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# 𝑞-thermostatistics and the analytical treatment of the ideal Fermi gas

## I Introduction

Nonextensive thermostatistics tsallisURL ; t\_csf6 ; t\_bjp29 ; libro ; pp\_bjp29 ; pennini  constitutes a new paradigm for statistical mechanics. It is based on Tsallis’ nonextensive information measure t\_jsp52

$$S_q=k_B\frac{1p_n^q}{q1},$$
(1)
where $`\{p_n\}`$ is a set of normalized probabilities and $`k_B`$ stands for Boltzmann constant ($`k_B=1`$ hereafter). The real parameter $`q`$ is called the index of nonextensivity, the conventional Boltzmann–Gibbs statistics being recovered in the limit $`q1`$.

The new theory comes in several flavors, though. Within the literature on Tsallis’ thermostatistics, three possible choices are considered for the evaluation of expectation values in a nonextensive scenario. As a set of (nonextensive) expectation values are always regarded as constraints in the associated $`q`$-MaxEnt approach pp\_pla177 , three different generalized probability distributions ensue. Let $`p_n`$ ($`n=1,\mathrm{},W`$) stand for the microscopic probability that a system is in the $`n`$-th microstate, and consider the (classical) physical quantity $`O`$ that in the microstate $`n`$ adopts the value $`o_n`$. The first choice t\_jsp52  for the expectation value of $`O`$, used by Tsallis in his seminal paper, was the conventional one: $`_{n=1}^Wp_no_n`$. The second choice ct\_jpa24 , $`_{n=1}^Wp_n^qo_n`$, was regarded as the canonical definition until quite recently and is the only one that is guaranteed to yield, always, an analytical solution to the associated MaxEnt variational problem universal ; notice, however, that the average value of the identity operator is not equal to one. Elaborate studies of the so-called $`q`$-Fermi gas problem, which will constitute the focus of our attention here, have been performed using this “Curado–Tsallis flavor” turcos ; bdg\_pla197 ; u\_pre60 ; ppp\_pa234 ; tt\_pa261 . Nowadays most authors consider that the third choice pennini ; TMP , usually denoted as the Tsallis–Mendes–Plastino (TMP) one,

$$O_q\frac{_{n=1}^Wp_n^qo_n}{_{n^{}=1}^Wp_n^{}^q}$$
(2)
is the most appropriate definition.

We employ the latter choice in order to accommodate the available a priori information and thus obtain the pertinent probability distribution via Jaynes’ MaxEnt approach jaynes1963 ; katz1967 , extremizing the $`q`$-entropy $`S_q`$ subject to normalization $`\left(_{n=1}^Wp_n=1\right)`$ and prior knowledge of a set of $`M`$ nonextensive expectation values $`\{O_j_q,j=1,\mathrm{},M\}`$. As usual the constrained extremization is accomplished by introducing $`M+1`$ Lagrange multipliers; in practice two (equivalent) procedures can be followed to do this. First, the variational procedure followed by Tsallis–Mendes–Plastino in Ref. TMP  gives the Tsallis’ probability distribution in the form

$$p_n=\frac{f_n^{1/(1q)}}{\overline{Z}_q}$$
(3)
where TMP

$$f_n=1\frac{(1q)_{j=1}^M\lambda _j^{(\mathrm{TMP})}\left(o_{j}^{}{}_{n}{}^{}O_j_q\right)}{_{n^{}=1}^Wp_n^{}^q}$$
(4)
is the so-called configurational characteristic, and $`\overline{Z}_q=_nf_n^{1/(1q)}`$ represents a “pseudo” partition function (in the limit $`q1`$ it goes to $`Z_1e^{_{j=1}^M\lambda _jO_j}`$ instead of $`Z_1`$). $`f_n`$ should be positive (otherwise $`f_n0`$) in order to guarantee that probability $`p_n`$ be real for arbitrary $`q`$ –Tsallis’ cutoff condition pp\_pla193 ; pp\_pla177 –; as a consequence, the sum in $`\overline{Z}_q`$ is restricted to those states for which $`f_n`$ is positive.

Notice that the expression obtained for $`p_n`$ following the TMP recipe is explicitly self-referential. This fact often leads to numerical difficulties in concrete applications (see, for instance, Ref. disisto ); more important, it obscures the underlying physics because the concomitant Lagrange multipliers loose their traditional physical meaning casas . Martínez et al. OLM  devised a way to circumvent these problems by recourse to the introduction of new, putatively optimal Lagrange multipliers (OLM) for the Tsallis’ variational problem. The idea is to extremize the $`q`$-entropy with centered mean values (a legitimate alternative procedure) which entails recasting the constraints in the fashion

$$\underset{n=1}{\overset{W}{}}p_n^q\left(o_{j}^{}{}_{n}{}^{}O_j_q\right)=0j=1,\mathrm{},M$$
(5)
The ensuing microscopic probabilities are formally given by Eq. (3), where now

$$f_n=1(1q)\underset{j=1}{\overset{M}{}}\lambda _j\left(o_{j}^{}{}_{n}{}^{}O_j_q\right)$$
(6)
In this way, the configurational characteristic obtained with the OLM recipe does not depend explicitly on the set of probabilities $`\{p_n\}`$.

It is obvious that the solution of a constrained extremizing problem via the celebrated Lagrange method depends exclusively on the functional form one is dealing with as well as on the constraints, the Lagrange multipliers being just auxiliary quantities to be eliminated at the end of the process. As a consequence, TMP and OLM results should coincide. However their manipulation is, in the latter instance, considerably simpler (notice that the OLM variational procedure OLM ; virial ; gasideal ; temperature ; ley0 ; cuerponegro  solves directly for the optimized Lagrange multipliers). Comparing then the TMP and OLM approaches for a given problem, one realizes that the resultant probabilities (as well as the pseudo partition functions) are identical if

$$\lambda _j=\frac{\lambda _j^{(\mathrm{TMP})}}{_{n=1}^Wp_n^q}=\overline{Z}_q^{q1}\lambda _j^{(\mathrm{TMP})}j=1,\mathrm{},M$$
(7)
where use has been made of the relation $`_np_n^q=\overline{Z}_q^{1q}`$ TMP ; OLM  which is valid under the assumption of the knowledge available a priori.

For the sake of completeness, let us write down ley0  the set of equations that constitute the basic information-theory relations in Jaynes’ version of statistical mechanics jaynes1963 ; katz1967 :

$`{\displaystyle \frac{}{O_j_q}}\left(\mathrm{ln}\overline{Z}_q\right)`$ $`=`$ $`\lambda _j`$ (8)
$`{\displaystyle \frac{}{\lambda _j}}\left(\mathrm{ln}Z_q\right)`$ $`=`$ $`O_j_q`$ (9)
for $`j=1,\mathrm{},M`$. Here the partition function $`Z_q`$ is defined by OLM  $`\mathrm{ln}Z_q\mathrm{ln}\overline{Z}_q_{j=1}^M\lambda _jO_j_q`$. While the above OLM equations involve ordinary logarithms, the analogous TMP relations TMP  employ the so-called $`q`$-logarithms, $`\mathrm{ln}_qx(1x^{1q})/(q1)`$, thus in the latter case the basic Jaynes’ relations are not recovered and the physical sense becomes somewhat obscured.

### Our goal

Motivated by the success of the OLM procedure, and in view of some recent and quite interesting applications of the quantum distributions (see, for instance, Ref. manuel  for anomalous behaviors in thermodynamic quantities for ideal Fermi gases below two dimensions), we wish to address here with such a technique the non-interacting Fermi–Dirac gas. The Tsallis generalized treatment of such system was originally advanced in Ref. turcos  using the Curado–Tsallis flavor. Büyükkılıç et al. further investigated bdg\_pla197  the generalized distribution functions employing an approximation to deal with nonextensive quantum statistics called the Factorization Approach (FA). This approach, which comes out to give approximate results in the region $`q1`$, is valid for a dilute gas ignoring the correlations between particles and regarding the states of different particles as statistically independent. Most succeeding works on the nonextensive treatment of quantum systems are based on these approximate generalized distribution functions. The nonextensive fermion distribution was further analyzed in Ref. ppp\_pa234  in the context, again, of the second choice, but without recourse to that sort of approximations. It was seen there that the FA faces some difficulties. Other interesting studies on the subject have been presented by Ubriaco u\_pre60  and, quite recently, by Aragão-Rêgo et al. aslslf\_pa317 , employing the third-choice expectation values along the TMP lines. The latter work focuses attention upon the thermodynamic limit and provides elegant analytical results.

The Fermi gas problem is rather cumbersome to treat using the TMP algorithm. We will show here that the OLM approach allows for an exact treatment of Fermi distributions in a nonextensive scenario, in a simpler way. This, in turn, will make it possible to re-discuss the nature of the approximation scheme of Büyükkılıç et al. The paper is organized as follows: in Sec. II we sketch the quantum version of the OLM technique. Sec. III is devoted specifically to the grand-canonical description of quantum gases in a nonextensive framework. Our main results concerning Fermi systems are developed in Sec. IV, where a careful study of the mean occupancy of discrete single-particle levels is given. Next we present approximate results for values of $`q`$ close to unity, and compare them with previous works on the subject. The thermodynamic limit is addressed in Sec. VI, by appealing to integral transform methods that are summarized in the Appendix. Finally, some conclusions are drawn.

## II The OLM procedure in quantum language

Since we are going to address the ideal Fermi gas, we have to adapt our nonextensive OLM-Tsallis statistical language to a quantal environment. Our main tool will be the equilibrium density operator $`\widehat{\rho }`$, that can be obtained by recourse to the Lagrange multipliers’ method. Within the nonextensive framework one has to extremize the information measure t\_jsp52 ; t\_bjp29 ; t\_csf6

$$S_q[\widehat{\rho }]=\frac{1\mathrm{Tr}(\widehat{\rho }^q)}{q1}$$
(10)
subject to the normalization requirement and the assumed a priori knowledge of the generalized expectation values of, say $`M`$, relevant observables, namely

$$\widehat{O}_j_q=\frac{\mathrm{Tr}(\widehat{\rho }^q\widehat{O}_j)}{\mathrm{Tr}(\widehat{\rho }^q)}j=1,\mathrm{},M$$
(11)
In the quantum version of the OLM instance the constraints are recast in the manner

$`\mathrm{Tr}(\widehat{\rho })`$ $`=`$ $`1`$ (12)
$`\mathrm{Tr}\left[\widehat{\rho }^q\left(\widehat{O}_j\widehat{O}_j_q\right)\right]`$ $`=`$ $`0j=1,\mathrm{},M`$ (13)
where the $`q`$-expectation values $`\{\widehat{O}_1_q,\mathrm{},\widehat{O}_M_q\}`$ constitute the external a priori information. Performing the constrained extremization of Tsallis entropy one obtains OLM

$$\widehat{\rho }=\frac{\widehat{f}_{q}^{}{}_{}{}^{\mathrm{\hspace{0.33em}1}/(1q)}}{\overline{Z}_q}$$
(14)
where the quantal configurational characteristic has the form

$$\widehat{f}_q=\widehat{𝟙}(1q)\underset{j=1}{\overset{M}{}}\lambda _j\delta _q\widehat{O}_j$$
(15)
if the quantity in the right-hand side is positive definite, otherwise $`\widehat{f}_q=0`$ –cutoff condition pp\_pla193 ; TMP –. Here $`\{\lambda _1,\mathrm{},\lambda _M\}`$ stands for the set of optimal Lagrange multipliers, and we have defined for brevity the generalized deviation as $`\delta _q\widehat{O}\widehat{O}\widehat{O}_q`$. The normalizing factor in Eq. (14) corresponds to the OLM generalized partition function which is given, in analogy with the classical situation, by OLM ; virial ; gasideal ; temperature ; ley0 ; cuerponegro

$$\overline{Z}_q=\mathrm{Tr}\left(\widehat{f}_{q}^{}{}_{}{}^{\mathrm{\hspace{0.33em}1}/(1q)}\right)=\mathrm{Tr}\left[e_q\left(\underset{j=1}{\overset{M}{}}\lambda _j\delta _q\widehat{O}_j\right)\right]$$
(16)
where the trace evaluation is to be performed with due caution in order to account for Tsallis’ cutoff, and

$$e_q(x)[1+(1q)x]^{1/(1q)}$$
(17)
is a generalization of the exponential function, which is recovered when $`q1`$. Let us remark that the density operator à la OLM is not self-referential.

It is to be pointed out that within the TMP framework one obtains from the normalization condition on the equilibrium density operator $`\widehat{\rho }`$ the following relation that the OLM approach inherits TMP ; OLM ; virial ; gasideal ; temperature ; ley0 ; cuerponegro , namely,

$$\mathrm{Tr}\left[\widehat{f}_q^{\mathrm{\hspace{0.33em}1}/(1q)}\right]=\mathrm{Tr}\left[\widehat{f}_q^{q/(1q)}\right]$$
(18)
Making use of this relation, one can obtain the value of the extremized $`q`$-entropy as

$$S_q=\mathrm{ln}_q\left(\overline{Z}_q\right)$$
(19)
For the sake of completeness, we can write down the generalized mean value of a quantum operator $`\widehat{O}`$ in terms of the quantal configurational characteristic as

$$\widehat{O}_q=\frac{\mathrm{Tr}\left[\widehat{f}_{q}^{}{}_{}{}^{q/(1q)}\widehat{O}\right]}{\mathrm{Tr}\left[\widehat{f}_{q}^{}{}_{}{}^{q/(1q)}\right]}$$
(20)
We recapitulate in the Appendix how to employ a quite useful method for calculating the generalized partition function and expectation values of relevant operators, by recourse to suitable integral representations. The procedure, which is based on the definition of the Euler gamma function, has been used in the literature by many authors tsallis1994 ; prato ; lenzi ; aslslf\_pa317 ; se\_0302094 ; virial ; gasideal ; cuerponegro  as it enables to express $`q`$-generalized quantities in terms of the conventional ($`q=1`$) ones, thus providing an alternative analytic approach.

