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# Anderson Localization for Time Quasi Periodic Random Schödinger and Wave Operators

## I. Introduction

We prove persistence of Anderson localization for random Schrödinger and random wave operators under localized time-quasi-periodic perturbations. Given an initially localized wave packet, Anderson localization is, roughly speaking, the phenomenon that the wave packet remains localized for all time. Schrödinger equation is the following:

$$i\frac{}{t}\psi =(ϵ\mathrm{\Delta }+V)\psi ,$$
$`1.1`$
on $`^d\times [0,\mathrm{})`$ or $`^d\times [0,\mathrm{})`$, where $`ϵ>0`$ is a parameter, $`\mathrm{\Delta }`$ is the Laplacian (continuum or discrete), $`V`$ the potential is a multiplication operator; wave equation is

$$\frac{^2}{t^2}\psi =(ϵ\mathrm{\Delta }+V)\psi ,$$
$`1.2`$
on $`^d\times [0,\mathrm{})`$ or $`^d\times [0,\mathrm{})`$, where the right hand side (RHS) is the same as in (1.1). In this paper, we consider $`V`$ random, to be defined shortly.

When $`V`$ is independent of time, Anderson localization reduces to prove that the time independent Schrödinger operator:

$$H_0=ϵ\mathrm{\Delta }+V,$$
$`1.3`$
on $`L^2(^d)`$ or $`\mathrm{}^2(^d)`$ has pure point spectrum with exponentially localized (or sufficiently fast decaying) eigenfunctions. $`0<ϵ1`$ is the large disorder case.

Anderson localization for time independent random Schrödinger (or wave operator) at large disorder has been well known since the seminal work of Fröhlich-Spencer \[FS\]. It is a topic with an extensive literature \[GMP,  FMSS,  vDK,  AM,  AFHS,  AENSS\], to name a few.

(Time independent) quasi-periodic Schrödinger operators in one dimension are now well understood following the works in \[BG,  FSWi,  J,  Sa,  Sin\] and the related works \[HS1, 2\]. Recently in their fundamental paper \[BGS\], Bourgain-Goldstein-Schlag proved Anderson localization in two dimensions at large disorder under appropriate arithmetic conditions on the frequency vector. (See \[Bo\] for an excellent review and also overview of the subject and related things.) The papers \[BG,  BGS\] play a central role in the construction here.

Below we specialize to discrete random Schrödinger operator. $`H_0`$ is then defined as the operator:

$$H_0=ϵ\mathrm{\Delta }+V,\text{on}\mathrm{}^2(^d),$$
$`1.4`$
where the matrix element $`\mathrm{\Delta }_{ij}`$, for $`i`$, $`j^d`$ verify

$`\mathrm{\Delta }_{ij}`$ $`=1|ij|_\mathrm{}^1=1`$ $`1.5`$
$`=0\text{otherwise};`$
the potential function $`V`$ is a diagonal matrix: $`V=\text{diag}(v_j),j^d`$, where $`\{v_j\}`$ is a family of independently identically distributed (iid) real random variables with distribution $`g`$. From now on, we write $`||`$ for the $`\mathrm{}^1`$ norm: $`||_\mathrm{}^1`$ on $`^d`$. We denote $`\mathrm{}^2`$ norms by $``$. The probability space $`\mathrm{\Omega }`$ is taken to be $`^^d`$ and the measure $`P`$ is $`_{j^d}g(dv_j)`$.

As is well known, $`\sigma (\mathrm{\Delta })=[2d,2d]`$. Let $`\text{supp }g`$ be the support of $`g`$, we know further (see e.g., \[CFKS, PF\]) that

$$\sigma (H)=[2d,2d]+\gamma \text{supp }ga.s.$$
$`1.6`$
The basic result proven in the references mentioned earlier is that under certain regularity conditions on $`g`$, for $`0<ϵ1`$, and in any dimension $`d`$, the spectrum of $`H_0`$ is almost surely pure point with exponentially localized eigenfunctions, i.e., Anderson localization, after the physicist P. W. Anderson \[An\]. Physically this manifests as a lack of conductivity due to the localization of electrons. Anderson was the first one to explain this phenomenon on theoretical physics ground.

The study of electron conduction is a many body problem. One needs to take into account the interactions among electrons. This is a hard problem. The operator $`H_0`$ defined in (1.4) corresponds to the so called 1-body approximation, where the interaction is approximated by the potential $`V`$. The equation governing the system is (1.1) on $`^d\times [0,\mathrm{})`$.

As an approximation to the many body problem, when the interaction among electrons are weak, one studies the following non-linear Schrödinger equation (cf \[DS,  FSWa\]):

$$i\frac{}{t}\psi =(ϵ\mathrm{\Delta }+V)\psi +\delta |\psi |^p\psi ,(0<\delta 1,p>0)$$
$`1.7`$
on $`^d\times [0,\mathrm{})`$ or $`^d\times [0,\mathrm{})`$. In \[AF,  AFS\], solutions to the non-linear eigenvalue problem corresponding to (1.7) were found, which could be used to construct time periodic solutions where higher harmonics are absent. (See \[BFG\], for a Nekhoroshev type theorem in a related classical setting.) But in order to obtain time quasi periodic solutions or more general time periodic solutions to (1.7), one needs to study the corresponding time dependent random Schrödinger operators.

We remark here that the non-linear Schrödinger equation in (1.7) is distinct from other more commonly studied non-linear Schrödinger equations in that the linear equation itself already has small-divisor problems. When $`p=2`$, (1.7) is also called the Gross-Pitaevskii equation, which arises in the theory of vortices in boson systems \[Gr,  Pi\].

In \[SW\], time-periodic, spatially localized perturbations of random Schrödinger operators were considered. It is proven that Anderson localization is stable under such perturbations.

In this paper, we prove that Anderson localization is also stable under time-quasi-periodic, spatially localized perturbations with large probability and for a set of Diophantine frequencies of large measure. The techniques here are more involved than that in \[SW\] as one needs to take care of the small divisor problem coming from the random component and the quasi-periodic component simultaneously.

To be precise, we study the following time-quasi-periodic random Schrödinger equation:

$$i\frac{}{t}\psi =(ϵ\mathrm{\Delta }+V+𝒲)\psi $$
$`1.8`$
and the time-quasi-periodic random wave equation

$$\frac{^2}{t^2}\psi =(ϵ\mathrm{\Delta }+V+𝒲)\psi $$
$`1.9`$
on $`^d\times [0,\mathrm{})`$, where as in (1.4), $`V=\{v_j\}`$ is a family of (time-independent) i.i.d. random variables;

$$𝒲=𝒲(t,j)=\underset{k=1}{\overset{\nu }{}}W_k(j)\mathrm{cos}2\pi (\omega _kt+\theta _k),$$
$`1.10`$
where

$`\omega `$ $`=(\omega _1,\mathrm{},\omega _\nu )(0,1]^\nu `$
$`\theta `$ $`=(\theta _1,\mathrm{},\theta _\nu )(0,1]^\nu .`$
To proceed further, we assume

(H1) $`W_k(j)`$ is such that,

$$\underset{k=1}{\overset{\nu }{}}|W(j)|2\nu \delta e^{b|j|}(0<\delta 1,b>0)$$

(H2) $`\omega `$ satisfies a Diophatine condition,

$$n\omega _{𝕋^\nu }\frac{c}{|n|^A}(n0,c>0,A>0).$$

We write $`\omega \text{DC}_{A,c}`$.

(H3) The probability distribution $`g`$ has bounded support, without loss we assume $`\text{supp }g[1,1]`$

(H4) $`g`$ is absolutely continuous with a bounded density $`\stackrel{~}{g}`$:

$$g(dv)=\stackrel{~}{g}(v)dv,\stackrel{~}{g}_{\mathrm{}}<\mathrm{}$$

Remark. Some fast enough polynomial decay for $`_{k=1}^\nu |W(j)|`$ suffices. We assume (H1) for ease in writing.

It is well known (see e.g., \[Be,  Ho1,  2,  JL,  Ya\]) that the study of time-quasi-periodic equations like (1.8, 1.9) can be reduced to the spectral study of their corresponding quasi-energy operators; here

$$K=\underset{k=1}{\overset{\nu }{}}i\omega _k\frac{}{\theta _k}+ϵ\mathrm{\Delta }+V+\underset{k=1}{\overset{\nu }{}}W_k(j)\mathrm{cos}2\pi \theta _k$$
$`1.11`$
for the Schrödinger equation in (1.8); and

$$K_w=(\underset{k=1}{\overset{\nu }{}}\omega _k\frac{}{\theta _k})^2+ϵ\mathrm{\Delta }+V+\underset{k=1}{\overset{\nu }{}}W_k(j)\mathrm{cos}2\pi \theta _k$$
$`1.12`$
for the wave equation in (1.9), on $`\mathrm{}^2(^d)\times L^2(𝕋^\nu )`$, (cf. \[SW\]).

We prove that with large probability and for a set of Diophantine frequencies $`\omega (0,1]^\nu `$ with large measure, both $`K`$ and $`K_w`$ have pure point spectrum with exponentially decaying (in the $`^d`$ direction) eigenfunctions. (For a precise statement, see the Theorem in sect. 5 on $`H`$ and $`H_w`$ which are unitary equivalents of $`K`$ and $`K_w`$ respectively.) This implies in particular (after some standard gymnastics) that with large probability, for a set of Diophantine frequencies of large measure, and initial conditions $`\psi (0)`$ which are localized in space, the time evolutions $`\psi (t)`$ of (1.8) and (1.9) are almost periodic, a.e. $`\theta `$, (cf. e.g., \[SW,  JL\]).

We spare a few lines on the proof of Anderson localization for the unitary equivalents $`H`$, $`H_w`$, which are obtained from $`K`$, $`K_w`$ by a partial Fourier transform in $`\theta 𝕋^\nu `$, (see (2.2, 6.2) for the precise expressions). Let $`n`$ be the dual variable of $`\theta `$, $`n^\nu `$. We know that for $`0<ϵ1`$, roughly speaking, the Green’s function decays exponentially in the $`j`$ directions, $`j^d`$, due to Anderson localization of the original unperturbed operator $`H_0`$ defined in (1.4). To prove Anderson localization for the perturbed operators $`H`$, $`H_w`$ on $`\mathrm{}^2(^{d+\nu })`$, we also need to prove exponential decay in the $`n`$ directions using quasi-periodicity. This is however the “classical” picture, as the quasi-periodic perturbation does not commute with $`H_0`$.

To prove Anderson localization for $`H`$, $`H_w`$ on $`\mathrm{}^2(^{d+\nu })`$, we put the small-divisor problems originating from the random and quasi-periodic components on equal footing and deal with them concurrently. For the random component, we use the Fröhlich-Spencer (FS) approach. The version which is well adapted to our purpose is the one in \[vDK\], summarized in the appendix. For the quasi-periodic component, we rely on semi-algebraic considerations, Cartan type of theorems for analytic matrix valued functions developed in the series of papers by Bourgain, Goldstein and Schlag (BGS) \[BG,  BGS\], (see also \[Bo\]). (The dynamics here is simpler than that in \[BGS\] due to the special quasi-periodic structure of $`H`$, $`H_w`$.) The Diophantine frequencies which are excluded result from a Melnikov type of non-resonant conditions, (see Lemmas 2.3, 6.1 (2.26-2.28, 6.10)).

Finally, for the experts, we wish to add that the constructive aspect of the BGS mechanism is a more robust version of the FS mechanism. In BGS, at each scale, the number of resonant sub-regions of the previous scale can grow sub-linearly; while in FS, at each scale, the number of resonant sub-regions of the previous scale is fixed (see\[vDK\]). In the quasi-periodic setting, one typically falls into the BGS scenario.

## 2. Exponential Decay of the Green’s function of Schrödinger operator at fixed $`E`$ and $`x`$

Recall from sect. 1, the quasi-energy operator $`K`$:

$$K=\underset{k=1}{\overset{\nu }{}}\omega _k\frac{1}{i}\frac{}{\theta _k}+\epsilon \mathrm{\Delta }+V+\underset{k=1}{\overset{\nu }{}}W_k\mathrm{cos}2\pi \theta _k$$
$`2.1`$
on $`\mathrm{}^2(^d)\times L^2(𝕋^\nu )`$, where $`\omega =(\omega _1,\omega _2\mathrm{}\omega _\nu )(0,1]^\nu `$. $`V`$ is the random potential on $`^d`$, $`0<ϵ1`$ and $`W_k`$ satisfies the decay properties specified in (H1).

Performing a partial Fourier series transform, in the $`𝕋^\nu `$ variables only, we are led to study the following unitarily equivalent operator:

$$H=\delta _j\stackrel{~}{\mathrm{\Delta }}_n+n\omega +\epsilon \mathrm{\Delta }_j+V_j$$
$`2.2`$
on $`\mathrm{}^2(^{d+\nu })`$, where

$``$ $`n^\nu ,j^d`$

$``$$`\delta _j\stackrel{~}{\mathrm{\Delta }}_n\stackrel{\text{def}}{=}_{k=1}^\nu W_k(j)\mathrm{\Delta }_k`$ is an operator on $`\mathrm{}^2(^\nu ),\mathrm{\Delta }_k`$ is the standard discrete Laplacian on the $`k^{\text{t}h}`$ copy of $``$.

$$\delta _j\stackrel{~}{\mathrm{\Delta }}_n_{\mathrm{}^2(^\nu )}2\nu \delta e^{b|j|}(b>0)$$
$`2.3`$
by using (H1). (Some fast enough polynomial decay suffices. We assume (2.3) for ease in writing.)

$``$$`\epsilon \mathrm{\Delta }_j+V_j\stackrel{\text{def}}{=}\epsilon \mathrm{\Delta }+V`$, we put in the subscript $`j`$ to stress that it came from an operator on $`\mathrm{}^2(^d)`$

$``$For simplicity, we now drop the tilde on $`\mathrm{\Delta }_n:\stackrel{~}{\mathrm{\Delta }}_n\stackrel{\text{def}}{=}\mathrm{\Delta }_n`$.

$``$ For $`\mathrm{\Lambda }^{d+\nu }`$, $`H_\mathrm{\Lambda }`$ is the restriction of $`H`$ to $`\mathrm{\Lambda }`$:

$$H_\mathrm{\Lambda }(j,n;j^{},n^{})\stackrel{\text{def}}{=}\{\begin{array}{cc}H(j,n,j^{},n^{})\hfill & \text{ if }j,n\mathrm{\Lambda }\text{and}j^{},n^{}\mathrm{\Lambda }\hfill \\ 0\hfill & \text{ otherwise }.\hfill \end{array}$$
$`2.4`$
Let $`X^^d`$ be the set where the random Schrödinger operator $`H_j=\epsilon \mathrm{\Delta }_j+V_j`$ exhibits Anderson localization in a sense to be made precise in (2.14) where theorem 2.2 of \[vDK\], restated here as Theorem A is applicable. We note here only that since we require finite scale information,

$$\text{mes }X<1,\text{mes }X1\frac{1}{L^a}(a>0)$$

where $`L`$ is the initial scale.

2.1 The initial estimate $`(0^{\text{th}}`$ step)

Fix an energy $`E`$, fix $`xX`$, so that $`H_j`$ has Anderson localization. Let $`\theta `$ and define

$$H(\theta )=\delta _j\mathrm{\Delta }_n+(n\omega +\theta )+\epsilon \mathrm{\Delta }_j+V_j$$
$`2.5`$
on $`\mathrm{}^2(^{d+\nu })`$. We study the Green’s function

$$G_{\mathrm{\Lambda }_0}(\theta ,E)=(H_{\mathrm{\Lambda }_0}(\theta )E)^1$$
$`2.6`$
for some $`\mathrm{\Lambda }_0=[N_0,N_0]^{d+\nu }`$, where $`N_0`$ is to be determined. We call $`\mathrm{\Lambda }_0`$, an $`N_0`$-box. We do perturbation theory and for the $`0^{\text{th}}`$ step, we drop $`\delta _j\stackrel{~}{\mathrm{\Delta }}_n`$. We have after diagonalization

$$H_{\mathrm{\Lambda }_0,0}\stackrel{\text{def}}{=}n\omega +\theta +\mu _j$$
$`2.7`$
where $`\mu _j`$ are the eigenvalues of $`H_j`$. Since $`\delta _j\mathrm{\Delta }_n_{\mathrm{}^2(^\nu )}2\nu \delta e^{b|j|}`$, from (2.3) we require that

$$|n\omega +\theta +\mu _jE|>2c\delta $$
$`2.8`$
for some $`c>2\nu `$ and all $`(n,j)\mathrm{\Lambda }`$. So we estimate the measure of the set of $`\theta `$ such that

$$|n\omega +\theta +\mu _jE|2c\delta $$
$`2.9`$
for some $`(n,j)\mathrm{\Lambda }`$. In this particularly simple case, we obtain

$`\text{mes }\{\theta |(H_{\mathrm{\Lambda }_0,0}E)^1`$ $`(c\delta )^1\}4c\delta |\mathrm{\Lambda }_0|^2`$ $`2.10`$
$`=4c\delta (2N_0+1)^{2(d+\nu )}`$
Let

$$\sigma (0,1),N_0=[|\mathrm{log}c\delta |^{1/\sigma }]+1$$
$`2.11`$
($`[]`$ is the integer part) and $`_x(\mathrm{\Lambda }_0,E)`$ be the set defined in the left hand side of (2.10).

