text:
# Discrepancy convergence for the drunkard’s walk on the sphere

## 1. Introduction

Fix $`\theta (0,\pi )`$. Consider the following random walk on the unit sphere $`S^2`$ in $`𝐑^3`$, whose steps are geodesic arcs of length $`\theta `$. (Such arcs subtend an angle of $`\theta `$ at the center of the sphere). The random walk starts at the north pole, and at each step a uniformly random direction is chosen and the walk moves a geodesic distance $`\theta `$ in that direction. We refer to this walk as the drunkard’s walk on the sphere.

The purpose of this paper is to develop techniques for bounding the discrepancy metric for random walks on Gelfand pairs, using the drunkard’s walk as an example. Our bounds are sharp enough to give a rate of convergence. Let $`D(k)`$ denote the discrepancy distance (defined later) between the $`k`$-th step probability distribution of the drunkard’s walk and the uniform (rotation-invariant) measure on $`S^2`$. We show the following:

###### Theorem 1.

For the drunkard’s walk on the unit sphere $`S^2`$ with step size $`\theta `$, the discrepancy of the walk after $`k`$ steps satisfies, for $`k=\frac{C}{\mathrm{sin}^2\theta }`$,

$$0.4330e^{C/2}D(k)4.442e^{C/8}.$$

Thus order $`C/\mathrm{sin}^2\theta `$ steps are both necessary and sufficient to make the discrepancy distance of this walk from its limiting distribution uniformly small. The result makes intuitive sense, since the number of steps to random should be large when $`\theta `$ is close to $`0`$ or $`\pi `$, and small when $`\theta `$ is close to $`\pi /2`$. Moreover, if $`\theta 1/n`$ for large $`n`$, then this result shows that order $`n^2`$ steps are necessary and sufficient; this is similar to nearest-neighbor random walks on $`𝐙/n𝐙`$ (e.g., see ). We also note that given $`\theta `$ this walk does not exhibit a sharp cutoff phenomenon.

We frame our analysis in the context of a random walk on a homogeneous space, i.e., a space with a transitive group action. $`S^2`$ is a homogeneous space by the action of $`SO(3)`$. Although the drunkard’s walk is not generated by a group action, we show its equivalence with a walk that is.

For random walks on groups, Fourier analysis is often used to obtain rates of convergence. On homogeneous spaces, we can lift the walk to acting group and do Fourier analysis there, although for non-commutative groups the group representations can be quite complicated. However, when the homogeneous space is a Gelfand pair (as in this case), Fourier transforms of bi-invariant measures and functions on the group simplify greatly, allowing for tractable computations involving the spherical functions. In our example, the generating measure on $`SO(3)`$ can be made bi-invariant, and the spherical functions are Legendre polynomials.

Much of the literature on random walks on Gelfand pairs is limited to discrete homogeneous spaces. Diaconis  presents a survey and an annotated bibliography; applications include walks on subspaces of vector spaces over finite fields  and walks on $`r`$-sets of an $`n`$-set . Rates are given in the total variation metric.

Continuous examples have been addressed by Voit, who studied families of isotropic random walks on spheres  and other homogeneous spaces . Central limit theorems are obtained using convergence in distribution or total variation as the dimension $`n\mathrm{}`$. Such results differ from ours in that: (1) we work with a specific walk rather than a family, e.g., we obtain explicit bounds for a specific $`n`$ rather than asymptotic results for large $`n`$, (2) we focus on rates of convergence of the walk on the homogeneous space, rather than convergence of a central limit theorem on the double coset space as in , and (3) we use the discrepancy metric to measure convergence. We argue that it is a natural metric to use for walks on homogeneous spaces, and develop techniques to bound it. While we only illustrate our methods on the $`2`$-sphere, similar methods can be used to give explicit discrepancy bounds for walks on high-dimensional spheres and other Gelfand pairs.

For walks on continuous groups, we mention the work of Rosenthal  and Porod , who obtain total variation rates of convergence for random walks on $`SO(n)`$ and other compact groups where the generating measures are conjugate-invariant; this is another situation where the representations simplify enough to get Fourier bounds.

This paper is organized as follows. Section 2 gives background on the discrepancy metric and justifies its use over other common metrics on probabilities. Section 3 develops several equivalent formulations for the drunkard’s walk. Section 4 gives a formulation with a bi-invariant generating measure. This simplifies the Fourier analysis in Section 5, where matching upper and lower bounds for the convergence rate of the drunkard’s walk are derived (Theorems 9 and 10). We summarize our methods for handling random walks on arbitrary Gelfand pairs in Section 6.

For the uninitiated, Appendix A collects relevant background on Fourier analysis on groups, Gelfand pairs, and representations of $`SO(3)`$ that are needed to make this paper self-contained. Appendix B contains proofs of technical results that are not central to the development of the ideas in this paper.

## 2. The discrepancy metric

Let $`(X,d)`$ be a metric space with metric $`d`$. Given any two probability measures $`P,Q`$ on $`X`$, define the discrepancy distance between $`P`$ and $`Q`$ by:

$$D(P,Q)=\underset{\text{all balls B}}{sup}|P(B)Q(B)|$$

where a “ball” in $`X`$ denotes any subset of the form $`\{x:d(x,x_0)r\}`$ for some $`x_0X`$ and real number $`r0`$. It is easy to check that the discrepancy is a metric on probability measures.

When $`X`$ is the unit cube in $`𝐑^n`$ and $`Q`$ is Lebesgue measure on $`X`$, this definition reduces to the notion of discrepancy commonly used by number theorists to study uniform distribution of sequences in the unit cube (e.g., see ). Diaconis  was perhaps the first to suggest the use of discrepancy to measure rates of convergence of random walks. Su  explored properties of this metric and obtained sharp rates of convergence for certain random walks on the hypercube, circle, and torus.

We shall be concerned with the case where $`X=S^2`$ and the metric on $`S^2`$ is inherited from its inclusion in $`𝐑^3`$. Thus balls may be visualized as spherical “caps” on the sphere. As noted later, the group of rotations $`SO(3)`$ acts on $`S^2`$ in a natural way and the metric on $`S^2`$ is invariant under this action. Thus images of balls under this action are still balls, so the discrepancy metric on measures inherits this rotation invariance.

Unlike the total variation metric (which is in more frequent use among probabilists), the discrepancy metric recognizes both the topology and the group action on the underlying space. For infinite compact state spaces this can be important. For instance, if $`P`$ is a probability measure on $`S^2`$ supported on a finite set of points, and $`Q`$ is the uniform (rotation-invariant) probability measure, then the total variation distance between $`P`$ and $`Q`$ remains equal to 1 no matter how the points are arranged. On the other hand, the discrepancy $`D(P,Q)`$ will capture how “well-distributed” the points in $`P`$ are. Another example is a simple random walk on the circle generated by an irrational rotation (see ), which converges weak-\* to Haar measure; discrepancy captures this convergence, but total variation is blind to it. Thus the discrepancy metric is well-suited to studying random walks on continuous state spaces generated by isometric group actions.

We favor the use of discrepancy over other common metrics (e.g., the Prokhorov, Wasserstein metrics) because there are tractable bounding techniques for discrepancy involving Fourier coefficients. In fact, one of the main goals of this paper is to show that we can develop upper and lower bounds for discrepancy which give sharp rates of convergence in many cases because the dominant terms in each expression match.

We remark that discrepancy bounds can be used to bound other metrics by exploiting known relationships between them ; for instance, the discrepancy is bounded above by total variation, so discrepancy lower bounds also offer a way to obtain total variation lower bounds.

A property that will be needed later is that on groups, discrepancy decreases with convolution:

###### Theorem 2.

If $`P,Q,\nu `$ are arbitrary probability measures on a compact group $`G`$, then

$$D(P\nu ,Q\nu )D(P,Q).$$

Hence when $`Q=U`$, the uniform (Haar) measure, we have

(1)
$$D(P\nu ,U)D(P,U).$$

See  for a proof.

## 3. The Drunkard’s Walk and Equivalent Formulations

The drunkard’s walk on the sphere is not a random walk generated by a group action. However, we show in this section that it is equivalent to one that is, in the sense that the two random walks generate the same $`k`$-th step probability distribution even though their observed behaviors may appear quite different.

Readers familiar with hypergroups may not be surprised by the equivalence and the ensuing analysis, since the associated double coset space of this walk is a commutative hypergroup, and much of our analysis can be framed in that language. We have avoided it; interested parties are referred to .

Let $`N`$ be the isotropy subgroup of $`SO(3)`$ fixing $`𝐧`$, the north pole. Let $`ESO(3)`$ denote the set of all rotations which fix a point on the equator and move the north pole by geodesic distance $`\theta `$ along the surface of the sphere. Let $`Q`$ denote the probability distribution supported on $`E`$ that is left $`N`$-invariant.

Formulation 1. The Drunkard’s Walk. This is the walk considered at the opening of this paper; a drunkard starts at the north pole and at each step picks a uniformly random direction and advances along the sphere in that direction by geodesic distance $`\theta `$.

Let $`𝐘_k`$ for $`k=0,1,2,\mathrm{}`$ denote random variables which describe the location of the drunkard at time $`k`$. Thus $`𝐘_0=𝐧`$. If $`g_i`$ is an $`SO(3)`$-valued random variable with values in $`E`$ and distribution $`Q`$, the position of the drunkard at time $`k`$ is given by $`𝐘_k=g_1g_2\mathrm{}g_k𝐧`$. Thus, this walk is not a random walk in which the next position is generated by applying group actions to the current position in the walk. However, the following random walk is:

Formulation 2. The Potted Plant. Consider a potted plant initially at the north pole. At each step, a rotation is chosen randomly from $`E`$ according to $`Q`$ and performed on the sphere. Thus the point currently over the north pole moves a distance $`\theta `$ in any direction. This induces a motion of the potted plant, wherever it currently is.

Note that with the given generating set $`E`$, the potted plant is moved a geodesic distance less than or equal to $`\theta `$ at every step, since for each rotation in $`E`$, $`𝐧`$ is on the equator of the rotation axis and hence moves the farthest.

If $`g_i`$ is a $`SO(3)`$-valued random variable with distribution $`Q`$, the position of the potted plant at time $`k`$ is given by $`𝐘_k=g_kg_{k1}\mathrm{}g_1𝐧`$. Since the $`g_i`$ are independent and identically distributed, this shows that Formulations 1 and 2 are equivalent and generate the same $`k`$-th step probability distribution on the sphere. This may be surprising in light of the fact that the steps of the random walk in Formulation 2 are smaller than in Formulation 1.

The next random walk, while not essential in what follows, also generates the same $`k`$-th step probability distribution and we mention it for the sake of interest.

Formulation 3. Rotate and Spin. Fix any rotation $`R_\theta `$ which displaces the current north pole by geodesic distance $`\theta `$. Start the random walk at the north pole, and at each step perform $`R_\theta `$ followed by a uniform spin around the north-south axis. (The uniform spin moves the random walk to a random point anywhere on the same latitude.)

Though $`R_\theta `$ is not necessarily contained in the set $`E`$ defined earlier, it does yield the same $`k`$-th step probability distribution as the previous formulations. This may be seen as follows.