## III Quantum gas in a generalized grand canonical ensemble

It is our aim here that of developing formally the statistical description of quantum systems, particularly fermions, in a generalized framework. For this purpose, we will make use of the OLM-Tsallis version of nonextensive statistics. The Hamiltonian of the system is assumed to be of the form

$$\widehat{H}=\underset{k}{}ϵ_k\widehat{n}_k$$

while the number operator exhibits the appearance $`\widehat{N}=_k\widehat{n}_k`$, where $`ϵ_k`$ and $`\widehat{n}_k`$ denote, respectively, the energy and occupation number operator of the $`k`$-th single-particle (s.p.) level for a discrete-energy spectrum, with $`ϵ_1<ϵ_2<\mathrm{}`$

Following a grand-canonical-ensemble description, the configurational characteristic is given by

$$\widehat{f}_q=\widehat{𝟙}(1q)\beta (\widehat{H}U_q)(1q)\alpha (\widehat{N}N_q)$$
(21)
where the Lagrange multipliers $`\beta `$ and $`\alpha \beta \mu `$ are related to the temperature and chemical potential $`\mu `$ of the system, respectively, and we have designated the generalized mean values of $`\widehat{H}`$ and $`\widehat{N}`$ by $`U_q`$ and $`N_q`$, respectively. The OLM generalized grand partition function for this ideal quantum gas is obtained by inserting the last expression into Eq. (16).

In order to simplify the notation we now define $`ϵ_k^{}ϵ_k\mu `$ and the Legendre transform (“free energy”) $`\widehat{H}^{}\widehat{H}\mu \widehat{N}=_kϵ_k^{}\widehat{n}_k`$. The quantities whose mean value is assumedly known, i.e. the internal energy and the particle number, are then combined in the fashion

$$\widehat{H}^{}_q=U_q\mu N_qU_q^{}$$
(22)
This notation allows one to treat the grand canonical ensemble as if it were the canonical one, but with grand canonical traces. In terms of the new (“star”) quantities, the configurational characteristic reads

$$\widehat{f}_q=\widehat{𝟙}(1q)\beta (\widehat{H}^{}U_q^{})\frac{\beta }{\beta _q}\widehat{g}_q$$
(23)
where

$$\beta _q=\frac{\beta }{1+(1q)\beta U_q^{}}$$
(24)
and

$$\widehat{g}_q=\widehat{𝟙}(1q)\beta _q\widehat{H}^{}$$
(25)
are auxiliary quantities. (It will be seen below that $`\beta _q`$ corresponds to the inverse temperature, while $`\widehat{g}_q`$ to the configurational characteristic, in a Curado–Tsallis treatment turcos ; bdg\_pla197 ; u\_pre60 ; ppp\_pa234 ; tt\_pa261 .)

Our partition function can therefore be written as

$`\overline{Z}_q`$ $`=`$ $`\left({\displaystyle \frac{\beta }{\beta _q}}\right)^{1/(1q)}\mathrm{Tr}\left(\widehat{g}_q^{\mathrm{\hspace{0.33em}1}/(1q)}\right)`$
$`=`$ $`e_q(\beta U_q^{})\mathrm{Tr}\left[e_q(\beta _q\widehat{H}^{})\right]`$
where the last expression resembles the form of this function in conventional statistics. Once again, the trace entails the cutoff restriction which now reads: $`(\beta /\beta _q)\widehat{g}_q`$ should be positive definite. From Eqs. (20) and (23), the scalar quantity $`U_q^{}`$ becomes

$$U_q^{}=\frac{\mathrm{Tr}\left(\widehat{g}_q^{q/(1q)}\widehat{H}^{}\right)}{\mathrm{Tr}\left(\widehat{g}_q^{q/(1q)}\right)}$$
(27)
Similar expressions hold for $`U_q`$ and $`N_q`$ separately, employing the corresponding operator inside the upper trace. A comparison of these generalized mean values with the concomitant Curado–Tsallis results turcos ; bdg\_pla197 ; u\_pre60 ; ppp\_pa234 ; tt\_pa261  allows the identification of the auxiliary quantity $`\beta _q`$ with the inverse temperature defined in the unnormalized context.

The generalized heat capacity is defined as

$$C_{V}^{}{}_{q}{}^{}\frac{U_q}{T}|_{N_q,V}=\beta ^2\frac{U_q}{\beta }|_{N_q,V}$$
(28)
After some algebra we can give it formally in the following fashion

$$C_{V}^{}{}_{q}{}^{}=\frac{1}{1q}\frac{q\beta _q[\widehat{g}_q^1\delta _q\widehat{H}_q\widehat{g}_q^1\delta _q\widehat{H}\delta _q\widehat{N}_q\widehat{g}_q^1\delta _q\widehat{N}_q/\widehat{g}_q^1(\delta _q\widehat{N})^2_q]}{1q\beta _q[\widehat{g}_q^1\delta _q\widehat{H}_q\widehat{g}_q^1\delta _q\widehat{H}\delta _q\widehat{N}_q\widehat{g}_q^1\delta _q\widehat{N}_q/\widehat{g}_q^1(\delta _q\widehat{N})^2_q]}$$
(29)
## IV Ideal Fermi gas results

In this section we present our fundamental results related to the nonextensive description of fermion systems, emphasizing the consequences of dealing with a discrete single-particle energy spectrum. We start by reminding that in the conventional statistical treatment of an ideal Fermi–Dirac (FD) gas, the grand partition function reads pathria1993 ; huang1987

$$Z_1=\mathrm{Tr}\left(e^{\beta \widehat{H}^{}}\right)=\underset{N=0}{\overset{\mathrm{}}{}}\underset{\{n_k\}}{}^{}e^{\beta _kϵ_k^{}n_k}$$
(30)
where the $`n_k`$’s take just two values (0 or 1) and the primed summation means that they add up to $`N`$. This fermionic partition function can be expanded as

$$Z_1=1+\underset{N=1}{\overset{\mathrm{}}{}}\underset{k_1<\mathrm{}<k_N=1}{\overset{\mathrm{}}{}}e^{\beta _{i=1}^Nϵ_{k_i}^{}}$$
(31)
in a form that, on the one hand, emphasizes the contribution of each possible value of $`N`$ and, on the other, illustrates the manner of performing the trace operation. Note that, if the number of s.p. levels is finite, say $`K`$, both infinite sums in Eq. (31) nicely terminate when one reaches $`k_i=K`$ and $`N=K`$. This way of performing the pertinent sums, which is not the typical textbook procedure to deal with thermodynamic quantities in the case of Fermi systems, is of a general quantal (fermionic) character, no matter what the summands’ content is. One could have, for instance

$$\mathrm{Tr}\left[\phi (\beta \widehat{H}^{})\right]=1+\underset{N=1}{\overset{\mathrm{}}{}}\underset{k_1<\mathrm{}<k_N=1}{\overset{\mathrm{}}{}}\phi \left(\beta \underset{i=1}{\overset{N}{}}ϵ_{k_i}^{}\right),$$
(32)
involving an arbitrary analytical function $`\phi `$. If $`\phi `$ is a generalized $`q`$-exponential we obtain Eq. (33) below. Indeed, in the framework of the $`q`$-thermostatistics one deals with the same sort of expansion, with a crucial difference: one faces, instead of the trace of ordinary exponentials, the trace of $`q`$-exponentials. Without recourse to the integral transform methods discussed in the Appendix, one can easily circumvent the main problem of the generalized Tsallis’ treatment: the fact that $`q`$-exponentials do not follow the distributive law with respect to sums over states, an important result of the present endeavor.

Using the above considerations one thus recasts the Tsallis trace in Eq. (III) in the fashion

$$\overline{Z}_q=\left(\frac{\beta }{\beta _q}\right)^{1/(1q)}\left[1+\underset{N1}{}\underset{k_1<\mathrm{}<k_N}{}\left(1(1q)\beta _q\underset{i=1}{\overset{N}{}}ϵ_{k_i}^{}\right)^{1/(1q)}\right]$$
(33)
where, however, one has to take proper account of the cutoff requirement. Let us analyze this important point with some detail.

The cutoff condition can be stated in the following manner

$`q<1:`$ $`{\displaystyle \underset{i=1}{\overset{N}{}}}ϵ_{k_i}^{}<{\displaystyle \frac{1}{(1q)\beta }}+U_q^{}`$ (34)
$`q>1:`$ $`{\displaystyle \underset{i=1}{\overset{N}{}}}ϵ_{k_i}^{}>{\displaystyle \frac{1}{(1q)\beta }}+U_q^{}`$ (35)
for every possible (ordered) configuration $`(k_1,\mathrm{},k_N)`$, and for all $`N=1,\mathrm{},K`$. In other words, those configurations not fulfilling the above inequalities do not contribute to the trace, i.e., the concomitant configurational characteristic is set to zero. Notice that the right side of both inequalities is nothing but $`[(1q)\beta _q]^1`$ and, in principle, could have positive or negative sign. Nevertheless, it can be easily seen that the requirement of positive probabilities –cutoff condition– is straightforwardly fulfilled by negative-definite “displaced” hamiltonians (whose spectrum is $`ϵ_k\mu `$) in the case $`q<1`$ with $`U_q^{}>[(1q)\beta ]^1`$, and by positive-definite ones for $`q>1`$ with $`U_q^{}<[(q1)\beta ]^1`$. In these two cases one can be sure that all configurations contribute with non-zero probability; but any other situation should be handled with some care. It is interesting to notice that the same sort of conditions are found in Ref. se\_0302094  in the context of integral transform methods for the un-normalized (second flavor), canonical-ensemble problem. However, let us stress that in the present situation the analytic calculations can be fully implemented, with no other hardship than properly accounting for Tsallis cutoff as already mentioned, in summing over states in $`\overline{Z}_q`$ (and other thermodynamic quantities).

Let us now introduce, for the sake of brevity, the auxiliary scalar quantity

$$g_q(k_1,\mathrm{},k_N)=1(1q)\beta _q\underset{i=1}{\overset{N}{}}ϵ_{k_i}^{}$$
(36)
which corresponds to the eigenvalue of the operator $`\widehat{g}_q`$ for the state with $`N`$ occupied levels: $`n_{k_1}=\mathrm{}=n_{k_N}=1`$, otherwise $`n_k=0`$. In terms of these new scalars the partition function reads

$$\overline{Z}_q=\left(\frac{\beta }{\beta _q}\right)^{1/(1q)}\left[1+\underset{N1}{}\underset{k_1<\mathrm{}<k_N}{}g_q(k_1,\mathrm{},k_N)^{\mathrm{\hspace{0.17em}1}/(1q)}\right]$$
(37)
Moreover, one can obtain $`U_q^{}`$ from Eq. (27), evaluating the traces as exemplified with reference to $`\overline{Z}_q`$. Thus

$$U_q^{}=\frac{_{N1}_{k_1<\mathrm{}<k_N}\left(_{i=1}^Nϵ_{k_i}^{}\right)g_q(k_1,\mathrm{},k_N)^{q/(1q)}}{1+_{N1}_{k_1<\mathrm{}<k_N}g_q(k_1,\mathrm{},k_N)^{q/(1q)}}$$
(38)
Again, $`U_q`$ and $`N_q`$ will also be given by similar expressions, replacing $`ϵ_{k_i}^{}`$ by either $`ϵ_{k_i}`$ or $`\mu `$, respectively. One easily ascertains that $`U_q^{}`$ becomes $`U_1^{}=U_1\mu N`$ in the extensive limit, and $`U_1^{}=\mathrm{ln}Z_1/\beta `$. Let us comment that in the case one wishes to determine, for instance, the dependence of the $`q`$-energy with temperature, one should consistently work out the above expressions in order to solve for the desired thermodynamic quantity.

We tackle finally the evaluation of the $`q`$-mean value of the occupation number operator, $`\widehat{n}_l_q`$. To such an effect we, again, evaluate the traces in the form indicated above and obtain an exact expression for the generalized fermion occupation numbers

$$\widehat{n}_l_q=\frac{_{N1}_{k_1<\mathrm{}<k_N}\left(_{i=1}^N\delta _{lk_i}\right)g_q(k_1,\mathrm{},k_N)^{q/(1q)}}{1+_{N1}_{k_1<\mathrm{}<k_N}g_q(k_1,\mathrm{},k_N)^{q/(1q)}}$$
(39)
This expression can be further worked out employing a property of the auxiliary quantities $`g_q(k_1,\mathrm{},k_N)`$, which are not altered under a permutation of indices. Thus, we obtain

$$\widehat{n}_l_q=\frac{g_q(l)^{q/(1q)}+_{N2}_{k_1<\mathrm{}<k_{N1}(k_il)}g_q(k_1,\mathrm{},k_{N1},l)^{q/(1q)}}{1+_{N1}_{k_1<\mathrm{}<k_N}g_q(k_1,\mathrm{},k_N)^{q/(1q)}}$$
(40)
Notice that $`\widehat{n}_l_q`$ depends on the generalized internal energy $`U_q^{}`$ through $`\beta _q`$.

## V Approximate results for $`q1`$: comparison with previous work

Since the exact results discussed above exhibit a rather formidable appearance, and in order to gain a better grasp of the nonextensive thermostatistics of the Fermi gas, it is useful to consider the situation $`q1`$. It is obligatory in this context to cite the pioneer work of Büyükkılıç et al. bdg\_pla197 , in which quantum gases are tackled in approximate fashion. They evaluate the partition function by recourse to the so-called Factorization Approach (FA), whose essential feature is that of ignoring interparticle correlations for the case of a dilute quantum gas. In other words, this is equivalent to treat the $`q`$-exponentials (17) as if they were ordinary exponentials, what is approximately true when $`q1`$. The ensuing average occupation numbers have been widely employed in the literature tsallisURL . It is to be stressed that these FA results were developed for the unnormalized second Tsallis-flavor mentioned in the introduction, namely, the Curado–Tsallis formulation (recently, some of us have brought this approximation up to date using the OLM recipes and applied the ensuing results to the black-body problem cuerponegro ).

