text:
# Intrinsic errors of the central galactic mass derived from rotation curves under the influence of a weak non-axisymmetric potential

## 1 Introduction

Rotation curves are a major tool for determining mass distribution in spiral galaxies. Assuming spherical mass distribution, the galactic mass $`M`$ within a galactocentric radius $`R`$ is estimated by

$$M=RV^2/G,$$
(1)
where $`V`$ and $`G`$ stand for a circular velocity and gravitational constant.

Rotation curves in their outer regions are generally flat (Rubin et al., 1980, 1982, 1985), indicating massive dark halos surrounding their optical disks (Kent, 1987). In their central regions, many rotation curves rise steeply from the centers, reaching the high velocity seen in the outer flat rotation curves: typically $`100300\mathrm{km}\mathrm{s}^1`$ within a central $`100\mathrm{pc}`$ radius (Sofue, 1996; Sofue et al., 1999). These high velocities may indicate central massive cores of about $`10^9M_{}`$ within a central $`100\mathrm{pc}`$ radius (Sofue, 1996; Sofue et al., 1999; Takamiya & Sofue, 2000).

However, the gas in galactic disks does not necessarily show pure circular rotation, especially in the central regions. Bar-like distortions of the stellar system can drive non-circular (elliptical) motions for the gas. As a result, the apparent rotation curves do not represent the correct mass distribution. For example, if the elliptical orbits were aligned by chance with the line-of-sight, we would overestimate the mass (Sakamoto et al., 1999). The effect of non-circular motion on position-velocity diagrams has been intensively studied in theoretical calculations (Bureau & Athanassoula, 1999; Athanassoula & Bureau, 1999).

In this paper, we quantitatively study the errors in estimating the mass from rotation curves in galaxies with a weak bar, and calculate the probability that the observed mass suffers from such errors. Even if the bar-like distortion of the gravitational potential is very weak, the gas velocity-field can be non-axisymmetric (Wada, 1994). In order to obtain the velocity-field of the gas in a weak bar potential, we performed Smoothed Particle Hydrodynamics (SPH) simulations (Sect. 2). Using the numerical results, we estimate the probability of overestimating the central galactic mass (Sect. 3). We discuss the implications of our results in Sect. 4.

## 2 Numerical Calculations

### 2.1 2-D SPH Methods

We perform two-dimensional SPH calculations (Lucy, 1977; Gingold & Monaghan, 1977), and reproduce gas motions in a weak stellar bar potential. We adopt the SPH formulation by Benz (1990), and use the spline kernel (Monaghan & Lattanzio, 1985) with the modification for its gradient (Thomas & Couchman, 1992). The correction term for viscosity (Balsara, 1995) is taken into account to avoid large entropy generation in pure shear flows. The SPH smoothing length $`h`$ varies in space and time, keeping the number of particles within the radius $`2h`$ at an almost constant of 32 according to the method of Hernquist & Katz (1989). The leapfrog integrator is adopted to update positions and velocities. We use $`3\times 10^4`$ particles to represent the gas disk.

### 2.2 Galaxy Disk and Weak Bar Potentials

We take the galaxy potential for a weak bar used in Sanders (1977) and Wada & Habe (1992); the oval potential for a barred galaxy $`\mathrm{\Phi }(R,\theta )`$ is represented in axisymmetric and bisymmetric parts by

$$\mathrm{\Phi }(R,\theta )=\mathrm{\Phi }_0(R)+\mathrm{\Phi }_b(R)\mathrm{cos}2\theta ,$$
(2)
where the first term is an axisymmetric potential for a disk,

$$\mathrm{\Phi }_0(R)=C\frac{1}{(R^2+a^2)^{1/2}},$$
(3)
and the second term is a bisymmetric one for a weak bar,

$$\mathrm{\Phi }_b=ϵ_0C\frac{aR^2}{(R^2+a^2)^2}.$$
(4)
The normalization coefficient $`C=(27/4)^{1/2}av_{\mathrm{max}}^2`$ is calculated from the core radius $`a`$ and maximum rotation velocity $`v_{\mathrm{max}}`$. $`ϵ_0`$ is a parameter to control the strength of the bar. $`R`$ and $`\theta `$ stand for the galactocentric radius and azimuthal angle from the bar respectively. We are interested in the notion that noncircular motions in a bar apparently indicate a central massive component. We thus do not consider any massive central component in our potential, such as a bulge (Athanassoula & Bureau, 1999) or a massive black hole (Fukuda et al., 1998, 2000).

Our potential model has the benefit of being capable of analytically investigating gaseous orbits in the bar potential (Wada, 1994), and has been well-studied in numerical simulations for the bar-driven gas fueling into galactic centers (Wada & Habe, 1992, 1995), the gas kinematics in the Galaxy (Wada et al., 1994), the spatial distribution of mass-to-light ratio in a galaxy NGC 4321 (Wada et al., 1998), and the effects of a central black hole (Fukuda et al., 1998, 2000).

We fix $`a=\sqrt{2}\mathrm{kpc}`$ and $`v_{\mathrm{max}}=220\mathrm{km}\mathrm{s}^1`$; the corresponding rotation curve is shown in Fig. 1. The gas reaches the maximum circular rotation velocity at $`R=2\mathrm{kpc}`$ with a rotational period of $`56\mathrm{Myr}`$. Fig. 2 shows the radial changes of frequencies, $`\mathrm{\Omega }`$ and $`\mathrm{\Omega }\pm \kappa /2`$, where $`\mathrm{\Omega }`$ and $`\kappa `$ are circular and epicyclic frequencies respectively. We set the pattern speed of the bar $`\mathrm{\Omega }_\mathrm{b}`$ at 0.4, 0.8, and 1.5 times the maximum of $`\mathrm{\Omega }\kappa /2`$, indicated by horizontal lines. Models with $`\mathrm{\Omega }_\mathrm{b}=0.4`$ and $`0.8\times (\mathrm{\Omega }\kappa /2)_{\mathrm{max}}`$ have two inner Lindblad resonances (ILR), while those with $`\mathrm{\Omega }_\mathrm{b}=1.5\times (\mathrm{\Omega }\kappa /2)_{\mathrm{max}}`$ have no ILR. $`ϵ_0`$ is set to 0.05, 0.10, and 0.15. Our nine models are listed in Table 1.

### 2.3 Initial Conditions

The gas is initially distributed in a uniform-density disk with an $`8\mathrm{kpc}`$ radius, following pure circular-rotation that balances the centrifugal force. The gas temperature is assumed to be a constant $`10^4\mathrm{K}`$, corresponding to the sound speed of about $`10\mathrm{km}\mathrm{s}^1`$, throughout evolution. The total gas mass is assumed to be 5% of the total stellar mass within the radius of $`8\mathrm{kpc}`$. The results are not significantly affected by the total gas mass, because thermal pressure is much smaller than the rotational energy, and we do not calculate self-gravity of the gas. We advance the calculations up to about $`500\mathrm{Myr}`$.

### 2.4 Gas Dynamical Evolution

Gas dynamics in a barred potential have been well studied in numerical simulations (Wada & Habe, 1992; Heller & Shlosman, 1994; Piner et al., 1995; Fukuda et al., 1998; Athanassoula & Bureau, 1999). Our models evolve consistently with these simulations. Fig. 3, model E, shows a typical evolution. Three phases of the evolution can be seen in this model: (a) linear perturbation phase, $`t050\mathrm{Myr}`$, (b) transient phase, $`t50250\mathrm{Myr}`$, and (c) quasi-steady phase, $`t>250\mathrm{Myr}`$.

The characteristic structure appearing during the evolution depends strongly on the positions of resonances, i.e. the pattern speed of the bar $`\mathrm{\Omega }_\mathrm{b}`$. In phase (a), leading and trailing spiral arms are formed around the inner ($`R=1.1\mathrm{kpc}`$) and outer ($`3.1\mathrm{kpc}`$) ILRs respectively at $`t=36\mathrm{Myr}`$. These resonant-driven spirals are expected in a linear theory (Wada, 1994). While the outer trailing arms remain with increasing density contrasts, the inner leading arms evolve into an oval ring, or a gaseous bar ($`t=71107\mathrm{Myr}`$), i.e. phase (b). The oval ring first leads the stellar bar ($`71\mathrm{Myr}`$), rotating opposite to the gas rotation ($`107\mathrm{Myr}`$), and being aligned with the stellar bar ($`250\mathrm{Myr}`$), and thereafter, the system develops toward a quasi-steady phase, i.e. phase (c). The ellipticity of the nuclear ring grows as high as $`e0.8`$. The ripple seen in the outer arms at $`t=394\mathrm{Myr}`$ would originate in the Kelvin-Helmholtz instability (Piner et al., 1995). Gas dynamics and structure in the inner region of the disk are not affected by this instability.

Fig. 4 and 5 display the final snapshots and velocity fields for nine models. Different pattern speeds $`\mathrm{\Omega }_\mathrm{b}`$ and bar strength $`ϵ_0`$ are arranged vertically and horizontally, respectively. It is evident that the final structure depends strongly on $`\mathrm{\Omega }_\mathrm{b}`$, while $`ϵ_0`$ changes only the density contrasts. Model A, B, and C have no ILRs, thus no spiral arms or ring in their inner regions are formed. The outer spiral arms are formed outside the radius of the corotation resonance (CR) due to the outer Lindblad resonance (OLR). Model D and F resemble model E. Model G, H and I also have arms and rings similar to those in model E, but at different radii, corresponding to the location of the ILRs. Fig. 5 clearly show that, in models D, E, F and G, most gaseous orbits are $`x_1`$-like, while in model H and I, the large separation and low density between the two ILRs suffice to leave the gases on $`x_2`$-orbits, which form a stable oval ring, nearly perpendicular to the stellar bar.

## 3 Galactic Mass Derived from Rotation Curves

In this section, we compare the apparent rotation curves obtained from the numerical results (Sect. 3.1) and the true rotation curves, then we get probability to overestimate/underestimate the galactic mass (Sects. 3.2 and 3.3).

### 3.1 Observing Rotation Curves in Models

We obtain a position-velocity (p-v) diagram by observing our calculated gas disks edge-on, and then determine a rotation curve from the p-v diagram. We assign gas particles in a position-velocity grid using the cloud-in-cell method (Hockney & Eastwood, 1981); the spacing for the grid is set to a typical resolution in recent interferometry observations of the CO gas for Virgo galaxies, i.e. $`100\mathrm{pc}`$ ($`1\mathrm{}`$) in space and $`5\mathrm{km}\mathrm{s}^1`$ in velocity (Sofue in private communication). Then we determine a rotation curve by tracing the gas at the highest velocity for each radius in the p-v diagram. Some examples for p-v diagrams and rotation curves are shown in Fig. 6

There are several ways to derive a rotation curve from an observed p-v diagram. One traces the peak-intensity velocity or intensity-weighted mean velocity at each radius (Rubin et al., 1980, 1982, 1985; Mathewson et al., 1992; Mathewson & Ford, 1996), while another traces the 20% envelope of the peak-intensity velocity at each radius (Sofue, 1996). These intensity-based methods cannot be applied to our density-based p-v diagram, because intensity is not a simple function of density, especially in edge-on systems. Compared with these methods, our method provides generally higher velocity.

### 3.2 Error Estimation in Rotation Curves and Mass

We compare the observed rotation curves $`V_{\mathrm{obs}}(R)`$ derived from p-v diagrams in simulations (Sect. 3.1), with the true rotation curves $`V_{\mathrm{pot}}(R)`$ from the gravitational potential ($`\mathrm{\Phi }_0(R)`$). We estimate the errors in rotation curves by defining a function, i.e.

$$\alpha (R)\frac{V_{\mathrm{obs}}(R)}{V_{\mathrm{pot}}(R)},$$
(5)
and examining whether $`\alpha `$ exceeds an arbitrary critical value $`\alpha _{\mathrm{crit}}`$ as

$$\alpha (R)\alpha _{\mathrm{crit}}.$$
(6)
The ratio of the mass $`M_{\mathrm{obs}}`$, derived from an observed rotation curve $`V_{\mathrm{obs}}`$, over the true mass $`M_{\mathrm{pot}}`$ from the potential is,

$$\gamma (R)\frac{M_{\mathrm{obs}}}{M_{\mathrm{pot}}}[=\alpha (R)^2];$$
(7)
the second equal comes from Eq. (1). Then Eq. (6) becomes equivalent to

$$\gamma (R)\gamma _{\mathrm{crit}},$$
(8)
where $`\gamma _{\mathrm{crit}}=\alpha _{\mathrm{crit}}^2`$.

A rotation curve rises steeply from a galactic center, having a peak, or at least a shoulder, at an innermost region, then reaching the flat rotation. A central galactic mass is always estimated at the radius of the peak or shoulder in observations (see Sofue et al., 1999). We thus consider the case that the mass is overestimated/underestimated at the radius of the first peak or shoulder. The radius depends on, and changes with a viewing angle for the gas disk (see Fig. 6). Hence, we define a reference region of $`400\mathrm{pc}<R<2\mathrm{kpc}`$ 111The absolute values are not important because our results are almost scalable for an arbitrary core radius. to which the above criterion , i.e. Eq. (6), is applied; in our models the first peak or shoulder always fall in this region. If Eq. (6) or (8) is satisfied in this reference region, our observed rotation velocity differs from the true velocity at least by a factor of $`\alpha _{\mathrm{crit}}`$.

### 3.3 Probability of Erroneous Mass Estimation

We define the probability that the central rotation velocity is larger/smaller by a factor of $`\alpha _{\mathrm{crit}}`$, as the fraction of viewing angles. We obtain rotation curves by observing the gas disk for viewing angles at ten-degree intervals, and calculate the probabilities for three-hundred snapshots in each simulation. We hereafter describe the probability as $`P[\alpha >\alpha _{\mathrm{crit}}]`$ or $`P_\alpha (\alpha _{\mathrm{crit}})`$. Fig. 7 shows a time evolution of $`P_\alpha `$ in model E. Corresponding to the three evolutionary phases (Sect. 2.4), the probability rises steeply in the linear perturbation phase, approaching a constant value in the transient phase, then reaching the constant in the quasi-steady phase. We also calculate the averaged probability in the quasi-steady phase, i.e. $`300500\mathrm{Myr}`$, and describe it as $`\stackrel{~}{P}_\alpha `$. Similarly $`P_\gamma (\gamma _{\mathrm{crit}})`$, the probability that the estimated mass differs from the true galactic mass by a factor of $`\gamma _{\mathrm{crit}}`$, is defined. $`\stackrel{~}{P}_\gamma `$ is a time-average of $`P_\gamma (\gamma _{\mathrm{crit}})`$.

