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# Continuous Variables (2,3) Threshold Quantum Secret Sharing Schemes

## I Introduction

Quantum secret sharing (QSS) has attracted a lot of attention recently as an important primitive for protecting quantum information. QSS, originally proposed as a means to protect classical information using laws of quantum physics Hil99 , has developed into a general theory describing a secure transmission of quantum information to a group of parties (players), not all of whom can be trusted. The collaboration of the players is essential in order to recover the quantum information. This general approach to QSS is the quantum analogue of classical secret sharing Sha79 .

A QSS protocol involves a dealer who holds a secret state (quantum information) $`|\psi _{\mathrm{in}}`$, encodes it into an entangled state $`|\mathrm{\Psi }`$ over $`n`$ quantum sub-systems (shares) and distributes the shares to $`n`$ players. The encoding is done in such a way that only specified subsets of the players (the access structure) are able to extract the secret while all other subsets (forming the adversary structure) are unable to learn anything about it. The reconstruction of the secret by the collaborating players is then achieved by applying a suitable joint unitary operation on their shares, which disentangles one share from all the others and yields the secret state.

Among QSS protocols, there is an important class of so-called $`(k,n)`$ threshold schemes Cle99 , in which the access structure consists of all groups of $`k`$ or more players while there are $`n`$ players in total. This makes the protocol “fair” in the sense that no player is favored among others. The simplest threshold scheme is the $`(2,2)`$ scheme where there are only two players and both have to collaborate to retrieve the secret. The implementation of this scheme is, in general, very simple. The dealer only needs to interfere the quantum secret on a beam splitter with a noisy beam, each player receiving one of the outputs. It is impossible to obtain any information about the secret state through operations on either share independently due to the contamination of the noisy beam. The secret can be perfectly reconstructed, however, if the players co-operate by interfering their shares on another 1:1 beam splitter.

A continuous variable (2,3) QSS threshold schemes has been proposed by Tyc and Sanders Tyc02 . This scheme uses electromagnetic field modes, and employs interferometers for both the encoding and decoding of the secret. In this paper, we extend the original proposal by Tyc and Sanders and introduce another more practical scheme that utilizes an electro-optic feedforward technique. We consider the secret to be encoded on the sideband frequency quadrature amplitudes of a light beam. Ideally the dealer would employ a perfectly entangled pair of beams. This is in practice impossible, however, improvement over classical schemes can still be achieved with finite amounts of entanglement. Moreover we will show that the introduction of classical noise by the dealer can further improve the QSS scheme. We compare and quantify the performances of both schemes in terms of available input entanglement using two measures. We use the fidelity between input and output states as a figure of merit. We also characterize QSS in terms of the signal transfer coefficients and the conditional variances of both conjugate quadrature amplitudes of the secret.

The paper is organized in the following manner. In Section II we present the dealer protocol to generate three shares. We outline, in Section III, the central role of the optical parametric processes in the QSS schemes. We then present the two secret sharing schemes in Section IV and characterize these schemes in Section V.

## II (2,3) Threshold scheme

Figure 1 shows the dealer protocol of a (2,3) threshold QSS scheme as proposed by Tyc and Sanders Tyc02 . The dealer employs a pair of entangled beams to encode the secret by interfering one of them with the secret state on a 1:1 beam splitter. We let $`\widehat{a}_\psi `$, $`\widehat{a}_{\mathrm{EPR1}}`$ and $`\widehat{a}_{\mathrm{EPR2}}`$ denote the annihilation operators corresponding to the secret and the two entangled beams, respectively. The linearized expression for the annihilation operator is given by $`\widehat{a}(t)=\alpha +\delta \widehat{a}(t)`$ where $`\alpha `$ and $`\delta \widehat{a}(t)`$ denote the steady state component and zero mean value fluctuations of the annihilation operator, respectively. The amplitude and phase quadrature operators are denoted as $`\widehat{X}^+=\widehat{a}^{}+\widehat{a}`$ and $`\widehat{X}^{}=ı\left(\widehat{a}^{}\widehat{a}\right)`$, whilst the variance of these operators is expressed in the frequency domain as $`V^\pm (\omega )=[\delta \widehat{X}^\pm (\omega )]^2`$. The annihilation operators corresponding to the three shares are then given by

$`\widehat{a}_1`$ $`=`$ $`{\displaystyle \frac{\widehat{a}_\psi +\widehat{a}_{\mathrm{EPR1}}}{\sqrt{2}}}`$ (1)
$`\widehat{a}_2`$ $`=`$ $`{\displaystyle \frac{\widehat{a}_\psi \widehat{a}_{\mathrm{EPR1}}}{\sqrt{2}}}`$ (2)
$`\widehat{a}_3`$ $`=`$ $`\widehat{a}_{\mathrm{EPR2}}`$ (3)
Similar to the (2,2) secret sharing scheme discussed earlier, players 1 and 2 (henceforth denoted by {1,2}) only need to complete a Mach-Zehnder interferometer with the use of a 1:1 beam splitter to retrieve the secret state. The output beams of the Mach-Zehnder are described by

$`\widehat{a}_1^{}`$ $`=`$ $`{\displaystyle \frac{\widehat{a}_1+\widehat{a}_2}{\sqrt{2}}}=\widehat{a}_\psi `$ (4)
$`\widehat{a}_2^{}`$ $`=`$ $`{\displaystyle \frac{\widehat{a}_1\widehat{a}_2}{\sqrt{2}}}=\widehat{a}_{\mathrm{EPR1}}`$ (5)
Eq. (4) clearly shows that the the secret is perfectly reconstructed. In contrast, secret reconstructions for {2,3} or {1,3} require more complex protocols. The paper now focuses on experimental alternatives for the implementation of this reconstruction process.

## III Optical parametric gain and entanglement

One of the important element for QSS is the optical parametric down conversion process. In this process a pump photon is converted into a pair of twin photons following the simple scheme: $`\mathrm{}\omega _{\text{pump}}\mathrm{}\omega _s+\mathrm{}\omega _i`$, where the signal and idler modes are denoted $`\omega _s`$ and $`\omega _i`$, respectively.

### III.1 Type II system

This down conversion can be achieved in a bulk Type II second order non-linear crystal in a traveling wave configuration. By treating the pump as a classical beam, we find the input-output relations for the signal and idler annihilation operators to be Lev93

$`\widehat{a}_{s,\mathrm{out}}`$ $`=`$ $`\widehat{a}_{s,\mathrm{in}}\mathrm{cosh}r+\widehat{a}_{i,\mathrm{in}}^{}\mathrm{sinh}r`$ (6)
$`\widehat{a}_{i,\mathrm{out}}`$ $`=`$ $`\widehat{a}_{i,\mathrm{in}}\mathrm{cosh}r+\widehat{a}_{s,\mathrm{in}}^{}\mathrm{sinh}r`$ (7)
where $`\widehat{a}_s`$ and $`\widehat{a}_i`$ are the annihilation operators of the signal and the idler modes, respectively. The interaction parameter is $`r=\gamma t`$, where $`\gamma `$ is proportional to the pump field amplitude and the second order susceptibility coefficient of the crystal. By choosing $`\widehat{a}_p`$ and $`\widehat{a}_q`$ to be the $`\pm 45^o`$ polarized modes defined by $`\widehat{a}_{p,q}=(\widehat{a}_s\pm \widehat{a}_i)/\sqrt{2}`$ and assuming that all the power is carried by mode $`\widehat{a}_p`$, Eq. (6) and Eq. (7) give

$$\widehat{a}_{p,\mathrm{out}}=\widehat{a}_{p,\mathrm{in}}\mathrm{cosh}r+\widehat{a}_{p,\mathrm{in}}^{}\mathrm{sinh}r$$
(8)
from which we can deduce the total number of photons at the output $`\widehat{N}_{p,\mathrm{out}}=G(\varphi )N_o`$ with gain

$$G(\varphi )=\mathrm{cosh}2r+\mathrm{sinh}2r\mathrm{cos}\varphi $$
(9)
where $`\varphi =\varphi _{\text{pump}}2\varphi _p`$ is the phase mismatch between the pump and the $`\widehat{a}_p`$ mode. The gain $`G(\varphi )`$ oscillates between the two values $`G_0=e^{2r}`$ and $`e^{2r}`$, depending of the relative phase between the input and the pump beam. Finally we note that the output quadrature amplitudes are given by

$`\widehat{X}_{p,\mathrm{out}}^+`$ $`=`$ $`\sqrt{G_0}\widehat{X}_{p,\mathrm{in}}^+`$ (10)
$`\widehat{X}_{p,\mathrm{out}}^{}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{G_0}}}\widehat{X}_{p,\mathrm{in}}^{}`$ (11)
### III.2 Type I system

Another way of performing the optical parametric down conversion process is by using a Type I crystal. Optical parametric oscillators (OPO) operating below threshold can exhibit phase sensitive amplification Lam99 . We assume the OPO is a simple Fabry-Perot cavity with a second order non-linear gain medium. The equations of motion for a general OPO cavity are given by

$`\dot{a}`$ $`=`$ $`\gamma \widehat{a}\kappa \widehat{a}+\sqrt{2\kappa _b}\widehat{A}_b+\sqrt{2\kappa _f}\widehat{A}_f+\sqrt{2\kappa _l}\widehat{\delta A_l}`$ (12)
$`\dot{a}^{}`$ $`=`$ $`\gamma ^{}\widehat{a}^{}\kappa \widehat{a}^{}+\sqrt{2\kappa _b}\widehat{A}_b^{}+\sqrt{2\kappa _f}\widehat{A}_f^{}+\sqrt{2\kappa _l}\widehat{\delta A_l}^{}`$ (13)
where $`\widehat{A}_f`$ and $`\widehat{A}_b`$ are the inputs into the front and back mirrors and $`\widehat{\delta A}_l`$ is a vacuum fluctuation term due to loss in the cavity. $`\kappa =\kappa _f+\kappa _b+\kappa _l`$ is the total cavity damping rate, where $`\kappa _f`$, $`\kappa _b`$ and $`\kappa _l`$ are the damping rates of the front and back mirrors and the loss in the cavity respectively.

The output from the OPA expressed in terms of an input $`\widehat{A}_f`$ can be derived from Eq. (12) and Eq. (13). By setting $`\kappa _b=0`$ and $`\kappa _l=0`$, so that no vacuum fluctuation couple into the cavity, the output field quadratures from the OPA expressed in the frequency domain are

$`X_{\mathrm{out}}^+(\omega )`$ $`=`$ $`{\displaystyle \frac{\kappa _fi\omega +\gamma }{i\omega +\kappa \gamma }}X_f^+(\omega )`$ (14)
$`X_{\mathrm{out}}^{}(\omega )`$ $`=`$ $`{\displaystyle \frac{\kappa _fi\omega \gamma }{i\omega +\kappa +\gamma }}X_f^{}(\omega )`$ (15)
where the general operator $`Z=Z(\omega )`$ is the Fourier transform of the time operator $`\widehat{Z}=\widehat{Z}(t)`$. By assuming the frequency is small such that $`\omega \kappa _f`$, the output field quadratures can be expressed more succinctly as

$`X_{\mathrm{out}}^+`$ $`=`$ $`\sqrt{G}X_f^+`$ (16)
$`X_{\mathrm{out}}^{}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{G}}}X_f^{}`$ (17)
where the gain is defined as $`\sqrt{G}=(\kappa _f+\gamma )/(\kappa _f\gamma )`$. The amount of gain is dependent on the pump power, and on the relative phase between the pump and input beams. In the amplification regime phase squeezed light is produced, whilst in the deamplification regime amplitude squeezed light is produced.

### III.3 Production of entangled beams

For Type II systems, the signal and idler output modes generated by a single PSA, as defined in Eq. (6) and (7), exhibit quadrature entanglement Rei89 ; Ben01 . Since the two modes are orthogonally polarized, the entangled beams can be spatially separated using a polarizing beam splitter. Whilst for Type I systems, quadrature entangled beams can be produced by interfering a pair of squeezed beams produced by two OPAs on a 1:1 beam splitter Ou92 . The output beams from the beam splitter also will exhibit quadrature entanglement.

The entanglement between the $`X^+`$ and $`X^{}`$ quadratures of the output modes in both systems can be characterized by using the inseparability criterion proposed by Duan et al. Duan . For symmetric inputs, Duan’s inseparability criterion is given by

$$(\delta X_s^++\delta X_i^+)^2+(\delta X_s^{}\delta X_i^{})^2<2$$
(18)
where subscripts $`s`$ and $`i`$ denote the two entangled beams. Since $`(\delta X_s^++\delta X_i^+)^2=(\delta X_s^{}\delta X_i^{})^2=1/\mathrm{cosh}2r`$ for both configurations, the beams show quadrature entanglement when $`r>0`$ (Where $`r`$ is the squeezing parameter of the input beams for Type I, or the interaction parameter for Type II).

## IV Proposed experimental setups

In this section, we analyze how {2,3} can reconstruct the secret sent by the dealer. The method described here can also be applied unchanged to {1,3}, and so we will not cite explicitly this case in the following paragraphs.

First, one can remark that by performing homodyne measurement on $`\widehat{a}_2`$ and $`\widehat{a}_3`$, and then by combining their results with a well chosen gain, {2,3} can get a measure of the amplitude or the phase of the secret, but they can not measure both at the same time. This scheme can be used for practical applications which require only classical information of a single quadrature to be transfered between the dealer and the players. Since the secret is not reconstructed, nor quantum information of both quadratures transferred, this protocol does not qualify as QSS.

Let us now concentrate on schemes which effectively reconstruct both the amplitude and phase of the secret at the same time.

### IV.1 The 2PSA scheme

This scheme follows the original idea of Tyc and Sanders Tyc02 . To reconstruct the secret using two PSAs, {2,3} first combine $`\widehat{a}_2`$ and $`\widehat{a}_3`$ on a 1:1 beam splitter, producing two beams $`\widehat{a}`$ and $`\widehat{b}`$, as depicted in Fig. 2. They pass each of these beams though separate PSAs, denoted by $`\mathrm{PSA}_\mathrm{a}`$ and $`\mathrm{PSA}_\mathrm{b}`$ respectively. Both the PSAs are adjusted so that the output of $`\mathrm{PSA}_\mathrm{a}`$ is amplified in the $`X^+`$ quadrature and deamplified in the $`X^{}`$ quadrature whilst the $`\mathrm{PSA}_\mathrm{b}`$ output is deamplified in the $`X^+`$ quadrature and amplified in the $`X^{}`$ quadrature. The gain of both PSAs is assumed to be equal. The final step required for reconstruction of the secret is to combine both PSA outputs on another 1:1 beam splitter. We denote these outputs as $`\widehat{a}_{\mathrm{out}_1}`$ and $`\widehat{a}_{\mathrm{out}_2}`$.