We note that

$$\text{mes }_x(\mathrm{\Lambda }_0,E)e^{\frac{N_0^\sigma }{2}}$$
$`2.12`$
for $`N_0`$ satisfying (2.11) and $`0<\delta 1`$.

###### Lemma 2.1

There exists $`\gamma ^{}>0`$, such that for $`\delta 1`$, on $`\backslash _x(\mathrm{\Lambda }_0,E)`$

$`G_{\mathrm{\Lambda }_0}(\theta ,E)<e^{N_0^\sigma }\sigma (0,1)`$ $`2.13`$
$`|G_{\mathrm{\Lambda }_0}(\theta ,E)(m,m^{})|<e^{\gamma ^{}|mm^{}|}`$
for all $`m,m^{}\mathrm{\Lambda },|mm^{}|>N_0/4`$.

Proof. The first inequality of (2.13) is a restatement of (2.10), (2.11) . To obtain the second inequality, we use the conclusion of Theorem 2.2 of \[vDK\] restated here as Theorem A for the scale $`N^{}=[N_0^{1/\alpha }]+1(1<\alpha <2)`$. Theorem A states that the set $`X_{N_0}`$ where there is only one pairwise disjoint bad $`N^{}`$ box contained in the $`N_0`$ box $`[N_0,N_0]^d`$ has measure:

$$\text{mes }X_{N_0}1\frac{N_0^{2d}}{N_{}^{}{}_{}{}^{2p^{}}}1\frac{1}{N_0^{(2p^{}/\alpha 2d)}}(p^{}>0,1<\alpha <2).$$
$`2.14`$
Fix $`xX_{N_0}`$, (assuming $`2p^{}/\alpha 2d1`$), using the resolvent expansion and the first equation of (2.13) for the bad $`N^{}`$ box, we obtain that $`\gamma ^{}>0`$, such that on $`\backslash _x(\mathrm{\Lambda },E)`$,

$$|(H_{j,\mathrm{\Lambda }}(\theta )E)^1(i,i^{})|e^{\gamma ^{}|ii^{}|}$$
$`2.15`$
for all $`i,i^{}[N_0,N_0]^d`$ and $`|ii^{}|>N/4`$.

The second equation of (2.13) follows from Neumann series (in the $`n`$-direction), (2.15) and the decay condition on $`\delta _j`$ in (2.3). $`\mathrm{}`$

2.2 A Wegner estimate (in $`\theta `$) for all scales

We now prove an apriori estimate on $`(H_\mathrm{\Lambda }(\theta )E)^1`$ for all finite subsets $`\mathrm{\Lambda }^{d+\nu }`$. This estimate uses the special structure of (2.5) and hence holds only for Schrödinger and not for wave equations e.g. For those more general situations, we need to resort to Cartan-type of theorem for analytic matrix valued functions a la \[BGS\]. (For the experts, this saves us one subroutine and moreover we only need to work with cubes in $`^{d+\nu }`$.) Wave equation will be treated in sect 7.

###### Lemma 2.2

Let $`EI`$, an interval of length $`𝒪(1)`$. Let $`\mathrm{\Lambda }`$ be a finite set in $`^{d+\nu }`$.

$$\text{mes }\{\theta |\text{dist }(E,H_\mathrm{\Lambda }(\theta ))\kappa )\}C|\mathrm{\Lambda }|\kappa $$
$`2.16`$
Proof. Let $`𝒩(\theta ,\lambda )`$ be the $`\mathrm{\#}`$ of eigenvalues of $`H_\mathrm{\Lambda }(\theta )\lambda `$

$`\text{mes }\{\theta |\text{dist }(E,H_\mathrm{\Lambda }(\theta )\kappa )\}`$ $`2.17`$
$`{\displaystyle (𝒩(\theta ,E+\kappa )𝒩(\theta ,E\kappa ))𝑑\theta }`$
$`={\displaystyle _{|\theta |𝒪(1)N}}\left(𝒩(\theta ,E+\kappa )𝒩(\theta ,E\kappa )\right)𝑑\theta ,`$
since $`𝒩(\theta ,E+\kappa )=𝒩(\theta ,E\kappa )`$ for $`|\theta |>𝒪(1)N`$. In view of (2.5)

$$𝒩(\theta ,E\pm \kappa )=𝒩(\theta \kappa ,E).$$
$`2.18`$
Substituting (2.18) into (2.17) we obtain

$`(2.17)`$ $`={\displaystyle (𝒩(\theta \kappa ,E)𝒩(\theta +\kappa ,E))𝑑\theta }`$ $`2.19`$
$`={\displaystyle _{\theta (1)N\kappa }^{𝒪(1)N\kappa }}𝒩(\theta ,E)𝑑\theta {\displaystyle _{𝒪(1)N+\kappa }^{𝒪(1)N+\kappa }}𝒩(\theta ,E)𝑑\theta `$
$`C|𝒩(\theta ,E)|_{\mathrm{}}\kappa `$
$`C|\mathrm{\Lambda }|\kappa `$
where we used the fact that the $`|\mathrm{\Lambda }|\times |\mathrm{\Lambda }|`$ matrix $`H_\mathrm{\Lambda }(\theta )`$ has $`|\mathrm{\Lambda }|`$ eigenvalues. $`\mathrm{}`$

2.3 The first iteration ($`1^{\text{st}}`$ step)

Let

$$N=[N_0^C]+1,(C>1).$$
$`2.20`$
Let $`\mathrm{\Lambda }=[N,N]^{d+\nu }`$. $`N`$ is the next scale, recall that the previous scale $`N_0`$ is determined by $`\delta `$ in (2.11). The aim of this section is to derive the analogue of Lemma 2.1 for $`G_\mathrm{\Lambda }`$.

To do that we use the estimates on $`G_{\mathrm{\Lambda }_0}`$ at scale $`N_0`$ in Lemma 2.1 and also Lemma 2.2. Let $`\mathrm{\Lambda }_0=[N_0,N_0]^{d+\nu }+i\mathrm{\Lambda },i\mathrm{\Lambda }`$. For a fixed $`\theta `$, we say that $`\mathrm{\Lambda }_0`$ is good if (2.13) holds, otherwise $`\mathrm{\Lambda }_0`$ is bad. Recall from (2.9), (2.11) that for fixed $`\theta `$, at scale $`N_0`$, $`\mathrm{\Lambda }_0`$ is bad if

$$|n\omega +\theta +\mu _jE|<2e^{N_0^\sigma }$$
$`2.21`$
for some $`(n,j)\mathrm{\Lambda }_0`$, where $`\mu _j`$ is an eigenvalue of $`H_j`$.

Let $`X_N`$ be the set where all $`\mathrm{\Lambda }(k)=[N_0,N_0]^d+k`$, $`k[N,N]^d`$, have the property (2.14). Note that $`X_NX_{N_0}`$. So

$$\text{mes }X_N1\frac{(2N_0+1)^{2d}}{N_{}^{}{}_{}{}^{2p^{}}}(2N+1)^d(p^{}>0)$$
$`2.22`$
where

$`N^{}`$ $`=[N_0^{1/\alpha }]+1,1<\alpha <2`$ $`2.23`$
$`N`$ $`=[N_0^C]+1,C>1.`$
Fix $`xX_N`$. Assuming $`2p^{}/\alpha (2+C)d1`$, we prove

###### Lemma 2.3

There exists a set

$$\mathrm{\Omega }_N(0,1]^\nu ,\text{mes }\mathrm{\Omega }_N1e^{N^{\frac{\sigma }{2C}}}$$
$`2.24`$
where $`\sigma (0,1)`$ is as in (2.11) and $`C>1`$ is as in (2.20), such that if $`\omega \mathrm{\Omega }_N`$, then for any fixed $`\theta ,E`$, there is only one (pair-wise disjoint) bad $`N_0`$-box in $`\mathrm{\Lambda }=[N,N]^{d+\nu }`$. Moreover $`(0,1]^\nu \backslash \mathrm{\Omega }_N`$ is contained in the union of at most $`𝒪(1)N^{4d+\nu }`$ components.

Remark. It is crucial that $`\mathrm{\Omega }_N`$ is independent of $`\theta ,E`$, and only depends on $`xX_N`$.

Proof. Let

$$\begin{array}{cc}& \mathrm{\Lambda }_0=[N_0,N_0]^{d+\nu }+i\mathrm{\Lambda }\\ & \mathrm{\Lambda }_0^{}=[N_0,N_0]^{d+\nu }+i^{}\mathrm{\Lambda }\end{array}(ii^{})$$
$`2.25`$
be such that $`\mathrm{\Lambda }_0\mathrm{\Lambda }_0^{}=\mathrm{}`$.

Let

$`\mathrm{\Lambda }_{0,j}\text{ be the projection of }\mathrm{\Lambda }_0\text{ onto }^d`$
$`\mathrm{\Lambda }_{0,n}\text{ be the procection of }\mathrm{\Lambda }_0\text{ onto }^\nu `$
and similarly for $`\mathrm{\Lambda }^{}`$.

Assume both $`\mathrm{\Lambda }_0`$ and $`\mathrm{\Lambda }_0^{}`$ are bad, then there exist $`(n,j)\mathrm{\Lambda },(n^{},j^{})\mathrm{\Lambda }^{}`$, such that

$$|n\omega +\theta +\mu _jE|<2e^{N_0^\sigma }$$
$`2.26`$
$$|n^{}\omega +\theta +\mu _j^{}E|<2e^{N_0^\sigma }$$
$`2.27`$
Subtracting (2.27) from (2.26), we obtain

$$|(nn^{})\omega +(\mu _j\mu _j^{})|<4e^{N_0^\sigma }.$$
$`2.28`$
Since $`\mathrm{\Lambda }_0\mathrm{\Lambda }_0^{}=\mathrm{}`$.

$$(n,j)(n^{},j^{})$$
$`2.29`$
There are 2 possibilities:

$``$ $`n=n^{}`$

In this case $`\mathrm{\Lambda }_{0,n}\mathrm{\Lambda }_{0,n^{}}\mathrm{}`$, so $`\mathrm{\Lambda }_{0,j}\mathrm{\Lambda }_{0,j^{}}=\mathrm{}`$. Anderson localization for $`H_j`$, Theorem A then implies that on $`X_N`$, $`|\mu _j\mu _j^{}|e^{N_0^\beta }`$ for some

$$\beta (0,\sigma )$$
$`2.30`$
for all $`\mathrm{\Lambda }_{0,j},\mathrm{\Lambda }_{0,j^{}}\mathrm{\Lambda }_j,\mathrm{\Lambda }_{0,j}\mathrm{\Lambda }_{0,j^{}}=\mathrm{}`$ and any pair of eigenvalues $`\mu _j\sigma (H_j)`$, $`\mu _j^{}\sigma (H_j^{})`$ (2.30) is in contradiction with (2.28). So there can be only 1 (pairwise disjoint) bad $`N_0`$-box.

$``$ $`nn^{}`$

Let

$`m`$ $`=nn^{}`$ $`2.31`$
$`\lambda `$ $`=\mu _j\mu _j^{},`$
then

$$m[2N,2N]^\nu \backslash \{0\}$$
$`2.32`$
$`\lambda `$ can take on at most $`(2N+1)^{2d}(2N_0+1)^{2d}`$ different values.

So (2.28) corresponds to at most $`𝒪(1)N^{4d+\nu }`$ inequalities in $`\omega (0,1]^\nu `$ of the form

$$|m\omega +\lambda |4e^{N_0^\sigma }.$$
$`2.33`$
For each equation in (2.33), it is simple to see that the set of $`\omega (0,1]^\nu `$ such that (2.33) is satisfied, has one single component of measure $`𝒪(1)e^{N_0^\sigma }`$. We hence obtain the lemma for $`N_1`$ $`N_0`$ large enough. $`\mathrm{}`$

Let

$$\mathrm{\Lambda }=[N,N]^{d+\nu },_x(\mathrm{\Lambda },E)=\{\theta |G_\mathrm{\Lambda }(\theta ,E)e^{N^\sigma }\}.$$
$`2.34`$
From (2.16),

$$\text{mes }_x(\mathrm{\Lambda },E)e^{\frac{N^\sigma }{2}}\text{ for }N1.$$
$`2.35`$
For any $`xX_N,X_N`$ defined in (2.22, 2.14), using (2.14), (2.34) Lemma 2.3 and resolvent expansion a la Fröhlich-Spencer, we obtain our main estimate,

###### Lemma 2.4

For all $`\theta \backslash _x(\mathrm{\Lambda }_0,E)`$

$`G_\mathrm{\Lambda }(\omega ,\theta ,E)`$ $`<e^{N^\sigma },`$ $`2.36`$
$`|G_\mathrm{\Lambda }(\omega ,\theta ,E)(m,m^{})|`$ $`<e^{\gamma |mm^{}|}`$
for all $`m,m^{}\mathrm{\Lambda }_0,|mm^{}|>N/4`$, $`\omega \mathrm{\Omega }_N(0,1]^\nu ,\text{ mes }\mathrm{\Omega }_N1e^{N^{(\sigma /2C)}}`$ where $`\gamma ^{}/2<\gamma <\gamma ^{},\gamma ,\sigma `$ are the same as in Lemma 2.1, $`N_0`$ as defined in (2.20).

2.4 A large deviation estimate (in $`\theta `$) for the Green’s functions at all scales

We now build upon the estimates in Lemmas 2.1 and 2.4 to obtain estimates for Green’s functions at all scales. In order that the bad set in $`\theta `$ be of small measure at larger scales, we need to let in more bad boxes at the smaller scales. (In Lemma 2.1, there is no bad box, while in Lemma 2.4, there is one.) The number of bad boxes is controlled by using semi-algebraic sets as in \[BGS\] and Lemma 2.3.

Assume $`0<\delta 1`$ is sufficiently small so that Lemma 2.1 holds for all $`N[N_0,N_0^\alpha ^{}]`$, $`\alpha ^{}>1,N_01`$ determined by (2.11). From Lemma 2.4, both equations in (2.36) hold for all $`N[N_0^\alpha ,N_0^C]`$ on $`\backslash _{x,N}`$ and $`\omega \mathrm{\Omega }_N`$, where $`C>1`$ is to be determined shortly. The probability subspace is then further restricted to be

$$X^{\stackrel{\text{def}}{=}}X_{N_0^C}=\underset{N[N_0,N_0^C]}{}X_N$$
$`2.37`$
where $`X_N`$ is defined similarly to (2.22).

For what is to follow, it is more convenient to slightly modify the definition and let

$`𝒢_x^{\gamma ,\sigma }(\mathrm{\Lambda },E)^{\stackrel{\text{def}}{=}}\{\theta |G_\mathrm{\Lambda }(\theta ,E)<e^{N^\sigma },`$ $`2.38`$
$`|G_\mathrm{\Lambda }(\theta ,E)(m,m^{})|<e^{\gamma |mm^{}|}`$
$`m,m^{}\mathrm{\Lambda },|mm^{}|>N/4\}`$
$`_x^{\gamma ,\sigma }(\mathrm{\Lambda },E)\stackrel{\text{def}}{=}\backslash 𝒢_x^{\gamma ,\sigma },`$
where $`\gamma >0`$, $`0<\sigma <1,\mathrm{\Lambda }^{d+\nu }`$ is a cube of side length $`2N+1`$.

