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# Spectra of Bernoulli convolutions as multipliers in 𝐿^𝑝 on the circle

## 1. Introduction and main results

Let $`\nu `$ be a Borel probability measure on $`S^1=/`$, and let

$$T_\nu :L^p(S^1)L^p(S^1)$$

be the convolution operator, namely, $`T_\nu f:=\nu f`$. Put

$$_\nu :=\{\widehat{\nu }(n):n\}.$$

It is shown by Sarnak  that if the closure $`\overline{_\nu }`$ has capacity zero, then the following identity relation for the spectra of $`T_\nu `$ in different $`L^p(S^1)`$ is satisfied:

(1.1)
$$\text{sp}(T_\nu ,L^p)\text{sp}(T_\nu ,L^2)=\overline{_\nu },1<p<+\mathrm{}.$$

The present paper deals with the case when $`\nu `$ is a Bernoulli convolution. Recall that for any $`\theta >1`$ the Bernoulli convolution parameterized by $`\theta `$ is defined as follows:

$$\mu _\theta :=\underset{k=0}{\overset{\mathrm{}}{}}(\frac{1}{2}\delta _{\theta ^k}+\frac{1}{2}\delta _{\theta ^k})$$

(where $`\delta _x`$ denotes the Dirac $`\delta `$-measure at $`x`$). Thus,

(1.2)
$$\widehat{\mu _\theta }(t)=\underset{k=0}{\overset{\mathrm{}}{}}\mathrm{cos}(2\pi \theta ^kt).$$

We can view $`\mu _\theta `$ as a measure on the line, i.e., $`t`$ in (1.2). The induced measure on the circle has Fourier coefficients $`\{\widehat{\mu _\theta }(n):n\}`$.

As is well known, $`\text{supp}\mu _\theta I_\theta =[\frac{\theta }{\theta 1},\frac{\theta }{\theta 1}]`$ for any $`\theta >1`$. Moreover, for $`\theta >2`$ the measure $`\mu _\theta `$ is usually called the Cantor-Lebesgue measure (parameterized by $`\theta `$), and its support is the Cantor set with constant dissection ratio $`\theta `$. On the other hand, $`\text{supp}\mu _\theta =I_\theta `$ for $`\theta (1,2]`$.

In \[7, Th II, p. 40\] it is shown that unless $`\theta `$ is a Pisot number (an algebraic integer greater than 1 whose conjugates are all less than 1 in modulus), $`\widehat{\mu _\theta }(t)0`$ as $`t+\mathrm{}`$ along the reals, whence $`\overline{_{\mu _\theta }}`$ is countable and thus, (1.1) is satisfied.

Sarnak  considered the case of the classical Cantor-Lebesgue measure ($`\theta =3`$), for which he proved that $`\overline{_{\mu _\theta }}`$ is countable and therefore (1.1) holds. As stated in , the same approach can be applied to the case of an arbitrary integer $`\theta 3`$, and the only case left is the irrational Pisot numbers $`\theta `$. The question about the limit points of the Fourier coefficients for this class of measures was raised in .

###### Theorem 1.1.

The set of limit points of the sequence $`\{\widehat{\mu _\theta }(n):n\}`$, with an irrational Pisot parameter $`\theta `$, is countable, so (1.1) holds for $`\nu =\mu _\theta `$.

###### Remark 1.2.

There is apparently another way to obtain (1.1) for $`\nu =\mu _\theta `$, without getting countability of the spectrum. It is known that if a Borel probability measure $`\nu `$ on $`S^1`$ is $`L^p`$-improving111A measure $`\nu `$ is called $`L^p`$-improving for some $`p(1,\mathrm{})`$, if there exists $`q=q(p)>p`$ such that $`\nu fL^q(S^1)`$ for any $`fL^p(S^1)`$. If $`\nu `$ improves some $`L^p`$, then it improves all of them for $`1<p<+\mathrm{}`$, see ., then, like in the case in question, (1.1) holds, see \[5, Th. 4.1\]. Christ  proved that $`\mu _\theta `$ is $`L^p`$-improving for all $`\theta >2`$, and he made a remark that the same argument works for $`\theta (1,2)`$ as well.

Since we are considering measures on the circle, one may argue that it is in fact more natural to have the Bernoulli convolution measure supported on an interval of length 1, rather than on $`I_\theta `$ (whose length is $`2\theta /(\theta 1)>1`$). This is achieved by a linear change of variable, resulting in the Fourier coefficients $`\{\widehat{\mu }((\frac{\theta 1}{2\theta })n):n\}`$, and we show that the analog of Theorem 1.1 is still valid (see below).

More generally, one may inquire what happens under an arbitrary scale change. It turns out that the situation is rather delicate.

For $`r>0`$ put

$$_{\nu ,r}:=\{\widehat{\nu }(rn):n\}.$$

For a set $`E`$ let $`E^{}`$ denote the derived set of $`E`$, that is, the set of its limit points.

###### Theorem 1.3.

Let $`\theta 2`$ be a Pisot number. Then

1. for any positive $`r(\theta )`$, the set $`_{\mu _\theta ,r}^{}`$ is countable;
2. for Lebesgue a.e. $`r>0`$, the set $`_{\mu _\theta ,r}^{}`$ is a non-empty interval.

###### Corollary 1.4.

For any $`\theta >2`$, the spectrum in $`L^p(S^1),p>1`$, of the convolution operator corresponding to the Cantor-Lebesgue measure with the constant dissection ratio $`\theta `$, constructed on $`[0,1)S^1=/`$, is countable.

This follows from Theorem 1.3 (i), since $`\frac{\theta 1}{2\theta }(\theta )`$ and translating the measure by $`\frac{1}{2}`$ results in multiplying the Fourier coefficients by $`(1)^n`$.

Denote $`E^{(1)}:=E^{},E^{(n+1)}:=(E^{(n)})^{}`$. For $`r(\theta )`$, it is natural to ask what is the cardinality of the second, third, etc., derived sets for $`_{\mu _\theta ,r}`$. The following theorem answers this question.

###### Theorem 1.5.

For any Pisot $`\theta 2`$ and any positive $`r(\theta )`$ the set $`_{\mu _\theta ,r}^{(n)}`$ is countable for each $`n1`$.

## 2. Proof of countability: the model case

The core of the paper is the proof of Theorem 1.3 (i) (which, of course, implies Theorem 1.1). Our proof is loosely based on the method used in  for $`\theta =3`$. On the other hand, the case of irrational $`\theta `$ requires extra tools more common for the theory of Pisot numbers (in the spirit of the monograph \[2, Chapter VIII\]).

The structure of the rest of the paper is as follows: in this and the next sections we are going to show that

(2.1)
$$\text{card}_{\mu _\theta ,r}^{}\mathrm{}_0,r(\theta )(0,\mathrm{}).$$

Note that our proof applies to the case $`\theta `$ as well. Combined with Theorem 1.5 (proved in Section 4) this yields Theorem 1.3 (i). Theorem 1.3 (ii) is also proved in Section 4.

The Pisot numbers $`\theta 2`$ are distinguished by the fact that $`\widehat{\mu }_\theta (t)\to ̸0`$, as $`t+\mathrm{}`$ over the reals. This was proved by Erdős  (for integers $`\theta >2`$ this had been known earlier). It is easy to see that also $`\widehat{\mu }_\theta (n)\to ̸0`$, as $`n+\mathrm{}`$ over the integers, see Section 4. If $`\theta =2`$, then $`\mu _\theta `$ is absolutely continuous, so there is nothing to prove.

For the rest of the paper, we fix a Pisot number $`\theta 2`$ and denote by $`\theta _2,\mathrm{},\theta _m`$ the conjugates of $`\theta =\theta _1`$. Since $`\theta `$ is Pisot,

(2.2)
$$\rho =\underset{i2}{\mathrm{max}}|\theta _i|[0,1)$$

($`\rho =0`$ if and only if $`\theta `$).

Let us begin the proof of the inequality (2.1). Denote by $``$, $``$ the nearest integer and the distance to the nearest integer respectively.

To simplify notation, denote $`\mu :=\mu _\theta `$. It suffices to prove that there are at most countable many limit points for the set $`\{|\widehat{\mu }(rn)|:n\}`$. Fix $`\eta >0`$ and assume that integers $`n_k+\mathrm{}`$ are such that

(2.3)
$$|\widehat{\mu }(rn_k)|a,a\eta .$$

Similarly to , our goal is to show that there can be only a countable set of such $`a`$’s for any fixed $`\eta `$; this will yield (2.1).

There exist $`N_k`$ and $`y_k[1,\theta )`$ such that

(2.4)
$$y_k=2rn_k\theta ^{N_k}.$$

Let

(2.5)
$$y_k\theta ^j=K_j^{(k)}+\delta _j^{(k)},j=1,\mathrm{},N_k,$$

where $`\delta _j^{(k)}(\frac{1}{2},\frac{1}{2}]`$ and $`K_j^{(k)}=y_k\theta ^j`$. By (1.2) and (2.4),

(2.6)
$$|\widehat{\mu }(rn_k)|=\underset{j=\mathrm{}}{\overset{N_k}{}}|\mathrm{cos}(\pi y_k\theta ^j)|=\underset{j=\mathrm{}}{\overset{N_k}{}}\mathrm{cos}\left(\pi \delta _j^{(k)}\right).$$

Let $`m`$ be the degree of $`\theta `$, with the minimal polynomial $`x^md_1x^{m1}\mathrm{}d_m`$. For the rest of the paper we fix a $`\delta `$ which satisfies

(2.7)
$$0<\delta <(1+|d_1|+\mathrm{}+|d_m|)^1.$$

The reason for the choice of $`\delta `$ is the following

###### Lemma 2.1.

Suppose that $`|\delta _j^{(k)}|\delta `$ for $`j=A_k+1,\mathrm{},A_k+b`$, where $`0A_kN_kb`$ and $`b>m`$. Then

(2.8) $`K_{j+m}^{(k)}=d_1K_{j+m1}^{(k)}+\mathrm{}+d_mK_j^{(k)},`$
for $`j=A_k+1,\mathrm{},A_k+bm`$.

###### Proof.

By our condition and (2.7), for $`jA_k+1`$,

$$|K_{j+m}^{(k)}d_1K_{j+m1}^{(k)}\mathrm{}d_mK_j^{(k)}|\delta (1+|d_1|+\mathrm{}+|d_m|)<1.$$

As $`K_j^{(k)}`$’s and $`d_i`$’s are integers, we are done. ∎

We want to estimate the number of $`\delta _j^{(k)}`$’s that are greater than $`\delta `$ in modulus. Let $`L`$ be such that $`(\mathrm{cos}(\pi \delta ))^L\eta /2`$. It follows from (2.3) and (2.6) that for $`k`$ sufficiently large,

(2.9)
$$L_k:=\mathrm{\#}\{j[1,N_k]:\left|\delta _j^{(k)}\right|>\delta \}L.$$

Since we only care about the limit, we can assume without loss of generality that (2.9) holds for all $`k`$.

The rest of the proof is somewhat technical, so we believe that it is helpful first to present a sketch in the special model case $`L_k=1`$ and $`r=1`$. This will be done in the rest of the section.

Thus, let us assume for the moment that $`\left|\delta _j^{(k)}\right|\delta `$ for all $`j=1,\mathrm{},N_k`$, except possibly $`j=J_k`$. There are three possibilities: (a) $`supJ_k<\mathrm{}`$, (b) $`sup(N_kJ_k)<\mathrm{}`$, and (c) $`supJ_k=\mathrm{}`$ and $`sup(N_kJ_k)=\mathrm{}`$. By passing to a subsequence, we can assume that we actually have one of the following cases:

Case 1: $`J_k=R`$ (independent of $`k`$);

Case 2: $`J_k=N_kR`$;

Case 3: $`J_k\mathrm{}`$ and $`N_kJ_k\mathrm{}`$.

Case 1. By Lemma 2.1, the sequence $`\{K_j^{(k)}\}`$ satisfies the recurrence relation (2.8) for $`j=R+1,\mathrm{},N_km`$ (for $`k`$ large enough to satisfy $`N_k>R+m`$). Then we can express $`K_j^{(k)}`$ in terms of $`\theta `$ and its conjugates $`\theta _2,\mathrm{},\theta _m`$ as follows:

(2.10)
$$K_j^{(k)}=c_1^{(k)}\theta ^j+\underset{i=2}{\overset{m}{}}c_i^{(k)}\theta _i^j,j=R+1,\mathrm{},N_k.$$

Observe that the coefficients $`c_i^{(k)}`$ are completely determined by $`K_j^{(k)}`$ for $`j=R+1,\mathrm{},R+m`$. These $`K_j^{(k)}`$’s are integers bounded by $`\theta ^{R+m+1}+1`$ (as $`y_k\theta `$ and $`K_j^{(k)}`$ is the nearest integer to $`y_k\theta ^j`$). Thus, there are finitely many possibilities for $`c_i^{(k)}`$ and we can assume, passing to a subsequence, that $`c_i^{(k)}=c_i`$ do not depend on $`k`$.

Let $`y:=c_1`$; the first important point is that $`y(\theta )`$. This follows from the Cramer’s Rule, solving the linear system (2.10), with $`j=R+1,\mathrm{},R+m`$, for $`c_i`$. Alternatively, note that $`y\theta ^j0`$ as $`j+\mathrm{}`$ by (2.10), and the fact that $`y(\theta )`$ is a part of the well-known Pisot-Vijayaraghavan theorem (see ).

Now comes the crucial point—we have to use that $`n_k`$ is an integer222Note that the set of limit points of $`\widehat{\mu }(t)`$, as $`t\mathrm{}`$ over the reals, is an interval—see Lemma 4.1 below.. We assumed that $`r=1`$, so $`n_k=\frac{1}{2}y_k\theta ^{N_k}`$ from (2.4). We have $`2n_k=K_{N_k}^{(k)}`$, since both sides are integers. Hence by (2.5) and (2.10),

$$y_k\theta ^{N_k}=K_{N_k}^{(k)}=y\theta ^{N_k}+O(\rho ^{N_k}),$$

where $`\rho `$ is given by (2.2) and the implied constant in $`O`$ is independent of $`k`$. Thus, $`y_k=y+O(\theta ^{N_k}\rho ^{N_k})`$, and an elementary argument yields

$$|\widehat{\mu }(n_k)|\underset{j=\mathrm{}}{\overset{\mathrm{}}{}}|\mathrm{cos}(\pi y\theta ^j)|.$$

(A more general statement is proved below, in Lemma 3.2.) Since the right-hand side depends only on $`y(\theta )`$, the number of possible limit points in this case is at most countable.