The PSAs can be used in both configurations discussed in Section III. We find the output quadrature amplitudes for both configurations to be of the form

$$X_{\mathrm{out}_1}^\pm =\frac{1}{2\sqrt{2}}X_\psi ^\pm \left(\sqrt{G}+\frac{1}{\sqrt{G}}\right)+\frac{\alpha ^\pm }{\sqrt{2}}+\frac{\beta ^\pm }{sqrt2}$$
(19)
It is obvious that if output 1 is used to construct the secret, then output 2 will in the limit of perfect QSS contain no relevant information. We will therefore not analyse output 2. For the Type II configuration, the $`\alpha ^\pm `$ and $`\beta ^\pm `$ parameters are dependent on the interaction parameters of the parametric process

$`\alpha ^\pm `$ $`=`$ $`[\sqrt{G}({\displaystyle \frac{1}{\sqrt{2}}}\mathrm{sinh}r{\displaystyle \frac{1}{2}}\mathrm{cosh}r){\displaystyle \frac{1}{\sqrt{G}}}({\displaystyle \frac{1}{2}}\mathrm{cosh}r+{\displaystyle \frac{1}{\sqrt{2}}}\mathrm{sinh}r)]X_{s,\mathrm{in}}^\pm `$ (20)
$`\beta ^\pm `$ $`=`$ $`\left[\sqrt{G}({\displaystyle \frac{1}{\sqrt{2}}}\mathrm{cosh}r{\displaystyle \frac{1}{2}}\mathrm{sinh}r){\displaystyle \frac{1}{\sqrt{G}}}({\displaystyle \frac{1}{2}}\mathrm{sinh}r+{\displaystyle \frac{1}{\sqrt{2}}}\mathrm{cosh}r)\right]X_{i,\mathrm{in}}^\pm `$ (21)
For the Type I configuration, they are dependent on the amount of squeezing of both squeezed state inputs. We therefore obtain

$`\alpha ^\pm `$ $`=`$ $`{\displaystyle \frac{X_{\mathrm{sqz1}}^{}}{\sqrt{G}}}(1\sqrt{2})+\sqrt{G}(1\pm \sqrt{2})`$ (22)
$`\beta ^\pm `$ $`=`$ $`{\displaystyle \frac{X_{\mathrm{sqz2}}^\pm }{\sqrt{G}}}(1\pm \sqrt{2})+\sqrt{G}(1\sqrt{2})`$ (23)
In the case of perfect entanglement (i.e. $`r\mathrm{}`$), setting the parametric gain to

$$G=\frac{\sqrt{2}+1}{\sqrt{2}1}$$
(24)
will completely eliminate the contribution of the input entanglement modes. We are therefore left with the original secret. With imperfect entanglement, we find for the Type II configuration

$$X_{\mathrm{out}_1}^\pm =X_\psi ^\pm e^rX_{s,\mathrm{in}}^\pm +e^rX_{i,\mathrm{in}}^\pm $$
(25)
Similarly, the output quadrature amplitudes for the Type I configuration are given by

$`X_{\mathrm{out}_1}^+`$ $`=`$ $`X_\psi ^+\sqrt{2}X_{\mathrm{sqz}_2}^+`$ (26)
$`X_{\mathrm{out}_1}^{}`$ $`=`$ $`X_\psi ^{}\sqrt{2}X_{\mathrm{sqz}_1}^+`$ (27)
where it is assumed that $`X_{\mathrm{sqz}_{1,2}}^+`$ are the squeezed quadratures. The results above demonstrate that with finite entanglement, {2,3} are able to reconstruct the secret $`\widehat{a}_\psi `$ with added noise variance of $`2e^{2r}`$. In addition to the parametric processes required for the generation of a pair of entangled beams, the QSS scheme described above requires two additional PSAs. This is experimentally very challenging. Since non-linear effects in optics are small, there have been methods used to increase optical intensities in experiments to enhance the parametric process. One such example is the utilization of high peak power pulsed light sources, either in Q-switched or mode-locked setups, to single pass light beams through the non-linear mediums to achieve the required phase sensitive amplification. A common difficulty found in such systems is the distortion of optical wave fronts due to the non-linear medium. This would result in poor optical interference and losses. Another method of increasing optical intensity in non-linear processes is the use of optical resonators. In this situation, the resonators also act as mode cleaners to the beams, thus ensuring better beam quality. However, impedance matching of the resonators, which is not required for single-pass phase sensitive amplification, is difficult to achieve. Imperfect impedance matching again leads to losses. It is therefore interesting to find an alternative scheme which does not require additional parametric processes for the reconstruction of the secret. In the next section, we will present a QSS scheme that requires only an electro-optic feedforward loop for {2,3} in secret reconstruction.

### IV.2 Feedforward loop scheme

Electro-optic feedforward loops have been widely used in many continuous variable experiments. The feedforward setup has been demonstrated to be useful in noiseless control of light beams Lam97  and has recently been used in teleportation experiments Fur98 ; Bow02 . In our feedforward QSS scheme, the dealer is required to add classical noise on the entangled beams. The purpose of adding classical noise will be discussed in the characterization Section V. This can be achieved using a pair of phase modulators on the constituent amplitude squeezed beams as shown in Fig. 3. This results in the two entangled beams having anticorrelated classical noise in the amplitude quadratures and correlated classical noise in the phase quadratures. Due to the 1:1 beam splitter ratio, both beams have an equal amount of added noise. The shares can then be expressed as

$`\widehat{a}_1`$ $`=`$ $`{\displaystyle \frac{\widehat{a}_\psi +\widehat{a}_{\mathrm{EPR1}}+\delta \widehat{a}_{m1}}{\sqrt{2}}}`$ (28)
$`\widehat{a}_2`$ $`=`$ $`{\displaystyle \frac{\widehat{a}_\psi \widehat{a}_{\mathrm{EPR1}}\delta \widehat{a}_{m1}}{\sqrt{2}}}`$ (29)
$`\widehat{a}_3`$ $`=`$ $`\widehat{a}_{\mathrm{EPR2}}+\delta \widehat{a}_{m2}`$ (30)
where $`\delta \widehat{a}_{m1,2}=(\pm \delta \widehat{X}_m^++i\delta \widehat{X}_m^{})/2`$ are the additional classical noise introduced by the two phase modulators. The strength of these additional modulations is given by $`V_m^\pm =(\delta \widehat{X}_m^\pm )^2=e^{2s}`$.

Similar to the previous dealer protocol, {1,2} can retrieve the secret by completing a Mach-Zehnder interferometer. To reconstruct the secret, {2,3} can interfere beams $`\widehat{a}_2`$ and $`\widehat{a}_3`$ on a $`2/3`$ reflective beam splitter as shown in Fig. 3 111In this paper, a 2:1 beam splitter ratio is adopted for the analysis of the secret reconstruction between {2,3} for all situations. We note that in general, both the beam splitter ratio and the feedforward gain can be optimised depending on the amount of input entanglement.. The beams splitter outputs are given by

$`X_b^+`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{3}}}(X_{\mathrm{sqz}_2}^{}X_{\mathrm{sqz}_1}^{}+X_\psi ^+2X_m^+)`$ (31)
$`X_b^{}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{3}}}(X_{\mathrm{sqz}_1}^+X_{\mathrm{sqz}_2}^++X_\psi ^{})`$ (32)
$`X_c^+`$ $`=`$ $`{\displaystyle \frac{[(X_{\mathrm{sqz}_1}^{}X_{\mathrm{sqz}_2}^{})3(X_{\mathrm{sqz}_1}^++X_{\mathrm{sqz}_2}^+)+2(X_\psi ^++X_m^+)]}{\sqrt{24}}}`$ (33)
$`X_c^{}`$ $`=`$ $`{\displaystyle \frac{[(X_{\mathrm{sqz}_2}^+X_{\mathrm{sqz}_1}^+)3(X_{\mathrm{sqz}_1}^{}+X_{\mathrm{sqz}_2}^{})+2(X_\psi ^{}3X_m^{})]}{\sqrt{24}}}`$ (34)
Since $`X_{\mathrm{sqz1},2}^+1`$ in the limit of large squeezing. We note that the $`2/3`$ reflective beam splitter ensures that the phase quadrature of the secret is already faithfully reconstructed in $`X_b^{}`$. By measuring the amplitude fluctuations $`X_c^+`$ and applying them to $`X_b^+`$, it is possible to eliminate the remaining anti-squeezed fluctuations, $`X_{\mathrm{sqz1},2}^{}`$, and the classical amplitude noise $`X_m^+`$ on the same beam. This can be done simply by directly detecting beam $`\widehat{c}`$ and then electro-optically feeding the detected signal to the amplitude of beam $`\widehat{b}`$ with the right gain. Due to optical losses, however, better efficiency can be achieved by divorcing the modulators from beam $`\widehat{b}`$ as shown in Fig. 3. Instead the detected signal from beam $`\widehat{c}`$ is encoded off line on a strong local oscillator beam, $`a_{\mathrm{LO}}`$. The signal on the local oscillator can then be mixed back onto beam $`\widehat{b}`$ using a highly reflective beam splitter as shown in Fig. 3. The resulting output quadratures are given by $`X_{\mathrm{out}}^\pm =\sqrt{1ϵ}X_b^\pm +\sqrt{ϵ}X_{\mathrm{LO}}^\pm `$. In the limit of high beam splitter reflectivity, $`ϵ0`$, we obtain

$`X_{\mathrm{out}}^+`$ $``$ $`X_b^++K(\omega )\delta I`$
$`X_{\mathrm{out}}^{}`$ $``$ $`X_b^{}`$ (35)
where $`K(\omega )`$ is a gain transfer function which takes into account the response of the electro-optic feedforward circuit and the loss due to the HR beam splitter. $`\delta I`$ is the detected photocurrent of the amplitude quadrature fluctuations of beam $`\widehat{c}`$ given by

$$\delta I=\sqrt{\eta }X_c^+\left[\frac{1}{2}\sqrt{\frac{1}{3}}\sqrt{\eta }\left(\frac{1}{\sqrt{2}}\left(\delta X_{\mathrm{sqz}_1}^{}\delta X_{\mathrm{sqz}_2}^{}\right)\frac{3}{\sqrt{2}}\left(\delta X_{\mathrm{sqz}_1}^++\delta X_{\mathrm{sqz}_2}^+\right)+\sqrt{2}\left(\delta X_m^++\delta X_\psi ^+\right)\right)+\sqrt{1\eta }\delta X_d^+\right]$$
(36)
where $`\eta `$ and $`\delta X_d^+`$ are, respectively, the detection efficiency and the vacuum fluctuations due to an imperfect detector. The output quadrature fluctuations can be re-expressed as

$`\delta X_{\mathrm{out}}^+`$ $`=`$ $`\left({\displaystyle \frac{1}{\sqrt{3}}}+{\displaystyle \frac{G}{\sqrt{6}}}\right)\delta X_\psi ^++\left({\displaystyle \frac{G}{2\sqrt{6}}}{\displaystyle \frac{1}{\sqrt{3}}}\right)\left(\delta X_{\mathrm{sqz}_1}^{}\delta X_{\mathrm{sqz}_2}^{}\right)`$ (37)
$`{\displaystyle \frac{G}{2}}\sqrt{{\displaystyle \frac{3}{2}}}\left(\delta X_{\mathrm{sqz}_1}^++\delta X_{\mathrm{sqz}_2}^+\right)+G\sqrt{{\displaystyle \frac{1\eta }{\eta }}}\delta X_d^++\left({\displaystyle \frac{2}{\sqrt{3}}}{\displaystyle \frac{G}{\sqrt{6}}}\right)\delta X_m^+`$
$`\delta X_{\mathrm{out}}^{}`$ $`=`$ $`\sqrt{{\displaystyle \frac{1}{3}}}\delta X_\psi ^{}+\sqrt{{\displaystyle \frac{1}{3}}}\left(\delta X_{\mathrm{sqz}_1}^+\delta X_{\mathrm{sqz}_2}^+\right)`$ (38)
where $`G=\eta K(\omega )X_\mathrm{c}^+`$ is the total gain of the feedforward loop. By setting $`G=2\sqrt{2}`$, it is clear that the anti-squeezing and classical noise terms of Eq. (37) are cancelled. In the limit of perfect detection efficiency and large squeezing, we obtain

$`\delta X_{\mathrm{out}}^+=`$ $`\sqrt{3}`$ $`\delta X_\psi ^+`$ (39)
$`\delta X_{\mathrm{out}}^{}=`$ $`{\displaystyle \frac{1}{\sqrt{3}}}`$ $`\delta X_\psi ^{}`$ (40)
Hence {2,3} can reproduce a symplectically transformed version of the secret, $`\widehat{a}_\psi `$. We note that since symplectic transformations are local unitary operation, no quantum information contained in the secret state is lost. Thus, the feedforward scheme works equally well when compared with the 2PSA scheme in terms of quantum information transfer. In order to reconstruct the quantum state of the secret, however, a single PSA is required on the output beam. Even so, the feedforward scheme is still technically less demanding than the 2PSA scheme introduced in the earlier section. In the next section, we will introduce experimental measures to characterize both QSS schemes.

## V Characterization

In teleportation experiments fidelity, $`=\psi _{\mathrm{in}}|\rho _{\mathrm{out}}|\psi _{\mathrm{in}}`$, is conventionally used to quantify the efficacy of a teleporter Fur98 . Fidelity can also be adopted to characterize QSS as it is a protocol that reconstructs input quantum states at a distance. If we assume that all input noise sources are Gaussian and that the secret is a coherent state, the fidelity of a QSS scheme is given by Bow02

$$=2e^{(k^++k^{})}\sqrt{\frac{V_\psi ^+V_\psi ^{}}{(V_\psi ^++V_{\mathrm{out}}^+)(V_\psi ^{}+V_{\mathrm{out}}^{})}}$$
(41)
where $`k^\pm =X_\psi ^\pm ^2(1X_\psi ^\pm /X_{\mathrm{out}}^\pm )^2/(4V_\psi ^\pm +4V_{\mathrm{out}}^\pm )`$. Assuming an ideal detector ($`\eta =1`$), we obtain from the analysis of Section IV the theoretical limits of fidelity for the 2PSA scheme as a function of squeezing

$`_{\{1,2\}}=`$ $`1`$ (42)
$`_{\{1,3\}}=`$ $`_{\{2,3\}}=`$ $`{\displaystyle \frac{1}{1+e^{2r}}}`$ (43)
where the subscripts $`i`$ and $`j`$ in $`_{\{i,j\}}`$ denote the collaborating players. We note that $`_{\{1,2\}}`$ is always unity since the reconstruction of secret only requires a simple Mach-Zehnder. In the limit of perfect entanglement, $`r\mathrm{}`$, the fidelity of Eq. (43) also approaches unity. In the case of the feedforward QSS scheme, however, we obtain

$`_{\{1,2\}}=`$ $`1`$ (44)
$`_{\{1,3\}}=`$ $`_{\{2,3\}}=`$ $`e^\mathrm{\Gamma }\sqrt{{\displaystyle \frac{3}{\left(2+e^{2r}\right)\left(2+3e^{2r}\right)}}}`$ (45)
where $`\mathrm{\Gamma }`$ is dependent on the quadratures of the secret, $`X_\psi ^\pm `$, and the squeezing of the input states $`r`$, and is given by

$$\mathrm{\Gamma }=\frac{2\sqrt{3}}{12}\left[X_\psi ^+^2\frac{1}{(2+3e^{2r})}+X_\psi ^{}^2\frac{9}{(2+e^{2r})}\right]$$
(46)
Equation (45) does not tend to unity even in the limit of infinite input squeezing. In fact, it quickly degrades to zero for finite squeezing and large secret sideband modulations. The reason for this is due to the symplectically transformed secret output state $`\widehat{a}_{\mathrm{out}}`$. We point out, however, that no information is lost. Indeed {2,3} can locally transform the output to get back the original secret state via a single parametric process. The fidelity given in Eq. (45) after the parametric correction then becomes equal to that of Eq. (43).

An alternative measure that is invariant to symplectic transformations is the T-V graph proposed by Ralph and Lam Ral99 , and used to characterize quantum teleportation Bow02 . This graph plots the product of the conditional variances of both conjugate observables $`V_q=V_{cv}^+.V_{cv}^{}`$ against the sum of the signal transfer coefficients $`T_q=T^++T^{}`$. Here the conditional variances are given by

$`V_{cv}^\pm =V_{\mathrm{out}}^\pm +{\displaystyle \frac{|\delta X_\psi ^\pm \delta X_{\mathrm{out}}^\pm |}{V_\psi ^\pm }}`$ (47)
and the signal transfer coefficients are defined as

$`T^\pm ={\displaystyle \frac{SNR_{\mathrm{out}}^\pm }{SNR_\psi ^\pm }}`$ (48)
In contrast to fidelity which measures the quality of the state reconstruction, the T-V graph emphasizes the transfer of quantum information Bow02 . In an ideal QSS scheme, collaborating players would obtain $`T_q=2`$ and $`V_q=0`$.