Consider the double coset space $`SO(3)//N`$. Each double coset is characterized by the latitude to which it sends the north pole. Thus $`R_\theta =n^{}g_0n^{\prime \prime }`$ for some $`n^{},n^{\prime \prime }N`$ and a $`g_0E`$. Then $`E=Ng_0`$. Let $`n_i`$ denote an $`N`$-valued random variable distributed according to Haar measure on $`N`$. The walk description shows that at the $`i`$-th step, $`n_in^{}g_0n^{\prime \prime }`$ acts on the random walk’s current position. Therefore its position at time $`k`$ is given by $`𝐘_k=(n_kn^{}g_0n^{\prime \prime })(n_{k1}n^{}g_0n^{\prime \prime })\mathrm{}(n_1n^{}g_0n^{\prime \prime })𝐧`$. Since $`n_in^{}g_0`$ and $`n^{\prime \prime }n_in^{}g_0`$ are identically distributed according to $`Q`$ and $`n^{\prime \prime }𝐧=𝐧`$, the above random variable has the same $`k`$-th step distribution as the other formulations above.

Our original goal was to study Formulation 1, the drunkards’ walk. Via the above equivalence we choose instead to study Formulation 2, because it is a random walk generated by a group action. However, the generating measure $`Q`$, while left $`N`$-invariant, is not bi-invariant. In light of Theorem 12, a bi-invariant generating measure would greatly simplify the ensuing Fourier analysis. (See Appendix A for background material on Fourier analysis on compact groups and bi-invariant measures). In the next section, we remedy this problem by introducing a fourth random walk (Formulation 4) which is equivalent to Formulation 2 and whose generating measure is bi-invariant.

## 4. A Bi-invariant Formulation

We are interested in the discrepancy distance between the $`k`$-th step distribution of the drunkard’s walk and $`U_{S^2}`$, the uniform (rotation-invariant) distribution on $`S^2`$. To simplify notation, we write

(2)
$$D(k)=D((𝐘_k),U_{S^2})$$

where $`(𝐘_k)`$ denotes the distribution of the random variable $`𝐘_k`$ in Formulation 2. We investigate the behavior of $`D(k)`$ as a function of the number of steps $`k`$.

Recall that the homogeneous space $`S^2`$ can be regarded as the left cosets of $`N`$ in $`SO(3)`$, so that the quotient map $`SO(3)S^2`$ sends a rotation $`g`$ to the point $`g𝐧S^2`$. A random walk on $`S^2`$ generated by an $`SO(3)`$-action (such as Formulation 2) may then be regarded as a random walk “upstairs” on $`SO(3)`$ with an initial distribution $`U_N`$, Haar measure on $`N`$ (which is the pre-image of the starting point $`𝐧`$). The probability distribution upstairs evolves as usual for a random walk on a group, so that after one step the distribution is given by $`QU_N`$ and after $`k`$ steps by $`Q^kU_N`$. The probability of finding the original walk in a ball $`BS^2`$ is the same as finding the lifted walk on $`SO(3)`$ in $`\stackrel{~}{B}=BNSO(3)`$. Hence

(3)
$$D(k)=\underset{\stackrel{~}{B}}{sup}|Q^kU_N(\stackrel{~}{B})U(\stackrel{~}{B})|.$$

where $`U`$ is Haar measure on $`SO(3)`$ and the supremum is taken over all $`\stackrel{~}{B}`$, pre-images of balls under the quotient map $`SO(3)S^2`$.

At this point we would appeal to Fourier analysis to deal with the convolutions above. However, $`Q`$ is left $`N`$-invariant but not bi-invariant; recall that we desire bi-invariance to simplify the Fourier analysis.

The following proposition shows that for random walks on groups, averaging the generating measure $`Q`$ to make it bi-invariant will affect the rate of convergence in discrepancy by at most one step. This result is the analogue of a result of Greenhalgh , who obtained a similar result for the total variation distance.

###### Proposition 3.

Let $`Q`$ denote any left $`N`$-invariant probability measure on a group $`G`$, let $`U`$ and $`U_N`$ denote Haar measure on $`G`$ and $`N`$ respectively. If $`\overline{Q}=QU_N`$, then $`\overline{Q}`$ is $`N`$-bi-invariant and

$$D(\overline{Q}^k,U)D(Q^k,U)D(\overline{Q}^{(k1)},U).$$

###### Proof.

Left invariance for $`Q`$ means $`U_NQ=Q`$. We use this to establish bi-invariance for $`\overline{Q}`$, which means $`U_N\overline{Q}U_N=\overline{Q}`$. This follows from $`U_N\overline{Q}U_N=U_N(QU_N)U_N=(U_NQ)(U_NU_N)=QU_N=\overline{Q}`$.

For the second assertion, note that

$`\overline{Q}^k`$ $`=`$ $`(QU_N)^k=Q(U_NQ)^{(k1)}U_N=Q^kU_N.`$
$`Q^k`$ $`=`$ $`Q(U_NQ)^{(k1)}=(QU_N)^{(k1)}Q=\overline{Q}^{(k1)}Q.`$
Using Theorem 2 we obtain $`D(Q^kU_N,U)D(Q^k,U)`$ and $`D(\overline{Q}^{(k1)}Q,U)D(\overline{Q}^{(k1)},U)`$, which with the above equations yield the desired conclusion. ∎

Thus a random walk on a group with generating measure $`Q`$ differs by no more than one step from a random walk proceeding according to $`\overline{Q}`$, which may be viewed as the average of the measure $`Q`$ over the left cosets of $`N`$.

However, for a random walk on a homogeneous space, even more can be said if the walk begins at the point fixed by the isotropy subgroup:

###### Proposition 4.

Suppose $`X`$ be a homogeneous $`G`$-space with isotropy subgroup $`N`$ fixing $`x_0X`$, and $`Q`$ is a left-invariant probability on $`G`$. Let $`D(k)`$ denote the discrepancy of the random walk starting at $`x_0`$ and evolving via a group action with elements chosen according to $`Q`$. Let $`\overline{D}(k)`$ denote the discrepancy of the random walk starting at $`x_0`$, but evolving according to $`\overline{Q}`$. Then

$$\overline{D}(k)=D(k).$$

###### Proof.

This follows from the fact shown in the previous proof, that

$$\overline{Q}^k=Q^kU_N.$$

The right side, when regarded as a measure on $`S^2`$, describes the location of the $`Q`$-generated walk. But by the right invariance of $`\overline{Q}`$, the left side is equal to $`\overline{Q}^kU_N`$, which when regarded as a measure on $`S^2`$, describes the location of the $`\overline{Q}`$-generated walk. ∎

This shows that the following is equivalent to Formulation 2.

Formulation 4. Let $`\overline{E}`$ denote the set of all rotations in $`SO(3)`$ which move the north pole $`𝐧`$ by a fixed angle $`\theta `$. Let $`\overline{Q}=QU_N`$ be the bi-invariant generating measure obtained by averaging $`Q`$ from Formulation 2. Consider a potted plant which starts at $`𝐧`$ and is moved according to the following rule: at each step, a rotation is chosen randomly from $`\overline{E}`$ according to $`\overline{Q}`$ and performed on the sphere. This induces a motion of the potted plant to a new location.

Observe that we are able to throw extra rotations in “for free” and still obtain the same $`k`$-th step probability distribution. This may be surprising because with the extra generating elements the step size of the potted plant is no longer bounded by $`\theta `$, as it was in Formulation 2. In fact, the potted plant could be moved around rather wildly at each step.

Exploiting this equivalence, we shall, in the sequel, work with Formulation 4. To save notation we write $`Q`$ for the bi-invariant measure $`\overline{Q}`$. Right-invariance for $`Q`$ yields $`Q=QU_N`$, which when substituted into (3) gives

(4)
$$D(k)=\underset{\stackrel{~}{B}}{sup}|Q^k(\stackrel{~}{B})U(\stackrel{~}{B})|.$$

where the supremum is taken over all ball pre-images $`\stackrel{~}{B}`$. Hence, the discrepancy $`D(k)`$ as defined in (2) can now be analyzed using expression (4).

## 5. A Rate of Convergence

We now proceed to derive a rate of convergence for the drunkard’s walk on the sphere. Several calculations require the facts reviewed in Appendices A and B; we alert the reader with references.

Let $`B_{y,r}`$ denote a ball of geodesic radius $`r`$ centered at $`yS^2`$. Such balls look like spherical “caps” on $`S^2`$. Let $`\stackrel{~}{B}_{y,r}`$ denote its pre-image “upstairs” in $`SO(3)`$. To reduce notation, write $`\stackrel{~}{B}_r=\stackrel{~}{B}_{𝐧,r}`$ for the pre-image of a ball centered around $`𝐧`$. Let $`\delta _r`$ denote the indicator function of $`\stackrel{~}{B}_r`$ on $`SO(3)`$.

A key observation (see ) for evaluating measures on balls is they can be regarded as convolutions with indicator functions on those balls, i.e., for any right-invariant measure $`\nu `$ on $`SO(3)`$,

(5)
$$\nu (\stackrel{~}{B}_{y,r})=\nu \delta _r(\stackrel{~}{y})$$

for any $`\stackrel{~}{y}yN`$. This follows from $`\nu \delta _r(\stackrel{~}{y})=_{g\stackrel{~}{B}_r}𝑑\nu (\stackrel{~}{y}g^1)=\nu (\stackrel{~}{y}\stackrel{~}{B}_r)`$.

From (4) we have

(6) $`D(k)`$ $`=`$ $`\underset{y,r}{sup}\left|Q^k(\stackrel{~}{B}_{y,r})U(\stackrel{~}{B}_{y,r})\right|`$
$`=`$ $`\underset{y,r}{sup}\left|Q^k\delta _r(\stackrel{~}{y})U(\stackrel{~}{B}_{y,r})\right|.`$
We wish to use Fourier inversion to derive bounds for these expressions in terms of the Fourier coefficients. We need continuity of $`Q^k\delta _r`$ for $`k2`$:

###### Proposition 5.

Let $`Q`$ be defined as in Formulation 4, and let $`\delta _r`$ be denote the indicator function of $`\stackrel{~}{B}_r`$. Then $`Q^k\delta _r`$ is continuous for $`k2`$.

This is proved in Appendix B.

Hereafter, assume $`k2`$. We shall also assume for the moment that $`Q^k\delta _r`$ has an absolutely convergent Fourier series, which will be verified later in the course of our computations. Since $`Q^k\delta _r`$ is a continuous function for $`k2`$, it is exactly equal to its Fourier series (Theorem 11), so that from (6) and (16) we have

(7) $`D(k)`$ $`=`$ $`\underset{y,r}{sup}\left|{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(2n+1)Tr\left[\widehat{Q}^k(\rho _n)\widehat{\delta _r}(\rho _n)\rho _n(\stackrel{~}{y})\right]\right|`$
$``$ $`\underset{y,r}{sup}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(2n+1)\left|Tr\left[\widehat{Q}^k(\rho _n)\widehat{\delta _r}(\rho _n)\rho _n(\stackrel{~}{y})\right]\right|`$
where $`\rho _n`$ is the irreducible representation of $`SO(3)`$ of dimension $`(2n+1)`$. The trivial representation $`\rho _0`$ does not appear here since it was cancelled in (6) by $`U(\stackrel{~}{B}_{y,r})`$.

###### Remark 6.

Since $`Q`$ and $`\delta _r`$ are both $`N`$-bi-invariant on $`SO(3)`$, by Theorem 12 there is a basis for the representations such that their transforms are identically zero except in the $`(1,1)`$-th entry. Any such basis (e.g., the spherical harmonics) has its first basis element given by the Legendre polynomials, which are the spherical functions for the Gelfand pair $`(SO(3),N)`$.