Case 2. By Lemma 2.1, $`K_j^{(k)}`$’s satisfy the recurrence relation (2.8) for $`j=1,\mathrm{},N_kRm1`$, when $`k`$ is sufficiently large. Passing to a subsequence, we can assume that $`K_j^{(k)}=K_j`$ do not depend on $`k`$ for $`jN_kR1`$ and

(2.11)
$$K_j=y\theta ^j+\underset{i=2}{\overset{m}{}}c_i\theta _i^j,j=1,\mathrm{},N_kR1.$$

Again we have $`y(\theta )`$. Extend $`K_j`$ by (2.11) to $`j=N_kR,\mathrm{},N_k`$; in other words, we extend $`K_j`$ to satisfy the recurrence relation (2.8). We cannot claim that $`K_j=K_j^{(k)}`$ for $`j=N_kR,\mathrm{},N_k`$; however, it is easy to see from the recurrence that

$$\left|K_j^{(k)}K_j\right|C_R,j=N_kR,\mathrm{},N_k,$$

where $`C_R`$ does not depend on $`k`$. (This is proved below, in Lemma 3.1.) Again, passing to a subsequence, we can assume that $`K_{N_k}^{(k)}K_{N_k}=A`$ is a constant. Using that $`n_k`$ is an integer, we obtain

$$y_k\theta ^{N_k}=K_{N_k}^{(k)}=y\theta ^{N_K}+A+O(\rho ^{N_k}),$$

where the implied constant in $`O`$ is independent of $`k`$. Thus $`y_k=y+A\theta ^{N_k}+O(\theta ^{N_k}\rho ^{N_k})`$, and it is not hard to show that

$$|\widehat{\mu }(n_k)|\underset{j=\mathrm{}}{\overset{\mathrm{}}{}}|\mathrm{cos}(\pi y\theta ^j)|\underset{j=0}{\overset{\mathrm{}}{}}|\mathrm{cos}(\pi A\theta ^j)|.$$

(A more general statement will be proved below, in Lemma 3.2.) Since $`y(\theta )`$ and $`A`$, the number of possible limit points in this case is again at most countable.

Case 3. By Lemma 2.1, $`\left\{K_j^{(k)}\right\}_{j=1}^{J_km1}`$ and $`\left\{K_j^{(k)}\right\}_{j=J_k+1}^{N_km}`$ satisfy the recurrence relation (2.8). As in Case 2, we can assume by passing to a subsequence that $`K_j^{(k)}=K_j`$ for $`j=1,\mathrm{},J_k1`$, whence

$$K_j=y\theta ^j+\underset{i=2}{\overset{m}{}}c_i\theta _i^j,j=1,\mathrm{},J_k1,$$

for some $`y(\theta ),c_2,\mathrm{},c_m`$. Also, as in Case 2, we extend $`K_j`$ to $`jJ_k`$ to satisfy the same recurrence relation and check that

$$\left|K_j^{(k)}K_j\right|C_R,j=J_k+1,\mathrm{},J_k+m.$$

Let $`S_j^{(k)}=K_{J_k+j}^{(k)}K_{J_k+j}`$ for $`j=1,\mathrm{},N_kJ_k`$. Hence there exist $`b_i^{(k)}(\theta _i)`$, with $`i=1,\mathrm{},m`$, such that

$$S_j^{(k)}=b_1^{(k)}\theta ^j+\underset{i=2}{\overset{m}{}}b_i^{(k)}\theta _i^j,j=1,\mathrm{},m.$$

Because of the bounds on $`S_j^{(k)}`$, there are finitely many possibilities for $`b_i^{(k)}`$, so we can assume that they do not depend on $`k`$, passing to a subsequence. Let $`z=b_1=b_1^{(k)}`$. We have $`S_j=S_j^{(k)}=z\theta ^j+O(\rho ^j)`$ for $`j1`$. Now observe that

$$K_j^{(k)}=K_j+S_{jJ_k},j=J_k+1,\mathrm{},N_k.$$

Thus, using that $`n_k`$ is an integer, we obtain

$$y_k\theta ^{N_k}=K_{N_k}^{(k)}=K_{N_k}+S_{N_kJ_k}=y\theta ^{N_k}+z\theta ^{N_kJ_k}+O(\rho ^{N_kJ_k}),$$

where the implied constant in $`O`$ is independent of $`k`$. Since $`J_k\mathrm{}`$ and $`N_kJ_k\mathrm{}`$, is not hard to show that

$$|\widehat{\mu }(n_k)|\underset{j=\mathrm{}}{\overset{\mathrm{}}{}}|\mathrm{cos}(\pi y\theta ^j)|\underset{j=\mathrm{}}{\overset{\mathrm{}}{}}|\mathrm{cos}(\pi z\theta ^j)|.$$

(We will prove a more general statement below, in Lemma 3.2.) As $`y,z(\theta )`$, the number of possible limit points in this case is at most countable.

This concludes the sketch of the proof of (2.1) in the model case $`L_k=1`$ and $`r=1`$. The idea for the general case is as follows: we gather all indices $`j`$, for which $`\left|\delta _j^{(k)}\right|>\delta `$, in groups in such a way that the distance between any two adjacent groups goes to the infinity as $`k\mathrm{}`$. Then we treat each group similarly to one of the three cases considered in this section, depending on the position of this group (“beginning”, “middle” or “end”) and finally, justify passing to the limit in the key Lemma 3.2.

## 3. Proof of countability: the general case

We continue with the proof of the general case where we left it, after the definition of $`L_k`$ (2.9). Let $`1I_1^{(k)}<I_2^{(k)}<\mathrm{}<I_{L_k}^{(k)}N_k`$ be all the indices $`j`$ for which $`\left|\delta _j^{(k)}\right|>\delta `$. Since $`L_kL`$, we can assume that $`L_k=L^{}`$ does not depend on $`k`$, passing to a subsequence. Further, passing to a subsequence, we can assume that for all $`i=1,\mathrm{},L^{}1`$, either $`I_{i+1}^{(k)}I_i^{(k)}=R_i`$ (independent of $`k`$), or $`I_{i+1}^{(k)}I_i^{(k)}\mathrm{}`$, as $`k\mathrm{}`$. Also, either $`I_1^{(k)}=R_0`$ or $`I_1^{(k)}\mathrm{}`$ and either $`N_kI_L^{}^{(k)}=R_L^{}`$ or $`N_kI_L^{}^{(k)}\mathrm{}`$. Let

$$R=\mathrm{max}\{R_i:i=0,\mathrm{},L^{}\}+1.$$

We can find $`M\{1,\mathrm{},L^{}\}`$ and integers

$$1=J_0^{(k)}<J_1^{(k)}<\mathrm{}<J_M^{(k)}<J_{M+1}^{(k)}=N_k$$

so that $`J_{i+1}^{(k)}J_i^{(k)}\mathrm{}`$ for $`i=0,\mathrm{},M`$, and

$$\left|\delta _j^{(k)}\right|\delta \text{for all}j\{1,\mathrm{},N_k\}\text{such that}\underset{i}{\mathrm{min}}\left|jJ_i^{(k)}\right|R.$$

By Lemma 2.1, $`\left\{K_j^{(k)}\right\}`$ satisfy the recurrence relation (2.8) for $`J_i^{(k)}+RjJ_{i+1}^{(k)}Rm`$, with $`i=0,\mathrm{},M`$ (for $`k`$ large enough to satisfy $`J_{i+1}^{(k)}J_i^{(k)}>2R+m`$). In particular, this is true for $`1+RjJ_1^{(k)}Rm`$. Thus we can write

$$K_j^{(k)}=c_1^{(k)}\theta ^j+\underset{i=2}{\overset{m}{}}c_i^{(k)}\theta _i^j,j=R+1,\mathrm{},J_1^{(k)}R$$

(for $`k`$ sufficiently large). The coefficients $`c_i^{(k)}`$ are completely determined by $`K_j^{(k)}`$ for $`j=R+1,\mathrm{},R+m`$, which are integers bounded by $`\theta ^{R+m+1}+1`$. Thus, there are finitely many possibilities for $`c_i^{(k)},i=1,\mathrm{},m`$. Hence we can assume, passing to a subsequence, that $`c_i^{(k)}=c_i`$ do not depend on $`k`$. Thus, $`K_j^{(k)}=K_j`$ for $`jJ_1^{(k)}R`$. Denote $`z_0:=c_1`$, so that

$$K_j=z_0\theta ^j+O(\rho ^j).$$

As in Case 1, we have $`z_0(\theta )`$ ($`z_0`$ is a natural analog of $`y`$ from the previous section). Next we repeat the argument from Case 3. Extend the sequence $`\{K_j\}`$ to $`j>J_1^{(k)}R`$ so that it satisfies the recurrence relation for all $`j`$. We need the following lemma.

###### Lemma 3.1.

Suppose that $`K_j^{(k)}=K_j`$ for $`jA_k`$ and $`\{K_j\}`$ satisfies the recurrence relation (2.8) for all $`j`$. Then for any $`p`$ there exists $`C_p=C_p(\theta )>0`$ such that

(3.1) $`|K_j^{(k)}K_j|C_p,j=A_k+1,\mathrm{},A_k+p.`$
###### Proof.

This is proved by induction. Since $`K_j^{(k)}`$ is the nearest integer to $`y_k\theta ^j`$, for any $`j1`$,

$$|K_{j+m}^{(k)}d_1K_{j+m1}^{(k)}\mathrm{}d_mK_j^{(k)}|\frac{1}{2}(1+|d_1|+\mathrm{}+|d_m|)=:\gamma .$$

It follows that we can take $`C_1=\gamma `$ in (3.1). Suppose (3.1) is verified for some $`p`$. Then we have for $`j=A_k+p+1`$,

$`|K_{j+1}^{(k)}K_{j+1}|`$ $`=|K_{j+1}^{(k)}d_1K_j^{(k)}\mathrm{}d_mK_{jm+1}^{(k)}`$
$`+d_1K_j^{(k)}+\mathrm{}+d_mK_{jm+1}^{(k)}d_1K_j\mathrm{}d_mK_{jm+1}|`$
$`\gamma +(|d_1|+\mathrm{}+|d_m|)C_p<\gamma (1+2C_p).`$
Thus, we may put $`C_{p+1}=\gamma (1+2C_p)`$, and the lemma is proved. ∎

Let

$$S_j^{(k)}=K_{J_1^{(k)}+j}^{(k)}K_{J_1^{(k)}+j},j=R+1,\mathrm{},R+m.$$

By Lemma 3.1,

$$\left|S_j^{(k)}\right|C_{2R+m},j=R+1,\mathrm{},R+m.$$

Therefore, we can assume (passing to a subsequence) that $`S_j^{(k)}`$’s do not depend on $`k`$ for $`j=R+1,\mathrm{},R+m`$. We can find $`z_1(\theta ),c_2^{},\mathrm{},c_m^{}`$ so that

(3.2) $`S_j=S_j^{(k)}=z_1\theta ^j+{\displaystyle \underset{i=2}{\overset{m}{}}}c_i^{}\theta _i^j,j=R+1,\mathrm{},R+m.`$
Extend $`S_j`$ to $`j>R+m`$ by the formula (3.2), so that they satisfy the recurrence relation. Now observe that

$$K_j^{(k)}=K_j+S_{jJ_1^{(k)}},j=J_1^{(k)}+R+1,\mathrm{},J_2^{(k)}R$$

(for $`k`$ large enough to satisfy $`J_2^{(k)}J_1^{(k)}>2R+m`$), as both sides agree for $`j=J_1^{(k)}+R+1,\mathrm{},J_1^{(k)}+R+m`$, and satisfy the same recurrence relation of length $`m`$. It follows that

$$K_j^{(k)}=z_0\theta ^j+z_1\theta ^{jJ_1^{(k)}}+O\left(\rho ^{jJ_1^{(k)}}\right),j=J_1^{(k)}+R+1,\mathrm{},J_2^{(k)}R,$$

where the implied constant in $`O`$ is independent of $`k`$.

Next we repeat the same argument and obtain, by induction, that for $`i=2,\mathrm{},M`$,

(3.3) $`K_j^{(k)}=`$ $`z_0\theta ^j+z_1\theta ^{jJ_1^{(k)}}+\mathrm{}+z_i\theta ^{jJ_i^{(k)}}+O(\rho ^{jJ_i^{(k)}}),`$
$`j=J_i^{(k)}+R,\mathrm{},J_{i+1}^{(k)}R.`$
Indeed, for each $`i`$ extend $`K_j^{(k)}`$ from $`j<J_i^{(k)}R`$ to larger $`j`$’s by recurrence; denote them $`Q_j^{(k)}`$. Put

$$T_j^{(k)}:=K_{J_i^{(k)}+j}^{(k)}Q_{J_i^{(k)}+j}^{(k)},j=R+1,\mathrm{},R+m.$$

Then $`\left|T_j^{(k)}\right|C_{2R+m}`$ for $`j=R+1,\mathrm{},R+m`$. We can write $`T_j^{(k)}`$ as a linear combination of $`\theta ^j`$ and the powers of its conjugates. As above, there are finitely many possibilities for the coefficients (as $`k`$ varies), so we can assume without loss of generality that they do not depend on $`k`$. The coefficient at $`\theta ^j`$ will be denoted by $`z_i`$, which yields (3.3).

For $`i=M`$ the formula (3.3) becomes

(3.4) $`K_{N_kR+j}^{(k)}=`$ $`z_0\theta ^{N_kR+j}+{\displaystyle \underset{i=1}{\overset{M}{}}}z_i\theta ^{N_kJ_i^{(k)}R+j}+O\left(\rho ^{N_kJ_M^{(k)}R+j}\right),`$
$`j=J_M^{(k)}+2RN_k,\mathrm{},0`$
(recall that $`J_M^{(k)}N_k\mathrm{}`$). As usual, the implied constant in $`O`$ is independent of $`k`$. One last time extend $`K_j^{(k)}`$ by recurrence, to $`j=N_kR+1,\mathrm{},N_k,\mathrm{}`$ Denote the resulting integer sequence by $`\{L_{N_kR+j}^{(k)}\}_{j=1}^{\mathrm{}}`$. By Lemma 3.1,

(3.5)
$$|K_{N_k}^{(k)}L_{N_k}^{(k)}|C_R.$$

We have

(3.6)
$$2rn_k=y_k\theta ^{N_k}=K_{N_k}^{(k)}+\delta _{N_k}^{(k)}.$$

Now it’s the time to use the fact that $`n_k`$ is an integer; this is slightly more complicated than in Section 2, because the left-hand side of (3.6) need not be an integer. However, as $`2r(\theta )\{0\}`$ by assumption, we can invert it in $`(\theta )`$, i.e.,

(3.7)
$$(2r)^1=a_0+a_1\theta +\mathrm{}+a_{m1}\theta ^{m1},$$

for some $`a_i`$. Thus,

(3.8) $`n_k`$ $`=(2r)^1\left(K_{N_k}^{(k)}+\delta _{N_k}^{(k)}\right)`$
$`=(a_0+a_1\theta +\mathrm{}+a_{m1}\theta ^{m1})K_{N_k}^{(k)}+(2r)^1\delta _{N_k}^{(k)}`$
$`=a_0L_{N_k}^{(k)}+a_1L_{N_k+1}^{(k)}+\mathrm{}+a_{m1}L_{N_K+m1}^{(k)}+A_k.`$
Let us estimate the “error term” $`A_k`$. By the definition of the integers $`L_{N_kR+j}^{(k)}`$, they satisfy (3.4), with $`K`$ replaced by $`L`$, for $`j=1,2,\mathrm{}`$ In particular,

(3.9)
$$L_{N_k+j}^{(k)}=z_0\theta ^{N_k+j}+\underset{i=1}{\overset{M}{}}z_i\theta ^{N_kJ_i^{(k)}+j}+O(\rho ^{N_kJ_M^{(k)}+j}),j0.$$

Hence in view of $`N_kJ_M^{(k)}+\mathrm{}`$,

$$\underset{k\mathrm{}}{lim}\left|L_{N_k+j+1}^{(k)}\theta L_{N_k+j}^{(k)}\right|=0,0jm1,$$

whence

$$\left|L_{N_k}^{(k)}\underset{j=0}{\overset{m1}{}}a_j\theta ^j\underset{j=0}{\overset{m1}{}}a_jL_{N_k+j}^{(k)}\right|0,k+\mathrm{}.$$

By (3.8), (3.5) and in view of $`\left|\delta _{N_k}^{(k)}\right|\frac{1}{2}`$, we have $`|A_k|C^{}`$ for some constant $`C^{}`$ independent of $`k`$; namely, one may put for $`k`$ large enough,

$$C^{}=1+(4r)^1(2C_R+1),$$

where $`C_R`$ is as in (3.5).