Using these measures, the collaborating players using the 2PSA scheme can obtain

$`T_q`$ $`=`$ $`{\displaystyle \frac{2}{1+2e^{2r}}}`$ (49)
$`V_q`$ $`=`$ $`2e^{2r}`$ (50)
Whilst for the feedforward scheme the collaborating players, which we will now denote as (CP), can obtain

$`T_q^{\mathrm{CP}}`$ $`=`$ $`{\displaystyle \frac{1}{1+2e^{2r}}}+{\displaystyle \frac{(1+\frac{G}{\sqrt{2}})^2}{\left(1+\frac{G}{\sqrt{2}}\right)^2+\left(\frac{G}{2}\sqrt{2}\right)^2e^{2r}+\left(\frac{3G}{2}\right)^2e^{2r}+\left(2\frac{G}{\sqrt{2}}\right)^2e^{2s}+\frac{3G^2(1\eta )}{\eta }}}`$ (51)
$`V_q^{\mathrm{CP}}`$ $`=`$ $`{\displaystyle \frac{e^{2r}}{18}}\left[9G^2e^{2r}+e^{2r}(G2\sqrt{2})^2+2e^{2s}(G2\sqrt{2})^2+12G^2\left({\displaystyle \frac{1\eta }{\eta }}\right)\right]`$ (52)
where $`e^{2s}`$ is the power of the added classical noise. Before analysing these results, we first determine the amount of information the single players (SP), i.e. the adversary structures, can learn about the secret if they were to measure their shares directly. In this situation, $`T_q^{\mathrm{SP}}`$ and $`V_q^{\mathrm{SP}}`$ for the single players are found to be

$`T_q^{\mathrm{SP}}`$ $`=`$ $`{\displaystyle \frac{2}{1+\mathrm{cosh}2r+e^{2s}}}`$ (53)
$`V_q^{\mathrm{SP}}`$ $`=`$ $`{\displaystyle \frac{(\mathrm{cosh}2r+e^{2s})^2}{4}}`$ (54)
Figure 4 shows the results of the feedforward QSS scheme for three different amounts of input squeezing. The dotted lines represent the results obtained by {2,3} in the absence of added classical noise when feedforward gain is varied. The star points represent the maximum information retrievable by {1} or {2} alone in the corresponding situations. Results for the addition of classical noise, 20 dB above the quantum noise limit, are depicted by solid lines for the collaborating players and by circles for the single players. In the limit of infinite input squeezing, the collaborating players can reconstruct the secret perfectly, with $`T_q^{\mathrm{CP}}2`$ and $`V_q^{\mathrm{CP}}0`$. This is achieved with an optimum, feedforward gain of $`G=2\sqrt{2}`$ where the influence of both the anti-squeezing quadratures (and the added classical noise) are completely cancelled as discussed in Section IV.2. Whilst single players in the same limit obtain no information about the secret, with $`T_q^{\mathrm{SP}}0`$ and $`V_q^{\mathrm{SP}}\mathrm{}`$, due to the dominant effect of the anti-squeezing quadratures (and the added classical noise). These results are shown in the plots of Fig. 4(c). In the case of finite squeezing and no added classical noise, however, the optimum feedforward gain for the collaborating players is always less than $`2\sqrt{2}`$ as shown in both Fig. 4(a) and (b). Further, single players forming the adversary structures can obtain some quantum information about the secret. When the amount of input squeezing less than 42%, single players obtain more quantum information than the access structures using the feedforward protocol. In this situation, the collaborating players should directly measure their shares containing the secret. The classical limit obtained when there is no input squeezing and no added classical noise is then $`T_q^{\mathrm{SP}}=T_q^{\mathrm{CP}}=1`$ and $`V_q^{\mathrm{SP}}=V_q^{\mathrm{CP}}=1/4`$, as shown by the star point of Fig. 4(a).

In order to prevent the single players from obtaining information about the secret, the dealer can introduce phase quadrature noise on both input amplitude squeezed beams. The phase noise translates to added noise in both the amplitude and phase quadratures of the entangled beams, $`\delta X_m^\pm `$. For large modulations, say 20 dB above the quantum noise limit, the single players obtain virtually no information about the secret, thus making $`T_q^{\mathrm{SP}}0`$ and $`V_q^{\mathrm{SP}}\mathrm{}`$ even in the absence of input squeezing. Collaborating players on the other hand, obtain a zero squeezing classical limit of $`T_q^{\mathrm{CP}}2/3`$ and $`V_q^{\mathrm{CP}}4`$.

Another consequence of the added classical noise for the collaborating players is that the optimum gain for maximum information transfer again approaches $`2\sqrt{2}`$. This results in the collaborating players obtaining less information about the secret with increasing classical noise. Nonetheless, the collaborating players can now obtain much more information than the single players for all levels of input squeezing. Any amount of input squeezing will now differentially increase the amount of information the access structure has over the adversary structure. These results are illustrated by the solid lines and the circles of Fig. 4.

## VI Conclusion

In this paper, we presented two experimental (2,3) threshold QSS schemes. The first one requires a pair of optically entangled beams and two phase sensitive amplifiers for the reconstruction of the secret state. Whilst the second utilizes a pair of optically entangled beams and an additional electro-optic feedforward loop. We have shown that although the latter does not exactly reproduce the original secret state, all quantum information is retained in the reconstructed output state in the limit of perfect entanglement. We show that by introducing controlled classical modulations on the entangled beams, it is possible to insure security against attacks from individual players. Table 1 summarizes the performances of our proposed feedforward QSS scheme for both classical (without entanglement), and quantum (with perfect entanglement) regimes. They are also calculated for situations with and without added classical noise.

This research is supported by the Australian Research Council. We thank Ben Buchler and Stephen Bartlett for useful discussions. This work is a part of EU QIPC Project, No. IST-1999-13071 (QUICOV).


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# On the 𝐿² Cohomology of a Convex Cocompact Hyperbolic Manifold

## 1 Introduction

The study of $`L^2`$ harmonic forms on a complete Riemannian manifold is a very interesting and important subject. In  the author has studied $`L^2`$ harmonic 1-forms on a conformally compact Einstein manifold and proved the following theorem.

###### Theorem 1.1

Let $`(M^{n+1},g)`$ be a conformally compact Einstein manifold.

1. If $`\lambda _0(g)>n1`$ then $`^1(M)=0`$.
2. If $`\lambda _0(g)=n1`$ and $`^1(M)0`$, then $`M`$ is isometric to $`\times \mathrm{\Sigma }`$, with warped product metric $`dt^2+\mathrm{cosh}^2(t)h`$, where $`\mathrm{\Sigma }`$ is compact and $`h`$ is a metric on $`\mathrm{\Sigma }`$ with $`\mathrm{Ric}(h)=(n1)h`$.

Here $`\lambda _0(g)`$ is the infimum of the $`L^2`$ spectrum of $`\mathrm{}`$. The proof hinges on the following inequality for a harmonic $`1`$form

$$|\theta |^2\frac{n+1}{n}||\theta ||^2$$
(1.1)
and the characterization of the equality case.

In this paper we use the same idea to study $`L^2`$ harmonic forms on a convex cocompact hyperbolic manifold. There has been much work on this topic. We simply mention the paper by Mazzeo and Phillips  and the recent work by Lott  and refer the reader to the reference therein for more background knowledge. Our main result is

###### Theorem 1.2

Let $`M=^{n+1}/\mathrm{\Gamma }`$ be a convex cocompact hyperbolic manifold and $`\delta `$ the Hausdorff dimension of the limit set of $`\mathrm{\Gamma }`$. Suppose $`\delta >n/2`$. Let $`^p(M)`$ be the space of $`L^2`$ harmonic $`p`$forms.

1. If $`p<n\delta `$ then $`^p(M)=0`$.
2. If $`\delta `$ is an integer and $`^{n\delta }(M)0`$, then $`M`$ is a twisted warped product of $`^{n\delta }`$ and a compact hyperbolic manifold of dimension $`\delta +1`$ (described in detail in Section 3) and $`\mathrm{dim}^{n\delta }(M)=1`$.

Our proof is conceptually very simple. We use Bochner formula to prove the vanishing theorem, but to get the sharp result we need a technical lemma like (1.1). It turns out that this inequality is an example of a refined Kato inequality and there are many other examples in Riemannian geometry. Recently D. Calderbank, P. Gauduchon and M. Herzlich  have worked out a general principle which covers all known examples and gives interesting new ones (T. Branson  has a different approach). As a special case their theorem implies that

$$|\theta |^2\frac{n+2p}{n+1p}||\theta ||^2$$
(1.2)
for a harmonic $`p`$form on an $`(n+1)`$ dimensional Riemannian manifold. Moreover the equality case is fully characterized. This result plays a key role in the proof. The proof of the second part is a little bit involved and may have some independent interest. In this borderline case we have an $`L^2`$ harmonic form which satisfies an overdetermined system of first order PDEs. The existence of such a harmonic form gives rise to a splitting of $`M`$ and forces the metric to be a twisted warped product. It is surprising to have a situation where the Bochner formula gives sharp results on higher dimensional cohomology.

In closing the introduction we should mention the paper  by Nayatani who proved a similar result for compact Kleinian $`n`$manifolds. His assumption requires $`\delta <n/21`$ while we assume that $`\delta >n/2`$. In some sense his result and ours are complementary.

Acknowledgment: I am indebted to Prof. Marc Herzlich for drawing my attention to his joint paper with Calderbank and Gauduchon  which plays an important role in the proof of the main theorem. I wish to thank Professors Rick Schoen and Rafe Mazzeo for their constant encouragement and helpful discussions. Finally I want to thank the referee for many valuable comments and suggestions.

## 2 Preliminaries

A complete hyperbolic manifold $`(M^{n+1},g)`$ is the quotient of the unit ball $`B^{n+1}`$ by a torsion-free discrete group $`\mathrm{\Gamma }`$ of isometries of $`^{n+1}`$. The limit set $`\mathrm{\Lambda }(\mathrm{\Gamma })`$ is defined to be the set of accumulation points in the sphere $`S^n=B^{n+1}`$ of an orbit $`\mathrm{\Gamma }(x)=\{\gamma (x)|\gamma \mathrm{\Gamma }\}`$, where $`x`$ is a point in $`B^{n+1}`$. $`M`$ is called geometrically finite if $`\mathrm{\Gamma }`$ has a fundamental domain bounded by finitely many geodesic hyperplanes. $`M`$ is called convex cocompact if the action of $`\mathrm{\Gamma }`$ on the hyperbolic convex hull of $`\mathrm{\Lambda }(\mathrm{\Gamma })`$ in $`B^{n+1}`$ has a compact fundamental region. Convex cocompact hyperbolic manifolds can be characterized as geometrically finite hyperbolic manifolds without cusps.

A convex cocompact hyperbolic manifold $`M`$ is conformally compact in the sense that $`\overline{M}=M(\mathrm{\Omega }(\mathrm{\Gamma })/\mathrm{\Gamma })`$ is a compact manifold with boundary and, if $`r`$ is a defining function (i. e. a smooth function on $`\overline{M}`$ with first order zero on the boundary, positive on $`M`$), then $`\overline{g}=r^2g`$ extends as a regular metric on $`\overline{M}`$. Its conformal infinity is the compact Kleinian manifold $`\mathrm{\Sigma }=\mathrm{\Omega }(\mathrm{\Gamma })/\mathrm{\Gamma }`$.

The $`L^2`$ cohomology of a geometrically finite hyperbolic manifold was studied by Mazzeo and Phillips . We state their theorem for a convex cocompact hyperbolic manifold.

###### Theorem 2.1

Let $`M=^{n+1}/\mathrm{\Gamma }`$ be an orientable convex cocompact hyperbolic manifold. There are natural isomorphisms

$$\{\begin{array}{cc}^pH^p(M,M)\hfill & \text{if }p<(n+1)/2\hfill \\ ^pH^p(M)\hfill & \text{if }p>(n+1)/2\hfill \end{array}$$

If $`n+1`$ is even then $`^{(n+1)/2}`$ is infinite dimensional.

The asymptotics of such harmonic forms are also studied in detail in . To formulate the result we consider a neighborhood $`𝒰`$ of $`M`$ and use standard upper-half-space coordinates $`(x,y)`$ so that $`𝒰M=\{y=0\}`$. Express $`\omega =\alpha +dy\beta `$, where $`\alpha `$ and $`\beta `$ are a $`p`$ and $`(p1)`$ form in $`x`$, respectively, depending parametrically on $`y`$.

###### Theorem 2.2

Suppose $`\omega `$ is an $`L^2`$ harmonic $`p`$form in a neighborhood $`𝒰`$ of $`M`$. Writing $`\omega =\alpha +dy\beta `$, the terms $`\alpha ,\beta `$ have complete asymptotic expansions as $`y0`$, and in particular

$`\alpha `$ $`=\{\begin{array}{cc}\alpha _{00}(x)y^{n2p}+O(y^{n+12p}\mathrm{log}y),\hfill & p<n/2\hfill \\ \alpha _{01}(x)y^2\mathrm{log}y+O(y^2),\hfill & p=n/2,\hfill \end{array}`$
$`\beta `$ $`=\{\begin{array}{cc}\beta _{01}(x)y^{n+12p}\mathrm{log}y+O(y^{n+12p}),\hfill & p<n/2\hfill \\ \beta _{00}(x)y+O(y^2\mathrm{log}y),\hfill & p=n/2.\hfill \end{array}`$
In all cases, the leading coefficients $`\alpha _{00},\alpha _{01},\beta _{00},\beta _{01}`$ are $`C^{\mathrm{}}`$ and their estimates are uniform for $`\omega `$’s bounded in $`L^2(𝒰)`$. Similar expansions and rates of decay hold when $`pn/2+1`$.

The key to prove such asymptotic expansions is to construct a parametrix $`Q`$ for the Hodge Laplacian $`\mathrm{}=dd^{}+d^{}d`$ near the conformal infinity such that

$$Q\mathrm{}=IR,$$

where $`R`$ is a smoothing operator. By construction the Schwartz kernel $`R`$ has an asymptotic expansion, hence $`\omega `$ has a similar expansion. In fact it is shown in  that

$$\begin{array}{cc}\hfill \alpha & \underset{j=0}{\overset{\mathrm{}}{}}\underset{l=0}{\overset{N_j}{}}\alpha _{jl}(x)y^{n2p+j}(\mathrm{log}y)^l,N_0=0\hfill \\ \hfill \beta & \underset{j=0}{\overset{\mathrm{}}{}}\underset{l=0}{\overset{M_j}{}}\beta _{jl}(x)y^{n2p+1+j}(\mathrm{log}y)^l,\hfill \end{array}$$
(2.1)
provided $`p<n/2`$. The forms $`\alpha _{jl},\beta _{jl}`$ are $`C^{\mathrm{}}`$. For $`p=n/2`$ there are similar results. For details we refer to  and .

The above asymtotics given by Mazzeo and Phillips, while valid for solutions of $`\mathrm{}\omega =0`$ which are not necessarily closed and coclosed (e.g. as might be needed when looking at solutions of $`\mathrm{}\omega =f`$ where f is compactly supported, hence zero in this boundary neighborhood), can be improved if $`\omega `$ is closed and coclosed. Write $`\alpha =_{|I|=p}\alpha _Idx^I`$ and $`\beta =_{|J|=p1}\beta _Jdx^J`$. From $`d\omega =0`$ we get

$$\underset{|I|=p}{}\frac{\alpha _I}{y}dydx^I+\underset{|I|=p,i}{}\frac{\alpha _I}{x^i}dx^idx^I\underset{|J|=p1,j}{}\frac{\beta _J}{x^j}dydx^jdx^J=0.$$

Therefore

$$\frac{\alpha _I}{y}=\underset{J,j}{}ϵ_{jJ}^I\frac{\beta _J}{x^j},$$
(2.2)
where $`ϵ_{jJ}^I=0`$ unless $`I=J\{j\}`$, in which case it is the sign of the permutation $`\left(\genfrac{}{}{0pt}{}{I}{jJ}\right)`$. This equation combined with the asymptotic expansion (2.1) easily implies that the coefficients $`\alpha _{jl}=0`$ in (2.1) for $`j=0,1`$. Similarly we can prove that $`\beta _{0l}=0`$ for $`l0`$ by using the equation $`d^{}\omega =0`$ combined with the asymptotic expansion (2.1).