Fig. 8 shows the averaged probability $`\stackrel{~}{P}_\alpha `$ as a function of $`\alpha _{\mathrm{crit}}`$ for all nine models. Different pattern speeds $`\mathrm{\Omega }_\mathrm{b}`$ and bar strengths $`ϵ_0`$ are arranged vertically and horizontally, respectively, as in Fig. 4. If the gas follows pure circular rotation, i.e. $`V_{\mathrm{obs}}=V_{\mathrm{pot}}`$, then these $`\stackrel{~}{P}_\alpha `$-profiles must be a step function: $`\stackrel{~}{P}_\alpha =1`$ for $`\alpha _{\mathrm{crit}}1`$ and $`\stackrel{~}{P}_\alpha =0`$ for $`\alpha _{\mathrm{crit}}>1`$. However, the non-circular motion changes the $`\stackrel{~}{P}_\alpha `$-profiles as seen in the plots. In model E for example, $`\stackrel{~}{P}_\alpha =0.8`$ at $`\alpha _{\mathrm{crit}}=1.0`$ means that 80% of the rotation curves $`V_{\mathrm{obs}}`$ observed from random angles would apparently show higher velocities than the true rotation curve $`V_{\mathrm{pot}}`$ which traces the mass, and another 20% would show lower velocities than the true one. Thus the overestimation in mass occurs more frequently than the underestimation in model E. $`\stackrel{~}{P}_\alpha =0.0`$ at $`\alpha _{\mathrm{crit}}=2.4`$ indicates that the observed rotation curve cannot be overestimated by more than the factor of 2.4 in model E.

We discussed in Sect. 2.4 that the final structure depends strongly on the pattern speed $`\mathrm{\Omega }_\mathrm{b}`$ and a little on the bar strength $`ϵ_0`$. This is also evident in Fig. 8; the global profiles in the same $`\mathrm{\Omega }_\mathrm{b}`$ are quite similar, but $`\stackrel{~}{P}_\alpha `$ increases slightly with increasing $`ϵ_0`$. Model A, B and C have no ILRs, not showing non-axisymmetric structures in the central regions (Sect. 2.4), thus the $`\stackrel{~}{P}_\alpha `$-profiles are similar to the step functions. Model D, E and F show the most prominent streaming motions in their central regions, and therefore they have the largest $`\stackrel{~}{P}_\alpha `$. Although models G, H and I have the same $`\mathrm{\Omega }_\mathrm{b}`$, the $`\stackrel{~}{P}_\alpha `$-profile for model G is different from those for models H and I, because gaseous $`x_2`$-orbits remain in models H and I, but not in model G (see Sect. 2.4).

Fig. 9 shows the probability $`\stackrel{~}{P}_\gamma `$ vs $`\gamma _{\mathrm{crit}}`$. All the plots show properties similar to those in Fig. 8. In model E for example, $`\stackrel{~}{P}_\gamma =0.15`$ at $`\gamma _{\mathrm{crit}}=5.0`$ means that the central galactic mass derived from an observed rotation curve is overestimated by a factor of five in the probability of15%. $`\stackrel{~}{P}_\gamma `$s in all models become zero at $`\gamma _{\mathrm{crit}}=6.0`$, meaning that the central mass from an observed rotation curve can be overestimated by at most a factor of six in our models.

## 4 Discussion and Summary

Based on gas dynamical calculations in a fixed galactic potential with a weak bar-like distortion, we estimated errors in mass estimation from the rotation curves, and calculated the probability that observations would suffer from such errors. We found that, as well as the final morphologies of gas disks, the probability strongly depends on the pattern speed of a bar $`\mathrm{\Omega }_\mathrm{b}`$, and weakly on the bar strength $`ϵ_0`$. Among our nine models, the probability for the errors becomes maximal for the models with $`\mathrm{\Omega }_\mathrm{b}=0.8\times (\mathrm{\Omega }\kappa /2)_{\mathrm{max}}`$; the 15% of them have an error of a factor of five in mass estimation, if we observe the disks from an arbitrary viewing angle, and if we define rotation curves as the highest-velocity envelope of the p-v diagrams. Even in those erroneous cases, the galactic mass is not overestimated by more than a factor of six. In all of our models, the overestimation in mass is more probable than the underestimation. We consider only some particular cases for a weak bar, thus cannot obtain general conclusions. The above estimation however must be a guideline to consider the central galactic mass derived from an observed rotation curve.

Conventionally, rotation curves have been often defined as the peak-intensity velocity or intensity-weighted mean velocity of p-v diagrams. However, Sofue (1996) pointed out that these methods underestimate the rotation velocity, particularly in the central region, because the finite beam size causes the confusion with the gas with lower line-of-sight velocities on the p-v diagram; this effect is also demonstrated in Koda et al. (2002, in their Fig. 15). For rotation curves in highly inclined galaxies, this confusion can not be avoidable. Alternatively, the envelope-velocity of the p-v diagram is better suited to trace the central mass distribution (Sofue, 1996; Sofue & Rubin, 2001). Therefore we defined the highest-envelope velocity as our rotation curves in the above study. Here we repeat the same analysis for a comparison, using rotation curves derived from the density-weighted mean velocity, and shows the results in Fig. 10. $`\stackrel{~}{P}_\gamma `$s are always less than those in Fig. 9, and are almost zero at $`\gamma _{\mathrm{crit}}=1.0`$. This means that the mass derived from the mean-velocity rotation curves are almost always underestimated in the central regions of galaxies. These results suggest that the conventional method for deriving rotation curves from p-v diagrams is not also relevant to estimate the mass in galaxies with bar-like distortions.

Sofue et al. (1999) showed that most of the rotation curves rise steeply from the centers, reaching high velocities of about $`100300\mathrm{km}\mathrm{s}^1`$ in the innermost regions. Owing to the large fraction of the rotation curves with these high central velocities, they discussed the idea that these velocities should be attributed to massive cores rather than to bars. We may have a chance to statistically clarify whether or not the massive cores exist by comparing a probability such as ours with the observed fraction of rotation curves with high central velocities. When we define the probability $`P`$ averaged in all types of barred and non-barred galaxies by

$$P=\stackrel{~}{P}_\alpha (\mathrm{\Omega }_\mathrm{b},ϵ_0)f(\mathrm{\Omega }_\mathrm{b},ϵ_0)𝑑\mathrm{\Omega }_\mathrm{b}𝑑ϵ_0,$$
(9)
where $`f(\mathrm{\Omega }_\mathrm{b},ϵ_0)`$ is a distribution function of galaxies with a pattern speed $`\mathrm{\Omega }_\mathrm{b}`$ and bar strength $`ϵ_0`$, the existence of massive cores is confirmed if the fraction of galaxies with the central high velocities is more than $`P`$. For example, using our maximum calculated probability $`\stackrel{~}{P}_\alpha |_{\mathrm{max}}=0.4`$ and an observed fraction of barred galaxies $`f_{\mathrm{bar}}0.6`$ (Knapen et al., 2000), $`P`$ could be very roughly calculated as $`P<\stackrel{~}{P}_\alpha |_{\mathrm{max}}\times f_{\mathrm{bar}}=0.24`$. Of course, we need more intensive studies for a number of barred potentials and parameters, and more precise knowledge of the distribution function of parameters for bars.

###### Acknowledgements.

We are grateful to Y. Sofue for fruitful discussions. We also thank an anonymous referee and H. J. Habing, the editor, for useful comments. J. K. was financially supported by the Japan Society for the Promotion of Science (JSPS) for Young Scientists.


format: text

text:
# High temperature Sherrington-Kirkpatrick model for general spins

## 1. Introduction

In spin glasses models a generic configuration $`\sigma =(\sigma _1,\mathrm{},\sigma _n)`$ represents the position of $`n`$ spins $`\sigma _=\pm 1`$. In the Sherrington-Kirkpatrick model, the external disorder is given by $`n(n1)/2`$ iid (independent identically distributed) random variables $`(g_{ij})_{1i<jn}`$ assumed $`𝒩(0,1)`$ that is centered unit Gaussian. The Hamiltonian, for a given inverse temperature $`\beta `$ and in some external field of strength $`h`$, is given by

$$H_n^{(SK)}(\sigma )=H_n^{(SK)}(\sigma ,g)=\beta \frac{1}{\sqrt{n}}\underset{i<j}{}g_{ij}\sigma _i\sigma _j+h\underset{i=1}{\overset{n}{}}\sigma _i.$$

The partition function $`Z_n^{(SK)}(\beta )`$ and free energy $`\alpha _n^{(SK)}(\beta )`$ of the model are given by

$$Z_n^{(SK)}(\beta )=\underset{\sigma }{}e^{H_n(\sigma )},\alpha _n^{(SK)}(\beta )=\frac{1}{n}𝐄^{(g)}\left[\mathrm{log}Z_n(\beta )\right].$$

Physicists  and mathematicians  both proved that for high temperatures, $`\alpha _n^{(SK)}(\beta )`$ converges to the Sherrington-Kirkpatrick replica symmetric solution

$$\alpha _n^{(SK)}(\beta )\alpha _{\mathrm{}}^{(SK)}(\beta )=\mathrm{log}2+\frac{\beta ^2}{4}(1q)^2+𝐄^{(g)}\left[\mathrm{log}\mathrm{cosh}(h+g\beta \sqrt{q})\right],$$

where $`q`$ is the unique solution of the equation $`q=𝐄^{(g)}\left[\mathrm{tanh}^2(\beta g\sqrt{q}+\beta h)\right]`$ (here and in the following $`g`$ is a standard $`𝒩(0,1)`$ Gaussian random variable).

To introduce the concept of general spins, we need to normalize things

* $`\beta =\sqrt{2t}`$.
* We divide the partition function by the number $`2^n`$ of configurations.
* We compensate each weight (Boltzmann factor) $`e^{H_n^{(SK)}(\sigma )}`$ so that it has expectation $`1`$ with respect to the external disorder.

With the notation $`H_n(\sigma )=\sqrt{\frac{2}{n}}_{i<j}g_{ij}\sigma _i\sigma _j+\frac{1}{\sqrt{n}}_ig_{ii}\sigma _i^2`$ the partition function is

$$Z_n(t)=𝔼\left[e^{\sqrt{t}H_n(\sigma )+h_{i=1}^n\sigma _i\frac{t}{2}n}\right]=2^n\underset{\sigma }{}e^{\sqrt{t}H_n(\sigma )+h_{i=1}^n\sigma _i\frac{t}{2}n},$$

where under the probability $``$, $`\sigma _i`$ are iid random variables with distribution $`\left(\sigma _i=\pm 1\right)=\frac{1}{2}`$. We have now

$$\alpha _n(t)=\frac{1}{n}𝐄^{(g)}\left[\mathrm{log}Z_n(t)\right]=\alpha _n^{(SK)}(\beta )\mathrm{log}2\frac{t}{2},$$

and thus Sherrington-Kirkpatrick’s result can be rephrased

$$\alpha _n(t)\alpha _{\mathrm{}}(t)=\frac{t}{2}q^2+𝐄^{(g)}\left[\mathrm{log}\mathrm{cosh}(h+g\sqrt{2qt})\right]tq,$$

with $`q`$ the unique solution of $`q=𝐄^{(g)}\left[\mathrm{tanh}^2(\beta g\sqrt{q}+h)\right]`$.

(let us observe that the introduction of a fixed random variable $`_ig_{ii}\sigma _i^2=_ig_{ii}`$ does not change the free energy and simplifies the computations).

To generalize the model we assume now that the spins are not $`\pm 1`$ valued, but that they are just, under $``$ symmetric iid random variables with values in $`[1,1]`$ ; for instance uniformly ditributed on $`[1,1]`$. We introduce, as usual, the mutual overlap between two spins $`\sigma ,\tau `$

$$q_{12}=q_{12}(\sigma ,\tau )=\frac{1}{n}\underset{i=1}{\overset{n}{}}\sigma _i\tau _i.$$

Then

$$H_n(\sigma )=\sqrt{\frac{2}{n}}\underset{i<j}{}g_{ij}\sigma _i\sigma _j+\frac{1}{\sqrt{n}}\underset{i=1}{}g_{ii}\sigma _i^2,$$

is a centered Gaussian process with covariance

$`𝔼\left[H_n(\sigma )H_n(\tau )\right]`$ $`={\displaystyle \frac{2}{n}}{\displaystyle \underset{i<j}{}}\sigma _i\sigma _j\tau _i\tau _j+{\displaystyle \frac{1}{n}}{\displaystyle \underset{i}{}}\sigma _i^2\tau _{i}^{}{}_{}{}^{2}`$
$`=nq_{12}^2(\sigma ,\tau ).`$
Accordingly,

$$Z_n(t)=𝔼\left[e^{\sqrt{t}H_n(\sigma )+h_{i=1}^n\sigma _i\frac{t}{2}nq_{12}^2(\sigma ,\sigma )}\right],\alpha _n(t)=\frac{1}{n}𝐄^{(g)}\left[\mathrm{log}Z_n(t)\right].$$

Our main result is the following

###### Theorem 1.

Let $`\varphi (u,v)`$ and $`q^{(\mathrm{𝐥𝐢𝐧})}(x)`$ be defined by

$$e^{\varphi (u,v)}=𝔼\left[e^{u\sigma _i+v\sigma _i^2}\right],q^{(\mathrm{𝐥𝐢𝐧})}(x)=𝐄^{(g)}\left[_u\varphi ^2(h+g\sqrt{x},x/2)\right].$$

There exists a number $`t_c>0`$ such that for all $`tt_c`$

$$\alpha _n(t)\alpha _{\mathrm{}}(t)=\frac{t}{2}q^2+𝐄^{(g)}\left[\varphi (h+g\sqrt{2qt},qt)\right],$$

where $`q=q_c(t)`$ is the unique solution of $`q^{(\mathrm{𝐥𝐢𝐧})}(2qt)=q`$.

For the classical Sherrington-Kirkpatrick model, $`\varphi (u,v)=v+\mathrm{log}\mathrm{cosh}u`$ and $`_u\varphi ^2(u,v)=\mathrm{tanh}^2(u)`$.

Let us now explain what is the key ingredient of the proof : Francesco Guerra’s interpolation technique. It has been successfully used by Guerra , Guerra and Toninelli  and Talagrand , to show that the replica-symmetric formula holds in a region which probably coincides with the Almeida-Thouless region.

We introduce a simpler model, with a linear random Hamiltonian $`\sqrt{x}\mathrm{\Lambda }_n(\sigma )+h_i\sigma _i`$, with $`\mathrm{\Lambda }_n(\sigma )=_iJ_i\sigma _i`$, and $`J_i`$ are independent $`𝒩(0,1)`$. For this linear model, it is immediate to compute the free energy $`\alpha ^{(\mathrm{𝐥𝐢𝐧})}(x)`$.

Then, we consider a two parameter Hamiltonian, $`\sqrt{t}H_n(\sigma )+\sqrt{x}\mathrm{\Lambda }_n(\sigma )+h_i\sigma _i`$ and compare the free energies obtained for $`x=0`$, the Sherrington-Kirkpatrick model, and $`t=0`$ the linear model. This is easily done for some $`x=2qt`$ with $`q`$ a solution of an equation involving $`t`$ and $`h`$.

## 2. The linear model

This model is simpler to study than the Sherrington-Kirkpatrick model, because here the partition function is a product of independent factors.

