text:
# Decomposition theorem for invertible substitutions on three-letter alphabet Research supported by NSFC and by the Special Funds for Major State Basic Research Projects of China

## 1 Introduction

The study of substitutions (endomorphisms of of the free monoid of finite type) plays an important role in finite automata, symbolic dynamics, and fractal geometry (). It has various applications in quasicrystals, computational complexity, information theory (see for instance ). In addition, substitution is also a fundamental object studied in combinatorial group theory .

For substitutions over two-letter alphabet plenty of results have been obtained . The notion of invertible substitution appears in : these are the substitutions which extend as an automorphism of the corresponding free group. Since then, they have been studied by many authors (see for example ).

The invertible substitutions over a two-letter alphabet form a monoid whose structure in known : this monoid can be generated by a permutation and two so-called Fibonacci substitutions (see Theorem 2.1 below).

This result on the structure of invetible substitutions had many applications, namely to the study of local isomorphisms of fixed points of substitutions  and to the study of trace maps .

When the alphabet has more than two letters, the situation is much more complicated. In , it was shown, by enumerating infinitely many so-called indecomposable substitutions, that the monoid of invertible substitutions over three letters (which will be denoted by $`𝒮(A^{})`$) is not finitely generated. So, up to now the structure of $`𝒮(A^{})`$ remained unknown.

In this paper, we elucidate the structure of $`𝒮(A^{})`$. We show that if $`\sigma `$ is an invertible substitution over a three-letter alphabet, there exists a word $`w`$ such that $`I_w\sigma `$ or $`I_{w^1}\sigma `$ is the composition of finitely many Fibonacci substitutions and permutations (Theorem 3.1). As a consequence, the substitution matrix of an invertible substitution is positively decomposable (Theorem 3.2).

## 2 Preliminaries and notations

Let us first recall some basic definitions and notations in the theory of substitutions (see  for a general theory).

Let $`A=\{a,b,c\}`$ (resp. $`\overline{A}=\{a,b,c,a^1,b^1,c^1\}`$), $`A^{}`$ (resp. $`\mathrm{\Gamma }_A`$) be the free monoid (resp. the free group) generated by $`A`$ (the unit element is the empty word $`\epsilon `$). The elements in $`A^{}`$ will be called “positive words” or simply “words” and those of $`\mathrm{\Gamma }_A`$ “signed” or “mixed” words. The inverse of a positive word will be said to be “negative”.

Let $`w\mathrm{\Gamma }_A`$. If $`w=x_1\mathrm{}x_k`$ with $`x_i\overline{A}(i=1,2,\mathrm{},k)`$ and $`x_ix_{i+1}\epsilon `$ ($`i=1,\mathrm{},k1`$), we say that $`x_1\mathrm{}x_k`$ is in the reduced form and that the length of $`w`$ is $`k`$. This length will be denoted by $`|w|`$.

Let $`w,w_j(j=1,\mathrm{},k)\mathrm{\Gamma }_A`$. If $`w=w_1w_2\mathrm{}w_k`$ satisfies $`|w|=|w_1|+\mathrm{}+|w_k|`$, we say that $`w_1w_2\mathrm{}w_k`$ is a reduced expression of $`w`$. We then say that $`w_1`$ is a prefix of $`w`$ and that $`w_k`$ is a suffix of $`w`$, and we then write $`w_1w`$ and $`w_kw`$ respectively.

As already defined, a substitution over $`A`$ is a morphism $`\sigma `$ of $`A^{}`$. Such a morphism extends in a natural way to an endomorphism of $`\mathrm{\Gamma }_A`$; If this extension is an automorphism of $`\mathrm{\Gamma }_A`$, the substitution $`\sigma `$ is said to be invertible. The set of substitutions (resp. invertible substitutions) is denoted by $`𝒮(A^{})`$ (resp. by $`𝒮(A^{})`$).

We often identify an endomorphism $`\sigma `$ of $`\mathrm{\Gamma }_A`$ with the triple $`(\sigma (a),\sigma (b),\sigma (c))`$ of (maybe mixed) words. We define the length of $`\sigma `$ to be $`|\sigma |=|\sigma (a)|+|\sigma (b)|+|\sigma (c)|`$.

If $`U`$ is a subset of a monoid, $`U`$ stands for the sub-monoid (not the sub-group, even when dealing inside a group) generated by $`U`$. The use of the same notation for different groups and monoids will not generate any confusion.

We shall use the following basic invertible substitutions and automorphisms.

$``$ Permutations

$`𝒫`$ will denote the symmetric group on $`A`$. Notice that $`𝒫=\pi _1,\pi _2`$, where $`\pi _1=(b,a,c),\pi _2=(c,b,a)`$. Note that the identity $`I=(a,b,c)𝒫`$.

$``$ Fibonacci type:

Set $`\varphi _l=(ba,b,c)`$, $`\varphi _r=(ab,b,c)`$.

Set $`=\{\pi \varphi _l\pi ^{};\pi ,\pi ^{}𝒫\}`$, $`=\{\pi \varphi _r\pi ^{};\pi ,\pi ^{}𝒫\}`$, and $`=`$.

The elements in $``$ are called substitutions of Fibonacci type or simply Fibonacci substitutions.

$``$ Simple substitutions

It is easy to check the following equalities.

$$S:=\pi _1,\pi _2,\varphi _l,\varphi _r=𝒫,,𝒮(A^{})$$

###### Definition 2.1.

The elements in $`S`$ will be called simple substitutions.

$``$ Involutions

$`\iota _1:=(a^1,b,c)`$, $`\iota _2:=(a,b^1,c)`$, $`\iota _3:=(a,b,c^1)`$, $`:=\{\iota _i;1i3\}`$.

It is well known (the cancellation theory of Nielsen, see for example ) that

$$\text{Aut}(\mathrm{\Gamma }_A)=𝒫,,=\pi _1,\pi _2,\varphi _l,\varphi _r,\iota _1.$$

For the case $`A=\{a,b\}`$, the following decomposition is known.

###### Theorem 2.1.

** Let $`A_2=\{a,b\},\alpha =(b,a),\beta =(ab,b),\gamma =(ba,b)`$. Then we have

$$𝒮(A_2^{})=\alpha ,\beta ,\gamma .$$
(2.1)
###### Remark 2.1.

With our terminology, the above theorem says that, for the case of two-letter alphabet, every invertible substitution is simple. In the case $`A=\{a,b,c\}`$ it is shown in ** that there exist non-simple substitutions and that there exists no finite set of substitutions which generates $`𝒮(A^{})`$ . Consequently the above theorem cannot be extended to the case of three letters. Our Theorem 3.1 below will give a characterization of the structure of $`𝒮(A^{})`$.

$``$ Indecomposable substitutions

###### Definition 2.2.

Let $`\sigma `$ be an invertible substitution.

$`\sigma `$ is called trivial (resp. non-trivial) if $`\sigma 𝒫`$ (resp. $`\sigma 𝒫`$).

If there exist non-trivial invertible substitutions $`\sigma _1`$ and $`\sigma _2`$ such that $`\sigma =\sigma _1\sigma _2`$, we say that $`\sigma `$ is decomposable. Otherwise, we say that $`\sigma `$ is indecomposable.

The elements in $`𝒫`$ are indecomposable in the sense of this definition. They are “simple indecomposable substitutions” according to Definition 2.1. The others will be called non-simple indecomposable substitutions. As a matter of fact, there exist infinitely many indecomposable substitutions, hence $`𝒮(A^{})`$ is not finitely generated .

###### Example 2.1.

Here are some examples of non-simple indecomposable substitutions.

$`\begin{array}{cc}(ab,acb,ac^n)(n2)\hfill & \\ (ab^{n+1}c,ab^nc,acc)(n1)\hfill & \\ (acbc^n,ac^{n+1},ab^kc^n)(n,k1)\hfill & \end{array}`$

Notice that any invertible substitution can be written as the product of finitely many indecomposable substitutions.