It is well-known that an $`L^2`$ harmonic form on a complete Riemannian manifold is both closed and coclosed. Therefore an $`L^2`$ harmonic form on a convex cocompact hyperbolic manifold satisfies the improved decay rate. Though it is an elementary observation, we state it as a theorem for later reference. In this improved version we do not need to formulate $`p<n/2`$ and $`p=n/2`$ separately.

###### Theorem 2.3

Suppose $`\omega `$ is an $`L^2`$ harmonic $`p`$form on a convex cocompact hyperbolic manifold $`M`$ with $`pn/2`$. Then in a neighborhood $`𝒰`$ of $`M`$, writing $`\omega =\alpha +dy\beta `$, the terms $`\alpha ,\beta `$ have complete asymptotic expansions as $`y0`$, and in particular

$`\alpha `$ $`=O(y^{n+22p}\mathrm{log}y),`$
$`\beta `$ $`=O(y^{n+12p}).`$
Similar expansions and rates of decay hold when $`pn/2+1`$.

For a geometrically finite hyperbolic manifold, the asymptotics of an $`L^2`$ harmonic form at a cusp are also analyzed in .

## 3 Special examples of convex cocompact <br>hyperbolic manifolds

Let $`(N,g_0)`$ be a compact Riemannian manifold of dimension $`k+1`$ such that $`\mathrm{Ric}(g_0)=kg_0`$. Consider the following metric on $`M=B^{nk}\times N`$

$$g=\frac{4}{(1|x|^2)^2}\left(dx^2+\frac{(1+|x|^2)^2}{4}g_0\right),$$

where $`x`$ is the coordinates on $`B^{nk}`$. Then $`g`$ is a conformally compact Einstein metric. The conformal infinity is the $`S^{nk1}\times N`$ with the product metric. If we use polar coordinates on the hyperbolic space the metric can be written in the following form

$$g=dt^2+\mathrm{sinh}^2(t)d\zeta ^2+\mathrm{cosh}^2(t)g_0,$$
(3.1)
where $`d\zeta ^2`$ is the standard metric on $`S^{nk1}`$. It is obvious that $`(M,g)`$ is the warped product of $`^{nk}`$ and $`(N,g_0)`$.

If $`(N,g_0)`$ is hyperbolic, then $`(M,g)`$ is a convex cocompact hyperbolic manifold. To see this we first consider the hyperbolic space $`^{n+1}`$ using the upper space model with coordinates $`(r,x,y)`$, where $`r>0,x^k,y^{nk}`$. The hyperbolic metric is

$$g=r^2(dr^2+dx^2+dy^2).$$

We introduce polar coordinates $`y=\rho \zeta `$ on $`^{nk}`$, with $`\rho >0,\zeta S^{nk1}`$. Then

$$g=r^2(dr^2+d\rho ^2+\rho ^2d\zeta ^2+dx^2),$$
(3.2)
where $`d\zeta ^2`$ is the standard metric on $`S^{nk1}`$. We change coordinates by setting

$$r=s/\mathrm{cosh}(t),\rho =s\mathrm{tanh}(t).$$
(3.3)
Straightforward calculation shows that in the new coordinates

$$g=dt^2+\mathrm{sinh}^2(t)d\zeta ^2+\mathrm{cosh}^2(t)s^2(ds^2+dx^2).$$
(3.4)
This demonstrates that $`^{n+1}`$ is the warped product $`^{nk}\times ^{k+1}`$, since

$$dt^2+\mathrm{sinh}^2(t)d\zeta ^2$$

is exactly the hyperbolic metric in geodesic polar coordinates, and since

$$s^2(ds^2+dx^2)$$

is the hyperbolic metric on $`^{k+1}`$. This change of coordinates has a clear geometric meaning. $`^{k+1}`$ sits in $`^{n+1}`$ as the totally geodesic submanifold $`\{y=0\}`$. In our new coordinates we simply view $`^{n+1}`$ by the exponential map on the normal bundle of $`^{k+1}`$ in $`^{n+1}`$. It is easy to verify that $`t`$ as given by (3.3) is the distance from the point $`(r,x,y)`$ to $`^{k+1}`$ with the closest point being $`(s,x,0)`$. Let $`\mathrm{\Gamma }`$ be the cocompact Kleinian group such that $`N=^{k+1}/\mathrm{\Gamma }`$. There is a natural way to extend the action of $`\mathrm{\Gamma }`$ to $`^{n+1}`$ ($`n>k`$) called the Poincaré extension. In terms of the above description of $`^{n+1}`$ as the product $`^{nk}\times ^{k+1}`$ with the warped product metric (3.4), the extension is that $`\mathrm{\Gamma }`$ only acts on the second component. Hence $`^{n+1}/\mathrm{\Gamma }=^{nk}\times N^{k+1}`$ with the warped product metric given by (3.1).

There is a slightly more general construction. We give two equivalent descriptions here. Suppose that $`EN`$ is a $`\mathrm{rank}=nk`$ flat $`O(nk)`$ bundle. Such a bundle is determined by its holonomy $`\rho :\mathrm{\Gamma }O(nk)`$. We can cover $`N`$ by open sets $`\{U_\alpha \}`$ with parallel trivialization $`E|_{U_\alpha }^{nk}\times U_\alpha `$. Then on $`E|_{U_\alpha }`$ we can define a hyperbolic metric using formula (3.1). Since the transition functions $`U_\alpha U_\beta O(nk)`$ are locally constant, we get a global hyperbolic metric which is apparently conformally compact. We call such a hyperbolic manifold a twisted warped product. The second description we give is simpler. We define a generalized Poincare extension of $`\mathrm{\Gamma }`$action on $`^{k+1}`$ to $`^{n+1}=^{nk}\times ^{k+1}`$ by using the homomorphism $`\rho :\mathrm{\Gamma }O(nk)`$

$$\gamma (x,y)=(\rho (\gamma )x,\gamma y).$$

Then $`M=^{n+1}/\mathrm{\Gamma }`$ is the twisted product. It is obvious that the limit set of $`M`$ is a totally geodesic $`S^kS^n`$. The convex core is the compact $`k+1`$ dimensional hyperbolic manifold $`N`$ which is totally geodesic and the full manifold $`M`$ is a vector bundle over $`N`$ with rank $`nk`$. Conversely we have the following proposition whose proof is simple and hence omitted.

###### Proposition 3.1

Let $`M=^{n+1}/\mathrm{\Gamma }`$ be a convex cocompact hyperbolic manifold. Suppose the limit set is a totally geodesic $`S^kS^n`$, then $`M`$ is a twisted warped product of $`^{nk}`$ and a compact $`k+1`$ dimensional hyperbolic manifold.

Suppose $`k>n/21`$ and both $`N`$ and $`M`$ are orientable, we can describe $`L^2`$ harmonic $`(nk)`$forms on $`M`$ explicitly. First note $`H^{}(M)=H^{}(N)`$ for $`N`$ is a deformation retract of $`M`$. By Lefschetz duality and Mazzeo-Phillips theorem

$$^{nk}(M)H^{nk}(M,\mathrm{\Sigma })H^{k+1}(M)H^{k+1}(N).$$

If we introduce polar coordinates on the normal bundle of $`N`$ in $`M`$, by the previous discussion the metric $`g=dt^2+\mathrm{sinh}^2(t)d\zeta ^2+\mathrm{cosh}^2(t)h`$, where $`h`$ is the metric on $`N`$ and $`d\zeta ^2`$ is the standard metric on $`S^{nk1}`$. By calculation one can show that all $`L^2`$ harmonic $`(nk)`$forms on $`M`$ are given by the following formula

$$\omega =c\frac{\mathrm{sinh}^{nk1}(t)}{\mathrm{cosh}^{k+1}(t)}dt\mathrm{\Theta },$$
(3.5)
where $`\mathrm{\Theta }`$ is the volume form on $`S^{nk1}`$ and $`c`$ is any constant. It is easy to see that $`|\omega |=|c|\mathrm{cosh}^{(k+1)}(t)`$. Apparently the maximal level set is the convex core $`N`$. Note $`t`$ is the distance function to $`N`$.

## 4 Proof of the main theorem

We start to prove Theorem 1.2. We prove part 1 by contradiction. Suppose we have a nonzero $`L^2`$ harmonic form $`\xi `$ of degree $`pn\delta `$. By Bochner formula

$$0=(dd^{}+d^{}d)\xi =^{}\xi +\xi ,$$
(4.1)
where $`\xi =\theta ^ki_{e_l}R(e_k,e_l)\xi `$, if we choose orthonormal frame $`\{e_i\}`$ for the tangent bundle and $`\{\theta ^i\}`$ the dual frame for the cotangent bundle. The following lemma is well known. For completeness we present the proof.

###### Lemma 4.1

Let $`\omega `$ be a $`p`$form on an $`(n+1)`$dimensional manifold of constant sectional curvature $`\kappa `$. Then

$$\omega =p(n+1p)\kappa \omega .$$
(4.2)
Proof. As the metric has constant sectional curvature $`\kappa `$ we have

$$R(e_k,e_l)\theta ^i=\kappa (\delta _{li}\theta ^k\delta _{ki}\theta ^l).$$

Without loss of generality we assume $`\omega =\theta ^1\mathrm{}\theta ^p`$. We compute

$`\theta ^ki_{e_l}R(e_k,e_l)\omega `$
$`=\kappa \theta ^ki_{e_l}\left({\displaystyle \underset{i=1}{\overset{p}{}}}(1)^{i1}(\delta _{li}\theta ^k\delta _{ki}\theta ^l)\theta ^1\mathrm{}\widehat{\theta ^i}\mathrm{}\theta ^p\right)`$
$`=\kappa {\displaystyle \underset{i=1}{\overset{p}{}}}(1)^i\left(\delta _{li}\delta _l^k(n+1)\delta _{ki}\right)\theta ^k\theta ^1\mathrm{}\widehat{\theta ^i}\mathrm{}\theta ^p`$
$`+\kappa {\displaystyle \underset{i=1}{\overset{p}{}}}(1)^i\delta _{ki}\theta ^k\theta ^li_{e_l}\left(\theta ^1\mathrm{}\widehat{\theta ^i}\mathrm{}\theta ^p\right)`$
$`=np\kappa \omega p(p1)\kappa \omega `$
$`=p(n+1p)\kappa \omega .`$
$`\mathrm{}`$

By this lemma and (4.1) we get

$$^{}\xi =p(n+1p)\xi .$$

This easily implies

$$\frac{1}{2}\mathrm{}|\xi |^2=|\xi |^2p(n+1p)|\xi |^2.$$
(4.3)
To proceed we need the following lemma which is Theorem 6.3.(ii) in , but we state it in a way convenient for our purpose without introducing abstract notations.

###### Lemma 4.2

Let $`\xi `$ be a harmonic $`p`$form (i. e. $`d\xi =0`$ and $`\delta \xi =0`$) on a Riemannian manifold of dimension $`n+1`$, then

$$|\xi |^2\frac{n+2p}{n+1p}||\xi ||^2.$$
(4.4)
Moreover the equality holds iff there exists a $`1`$form $`\alpha `$ with $`\alpha \xi =0`$ such that

$$\xi =\alpha \xi \frac{1}{n+2p}\underset{i=0}{\overset{n}{}}\theta ^j(\theta ^ji_\alpha ^{\mathrm{}}\xi ),$$
(4.5)
where $`\{\theta ^0,\theta ^1,\mathrm{},\theta ^n\}`$ is an orthonormal basis for the cotangent bundle and $`\alpha ^{\mathrm{}}`$ is the vector dual to the $`1`$form $`\alpha `$.

Let $`f=|\xi |`$. By the above lemma, we get from (4.3)

$$\frac{1}{2}\mathrm{}f^2\frac{n+2p}{n+1p}|f|^2p(n+1p)f^2,$$

or, equivalently

$$f\mathrm{}f\frac{1}{n+1p}|f|^2p(n+1p)f^2.$$

Let $`\varphi =f^\beta `$. We compute

$`{\displaystyle \frac{1}{2}}\mathrm{}\varphi ^2`$ $`=\varphi \mathrm{}\varphi +|\varphi |^2`$
$`=f^\beta \left[\beta f^{\beta 1}\mathrm{}f+\beta (\beta 1)f^{\beta 2}|f|^2\right]+|\varphi |^2`$
$`=\beta f^{2(\beta 1)}\left[f\mathrm{}f+(\beta 1)|f|^2\right]+|\varphi |^2`$
$`\beta f^{2(\beta 1)}\left[{\displaystyle \frac{1}{n+1p}}|f|^2p(n+1p)f^2+(\beta 1)|f|^2\right]+|\varphi |^2`$
$`=\left(2\beta {\displaystyle \frac{np}{n+1p}}\right){\displaystyle \frac{1}{\beta }}|\varphi |^2p(n+1p)\beta \varphi ^2.`$
Let $`\beta =\frac{np}{n+1p}`$, then we have

$$\frac{1}{2}\mathrm{}\varphi ^2|\varphi |^2p(np)\varphi ^2.$$
(4.6)
We now take a defining function $`r`$ such that near the conformal infinity $`\mathrm{\Sigma }`$ the metric $`g=r^2(dr^2+h_r)`$, where $`h_r`$ is an $`r`$dependent family of metrics on $`\mathrm{\Sigma }`$. Define $`M^ϵ=\{xM|r(x)ϵ\}`$. For $`ϵ`$ small enough this is a compact manifold with boundary. By (4.6)

$$_{M^ϵ}\left(|\varphi |^2p(np)\varphi ^2\right)𝑑V_{M^ϵ}\varphi \frac{\varphi }{\nu }𝑑\sigma ,$$
(4.7)
where $`\nu `$ is the outer unit normal of $`M^ϵ`$. By Theorem 2.3 we have

$$\varphi =O(r^{np}).$$

Notice $`\frac{\varphi }{\nu }`$ is of the same order as $`\varphi `$. Therefore we get

$$_{M^ϵ}\varphi \frac{\varphi }{\nu }𝑑\sigma =_\mathrm{\Sigma }O(ϵ^{n2p})𝑑V_ϵ,$$

where $`dV_ϵ`$ is the volume form of $`h_ϵ`$ on $`\mathrm{\Sigma }`$. Under the condition $`np\delta >n/2`$, the boundary term apparently goes to zero as $`ϵ0`$. Therefore

$$_M|\varphi |^2p(np)_M\varphi ^2.$$
(4.8)
According to Sullivan  the infimum of the spectrum of $`\mathrm{}`$ is given by $`\lambda _0=\delta (n\delta )`$. If $`np>\delta `$, then $`\lambda _0>p(np)`$ and the above inequality is impossible. Hence $`^p=0`$. This finishes the proof of the first part.

Next, we prove the second part of Theorem 1.2. Suppose that $`\delta `$ is an integer and $`\xi `$ is a nonzero $`L^2`$ harmonic form of degree $`p=n\delta `$. Then from the previous discussion we must have

$$\mathrm{}\varphi =\delta (n\delta )\varphi ,$$
(4.9)
and, in view of Lemma 4.2

$$\xi =\alpha \xi \frac{1}{\delta +2}\underset{i=0}{\overset{n}{}}\theta ^j(\theta ^ji_\alpha ^{\mathrm{}}\xi )$$
(4.10)
for a $`1`$form $`\alpha `$ with $`\alpha \xi =0`$.

Before we plunge into the details, we describe our strategy. The existence of a nontrivial solution of the overdetermined equations (4.10) will be used to show that the regular level sets of $`\varphi `$ are compact hypersurfaces of constant mean curvature and they carry local splittings. Then by taking limit we prove that the maximum level set is a totally geodesic compact submanifold. The exponential map from its normal bundle is then a diffeomorphism onto $`M`$ and gives the twisted warped product structure.