Since we are here in possession of exact results for the Fermi gas, we can indeed perform a check on the accuracy of the Factorization Approach. If we treat the $`q`$-exponentials as if they were ordinary exponentials we have

$$g_q(k_1,\mathrm{},k_N)^{\mathrm{\hspace{0.33em}1}/(1q)}\underset{i=1}{\overset{N}{}}g_q(k_i)^{\mathrm{\hspace{0.33em}1}/(1q)}$$

Strictly speaking, we are making use of an approximation for the $`q`$-exponential of a sum of entities in the form

$$e_q\left(\underset{i=1}{\overset{N}{}}x_i\right)\underset{i=1}{\overset{N}{}}e_q(x_i)$$

which is valid for $`q`$ sufficiently close to 1 such that the following inequality holds: $`\left|(1q)\left[\left(x_i\right)^2x_i^2\right]\right|1`$. In our case, $`x_i=\beta _qϵ_{k_i}^{}`$.

Therefore we obtain, from Eq. (39), the following FA-inspired approximate expression

$$\widehat{n}_l_q\frac{_{N1}_{k_1<\mathrm{}<k_N}\left(_{i^{}=1}^N\delta _{lk_i^{}}\right)_{i=1}^N\left[1(1q)\beta _qϵ_{k_i}^{}\right]^{q/(1q)}}{1+_{N1}_{k_1<\mathrm{}<k_N}_{i=1}^N\left[1(1q)\beta _qϵ_{k_i}^{}\right]^{q/(1q)}}$$
(41)
that can be cast as

$$\widehat{n}_l_q\frac{\left[1(1q)\beta _qϵ_l^{}\right]^{q/(1q)}_{k,kl}\left\{1+\left[1(1q)\beta _qϵ_k^{}\right]^{q/(1q)}\right\}}{_k\left\{1+\left[1(1q)\beta _qϵ_k^{}\right]^{q/(1q)}\right\}}$$
(42)
leading straightforwardly to

$$\widehat{n}_l_q\frac{1}{1+\left[1(1q)\beta _qϵ_l^{}\right]^{q/(1q)}}$$
(43)
which is the Factorization Approach result of Ref. bdg\_pla197 , except that the power $`1/(1q)`$ in the result under an unnormalized context is changed to $`q/(1q)`$ under OLM strictures. It is clear then that the FA approximation is reasonably consistent in the $`q1`$ limit.

By using Eq. (43) one arrives to (formally) simple expressions for both the number of particles and the internal energy,

$$N_q\underset{k}{}\frac{1}{\left[1(1q)\beta _qϵ_k^{}\right]^{q/(1q)}+1}$$
(44)
$$U_q\underset{k}{}\frac{ϵ_k}{\left[1(1q)\beta _qϵ_k^{}\right]^{q/(1q)}+1}$$
(45)
similar to the ones obtained using the FA. We dare say that the present treatment is simpler than the one found in Ref. turcos . The simple appearance we are emphasizing here is deceptive, though. In order to perform any practical calculation one has to solve a coupled system due to the presence of $`\beta _q`$. This problem, in turn, can be overcome by noticing that $`\beta _q`$ satisfies the approximate relation

$$\frac{\beta }{\beta _q}1+(1q)\beta \underset{k}{}\frac{ϵ_k^{}}{\left[1(1q)\beta _qϵ_k^{}\right]^{q/(1q)}+1}$$
(46)
which allows one to obtain $`\beta _q`$ in terms of $`\beta `$ and, as a consequence, to decouple Eqs. (44) and (45).

In this context, which we recall is valid for $`q1`$, we will now discuss the thermodynamic limit inspired in calculations performed by Ubriaco u\_pre60 . We consider a system of massive spinless particles in a volume $`V`$ at temperature $`T`$. Going over to the thermodynamic limit in Eqs. (44) and (45) we find that

$$N_q\frac{V}{\lambda _T^3}\left(\frac{\beta }{\beta _q}\right)^{3/2}f_{3/2}^{}(z,q)$$
(47)
and

$$U_q\frac{3}{2}T\frac{V}{\lambda _T^3}\left(\frac{\beta }{\beta _q}\right)^{5/2}f_{5/2}^{}(z,q)$$
(48)
where $`\lambda _T=h/\sqrt{2\pi mT}`$ is the usual thermal wavelength and $`z`$ is the fugacity. We have introduced the following Fermi-like integral

$$f_n^{}(z,q)\frac{1}{\mathrm{\Gamma }(n)}_0^{\mathrm{}}𝑑x\frac{x^{n1}}{[1+(q1)x(q1)\frac{\beta _q}{\beta }\mathrm{ln}z]^{q/(q1)}+1}$$
(49)
Using the definition of Eq. (17), the first term in the denominator can be re-expressed as $`\left[e_q(x+(\beta _q/\beta )\mathrm{ln}z)\right]^q`$ so that

$$f_n^{}(z,q)=\frac{1}{\mathrm{\Gamma }(n)}_0^{\mathrm{}}𝑑x\frac{x^{n1}}{\left[e_q(x+(\beta _q/\beta )\mathrm{ln}z)\right]^q+1}$$
(50)
and in this form it is easy to see that it gives the expected result $`z^1e^x`$ when $`q=1`$.

The ratio $`\beta /\beta _q`$ can be obtained from the thermodynamic limit of Eq. (46) as

$$\frac{\beta }{\beta _q}1+(1q)\frac{V}{\lambda _T^3}\left[\frac{3}{2}\left(\frac{\beta }{\beta _q}\right)^{5/2}f_{5/2}^{}(z,q)\mathrm{ln}z\left(\frac{\beta }{\beta _q}\right)^{3/2}f_{3/2}^{}(z,q)\right]$$
(51)
Making use of the approximate results in Eqs. (47) and (48) we can express it in the fashion

$$\frac{\beta }{\beta _q}\frac{1+(q1)N_q\mathrm{ln}z}{1+(q1)N_q\frac{3}{2}\frac{f_{5/2}^{}(z,q)}{f_{3/2}^{}(z,q)}}$$
(52)
Then, we can write down the generalized energy per particle $`u_qU_q/N_q`$ in a useful form as

$$u_q\frac{3}{2}T\frac{f_{5/2}^{}(z,q)}{f_{3/2}^{}(z,q)}\frac{1+(q1)N_q\mathrm{ln}z}{1+(q1)N_q\frac{3}{2}\frac{f_{5/2}^{}(z,q)}{f_{3/2}^{}(z,q)}}$$
(53)
that resembles the conventional result.

Let us discuss the behavior of the generalized specific heat per particle in the present context. We have computed it following the usual procedure, by taking the temperature derivative of $`u_q`$ keeping the volume as well as $`N_q`$ fixed. The resulting expression –not given here– for $`C_{V}^{}{}_{q}{}^{}/N_q`$ is somewhat involved; it can be written in terms of $`q1`$, $`N_q`$, $`\mathrm{ln}z`$ and the Fermi-like integrals $`f_n^{}(z,q)`$ with $`n=1/2,3/2`$ and 5/2. An interesting study is to compare this generalized result against its conventional counterpart, $`C_V/N`$, to which it approaches when $`q1`$. We have accomplished this comparison assuming that the value of the non-extensivity parameter $`q`$ was close enough to 1 that we were allowed to use Taylor expansions for all the generalized quantities involved, up to first order in $`q1`$. We therefore defined

$$C_{V}^{}{}_{q}{}^{}/N_qC_V/N\left[1+(q1)𝒞^{(1)}+𝒪\left((q1)^2\right)\right]$$
(54)
and obtained the relative first-order correction $`𝒞^{(1)}`$ as a (rather complicated) function of $`z`$ and $`N`$. In order to see the effects of non-extensivity on the specific heat for an ideal Fermi gas, we have considered the two extreme regimes of very low and very high temperatures. Our main conclusions are that: (i) $`C_{V}^{}{}_{q}{}^{}(T=0)=0`$ for arbitrary $`q`$; (ii) when $`T0`$ (in which case $`\mathrm{ln}z`$ is of the order of $`\mu _F/T1`$, where $`\mu _F`$ stands for the Fermi energy), $`𝒞^{(1)}`$ represents a positive contribution that behaves as $`N\mathrm{ln}z`$ plus smaller terms, then $`C_{V}^{}{}_{q}{}^{}/N_qC_V/N`$ for $`q1`$; and (iii) when $`T\mathrm{}`$ (in which case $`z`$ is approximately $`\lambda _T^3N/V1`$), $`𝒞^{(1)}`$ represents a negative contribution that also behaves mainly as $`N\mathrm{ln}z`$, then $`C_{V}^{}{}_{q}{}^{}/N_qC_V/N`$ for $`q1`$ –in the case $`q1`$, the same finding is reported by Ubriaco u\_pre60 –.

Finally, let us point out the differences between the present results and the calculations of Ref. u\_pre60 . They manifest in the presence of powers of $`(\beta /\beta _q)`$ in Eqs. (47), (48), and (49). These differences are ultimately due to the definition one chooses for the generalized mean values. As discussed in the previous sections, instead of using unnormalized mean values we work here within a normalized Tsallis framework, in its OLM version. Moreover, we compute, for consistency, the $`q`$-generalized expectation value for the number operator instead of dealing simply with $`\widehat{N}_1`$.

## VI The thermodynamic limit

Let us discuss the thermodynamic limit in a more general context, and present our results for the internal energy and specific heat of an ideal fermion gas in the thermodynamic limit for any $`q>1`$-value (in the $`0<q<1`$ case we encounter a serious convergence problem on account of the cutoff condition. It is only easily tractable in the $`q1`$ case). Following usual practice, in the limit of large volume (coordinate space) we can convert summations over discrete single-particle levels into integrations in phase space. If the energy spectrum of a particle in the gas is of the form $`ϵ(𝐩)=A|𝐩|^s`$ with degeneracy $`g`$, we can write these integrals in terms continuous single-particle energies. In doing so we need the density of states, given by

$$D(ϵ)dϵ=g\frac{L^d}{h^d}\frac{2\pi ^{d/2}}{\mathrm{\Gamma }(d/2)}\frac{1}{As}\left(\frac{ϵ}{A}\right)^{d/s1}dϵaϵ^{b1}dϵ$$
(55)
where we have assumed that the gas is contained in a hypercube of volume $`L^d`$ in a $`d`$-dimensional space. In the case of massive spinless particles in 3D, one has $`a=2\pi V(2m)^{3/2}/h^3`$ and $`b=3/2`$; while for electrons in the ultra-relativistic limit one has $`a=8\pi V/(hc)^3`$ and $`b=3`$. The conventional ($`q=1`$) grand partition function for an ideal fermion gas whose density of states is of the form (55), is given by pathria1993 ; huang1987

$$\mathrm{ln}Z_1(\{\beta ,\alpha \},V\mathrm{})=a\mathrm{\Gamma }(b)\frac{f_{b+1}(e^\alpha )}{\beta ^b}$$
(56)
with $`\beta >0`$ and $`b>0`$. The function $`f_n`$ stands for the usual FD integral, which in terms of the fugacity $`z=e^\alpha `$ reads

$$f_n(z)=\frac{1}{\mathrm{\Gamma }(n)}_0^{\mathrm{}}𝑑x\frac{x^{n1}}{z^1e^x+1}=\underset{l=1}{\overset{\mathrm{}}{}}(1)^{l1}\frac{z^l}{l^n}$$

One can now write down the generalized grand partition function $`\overline{Z}_q`$ making use of an integral representation (see Appendix). We consider here the real representation (Hilhorst transform) of Eq. (72). To this end, the function $`Z_1`$ is evaluated for the transformed Lagrange multipliers $`\beta ^{}=t(q1)\beta `$ and $`\alpha ^{}=t(q1)\alpha `$. Thus, in the thermodynamic limit we find, for any index $`q`$ greater than one (and provided that the grand-canonical configurational characteristic is positive definite), the following exact expression

$$\overline{Z}_q=\frac{1}{\mathrm{\Gamma }\left(\frac{1}{q1}\right)}_0^{\mathrm{}}𝑑tt^{\frac{1}{q1}1}\mathrm{exp}\left(t[1(q1)I_q]+a\mathrm{\Gamma }(b)\frac{f_{b+1}(e^{t(q1)\alpha })}{[t(q1)\beta ]^b}\right)$$
(57)
where $`I_q`$ stands for $`\beta U_q+\alpha N_q=\beta U_q^{}`$, from which one gets $`1(q1)I_q=\beta /\beta _q`$.

### VI.1 Classical limit

Let us consider now the case of sufficiently small values of $`z`$, which corresponds to the classical limit. In such a case, the FD integrals that appear in the different thermodynamic quantities of interest can be expanded in the fugacity, up to second order, as $`f_n(z)zz^2/2^n`$. The ensuing OLM generalized partition function becomes then

$`\overline{Z}_q=e_q(I_q)`$ $`+`$ $`a{\displaystyle \frac{\mathrm{\Gamma }(b)\mathrm{\Gamma }\left(\frac{1}{q1}b\right)}{\mathrm{\Gamma }\left(\frac{1}{q1}\right)}}e_q(I_q\alpha )\left({\displaystyle \frac{1(q1)(I_q\alpha )}{(q1)\beta }}\right)^b`$ (58)
$``$ $`{\displaystyle \frac{a}{2}}{\displaystyle \frac{\mathrm{\Gamma }(b)\mathrm{\Gamma }\left(\frac{1}{q1}b\right)}{\mathrm{\Gamma }\left(\frac{1}{q1}\right)}}e_q(I_q2\alpha )\left({\displaystyle \frac{1(q1)(I_q2\alpha )}{2(q1)\beta }}\right)^b`$
$`+`$ $`a^2{\displaystyle \frac{\mathrm{\Gamma }(b)^2\mathrm{\Gamma }\left(\frac{1}{q1}2b\right)}{\mathrm{\Gamma }\left(\frac{1}{q1}\right)}}e_q(I_q2\alpha )\left({\displaystyle \frac{1(q1)(I_q2\alpha )}{(q1)\beta }}\right)^{2b}+\mathrm{}`$
In the process we must take care of some restrictions on the parameters that arise from the use of the definition of the gamma function Eq. (70). They are: i) $`q>1`$, ii) $`1(q1)I_q>0`$, and iii) $`1/(q1)2b>0`$. As a consequence, the present findings are valid within the region $`1<q<\mathrm{min}\{1+1/(2b),1+1/I_q\}`$. We can also obtain $`U_q`$ and $`N_q`$ in this case, in the form prescribed in Eq. (73). Keeping only terms up to first order in the fugacity, we are able to express the ratio between the generalized mean energy and particle number in the fashion

$$u_q\frac{U_q}{N_q}bT\frac{1(q1)[\beta U_q+\alpha (N_q1)]}{1(q1)b}$$
(59)
from which we can obtain

$$u_qbT\frac{1(q1)\alpha (N_q1)}{1+(q1)b(N_q1)}$$
(60)
where one can easily recognize the appropriate result for the classical energy per particle when $`q=1`$. In the present situation we also find $`I_q=(b+\alpha )N_q/[1+(q1)b(N_q1)]`$. The implicit relation between $`\widehat{N}_q`$ and its corresponding Lagrange multiplier can be cast in the following way

$`N_q\left({\displaystyle \frac{1(q1)\alpha (N_q1)}{1(q1)(\alpha N_q+b)}}\right)^{\frac{1}{q1}+1}\left({\displaystyle \frac{1+(q1)b(N_q1)}{1(q1)\alpha (N_q1)}}\right)^b`$
$`=a\mathrm{\Gamma }(b){\displaystyle \frac{\mathrm{\Gamma }\left(\frac{1}{q1}b\right)}{\mathrm{\Gamma }\left(\frac{1}{q1}\right)}}e_q(b)\left({\displaystyle \frac{\frac{1}{q1}b}{\beta }}\right)^b`$ (61)
from which one could, in principle, solve for $`\alpha `$ as a function of $`N_q`$. Introducing this result into the expression given above for $`u_q`$, one finally would obtain the generalized mean energy per particle as a function of temperature (and of $`N_q`$). Therefore, in this limit we are able to overcome the eventual possible complications introduced, within the OLM formalism, by the presence of the term $`I_q=_{j=1}^M\lambda _j\widehat{O}_j_q`$ in the expressions for the generalized partition function and other thermodynamic quantities.