Hence $`\rho _n(\stackrel{~}{y})_{(1,1)}=P_n(\mathrm{cos}\gamma )`$, where $`\gamma `$ is the geodesic distance of $`y`$ from $`𝐧`$. Since the product of the transforms of $`\widehat{Q}^k`$ and $`\delta _r`$ are identically zero except for the $`(1,1)`$-th element, the only diagonal element changed by multiplication by $`\rho _n(\stackrel{~}{y})`$ is the $`(1,1)`$-th entry. Hence the trace (7) reduces to

(8) $`D(k)`$ $``$ $`\underset{y,r}{sup}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(2n+1)\left|\widehat{Q}^k(\rho _n)_{(1,1)}\widehat{\delta _r}(\rho _n)_{(1,1)}P_n(\mathrm{cos}\gamma )\right|`$
$``$ $`\underset{r}{sup}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(2n+1)\left|\widehat{Q}^k(\rho _n)_{(1,1)}\widehat{\delta _r}(\rho _n)_{(1,1)}\right|`$
where the second inequality follows from (22). Notice that the sum in (8) is precisely the sum in Theorem 11 that needs to be checked for convergence in verifying that $`Q^k\delta _r`$ has an absolutely convergent Fourier series. Hence when we bound the above expression we will also have validated our use of Fourier inversion in our computations.

From (20), we have

(9)
$$\widehat{Q}(\rho _n)_{(1,1)}=P_n(\mathrm{cos}\theta )$$

since $`P_n`$ is constant on the support of $`Q`$. Also, for a ball $`B_r`$ of geodesic radius $`r`$ and $`n1`$, formula (21) gives

(10) $`\left|\widehat{\delta _r}(\rho _n)_{(1,1)}\right|`$ $`=`$ $`\left|{\displaystyle \frac{1}{2}}{\displaystyle _{\mathrm{cos}r}^1}P_n(x)𝑑x\right|`$
$`=`$ $`{\displaystyle \frac{|P_{n1}(\mathrm{cos}r)P_{n+1}(\mathrm{cos}r)|}{2(2n+1)}}`$
(11) $``$ $`{\displaystyle \frac{1}{2n+1}}.`$
The integral of $`P_n`$ follows from (23) and noting that $`P_n(1)=1`$, and the inequality follows from (22).

Substitution of (9) and (11) into (8) yields

(12)
$$D(k)\underset{n=1}{\overset{\mathrm{}}{}}|P_n^k(\mathrm{cos}\theta )|.$$

To bound the Legendre polynomials, we use the following well-known bound (see Jackson \[14, p.63\]):

###### Proposition 7.

For $`P_n`$, the $`n`$-th Legendre polynomial, and any $`\theta `$,

$$|P_n(\mathrm{cos}\theta )|^2\frac{2}{\pi n\mathrm{sin}^2\theta }.$$

We derive an alternate bound, suitable for small $`\theta `$:

###### Proposition 8.

For $`P_n`$, the $`n`$-th Legendre polynomial, and $`n\mathrm{sin}^2\theta .9`$,

$$|P_n(\mathrm{cos}\theta )|^21\frac{n\mathrm{sin}^2\theta }{4}.$$

This bound is better than Proposition 7 when $`n\mathrm{sin}^2\theta <2\sqrt{4\frac{8}{\pi }}.794`$. It is proved in Appendix B. Using Propositions 7 and 8 and the bound $`1xe^x`$, the sum in (12) can be estimated:

$`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}|P_n^k(x)|`$ $``$ $`{\displaystyle \underset{nB/\mathrm{sin}^2\theta }{}}e^{nk\mathrm{sin}^2\theta /8}+{\displaystyle \underset{n>B/\mathrm{sin}^2\theta }{}}\left({\displaystyle \frac{2}{\pi n\mathrm{sin}^2\theta }}\right)^{k/2}`$
$``$ $`{\displaystyle \frac{e^{k\mathrm{sin}^2\theta /8}}{1e^{k\mathrm{sin}^2\theta /8}}}+\left({\displaystyle \frac{2}{\pi \mathrm{sin}^2\theta }}\right)^{k/2}{\displaystyle \underset{n>B/\mathrm{sin}^2\theta }{}}{\displaystyle \frac{1}{n^{k/2}}}`$
where $`B=.9`$. Note that

$`{\displaystyle \underset{n>B/\mathrm{sin}^2\theta }{}}{\displaystyle \frac{1}{n^{k/2}}}`$ $``$ $`{\displaystyle _{\frac{B}{\mathrm{sin}^2\theta }}^{\mathrm{}}}{\displaystyle \frac{dx}{x^{k/2}}}+\left({\displaystyle \frac{\mathrm{sin}^2\theta }{B}}\right)^{\frac{k}{2}}`$
$`=`$ $`{\displaystyle \frac{2}{k2}}\left({\displaystyle \frac{\mathrm{sin}^2\theta }{B}}\right)^{\frac{k}{2}1}+\left({\displaystyle \frac{\mathrm{sin}^2\theta }{B}}\right)^{\frac{k}{2}}.`$
Thus

$`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}|P_n^k(x)|`$ $``$ $`{\displaystyle \frac{e^{k\mathrm{sin}^2\theta /8}}{1e^{k\mathrm{sin}^2\theta /8}}}+\left({\displaystyle \frac{2}{\pi B}}\right)^{k/2}\left({\displaystyle \frac{2B}{(k2)\mathrm{sin}^2\theta }}+1\right).`$
Note that $`\left(\frac{2}{\pi B}\right)^{1/2}<e^{1/8}<e^{\mathrm{sin}^2\theta /8}`$. For $`k=\frac{C}{\mathrm{sin}^2\theta }`$ and $`C4`$, one sees that $`(k2)\mathrm{sin}^2\theta 2`$ and $`k4`$, so that

$`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}|P_n^k(x)|`$ $``$ $`e^{k\mathrm{sin}^2\theta /8}\left({\displaystyle \frac{1}{1e^{1/2}}}+B+1\right)`$
$``$ $`4.442e^{C/8}.`$
The above bound, together with (12), proves the following theorem. (Note that the $`C4`$ restriction above is not needed below because the discrepancy $`D(k)`$ never exceeds 1.)

###### Theorem 9.

For the drunkard’s walk on the sphere with step size $`\theta `$, the discrepancy after $`k`$ steps satisfies, for $`k=\frac{C}{\mathrm{sin}^2\theta }`$,

$$D(k)4.442e^{C/8}.$$

Thus order $`\frac{C}{\mathrm{sin}^2\theta }`$ steps are sufficient to make the discrepancy uniformly small. The following lower bound confirms the order is correct.

###### Theorem 10.

For the drunkard’s walk on the sphere with step size $`\theta `$, the discrepancy after $`k`$ steps satisfies, for $`k2`$,

$$D(k)\frac{\sqrt{3}}{4}|\mathrm{cos}\theta |^k.$$

For $`k=\frac{C}{\mathrm{sin}^2\theta }`$, we have

$$D(k)0.4330e^{C/2}.$$

Thus order $`\frac{C}{\mathrm{sin}^2\theta }`$ steps are needed to make the discrepancy distance uniformly small. Together, Theorems 9 and 10 prove Theorem 1.

One way to obtain a lower bound for discrepancy is to evaluate the difference of $`Q^k`$ and $`U`$ on well-chosen ball. The same idea can be used for the total variation; one way to choose such a ball (see \[4, p.29\]) is to take a set cut out by a random variable consisting of the dominant terms in the Fourier series of $`Q^k`$. The mean and variance of the random variable and an appeal to Chebyshev’s inequality yield an estimate for $`Q^k`$ on that set.

However, the proof of Theorem 10 illustrates a different approach using ideas similar to those used in  for bounds on the torus. We construct a “local discrepancy” function which at each point evaluates the discrepancy of the measure on a set of geodesic radius $`r`$ centered at that point. The function is bounded above by the total discrepancy. As before, it can be rewritten in terms of a convolution of the original measure and the indicator function of the set. An appeal to Plancherel’s identity gives a sum with only non-negative terms, so the dominant term can be pulled out as a lower bound for discrepancy.

We remark that since discrepancy is a lower bound for total variation, this lower bounding technique can also be used to obtain lower bounds for random walks under total variation.

###### Proof.

Define, for $`gSO(3)`$,

$$\mathrm{\Delta }_r(g)=Q^k(\stackrel{~}{B}_{y,r})U(\stackrel{~}{B}_{y,r})$$

where $`y`$ is the image of $`g`$ under the quotient map from $`SO(3)`$ to $`S^2`$. From (4), we see that $`\mathrm{\Delta }_r(x)D(k)`$, and hence for all $`r`$,

(13)
$$_{SO(3)}\mathrm{\Delta }_r^2(g)𝑑\mu D(k)^2.$$

On the other hand, Plancherel’s identity on $`SO(3)`$ \[9, p.256\] yields

(14)
$$_{SO(3)}\mathrm{\Delta }_r^2(g)𝑑\mu =\underset{n=0}{\overset{\mathrm{}}{}}(2n+1)Tr\left[\widehat{\mathrm{\Delta }}_r(\rho _n)\widehat{\mathrm{\Delta }}_r(\rho _n)^{}\right]$$

where the  denotes the conjugate transpose (here only). Notice that $`\mathrm{\Delta }_r`$ may be rewritten as:

$$\mathrm{\Delta }_r(x)=Q^k\delta _{\stackrel{~}{B}_r}(x)U\delta _{\stackrel{~}{B}_r}(x)=(Q^kU)\delta _{\stackrel{~}{B}_r}(x).$$

Then $`\widehat{\mathrm{\Delta }}_r`$ may be computed as $`\widehat{\mathrm{\Delta }}_r(\rho _n)=(\widehat{Q}^k(\rho _n)\widehat{U}(\rho _n))\widehat{\delta }_{\stackrel{~}{B}_r}(\rho _n)`$.

For $`n=0`$, $`\widehat{\mathrm{\Delta }}_r(\rho _0)=0`$ since $`\widehat{Q}^k(\rho _0)\widehat{U}(\rho _0)=11=0`$.

For $`n0`$, a trivial computation shows $`\widehat{U}(\rho _n)=0`$, and thus

$$\widehat{\mathrm{\Delta }}_r(\rho _n)=\widehat{Q}^k(\rho _n)\widehat{\delta }_{\stackrel{~}{B}_r}(\rho _n).$$

Remark 6 and the computations from Equations (9) and (10), when substituted into (14), and combined with (13), give

(15)
$$D(k)^2\underset{n=1}{\overset{\mathrm{}}{}}(2n+1)\left|P_n^k(\mathrm{cos}\theta )\left(\frac{P_{n1}(\mathrm{cos}r)P_{n+1}(\mathrm{cos}r)}{2(2n+1)}\right)\right|^2$$

where $`r`$ may be chosen arbitrarily. Taking only the dominant term ($`n=1`$) in the above expression, and letting $`r=\pi /2`$, we have $`\mathrm{cos}r=0`$, $`P_0(0)=1`$, $`P_2(0)=1/2`$, and $`P_1(x)=x`$. It follows that

$$D(k)\frac{\sqrt{3}}{4}|\mathrm{cos}\theta |^k$$

as was to be shown. The second inequality in the theorem follows from $`|\mathrm{cos}\theta |^k=e^{\frac{k}{2}\mathrm{ln}\mathrm{cos}^2\theta }e^{\frac{k}{2}\mathrm{sin}^2\theta }`$, using the fact that $`\mathrm{ln}(1x)x`$ for all $`x`$. ∎

For a tighter lower bound, one may use more terms in (15) and adjust the choice of $`r`$; however, the dominant term sufficed to obtain matching upper and lower bounds for this random walk.