Recall that the spins $`\sigma _i`$ are assumed to be independent identically distributed, with values in $`[1,1]`$. The function $`\varphi `$ denotes the mixed Laplace exponent

$$\varphi (u,v)=\mathrm{log}𝔼\left[e^{u\sigma _i+v\sigma _i^2}\right].$$

The Hamiltonian is a linear random form on the spins $`\mathrm{\Lambda }_n(\sigma )=_{i=1}^n\sigma _iJ_i`$ with $`(J_i)_i`$ independent $`𝒩(0,1)`$ : its covariance is $`n`$ times the the overlap:

$$𝔼\left[\mathrm{\Lambda }_n(\sigma )\mathrm{\Lambda }_n(\sigma ^{})\right]=nq_{12}(\sigma ,\sigma ^{}).$$

There is an external linear field of strength $`h0`$ so the partition function is:

$$Z_n^{(\mathrm{𝐥𝐢𝐧})}(x)=𝔼\left[e^{\sqrt{x}_{i=1}^n\sigma _iJ_i\frac{x}{2}nq_{12}(\sigma ,\sigma )+h_{i=1}^n\sigma _i}\right].$$

###### Proposition 2.

1) The mean overlap is given by

(1)
$$𝐄^{(g)}\left[q_{12}\right]=𝐄^{(g)}\left[_u\varphi ^2(h+\sqrt{x}g,x/2)\right]\stackrel{\text{def}}{=}q^{(\mathrm{𝐥𝐢𝐧})}(x).$$

2) There exists two numbers $`\lambda _0>0`$ and $`L`$ such taht for any $`\lambda \lambda _0`$, and any $`x,h,n`$:

(2)
$$𝐄^{(g)}\left[\mathrm{log}\mathrm{exp}\lambda n\left(q_{12}(\sigma ,\tau )q^{(\mathrm{𝐥𝐢𝐧})}(x)\right)^2\right]L.$$

where the bracket represents a double integral with respect to the Gibbs measure.

###### Proof.

1) Let $`\alpha ^{(\mathrm{𝐥𝐢𝐧})}(x)=\frac{1}{n}𝐄^{(g)}\left[\mathrm{log}Z_n(x)\right]`$. On the one hand, integration by parts (see section 4) yields

$$\frac{d\alpha _n^{(\mathrm{𝐥𝐢𝐧})}}{dx}=\frac{1}{2}𝐄^{(g)}\left[q_{12}\right].$$

On the other hand, a direct computation using the independence of spins yields

$$Z_n^{(\mathrm{𝐥𝐢𝐧})}(x)=\underset{i=1}{\overset{n}{}}𝔼\left[e^{(h+\sqrt{x}J_i)\sigma _i\frac{x}{2}\sigma _i^2}\right]=\mathrm{exp}\underset{i=1}{\overset{n}{}}\varphi (h+\sqrt{x}J_i,\frac{x}{2}).$$

Therefore, $`\alpha ^{(\mathrm{𝐥𝐢𝐧})}(x)=𝐄^{(g)}\left[\varphi (h+\sqrt{x}g,\frac{x}{2})\right]`$, and by integration by parts

$`{\displaystyle \frac{d\alpha _n^{(\mathrm{𝐥𝐢𝐧})}}{dx}}`$ $`=𝐄^{(g)}\left[{\displaystyle \frac{1}{2\sqrt{x}}}_u\varphi (h+\sqrt{x}g,{\displaystyle \frac{x}{2}})\right]{\displaystyle \frac{1}{2}}𝐄^{(g)}\left[_v\varphi (h+\sqrt{x}g,{\displaystyle \frac{x}{2}})\right]`$
$`=𝐄^{(g)}\left[{\displaystyle \frac{1}{2}}_{u^2}^2\varphi (h+\sqrt{x}g,{\displaystyle \frac{x}{2}})\right]{\displaystyle \frac{1}{2}}𝐄^{(g)}\left[_v\varphi (h+\sqrt{x}g,{\displaystyle \frac{x}{2}})\right]`$
Hence,

$$q^{(\mathrm{𝐥𝐢𝐧})}(x)=𝐄^{(g)}\left[q_{12}\right]=𝐄^{(g)}\left[(_v_{u^2}^2)(h+\sqrt{x}g,\frac{x}{2})\right]=𝐄^{(g)}\left[_u\varphi ^2(h+\sqrt{x}g,x/2)\right]$$

because $`_v\varphi _{u^2}^2\varphi =(_u\varphi )^2`$.

2) This part of the proof can be established via the cavitation techniques introduced by Talagrand. This is a direct consequence of a stronger exponential inequality : there exists a constant $`C>0`$, such that for all $`x,h`$ ($`h`$ small enough)

$$𝐄^{(g)}\left[\mathrm{exp}\frac{n}{C}(q_{12}(\sigma ,\tau )q^{(\mathrm{𝐥𝐢𝐧})}(x))^2\right]C.$$

However, we shall give a more direct proof, which avoids the hassles of cavitation.

$$\text{Let}V_n(\sigma )=\sqrt{x}\underset{i=1}{\overset{n}{}}\sigma _iJ_in\frac{x}{2}q_{12}(\sigma ,\sigma )+h\underset{i=1}{\overset{n}{}}\sigma _i,$$

$$\text{and}U_n(\sigma ,\tau )=V_n(\sigma )+V_n(\tau )+\lambda (qq_{12}(\sigma ,\tau ))^2.$$

If $`Z_n(x,\lambda )`$ denotes the partition function $`Z_n(x,\lambda )=𝔼\left[U_n(\sigma ,\tau )\right]`$ then we shall prove that for $`0\lambda \frac{1}{20}`$ and $`q=q^{(\mathrm{𝐥𝐢𝐧})}(x)`$,

$$𝐄^{(g)}\left[\mathrm{log}Z_n(x,\lambda )\mathrm{log}Z_n(x,0)\right]L,$$

where $`L`$ is a number.

To this end, observe that by introducing an auxiliary unit gaussian random variable $`\gamma `$ with associated expectation $`𝐄^\gamma `$, we can write, using the independence of spins,

$`Z_n(x,\lambda )`$ $`=𝐄^\gamma \left[𝔼\left[e^{V_n(\sigma )+V_n(\tau )+\sqrt{2\lambda n}\gamma (q_{12}(\sigma ,\tau )q)}\right]\right]`$
$`=𝐄^\gamma \left[e^{q\gamma \sqrt{2\lambda n}}\mathrm{exp}({\displaystyle \underset{i=1}{\overset{n}{}}}\psi (h+\sqrt{x}J_i,x/2,\lambda ))\right]`$
with

$$e^{\psi (u,v,\lambda )}=𝔼\left[e^{\sigma _1u+\sigma _1^2v+\tau _1u+\tau _1^2v+\lambda \sigma _1\tau _1}\right].$$

It is easily seen that the function $`\lambda \psi (u,v,\lambda )`$ is convex, twice differentiable, of first derivative at $`\lambda =0`$

$$\frac{\psi }{\lambda }(u,v,\lambda =0)=(_u\varphi )^2(u,v),$$

and satisfies

$$0\frac{^2\psi }{^2\lambda ^2}(u,v,\lambda )4.$$

Indeed $`\psi (u,v,\lambda )\psi (u,v,0)`$ is the logarithm of the Laplace transform in $`\lambda `$ of a random variable taking its values in $`[1,1]`$. Therefore, the second derivative is the variance with respect to a twisted probability measure of a random variable taking its values in $`[1,1]`$, and is bounded by $`4`$.

Therefore,

$$\psi (u,v,\lambda )\psi (u,v,0)+\lambda (_u\varphi )^2(u,v)+2\lambda ^2.$$

Hence,

$$\frac{Z_n(x,\lambda )}{Z_n(x,0)}𝐄^\gamma \left[\mathrm{exp}\left(q\gamma \sqrt{2\lambda n}+4\lambda \gamma ^2+\underset{i=1}{\overset{n}{}}\gamma \sqrt{2\lambda /n}(_u\varphi )^2(h+\sqrt{x}J_i,x/2)\right)\right].$$

From now on, $`L`$ is a number whose value may change from line to line. One easily shows (e.g. with the help of Hölder’s inequality) that for $`0v1/5`$ and any $`u`$

$$𝐄^\gamma \left[e^{\gamma u+v\gamma ^2}\right]Le^{u^2}.$$

this entails that for $`0\lambda 1/20`$,

$$\mathrm{log}\frac{Z_n(x,\lambda )}{Z_n(x,0)}L+\frac{2\lambda }{n}\left(\underset{i=1}{\overset{n}{}}(_u\varphi )^2(h+\sqrt{x}J_i,x/2)q\right)^2.$$

The random variables $`X_i=(_u\varphi )^2(h+\sqrt{x}J_i,x/2)q`$ are independent identically distributed. Since $`q=q^{(\mathrm{𝐥𝐢𝐧})}(x)`$, they are centered, and we observe that they are bounded : $`X_i[1,1]`$. We can now conclude

$$𝐄^{(g)}\left[\mathrm{log}\frac{Z_n(x,\lambda )}{Z_n(x,0)}\right]L+\frac{2\lambda }{n}𝐄^{(g)}\left[(X_1+\mathrm{}+X_n)^2\right]L+2\lambda L^{}.$$

## 3. The Sherrington Kirkpatrick model

The Hamiltonian is a bilinear random form on the spins

$$H_n(\sigma )=\sqrt{\frac{2}{n}}\underset{i<j}{}g_{ij}\sigma _i\sigma _j+\frac{1}{\sqrt{n}}\underset{i=1}{\overset{n}{}}g_{ii}\sigma _i^2,$$

where $`(g_{ij})_{i,j}`$ is a family of independent gaussian $`𝒩(0,1)`$. If, as usual, $`q_{12}`$ denotes the overlap

$$q_{12}=q_{12}(\sigma ,\tau )=\frac{1}{n}\underset{i=1}{\overset{n}{}}\sigma _i\tau _i,$$

then the covariance of the process $`(H_n(\sigma ))_\sigma `$ is given by

$$𝐄^{(g)}[H_n(\sigma )H_n(\tau ))]=nq_{12}^2(\sigma ,\tau ).$$

We want to understand the asymptotic behaviour of the partition function

$$Z_n(t)=𝔼\left[e^{\sqrt{t}H_n(\sigma )\frac{t}{2}nq_{12}^2(\sigma ,\sigma )+h_{i=1}^n\sigma _i}\right]$$

and so we introduce the mean free energy

$$\alpha _n(t)=\frac{1}{n}𝐄^{(g)}\left[\mathrm{log}Z_n(t)\right].$$

The main idea, taken from Guerra’s papers, is to show that in the presence of a linear external field, the partition function $`Z_n(t)`$ can be compared asymptotically to the partition function of a linear model (see section 2) $`Z_n^{(\mathrm{𝐥𝐢𝐧})}(x)`$ with $`x`$ an implicit function of $`t`$. Let us first explain this by giving an upper bound.

###### Theorem 3.

1) With the notations $`\alpha ^{(\mathrm{𝐥𝐢𝐧})}(x)`$ and $`q^{(\mathrm{𝐥𝐢𝐧})}(x)`$ introduced in section 2, we have the upper bound:

$$\underset{n+\mathrm{}}{lim\; sup}\alpha _n(t)\underset{q>0}{inf}\alpha ^{(\mathrm{𝐥𝐢𝐧})}(2qt)+\frac{t}{2}q^2.$$

2) There exists $`t_c>0`$ such that for $`tt_c`$ and $`h>0`$, the infimum is attained at $`q_c(t)`$ the unique solution of $`q^{(\mathrm{𝐥𝐢𝐧})}(2qt)=q`$.

###### Proof.

Following Guerra, we introduce an interpolation between the two Hamiltonians $`H_n`$ and $`\mathrm{\Lambda }_n`$.The two Gaussian processes $`(H_n(\sigma ))_\sigma `$ and $`(\mathrm{\Lambda }_n(\sigma ))_\sigma `$ are assumed independent in the partition function

$$\stackrel{~}{Z}_n(t,x)=𝔼\left[e^{\sqrt{t}H_n+\sqrt{x}\mathrm{\Lambda }_n\frac{n}{2}(xq_{12}(\sigma ,\sigma )+tq_{12}^2(\sigma ,\sigma ))+h_{i=1}^n\sigma _i}\right]$$

According to gaussian integration by parts (see section 4), the partial derivatives of $`\stackrel{~}{\alpha }_n(t,x)=\frac{1}{n}𝐄^{(g)}\left[\mathrm{log}\stackrel{~}{Z}_n(t,x)\right]`$ are given by:

$$\frac{\stackrel{~}{\alpha }_n}{t}=\frac{1}{2}𝐄^{(g)}\left[q_{12}^2\right],$$

and ( as we have already computed in section 2)

$$\frac{\stackrel{~}{\alpha }_n}{x}=\frac{1}{2}𝐄^{(g)}\left[q_{12}\right].$$

Therefore, if we fix $`t,x_0,q>0`$ and move along the trajectory $`x(s)=x_02qs`$, we have

(3)
$$\frac{d}{ds}\stackrel{~}{\alpha }_n(s,x(s))=\frac{1}{2}\left(q^2𝐄^{(g)}\left[(q_{12}q)^2\right]\right)\frac{1}{2}q^2.$$

Hence,

$$\stackrel{~}{\alpha }_n(t,x(t))\stackrel{~}{\alpha }_n(0,x_0)+\frac{t}{2}q^2=\alpha ^{(\mathrm{𝐥𝐢𝐧})}(x_0)+\frac{t}{2}q^2.$$

We now impose the relationship $`x_0=2qt`$, in order to get $`x(t)=0`$ and obtain the upper bound:

$$\alpha _n(t)=\stackrel{~}{\alpha }_n(t,0)\alpha ^{(\mathrm{𝐥𝐢𝐧})}(2qt)+\frac{t}{2}q^2.$$

We obtain the desired result by taking $`lim\; sup`$ and optimizing in $`q>0`$.

2) It is just a matter of computing the derivative of $`f(q)=\alpha ^{(\mathrm{𝐥𝐢𝐧})}(2qt)+\frac{t}{2}q^2`$. Using the computations of section 2, we get:

$$f^{}(q)=t(qq^{(\mathrm{𝐥𝐢𝐧})}(2qt)).$$

Fact 1 : since $`h>0`$ , and $`\sigma _i`$ is not identicaly $`0`$, we have $`q^{(\mathrm{𝐥𝐢𝐧})}(0)>0`$.

Indeed, $`_u\varphi (u,0)=\frac{𝔼\left[\sigma _1e^{h\sigma _1}\right]}{𝔼\left[e^{h\sigma _1}\right]}`$ and therefore, by symmetry

$$𝔼\left[\sigma _1e^{h\sigma _1}\right]=2𝔼\left[\sigma _1\mathrm{sinh}(h\sigma _1)\right]>0.$$

Fact 2 : if $`q`$ is large enough $`f^{}(q)>0`$. Indeed, the function $`q^{(\mathrm{𝐥𝐢𝐧})}`$ is bounded $`\left|q^{(\mathrm{𝐥𝐢𝐧})}(x)\right|1`$ since the spins are themselves bounded by $`1`$.

We have $`f^{}(0)<0`$ and $`f^{}(q)>0`$ if $`q`$ is large enough, therefore, all we have to do now is to prove that the equation $`q=q^{(\mathrm{𝐥𝐢𝐧})}(2qt)`$ has a unique solution (the infimum of $`f`$ will then be attained there).