### VI.2 Low temperature limit

Let us face now the particular situation in which the fugacity is extremely large:

$$z1\mathrm{i}.\mathrm{e}.\alpha \mathrm{}$$

which corresponds to the low temperature limit with finite chemical potential. Notice that, in this case, the transformed variable $`e^{t(q1)\alpha }`$ becomes very large as well. We can make use of Sommerfeld’s lemma s\_zp47 ; pathria1993

$$f_n(z)=\frac{(\mathrm{ln}z)^n}{\mathrm{\Gamma }(n+1)}\left[1+\frac{\pi ^2}{6}n(n1)\frac{1}{(\mathrm{ln}z)^2}+𝒪\left(\frac{1}{(\mathrm{ln}z)^4}\right)\right]$$
(62)
which gives an asymptotic expansion of the FD integrals for $`z1`$. As can be seen, the dominant term in the expansion is of order $`(\alpha )^n`$. We can evaluate the integral in Eq. (57) up to this order, getting an expression valid for all $`q>1`$ in the low temperature limit:

$$\overline{Z}_qe_q\left(I_q\frac{a}{b(b+1)}\left(\frac{\alpha }{\beta }\right)^b(\alpha )\right)$$
(63)
Additional quantities evaluated up to the same order are

$$U_q\frac{a}{b+1}\mu ^{b+1}\text{ and }N_q\frac{a}{b}\mu ^b$$
(64)
independently of the value of $`q`$, in agreement with previous results obtained using the OLM formalism OLM . Using the above relations we can derive the Fermi potential as $`\mu _F=(N_qb/a)^{1/b}`$; and we can also identify the Fermi temperature as $`T_F\mu _F=(N_qb/a)^{1/b}`$. Besides, it is easy to obtain $`I_q^{(0)}`$ and then simplify the expression for $`\overline{Z}_q`$, leading to

$$\overline{Z}_qe_q\left(2I_q^{(0)}\right)=e_q\left(\frac{2a}{b(b+1)}\beta \mu ^{b+1}\right)$$
(65)
It is worth pointing out that the mean energy per particle in the OLM-Tsallis framework does not depend explicitly on the value of $`q`$. Indeed, in the limit under consideration we have $`U_q^{(0)}/N_q=\mu _Fb/(b+1)`$.

Performing calculations up to the next order of approximation we arrive, after a little algebra, at the following results which are valid for any $`q>1`$:

$$N_q\frac{a}{b}\mu ^b\left[1+\frac{\pi ^2}{6}(b1)b\left(\frac{T}{\mu }\right)^2\frac{^{\mathrm{\hspace{0.17em}2}}}{1(q1)}+\mathrm{}\right]$$
(66)
where the quantity $`1(q1)\beta \{U_q\mu [N_qa\mu ^b/b(b+1)]\}=1(q1)(I_qI_q^{(0)})`$ is very close to unity. Actually, the second term in $``$ vanishes if one keeps just terms corresponding to the lowest-order approximation, which eliminates the term $`I_q`$ introduced by the OLM procedure (see Eqs. (13), (15), and (21) ). For the chemical potential we find

$$\mu ^{(2)}=\mu _F\left[1\frac{\pi ^2}{6}(b1)\left(\frac{T}{T_F}\right)^2\frac{^{\mathrm{\hspace{0.17em}2}}}{1(q1)}\right]$$
(67)
whereas the generalized mean energy becomes

$$U_q^{(2)}=\frac{a}{b+1}\mu _F^{b+1}\left[1+\frac{\pi ^2}{6}(b+1)\left(\frac{T}{T_F}\right)^2\frac{^{\mathrm{\hspace{0.17em}2}}}{1(q1)}\right]$$
(68)
From this expression we derive the generalized specific heat at constant volume

$$C_{V}^{}{}_{q}{}^{(2)}=N_q\frac{\pi ^2}{3}b\frac{T}{T_F}\frac{1}{1(q1)}$$
(69)
where we have assumed $`^{\mathrm{\hspace{0.17em}2}}=1`$. Notice the linear behavior of the specific heat with temperature and that the only difference with the conventional results (see, e.g., Ref. pathria1993 ) comes through a factor $`1/(2q)`$ which goes to unity in the limit $`q1^+`$.

## VII Conclusions

In this communication we have presented an exact statistical treatment for the ideal Fermi system in the generalized, nonextensive thermostatistics framework of the third Tsallis-flavor, the TMP one. Our main innovation is that of employing the OLM approach to nonextensivity OLM ; virial ; gasideal ; temperature ; ley0 ; cuerponegro , which allows one to obtain analytical results unavailable if one uses other algorithms that revolve around the concept of Tsallis’ entropy.

Additionally, we have i) solved in exact fashion the Fermi-TMP equations, ii) introduced a method for evaluating traces that bypasses the use of the Gamma representation, iii) devised a rather simple treatment of $`q1`$ instances, and iv) studied interesting limiting situations. More specifically, the exact generalized partition function in the grand canonical ensemble has been given, and we derived the ensuing statistics for arbitrary positive values of the nonextensivity index $`q`$. Several limit instances of interest were here discussed in some detail:

1. the thermodynamic limit,
2. the case $`q1`$ ($`q=1`$ corresponds to the conventional Fermi–Dirac statistics),
3. the low temperature regime, where we obtained results that are independent of the specific $`q`$-values.

In writing down the generalized expectation value for the occupation number operator we were able to explicitly display the correlation among the occupations of different levels, which is a typical nonextensive effect. Indeed, the distinct mean occupation numbers are seen to disentangle from each other as one approaches the conventional $`q=1`$ statistics. Finally, we discussed the limits of validity of the Factorization Approach of Büyükkılıç et al. bdg\_pla197 .

###### Acknowledgements.

The authors acknowledge financial support from CONICET (Argentina). M.P. acknowledges also a grant from Fundación Antorchas (Argentina).

## Appendix A INTEGRAL REPRESENTATIONS

In this appendix we summarize a practical method for calculating the generalized partition function (16) and expectation values (20) of relevant observables, by recourse to integral representations based on the definition of the Euler gamma function. We start with the identity

$$_0^{\mathrm{}}𝑑tt^{\nu 1}e^{t\eta }=\eta ^\nu \mathrm{\Gamma }(\nu )$$
(70)
for $`\mathrm{}(\eta )>0`$ and $`\mathrm{}(\nu )>0`$ (see for instance Ref. gr2000 , page 342). One can then write

$$\widehat{f}_{q}^{}{}_{}{}^{\mathrm{\hspace{0.33em}1}/(1q)}=\frac{1}{\mathrm{\Gamma }\left(\frac{1}{q1}\right)}_0^{\mathrm{}}𝑑tt^{\frac{1}{q1}1}e^{t\widehat{f}_q}$$
(71)
with the restrictions that i) $`\widehat{f}_q`$ be positive (which is indeed always complied with because of Tsallis’ cutoff condition pp\_pla193 ), and ii) $`q>1`$. The usefulness of the transformation becomes evident, as the power-law form is converted into an exponential factor.

Evaluating the trace of the above expression –see final comments below– and introducing the OLM quantal configurational characteristic, one arrives at an integral representation (Hilhorst transform tsallis1994 ) for the OLM generalized partition function (16) of index $`q>1`$, in the form

$$\overline{Z}_q=\frac{1}{\mathrm{\Gamma }\left(\frac{1}{q1}\right)}_0^{\mathrm{}}𝑑tt^{\frac{1}{q1}1}e^{t[1+(1q)_k\lambda _k\widehat{O}_k_q]}Z_1(\{\lambda _i^{}\})$$
(72)
Here the integrand contains the corresponding conventional partition function $`Z_1`$ evaluated for the set of transformed Lagrange multipliers $`\{\lambda _i^{}(t)=t(q1)\lambda _i,i=1,\mathrm{},M\}`$. Notice that this transformation preserves the sign of the Lagrange parameters (this fact is used in the text). The generalized expectation values (11) can be expressed, for $`q>1`$, in terms of integrals involving $`Z_1`$ and its derivative with respect to the associated Lagrange multiplier. Indeed, one realizes that

$$\widehat{O}_j_q=\frac{_0^{\mathrm{}}𝑑tt^{\frac{1}{q1}}e^{t[1+(1q)_k\lambda _k\widehat{O}_k_q]}Z_1(\{\lambda _i^{}\})/\lambda _j^{}}{_0^{\mathrm{}}𝑑tt^{\frac{1}{q1}}e^{t[1+(1q)_k\lambda _k\widehat{O}_k_q]}Z_1(\{\lambda _i^{}\})}$$
(73)
Let us mention that one can obtain alternative integral representations for $`\overline{Z}_q`$ and $`\widehat{O}_j_q`$ in the range $`0<q<1`$ by recourse, for instance, to the following complex representation of the Euler gamma function

$$_{\mathrm{}}^{\mathrm{}}𝑑t(\zeta +it)^\nu e^{(\zeta +it)\eta }=2\pi \eta ^{\nu 1}/\mathrm{\Gamma }(\nu )$$
(74)
for $`\eta >0`$, $`\mathrm{}(\nu )>0`$ and $`\mathrm{}(\zeta )>0`$ (gr2000 , p. 343). In this case (that may be called the Prato–Lenzi transform prato ; lenzi ) the partition function can be written as

$$\overline{Z}_q=\frac{1}{2\pi }\mathrm{\Gamma }\left(\frac{q2}{q1}\right)_{\mathrm{}}^{\mathrm{}}𝑑t(1+it)^{\frac{1}{q1}1}e^{(1+it)[1+(1q)_k\lambda _k\widehat{O}_k_q]}Z_1(\{\stackrel{~}{\lambda }_i\})$$
(75)
where $`\stackrel{~}{\lambda }_i(t)(1+it)(1q)\lambda _i`$ for each $`i=1,\mathrm{},M`$, and the region of validity is $`q<1`$ or $`q>2`$. The associated mean values take the form

$$\widehat{O}_j_q=\frac{_{\mathrm{}}^{\mathrm{}}𝑑t(1+it)^{\frac{1}{q1}}e^{(1+it)[1+(1q)_k\lambda _k\widehat{O}_k_q]}Z_1(\{\stackrel{~}{\lambda }_i\})/\stackrel{~}{\lambda }_j}{_{\mathrm{}}^{\mathrm{}}𝑑t(1+it)^{\frac{1}{q1}}e^{(1+it)[1+(1q)_k\lambda _k\widehat{O}_k_q]}Z_1(\{\stackrel{~}{\lambda }_i\})}$$
(76)
for $`j=1,\mathrm{},M`$ and $`q<1`$.

Some additional remarks are necessary. A quite detailed analysis concerning integral representations for the $`q`$-thermostatistics can be found in the recent preprint se\_0302094  by Solis and Esguerra, who pay special attention to practical details of the representations discussed above. One has to make sure that all states are contributing to the evaluation of the trace –in the sense that there is no cutoff– in order to get $`Z_1`$ on the r.h.s. of Eqs. (72) or (75). Solis and Esguerra point out that this fact has not been taken into account in the majority of Tsallis-related works (see, for instance, aslslf\_pa317 ). In our particular case, the condition to be imposed in order to ensure that the Hilhorst-type representation can be safely used can be stated in the following terms: $`\widehat{f}_q`$ as given by Eq. (21) should be positive definite for all states, i.e., the lowest energy eigenvalue (or the greatest lower bound of the Hamiltonian) should be greater than or equal to $`\mu (\widehat{N}N_q)+U_q1/[\beta (q1)]`$. (Notice that the simpler requirement given in Ref. se\_0302094 , namely that $`\widehat{H}`$ be greater than $`1/[\beta (q1)]`$, originates in the fact that a canonical-ensemble description is performed and also that unnormalized, Curado–Tsallis mean values are employed.)