## 6. Conclusion

A similar analysis can be carried out for the discrepancy convergence of any random walk on a Gelfand pair, when the spherical functions are known. Proposition 4 shows that making a generating measure bi-invariant will not affect the rate of convergence. The upper bound is obtained via (5), Fourier inversion to yield (12), and bounds on the appropriate spherical function (e.g., Prop. 8). The lower bound is obtained via Plancherel’s identity applied to the square of the local discrepancy function, e.g., equations (13) and (14), then choosing as many terms as needed.

We remark that our pair of strategies often works well for obtaining matching upper and lower bounds because if there is a dominant Fourier coefficient, it appears to the same order in both upper and lower bounds. In our example, $`\widehat{Q}(1)`$ was the dominant term; compare the upper bound (12) and lower bound (15). See  for more examples of this phenomenon in discrepancy bounds for random walks on groups.

## Appendix A.

This appendix reviews material on harmonic analysis, homogeneous spaces, Gelfand pairs, representations of $`SO(3)`$, and Legendre polynomials.

### Fourier Analysis on a Compact Group

A standard reference is the encyclopedic account by Hewitt and Ross . Diaconis  gives a concise introduction to Fourier analysis on finite groups. Dym and McKean  is a readable introduction to Fourier series on $`SO(3)`$.

We assume henceforth that all compact groups are separable and metrizable. For any compact group $`G`$ there is a unique measure $`\mu `$ on $`G`$, called (normalized) Haar measure, such that $`\mu `$ is $`G`$-invariant and $`\mu (G)=1`$.

Let $`V`$ be a finite dimensional vector space over $`𝐂`$, the complex numbers. Recall that a representation of a group $`G`$ on $`V`$ is a homomorphism $`\rho :GGL(V)`$. If $`V`$ has dimension $`n`$, then $`\rho `$ is said to have dimension $`n`$. A basis for $`V`$ can be chosen so that the image of $`\rho `$ with respect to this basis are unitary matrices. If there is no non-trivial subspace of $`V`$ invariant under the action of $`G`$, then $`\rho `$ is said to be irreducible; otherwise $`\rho `$ decomposes as a direct sum of irreducible representations. (One can similarly define a representation $`\rho `$ of $`G`$ on a Hilbert space, though if $`G`$ is compact $`\rho `$ decomposes into a direct sum of unitary representations of finite dimension.)

Two representations $`\rho `$ on $`V`$ and $`\rho ^{}`$ on $`V^{}`$ are equivalent if there is an isomorphism $`\tau :VV^{}`$ such that $`\tau \rho =\rho ^{}\tau `$. Let $`\mathrm{\Sigma }`$ denote a the set of equivalence classes of irreducible representations of $`G`$. For a compact group, $`\mathrm{\Sigma }`$ is countable and furthermore, all the irreducible representations are finite dimensional.

###### Definition 1.

The Fourier transform of a complex-valued function $`f`$ on a compact group $`G`$ at a representation $`\rho `$ of $`G`$ is defined by

$$\widehat{f}(\rho )=_{gG}f(g)\rho (g^1)𝑑\mu $$

where $`\mu `$ is Haar measure on $`G`$.

Similarly, the Fourier transform of a measure $`\nu `$ on $`G`$ at $`\rho `$ is defined by

$$\widehat{\nu }(\rho )=_{gG}\rho (g^1)𝑑\nu (g).$$

We show how a function may be recovered from its Fourier transforms at irreducible representations. Let $`d_\rho `$ denote the dimension of a representation $`\rho `$. For any operator $`A`$, let $`Tr[A]`$ denote the trace of $`A`$, and let $`A_{\phi _1}`$ denote the sum of the eigenvalues of the operator square root of $`AA^{}`$. (Here,  denotes conjugate transpose.)

###### Definition 2.

For any $`fL^1(G,\mu )`$, the series

(16)
$$\underset{\rho \mathrm{\Sigma }}{}d_\rho Tr\left[\widehat{f}(\rho )\rho (g)\right]$$

is called the Fourier series of $`f`$. (There is mild abuse of notation here: by $`\rho \mathrm{\Sigma }`$, we really mean to choose a representative $`\rho `$ from each class of irreducible representations in $`\mathrm{\Sigma }`$.) If

(17)
$$\underset{\rho \mathrm{\Sigma }}{}d_\rho \widehat{f}(\rho )_{\phi _1}<\mathrm{},$$

then $`f`$ is said to have an absolutely convergent Fourier series \[13, (34.4)\].

###### Theorem 11 (Fourier inversion).

If a function $`f`$ on $`G`$ has an absolutely convergent Fourier series, then the Fourier series of $`f(g)`$ converges uniformly to a continuous function $`\overline{f}(g)`$, and $`f(g)=\overline{f}(g)`$ almost everywhere on $`G`$ with respect to Haar measure $`\mu `$.

###### Proof.

This theorem is embedded in Hewitt and Ross , but obscured by their exotic notation. We briefly indicate how to “prove” this theorem from results cited in .

The set of functions with absolutely convergent Fourier series is denoted in  by a symbol that resembles $`(G)`$, defined in (34.4). Theorem (34.6) in  shows that any $`f(G)`$ is equal almost everywhere to its Fourier series. Theorem (34.5.ii) shows that this Fourier series converges uniformly to a continuous function that we have denoted $`\overline{f}`$. ∎

We remark that since the notation in Hewitt and Ross  is cumbersome and tough to wade through, for the sake of probabilists we have simplified it by following the notation of Diaconis . To aid the reader wishing to follow the results quoted above, we provide a “dictionary” between the two sets of notation: in Hewitt and Ross \[13, (27.3)\], $`\sigma `$ denotes a class of equivalent irreducible representations in $`\mathrm{\Sigma }`$ and $`U`$ is a representative of that class; we avoid reference to $`\sigma `$ (to eliminate an unnecessary layer of notation) and use $`\rho `$ instead of $`U`$. Hewitt and Ross denote an arbitrary element of a group $`G`$ by $`xG`$; we use $`gG`$. Their notations $`A_\sigma `$ and $`U_x^{(\sigma )}`$ refer to operators that correspond to our $`\widehat{f}(\rho )`$ and $`\rho (g)`$, respectively (see \[13, (34.1.i), (34.4.a)\]).

Note that if $`f`$ is continuous, Theorem 11 implies that if $`f`$ has an absolutely convergent Fourier series, it equals its Fourier series at every point.

### Homogeneous Spaces and Gelfand Pairs

Diaconis \[4, Chap. 3F\] provides an introduction to Gelfand pairs on finite groups and an annotated bibliography. Dieudonne  is a concise introduction to Gelfand pairs on compact and locally compact groups.

###### Definition 3.

Let $`G`$ be a compact group and $`X`$ be a topological space. An action of $`G`$ on $`X`$ is a continuous mapping from $`G\times XX`$ denoted by $`(s,x)sx=sx`$ such that $`idx=x`$ and $`s(tx)=(st)x`$.

If $`G`$ acts transitively on $`X`$, that is, if for any $`x,yX`$ there exists an $`s`$ such that $`sx=y`$, we call $`X`$ a homogeneous space.

Given a point $`x_0X`$, let $`N`$ denote the isotropy subgroup of $`G`$ with respect to $`x_0`$, i.e., the set of group elements which fix $`x_0`$. By construction, $`N`$ is a closed subset of $`G`$. The canonical isomorphism of $`X`$ onto $`G/N`$, the left cosets of $`N`$, respects the action of $`G`$. Thus $`g:xN(gx)N`$.

Let $`\mu _X`$ denote the $`G`$-invariant measure on $`X`$ induced by Haar measure on $`G`$. Let $`L^2(X)`$ denote the space of all complex-valued square-integrable functions on $`X`$ with respect to $`\mu _X`$. The action of $`G`$ on $`X`$ induces an action of $`G`$ on $`L^2(X)`$ by $`gf(x)=f(g^1x)`$. This action is a 1-to-1 linear mapping of the vector space $`L^2(X)`$ into itself and so defines a representation of $`G`$.

###### Definition 4.

A function $`f`$ on $`G`$ is said to be $`N`$-bi-invariant if $`f(n^{}gn^{\prime \prime })=f(g)`$ for all $`n^{},n^{\prime \prime }N`$ and $`gG`$. A measure $`\nu `$ on $`G`$ is $`N`$-bi-invariant if for any measurable set $`A`$ in $`G`$, $`\nu (n^{}An^{\prime \prime })=\nu (A)`$ for all $`n^{},n^{\prime \prime }N`$. Thus $`\nu `$ satisfies $`\nu \mu =\mu \nu =\nu `$ where $`\mu `$ is Haar measure on $`G`$.

In this paper bi-invariance on a homogeneous space $`G`$ will be understood to mean with respect to the isotropy subgroup $`N`$. Note that bi-invariant functions on $`G`$ are constant on double cosets $`NgN`$ and may therefore be viewed as functions on the double coset space (denoted $`G//N`$), or as left-invariant functions on $`X`$ via its isomorphism with $`G/N`$.

###### Definition 5.

The pair $`(G,N)`$ is called a Gelfand pair if the convolution algebra $`L^2(G//N)`$ of $`N`$-bi-invariant functions is commutative. We sometimes say $`XG/N`$ is a Gelfand pair when $`G`$ is understood by context.

The next fact about Gelfand pairs is the most important for our purposes. A similar result for the finite group context may be found in \[4, p.54\].

###### Theorem 12.

If $`(G,N)`$ is a Gelfand pair, then for every irreducible representation $`\rho :GGL(V)`$ there is a basis of $`V`$ such that for all functions $`f`$ (resp. measures $`\nu `$) bi-invariant with respect to $`N`$, the Fourier transform $`\widehat{f}(\rho )`$ (resp. $`\widehat{\nu }(\rho )`$) in that basis contains only zeroes except possibly for the $`(1,1)`$-th entry.

###### Proof.

Dieudonne \[6, (22.5.6)\] shows the algebra $`L^2(G//N)`$ is commutative if and only if the number of times the trivial representation appears in $`\rho |_N`$, the the restriction of $`\rho `$ to $`N`$, is zero or one.

