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# References

On the Determinant of a Certain Wiener-Hopf + Hankel Operator

Estelle L. Basor
Department of Mathematics
California Polytechnic State University
San Luis Obispo, CA 93407, USA

Torsten Ehrhardt
Fakultät für Mathematik
Technische Universität Chemnitz
09107 Chemnitz, Germany

Harold Widom
Department of Mathematics
University of California
Santa Cruz, CA 95064, USA

## Abstract

We establish an asymptotic formula for determinants of truncated Wiener-Hopf+Hankel operators with symbol equal to the exponential of a constant times the characteristic function of an interval. This is done by reducing it to the corresponding (known) asymptotics for truncated Toeplitz+Hankel operators. The determinants in question arise in random matrix theory in determining the limiting distribution for the number of eigenvalues in an interval for a scaled Laguerre ensemble of positive Hermitian matrices.

I. Introduction

It has long been known that the asymptotic evaluation of Fredholm determinants of truncated Wiener-Hopf operators $`W_R(\sigma )`$ is important in the study of certain random matrix problems. These operators act on $`L^2(0,R)`$ according to the rule

$$f(x)g(x)=f(x)+_0^Rk(xy)f(y)𝑑y$$

with the kernel of the integral operator given by

$$k(x)=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}(\sigma (\xi )1)e^{ix\xi }𝑑\xi .$$

The symbol $`\sigma (\xi )`$ is defined on the real line $`𝐑`$ and it is assumed that $`\sigma (\xi )1L^1(𝐑)`$. If we think of $`\lambda _1,\mathrm{},\lambda _N`$ as the eigenvalues of a random Hermitian matrix in the classical Gaussian Unitary Ensemble (GUE) the Fourier transform of the distribution function for the random variable given by

$$\underset{i=1}{\overset{N}{}}f(\lambda _i/\sqrt{2N})$$

can be shown to be equal (after an appropriate scaling limit) to the Fredholm determinant

$$detW_R(\sigma )$$

with symbol

$$\sigma (\xi )=e^{i\alpha f(\xi )}.$$

An application of a Szegö type theorem, which computes these determinants asymptotically, shows that the random variable is asymptotically normal. This holds if the function $`f`$ satisfies the conditions required by the Szegö theorem. In particular, the symbol should not have jump discontinuities. In the case where the function $`f`$ is a characteristic function the symbol has at least two jumps and the classical results do not apply. However, generalizations of the theorem starting with  and mostly recently with  have been obtained so that one can now compute the asymptotics of these determinants for symbols with jumps and also other singularities of a certain type. For a history of this problem, the reader is referred to . It is interesting to note here that the asymptotics for the case where jumps occur have a different form that make the associated distributions not asymptotically normal. For more information about the connection between the random variables and Fredholm determinants we refer to .

In the case of other random matrix ensembles other operators arise. In particular, for the so-called Laguerre ensembles of positive random Hermitian matrices, the operators of interest are not Wiener-Hopf, but Bessel operators, where the Fourier transform is replaced by the Hankel transform. In this case a Szegö type theorem was proved as well for symbols that are smooth. These results are contained in .

In two important cases, the Bessel operators reduce to operators which are a sum or difference of truncated Wiener-Hopf and Hankel operators. These operators also act on $`L^2(0,R)`$ and according to the rule

$$f(x)g(x)=f(x)+_0^R\left(k(xy)\pm k(x+y)\right)f(y)𝑑y,$$

where $`k`$ is the same as above. We will denote them by

$$W_R(\sigma )\pm H_R(\sigma ).$$

Generalizations of Szegö type theorems for symbols that are not smooth have been very difficult to obtain for this class of operators. One of the main difficulties is that while one can attempt to apply localization techniques which reduce the problem of singularities to a special family of symbols, the determinants for this family are not explicitly known.

It was exactly the analogous problem which delayed the generalization of the Szegö theorem in the Wiener-Hopf case to singular symbols. However, the difficulty was overcome in  by finding alternative Fredholm determinant representations for the determinants of the truncated Wiener-Hopf operators and then comparing them to corresponding formulas for determinants of finite Toeplitz matrices. These matrices are defined by

$$T_n(\phi )=(\phi _{jk})_{j,k=0,\mathrm{},n1}.$$

Here $`\phi _k`$ stands for the $`k`$-th Fourier coefficients of a function $`\phi `$ defined on the unit circle. For these the asymptotics were, conveniently, known. In  it was shown that for certain classes of singular symbols the Toeplitz and Wiener-Hopf determinants were (up to a simple constant factor) asymptotically equal when $`R2n`$. The alternative representations were obtained by using an identity of Borodin and Okounkov for Toeplitz determinants  and its Wiener-Hopf analogue . These formulas were only valid for smooth symbols and so it was necessary to introduce a parameter to regularize the symbols, apply the identity and then take a limit. This gave exact formulas for the determinants for the singular symbols. The final step was to prove that these were asymptotically equal.