We compute the derivative

$$\frac{dq^{(\mathrm{𝐥𝐢𝐧})}(x)}{dx}=\frac{1}{2}𝐄^{(g)}\left[(_{u^4}^4+_{uv}^2)\varphi (h+g\sqrt{x},x/2)\right].$$

Since $`\varphi `$ and all its partial derivatives are bounded, the derivative of $`q^{(\mathrm{𝐥𝐢𝐧})}`$ is itself bounded by a constant $`C`$ : $`\left|\frac{dq^{(\mathrm{𝐥𝐢𝐧})}(x)}{dx}\right|C`$. Hence, for $`t<\frac{1}{4C}`$ the function $`qq^{(\mathrm{𝐥𝐢𝐧})}(2qt)`$ is Lipschitz with constant at most $`\frac{1}{2}`$, and therefore it has a unique fixed point.

To show that this upper bound yields asymptotically a lower bound, the proof is a little more involved.

###### Theorem 4.

There exists $`t_c>0`$ such that for $`t<t_c`$ we have the convergence

$$\underset{n+\mathrm{}}{lim}\alpha _n(t)=\alpha ^{(\mathrm{𝐥𝐢𝐧})}(2qt)+\frac{t}{2}q^2,$$

where $`q=q_c(t)`$ is the unique solution of $`q^{(\mathrm{𝐥𝐢𝐧})}(2qt)=q`$.

###### Proof.

We consider now two independent copies $`\sigma ,\tau `$ of the spins, and the partition function

$$\overline{Z}(t,x,\lambda )=𝔼\left[e^{U_n(\sigma ,\tau )}\right]$$

$$U_n(\sigma ,\tau )=V_n(\sigma )+V_n(\tau )+\lambda n(qq_{12}(\sigma ,\tau ))^2$$

$$V_n(\sigma )=\sqrt{t}H_n(\sigma )+\sqrt{x}\mathrm{\Lambda }_n(\sigma )\frac{n}{2}(xq_{12}(\sigma ,\sigma )+tq_{12}^2(\sigma ,\sigma )).$$

where $`\lambda `$ is a new positive parameter, and $`q`$ will be specified later. Accordingly, if $`\overline{\alpha }_n(t,x,\lambda )=\frac{1}{2n}𝐄^{(g)}\left[\mathrm{log}\overline{Z}(t,x,\lambda )\right]`$ then

$$\frac{\overline{\alpha }_n}{t}=\frac{1}{2}𝐄^{(g)}\left[q_{12}^2(\sigma ,\tau )2q_{12}^2(\sigma ,\sigma ^{})\right]=\frac{1}{2}𝐄^{(g)}\left[q_{12}^22q_{13}^2\right]$$

$$\frac{\overline{\alpha }_n}{x}=\frac{1}{2}𝐄^{(g)}\left[q_{12}2q_{13}\right]$$

$$\frac{\overline{\alpha }_n}{\lambda }=\frac{1}{2}𝐄^{(g)}\left[(qq_{12})^2\right].$$

where we have now four replicas $`\sigma ,\tau ,\sigma ^{},\tau ^{}`$ with $`\sigma ,\tau `$ coupled by $`\lambda (qq_{12}(\sigma ,\tau ))^2`$ and $`\sigma ^{},\tau ^{}`$ coupled by $`\lambda (qq_{12}(\sigma ^{},\tau ^{}))^2`$, and $`q_{13}=q_{12}(\sigma ,\sigma ^{})`$.

### Fact 1

For every $`\lambda 0,t0,x_02qt,q0`$ we have:

(4)
$$\overline{\alpha }_n(t,x_02qt,\lambda )\overline{\alpha }_n(0,x_0,\lambda +t)+\frac{t}{2}q^2.$$

Fix $`x_0,t,\lambda _0>0`$. We shall compute the derivative along the trajectory $`x(s)=x_02qs`$, $`\lambda =\lambda _0s`$:

$$\frac{d}{ds}\overline{\alpha }_n(s,x(s),\lambda (s))=\frac{1}{2}q^2𝐄^{(g)}\left[(qq_{13})^2\right]\frac{1}{2}q^2.$$

Therefore, integrating between $`0`$ and $`t`$,

$$\overline{\alpha }_n(t,x(t),\lambda (t))\overline{\alpha }_n(0,x_0,\lambda _0)\frac{t}{2}q^2,$$

and this is the desired inequality.

### Fact 2

We shall now use the following fact, coming from the proof of Theorem 3 (see equation (3): for every $`x_02qt`$,

(5)
$$\stackrel{~}{\alpha }_n(t,x_02qt)=\stackrel{~}{\alpha }_n(0,x_0)+\frac{t}{2}q^2\frac{1}{2}_0^t𝐄^{(g)}\left[(qq_{12})^2_{s,x_02qs,0}\right]𝑑s.$$

We can now introduce the function

$$h_n(t)\stackrel{\text{def}}{=}\stackrel{~}{\alpha }_n(0,x_0)+\frac{t}{2}q^2\stackrel{~}{\alpha }_n(t,x_02qt)=_0^t𝐄^{(g)}\left[(qq_{12})^2_{s,x_02qs,0}\right]𝑑s.$$

For $`\lambda ,t,x_0`$ small enough, and $`q=q^{(\mathrm{𝐥𝐢𝐧})}(x_0)`$, we have

$`\lambda {\displaystyle \frac{d}{dt}}h_n(t)`$ $`={\displaystyle \frac{\lambda }{2}}𝐄^{(g)}\left[(qq_{12})^2_{t,x_02qt,0}\right]`$ (from (5))
$`{\displaystyle \frac{1}{2n}}𝐄^{(g)}\left[\mathrm{log}e^{\lambda n(qq_{12})^2}_{t,x_02qt,0}\right]`$ (Jensen’s inequality)
$`=\overline{\alpha }_n(t,x_02qt,\lambda )\overline{\alpha }_n(t,x_02qt,0)`$
$`\overline{\alpha }_n(0,x_0,\lambda +t)+{\displaystyle \frac{t}{2}}q^2\overline{\alpha }_n(t,x_02qt,0)`$ (from (4))
$`\overline{\alpha }_n(0,x_0,0)+{\displaystyle \frac{1}{2n}}\mathrm{log}L{\displaystyle \frac{t}{2}}q^2\overline{\alpha }_n(t,x_02qt,0)`$ (from Proposition 2)
$`=h_n(t)+{\displaystyle \frac{1}{n}}L.`$
From this differential inequality, we easily get that for $`t,x_0,\lambda `$ small enough, and $`q=q^{(\mathrm{𝐥𝐢𝐧})}(x_0)`$, we have

$$h_n(t)e^{t/\lambda }\frac{1}{n}L.$$

Since $`h_n`$ is positive and $`h_n(0)=0`$, by taking $`\lambda =t`$ we obtain that $`h_n(t)0`$.

We now impose the constraint, $`x_0=2qt`$ and that is possible because $`q=q_c`$ is the solution of the equation $`q_c=q^{(\mathrm{𝐥𝐢𝐧})}(2q_ct)`$, and then $`h_n(t)0`$ means exactly for $`q=q_c(t)`$

$$\stackrel{~}{\alpha }_n(0,2qt)+\frac{t}{2}q^2\stackrel{~}{\alpha }_n(t,0)=\alpha ^{(\mathrm{𝐥𝐢𝐧})}(2qt)+\frac{t}{2}q^2\alpha _n(t)0.$$

## 4. A framework for Gaussian integration by parts

Let $`X`$ be a random variable defined on the probability space $`(\mathrm{\Omega },,)`$ with values in the configuration space $`(\mathrm{\Gamma },^\mathrm{\Gamma })`$.

We assume given a gaussian environment, that is another probability space $`(\mathrm{\Omega }^{(g)},^{(g)},𝐏^{(g)})`$ and a bimeasurable Hamiltonian $`H:\mathrm{\Omega }^{(g)}\mathrm{\Gamma }`$ such that $`(H(\gamma ),\gamma \mathrm{\Gamma })`$ is a centered Gaussian process with covariance

$$𝐄^{(g)}\left[H(\gamma _1)H(\gamma _2)\right]=R(\gamma _1,\gamma _2).$$

For example, in the classical Sherrington-Kirkpatrick model, $`\mathrm{\Gamma }=\{1,1\}^n`$ is the space of configurations of n spins $`\sigma =(\sigma _1,\mathrm{},\sigma _n)`$ with $`\sigma _i=\pm 1`$ and under $``$ the spins are independent Bernoulli ($`\pm 1`$) random variables, and $`H_n(\sigma )=\sqrt{\frac{2}{n}}_{i<j}\sigma _i\sigma _jg_{ij}`$ with $`g_{ij}`$ iid standard Gaussian :

$$R(\sigma ,\tau )=n(q_{12}^2(\sigma ,\tau )\frac{1}{n}q_{12}(\sigma ^2,\tau ^2)).$$

To use the replica technique, we assume given iid configurations $`(X_i)_{i1}`$ defined on the same probability space. We can then consider the Gibbs measure of one or several independent replicas, with respect to the same environment:

$$\varphi (X)=\frac{1}{Z(t)}𝔼\left[\varphi (X)e^{\sqrt{t}H(X)\frac{t}{2}R(X,X)}\right]$$

$$\psi (X_1,X_2)=\frac{1}{Z(t)^2}𝔼\left[\psi (X_1,X_2)e^{\sqrt{t}(H(X_1)+H(X_2))\frac{t}{2}(R(X_1,X_1)+R(X_2,X_2))}\right]$$

where $`Z(t)`$ is the partition function

$$Z(t)=𝔼\left[e^{\sqrt{t}H(X)\frac{t}{2}R(X,X)}\right].$$

###### Proposition 5.

If $`\alpha (t)=𝐄^{(g)}\left[\mathrm{log}Z(t)\right]`$ then

$$\frac{d\alpha }{dt}=\frac{1}{2}𝐄^{(g)}\left[R(X_1,X_2)\right].$$

###### Proof.

We recall the integration by parts formula (see e.g. Talagrand ): if $`g`$ is centered normal, if the function $`f`$ is $`C^1`$, and for some constant $`C`$, $`\left|f(x)\right|e^{C\left|x\right|}`$, then

$$𝔼\left[gf(g)\right]=𝔼\left[g^2\right]𝔼\left[f^{}(g)\right].$$

This can be easily extended to functions of several variables. Let $`F:^n`$ be $`C^1`$ and such that for a constant $`C`$ : $`\left|F(x)\right|e^{C\left|x\right|}`$. Then if $`(u,u_1,\mathrm{},u_n)`$ is a centered Gaussian vector:

$$𝔼\left[uF(u_1,\mathrm{},u_n)\right]=\underset{i=1}{\overset{n}{}}𝔼\left[uu_i\right]𝔼\left[\frac{F}{x_i}(u_1,\mathrm{},u_n)\right].$$

Differentiating with respect to $`t`$ yields

$$\frac{d\alpha }{dt}=\frac{1}{2\sqrt{t}}𝐄^{(g)}\left[H(X)\right]\frac{1}{2}𝐄^{(g)}\left[R(X,X)\right].$$

Since,

$$H(X)=\left(Xdx\right)𝐄^{(g)}\left[H(x)e^{\sqrt{t}H(x)\frac{t}{2}R(x,x)}\frac{1}{Z(t)}\right]=\left(Xdx\right)𝐄^{(g)}\left[H(x)F(H(\gamma ),\gamma \mathrm{\Gamma })\right]$$

for a $`C^1`$ function $`F`$ with at most exponential growth, we have

$`𝐄^{(g)}\left[H(X)\right]={\displaystyle \left(X_1dx_1\right)R(x_1,x_1)\sqrt{t}𝐄^{(g)}\left[e^{\sqrt{t}H(x_1)\frac{t}{2}R(x_1,x_1)}\frac{1}{Z(t)}\right]}`$
$`{\displaystyle \left(X_1dx_1\right)\left(X_2dx_2\right)\sqrt{t}R(x_1,x_2)𝐄^{(g)}\left[e^{\sqrt{t}(H(x_1)+H(x_2))\frac{t}{2}(R(x_1,x_1)+R(x_2,x_2))}\frac{1}{Z(t)^2}\right]}`$
$`=\sqrt{t}𝐄^{(g)}\left[R(X,X)R(X_1,X_2)\right].`$
With the same type of computations, we obtain

###### Proposition 6.

Let

$$\stackrel{~}{Z}(t)=𝔼\left[e^{\sqrt{t}(H(X_1)+H(X_2))\frac{t}{2}(R(X_1,X_1)+R(X_2,X_2))+c(X_1,X_2)}\right]$$

where $`c(x_1,x_2)`$ is a coupling function, and let $`\stackrel{~}{\alpha }(t)=𝐄^{(g)}\left[\mathrm{log}\stackrel{~}{Z}(t)\right]`$. Then

$$\frac{d\stackrel{~}{\alpha }}{dt}=𝐄^{(g)}\left[R(X_1,X_2)2R(X_1,X_3)\right],$$

where in this expression $`X_1,\mathrm{},X_4`$ are independent copies of $`X`$, considered under the same environment, with couplings between $`X_1,X_2`$ and $`X_3,X_4`$.

###### Proof.

It is mutatis mutandis the same proof, this time for the Gaussian process $`K(\gamma _1,\gamma _2)=H(\gamma _1)+H(\gamma _2)`$. The expression of the derivative uses symmetry between the $`X_i`$’s. ∎


text:
# On the combinatorics of 𝐵×𝐵-orbits on group compactifications

## Introduction

Let $`G`$ be a connected semi-simple adjoint algebraic group over an algebraically closed field. Denote by $`B`$ a Borel subgroup of $`G`$ and by $`T`$ a maximal torus in $`B`$. $`T`$ and $`B`$ determine the Weyl group $`W`$ of $`G`$ and the set $`S`$ of its simple reflections. For any $`IS`$, we write $`W_I`$ for the standard parabolic subgroup of $`W`$ generated by $`I`$ and $`W^I`$ for the set of minimal left coset representatives of $`W_I`$ in $`W`$.

According to \[11, §1\], $`G`$ has a “wonderful” compactification $`X`$, which is a smooth irreducible projective $`G\times G`$-variety and contains $`G`$ as an open subvariety. The $`B\times B`$-orbits on $`X`$ can be parametrized as $`𝒪_v`$ for $`vV`$, where $`V=\{[I,a,b]IS,aW^I,bW\}`$. $`V`$ is a poset endowed with the partial order $`wv`$ if $`𝒪_w`$ is contained in the closure of $`𝒪_v`$ in $`X`$. By \[11, Proposition 2.4\], $`[I,a_1,b_1][J,a_2,b_2]`$ in $`V`$ if and only if $`IJ`$ and there exist $`cW_I`$, $`dW_JW^I`$ with $`a_2dc^1_{\mathrm{}}a_1`$, $`b_1c_{\mathrm{}}b_2d`$, and $`l_{\mathrm{}}(b_2d)=l_{\mathrm{}}(b_2)+l_{\mathrm{}}(d)`$, where $`_{\mathrm{}}`$ and $`l_{\mathrm{}}`$ are the Chevalley-Bruhat order and the length function on $`W`$.