Step 1. By Harnack inequality the function $`\varphi `$ is everywhere positive on $`M`$. Let $`c>0`$ be a regular value of $`\varphi `$, then $`\mathrm{\Sigma }_c=\varphi ^1(c)`$ is a compact hypersurface in $`M`$. Near a point $`x\mathrm{\Sigma }_c`$ we choose orthonormal basis of 1-forms $`\{\theta ^0,\mathrm{},\theta ^n\}`$ such that $`\alpha =(\delta +2)u\theta ^0`$ where $`u`$ is positive. As $`\alpha \xi =0`$, we can write $`\xi =\theta ^0\omega `$ such that $`\omega `$ contains no components involving $`\theta ^0`$. By (4.10) we obtain the following two equations

$$_{e_0}(\theta ^0\omega )=(\delta +1)u\theta ^0\omega ,$$
(4.11)
$$_{e_j}(\theta ^0\omega )=u\theta ^j\omega ,j=1,\mathrm{},n.$$
(4.12)
Thus (recall $`\varphi =|\xi |^{\delta /(\delta +1)}`$)

$$e_0\varphi =\frac{\delta }{\delta +1}|\xi |^{(\delta +2)/(\delta +1)}_{e_0}\xi ,\xi =\delta u\varphi ,$$
(4.13)
$$e_j\varphi =\frac{\delta }{\delta +1}|\xi |^{(\delta +2)/(\delta +1)}_{e_j}\xi ,\xi =0,j=1,\mathrm{},n.$$
(4.14)
Therefore $`e_0`$ is the normal vector field of the hypersurface $`\mathrm{\Sigma }_c`$ and $`e_1,\mathrm{},e_n`$ are tangent to $`\mathrm{\Sigma }_c`$. Thus

$$\varphi =\delta u\varphi e_0.$$
(4.15)
We can write

$$_{e_i}\theta ^0=\underset{j=1}{\overset{n}{}}\mathrm{\Pi }_{ij}\theta ^j,$$
(4.16)
where $`\mathrm{\Pi }_{ij}=_{e_i}e_0,e_j`$ is the second fundamental form of the hypersurface $`\mathrm{\Sigma }_c`$.

Since $`_{e_0}(\theta ^0\omega )=_{e_0}\theta ^0\omega +\theta ^0_{e_0}\omega `$ and $`_{e_0}\theta ^0`$ has no $`\theta ^0`$component, we obtain from (4.11)

$$_{e_0}\theta ^0\omega =0,$$
(4.17)
$$\theta ^0\left(_{e_0}\omega (\delta +1)u\omega \right)=0.$$
(4.18)
Similarly from (4.12) we get

$$\theta ^0_{e_j}\omega =0,$$
(4.19)
$$\left(_{e_j}\theta ^0+u\theta ^j\right)\omega =0.$$
(4.20)
The equation (4.19) implies that the tangential component of $`_{e_j}\omega `$ is zero, i. e. $`\omega `$ restricted to $`\mathrm{\Sigma }_c`$ is parallel.

We introduce a distribution $`E`$ on $`\mathrm{\Sigma }_c`$ by defining

$$E_x=\{vT_x\mathrm{\Sigma }_c|v^{}\omega =0\},x\mathrm{\Sigma }_c.$$
(4.21)
Let $`E^{}`$ be the orthogonal complement of $`E`$. Then we have a decomposition

$$T\mathrm{\Sigma }_c=EE^{}.$$
(4.22)
Both $`E`$ and $`E^{}`$ are parallel for $`\omega `$ is parallel. Obviously $`0\mathrm{rank}Ep1=\mathrm{deg}\omega `$.

The decomposition (4.22) gives a (local) splitting $`\mathrm{\Sigma }_c=\mathrm{\Sigma }^1\times \mathrm{\Sigma }^2`$ such that $`g`$ is the product of $`g_1`$ on $`\mathrm{\Sigma }^1`$ and $`g_2`$ on $`\mathrm{\Sigma }_2`$. Hence $`R_{\mathrm{\Sigma }_c}(X,Y,X,Y)=0,XE,YE^{}`$. By Gauss equation

$$|X|^2|Y|^2=\mathrm{\Pi }(X,X)\mathrm{\Pi }(Y,Y)+\mathrm{\Pi }(X,Y)^2.$$
(4.23)
We can choose orthonormal bases on $`E`$ and $`E^{}`$ such that in the corresponding coordinates

$$\mathrm{\Pi }(X,X)=\underset{i}{}\lambda _ix_i^2,\mathrm{\Pi }(Y,Y)=\underset{j}{}\mu _jy_j^2.$$

By (4.23) we have

$$\mathrm{\Pi }(X,Y)^2=\underset{i}{}x_i^2\underset{j}{}y_j^2+\underset{i}{}\lambda _ix_i^2\underset{j}{}\mu _jy_j^2.$$

Fixing $`x`$, view both sides as quadratic forms in $`y`$. The right hand side has no mixed terms $`y_iy_j,ij`$. It follows that the linear form $`\mathrm{\Pi }(X,Y)`$ in $`y`$ involves only one of $`y_j`$’s. The same argument works for $`x`$ while fixing $`y`$. Therefore by renumbering we can assume $`\mathrm{\Pi }(X,Y)=ax_1y_1`$. Then it is easy to see that $`a=0`$ and

$$\mathrm{\Pi }(X,Y)=0,XE,YE^{}$$
(4.24)
$$\mathrm{\Pi }(X,X)=|X|^2/\lambda ,XE,$$
(4.25)
$$\mathrm{\Pi }(Y,Y)=\lambda |Y|^2,YE^{},$$
(4.26)
for some function $`\lambda `$. We choose our basis such that $`\theta ^1,\mathrm{},\theta ^sE^{}`$ and the rest in $`E`$, where $`\delta +1s=\mathrm{rank}E^{}n`$. By (4.16) (4.20) and the above three equations

$$\mathrm{\Pi }_{ij}=\{\begin{array}{cc}0,\hfill & ij\hfill \\ u,\hfill & i=js\hfill \\ \frac{1}{u},\hfill & i=j>s.\hfill \end{array}$$
(4.27)
Hence the mean curvature of $`\mathrm{\Sigma }_c`$ is given by

$$H=su(ns)/u.$$
(4.28)
Again by Gauss equation and (4.27)

$`R_{\mathrm{\Sigma }^1}(X,Y,X,Y)=1+1/u^2,`$ for orthonormal $`X,YT\mathrm{\Sigma }^1`$ (4.29)
$`R_{\mathrm{\Sigma }^2}(Z,W,Z,W)=1+u^2,`$ for orthonormal $`Z,WT\mathrm{\Sigma }^2`$ (4.30)
It follows that $`\mathrm{Ric}_{\mathrm{\Sigma }_c}=s(1+u^2)+(ns)(1+1/u^2)`$. As $`\mathrm{dim}\mathrm{\Sigma }_c=n3`$, it is a standard consequence of the second Bianchi identity that $`u`$ is constant on $`\mathrm{\Sigma }_c`$. In particular both $`(\mathrm{\Sigma }^1,g_1)`$ and $`(\mathrm{\Sigma }^2,g_2)`$ have constant sectional curvatures.

Step 2. Thus for $`j=1,\mathrm{},n`$

$`_{e_0}e_0,e_j`$ $`=_{e_0}\left(\varphi /|\varphi |\right),e_j`$
$`=_{e_0}\varphi ,e_j/|\varphi |`$
$`=_{e_j}\varphi ,e_0/|\varphi |`$
$`={\displaystyle \frac{1}{|\varphi |}}(e_je_0\varphi _{e_j}e_0\varphi )`$
$`={\displaystyle \frac{1}{|\varphi |}}\left(\delta e_j(u\varphi )\mathrm{\Pi }_{ij}e_i\varphi \right)`$
$`=0,`$
where in the last step we use (4.13) and the fact that $`\varphi `$ and $`u`$ are constant on $`\mathrm{\Sigma }_c`$. Therefore

$$_{e_0}e_0=0.$$
(4.31)
We claim that the constant $`u`$ is not $`1`$. Suppose that $`u=1`$, then $`\mathrm{\Sigma }_c`$ is a compact flat hypersurface in $`M`$. Its lifting in $`^{n+1}`$ is then a horosphere which can be taken to be the hyperplane $`S=\{y=a\}`$ in the upper space model for some $`a>0`$. Let $`x`$ and $`\gamma x`$ be in $`S`$, which map to the same point in the quotient $`M=^{n+1}/\mathrm{\Gamma }`$, where $`\gamma \mathrm{\Gamma }`$. Then $`\gamma S=S`$, and it follows that $`\gamma `$ is a parabolic element. But this is impossible since $`M`$ has no cusps.

Moreover $`\mathrm{rank}E=\mathrm{deg}\omega `$, i. e. $`s=\delta +1`$. For otherwise we can write $`\omega =\theta ^{s+1}\mathrm{}\theta ^n\tau `$ with $`\tau `$ a nontrivial parallel form on $`\mathrm{\Sigma }^2`$. This would lead to a contradiction if we apply Lemma 4.1 on $`\mathrm{\Sigma }^2`$ which has nonzero constant curvature $`1+u^2`$.

The equation (4.9) can be written as

$$\delta (n\delta )\varphi =D^2\varphi (e_0,e_0)+\mathrm{}_{\mathrm{\Sigma }_c}\varphi +He_0\varphi .$$
(4.32)
The function $`\varphi `$ being constant on $`\mathrm{\Sigma }_c`$, we get using (4.28) (4.41)

$`D^2\varphi (e_0,e_0)`$ $`=\delta (n\delta )\varphi He_o\varphi `$ (4.33)
$`=\delta (n\delta )\varphi +\left((\delta +1)+(n\delta 1)/u\right)\delta u\varphi `$ (4.34)
$`=\delta (1+\delta )u^2\delta \varphi .`$ (4.35)
Combining these equations with (4.15) we obtain

$$D^2\varphi (e_0,e_0)=\frac{1+\delta }{\delta \varphi }|\varphi |^2\delta \varphi .$$
(4.36)
On the other hand $`D^2\varphi (e_0,e_i)=_{e_0}\varphi ,e_i=|\varphi |_{e_0}e_0,e_i=0`$ for $`i=1,\mathrm{},n`$ while

$`D^2\varphi (e_i,e_j)`$ $`=_{e_i}\varphi ,e_j`$
$`=|\varphi |_{e_i}e_0,e_j`$
$`=\delta u\varphi \mathrm{\Pi }_{ij}.`$
Therefore we have

$$D^2\varphi (e_i,e_j)=\{\begin{array}{cc}0,\hfill & ij\hfill \\ \frac{1+\delta }{\delta \varphi }|\varphi |^2\delta \varphi ,\hfill & i=j=0\hfill \\ \frac{|\varphi |^2}{\delta \varphi },\hfill & 1i=j\delta +1\hfill \\ \delta \varphi ,\hfill & i=j>\delta +1.\hfill \end{array}$$
(4.37)
This shows that at any critical point of $`\varphi `$ the Hessian $`D^2\varphi `$ has constant rank $`n+1(\delta +1)`$. Therefore $`N=\{x|\varphi (x)=B\}`$ is a nondegenerate critical manifold of dimension $`\delta +1`$,where $`B=\mathrm{max}\varphi `$. Let $`h`$ be the induced metric.

We show that $`N`$ is totally geodesic. Near $`N`$ we decompose $`TM`$ as the direct sum of two subbundles according to the eigenspaces of $`D^2\varphi `$. We choose orthonormal basis $`\{e_1,\mathrm{},e_{n+1}\}`$ such that the first $`\delta +1`$ vector correspond to the eigenvalue $`\frac{|\varphi |^2}{\delta \varphi }`$. On each regular level surface $`\mathrm{\Sigma }_c`$, $`\{e_1,\mathrm{},e_{\delta +1}\}`$ span the distribution $`E^{}`$ introduced before. We know that $`E`$ and $`E^{}`$ are parallel on $`\mathrm{\Sigma }_c`$, hence

$$_{e_i}e_k,e_j=0$$

for $`1i,j\delta +1;k>\delta +1`$ and $`e_k,\varphi =0`$ while by (4.27)

$$_{e_i}\frac{\varphi }{|\varphi |},e_j=u=\frac{|\varphi |}{\delta \varphi }.$$

Therefore

$$|_{e_i}X,e_j|\frac{|\varphi |}{\delta \varphi }$$

for any unit vector $`X`$ orthogonal to $`e_1,\mathrm{},e_{\delta +1}`$. As $`\varphi =0`$ on $`N`$, we conclude that $`N`$ has zero second fundamental form i. e. totally geodesic.

Step 3. We use the Ricci equation to compute the curvature of the normal bundle $`𝒩(N)`$

$`R_{VW}^{}X,Y`$ $`=R(V,W,X,Y)+{\displaystyle \underset{i=1}{\overset{\delta +1}{}}}\left(\mathrm{\Pi }_X(V,e_i)\mathrm{\Pi }_Y(W,e_i)\mathrm{\Pi }_X(W,e_i)\mathrm{\Pi }_Y(V,e_i)\right)`$
$`=0.`$
Hence the normal bundle is flat. Therefore we can choose our local orthonormal frame on an open subset $`UN`$ such that $`e_{\delta +2},\mathrm{},e_{n+1}`$ are parallel sections of $`𝒩(N)`$.

Finally we consider the exponential map $`𝒩(N)M`$ or locally

$$\psi :^+\times S^{n\delta 1}\times UM,$$
(4.38)
$$\psi (t,\zeta ,x)=exp_x\left(t\underset{i=d+2}{\overset{n+1}{}}\zeta ^ie_i\right).$$
(4.39)
Given $`VT_xN`$ and $`XT_\zeta S^{n\delta 1}`$ we get Jacobi fields $`V(t)=\psi _{}(V)`$ and $`X(t)=\psi _{}(X)`$ along the geodesic $`\gamma (t)=\psi (t,\zeta ,x)`$. Note $`V(0)=V`$ and $`\dot{V}(0)=_{i=d+2}^{n+1}\zeta ^i_Xe_i=0`$ because $`e_{\delta +2},\mathrm{},e_{n+1}`$ are parallel sections of $`𝒩(N)`$ and $`N`$ is totally geodesic. On the other hand $`X(0)=0,\dot{X}(0)=X`$. Since the metric is hyperbolic, the Jacobi equation is easy to solve to give

$$V(t)=\mathrm{cosh}(t)𝒫_t(V),X(t)=\mathrm{sinh}(t)𝒫_t(X),$$
(4.40)
where $`𝒫_t`$ is the parallel translation from $`T_xM`$ to $`T_{\gamma (t)}M`$ along $`\gamma `$. Therefore in the geodesic polar coordinates $`(t,\zeta ,x)`$ along $`N`$ the metric takes the form

$$g=dt^2+\mathrm{sinh}^2(t)d\zeta ^2+\mathrm{cosh}^2(t)h.$$

By (4.15) we have the following ODE on $`\gamma `$

$$\frac{d\varphi }{dt}=\delta u\varphi .$$
(4.41)
We have negative sign here because $`\dot{\gamma }=e_0`$ with our previous choice of $`e_0`$. We compute

$`{\displaystyle \frac{d^2\varphi }{dt^2}}`$ $`=\delta \varphi {\displaystyle \frac{du}{dt}}+\delta u{\displaystyle \frac{d\varphi }{dt}}`$
$`=\delta \varphi {\displaystyle \frac{du}{dt}}+\delta ^2u^2\varphi .`$
On the other hand (4.33) gives us

$$\frac{d^2\varphi }{dt^2}=D^2\varphi (e_0,e_0)=\delta (1+\delta )u^2\delta \varphi .$$

Combining these two equations we obtain the ODE

$$\{\begin{array}{cc}\frac{du}{dt}=1u^2\hfill & \\ u(0)=0.\hfill & \end{array}$$
(4.42)
This can be easily solved and we get

$$u(t)=\frac{\mathrm{sinh}(t)}{\mathrm{cosh}(t)},$$
(4.43)
$$\varphi (t)=B\mathrm{cosh}^\delta (t).$$
(4.44)
This shows that outside $`\mathrm{\Sigma }`$ the function $`\varphi `$ is regular everywhere. Therefore $`\psi :𝒩(N)M`$ is a diffeomorphism. This finishes the proof.