$``$ Inner automorphisms

Let $`z\mathrm{\Gamma }_A`$. $`I_z\text{Aut}(\mathrm{\Gamma }_A)`$ is defined as follows: $`I_z(w)=zwz^1(w\mathrm{\Gamma }_A).`$ That is $`I_z=(zaz^1,zbz^1,zcz^1)`$. We have $`I_z(w_1,w_2,w_3)=(zw_1z^1,zw_2z^1,zw_3z^1)`$. Notice also that $`I_\epsilon =I`$.

We shall also use the following operation.

$``$ Cyclic operators:

Let $`w=x_1x_2\mathrm{}x_kA^{}`$. Then for $`1ik`$,

$$\begin{array}{cc}\hfill I_{(x_1\mathrm{}x_i)^1}(w):& =x_{i+1}\mathrm{}x_kx_1\mathrm{}x_i\hfill \\ \hfill I_{x_{i+1}\mathrm{}x_n}(w):& =x_{i+1}\mathrm{}x_kx_1\mathrm{}x_i\hfill \end{array}$$

We observe that the above operator is in fact a $`k`$-cyclic operator.

The following operations on substitutions will be frequently used in this paper:

$$\begin{array}{cc}\hfill I_{z^1}(zw_1,zw_2,zw_3)& =(w_1z,w_2z,w_3z),\hfill \\ \hfill I_z(w_1z,w_2z,w_3z)& =(zw_1,zw_2,zw_3).\hfill \end{array}$$

More generally, let $`\sigma 𝒮(A^{})`$, $`zA^{}`$ (or $`z^1A^{})`$ be such that $`\sigma ^{}=I_z\sigma `$ is still a substitution, we shall say that $`I_z`$ is a cyclic operator for $`\sigma `$.

$``$ Substitution matrix:

Let $`w\mathrm{\Gamma }_A`$. $`|w|_a`$ (resp. $`|w|_b`$, $`|w|_c`$) will denote the number (algebraic sum) of appearances of $`a`$ (resp. $`b`$, $`c`$) in $`w`$ (e.g. $`|a^1ba|_a=0`$).

Let $`\sigma 𝒮(A^{})`$. The substitution matrix of $`\sigma `$ is defined by:

$$M_\sigma =\left(\begin{array}{ccc}|\sigma (a)|_a& |\sigma (b)|_a& |\sigma (c)|_a\\ |\sigma (a)|_b& |\sigma (b)|_b& |\sigma (c)|_b\\ |\sigma (a)|_c& |\sigma (b)|_c& |\sigma (c)|_c\end{array}\right)$$

Let $`\sigma ,\tau 𝒮(A^{})`$. We have $`M_{\sigma \tau }=M_\sigma M_\tau `$. If $`\sigma 𝒮(A^{})`$, then $`det(M_\sigma )=\pm 1`$.

The above definitions and equalities can be extended to the case where $`\sigma `$ and $`\tau `$ are endomorphisms on $`\mathrm{\Gamma }_A`$.

Substitution matrix is a basic tool to study substitutions , but it cannot characterize the non-commutative combinatorial properties of $`A^{}`$ and $`𝒮(A^{})`$.

Notice that the usual non-negative elementary matrices are exactly the substitution matrices of permutations or Fibonacci substitutions.

As have been pointed out in , comparing the case of two letters with that of three letters, we have

###### Remark 2.2.

1) If $`M=(m_{ij}),(m_{ij}\{0,1,2,\mathrm{}\})`$ is a $`2\times 2`$-matrix with determinant $`det(M)=\pm 1`$, then $`M`$ is a finite product of non-negative elementary matrices. In particular, any such matrix is the substitution matrix of some invertible substitution.

2) The above statement is no longer true for $`3\times 3`$-matrices.

A simple counter example is

$$M=\left(\begin{array}{ccc}3& 0& 1\\ 0& 2& 1\\ 1& 1& 1\end{array}\right).$$

We can verify that $`det(M)=1`$, that $`M`$ can not be decomposed as a product of non-negative elementary matrices, and that it is not a substitution matrix of any invertible substitution .

We mention that there are infinitely many such matrices.

It was an open problem whether the substitution matrix of an invertible substitution is a finite product of non-negative elementary matrices . Our Theorem 3.2 will give an affirmative answer.

## 3 Main theorems

The following decomposition theorem characterizes the structure of $`𝒮(A^{})`$: any invertible substitution is a simple one up to a cyclic operator.

###### Theorem 3.1.

Let $`\sigma 𝒮(A^{})`$. There exists $`wA^{}`$ or $`w^1A^{}`$ such that

(1) $`I_w\sigma `$ is a simple substitution. In other words, after a cyclic operation ($`I_w\sigma `$), any invertible substitution becomes simple.

(2) Furthermore, we can take $`w`$ (or $`w^1`$) to be a common suffix (or prefix) of $`\sigma (a)`$, $`\sigma (b)`$ and $`\sigma (c)`$.

The following examples illustrate the decomposition after a cyclic operator:

###### Example 3.1.

1. $`\sigma =(ab,acb,ac^2)`$. It can be checked that $`\sigma `$ is an indecomposable substitution. However we have, by a cyclic operation, $`I_{a^1}\sigma =(ba,cba,c^2a)=(b,c,a)(ac,b,c)(a,b,bc)^2(a,ba,c)`$, which is clearly simple.
2. $`\sigma =(acbab,acbaccab,accaccab)`$ is indecomposable. It is easy to check that $`I_b\sigma `$ is simple. Notice that in this example, $`I_{a^1}\sigma `$ is not simple, though it a substitution.

###### Remark 3.1.

We point out that Theorem 2.1 is an easy consequence of Theorem 3.1.

In fact, let $`(w_1,w_2)`$ be an invertible substitution, $`w_1,w_2\{a,b\}^{}`$. Then it is obvious that $`(w_1,w_2,c)`$ is an invertible substitution over $`\{a,b,c\}`$. Applying Theorem 3.1, and noticing that $`w`$ in the theorem must be empty, Theorem 2.1 follows.

On the other hand, since $`I_{b^1}(ba,b)=(ab,b)`$, Theorem 2.1 can be restated as the same as Theorem 3.1:

Any invertible substitution over $`\{a,b\}`$, having been transformed by some cyclic operator, can be expressed as a finite composition of the Fibonacci $`(ab,b)`$ and the permutation $`(b,a)`$.

###### Remark 3.2.

It should be noticed that Theorem 3.1 can not be extended directly to the case of an alphabet of 4 letters or more.

It suffices to see the following simple example of substitution on $`\{a,b,c,d\}`$: $`\sigma =(ab,acb,acc,d)`$. It is indecomposable, but no inner automorphism “$`I_z`$” can be applied.

Applying the above theorem to the substitution matrices we shall get the following theorem which explains the Remark 2.2:

###### Theorem 3.2.

Let $`M`$ be a $`3\times 3`$-matrix of non-negative integral coefficients. $`M`$ is the substitution matrix of some invertible substitution if and only if it is a finite product of non-negative elementary matrices.

## 4 Proofs

The theorems will be proved by several lemmas.

We shall use the following notations. The symbol $`\mathrm{`}\mathrm{`}+\mathrm{"}`$(resp. $`\mathrm{`}\mathrm{`}\mathrm{"}`$) will represent various non-empty positive words (resp. non-empty negative words), which are the elements of $`a,b,c`$ (resp. $`a^1,b^1,c^1`$). We also use the symbols like $`\mathrm{`}\mathrm{`}++\mathrm{"}`$ to represent various types of mixed words. As an example, $`u=++`$ means that $`u=u_1u_2^1u_3`$, where $`u_jA^{}`$ and $`u_1u_2^1u_3`$ is the reduced expression (i.e. $`|u_1u_2^1u_3|=|u_1|+|u_2|+|u_3|)`$. The meanings of “$`u=+\mathrm{}`$” ,“$`u=\mathrm{}`$”, “$`u=+\mathrm{}`$etc. are now clear.

