the barrel band is sensitive to short-q perturbations, $`V_q`$. This scenario explains a number of features of the high-$`T_C`$ oxides mentioned above. The origin of the pseudogaps is the stripe like spin-waves, which are stable only below a certain doping, which in our model means above a certain wavelength of the spin modulation. Whether they are dynamic spin-fluctuations, static or coupled to phonons, cannot yet be determined from the present calculations, which are static. Energy considerations suggest that the spin waves are more probable at long wavelengths, i.e. in underdoped cases. Decreasing stability of the spin waves at short wavelength, i.e. for increasing hole doping, suggests that they and their role diminish with increasing doping. If this picture is true, and spinfluctuations are harmful to superconductivity, one can expect that by applying pressure to samples with little doping it will be possible to suppress the fluctuations and reach higher $`T_C`$. The effect of pressure should be smaller in overdoped samples. The band is equally sensitive to perturbations $`V_q`$, produced by phonons. The amplitudes of $`V_q`$ due to phonons of realistic deformation amplitudes at low T, are smaller than in the case of AFM modulation, and fully developed gaps are normally not visible in the DOS. But a particular $`V_q`$ induced by phonons favors band shifts at some sections of the FS and a large $`\lambda `$. Any perturbation, phonons, spin or valence fluctuations leading to a similar $`V_q`$ component will show similar effects on the electronic states. Competition between different mechanisms can make interpretation of experiments difficult.


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# 1 Introduction

## 1 Introduction

Various models of random surfaces built out of triangles embedded into continuous space $`R^d`$ and surfaces built out of plaquettes embedded into Euclidean lattice $`Z^d`$ have been considered in the literature . These models are based on area action and suffer the problem of non-scaling behaviour of the string tension and the dominance of branched polymers . Several studies have analyzed the physical effects produced by rigidity of the surface introduced by adding dimension-less extrinsic curvature term to the area action . Comprehensive review of the work in this area up to 1997 can be found in .

In this article we shall consider a model of random surfaces $`solely`$ based on the with extrinsic curvature term embedded into 3d Euclidean lattice $`Z^3`$ . The corresponding transfer matrix has the form

$$K(Q_1,Q_2)=\mathrm{exp}\{\beta [k(Q_1)+2l(Q_1Q_2)+k(Q_2)]\},$$
(1)
where $`Q_1`$ and $`Q_2`$ are closed polygon-loops on a two-dimensional lattice, $`k(Q)`$ is the curvature and $`l(Q)`$ is the length of the polygon-loop $`Q`$ 111We shall use the word ”loop” for the ”polygon-loop”.. This transfer matrix describes the propagation of the initial loop $`Q_1`$ to the final loop $`Q_2`$.

The spectrum of the transfer matrix which depends only on symmetric difference of initial and final loops $`Q_1Q_2`$

$$\stackrel{~}{K}(Q_1,Q_2)=\mathrm{exp}\{2\beta l(Q_1Q_2)\},$$
(2)
has been evaluated analytically in terms of correlation functions of the 2d Ising model in .

Our aim in this article is to consider the full transfer matrix (1) which depends not only on symmetric difference of loops $`Q_1Q_2`$, but also on individual curvature terms $`k(Q_1)+k(Q_2)`$. Because analytical solution of this problem is not known yet, we shall consider numerical evaluation of the transfer matrix on finite lattices in order to gain new insight into spectral properties of the transfer matrix in general case and critical properties of the model.

In the next sections we shall numerically compute the spectrum of transfer matrix on finite Euclidean lattices $`T^2`$ of the sizes $`NM`$, where $`N,M=1,2,3,4`$. Number of loops on these lattices $`\gamma =2^{NM}`$ will be $`2,4,16,64,512,4096`$, $`65536`$ and transfer matrices would be of the size $`\gamma \times \gamma =2^{NM}\times 2^{NM}`$.