Remark. Part 1 of the theorem and its proof works for a geometrically finite hyperbolic manifold whose only cusps are of maximum rank. A cusp of maximum rank is isometric to $`]1,\mathrm{}[\times N`$ with the metric $`t^2(dt^2+g_0)`$, where $`(N,g_0)`$ is a compact flat manifold. If we write $`\omega =\alpha +dt\beta `$, by  we have

$`\alpha `$ $`=\{\begin{array}{cc}\alpha _0(x)+O(e^{\lambda t}),\hfill & k<n/2\hfill \\ O(e^{\lambda t}),\hfill & n/2k(n+1)/2,\hfill \end{array}`$
$`\beta `$ $`=\{\begin{array}{cc}\beta _0(x)t+O(e^{\lambda t}),\hfill & k<n/2\hfill \\ O(e^{\lambda t}),\hfill & n/2k(n+1)/2,\hfill \end{array}`$
as $`t\mathrm{}`$ for some $`\lambda >0`$, where $`\alpha _0`$ and $`\beta _0`$ are harmonic forms on $`N`$.

When we do integration by parts on a compact domain in (4.7), each cusp gives rise to a boundary term $`_{\{t\}\times N}\varphi \frac{\varphi }{\nu }𝑑\sigma `$ which tends to zero as $`t\mathrm{}`$, by the asymptotics given above. Therefore the rest of the argument goes without any change.

The asymptotics of $`L^2`$ harmonic forms near cusps of intermediate ranks are also given in , but the results are much more intricate. We do not know whether the above proof can be generalized to cover the general case.

By Lefschetz duality and Theorem 2.1 we get the following corollary from Theorem 1.2

###### Corollary 4.1

Let $`M=^{n+1}/\mathrm{\Gamma }`$ be an orientable convex cocompact hyperbolic manifold and $`\delta `$ the Hausdorff dimension of the limit set of $`\mathrm{\Gamma }`$. Suppose $`\delta >n/2`$.

1. If $`p>\delta +1`$ then $`H^p(M,)=0`$.
2. If $`\delta `$ is an integer and $`H^{\delta +1}(M,)0`$, then $`M`$ is a twisted warped product of $`^{n\delta }`$ and a compact hyperbolic manifold of dimension $`\delta +1`$.

Remark. As shown by Izeki , part one of the above corollary can be proven by algebraic topology. Let $`\mathrm{\Sigma }=\mathrm{\Omega }(\mathrm{\Gamma })/\mathrm{\Gamma }`$ be the conformal infinity which is a compact Kleinian $`n`$manifold. First by an idea in Schoen-Yau  one can prove the relative homotopy groups $`\pi _i(M,\mathrm{\Sigma })=0`$ for $`i<n\delta `$. Then by Hurewicz isomorphsim theorem $`H^i(M,\mathrm{\Sigma })=0`$ for $`i<n\delta `$. By Lefschetz duality, $`H^p(M,)=0`$ for $`p>\delta +1`$.

By Theorem 2.1, this implies that the $`L^2`$ cohomology is actually trivial if $`\delta <n/2`$. This can also be easily seen from our approach, using (4.6) and the fact that $`\lambda _0=n^2/4`$ when $`\delta n/2`$. By Mazzeo-Phillips theorem $`^{}(M)=0`$ except for the middle dimension when $`n+1`$ is even. Therefore the $`L^2`$ cohomology contains no useful information. However the interesting work of Nayatani  shows that one can then read off $`\delta `$ from the cohomology of $`\mathrm{\Sigma }`$ when $`\delta <n/21`$.


text:
# The serial harness interacting with a wall

## 1 Introduction and results

Hammersley (1965) introduced the *serial harness*, a discrete-time stochastic process that models the time evolution of a hypersurface of dimension $`d`$ embedded in a $`d+1`$ dimensional space. A quantity $`Y_n(i)`$ stays for the height of the surface at site $`i^d`$ at (integer) time $`n0`$. The initial configuration is the flat surface $`Y_0(i)=0`$ for all $`i`$. Under the evolution, at each moment $`n0`$ the height at each site is substituted by a weighted average of the heights at the previous moment plus a symmetric random variable.

Let $`𝒫=\{p(i,j)\}_{i,j^d}`$ be a stochastic matrix, i.e. $`p(i,j)0`$ and $`_jp(i,j)=1`$, which satisfies $`p(i,j)=p(0,ji)=:p(ji)`$ (homogeneity), $`_jjp(j)=0`$, and $`p(j)=0`$ for all $`|j|>v`$ for some $`v`$ (finite range). Assume also that $`𝒫`$ is truly $`d`$-dimensional: $`\{j^d:p(j)0\}`$ generates $`^d`$.

Let $`=(\epsilon ,(\epsilon _n(i),i^d),n)`$ be a family of i.i.d. integrable symmetric random variables. Let $``$ and $`𝔼`$ denote the probability and expectation in the probability space generated by $``$. (We use preliminary $`n`$ in the definitions but later it will be useful to have $`n`$.)

The *serial harness* $`(Y_n,n0)`$ is the discrete-time Markov process in $`^^d`$ defined by

$`Y_n(i)=\{\begin{array}{ccc}0,\hfill & \text{ if }\hfill & n=0,\hfill \\ _{j^d}p(i,j)Y_{n1}(j)+\epsilon _n(i),\hfill & \text{ if }\hfill & n1.\hfill \end{array}`$ (1.3)
Here $`Y_n(i)`$ denotes the height of the serial harness at site $`i`$ at time $`n`$. In other words, the evolution is given by

$$Y_n=𝒫Y_{n1}+\epsilon _n.$$
(1.4)
where $`\epsilon _n=(\epsilon _n(i),i^d)`$. Since the “noise variable” $`\epsilon `$ is symmetric and thus has zero mean, we have that $`𝔼Y_n(i)=0`$ for all $`i,n`$. We can interpret $`p(i,j)`$ as transition probabilities of a random walk on $`^d`$; let $`p_m(i,j)`$ be its $`m`$-step transition probabilities. By homogeneity, $`p_m(i,j)=p_m(0,ji)=:p_m(ji)`$. Iterating (1.3),

$$Y_n(i)=\underset{r=1}{\overset{n}{}}\underset{j^d}{}p_{nr}(i,j)\epsilon _r(j)\stackrel{d}{=}\underset{r=0}{\overset{n1}{}}\underset{j^d}{}p_r(j)\epsilon _r(j),$$
(1.5)
for all $`n1,i^d`$, where $`\stackrel{d}{=}`$ means equidistributed. Hammersley (1965) obtained that

$$𝔼(Y_n(i))^2=\sigma ^2s(n)$$
(1.6)
where $`\sigma ^2`$ is the variance of $`\epsilon `$ and

$$s(n):=\underset{r=0}{\overset{n1}{}}\underset{j^d}{}p_r(j)^2.$$
(1.7)
is the expected number of encounters up to time $`n`$ of two independent copies of a random walk starting at 0 with transition probabilities $`𝒫`$. Equality (1.6) follows immediately from (1.5). Since $`s(n)\sqrt{n}`$ for $`d=1`$, $`s(n)\mathrm{log}n`$ for $`d=2`$ and $`s(n)`$ is uniformly bounded in $`n`$ for $`d3`$ (see, for example, Spitzer (1976)), the surface delocalizes in dimensions $`d2`$ and stays localized in dimensions $`d3`$. Toom (1997) studies localization of the surface and surface-differences in function of the decay of the distribution of $`\epsilon `$.

We consider the serial harness interacting by exclusion with a wall located at the origin. The *wall process* $`(W_n,n0)`$ is the Markov process in $`(^+)^^d`$ defined by

$`W_n(i)=\{\begin{array}{ccc}0,\hfill & \text{ if }\hfill & n=0,\hfill \\ \left(_{j^d}p(i,j)W_{n1}(j)+\epsilon _n(i)\right)^+,\hfill & \text{ if }\hfill & n1,\hfill \end{array}`$ (1.10)
for $`i^d`$, where for $`a`$, $`a^+=a0=\mathrm{max}(a,0)`$; this can be reexpressed as

$$W_n=(𝒫W_{n1}+\epsilon _n)^+.$$
(1.11)
We say that the law of a random surface $`Z`$ is an *invariant measure* for the wall process if $`Z\stackrel{d}{=}(\epsilon _0+𝒫Z)^+`$, with $`\epsilon _0`$ and $`Z`$ independent. We show in Section 2 that

$$W_nW_{n+1}\text{ stochastically}.$$
(1.12)
This implies that $`W_n`$ is stochastically non-decreasing and thus their laws converge to a limit (that could give positive weight to infinity). If the limit is nondegenerate, then it is an invariant measure for the wall process. Monotonicity (1.12) implies in particular

$$\mu _n:=𝔼W_n(0)$$

is nondecreasing and thus converges either to a finite limit or to $`\mathrm{}`$. Our first result is general and rules out the former possibility, showing however that $`\mu _n`$ goes to infinity slower than $`n`$.

###### Theorem 1.1

(a) There is no nondegenerate invariant measure for the wall process $`(W_n)`$; (b) $`W_n\mathrm{}`$ in probability; (c) $`\mu _n\mathrm{}`$ as $`n\mathrm{}`$; (d) $`\mu _n/n0`$ as $`n\mathrm{}`$.

This theorem is proven in Section 2.

Let $`F`$ be the law of $`\epsilon `$, $`\overline{F}(x)=(\epsilon >x)`$ and define

$`_\alpha ^{}`$ $`:=`$ $`\{F:\overline{F}(x)ce^{c^{}x^\alpha },x>0,\text{ for some positive }c\text{}c^{}\}`$ (1.13)
$`_\alpha ^+`$ $`:=`$ $`\{F:\overline{F}(x)ce^{c^{}x^\alpha },x>0,\text{ for some positive }c\text{}c^{}\}`$ (1.14)
and

$`_\alpha `$ $`:=`$ $`_\alpha ^{}_\alpha ^+`$ (1.15)
We next state our main result. It consists of upper and lower bounds for $`\mu _n`$ for different noise distributions.

###### Theorem 1.2

There exist constants $`c`$ and $`C`$ that may depend on the dimension such that

* for $`d=1`$ if $`F_1^{}`$,

$$cn^{1/4}\mu _nCn^{1/4}\sqrt{\mathrm{log}n};$$
(1.16)
* for $`d=2`$, if $`F_\alpha `$, for some $`\alpha 1`$,

$$c(\mathrm{log}n)^{\frac{1}{\alpha }\frac{1}{2}}\mu _nC\mathrm{log}n;$$
(1.17)
* for $`d3`$, if $`F_\alpha `$, for some $`1\alpha 1+d/2`$,

$$c(\mathrm{log}n)^{\frac{1}{\alpha }}\mu _nC(\mathrm{log}n)^{\frac{1}{\alpha }\frac{2}{2+d}};$$
(1.18)
* for $`d3`$ if $`F_{1+d/2}`$,

$$c(\mathrm{log}n)^{\frac{2}{2+d}}\mu _nC(\mathrm{log}n)^{\frac{2}{2+d}}(\mathrm{log}\mathrm{log}n)^{\frac{d}{2+d}}.$$
(1.19)

Our upper bound in (1.19) can be slightly improved, see (6.4) and Remark 6.2 below. The lower bound in (i) can be shown to hold under weaker conditions; that is also the case for some cases of (ii); see (6.7) and Remark 6.7 below. If the noise distribution is in $`_\alpha `$ for some $`\alpha 1`$, then our lower and upper bounds to $`\mu _n`$ are of the same order in the case that $`d3,\mathrm{\hspace{0.17em}1}\alpha <1+d/2`$ (which includes the Gaussian case $`\alpha =2`$ for all such dimensions), and also in the case that $`d=2,\alpha =1`$.

Theorems 1.1 and 1.2 catch the effect of the “entropic repulsion” in a stochastically moving surface interacting with a wall by exclusion.

Many papers deal with the problem of entropic repulsion in Equilibrium Statistical Mechanics. The role of the entropic repulsion in the Gaussian free field was studied by Lebowitz and Maes (1987), Bolthausen, Deuschel and Zeitouni (1995), Deuschel (1996), Deuschel and Giacomin (1999) and Bolthausen, Deuschel and Giacomin (2001). In the Ising, SOS and related models the matter was discussed in Bricmont, El Mellouki and Fröhlich (1986), Bricmont (1990), Cesi and Martinelli (1996), Dinaburg and Mazel (1994), Holický and Zahradník (1993), and Ferrari and Martínez (1998).

The exponent $`1/4`$ for dynamic entropic repulsion in $`d=1`$ was predicted by Lipowsky (1985) using scaling arguments. This exponent was then found numerically by Mon, Binder, Landau (1987), Binder (1990), De Coninck, Dunlop and Menu (1993). Dunlop, Ferrari and Fontes (2001) proved bounds (slightly worse than) (1.16) for a one dimensional interface related to the phase separation line in the two dimensional Ising model at zero temperature. Funaki and Olla (2001) studied a one dimensional model in a finite box rescaled as the square of the time.

The strategy to show part of Theorem 1.2 is to compare the wall process with a “free process” — in our case the serial harness — as proposed by Dunlop, Ferrari and Fontes (2001). The following lemmas are the basic ingredients in this approach. The first two concern moderate deviations of the serial harness $`Y_n`$; they are then extended to the wall process $`W_n`$ in the last one.

###### Lemma 1.3

If the distribution of $`\epsilon `$ is in $`_1^{}`$, then in $`d2`$ there exist constants $`k,c,c^{}>0`$ such that for all $`K>0`$ and $`0ln`$,

$$[Y_l(0)K\sqrt{s(n)\mathrm{log}n}]kn^{cc^{}K}.$$
(1.20)
###### Lemma 1.4

If the distribution of $`\epsilon `$ is in $`_\alpha ^{}`$ for some $`\alpha 1`$, then in $`d3`$ there exist constants $`k,c,c^{}>0`$ such that, for all $`K>0`$ and $`0ln`$,

* if $`\alpha 1+d/2`$, then

$$[Y_l(0)K(\mathrm{log}n)^{\frac{1}{\alpha }\frac{2}{2+d}}]kn^{cc^{}K};$$
(1.21)
* and if $`\alpha =1+d/2`$, then

$$[Y_l(0)KL_n(1+2/d)]kn^{cc^{}K},$$
(1.22)
where $`L_n()`$ is defined in (6.1) below.

###### Lemma 1.5

The bounds of Lemmas 1.4 and 1.3 hold for $`l=n`$ if we replace $`Y_n`$ with $`W_n`$, possibly with worse constants $`k,c`$.

We conclude this introduction with a remark concerning the form (1.10) of the interaction with the wall. Two other choices are also natural. First, if the noise would push the process below zero, simply do nothing. Or, in the same case, only take the convex combination without a noise. Formally, these two cases are, respectively

$$W_0^{}(i)=W_0^{\prime \prime }(i)0,$$

and for $`n1`$

$`W_n^{}(i)=\{\begin{array}{cc}_{j^d}p(i,j)W_{n1}^{}(j)+\epsilon _n(i),\hfill & \text{if this is positive,}\hfill \\ W_{n1}^{}(i),\hfill & \text{otherwise;}\hfill \end{array}`$ (1.25)
and

$`W_n^{\prime \prime }(i)=\{\begin{array}{cc}_{j^d}p(i,j)W_{n1}^{\prime \prime }(j)+\epsilon _n(i),\hfill & \text{if this is positive,}\hfill \\ _{j^d}p(i,j)W_{n1}^{\prime \prime }(j),\hfill & \text{otherwise.}\hfill \end{array}`$ (1.28)
Coupling $`W,W^{},W^{\prime \prime }`$ by the same realization of the noise variables, one sees that, stochastically, both $`W^{}W`$ and $`W^{\prime \prime }W`$. This implies immediately that any lower bound for $`\mu _n`$ (in particular the ones in this paper) hold for $`\mu _n^{}:=𝔼W_n^{}(0)`$ and $`\mu _n^{\prime \prime }:=𝔼W_n^{\prime \prime }(0)`$ as well. These dominations also imply immediately the validity of the results of Theorem 1.1 (a-c) for $`W^{}`$ and $`W^{\prime \prime }`$. For the analogue of Theorem 1.1 (d), domination does not help (it goes in the wrong direction). An argument along the same lines as the one for $`W`$ can be made for $`W^{\prime \prime }`$ straightforwardly; see paragraphs containing (2.16) and (3.2). Under the assumption that $`𝒫(0,0)>0`$, one can also make a similar argument for $`W^{}`$; otherwise, the matter is more delicate, and we do not have an argument.