Recall that by Nielsen’s cancellation method, a morphism $`\sigma =(w_1,w_2,w_3)`$ on $`\mathrm{\Gamma }_A`$ is invertible if and only if $`(w_1,w_2,w_3)`$ can be carried by finitely many “elementary Nielsen transformations” into the identity, and each of these elementary Nielsen transformations satisfies some “cancellation” conditions (see ). The following lemma is a simple version of Nielsen’s cancellation procedure that we use in the proofs. For the details, we refer the reader to .

###### Lemma 4.1.

Let $`\sigma =(w_1,w_2,w_3)\text{Aut}(\mathrm{\Gamma }_A)`$. There exist $`k0`$ and $`\tau _1,\mathrm{},\tau _k\{\pi _1,\pi _2,\varphi _l,\varphi _r,\iota _1\}`$ such that, denoting

$$\sigma _0=\sigma ,\sigma _i=\sigma _{i1}\tau _i(i=1,\mathrm{},k),$$
(4.1)
$$|\sigma _i||\sigma _{i1}|(i=1,\mathrm{},k)$$
(4.2)
and that $`\sigma _k`$ is the identity.

Notation: We write the procedure in the above lemma as

$$\sigma \sigma _1\mathrm{}\sigma _k.$$

We say that each arrow represents a “Nielsen’s cancellation” and that $`\sigma `$ is cancelled to $`\sigma _k`$.

###### Definition 4.1.

We say that a non-trivial substitution $`\sigma =(w_1,w_2,w_3)`$ is mixed if it satisfies $`w_iw_k^1w_j=++`$ $`i,j,k\{1,2,3\}`$, $`ik`$, $`jk`$.

The following lemma is proved in .

###### Lemma 4.2.

Any mixed substitution is non-invertible.

###### Corollary 4.1.

Let $`\sigma =(w_1,w_2,w_3)`$ be an invertible substitution, suppose that for all $`ij`$, $`w_i`$ is neither a prefix nor a suffix of $`w_j`$. There exist $`\pi 𝒫`$, non-empty words $`u`$, $`v`$, $`x`$, $`y`$ such that either $`\sigma \pi =(ux,uv,yv)`$ or $`\sigma \pi =(uxv,uv,y)`$.

###### Proof.

By the above lemma, $`\sigma `$ is not mixed. Then by the assumption of the lemma we have that, there exist $`i,j,k(ij,jk)`$ such that $`w_i^1w_jw_k^1=`$.

Ignoring some permutation, we can only consider the following two possibilities:

1. $`w_1^1w_2w_3^1=`$ ; 2. $`w_1^1w_2w_1^1=`$ .

Case 1: We get $`w_2=uv`$ and $`w_1=ux,`$ $`w_3=yv`$ .

Case 2: We must have $`w_2=uv`$ and $`w_1=uf=gv`$ . It’s clear that $`|u||g|`$ , otherwise $`u=g`$ then $`w_1=w_2`$ which contradicts the invertibility.

Subcase 2.1: $`|g|>|u|`$ , then by $`w_1=uf=gv`$ , we have $`g=ux`$ and $`w_1=uxv`$. Then $`\sigma =(uxv,uv,y)`$ with $`y=w_3`$ .

Subcase 2.2: $`|g|<|u|`$ , then still by $`w_1=uf=gv`$ we have

$`u=gx`$ and $`v=xf`$ , thus $`w_1=uf`$ , $`w_2=uxf`$ , $`\sigma =(uf,uxf,y)`$. ∎

###### Lemma 4.3.

Let $`w,v\mathrm{\Gamma }_A`$ and $`\sigma `$ be a morphism on $`\mathrm{\Gamma }_A`$. We have

$$I_wI_v=I_{wv},(I_w)^1=I_{w^1},\sigma I_w=I_{\sigma (w)}\sigma .$$

###### Proof.

By direct verifications. Let us show the last equality:

Let $`u\mathrm{\Gamma }_A`$. We have $`\sigma I_w(u)=\sigma (wuw^1)=\sigma (w)\sigma (u)\sigma (w)^1=I_{\sigma (w)}(\sigma (u))`$. ∎

Let $`w=\alpha _1\alpha _2\mathrm{}\alpha _{|w|}\mathrm{\Gamma }_A`$ ($`\alpha _i\overline{A}`$). We shall use the following notations:

$$h_i(w)=\alpha _i(i=1,2,\mathrm{},|w|),h_{\mathrm{}}(w)=h_{|w|}(w).$$
(4.3)
###### Lemma 4.4.

Let $`u\mathrm{\Gamma }_A`$ and $`x,yA^{}`$ be non-empty. Suppose that

$$ux=yu$$
(4.4)
Then we have either $`uA^{}`$ or $`u^1A^{}`$.

###### Proof.

First assume that $`h_1(u)=+`$. We will show that $`uA^{}`$.

Otherwise, we may write $`u=u_1\beta ^1u_2`$ (the reduced expression) where $`u_1A^{},u_1ϵ`$, $`\beta A=\{a,b,c\}`$ and $`u_2\mathrm{\Gamma }_A`$.

Then by (4.4), we have

$$u_1\beta ^1u_2x=yu_1\beta ^1u_2$$
(4.5)
Notice that the right hand of the above equation is a reduced expression, and

$$h_{|u_1|+1}(yu_1\beta ^1u_2)=+,$$

which, together with (4.5), implies

$$\beta ^1u_2x=+\mathrm{}.$$
(4.6)
Since $`\beta ^1u_2`$ is a reduced expression and $`xA^{}`$, (4.6) implies that $`\beta ^1u_2x=+`$. Returning to (4.5), we have that the left hand of (4.5) is a positive word, which contradicts the right hand.

For the case $`h_1(u)=`$, we can show similarly that $`u^1A^{}`$. ∎

###### Corollary 4.2.

Let $`w\mathrm{\Gamma }_A`$, $`\sigma =(w_1,w_2,w_3)`$ and $`\tau =(u_1,u_2,u_3)`$ be two substitutions. If $`I_w\sigma =\tau `$, we have $`|w_i|=|u_i|`$ ($`i=1,2,3`$). In particular $`|\sigma |=|\tau |`$.

###### Proof.

We have $`w^1w_iw=u_i(i=1,2,3)`$. By the above lemma, we have $`wA^{}`$ or $`w^1A^{}`$. If $`wA^{}`$, we have $`w_iw=wu_i`$ which implies $`|w_i|=|u_i|`$; if $`w^{}=w^1A^{}`$, we have $`w^{}w_i=u_iw^{}`$. ∎

###### Lemma 4.5.

Let $`u,v,x,yA^{}`$. We have

(1) If $`u`$ is not a suffix of $`ux`$, then $`u`$ is not a suffix of $`ux^m`$ ($`m1`$).

(2) If $`v`$ is not a prefix of $`yv`$, then $`v`$ is not a prefix of $`y^mv`$ ($`m1`$).

###### Proof.

We only show that $`uux^m`$ implies $`uux`$ by induction on the length of $`u`$:

If $`|u||x|`$, the conclusion is obvious. Suppose now $`|u|>|x|`$. Since $`uux^m`$, we can write $`u=u^{}x`$ for some $`u^{}A^{}`$, then $`u^{}xu^{}xx^m`$, that is, $`u^{}u^{}x^m`$. Since $`|u^{}|<|u|`$, by the hypothesis of induction we obtain $`u^{}u^{}x`$, which implies $`uux`$. ∎

The following lemmas study the “cancellation properties” between special words, where we shall use $`h_1(w)`$ and $`h_{\mathrm{}}(w)`$ to indicate the first and the last character of $`w`$ as defined in (4.3).