If one, this trivial representation corresponds to a one-dimensional subspace of $`V`$ fixed by $`N`$, i.e., the left $`N`$-invariant functions on $`X`$; choose the unique function $`s(x)`$ on $`X`$ normalized so that $`s(x_0)=1`$. This is sometimes called the spherical function of $`(G,N)`$ corresponding to the representation $`\rho `$. Complete $`s`$ to a basis for $`V`$ so that the matrices of $`\rho |_N`$ break into irreducible “blocks”. Then for a right $`N`$-invariant function $`f`$:

(18) $`\widehat{f}(\rho )`$ $`=`$ $`{\displaystyle _{gG}}f(g)\rho (g^1)𝑑\mu `$
$`=`$ $`{\displaystyle _{nN}}{\displaystyle _{xG/N}}f(xn)\rho (n^1x^1)𝑑\mu _X𝑑\mu _N`$
$`=`$ $`{\displaystyle _{nN}}\rho (n^1)𝑑\mu _N{\displaystyle _{xG/N}}f(x)\rho (x^1)𝑑\mu _X,`$
where $`\mu _N`$ is Haar measure on the subgroup $`N`$. The second equality is obtained by choosing a coset representative $`x`$ from each coset in $`G/N`$ and expressing $`g=xn`$ for some $`x`$ and $`nN`$, and noting that Haar measure $`\mu `$ decomposes as a product measure $`\mu _X\mu _N`$. A similar argument holds for a right-invariant measure $`\nu `$, noting that $`\nu `$ decomposes as a product measure $`\nu _X\mu _N`$ because of right-invariance.

By the orthogonality relations for matrix entries \[6, (21.2.5.c)\] of irreducible representations of $`N`$, the left-most integral of (18) produces a matrix consisting of zeroes except possibly for the $`(1,1)`$-th entry. Thus $`\widehat{f}(\rho )`$ (resp. $`\widehat{\nu }(\rho )`$) has zero entries except possibly for the first row. A similar argument using the left-invariance of $`f`$ (resp. $`\nu `$) shows that $`\widehat{f}(\rho )`$ (resp. $`\widehat{\nu }(\rho )`$) has zero entries except possibly for the first column. Together, these statements imply that the only entry that could possibly be non-zero is the $`(1,1)`$-th entry.

If the trivial representation does not appear in the the restriction of $`\rho `$ to $`N`$, the argument above holds by ignoring the role of $`s`$ when choosing a basis for $`V`$. Orthogonality then shows that the left-most integral of (18) yields a zero matrix. ∎

There is thus one spherical function $`s_i(x)`$ for every irreducible representation $`\rho _i`$ appearing in $`L^2(X)`$. These induce $`N`$-bi-invariant functions $`\stackrel{~}{s}_i`$ on $`G`$. In the theorem above the $`\stackrel{~}{s}_i(g)`$ appears as the $`(1,1)`$-th entry of $`\rho _i(g)`$ for an appropriate basis. Hence for any measurable function $`f`$ on $`G`$, the $`(1,1)`$-th entry of the Fourier transform at $`\rho _i`$ satisfies

(19)
$$[\widehat{f}(\rho _i)]_{(1,1)}=_{gG}f(g)\stackrel{~}{s}_i(g)𝑑\mu .$$

Similarly, for a measure $`\nu `$ on $`G`$,

(20)
$$[\widehat{\nu }(\rho _i)]_{(1,1)}=_{gG}\stackrel{~}{s}_i(g)𝑑\nu .$$

Dieudonne  is a readable introduction to the general theory of spherical functions; Letac  computes them in several examples.

### The sphere as a Gelfand pair

The rotation group $`SO(3)`$ acts on the unit sphere $`S^2`$ by the natural inclusion of $`S^2`$ in $`𝐑^3`$. This action is clearly transitive on $`S^2`$, so $`S^2`$ is a homogeneous space. In fact arises from the Gelfand pair $`(G,N)`$, where $`G`$ is the rotation group $`SO(3)`$, and $`N`$ is the isotropy subgroup of rotations fixing $`𝐧`$, the north pole. By restriction to the plane orthogonal to $`𝐧𝐑^3`$, we see that $`N`$ is isomorphic to the group $`SO(2)`$. The sphere $`S^2`$ may then be regarded as the space $`SO(3)/SO(2)`$. In fact, for all $`n2`$, Dieudonne  shows that $`S^nSO(n+1)/SO(n)`$ is a Gelfand pair.

### Representations of $`SO(3)`$

For a good reference on representations of $`SO(3)`$ and other compact Lie groups, see Brocker and tom Dieck .

Let $`\mathrm{\Delta }=\frac{^2}{x_1^2}+\frac{^2}{x_2^2}+\frac{^2}{x_3^2}`$ be the Laplace operator on $`𝐑^3`$. The harmonic polynomials are the set of all complex-valued homogeneous polynomials $`f`$ in $`x_1,x_2,x_3`$ of degree $`n`$ such that $`\mathrm{\Delta }f=0`$; the restrictions of these functions to the sphere $`S^2`$ form a set $`V_n`$, the spherical harmonics of degree $`n`$ (one of which is the spherical function $`s_n`$).

The action of $`SO(3)`$ on $`V_n`$ is induced by its action on $`𝐑^3`$ in the manner described earlier: $`gf(x)=f(g^1x)`$. Moreover, $`V_n`$ is irreducible and finite-dimensional, and every irreducible representation of $`SO(3)`$ arises in this way. The dimension of $`V_n`$ is $`2n+1`$.

### Legendre polynomials

The spherical functions $`s_i`$ on $`S^2`$ are given by the well-known Legendre polynomials $`P_i`$ in the following way: for $`yS^2`$, $`s_i(y)=P_i(x)`$ where $`x=\mathrm{cos}\theta _y[1,1]`$ and $`\theta _y`$ is the geodesic distance between $`y`$ and $`𝐧`$ on $`S^2`$. Just as $`S^2`$ is (isomorphic to) the left cosets of $`N`$ in $`G`$, the set $`[1,1]`$ is the double coset space of this Gelfand pair.

Since Haar measure on $`SO(3)`$ induces the uniform (rotation-invariant) probability measure on $`S^2`$ and uniform probability measure on $`[1,1]`$, we can compute (19) as

(21)
$$[\widehat{f}(\rho _n)]_{(1,1)}=_{SO(3)}f(g)\stackrel{~}{s}_n(g)𝑑\mu =\frac{1}{2}_1^1f(x)P_n(x)𝑑x$$

where $`\mu `$ denotes normalized Haar measure on $`SO(3)`$, $`dy`$ denotes the uniform measure on $`S^2`$, and $`dx`$ is Lebesgue measure on $`𝐑`$. See \[9, p.239\].

The Legendre polynomials have the generating function

$$\underset{i=0}{\overset{\mathrm{}}{}}P_i(x)r^i=\frac{1}{(12xr+r^2)^{1/2}}$$

and the first few are: $`P_0(x)=1,P_1(x)=x,P_2(x)=\frac{1}{2}(3x^21),P_3=\frac{1}{2}(5x^33x)`$. Furthermore, for all $`n0`$, $`P_n(1)=1`$ and

(22)
$$|P_n(x)|1$$

for $`x[1,1]`$. The following identity will be needed later. For $`n1`$,

(23)
$$P_n(x)=\frac{P_{n+1}^{}(x)P_{n1}^{}(x)}{2n+1}$$

This follows from the generating function for $`P_n(x)`$. A nice account of these and other properties of Legendre polynomials may be found in Jackson .

## Appendix B.

This appendix contains the proofs of some technical results (Proposition 5 and Proposition 8) that are not central to the development above.

### Proof of Proposition 5

To show that $`Q^k\delta _r(x)`$ is continuous for $`k2`$, we first require the following technical lemma.

###### Lemma 13.

Let $`\nu `$ be a positive measure on a compact metric group $`G`$, and let $`f`$ be any measurable, bounded function $`f`$ with discontinuities on a set $`D_f`$. Let $`xD_f^1`$ denote the set $`\{xd^1:dD_f\}`$. Given $`x`$, if $`\nu (xD_f^1)=0`$, then the convolution

$$h(x)=\nu f(x)=_Gf(z^1x)𝑑\nu (z)$$

is continuous at $`x`$.

###### Proof.

To show $`h(x)`$ is continuous at $`x`$, consider any sequence $`x_nG`$ such that $`x_nx`$. It must be shown that $`h(x_n)h(x)`$.

Let $`w_n(z)=f(z^1x_n)`$ and $`w(z)=f(z^1x)`$. Since $`f`$ is bounded, all the $`w_n`$ and $`w`$, being translates of $`f`$, are uniformly bounded by some constant function. This constant function is in $`L^1(G,\nu )`$, since $`G`$ is compact.

Also, $`w_n(z)w(z)`$ pointwise for all $`zxD_f^1`$, since $`f`$ is continuous at those points. By the assumption on $`D_f`$ we have pointwise convergence almost everywhere. By Lebesgue’s dominated convergence theorem, $`_Gw_n(z)𝑑\nu (z)_Gw(z)𝑑\nu (z)`$, which is precisely the statement $`h(x_n)h(x)`$. This completes the proof of Lemma 13. ∎

We can now prove Proposition 5.

###### Proof.

We apply Lemma 13 setting $`f(x)=\delta _r(x)`$ and $`\nu =Q`$. By inspection, $`\delta _r`$ is bounded by $`1`$. The lemma implies $`Q\delta _r(x)`$ is continuous everywhere except possibly at $`x=id`$. This may be seen by observing that the discontinuity set of $`\delta _r`$ is $`\stackrel{~}{B}_r`$, the boundary of $`\stackrel{~}{B}_r`$. This is the pre-image of a circle on $`S^2`$. On the other hand, $`Q`$ regarded as a measure on $`S^2`$ is uniformly supported on a circle at latitude $`\theta `$ from the north pole. Any two circles on $`S^2`$ intersect in at most two points, unless they are identical. Hence $`Q(\stackrel{~}{B}_r)=0`$ unless the support of $`Q`$ intersects $`\stackrel{~}{B}_r`$, which only occurs when $`\stackrel{~}{B}_r=\stackrel{~}{B}_{𝐧,\theta }`$. This corresponds to a discontinuity in $`Q\delta _r(x)`$ at $`x=id`$ when $`r=\theta `$.

We now apply Lemma 13 again to show that $`Q^k\delta _r(x)`$ is continuous for $`k=2`$. The preceding observations show that $`Q\delta _r(x)`$ is continuous almost everywhere (except possibly at the identity which is not in the support of $`Q`$). It is bounded by $`1`$. Applying the lemma for $`f(x)=Q\delta _r(x)`$ and $`\nu =Q`$ shows that $`Q^2\delta _r(x)`$ is continuous everywhere.

Now proceed by induction on $`k`$. For $`k3`$, let $`\nu =Q`$ and let $`f(x)=Q^{(k1)}\delta _r(x)`$, which is continuous. Then Lemma 13 shows that $`\nu f(x)=Q^k\delta _r(x)`$ is continuous. ∎

### Proof of Proposition 8

This proves a Legendre bound for small $`\theta `$.