Lemma 2.1 and Lemma 2.4 can be summarized as

###### Proposition 2.5

There exist $`\gamma >0`$, $`0<\sigma <1`$, such that for $`0<\delta 1`$, $`\delta _j`$ satisfying (2.3), $`0<\epsilon 1`$, there exists $`N_0`$, such that for all $`N[N_0,N_0^C](C>1)`$, $`\mathrm{\Lambda }=[N,N]^{d+\nu }^{d+\nu }`$, cubes of side length $`2N+1`$,

$$\underset{xX,E}{sup}\text{mes }(_x^{\gamma ,\sigma }(\mathrm{\Lambda },E))e^{\frac{N^\sigma }{2}}$$
$`2.39`$
if

$$\omega \mathrm{\Omega }_x=\underset{N[N_0,N_0^C]}{}\mathrm{\Omega }_{x,N}(0,1]^\nu $$

and $`\mathrm{\Omega }_{x,N}`$ is as in Lemma 2.3, $`\text{mes }\mathrm{\Omega }_x1e^{N_0^{\sigma /2}}`$.

Let $`X_{N,i}`$ be defined as in (2.22) with $`[N,N]^d+i`$ replacing $`[N,N]^d`$; $`\mathrm{\Omega }_{N,i}`$ defined as in Lemma 2.3 with $`\mathrm{\Lambda }(i)=[N,N]^{d+\nu }+i`$ in place of $`\mathrm{\Lambda }=[N,N]^{d+\nu }`$. Denote by $`\text{DC}_{A,c}(M)`$, the set of $`\omega (0,1]^\nu `$, such that (H2) is verified for $`n[M,M]^\nu `$. We now prove

###### Lemma 2.6

Suppose all the assumptions of Proposition 2.5 is valid. Let $`C>10(d+\nu ),0<\sigma <1/2,N_1=N_0^C`$. Then for all $`N[N_1,N_1^2]`$, $`\mathrm{\Lambda }`$ cubes of side length $`2N+1`$, let

$$X=\underset{N[N_0,N_1^2]}{}X_N\underset{i[2N_0,2N_0]^d}{}X_{N_{0,i}}.$$

For any $`xX`$, let

$$\mathrm{\Omega }_x=\underset{N[N_0,N_1^2]}{}\mathrm{\Omega }_{x,N}\underset{i[2N_0,2N_0]^d}{}\mathrm{\Omega }_{x,N_{0,i}}$$

mes $`\mathrm{\Omega }_x1e^{N_0^{\sigma /2}}`$. If $`\omega \mathrm{\Omega }_xDC_{A,c}(N_1^2)`$ then

$$\underset{xX,E}{sup}\text{ mes }\left(_x^{\gamma ^{},\sigma }(\mathrm{\Lambda },E)\right)e^{N^{\sigma /2}}$$
$`2.40`$
where $`\gamma ^{}=\gamma N^\kappa ,\kappa =\kappa (\sigma ,\gamma )>0`$.

Proof. Fix $`N[N_1,N_1^2]`$ and let

$`\mathrm{\Lambda }`$ $`=[N,N]^{d+\nu },`$ $`2.41`$
$`T`$ $`=[N_0,N_0]^d\times [N,N]^\nu `$
$`\mathrm{\Lambda }`$
Let

$`\mathrm{\Lambda }_0`$ $`=[N_0,N_0]^{d+\nu }`$ $`2.42`$
$`\mathrm{\Lambda }_0(i)`$ $`=\mathrm{\Lambda }_0+i.`$
Define

$$𝒜\stackrel{\text{def}}{=}\underset{i[2N_0,2N_0]^d}{}_x^{\gamma ,\sigma }(\mathrm{\Lambda }_0(i),E).$$
$`2.43`$
Since the conditions on the Green’s function in (2.38) can be rewritten as polynomial inequalities by using Cramer’s rule (ratio of determinants) as in \[BG, BGS\], $`𝒜`$ is semi-algebraic of total degree less than

$`(2N_0+1)^{2(d+\nu )}(2N_0+1)^{2(d+\nu )}(4N_0+1)^d`$ $`2.44`$
$`=𝒪_{d,\nu }(1)N_0^{5(d+\nu )},`$
where the first factor corresponds to the degree of each polynomial for each pair of points in a $`N_0`$-box, the second is an upperbound on the $`\mathrm{\#}`$ of pairs in each $`N_0`$-box plus the one for the Hilbert-Schmidt norm, the third is the $`\mathrm{\#}`$ of such $`N_0`$-boxes. $`𝒜`$ is therefore the union of at most $`𝒪_{d,\nu }(1)N_0^{5(d+\nu )}`$ intervals in $``$ by using Theorem 1 in \[Ba\] (see also \[BGS\], where the special case we need is restated as Theorem 7.3.)

For any fixed $`\theta `$, let

$$I=\{n[N,N]^\nu |n\omega +\theta 𝒜\}.$$
$`2.45`$
Then for $`\omega \mathrm{\Omega }_NDC_{A,c}`$

$$|I|𝒪_{d,\nu }(1)N_0^{5(d+\nu )}$$
$`2.46`$
by using (2.39). This is because if there exist $`n,n^{}[N,N]^\nu `$, $`nn^{}`$, then for $`\omega \text{DC}_{A,c}`$

$$|(nn^{})\omega |\frac{c}{N^A}e^{N^{\sigma /2}}(c>0,A>0).$$
$`2.47`$
Hence each interval can contain at most 1 integer $`n[N,N]^\nu `$.

We therefore conclude that for any fixed $`\theta `$,

$`\mathrm{\#}\{i\mathrm{\Lambda }|\mathrm{\Lambda }_0(i)T\mathrm{},\mathrm{\Lambda }_0(i)\text{ is a bad }N_0\text{-box}\}`$ $`2.48`$
$`𝒪_{d,\nu }(1)N_0^{5(d+\nu )}`$
where $`\mathrm{\Lambda },T,\mathrm{\Lambda }_0`$ as defined in (2.41, 2.42).

For the $`N_0`$-boxes $`\mathrm{\Lambda }_0(i)(i\mathrm{\Lambda })`$, such that $`\mathrm{\Lambda }_0(i)T=\mathrm{}`$, we use Lemma 2.3 and (2.3) to conclude that for $`\omega \mathrm{\Omega }_N,(N[N_1,N_1^2])`$, $`i_0\mathrm{\Lambda }\backslash 𝕋`$, such that $`i\mathrm{\Lambda }`$, such that $`\mathrm{\Lambda }_0(i)T=\mathrm{}`$, if $`\mathrm{\Lambda }_0(i)\mathrm{\Lambda }_0(i_0)=\mathrm{}`$, then

$$\mathrm{\Lambda }_0(i)\text{ is a good }N_0\text{-box}.$$
$`2.49`$
We now introduce an intermediate scale $`\overline{N}`$:

$$\mathrm{log}N_0<\mathrm{log}\overline{N}<\mathrm{log}N.$$
$`2.50`$
Let $`\overline{C}(10(d+\nu ),C),\overline{N}=[N_0^{\overline{C}}]`$

$$\overline{\mathrm{\Lambda }}=[\overline{N},\overline{N}]^{d+\nu }.$$
$`2.51`$
Let $``$ be the set defined in (2.48).

We say $`\overline{\mathrm{\Lambda }}(i)(i\mathrm{\Lambda })`$ is good if

$$\overline{\mathrm{\Lambda }}(i)(\mathrm{\Lambda }_0(i_0))=\mathrm{},$$
$`2.52`$
where $`\mathrm{\Lambda }_0(i_0)`$ is as in (2.49), otherwise it is bad.

Let $``$ be a family of pairwise disjoint bad $`\overline{N}`$-boxes in $`\mathrm{\Lambda }=[N,N]^{d+\nu }`$. (2.48, 2.49) imply that

$`\mathrm{\#}`$ $`𝒪_{d,\nu }(1)N_0^{5(d+\nu )}+2^{d+\nu }`$ $`2.53`$
$`=𝒪_{d,\nu }(1)N_0^{5(d+\nu )}.`$
If $`\overline{\mathrm{\Lambda }}(i)`$ is good, then

$$j\overline{\mathrm{\Lambda }}(i),j^{}\overline{\mathrm{\Lambda }}(i)\text{ such that }\mathrm{\Lambda }_0(j^{})\overline{\mathrm{\Lambda }}(i)$$

and

$$\text{dist }(j,_{}\mathrm{\Lambda }_0(j^{}))N_0,$$
$`2.54`$
where $`_{}\mathrm{\Lambda }_0(j^{})`$ is the interior boundary of $`\mathrm{\Lambda }_0(j^{})`$ relative to $`\overline{\mathrm{\Lambda }}(i)`$:

$$_{}\mathrm{\Lambda }_0(j^{})=\{z\mathrm{\Lambda }_0(j^{})|z^{}\overline{\mathrm{\Lambda }}(i)\backslash \mathrm{\Lambda }_0(j^{}),|z^{}z|=1\}.$$
$`2.55`$
An easy resolvent expansion (see e.g. Lemma 2.2 and proof of Corollary 4.5 in \[BGS\]) then shows that

$$|G_{\overline{\mathrm{\Lambda }}(i)}(m,m^{})|<e^{\gamma |mm^{}|+CN_0}$$
$`2.56`$
for all $`m,m^{}\overline{\mathrm{\Lambda }}(i),|mm^{}|>N_0/4`$.

For $`N[N_1,N_1^2]=[N_0^C,N_0^{2C}]`$,

$$\mathrm{\#}<N^\sigma $$
$`2.57`$
with

$$\frac{5(d+\nu )}{2C}<\sigma <\frac{5(d+\nu )}{C}$$
$`2.58`$
for

$$C>10(d+\nu ),\sigma <1/2.$$
$`2.59`$
For all $`C>10(d+\nu )`$, we can choose $`\overline{C}`$ satisfying (2.51), so that for all $`N[N_1,N_1^2]`$, we obtain (2.40) from the estimates at scale $`\overline{N}`$ by applying Lemma 2.1 of \[BGS\] with a single step iteration. (This is possible because $`\sigma <1/2`$, so $`\alpha >2`$ such that $`\alpha \sigma <1`$, where $`\alpha `$ is the geometric expansion factor. See the first inequality of (2.12) of \[BGS\].)

The measure estimate in $`\theta `$ is supplied by Lemma 2.2.

We do not repeat the details of this iteration, except noting the following small variations:

$``$Because of the apriori estimate in Lemma 2.2, which holds at all scales, we only need to estimate Green’s functions for cubes in $`^{d+\nu }`$.

$``$To eliminate $`G_\mathrm{\Lambda }(i,i^{}),i,i^{}\mathrm{\Lambda },|ii^{}|>N/4`$, we make an exhaustion $`\{S_j(i)\}_{i=0}^{\mathrm{}}`$ of $`\mathrm{\Lambda }`$ of width $`2\overline{N}`$ centered at $`i`$ (as in \[BGS\]):

$`S_1(i)`$ $`\stackrel{\text{def}}{=}\mathrm{}`$ $`2.60`$
$`S_0(i)`$ $`\stackrel{\text{def}}{=}\overline{\mathrm{\Lambda }}(i)\mathrm{\Lambda }`$
$`S_j(i)`$ $`\stackrel{\text{def}}{=}{\displaystyle \underset{k\delta _{j1}(i)}{}}\overline{\mathrm{\Lambda }}(k)\mathrm{\Lambda }\text{ for }1j\mathrm{}`$
where $`\mathrm{}`$ is maximal such that $`S_{\mathrm{}}(i)\mathrm{\Lambda }`$.

$``$In the iteration, we need to estimate $`G_A(m^{},m)`$, where $`A=S_j\backslash S_j^{}`$, for some $`j^{}<j\mathrm{}`$, is an annulus. $`m^{}_{}S_j^{},_{}S_j^{}`$, is the exterior boundary of $`S_j^{}`$, relative to $`\mathrm{\Lambda }`$:

$$_{}S_j^{}=\{z|z\mathrm{\Lambda }\backslash S_j^{},z^{}S_j^{},|zz^{}|=1\}$$
$`2.61`$
is concave; $`m_{}S_j`$, $`_{}S_j`$ is the interior boundary of $`S_j`$ as defined in (2.55) $`_{}S_j`$ is convex.

$``$ When $`A`$ is good (for the precise definition, see Lemma 2.2 of \[BGS\]). We estimate $`G_A(m^{},m)`$ using $`\overline{\mathrm{\Lambda }}`$ cubes, which are all “good”. We always start the resolvent expansion from $`m_{}S_j`$, which for the property that $`m_{}S_j`$, $`m^{\prime \prime }A`$, such that $`\overline{\mathrm{\Lambda }}(m^{\prime \prime })A`$ and $`\text{dist }(m,_{}\overline{\mathrm{\Lambda }}(m^{\prime \prime }))N_0`$. For the last term in the expansion, we use the apriori estimate in Lemma 2.2. This way we avoid having to estimate Green’s functions in regions of the form $`\overline{\mathrm{\Lambda }}(z)\mathrm{\Lambda }`$. We obtain exponential decay as in (2.56).

$``$When $`A`$ is bad, we resort to Lemma 2.2. From (2.60), we need (2.16) to hold for at most

$$𝒪_{d,\nu }(1)\frac{N}{\overline{N}}N^{d+\nu }𝒪_{d,\nu }(1)N^{d+\nu +1}$$
$`2.62`$
number of annuli. Combining (2.16) with (2.62) we obtain the estimate in measure in (2.40). $`\mathrm{}`$

Using Proposition 2.5 and Lemma 2.6, we obtain the main estimate of this section by induction:

###### Proposition 2.7

There exist $`\gamma >0,0<\sigma <1/2,N_0,X^^d`$,

$`\text{mes }X1N_0^1`$ $`2.63`$$`2.64`$$`2.65`$
$`\mathrm{\Omega }_x(0,1]^\nu ,\text{mes}\mathrm{\Omega }_x1e^{N_0^{\sigma /2}},`$
$`\text{such that for }xX\text{}\omega \mathrm{\Omega }_xDC_{A,c},`$
$`0<\delta 1\text{}\delta _j\text{ satisfying (2.3), for all }NN_0,`$
$`\mathrm{\Lambda }=[N,N]^{d+\nu }+i\text{, all }i[2N,2N]^d,`$
$`\underset{xX,E}{sup}\text{ mes }(_x^{\gamma ,\sigma }(\mathrm{\Lambda },E))e^{N^{\sigma /2}}.`$
Proof. In view of the proof of Lemma 2.1, in particular (2.22) and the proof of Lemma 2.6:

$$\text{mes }(^^d\backslash X)\underset{L_i=N_0}{\overset{\mathrm{}}{}}\underset{L_i^cL_{i+1}L_i^{2C}}{}L_{i1}^{2p^{}}(2L_i+1)^{2d}(6L_{i+1}+1)^d$$
$`2.66`$
$`L_{i1}=L_i/\alpha (1<\alpha <2)`$ $`2.67`$
$`C>10(d+\nu )`$
where the factor 6 in the last factor of (2.66) comes from the fact that at each scale $`L`$, we need estimates for all cubes $`[L,L]^d+i,i[2L,2L]^d`$, see (2.43).

(2.63) is satisfied if

$$\overline{N}_0^{2p^{}/\alpha }N_0^{2d}N_0^{2C}N_0^{2Cd}N_0^2,$$
$`2.68`$
which leads to

$$p^{}>\alpha (C+1)(d+1).$$

In view of (2.67)

$$p^{}>42(d+\nu )d.$$
$`2.69`$
(2.64) is verified by removing a set $`\mathrm{\Omega }_L`$ at each scale $`L`$ similar to Lemma 2.3. Because of the decay property of $`\delta _j`$ in (2.3), the RHS of (2.26, 2.27) are replaced by $`𝒪(1)e^L^{}`$ ($`𝒪(1)`$ is the same for all scales), where $`L^{}`$ is the previous scale, see proof of Lemma 2.1. Summing over the scales, we obtain (2.64). $`\mathrm{}`$

## 3. Exponential Decay of the Green’s function of Schrödinger operator at fixed $`E`$ and $`\theta `$

This section is in some sense a minor image of the previous section. Here we study the operator $`H(\theta )`$ defined in (2.5) for fixed $`\theta `$, but we are allowed to “move” the random variables $`x^^d`$. Without loss of generality, we set $`\theta =0`$ and study

$$H=\delta _j\mathrm{\Delta }_n+n\omega +ϵ\mathrm{\Delta }_j+V_j$$
$`3.1`$
on $`\mathrm{}^2(^{d+\nu })`$. We first prove the analogue of Lemma 2.2.