###### Lemma 4.6.

Let $`u`$, $`v`$, $`x`$ and $`y`$ be non-empty words satisfying

$`h_1(u)h_1(y)\text{ and }h_{\mathrm{}}(x)h_{\mathrm{}}(v);`$ (4.7)
$`x(\text{resp. }v)\text{ is not a prefix of }v(\text{resp. }x);`$ (4.8)
$`y(\text{resp. }u)\text{ is not a suffix of }u(\text{resp. }y).`$ (4.9)
Let $`w_1=ux,w_2=uv,w_3=yv`$ and consider the following mixed word:

$$w=w_{i_0}^ϵw_{i_1}^ϵ\mathrm{}w_{i_k}^{(1)^kϵ}$$
(4.10)
where $`k0`$, $`ϵ\{+1,1\}`$, $`i_m\{1,2,3\}(m=0,1,\mathrm{},k)`$ and $`i_mi_{m+1}(m=0,1,\mathrm{},k1)`$. Then we have

$$h_1(w)=h_1(w_{i_0}^ϵ),h_{\mathrm{}}(w)=h_{\mathrm{}}(w_{i_k}^{(1)^kϵ})$$
(4.11)
and

$$|w|2.$$
(4.12)
(Notice that (4.10) is in general not a reduced expression, this means that there are possible cancellations between words).

###### Proof.

First notice the following obvious facts:

Let $`u_1,u_2\mathrm{\Gamma }_{A}^{}{}_{}{}^{}`$ be two (mixed) words in reduced expression. $`|u_1u_2|<|u_1|+|u_2|`$ (i.e. some cancellation occurs) if and only if $`h_{\mathrm{}}(u_1)=(h_1(u_2))^1`$.

If $`h_{\mathrm{}}(u_1)(h_1(u_2))^1`$, then $`v=u_1u_2`$ is a reduced expression, thus $`h_1(v)=h_1(u_1)`$ and $`h_{\mathrm{}}(v)=h_{\mathrm{}}(u_2)`$.

We only show $`h_1(w)=h_1(w_{i_0}^ϵ)`$. The proof for $`h_{\mathrm{}}(w)=h_{\mathrm{}}(w_{i_k}^{(1)^kϵ})`$ is similar.

We consider only the case $`ϵ=+1`$, the case $`ϵ=1`$ is similar.

When $`k3`$, we can check the conclusion directly by enumerating all possible cases. Now we will show it for $`k4`$ by induction.

We have to consider carefully several cases. Keep in mind that in the following argument, we shall use frequently the condition (4.7)–(4.9) and the facts mentioned at the beginning of the proof.

Case 1. $`w_{i_1}=uv`$

Subcase 1.1. $`w_{i_0}=ux`$:

By the hypothesis of induction $`h_1`$ $`(w_{i_1}^1\mathrm{})`$ $`=h_1(v^1)`$, hence $`h_1(w)=h_1(uxv^1\mathrm{})`$ $`=h_1(u)=h_1(w_{i_0})`$.

Subcase 1.2. $`w_{i_0}=yv`$

Sub-Subcase 1.2.1. $`w_{i_2}=yv`$:

Since $`h_1(w_{i_2}\mathrm{})=h_1(y)`$, we have $`h_1(w)=h_1(yv(uv)^1y\mathrm{})=h_1(y)=h_1(w_{i_0}).`$

Sub-Subcase 1.2.2. $`w_{i_2}=ux`$:

In this case, either $`w_{i_3}=uv`$ or $`w_{i_3}=yv`$, we always have $`h_1(w_{i_3}^1\mathrm{})=h_1(v^1)`$. Thus $`h_1(w)=h_1(yv(uv)^1uxv^1\mathrm{})=h_1(yxv^1\mathrm{})=h_1(y)=h_1(w_{i_0})`$.

Case 2. $`w_{i_1}=yv`$

Subcase 2.1. $`w_{i_0}=ux`$:

$`h_1(w_{i_1}^1\mathrm{})=h_1(v^1)`$ and $`h_1(w)=h_1(uxv^1\mathrm{})=h_1(u)=h_1(w_{i_0})`$.

Subcase 2.2. $`w_{i_0}=uv`$:

In this case, either $`w_{i_2}=ux`$ or $`w_{i_2}=uv`$, we always have $`h_1(w_{i_2}\mathrm{})=h_1(u)`$. Thus $`h_1(w)=h_1(uv(yv)^1u\mathrm{})=h_1(uy^1u\mathrm{})=h_1(u)=h_1(w_{i_0})`$.

Case 3. $`w_{i_1}=ux`$

Subcase 3.1. $`w_{i_0}=uv`$:

$`h_1(w_1^1\mathrm{})=h_1(x^1)`$ and $`h_1(w)=h_1(uvx^1\mathrm{})=h_1(u)=h_1(w_{i_0})`$.

Subcase 3.2. $`w_{i_0}=yv`$:

$`h_1(w_{i_1}^1\mathrm{})=h_1(x^1)`$ and $`h_1(w)=h_1(yvx^1\mathrm{})=h_1(y)=h_1(w_{i_0})`$. ∎

The above lemma will be used to study substitutions of the form $`(ux,uv,yv)`$. The following lemma is the version for $`(uxv,uv,y)`$.

###### Lemma 4.7.

Let $`u`$, $`v`$, $`x`$ and $`y`$ be non-empty words satisfying

$`h_1(u)h_1(y)\text{ and }h_{\mathrm{}}(v)h_{\mathrm{}}(y);`$
$`v\text{ is not a prefix of }xv;`$
$`u\text{ is not a suffix of }ux.`$
Let $`w_1=uxv,w_2=uv,w_3=y`$ and consider the mixed words of the form (4.10). Then

(i) (4.11) holds;

(ii) If $`|y|>1`$, (4.12) always holds;

(iii) If $`|y|=1`$, (4.12) holds except when $`k=0`$, and $`w_{i_0}=w_3`$.

###### Proof.

(ii) and (iii) are consequences of (i). To show (i), as in the above lemma, we only show $`h_1(w)=h_1(w_{i_0}^ϵ)`$ where $`ϵ=+1`$.

The cases $`k=0,1`$ are trivial. Let us show the lemma for $`k2`$ by induction.

Case 1. $`w_{i_0}=uxv`$

Subcase 1.1. For all $`j`$, $`w_{i_j}y`$:

Then $`w_{i_1}=uv,w_{i_2}=uxv,\mathrm{}`$.

Subsubcase 1.1.1. $`k=2m1`$:

In this case, $`w=\left((uxv)(uv)^1\right)^m=ux^mu^1`$. Then by Lemma 4.5 we know that $`w=+`$ which implies $`h_1(w)=h_1(u)=h_1(w_{i_0})`$.

Subsubcase 1.1.2. $`k=2m`$:

$`w=ux^{m+1}v`$, the conclusion follows.

Subcase 1.2. Let $`w_{i_j}=y`$, where $`j=\mathrm{min}\{m;w_{i_m}=y\}`$

Subsubcase 1.2.1. $`j=2m1`$:

We have $`w=\left((uxv)(uv)^1\right)^my\mathrm{}=ux^mu^1y\mathrm{}`$, thus $`h_1(w)=h_1(u)=h_1(w_{i_0})`$.

Subsubcase 1.2.2. $`j=2m`$:

We have $`w=\left((uxv)(uv)^1\right)^m(uxv)y^1\mathrm{}=ux^{m+1}vy^1\mathrm{}`$ then the conclusion follows.

Case 2. $`w_{i_0}=uv`$. We use a similar proof as the case 1.

Case 3. $`w_{i_0}=y`$:

For any subcases, it is checked that $`h_1(w_{i_1}^1\mathrm{}w_{i_k}^{(1)^k)})=h_1(v^1)`$, thus

$`h_1(w)=h_1(yv^1\mathrm{})=h_1(y)=h_1(w_{i_0}).`$

###### Lemma 4.8.

Under the notations and conditions of Lemma 4.6 (resp. Lemma 4.7), let $`\sigma =(w_1,w_2,w_3)`$, then $`\sigma `$ is not invertible.