###### Proof.

Let $`x=\mathrm{cos}\theta `$. From \[14, p.62\],

$$|P_n(x)|\frac{2}{\pi }_0^{\pi /2}e^{nz^2w^2/2}𝑑w$$

for $`z=\frac{2}{\pi }(1x^2)^{1/2}`$. Substitute $`t=n^{1/2}zw`$, and set $`A=n^{1/2}z\pi /2=n^{1/2}\mathrm{sin}\theta `$. Obtain

$$|P_n(x)|\frac{1}{A}_0^Ae^{t^2/2}𝑑t.$$

To estimate this integral, square both sides and consider the double integral over a square in first quadrant of the plane, and then change to polar coordinates:

$`|P_n(x)|^2`$ $``$ $`{\displaystyle \frac{1}{A^2}}{\displaystyle _0^A}{\displaystyle _0^A}e^{(t_1^2t_2^2)/2}𝑑t_1dt_2`$
$``$ $`{\displaystyle \frac{2}{A^2}}{\displaystyle _{\varphi =0}^{\pi /4}}{\displaystyle _{r=0}^{A/\mathrm{cos}\varphi }}e^{r^2/2}r𝑑r𝑑\varphi `$
$``$ $`{\displaystyle \frac{2}{A^2}}{\displaystyle _{\varphi =0}^{\pi /4}}(1e^{A^2/2\mathrm{cos}^2\varphi })𝑑\varphi .`$
For $`0\varphi \pi /4`$, $`y=\frac{A^2}{2}\mathrm{sec}^2\varphi A^2`$ which by assumption is less than $`.9`$. Now for $`y<.9`$, the inequality $`1e^yy\frac{3y^2}{8}`$ holds, and yields

$$|P_n(x)|^2\frac{2}{A^2}_{\varphi =0}^{\pi /4}\left(\frac{A^2}{2}\mathrm{sec}^2\varphi \frac{3A^4}{32}\mathrm{sec}^4\varphi \right)𝑑\varphi .$$

Integrating the right hand side gives

$$|P_n(x)|^2\left[\mathrm{tan}\varphi \frac{3A^2}{16}\left(\frac{\mathrm{tan}^3\varphi }{3}+\mathrm{tan}\varphi \right)\right]|_0^{\pi /4}1\frac{A^2}{4}.$$


format: text

text:
# 1 Introduction

## 1 Introduction

Recently we have been asked to include atomic-parity violation (hereafter APV) parameters in the list of pseudo-observables (hereafter PO) that are accessible with the FORTRAN codes TOPAZ0  and ZFITTER , so to include the APV results in the LEP EWWG electroweak fits.

The reason for this operation is that there are now precise experiments measuring APV in cesium , at the $`0.4\%`$ level, thallium , lead  and bismuth . Moreover, according to , the uncertainties associated with the atomic wave-functions have been reduced to another $`0.4\%`$ for cesium. For additional uncertainties associated with the value of the tensor polarizability we refer to . Note however that there is an intrinsic difference between the PO at the $`Z`$-resonance, e.g. $`\mathrm{\Gamma }__Z`$, $`\sigma _h^0`$, $`A_{_{\mathrm{FB}}}^0`$ etc, and the APV parameters where the typical scale is dictated by the limit of zero momentum transfer in the APV Hamiltonian. This fact alone is the origin of a comparatively larger theoretical uncertainty which is due to our basic ignorance of QCD corrections in this regime.

The investigation of APV has been the subject of a number of studies made in the 80’s by Marciano and Sirlin  and . For TOPAZ0, which is based on the generalized minimal subtraction scheme , it has been relatively simple to include all recently computed higher-order effects in the old $`\overline{MS}`$ calculation. For ZFITTER instead, the authors have been able to produce a novel evaluation of the APV parameters in the on mass-shell (OMS) scheme. The current value for the weak-charge is

$$Q_W(\mathrm{Cs})=72.06\pm 0.28\pm 0.34(\mathrm{theo}.)$$
(1)
For a recent evaluation of $`Q_W`$ we refer, again, to  where the program GAPP  has been used.

## 2 Upgrading the $`\overline{MS}`$ calculation

The electron–quark parity-violating Hamiltonian at zero momentum-transfer will be conventionally parametrized as follows:

$`H_{PV}`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}\left(C_{1u}\overline{e}\gamma _\mu \gamma _5e\overline{u}\gamma _\mu u+C_{2u}\overline{e}\gamma _\mu e\overline{u}\gamma _\mu \gamma _5u+C_{1d}\overline{e}\gamma _\mu \gamma _5e\overline{d}\gamma _\mu d+C_{2d}\overline{e}\gamma _\mu e\overline{d}\gamma _\mu \gamma _5d\right),`$ (2)
where the ellipsis represents heavy-quark terms and we have factorized out the Fermi constant $`G_F`$. In heavy atoms the dominant part of parity-violation is proportional to the so-called weak-charge $`Q_W`$

$$Q_W(Z,A)=2\left[\left(Z+A\right)C_{1u}+\left(2AZ\right)C_{1d}\right],$$
(3)
We have taken the calculation by Marciano and Sirlin which is performed in the modified minimal subtraction scheme ($`\overline{MS}`$) and have extended it to include all higher-order effects presently known. To summarize: two-loop leading contribution for the $`\rho `$-parameter , exact $`𝒪\left(\alpha \alpha __S\right)`$ corrections , $`𝒪\left(\alpha \alpha __S^2\right)`$ corrections to $`\rho `$ , next-to-leading two-loop heavy top corrections . At the same time, an attempt has been made to evaluate the theoretical uncertainty at the level of electroweak and of QCD corrections.

TOPAZ0 now returns, among all PO, the two quantities, $`C_{1u}`$ and $`C_{1d}`$ of Eq.(2). They are defined as follows:

$`C_{1u}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\rho _{\mathrm{PV}}^{}\left[1{\displaystyle \frac{8}{3}}\kappa _{\mathrm{PV}}^{}(0)\mathrm{sin}^2\widehat{\theta }(M__W^2)\right],`$
$`C_{1d}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\rho _{\mathrm{PV}}^{}\left[1{\displaystyle \frac{4}{3}}\kappa _{\mathrm{PV}}^{}(0)\mathrm{sin}^2\widehat{\theta }(M__W^2)\right],`$ (4)
where $`\mathrm{sin}^2\widehat{\theta }(M__W^2)`$ is the $`\overline{MS}`$ weak-mixing angle at the scale $`\mu =M__W`$. We adopt a specific implementation of the re-summation procedure where the pair $`M__W`$ and $`\mathrm{sin}^2\widehat{\theta }(M__W^2)`$ is the solution of a system of coupled non-linear equations that include all available higher-order effects, as described in Sect. 6.11 and 8 of ref. . Moreover,

$`\rho _{\mathrm{PV}}^{}`$ $`=`$ $`\rho {\displaystyle \frac{\alpha }{2\pi }}\left[1+{\displaystyle \frac{1}{\widehat{s}^2}}+4\widehat{v}_eB_{\mathrm{p}(\mathrm{np})}+{\displaystyle \frac{9}{16\widehat{s}^2\widehat{c}^2}}\left(1{\displaystyle \frac{16}{9}}\widehat{s}^2\right)\left(1+\widehat{v}_e^2\right)\right],`$
$`\kappa _{\mathrm{PV}}^{}(0)`$ $`=`$ $`\kappa _{\mathrm{PV}}(0){\displaystyle \frac{\alpha }{2\pi \widehat{s}^2}}[{\displaystyle \frac{98\widehat{s}^2}{8\widehat{s}^2}}{\displaystyle \frac{\widehat{v}_e}{6}}(\mathrm{ln}{\displaystyle \frac{M__Z^2}{m_e^2}}+{\displaystyle \frac{1}{6}})+({\displaystyle \frac{9}{4}}4\widehat{s}^2)\widehat{v}_eB_{\mathrm{p}(\mathrm{np})}`$ (5)
$`+{\displaystyle \frac{9}{16\widehat{s}^2\widehat{c}^2}}({\displaystyle \frac{1}{2}}\widehat{v}_e+{\displaystyle \frac{16}{9}}\widehat{s}^4)(1+\widehat{v}_e^2)],`$
where $`\widehat{v}_e=14\widehat{s}^2`$, $`\widehat{s}^2=\mathrm{sin}^2\widehat{\theta }(M__W^2)`$ and where we have two different treatments of the $`Z`$$`\gamma `$ boxes — perturbative

$$B_\mathrm{p}=\mathrm{ln}\frac{M__Z^2}{m^2}+\frac{3}{2},m=m_u=m_d=75\mathrm{MeV},$$
(6)
and non-perturbative

$`B_{\mathrm{np}}`$ $`=`$ $`K+{\displaystyle \frac{4}{5}}\left(\xi _1\right)_B^p,`$
$`K`$ $`=`$ $`M__Z^2{\displaystyle _{M^2}^{\mathrm{}}}{\displaystyle \frac{du}{u(u+M__Z^2)}}\left[1{\displaystyle \frac{\alpha __S(u)}{\pi }}\right],\left(\xi _1\right)_B^p=2.55,`$ (7)
where $`M`$ is a mass scale representing the onset of the asymptotic behavior, i.e. the regime where $`\alpha __S`$ becomes small. We observe a plateau of stability in $`K`$ for $`M`$ centered around $`0.5`$GeV and this is the numerical value used. Furthermore we used the following form for the $`\rho ,\kappa `$ parameters :

$`\rho `$ $`=`$ $`1+{\displaystyle \frac{\alpha }{4\pi \widehat{s}^2}}[{\displaystyle \frac{3}{4\widehat{s}^2}}\mathrm{ln}\widehat{c}^2{\displaystyle \frac{7}{4}}+{\displaystyle \frac{3}{4}}{\displaystyle \frac{m_t^2}{M__W^2}}(1+\delta _{\mathrm{EW}}+\delta _{\mathrm{QCD}})`$
$`+{\displaystyle \frac{3}{4}}h({\displaystyle \frac{\mathrm{ln}(\widehat{c}^2/h)}{\widehat{c}^2h}}+{\displaystyle \frac{1}{\widehat{c}^2}}{\displaystyle \frac{\mathrm{ln}h}{1h}})],`$
$`\kappa _{\mathrm{PV}}(0)`$ $`=`$ $`1{\displaystyle \frac{\alpha }{2\pi \widehat{s}^2}}\left[{\displaystyle \frac{7}{9}}{\displaystyle \frac{\widehat{s}^2}{3}}+{\displaystyle \frac{Q_f}{3}}{\displaystyle \underset{f}{}}\left(I_e^{(3)}2Q_f\widehat{s}^2\right)\mathrm{ln}{\displaystyle \frac{m_f^2}{M__W^2}}\right].`$ (8)
In the previous equation we have $`h=M__H^2/M__Z^2`$. The strange quark mass is effectively chosen to be $`m_s=250`$MeV so that (with effective $`m_u=m_d=75\mathrm{MeV}`$) we recover the dispersive analysis for the $`Z`$$`\gamma `$ transition where $`\mathrm{\Pi }_{Z\gamma }(0)`$ is rewritten in terms of a dispersion relation with the kernel connected to $`\sigma (e^+e^{}\mathrm{hadrons})`$. Inside Eq.(8) $`\delta _{\mathrm{EW}(\mathrm{QCD})}`$ are the LO+NLO electroweak $`\left(𝒪\left(\alpha __S^2+\alpha __S^3\right)\text{ QCD}\right)`$ correction to $`\rho `$. The evaluation of $`\rho `$ and $`\widehat{s}^2`$ includes the best available LO+NLO terms .

TOPAZ0 default is the perturbative formulation of the factorized result of Eq.(4). There is the option of using some additive formulation where

$`C_{1u}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\rho \left[1{\displaystyle \frac{8}{3}}\kappa _{\mathrm{PV}}(0)\mathrm{sin}^2\widehat{\theta }(M__W^2)\right]+\mathrm{\Delta }_u,`$
$`C_{1d}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\rho \left[1{\displaystyle \frac{4}{3}}\kappa _{\mathrm{PV}}(0)\mathrm{sin}^2\widehat{\theta }(M__W^2)\right]+\mathrm{\Delta }_d,`$ (9)
where $`\mathrm{\Delta }_{u,d}`$ are obtained from Eq.(4) by expanding and by neglecting terms of $`𝒪\left(\alpha ^2\right)`$.