###### Lemma 3.1

Let $`EI`$, an interval of length $`𝒪(1)`$. Let $`\mathrm{\Lambda }^{d+\nu }`$ be a finite set. Then

$$\text{mes }\{x|\text{dist }(E,H_\mathrm{\Lambda }(x))\kappa \}C\kappa |\mathrm{\Lambda }|\stackrel{~}{g}_{\mathrm{}}.$$
$`3.2`$
Proof. Let $`𝒩(E,x)`$ be the $`\mathrm{\#}`$ of eigenvalues of $`H_\mathrm{\Lambda }\lambda `$

$`\text{mes }\{x|\text{dist }(E,H_\mathrm{\Lambda }(x))\kappa \}`$ $`3.3`$
$`{\displaystyle \left(𝒩(E+\kappa ,x)𝒩(E\kappa ,x)\right)\underset{i\mathrm{\Lambda }_j}{}\stackrel{~}{g}(v_i)dv_i}`$
$`={\displaystyle _{E\kappa }^{E+\kappa }}{\displaystyle \frac{d}{d\lambda }}𝒩(\lambda ,x)𝑑\lambda {\displaystyle \underset{i\mathrm{\Lambda }_j}{}}\stackrel{~}{g}(v_i)dv_i`$
$`={\displaystyle _{E\kappa }^{E+\kappa }}{\displaystyle \underset{i\mathrm{\Lambda }_j}{}}{\displaystyle \frac{}{v_i}}𝒩(\mathrm{\Lambda },x){\displaystyle \underset{i\mathrm{\Lambda }_j}{}}\stackrel{~}{g}(v_i)dv_i`$
$`C\kappa |\mathrm{\Lambda }|\stackrel{~}{g}_{\mathrm{}}`$
where $`\mathrm{\Lambda }_j=\mathrm{\Lambda }^d`$ and each $`/v_i`$ is seen as a rank $`|\mathrm{\Lambda }(^\nu +i)|`$ perturbation as usual. $`\mathrm{}`$

We define the good and bad sets in analogy with (2.38):

$`𝒢_\theta ^{\gamma ,\sigma }(\mathrm{\Lambda },E)`$ $`\stackrel{\text{def}}{=}\{x^^d|G_\lambda (x,E)<e^{N^\sigma },`$
$`|G_\mathrm{\Lambda }(x,E)(m,m^{})|<e^{\gamma |mm|}`$
$`m,m^{}\mathrm{\Lambda },|mm^{}|>N/4\}`$
$$_\theta ^{\gamma ,\sigma }(\mathrm{\Lambda },E)\stackrel{\text{def}}{=}^^d\backslash 𝒢_\theta ^{\gamma ,\sigma }(\mathrm{\Lambda },E)$$
$`3.4`$
where $`\gamma >0,0<\sigma <1,\mathrm{\Lambda }=[N,N]^{d+\nu }+i`$ for some $`i^{d+\nu }`$.

###### Lemma 3.2

There exist $`\gamma >0,0<\sigma <1,0<ϵ_01,N_0(\sigma ),p>0`$, such that for all $`0<ϵ<ϵ_0,NN_0`$, there exists $`0<\delta (N)1`$, such that

$$\underset{\theta ,E}{sup}\text{mes }\left(_\theta ^{\gamma ,\sigma }(\mathrm{\Lambda },E)\right)N^p.$$
$`3.5`$
Proof. We prove (3.5) by perturbation. Let

$$H_{\mathrm{\Lambda },0}\stackrel{\text{def}}{=}n\omega +ϵ\mathrm{\Delta }_j+V_j$$
$`3.6`$
on $`\mathrm{}^2(\mathrm{\Lambda })`$ with Dirichlet boundary conditions as defined in (2.4),

$$H_j\stackrel{\text{def}}{=}ϵ\mathrm{\Delta }_j+V_j$$
$`3.7`$
on $`\mathrm{}^2(\mathrm{\Lambda }^d)`$.

For $`ϵ`$ sufficiently small, $`H_j`$ has Anderson localization, (cf. appx.) So for any fixed $`\lambda `$ starting at some scale $`N^{}`$, with log $`N^{}<\mathrm{log}N`$, using Theorem A and Lemma 3.1,

$$|(H_j\lambda )^1(j,j^{})|<e^{\gamma |jj^{}|}$$
$`3.8`$
for all $`j,j^{}\mathrm{\Lambda }^d,|jj^{}|>N/4`$
with probability $`1𝒪_d(1)N^{2d}/N^{}{}_{}{}^{2p^{}}e^{N^\sigma }`$, $`0<\sigma <1,p^{}>0`$ to be specified, $`N^{}=N^{1/\alpha }(1<\alpha <2)`$ and where we used Lemma 3.1.

Let

$$\lambda =E+n\omega ,n\mathrm{\Lambda }^\nu $$
$`3.9`$
and summing over the probability, we obtain that

$$|(H_{\mathrm{\Lambda },0}E)^1(j,j^{})|<e^{\gamma |jj^{}|}$$
$`3.10`$
for all $`j,j^{}\mathrm{\Lambda }^d,|jj^{}|>N/4`$ with probability

$$1𝒪_d(1)\frac{N^{2d}}{N^{}^{2p^{}}}𝒪_\nu (1)N^\nu e^{N^\sigma }.$$

We remark here that the set defined by (3.10), $`X_N^{}X_{N_0}`$, $`X_{N_0}`$ as in (2.14), $`\text{mes }X_N^{}\text{mes }X_{N_0}`$, because of the need for Lemma 3.1, as we do not have $`\theta `$ at our disposal.

To obtain exponential decay of $`G_\mathrm{\Lambda }`$, we use the resolvent expansion:

$`(H_\mathrm{\Lambda }E)^1(n,j,n^{},j^{})`$ $`=(H_{\mathrm{\Lambda },0}E)^1(n,j;n^{},j^{})`$ $`3.11`$
$`+\left({\displaystyle \underset{k=1}{\overset{K}{}}}[(H_{\mathrm{\Lambda },0}E)^1\delta _j\mathrm{\Delta }_n]^k(H_{\mathrm{\Lambda },0}E)^1\right)(n,j;n^{},j^{})`$
$`+\left([(H_{\mathrm{\Lambda },0}E)^1\delta _j\mathrm{\Delta }_n]^{K+1}(H_\mathrm{\Lambda }E)^1\right)(n,j,n^{},j^{})`$
where $`K=𝒪(nn^{})`$. Using (3.10, 3.2, 2.3), we arrive at (3.5) for

$$\delta =\delta (N)1,N^{}=[N^{1/\alpha }],1<\alpha <2,p=\frac{2p^{}}{\alpha }2d$$
$`3.12`$
(assuming $`p^{}`$ large enough), $`N`$ large enough and a $`\gamma `$ which is slightly smaller than that in (3.10). $`\mathrm{}`$

Lemma 3.2 is the analogue of Proposition 2.5. We now prove

###### Lemma 3.3

Suppose $`\delta `$ is such that Lemma 3.2 holds for all $`N[N_0,N_0^C]`$ with $`C>10(d+\nu )`$. Let $`N_1=N_0^C`$. Then for all $`N[N_1,N_1^2]`$, $`\mathrm{\Lambda }=[N,N]^{d+\nu }+i,i^{d+\nu }`$, if $`\omega DC_{A,c}(2N)`$ then

$$\underset{E,\theta }{sup}\text{mes }\left(_\theta ^{\gamma ,\sigma }(\mathrm{\Lambda },E)\right)N^p$$
$`3.13`$
where $`\gamma ^{}=\gamma N^\kappa ,\kappa =\kappa (\sigma ,\gamma )>0`$, $`p`$ is the same as in Lemma 3.2, (3.12).

Proof. This is almost a mirror image of the proof of Lemma 2.6. Hence we will only point out the small differences.

Fix $`N[N_1,N_1^2]`$ and let

$`\mathrm{\Lambda }`$ $`=[N,N]^{d+\nu }`$ $`3.14`$
$`T(i)`$ $`=\{[N_0,N_0]^2+i\}\times [N,N]^\nu (i\mathrm{\Lambda }^d)`$
$`\mathrm{\Lambda }_0`$ $`=[N_0,N_0]^{d+\nu }`$
$`\mathrm{\Lambda }_0(i)`$ $`=\mathrm{\Lambda }_0+i(i\mathrm{\Lambda }).`$
$``$ For a given $`T^{(i)},i\mathrm{\Lambda }^d`$

$$\text{Prob }\{\mathrm{\Lambda }_0(i+j)\text{ are good, }j[N,N]^\nu \}1𝒪_\nu (1)\frac{N^\nu }{N_0^p}$$
$`3.15`$
by using Lemma 3.2.

$``$For any $`xX_{N_0}^{}X_{N_0}`$, for a given $`T(i)`$, from semi-algebraic considerations as in (2.43-2.48) for $`\omega DC_{A,c}(2N)`$

$`\mathrm{\#}\{i^{}[N,N]^{d+\nu }|\mathrm{\Lambda }_0(i^{})T(i)\mathrm{},\mathrm{\Lambda }_0(i^{})\text{ is a bad }N_0\text{-box}\}`$ $`3.16`$
$`𝒪_{d,\nu }(1)N_0^{5(d+\nu )}`$
as in (2.48).

For a given

$$T(i)=\{[N_0,N_0]^d+i\}\times [N,N]^\nu ,$$

$`i\mathrm{\Lambda }^d`$, we say $`T(i)`$ is bad if the condition in (3.15) is violated, i.e., if $`j[N,N]^\nu `$, such that $`\mathrm{\Lambda }_0(i+j)`$ is a bad $`N_0`$-box. Let $`J`$ be an even integer. From (3.15)

Prob {there are at least $`J`$ pairwise disjoint bad $`T(i)`$ in $`\mathrm{\Lambda }\}`$ $`3.17`$
$`[\left(𝒪_\nu (1){\displaystyle \frac{N^\nu }{N_0^p}}\right)^2𝒪_d(1)N^{2d}]^{J/2}`$
$`=𝒪_{d,\nu }(1)\left({\displaystyle \frac{N^{d+\nu }}{N_0^p}}\right)^J`$
$`=𝒪_{d,\nu }(1)N^{(\frac{p}{2C}d\nu )J}`$
assuming

$$p>2C(d+\nu )>20(d+\nu )^2.$$
$`3.18`$
For a given $`C`$, let $`p`$ be such that $`p/2Cd\nu =1`$ and choose $`J=p+1`$ or $`J=p+2`$, so that $`J`$ is even. So

$$(3.17)𝒪_{d,\nu }(1)N^{(p+1)}.$$
$`3.19`$
$``$Using (3.16, 3.19, 3.2), introducing another scale $`\overline{N}=N_0^{\overline{C}}`$, $`\overline{C}(10(d+\nu ),C)`$, we obtain Lemma 3.2 just like the way we obtained Lemma 2.6.

Iterating using Lemmas 3.2, 3.3, we arrrive at the main estimate of this section.

###### Proposition 3.4

There exist $`\gamma >0,0<\sigma <1/2`$, $`p>0`$, such that for $`\omega DC_{A,c},0<ϵ1,0<\delta 1`$, $`\delta _j`$ satisfying (2.3), there exists $`N_0(ϵ,\delta )`$, such that for all $`NN_0,\mathrm{\Lambda }^{d+\nu }`$, cubes of side length $`2N+1`$

$$\underset{\theta ,E}{sup}\text{mes }\left(_\theta ^{\gamma ,\sigma }(\mathrm{\Lambda },E)\right)N^p.$$
$`3.20`$
## 4. The elimination of $`E`$ and frequency estimates

The goal of this section is to transform the large deviation estimates in $`\theta `$ in (2.63) into estimates in $`\omega `$ and to eliminate the dependence of the singular set on $`E`$ in the process. (Recall that $`\theta `$ is an auxilary variable that was not in the original problem (2.2 ). ) This is needed to prove Anderson localization. We need two scales $`N,\overline{N}`$, $`\mathrm{log}\mathrm{log}\overline{N}\mathrm{log}N`$. Let $`\mathrm{\Lambda }_N(i)=[N,N]^{d+\nu }+i,i^d,\mathrm{\Lambda }_{\overline{N}}=[\overline{N},\overline{N}]^{d+\nu },\mathrm{\Omega }_N(i)`$ the set of $`\omega `$ as defined in Lemma 2.3 for the box $`\mathrm{\Lambda }_N^{(i)}`$ and $`DC_{A,c}(N)`$, the set of $`\omega `$ satisfying (H2) for $`n[N,N]^\nu `$.

For a fixed $`xX^{},X^{}X`$ as in (2.63), define $`_x(N,\overline{N})(0,1]^\nu \times `$ as

$`_x(N,\overline{N})`$ $`={\displaystyle \underset{\{i^d|\mathrm{\Lambda }_N(i)\mathrm{\Lambda }_{\overline{N}}\mathrm{}\}}{}}\{(\omega ,\theta )(0,1]^\nu \times |E,\text{ such that}`$ $`4.1`$
$`(H_{\overline{N}}(\omega ,0)E)^1e^{\overline{C}N}\text{ and }\theta _x^{\gamma ,\sigma }(\mathrm{\Lambda }_N(i),E)\}`$
and $`S_x(N)(0,1]^\nu \times `$ as

$`S_x(N)={\displaystyle \underset{\overline{N}N^C}{}}`$ $`\left\{_x(N,\overline{N}){\displaystyle (_{\{i^d|\mathrm{\Lambda }_N(i)\mathrm{\Lambda }_{\overline{N}}\mathrm{}\}}(\mathrm{\Omega }_N(i)\times ))}\right\}`$ $`4.2`$
$`{\displaystyle (DC_{A,c}(\overline{N}+N)\times )}`$
where $`\mathrm{\Omega }_N(i)`$ is the set of $`\omega `$ defined as in Lemma 2.3 for the box $`[N,N]^{d+\nu }+i`$.

In view of (4.1, 4.2), at each scale $`N`$, we need estimates for all cubes $`[N,N]^d+i,i[\overline{N},\overline{N}]^d`$, where $`\overline{N}N^C`$. Similar considerations as in (2.67-2.69) lead to $`p^{}>422d(d+\nu )^2`$

$$\text{mes }X^{}1N_0^1$$
$`4.3`$
$`N_0`$ as in Proposition 2.7.

Likewise $`\mathrm{\Omega }_x`$ of Proposition 2.7 is reduced to $`\mathrm{\Omega }_x^{}\mathrm{\Omega }_x`$ accordingly,

$$\text{mes }\mathrm{\Omega }_x^{}1e^{N_0^{\sigma /2}}$$
$`4.4`$
if $`N_01`$. For simplicity, we now drop the prime:

$$X\stackrel{\text{def}}{=}X^{},\mathrm{\Omega }_x\stackrel{\text{def}}{=}\mathrm{\Omega }_x^{}.$$

###### Lemma 4.1

Let $`N,\overline{N}`$ be such that $`\overline{N}N^C(C>1)`$. For any $`xX`$,

$$\text{mes }S_x(N)<e^{\frac{1}{2}N^{\sigma /2}}0<\sigma <1/2;$$
$`4.5`$
Moreover for any $`\theta `$, the section

$$S_{x,\theta }(N)=\{\omega (0,1]^\nu |(\omega ,\theta )S_x(N)\}$$

is a union of at most $`N^{7C(d+\nu )\nu }`$ components.