Let $`=[u,u^1]`$ be the integral Laurent polynomial ring in the indeterminate $`u`$, $``$ be the free left $``$-module with a basis $`\{\stackrel{~}{m}_vvV\}`$, and $``$ be the Iwahori-Hecke algebra of $`W`$. By \[11, Lemma 3.2\], $``$ admits an $`(,)`$-bimodule structure. Springer constructs a semi-linear $`(,)`$-bimodule map $`\mathrm{\Delta }:`$ in \[11, 3.3\] with respect to a certain involution on $`_{}`$. Write $`\mathrm{\Delta }(\stackrel{~}{m}_v)=_{wV}\stackrel{~}{b}_{w,v}\stackrel{~}{m}_w`$ for some $`\stackrel{~}{b}_{w,v}`$ ($`v,wV`$). $`\mathrm{\Delta }`$ is an involution, that is, $`\mathrm{\Delta }^2=1`$ (see \[11, §3\]) and the $`\stackrel{~}{b}_{w,v}`$ may be regarded as (appropriately normalized) analogues of the Kazhdan-Lusztig $`R`$-polynomials $`R_{x,y}`$. Using the $`\stackrel{~}{b}_{w,v}`$ in place of the $`R_{x,y}`$, Springer defines analogues $`c_{w,v}`$ of the Kazhdan-Lusztig polynomials $`P_{x,y}`$ and shows that they compute the Poincaré series at a point in $`𝒪_w`$ of the local intersection cohomology of the closure of $`𝒪_v`$.

Now let $`(\widehat{W},\widehat{S})`$ be any Coxeter system containing $`(W,S)`$ as a standard parabolic subgroup and such that there is a bijection $`\theta :SR:=\widehat{S}S`$ such that for $`r,sS`$, $`r`$ and $`\theta (s)`$ are joined by an edge in the Coxeter graph of $`(\widehat{W},\widehat{S})`$ (i.e. do not commute in $`\widehat{W}`$) iff $`r=s`$. Let $`c_R`$ be a Coxeter element of the standard parabolic subgroup $`\widehat{W}_R`$ and let $`w_S`$ be the longest element of $`W=\widehat{W}_S`$. Let $`\mathrm{\Omega }`$ denote the interval $`[w_Sc_Rw_S,1]`$ in $`\widehat{W}`$ in the order induced by the reverse Chevalley-Bruhat order. The main result of this paper implies that there is a poset isomorphism $`\phi ^{}:V\mathrm{\Omega }`$ satisfying $`c_{w,v}=Q_{\phi ^{}(v),\phi ^{}(w)}`$, where the $`Q_{x,y}`$ denote the inverse Kazhdan-Lusztig polynomials \[10, (2.1.6)\] for $`\widehat{W}`$.

More generally, let $`(W,S)`$ be a Coxeter system with finitely many simple reflections. Springer extends in \[11, §6\] the constructions of the poset $`V`$, $`(,)`$-bimodule $``$, and map $`\mathrm{\Delta }`$ to $`(W,S)`$; the only needed modification in this more general setting is thinking of $`\mathrm{\Delta }`$ as a semi-linear map from $``$ to its completion $`\stackrel{~}{}`$. Springer conjectures in \[11, 6.10\] that $`\mathrm{\Delta }`$ is still an involution in the general setting, which would imply that there exist analogues of the Kazhdan-Lusztig polynomials $`c_{w,v}`$ and inverse Kazhdan-Lusztig polynomials $`c_{w,v}^{\text{inv}}`$ for $`V`$ (see \[8, Formulas (7) and (8)\]).

On the other hand, in , there are attached to any suitable subset $`A`$ (initial section of a reflection order) of the reflections $`\widehat{T}`$ of an arbitrary Coxeter system $`(\widehat{W},\widehat{S})`$ the analogue $`_A`$ of Chevalley-Bruhat order, analogues $`R_{x,y}^A`$ of the $`R`$-polynomials $`R_{x,y}`$, analogues $`P_A(x,y)`$ of the Kazhdan-Lusztig polynomials $`P_{x,y}`$ etc; to define $`_A`$, $`R_{x,y}^A`$, $`P_A(x,y)`$ etc, one just regards the standard length function on which suitable standard definitions (of Chevalley-Bruhat order, $`R_{x,y}`$, $`P_{x,y}`$ etc) implicitly depend as a parameter and replaces it by a more general length function $`l_A`$ depending on $`A`$ (the fact one obtains well-defined notions for general $`l_A`$ is not obvious).

In this paper, we prove Springer’s conjecture by showing that for $`(\widehat{W},\widehat{S})`$ associated to $`(W,S)`$ exactly as for finite Weyl groups and $`A:=\widehat{T}W`$, Springer’s $`V`$, $``$, $`\mathrm{\Delta }`$, $`\stackrel{~}{b}_{w,v}`$, $`c_{w,v}`$ etc may be described directly in terms of corresponding objects attached to $`_A`$ on $`\widehat{W}`$. In the case of a finite Coxeter group $`W`$, $`\widehat{W}`$ in $`_A`$ is order isomorphic to $`\widehat{W}`$ in reverse Chevalley-Bruhat order, and we recover the above-mentioned interpretation of $`c_{w,v}`$ as an inverse Kazhdan-Lusztig polynomial.

The arrangement of this paper is as follows. Section 1 briefly recalls some details of Springer’s combinatorial constructions. Section 2 describes our results and lists some of their immediate consequences. Section 3 collects the general properties of orders $`_A`$ we shall require; only a few of these are not already explicit in . Section 4 gives results we need concerning an arbitrary Coxeter system $`(\widehat{W},\widehat{S})`$ in the specific order $`_A`$, where $`A=\widehat{T}W`$ and $`(W,S)`$ is a standard parabolic subsystem of $`(\widehat{W},\widehat{S})`$. The main result there is an identity (Lemma 4.5) expressing $`R_{azb,1}^A`$ for $`a,bW`$ and $`z\widehat{W}_{\widehat{S}S}`$ in terms of the classical $`R`$-polynomials of $`(\widehat{W},\widehat{S})`$. In Section 5, we finally prove the results of Section 2 by showing that for $`(\widehat{W},\widehat{S})`$ associated to $`(W,S)`$ as described previously, this identity specializes to the initial condition 1.4 (b) for Springer’s recurrence formula for $`\stackrel{~}{b}_{w,v}`$.

We thank Professor Springer for his helpful comments on an early version of this manuscript.

## 1. Springer’s Combinatorial Constructions

Let $`(W,S)`$ be a Coxeter system with finitely many simple reflections. Denote the length function on $`W`$ by $`l_{\mathrm{}}`$, the Chevalley-Bruhat order on $`W`$ by $`_{\mathrm{}}`$, and the identity of $`W`$ by $`1`$. If $`IS`$, then write $`W_I`$ for the standard parabolic subgroup of $`W`$ generated by $`I`$. $`W^I=\{xWx_{\mathrm{}}xs\text{ for all }sI\}`$ denotes the set of minimal left coset representatives of $`W_I`$ in $`W`$. It is well-known that for a fixed $`IS`$, $`l_{\mathrm{}}(xy)=l_{\mathrm{}}(x)+l_{\mathrm{}}(y)`$ for $`xW^I`$ and $`yW_I`$, and that every element of $`W`$ is uniquely expressible in the form $`xy`$ for some such $`x`$ and $`y`$.

### 1.1. The poset $`(V,)`$

In his paper \[11, 6.4\], Springer introduces a poset

$$V=\{[I,a,b]IS,aW^I,bW\}.$$

Let $`[I,a_1,b_1]`$, $`[J,a_2,b_2]V`$. Define $`[I,a_1,b_1]_1[J,a_2,b_2]`$ if $`IJ`$, $`a_2_{\mathrm{}}a_1`$, $`b_1_{\mathrm{}}b_2`$, and define $`[I,a_1,b_1]_2[J,a_2,b_2]`$ if $`IJ`$, $`b_1=b_2c`$ for some $`cW_J`$ with $`l_{\mathrm{}}(b_1)=l_{\mathrm{}}(b_2)+l_{\mathrm{}}(c)`$, $`a_2c_{\mathrm{}}a_1`$. The partial order $``$ on $`V`$ is generated by $`_1`$ and $`_2`$. That is, $`vw`$ iff there is a sequence $`v=v_0,v_1,\mathrm{},v_{n1},v_n=w`$ in $`V`$ such that either $`v_{i1}_1v_i`$ or $`v_{i1}_2v_i`$ for $`i=1,2,\mathrm{},n`$.

Given $`[I,a,b]V`$, define

$$d([I,a,b])=l_{\mathrm{}}(a)+l_{\mathrm{}}(b)+|I|,$$

where $`|I|`$ is the cardinality of $`I`$. Springer calls $`d`$ the dimension function on $`V`$ due to its relation to the dimensions of $`B\times B`$-orbits on $`X`$ in the case $`W`$ is a finite Weyl group (see \[11, Lemma 1.3\]).

### 1.2. The Iwahori-Hecke algebra of $`(𝐖,𝐒)`$

Set $`𝐖=W\times W`$ and $`𝐒=(S\times \{1\})(\{1\}\times S)`$. $`(𝐖,𝐒)`$ is a Coxeter system. By abuse of notation, we write $`_{\mathrm{}}`$ and $`l_{\mathrm{}}`$ for the Chevalley-Bruhat order and length function on $`𝐖`$, respectively.

Let $`=[u,u^1]`$ be the integral Laurent polynomial ring in the indeterminate $`u`$. $``$ admits a ring involution $`a\overline{a}`$ satisfying $`\overline{u}=u^1`$. To simplify our notation, we define $`\alpha =uu^1`$. $`\alpha `$ satisfies the equation $`\overline{\alpha }=\alpha `$. Note that $`u`$ corresponds to the notation $`q^{1/2}`$ used in \[9, §1\].

The Iwahori-Hecke algebra $`𝐇`$ of $`(𝐖,𝐒)`$ is the free left $``$-module with a basis $`\{\stackrel{~}{T}_xx𝐖\}`$ and subject to the multiplication law

$$\stackrel{~}{T}_𝐬\stackrel{~}{T}_x=\{\begin{array}{cc}\stackrel{~}{T}_{𝐬x}\hfill & \text{ if }x_{\mathrm{}}𝐬x\hfill \\ \stackrel{~}{T}_{𝐬x}+\alpha \stackrel{~}{T}_x\hfill & \text{ if }𝐬x_{\mathrm{}}x,\hfill \end{array}$$

where $`𝐬𝐒`$ and $`x𝐖`$. $`\stackrel{~}{T}_1`$ is the multiplicative identity of $`𝐇`$ and every $`\stackrel{~}{T}_x`$ is invertible in $`𝐇`$.

### 1.3. The $`𝐇`$-module $``$

If $`aW^I`$ and $`sS`$, then there are exactly three possibilities for $`sa`$:

1. $`a_{\mathrm{}}sa`$ and $`saW^I`$;
2. $`a_{\mathrm{}}sa`$ and $`sa=at`$ for some $`tI`$;
3. $`sa_{\mathrm{}}a`$ in which case $`saW^I`$.

By \[11, 6.4 (b)\] there is a left action of $`𝐖`$ on $`V`$ satisfying

$$(s,1).[I,a,b]=\{\begin{array}{cc}[I,sa,b]\hfill & \text{ if }s,a\text{ satisfy (a) or (c)}\hfill \\ [I,a,bt]\hfill & \text{ if }s,a\text{ satisfy (b)},\hfill \end{array}$$

$$(1,s).[I,a,b]=[I,a,sb]$$

for $`sS`$ and $`[I,a,b]V`$.

Let $``$ be the free left $``$-module with a basis $`\{\stackrel{~}{m}_vvV\}`$. By \[11, 6.3\] there is an $`𝐇`$-module structure on $``$ defined by

$$\stackrel{~}{T}_𝐬.\stackrel{~}{m}_v=\{\begin{array}{cc}\stackrel{~}{m}_{𝐬.v}\hfill & \text{ if }d(v)<d(𝐬.v)\hfill \\ \stackrel{~}{m}_{𝐬.v}+\alpha \stackrel{~}{m}_v\hfill & \text{ if }d(𝐬.v)<d(v)\hfill \end{array}$$

for $`𝐬𝐒`$. Note that $`\stackrel{~}{m}_v=u^{d(v)}m_v`$ for the $`m_v`$ appearing in \[11, 3.1\].

### 1.4. The map $`\mathrm{\Delta }`$

Let $`\stackrel{~}{}`$ be the completion of $``$ consisting of formal $``$-linear combinations of elements $`\stackrel{~}{m}_v`$ for $`vV`$. Springer defines a semi-linear map $`\mathrm{\Delta }:\stackrel{~}{}`$ with respect to the Kazhdan-Lusztig involution on $`_{}`$ in \[11, 6.8\]. Write

$$\mathrm{\Delta }(\stackrel{~}{m}_v)=\underset{wV}{}\stackrel{~}{b}_{w,v}\stackrel{~}{m}_w$$

for some $`\stackrel{~}{b}_{w,v}`$ ($`w,vV`$). By \[11, 6.9(i), 3.8, 6.6\], $`\mathrm{\Delta }`$ is uniquely determined by the conditions

1. $`\mathrm{\Delta }(\stackrel{~}{T}_𝐬.m)=\stackrel{~}{T}_𝐬^1.\mathrm{\Delta }(m)`$ for $`𝐬𝐒`$ and $`m`$, and
2. if $`\stackrel{~}{R}_{a,b}(u)=(u)^{l_{\mathrm{}}(b)+l_{\mathrm{}}(a)}R_{a,b}(u^2)`$ for the polynomials $`R_{a,b}`$ described in \[9, §2\] or \[4, 3.1 – 3.7\], then

$$\stackrel{~}{b}_{[I,a_1,b_1],[J,a_2,1]}=\{\begin{array}{cc}0\hfill & \text{ if }IJ\text{ or }b_1W_J\hfill \\ (\overline{\alpha })^{|J||I|}\stackrel{~}{R}_{a_2b_1,a_1}\hfill & \text{otherwise}.\hfill \end{array}$$

## 2. Statement of Results

Maintain the notations and assumptions of Section 1.

### 2.1.

Fix a Coxeter system $`(\widehat{W},\widehat{S})`$ with the following properties:

1. $`W`$ is the standard parabolic subgroup $`W=\widehat{W}_S`$ of $`\widehat{W}`$ generated by $`S\widehat{S}`$ and
2. there is a bijection $`\theta :S\widehat{S}S`$ such that for $`r,sS`$, $`r`$ and $`\theta (s)`$ are joined by an edge of the Coxeter graph of $`(\widehat{W},\widehat{S})`$ (i.e. do not commute in $`\widehat{W}`$) iff $`r=s`$.

Note that the order of $`r\theta (r)`$ for $`rS`$ is assumed to be three or greater but is not specified more precisely, and that there is no assumption made about the orders of the products $`\theta (r)\theta (s)`$ for distinct $`r,sS`$. In particular, if $`W`$ is non-trivial, there are infinitely many possible choices of $`(\widehat{W},\widehat{S})`$ up to isomorphism.