## 2 Basic Formulae

The partition function is defined as

$$Z(\beta )=\underset{\{Q_1,Q_2,\mathrm{},Q_\tau \}}{}K_\beta (Q_1,Q_2)\mathrm{}K_\beta (Q_\tau ,Q_1)=trK_\beta ^\tau ,$$
(3)
where $`K_\beta (Q_1,Q_2)`$ is the transfer matrix of size $`\gamma \times \gamma `$, defined above (1). $`Q_1`$ and $`Q_2`$ are closed polygon-loops on a two-dimensional lattice $`T^2`$ of size $`N\times M`$ and $`\gamma =2^{NM}`$ is the total number of polygon-loops on a lattice $`T^2`$. The transfer matrix (1) can be viewed as describing the propagation amplitude of the polygon-loop $`Q_1`$ at time $`\tau `$ to another polygon-loop $`Q_2`$ at the time $`\tau +1`$.

The functional $`k(Q)`$ is the total curvature of the polygon-loop $`Q`$ which is equal to the number of corners of the polygon ( the vertices with self-intersection are not counted!) and $`l(Q)`$ is the length of $`Q`$ which is equal to the number of its links. The length functional $`l(Q_1Q_2)`$ is defined as

$$l(Q_i)+l(Q_{i+1})2l(Q_iQ_{i+1})=l(Q_iQ_{i+1}),$$
(4)
where the polygon-loop $`Q_1Q_2Q_1Q_2\backslash Q_1Q_2`$ is a union of links $`Q_1Q_2`$ without common links $`Q_1Q_2`$. The operation $``$ maps two polygon-loops $`Q_1`$ and $`Q_2`$ into a polygon-loop $`Q=Q_1Q_2`$.

The eigenvalues of the transfer matrix $`K_\beta (Q_1,Q_2)`$ define all statistical properties of the system and can be found as a solution of the following integral equation in the loop space $`\mathrm{\Pi }`$

$$\underset{\{Q_2\}}{}K_\beta (Q_1,Q_2)\mathrm{\Psi }(Q_2)=\mathrm{\Lambda }(\beta )\mathrm{\Psi }(Q_1),$$
(5)
where $`\mathrm{\Psi }(Q)`$ is a function on the loop space. The eigenvalues define the partition function (3)

$$Z_{NM}^{3d}(\beta )=\mathrm{\Lambda }_0^\tau (\beta ,NM)+\mathrm{}+\mathrm{\Lambda }_{\gamma 1}^\tau (\beta ,NM),$$
(6)
and in the thermodynamical limit the free energy is equal to

$$\beta f_{3d}(\beta )=\underset{\tau NM\mathrm{}}{lim}\frac{1}{\tau NM}lnZ^{3d}(\beta )=\underset{N,M\mathrm{}}{lim}\frac{1}{NM}ln\mathrm{\Lambda }_0(\beta ,MN),$$
(7)
where $`\mathrm{\Lambda }_0(\beta ,NM)`$ is the largest eigenvalue defined at temperature $`\beta `$ for the lattice of the size $`N\times M`$. The correlation length is defined by the ratio of eigenvalues $`\mathrm{\Lambda }_1(\beta ,NM)`$ and $`\mathrm{\Lambda }_0(\beta ,NM)`$ as

$$\xi _{NM}(\beta )=1/ln[\mathrm{\Lambda }_1(\beta ,NM)/\mathrm{\Lambda }_0(\beta ,NM)],$$

and grows if the eigenvalue $`\mathrm{\Lambda }_1`$ approaches to the eigenvalue $`\mathrm{\Lambda }_0`$ at some critical temperature $`\beta _c`$. By the Frobenius-Perron theorem $`\mathrm{\Lambda }_0(\beta )`$ is simple and $`\mathrm{\Lambda }_0(\beta )>\mathrm{\Lambda }_1(\beta )\mathrm{\Lambda }_2(\beta )\mathrm{}`$