Proof. For a given $`\overline{N}`$, fix

$$\omega \underset{\{i^d|\mathrm{\Lambda }_N(i)\mathrm{\Lambda }_{\overline{N}}\mathrm{}\}}{}\mathrm{\Omega }_N(i)DC_{A,c}(\overline{N}+N).$$
$`4.6`$
Let

$$\lambda \sigma \left(H_{\overline{N}}(\omega ,0)\right).$$

Then

$`\text{mes }\{{\displaystyle \underset{\{i^d|\mathrm{\Lambda }_N(i)\mathrm{\Lambda }_{\overline{N}}\mathrm{}\}}{}}{\displaystyle \underset{\lambda \sigma (H_{\overline{N}}(\omega ,0))}{}}_x^{\gamma ,\sigma }(\mathrm{\Lambda }_N(i),\lambda )\}`$ $`4.7`$
$`𝒪_{d,\nu }(1)\overline{N}^d\overline{N}^{d+\nu }e^{N^{\sigma /2}}`$
$`𝒪_{d,\nu }(1)e^{\frac{1}{2}N^{\sigma /2}}`$
for $`\overline{N}N^C`$, where we used Proposition 2.7.

Let $`E`$ be such that

$$(H_{\overline{N}}(\omega ,0)E)^1e^{\overline{C}N},$$

then $`\lambda \sigma (H_{\overline{N}}(\omega ,0))`$ such that

$$|E\lambda |e^{\overline{C}N}.$$
$`4.8`$
Using the resolvent equation, we have

$$(H_{\mathrm{\Lambda }_N(i)}\lambda )^1=(H_{\mathrm{\Lambda }_N(i)}E)^1+(E\lambda )(H_{\mathrm{\Lambda }_N(i)}\lambda )^1(H_{\mathrm{\Lambda }_N(i)}E)^1.$$
$`4.9`$
(4.9) and Lemma 2.2 then imply that

$$𝒢_x^{\gamma ,\sigma }(E)𝒢_x^{\gamma ^{},\sigma ^{}}(\lambda )$$
$`4.10`$
with $`0<\gamma ^{}<\gamma ,0<\sigma ^{}<\sigma `$. Using (4.10) and taking the union over $`\overline{N}N^C`$, we obtain (4.5) with $`\gamma ,\sigma `$ slightly smaller than that in (4.7).

To prove the second statement, we need to bound the degree of $`S_{x,\theta }(N)`$ for a fixed $`\theta `$. The conditions in (4.2) can be reexpressed in polynomial inequalities by using Hilbert Schmidt norm and Cramer’s rule as before. The sets $`\mathrm{\Omega }_N(i)`$ are defined by polynomial (monomial) inequalities as in (2.28, 2.33), similarly for $`DC_{A,c}(\overline{N}+N)`$. So $`S_x(N)`$ is semi-algebraic.

Using a special case of Theroem 1 in \[Ba\] as stated in Theorem 7.3 of \[BGS\], we obtain that for any fixed $`\theta `$, $`S_{x,\theta }(N)`$ is the union of at most

$`𝒪_{d,\nu }(1)\{\overline{N}^{2(d+\nu )}(N^{2(d+\nu )}+N^{2(d+\nu )}+N^{2(d+\nu )})\overline{N}^dN^c\overline{N}^{d+\nu }\}^\nu `$
$`𝒪_{d,\nu }(1)N^{7C(d+\nu )\nu }`$
connected components. $`\mathrm{}`$

We need one more lemma, before transfering the estimate in $`(\omega ,\theta )`$ in (4.5) into an estimate in $`\omega `$ only.

###### Lemma 4.2

Let

$$S(N)\left((0,1]^\nu DC_{A,c}(N)\right)\times $$

be a set with the properties:

$``$For each $`\theta `$, the section

$$S_\theta =\{\omega \{(0,1]^\nu DC_{A,c}(N)\}|(\omega ,\theta )S\}$$

is a union of at most $`M`$ components

$``$$`\text{supp }S(0,1]^\nu \times [N_0,N_0]`$.

Let $`KMN_0`$. Then

$`\text{mes }\{\omega \{(0,1]^\nu DC_{A,c}(2K)\}|(\omega ,\mathrm{}\omega )S(N)\text{ for some }\mathrm{},|\mathrm{}|K\}`$ $`4.11`$
$`𝒪(1)(K^\nu MN_0\left(\text{mes}S(N)\right)^{1/3}+MN_0K^1).`$
Proof. We use a similar strategy as in the proof of Lemma 6.1 in \[BG\].

$`\text{mes }\{\omega \{(0,1]^\nu DC_{A,c}(2K)\}|(\omega ,\mathrm{}\omega )S(N)\text{ for some }\mathrm{},|\mathrm{}|K\}`$ $`4.12`$
$`{\displaystyle \underset{\mathrm{},|\mathrm{}|K}{}}{\displaystyle _{(0,1]^\nu }}\chi _{S(N)}(\omega ,\mathrm{}\omega )𝑑\omega .`$
Let

$$\mathrm{}\omega \stackrel{\text{def}}{=}\theta =|\mathrm{}|\omega _{\mathrm{}},$$
$`4.13`$
where $`\omega _{\mathrm{}}`$ is the projection of $`\omega `$ in the $`\mathrm{}`$ direction. Let $`\omega _{\mathrm{}}^{}`$ be the orthogonal component. So

$$(4.12)\underset{\mathrm{},|\mathrm{}|K}{}\frac{1}{|\mathrm{}|}_{N_0}^{N_0}𝑑\theta 𝑑\omega _{\mathrm{}}^{}\chi _{S(N)}((\frac{\theta }{|\mathrm{}|},\omega _{\mathrm{}}^{}),\theta ).$$
$`4.14`$
Fix $`\theta `$ and bound

$$\mathrm{\#}\{\mathrm{}||\mathrm{}|K\text{ and }\omega =(\frac{\theta }{|\mathrm{}|},\omega _{\mathrm{}}^{})S_\theta (N)\}.$$

We distinguish two cases:

$``$$`|S_\theta |>\gamma `$ (4.15)

$``$$`|S_\theta |\gamma `$ (4.16)

where $`0<\gamma 1`$ is to be specified.

$``$If $`|S_\theta |>\gamma `$, then the contribution to (4.14) is bounded by

$`K^{\nu 1}\{\text{mes }\theta [N_0,N_0]||S_\theta |>\gamma \}`$ $`4.17`$
$`𝒪_\nu (1)K^{\nu 1}\gamma ^1|S|.`$
$``$ Assume (4.16) and $`|\theta |<aK^A`$ ($`a>0`$ to be specified), the contribution to (4.14) is bounded by

$$𝒪_\nu (1)K^{\nu A1}a.$$
$`4.18`$
$``$ Assume (4.16), $`|\theta |aK^A`$ and moreover

$$\mathrm{},\mathrm{}^{},\mathrm{}\mathrm{}^{},\text{ such that }\omega ,\omega ^{}\text{ in the same component of }S_\theta $$
$`4.19`$
Since $`\theta `$ is fixed

$$|\mathrm{}\omega \mathrm{}^{}\omega ^{}|=0$$
$`4.20`$
$$\mathrm{}\omega \mathrm{}^{}\omega ^{}=(\mathrm{}\mathrm{}^{})\omega +\mathrm{}^{}(\omega \omega ^{})$$

$$|(\mathrm{}\mathrm{}^{})\omega |\frac{a}{(2K)^A}$$

for $`\omega DC_{A,a}(2K)`$. So (4.19) implies

$$|\mathrm{}^{}(\omega \omega ^{})|\frac{a}{(2K)}.$$

Hence

$$|\omega _{\mathrm{}}\omega _{\mathrm{}^{}}|\frac{a}{(2K)^{A+1}}$$
$`4.21`$
(4.16, 4.21) imply that the contribution of (4.19) to (4.14) is bounded by

$`𝒪(1)K^{\nu 1}N_0M\gamma K^{A+1}a^1`$ $`4.22`$
$`=𝒪(1)K^{\nu +A}N_0Ma^1\gamma .`$
The contribution from the negation of (4.19) is bounded by

$$𝒪(1)K^1N_0M.$$
$`4.23`$
Summing over (4.17, 4.18, 4.22, 4.23) and taking $`\gamma =|S|^{2/3},a=|S|^{1/3}K^A`$, we obtain the lemma. $`\mathrm{}`$

Combining Lemmas 4.1 and 4.2, we arrive at the conclusion of this section. Let $`\overline{N}N^C`$,

$$\stackrel{~}{\mathrm{\Omega }}_{N,\overline{N}}=\underset{\{i^d|\mathrm{\Lambda }_N(i)\mathrm{\Lambda }_{\overline{N}}\mathrm{}\}}{}\mathrm{\Omega }_N(i)$$
$`4.24`$
$`\mathrm{\Omega }_N(i)`$ as defined in Lemma 2.3 for the box $`[N,N]^{d+\nu }+i`$ we have

###### Lemma 4.3

Let $`N`$ be sufficiently large. Fix $`xX`$. Let

$$\stackrel{~}{\mathrm{\Omega }}_N=\stackrel{~}{\mathrm{\Omega }}_{N,\overline{N}}DC_{A,c}(\overline{N}+N)$$

be the set such that

(4.25) There is $`\overline{N}N^C,\mathrm{}^\nu ,|\mathrm{}|N^\tau (\tau >7C(d+\nu )\nu )`$ and $`E`$ such that

$$\left(H_{\overline{N}}(\omega ,0)E\right)^1e^{\overline{C}N}(\overline{C}>0)$$
$`4.26`$
and there is $`i^d`$, $`\mathrm{\Lambda }_N(i)\mathrm{\Lambda }_{\overline{N}}\mathrm{}`$. Such that

$$|(H_{\mathrm{\Lambda }_N}(i)E)^1(\omega ,\mathrm{}\omega )(m,m^{})|>e^{\gamma |mm^{}|}$$
$`4.27`$
for some $`m,m^{}\mathrm{\Lambda }_N(i),|mm^{}|>N/4`$,

$$\text{mes }\stackrel{~}{\mathrm{\Omega }}_NN^{\stackrel{~}{q}}0<\stackrel{~}{q}<(\tau 7C(d+\nu )\nu 1).$$
$`4.28`$
Remarks.

$``$ $`\mathrm{}`$ could be taken larger, e.g. $`|\mathrm{}|N^{\mathrm{log}N}`$ as in \[BG,  BGS\]. But in view of the probability estimate for the random part, which is only polynomial coming from \[vDK\]. We take $`|\mathrm{}|N^\tau `$, assuming $`p1`$ ($`p`$ as in (3.12)).

$``$ The probability estimate for the random part can be improved to subexponential by allowing more bad boxes. But for now, we leave it as it is.

## 5. Proof of Anderson Localization for the Schrödinger operator

We now prove Anderson localization, i.e., pure point spectrum with exponentially decaying eigenfunctions, for $`H`$ defined in (2.2).

###### Theorem

There exists $`ϵ_0`$, such that $`\mathrm{\hspace{0.17em}0}<ϵ<ϵ_0,\eta >0,`$ given a bounded interval $`I`$, $`\delta _0(\eta ,ϵ)`$, such that $`0<\delta <\delta _0(\eta ,ϵ)`$

$$\stackrel{~}{X}_{\eta ,ϵ,W}^^d,\text{mes}\stackrel{~}{X}_{\eta ,ϵ,W}1\eta ,$$

such that

$$x\stackrel{~}{X}_{\eta ,ϵ,W},\mathrm{\Omega }_{x,\eta ,ϵ,W}(0,1]^\nu ,$$

$`\text{mes }\mathrm{\Omega }_{x,\eta ,ϵ,W}1\eta `$, such that

$$\omega \mathrm{\Omega }_{x,\eta ,ϵ,W},\delta _j\text{ satisfying (2.3)}$$

$`H`$ has Anderson localization in $`I`$.

We need the analogue of Lemma 4.3.

###### Lemma 5.1

Let $`N`$ be sufficiently large. Fix $`\theta =0`$. Let $`\omega DC_{A,c}(N)`$.

$$\text{There is }\overline{N}N^C,\mathrm{}^{d+\nu },|\mathrm{}|N^\tau ,E$$
$`5.1`$
such that

$$\left(H_{\overline{N}}(\omega ,0)E\right)^1e^{\overline{C}N}(\overline{C}>0)$$
$`5.2`$
and there is $`\mathrm{}^{d+\nu },|\mathrm{}|N^\tau (\tau >7C(d+\nu )\nu )`$, $`\mathrm{\Lambda }_N(\mathrm{})`$ satifying

$$(\mathrm{\Lambda }_N(\mathrm{})^d)(\mathrm{\Lambda }_{\overline{N}}^d)=\mathrm{}$$
$`5.3`$
such that

$$|(H_{\mathrm{\Lambda }_N(\mathrm{})}E)^1(m,m^{})|>e^{\gamma |mm^{}|}$$
$`5.4`$
for some $`m,m^{}\mathrm{\Lambda }_N(\mathrm{}),|mm^{}|>N/4`$.

$$\text{Prob}N^q\left(q>p\tau (d+\nu )1\right)$$
$`5.5`$
Proof. (5.3) implies that $`H_{\mathrm{\Lambda }_N(\mathrm{})}`$ is independent from $`H_{\overline{N}}`$ and hence its eigenvalues. Summing over the probabilistic estimates in (3.5), we obtain (5.5). (The lemma holds as soon as (5.3) is satisfied due to independence. We take $`|\mathrm{}|N^\tau `$ in view of Lemma 4.3). $`\mathrm{}`$

Proof of the theorem.

Let $`X_ϵ^^d`$ be the probability subspace defined in (4.4), i.e., Proposition 2.7 with the modification $`i[\overline{N},\overline{N}]^d,\overline{N}N^C`$, (2.63) still holds in this case.

Let $`\stackrel{~}{X}_N`$ be the complement of the set defined in (5.1). Let

$$\stackrel{~}{X}_{N_0}=\left(\underset{N>N_0}{}\stackrel{~}{X}_N\right)\stackrel{~}{X}_ϵ.$$

Fix $`x\stackrel{~}{X}_{N_0}`$. Let $`\mathrm{\Omega }_{N,x}`$ be the complement of the set defined in (4.26). Let

$$\mathrm{\Omega }_{x,N_0}=\underset{N>N_0}{}\mathrm{\Omega }_{N,x}.$$

For any given $`\eta >0`$, $`N_0`$, such that

$$\stackrel{~}{X}_{\eta ,\epsilon }\stackrel{\text{def}}{=}\stackrel{~}{X}_{N_0}.$$

Satisfying

$$\text{mes }\stackrel{~}{X}_{\eta ,\epsilon }1\eta $$

and

$$\mathrm{\Omega }_{x,\eta ,\epsilon }\stackrel{\text{def}}{=}\mathrm{\Omega }_{x,N_0}.$$

Satisfying

$$\text{mes }\mathrm{\Omega }_{x,\eta ,\epsilon }1\eta ,$$

if $`p^{}>422(d+\nu )\nu `$ (cf. A1, A2, 2.69, 3.12, 3.18, 4.25, 4.28, 5.5).

The proof uses lemmas 4.3 and 5.1 and follows the same strategy as in \[BG,  BGS\]. So we will only highlight the main points.

$``$ Generalized eigenfunctions of $`H:H\psi =E\psi `$ has the apriori bound

$$|\psi (m)|1+|m|^c$$
$`5.6`$
from the Schnol-Simon Theorem \[Sh, Sim\].

$``$ Let $`\psi `$ be a non-zero eigenfunction of $`H:H\psi =E\psi `$. Let $`\mathrm{\Lambda }^{d+\nu }`$ and assume $`E\sigma (H_\mathrm{\Lambda })`$. Then for all $`m^{d+\nu }`$

$$\psi (m)=\underset{\{m^{}\mathrm{\Lambda }|m^{\prime \prime }^{d+\nu }\backslash \mathrm{\Lambda },|m^{}m^{\prime \prime }|=1\}}{}(H_\mathrm{\Lambda }E)^1(m,m^{})\psi (m^{\prime \prime }).$$
$`5.7`$
$``$ From semi-algebraic considerations and the restriction of $`\omega \mathrm{\Omega }_{x,\eta ,ϵ}`$ (see Lemma 2.3), $`\kappa >0,M\overline{N}`$ $`(\overline{N}N^C,C>10(d+\nu )`$, cf. Lemma 2.6) such that

$`\mathrm{\#}\{j^{d+\nu }|\mathrm{\Lambda }_N(j)\mathrm{\Lambda }_M\mathrm{},\mathrm{\Lambda }_N(j)\text{ is a bad }N\text{-box}\}`$ $`5.8`$
$`M^{1\kappa }.`$
Let $``$ be the set defined in (5.8). For $`C`$ large enough, there exists an annulus

$$A=\mathrm{\Lambda }_L\backslash \mathrm{\Lambda }_L^{}\mathrm{\Lambda }_M$$

of width $`L^{}L>2N`$ such that

$$A=\mathrm{}.$$

$``$ Without loss, assume $`\psi (0)=1`$. Using (5.6, 5.7) first with $`\mathrm{\Lambda }=\mathrm{\Lambda }_N(j),jA`$ and then $`\mathrm{\Lambda }=\mathrm{\Lambda }_{\overline{N}}`$ we obtain

$$(H_{\overline{N}}E)^1e^{\overline{C}N}(\overline{C}>0).$$
$`5.9`$
$``$ Lemma 4.3, 5.1 and an application of the resolvent equation as used earlier imply that $`i\mathrm{\Lambda }_{2K}(0)`$, $`KN^\tau `$

$$|G_{\mathrm{\Lambda }_K(i)}(E,m,m^{})|\mathrm{exp}(|mm^{}|).$$
$`5.10`$
$`m,m^{}\mathrm{\Lambda }_K(i),|mm^{}|K/4`$.