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# Distortion growth for iterations of diffeomorphisms of the interval

## 1. Main results

We consider the groups $`\mathrm{Diff}_0^N([0,1])`$, $`1N+\mathrm{}`$, of all $`C^N`$-smooth diffeomorphisms of the interval $`[0,1]`$ into itself fixing the endpoints $`0,1`$. We associate to every $`f\mathrm{Diff}_0^1([0,1])`$ its growth sequence,

$$\mathrm{\Gamma }_n(f)=\mathrm{max}(\underset{x[0,1]}{\mathrm{max}}|(f^n)^{}(x)|,\underset{x[0,1]}{\mathrm{max}}|(f^n)^{}(x)|),n,$$

where $`f^n`$, $`n1`$, is the $`n`$-th iteration of $`f`$, and $`f^n`$, $`n1`$, is the $`n`$-th iteration of the inverse diffeomorphism $`f^1`$. The asymptotics of the growth sequence does not change under conjugations: for $`g\mathrm{Diff}_0^1([0,1])`$,

$$c(g)\mathrm{\Gamma }_n(g^1fg)\mathrm{\Gamma }_n(f)C(g)\mathrm{\Gamma }_n(g^1fg),n1.$$

This asymptotics is a basic dynamic invariant (see ). G. D’Ambra and M. Gromov proposed in \[1, 7.10.C\] to study the behavior of the growth sequences for various classes of diffeomorphisms on smooth manifolds. Recently, L. Polterovich and M. Sodin  obtained several interesting results on the growth sequences for diffeomorphisms in $`\mathrm{Diff}_0^2([0,1])`$. In particular, they established

###### The growth gap theorem (\[8, Theorem 1.7\]).

If $`f\mathrm{Diff}_0^2([0,1])`$, then either

$$\underset{n\mathrm{}}{lim}\frac{\mathrm{log}\mathrm{\Gamma }_n(f)}{n}>0$$

or

$$\underset{n\mathrm{}}{lim\; sup}\frac{\mathrm{\Gamma }_n(f)}{n^2}<\mathrm{}.$$

For other results on the growth sequences of diffeomorphisms see , , .

This paper is devoted to two problems related to the result of Polterovich and Sodin. First, we would like to get more information on the behavior of the growth sequences than that contained in the cited theorem, possibly for smoother diffeomorphisms $`f`$, in terms of the local properties of $`f`$. Another problem is to get analogs to the growth gap effect for diffeomorphisms of smoothness between $`C^1`$ and $`C^2`$.

To formulate our results we need to introduce a decomposition of the set of fixed points of a diffeomorphism. Let $`1N\mathrm{}`$, and let $`f\mathrm{Diff}_0^N([0,1])`$. Denote by $`E(f)`$ the (closed) set of fixed points of $`f`$; $`\{0,1\}E(f)`$. Consider the subsets of $`E(f)`$:

$`E_1(f)`$ $`=\{xE(f):f^{}(x)1\},`$
$`E_k(f)`$ $`=\{xE(f):f^{}(x)=1,f^{\prime \prime }(x)=\mathrm{}`$
$`=f^{(k1)}(x)=0,f^{(k)}(x)0\},1<kN.`$
For $`N=\mathrm{}`$ we consider also

$$E_{\mathrm{}}(f)=\{xE(f):f^{}(x)=1,f^{\prime \prime }(x)=\mathrm{}=0\},$$

and for $`N<\mathrm{}`$ we consider

$$E_N^0(f)=\{xE(f):f^{}(x)=1,f^{\prime \prime }(x)=\mathrm{}=f^{(N)}(x)=0\}.$$

For $`N=\mathrm{}`$ we have

$$E(f)=\underset{1s\mathrm{}}{}E_s(f),$$

and for $`N<\mathrm{}`$ we have

$$E(f)=\underset{1sN}{}E_s(f)E_N^0(f),$$

Set $`V=\mathrm{max}_{xE(f)}|\mathrm{log}f^{}(x)|0`$; $`V>0`$ if and only if $`E_1(f)\mathrm{}`$.

We use the notation $`a(n)b(n)`$, $`n\mathrm{}`$, if $`lim_n\mathrm{}a(n)/b(n)=1`$; $`a(n)b(n)`$, $`n\mathrm{}`$, if $`0<ca(n)/b(n)C<\mathrm{}`$.

Let $`f\mathrm{Diff}_0^1([0,1])`$. It is known (see \[8, Appendix\]) that if $`E_1(f)\mathrm{}`$, then

$$\mathrm{log}\mathrm{\Gamma }_n(f)nV,n\mathrm{}.$$

Otherwise, if $`E_1(f)=\mathrm{}`$, then

$$\mathrm{log}\mathrm{\Gamma }_n(f)=o(n),n\mathrm{}.$$

Furthermore (see ), for every $`f\mathrm{Diff}_0^1([0,1])`$ different from the identity map,

$$\underset{n1}{}\frac{1}{\mathrm{\Gamma }_n(f)}<\mathrm{},$$

and hence,

$$\underset{n\mathrm{}}{lim\; sup}\frac{\mathrm{log}\mathrm{\Gamma }_n(f)}{\mathrm{log}n}1.$$

###### Theorem 1.

Let $`f\mathrm{Diff}_0^{\mathrm{}}([0,1])`$, and let $`E_1(f)=\mathrm{}`$.

* If $`E_2(f)\mathrm{}`$, then

$$\mathrm{\Gamma }_n(f)n^2,n\mathrm{}.$$
(1.1)
* If $`E_2(f)=\mathrm{}`$, $`E_{\mathrm{}}(f)\mathrm{}`$, then

$$\mathrm{\Gamma }_n(f)=o(n^2),n\mathrm{}.$$
(1.2)
* Finally, if $`k3`$, $`E_s(f)=\mathrm{}`$, $`1<s<k`$, $`E_{\mathrm{}}(f)=\mathrm{}`$, $`E_k\mathrm{}`$, then

$$\mathrm{\Gamma }_n(f)n^{k/(k1)},n\mathrm{}.$$

Of course, any $`f\mathrm{Diff}_0^{\mathrm{}}([0,1])`$ with $`E_1(f)=\mathrm{}`$ satisfies one and only one condition among (A)–(C).

A version of this result for $`f\mathrm{Diff}_0^2([0,1])`$ claims that if $`E_1(f)=\mathrm{}`$, $`E_2(f)\mathrm{}`$, then (1.1) holds, and if $`E_1(f)=E_2(f)=\mathrm{}`$, then (1.2) holds.

The principal part of Theorem 1 is the part (B); the parts (A) and (C) are rather standard; the lower estimates there follow, for example, from the description of the behavior of the iteration sequences $`\{f^n(x)\}_{n1}`$ near a fixed point of $`f`$ given in a book of Yu. Lyubich \[5, Section 2.6\]; the upper estimate in (A) follows from the growth gap theorem of .

A natural question is now whether additional smoothness conditions on $`f\mathrm{Diff}_0^{\mathrm{}}([0,1])`$ may permit us to improve the asymptotics in the part (B) of Theorem 1. To answer this question in the negative, we fix a sequence $`\{\epsilon _k\}`$ of positive numbers tending to $`0`$, and a non-quasianalytic Carleman class $`C\{M_n\}`$,

$$C\{M_n\}=\{fC^{\mathrm{}}([0,1]):|f^{(n)}(x)|C(f)^nM_n,x[0,1]\},$$

where $`f^{(n)}`$ is the $`n`$-th derivative of $`f`$, and $`\mathrm{log}M_n`$ is an increasing convex sequence, $`lim_n\mathrm{}M_n=+\mathrm{}`$. Recall that such a class is non-quasianalytic if for every two closed subintervals $`I,J`$ of $`[0,1]`$ with $`IIntJ`$, there exists $`fC\{M_n\}`$ with $`0f1`$, $`f|I1`$, and $`suppfJ`$. The Denjoy–Carleman theorem (see, for example, ) claims that the Carleman class $`C\{M_n\}`$ is non-quasianalytic if and only if

$$\underset{n1}{}M_n^{1/n}<\mathrm{}.$$

###### Theorem 2.

There exists $`f\mathrm{Diff}_0^{\mathrm{}}([0,1])C\{M_n\}`$ such that $`E(f)=E_{\mathrm{}}(f)=\{0,1\}`$, and

$$\mathrm{\Gamma }_n(f)\epsilon _nn^2,n1.$$

Thus, we can conclude that some predictions from the Outlook of  are true as demonstrated by Theorem 1; nevertheless, the “optimistic scenario” from the Outlook is disproved by Theorem 2.

###### Question 1.

Suppose that $`f\mathrm{Diff}_0^{\mathrm{}}([0,1])`$, and that $`E(f)=E_{\mathrm{}}(f)=\{0,1\}`$. What additional conditions should one impose on $`f`$ to guarantee that

$$\underset{n\mathrm{}}{lim\; sup}\frac{\mathrm{log}\mathrm{\Gamma }_n(f)}{\mathrm{log}n}=1\mathrm{?}$$
(1.3)
The previous theorem shows that no additional smoothness conditions will work. On the other hand, a bounded oscillation condition is sufficient for the property (1.3) to hold. For simplicity, we consider here only a model case.

###### Theorem 3.

Let $`f\mathrm{Diff}_0^{\mathrm{}}([0,1])`$ be different from the identity map, and let $`E(f)=E_{\mathrm{}}(f)=\{0,1\}`$. Assume that $`\phi (x)=f(x)x>0`$, $`x(0,1)`$. Suppose that for every $`\epsilon >0`$ there exists $`C_\epsilon >0`$ such that

$$\phi (y)C_\epsilon (\phi (x))^{1\epsilon },0<y<x<\frac{1}{2},$$
(1.4)
and the same inequality holds for $`1/2<x<y<1`$. Then

$$\underset{n\mathrm{}}{lim\; sup}\frac{\mathrm{log}\mathrm{\Gamma }_n(f)}{\mathrm{log}n}=1.$$

Note that the condition (1.4) guarantees, by a result of F. Sergeraert  that the germ of $`f`$ at $`0`$ imbeds in a flow of germs of $`C^{\mathrm{}}`$-smooth diffeomorphisms $`f_\sigma `$, $`\sigma >0`$, with $`f_\sigma (x)x`$ flat at $`0`$ (and an analogous imbedding holds at the point $`1`$). However, such an imbedding by itself does not provide, apparently, any new information on the behavior of the growth sequence $`\mathrm{\Gamma }_n(f)`$, see the remark at the end of Section 3.

One more natural question here is whether there is the growth gap effect for two (possibly non-commuting) diffeomorphisms $`f,g`$ in the group $`\mathrm{Diff}_0^{\mathrm{}}([0,1])`$. Denote by $`[f,g]`$ the subgroup of $`\mathrm{Diff}_0^{\mathrm{}}([0,1])`$ generated by $`f`$ and $`g`$; given $`h[f,g]`$ denote by $`|h|_w`$ the distance from the identity map to $`h`$ in the word metric, that is the length of the shortest representation of $`h`$ by $`f,f^1,g,g^1`$. Consider the growth sequence

$$\mathrm{\Gamma }_n(f,g)=\underset{h[f,g],|h|_wn}{\mathrm{max}}\underset{x[0,1]}{\mathrm{max}}|h^{}(x)|,n.$$

###### Question 2.

Suppose that $`\mathrm{log}\mathrm{\Gamma }_n(f,g)=o(n)`$, $`n\mathrm{}`$. Is it possible that the value

$$\underset{n\mathrm{}}{lim\; sup}\frac{\mathrm{log}\mathrm{log}\mathrm{\Gamma }_n(f,g)}{\mathrm{log}n}$$

is positive? is equal to $`1`$?

Next, we deal with diffeomorphisms of lower smoothness. The class $`\mathrm{Diff}_0^1([0,1])`$ is too large for any kind of the growth gap effect to be present. Namely, given a sequence $`\{\epsilon _k\}`$ of positive numbers tending to $`0`$, one can construct $`f\mathrm{Diff}_0^1([0,1])`$ such that $`E(f)=E_1^0(f)=\{0,1\}`$, and

$$\mathrm{log}\mathrm{\Gamma }_n(f)\epsilon _nn,n1.$$

The situation is different for the groupes

$$\mathrm{Diff}_0^{1,\alpha }([0,1])=\mathrm{Diff}_0^1([0,1])C^{1,\alpha },0<\alpha 1,$$

of diffeomorphisms with the derivative in the Lipschitz $`\alpha `$ class, where

$$C^{1,\alpha }=\{fC^1:|f^{}(x)f^{}(y)|c(f)|xy|^\alpha ,x,y[0,1]\}.$$

(If $`f\mathrm{Diff}_0^{1,\alpha }([0,1])`$, then automatically $`f^1C^{1,\alpha }`$, and hence $`f^1\mathrm{Diff}_0^{1,\alpha }([0,1])`$.)

For $`\alpha =1`$ we have just the growth gap of : if $`f\mathrm{Diff}_0^{1,1}([0,1])`$, $`E_1(f)=\mathrm{}`$, then $`\mathrm{\Gamma }_n(f)=O(n^2)`$, $`n\mathrm{}`$.

In the case $`0<\alpha <1`$, we obtain a weaker form of the growth gap effect.

###### Theorem 4.

Let $`0<\alpha <1`$. (A) If $`f\mathrm{Diff}_0^{1,\alpha }([0,1])`$, and if $`E_1(f)=\mathrm{}`$, then

$$\mathrm{log}\mathrm{\Gamma }_n(f)=O(n^{1\alpha }),n\mathrm{}.$$

(B) There exists $`f_\alpha \mathrm{Diff}_0^{1,\alpha }([0,1])`$ such that $`E_1(f_\alpha )=\mathrm{}`$, and

$$\underset{n\mathrm{}}{lim}\frac{\mathrm{log}\mathrm{log}\mathrm{\Gamma }_n(f_\alpha )}{\mathrm{log}n}=1\alpha .$$
(1.5)
The plan of the paper is as follows. We start Section 2 with an analysis of the behavior of the iteration sequences $`\{f^n(x)\}_{n1}`$ resembling the results contained in \[5, Section 2.6\]. In contrast to the asymptotical estimates of  we obtain global uniform estimates. Then, using this analysis, we prove Theorems 1 and 3. Theorem 2 is proved in Section 3. Finally, in Section 4 we prove Theorem 1.5. Our proof of the part (A) of Theorem 1.5 imitates that of the original growth gap theorem of Polterovich and Sodin \[8, Section 2\].

The author is thankful to Leonid Polterovich and Misha Sodin for numerous helpful discussions.

## 2. Proofs of Theorems 1 and 3

2.1. First, we make several simple remarks. Since $`f`$ is a diffeomorphism, we have

$`0<c(f)`$ $`f^{}(x)C(f),`$
$`\mathrm{}<\mathrm{log}c(f)`$ $`\mathrm{log}f^{}(x)\mathrm{log}C(f),x[0,1].`$
Let $`x_1(0,1)`$, $`x_k=f(x_{k1})`$, $`1<kn`$. We are going to estimate the value

$$\mathrm{\Phi }(n,x_1)=\mathrm{\Phi }(n,x_1,f)=\underset{k=1}{\overset{n}{}}\mathrm{log}f^{}(x_k),$$

(and the supremum of $`|\mathrm{\Phi }|`$ for $`x_1(0,1)`$) as a function of $`n`$. This permits us to evaluate $`a_n(f)`$,

$$a_n(f)=\underset{[0,1]}{\mathrm{max}}\mathrm{log}[(f^n)^{}(x)]$$
(2.1)
(and $`a_n(f^1)`$ is evaluated analogously).