On the other hand, it follows from (3.8) that $`A_ks^1`$ for some $`s`$ independent of $`k`$, because $`a_i`$ and the $`n_k`$ is an integer. Thus, there are finitely many possibilities for $`A_k`$, so, passing to a subsequence, we can assume that $`A_k=A`$ is a constant. Now we have by (3.9),

$`y_k`$ $`=2rn_k\theta ^{N_k}=2r\left(a_0L_{N_k}^{(k)}+\mathrm{}+a_{m1}L_{N_K+m1}^{(k)}\right)\theta ^{N_k}+2rA\theta ^{N_k}`$
$`=2rz_0(a_0+a_1\theta +\mathrm{}+a_{m1}\theta ^{m1})`$
$`+2r{\displaystyle \underset{i=1}{\overset{M}{}}}z_i\left(a_0\theta ^{J_i^{(k)}}+\mathrm{}+a_{m1}\theta ^{J_i^{(k)}+m1}\right)+2rA\theta ^{N_k}`$
$`+O\left(\theta ^{N_k}\rho ^{N_kJ_M^{(k)}}\right),`$
and finally, by (3.7),

(3.10)
$$y_k=z_0+\underset{i=1}{\overset{M}{}}z_i\theta ^{J_i^{(k)}}+2rA\theta ^{N_k}+O\left(\theta ^{N_k}\rho ^{N_kJ_M^{(k)}}\right).$$

###### Lemma 3.2.

$`|\widehat{\mu }(n_k)|`$ $`={\displaystyle \underset{j=\mathrm{}}{\overset{N_k}{}}}|\mathrm{cos}(\pi y_k\theta ^j)|`$
$`{\displaystyle \underset{i=0}{\overset{M}{}}}{\displaystyle \underset{j=\mathrm{}}{\overset{\mathrm{}}{}}}|\mathrm{cos}(\pi z_i\theta ^j)|{\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}|\mathrm{cos}(2\pi rA\theta ^j)|,k+\mathrm{}.`$
Recall that by the construction of $`z_i`$ we have for $`0iM`$:

(3.11)
$$z_i\theta ^j=O(\rho ^j),j\mathrm{}.$$

It follows that the bi-infinite products in the right-hand side converge. This lemma will clearly imply our theorem, as $`z_i(\theta )`$ and $`A`$, so there are countable many possible limits.

Proof of Lemma 3.2. We can find integers $`E_i^{(k)},i=0,\mathrm{},M`$, so that

$$J_i^{(k)}<E_i^{(k)}<J_{i+1}^{(k)},\underset{k\mathrm{}}{lim}\left(E_i^{(k)}J_i^{(k)}\right)=\underset{k\mathrm{}}{lim}\left(J_{i+1}^{(k)}E_i^{(k)}\right)=+\mathrm{}.$$

We are going to show that

(3.12) $`F_0(k)`$ $`:={\displaystyle \frac{_{j=\mathrm{}}^{E_0^{(k)}}|\mathrm{cos}(\pi y_k\theta ^j)|}{_{j=\mathrm{}}^{\mathrm{}}|\mathrm{cos}(\pi z_0\theta ^j)|}}1,k\mathrm{};`$
(3.13) $`F_i(k)`$ $`:={\displaystyle \frac{_{j=E_{i1}^{(k)}+1}^{E_i^{(k)}}|\mathrm{cos}(\pi y_k\theta ^j)|}{_{j=\mathrm{}}^{\mathrm{}}|\mathrm{cos}(\pi z_i\theta ^j)|}}1,k\mathrm{},i=1,\mathrm{},M;`$
(3.14) $`F_{M+1}(k)`$ $`:={\displaystyle \frac{_{j=E_M^{(k)}+1}^{N_k}|\mathrm{cos}(\pi y_k\theta ^j)|}{_{j=0}^{\mathrm{}}|\mathrm{cos}(2\pi rA\theta ^j)|}}1,k\mathrm{}.`$
These statements will imply the lemma.

First we verify (3.12). Observe that $`_{j=E_0^{(k)}}^{\mathrm{}}|\mathrm{cos}(\pi z_0\theta ^j)|1`$, since $`E_0^{(k)}\mathrm{}`$ and the denominator in $`F_0(k)`$ converges. Thus, it remains to show that

$$\underset{j=\mathrm{}}{\overset{E_0^{(k)}}{}}\frac{|\mathrm{cos}(\pi y_k\theta ^j)|}{|\mathrm{cos}(\pi z_0\theta ^j)|}1.$$

Note that $`y_k=z_0+O\left(\theta ^{J_1^{(k)}}\right)`$ by (3.10). By assumption (2.3), $`|\mathrm{cos}(\pi y_k\theta ^j)|\eta `$ for $`jN_k`$. Since $`|y_k\theta ^jz_0\theta ^j|=O\left(\theta ^{jJ_1^{(k)}}\right)`$, we have $`|\mathrm{cos}(\pi y^{}\theta ^j)|\eta /2`$ for $`y^{}`$ between $`z_0`$ and $`y_k`$, for all $`jE_0^{(k)}`$, for $`k`$ sufficiently large. Then we can take logarithm of each term and use the mean value theorem to get

$`\left|\mathrm{log}\left|{\displaystyle \frac{\mathrm{cos}(\pi y_k\theta ^j)}{\mathrm{cos}(\pi z_0\theta ^j)}}\right|\right|`$ $`|\mathrm{tan}(\pi y^{}\theta ^j)||y_kz_0|\theta ^j`$
$`{\displaystyle \frac{2}{\eta }}|y_kz_0|\theta ^j=O\left(\theta ^{jJ_1^{(k)}}\right),`$
where $`y^{}`$ is between $`z_0`$ and $`y_k`$. Summing over $`jE_0^{(k)}`$ and letting $`k\mathrm{}`$ yields the desired claim, since $`J_1^{(k)}E_0^{(k)}+\mathrm{}`$.

Now we verify (3.13). Since $`E_{i1}^{(k)}J_i^{(k)}\mathrm{},E_i^{(k)}J_i^{(k)}+\mathrm{}`$, and the denominator in $`F_i(k)`$ converges, it suffices to show that

(3.15)
$$\underset{j=E_{i1}^{(k)}+1}{\overset{E_i^{(k)}}{}}\frac{|\mathrm{cos}(\pi y_k\theta ^j)}{\left|\mathrm{cos}\left(\pi z_i\theta ^{jJ_i^{(k)}}\right)\right|}1.$$

In view of (3.10), we can write

$$y_k\theta ^j=z_0\theta ^j+\underset{\mathrm{}=1}{\overset{i1}{}}z_{\mathrm{}}\theta ^{jJ_{\mathrm{}}^{(k)}}+z_i\theta ^{jJ_i^{(k)}}+O\left(\theta ^{jJ_{i+1}^{(k)}}\right),$$

for $`j=E_{i1}^{(k)}+1,\mathrm{},E_i^{(k)}`$. By (3.11), for $`j=E_{i1}^{(k)}+1,\mathrm{},E_i^{(k)}`$ we have

$$y_k\theta ^j=O\left(\rho ^{jJ_{i1}^{(k)}}\right)+z_i\theta ^{jJ_i^{(k)}}+O\left(\theta ^{jJ_{i+1}^{(k)}}\right)mod.$$

For $`k`$ sufficiently large, the denominators in (3.15) are bounded away from $`0`$, as above, when we checked (3.12), and we obtain

$$\left|\mathrm{log}\left|\frac{\mathrm{cos}(\pi y_k\theta ^j)}{\mathrm{cos}\left(\pi z_i\theta ^{jJ_i^{(k)}}\right)}\right|\right|\text{const}\left(\rho ^{jJ_{i1}^{(k)}}+\theta ^{jJ_{i+1}^{(k)}}\right).$$

Summing over $`j=E_{i1}^{(k)}+1,\mathrm{},E_i^{(k)}`$, we obtain that the logarithm of the product in (3.15) is bounded in modulus by $`\text{const}\left(\rho ^{E_{i1}^{(k)}J_{i1}^{(k)}}+\theta ^{E_i^{(k)}J_{i+1}^{(k)}}\right)`$ which tends to 0, as $`k\mathrm{}`$.

It remains to check (3.14). Since $`E_M^{(k)}N_k\mathrm{}`$ and the denominator in $`F_{M+1}(k)`$ converges, it is sufficient to show that

(3.16)
$$\underset{j=E_M^{(k)}+1}{\overset{N_k}{}}\frac{|\mathrm{cos}(\pi y_k\theta ^j)|}{|\mathrm{cos}(2\pi rA\theta ^{jN_k})|}1.$$

We have for $`j=E_M^{(k)}+1,\mathrm{},N_k`$, from (3.10), in view of (3.11):

$$y_k\theta ^j=2rA\theta ^{jN_k}+O\left(\rho ^{jJ_M^{(k)}}\right)+O\left(\theta ^{jN_k}\rho ^{N_kJ_M^{(k)}}\right)mod.$$

For $`k`$ sufficiently large, the denominators in (3.16) are bounded away from $`0`$, as above, when we checked (3.12), and we can write

$$\left|\mathrm{log}\left|\frac{\mathrm{cos}(\pi y_k\theta ^j)}{\mathrm{cos}(2\pi rA\theta ^{jN_k})}\right|\right|\text{const}(\rho ^{jJ_M^{(k)}}+\theta ^{jN_k}\rho ^{N_kJ_M^{(k)}}).$$

Summing over $`j=E_M^{(k)}+1,\mathrm{},N_k`$, we obtain that the logarithm of the product in (3.16) is bounded above in modulus by $`\text{const}(\rho ^{E_M^{(k)}J_M^{(k)}}+\rho ^{N_kJ_M^{(k)}})`$ which tends to 0, as $`k\mathrm{}`$. This concludes the proof of Lemma 3.2. Inequality (2.1) and thus, Theorem 1.3 and Theorem 1.1 are proved as well. ∎

## 4. Proofs of other results

### 4.1. Proof of Theorem 1.3 (ii)

Let $`J_\theta `$ denote the set of limit points of $`\{\widehat{\mu }_\theta (t):t>0\}`$ as $`t\mathrm{}`$.

###### Lemma 4.1.

$`J_\theta `$ is a non-empty interval.

###### Proof.

By the theorem of Erdős , $`J_\theta `$ contains a non-zero point. On the other hand, $`0J_\theta `$, since $`\widehat{\mu }_\theta (\theta ^n/4)=0,n1`$. Let $`a=infJ_\theta ,b=supJ_\theta `$. Then there are sequences $`u_i,v_i\mathrm{}`$ such that $`\widehat{\mu }_\theta (u_i)a`$ and $`\widehat{\mu }_\theta (v_i)b`$. Without loss of generality, $`u_i<v_i<u_{i+1}`$ for all $`i`$. Since $`t\widehat{\mu _\theta }(t)`$ is continuous, for any $`\epsilon >0`$, for all $`i`$ sufficiently large, any value between $`a+\epsilon `$ and $`b\epsilon `$ is assumed by $`\widehat{\mu }_\theta (t)`$ at least once in $`(u_i,v_i)`$. Thus, $`J_\theta =[a,b]`$. ∎

Our goal is to prove that for a.e. $`r>0`$, $`J_\theta `$ is in fact the set of limit points for the sequence $`\{\widehat{\mu }_\theta (rn):n\}`$ as well.

Let $`\{y_k\}_{k1}`$ be a sequence dense in $`J_\theta `$. By the definition of $`J_\theta `$, for any $`k1`$, there is a sequence $`t_i^{(k)}+\mathrm{}`$ as $`i\mathrm{}`$, such that $`lim_i\mathrm{}\widehat{\mu }_\theta \left(t_i^{(k)}\right)=y_k`$. Recall the following well-known fact.

###### Proposition 4.2.

\[6, Chap. 1, Sec. 4, Cor 4.3\] For any unbounded sequence $`\{x_i\}_{i1}`$, the set $`\{\alpha x_i\}_{i1}`$ is dense modulo 1 for Lebesgue-a.e. $`\alpha `$.

Thus, for a.e. $`r>0`$, the sequence $`\left\{r^1t_i^{(k)}\right\}_{i1}`$ is dense modulo 1 for all $`k1`$. Fix such an $`r`$. Then for any $`k1`$, there is a subsequence $`t_{i_j}^{(k)}`$ such that $`r^1t_{i_j}^{(k)}0`$ mod 1 (of course, $`i_j`$ may depend on $`k`$). Thus, for any $`k`$, there exist $`n_j`$ such that $`rn_jt_{i_j}^{(k)}0`$, as $`j\mathrm{}`$. Note that $`\left|\frac{d}{dt}\widehat{\mu _\theta }(t)\right|C`$, since $`\mu _\theta `$ has compact support on $``$, whence

(4.1) $`\{\widehat{\mu _\theta }(a_n):n\}^{}=\{\widehat{\mu _\theta }(b_n):n\}^{}`$
for any $`a_n,b_n\mathrm{}`$, with $`a_nb_n0`$. Therefore,

$$\underset{j\mathrm{}}{lim}\widehat{\mu _\theta }(rn_j)=\underset{j\mathrm{}}{lim}\widehat{\mu _\theta }\left(t_{i_j}^{(k)}\right)=y_k.$$

It follows that for a.e. $`r>0`$, the set of limit points of $`\{\widehat{\mu }_\theta (rn):n\}`$ contains all $`y_k`$, which are dense in $`J_\theta `$, and hence it contains all of $`J_\theta `$. ∎

### 4.2. Proof of Theorem 1.5

In view of Theorem 1.3 (i) and the fact that $`_{\mu _\theta ,r}^{(n+1)}_{\mu _\theta ,r}^{(n)},n1`$, it suffices to show that the $`n`$’th derived set of limit points of $`_{\mu _\theta ,r}`$ is at least countable for $`r(\theta )`$.