We note that

$$\underset{i\mathrm{\Lambda }_{2K}(0)}{}\mathrm{\Lambda }_K(i)=\mathrm{\Lambda }_{3K}(0)\backslash \mathrm{\Lambda }_K(0)\stackrel{\text{def}}{=}U$$

(5.6, 5.7, 5.10) imply that

$$|\psi (m)|<e^{|m|/2}$$

for $`m`$ such that $`\text{dist }(m,U)K/4`$, provided $`N`$ and thus $`K`$ are large. $`\mathrm{}`$

## 6. Proof of Anderson localization for wave operator

The quasi-energy operator $`K_w`$ in the wave case is

$$K_w=\underset{k=1}{\overset{\nu }{}}\underset{k^{}=1}{\overset{\nu }{}}\omega _k\omega _k^{}\frac{^2}{\theta _k\theta _k^{}}+ϵ\mathrm{\Delta }+V+\underset{k=1}{\overset{\nu }{}}W_k\mathrm{cos}2\pi \theta _k$$
$`6.1`$
on $`\mathrm{}^2(^d)\times L^2(𝕋^\nu )`$, where $`\omega =(\omega _1,\omega _2\mathrm{}\omega _\nu )(0,1]^\nu `$. $`V`$ is the random potential on $`^d`$, $`0<ϵ1`$, and $`W_k`$ satisfies the decay properties specified in (H1). Compared with the quasi-energy operator $`K`$ for Schrödinger in (2.1), the only difference is that the $`\theta `$ deriviatives are second order.

Performing a partial Fourier series transform in the $`𝕋^\nu `$ variables as in sect. 2, we are led to study the following unitarily equivalent operator:

$$H_w=\delta _j\stackrel{~}{\mathrm{\Delta }}_n+(n\omega )^2+ϵ\mathrm{\Delta }_j+V_j$$
$`6.2`$
on $`\mathrm{}^2(^{d+\nu })`$, where $`n^\nu ,j^d`$ and $`\delta _j\stackrel{~}{\mathrm{\Delta }}_n`$ is as in (2.3). We proceed as in the Schrödinger case and inroduce the parameter $`\theta `$. We define

$$H_w(\theta )=\delta _j\stackrel{~}{\mathrm{\Delta }}_n+(n\omega +\theta )^2+ϵ\mathrm{\Delta }_j+V_j$$
$`6.3`$
on $`\mathrm{}^2(^{d+\nu })`$ and study the Green’s functions

$$G_{w,\mathrm{\Lambda }}(\theta ,E)=(H_{w,\mathrm{\Lambda }}(\theta )E)^1$$
$`6.4`$
for a class of finite sets $`\mathrm{\Lambda }^{d+\nu }`$ $`\mathrm{\Lambda }^{d+\nu }`$ to be specified shortly.

The main difference between $`H_w(\theta )`$ in (6.3) and $`H(\theta )`$ in (2.5) is that

$$\frac{H(\theta )}{\theta }=1;$$
$`6.5`$
while

$$\frac{H_w(\theta )}{\theta }=2(n\omega +\theta )$$
$`6.6`$
which could be 0. So the apriori estimate in Lemma 2.2 for Schrödinger does not apply here. ($`\theta `$ and $`E`$ are no longer equivalent, see (2.17).) We need to resort to Cartan type of theorem for analytic matrix-valued functions as in \[BGS\]. Unlike Lemma 2.2, which holds at all scales this requires a multi-scale analysis. At each scale $`N(N1)`$ we need measure estimates on the bad sets at two previous scales $`N_0,N_1`$ with

$$\mathrm{log}N_0<\mathrm{log}N_1\mathrm{log}N.$$

We extend the class of finite subsets $`\mathrm{\Lambda }`$ of $`^{d+\nu }`$, which were previously cubes to elementary regions: (as in \[BGS\])

$$\mathrm{\Lambda }\stackrel{\text{def}}{=}R\backslash (R+m)$$
$`6.7`$
where $`m^{d+\nu }`$ is arbitrary and $`R`$ is a rectangle

$$R=\times _{i=1}^{d+\nu }[M_i,M_i]+k,$$
$`6.8`$
$`k^{d+\nu }`$. The size of $`\mathrm{\Lambda }`$, denoted by $`\mathrm{}(\mathrm{\Lambda })`$, is simply its diameter. We denote by $`(M)`$, the set of all elementary regions of size $`M`$.

Let

$$\sigma (0,1),N=[N_0^C]+1(C>1)$$
$`6.9`$
$`N_01`$ (determined by $`\delta ,\sigma `$ similar to (2.11), $`\delta `$ as in (2.31),

$$\mathrm{\Lambda }[N,N]^{d+\nu },\mathrm{\Lambda }(N).$$

Let $`\mathrm{\Lambda },\mathrm{\Lambda }^{}`$ be two elementary regions. Let $`\stackrel{~}{\mathrm{\Lambda }},\stackrel{~}{\mathrm{\Lambda }^{}}`$ be their respective convex envelop. We say that $`\mathrm{\Lambda }`$ and $`\mathrm{\Lambda }^{}`$ are disjoint if $`\stackrel{~}{\mathrm{\Lambda }}\stackrel{~}{\mathrm{\Lambda }^{}}=\mathrm{}`$. Following is the analogue of Lemma 2.3.

###### Lemma 6.1

Fix $`xX_N`$, $`X_N`$ as in Sect. 2. There exists a set $`\mathrm{\Omega }_N(0,1]^\nu `$,

$$\text{mes }\mathrm{\Omega }_N1e^{N^{\frac{\sigma }{2C}}}$$

such that if $`\omega \mathrm{\Omega }_N`$, then for any fixed $`\theta ,E`$, there are at most two pair-wise disjoint bad $`\mathrm{\Lambda }_0`$’s,

$$\mathrm{\Lambda }_0\underset{N_0M2N_0}{}(M)$$

in $`\mathrm{\Lambda }`$. Moreovr, $`(0,1]^\nu \backslash \mathrm{\Omega }_N`$ is contained in the unon of at most $`N^{5(d+\nu )\nu }`$ components.

Proof. We follow the same line of argument as in the proof of Lemma 2.3. Let

$$\mathrm{\Lambda }_0,\mathrm{\Lambda }_0^{},\mathrm{\Lambda }_0^{\prime \prime }\underset{N_0M2N_0}{}(M)$$

$`\mathrm{\Lambda }_0,\mathrm{\Lambda }_0^{},\mathrm{\Lambda }_0^{\prime \prime }\mathrm{\Lambda }`$, be pair-wise disjoint.

Let

$$\mathrm{\Lambda }_{0,j}\text{ be the projection of }\mathrm{\Lambda }_0\text{ onto }^d.$$

$$\mathrm{\Lambda }_{0,n}\text{ be the projection of }\mathrm{\Lambda }_0\text{ onto }^\nu $$

and similarly for $`\mathrm{\Lambda }_0^{},\mathrm{\Lambda }_0^{\prime \prime }`$.

Assume $`\mathrm{\Lambda }_0,\mathrm{\Lambda }_0^{}`$ and $`\mathrm{\Lambda }_0^{\prime \prime }`$ are all bad, then ther exist

$$\begin{array}{cccc}& n\mathrm{\Lambda }_{0,n}& n^{}\mathrm{\Lambda }_{0,n}^{}& n^{\prime \prime }\mathrm{\Lambda }_{0,n}^{\prime \prime }\\ & j\mathrm{\Lambda }_{0,j}& j^{}\mathrm{\Lambda }_{0,j}^{}& j^{\prime \prime }\mathrm{\Lambda }_{0,j}^{\prime \prime }\end{array}\text{ such that }$$

$$\{\begin{array}{cc}|(n\omega +\theta )^2+\mu _jE|\hfill & 2e^{N_0^\sigma }\hfill \\ |(n^{}\omega +\theta )^2+\mu _j^{}E|\hfill & 2e^{N_0^\sigma }\hfill \\ |(n^{\prime \prime }\omega +\theta )^2+\mu _{j^{\prime \prime }}E|\hfill & 2e^{N_0^\sigma }\hfill \end{array}$$
$`6.10`$
Assume $`n,n^{},n^{\prime \prime }`$ are distinct, otherwise say $`n=n^{}`$, then the first two inequalities in (6.10) imply that

$$(\mu _j\mu _j)<4e^{N_0^\sigma }$$
$`6.11`$
where $`\mu _j`$ is an eigenvalue for $`\mathrm{\Lambda }_{0,j}`$ and $`\mu _j^{},\mathrm{\Lambda }_{0,j}^{}`$. Since $`\mathrm{\Lambda }_{0,j}\mathrm{\Lambda }_{0,j^{}}=\mathrm{}`$, Theorem A, in particular (A3) implies that $`|\mu _j\mu _j^{}|e^{N_0^\beta }e^{N_0^\sigma }`$ by choosing $`\sigma >\beta `$ as in the proof of Lemma 2.3.

Subtracting the inequalities in (6.10) pairwise, we get two inequalities with linear dependence on $`\theta `$ and independent of $`E`$. Eliminating the dependence on $`\theta `$, we obtain the following:

$`|(nn^{})\omega (nn^{\prime \prime })\omega (n^{}n^{\prime \prime })\omega +(nn^{\prime \prime })\omega (\mu _j\mu _j^{})`$ $`6.12`$
$`(nn^{})\omega (\mu _j\mu _j;^{\prime \prime })|4e^{N_0^\sigma }(|(nn^{})\omega |+|(nn^{\prime \prime })\omega |).`$
Since $`\omega (0,1]^\nu ,nn^{},nn^{\prime \prime }[2N,2N]^\nu `$

$`\text{RHS of}(6.12)`$ $`16N\nu Ee^{N_0^\sigma }`$ $`6.13`$
$`e^{\frac{N_0^\sigma }{2}}`$
for appropriate $`\sigma ,C`$. (Recall $`N=[N_0^C]+1)`$.

Let

$$\{\begin{array}{cc}m=nn^{},m^{}=nn^{\prime \prime }\hfill & \\ \lambda =\mu _j\mu _j^{},\lambda ^{}=\mu _j\mu _j^{\prime \prime }.\hfill & \end{array}$$
$`6.14`$
The solutions to (6.12) is contained in the solutions to

$$|(m\omega )(m^{}\omega )(mm^{})\omega +(\lambda m^{}\lambda ^{}m)\omega |e^{\frac{N_0^\sigma }{2}}(mm^{},m0,m^{}0).$$
$`6.15`$
Assume $`\omega `$ is a solution to

$$(m\omega )(m^{}\omega )(mm^{})\omega +(\lambda m^{}\lambda ^{}m)\omega =0(mm^{},m0,m^{}0)$$
$`6.16`$
Let $`\omega \omega +\delta (|\delta |1)`$. It is easy to see that we can always choose $`\delta `$ so that the third order variation

$$|(m\delta )(m^{}\delta )(mm^{})\delta |>c^{}|\delta |^3$$
$`6.17`$
for all $`m0,m^{}0,m^{}m^{}`$, where $`c^{}>0`$ is independent of $`m,m^{}`$. We obtain

$`\text{mes }\{\omega (0,1]^\nu |(6.15)\text{ is satisfied}\}`$ $`6.18`$
$`Ce^{\frac{N_0^\sigma }{6}}`$
where $`C`$ only depends on $`\nu `$.

There are at most $`N^{2d+5\nu }`$ equations of the form (6.15). Let

$$\mathrm{\Omega }_N=\{\omega (0,1]^\nu |(6.15)\text{ is satisfied }m,m^{},\lambda ,\lambda ^{}\}$$

We obtain the lemma by using (6.18) and Basu’s theorem stated as Theorem 7.3 in \[BGS\]. $`\mathrm{}`$

Assume $`N1,\mathrm{\Lambda }R(N),\mathrm{\Lambda }[N,N]^{d+\nu }`$. Let $`X^^d`$ be defined similarly as in Lemma 2.6. For any $`xX`$, define $`\mathrm{\Omega }_x`$ similarly to that in Lemma 2.6. Combining Lemma 6.1 and semi-algebraic considerations, we have as in Lemma 2.6 that there exists $`\delta _0>0`$, such that for any fixed $`\theta ,xX,\omega \mathrm{\Omega }_xDC_{A,c}(2N)`$

$`\mathrm{\#}\{m[N,N]^{d+\nu }|\mathrm{\Lambda }_0R(M),N_0`$ $`M2N_0,\mathrm{\Lambda }_0m+[M,M]^{d+\nu },\mathrm{\Lambda }_0\text{ is bad}\}`$ $`6.19`$
$`N^{1\delta _0}.`$
where $`N_0=[N^{1/C}]`$ for appropriate $`C`$ depending on $`\delta _0`$ only.

Recall the definition of good and bad regions for fixed $`\theta `$. $`\mathrm{\Lambda }_0`$ of size $`\mathrm{}(\mathrm{\Lambda }_0)`$ is good if

$`G_{\mathrm{\Lambda }_0}(\theta ,E)<e^{N_0^\sigma }`$ $`6.20`$
$`|G_{\mathrm{\Lambda }_0}(\theta ,E)(m,m^{})|<e^{\gamma |mm^{}|}`$
for all $`m,m^{}\mathrm{\Lambda }_0`$, $`|mm^{}|>\mathrm{}(\mathrm{\Lambda }_0)/4`$ where $`\sigma >0,\gamma >0`$. Otherwise it is bad. As in (2.38), $`𝒢_x^{\gamma ,\sigma }(\mathrm{\Lambda }_0,E)`$ is the set of $`\theta `$ such that (6.20) holds and $`_x^{\gamma ,\sigma }(\mathrm{\Lambda }_0,E)`$ is the complement set.

The following lemma plays the role of Lemma 2.2 for $`H_w`$.

###### Lemma 6.2

Assume $`ϵ,\delta 1`$ and (2.3). There exist $`\sigma ,\rho ,\gamma >0`$ satisfying $`0<\sigma ,\rho <1,\sigma +\delta _0>1+3\rho `$, where $`\delta _0`$ is as in (6.19), and $`C_1(\sigma ,\rho )\frac{1}{\rho },N_0N_1`$, satisfying

$$\overline{N}_0(\gamma ,\sigma ,\rho )100N_0N_1^\rho ,$$
$`6.21`$
such that for any $`N_0MN`$, and any $`\mathrm{\Lambda }R(M)`$

$$\underset{xX,E}{sup}\text{mes }\left(_\theta ^{\gamma ,\sigma }(\mathrm{\Lambda },E)\right)\mathrm{exp}(\mathrm{}(n)^\rho ).$$
$`6.22`$
Assume moreover that

$$\omega \mathrm{\Omega }_xDC_{A,c}(2N_1^{\rho C_1}).$$

Then for all $`\mathrm{\Lambda }(N)`$

$$\underset{xX,E}{sup}\text{mes }\{\theta |G_\mathrm{\Lambda }(\theta ,E)>e^{N^b}\}<e^{N^{3\rho }}$$
$`6.23`$
where $`N_0^{C_1}NN_1^{\rho C_1}`$.