## 3 Atomic parity-violation in OMS scheme

The old result of  has been completely re-derived in the OMS scheme. Here, the technical problem is represented by the extraction of the limit of zero momentum transfer from the expressions that have been derived for the process $`eet\overline{t}`$ . Here the process under consideration is the $`t`$-channel scattering $`eeuu`$ and what we need is naturally contained in the results of Ref.  since they were derived retaining all masses and, therefore, the limit of zero momentum transfer, $`Q^2<<`$ (all) $`m^2`$ is possible.

It is rather easy to take the limit $`Q^20`$ for vertices and self-energy functions since they depend only on this variable. For boxes the procedure is more complex due to their complicated dependence on $`s`$ and $`t`$ invariants. Fortunately enough, $`ZZ`$ and $`Z\gamma `$ boxes form a gauge invariant sub-set of the whole result and for $`WW`$ boxes one has to replace, in the corresponding limit, only the $`\xi =1`$ part of the result, which is well defined and simple. This fact triggered the strategy for a calculation where we take all contributions but boxes from the $`Q^20`$ limit of the $`eet\overline{t}`$ form factors and were we have re-computed, from scratch, box diagrams at $`Q^2=0`$. Note that this calculation was done with the aid of the computer system described in Ref. .

For our calculation we compare the APV Hamiltonian of Eq.(2) with its $`eet\overline{t}`$ analog, Eq.(I.10) of :

$`𝒜_Z\left(0\right)`$ $`=`$ $`I_e^{(3)}I_f^{(3)}{\displaystyle \frac{\pi \alpha }{s__W^2c__W^2(M__Z^2)}}\{\gamma _\mu \gamma _+\gamma _\mu \gamma _+F_{LL}\left(0\right)+d_e\gamma _\mu \gamma _\mu \gamma _+F_{QL}\left(0\right)`$ (10)
$`+d_f\gamma _\mu \gamma _+\gamma _\mu F_{LQ}\left(0\right)+d_ed_f\gamma _\mu \gamma _\mu F_{QQ}\left(0\right)\}.`$
Here $`(0)`$ stands for $`Q^2=0`$ and we write only one argument since box contributions are excluded. Moreover,

$`\gamma _+=1+\gamma _5,d_f`$ $`=`$ $`4|Q_f|s__W^2.`$ (11)
From Eqs.(2) and (10) we immediately derive a relation between the APV parameters $`C_{1f}`$ and $`C_{2f}`$ and the $`eet\overline{t}`$ form factors at zero momentum transfer:

$`C_{1f}`$ $`=`$ $`I_f^{(3)}\left[f_{LL}+d_ff_{LQ}\mathrm{\Delta }r\left(1+d_f\right)\right],`$
$`C_{2f}`$ $`=`$ $`I_f^{(3)}\left[f_{LL}+d_ef_{QL}\mathrm{\Delta }r\left(1+d_e\right)\right].`$ (12)
Here $`f=u,d`$ and

$$f_{LL,QL,LQ}=1+\frac{\alpha }{4\pi s__W^2}F_{LL,QL,LQ}(0).$$
(13)
After a lengthy but straightforward calculations, we are able to reproduce the following generic expressions:

$`C_{1u}`$ $`=`$ $`2I_e^{(3)}\rho _{PV}\left(I_u^{(3)}2Q_u\kappa _{PV}s__W^2\right)`$ (14)
$`+{\displaystyle \frac{\alpha }{\pi }}[Q_e^2a_ev_u+{\displaystyle \frac{1}{3}}Q_uQ_\nu (\mathrm{ln}r_{We}+{\displaystyle \frac{1}{6}})+{\displaystyle \frac{2}{3}}Q_uQ_ev_ea_e(\mathrm{ln}r_{Ze}+{\displaystyle \frac{1}{6}})`$
$`+C_f^{WW}+3Q_ua_uQ_ev_e(\mathrm{ln}r_{Zu}+{\displaystyle \frac{3}{2}})+{\displaystyle \frac{3}{4s__W^2c__W^2}}v_ua_u(v_e^2+a_e^2)],`$
where we introduced a notation $`r_{ij}=m_i^2/m_j^2`$ and a fictitious term with non-zero neutrino charge in order to have a completely general representation and where

$`C_f^{WW}=\{\begin{array}{c}{\displaystyle \frac{1}{2s__W^2}}\text{ for }f=u,\hfill \\ {\displaystyle \frac{1}{8s__W^2}}\text{ for }f=d,\hfill \end{array}`$ (17)
is a contribution, originating from the $`WW`$ box, which is different for $`u`$ and $`d`$ channels (direct–crossed).

The other APV parameters can be obtained with the aid of some simple substitutions:

$$C_{2u}=C_{1u}|_{eu,Q_\nu Q_d},C_{1(2)d}=C_{1(2)u}|_{ud}.$$
(18)
The terms of the second and third rows of Eq.(14) are identical to corresponding terms of the $`\overline{MS}`$ result. In the sequential order they are due to: QED vertex in $`Z`$ exchange, $`W`$ abelian vertex in $`\gamma `$ exchange (with neutrino charge), $`Z`$ abelian vertex in $`\gamma `$ exchange; $`WW`$, $`Z\gamma `$ and $`ZZ`$ boxes.

The only difference with respect to the $`\overline{MS}`$ result is present in the first term. The factor $`\rho `$ is almost the same:

$$\rho _{PV}=1+\frac{\alpha }{4\pi s__W^2}\left\{\frac{3}{4}\left[\frac{1}{s__W^2}\mathrm{ln}c__W^2\frac{r_{HW}}{1r_{HW}}\mathrm{ln}r_{HW}+\frac{r_{HW}}{1r_{HZ}}\mathrm{ln}r_{HZ}\right]\frac{7}{4}\mathrm{\Delta }\rho ^{\mathrm{fer}}(0)\right\},$$
(19)
where we use instead the full expression for $`\rho ^{\mathrm{fer}}(0)`$,

$$\mathrm{\Delta }\rho ^{\mathrm{fer}}(0)=\frac{\mathrm{\Sigma }_{_{WW}}^{\mathrm{fer}}(0)\mathrm{\Sigma }_{_{ZZ}}^{\mathrm{fer}}(0)}{M__W^2},$$
(20)
contrary to the approximation made above where only the (leading) quadratic term in $`m_t`$ is retained. The difference, being proportional to light fermion masses is numerically rather small.

However, the main difference with the $`\overline{MS}`$ calculations is confined in the APV parameter $`\kappa _{PV}`$ for which, in the OMS-scheme, we derived:

$$\kappa _{PV}=1+\frac{\alpha }{4\pi s__W^2}\left\{\left(\frac{1}{6}+7c__W^2\right)L_\mu (M__W^2)\frac{8}{9}\frac{2}{3}c__W^2\frac{c__W^2}{s__W^2}\left(\mathrm{\Delta }\rho ^{\mathrm{bos},F}+\mathrm{\Delta }\rho ^{\mathrm{fer},F}\right)\mathrm{\Pi }_{Z\gamma }^{\mathrm{fer}}(0)\right\},$$
(21)
where $`L_\mu (M__W^2)=\mathrm{ln}{\displaystyle \frac{M__W^2}{\mu ^2}}`$. The gauge invariant Veltman $`\mathrm{\Delta }\rho `$ parameter is

$$\mathrm{\Delta }\rho =\frac{\mathrm{\Sigma }_{_{WW}}^{\mathrm{fer}}(M__W^2)\mathrm{\Sigma }_{_{ZZ}}^{\mathrm{fer}}(M__Z^2)}{M__W^2},$$
(22)
and contains both the bosonic and the fermionic components. We explicitly give the bosonic part, $`\mathrm{\Delta }\rho ^{\mathrm{bos}}`$ (for definition of finite part $`B_0^F`$ of $`B_0`$ functions see ):

$`\mathrm{\Delta }\rho ^{\mathrm{bos},F}`$ $`=`$ $`\left({\displaystyle \frac{1}{12c__W^4}}+{\displaystyle \frac{4}{3c__W^2}}{\displaystyle \frac{17}{3}}4c__W^2\right)\left[B_0^F(M__W^2;M__W,M__Z)c__W^2B_0^F(M__Z^2;M__W,M__W)\right]`$ (23)
$`+\left(1{\displaystyle \frac{1}{3}}r_{HW}+{\displaystyle \frac{1}{12}}r_{HW}^2\right)B_0^F(M__W^2;M__W,M__H)`$
$`\left(1{\displaystyle \frac{1}{3}}r_{HZ}+{\displaystyle \frac{1}{12}}r_{HZ}^2\right){\displaystyle \frac{1}{c__W^2}}B_0^F(M__Z^2;M__Z,M__H)4s__W^2B_0^F(M__W^2;M__W,0)`$
$`+{\displaystyle \frac{1}{12}}[({\displaystyle \frac{1}{c__W^4}}+{\displaystyle \frac{6}{c__W^2}}24+r_{HW})L_\mu (M__Z^2)+s__W^2r_{HW}^2[L_\mu (M__H^2)1]`$
$`({\displaystyle \frac{1}{c__W^2}}+14+16c__W^248c__W^4+r_{HW})L_\mu (M__W^2){\displaystyle \frac{1}{c__W^4}}{\displaystyle \frac{19}{3c__W^2}}+{\displaystyle \frac{22}{3}}].`$
To establish a link with the $`\overline{MS}`$ calculation we introduce the usual notion of leading and reminder terms:

$`\kappa _{PV}`$ $`=`$ $`1+{\displaystyle \frac{\alpha }{4\pi s__W^2}}\left\{\left(\mathrm{\Delta }\kappa _{PV}\right)_{\mathrm{lead}}+\left(\mathrm{\Delta }\kappa _{PV}\right)_{\mathrm{rem}}\right\},`$ (24)
where the leading term contains only $`\mathrm{\Delta }\rho `$ and the reminder contains all the rest:

$`\left(\mathrm{\Delta }\kappa _{PV}\right)_{\mathrm{lead}}`$ $`=`$ $`{\displaystyle \frac{c__W^2}{s__W^2}}\left(\mathrm{\Delta }\rho ^{\mathrm{bos},F}+\mathrm{\Delta }\rho ^{\mathrm{fer},F}\right)|_{\mu =M__W},`$
$`\left(\mathrm{\Delta }\kappa _{PV}\right)_{\mathrm{rem}}`$ $`=`$ $`{\displaystyle \frac{8}{9}}{\displaystyle \frac{2}{3}}c__W^2\mathrm{\Pi }_{Z\gamma }^{\mathrm{fer}}(0)|_{\mu =M__W}.`$ (25)
Numerically, $`\left(\mathrm{\Delta }\kappa _{PV}\right)_{\mathrm{lead}}`$ and $`\left(\mathrm{\Delta }\kappa _{PV}\right)_{\mathrm{rem}}`$ are nearly equal and one might think that the usual leading–reminder splitting, the standard factorization of contributions with different scales and re-summation (see ),

$$\kappa _{PV}=\left[1+\frac{\alpha }{4\pi s__W^2}\left(\mathrm{\Delta }\kappa _{PV}\right)_{\mathrm{lead}}\right]\left[1+f_c\frac{\alpha }{4\pi s__W^2}\left(\mathrm{\Delta }\kappa _{PV}\right)_{\mathrm{rem}}\right],$$
(26)
with a conversion factor

$`f_c={\displaystyle \frac{\sqrt{2}G_\mu M__Z^2s__W^2c__W^2}{\pi \alpha }},`$ (27)
is not too well justified for the APV parameter $`\kappa _{PV}`$. Note, however, that the factorized form of Eq.(26) is fully consistent with the $`\overline{MS}`$ result Eq.(8) if we identify

$$\mathrm{sin}^2\widehat{\theta }_W(M__W)=\left[1f_c\frac{\alpha }{4\pi }\frac{c__W^2}{s__W^4}\mathrm{\Delta }\rho ^F|_{\mu =M__W}\right]s__W^2.$$
(28)
As done before, for $`\mathrm{\Pi }_{Z\gamma }^{\mathrm{fer}}(0)`$ we use effective quark masses which are consistent with a dispersive treatment of $`\mathrm{\Pi }_{Z\gamma }^{\mathrm{fer}}`$ at zero scale.