Because we can analyze numerically only finite-dimensional matrices we shall use renormalisation group approach to critical phenomena  in order to extract critical indexes. The renormalisation group equation

$$\overline{\beta }=\overline{\beta }(\beta )$$
(8)
is defined through the correlation function

$$\frac{\xi _{NM}(\beta )}{N+M}=\frac{\xi _{\overline{N}\overline{M}}(\overline{\beta })}{\overline{N}+\overline{M}},N+M>\overline{N}+\overline{M}.$$
(9)
The critical point $`\beta _c`$ is a fixed point $`\beta ^{}`$ of the renormalisation group equation (8)

$$\beta ^{}=\overline{\beta }(\beta ^{}).$$
(10)
The renormalisation group equation (8) can be expanded near fixed point $`\beta ^{}`$ into the series of the following form

$$\overline{\beta }(\beta )\beta ^{}=g_1(\beta \beta ^{})+g_2(\beta \beta ^{})^2+\mathrm{}$$

and the critical index $`\nu `$ is equal to

$$\nu =\frac{ln[(N+M)/(\overline{N}+\overline{M})]}{lng_1}.$$
(11)
We shall use these formulas to define fixed point and the critical indexes.

In the next sections we shall explicitly construct transfer matrices on finite Euclidean lattices $`T^2`$ of the sizes $`NM`$, where $`N,M=1,2,3,4`$. Number of loops on these lattices $`\gamma =2^{NM}`$ will be $`2,4,16,64,512,4096`$, $`65536`$ and transfer matrices would be of the size $`\gamma \times \gamma =2^{NM}\times 2^{NM}`$.

## 3 General properties of the spectrum

We shall fix the boundary spins on a lattice $`T^2`$, let us say, in up direction. The convention is that we shall not count the boundary spins, thus if the lattice has the size $`2\times 3`$ then it has six internal spins 222And ten boundary spins which we shall not count.. In this setting when all spins are in up direction then in the dual picture we shall have just an empty loop. When one spin inside lattice is turned down, then in the dual picture we shall have simply one loop consisting of four bonds, a box-loop, and so on.

Let us begin from the simplest lattice of the size $`1\times 1`$ and then move to more complicated ones in order to understand general properties of the spectrum. For this lattice which has just one spin we have empty loop $`\mathrm{}`$ and one box-loop $`\mathrm{}`$. The transfer matrices $`K`$ and $`\stackrel{~}{K}`$ describing transitions between these two loops can be computed by using definition (1) and (2)

$$K=\left(\begin{array}{cc}1\hfill & \hfill e^{12\beta }\\ e^{12\beta }\hfill & \hfill e^{8\beta }\end{array}\right),\stackrel{~}{K}=\left(\begin{array}{cc}1\hfill & \hfill e^{8\beta }\\ e^{8\beta }\hfill & \hfill 1\end{array}\right),$$
(12)
and then it is easy to find its eigenvalues:

$$2\mathrm{\Lambda }_{0,1}=1+e^{8\beta }\pm \sqrt{1+4e^{24\beta }+e^{16\beta }2e^{8\beta }},\stackrel{~}{\mathrm{\Lambda }}_{0,1}=1\pm e^{8\beta }.$$
(13)
For the lattice of the size $`1\times 2`$ we have four loops: the empty loop, two one-box loops and one two-box loop. The transfer matrices are therefore four by four:

$$K=\left(\begin{array}{cccc}1\hfill & e^{12\beta }\hfill & e^{12\beta }\hfill & e^{16\beta }\hfill \\ e^{12\beta }\hfill & e^{8\beta }\hfill & e^{20\beta }\hfill & e^{16\beta }\hfill \\ e^{12\beta }\hfill & e^{20\beta }\hfill & e^{8\beta }\hfill & e^{16\beta }\hfill \\ e^{16\beta }\hfill & e^{16\beta }\hfill & e^{16\beta }\hfill & e^{8\beta }\hfill \end{array}\right),\stackrel{~}{K}=\left(\begin{array}{cccc}1\hfill & e^{8\beta }\hfill & e^{8\beta }\hfill & e^{12\beta }\hfill \\ e^{8\beta }\hfill & 1\hfill & e^{12\beta }\hfill & e^{8\beta }\hfill \\ e^{8\beta }\hfill & e^{12\beta }\hfill & 1\hfill & e^{8\beta }\hfill \\ e^{12\beta }\hfill & e^{8\beta }\hfill & e^{8\beta }\hfill & 1\hfill \end{array}\right),$$
(14)
The eigenvalues of the matrix $`\stackrel{~}{K}`$ have been found in

$$\stackrel{~}{\mathrm{\Lambda }}_0=1+2e^{8\beta }+e^{12\beta },\stackrel{~}{\mathrm{\Lambda }}_{1,2}=1e^{12\beta },\stackrel{~}{\mathrm{\Lambda }}_3=12e^{8\beta }+e^{12\beta },$$
(15)
and for the matrix $`K`$ we have found eigenvalues on a computer (see Figure 1). In both cases all eigenvalues are positive.

As the last example of explicitly depicted transfer matrix we shall present it for the lattice $`2\times 2`$. It has sixteen loops and is of the size $`16\times 16`$

$$K=\left(\begin{array}{cccccccccccccccc}0\hfill & 6\hfill & 6\hfill & 6\hfill & 6\hfill & 8\hfill & 8\hfill & 8\hfill & 8\hfill & 11\hfill & 11\hfill & 11\hfill & 11\hfill & 11\hfill & 11\hfill & 10\hfill \\ 6\hfill & 4\hfill & 10\hfill & 12\hfill & 10\hfill & 8\hfill & 12\hfill & 8\hfill & 12\hfill & 9\hfill & 13\hfill & 11\hfill & 13\hfill & 11\hfill & 13\hfill & 12\hfill \\ 6\hfill & 10\hfill & 4\hfill & 10\hfill & 12\hfill & 8\hfill & 12\hfill & 12\hfill & 8\hfill & 13\hfill & 9\hfill & 13\hfill & 11\hfill & 13\hfill & 11\hfill & 12\hfill \\ 6\hfill & 12\hfill & 10\hfill & 4\hfill & 10\hfill & 12\hfill & 8\hfill & 12\hfill & 8\hfill & 9\hfill & 13\hfill & 11\hfill & 13\hfill & 11\hfill & 13\hfill & 12\hfill \\ 6\hfill & 10\hfill & 12\hfill & 10\hfill & 4\hfill & 12\hfill & 8\hfill & 8\hfill & 12\hfill & 13\hfill & 9\hfill & 13\hfill & 11\hfill & 13\hfill & 11\hfill & 12\hfill \\ 8\hfill & 8\hfill & 8\hfill & 12\hfill & 12\hfill & 4\hfill & 12\hfill & 12\hfill & 12\hfill & 11\hfill & 11\hfill & 9\hfill & 13\hfill & 13\hfill & 9\hfill & 10\hfill \\ 8\hfill & 12\hfill & 12\hfill & 8\hfill & 8\hfill & 12\hfill & 4\hfill & 12\hfill & 12\hfill & 11\hfill & 11\hfill & 13\hfill & 9\hfill & 9\hfill & 13\hfill & 10\hfill \\ 8\hfill & 8\hfill & 12\hfill & 12\hfill & 8\hfill & 12\hfill & 12\hfill & 4\hfill & 12\hfill & 9\hfill & 11\hfill & 13\hfill & 13\hfill & 9\hfill & 9\hfill & 10\hfill \\ 8\hfill & 12\hfill & 8\hfill & 8\hfill & 12\hfill & 12\hfill & 12\hfill & 12\hfill & 4\hfill & 11\hfill & 11\hfill & 9\hfill & 9\hfill & 13\hfill & 13\hfill & 10\hfill \\ 11\hfill & 9\hfill & 13\hfill & 9\hfill & 13\hfill & 11\hfill & 11\hfill & 9\hfill & 11\hfill & 6\hfill & 14\hfill & 10\hfill & 14\hfill & 10\hfill & 14\hfill & 9\hfill \\ 11\hfill & 13\hfill & 9\hfill & 13\hfill & 9\hfill & 11\hfill & 11\hfill & 11\hfill & 11\hfill & 14\hfill & 6\hfill & 14\hfill & 10\hfill & 14\hfill & 10\hfill & 9\hfill \\ 11\hfill & 11\hfill & 13\hfill & 11\hfill & 13\hfill & 9\hfill & 13\hfill & 13\hfill & 9\hfill & 10\hfill & 14\hfill & 6\hfill & 12\hfill & 14\hfill & 12\hfill & 9\hfill \\ 11\hfill & 13\hfill & 11\hfill & 13\hfill & 11\hfill & 13\hfill & 9\hfill & 13\hfill & 9\hfill & 14\hfill & 10\hfill & 12\hfill & 6\hfill & 12\hfill & 14\hfill & 9\hfill \\ 11\hfill & 11\hfill & 13\hfill & 11\hfill & 13\hfill & 13\hfill & 9\hfill & 9\hfill & 13\hfill & 10\hfill & 14\hfill & 14\hfill & 12\hfill & 6\hfill & 12\hfill & 9\hfill \\ 11\hfill & 13\hfill & 11\hfill & 13\hfill & 11\hfill & 9\hfill & 13\hfill & 9\hfill & 13\hfill & 14\hfill & 10\hfill & 12\hfill & 14\hfill & 12\hfill & 6\hfill & 9\hfill \\ 10\hfill & 12\hfill & 12\hfill & 12\hfill & 12\hfill & 10\hfill & 10\hfill & 10\hfill & 10\hfill & 9\hfill & 9\hfill & 9\hfill & 9\hfill & 9\hfill & 9\hfill & 4\hfill \end{array}\right),$$
(16)
where we show only the exponents. The eigenvalues of the matrix $`\stackrel{~}{K}`$ have been found in