The proof of the above lemma is very similar to the proof of Lemma 4.4 of \[BGS\], (see also Chap XIV of \[Bo\] for a more detailed exposition). So instead of replicating the proof, we only sketch the main line of arguments.

$``$As mentioned earlier in (6.5, 6.6), contrary to the Schrödinger case, the first order variation can vanish. So we need to resort to analytic and subharmonic function theory to control the measure of $`_x^{\gamma ,\sigma }(\mathrm{\Lambda },E)`$. To do that we need 2 scales $`M`$, $`M_1`$, with $`\mathrm{log}M<\mathrm{log}M_1\mathrm{log}N`$.

$``$Fix $`\theta `$, at scale $`M`$ ($`N_0M2N_0`$), let $`\mathrm{\Lambda }_{}`$ be, roughly speaking, the complement of the set in (6.19). For more precise definition, which requires a partition of $`\mathrm{\Lambda }`$, see the beginning of the proof of Lemma 4.4 in \[BGS\]. Using an elementary resolvent expansion (Lemma 2.2 of \[BGS\]), we obtain an upper bound on $`G_\mathrm{\Lambda }_{}(E,\theta )`$ by using the decay estimate on the $`\mathrm{\Lambda }_0`$’s, elementary regions at scale M, in $`\mathrm{\Lambda }_{}`$. By definition they are all good. By standard Neumann series arguments, this bound is preserved inside the disk $`B(\theta ,e^{N_0})`$.

Remark. We have control over the size of $`\mathrm{\Lambda }_{}`$ via (6.19), but not its geometry. Typically $`\mathrm{\Lambda }_{}`$ is non-convex. Hence the need for elementary regions which are more general than cubes, in particular L-shaped regions, in view of Lemma 2.2 of \[BGS\].

$``$Define a matrix-valued analytic function $`A(\theta ^{})`$ on $`B(\theta ,e^{N_0})`$ as

$`A(\theta ^{})`$ $`=R_{\mathrm{\Lambda }_{}^c}H_w(\theta ^{})R_{\mathrm{\Lambda }_{}^c}`$ $`6.24`$
$`R_{\mathrm{\Lambda }_{}^c}H_w(\theta ^{})R_\mathrm{\Lambda }_{}G_\mathrm{\Lambda }_{}(E,\theta ^{})R_\mathrm{\Lambda }_{}H_w(\theta ^{})R_{\mathrm{\Lambda }_{}^c}`$
where $`\mathrm{\Lambda }_{}^c=\mathrm{\Lambda }\backslash \mathrm{\Lambda }_{}`$, $`R_\mathrm{\Lambda }_{}`$, $`R_\mathrm{\Lambda }_{}^c`$ are projections. From (6.19), $`A(\theta ^{})`$ is a rank $`𝒪(N^{1\delta _0})\times 𝒪(N^{1\delta _0})`$ matrix. The raison d’etre of introducing $`A(\theta ^{})`$ is the following inequality:

$$A(\theta ^{})^1G_\mathrm{\Lambda }(\theta ^{},E)e^{2N_0}A(\theta ^{})^1,$$
$`6.25`$
(see Lemma 4.8 of \[BGS\]). So to bound $`G_\mathrm{\Lambda }(\theta ^{},E)`$, it is sufficient to bound $`A(\theta ^{})^1`$, which is of smaller dimension.

$``$Toward that end, we introduce an intermediate scale $`M_1`$, $`\mathrm{log}M_1>\mathrm{log}M`$. We work in an interval $`\mathrm{\Theta }=\{\theta ^{}||\theta ^{}\theta |<e^{N_0}\}`$. Using (6.21) for the $`\mathrm{\Lambda }_1`$’s at scale $`M_1`$ and in $`\mathrm{\Lambda }`$, the same elementary resolvent expansion, we obtain a bound on $`G_\mathrm{\Lambda }(\theta ^{},E)`$ except for a set of $`\theta ^{}`$ of measure smaller than $`e^{𝒪(N_1^\rho )}`$. So there exists $`y\mathrm{\Theta }`$, such that we have both a lower bound on $`A(\theta ^{})`$ at $`\theta ^{}=y`$, and an apriori upper bound on $`A(\theta ^{})`$ in the disk $`B(y,e^{N_0}/2)`$, which comes from boundedness of $`H_w`$ and the bound on $`G_\mathrm{\Lambda }^{}(E,\theta )`$ (see (6.24)).

$``$Transfering the estimates on $`A(\theta ^{})`$ into estimates on $`\mathrm{log}|detA(\theta ^{})|`$, which is subharmonic and using either Cartan type of theorem (see sect. 11.2 in \[Le\]) or proceeding as in the proof of Lemma 4.4 of \[BGS\] or Chap XIV of \[Bo\], we obatin the lemma by covering the interval $`I=(𝒪(N_1^{\rho C_1},𝒪(N_1^{\rho C_1}))`$ with intervals of size $`e^{N_0}`$. (Recall (6.21) and that for all $`\theta I`$, $`H_{w,\mathrm{\Lambda }}E`$ is automatically invertible.) $`\mathrm{}`$

Lemma 3.1 remains valid for $`H_{w,\mathrm{\Lambda }}`$, as the first order variation in $`x`$ remains to be $`1`$. We can now proceed as in the Schrödinger case to prove Anderson localization for the wave operator $`H_w`$. We obtain the same Theorem as in sect. 5 with $`H_w`$ in place of $`H`$.

## Appendix: Localization results for Random Schrödinger operators

Random Schrödinger opeator is the operator

$$H=ϵ\mathrm{\Delta }+V\text{ on }\mathrm{}^2(^d)$$

where $`ϵ>0`$ is a parameter, $`\mathrm{\Delta }(i,j)=1`$ if $`|ij|=1`$ and zero otherwise, $`V=\{v_i\}_{i^d}`$ is a family of independent identically distributed (iid) random variables with common probability distribution $`g`$. The spectrum of $`H`$ is given by

$`\sigma (H)`$ $`=\sigma (ϵ\mathrm{\Delta })+\sigma (V)`$
$`=[2ϵd,2ϵd]+\text{supp }g.`$
There are a few versions of Anderson localization results for $`H`$, The one that is most adapted for our purpose is proven in \[vDK\], which we restate below.

For any $`L`$, let $`\mathrm{\Lambda }_L(i)=[L,L]^d+i,i^d`$. Let $`m>0,E`$. $`\mathrm{\Lambda }_L(i)`$ is $`(m,E)`$-regular (for a fixed $`V`$) if $`E\sigma (H_{\mathrm{\Lambda }_l(i)})`$ and

$$|G_{\mathrm{\Lambda }_L(i)}(E;j,j^{})|e^{m|jj^{}|}$$

for all $`jj^{}\mathrm{\Lambda }_L(i),|jj^{}|>L/4`$.

###### Theorem A

Let $`I`$ be a bounded interval. Suppose that for some $`L_0>0`$, we have

$$\text{Prob {for any }EI\text{ either }\mathrm{\Lambda }_{L_0}(i)\text{ or }\mathrm{\Lambda }_{L_0}(j)\text{ is }(m_0,E)\text{-regular} }1\frac{1}{L_0^{2p^{}}},$$
$`A1`$
for some $`p^{}>d,m_0>0`$, and any $`i,j^d,|ij|>2L_0`$

$$\text{Prob }\{\text{dist }(E,\sigma (H_{\mathrm{\Lambda }_L(0)}))<e^{L^\beta }\}1/L^q$$
$`A2`$
for some $`\beta `$ and $`q`$, $`0<\beta <1`$ and $`q>4p+6d`$ all $`E`$ with

$$\text{dist }(E,I)\frac{1}{2}e^{L^\beta },$$

and all $`LL_0`$. Then there exists $`\alpha ,1<\alpha <2`$, such that if we set $`L_{k+1}=[L_k^\alpha ]+1`$, $`k=0,1,2\mathrm{}`$ and pick $`m,0<m<m_0`$, there is $`Q<\mathrm{}`$, such that if $`L_0>Q`$, we have that for any $`k=0,1,2\mathrm{}`$

Prob {for any $`EI`$ either $`\mathrm{\Lambda }_{L_k(i)}`$ or $`\mathrm{\Lambda }_{L_k(j)}`$ is $`(m,E)`$ regular} $`1\frac{1}{L_k^{2p}}`$
for any $`i,j^d`$ with $`|ij|>2L_k`$.

Remark. On the same probability subspace,

$$\text{dist }(\sigma \left(H_{\mathrm{\Lambda }_{L_k}(i)}\right),\sigma \left(H_{\mathrm{\Lambda }_{L_k}(j)}\right))>e^{L_k^\beta },\beta >0$$
$`A3`$
if $`|ij|>2L_k`$. This is part of the ingredient of the proof of Theorem A.

(A1) is verified if $`ϵ`$ is sufficiently small. (A2) is provided by the Wegner Lemma if $`g`$ is absolutely continuous with a bounded density $`\stackrel{~}{g}`$.

$$\{\text{Prob}\left(\text{dist }(E,\sigma (H_\mathrm{\Lambda }))K\right)\}CK|\mathrm{\Lambda }|\stackrel{~}{g}_{\mathrm{}}.$$

References


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# Search for the Electric Dipole Moment of the 𝜏 Lepton

## 1 Introduction

While large CP violating asymmetry has recently been confirmed in B-meson decay , the Standard Model (SM) does not predict any appreciable CP violation (CPV) in the lepton sector. However, physics beyond the SM could produce CPV in leptonic processes; we would expect such effects to be enhanced for $`\tau `$ leptons due to their large mass. Parameterizing CPV in $`\tau `$-pair production by an electric dipole moment $`d_\tau `$, several authors have found possible effects of order $`|d_\tau |10^{19}e`$ cm due to new physics models . The best existing bounds on $`d_\tau `$ are indirect, requiring $`|d_\tau |<\mathrm{O}(10^{17})e`$ cm based on naturalness arguments  and precision LEP data .111A very strict constraint $`|d_\tau |<2.2\times 10^{25}e`$ cm has also been derived from the experimental limits on $`\mu e\gamma `$ decay . We note, however, that this result assumes a particular ansatz for the lepton mixing matrix. In a recent preprint , other authors have argued that the same constraint may be derived under weaker assumptions. Previous direct measurements have been performed at LEP, where L3  found $`3.1<Re(d_\tau )<3.1\times 10^{16}e`$ cm and OPAL  found $`|Re(d_\tau )|<3.7\times 10^{16}e`$ cm, using the process $`e^+e^{}\tau ^+\tau ^{}\gamma `$; and by ARGUS , which set limits $`|Re(d_\tau )|<4.6\times 10^{16}e`$ cm and $`|Im(d_\tau )|<1.8\times 10^{16}e`$ cm based on a study of $`e^+e^{}\tau ^+\tau ^{}`$ production.

In this paper we present the first direct measurement of the $`\tau `$ lepton’s electric dipole moment with a sensitivity in the $`10^{17}e`$ cm range. We improve on the sensitivity of ARGUS by an order of magnitude, by reducing the systematic uncertainty in the extraction of $`d_\tau `$, and by analyzing a much larger sample of events.

We search for CP violating effects at the $`\gamma \tau \tau `$ vertex in the process $`e^+e^{}\gamma ^{}\tau ^+\tau ^{}`$ using triple momentum and spin correlation observables. The CP violating effective Lagrangian can be expressed as

$$L_{CP}=id_\tau (s)\overline{\tau }\sigma ^{\mu \nu }\gamma _5\tau _\mu A_\nu ,$$
(1)
where the electric dipole form factor $`d_\tau `$ depends in general on $`s`$, the squared energy of the $`\tau `$-pair system. In common with other authors, we ignore this possible $`s`$-dependence, assuming $`d_\tau (s)d_\tau `$, which is constant. ($`d_\tau (0)`$ corresponds to the electric dipole moment of the $`\tau `$, and we shall use this term hereafter.) The squared spin density matrix ($`M_{\mathrm{prod}}^2`$) for $`\tau `$-pair production $`e^+(𝒑)e^{}(𝒑)\tau ^+(𝒌,𝑺_+)\tau ^{}(𝒌,𝑺_{})`$ is given by

$`M_{\mathrm{prod}}^2`$ $`=`$ $`M_{\mathrm{SM}}^2+Re\left(d_\tau \right)M_{Re}^2+Im\left(d_\tau \right)M_{Im}^2+\left|d_\tau \right|^2M_{d^2}^2,`$ (2)
$`M_{\mathrm{SM}}^2`$ $`=`$ $`{\displaystyle \frac{e^4}{k_0^2}}[k_0^2+m_\tau ^2+|𝒌^2|(\widehat{𝒌}\widehat{𝒑})^2𝑺_+𝑺_{}|𝒌|^2(1(\widehat{𝒌}\widehat{𝒑})^2)`$ (3)
$`+2\left(\widehat{𝒌}𝑺_+\right)\left(\widehat{𝒌}𝑺_{}\right)\left(\left|𝒌\right|^2+\left(k_0m_\tau \right)^2\left(\widehat{𝒌}\widehat{𝒑}\right)^2\right)+2k_0^2\left(\widehat{𝒑}𝑺_+\right)\left(\widehat{𝒑}𝑺_{}\right)`$
$`2k_0(k_0m_\tau )(\widehat{𝒌}\widehat{𝒑})((\widehat{𝒌}𝑺_+)(\widehat{𝒑}𝑺_{})+(\widehat{𝒌}𝑺_{})(\widehat{𝒑}𝑺_+))],`$
$`M_{Re}^2`$ $`=`$ $`4{\displaystyle \frac{e^3}{k_0}}\left|𝒌\right|\left[\left(m_\tau +\left(k_0m_\tau \right)\left(\widehat{𝒌}\widehat{𝒑}\right)^2\right)\left(𝑺_+\times 𝑺_{}\right)\widehat{𝒌}+k_0\left(\widehat{𝒌}\widehat{𝒑}\right)\left(𝑺_+\times 𝑺_{}\right)\widehat{𝒑}\right],`$ (4)
$`M_{Im}^2`$ $`=`$ $`4{\displaystyle \frac{e^3}{k_0}}\left|𝒌\right|\left[\left(m_\tau +\left(k_0m_\tau \right)\left(\widehat{𝒌}\widehat{𝒑}\right)^2\right)\left(𝑺_+𝑺_{}\right)\widehat{𝒌}+k_0\left(\widehat{𝒌}\widehat{𝒑}\right)\left(𝑺_+𝑺_{}\right)\widehat{𝒑}\right],`$ (5)
$`M_{d^2}^2`$ $`=`$ $`4e^2\left|𝒌\right|^2\left(1\left(\widehat{𝒌}\widehat{𝒑}\right)^2\right)\left(1𝑺_+𝑺_{}\right),`$ (6)
where $`k_0`$ is the energy of the $`\tau `$, $`m_\tau `$ is the $`\tau `$ mass, $`𝒑`$ is the momentum vector of $`e^+`$, $`𝒌`$ is the momentum vector of $`\tau ^+`$ in the center-of-mass frame, $`𝑺_\pm `$ are the spin vectors for $`\tau ^\pm `$, and the hat denotes a unit momentum. We disregard the higher order terms proportional to $`|d_\tau ^2|`$, which is valid since $`d_\tau `$ is small. $`M_{\mathrm{SM}}^2`$ corresponds to the SM term. $`M_{Re}^2`$ and $`M_{Im}^2`$ are the interference terms (related to the real and imaginary parts of $`d_\tau `$, respectively) between the SM and CPV amplitudes. $`M_{Re}^2`$ is CP odd and T odd, while $`M_{Im}^2`$ is CP odd, but T even. In the above equations, $`e^+`$ and $`e^{}`$ are assumed to be unpolarized and massless particles.