Since $`r(\theta )`$, there exists $`p[x]`$ such that $`\mathrm{\Lambda }=rp(\theta )[\theta ]`$. Let $`q[\theta ]`$ be an arbitrary number. We have

$$\underset{k\mathrm{}}{lim}\widehat{\mu _\theta }(rp(\theta )q\theta ^k)=\underset{k\mathrm{}}{lim}\widehat{\mu _\theta }(\mathrm{\Lambda }q\theta ^k)=\underset{j=\mathrm{}}{\overset{\mathrm{}}{}}\mathrm{cos}(2\pi \mathrm{\Lambda }q\theta ^j).$$

The first equality holds by (4.1), as $`h\theta ^n=O(\rho ^n)=o(1)`$ for any $`h[\theta ]`$. The second equality follows from (1.2). Put

$$\phi _\mathrm{\Lambda }(q)=\underset{j=\mathrm{}}{\overset{\mathrm{}}{}}\mathrm{cos}(2\pi \mathrm{\Lambda }q\theta ^j)$$

and

$$\mathrm{\Omega }_\mathrm{\Lambda }:=\{\phi _\mathrm{\Lambda }(q):q[\theta ]\}.$$

We just proved that $`\mathrm{\Omega }_\mathrm{\Lambda }_{\mu _\theta ,r}^{}`$, so $`\mathrm{\Omega }_\mathrm{\Lambda }^{(n)}_{\mu _\theta ,r}^{(n+1)},n1`$. Our next goal is to show first that $`\mathrm{\Omega }_\mathrm{\Lambda }^{}`$ (and hence $`_{\mu _\theta ,r}^{\prime \prime }`$) is infinite for every $`\mathrm{\Lambda }[\theta ]`$. Let $`a,b[\theta ]`$ and put $`q_n(a,b):=a+b\theta ^n`$. Then

$`\phi _\mathrm{\Lambda }(q_n(a,b))`$ $`={\displaystyle \underset{j=\mathrm{}}{\overset{\left[\frac{n}{2}\right]}{}}}\mathrm{cos}(2\pi \mathrm{\Lambda }(a+b\theta ^n)\theta ^j){\displaystyle \underset{\left[\frac{n}{2}\right]}{\overset{\left[\frac{3n}{2}\right]}{}}}\mathrm{cos}(2\pi \mathrm{\Lambda }(a+b\theta ^n)\theta ^j)`$
$`{\displaystyle \underset{j=\left[\frac{3n}{2}\right]+1}{\overset{\mathrm{}}{}}}\mathrm{cos}(2\pi \mathrm{\Lambda }(a+b\theta ^n)\theta ^j),`$
and similarly to Lemma 3.2, it is easy to see that the first product tends to $`\phi _\mathrm{\Lambda }(a)`$, the second one tends to $`\phi _\mathrm{\Lambda }(b)`$ and finally, the last one tends to 1. Hence

(4.2)
$$\phi _\mathrm{\Lambda }(q_n(a,b))\phi _\mathrm{\Lambda }(a)\phi _\mathrm{\Lambda }(b),n+\mathrm{}.$$

Recall that $`\theta 2`$ (when $`\phi _\mathrm{\Lambda }(q)0`$ for any $`\mathrm{\Lambda }`$ and $`q`$), so there always exists $`q`$ such that $`0<|\phi _\mathrm{\Lambda }(q)|<1`$, whence $`\mathrm{\Omega }_\mathrm{\Lambda }`$ is infinite. Furthermore, since $`q_n(a,b)[\theta ]`$, (4.2) implies that $`\mathrm{\Omega }_\mathrm{\Lambda }^2\mathrm{\Omega }_\mathrm{\Lambda }^{}`$, where $`\mathrm{\Omega }_\mathrm{\Lambda }^2=\{\omega _1\omega _2:\omega _i\mathrm{\Omega }_\mathrm{\Lambda }\}`$. Therefore, $`\mathrm{\Omega }_\mathrm{\Lambda }^{}`$ is infinite as well. Now, $`\mathrm{\Omega }_\mathrm{\Lambda }^4(\mathrm{\Omega }_\mathrm{\Lambda }^{})^2(\mathrm{\Omega }_\mathrm{\Lambda }^2)^{}\mathrm{\Omega }_\mathrm{\Lambda }^{\prime \prime }`$, whence $`\mathrm{\Omega }_\mathrm{\Lambda }^{\prime \prime }`$ is also infinite, etc. By induction, $`_{\mu _\theta ,r}^{(n)}`$ is countable for each $`n1`$. ∎

## 5. Concluding remarks

1. Our first remark concerns the proof of Theorem 1.3 (ii) (see the beginning of the previous section). In fact, what we use is the following

###### Lemma 5.1.

Assume $`fC(_+)L^{\mathrm{}}(_+)`$, and $`J`$ is the set of the limit points of $`f`$ as $`t+\mathrm{}`$. Then the derived set for $`\{f(rn):n\}`$ as $`n+\mathrm{}`$ is equal to $`J`$ for a.e. $`r>0`$.

The proof of this lemma is exactly the same as above for $`f(t):=\widehat{\mu _\theta }(t)`$. This claim is probably known but we did not find it in the literature.

2. Our second remark consists in a simple observation that the expression for the limit points of $`_{\mu _\theta ,r}`$ in Lemma 3.2 (without the moduli) is in fact a general formula for $`x_{\mu _\theta ,r}^{}`$. More precisely, let

$$𝒫_\theta =\{\xi :\xi \theta ^n0,n+\mathrm{}\}.$$

As is well known, $`[\theta ]𝒫_\theta (\theta )`$ (see, e.g., ), and $`𝒫_\theta `$ is obviously a group under addition. Then our claim is that for any $`M_+,(z_i)_{i=0}^M𝒫_\theta ^{M+1}`$ and $`A`$,

$$x=\underset{i=0}{\overset{M}{}}\underset{j=\mathrm{}}{\overset{\mathrm{}}{}}\mathrm{cos}(\pi z_i\theta ^j)\underset{j=0}{\overset{\mathrm{}}{}}\mathrm{cos}(2\pi rA\theta ^j)_{\mu _\theta ,r}^{}.$$

Indeed, put

$$n_k=(2r)^1(z_0\theta ^{(M+1)k}+z_1\theta ^{Mk}+\mathrm{}+z_M\theta ^k)+A.$$

The proof is practically the same as for Lemma 3.2, and we leave it to the reader.

3. Our next remark concerns translations of Bernoulli convolutions. Let $`\gamma `$; then shifting the origin by $`\gamma `$ results in multiplying $`\widehat{\mu _\theta }(rn)`$ by $`e^{2\pi i\gamma n}`$.

###### Proposition 5.2.

The closure of the set $`\{\widehat{\mu _\theta }(nr)e^{2\pi i\gamma n}:n\}`$ is countable for $`r(\theta )`$ and $`\gamma (\theta )`$, but uncountable for $`r(\theta )`$ and a.e. $`\gamma `$.

###### Proof.

First suppose that $`r(\theta )`$ and $`\gamma (\theta )`$. It follows from the proof of the main theorem that if $`|\widehat{\mu }_\theta (rn_k)|\to ̸0`$, then the formula (3.10) gives a general expression for $`n_k`$, with $`k`$ sufficiently large. Now it is enough to note that for any $`\xi (\theta )`$, the sequence $`\{\xi \theta ^n:n\}`$ has finitely many limit points333This was known to Pisot, see e.g. \[1, p. 96\] and hence the sequence $`\{\gamma n_k:k\}`$ has finitely many limit points.

On the other hand, given $`r(\theta )`$, we can fix $`n_k`$ so that $`\widehat{\mu }_\theta (rn_k)a0`$. Using Proposition 4.2 again, we see that for a.e. $`\gamma `$, the sequence $`\{\gamma n_k:k\}`$ is dense modulo 1, and therefore, the set of limit points of the sequence $`\{\widehat{\mu }_\theta (rn_k)e^{2\pi i\gamma n_k}\}`$ is the circle of radius $`|a|`$. ∎

4. Denote by $`\mu _\theta (r,\gamma )`$ the measure on the circle whose Fourier coefficients are $`\widehat{\mu }_\theta (rn)e^{2\pi in\gamma }`$ (that is, the translation of a scaled copy of $`\mu _\theta `$). We have shown that for “most” $`(r,\gamma )`$ the spectrum $`\text{sp}(T_{\mu _\theta (r)},L^2)`$ contains a continuum (an interval or a circle). In these cases we cannot use Sarnak’s result  to claim that the spectra are the same in all $`L^p`$, for $`p(1,\mathrm{})`$. However, the remarks in  indicate that $`\mu _\theta (r,0)`$ is $`L^p`$-improving for any $`r>1`$ and $`\theta >1`$, and any translation of the measure, obviously, preserves the property. Thus, by \[5, Th. 4.1\] we see that the claim on coincidence of spectra in all $`L^p`$ is valid for all $`\mu _\theta (r,\gamma )`$.

### Acknowledgment

We would like to thank the Erwin Schrödinger Institute for Mathematical Physics at Vienna as well as Peter Grabner and Robert Tichy, the organizers of the workshop “Arithmetics, Automata and Asymptotics” in Graz (July, 2002) for their hospitality.


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# Abelian duality in three dimensions11footnote 1supported by KBN grant 5 P03B 072 21

## 1 Introduction

At present, Abelian duality is a classical theme in (quantum) field theory. In four-dimensional case, there are two well-known papers on electric-magnetic (or $`S`$-duality) in Abelian gauge theory, viz. \[References,References\]. In three dimensions, one could cite the other two papers, \[References\] and \[References\], but unfortunately, neither is fully comprehensive nor satisfactory. The first one (\[References\]) lacks explicit formulas for the partition functions and a definite conclusion, whereas the second one (\[References\]) lacks sufficient generality and topological aspects are there largely ignored. Moreover, the both are seemingly contradictory: \[References\] suggests exact (i.e. without any coefficients) duality between Abelian gauge field and scalar field, whereas the corresponding partition functions calculated in \[References\] markedly differ.

The aim of this short work is to fill the gap and clarify some points (the reader is advised to consult the above-mentioned papers for more details which are not repeated here). In particular, we will explicitly calculate the both partition functions and we will show the mutual duality of the both theories.

## 2 Partition function of the Abelian theory

We consider the connected orientable three-dimensional Riemannian (of Euclidean signature) manifold $`^3`$. The action of $`U(1)`$ gauge theory on $`^3`$ is defined by

$$S[A]=\frac{1}{4\pi e^2}_^3F_AF_A=\frac{1}{8\pi e^2}_^3d^3x\sqrt{g}F_{ij}F^{ij},i,j=1,2,3,$$
(1)
where $`F_{ij}=_iA_j_jA_i`$ ($`F_A=dA`$), $`e`$ is the coupling constant ($`e>0`$), and $`g_{ij}`$ is the metric tensor on $`^3`$. A standard form of the partition function is

$$Z_A=𝒟Ae^{S[A]},$$
(2)
where $`𝒟A`$ denotes a formal integration measure with respect to gauge non-equivalent field configurations, i.e. the Faddeev–Popov procedure is applied.

The partition function consists of several factors: (1) $`Z_{\mathrm{det}}`$ — product of (regularized) determinants, (2) $`Z_{\mathrm{class}}`$ — sum over the classical saddle points, (3) $`Z_{\mathrm{vol}}`$ — the volume of the space of classical minima, (4) $`Z_0`$ — a contribution from zero modes.

The form of $`Z_{\mathrm{det}}`$, coming from Gaussian integration with respect to gauge fields and ghosts, is rather standard, i.e.

$$Z_{\mathrm{det}}=\frac{det^{}\mathrm{\Delta }_0}{det^{1/2}\mathrm{\Delta }_1},$$
(3)
where the prime denotes removal of zero modes and possible regularization of the determinant, $`\mathrm{\Delta }_0`$ is a Laplacian acting on zero-forms (Faddeev–Popov ghosts), and $`\mathrm{\Delta }_1`$ is a Laplacian acting on one-forms (gauge fields). Obviously, $`Z_{\mathrm{det}}`$ is independent of the coupling constant $`e^2`$ and physically corresponds to “quantum fluctuations”.

The classical part represents the sum over classical saddle points,

$$Z_{\mathrm{class}}^{(A)}=e^{S[A_{\mathrm{class}}]},$$
(4)
where $`A_{\mathrm{class}}`$ are local minima of the action (1) corresponding to different line bundles. For non-trivial second homology of $`^3`$ we have the field configurations with non-zero flux,

$$_{\mathrm{\Sigma }_I}F=2\pi m^I,m^I,$$
(5)
$`I=1,\mathrm{},b_2=dimH_2(^3)`$. Then the solutions of the field equations can be represented by the sum

$$F=2\pi \underset{I}{}m^I\omega _I,$$
(6)
where $`\omega _I`$ span an integral basis of harmonic two-forms with normalization

$$_{\mathrm{\Sigma }_I}\omega _J=\delta _J^I.$$
(7)
Inserting the expansion (6) into the partition function (4) we obtain

$$Z_{\mathrm{class}}^{(A)}=\underset{m^I}{}e^{S[m^I]}.$$
(8)
Here

$$S[m^I]=\frac{\pi }{e^2}\underset{I,J}{}G_{IJ}m^Im^J,$$
(9)
with

$$G_{IJ}=\frac{1}{2}_^3d^3x\sqrt{g}\omega _{Iij}\omega _J^{ij}.$$
(10)
The volume of the space of classical minima is determined by a disjoint union of tori (one for each torsion element of $`\mathrm{Tors}(H_1(^3))`$) of dimension $`b_1(^3)`$ \[References\], that is, in our case,

$$Z_{\mathrm{vol}}=|\mathrm{Tors}(H_1)|(2\pi )^{b_1}𝒱,$$
(11)
where the explicit form of $`𝒱`$ is given by the metric on the torus. Since the metric is determined by the zero modes (which are tangent to the torus \[References\]), we have (see, Eq.(3.5.5-6) in \[References\])

$$𝒱=\stackrel{1/2}{det}H_{PR},$$
(12)
where $`H`$ is defined by Eq.(25).

Finally, the contribution from zero modes is

$$(2\pi e)^{b_0b_1}V^{1/2}=(2\pi e)^{1b_1}V^{1/2},$$
(13)
where $`b_0`$ corresponds to Faddeev–Popov ghosts, $`b_1`$ is related to Abelian gauge fields, whereas the presence of the volume term $`V`$ of $`^3`$ follows from the normalization of the scalar (ghost) zero mode. Actually, we should divide this by $`2\pi `$ to obtain an agreement with “a direct calculation” of the path integral (this is explicitly demonstrated by considering a simple finite-dimensional example in Appendix of \[References\]). Thus,

$$Z_0=\frac{1}{2\pi }(2\pi e)^{1b_1}V^{1/2}.$$
(14)
Collecting all the above terms, i.e. Eq.(3), Eq.(8), Eq.(11) and Eq.(14), we obtain an explicit form of the partition function for the three-dimensional $`U(1)`$ gauge theory,

$$Z_A=\frac{e^{1b_1}}{V^{1/2}}|\mathrm{Tors}(H_1)|\stackrel{1/2}{det}H\frac{det^{}\mathrm{\Delta }_0}{det^{1/2}\mathrm{\Delta }_1}\underset{m^I}{}e^{S[m^I]},$$
(15)
with $`S[m^I]`$ defined by Eq.(9).

## 3 Partition function of the scalar theory

In this section we will calculate the partition function of the three-dimensional (single-component) scalar field theory on $`^3`$. In principle, we have the two possibilities: we could consider an ordinary scalar field assuming values in $``$ or a circle-valued scalar field with values in $`S`$. A short reflection suggests the second possibility. First of all, for ordinary scalar field we would not have a chance to reproduce the reach topological classical sector of the form (8). Anyway, $``$-valued theory can be considered as a topologically trivial sector in the circle-valued one.