Now we assume that $`f`$ is $`C^2`$-smooth, $`E_1(f)=\mathrm{}`$. Replacing, if necessary, $`f`$ by $`x\mathrm{\Delta }f(x/\mathrm{\Delta })`$, (and changing the domain $`𝒟=[0,1]`$ to $`𝒟=[0,\mathrm{\Delta }]`$, we can guarantee that

$$\underset{𝒟}{\mathrm{max}}|\phi ^{\prime \prime }|1.$$
(2.2)
Next we consider the set $`𝔄`$ of the closed subintervals $`I`$ of $`𝒟`$ such that $`E(f)I=I`$. If $`I𝔄`$, $`\{x_k\}_{1kn}I\mathrm{}`$, then $`\{x_k\}_{1kn}I`$. We have $`f^{}=1`$ at the endpoints of $`I`$.

2.2. In the following three lemmas for simplicity of notations we assume that the left end point of $`I`$ is $`0`$; without loss of generality we assume that $`f(x)x`$, $`xI`$. Set $`\phi (x)=f(x)x`$, $`xI=[0,b]`$. We have $`\phi (x)>0`$ for $`x(0,b)`$, $`\phi (0)=\phi ^{}(0)=\phi (b)=\phi ^{}(b)=0`$, $`\mathrm{max}_I\phi \mathrm{\Delta }`$, $`\mathrm{max}_I|\phi ^{\prime \prime }|1`$,

$$1<c(f)\underset{I}{\mathrm{min}}\phi ^{}C(f).$$

Hence,

$$\left|\phi ^{}(x)\mathrm{log}(1+\phi ^{}(x))\right|c(f)[\phi ^{}(x)]^2,xI.$$
(2.3)
Furthermore, for $`x,yI`$,

$$\begin{array}{c}\left|\mathrm{log}f(x)\mathrm{log}f(y)\right|=\left|\mathrm{log}\frac{1+\phi ^{}(x)}{1+\phi ^{}(y)}\right|\hfill \\ \hfill c(\phi )|\phi ^{}(x)\phi ^{}(y)|c(\phi )|xy|.\end{array}$$
(2.4)
Since $`\phi (x)=\phi ^{}(x)=0`$, $`x\{0,b\}`$, by (2.2) we have

$$\phi (x)\mathrm{min}\{x^2/2,(bx)^2/2\},xI.$$
(2.5)
###### Lemma 1.

(A) In this situation, we have

$$\left|\mathrm{log}\frac{\phi (x_n)}{\phi (x_1)}\mathrm{\Phi }(n1,x_1)\right|C(f)|I|,$$

where $`|I|`$ is the length of $`I`$. (B) If $`H>1`$, and we have $`\phi <1/100`$, $`H^11<\phi ^{}<H`$ on $`I`$, then we can choose $`C(f)=C(H)`$ in the previous inequality.

Thus, to estimate $`\mathrm{\Phi }(n,x_1)`$, we need only to know the asymptotics of $`\phi (x_n)`$.

###### Proof.

(A) As a consequence of (2.5) we have

$$0x(\phi (x))^{1/2}x+(\phi (x))^{1/2}b,xI.$$

First we verify that for every $`xI`$, $`\theta [0,1]`$,

$$\left|\phi ^{}(x+\theta (\phi (x))^{1/2})\right|3(\phi (x))^{1/2}.$$
(2.6)
Otherwise, (2.2) would imply that for some $`xI`$, the function $`\phi ^{}`$ is of constant sign on the interval $`I_x=[x(\phi (x))^{1/2},x+(\phi (x))^{1/2}]`$, and

$$|\phi ^{}(y)|>(\phi (x))^{1/2},yI_x.$$

If $`\phi ^{}(x)`$ is positive, then $`\phi (x(\phi (x))^{1/2})<0`$, and if $`\phi ^{}(x)`$ is negative, then $`\phi (x+(\phi (x))^{1/2})<0`$, which is impossible. Thus, (2.6) is proved.

Inequality (2.6) implies that

$$|\phi ^{}(x)|3(\phi (x))^{1/2},xI,$$
(2.7)
and that

$$\frac{\phi (x+\theta (\phi (x))^{1/2})}{\phi (x)}4,xI,\theta [0,1].$$
(2.8)
Fix $`xI`$. Suppose that $`\phi (x)<1/100`$. For some $`\theta ,\theta _1[0,1]`$,

$$_x^{x+\phi (x)}\frac{\phi ^{}(t)}{\phi (t)}𝑑t=\frac{\phi ^{}(x+\theta \phi (x))}{\phi (x+\theta \phi (x))}\phi (x)=$$

$$\phi ^{}(x+\theta \phi (x))\frac{\phi (x)}{\phi (x)+\theta \phi (x)\phi ^{}(x+\theta \theta _1\phi (x))}.$$

By (2.7) and (2.8) we obtain

$$|\phi ^{}(x+\theta \phi (x))|3(\phi (x+\theta \phi (x)))^{1/2}6(\phi (x))^{1/2}\frac{3}{5}.$$

Furthermore,

$$\begin{array}{c}\left|\frac{\phi (x)}{\phi (x)+\theta \phi (x)\phi ^{}(x+\theta \theta _1\phi (x))}1\right|=\left|\frac{1}{1+\theta \phi ^{}(x+\theta \theta _1\phi (x))}1\right|\hfill \\ \hfill \frac{5}{2}\theta |\phi ^{}(x+\theta \theta _1\phi (x))|15(\phi (x))^{1/2}.\end{array}$$

Hence,

$$\left|_x^{x+\phi (x)}\frac{\phi ^{}(t)}{\phi (t)}𝑑t\phi ^{}(x+\theta \phi (x))\right|90\phi (x),$$

and for some $`\theta _1[0,1]`$,

$$\begin{array}{c}\left|_x^{x+\phi (x)}\frac{\phi ^{}(t)}{\phi (t)}𝑑t\phi ^{}(x)\right|\hfill \\ \hfill 90\phi (x)+|\phi ^{\prime \prime }(x+\theta \theta _1\phi (x))|\theta \phi (x)91\phi (x).\end{array}$$
(2.9)
Suppose now that $`x=\{y𝒟:|\phi (y)|1/100\}`$. The set $``$ is a compact subset of $`𝒟`$ disjoint with $`E(f)`$. Furthermore, for $`y`$, the interval $`[y,y+\phi (y)]`$ does not intersect $`E(f)`$. Hence, the function $`y\phi (y+\phi (y))`$ does not vanish on $``$, and as a consequence,

$$|\phi (y+\phi (y))|A(f)>0,y.$$

Therefore,

$$\left|_x^{x+\phi (x)}\frac{\phi ^{}(t)}{\phi (t)}𝑑t\phi ^{}(x)\right|\left|\mathrm{log}\frac{\phi (x+\phi (x))}{\phi (x)}\right|+|\phi ^{}(x)|$$

$$\mathrm{max}\{\mathrm{log}\underset{𝒟}{\mathrm{max}}|100\phi |,\mathrm{log}\underset{𝒟}{\mathrm{max}}|\phi /A(f)|\}+\underset{𝒟}{\mathrm{max}}|\phi ^{}|c(f).$$
(2.10)
Next, for $`x=x_1,\mathrm{},x_{n1}`$ we sum up the inequalities (2.9) (if $`x_k`$) or (2.10) (if $`x_k`$). Since

$$\underset{k1}{}\phi (x_k)|I|,$$

we have

$$card\left\{\{x_k\}_{1kn}\right\}100|I|.$$

Using (2.3) we obtain

$$\left|\mathrm{log}\frac{\phi (x_n)}{\phi (x_1)}\mathrm{\Phi }(n1,x_1)\right|\underset{k=1}{\overset{n1}{}}\left|_{x_k}^{x_k+\phi (x_k)}\frac{\phi ^{}(t)}{\phi (t)}𝑑t\mathrm{log}(1+\phi ^{}(x_k))\right|$$

$$c(f)\underset{k=1}{\overset{n1}{}}|\phi ^{}(x_k)|^2+c(f)\underset{k=1}{\overset{n1}{}}\phi (x_k)+c(f)|I|.$$

Again using (2.7), we conclude that

$$\left|\mathrm{log}\frac{\phi (x_n)}{\phi (x_1)}\mathrm{\Phi }(n1,x_1)\right|C(f)|I|.$$
(2.11)
(B) In this case, $`I=\mathrm{}`$, $`c(f)=c(H)`$ in (2.3), and the above argument shows that $`C(f)=C(H)`$ in (2.11). ∎

If we have more information on the size of $`\phi ^{\prime \prime }`$, then we can extend the estimate (2.8) to bigger intervals.

###### Lemma 2.

Let $`0<\delta 1`$. Fix $`xI`$. Suppose that either (A) $`xb/2`$ and

$$\underset{[0,2x]}{\mathrm{max}}|\phi ^{\prime \prime }(y)|\delta ,$$
(2.12)
or (B) $`x>b/2`$ and

$$\underset{[2xb,b]}{\mathrm{max}}|\phi ^{\prime \prime }(y)|\delta .$$

Then $`I_x=[x\delta ^{1/2}(\phi (x))^{1/2},x+\delta ^{1/2}(\phi (x))^{1/2}]I`$, and

$$\phi (y)4\phi (x),y[x,x+\delta ^{1/2}(\phi (x))^{1/2}].$$

###### Proof.

The arguments in the cases (A) and (B) are analogous, and we restrict ourselves to the case (A). By (2.12),

$$\phi (y)\delta y^2/2,yI,$$

and hence, $`I_x[0,2x]I`$. Let us verify that

$$\phi ^{}(t)3\delta ^{1/2}(\phi (x))^{1/2},tI_x.$$
(2.13)
Otherwise, we would obtain that

$$\phi ^{}(y)>\delta ^{1/2}(\phi (x))^{1/2},yI_x,$$

and hence $`\phi (x\delta ^{1/2}(\phi (x))^{1/2})<0`$, which is impossible.

Inequality (2.13) implies our assertion:

$$\begin{array}{c}\phi (y)\phi (x)(yx)\underset{xty}{\mathrm{max}}\phi ^{}(t)\delta ^{1/2}(\phi (x))^{1/2}3\delta ^{1/2}(\phi (x))^{1/2}\hfill \\ \hfill =3\phi (x),xyx+\delta ^{1/2}(\phi (x))^{1/2}.\end{array}$$

The following lemma shows that $`x_n`$ as a function of $`n`$ behaves asymptotically as the function inverse to the integral of $`1/\phi `$. For related results see \[5, Appendix to Chapter 2, Theorem 3\].

###### Lemma 3.

Suppose that

$$\underset{[x_1,x_n]}{\mathrm{max}}|\phi ^{}(x)|\frac{1}{2}.$$
(2.14)
Then

$$\frac{2}{3}\frac{1}{n1}_{x_1}^{x_n}\frac{dt}{\phi (t)}2.$$

###### Proof.

For every $`x[x_1,x_{n1}]`$, $`\theta [0,1]`$, there exists $`\theta _1[0,1]`$ such that

$$\left|\frac{\phi (x+\theta \phi (x))}{\phi (x)}1\right|=\theta \left|\phi ^{}(x+\theta \theta _1\phi (x))\right|\frac{1}{2}.$$

Since $`x_{k+1}=x_k+\phi (x_k)`$, we get

$$\frac{2}{3}_{x_k}^{x_{k+1}}\frac{dt}{\phi (t)}2.$$

Summing up for $`k=1,\mathrm{},n1`$ we obtain the assertion. ∎

2.3. We return to the analysis of the behavior of our sequence $`\{x_k\}_{1kn}`$ on the interval $`I=[a,b]𝔄`$. If $`|f^{}1|<1/2`$ on $`I`$, then we put $`J(I)=\mathrm{}`$. Otherwise, we choose the minimal closed subinterval $`J(I)=[c,d]I`$ such that

$$|f^{}(x)1|<\frac{1}{2},xIJ(I)=I^lI^r,$$

where

$$I^l=[a,c),I^r=(d,b].$$

Since $`E_1(f)=\mathrm{}`$, the set

$$J=\underset{I𝔄}{}J(I)$$

is a compact subset of $`𝒟`$ having empty intersection with $`E(f)`$. Indeed, if $`yJ`$, then there are $`y_kJ(I_k)`$, $`I_k𝔄`$, such that $`y_ky`$ as $`k\mathrm{}`$. Hence, $`|f^{}(y)1|1/2`$, and $`yE(f)`$. Therefore, for some $`I𝔄`$, we have $`yIntI`$, and finally, $`yJ(I)J`$. By continuity of $`f`$,

$$\underset{xJ}{inf}|f(x)x|=\rho (f)>0.$$

Since $`f(x)x`$ is of constant sign on $`I`$, and $`|x_{k+1}x_k|\rho (f)`$ for $`x_kJ(I)`$, our sequence $`\{x_k\}_{1kn}`$ may contain at most $`N(f)=1+\mathrm{\Delta }/\rho (f)`$ points of $`J(I)`$.