###### Proof.

Were $`\sigma `$ invertible, we would have a Nielsen’s cancellation procedure as follows

$$\sigma \mathrm{}(w_1^{(k)},w_2^{(k)},w_3^{(k)})(w_1^{(k+1)},w_2^{(k+1)},w_3^{(k+1)})\mathrm{}I$$
(4.13)
where

$$w_j^{(k+1)}\epsilon (j=1,2,3).$$
(4.14)
We will show that:

Claim: $`w_i^{(k)}`$ ($`i=1,2,3,k=1,2,\mathrm{}`$) can be written in the form (4.10).

Then the previous lemma implies that $`|w_i^{(k)}|2`$ which is in contradiction with (4.13).

Now let us prove the claim by induction.

Suppose that $`w_1^{(k)},w_2^{(k)},w_3^{(k)}`$ are of the form (4.10). Then

$$(w_1^{(k+1)},w_2^{(k+1)},w_3^{(k+1)})=(w_1^{(k)},w_2^{(k)},w_3^{(k)})\tau $$

where $`\tau \{\pi _1,\pi _2,\varphi _l,\varphi _r\iota _1\}`$. We shall show that $`w_1^{(k+1)},w_2^{(k+1)},w_3^{(k+1)}`$ are still of the form (4.10).

If $`\tau \{\pi _1,\pi _2,\iota _1\}`$, the conclusion is trivial. So we consider only the case $`\tau =\varphi _r`$. The case for $`\tau =\varphi _l`$ can be treated similarly.

Now $`w_1^{(k+1)}=w_1^{(k)}w_2^{(k)}`$ (and $`w_2^{(k+1)}=w_2^{(k)},w_3^{(k+1)}=w_3^{(k)}`$), then by the cancellation condition, we must have $`|w_1^{(k)}w_2^{(k)}||w_1^{(k)}|`$ which implies

$$h_{\mathrm{}}(w_1^{(k)})h_1(w_2^{(k)})=\epsilon .$$
(4.15)
Without loss of generality we suppose that $`h_{\mathrm{}}(w_1^{(k)})=`$, that is (by the above lemma and the assumption of induction), $`w_1^{(k)}=\mathrm{}w_{\lambda _1}w_{\lambda _2}^1`$. Then by the cancellation condition (4.15) we must have $`w_2^{(k)}=+`$, that is, $`w_2^{(k)}=w_{\mu _1}w_{\mu _2}^1\mathrm{}`$. Consequently $`w_1^{(k+1)}=\mathrm{}w_{\lambda _1}w_{\lambda _2}^1w_{\mu _1}w_{\mu _2}^1\mathrm{}`$. If $`\lambda _2\mu _1`$, the conclusion for $`w_1^{(k+1)}`$ is proved; if $`\lambda _2=\mu _1`$, by cancelling $`w_{\lambda _2}^1w_{\mu _1}`$ in the above expression and by induction, using the fact that $`w_1^{(k+1)}\epsilon `$ (by 4.14), we can show easily that $`w_1^{(k+1)}`$ is still of the form (4.10). The claim is thus proved. ∎

The following remarks explain the original idea of the above proof:

###### Remark 4.1.

There is an essential difference between the proof of the above lemmas and that of Theorem 2.1 in ** : here $`w_1,w_2,w_3`$ are not mixed. The essential point is that, by the assumption of the lemma, we can control the possible cancellations such as $`w_1^1w_2w_3^1+`$.

###### Remark 4.2.

An alternative proof can be done as follows, we omit the details which are not trivial: starting from $`\sigma `$, consider all possible Nielsen’s cancellations procedures, we shall get a finite tree of the procedures (which contains several periodic circle), no branch of the tree is reduced to the identity.

###### Proposition 4.1.

Suppose that $`\sigma =(w_1,w_2,w_3)`$ is a non-simple indecomposable substitution. Then we have either $`h_1(w_1)=h_1(w_2)=h_1(w_3)`$ or $`h_{\mathrm{}}(w_1)=h_{\mathrm{}}(w_2)=h_{\mathrm{}}(w_3)`$. In other words, $`w_1,w_2,w_3`$ must have a common non-empty prefix or suffix.

###### Proof.

Since $`\sigma `$ is indecomposable and invertible, $`\sigma `$ satisfies the condition in Corollary 4.1. Hence we can suppose that

$`\begin{array}{cc}\text{Case 1. }\sigma =(w_1,w_2,w_3)=(ux,uv,yv)\hfill & \\ \text{Case 2. }\sigma =(uxv,uv,y)\hfill & \end{array}`$

Consider the case 1.

If the conclusion of the proposition were not true, we would have that $`(ux,uv,yv)`$ satisfies the condition of Lemma 4.6 and 4.8, which imply that $`\sigma `$ is not invertible, a contradiction.

For the case 2, the proof is the same as the Case 1 except that we apply Lemma 4.7 in stead of Lemma 4.6. ∎

###### Lemma 4.9.

Let $`z,u,v,x,yA^{}`$. Assume that $`u,v,x,y`$ satisfy (4.7), (4.8) and (4.9). Denote $`w_1=ux,w_2=uv,w_3=yv`$,

$$\begin{array}{cc}\hfill 𝒩_1=& \{zw_{i_0}w_{i_1}^1\mathrm{}w_{i_{2k1}}^1z^1;k1,i_m=1,2,3,\hfill \\ & (m=0,\mathrm{},2k1),i_mi_{m+1}(m=0,\mathrm{},2k2)\}\hfill \\ \hfill 𝒩_2=& \{zw_{i_0}w_{i_1}^1\mathrm{}w_{i_{2k}};k1,i_m=1,2,3,\hfill \\ & (m=0,\mathrm{},2k),i_mi_{m+1}(m=0,\mathrm{},2k1)\}\hfill \\ \hfill 𝒩_3=& \{w_{i_0}^1w_{i_1}\mathrm{}w_{i_{2k1}};k1,i_m=1,2,3,\hfill \\ & (m=0,\mathrm{},2k1),i_mi_{m+1}(m=0,\mathrm{},2k2)\}\hfill \\ \hfill 𝒩_4=& \{w_{i_0}^1w_{i_1}\mathrm{}w_{i_{2k1}}w_{i_{2k}}^1z^1;k1,i_m=1,2,3,\hfill \\ & (m=0,\mathrm{},2k),i_mi_{m+1}(m=0,\mathrm{},2k1)\}\hfill \\ \hfill 𝒩=& 𝒩_1𝒩_2𝒩_3𝒩_4\hfill \end{array}$$

We have

$$\begin{array}{ccc}(1)\hfill & \text{(}\text{4.11}\text{) holds;}\hfill & \\ (2)\hfill & \text{If }(zw_1,zw_2,zw_3)\text{ is cancelled by a Nielsen’s procedure to }(U_1,U_2,U_3),\text{ then }\hfill & \\ & U_1,U_2,U_3𝒩;\hfill & \\ (3)\hfill & (zux,zuv,zyv)\text{ is not invertible.}\hfill & \\ (4)\hfill & (uxz,uvz,yvz)\text{ is not invertible.}\hfill & \end{array}$$

###### Proof.

(1) is proved in Lemma 4.6. (3) is a consequence of (2). (4) can be proved similarly (by using similar definitions of $`𝒩_k`$, or simply by the fact that (4) differs from (3) by an inner automorphism). Let us prove (2) by induction.

Suppose that $`\sigma \mathrm{}(V_1,V_2,V_3)(U_1,U_2,U_3)`$ where $`V_1,V_2,V_3𝒩`$, we show that $`U_1,U_2,U_3𝒩`$. With a simple observation of appearances of $`z`$ and $`z^1`$ in the expressions above, by the cancellation condition, the conclusion can be proved by using analogous arguments as in the proof of Lemma 4.6. ∎

###### Remark 4.3.

When $`x,y,u,v,w_1,w_2,w_3`$ are given as in Lemma 4.7, similar conclusions of the above lemma hold. The proof is the same.