$$\begin{array}{ccc}\stackrel{~}{\mathrm{\Lambda }}_0=1+4e^{8\beta }+6e^{12\beta }+5e^{16\beta },\hfill & \stackrel{~}{\mathrm{\Lambda }}_{1,2,3,4}=1+2e^{8\beta }3e^{16\beta },\hfill & \\ \stackrel{~}{\mathrm{\Lambda }}_{5,6,7,8}=12e^{12\beta }+2e^{16\beta },\hfill & \stackrel{~}{\mathrm{\Lambda }}_{9,10}=12e^{12\beta }+e^{16\beta },\hfill & \\ \stackrel{~}{\mathrm{\Lambda }}_{11,12,13,14}=12e^{8\beta }+e^{16\beta },\hfill & \stackrel{~}{\mathrm{\Lambda }}_{15}=14e^{8\beta }+6e^{12\beta }3e^{16\beta }.\hfill & \end{array}$$
(17)
The eigenvalues of matrix $`K`$ are shown on Figure 2. The general properties of the spectrum at low and high temperatures can be easily understood. At $`\beta 0`$ the eigenvalues are :

$$\mathrm{\Lambda }_0=2^{NM},\mathrm{\Lambda }_1=\mathrm{}..=\mathrm{\Lambda }_{2^{NM}1}=0$$

and when $`\beta \mathrm{}`$ they are :

$$\mathrm{\Lambda }_0=1,\mathrm{\Lambda }_1=\mathrm{}..=\mathrm{\Lambda }_{2^{NM}1}=0.$$

These properties of the eigenvalues at the ends of the spectrum can be seen on Figures 1 and 2. These Figures also allow to see the behaviour of the spectrum at the intermediary temperatures, the largest eigenvalue $`\mathrm{\Lambda }_0`$ and the second one $`\mathrm{\Lambda }_1`$ approach to each other. The rest of the eigenvalues follow the behaviour of the $`\mathrm{\Lambda }_1`$. As we will see minimal distance between eigenvalue $`\mathrm{\Lambda }_0`$ and $`\mathrm{\Lambda }_1`$ decreases when the size of the lattice increases signaling the possibility of a phase transition.