Furthermore, if $`J(I)=\mathrm{}`$, then condition (2.14) holds for our sequence $`\{x_k\}_{1kn}I`$. Otherwise, we have one of the following four possibilities:

(I) either $`\{x_k\}_{1kn}I^l`$ or $`\{x_k\}_{1kn}I^r`$, and condition (2.14) holds for the sequence $`\{x_k\}_{1kn}`$;

(II) either $`\{x_k\}_{1kn}I^lJ(I)`$ or $`\{x_k\}_{1kn}J(I)I^r`$. Then dropping at most $`N(f)`$ points of the sequence $`\{x_k\}`$ we return to the situation in (I) without changing the asymptotics of $`\mathrm{\Phi }`$;

(III) $`\{x_k\}_{1kn}I^l\mathrm{}`$, $`\{x_k\}_{1kn}I^r\mathrm{}`$, $`\{x_k\}_{1kn}J(I)\mathrm{}`$. Once again we assume that $`f(x)x`$ on $`I`$. Applying Lemma 1, we get

$$\left|\mathrm{log}\frac{\phi (x_n)}{\phi (x_k)}\mathrm{\Phi }(nk,x_k)\right|c(f),1kn.$$

If $`j`$ is the minimal index such that $`x_jJ(I)`$, then

$$\mathrm{log}\frac{\phi (x_n)}{\phi (x_j)}\mathrm{log}\frac{\mathrm{max}_𝒟\phi }{\rho (f)}c(f),$$

and we are able to drop all the points $`x_k`$, $`jkn`$, and return to (I) without worsening the asymptotics of $`\mathrm{\Phi }`$;

(IV) $`\{x_k\}_{1kn}I^l\mathrm{}`$, $`\{x_k\}_{1kn}I^r\mathrm{}`$, $`\{x_k\}_{1kn}J(I)=\mathrm{}`$. Replacing $`x_1`$ by a suitable $`x_1^{}[x_1,x_2]`$, and defining $`x_{k+1}^{}=f(x_k^{})`$, $`k1`$, we can guarantee that $`\{x_k^{}\}_{1kn}J(I)\mathrm{}`$. Now, the sequence $`\{x_k^{}\}_{1kn}`$ satisfies the conditions of (II) or (III), and

$$\left|\mathrm{\Phi }(n,x_1)\mathrm{\Phi }(n,x_1^{})\right|c(f)|I|.$$

(Here we use (2.4).)

Thus, from now on we may assume that the assertion of Lemma 3 holds for $`\{x_k\}_{1kn}`$.

###### 2.4. Proof of Theorem 1.

The parts (A) and (C) are rather standard; the lower estimates follow, for example, from the description of the behavior of the iteration sequences $`\{f^n(x)\}_{n1}`$ near a fixed point of $`f`$ given in \[5, Section 2.6\]; to get the upper estimates we can use an argument similar to that in the part (B).

(B) Fix $`A1`$. Let $`\{x_k\}_{1kn}I=[a,b]𝔄`$, suppose that $`\phi 0`$ on $`I`$, and let $`\{x_k\}_{1kn}`$ and $`I`$ satisfy the conditions of Lemma 3. Using Lemma 2 and the fact that $`\phi ^{\prime \prime }`$ vanishes on $`I`$ and is uniformly continuous on $`𝒟`$, we obtain that for $`dist(x,I)<\epsilon (A,f)`$,

$$\phi (t)4\phi (x),xtx+A(\phi (x))^{1/2}.$$
(2.15)
If $`dist(x_1,I)\epsilon (A,f)`$, then $`\phi (x_1)\beta (A,f)>0`$, and then, by Lemma 1,

$$\mathrm{\Phi }(n1,x_1)c(A,f).$$

Otherwise, (2.15) holds for $`x=x_1`$. Now, if $`x_nx_1+A(\phi (x_1))^{1/2}`$, then $`\phi (x_n)4\phi (x_1)`$, and again by Lemma 1,

$$\mathrm{\Phi }(n1,x_1)c(f).$$

Finally, if $`x_n>x_1+A(\phi (x_1))^{1/2}`$, then by Lemma 3 and by (2.15),

$$2n_{x_1}^{x_n}\frac{dt}{\phi (t)}_{x_1}^{x_1+A(\phi (x_1))^{1/2}}\frac{dt}{\phi (t)}\frac{A}{4(\phi (x_1))^{1/2}}.$$

Hence,

$$\mathrm{log}\frac{\phi (x_n)}{\phi (x_1)}2\mathrm{log}n\mathrm{log}\left(\frac{64\phi (x_n)}{A^2}\right)\mathrm{log}\left(\frac{64}{A^2}\underset{I}{\mathrm{max}}\phi \right).$$

It remains to apply once again Lemma 1 to conclude that

$$\mathrm{\Phi }(n1,x_1)2\mathrm{log}n+c(f)2\mathrm{log}A.$$

Since $`A`$ is arbitrary, our proof is completed. ∎

###### 2.5. Proof of Theorem 3.

We argue as in the previous proof. Instead of Lemma 2, we use the following resultat:

###### Lemma 4.

If $`\phi `$ vanishes at $`0`$ with all its derivatives, $`N1`$, $`x>0`$, and

$$\phi (y)(\phi (x))^{11/(2N)}1,0<y<x,$$
(2.16)
then

$$\phi (t)C(N,\phi )\phi (x),xtx+(\phi (x))^{1/N}.$$
(2.17)
Thus, condition (2.16) permits us to extend the estimate of Lemma 2 to much bigger intervals.

###### Proof.

The Gorny-Cartan inequalities (see, for example, \[6, 6.4.IV\]) claim that for every $`1kM`$, and $`FC^M[0,1]`$, there exists $`C(M)`$ such that

$$\begin{array}{c}|F^{(k)}(t)|C(M)\underset{[0,1]}{\mathrm{max}}|F(s)|^{1k/M}\hfill \\ \hfill \times \mathrm{max}[\underset{[0,1]}{\mathrm{max}}|F(s)|,\underset{[0,1]}{\mathrm{max}}|F^{(M)}(s)|]^{k/M},0t1,\end{array}$$

where $`F^{(k)}`$ is the $`k`$-th derivative of $`F`$.

Applying these inequalities to $`F(t)=\phi (xt)`$, $`M=4N^2`$, $`1kN`$, and using (2.16) and the fact that for some $`C(N,\phi )`$,

$`|\phi ^{(4N^2)}(t)|`$ $`C(N,\phi ),0t1,`$
$`0\phi (t)`$ $`C(N,\phi )t^{4N^2},0t1,`$
we conclude that

$$\begin{array}{c}\phi ^{(k)}(x)=x^k|F^{(k)}(1)|C(N,\phi )x^k(\phi (x))^{(11/(2N))(1N/(4N^2))}\hfill \\ \hfill C_1(N,\phi )(\phi (x))^{11/N},1kN,\end{array}$$

for some $`C_1(N,\phi )1`$.

If $`\phi (t)>C\phi (x)`$ for some $`xtx+(\phi (x))^{1/N}`$, then by induction we get a sequence of points $`xt_{k+1}t_kt_0=t`$, $`1k<N`$, with

$$\phi ^{(k)}(t_k)>\left[CkC_1(N,\phi )\right](\phi (x))^{1k/N},1kN.$$

Fix $`C(N,\phi )=NC_1(N,\phi )+\mathrm{max}_𝒟|\phi ^{(N)}|`$. Then we get

$$\phi ^{(N)}(t_N)>\underset{𝒟}{\mathrm{max}}|\phi ^{(N)}|,$$

which is impossible. This contradiction proves (2.17) with our choice of $`C(N,\phi )`$. ∎

Now we fix $`N`$ and $`x_1𝒟`$, and obtain as in the proof of Theorem 1 (B) that either

$$\mathrm{\Phi }(n1,x_1)c(N,f)$$

or

$$2n_{x_1}^{x_n}\frac{dt}{\phi (t)}_{x_1}^{x_1+(\phi (x_1))^{1/N}}\frac{dt}{\phi (t)}\frac{1}{C(N,\phi )(\phi (x_1))^{11/N}}.$$

In the latter case,

$$\mathrm{\Phi }(n1,x_1)\mathrm{log}\frac{\phi (x_n)}{\phi (x_1)}+c(\phi )\frac{N}{N1}\mathrm{log}n+c_1(N,\phi ).$$

Since $`N`$ is arbitrary, our proof is completed. ∎

## 3. Proof of Theorem 2

Without loss of generality we assume that $`\{\epsilon _k\}`$ is a decreasing sequence. We are going to construct a function $`f`$, $`f(x)=x+\phi (x)`$ with non-negative $`\phi C\{M_n\}`$ vanishing at $`0`$ with all its derivatives, and points $`x_1^n[0,1]`$ such that

$$\mathrm{\Phi }(n,x_1^n)\mathrm{log}(\epsilon _nn^2),n1.$$
(3.1)
The function $`\phi `$ will be of the form $`t\gamma _k(tz_k)^2+\omega _k`$ on disjoint intervals $`J_k`$ tending to $`0`$ with $`\omega _k\gamma _k0`$. In this way, we can make $`\mathrm{max}_{x[0,1]}\mathrm{\Phi }(n,x)`$ grow almost as fast as for $`\phi (x)=x^2`$, and still keep $`\phi `$ smooth and flat at $`0`$.

We choose closed intervals $`J_k`$, and numbers $`z_k,w_k`$ such that

$$[z_k,z_k+w_k]IntJ_kJ_kI_k=(\frac{1}{2k},\frac{1}{2k1}).$$

Then we find non-negative $`u_kC\{M_n\}`$, $`suppu_kI_k`$, with $`u_k|J_k1`$. Choose $`1/100>\gamma _k0`$, $`k\mathrm{}`$, such that for every sequence $`\{\theta _k\}`$, $`\theta _k[0,1]`$, the sums

$$\underset{k1}{}\gamma _k(z_k)^2u_k$$

and

$$\underset{k1}{}\theta _k\gamma _ku_k$$

belong to $`C\{M_n\}`$ and vanish at $`0`$ with all their derivatives. Finally, we choose $`n_k`$ such that

$$\gamma _kw_k\epsilon _{n_k},$$
(3.2)
$$n_k\frac{3}{\gamma _kw_k}.$$
(3.3)
Now we put $`\phi _k(x)=\gamma _k(xz_k)^2`$, $`f_k(x)=x+\phi _k(x)`$. The functions $`f_k`$ satisfy the conditions of Lemma 1 (B) with $`H=2`$. We start with $`x_1^{k,m}=z_k+m`$, $`0<mw_k/3`$, and continue by $`x_{s+1}^{k,m}=x_s^{k,m}+\phi _k(x_s^{k,m})`$, until $`x_{N(m)+1}^{k,m}>z_k+2w_k/3`$. Since $`\gamma _k<1/100`$, we have

$$x_{N(m)+1}^{k,m}z_k+\frac{2w_k}{3}+\frac{1}{100}\left(\frac{2w_k}{3}\right)^2<z_k+w_k.$$

Using Lemma 3 we obtain that

$$\begin{array}{c}\frac{2}{3}N(m)_m^{x_{N(m)+1}^{k,m}z_k}\frac{dt}{\gamma _kt^2}_m^{w_k}\frac{dt}{\gamma _kt^2}\hfill \\ \hfill =\frac{1}{\gamma _k}\left[\frac{1}{m}\frac{1}{w_k}\right]\frac{2}{3}\frac{1}{\gamma _km}.\end{array}$$
(3.4)
In particular, by (3.3),

$$N(w_k/3)\frac{3}{\gamma _kw_k}n_k.$$

By continuity of $`\phi _k`$, for every $`nn_k`$ there exists $`m=m(n)(0,w_k/3]`$ such that $`n=N(m(n))`$. Furthermore, by Lemma 1 (B),

$$\mathrm{\Phi }(n,x_1^{k,m(n)},f_k)\mathrm{log}\frac{\gamma _k(x_{n+1}^{k,m(n)}z_k)^2}{\gamma _k(x_1^{k,m(n)}z_k)^2}+C\mathrm{log}\frac{\gamma _kw_k^2}{\gamma _k(m(n))^2}+C_1$$

(by (3.2) and (3.4))
$$\mathrm{log}[\epsilon _{n_k}^2(N(m(n)))^2]+C_1=\mathrm{log}[\epsilon _{n_k}^2n^2]+C_1,nn_k,$$

with $`C`$, $`C_1`$ independent of $`k`$ and $`\{\epsilon _n\}`$.

Next we choose $`0<\omega _k\gamma _k`$ such that for $`f_k^{}`$, $`f_k^{}(x)=\omega _k+\gamma _k(xz_k)^2`$, we still have

$$\mathrm{\Phi }(n,x_1^{k,m(n)},f_k^{})\mathrm{log}(\epsilon _{n_k}^2n^2)+C_11,n_knn_{k+1}.$$

It remains to define

$$\phi _0(x)=\underset{k1}{}\left[\gamma _k(xz_k)^2+\omega _k\right]u_k(x),$$

and add to $`\phi _0`$ a non-negative function in $`C\{M_n\}`$ vanishing at $`0`$ with all its derivatives, with support on

$$(0,1)\underset{k1}{}[z_k,z_k+w_k],$$

which is strictly positive on

$$(0,1)\underset{k1}{}J_k,$$

to get $`\phi `$. Now, (3.1) is verified for all sufficiently big $`n`$. Finally we change $`\phi `$ on a small interval inside $`I_1`$ to get (3.1) for all $`n1`$.

###### Remark.

We can use the above construction to produce a flow $`g^t`$ of germs of $`C^{\mathrm{}}`$-smooth diffeomorphisms with $`g^t(x)x`$ flat at $`0`$, such that

$$\mathrm{\Gamma }_n(g^1)\epsilon _nn^2,n1.$$
(3.5)
To do this, consider the equation

$$\{\begin{array}{c}\frac{F}{t}(t,x)=\phi (F(t,x)),x,t0,\\ F(0,x)=x,x0.\end{array}$$

Then $`g^t=F(t,)`$, $`t0`$, are the germs of $`C^{\mathrm{}}`$-smooth diffeomorphisms, and the germs $`g^t(x)x`$ are flat at $`0`$. Put $`g=g^1`$. An easy argument shows that for $`x>0`$, $`n1`$, such that $`g^n(x)`$ is sufficiently small, we have

$$_x^{g^n(x)}\frac{dt}{\phi (t)}=_{F(0,x}^{F(n,x)}\frac{dt}{\phi (t)}=_0^n\frac{\frac{}{s}F(s,x)}{\phi (F(s,x))}𝑑s=n.$$

and hence

$$(g^n)^{}(x)=\frac{\phi (g^n(x))}{\phi (x)}.$$

Starting from these equalities, and using the same argument as in the previous proof, we conclude that (3.5) holds.

## 4. Proof of Theorem 1.5

(A) We use the scheme proposed in . First we prove two lemmas: a Denjoy-type statement and a convex analysis result.