###### Lemma 4.10.

Suppose that $`\sigma =(zu_1,zu_2,zu_3)`$ (*resp.* $`\sigma =(u_1z,u_2z,u_3z)`$) is a non-simple indecomposable substitution where $`z`$ is a non-empty word. Suppose that $`u_1,u_2,u_3`$ have no common prefix and no common suffix. Then there exist a non-trivial invertible substitution $`\sigma ^{}`$, a permutation $`\pi 𝒫`$ and a Fibonacci $`f`$, such that

$$I_{z^1}\sigma =\sigma ^{}f\pi (\text{resp. }I_z\sigma =\sigma ^{}f\pi ).$$
(4.16)
###### Proof.

Let $`w_i=zu_i`$ ($`i=1,2,3`$). First, from the fact that $`\sigma `$ is non-simple indecomposable we have

$$w_i\text{ is neither a prefix nor a suffix of }w_j(i,j,ij).$$
(4.17)
By Lemma 4.2, $`(w_1,w_2,w_3)`$ is not mixed. It turns out that $`(u_1,u_2,u_3)`$ is not mixed. By Corollary 4.1, ignoring some permutation, we may write

$$(u_1,u_2,u_3)=(ux,uv,yv)$$
(4.18)
$$\text{ or }(u_1,u_2,u_3)=(uxv,uv,y).$$
(4.19)
We only prove the lemma for the case (4.18). The proof for the case (4.19) is the same, because of Lemma 4.7 and Remark 4.3.

Now we have $`\sigma =(zux,zuv,zyv)`$. Then $`I_{z^1}\sigma =(uxz,uvz,yvz)`$. We claim that there exist a non-trivial substitution $`\sigma ^{}`$ and a Fibonacci substitution $`f`$ such that

$$(uxz,uvz,yvz)=\sigma ^{}f$$
(4.20)
In fact, if (4.20) fails to hold, denoting $`(uxz,uvz,yvz)=(w_1^{},w_2^{},w_3^{})`$, we shall have

$$w_i^{}\text{ is neither a prefix nor a suffix of }w_j^{}(i,j,ij).$$
(4.21)
then it follows from (4.17) and (4.21) that $`u,v,x,y`$ satisfy the condition of Lemma 4.9, which implies that $`\sigma `$ is not invertible, a contradiction. Hence $`I_{z^1}\sigma `$ can be decomposed as in (4.20) and the lemma follows. ∎

###### Lemma 4.11.

Let $`\sigma `$ be a non-simple indecomposable substitution. Then there exists $`z\mathrm{\Gamma }_A`$ such that $`I_z\sigma `$ is decomposable. That is, there exist non-trivial invertible substitutions $`\sigma _1`$ and $`\sigma _2`$ such that

$$I_z\sigma =\sigma _1\sigma _2$$
(4.22)
Furthermore, $`|\sigma _i|<|\sigma |(i=1,2)`$.

###### Proof.

Let $`\sigma =(w_1,w_2,w_3)`$. Since it is indecomposable, for any $`ij`$, $`w_i`$ is not a prefix (resp. suffix) of $`w_j`$. Hence we may write

$$(w_1,w_2,w_3)=(u_1w,u_2w,u_3w)$$

where $`w`$ is the maximal common suffix of $`w_1,w_2,w_3`$ (if any) and $`u_1,u_2,u_3`$ are non-empty words.

Then we have:

$$I_w\sigma =(wu_1,wu_2,wu_3)$$

where $`u_1,u_2,u_3`$ have no common suffix.

If $`(wu_1,wu_2,wu_3)`$ is not indecomposable, the lemma is proved.

Now suppose that $`(wu_1,wu_2,wu_3)`$ is indecomposable. Since $`wu_1,wu_2,wu_3`$ have no common suffix, by Proposition 4.1, we can write

$$I_w\sigma =(wu_1,wu_2,wu_3)=(zu_1^{},zu_2^{},zu_3^{})$$

where $`z\epsilon `$ is the maximal common prefix of $`wu_1,wu_2`$, and $`wu_3`$. In this case, $`u_1^{},u_2^{},u_3^{}`$ have no common prefix and no common suffix. Then by Lemma 4.10, $`I_{z^1}I_w\sigma `$ is decomposable. That is (by Lemma 4.3) $`I_{z^1w}\sigma `$ is decomposable.

The last statement of the lemma is an easy consequence of Corollary 4.2. ∎

Now we are ready to prove our theorems.

Proof of Theorem 3.1:

First we prove Theorem 3.1 (1). Let $`\sigma `$ be an invertible substitution. Then there exist $`k1`$ and indecomposable substitutions $`\sigma _1,\mathrm{},\sigma _k`$ such that $`\sigma =\sigma _1\mathrm{}\sigma _k`$.

If some $`\sigma _i`$ is non-simple, then by Lemma 4.11, there exist $`z\mathrm{\Gamma }_A`$, invertible substitutions $`\sigma _i^{}`$ and $`\sigma _i^{\prime \prime }`$ such that $`\sigma _i=I_{z^1}\sigma _i^{}\sigma _i^{\prime \prime }`$ and that

$$|\sigma _i^{}|<|\sigma _i|,|\sigma _i^{\prime \prime }|<|\sigma _i|.$$
(4.23)
Then we repeat such decomposition for $`\sigma _i^{}`$ (resp. $`\sigma _i^{\prime \prime }`$) and so on. By (4.23), such decomposition will terminate after finite times, that is, finally every factor will be a simple substitution. Hence we can write

$$\sigma =I_{w_1}\tau _1I_{w_2}\tau _2\mathrm{}I_{w_n}\tau _n$$

where $`\tau _i(i=1,\mathrm{},n)`$ is a simple substitution and $`w_i\mathrm{\Gamma }_A`$ (put $`w_i=\epsilon `$ if necessary).

By Lemma 4.3 (and a simple induction), we may write

$$\sigma =I_w\tau _1\tau _2\mathrm{}\tau _n$$

where $`w\mathrm{\Gamma }_A`$.

Let $`\tau =\tau _1\tau _2\mathrm{}\tau _n`$. It is clear that $`\tau `$ is a simple substitution.

Finally, since $`I_{w^1}\sigma =\tau `$, Lemma 4.4 implies that $`wA^{}`$ or $`w^1A^{}`$. Theorem 3.1(1) is thus proved.

For Theorem 3.1(2), denoting

$$|\sigma |_{min}=\mathrm{min}\{|\sigma (a)|,|\sigma (b)|,|\sigma (c)|\},$$

it is easy to see that it is equivalent to prove the following claim:

Claim: We can choose $`w`$ in (1) such that $`|w||\sigma |_{min}`$.

Let us prove the claim by induction on $`k=|\sigma |`$.

If $`k4`$ the claim can be verified simply by enumerating all cases.

Suppose that the claim is true for $`kn`$ (more clearly, for any substitution $`\sigma ^{}`$ of length less that $`n`$) and that $`|\sigma |=n+1`$. By the conclusion (1) of the theorem, there exists $`wA^{}`$ or $`w^1A^{}`$ such that $`I_w\sigma `$ is simple. To be specific, we can suppose that $`w^1A^{}`$, $`\sigma =(w_1,w_2,w_3)`$ and that $`|w_1|=|\sigma |_{min}`$.

If $`|w||\sigma |_{min}`$, nothing need to prove. Suppose $`|w|>|\sigma |_{min}=|w_1|`$. It is easy to see that $`w_1`$ is a common prefix of $`w_1,w_2,w_3`$. Let then $`w_2=w_1w_2^{}`$. We have $`(w_1,w_2,w_3)=(w_1,w_2^{},w_2)(a,ab,c)`$, that is,

$$\sigma =\sigma ^{}f.$$
(4.24)
where $`\sigma ^{}=(w_1,w_2^{},w_2)`$ is obviously an invertible substitution and $`f=(a,ab,c)`$ is a Fibonacci substitution.