For example, if $`(W,S)`$ is of type $`A_1`$ , then $`(\widehat{W},\widehat{S})`$ could be taken to be any irreducible dihedral Coxeter system, for instance of type $`A_2`$. If $`(W,S)`$ is of type $`A_2`$ (resp., $`A_3`$, $`B_2`$) then $`(\widehat{W},\widehat{S})`$ could be chosen to be of type $`A_4`$ (resp., $`E_6`$, $`F_4`$) with the Coxeter graph of $`(W,S)`$ embedded as the full subgraph of that of $`(\widehat{W},\widehat{S})`$ on the vertex set obtained by deleting all of the terminal vertices of the latter graph. If $`(W,S)`$ is irreducible but not of type $`A_1`$, $`A_2`$, $`A_3`$ or $`B_2`$, then $`(\widehat{W},\widehat{S})`$ cannot be of finite or affine type.

### 2.2.

Fix once and for all an enumeration of $`S`$ as $`S=\{r_1,\mathrm{},r_n\}`$ with distinct $`r_i`$. For $`IS`$, define $`z_I\widehat{W}`$ as $`z_I=\theta (r_{i_1})\mathrm{}\theta (r_{i_m})`$, where $`SI=\{i_1,\mathrm{},i_m\}`$ with $`i_1<\mathrm{}<i_m`$ (note $`z_I`$ may depend on the fixed enumeration of $`S`$).

Let $`\widehat{T}`$ denote the set of reflections of $`(\widehat{W},\widehat{S})`$ and set $`A=\widehat{T}W`$. Then by \[5, 2.11\], $`A`$ is an initial section of a reflection order of $`\widehat{T}`$. Correspondingly, there are a length function $`l_A:\widehat{W}`$, a partial order $`_A`$ on $`\widehat{W}`$ and elements $`R_{x,y}^A`$, $`P_A(x,y)[q]`$ defined for $`x,y\widehat{W}`$ (some of their definitions and basic properties are summarized in Section 3.) The following is the main result of this paper.

###### 2.3 Theorem.

Let $`\mathrm{\Omega }=_{IS}Wz_IW\widehat{W}`$, regarded as a poset in the order induced by $`_A`$.

1. $`\mathrm{\Omega }`$ is locally closed in $`(\widehat{W},_A)`$, i.e. if $`x_Ay_Az`$ with $`x,z\mathrm{\Omega }`$ and $`y\widehat{W}`$, then $`y\mathrm{\Omega }`$.
2. The map $`\phi :V\mathrm{\Omega }`$ given by $`\phi ([I,a,b])=az_Ib^1`$ is a poset isomorphism.
3. For $`vV`$, $`l_A(\phi (v))=d(v)|S|`$.
4. $`\phi ((a,b).v)=a\phi (v)b^1`$ for any $`vV`$ and $`(a,b)𝐖`$.
5. For $`v,wV`$, $`\stackrel{~}{b}_{w,v}=R_{\phi (w),\phi (v)}^A`$.

The theorem allows one to directly transfer many known properties of the twisted Chevalley-Bruhat order $`_A`$ to the poset $`V`$. For example, one obtains the following.

###### 2.4 Corollary.

Let $`v,wV`$ and $`n=d(v)d(w)`$.

1. $`_{\begin{array}{c}zV\\ wzv\end{array}}\stackrel{~}{b}_{w,z}(u)\stackrel{~}{b}_{z,v}(u^1)=\delta _{w,v}`$, where $`\delta _{w,v}`$ is the Kronecker delta.
2. if $`wv`$, the closed interval $`[w,v]`$ and the opposite poset $`[w,v]^{\text{op}}`$ are pure EL-shellable posets (in which every maximal chain contains $`n+1`$ elements) in the sense of \[1, Definition 2.1\].
3. if $`wv`$ and $`n2`$, then the order complex (the abstract simplicial complex with totally ordered subsets as simplexes) of the open interval $`(w,v)`$ is a combinatorial $`(n2)`$–sphere.

Corollary 2.4 (i) asserts that $`\mathrm{\Delta }`$ (or more precisely its natural extension to a map $`\stackrel{~}{}\stackrel{~}{}`$) is an involution; this was proved geometrically by Springer in the case $`W`$ is a finite Weyl group, and conjectured by him to hold in general. Once it is known, it becomes possible to define analogues $`c_{w,v}`$ (resp., $`c_{w,v}^{\text{inv}}`$) of the Kazhdan-Lusztig polynomials $`P_{x,y}`$ (resp., inverse Kazhdan-Lusztig polynomials $`Q_{x,y}`$) as in . Regarding these, we record

###### 2.5 Corollary.

For $`w,vV`$, we have $`c_{w,v}=P_A(\phi (v),\phi (w))`$ and $`c_{w,v}^{\text{inv}}=P_{\widehat{T}A}(\phi (w),\phi (v))`$, where the $`P_{\widehat{T}A}`$ and $`P_A`$ are the polynomials to be described in 3.9.

### 2.6.

Introduce a graph, also denoted $`V`$, with vertex set $`V`$ and an edge from $`w`$ to $`v`$ if $`\stackrel{~}{b}_{w,v}^{}(1)0`$, where $`p^{}(1)`$ denotes the value at $`1`$ of the derivative with respect to $`u`$ of a Laurent polynomial $`p`$. By \[11, 3.10\] (extended to general $`(W,S)`$) and Theorem 2.3, one has an edge from $`w`$ to $`v`$ iff either $`d(w)<d(v)`$ and there is a reflection $`r𝐖`$ such that $`w=rv`$, or $`w=[I,a,b]`$, $`v=[J,c,d]`$, $`IJ`$, $`|JI|=1`$ and there exists $`fW_J`$ with $`a=cf`$ and $`b=df`$.

###### 2.7 Corollary.

1. If $`v,wV`$, then $`wv`$ iff there is a directed path in the graph $`V`$ from $`w`$ to $`v`$.
2. (Deodhar’s inequality) For $`wzv`$ in $`V`$, the graph $`V`$ has at least $`d(v)d(w)`$ edges with $`z`$ as one vertex and both vertices in $`[w,v]`$.

### 2.8.

Other consequences of the theorem include results on the structure of “quotients” of $`V`$ in  (such as posets of shortest orbit representatives in $`V`$ for orbits of parabolic subgroups of $`W`$ for left or right multiplication), the analogue for $`\stackrel{~}{b}_{w,v}`$ in terms of the above graph for the generating function formula \[4, §3\] for $`R_{x,y}^A`$, recurrence formulas \[4, §4\] for the $`c_{w,v}`$ similar to the classical ones  for $`P_{x,y}`$, existence of three-parameter versions $`c_{w,v}^B`$ of the $`c_{w,v}`$ with conjecturally non-negative coefficients (involving as an additional parameter $`B`$ an arbitrary initial section of a reflection order of $`\widehat{W}`$), and existence of highest weight representation categories for which the $`c_{w,v}`$ conjecturally describe Verma module multiplicities etc. We refrain from describing any of these in detail, but record the following.

###### 2.9 Corollary.

Suppose that $`W`$ is finite with the longest element $`w_S`$. Define a map $`\phi ^{}:V\widehat{W}`$ by $`\phi ^{}([I,a,b])=az_Ib^1w_S`$.

1. The map $`\phi ^{}`$ restricts to an order isomorphism from $`V`$ to the interval $`[w_Sz_{\mathrm{}}w_S,1]`$ in reverse Chevalley-Bruhat order.
2. $`l_{\mathrm{}}(\phi ^{}(v))=d(v)+|S|+l_{\mathrm{}}(w_S)`$ for $`vV`$.
3. $`\phi ^{}((a,b).v)=a\phi ^{}(v)w_Sb^1w_S`$ for $`vV`$ and $`(a,b)𝐖`$.
4. $`\stackrel{~}{b}_{w,v}=\stackrel{~}{R}_{\phi ^{}(v),\phi ^{}(w)}`$.
5. $`c_{w,v}=Q_{\phi ^{}(v),\phi ^{}(w)}`$ and $`c_{w,v}^{\text{inv}}=P_{\phi ^{}(v),\phi ^{}(w)}`$.

###### 2.10 Remark.

The above corollary can be proved independently of the theory of the orders $`_A`$; the main step, analogous to 4.5 and proved similarly, is to show that for any Coxeter system $`(\widehat{W},\widehat{S})`$ with finite standard parabolic subgroup $`(W,S)`$, one has

$$\stackrel{~}{R}_{a_1z_1w_S,a_2z_2b_2w_S}=\{\begin{array}{cc}\stackrel{~}{R}_{z_1,z_2}\stackrel{~}{R}_{a_1b_2^1,a_2}\hfill & \text{ if }b_2W_{I_1}\hfill \\ 0,\hfill & \text{ otherwise,}\hfill \end{array}$$

where $`z_i\widehat{W}_{\widehat{S}S}`$, $`I_i=Sz_iSz_i^1`$, $`a_iW^{I_i}`$, and $`b_2W`$.

## 3. Twisted Chevalley-Bruhat Orders

Let $`(W,S)`$ be an arbitrary Coxeter system and $`T=_{xW}xSx^1`$ be the set of reflections in $`W`$.

### 3.1. Reflection orders on $`T`$

By \[5, Definition 2.1\], a total order $``$ on $`T`$ is called a reflection order if for any dihedral reflection subgroup $`W^{}`$ of $`W`$ with its canonical simple reflections $`S^{}=\{r,s\}`$ with respect to $`S`$, either $`rrsr\mathrm{}srss`$ or $`ssrs\mathrm{}rsrr`$.

$`AT`$ is called an initial section of reflection orders on $`T`$ if there is a reflection order $``$ on $`T`$ such that $`xy`$ for all $`xA`$ and $`yTA`$.

### 3.2. Twisted Chevalley-Bruhat order

We give a brief description of twisted Chevalley-Bruhat orders here. The reader can refer to \[4, §1\] for the details.

Regard the power set $`𝒫(T)`$ of $`T`$ as an additive abelian group under the symmetric difference $`A+B=(AB)(AB)`$. Define a map $`N:W𝒫(T)`$ by $`N(x)=\{tTtx_{\mathrm{}}x\}`$ for $`xW`$. We have $`l_{\mathrm{}}(x)=|N(x)|`$. $`N(x)`$ may be characterized by $`N(xy)=N(x)+xN(y)x^1`$ for $`x,yW`$ and $`N(s)=\{s\}`$ for $`sS`$. There is an action of $`W`$ on $`𝒫(T)`$ given by $`x.A=N(x)+xAx^1`$ for $`xW`$ and $`A𝒫(T)`$.

Fix an initial section $`A`$ of a reflection order on $`T`$. Define the twisted length function $`l_A`$ on $`W`$ by

$$l_A(x)=l_{\mathrm{}}(x)2|N(x^1)A|\text{ for }xW.$$

The twisted Chevalley-Bruhat order $`_A`$ on $`W`$ is generated by the relation $`x_Atx`$ for $`xW`$ and $`tT`$ with $`l_A(x)<l_A(tx)`$. By \[4, Proposition 1.2\], we have $`x_Atx`$ iff $`tx.A`$.

### 3.3. The Coxeter system $`(W^{},S^{})`$

Set $`S^{}=\{tTt.A=\{t\}+A\}`$. Let $`W^{}`$ be the subgroup of $`W`$ generated by $`S^{}`$ and set $`T^{}=_{xW^{}}xS^{}x^1`$. Note that the map $`N^{}:W^{}𝒫(T^{})`$ given by $`N^{}(x)=x.A+A`$ satisfies $`N^{}(xy)=N^{}(x)+xN^{}(y)x^1`$ for $`x,yW^{}`$ and $`N^{}(s)=\{s\}`$ for $`sS^{}`$. By \[3, §2\], $`(W^{},S^{})`$ is a Coxeter system.

For $`xW`$, define $`_A(x)=\{sSsx_Ax\}`$ and $`_A(x)=\{tS^{}xt_Ax\}`$. By \[4, 1.8\], we see that if $`s_A(x)`$, then $`l_A(sx)=l_A(x)1`$ and that if $`t_A(x)`$, then $`l_A(xt)=l_A(x)1`$. By \[4, Proposition 1.9\], the twisted Chevalley-Bruhat order $`_A`$ satisfies the following properties.

###### 3.4 Proposition.

Let $`x,yW`$, $`sS`$, and $`tS^{}`$.

1. If $`sx_Ax`$ and $`sy_Ay`$, then $`sx_Asy`$ iff $`sx_Ay`$ iff $`x_Ay`$.
2. If $`xt_Ax`$ and $`yt_Ay`$, then $`xt_Ayt`$ iff $`xt_Ay`$ iff $`x_Ay`$.

We call (i) (resp., (ii)) in Proposition 3.4 the left (resp., right) Z-property of $`_A`$.

###### 3.5 Lemma.

Regard the power set of $`W`$ as a monoid under the product $`XY=\{xyxX,yY\}`$. For $`wW`$, let $`[1,w]=\{zW1_{\mathrm{}}z_{\mathrm{}}w\}`$. Suppose that $`B`$ is a subset of $`W`$ with a maximum (resp., minimum) element in the order $`_A`$. Then $`[1,w]B`$ has a maximum (resp., minimum) element in $`_A`$.

###### Proof.

We treat only the case $`B`$ has a maximum element $`m`$. It is well-known that if $`r_1\mathrm{}r_n`$ is a reduced expression for $`w`$, then $`[1,w]=[1,r_1]\mathrm{}[1,r_n]`$. Hence we may assume $`w=rS`$. Let $`m^{}`$ be the maximum of $`m`$ and $`rm`$ in $`_A`$. The left $`Z`$-property implies that $`m^{}`$ is a maximum element of $`[1,r]B`$. ∎

### 3.6. A relation on $`W\times W`$

For $`(x,y)`$, $`(x^{},y^{})W\times W`$, write $`(x,y)^{}(x^{},y^{})`$ (see \[4, §2\]) if there exists $`sS`$ satisfying one of the following conditions:

1. $`s_A(x)`$, $`s_A(y)`$, $`x^{}=sx`$, $`y^{}=sy`$,
2. $`s_A(x)`$, $`s_A(y)`$, $`x^{}=sx`$, $`y^{}=sy`$,
3. $`s_A(x)`$, $`s_A(y)`$, $`x^{}=x`$, $`y^{}=sy`$,
4. $`s_A(x)`$, $`s_A(y)`$, $`x^{}=sx`$, $`y^{}=y`$.

Define the relation $``$ on $`W\times W`$ to be the (reflexive) transitive closure of the relation $`^{}`$. It is known by \[4, Lemma 2.2 and Proposition 2.5\] that if $`(v,w)(1,1)`$ then $`v_Aw`$ and the closed interval $`[v,w]`$ in $`_A`$ is finite.

###### 3.7 Lemma.

Suppose $`v,wW`$ with $`(v,w)(1,1)`$. If $`v_Az_Aw`$, $`JS`$ and $`wv^1W_J`$, then $`zv^1,wz^1W_J`$.

###### Proof.

This holds by \[6, Lemma 2.12\]. ∎

### 3.8. $`R^A`$-polynomials

Recall that $`=[u,u^1]`$ and $`\alpha =uu^1`$. By \[4, Corollary 3.6 (1)\], there is a unique family of polynomials $`R_{x,y}^A[\overline{\alpha }]`$ defined for $`x,yW`$ with $`(x,y)(1,1)`$ such that

1. $`R_{1,1}^A=1`$;
2. if $`x,yW`$ satisfy $`(x,y)(1,1)`$ and $`s_A(y)`$, then

$$R_{x,y}^A=\{\begin{array}{cc}R_{sx,sy}^A\hfill & \text{ if }s_A(x)\hfill \\ R_{sx,sy}^A+\overline{\alpha }R_{x,sy}^A\hfill & \text{ if }s_A(x),\hfill \end{array}$$

where it is understood that in case $`s_A(x)`$ and $`sx_Asy`$, the term $`R_{sx,sy}^A`$ is zero.