The action of the scalar theory is of the form

$$S[\varphi ]=\frac{e^2}{4\pi }_^3E_\varphi E_\varphi =\frac{e^2}{4\pi }_^3d^3x\sqrt{g}E_iE^i,$$
(16)
where $`E_i=_i\varphi `$ ($`E_\varphi =d\varphi `$), with $`\varphi [0,2\pi )`$. The rest of the notation is analogous to the one used in the previous section. The partition function for the scalar theory,

$$Z_\varphi =D\varphi e^{S[\varphi ]},$$
(17)
can be calculated according to the scheme proposed for $`Z_A`$.

The determinantal part consists of the only one determinant coming from non-zero modes of the scalar field,

$$Z_{\mathrm{det}}=\stackrel{1/2}{det}\mathrm{\Delta }_0.$$
(18)
As far as the classical part is concerned, we have

$$Z_{\mathrm{class}}^{(\varphi )}=e^{S[\varphi _{\mathrm{class}}]},$$
(19)
where, analogously to Eq.(4), the sum is taken over the classical saddle points. But this time, for non-trivial first homology of $`^3`$ we have the field configurations with non-zero circulation,

$$_{C_P}E=2\pi n^P,n^P,$$
(20)
with $`P=1,\mathrm{},b_1=\mathrm{dim}H_1(^3)`$. Then, the solutions of the field equations can be expressed by the sum

$$E=2\pi \underset{P}{}n^P\alpha _P,$$
(21)
where $`\alpha _P`$ span an integral basis of harmonic one-forms with the normalization

$$_{C_P}\alpha _R=\delta _R^P.$$
(22)
Inserting the expansion (21) into the partition function (19) we obtain

$$Z_{\mathrm{class}}^{(\varphi )}=\underset{n^P}{}e^{\stackrel{~}{S}[n^P]},$$
(23)
where this time

$$\stackrel{~}{S}[n^P]=\pi e^2\underset{P,R}{}H_{PR}n^Pn^R,$$
(24)
with

$$H_{PR}=_^3d^3x\sqrt{g}\alpha _{Pi}\alpha _R^i.$$
(25)
The volume of the space of classical minima, which is the target space for this model (the circle $`S`$), is

$$Z_{\mathrm{vol}}=2\pi ,$$
(26)
and the zero-mode contribution (from a single zero mode of the scalar field),

$$Z_0=\frac{e}{2\pi }V^{1/2}.$$
(27)
The final shape of the partition function as the product of Eq.(18), Eq.(23), Eq.(26), and Eq.(27) assumes the form

$$Z_\varphi =eV^{1/2}\stackrel{1/2}{det}\mathrm{\Delta }_0\underset{n^P}{}e^{\stackrel{~}{S}[n^P]},$$
(28)
with $`\stackrel{~}{S}[n^P]`$ defined by Eq.(24).

## 4 Duality and final discussion

To show duality, at least in some limited sense, of the $`U(1)`$ gauge theory and the circle-valued scalar field theory, we should perform a Poisson resummation of the classical part of the partition function of the gauge field, Eq.(8), to convert it into an expression proportional to the classical part of the partition function of the scalar field, Eq.(19).

The Poisson resummation of Eq.(8) provides

$$Z_{\mathrm{class}}^{(A)}=\stackrel{1/2}{det}(e^2G)\underset{m^I}{}\mathrm{exp}[\pi e^2\underset{I,J}{}G^{IJ}m_Im_J],$$
(29)
where $`G^{IJ}`$ is the inverse matrix to $`G_{IJ}`$ ($`G^{IK}G_{KJ}=\delta _J^I`$). Inserting the identity (48) from Appendix,

$$G^{IJ}=Q^{IP}H_{PR}Q^{JR},$$
(30)
into the exponent of Eq.(29), and next using the modular property of the $`\theta `$-function \[References\], we get

$$Z_{\mathrm{class}}^{(A)}=e^{b_2}\stackrel{1/2}{det}(G_{IJ})\stackrel{1/2}{det}(Q^{KP})Z_{\mathrm{class}}^{(\varphi )}=e^{b_2}\stackrel{1/2}{det}Q_I^PZ_{\mathrm{class}}^{(\varphi )}.$$
(31)
The presence of determinants of Laplacians signals the appearance of the Reidemeister–Ray–Singer torsion. In general case, the Reidemeister–Ray–Singer torsion is a product of the two terms (see, Appendix B in \[References\]): the well-known analytic or determinantal term,

$$\tau _a(^3)=\stackrel{3/2}{det}\mathrm{\Delta }_0\stackrel{1/2}{det}\mathrm{\Delta }_1,$$
(32)
and a metric (or cohomological) term,

$$\tau _m(^3)=\stackrel{1/2}{det}G_{(0)}\stackrel{1/2}{det}G_{(1)}\stackrel{1/2}{det}G_{(2)}\stackrel{1/2}{det}G_{(3)},$$
(33)
where

$$G_{(i)}=\alpha _{(i)}\alpha _{(i)},$$
(34)
with $`\alpha _{(i)}`$ — an integral basis of harmonic $`i`$-forms. In our notation $`\alpha _{(0)}=1`$, $`\alpha _{(1)}=\{\alpha _P\}`$, $`\alpha _{(2)}=\{\omega _I\}`$, $`\alpha _{(3)}=V^{1/2}`$, and correspondingly, $`G_{(0)}=V`$, $`G_{(1)}=H_{PR}`$, $`G_{(2)}=G_{IJ}`$, $`G_{(3)}=1/V`$. Then

$$\tau _m(^3)=\frac{1}{V}\stackrel{1/2}{det}H\stackrel{1/2}{det}G,$$
(35)
and calculating determinants of the both sides od Eq.(49) yields

$$\tau _m(^3)=\frac{1}{V}\stackrel{1/2}{det}Q_P^I.$$
(36)
Now, we obtain from Eq.(15) and Eq.(31)

$$Z_A=e^{1b_1}|\mathrm{Tors}(H_1)|\tau (^3)\stackrel{1/2}{det}H_{PR}\stackrel{1/2}{det}\mathrm{\Delta }_0V^{1/2}e^{b_2}\stackrel{1/2}{det}Q_I^PZ_{\mathrm{class}}^{(\varphi )},$$
(37)
and finally

$$Z_A=|\mathrm{Tors}(H_1)|\tau (^3)\stackrel{1/2}{det}Q_{IP}Z_\varphi ,$$
(38)
which constitutes our generalized duality relation. In the case of $`b_1=0`$, since the Reidemeister–Ray–Singer torsion of the trivial representation is equal to $`|\mathrm{Tors}(H_1)|^1`$ (see, Footnote 4 in \[References\]), and $`detQ=1`$, we get a simplification,

$$Z_A=Z_\varphi .$$
(39)
The authors are very grateful to the referee for his helpful remarks concerning the torsions and the Poisson resummation allowing to avoid several serious errors present in the previous version of the paper.

## 5 Appendix

Let us recall

$$G_{IJ}=\omega _I\omega _J,H_{PR}=\alpha _P\alpha _R,$$
(40)
where

$$\omega _IH^2(^3,),\alpha _IH^1(^3,),$$
(41)
and

$$\alpha _P=Q_P^I\omega _I,\omega _I=Q_I^P\alpha _P.$$
(42)
Since

$$\alpha _P=\alpha _P=Q_P^I\omega _I=Q_P^IQ_I^R\alpha _R,$$
(43)
we have

$$Q_P^IQ_I^R=\delta _P^R.$$
(44)
Now, from (see, Eq.(40) and (42))

$$G_{IJ}=\omega _I\omega _J=Q_J^P\omega _I\alpha _P$$
(45)
it follows that

$$G_{IJ}Q_R^J=\delta _R^P\omega _I\alpha _P=\omega _I\alpha _RQ_{IR}.$$
(46)
Then

$$G_{IJ}=Q_{IP}Q_J^P,$$
(47)
and analogously for $`H_{PR}`$. Consequently, we can manipulate the indices $`I`$, $`J`$ with the metric tensor $`G_{IJ}`$, and the indices $`P`$, $`R`$ with $`H_{PR}`$. Thus, from (47) we finally deduce that

$$G^{IJ}=Q^{IP}Q_P^J=Q^{IP}H_{PR}Q^{JR}.$$
(48)
Let us write down another useful identity,

$$G^{IJ}Q_J^PH_{PR}=Q_P^I.$$
(49)


text:
# Strongly Cohen–Macaulay ideals of small second analytic deviation

## 1. Introduction

Let $`R`$ be a local Gorenstein ring. Let $`I`$ be an $`R`$-ideal of grade $`g`$ and minimally generated by $`n`$ elements. Let $`H_{}(I)`$ denote the homology modules of the ordinary Koszul complex $`𝕂_{}`$ built on a minimal generating set of $`I`$. The ideal $`I`$ is said to be strongly Cohen–Macaulay if all the $`(`$non-zero$`)`$ homology modules $`H_i(I)`$ are Cohen–Macaulay. The notion of strong Cohen–Macaulayness appeared as a generalization and correction by C. Huneke  of a result of M. Artin and M. Nagata  on residual Cohen–Macaulayness.

An extreme case of this property is given by a complete intersection. A Cohen–Macaulay almost complete intersection is also strongly Cohen–Macaulay. In , L. Avramov and J. Herzog settled the next case: Any Cohen–Macaulay ideal that can be generated by $`g+2`$ elements is strongly Cohen–Macaulay. Other distinguished classes of strongly Cohen–Macaulay ideals include perfect ideals of codimension two and perfect Gorenstein ideals of codimension three. More generally, ideals in the linkage class of a complete intersection, a situation that was dubbed licci ideals, are strongly Cohen–Macaulay .

The property of being strongly Cohen–Macaulay plays a crucial role in the study of blowup algebras. We recall $`I`$ satisfies property $`G_s`$, where $`s`$ is an integer, if $`\mu (I_𝔭)\mathrm{dim}R_𝔭`$ for any prime ideal $`𝔭`$ containing $`I`$ with $`\mathrm{dim}R_𝔭s1`$. We say $`I`$ satisfies $`G_{\mathrm{}}`$ if $`I`$ satisfies $`G_s`$ for all $`s`$. A classical result of , later refined in , states that: If $`I`$ is a strongly Cohen–Macaulay ideal satisfying $`G_{\mathrm{}}`$ then the symmetric algebra $`\mathrm{Sym}(I)`$ and the Rees algebra $`R[It]`$ of $`I`$ are isomorphic. Similarly, $`\mathrm{Sym}(I/I^2)`$ is isomorphic to the associated graded ring $`\mathrm{gr}_I(R)`$ of $`I`$ and, in both cases, these algebras are all Cohen–Macaulay. In this situation, the ideal $`I`$ is said to be of linear type.

In this paper we consider ideals $`I`$ with property $`G_{\mathrm{}}`$, where $`\mathrm{}`$ is the analytic spread of $`I`$, minimally generated by $`n=\mathrm{}+1`$ elements, with $`\mathrm{}g+1`$ and satisfying $`\mathrm{depth}R/I^j\mathrm{dim}R/Ij+1`$ for $`1j\mathrm{}g`$. Ideals for which $`n=\mathrm{}+1`$ are usually referred to as ideals of second analytic deviation one . In presence of property $`G_{\mathrm{}}`$, it is also well known that the above depth conditions are satisfied if the ideal is strongly Cohen–Macaulay . Ideals of second analytic deviation one have already been extensively studied in the literature $`(`$see for example $`)`$ and to give a flavor of their relevance we quote a result of , which states that: The only perfect Gorenstein $`(`$not of linear type$`)`$ ideals of codimension three with $`G_{\mathrm{}}`$ and with Cohen–Macaulay Rees algebra are exactly the ideals of second analytic deviation one.

The goal of this paper is to establish the strongly Cohen–Macaulay property of the whole class of such ideals $`(`$see Theorem 2.4$`)`$, thereby providing a better understanding of recent results from, for example,  and . At the same time, examples are given to illustrate that the theorem breaks down if either the second analytic deviation requirement or the depth conditions are relaxed.

## 2. The main result

In order to prove the main result we first need to study the degrees of the defining equations of the Rees algebra of our ideals. This will be done in Lemma 2.3, after we have established some definitions and facts.

There are two natural exact sequences that are useful to represent externally the Rees algebra of an ideal $`I`$. The first one

$$0𝒜\mathrm{Sym}(I)=\underset{j=0}{\overset{\mathrm{}}{}}S_j(I)R[It]=\underset{j=0}{\overset{\mathrm{}}{}}I^jt^j0$$

relates the symmetric algebra $`\mathrm{Sym}(I)`$ and the Rees algebra $`R[It]`$ of $`I`$. Since those two objects are graded, we can also write $`𝒜`$ in terms of its graded components, namely $`𝒜=𝒜_{\mathrm{\hspace{0.17em}2}}+𝒜_{\mathrm{\hspace{0.17em}3}}+\mathrm{}`$. Another way of representing the Rees algebra of $`I`$ is by means of the following mapping

$$0𝒬R[T_1,\mathrm{},T_n]R[It]0,$$

where $`I=(a_1,\mathrm{},a_n)`$ and $`T_j`$ is mapped to $`a_jt`$. $`𝒬`$ is the ideal generated by the equations of the Rees algebra. Again write $`𝒬`$ in terms of its graded components, namely $`𝒬=𝒬_{\mathrm{\hspace{0.17em}1}}+𝒬_{\mathrm{\hspace{0.17em}2}}+\mathrm{}`$. The above short exact sequences are related in the following manner

$$\mathrm{Sym}(I)B/B𝒬_{\mathrm{\hspace{0.17em}1}}𝒜_j=𝒬_j/B_{j1}𝒬_{\mathrm{\hspace{0.17em}1}}\mathrm{for}j2,$$

where $`B=R[T_1,\mathrm{},T_n]`$. Therefore $`𝒜_{\mathrm{\hspace{0.17em}2}}=\mathrm{}=𝒜_r=0`$ is equivalent to saying that $`S_j(I)I^j`$ for $`1jr`$ and also that the equations of the Rees algebra up to degree $`r`$ are generated by the linear ones.

On the other hand, it is also useful to study internally the Rees algebra of $`I`$, that is by means of reductions of $`I`$. A subideal $`J`$ of $`I`$ is said to be a reduction of $`I`$ if the inclusion of Rees algebras $`R[Jt]R[It]`$ is module finite . The philosophy underlying the use of reductions is that it is reasonable to expect to recover some of the properties of $`R[It]`$ from those of $`R[Jt]`$. It is even more reasonable to expect better results on $`R[It]`$ when $`J`$ has an amenable structure. Minimal reductions are reductions minimal with respect to containment. If the residue field is infinite, their minimal number of generators does not depend on the minimal reduction of the ideal. This number $`\mathrm{}`$ is called analytic spread of $`I`$. It equals the dimension of the fiber cone of $`I`$ and it is always greater than or equal to the height of $`I`$.

Finally, a proper $`R`$-ideal $`K`$ is called an $`s`$-residual intersection of $`I`$, where $`s`$ is an integer, if there exists an $`s`$-generated ideal $`𝔞I`$ so that $`K=𝔞:I`$ and the height of $`K`$ is at least $`s`$. If in addition the height of $`I+K`$ is at least $`s+1`$ we say that $`K`$ is a geometric $`s`$-residual intersection of $`I`$. The next lemma summarizes all the properties of residual intersections that will be used in the sequel of the paper. We remark that these results are valid in a much broader situation, for which we refer to . The way we stated them has been tailored to fit our present needs.