## 4 Numerical calculation of eigenvalues $`\mathrm{\Lambda }_0`$ and $`\mathrm{\Lambda }_1`$

To generate the transfer matrices of the larger size we have developed a special fast algorithm to create polygon-loops $`Q`$ and then to compute the elements of the transfer matrix $`K`$. This part of the program is working fast enough to generate matrices of the size $`65536`$ and higher. To compute eigenvalues $`\mathrm{\Lambda }_0`$ and $`\mathrm{\Lambda }_1`$ we have used standard technique, that is acting by the matrix $`K`$ on an arbitrary vector $`\mathrm{\Psi }(Q)`$ many, $`m`$, times. In the limit $`m\mathrm{}`$ it converges to $`\mathrm{\Psi }_0(Q)`$. In the same manner, acting on the orthogonal vector, one can get $`\mathrm{\Psi }_1(Q)`$ and therefore corresponding eigenvalues. The real problem to handle higher size matrices is mostly connected with the memory of the computer.

The ratio of the eigenvalues $`\mathrm{\Lambda }_0/\mathrm{\Lambda }_1`$ is shown on Figure 3. This ratio increases with the size of the matrix $`K`$ and reaches the value $`0.6`$ for the matrix of the size $`4096\times 4096`$. To find fixed point $`\beta ^{}`$ of the renormalization group equation we have constructed the curves $`\xi _{NM}(\beta )/(N+M)`$ for different lattices $`NM`$. As one can see on Figure 4 there are two fixed points at $`\beta _1^{}0.17`$ and at $`\beta _2^{}0.21`$. At the stable fixed point $`\beta _2^{}0.21`$ we have computed the value $`g_11.99`$ and the critical index $`\nu 0.59`$. This should be compared with the results obtained in  by low temperature expansion and by Monte-Carlo simulation of the corresponding system in . Our value is of the same order of magnitude. To confirm these results one should go to high-dimensional matrices.

It is also interesting to see the behaviour of eigenfunctions. The eigenfunctions $`\mathrm{\Psi }(Q)`$ for the matrix $`\stackrel{~}{K}(\beta )`$ are already known and are independent of the temperature . This is because transfer matrices $`\stackrel{~}{K}(\beta )`$ commute with each other at different temperatures and the system is integrable . This is a general property of integrable systems . The situation with the full transfer matrices $`K(\beta )`$ is not known, therefore we should check if the eigenfunctions are temperature dependent. For that reason we shall compute the scalar product

$$(\mathrm{\Psi }_\mathrm{\Lambda }(Q)(\beta ^{})\mathrm{\Psi }_\mathrm{\Lambda }(Q)(\beta ))$$

between eigenfunction $`\mathrm{\Psi }_\mathrm{\Lambda }(Q)(\beta )`$ at different temperatures $`\beta ^{}`$ and $`\beta `$ in order to see if the scalar product depends on temperature. For the first eigenvalue $`\mathrm{\Lambda }_0`$ and $`\beta ^{}=0`$ the result of the calculations is shown on Figure 5. It is clearly seen that the scalar product is temperature dependent and that it drastically changes near the critical points. This result drives us to the conclusion that full transfer matrix represents a non-integrable system.

We would like to thank Thordur Jonsson for stimulating discussions and A.Peppas for his collaboration in early stages of this work and calculation of eigenvalues for low dimensional matrices. This work was supported in part by the EEC Grant no. HPRN-CT-1999-00161 and the Grant from Ministry of Research and Technology: ”Bilateral Cooperation between Hellenic Republic and Georgia”.