### 3.9. Generating function formula

The proof that the $`R_{x,y}^A`$ are well-defined is accomplished in conjunction with the proof of a generating function formula

$$R_{x,y}^A=\underset{\begin{array}{c}n\\ (t_1,\mathrm{},t_n)\end{array}}{}\overline{\alpha }^n,$$

for $`(x,y)(1,1)`$, where the sum is over $`n`$ and $`n`$-tuples $`(t_1,\mathrm{},t_n)`$ of elements of $`T`$ satisfying $`x_At_1x_At_2t_1x_A\mathrm{}_At_n\mathrm{}t_2t_1x=y`$ and $`t_1t_2\mathrm{}t_n`$ with $``$ a fixed but arbitrary reflection order on $`T`$.

By \[4, Corollaries 3.6 and 3.7\], if $`(x,y)(1,1)`$, then $`_{x_Az_Ay}R_{x,z}^A(u)R_{z,y}^A(u^1)=\delta _{x,y}`$ and $`R_{x,y}^A`$ is a monic polynomial in $`\overline{\alpha }`$ of degree $`l_A(y)l_A(x)`$. We also note that if $`A=\mathrm{}`$, then $`R_{x,y}^A=\stackrel{~}{R}_{x,y}`$ is exactly the polynomial described in 1.4.

### 3.10.

From \[4, §4\], there are unique $`p_A(v,w)[u,u^1]`$ defined for $`(v,w)(1,1)`$, such that

1. $`p_A(w,w)=1`$
2. $`p_A(v,w)u^1[u^1]`$ if $`vw`$
3. $`p_A(v,w)=_{v_Az_Aw}R_A(v,z)\overline{p_A(z,w)}`$

We define the “Kazhdan-Lusztig” polynomials $`P_A(v,w)=P_A(v,w)(q)[q]`$ for $`_A`$ by the formula $`u^{l_A(w)l_A(v)}p_A(v,w)=P_A(v,w)(u^2)`$, if $`(v,w)(1,1)`$.

The following lemma summarizes some simple relations we shall require between objects associated to varying initial sections $`A`$.

###### 3.11 Lemma.

Let $`A`$ be an initial section of reflection orders on $`T`$ and $`v,wW`$. Then

1. $`T+A`$ and $`x.A`$ for $`xW`$ are initial sections of reflection orders on $`T`$.
2. We have $`l_{T+A}(w)=l_A(w)`$ and $`(W,_{T+A})=(W,_A)^{\text{op}}`$, $`R_{v,w}^{T+A}=R_{w,v}^A`$.
3. For a fixed $`xW`$, the map $`wwx`$ defines a poset isomorphism $`\varphi :(W,_{x.A})(W,_A)`$ satisfying $`l_A(\varphi (w))=l_{x.A}(w)+l_A(x)`$, $`R_{\varphi (v),\varphi (w)}^A=R_{v,w}^{x.A}`$, and $`P_A(\varphi (v),\varphi (w))=P_{x.A}(v,w)`$.

(here, equality of $`R^A`$-polynomials or $`P_A`$-polynomials is interpreted in the sense that if one side is not defined then neither is the other.)

###### Proof.

Part (i) is in \[5, Lemma 2.7\]. For (ii) and (iii), it is enough by the definitions of $`_A`$, $`R^A`$, $`P_A`$ to prove the assertions on the length functions; for (ii), this is immediate from the definition, and for (iii), it is established in the proof of \[4, Proposition 1.1\]. ∎

### 3.12. Modules over the Iwahori-Hecke algebra

Let $``$ and $`^{}`$ be the Iwahori-Hecke algebras of $`(W,S)`$ and $`(W^{},S^{})`$, respectively. Denote the standard basis of $`^{}`$ over $``$ by $`\{\stackrel{~}{T}_x^{}xW\}`$. Let $`_A`$ be the set of formal $``$-linear combinations $`_{xW}a_x\stackrel{~}{t}_x`$ such that there exists $`yW`$ so that $`a_x=0`$ unless $`x_Ay`$. $`_A`$ admits an $`(,^{})`$-bimodule structure (see \[4, §4\]). If $`sS`$, then $`\stackrel{~}{T}_s(_{xW}a_x\stackrel{~}{t}_x)=_{xW}b_x\stackrel{~}{t}_x`$, where

$$b_x=\{\begin{array}{cc}a_{sx}\hfill & \text{ if }s_A(x)\hfill \\ a_{sx}+\alpha a_x\hfill & \text{ if }s_A(x).\hfill \end{array}$$

If $`tS^{}`$, then $`(_{xW}a_x\stackrel{~}{t}_x)\stackrel{~}{T}_t^{}=_{xW}c_x\stackrel{~}{t}_x`$, where

$$c_x=\{\begin{array}{cc}a_{xt}\hfill & \text{ if }t_A(x)\hfill \\ a_{xt}+\alpha a_x\hfill & \text{ if }t_A(x).\hfill \end{array}$$

In the rest of this section, we assume for simplicity that $`x_Ay`$ in $`W`$ iff $`(x,y)(1,1)`$.

### 3.13. An Involution on $`_A`$

By \[9, §1\], there are semi-linear ring involutions on $``$ and $`^{}`$ given by

$$\overline{\underset{xW}{}a_x\stackrel{~}{T}_x}=\underset{xW}{}\overline{a}_x(\stackrel{~}{T}_{x^1})^1,\overline{\underset{xW}{}a_x\stackrel{~}{T}_x^{}}=\underset{xW}{}\overline{a}_x(\stackrel{~}{T}_{x^1}^{})^1.$$

(Here, semi-linearity is with respect to the involution $`a\overline{a}`$ of $``$.) By \[4, Proposition 4.2 (1)\], the $``$-module $`_A`$ admits a semi-linear involution defined by

$$\overline{\underset{xW}{}a_x\stackrel{~}{t}_x}=\underset{\begin{array}{c}x,yW\\ x_Ay\end{array}}{}\overline{a}_yR_{x,y}^A(u)\stackrel{~}{t}_x.$$

###### 3.14 Lemma.

These involutions are compatible; namely, $`\overline{hmh^{}}=\overline{h}\overline{m}\overline{h^{}}`$ for $`m_A`$, $`h`$, and $`h^{}^{}`$.

###### Proof.

See \[4, Proposition 4.2 (2) and Corollary 4.16\]. ∎

The following is the right analogue of 3.8 (b).

###### 3.15 Lemma.

If $`x,yW`$ and $`tS^{}`$ satisfy $`(x,y)(1,1)`$ and $`t_A(y)`$, then

$$R_{x,y}^A=\{\begin{array}{cc}R_{xt,yt}^A\hfill & \text{ if }t_A(x)\hfill \\ R_{xt,yt}^A+\overline{\alpha }R_{x,yt}^A\hfill & \text{ if }t_A(x).\hfill \end{array}$$

###### Proof.

It is easy to compute

$$\overline{(\stackrel{~}{t}_x\stackrel{~}{T}_t^{})}=\{\begin{array}{cc}_{zW}(R_{xt,z}^A+\overline{\alpha }R_{x,z}^A)\stackrel{~}{t}_z\hfill & \text{ if }t_A(x)\hfill \\ _{zW}R_{xt,z}^A\stackrel{~}{t}_z\hfill & \text{ if }t_A(x)\hfill \end{array}$$

$`\overline{(\stackrel{~}{t}_x)}\overline{(\stackrel{~}{T}_t^{})}`$ $`=\left({\displaystyle \underset{zW}{}}R_{x,z}^A\stackrel{~}{t}_z\right)\left(\stackrel{~}{T}_t^{}\alpha \stackrel{~}{T}_1^{}\right)`$
$`={\displaystyle \underset{\begin{array}{c}zW\\ t_A(z)\end{array}}{}}R_{x,zt}^A\stackrel{~}{t}_z+{\displaystyle \underset{\begin{array}{c}zW\\ t_A(z)\end{array}}{}}(R_{x,zt}^A+\overline{\alpha }R_{x,z}^A)\stackrel{~}{t}_z.`$
Since $`\overline{(\stackrel{~}{t}_x\stackrel{~}{T}_t^{})}=\overline{(\stackrel{~}{t}_x)}\overline{(\stackrel{~}{T}_t^{})}`$, comparing the coefficients of $`\stackrel{~}{t}_{yt}`$ gives the desired recurrence formula. ∎

## 4. Twisted Chevalley-Bruhat Order Associated to Standard Parabolic Subgroups

In this section, $`(\widehat{W},\widehat{S})`$ denotes an arbitrary Coxeter system. Fix $`S\widehat{S}`$ and set $`W=\widehat{W}_S`$. By \[4, Proposition 2.11\], $`A:=\widehat{T}W`$ is an initial section of a reflection order of $`\widehat{W}`$ and the corresponding partial order $`_A`$ on $`\widehat{W}`$ satisfies $`v_Aw`$ iff $`(v,w)(1,1)`$.

###### 4.1 Lemma.

Let either $`B=A`$ or $`B=\mathrm{}`$.

1. $`S\{t\widehat{T}tB=B+\{t\}\}`$.
2. For $`w\widehat{W}^S`$ and $`xW`$, $`l_A(wx)=l_{\mathrm{}}(x)l_{\mathrm{}}(w)`$ and $`l_{\mathrm{}}(wx)=l_{\mathrm{}}(x)+l_{\mathrm{}}(w)`$.
3. Every element $`z`$ of $`\widehat{W}^S`$ is the minimum element of its coset $`zW`$ in the order $`_B`$.
4. The map $`\pi :\widehat{W}\widehat{W}^S`$ such that $`\pi (w)\widehat{W}^SwW`$ is order-preserving for $`_B`$, i.e. $`x_By`$ implies $`\pi (x)_B\pi (y)`$.
5. The restrictions of $`_A`$ and reverse Chevalley-Bruhat order to partial orders on $`\widehat{W}^S`$ coincide.

###### Proof.

Part (i) follows by simple calculations which we omit. For (ii) and (v), see \[4, Lemma 5.3 (1) and (3)\]. For (iii), note that if $`xW`$ has a reduced expression $`s_1\mathrm{}s_m`$, then for $`z\widehat{W}^S`$, $`z_Bzs_1_Bzs_1s_2_B\mathrm{}_Bzx`$ by (ii) and the definition of $`_B`$. Finally, for (iv), suppose in the proof of (iii) that $`w_Bzx`$. Repeated application of the right $`Z`$-property for $`_B`$ gives some $`vW`$ with $`wv_Bz`$. Then by (iii), $`\pi (w)=\pi (wv)_Bwv_Bz=\pi (zx)`$. ∎

###### 4.2 Lemma.

Let $`z\widehat{W}_{\widehat{S}S}`$ and $`I_z=SzSz^1`$.

1. $`I_z=\{sSsr=rs\text{ for all }r\mathrm{Supp}(z)\}`$, where for any $`x\widehat{W}`$, $`\mathrm{Supp}(x)`$ stands for the set of all the simple reflections occurring in some (equivalently, all) reduced expression of $`x`$.
2. $`z`$ is the unique element of minimal length in the double coset $`WzW`$.
3. For $`aW^{I_z}`$ and $`bW`$ we have $`l_{\mathrm{}}(azb)=l_{\mathrm{}}(a)+l_{\mathrm{}}(z)+l_{\mathrm{}}(b)`$; in particular, $`az\widehat{W}^S`$.
4. Every element of $`WzW`$ is uniquely expressible in the form $`azb`$, where $`aW^{I_z}`$ and $`bW`$.
5. $`WzWz^1=W_{I_z}`$.
6. For $`aW^{I_z}`$ and $`bW`$, $`l_A(azb)=l_{\mathrm{}}(a)l_{\mathrm{}}(z)+l_{\mathrm{}}(b)`$.
7. $`\widehat{W}_{\widehat{S}S}\widehat{W}^S(\widehat{W}^S)^1`$.

###### Proof.

Clearly, $`l_{\mathrm{}}(zr)=l_{\mathrm{}}(rz)=l_{\mathrm{}}(z)+1`$ for all $`rS`$, which implies (vii). It is well-known that this implies (ii)–(v) (see \[2, Proposition 2.7.5\]). Then (vi) follows from (iii) and 4.1 (ii).

(i) Clearly the right hand side is contained in the left hand side. For the reverse inclusion, it will suffice to show that if $`z,z^{}\widehat{W}_{\widehat{S}\backslash S}`$, $`s,tS`$ and $`sz=z^{}t`$ then $`z=z^{}`$, $`s=t`$ and $`s`$ commutes with all $`r\mathrm{Supp}(z)`$. To see this, note that since $`\mathrm{Supp}(sz)=\mathrm{Supp}(z)\{s\}`$ and $`\mathrm{Supp}(zt)=\mathrm{Supp}(z)\{t\}`$ are disjoint unions, we must have $`s=t`$. The remainder of the proof is by induction on $`l_{\mathrm{}}(z)`$. Write $`z=s_1\mathrm{}s_m`$ (reduced) and let $`m1`$. By the exchange property $`ss_1\mathrm{}s_{m1}`$ equals either $`z^{}`$ or $`z^{\prime \prime }s`$ with $`z^{\prime \prime }_{\mathrm{}}z^{}`$. The first case is impossible, because $`s\mathrm{Supp}(\mathrm{z}^{})`$. By induction $`z^{\prime \prime }=s_1\mathrm{}s_{m1}`$, and $`s`$ commutes with $`s_1,\mathrm{},s_{m1}`$. Then

$$ss_1\mathrm{}s_m=s_1\mathrm{}s_{m1}ss_m=s_1\mathrm{}s_ms,$$

and one sees that $`s`$ also commutes with $`s_m`$. ∎

###### 4.3 Lemma.

Assume that $`z_1,z_2\widehat{W}_{\widehat{S}S}`$, $`a_1W^{I_{z_1}}`$, $`a_2W^{I_{z_2}}`$, and $`b_1,b_2W`$ satisfy $`a_1z_1b_1_Aa_2z_2b_2`$.

1. If $`x\widehat{W}`$ satisfies $`a_1z_1b_1_Ax_Aa_2z_2b_2`$, then there exist $`z_3\widehat{W}_{\widehat{S}S}`$, $`a_3W^{I_{z_3}}`$, and $`b_3W`$ such that $`x=a_3z_3b_3`$.
2. $`z_2_{\mathrm{}}z_1`$.