###### Lemma 2.1.

Let $`R`$ be a local Gorenstein ring, let $`K=𝔞:I`$ be an $`s`$-residual intersection of $`I`$ and assume that $`I`$ satisfies $`G_s`$.

* There exists a generating sequence $`a_1,\mathrm{},a_s`$ of $`𝔞`$ such that $`K_i=𝔞_i:I`$, where $`𝔞_i=(a_1,\mathrm{},a_i)`$, are geometric $`i`$-residual intersections of $`I`$ for $`is1`$.

Assume further that $`\mathrm{depth}R/I^j\mathrm{dim}R/Ij+1`$ for $`1jsg`$.

* Any sequence $`a_1,\mathrm{},a_s`$ as in $`(`$a$`)`$ forms an unconditioned $`d`$-sequence.
* $`K_i=𝔞_i:(a_{i+1})`$ for $`is1`$.
* $`\mathrm{depth}R/𝔞_i=di`$ for $`is`$.
* $`K_iI^t=𝔞_iI^{t1}`$ for $`is1`$ and $`1tsg`$.
* $`𝔞I^t:I^t=𝔞`$ for $`1tsg`$.

Proof. See \[18, 1.6, 1.7, 1.8 and 2.9\] for a proof of $`(`$a$`)`$-$`(`$d$`)`$. See \[14, 2.5\] together with \[18, 2.9\] for a proof of $`(`$e$`)`$. See \[6, 2.4\] for a proof of $`(`$f$`)`$.

The typical situation in which we apply Lemma 2.1 is described next $`(`$see \[18, 1.11 and 2.9\] or \[14, 2.7\] together with \[18, 2.9\]$`)`$.

###### Remark 2.2.

Let $`R`$ be a local Gorenstein ring with infinite residue field. Let $`I`$ be an $`R`$-ideal with analytic spread $`\mathrm{}`$ satisfying $`G_{\mathrm{}}`$ and $`\mathrm{depth}R/I^j\mathrm{dim}R/Ij+1`$ for $`1j\mathrm{}g`$. Then for any minimal reduction $`J`$ of $`I`$ the ideal $`K=J:I`$ is an $`\mathrm{}`$-residual intersection of $`I`$.

Lemma 2.3 below, which contains our main computation, is a very interesting result in its own right as it shows that, in our settings, the Rees algebra of $`I`$ has no equations in low degrees. This result simplifies earlier work of Johnson, Polini and Ulrich, who assumed the condition “$`S_j(I)I^j`$ for every $`1j\mathrm{}g+1`$” in several results of  and . Our proof was in part suggested by the one of \[12, 2.8\], which in turn uses ad hoc techniques for second analytic deviation one ideals used in earlier works $`(`$see , for example$`)`$.

###### Lemma 2.3.

Let $`R`$ be a local Gorenstein ring with infinite residue field. Let $`I`$ be an $`R`$-ideal of grade $`g`$ and satisfying $`G_{\mathrm{}}`$, where $`\mathrm{}`$ is the analytic spread of $`I`$, and $`\mathrm{depth}R/I^j\mathrm{dim}R/Ij+1`$ with $`1j\mathrm{}g`$. If $`I`$ has second analytic deviation one then $`S_j(I)I^j`$ for every $`1j\mathrm{}g+1`$.

Proof. Write $`I=(a_1,\mathrm{},a_{\mathrm{}+1})`$ and assume that $`J=(a_1,\mathrm{},a_{\mathrm{}})`$ is a minimal reduction of $`I`$. Also, assume that the $`a_i`$ have been chosen as in Lemma 2.1. Finally, we may assume that $`\mathrm{}g+1`$.

With the setup and notations established before, we first show by descending induction on $`q`$, where $`1q\mathrm{}`$, that

$$𝒬_j𝒬_j(T_1,\mathrm{},T_{\mathrm{}+1})^{j1}(T_1,\mathrm{},T_{q1})+(T_q,\mathrm{},T_{\mathrm{}})𝒬_{j1}+T_{\mathrm{}+1}^{j1}𝒬_{\mathrm{\hspace{0.17em}1}},$$

for all $`2j\mathrm{}g+1`$.

Base of induction$`:`$ we show the statement for $`q=\mathrm{}`$. Let $`H`$ be an homogeneous polynomial of degree $`j`$, $`HR[T_1,\mathrm{},T_{\mathrm{}+1}]`$, such that $`H(a_1,\mathrm{},a_{\mathrm{}+1})=0`$. For some $`0ej`$ we can write

(1)
$$H=r(T_1,\mathrm{},T_{\mathrm{}})T_{\mathrm{}+1}^e+p(T_1,\mathrm{},T_{\mathrm{}+1}),$$

where $`r(T_1,\mathrm{},T_{\mathrm{}})`$ is a homogeneous polynomial of degree $`je`$ in $`T_1,\mathrm{},T_{\mathrm{}}`$ and $`p(T_1,\mathrm{},T_{\mathrm{}+1})`$ is a homogeneous polynomial of degree $`j`$ in $`T_1,\mathrm{},T_{\mathrm{}+1}`$ having degree at most $`e1`$ in $`T_{\mathrm{}+1}`$.

Case 1: $`e=j`$. Evaluate equation $`(`$1$`)`$ by substituting the $`T`$’s with the corresponding $`a`$’s. We get

$$ra_{\mathrm{}+1}^j=p(a_1,\mathrm{},a_{\mathrm{}+1})JI^{j1}$$

with $`rR`$. Thus $`rI^jJI^{j1}`$ with $`1j1\mathrm{}g`$. Hence $`rIJI^{j1}:I^{j1}=J`$ by Lemma 2.1$`(`$f$`)`$. We can find a linear polynomial of the form

$$L=L(T_1,\mathrm{},T_{\mathrm{}+1})=rT_{\mathrm{}+1}+L^{}(T_1,\mathrm{},T_{\mathrm{}}),$$

with $`L^{}(T_1,\mathrm{},T_{\mathrm{}})`$ linear in $`T_1,\mathrm{},T_{\mathrm{}}`$, such that $`L(a_1,\mathrm{},a_{\mathrm{}+1})=0`$. Consider the polynomial $`P=P(T_1,\mathrm{},T_{\mathrm{}+1})=HT_{\mathrm{}+1}^{j1}L`$. We have that $`P(a_1,\mathrm{},a_{\mathrm{}+1})=0`$ and moreover $`P`$ can be written as

(2)
$$P=T_1P_1+\mathrm{}+T_{\mathrm{}}P_{\mathrm{}}$$

with $`P_k(T_1,\mathrm{},T_{\mathrm{}+1})^{j1}`$. Set $`p_k=P_k(a_1,\mathrm{},a_{\mathrm{}+1})`$. Evaluate equation $`(`$2$`)`$ by substituting the $`T`$’s with the corresponding $`a`$’s. We obtain, using Lemma 2.1$`(`$c$`)`$ and $`(`$e$`)`$,

$$p_{\mathrm{}}((a_1,\mathrm{},a_\mathrm{}1):a_{\mathrm{}})I^{j1}=(a_1,\mathrm{},a_\mathrm{}1)I^{j2}.$$

Hence we can find another polynomial $`P_{\mathrm{}}^{}=P_{\mathrm{}}^{}(T_1,\mathrm{},T_{\mathrm{}+1})=T_1H_1+\mathrm{}+T_\mathrm{}1H_\mathrm{}1`$, for some $`H_k(T_1,\mathrm{},T_{\mathrm{}+1})^{j2}`$, such that $`P_{\mathrm{}}^{}(a_1,\mathrm{},a_{\mathrm{}+1})=p_{\mathrm{}}`$. Thus $`P_{\mathrm{}}P_{\mathrm{}}^{}=\stackrel{~}{P}_{\mathrm{}}𝒬_{j1}`$. Hence $`P`$ can be rewritten as

$`P`$ $`=`$ $`T_1P_1+\mathrm{}+T_\mathrm{}1P_\mathrm{}1+T_{\mathrm{}}(P_{\mathrm{}}^{}+\stackrel{~}{P}_{\mathrm{}})`$
$`=`$ $`T_1P_1+\mathrm{}+T_\mathrm{}1P_\mathrm{}1+T_{\mathrm{}}(T_1H_1+\mathrm{}+T_\mathrm{}1H_\mathrm{}1+\stackrel{~}{P}_{\mathrm{}})`$
$`=`$ $`T_1(P_1+T_{\mathrm{}}H_1)+\mathrm{}+T_\mathrm{}1(P_\mathrm{}1+T_{\mathrm{}}H_\mathrm{}1)+T_{\mathrm{}}\stackrel{~}{P}_{\mathrm{}}`$
$`=`$ $`T_1P_1^{}+\mathrm{}+T_\mathrm{}1P_\mathrm{}1^{}+T_{\mathrm{}}\stackrel{~}{P}_{\mathrm{}}`$
for some $`P_k^{}(T_1,\mathrm{},T_{\mathrm{}+1})^{j1}`$. In conclusion we have that $`H=T_1P_1^{}+\mathrm{}+T_\mathrm{}1P_\mathrm{}1^{}+T_{\mathrm{}}\stackrel{~}{P}_{\mathrm{}}+T_{\mathrm{}+1}^{j1}L`$, which shows that

$$H𝒬_j(T_1,\mathrm{},T_{\mathrm{}+1})^{j1}(T_1,\mathrm{},T_\mathrm{}1)+T_{\mathrm{}}𝒬_{j1}+T_{\mathrm{}+1}^{j1}𝒬_{\mathrm{\hspace{0.17em}1}}.$$

Case 2: $`ej1`$. In this case we have that $`HQ_j(T_1,\mathrm{},T_{\mathrm{}+1})^{j1}(T_1,\mathrm{},T_{\mathrm{}})`$. Hence we can write $`H=T_1H_1+\mathrm{}+T_{\mathrm{}}H_{\mathrm{}}`$ with $`H_k(T_1,\mathrm{},T_{\mathrm{}+1})^{j1}`$. Use the same argument we used for $`P`$ in the previous case and conclude that

$$H=T_1H_1^{}+\mathrm{}+T_\mathrm{}1H_\mathrm{}1^{}+T_{\mathrm{}}\stackrel{~}{H}_{\mathrm{}}$$

for some $`H_k^{}(T_1,\mathrm{},T_{\mathrm{}+1})^{j1}`$ and $`\stackrel{~}{H}_{\mathrm{}}Q_{j1}`$.

Inductive step$`:`$ Suppose that we have

$$𝒬_j𝒬_j(T_1,\mathrm{},T_{\mathrm{}+1})^{j1}(T_1,\mathrm{},T_{q1})+(T_q,\mathrm{},T_{\mathrm{}})𝒬_{j1}+T_{\mathrm{}+1}^{j1}𝒬_{\mathrm{\hspace{0.17em}1}}.$$

We want to show that

$$𝒬_j𝒬_j(T_1,\mathrm{},T_{\mathrm{}+1})^{j1}(T_1,\mathrm{},T_{q2})+(T_{q1},\mathrm{},T_{\mathrm{}})𝒬_{j1}+T_{\mathrm{}+1}^{j1}𝒬_{\mathrm{\hspace{0.17em}1}}.$$

Clearly, we only need to focus on terms $`H𝒬_j(T_1,\mathrm{},T_{\mathrm{}+1})^{j1}(T_1,\mathrm{},T_{q1})`$. Write $`H=T_1H_1+\mathrm{}+T_{q1}H_{q1}`$ with $`H_k(T_1,\mathrm{},T_{\mathrm{}+1})^{j1}`$. Use the same argument we used for $`P`$ in the previous case and conclude that

$$H=T_1H_1^{}+\mathrm{}+T_{q2}H_{q2}^{}+T_{q1}\stackrel{~}{H}_{q1}$$

for some $`H_k^{}(T_1,\mathrm{},T_{\mathrm{}+1})^{j1}`$ and $`\stackrel{~}{H}_{q1}Q_{j1}`$.

Conclusion$`:`$ for any $`2j\mathrm{}g+1`$ we have therefore that

$$𝒬_j(T_1,\mathrm{},T_{\mathrm{}})𝒬_{j1}+T_{\mathrm{}+1}^{j1}𝒬_{\mathrm{\hspace{0.17em}1}}(T_1,\mathrm{},T_{\mathrm{}+1})𝒬_{j1}.$$

By iteration we obtain $`𝒬_j(T_1,\mathrm{},T_{\mathrm{}+1})^{j1}𝒬_{\mathrm{\hspace{0.17em}1}}`$, as desired.

We are ready to prove our main result: the key point is to show that the apparently weaker condition stated in $`(`$b$`)`$ is indeed equivalent to the one in $`(`$a$`)`$.

###### Theorem 2.4.

Let $`R`$ be a local Gorenstein ring with infinite residue field. Let $`I`$ be an $`R`$-ideal of grade $`g`$ and satisfying $`G_{\mathrm{}}`$, where $`\mathrm{}`$ is the analytic spread of $`I`$. Suppose further that $`I`$ has second analytic deviation one and $`\mathrm{}g+1`$. Then the following conditions are equivalent

* $`I`$ is a strongly Cohen–Macaulay ideal;
* $`\mathrm{depth}R/I^j\mathrm{dim}R/Ij+1`$ for $`1j\mathrm{}g`$.

Proof. That $`(`$a$`)`$ implies $`(`$b$`)`$ is a general result proved in \[18, 2.10\]. We are concerned with the proof of the converse.

By adjoining a set of indeterminates to $`R`$ and $`I`$ and after localizing, we may assume the grade $`g`$ of $`I`$ is at least $`2`$. This leaves all assumptions preserved. The Koszul homology is unchanged: the net effect of adding variables is that we have a new Koszul complex whose exact tail is longer. Also, the lower bounds on the depths of the powers of the ideal are still satisfied.

Write $`I=(a_1,\mathrm{},a_{\mathrm{}},a_{\mathrm{}+1})`$ and assume that $`J=(a_1,\mathrm{},a_{\mathrm{}})`$. Also, assume that the $`a_i`$ have been chosen as in Lemma 2.1. By Lemma 2.1$`(`$b$`)`$ $`J`$ is generated by a $`d`$-sequence, hence by a proper sequence $`(`$see \[20, 2.3.1$`(`$c$`)`$\]$`)`$. We now claim that the ideal $`I`$ is generated by a proper sequence. For that, it is enough to show that $`I`$ annihilites the Koszul homology modules of $`J`$. Notice that Lemma 2.1$`(`$d$`)`$ and \[8, 3.7\] imply that the ideal $`J`$ satisfies sliding depth, that is $`\mathrm{depth}H_j(J)d\mathrm{}+j`$ for $`0j\mathrm{}g`$ and $`d=\mathrm{dim}R`$. Now, since $`IH_j(J)`$ is a submodule of $`H_j(J)`$ and $`\mathrm{depth}H_j(J)d\mathrm{}+j`$ for $`1j\mathrm{}g`$, it suffices to check $`IH_j(J)=0`$ at prime ideals $`𝔭`$ of codimension at most $`\mathrm{}j\mathrm{}1`$. But in this range $`I_𝔭=J_𝔭`$.