As for upper bounds for $`\mu _n^{},\mu _n^{\prime \prime }`$, the ones we get for $`\mu _n`$ also hold for both of them, since the proof only relies on the free process started at some height $`r`$ dominating stochastically the wall process started at the same height, and this holds for all three choices.

## 2 Delocalization

In this section we show Theorem 1.1. The wall process is *attractive*, that is,

$$\text{if }WW^{}\text{ then }(𝒫W+\epsilon _0)^+(𝒫W^{}+\epsilon _0)^+a.s.$$
(2.1)
coordinatewise, which implies

$$\text{if }W_nW_n^{}\text{ stochastically, then }W_{n+1}W_{n+1}^{}\text{ stochastically.}$$
(2.2)
Since for the process with initial flat surface $`0W_0W_1`$ *a.s.* this implies (1.12).

Theorem 1.1 is a consequence of the following three lemmas.

###### Lemma 2.1

There is no invariant measure for $`(W_n)`$ with finite mean.

Proof. Suppose there exists an invariant measure $`\nu _o`$ with finite mean $`m_o`$. Let $`I=[c,c]`$ be the support of the distribution of $`\epsilon `$. Then there exists $`0<c^{}<c`$ such that $`[\epsilon <c^{}]>0`$ and, by Markov’s inequality, for any $`n`$, $`[_jp_n(0,j)W(j)<2m_o]>\frac{1}{2}`$, where $`p_n`$ are the $`n`$-step transition probabilities.

The preceding implies that the process started from the invariant measure $`\nu _o`$ reaches the wall at the origin in $`n^{}=2m_o/c^{}`$ steps with strictly positive probability. This yields a positive drift, contradicting the assumption.

###### Lemma 2.2

Every invariant measure for $`(W_n)`$ dominates stochastically

$$\underset{n}{lim}(W_n).$$

Proof. Attractiveness (2.2) implies that the law of $`W_n`$ is stochastically non decreasing and hence converges to a limit. Since the initial flat configuration is dominated by any other, any invariant measure dominates stochastically that limit.

Consider the family of processes $`((W_n^k,nk),k)`$ defined by

$`W_n^k=\{\begin{array}{ccc}0,\hfill & \text{ if }\hfill & n=k,\hfill \\ (𝒫W_{n1}^k+\epsilon _n)^+,\hfill & \text{ if }\hfill & nk+1,\hfill \end{array}`$ (2.5)
$`(W_n^k,nk)`$ is the wall process evolving from time $`k`$ on, having flat configuration at initial time $`k`$. It is clear that for $`k0`$,

$$W_0^k\stackrel{d}{=}W_k^0(=W_k).$$
(2.6)
Since $`0=W_k^kW_k^{k1}`$, by attractiveness (2.1), $`W_n^kW_n^{k1}`$ for all $`nk`$, and in particular:

$$W_0^kW_0^{k1}$$
(2.7)
so that $`W_0^{\mathrm{}}=lim_k\mathrm{}W_0^k`$ is well defined (but could be infinity).

###### Lemma 2.3

$`W_0^{\mathrm{}}`$ (and hence $`W_n^{\mathrm{}}`$ for all $`n`$) is almost surely identically infinity.

Proof. The event $`\{W_0^{\mathrm{}}=\mathrm{}\}`$ belongs to the tail $`\sigma `$-algebra of $`\{\epsilon _k:k0\}`$, and is thus trivial. Write

$`W_0^{\mathrm{}}`$ $`=`$ $`(\epsilon _0+𝒫W_1^{\mathrm{}})^+=\mathrm{}`$ (2.8)
$`=`$ $`(\epsilon _0+𝒫(\epsilon _1+\mathrm{}𝒫(\epsilon _{k+1}+𝒫W_k^{\mathrm{}})^+\mathrm{})^+)^+`$ (2.9)
$``$ $`U_k+𝒫^kW_k^{\mathrm{}},`$ (2.10)
for $`k>0`$, where $`U_k=_{i=0}^{k1}𝒫^i\epsilon _i`$. Notice that $`U_k`$ is symmetric and that $`U_k`$ and $`W_k^{\mathrm{}}`$ are independent: $`U_k`$ is a function of $`(\epsilon _i:k+1i0)`$ while $`W_k^{\mathrm{}}`$ is function of $`(\epsilon _i:ik)`$. Since $`W_k^{\mathrm{}}\stackrel{d}{=}W_0^{\mathrm{}}`$, for all $`k0`$

$$W_0^{\mathrm{}}V_k+𝒫^kW_0^{\mathrm{}},\text{stochastically}$$
(2.11)
with $`V_k\stackrel{d}{=}U_k`$, $`V_k`$ and $`W_0^{\mathrm{}}`$ independent.

A key observation is that $`W_0^{\mathrm{}}`$ is ergodic for spatial shifts. This follows from the fact that $`W_0^{\mathrm{}}`$ is a function of $`\epsilon _n(i)`$’s for a cone of indices $`(n,i)`$ in $`\times ^d`$ with vertex in $`(0,x)`$. Now, $`𝔼(W_0^{\mathrm{}})=\mathrm{}`$, the Ergodic Theorem implies that $`𝒫^kW_0^{\mathrm{}}\mathrm{}`$ almost surely as $`k\mathrm{}`$. Indeed,

$$𝒫^kW_0^{\mathrm{}}(0)=\underset{i^d}{}p_k(i)W_0^{\mathrm{}}(i)\frac{c}{k^{d/2}}\underset{|i|\sqrt{k}}{}W_0^{\mathrm{}}(i)\mathrm{},$$
(2.12)
as $`k\mathrm{}`$, by the Ergodic Theorem. We have used the positivity of $`W_0^{\mathrm{}}`$ and the well known Local Central Limit Theorem estimate to the effect that $`inf_{|i|\sqrt{k}}p_k(i)c/k^{d/2}`$ for some $`c>0`$. For this estimate, aperiodicity is required; we leave the necessary and straightforward adaptations for the periodic case to the reader.

Now, (2.11), (2.12) and the symmetry of $`V_k`$ imply that for arbitrary $`M>0`$

$`(W_0^{\mathrm{}}>M)`$ $``$ $`\underset{k\mathrm{}}{lim\; inf}(V_k+𝒫^kW_0^{\mathrm{}}>M)`$ (2.13)
$``$ $`\underset{k\mathrm{}}{lim\; inf}(V_k0)(𝒫^kW_0^{\mathrm{}}>M)`$ (2.14)
$``$ $`{\displaystyle \frac{1}{2}}\underset{k\mathrm{}}{lim\; inf}(𝒫^kW_0^{\mathrm{}}>M)={\displaystyle \frac{1}{2}}.`$ (2.15)
Thus $`(W_0^{\mathrm{}}=\mathrm{})1/2`$ and triviality implies $`(W_0^{\mathrm{}}=\mathrm{})=1`$.

Proof of Theorem 1.1.  (a) is immediate consequence of Lemmas 2.2 and 2.3: any invariant surface dominates stochastically $`W_0^{\mathrm{}}`$ and $`W_0^{\mathrm{}}`$ is almost surely identically infinity. (b) follows from Lemma 2.3 and (2.6). (c) follows from the identity $`\mu _n=𝔼W_n(0)=𝔼W_0^n`$ and the monotone convergence theorem. Finally, in (3.2) below it is shown that

$`\mu _n\mu _{n1}`$ $`=`$ $`𝔼{\displaystyle _{𝒫W_{n1}}^{\mathrm{}}}(\epsilon >x)𝑑x`$ (2.16)
Since $`\epsilon `$ is integrable and $`𝒫W_{n1}`$ increases to infinity in probability, (2.16) converges to zero, and we get (d).

## 3 A generic lower bound

From (1.11),

$`W_n(i)`$ $`=`$ $`(𝒫W_{n1}(i)+\epsilon _n(i))^+`$ (3.1)
$`=`$ $`𝒫W_{n1}(i)+\epsilon _n(i)+(𝒫W_{n1}(i)\epsilon _n(i))^+`$
Taking expectations, since $`\epsilon `$ is symmetric,

$`\mu _n`$ $`=`$ $`\mu _{n1}+𝔼{\displaystyle _{𝒫W_{n1}}^{\mathrm{}}}(\epsilon >x)𝑑x.`$ (3.2)
As $`_y^{\mathrm{}}(\epsilon >x)𝑑x`$ is a convex function of $`y`$,

$$\mu _n\mu _{n1}+_{𝔼(𝒫W_{n1})}^{\mathrm{}}(\epsilon >x)𝑑x=\mu _{n1}+𝔼(\epsilon \mu _{n1})^+.$$
(3.3)
For $`s0`$, let $`G(s)=𝔼(\epsilon s)^+`$, $`H(s)=s+G(s)`$, and $`\nu (t)`$ be such that $`_0^{\nu (t)}[G(s)]^1𝑑s=t.`$

###### Theorem 3.1

$`\mu _n\nu (n)`$ for all $`n0`$.

###### Remark 3.2

This general lower bound does not depend on the dimension.

###### Corollary 3.3

If the distribution of $`\epsilon `$ belongs to $`_\alpha ^+`$ for some $`\alpha >0`$, then there exists $`c_2=c_2(\alpha )>0`$ such that

$$\mu _nc_2(\mathrm{log}n)^{\frac{1}{\alpha }}.$$
(3.4)
###### Corollary 3.4

Suppose that the distribution of $`\epsilon `$ decays at most polynomially, i.e. $`(\epsilon >x)c_0x^\alpha `$ for all $`x>1`$ and some positive constants $`c_0`$ and $`\alpha >1`$. Then there exists $`c_1=c_1(\alpha )>0`$ such that

$$\mu _nc_1n^{\frac{1}{\alpha }}.$$
(3.5)
Proof of Theorem 3.1.  Notice first that $`\nu (t)`$ is a solution of

$$\nu (t)=\underset{0}{\overset{t}{}}G(\nu (s))𝑑s$$

and thus satisfies

$$\nu (n)=\nu (n1)+\underset{n1}{\overset{n}{}}G(\nu (s))𝑑s.$$

Notice also that $`G(x)`$ is decreasing and $`H(x)`$ is increasing. We prove the lemma by induction. First, $`\mu _0=\nu (0)=0`$. Suppose that $`\mu _{n1}\nu (n1)`$. Then,

$`\nu (n)`$ $`=`$ $`\nu (n1)+{\displaystyle \underset{n1}{\overset{n}{}}}G(\nu (s))𝑑s\nu (n1)+G(\nu (n1))`$
$`=`$ $`H(\nu (n1))H(\mu _{n1})\mu _n,`$
where the last inequality is (3.3).

Proof of Corollary 3.4.  Note that

$$G(x)=𝔼(\epsilon x)^+=\underset{x}{\overset{+\mathrm{}}{}}(yx)𝑑[\epsilon y]=\underset{x}{\overset{+\mathrm{}}{}}[\epsilon y]𝑑y$$

and thus

$$g(t):=\underset{0}{\overset{t}{}}\frac{ds}{G(s)}=\underset{0}{\overset{t}{}}\frac{ds}{_s^+\mathrm{}[\epsilon y]𝑑y}.$$
(3.6)
Thus, from the assumption in the statement of Corollary 3.4,

$$g(t)\frac{1}{c_0}\underset{0}{\overset{t}{}}\frac{ds}{\frac{1}{\alpha 1}s^{1\alpha }}=\frac{\alpha 1}{c_0\alpha }t^\alpha $$
(3.7)
and

$$\nu (t)c_1t^{\frac{1}{\alpha }}$$

follows immediately.

Proof of Corollary 3.3.  As above, we have

$$g(t)\frac{1}{c}\underset{0}{\overset{t}{}}\frac{ds}{_s^+\mathrm{}e^{c^{}y^\alpha }𝑑y}c_1\underset{0}{\overset{t}{}}e^{c_2s^\alpha }𝑑sc_3e^{c_4t^\alpha }$$
(3.8)
and the result follows.

## 4 Moderate deviations for the serial harness

The proofs of Lemmas 1.3 and 1.4 are based on the behavior of $`𝔼(e^{\lambda Y_n(0)})`$ for small and large $`\lambda `$, established in Lemmas 4.1 and 4.3 below.

###### Lemma 4.1

Let $`\lambda _n`$ be a sequence of positive numbers such that

$$\overline{\lambda }_n:=\lambda _n/\sqrt{s(n)}1.$$
(4.1)
Then there exists a constant $`c`$ such that for all $`0ln`$

$$𝔼[e^{\overline{\lambda }_nY_l(0)}]e^{c\lambda _{n}^{}{}_{}{}^{2}}.$$
(4.2)
Proof. For all $`0ln`$

$`𝔼\left[e^{\overline{\lambda }_nY_l(0)}\right]`$ $`=`$ $`{\displaystyle \underset{r=0}{\overset{l1}{}}}{\displaystyle \underset{j^d}{}}𝔼\left[e^{\overline{\lambda }_np_r(j)\epsilon }\right]{\displaystyle \underset{r=0}{\overset{l1}{}}}{\displaystyle \underset{j^d}{}}e^{c\overline{\lambda }_{n}^{}{}_{}{}^{2}p_r(j)^2}`$
$`=`$ $`\mathrm{exp}\{c\lambda _{n}^{}{}_{}{}^{2}s(n)^1s(l)\}e^{c\lambda _{n}^{}{}_{}{}^{2}},`$
where $`c=𝔼(e^\epsilon )`$ and we have used that for a symmetric random variable $`W`$, if $`|\lambda |1`$, then

$$𝔼(e^{\lambda W})1+𝔼(e^W)\lambda ^2e^{𝔼(e^W)\lambda ^2}$$
(4.3)
and the fact that $`s()`$ is nondecreasing.

Proof of Lemma 1.3.

$`[Y_l(0)K\sqrt{s(n)\mathrm{log}n}]=[\overline{\lambda }_nY_n(0)\mathrm{log}n^{c^{}K}]n^{c^{}K}𝔼[e^{\overline{\lambda }_nY_n(0)}],`$
where $`\lambda _n=c^{\prime \prime }\sqrt{\mathrm{log}n}`$, for an appropriate constant $`c^{\prime \prime }`$, and Lemma 4.1 yields the result.

For the proof of Lemma 1.4, we will use that in $`d3`$

$$s:=\underset{n\mathrm{}}{lim}s(n)<\mathrm{}.$$
(4.4)
We will also need the following converse of (4.3).

###### Lemma 4.2

If the distribution of $`W`$ is in $`_\alpha ^{}`$ for some $`\alpha >1`$, then there exists a constant $`c`$ such that

$$𝔼(e^{\lambda W})e^{c\lambda ^\beta },$$
(4.5)
for all $`\lambda 1`$, where $`\beta =\alpha /(\alpha 1)`$.

Proof. We have that

$$𝔼e^{\lambda W}1+c_0^{\mathrm{}}e^{\lambda x}e^{c^{}x^\alpha }𝑑x=1+c_1_0^{\mathrm{}}e^{\stackrel{~}{\lambda }x}e^{x^\alpha }𝑑x,$$
(4.6)
where $`\stackrel{~}{\lambda }=\lambda /c^{1/\alpha }`$. Now, we write the integral in (4.6) as

$`{\displaystyle _0^{(2\stackrel{~}{\lambda })^{\beta 1}}}e^{\stackrel{~}{\lambda }x}𝑑x+{\displaystyle _{(2\stackrel{~}{\lambda })^{\beta 1}}^{\mathrm{}}}e^{\stackrel{~}{\lambda }xx^\alpha }𝑑x.`$
The former integral is bounded above by $`e^{c^{\prime \prime \prime }\lambda ^\beta }`$. The latter one is bounded above by a uniform constant.