###### Proof.

We use the map $`\pi `$ from Lemma 4.1. Note $`\pi (a_iz_ib_i)=a_iz_i`$ and $`\pi (z_i^1a_i^1)=z_i^1`$ by Lemma 4.2. We get by Lemma 4.1 (iv) that $`a_1z_1_A\pi (x)_Aa_2z_2`$; so by Lemma 4.1 (v), $`a_2z_2_{\mathrm{}}\pi (x)_{\mathrm{}}a_1z_1`$. Taking inverses throughout, applying $`\pi `$ then taking inverses again gives $`z_2_{\mathrm{}}v:=\left(\pi \left(\pi (x)^1\right)\right)^1_{\mathrm{}}z_1`$. Since $`v`$ is a subword of $`z_1`$ (or by Lemma 3.7) we have $`v\widehat{W}_{\widehat{S}S}`$; by definition, $`vWxW`$. Applying Lemma 4.2 gives (i), and we get (ii) by taking $`x=a_1z_1b_1`$ above. ∎

###### 4.4 Lemma.

Let $`z_1,z_2\widehat{W}_{\widehat{S}S}`$. Then $`R_{z_1,z_2}^A=\stackrel{~}{R}_{z_2,z_1}`$.

###### Proof.

Observe that for any $`z\widehat{W}_{\widehat{S}S}`$ and $`s\widehat{S}S`$, we have $`z_Asz`$ iff $`sz_{\mathrm{}}z`$. We shall proceed by induction on $`l_{\mathrm{}}(z_1)`$.

If $`l_{\mathrm{}}(z_1)=0`$, then $`z_1=1`$. If either $`R_{z_1,z_2}^A`$ or $`\stackrel{~}{R}_{z_2,z_1}`$ is non-zero, then by Lemma 4.1(v) and 3.9 it follows that $`z_2=1`$ and that $`R_{z_1,z_2}^A=1=\stackrel{~}{R}_{z_2,z_1}`$.

Suppose that $`R_{z_1^{},z_2^{}}^A=\stackrel{~}{R}_{z_2^{},z_1^{}}`$ for any $`z_1^{},z_2^{}\widehat{W}_{\widehat{S}S}`$ with $`l_{\mathrm{}}(z_1^{})<l_{\mathrm{}}(z_1)`$. Pick an $`s\widehat{S}`$ such that $`sz_1_{\mathrm{}}z_1`$. If $`sz_2_{\mathrm{}}z_2`$, then by the induction hypothesis and the recurrence formula in 3.8, we obtain $`R_{z_1,z_2}^A=R_{sz_1,sz_2}^A=\stackrel{~}{R}_{sz_2,sz_1}=\stackrel{~}{R}_{z_2,z_1}`$. If $`z_2_{\mathrm{}}sz_2`$, then $`R_{z_1,z_2}^A=R_{sz_1,sz_2}^A+\overline{\alpha }R_{z_1,sz_2}^A=R_{sz_1,sz_2}^A+\overline{\alpha }R_{sz_1,z_2}^A=\stackrel{~}{R}_{sz_2,sz_1}+\overline{\alpha }\stackrel{~}{R}_{z_2,sz_1}=\stackrel{~}{R}_{z_2,z_1}.`$

###### 4.5 Lemma.

Assume that $`z_1,z_2\widehat{W}_{\widehat{S}S}`$, $`a_1W^{I_{z_1}}`$, $`a_2W^{I_{z_2}}`$, and $`b_1W`$. Then

$$R_{a_1z_1b_1,a_2z_2}^A=\stackrel{~}{R}_{z_2,z_1}\stackrel{~}{R}_{a_2b_1^1,a_1}\chi (I_{z_2},b_1),$$

where $`\chi (I,b):=\{\begin{array}{cc}1\hfill & \text{ if }b\widehat{W}_I\hfill \\ 0\hfill & \text{ otherwise.}\hfill \end{array}`$

###### Proof.

We shall proceed by induction on $`l_{\mathrm{}}(a_1)`$.

If $`l_{\mathrm{}}(a_1)=0`$, then $`a_1=1`$. If the LHS is non-zero, then $`z_1_Az_1b_1_Aa_2z_2_Az_2`$, so $`b_1=a_2=1`$ by Lemma 3.7. If the RHS is non-zero, then $`a_2b_1^1_{\mathrm{}}1`$ implies $`a_2=b_1=1`$ since $`l_{\mathrm{}}(a_2b_1^1)=l_{\mathrm{}}(a_2)+l_{\mathrm{}}(b_1)`$. Hence if either side is non-zero, then $`a_2=b_1=1`$ and the assertion reduces to Lemma 4.4. On the other hand, if both sides are zero, they are equal.

Suppose that $`R_{a_1^{}z_1^{}b_1^{},a_2^{}z_2^{}}^A=\stackrel{~}{R}_{z_2^{},z_1^{}}\stackrel{~}{R}_{a_2^{}(b_1^{})^1,a_1^{}}\chi (I_{z_2^{}},b_1^{})`$ whenever $`z_1^{},z_2^{}\widehat{W}_{\widehat{S}S}`$, $`a_1^{}W^{I_{z_1^{}}}`$, $`a_2^{}W^{I_{z_2^{}}}`$, and $`b_1^{}W`$ subject to $`l_{\mathrm{}}(a_1^{})<l_{\mathrm{}}(a_1)`$. Pick an $`sS`$ with $`sa_1_{\mathrm{}}a_1`$. By Lemma 4.2 (vi), we have $`a_1z_1b_1_Asa_1z_1b_1`$ (we omit further reference to our use of Lemma 4.2 (vi) below in view of their frequency). We need to deal with three different situations.

(1) If $`sa_2_{\mathrm{}}a_2`$, then $`a_2z_2_Asa_2z_2`$. We obtain by 3.8 and induction that

$`R_{a_1z_1b_1,a_2z_2}^A`$ $`=R_{sa_1z_1b_1,sa_2z_2}^A`$
$`=\stackrel{~}{R}_{z_2,z_1}\stackrel{~}{R}_{sa_2b_1^1,sa_1}\chi (I_{z_2},b_1)`$
$`=\stackrel{~}{R}_{z_2,z_1}\stackrel{~}{R}_{a_2b_1^1,a_1}\chi (I_{z_2},b_1).`$
(2) If $`a_2_{\mathrm{}}sa_2`$ and $`sa_2W^{I_{z_2}}`$, then $`sa_2z_2_Aa_2z_2`$. We obtain

$`R_{a_1z_1b_1,a_2z_2}^A`$ $`=R_{sa_1z_1b_1,sa_2z_2}^A+\overline{\alpha }R_{a_1z_1b_1,sa_2z_2}^A`$
$`=R_{sa_1z_1b_1,sa_2z_2}^A+\overline{\alpha }R_{sa_1z_1b_1,a_2z_2}^A`$
$`=(\stackrel{~}{R}_{z_2,z_1}\stackrel{~}{R}_{sa_2b_1^1,sa_1}+\overline{\alpha }\stackrel{~}{R}_{z_2,z_1}\stackrel{~}{R}_{a_2b_1^1,sa_1})\chi (I_{z_2},b_1)`$
$`=\stackrel{~}{R}_{z_2,z_1}\stackrel{~}{R}_{a_2b_1^1,a_1}\chi (I_{z_2},b_1).`$
(3) If $`a_2_{\mathrm{}}sa_2`$ and $`sa_2=a_2t`$ for some $`tW_{I_{z_2}}`$, then $`a_2z_2_Aa_2z_2t=sa_2z_2`$. Note $`\chi (I_{z_2},b_1t)=\chi (I_{z_2},b_1)`$. We obtain $`R_{a_1z_1b_1,a_2z_2}^A=R_{sa_1z_1b_1,sa_2z_2}^A=R_{sa_1z_1b_1,a_2z_2t}^A.`$ If $`b_1t_{\mathrm{}}b_1`$, then Lemma 3.15 gives

$`R_{a_1z_1b_1,a_2z_2}^A`$ $`=R_{sa_1z_1b_1t,a_2z_2}^A`$
$`=\stackrel{~}{R}_{z_2,z_1}\stackrel{~}{R}_{a_2tb_1^1,sa_1}\chi (I_{z_2},b_1)`$
$`=\stackrel{~}{R}_{z_2,z_1}\stackrel{~}{R}_{sa_2b_1^1,sa_1}\chi (I_{z_2},b_1)`$
$`=\stackrel{~}{R}_{z_2,z_1}\stackrel{~}{R}_{a_2b_1^1,a_1}\chi (I_{z_2},b_1).`$
If $`b_1_{\mathrm{}}b_1t`$, then using Lemma 3.15 again,

$`R_{a_1z_1b_1,a_2z_2}^A`$ $`=R_{sa_1z_1b_1,a_2z_2}^A+\overline{\alpha }R_{sa_1z_1b_1t,a_2z_2}^A`$
$`=(\stackrel{~}{R}_{z_2,z_1}\stackrel{~}{R}_{a_2b_1^1,sa_1}+\overline{\alpha }\stackrel{~}{R}_{z_2,z_1}\stackrel{~}{R}_{a_2tb_1^1,sa_1})\chi (I_{z_2},b_1)`$
$`=\stackrel{~}{R}_{z_2,z_1}(\stackrel{~}{R}_{a_2b_1^1,sa_1}+\overline{\alpha }\stackrel{~}{R}_{sa_2b_1^1,sa_1})\chi (I_{z_2},b_1)`$
$`=\stackrel{~}{R}_{z_2,z_1}\stackrel{~}{R}_{a_2b_1^1,a_1}\chi (I_{z_2},b_1).`$
## 5. Proof of Results

In this section, we fix a Coxeter system $`(W,S)`$ with finitely many simple reflections and let $`(\widehat{W},\widehat{S})`$, $`z_I\widehat{W}_{\widehat{S}S}`$ for $`IS`$, $`\mathrm{\Omega }`$, $`\phi `$ be as in Section 2. We let $`A`$, $`I_z`$ for $`z\widehat{W}_{\widehat{S}S}`$, $`_A`$, $`R_{x,y}^A`$ etc be associated to $`(\widehat{W},\widehat{S})`$ and $`(W,S)`$ as in Section 3.

### 5.1. Proof of Theorem 2.3

Note that $`z_{\mathrm{}}`$ is a Coxeter element of $`\widehat{W}_{\widehat{S}S}`$ and for $`I,JS`$, $`z_I_Az_J`$ iff $`z_J_{\mathrm{}}z_I`$ iff $`IJ`$, using 4.1(v) and the definition of the $`z_I`$. From Lemma 4.2 (i), one sees that $`I_{z_J}=J`$ for $`JS`$. Now Theorem 2.3 (i) holds by Lemma 4.3. By Lemma 4.2 (iv) and (vi), $`\phi `$ is a bijection and Theorem 2.3 (iii) holds. The definitions give Theorem 2.3 (iv) first for $`(a,b)=(r,1)`$ or $`(a,b)=(1,r)`$ with $`rS`$ and then it follows immediately in general. Let $`_A^{}`$ denote the $``$-submodule of $`_A`$ with a basis $`\stackrel{~}{t}_x`$ for $`x\mathrm{\Omega }`$. It becomes an $`𝐇`$-module under the $``$-linear action given by $`\stackrel{~}{T}_{(a,b)}m=\stackrel{~}{T}_am\stackrel{~}{T}_{b^1}^{}`$ and the map $`\beta :_A^{}`$ given by $`\stackrel{~}{m}_v\stackrel{~}{t}_{\phi (v)}`$ is immediately seen to be an $`𝐇`$-module isomorphism from Theorem 2.3 (iii) and (iv), since $`\phi `$ is bijective. This isomorphism extends to an $`𝐇`$-module isomorphism $`\widehat{\beta }:\widehat{}\widehat{}_A^{}`$ of their completions (consisting of formal $``$-linear combinations of their standard basis elements).

Define $`\mathrm{\Delta }^{}:\widehat{}`$ as $`\mathrm{\Delta }^{}(m)=\widehat{\beta }^1(\overline{\beta m})`$, where $`\overline{_{x\mathrm{\Omega }}a_x\stackrel{~}{t}_x}=_{x,y\mathrm{\Omega }}\overline{a_x}R_{y,x}^A\stackrel{~}{t}_y`$. That is, $`\mathrm{\Delta }^{}(\stackrel{~}{m}_v)=_{wV}R_{\phi (w),\phi (v)}^A\stackrel{~}{m}_w`$ for $`vV`$. It is easy to see from 3.8 with $`A=\mathrm{}`$ that for $`I,JS`$, $`\stackrel{~}{R}_{z_I,z_J}`$ is equal to $`(\overline{\alpha })^{|J||I|}`$ if $`IJ`$ and is zero otherwise. By Lemma 4.5 and an argument similar to the proof of Lemma 3.15, it easily follows that $`\mathrm{\Delta }^{}`$ has the properties 1.4 (a) and (b), so $`\mathrm{\Delta }^{}=\mathrm{\Delta }`$, establishing Theorem 2.3 (v).

Finally, the fact that $`\phi `$ is a poset isomorphism follows from (v), since $`vw`$ in $`V`$ iff $`b_{w,v}0`$ and $`x_Ay`$ in $`\mathrm{\Omega }`$ iff $`R_{x,y}^A0`$ from 3.9.

### 5.2. Proofs of the corollaries

Corollary 2.4 (i) follows immediately from Theorem 2.3 and 3.9. The proofs of Corollary 2.4 (ii) and (iii) are similar using \[4, Proposition 3.9 and Corollary 3.10\].

Corollary 2.5 follows immediately from the definitions and Theorem 2.3.

For Corollary 2.7 (i), note $`b_{w,v}^{}(1)0`$ is equivalent to $`(R_{\phi (w),\phi (v)}^A)^{}(1)0`$ which is equivalent in turn to the requirement that as a polynomial in $`\overline{\alpha }`$, the coefficient of $`\overline{\alpha }`$ in $`R_{\phi (w),\phi (v)}^A`$ is non-zero. From 3.9, this is in turn equivalent to the condition that $`\phi (w)=t\phi (v)_A\phi (v)`$ for some $`t\widehat{T}`$. Now Corollary 2.7 (i) and (ii) follow from the definition of $`_A`$ and  respectively.

For the proof of Corollary 2.9, assume $`W`$ is finite. We have

$$w_S.A=N(w_S)+w_SAw_S=T+w_S(\widehat{T}W)w_S=T+(\widehat{T}T)=\widehat{T},$$

so $`_{w_S.A}`$ is the reverse Chevalley-Bruhat order. It now follows from Theorem 2.3 and Lemma 3.11 that $`\phi ^{}`$ defines an order isomorphism of $`V`$ with a locally closed subset $`\mathrm{\Omega }`$ of $`W`$ in reverse Chevalley-Bruhat order, satisfying all listed properties except perhaps $`\mathrm{\Omega }=[w_Sz_{\mathrm{}}w_S,1]`$. But $`\mathrm{\Omega }=[1,w_S][1,z_{\mathrm{}}][1,w_S]w_S`$ has maximum and minimum elements in reverse Chevalley-Bruhat order by Lemma 3.5, so $`\mathrm{\Omega }`$ is an interval since it is locally closed. We have $`l_{\mathrm{}}(1)=0`$ (resp., $`l_{\mathrm{}}(w_Sz_{\mathrm{}}w_S)=2l_{\mathrm{}}(w_S)+|S|`$) which is obviously minimal (resp., maximal) among the values $`l_{\mathrm{}}(c)`$ for $`c\mathrm{\Omega }`$, so $`\mathrm{\Omega }=[w_Sz_{\mathrm{}}w_S,1]`$ as required.