###### Lemma 5.

Let $`f\mathrm{Diff}_0^{1,\alpha }([0,1])`$. If $`J[0,1]`$ is a closed interval such that $`f(J)J=\mathrm{}`$, then for every $`n`$ and every $`x,yJ`$,

$$\left|\mathrm{log}\frac{(f^n)^{}(x)}{(f^n)^{}(y)}\right|c(f)n^{1\alpha }.$$
(4.1)
###### Proof.

Since $`0<\mathrm{min}_{[0,1]}f^{}\mathrm{max}_{[0,1]}f^{}<\mathrm{}`$, $`fC^{1,\alpha }`$, we have

$$\left|\mathrm{log}\frac{(f^n)^{}(x)}{(f^n)^{}(y)}\right|c(f)\underset{k=1}{\overset{n}{}}|f^{}(x_k)f^{}(y_k)|c_1(f)\underset{k=1}{\overset{n}{}}|x_ky_k|^\alpha ,$$

where $`x_1=x`$, $`y_1=y`$, $`x_k=f(x_{k1})`$, $`y_k=f(y_{k1})`$, $`k>1`$. Next, the intervals $`[x_k,y_k]`$ are disjoint, and hence $`_{k=1}^n|x_ky_k|1`$. By the Hölder inequality we obtain

$$\underset{k=1}{\overset{n}{}}|x_ky_k|^\alpha \left(\underset{k=1}{\overset{n}{}}|x_ky_k|\right)^\alpha \left(\underset{k=1}{\overset{n}{}}1\right)^{1\alpha }n^{1\alpha },$$

and (4.1) follows. ∎

###### Lemma 6 (compare to Lemma 2.3 of ).

Let $`\{a_n\}_{n0}`$ be a sequence of non-negative numbers. Suppose that the following almost convexity inequality

$$2a_na_{n1}a_{n+1}K\mathrm{exp}\left[a_n+K_1n^{1\alpha }\right],n1,$$
(4.2)
holds for some positive $`K,K_1`$, $`a_0=0`$, and

$$\underset{n\mathrm{}}{lim\; inf}\frac{a_n}{n}=0.$$
(4.3)
Then

$$a_nAn^{1\alpha },n1,$$
(4.4)
where $`A=A(K,K_1)`$.

###### Proof.

First we fix $`A`$ so large that for every $`n1`$,

$$\begin{array}{c}A\left[(n+1)^{1\alpha }n^{1\alpha }\right]AC(\alpha )n^\alpha \hfill \\ \hfill 2K\underset{k>n}{}\mathrm{exp}\left[\left(\frac{A}{2}K_1\right)k^{1\alpha }\right].\end{array}$$
(4.5)
If (4.4) does not hold, then we could find the smallest integer $`n`$ such that

$$a_nAn^{1\alpha },a_{n+1}>A(n+1)^{1\alpha },$$
(4.6)
and hence,

$$a_{n+1}a_n>A\left[(n+1)^{1\alpha }n^{1\alpha }\right].$$
(4.7)
Then either

$$a_k\frac{A}{2}k^{1\alpha },k>n,$$
(4.8)
or we could find the smallest integer $`m>n`$ such that

$$a_m\frac{A}{2}m^{1\alpha },a_{m+1}<\frac{A}{2}(m+1)^{1\alpha }.$$
(4.9)
In the latter case, by (4.2),

$$\begin{array}{c}(a_{n+s+1}a_{n+s})(a_{n+s+2}a_{n+s+1})\hfill \\ \hfill K\mathrm{exp}\left[\left(\frac{A}{2}K_1\right)(n+s+1)^{1\alpha }\right],0s<mn.\end{array}$$

Now, by (4.5) and by (4.7),

$$\begin{array}{c}a_{n+s+2}a_{n+s+1}\hfill \\ \hfill A\left[(n+1)^{1\alpha }n^{1\alpha }\right]K\underset{k>n}{}\mathrm{exp}\left[\left(\frac{A}{2}K_1\right)k^{1\alpha }\right]\\ \hfill \frac{A}{2}\left[(n+1)^{1\alpha }n^{1\alpha }\right],0s<mn,\end{array}$$
(4.10)
and

$$\begin{array}{c}a_{m+1}=a_{n+1}+\underset{k=n+1}{\overset{m}{}}[a_{k+1}a_k]\hfill \\ \hfill A(n+1)^{1\alpha }+(mn)\frac{A}{2}\left[(n+1)^{1\alpha }n^{1\alpha }\right].\end{array}$$

Since the function $`xx^{1\alpha }`$ is concave, we obtain

$$a_{m+1}\frac{A}{2}(n+1)^{1\alpha }+\frac{A}{2}\underset{k=n+1}{\overset{m}{}}[(k+1)^{1\alpha }k^{1\alpha }]=\frac{A}{2}(m+1)^{1\alpha },$$

and we get a contradiction to (4.9). Thus, (4.8) is established. Arguing as above we derive from (4.10) that

$$\frac{a_k}{k}\frac{A}{2}\left[(n+1)^{1\alpha }n^{1\alpha }\right]+o(1),k\mathrm{},$$

that contradicts to our condition (4.3). Thus, (4.6) does not hold, and (4.4) is proved. ∎

Now, the assertion (A) of Theorem 1.5 follows just as in . To make our proof self-contained, we repeat here the argument from .

Consider the sequence $`a_n(f)`$ defined by (2.1). Fix $`n1`$, and choose $`x_1[0,1]`$ such that for $`x_{k+1}=f(x_k)`$, $`1kn`$, we have

$$a_n(f)=\mathrm{log}[(f^n)^{}(x_2)]=\underset{k=2}{\overset{n+1}{}}\mathrm{log}f^{}(x_k).$$

Then

$`a_{n+1}(f)`$ $`{\displaystyle \underset{k=1}{\overset{n+1}{}}}\mathrm{log}f^{}(x_k),`$
$`a_{n1}(f)`$ $`{\displaystyle \underset{k=3}{\overset{n+1}{}}}\mathrm{log}f^{}(x_k),`$
and as a result,

$$2a_n(f)a_{n+1}(f)a_{n1}(f)\mathrm{log}f^{}(x_2)\mathrm{log}f^{}(x_1)$$

$$c(f)|x_2x_1|^\alpha c(f)\left|\frac{x_2x_1}{x_{n+2}x_{n+1}}\right|^\alpha =\frac{c(f)}{|(f^n)^{}(y)|^\alpha }$$

for some $`y`$ between $`x_1`$ and $`x_2`$. By Lemma 4.1,

$$|(f^n)^{}(y)||(f^n)^{}(x_2)|\mathrm{exp}[c(f)n^{1\alpha }]=\mathrm{exp}[a_n(f)c(f)n^{1\alpha }],$$

and we conclude that the sequence $`a_n(f)`$ satisfies the condition (4.2). Since $`E_1(f)=\mathrm{}`$, this sequence satisfies also (4.3), and we can apply Lemma 6 to complete the proof of the part (A) of the theorem.

(B) First we fix $`\beta >0`$, and consider the function

$$\overline{\phi }(x)=\overline{\phi }(\beta ,x)=(x^{1/\beta }1)^\beta xx^{(\alpha +1)(\beta +1)/\beta }\mathrm{sin}\frac{2\pi }{x^{1/\beta }},0<x<1.$$

Since $`\alpha >0`$, we have

$$\overline{\phi }(x)\beta x^{(\beta +1)/\beta },x0.$$

Fix a positive integer $`N`$. If $`x_1=N^\beta `$, then

$$x_2=x_1+\overline{\phi }(x_1)=(N1)^\beta ,$$

and by induction we obtain

$$x_k=x_{k1}+\overline{\phi }(x_{k1})=(N+1k)^\beta ,1kN.$$

Furthermore,

$$\begin{array}{c}\overline{\phi }^{}(x)=(1x^{1/\beta })^{\beta 1}1(\alpha +1)\frac{\beta +1}{\beta }x^{[(\alpha +1)(\beta +1)/\beta ]1}\mathrm{sin}\frac{2\pi }{x^{1/\beta }}\hfill \\ \hfill +\frac{2\pi }{\beta }x^{\alpha (\beta +1)/\beta }\mathrm{cos}\frac{2\pi }{x^{1/\beta }},x>0,\end{array}$$

and

$$\overline{\phi }^{}(k^\beta )=\left(1\frac{1}{k}\right)^{\beta 1}1+\frac{2\pi }{\beta }k^{\alpha (\beta +1)},k.$$

If $`\beta +1<1/\alpha `$, then

$`\overline{\phi }^{}(k^\beta )`$ $`{\displaystyle \frac{2\pi }{\beta }}k^{\alpha (\beta +1)},k,k\mathrm{},`$ (4.11)
$`\overline{\phi }^{}\left(\left(k+{\displaystyle \frac{1}{2}}\right)^\beta \right)`$ $`{\displaystyle \frac{2\pi }{\beta }}k^{\alpha (\beta +1)},k,k\mathrm{}.`$
In particular, we obtain that $`\overline{\phi }^{}`$ vanishes on a sequence of points $`y_k`$,

$$\left(k+\frac{1}{2}\right)^\beta <y_k<k^\beta ,k>1.$$

The formula (4.11) implies that

$$\underset{k=1}{\overset{N}{}}\mathrm{log}(1+\overline{\phi }^{}(x_k))\frac{2\pi }{\beta (1\alpha (\beta +1))}N^{1\alpha (\beta +1)},N\mathrm{}.$$
(4.12)
Next we verify that $`\overline{\phi }^{}`$ belongs to the Lipschitz $`\alpha `$ class.

###### Lemma 7.

If $`p>0`$, $`0<\alpha <1`$, $`b(p+1)\alpha `$, then the functions $`g,h`$,

$$g(x)=x^b\mathrm{sin}x^p,h(x)=x^b\mathrm{cos}x^p,$$

belong to $`Lip_\alpha [0,1]`$.

###### Proof.

Let $`0y<x1`$. If $`0<xyx^{p+1}`$, then

$$|g(x)g(y)|(xy)\underset{ytx}{\mathrm{max}}|g^{}(t)|c(xy)x^{bp1}c_1(xy)^\alpha ,$$

where $`c,c_1`$ depend only on $`b,p,\alpha `$. Otherwise, if $`y<xx^{p+1}`$, then

$$|g(x)g(y)|2\underset{ytx}{\mathrm{max}}|g(t)|2x^b2(xy)^\alpha .$$

The same argument works for the function $`h`$. ∎

Since the function $`x(1x^{1/\beta })^{\beta 1}`$ is $`C^1`$-smooth on $`[0,1/2]`$, we conclude that

$$\overline{\phi }^{}_{Lip_\alpha [0,1/2]}K(\beta ).$$

Finally, we use the functions $`\overline{\phi }(\beta ,)`$, $`\beta >0`$, to construct $`f`$ with

$$\underset{N\mathrm{}}{lim}N^{\alpha (\beta +1)1}\underset{x[0,1]}{\mathrm{max}}\mathrm{\Phi }(N,x,f)>0$$

for every $`\beta >0`$.

Fix $`\psi C^{\mathrm{}}([0,1])`$, $`0\psi 1`$, with $`supp\psi [0,1)`$, $`supp(1\psi )(0,1]`$. Choose a sequence $`{\displaystyle \frac{1}{\alpha }}1>\beta _k0`$, and a sequence of disjoint intervals $`I_k=[a_k,b_k][0,1]`$, $`k1`$. For every $`k1`$ we define $`\phi ()=\overline{\phi }(\beta _k,)`$, $`\mathrm{\Delta }=|I_k|(K(\beta _k))^{1/\alpha }`$. Given $`0<\delta <\mathrm{\Delta }/2`$ such that $`\phi ^{}(\delta )=0`$, define

$$\phi _\delta (x)=\{\begin{array}{cc}\phi (x),0<x\delta ,\hfill & \\ \phi (\delta ),\delta <x\mathrm{\Delta }/2,\hfill & \\ \phi (\delta )\psi ((2x\mathrm{\Delta })/\mathrm{\Delta }),\mathrm{\Delta }/2x\mathrm{\Delta }.\hfill & \end{array}$$

Then

$$\phi _\delta ^{}_{Lip_\alpha [0,\mathrm{\Delta }]}K(\beta _k)+c|\phi (\delta )|\mathrm{\Delta }^{1\alpha },$$

and for sufficiently small $`\delta `$ with $`\phi ^{}(\delta )=0`$,

$$\phi _\delta ^{}_{Lip_\alpha [0,\mathrm{\Delta }]}2K(\beta _k).$$

Fix such a value $`\delta =\delta (k)`$, and define

$$\phi _k^{}(x)=\frac{|I_k|}{\mathrm{\Delta }}\phi _\delta \left(\frac{\mathrm{\Delta }x}{|I_k|}\right),0x|I_k|.$$

Then

$$\phi _{k}^{}{}_{}{}^{}_{Lip_\alpha [0,|I_k|]}2\frac{\mathrm{\Delta }^\alpha }{|I_k|^\alpha }K(\beta _k)2.$$

Put

$$f(x)=\{\begin{array}{cc}x+\phi _k^{}(xa_k),xI_k,k1,\hfill & \\ x\text{elsewhere}.\hfill & \end{array}$$

Then

$$f^{}_{Lip_\alpha [0,1]}4,$$

and for every $`k1`$, by (4.12) we obtain

$$\mathrm{\Phi }(N,a_k+N^{\beta _k},f)\frac{2\pi }{\beta _k(1\alpha (\beta _k+1))}N^{1\alpha (\beta _k+1)},N\mathrm{}.$$

Hence, for every $`k1`$,

$$\underset{N\mathrm{}}{lim\; inf}\frac{\mathrm{log}\mathrm{log}\mathrm{\Gamma }_N(f)}{\mathrm{log}N}1\alpha (\beta _k+1).$$

Applying the result of the part (A) we obtain that $`f`$ satisfies (1.5), and the proof of Theorem 1.5 is completed.

###### Remark.

Note that $`\phi `$ and $`\phi ^{}`$ constructed in the part (B) of the previous proof may vanish at $`0`$ more rapidly than any preassigned power if we take sufficiently small $`\beta >0`$. However, $`\phi ^{\prime \prime }`$ is always unbounded near the point $`0`$.

Alexander Borichev, Department of Mathematics,
University of Bordeaux I, 351, cours de la Libération, 33405 Talence, France