###### Lemma 4.3

In $`d3`$, if the distribution of $`\epsilon `$ is in $`_\alpha ^{}`$ for some $`\alpha >1`$, then there exist a constant $`c`$ such that for all large $`q`$

$$𝔼(e^{qY_n(0)})\{\begin{array}{cc}e^{cq^{\beta (1+2/d)}},\hfill & \text{ if }\alpha 1+d/2;\hfill \\ e^{cq^{1+2/d}\mathrm{log}q},\hfill & \text{ if }\alpha =1+d/2,\hfill \end{array}$$
(4.7)
where $`\beta =\alpha /(\alpha 1)`$ as before.

Proof.

$`𝔼(e^{qY_n(0)})`$ $``$ $`{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{x^d}{}}𝔼(e^{qp_k(x)\epsilon }){\displaystyle \underset{k,x:qp_k(x)>1}{}}e^{c(qp_k(x))^\beta }{\displaystyle \underset{k,x:qp_k(x)1}{}}e^{c(qp_k(x))^2}`$ (4.8)
$`=`$ $`\mathrm{exp}\left\{c\left[{\displaystyle \underset{k,x:qp_k(x)>1}{}}(qp_k(x))^\beta +{\displaystyle \underset{k,x:qp_k(x)1}{}}(qp_k(x))^2\right]\right\}.`$
We now estimate the expression within square brackets in (4.8). If $`\beta 2`$ or, equivalently, $`1<\alpha 2`$, then that expression is bounded above by

$$q^\beta \underset{k,x}{}p_k^2(x)=q^\beta s.$$
(4.9)
For the case $`1<\beta <2`$ (equivalently, $`\alpha >2`$), we use the well known estimate on $`p_k:=sup_{x^d}p_k(x)`$: there exists a constant $`C`$ such that for all $`k1`$

$$p_kCk^{d/2}$$
(4.10)
(see e.g. Spitzer (1976)) to conclude that the expression within square brackets in (4.8) is bounded above by

$$q^\beta \underset{k=0}{\overset{(Cq)^{2/d}}{}}p_k^{\beta 1}+q^2\underset{k=(Cq)^{2/d}}{\overset{\mathrm{}}{}}p_kC^{}q^\beta \underset{k=1}{\overset{(Cq)^{2/d}}{}}k^{d(\beta 1)/2}+C^{\prime \prime }q^{1+2/d}$$
(4.11)
for some constants $`C^{},C^{\prime \prime }`$. The result follows.

Proof of Lemma 1.4.  Let $`Q_n`$ be a sequence of positive numbers such that $`Q_n=o(\mathrm{log}n)`$ and $`q_n=(\mathrm{log}n)/Q_n`$. Then

$$[Y_l(0)KQ_n][q_nY_l(0)K(\mathrm{log}n)]n^K𝔼(e^{q_nY_l(0)}).$$
(4.12)
We can thus use Lemma 4.3 for $`q_n`$. Therefore, if $`1<\alpha 1+d/2`$, making $`Q_n=(\mathrm{log}n)^{\frac{1}{\alpha }\frac{2}{2+d}}`$, we have $`q_n=(\mathrm{log}n)^{1(\frac{1}{\alpha }\frac{2}{2+d})}=(\mathrm{log}n)^{\frac{1}{\beta }\frac{d}{d+2}}`$ and thus, from (4.7)

$$[Y_l(0)K(\mathrm{log}n)^{\frac{1}{\alpha }\frac{2}{2+d}}]n^{cK}.$$
(4.13)
If $`\alpha =1+d/2`$, we make $`Q_n=L_n(1+2/d)`$, and thus $`q_n=(\mathrm{log}n)/L_n(1+2/d)=\mathrm{}_n(1+2/d)`$. From (4.7) and the definition of $`\mathrm{}_n(1+2/d)`$ (above (6.1) below)

$$[Y_l(0)KL_n(1+2/d)]n^{cK}.$$
(4.14)
For $`\alpha =1`$, we have

$`𝔼e^{Y_n(0)}={\displaystyle \underset{k,x}{}}𝔼e^{p_k(x)\epsilon }e^{c_{k,x}p_k^2(x)}=e^{cs},`$ (4.15)
where we have used (4.3). Thus, we obtain that

$$[Y_n(0)>K\mathrm{log}n]Cn^K.$$

## 5 Moderate deviations for the wall process

In this section we show Lemma 1.5. Introduce new processes $`W_n^{0,r}`$ and $`Y_n^{0,r}`$, which have the same evolution as $`W_n`$, respectively $`Y_n`$, but are started at time zero at height $`r`$. That is, $`W_0^{0,r}(i)=Y_0^{0,r}(i)=r`$, for all $`i^d`$.

Let

$$a_n=\{\begin{array}{cc}2K(\mathrm{log}n)^{\frac{1}{\alpha }\frac{2}{2+d}},\hfill & \text{for the extension of (}\text{1.21}\text{);}\hfill \\ 2KL_n(1+2/d),\hfill & \text{for the extension of (}\text{1.22}\text{);}\hfill \\ 2K\sqrt{s(n)\mathrm{log}n},\hfill & \text{for the extension of (}\text{1.20}\text{)}.\hfill \end{array}$$
(5.1)
Then,

$`\left[W_n(0)a_n\right]\left[W_n^{0,r}(0)a_n\right]`$ (5.2)
$`=`$ $`\left[W_n^{0,r}(0)a_n,W_n^{0,r}(0)=Y_n^{0,r}(0)\right]`$
$`+`$ $`\left[W_n^{0,r}(0)a_n,W_n^{0,r}(0)Y_n^{0,r}(0)\right]`$
$``$ $`\left[Y_n^{0,r}(0)a_n\right]`$
$`+`$ $`\left[W_n^{0,r}(0)Y_n^{0,r}(0)\right]`$ (5.3)
To get a bound for the probability in (5.2) of the form (1.20-1.22), we take $`r=a_n/2`$ and use (1.20-1.22).

The probability in (5.3) is treated as follows. Note that $`W_n^{0,r}(0)`$ and $`Y_n^{0,r}(0)`$ differ if a discrepancy occurs in the cone ($`v`$ is the maximal speed of a discrepancy)

$$\{(l,j)_0\times ^d:ln,|j|v(nl)\},$$
(5.4)
that is,

$$\{Y_n^{0,r}(0)W_n^{0,r}(0)\}=\{Y_l^{0,r}(j)<0\text{ for some }(l,j)\text{ with }ln,|j|v(nl)\}.$$

Since $`Y_n^{0,r}(0)`$ has the same law as $`Y_n(0)+r`$ and by symmetry, we have

$$[Y_l^{0,r}(j)<0]=[Y_l(j)<r]=[Y_l(j)>r].$$
(5.5)
Hence,

$`[Y_n^{0,r}(0)W_n^{0,r}(0)]`$ $`=`$ $`[(l,j)\text{ with }ln,|j|v(nl):Y_l(j)>r]`$
$``$ $`{\displaystyle \underset{l=0}{\overset{n}{}}}{\displaystyle \underset{|j|v(nl)}{}}[Y_l(j)>r].`$
Taking $`r=a_n/2`$ as before and using (1.20-1.22), we obtain

$$[Y_n^{0,r}(0)W_n^{0,r}(0)]kn^{cc^{}K}\underset{l=0}{\overset{n}{}}\underset{|j|v(nl)}{}1k^{}n^{c^{\prime \prime }c^{}K},$$
(5.6)
for some $`k^{},c^{\prime \prime }`$.

## 6 Bounds for the wall process

For $`\gamma >1`$, define $`\mathrm{}_n(\gamma )`$ as the solution of $`x^\gamma \mathrm{log}x=\mathrm{log}n`$, and let

$$L_n(\gamma )=(\mathrm{log}n)/\mathrm{}_n(\gamma ).$$
(6.1)
Note that

$$(\mathrm{log}n)^{1\frac{1}{\gamma }}L_n(\gamma )(\mathrm{log}n)^{1\frac{1}{\gamma }}(\mathrm{log}\mathrm{log}n)^{\frac{1}{\gamma }}\text{ for all }n.$$
(6.2)
###### Theorem 6.1

Suppose that the distribution of $`\epsilon `$ belongs to $`_\alpha ^{}`$ for some $`\alpha 1`$. If $`d3`$, then there exists $`c_3=c_3(\alpha ,d)>0`$ such that

* if $`1\alpha 1+\frac{d}{2}`$, then

$$\mu _nc_3(\mathrm{log}n)^{\frac{1}{\alpha }\frac{2}{2+d}};$$
(6.3)
* if $`\alpha =1+\frac{d}{2}`$, then for all $`\delta >0`$ we have

$$\mu _nc_3L_n(1+2/d);$$
(6.4)

If $`d=2`$, then there exists $`c_3`$ such that

$$\mu _nc_3\mathrm{log}n.$$
(6.5)
###### Remark 6.2

From (6.4) and (6.2), a slightly weaker alternative to (6.4) is

$$\mu _nc_3(\mathrm{log}n)^{\frac{2}{2+d}}(\mathrm{log}\mathrm{log}n)^{\frac{d}{2+d}}.$$
(6.6)
We now restrict attention to the class of exponentially decaying noise distributions. When the noise distribution is in $`_\alpha `$, $`\alpha 1`$, the results in Corollary 3.3 and Theorem 6.1 are our best explicit bounds (to leading order) for $`d3`$ and $`d=2,\mathrm{\hspace{0.17em}1}\alpha 2`$. For $`d=1,\alpha 1`$ and $`d=2,\alpha >2`$, we have better bounds, which we discuss now.

###### Theorem 6.3

If the distribution of $`\epsilon `$ is in $`_1^{}`$, then for $`d2`$, there exist constants $`c,C>0`$ such that

$$c\sqrt{s(n)}\mu _nC\sqrt{s(n)\mathrm{log}n},$$
(6.7)
where $`s(n)`$ is defined in (1.7). In particular

* for $`d=1`$,

$$cn^{1/4}\mu _nCn^{1/4}\sqrt{\mathrm{log}n};$$
(6.8)
* and for $`d=2`$,

$$c\sqrt{\mathrm{log}n}\mu _nC\mathrm{log}n$$
(6.9)

###### Remark 6.4

The lower bound in (6.7) actually holds under the weaker assumption that $`𝔼(\epsilon ^2)<\mathrm{}`$. See Remark 6.7 below.

We prove first the lower bound (6.7). The first step is to calculate the variance of the serial harness, which will give us the proper scaling. From (1.5) we get (this is already contained in Hammersley (1965)) $`𝔼Y_n(0)=0`$ and $`𝔼Y_n(0)^2=\sigma ^2s(n)`$.

The correct scaling for the serial harness is therefore $`s(n)^{1/2}`$, and we define accordingly

$$\stackrel{~}{Y}_n(0)s(n)^{\frac{1}{2}}Y_n(0).$$
(6.10)
Analogously we define $`\stackrel{~}{W}_n(0)`$ for the wall process. We now show that $`\stackrel{~}{Y}_n(0)`$ is uniformly integrable (with respect to $`n`$).

###### Lemma 6.5

The process $`(\stackrel{~}{Y}_n(0))_n`$ satisfies $`sup_n𝔼(e^{|\stackrel{~}{Y}_n(0)|})<\mathrm{}`$.

Proof. By symmetry of the $`\epsilon `$, $`𝔼(e^{|\stackrel{~}{Y}_n(0)|})2𝔼(e^{\stackrel{~}{Y}_n(0)})2e^c`$, where the last inequality follows from Lemma 4.1 with $`\lambda _n1`$.

From Lemma (6.5) it follows immediately that $`s(n)^1Y_n(0)^2`$ is uniformly integrable.

###### Lemma 6.6

There exists a constant $`c>0`$ such that for all $`n`$

$$𝔼|\stackrel{~}{Y}_n(0)|>c.$$
(6.11)
Proof. Clearly, for any positive $`M`$,

$`𝔼[\stackrel{~}{Y}_n(0)^2]`$ $`=`$ $`𝔼\left[\stackrel{~}{Y}_n(0)^2\mathrm{𝟏}\{|\stackrel{~}{Y}_n(0)|>M\}\right]+𝔼\left[\stackrel{~}{Y}_n(0)^2\mathrm{𝟏}\{\{|\stackrel{~}{Y}_n(0)|M\}\}\right]`$ (6.12)
$``$ $`𝔼\left[\stackrel{~}{Y}_n(0)^2\mathrm{𝟏}\{|\stackrel{~}{Y}_n(0)|>M\}\right]+M𝔼[|\stackrel{~}{Y}_n(0)|].`$
Since $`\stackrel{~}{Y}_n(0)^2`$ is uniformly integrable, for each $`\delta >0`$ we can choose $`M>0`$ such that

$$𝔼\left[\stackrel{~}{Y}_n(0)^2\mathrm{𝟏}\{|\stackrel{~}{Y}_n(0)|>M\}\right]<\delta ,$$
(6.13)
uniformly in $`n`$. Thus

$$𝔼[|\stackrel{~}{Y}_n(0)|]\frac{𝔼[\stackrel{~}{Y}_n(0)^2]\delta }{M}=\frac{\sigma ^2\delta }{M}>c>0,$$
(6.14)
for some $`\delta >0`$.

We finally prove the result about the wall process by coupling it with the serial harness using the same disorder variables $``$. By symmetry,

$$𝔼[|\stackrel{~}{Y}_n(0)|]=𝔼[(\stackrel{~}{Y}_n(0))^+]+𝔼[(\stackrel{~}{Y}_n(0))^+]=2𝔼[(\stackrel{~}{Y}_n(0))^+].$$
(6.15)
On the other hand, by construction, $`\stackrel{~}{W}_n(0)(\stackrel{~}{Y}_n(0))^+`$, and therefore,

$$𝔼[\stackrel{~}{W}_n(0)]𝔼[(\stackrel{~}{Y}_n(0))^+]\frac{1}{2}𝔼[|\stackrel{~}{Y}_n(0)|]c^{}>0.$$
(6.16)
This proves the lower bound (6.7).

The upper bounds (6.3-6.5) and (6.9) follow from Lemma 1.5 in the same, following way. Let $`a_n`$ be as in (5.1) and $`b_n=a_n/(2K)`$. Then

$`\mu _n/b_n`$ $`=`$ $`𝔼[W_n(0)/b_n]={\displaystyle _0^{\mathrm{}}}(W_n(0)>Kb_n)𝑑K`$
$``$ $`c/c^{}+k{\displaystyle _{c/c^{}}^{\mathrm{}}}n^{cc^{}K}𝑑KC,`$
for some constant $`C`$.

###### Remark 6.7

The lower bound in (6.7) actually holds under the weaker assumption that $`𝔼(\epsilon ^2)<\mathrm{}`$, since this is enough to have $`\stackrel{~}{Y}_n(0)^2`$ uniformly integrable.

## Acknowledgments.

We thank Servet Martínez for many discussions on harnesses, in particular for pointing out the minimality of $`W_0^{\mathrm{}}`$. We thank François Dunlop for references to the physical literature.

This paper is supported by Fundação de Apoio à Pesquisa do Estado de São Paulo (FAPESP), Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq), Programa Núcleos de Excelência (PRONEX).

Pablo A. Ferrari Luiz R. G. Fontes
IME USP IME USP
Caixa Postal 66281 Caixa Postal 66281
05311-970 - São Paulo 05311-970 - São Paulo
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pablo@ime.usp.br lrenato@ime.usp.br
http://www.ime.usp.br/~pablo

Beat M. Niederhauser Marina Vachkovskaia
IME USP IMECC UNICAMP
Caixa Postal 66281 Caixa Postal 6065
05311-970 - São Paulo 13081-970 Campinas SP
BRAZIL BRAZIL
beat@ime.usp.br marinav@ime.unicamp.br
http://www.ime.usp.br/~beat