It is trivial that $`|\sigma ^{}|<|\sigma |=n+1`$ and that $`|\sigma ^{}|_{min}|\sigma |_{min}`$ , hence by the hypothesis of induction we have the following fact:

There exists $`zA^{}`$ (or $`z^1A^{}`$) such that $`|z||\sigma ^{}|_{min}`$ and that

$$g:=I_z\sigma ^{}\text{ is simple.}$$
(4.25)
Then it follows from (4.24) and (4.25) that

$$I_z\sigma =I_z\sigma ^{}f=gf.$$

Since $`|z||\sigma |_{min}`$ and $`gf`$ is (by definition) simple, the conclusion is proved. $`\mathrm{}`$

Proof of Theorem 3.2:

We check easily that if $`\sigma =I_w\tau `$, then $`M_\sigma =M_\tau `$. We have also $`M_{\sigma \tau }=M_\sigma M_\tau `$. The theorem is then a direct consequence of Theorem 3.1. $`\mathrm{}`$

Acknowledgement: The authors would like to thank Professors S. Ito, J. Peyrière, and Z.-Y. Wen for helpful discussions.


format: text

text:
# References

On the supersymmetric partition function

in QCD-inspired random matrix models

Yan V Fyodorov1,2 and Gernot Akemann3

1Department of Mathematical Sciences, Brunel University

Uxbridge, UB8 3PH, United Kingdom

2Petersburg Nuclear Physics Institute, Gatchina 188350, Russia

3 Service de Physique Théorique, CEA/DSM/SPhT

Unité de recherche associée au CNRS

F-91191 Gif-sur-Yvette Cedex, France

## Abstract

We show that the expression for the supersymmetric partition function of the chiral Unitary (Laguerre) Ensemble conjectured recently by Splittorff and Verbaarschot  follows from the general expression derived recently by Fyodorov and Strahov .

A class of random matrices that has attracted a considerable attention recently  is the so-called chiral (Gaussian) Unitary Ensemble (chGUE), also known as the Laguerre ensemble. The corresponding matrices are of the form $`\widehat{D}=\left(\begin{array}{cc}\mathrm{𝟎}& \widehat{W}\\ \widehat{W}^{}& \mathrm{𝟎}\end{array}\right)`$, where $`\widehat{W}`$ stands for a complex matrix, with $`\widehat{W}^{}`$ being its Hermitian conjugate. The off-diagonal block structure is characteristic for systems with chiral symmetry. The chiral ensemble was introduced to provide a background for calculating the universal part of the microscopic level density for the Euclidian QCD Dirac operator, see  and references therein. Independently and simultaneously it was realised that the same chiral ensemble is describing a new group structure associated with scattering in disordered mesoscopic wires . One of the main objects of interest in QCD is the so-called Euclidean partition function used to describe a system of quarks characterized by $`n_f`$ flavors and quark masses $`m_f`$ interacting with the Yang-Mills gauge fields. At the level of Random Matrix Theory the true partition function is replaced by the matrix integral:

$$Z_{n_f}(\widehat{M}_f)=𝒟\widehat{W}\underset{k=1}{\overset{n_f}{}}det\{i\widehat{D}+m_f^{(k)}\mathrm{𝟏}_{2N}\}e^{N\text{Tr}V\left(\widehat{W}^{}\widehat{W}\right)}$$
(1)
where $`\widehat{M}_f=\text{diag}(m_f^{(1)},\mathrm{},m_f^{(n_f)})`$ and $`V(z)`$ is a suitable potential. Here the integration over complex $`\widehat{W}`$ replaces the functional integral over gauge field configurations . Then the calculation of the partition function amounts to performing the ensemble average of the product of characteristic polynomials of $`i\widehat{D}`$ over the probability density $`P(W)e^{N\text{Tr}V\left(\widehat{W}^{}\widehat{W}\right)}`$. In the general case of non-zero topological charge $`\nu >0`$ the matrices $`\widehat{W}`$ have to be chosen rectangular of size $`N\times (N+\nu )`$ . For simplicity one may choose the probability distribution to be Gaussian as defined by the formula: $`d𝒫(W)d\widehat{W}d\widehat{W}^{}\mathrm{exp}\left[N\text{Tr}\widehat{W}^{}\widehat{W}\right]`$.

The characteristic feature of the chiral ensemble is the presence of a particular point $`\lambda =0`$ in the spectrum, also called the ”hard edge” . The eigenvalues of chiral matrices appear in pairs $`\pm \lambda _k,k=1,\mathrm{},N`$. Far from the hard edge the statistics of eigenvalues is practically the same as for usual GUE matrices without chiral structure, but in the vicinity of the edge eigenvalues behave very differently.

Let $`𝒵_N[m]`$ be the following spectral determinant (characteristic polynomial of $`i\widehat{D}`$):

$$𝒵_N[m]=det\left(m^2\mathrm{𝟏}_N+\widehat{W}^{}\widehat{W}\right).$$
(2)
and let us consider a more general (supersymmetric) partition function for the chGUE defined as

$$𝒦(\widehat{M_f},\widehat{M_b})=\frac{\underset{j=1}{\overset{L}{}}𝒵_N\left[m_f^{(j)}\right]}{\underset{j=1}{\overset{M}{}}𝒵_N\left[m_b^{(j)}\right]}_W$$
(3)
where $`\widehat{M}_f=\text{diag}(m_f^{(1)},\mathrm{},m_f^{(L)}),\widehat{M}_b=\text{diag}(m_b^{(1)},\mathrm{},m_b^{(M)})`$. This correlation function contains much more information on spectra of chiral matrices than the partition function (1) since it involves both product and ratios of the characteristic polynomials. Many efforts were spent on developing methods allowing one to calculate particular cases of such a general supersymmetric partition (or correlation) function . In particular, the case $`\nu =0`$ was completely solved in  by a variant of the supermatrix method  augmented with a generalization of an Itzykson-Zuber type integrals  to integration over non-compact group manifolds. In the recent paper  Splittorff and Verbaarschot conjectured the result for arbitrary integer $`\nu >0`$ in the microscopic (sometimes also called ”chiral”) large-$`N`$ limit: $`N\mathrm{}`$ such that $`\widehat{X}_{b,f}=2N\widehat{M}_{b,f}`$ is finite. The authors of  used the advanced version of the replica method suggested recently by Kanzieper . The final result is given in terms of a determinant containing modified Bessel functions $`I_l(z)`$ (”compact integrals”) and their noncompact partners - Macdonald functions $`K_l(z)`$. The goal of the present Letter is to show that the case $`\nu 0`$ considered in  in fact follows from a very general expression derived in the recent paper . The demonstration of this fact also provides a natural explanation why both compact and non-compact integrals must appear on equal basis.

The eigenvalues $`x_1,\mathrm{}.,x_N`$ of the $`N\times N`$ positive definite matrix $`H=\widehat{W}^{}\widehat{W}`$ are known to be distributed according to the Laguerre ensemble density function

$$𝒫(x_1,\mathrm{},x_N)\mathrm{\Delta }^2(\widehat{X})\underset{i=1}{\overset{N}{}}w_\nu (x_i)$$
(4)
where $`w_\nu (x)=x^\nu e^{Nx}`$ and $`\mathrm{\Delta }(\widehat{X})=_{i>j}(x_ix_j)`$. Note that the spectral determinant $`𝒵_N(m)=(1)^N_{i=1}^N\left[(m^2)x_i\right]`$ is just the characteristic polynomial of matrices $`H`$ from the Laguerre ensemble taken at negative real values of the spectral parameter. As is proved in the paper  one can express the general correlation function of the characteristic polynomials for an arbitrary unitary invariant ensemble of $`\beta =2`$ symmetry class in terms of a $`(M+L)`$-sized determinant. The main building blocks of that determinant are (monic) orthogonal polynomials $`\pi _n(x)=x^n+\mathrm{}`$ satisfying

$`{\displaystyle _D}𝑑xw(x)\pi _n(x)\pi _m(x)=\delta _{nm}c_n^2`$ (5)
where $`w(x)`$ is a general weight function, $`c_n`$ are normalization constants and $`D`$ is the corresponding interval of orthogonality. A novel feature revealed in  is that for $`M>0`$ such a determinant structure contains the Cauchy transforms of the orthogonal polynomials

$`h_n(ϵ)={\displaystyle \frac{1}{2\pi i}}{\displaystyle _D}𝑑x{\displaystyle \frac{w(x)}{xϵ}}\pi _n(x)`$ (6)
alongside with the orthogonal polynomials themselves. For them to be well defined we need to have $`Im(ϵ)0`$.