To conclude that $`H_j(I)`$ is Cohen–Macaulay for $`0j\mathrm{}g+1=ng`$, we need to estimate the depths of the modules of cycles and boundaries $`Z_j`$ and $`B_j`$ of the associated Koszul complex $`𝕂_{}`$ of $`I`$. Since $`I`$ is generated by a proper sequence, it follows from \[7, 12.5\] that the approximation complex $`𝒵_{}`$ on $`a_1,\mathrm{},a_{\mathrm{}+1}`$ is acyclic with $`H_0(𝒵_{})\mathrm{Sym}(I)`$. Let $`F=R^n`$ and let

$$0Z_jS_0(F)Z_{j1}S_1(F)\mathrm{}Z_1S_{j1}(F)S_j(F)S_j(I)0.$$

be the graded pieces of the $`𝒵_{}`$-complex. By Lemma 2.3, it follows that $`S_j(I)I^j`$ for $`1j\mathrm{}g+1`$. Hence, from the above exact sequence resolving $`I^j`$, we deduce, by induction on $`j`$, that $`\mathrm{depth}Z_jdg+2`$ for $`1j\mathrm{}g`$ as, by $`(`$b$`)`$, $`\mathrm{depth}I^jdgj+2`$ for $`1j\mathrm{}g`$. Chasing depths in the defining exact sequences

$$0Z_{j+1}𝕂_{j+1}B_j0$$

$$0B_jZ_jH_j(I)0$$

we conclude that $`H_j(I)`$ has depth $`dg`$, hence it is Cohen–Macaulay, for $`1j\mathrm{}g1`$. Clearly $`H_0(I)R/I`$ is Cohen–Macaulay. By duality $`(`$see \[11, 2.13 and 2.22\]$`)`$ this suffices to conclude that all Koszul homology modules of $`I`$ are Cohen–Macaulay

In the following example we show that Lemma 2.3 and Theorem 2.4 break down if either the second analytic deviation requirement or the depth conditions are relaxed. The calculations have been carried out using the computer algebra system Macaulay . Example 2.5$`(`$b$`)`$ was found by Johnson \[18, 2.12\] and has also played an important role in other contexts $`(`$e.g. $`)`$.

###### Example 2.5.

$`(`$a$`)`$ The above results fail for ideals of higher second analytic deviation even if the other assumptions are satisfied: for instance, take $`I`$ to be the ideal generated by the maximal minors of the matrix

$$\left(\begin{array}{cccc}x_1& x_2& x_3& x_4\\ x_2& x_3& x_4& x_1\end{array}\right)$$

in the localized polynomial ring $`R=k[x_1,\mathrm{},x_4]_{(x_1,\mathrm{},x_4)}`$. In this case $`I`$ is a Cohen–Macaulay ideal with $`g=3`$, $`\mathrm{}=4`$ and $`n=6`$. However, $`I`$ is not even syzygetic, i.e., $`S_2(I)\simeq ̸I^2`$.

$`(`$b$`)`$ The above results also fail if the depth conditions are not entirely satisfied: for instance, let $`\phi `$ be an alternating $`5\times 5`$ matrix of variables and let $`𝐘`$ be a $`5\times 1`$ matrix of variables. Let $`R`$ be the localized polynomial ring obtained after adjoining all those 15 variables to a field $`k`$ of characteristic zero. The ideal $`I=Pf_4(\phi )+I_1(\phi 𝐘)`$, generated by the $`4\times 4`$ Pfaffians of $`\phi `$ and the entries of the product matrix $`\phi 𝐘`$, has the following properties

* $`I`$ is a grade $`5`$ Gorenstein ideal with $`\mathrm{}=9`$ and $`n=10`$;
* $`I`$ has property $`G_{\mathrm{}}`$;
* $`R/I^j`$ is a Cohen–Macaulay ideal for $`j=1,2,3`$ while $`\mathrm{depth}R/I^4=6`$.

The ideal $`I`$ is, though, not even syzygetic. For the above results to apply, $`\mathrm{depth}R/I^4`$ at least $`7`$ would be required.


text:
# New Transformations for Painlevé’s Third Transcendent

(Date: January 26, 2002 and, in revised form, XXX XX, 2002.)

## Abstract.

We present transformations relating the third transcendent of Painlevé with parameter sets located at the corners of the Weyl chamber for the symmetry group of the system, the affine Weyl group of the root system $`B_2^{(1)}`$, to those at the origin. This transformation entails a scaling of the independent variable, and implies additive identities for the canonical Hamiltonians and product identities for the $`\tau `$-functions with these parameter sets.

###### Key words and phrases:

Painlevé equations, Bäcklund transformations

A curious anomaly has existed in the theory of the Painlevé transcendents for many years, for almost a century in fact. This anomaly is the existence of a particular transformation for the second Painlevé transcendent $`q(t;\alpha +\text{“sevenrm1}\text{ /}\text{“sevenrm2})`$ which has no known analogue for any of the other transcendents. One recalls the second Painlevé transcendent $`q=q(t;\alpha +\text{“sevenrm1}\text{ /}\text{“sevenrm2})`$ is by definition a solution of the $`\mathrm{P}_{\mathrm{II}}`$differential equation

(1)
$$\frac{d^2q}{dt^2}=2q^3+tq+\alpha ,$$

with parameter $`\alpha `$. The transformation, found by Gambier in 1909 , relates solutions of the $`\mathrm{P}_{\mathrm{II}}`$transcendent with parameter values at $`v_1:=\alpha +\text{“sevenrm1}\text{ /}\text{“sevenrm2}=0`$ and $`v_1=\text{“sevenrm1}\text{ /}\text{“sevenrm2}`$ (also between the solutions at $`v_1=\text{“sevenrm1}\text{ /}\text{“sevenrm2}`$ and $`v_1=1`$ but this can be constructed from the previous one and the Bäcklund transformation $`v_1v_1+1`$). The Bäcklund symmetries of $`\mathrm{P}_{\mathrm{II}}`$are a realisation of the affine Weyl group associated with the root system $`A_1^{(1)}`$, and using

(2)
$$\begin{array}{cc}\hfill v_1& v_1+1,\text{shift}\hfill \\ \hfill v_1& v_1,\text{reflection},\hfill \end{array}$$

transformations of this group, solutions for arbitrary $`v_1`$ can be related to a solution whose parameter $`v_1(0,\text{“sevenrm1}\text{ /}\text{“sevenrm2}]`$ (or in $`[\text{“sevenrm1}\text{ /}\text{“sevenrm2},1)`$). This interval defines the Weyl chamber and the above transformation in question relates the solutions at the endpoints of this interval (see Fig. 1).

Specifically the transformation takes the form

(3)
$$\begin{array}{cc}\hfill T& =2^{1/3}t\hfill \\ \hfill 2^{1/3}Q^2(T)& =\frac{dq(t)}{dt}+q^2(t)+\text{“sevenrm1}\text{ /}\text{“sevenrm2}t,\hfill \end{array}$$

where $`q(t):=q(t;0),Q(T):=q(T;\text{“sevenrm1}\text{ /}\text{“sevenrm2})`$ and its inverse is

(4)
$$\begin{array}{cc}\hfill t& =2^{1/3}T\hfill \\ \hfill q(t)& =2^{1/3}\frac{1}{Q(T)}\frac{dQ(T)}{dT}.\hfill \end{array}$$

We draw the reader’s attention to some pertinent observations that distinguish this transformation from the Bäcklund (or equivalently Schlesinger) transformations (2) – firstly the shift in the parameters is always the smallest possible shift, one half unit, on the root lattice whereas the Bäcklund transformation shift is twice this, secondly the independent variable undergoes a scale change in contrast to remaining a fixed variable, and thirdly the transformation is quadratic in $`q`$ and $`Q`$ but linear in the derivatives. The purpose of this note is to demonstrate that such a transformation exists for $`\mathrm{P}_{\mathrm{III}^{}}`$as well, and to illustrate the many analogous properties that the new transformation for $`\mathrm{P}_{\mathrm{III}^{}}`$has with those of the $`\mathrm{P}_{\mathrm{II}}`$transformation. After recognising these similarities one may well talk of a class of such transformations for all systems, $`\mathrm{P}_{\mathrm{II}}`$to $`\mathrm{P}_{\mathrm{VI}}`$. Actually an analogue of this class of transformation was noted by Okamoto  in the case of the fourth transcendent but appeared not to be appreciated as such. Aside from the intrinsic interest of these transformations there are some practical motivations from the theory of random matrices where they arise as multiplicative identities for the probabilities that certain spectral intervals are free of eigenvalues .

We first present the context for these transformations by reviewing the understanding of the Bäcklund symmetries of $`\mathrm{P}_{\mathrm{III}}`$and the underlying affine Weyl group structure. The $`\mathrm{P}_{\mathrm{III}^{}}`$differential equation for $`q(t)`$, in the convention of Okamoto , is

(5)
$$\frac{d^2q}{dt^2}=\frac{1}{q}\left(\frac{dq}{dt}\right)^2\frac{1}{t}\frac{dq}{dt}+\frac{q^2}{4t^2}(\gamma q+\alpha )+\frac{\beta }{4t}+\frac{\delta }{4q},$$

with the parameter identifications

(6)
$$\alpha =4\eta _{\mathrm{}}v_2,\beta =4\eta _0(v_1+1),\gamma =4\eta _{\mathrm{}}^2,\delta =4\eta _0^2.$$

Here $`\eta _{\mathrm{}},\eta _0`$ are fixed at unity and all discussions of parameters will be in terms of the coordinates $`𝐯=(v_1,v_2)^2`$ on the root lattice. There is a Hamiltonian structure underlying the $`\mathrm{P}_{\mathrm{III}^{}}`$system $`\{q,p;t,H\}`$ and the Hamiltonian is conventionally taken to be

(7)
$$tH=q^2p^2(\eta _{\mathrm{}}q^2+v_1q\eta _0t)p+\text{“sevenrm1}\text{ /}\text{“sevenrm2}\eta _{\mathrm{}}(v_1+v_2)q.$$

The Hamilton equations of motions are then

(8) $`tq^{}`$ $`=2q^2p\eta _{\mathrm{}}q^2v_1q+\eta _0t`$
(9) $`tp^{}`$ $`=2qp^2+(2\eta _{\mathrm{}}q+v_1)p\text{“sevenrm1}\text{ /}\text{“sevenrm2}\eta _{\mathrm{}}(v_1+v_2),`$
and $`q(t)`$ satisfies (5). Okamoto  and Kajiwara et al  have identified two Bäcklund or Schlesinger transformations with the action on the parameters

(10)
$$T_1𝐯=(v_1+1,v_2+1),T_2𝐯=(v_1+1,v_21).$$

The operators $`T_1`$ and $`T_2`$ can be constructed out of the generators $`s_0,s_1,s_2`$ which are reflections associated with the underlying $`B_2`$ root lattice, whose action (following  and ) on $`𝐯,q,p`$ is given in Table 1. According to Table 1 we have

(11)
$$T_1=s_0s_2s_1s_2,T_2=s_2s_0s_2s_1.$$

See Fig. 2 for the $`B_2`$ root lattice.

Associated with the Hamiltonian is the $`\tau `$-function defined by

(12)
$$H(t):=\frac{d}{dt}\mathrm{log}\tau .$$

It has the property of being entire in $`t\backslash \{0,\mathrm{}\}`$ and having only simple zeros. One-parameter solutions, a particular type of classical solution, of $`\mathrm{P}_{\mathrm{III}^{}}`$are possible only when the parameters satisfy

(13)
$$v_2\pm v_12.$$

The corresponding $`\tau `$-functions have the explicit Toeplitz determinant form involving Bessel functions,

(14)
$$det[I_{\nu +jk}(\sqrt{t})+cK_{\nu +jk}(\sqrt{t})]_{0j,kn},$$

$`c,\nu `$ or

(15)
$$det[J_{\nu +jk}(\sqrt{t})+cY_{\nu +jk}(\sqrt{t})]_{0j,kn}.$$

Rational, or zero-parameter, solutions are possible only when

(16)
$$v_2\pm v_12+1.$$

These are constructed by recurrences derived using the operators (11) from a seed solution. Additional studies of the Bäcklund transformations and exact solutions of the third Painlevé equation from various perspectives are given in .

Let us now return to Gambier’s transformation (3,4). Expressed in canonical variables (3) takes the form

(17)
$$\begin{array}{cc}\hfill T& =2^{1/3}t\hfill \\ \hfill Q& =2^{1/6}\sqrt{p}\hfill \\ \hfill P& =2^{1/3}\left[\text{“sevenrm1}\text{ /}\text{“sevenrm2}tp+q\sqrt{2p}\right],\hfill \end{array}$$

and the inverse transformation (4) is

(18)
$$\begin{array}{cc}\hfill t& =2^{1/3}T\hfill \\ \hfill q& =2^{1/3}\frac{PQ^2T/2}{Q}\hfill \\ \hfill p& =2^{1/3}Q^2.\hfill \end{array}$$

The corresponding transformation for $`\mathrm{P}_{\mathrm{III}^{}}`$is given in the following result.