Finally, we apply mixed QCD $`\left(𝒪\left(\alpha __S^2+\alpha __S^3\right)\right)`$ and LO+NLO electroweak two-loop corrections for Veltman $`\mathrm{\Delta }\rho `$ parameter. For $`\rho _{PV}`$ we stick with one-loop (non-re-summed) result Eq.(19), since there the notion of leading–reminder splitting fails completely (numerically it looks like $`+3.53.0=0.5`$). For the same reason, we apply to $`\mathrm{\Delta }\rho ^{\mathrm{fer}}(0)`$ only the mixed QCD but not the electroweak two-loop corrections, as already done in the first Eq.(8). The latter, as well as the other electroweak NLO corrections for remainder terms, although not implemented are successively used to evaluate the theoretical uncertainty in the electroweak sector of the OMS scheme.

## 4 Theoretical uncertainty in APV

In order to discuss the present level of theoretical uncertainty in atomic parity-violation we start with the $`\overline{MS}`$ results for $`Q_W(\mathrm{Cs})`$ that are shown in Tab. 1, corresponding to $`M__Z=91.1875`$GeV, $`M__H=150`$GeV and $`\alpha __S(M__Z^2)=0.119`$. ZFITTER numbers corresponding to ‘Add/Pert’ setup are added to the third row of the Table.

The $`m_t`$-dependence of $`Q_W(\mathrm{Cs})`$ is shown in Tab. 1 where we register a $`0.22(0.17)`$ per-mill increase for $`m_t`$ between $`170`$GeV and $`180`$GeV and for Pert(Non Pert). As for the $`M__H`$ dependence we have computed a decrease of about $`0.7`$ per-mill for $`M__H`$ between $`150`$GeV and $`300`$GeV.

The associated theoretical uncertainty is approximately $`3.2`$ per-mill and it is largely dominated by QCD effects. Let us consider the main sources of uncertainty. In the original calculation of Marciano and Sirlin we have a dependence of the result on light quark masses. This appearance can be seen in Eq.(5) and in the perturbative treatment of boxes, Eq.(6).

From 1983 the accuracy associated to the weak-charge $`Q_W`$ has been considerably reduced and we cannot include it in the list of high-precision PO if the result contains logarithmic enhancements due to light quark masses.

In their second paper Marciano and Sirlin  have suggested how to go beyond the partonic-language. One should distinguish quark masses in the $`Z`$$`\gamma `$ transition and in $`Z`$$`\gamma `$ boxes. Light quark masses, $`m_{uds}`$, are then fixed to parameterize the dispersive result for the $`Z`$$`\gamma `$ transition and are not varied anymore in evaluating the theoretical uncertainty.

Furthermore we have $`Z`$$`\gamma `$ box diagrams where quark masses show up as the consequence of the zero momentum transfer limit. Here, according to the suggestion of  we split the boxes into a low-frequency part, approximated with the Born contribution for a physical nucleon (the $`\left(\xi _1\right)_B^p`$ term in Eq.(7)), and an high-frequency part (the $`K`$-term in Eq.(7)) that includes $`𝒪\left(\alpha __S\right)`$ corrections where light quark masses disappear. The mass scale $`M`$ separating low- from high-frequency parts is, of course, arbitrary and only subjected to the requirement that $`\alpha __S(Q^2)`$ starts to become small for $`Q^2>M^2`$ and that $`M>\mathrm{\Lambda }_{\mathrm{QCD}}`$. However, with the most complete evaluation of $`\alpha __S`$ (up to three loops) we have found a plateau of stability for the result, i.e. for $`M`$ between $`0.5`$ and $`0.6(0.8)`$ $`K`$ goes from $`9.2016`$ to $`9.1737(8.7818)`$ and $`Q_W`$ has a variation of $`0.02(0.3)`$ per-mill. Therefore we fix $`0.5M0.6`$.

Instead of varying light quark masses between undefined limits we prefer to estimate the theoretical uncertainty by comparing the perturbative result with light quark masses fixed to reproduce the dispersive approach to the $`Z`$$`\gamma `$ transition with a non-perturbative anzatz based on a low-frequency high frequency splitting at a mass scale of about $`0.5`$GeV. Note that when comparing $`B_{\mathrm{np}}(M)`$ with the perturbative factor $`\mathrm{ln}M__Z^2/M^2+\frac{3}{2}`$ we find that the perturbative approach overestimates the effect of about $`5.6\%(1.9\%)`$ at $`M=0.5(0.8)`$GeV.

Furthermore, the differences in the factorized Eq.(4) versus additive Eq.(9) formulation of the coefficients $`C_{1u,1d}`$ is approximately $`0.05`$ per-mill signaling that, from TOPAZ0’s treatment alone, pure electroweak higher orders are relatively under control. Another way of testing the electroweak theoretical uncertainty is, as usual, to compare two different renormalization schemes with the same input parameter set. When we compare ZFITTER in the preferred setup with TOPAZ0 additive/perturbative we obtain a relative difference of $`0.04(0.05,0.08)`$ per-mill at $`m_t=170(175,180)`$GeV. However, an internal evaluation of electroweak theoretical uncertainties within ZFITTER (realized by evaluating the effect of the electroweak two-loop corrections which are not included in the preferred setup) shows a value of about $`\pm 0.25`$ per-mill. Again, the conclusion is that theoretical uncertainty is completely dominated by QCD effects at zero momentum transfer.

Finally, let us define an effective APV weak-mixing angle by the following relation:

$$\mathrm{sin}^2\theta _{\mathrm{APV}}=\kappa _{\mathrm{PV}}^{}(0)\mathrm{sin}^2\widehat{\theta }(M__W^2).$$
(29)
For $`M__Z=91.1875`$GeV, $`M__H=150`$GeV and $`\alpha __S(M__Z^2)=0.119`$ we obtain $`\mathrm{sin}^2\theta _{\mathrm{APV}}=0.231601`$ $`(0.232123)`$, corresponding to perturbative (non-perturbative) treatment.

Appendix: Taylor expansions Here we list all expansions that are needed in order to reproduce the OMS results. Note that we need at most terms of $`𝒪\left(s\right)`$:

$`C_0(m_u^2,m_u^2,s;m_u,M,m_u)={\displaystyle \frac{1}{M^2}}\{1{\displaystyle \frac{7}{2}}r_{uM}{\displaystyle \frac{37}{3}}r_{uM}^2(1+3r_{uM}+10r_{uM}^2)\mathrm{ln}r_{uM}`$
$`+{\displaystyle \frac{s}{M^2}}[{\displaystyle \frac{1}{6r_{uM}}}+{\displaystyle \frac{13}{12}}+{\displaystyle \frac{52}{9}}r_{uM}+{\displaystyle \frac{673}{24}}r_{uM}^2+({\displaystyle \frac{1}{2}}+{\displaystyle \frac{10}{3}}r_{uM}+{\displaystyle \frac{35}{2}}r_{uM}^2)\mathrm{ln}r_{uM}]\},`$ (30)
where $`M=M__Z,M__H`$ and we remind a short hand notation for mass ratios: $`r_{ij}={\displaystyle \frac{m_i^2}{m_j^2}}`$.

The other expansions read:

$`C_0(m_u^2,m_u^2,s;m_d,M__W,m_d)={\displaystyle \frac{1}{M__W^2}}\{1r_{dW}r_{dW}^2({\displaystyle \frac{5}{2}}+8r_{dW})r_{uW}{\displaystyle \frac{10}{3}}r_{uW}^2`$
$`\left[1+2r_{dW}+3r_{dW}^2+\left(1+6r_{dW}\right)r_{uW}+r_{uW}^2\right]\mathrm{ln}r_{dW}`$
$`+{\displaystyle \frac{s}{M__W^2}}({\displaystyle \frac{1}{6}}[{\displaystyle \frac{1}{r_{dW}}}+{\displaystyle \frac{11}{2}}+13r_{dW}+{\displaystyle \frac{47}{2}}r_{dW}^2+({\displaystyle \frac{1}{r_{dW}}}+{\displaystyle \frac{62}{3}}+97r_{dW})r_{uW}+({\displaystyle \frac{1}{r_{dW}}}+{\displaystyle \frac{187}{4}})r_{uW}^2`$
$`+{\displaystyle \frac{1}{r_{dW}}}r_{uW}^3]+[{\displaystyle \frac{1}{2}}+2r_{dW}+5r_{dW}^2+({\displaystyle \frac{4}{3}}+10r_{dW})r_{uW}+{\displaystyle \frac{5}{2}}r_{uW}^2]\mathrm{ln}r_{dW})\},`$ (31)
$`C_0(m_u^2,m_u^2,s;M__W,0,M__W)={\displaystyle \frac{1}{M__W^2}}\left[1+{\displaystyle \frac{r_{uW}}{2}}+{\displaystyle \frac{r_{uW}^2}{3}}+{\displaystyle \frac{s}{6M__W^2}}\left({\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{3}}r_{uW}\right)\right],`$ (32)
$`C_0(0,0,0;M__H,0,M__Z)={\displaystyle \frac{1}{M__Z^2M__H^2}}\mathrm{ln}r_{HZ},`$ (33)
$`B_0^F(m_u^2;M__W,0)=L_\mu (M__W^2)+1+{\displaystyle \frac{1}{2}}r_{uW}+{\displaystyle \frac{1}{6}}r_{uW}^2,`$ (34)
$`B_0^F(m_u^2;M,m_u)=L_\mu (M^2)+\left(r_{uM}+2r_{uM}^2\right)\mathrm{ln}r_{uM}+1+{\displaystyle \frac{1}{2}}r_{uM}+{\displaystyle \frac{5}{3}}r_{uM}^2,`$ (35)
$`B_{0p}(m_u^2;M,m_u)`$ $`=`$ $`{\displaystyle \frac{1}{2M^2}},`$
$`B_0^F(s;m,m)`$ $`=`$ $`L_\mu (m^2)+{\displaystyle \frac{s}{6m^2}},`$ (36)
$`B_0^F(s;m,M)`$ $`=`$ $`1+\left[M^2L_\mu (M^2)m^2L_\mu (m^2)\right]{\displaystyle \frac{1}{m^2M^2}}`$ (37)
$`+s\left[{\displaystyle \frac{m^2+M^2}{2(m^2M^2)^2}}{\displaystyle \frac{m^2M^2}{(m^2M^2)^3}}\mathrm{ln}\left({\displaystyle \frac{m^2}{M^2}}\right)\right].`$