We adapt the so-called optimal observable method , which maximizes the sensitivity to $`d_\tau `$. Here the optimal observables are defined as

$$O_{Re}=\frac{M_{Re}^2}{M_{\mathrm{SM}}^2},O_{Im}=\frac{M_{Im}^2}{M_{\mathrm{SM}}^2}.$$
(7)
The mean value of the observable $`O_{Re}`$ is given by

$$O_{Re}O_{Re}M_{\mathrm{prod}}^2𝑑\varphi =M_{Re}^2𝑑\varphi +Re(d_\tau )\frac{(M_{Re}^2)^2}{M_{\mathrm{SM}}^2}𝑑\varphi ,$$
(8)
where the integration is over the phase space ($`\varphi `$) spanned by the relevant kinematic variables. The cross-term containing the integral of the product of $`M_{Re}^2`$ and $`M_{Im}^2`$ drops out because of their different symmetry properties. The expression for the imaginary part is similar. The means of the observables $`O_{Re}`$ and $`O_{Im}`$ are therefore linear functions of $`d_\tau `$,

$$O_{Re}=a_{Re}Re(d_\tau )+b_{Re},O_{Im}=a_{Im}Im(d_\tau )+b_{Im}.$$
(9)
Eight different final states in the decay of $`\tau `$-pairs, $`(e\nu \overline{\nu })(\mu \nu \overline{\nu })`$, $`(e\nu \overline{\nu })(\pi \nu )`$, $`(\mu \nu \overline{\nu })(\pi \nu )`$, $`(e\nu \overline{\nu })(\rho \nu )`$, $`(\mu \nu \overline{\nu })(\rho \nu )`$, $`(\pi \nu )(\rho \nu )`$, $`(\rho \nu )(\rho \overline{\nu })`$, and $`(\pi \nu )(\pi \overline{\nu })`$, are analyzed, where all particles except $`\nu `$ and $`\overline{\nu }`$ are positively or negatively charged. Because of the undetectable particles, we can not fully reconstruct the quantities $`𝒌`$ and $`𝑺_\pm `$. Therefore, for each event we calculate possible kinematic configurations and obtain the mean value of $`M_{\mathrm{SM}}^2`$, $`M_{Re}^2`$ and $`M_{Im}^2`$ by averaging over the calculated configurations. In the case when both $`\tau `$ leptons decay hadronically ($`\tau \pi \nu `$ or $`\rho \nu `$), the $`\tau `$ flight direction is calculated with a two-fold ambiguity  and we take the average of $`M_{\mathrm{SM}}^2`$, $`M_{Re}^2`$ and $`M_{Im}^2`$ over the two solutions. In the case when either one or both $`\tau `$ leptons decay leptonically ($`\tau e\nu \overline{\nu }`$ or $`\mu \nu \overline{\nu }`$), a Monte Carlo (MC) treatment is adopted to take into account the additional ambiguity in the effective mass of the $`\nu \overline{\nu }`$ system ($`m_{\nu \overline{\nu }}`$). For each event we generate 100 MC configurations using a hit-and-miss approach by varying $`m_{\nu \overline{\nu }}`$, and compute the averaged $`M_{\mathrm{SM}}^2`$, $`M_{Re}^2`$ and $`M_{Im}^2`$ over successful tries in which the $`\tau `$ direction can be constructed kinematically. In the calculation, we ignore the effect of undetected photons coming from initial state radiation, radiative $`\tau `$ decays and bremsstrahlung. The resulting bias in $`d_\tau `$ is included among the systematic errors; the effect on the final result is negligible.

## 2 Data and event selection

In this analysis, we use 26.8 million $`\tau `$-pairs ($`29.5\mathrm{fb}^1`$) accumulated with the Belle detector  at the KEKB accelerator . KEKB is an asymmetric energy $`e^+e^{}`$ collider with a beam crossing angle of 22 mrad. Its center-of-mass energy is 10.58 GeV, corresponding to the $`\mathrm{{\rm Y}}(4S)`$ resonance, with beam energies of 8 and 3.5 GeV for electrons and positrons, respectively. Belle is a general-purpose detector with an asymmetric structure along the beam direction. Among the detector elements, the central drift chamber (CDC) and the silicon vertex detector (SVD) are essential to obtain the momentum vectors of charged particles. The combined information from the silica Aerogel Cherenkov counters (ACC), the time-of-flight counters (TOF), the CsI electromagnetic calorimeter (ECL), and the $`\mu /K_L`$ detector (KLM) is used for particle identification.

The MC event generators KORALB/TAUOLA  are used for $`\tau `$-pair production and decays. The detector simulation is performed with a GEANT-based program, GSIM. Actual data and MC generated events are reconstructed by the same program written by the Belle collaboration.

We reconstruct the eight $`\tau `$-pair decay modes mentioned above, with the following conditions. Each charged track is required to have a transverse momentum $`p_t>0.1`$ GeV/$`c`$. Photon candidates should deposit an energy of $`E>0.1`$ GeV in the ECL. A signal event is required to have two charged tracks with zero net-charge and no photon apart from $`\rho ^\pm \pi ^\pm \pi ^0`$, $`\pi ^0\gamma \gamma `$.

A track is identified as an electron using a likelihood ratio combining $`dE/dx`$ in the CDC, the ratio of energy deposited in the ECL and momentum measured in the CDC, the shower shape in the ECL and the hit pattern from the ACC. The identification efficiency is estimated to be 92% with a $`\pi ^\pm `$ fake rate of 0.3% for the momentum range between 1.0 GeV/$`c`$ and 3.0 GeV/$`c`$ in the laboratory frame . A muon is identified by its range and hit pattern in the KLM detector, with efficiency and fake rate estimated to be 91% and 2%, respectively, for momenta in the laboratory frame greater than 1.2 GeV/$`c`$. A track is considered to be a pion if it is identified as a hadron by the KLM information and not identified as an electron: the efficiency of this selection is estimated to be 81%, and the purity for the selected samples is estimated by MC to be 89%. A $`\rho ^\pm `$ is reconstructed from a charged track and a $`\pi ^0`$ where the track should be neither an electron nor a muon, and for $`\pi ^0\gamma \gamma `$, the reconstructed $`\pi ^0`$ should have an invariant mass between 110 and 150 MeV/$`c^2`$ and a momentum in the laboratory frame larger than $`0.2`$ GeV/$`c`$. In order to suppress background and to improve the performance of the particle identification cuts, we restrict the analysis to lepton candidates within the barrel region, $`0.60<\mathrm{cos}\theta <0.83`$, and to pion candidates for $`\tau \pi \nu `$ within the KLM barrel region, $`0.50<\mathrm{cos}\theta <0.62`$, where $`\theta `$ is the polar angle opposite to the $`e^+`$ beam direction in the laboratory frame. For the same reason, the laboratory frame particle momentum is required to be greater than 0.5 GeV/$`c`$ for an electron, 1.2 GeV/$`c`$ for both a muon and pion, and 1.0 GeV/$`c`$ for the $`\rho ^\pm `$.

The dominant backgrounds are due to two-photon as well as Bhabha and $`\mu \mu `$ processes. In order to remove two-photon events, we require the missing momentum not to be directed towards the beam-pipe region (imposing a selection $`0.950<\mathrm{cos}\theta <0.985`$), and to reject the latter processes we require that the sum of the charged track momenta be less than 9 GeV/$`c`$ in the center-of-mass frame. Additional selections are imposed particularly on the $`e\pi `$ mode where a large number of Bhabha events could contribute through misidentification. For the $`e\pi `$ mode, we remove events which satisfy the following criteria: the opening angle of the two tracks in the plane perpendicular to the beam axis is greater than $`175^{}`$, and their momentum sum is greater than 6 GeV/$`c`$ in the $`\tau `$-pair rest frame. Finally, we remove events in which the $`\tau `$ flight direction cannot be kinematically reconstructed, which mostly arise from $`\tau `$-pairs having hard initial-state radiation and misidentified $`\tau `$-pair backgrounds.

The yield of events passing this selection is given in Table 1 for each of the eight selected modes. The mean energy of the $`\tau `$-pair system in the obtained sample is $`\sqrt{s}=10.38`$ GeV; this sets the scale at which $`d_\tau (s)`$ is measured. Because of events with soft radiated photons, the energy scale is slightly lower than the beam energy. The dominant background sources are also listed in the table. Hadronic $`\tau `$ decays with two or more $`\pi ^0`$’s make a contribution of a few percent. For the modes including $`\pi ^\pm `$, kaons and misidentified muons from other $`\tau `$ decays produce a feed-across background; for example, we estimate that 5.3% of the $`\mu \pi `$ sample consists of $`\mu K`$ decays. The other backgrounds are estimated by MC to be a few percent from two-photon processes, and less than 1% from Bhabha, $`\mu \mu `$, and multihadronic processes.

Figures 1 and 2 show the resulting momentum and $`\mathrm{cos}\theta `$ distributions, respectively, for charged particles in the laboratory frame. Very good agreement with MC is found, except for low-momentum electrons (Fig. 1(a)) and pions (Fig. 1(c)). The dip in the $`\mathrm{cos}\theta `$ distribution of the muon (Fig. 2(b)) is due to an efficiency drop at the region of overlap between the barrel and endcap KLM elements.

The resulting $`O_{Re}`$ and $`O_{Im}`$ distributions are shown in Fig. 3 along with those obtained from MC simulation with $`d_\tau =0`$. Good agreement is found between the experimental data and the MC samples. Distributions of the ratio of the data to MC (not shown here) are flat and near 1.0.

## 3 Extraction of $`d_\tau `$

In order to extract the $`d_\tau `$ value from the observable using Eq. (9), we have to know the coefficient $`a`$ and the offset $`b`$. In the ARGUS analysis , which also used the optimal observable method, the first term of Eq. (8) was assumed to be negligible because it vanishes when the integration takes place over the full phase space: $`M_{Re}^2𝑑\varphi =0`$. The value of $`d_\tau `$ was obtained as the ratio of the observable’s mean to the second term, $`Re(d_\tau )=O_{Re}/O_{Re}^2`$. However, the detector acceptance $`\eta `$ affects the means of the observables according to

$$O_{Re}\eta (\varphi )O_{Re}M_{\mathrm{prod}}^2𝑑\varphi .$$
(10)
Similar expressions obtain for the imaginary part. This means that the first term of Eq. (8) is not necessarily zero and the coefficient may differ from $`O_{Re}^2`$ when the detector acceptance is taken into account. In the ARGUS study, the acceptance effect produced the largest systematic uncertainty, of the order of $`10^{16}e`$ cm.

In order to reduce this systematic effect, we extract both parameters $`a`$ and $`b`$ from the correlation between $`O_{Re}`$($`O_{Im}`$) and $`Re(d_\tau )`$($`Im(d_\tau )`$) obtained by a full MC including acceptance effects.

An example of the correlation between $`O_{Re}`$($`O_{Im}`$) and $`Re(d_\tau )`$($`Im(d_\tau )`$) is shown in Fig. 4. Each point is obtained from MC with detector simulation and event selection. By fitting the correlation plot with Eq. (9), the parameters $`a`$ and $`b`$ are obtained. The feed-across background from other $`\tau `$ decays shows some dependence on $`d_\tau `$, because the spin direction is correlated with the momenta of the final state particles. Therefore, the effects of the feed-across background on the coefficient $`a`$ and offset $`b`$ are corrected using the parameters obtained from the background. The resulting coefficients and offsets are shown in Fig. 5.

As can be seen from the values of the coefficient $`a`$, the $`\pi \rho `$ and $`\rho \rho `$ modes have the highest sensitivities for $`d_\tau `$, while the $`\pi \pi `$ mode has a somewhat lower sensitivity. For the real part, this is an effect of averaging over the two solutions for the $`\tau `$ direction: in the $`\tau \pi \nu `$ case, this causes spin correlation information to be lost, whereas for $`\tau \rho \nu `$ the angular distribution of the $`\rho \pi \pi ^0`$ decay provides information on the $`\tau `$ spin which survives the averaging procedure. For the imaginary part, the lower sensitivity is due to the tighter $`\mathrm{cos}\theta `$ cut applied to pions in the $`\tau \pi \nu `$ channel, compared to $`\tau \rho \nu `$; there is also a small effect from the tighter momentum cut. The remaining modes, which include leptons, have low sensitivities because information about the $`\tau `$ spin, and also its direction, is lost due to the additional neutrino(s). Non-zero offsets $`b_{Im}`$ are seen for the imaginary part, due to the forward/backward asymmetry in the acceptance of the detector.

## 4 Systematic uncertainties

Although in general the MC simulation reproduces the observed kinematic distributions well, the small disagreement that is evident in Figures 1 and 2 dominates the systematic uncertainty. The effect on $`d_\tau `$ is studied by reweighting the MC distributions by the ratio of data and MC. The second significant uncertainty originates from possible charge asymmetry in the detection efficiency. The ratio of yields, $`N(\alpha ^+\beta ^{})/N(\alpha ^{}\beta ^+)`$, for data and MC agrees within 1%, where $`\alpha `$ and $`\beta `$ are the relevant charged particles from the $`\tau `$ decays. The resulting systematic uncertainty is evaluated by varying the detection efficiency by $`\pm 1`$%. The effect is of the same size as the statistical error for $`Im(d_\tau )`$, while it is negligible for $`Re(d_\tau )`$. The backgrounds lead to additional systematic uncertainties in $`d_\tau `$ because the parameters $`a`$ and $`b`$ are corrected for the background distributions: this effect is assessed by varying the assumed background rate. The effects of photon energy resolution, and of possible biases in reconstructed momentum (for charged tracks and photons), are checked by applying scaling factors based on a comparison of data and MC distributions. In order to examine a possible asymmetry arising from the alignment of the tracking devices, we measure the differences in polar angles, $`\Delta \theta =\theta _{\mathrm{CM}}^+\theta _{\mathrm{CM}}^{}`$, and azimuthal angles, $`\Delta \varphi =\varphi _{\mathrm{CM}}^+\varphi _{\mathrm{CM}}^{}`$, for the two tracks in $`e^+e^{}\mu ^+\mu ^{}`$ events, and find a small deviation from back-to-back topological alignment in each direction: $`\Delta \theta =1.48`$ mrad and $`\Delta \varphi =0.36`$ mrad. Applying an artificial angular deviation of this magnitude to one of the charged tracks, we find the change in the observables to be negligible compared to the other errors.

To estimate the effect of ignoring radiative processes in the calculation of the observables, we consider the case $`d_\tau =0`$ and compare our standard calculation to one which includes initial state radiation, taking the shift in $`d_\tau `$ as a measure of the systematic error. Since this shift occurs in analysis of both data and MC events, it is already taken into account in the analysis (up to effects of detector and/or background mismodelling), so the estimate is conservative. For all decay modes apart from $`\pi \pi `$, the shift is negligibly small.

The various sources of systematic error are listed in Table 2.

## 5 Result

The values of $`d_\tau `$ extracted using Eq. (9) are listed in Table 3 along with the corresponding statistical and systematic errors, and plotted in Fig. 6. The results are consistent with $`d_\tau =0`$ within the errors.

Finally, we obtain mean values for $`Re(d_\tau )`$ and $`Im(d_\tau )`$ over the eight different $`\tau ^+\tau ^{}`$ modes weighted by quadratically summed statistical and systematic errors,

$`Re(d_\tau )`$ $`=`$ $`(1.15\pm 1.70)\times 10^{17}e\mathrm{cm},`$ (11)
$`Im(d_\tau )`$ $`=`$ $`(0.83\pm 0.86)\times 10^{17}e\mathrm{cm},`$ (12)
with corresponding 95% confidence limits

$`2.2<Re(d_\tau )<4.5(10^{17}e\mathrm{cm}),`$ (13)
$`2.5<Im(d_\tau )<0.8(10^{17}e\mathrm{cm}).`$ (14)
This investigation has improved the sensitivity to the $`\tau `$ lepton’s electric dipole moment by an order of magnitude over previous measurements.

Acknowledgements

We would like to thank Professors K. Hagiwara, O. Nachtmann, and Z. Wa̧s for their constructive advice and many helpful discussions. We also wish to thank the KEKB accelerator group for the excellent operation of the KEKB accelerator. We gratefully acknowledge the support from the Ministry of Education, Culture, Sports, Science, and Technology of Japan, Grant-in-Aid for JSPS Fellows 01655 2001, and the Japan Society for the Promotion of Science; the Australian Research Council and the Australian Department of Industry, Science and Resources; the National Science Foundation of China under contract No. 10175071; the Department of Science and Technology of India; the BK21 program of the Ministry of Education of Korea and the CHEP SRC program of the Korea Science and Engineering Foundation; the Polish State Committee for Scientific Research under contract No. 2P03B 17017; the Ministry of Science and Technology of the Russian Federation; the Ministry of Education, Science and Sport of the Republic of Slovenia; the National Science Council and the Ministry of Education of Taiwan; and the U.S. Department of Energy.