Actually, the partition function Eq.(3) is given by :

$`𝒦(\widehat{M_f},\widehat{M_b}){\displaystyle \frac{1}{\mathrm{}(\widehat{M}_b^2)\mathrm{}(\widehat{M}_f^2)}}`$ (7)
$`\times \text{det}\left|\begin{array}{cccc}h_{NM}\left([m_b^{(1)}]^2\right)& h_{NM+1}\left([m_b^{(1)}]^2\right)& \mathrm{}& h_{N+L1}\left([m_b^{(1)}]^2\right)\\ \mathrm{}& \mathrm{}& & \mathrm{}\\ h_{NM}\left([m_b^{(M)}]^2\right)& h_{NM+1}\left([m_b^{(M)}]^2\right)& \mathrm{}& h_{N+L1}\left([m_b^{(M)}]^2\right)\\ \pi _{NM}\left([m_f^{(1)}]^2\right)& \pi _{NM+1}\left([m_f^{(1)}]^2\right)& \mathrm{}& \pi _{N+L1}\left([m_f^{(1)}]^2\right)\\ \mathrm{}& \mathrm{}& & \mathrm{}\\ \pi _{NM}\left([m_f^{(L)}]^2\right)& \pi _{NM+1}\left([m_f^{(L)}]^2\right)& \mathrm{}& \pi _{N+L1}\left([m_f^{(L)}]^2\right)\end{array}\right|.`$ (14)
For the Laguerre ensemble of matrices $`H`$ with positive eigenvalues $`\widehat{X}=\text{diag}(x_1,\mathrm{},x_N)`$, the weight function is just $`w_\nu (x)=x^\nu e^{Nx}`$ , the domain is $`D=\left[0x<\mathrm{}\right]`$ and the monic polynomials are $`\pi _n(x)=\frac{(1)^n}{N^n}n!L_n^\nu (xN)`$, with $`L_n^\nu (xN)`$ being the standard Laguerre polynomials. Here $`\nu `$ can be taken real valued with $`\nu >1`$. To calculate the Cauchy transform Eq.(6) we exploit a well-known integral representation for the Laguerre polynomials containing the Bessel function $`J_\nu \left(x\right)`$:

$`\pi _n(x)={\displaystyle \frac{(1)^n}{N^{n+\nu /2}}}e^{Nx}x^{\nu /2}{\displaystyle _0^{\mathrm{}}}𝑑te^tt^{n+\nu /2}J_\nu \left(2\sqrt{Nxt}\right).`$ (15)
Let us consider, for definiteness, $`Im(ϵ)>0`$ and further employ the integral representation

$`{\displaystyle \frac{1}{xϵ}}=i{\displaystyle _0^{\mathrm{}}}𝑑\tau e^{i\tau (xϵ)}`$ (16)
Then replacing $`\pi _n(x)`$ in (6) by (15) and $`1/(xϵ)`$ by (16) we easily perform the integration over $`x`$ first, then integrate over $`\tau `$ and arrive at the following representation (cf.Eq.(15)):

$`h_n(ϵ)={\displaystyle \frac{(1)^n}{2N^{n+\nu /2}}}ϵ^{\nu /2}{\displaystyle _0^{\mathrm{}}}𝑑te^tt^{n+\nu /2}H_\nu ^{(1)}\left(2\sqrt{Nϵt}\right).`$ (17)
Here $`H_\nu ^{(1)}\left(z\right)`$ is the Hankel function of the first order. Being actually interested in analytically continued values of $`\pi _n(x),h_n(x)`$ for the region $`x=m^2<0`$ we introduce the modified Bessel and Macdonald functions according to $`I_\nu (z)=e^{i\pi \nu /2}J_\nu \left(iz\right)`$ and $`K_\nu (z)=\frac{i\pi }{2}e^{i\pi \nu /2}H_\nu ^{(1)}\left(iz\right)`$. We then have

$`\pi _n(m^2)={\displaystyle \frac{(1)^n}{N^{n+\nu /2}}}e^{Nm^2}m^\nu {\displaystyle _0^{\mathrm{}}}𝑑te^tt^{n+\nu /2}I_\nu \left(2m\sqrt{Nt}\right)`$ (18)
$`h_n(m^2)={\displaystyle \frac{(1)^n}{N^{n+\nu /2}}}{\displaystyle \frac{m^\nu }{i\pi }}{\displaystyle _0^{\mathrm{}}}𝑑te^tt^{n+\nu /2}K_\nu \left(2m\sqrt{Nt}\right)`$ (19)
Substituting such representations into the expression Eq.(7) it is easy to satisfy oneself that the right-hand side can be rewritten as $`(M+L)`$-fold integral

$`𝒦(\widehat{M}_f,\widehat{M}_b){\displaystyle \frac{1}{\mathrm{}(\widehat{M}_b^2)\mathrm{}(\widehat{M}_f^2)}}e^{N_{j=1}^L[m_f^{(j)}]^2}\left[{\displaystyle \frac{detM_b}{detM_f}}\right]^\nu `$ (20)
$`\times {\displaystyle _{t_i>0}}d\widehat{t}det(\widehat{t})^{NM}\mathrm{\Delta }(\widehat{t})e^{N\text{Tr}\widehat{t}}{\displaystyle \underset{l=1}{\overset{L}{}}}\left[t_l^{\nu /2}I_\nu (2m_f^{(l)}N\sqrt{t_l})\right]{\displaystyle \underset{l=L+1}{\overset{L+M}{}}}\left[t_l^{\nu /2}K_\nu (2m_b^{(lL)}N\sqrt{t_l})\right].`$
Here $`\widehat{t}>0`$ is a diagonal matrix of the size $`M+L`$ with entries $`t_1,\mathrm{},t_{M+L}`$, and we rescaled $`tNt`$. Such an equation generalizes the integral representation Eqs.(28)-(29) from  to nonzero values of $`\nu `$. It is valid for any integer $`N,L,M`$. The chiral limit $`N\mathrm{}`$ can be performed exactly along the same lines as in  and the result emerging is the one conjectured by Splittorff and Verbaarschot , :

$$𝒦(X_f,X_b)\left[\frac{detX_b}{detX_f}\right]^\nu \frac{1}{\mathrm{}(X_b^2)\mathrm{}(X_f^2)}det\left[X_i^{j1}𝒥_{\nu +j1}(X_i)\right]_{i,j=1,\mathrm{},M+L}.$$
(21)
Here $`X_f=X_{\{i=1,\mathrm{},L\}}`$ and $`X_b=X_{\{i=L+1,\mathrm{},L+M\}}`$ denote the rescaled fermionic and bosonic masses respectively as well as $`𝒥_i=I_i`$ for $`i=1,\mathrm{},L`$ and $`𝒥_i=K_i`$ for $`i=L+1,\mathrm{},L+M`$. Note that the presence of ”compact” (modified Bessel) and ”non-compact” (Macdonald) functions in the final expressions is a direct consequence of the presence of both orthogonal polynomials and their non-polynomial partners (Cauchy transforms) in the determinantal representation. One may also wish to consider a more general type of potentials $`V`$ in the probability density, see e.g . The related universality questions will be addressed elsewhere .

YVF is grateful to Jac Verbaarschot for stimulating his interest in the problem and useful communications. This work was supported by EPSRC grant GR/R13838/01 ”Random Matrices close to unitary or Hermitian” (YVF) and by a Heisenberg fellowship of the Deutsche Forschungsgemeinschaft (GA).