###### Proposition 1.

The canonical variables of the $`\mathrm{P}_{\mathrm{III}^{}}`$Hamiltonian system $`\{q,p;t,h\}`$ with $`𝐯=(0,0)`$ are related to the $`\mathrm{P}_{\mathrm{III}^{}}`$Hamiltonian system $`\{Q,P;T,H\}`$ with $`𝐯=(1,0)`$ by the direct canonical transformation

(19)
$$\begin{array}{cc}\hfill T& =\text{“sevenrm1}\text{ /}\text{“sevenrm4}t\hfill \\ \hfill Q& =i\frac{\sqrt{t}}{2}\left(\sqrt{p}+\sqrt{p1}\right)\hfill \\ \hfill P& =\frac{i}{\sqrt{t}}\frac{\text{“sevenrm1}\text{ /}\text{“sevenrm2}+q\sqrt{p}\sqrt{p1}i\sqrt{t}\sqrt{p}}{\sqrt{p}+\sqrt{p1}}.\hfill \end{array}$$

The inverse of this transformation is

(20)
$$\begin{array}{cc}\hfill t& =4T\hfill \\ \hfill q& =2TQ\frac{2Q^24Q^2PQ2T}{(Q^2+T)(Q^2T)}\hfill \\ \hfill p& =\frac{(Q^2T)^2}{4TQ^2}.\hfill \end{array}$$

###### First Proof.

One can directly verify that $`Q(T)`$ satisfies the differential equation (5) with appropriate parameters by hand or otherwise. ∎

###### Second Proof.

One can adapt Gromak’s method for $`\mathrm{P}_{\mathrm{II}}`$ to this case in the following sequence of steps. In the first step one eliminates $`q(t)`$ instead of $`p(t)`$ from Hamilton’s equations of motion (9) and arrives at

(21)
$$p^{\prime \prime }=\text{“sevenrm1}\text{ /}\text{“sevenrm2}(\frac{1}{p}+\frac{1}{p1})p^{}{}_{}{}^{2}\frac{p^{}}{t}+\frac{2}{t}p(1p)+\frac{1}{4t^2}\frac{(v_1+v_2)^2(2p1)4v_1v_2p^2}{2p(1p)}.$$

Employing the transformation

(22)
$$p=\frac{y}{y1},$$

one finds $`y(t)`$ satisfies the standard form for Painlevé’s fifth transcendent with the parameters

(23)
$$\alpha =\text{“sevenrm1}\text{ /}\text{“sevenrm8}(v_1v_2)^2,\beta =\text{“sevenrm1}\text{ /}\text{“sevenrm8}(v_1+v_2)^2,\gamma =2,\delta =0.$$

and in this sense this particular form of $`\mathrm{P}_\mathrm{V}`$is dual to the general $`\mathrm{P}_{\mathrm{III}}`$. In the second step we need to transform this into a $`\mathrm{P}_{\mathrm{III}}`$transcendent but the crucial point is that one should not use a contact transformation to effect this under the most general conditions but employ a point transformation which will only work for particular parameters. By setting $`v_1=v_2=0`$ such a transformation is

(24)
$$y=\left(\frac{u+1}{u1}\right)^2,$$

which can be applied to $`\mathrm{P}_\mathrm{V}`$when $`\alpha =\beta =0`$ and general $`\gamma ,\delta `$ . The resulting differential equation for $`u(t)`$ is that of a $`\mathrm{P}_{\mathrm{III}}`$transcendent with $`\alpha =1/2,\beta =1/2,\gamma =\delta =0`$, which is in a nonstandard form. One can convert this to a standard form of $`\mathrm{P}_{\mathrm{III}}`$with the transformation

(25)
$$\begin{array}{cc}\hfill t& =z^2\hfill \\ \hfill u(t)& =v^2(z),\hfill \end{array}$$

and the parameters become $`\alpha =0,\beta =0,\gamma =1,\delta =1`$. In the next step one requires that the $`\mathrm{P}_{\mathrm{III}}`$system is transformed into our original $`\mathrm{P}_{\mathrm{III}^{}}`$system with the transformation

(26)
$$\begin{array}{cc}\hfill x& =z^2\hfill \\ \hfill w(x)& =zv(z),\hfill \end{array}$$

and this does not alter the parameters. In the final step one has to restore the original scaling of the $`\mathrm{P}_{\mathrm{III}^{}}`$system with $`\gamma =4,\delta =4`$, and all that is necessary is a scaling of the independent variable $`T=\text{“sevenrm1}\text{ /}\text{“sevenrm4}x=\text{“sevenrm1}\text{ /}\text{“sevenrm4}t`$. The other parameters $`\alpha ,\beta `$ are unchanged and so we have our original system but with $`v_1=1,v_2=0`$. The composition of all these transformations yields the stated result. ∎

###### Third Proof.

The inverse transformation can be written as

(27)
$$\begin{array}{cc}\hfill t& =4T\hfill \\ \hfill q(t)& =2TQ(T)\frac{Q(T)2TQ^{}(T)}{(Q^2(T)+T)(Q^2(T)T)},\hfill \end{array}$$

and this can be recognised as a degenerative form of the Riccati transformations

(28)
$$\begin{array}{cc}\hfill z& =\mu t\hfill \\ \hfill u(z)& =\frac{v^{}(t)^2+A_2(v)v^{}(t)+A_4(v)}{B_2(v)v^{}(t)+B_4(v)}\hfill \end{array}$$

first proposed by Fokas and Ablowitz , but generalised to include a scale change in the independent variable. Here $`A_2(v),B_2(v)`$ are quadratic polynomials of $`v(t)`$ with $`t`$-dependent coefficients and $`A_4(v),B_4(v)`$ are quartic polynomials, and in this particular form the $`(v^{})^2`$ and $`B_2(v)v^{}`$ terms are absent. One can derive (27), as well as the Gambier transformation for $`\mathrm{P}_{\mathrm{II}}`$, using the approach of . ∎

###### Remark 1.

The appearance of branch points at $`p=0,1`$ in the transformation (19) is a consequence of the fixed singularities at these points in the differential equation (21) that is dual to the general $`\mathrm{P}_{\mathrm{III}}`$equation. Similarly the transformation for $`\mathrm{P}_{\mathrm{II}}`$(17) has a branch point at $`p=0`$ which corresponds to the singularity in the differential equation for PXIV. The square-root nature of the branches naturally appears from the inversion of the quadratic rational transformation given by the last member of (20).

###### Remark 2.

The solution of the $`\mathrm{P}_{\mathrm{III}^{}}`$differential equation $`q(t)`$ with parameters $`(0,0)`$ is related to another solution $`Q(T)`$ of this equation with parameters $`(1,0)`$ by the direct transformation

(29)
$$\begin{array}{cc}\hfill T& =\text{“sevenrm1}\text{ /}\text{“sevenrm4}t\hfill \\ \hfill Q(T)& =i\frac{\sqrt{t}}{2q(t)}\left(\sqrt{\frac{tq^{}(t)q^2(t)t}{2}}+\sqrt{\frac{tq^{}(t)+q^2(t)t}{2}}\right).\hfill \end{array}$$

This follows by eliminating $`p`$ from (19) using the Hamilton equations (9).

###### Remark 3.

Using the relations (26) one can recast the transformations between the origin and $`(1,0)`$ for the $`\mathrm{P}_{\mathrm{III}^{}}`$system into equivalent transformations for the $`\mathrm{P}_{\mathrm{III}}`$system. If one employs a notation for the $`\mathrm{P}_{\mathrm{III}}`$transcendent $`\mu (s)`$ with parameters $`\alpha =0,\beta =4,\gamma =4,\delta =4`$ and $`M(S)`$ with parameters $`\alpha =0,\beta =0,\gamma =4,\delta =4`$ one has the direct and inverse transformations

(30) $`S`$ $`=\text{“sevenrm1}\text{ /}\text{“sevenrm2}s`$
(31) $`M(S)`$ $`={\displaystyle \frac{i}{2\sqrt{s}\mu (s)}}[\sqrt{\mu (s)+s\mu ^{}(s)+2s(\mu ^2(s)1)}`$
$`+\sqrt{\mu (s)+s\mu ^{}(s)2s(\mu ^2(s)+1)}]`$
(32) $`\mu (s)`$ $`={\displaystyle \frac{M(S)M^{}(S)}{(M^2(S)+1)(M^2(S)1)}}.`$
###### Remark 4.

One might think that transformations from the origin to other nearest neighbours along the axes in parameter space (recall Fig. 2) would be simply expressible. One can indeed find these by composing Bäcklund transformations with the above transformation and has the following Corollary. In the following discussion we employ a renaming of the variables $`Q,P,HQ_W,P_W,H_W`$ and a notation using the four primary compass directions $`S,E,N,W`$.

###### Corollary 2.

The canonical variables of the $`\mathrm{P}_{\mathrm{III}^{}}`$Hamiltonian system $`\{q,p;t,h\}`$ with $`𝐯=(0,0)`$ are related to the $`\mathrm{P}_{\mathrm{III}^{}}`$Hamiltonian system $`\{Q_S,P_S;T,H_S\}`$ with $`𝐯=(0,1)`$ by the direct canonical transformation with $`T=\text{“sevenrm1}\text{ /}\text{“sevenrm4}t`$ and

(33)
$$\begin{array}{cc}\hfill Q_S& =i\frac{\sqrt{t}}{2}\frac{1}{\sqrt{p}+\sqrt{p1}}\frac{\text{“sevenrm1}\text{ /}\text{“sevenrm2}+q\sqrt{p}\sqrt{p1}i\sqrt{t}\sqrt{p1}}{\text{“sevenrm1}\text{ /}\text{“sevenrm2}q\sqrt{p}\sqrt{p1}+i\sqrt{t}\sqrt{p1}}\hfill \\ \hfill P_S& =\frac{i}{\sqrt{t}}\left(\sqrt{p}+\sqrt{p1}\right)\left[\text{“sevenrm1}\text{ /}\text{“sevenrm2}q\sqrt{p}\sqrt{p1}+i\sqrt{t}\sqrt{p}\right],\hfill \end{array}$$

to the $`\mathrm{P}_{\mathrm{III}^{}}`$Hamiltonian system $`\{Q_E,P_E;T,H_E\}`$ with $`𝐯=(1,0)`$ by the direct canonical transformation

(34)
$$\begin{array}{cc}\hfill Q_E& =i\frac{\sqrt{t}}{2}(\sqrt{p}+\sqrt{p1})\{1\frac{1}{\text{“sevenrm1}\text{ /}\text{“sevenrm2}+q\sqrt{p}\sqrt{p1}i\sqrt{t}\sqrt{p1}}\hfill \\ & \frac{1}{\text{“sevenrm1}\text{ /}\text{“sevenrm2}+q\sqrt{p}\sqrt{p1}+i\sqrt{t}\sqrt{p}}\}\hfill \\ \hfill P_E& =\frac{i}{\sqrt{t}}\frac{\text{“sevenrm1}\text{ /}\text{“sevenrm2}+q\sqrt{p}\sqrt{p1}+i\sqrt{t}\sqrt{p}}{\sqrt{p}+\sqrt{p1}},\hfill \end{array}$$

and to the $`\mathrm{P}_{\mathrm{III}^{}}`$Hamiltonian system $`\{Q_N,P_N;T,H_N\}`$ with $`𝐯=(0,1)`$ by the direct canonical transformation

(35)
$$\begin{array}{cc}\hfill Q_N& =i\frac{\sqrt{t}}{2}\frac{1}{\sqrt{p}+\sqrt{p1}}\frac{\text{“sevenrm1}\text{ /}\text{“sevenrm2}+q\sqrt{p}\sqrt{p1}+i\sqrt{t}\sqrt{p}}{\text{“sevenrm1}\text{ /}\text{“sevenrm2}q\sqrt{p}\sqrt{p1}i\sqrt{t}\sqrt{p}}\hfill \\ \hfill P_N& =\frac{i}{\sqrt{t}}\frac{\text{“sevenrm1}\text{ /}\text{“sevenrm2}q\sqrt{p}\sqrt{p1}i\sqrt{t}\sqrt{p}}{\sqrt{p}\sqrt{p1}}.\hfill \end{array}$$

###### Proof.

These are found by composing the transformation (19) with the Bäcklund transformations (11). ∎

These transformations attain a clearer form when one considers the relationship between the Hamiltonians defined by these canonical transformations. To illustrate this we consider the case of $`\mathrm{P}_{\mathrm{II}}`$first. Denoting $`H_0:=H_{\mathrm{II}}(q,p;t;v_1=0)`$ and $`H_{1/2}:=H_{\mathrm{II}}(Q,P;T,v_1=\text{“sevenrm1}\text{ /}\text{“sevenrm2})`$ we find that by employing the transformations (3) directly, or by constructing the generating function for the canonical transformation, that

(36) $`H_0`$ $`=2^{1/3}\left[P^22(Q^2+T/2)P+T^2/4\right]`$
(37) $`=2^{1/3}\left[2H_{1/2}+Q+T^2/4\right].`$
But we note $`H_{1/2}:=H_{\mathrm{II}}(T,v_1=\text{“sevenrm1}\text{ /}\text{“sevenrm2})`$ is given by the Bäcklund transformation

(38)
$$H_{1/2}=T_1H_{1/2}=H_{1/2}+Q,$$

so that we have the additive relation

(39)
$$H_0+t^2/8=2^{1/3}(H_{1/2}+H_{1/2}),$$

and a multiplicative relation for the corresponding $`\tau `$-functions

(40)
$$\mathrm{exp}(t^3/24)\tau _0(t)=\tau _{1/2}(T)\tau _{1/2}(T).$$

If one takes the definition of the $`\varphi `$-factors or $`\tau `$-cocycles ,

(41)
$$\tau (t):=\mathrm{exp}(t^3/24)\varphi (t),$$

then the multiplicative relation is

(42)
$$\varphi _0(t)=\varphi _{1/2}(T)\varphi _{1/2}(T).$$

The above identity has arisen in random matrix theory as a result of reconciling two different calculations  for the cumulative distribution of the largest eigenvalue of a random hermitian matrix drawn from the Gaussian unitary ensemble.

We also have analogous relations in the case of $`\mathrm{P}_{\mathrm{III}^{}}`$.

###### Proposition 3.

The Hamiltonians for the parameters sets $`(1,0)`$, $`(0,1)`$, $`(1,0)`$, $`(0,1)`$ are related to the Hamiltonian at the origin by the additive relation

(43)
$$TH_W(T)+TH_S(T)+TH_E(T)+TH_N(T)=th(t)\text{“sevenrm1}\text{ /}\text{“sevenrm4}.$$

The canonical momenta are related in a similar way,

(44)
$$P_W+P_S+P_E+P_N=4p.$$

The $`\tau `$-functions are related in the multiplicative form

(45)
$$T^{1/4}\tau _W(T)\tau _S(T)\tau _E(T)\tau _N(T)=\tau (t).$$

###### Proof.

By employing the canonical transformations (19,33,34,35) we find the Hamiltonians at the four corners $`(1,0)`$, $`(0,1)`$, $`(1,0)`$, $`(0,1)`$ are related to the Hamiltonian at the origin by

(46)
$$\begin{array}{cc}\hfill TH_W(T)& =\text{“sevenrm1}\text{ /}\text{“sevenrm4}th(t)\text{“sevenrm1}\text{ /}\text{“sevenrm16}+\text{“sevenrm1}\text{ /}\text{“sevenrm4}\left[\text{“sevenrm1}\text{ /}\text{“sevenrm2}q\sqrt{p}\sqrt{p1}+i\sqrt{t}(\sqrt{p}\sqrt{p1})\right]\hfill \\ \hfill TH_S(T)& =\text{“sevenrm1}\text{ /}\text{“sevenrm4}th(t)\text{“sevenrm1}\text{ /}\text{“sevenrm16}+\text{“sevenrm1}\text{ /}\text{“sevenrm4}\left[\text{“sevenrm1}\text{ /}\text{“sevenrm2}+q\sqrt{p}\sqrt{p1}i\sqrt{t}(\sqrt{p}+\sqrt{p1})\right]\hfill \\ \hfill TH_E(T)& =\text{“sevenrm1}\text{ /}\text{“sevenrm4}th(t)\text{“sevenrm1}\text{ /}\text{“sevenrm16}+\text{“sevenrm1}\text{ /}\text{“sevenrm4}\left[\text{“sevenrm1}\text{ /}\text{“sevenrm2}q\sqrt{p}\sqrt{p1}i\sqrt{t}(\sqrt{p}\sqrt{p1})\right]\hfill \\ \hfill TH_N(T)& =\text{“sevenrm1}\text{ /}\text{“sevenrm4}th(t)\text{“sevenrm1}\text{ /}\text{“sevenrm16}+\text{“sevenrm1}\text{ /}\text{“sevenrm4}\left[\text{“sevenrm1}\text{ /}\text{“sevenrm2}+q\sqrt{p}\sqrt{p1}+i\sqrt{t}(\sqrt{p}+\sqrt{p1})\right],\hfill \end{array}$$

and their sum yields (43). Utilising the second members of (19,33,34,35) relation (44) follows directly. The final product relation for the $`\tau `$-functions is the result of integrating (43). ∎

Acknowledgements
It is a pleasure to acknowledge the many and wide-ranging discussions with Peter Forrester, the valuable advice and insight of Chris Cosgrove and the observations made by Nalini Joshi and Peter Clarkson. This research has been supported by the Australian Research Council.