In this paper we follow a similar path to find analogous asymptotic formulas for the truncated Wiener-Hopf + Hankel operators

$$W_R(\sigma )+H_R(\sigma )$$

in a case where $`\sigma `$ is the characteristic function of an interval and so has two jump discontinuities. Fortunately, the asymptotics for the corresponding Toeplitz + Hankel matrices

$$T_n(\phi )+H_n(\phi )=((\phi _{jk})+(\phi _{j+k+1}))_{j,k=0,\mathrm{},n1}$$

are known for these symbols  and thus the comparison can be made.

The symbol of interest is

$$\sigma (\xi )=\{\begin{array}{cc}1\hfill & \mathrm{if}|\xi |>1,\hfill \\ & \\ e^{2\pi i\alpha }\hfill & \mathrm{if}|\xi |<1,\hfill \end{array}$$

and the corresponding kernel is

$$(e^{2\pi i\alpha }1)\left(\frac{\mathrm{sin}(xy)}{\pi (xy)}+\frac{\mathrm{sin}(x+y)}{\pi (x+y)}\right).$$

Theorem. With $`\sigma `$ as above we have, for $`|\mathrm{}\alpha |<1/2`$,

$$det(W_R(\sigma )+H_R(\sigma ))e^{2i\alpha R}R^{3\alpha ^2}\mathrm{\hspace{0.17em}2}^{4\alpha ^2}G(12\alpha )G(1+2\alpha ),$$

where $`G`$ is the Barnes $`G`$-function.

Here is an outline of the paper. In the next section we derive Fredholm determinant representations for the determinants of $`T_n(\phi )+H_n(\phi )`$ and $`W_R(\sigma )+H_R(\sigma )`$ in case of smooth symbols. In Section III we introduce a parameter to regularize our symbols and apply the formulas. We then take quotients and let the parameter tend to its limit, obtaining in this way an exact formula for the quotient of the determinants with the singular symbols. In Section IV we show that (up to a simple factor) they are asymptotically equal.

The stated results yields asymptotic information about the random variable

$$\underset{i=1}{\overset{N}{}}f(\lambda _i/\sqrt{2N})$$

where $`f`$ is the characteristic function of the interval $`(0,1).`$ This random variable counts the number of eigenvalues in the interval $`(0,\sqrt{2N})`$. The techniques here can likely be modified to apply to other symbols as well so that more general discontinuous symbols can be also studied.

II. Formulas for truncated determinants

If $`A`$ is an invertible operator on Hilbert space of the form identity$`+`$trace class then for projections $`P`$ and $`Q=IP`$ we have

$$detPAP=(detA)(detQA^1Q).$$
(1)
This can be used to derive a formula of Borodin and Okounkov  for the finite Toeplitz determinants $`detT_n(\phi )`$ and an anologous formula for the finite Wiener-Hopf opertors $`W_R(\sigma )`$ . For the former $`P`$ is the projection $`P_n`$ onto the subspace of $`\mathrm{}^2(𝐙^+)`$, $`𝐙^+=\{0,1,\mathrm{},\}`$, spanned by $`z^k`$ ($`k=0,\mathrm{},n1`$), and for the latter $`P`$ is the projection onto the subspace $`L^2(0,R)`$ of $`L^2(0,\mathrm{})`$. A proof of the Borodin Okounkov formula for Toeplitz determinants based on formula (1) implicitly is in  and explicitly is in .

Here we shall obtain analogous formulas for the determinants of the operators $`T_n(\phi )+H_n(\phi )`$ and $`W_R(\sigma )+H_R(\sigma )`$. We assume about $`\phi `$ and $`\sigma `$ that they have sufficiently smooth logarithms (with $`\mathrm{log}\sigma `$ also belonging to $`L^1(𝐑)`$). Thus they have factorizations $`\phi (z)=\phi ^+(z)\phi ^{}(z)`$ and $`\sigma (\xi )=\sigma ^+(\xi )\sigma ^{}(\xi )`$, with factors extending analytically in the usual way to be analytic and nonzero inside and outside the unit circle and above and below the real line, respectively. Moreover, we will restrict ourselves to the case where the symbols are even, i.e., $`\phi (z^1)=\phi (z)`$ and $`\sigma (\xi )=\sigma (\xi )`$, since that is all we shall need later. In this case we can assume without loss of generality that the factors of the factorizations are related by $`\phi ^{}(z)=\phi ^+(z^1)`$ and $`\sigma ^{}(\xi )=\sigma ^+(\xi )`$. Formulas can also be obtained for non-even symbols, but they are more complicated.

In order to establish these formulas, let us recall that the Wiener-Hopf and the Hankel operators acting on $`L^2(0,\mathrm{})`$ are defined by

$$W(\sigma ):f(x)g(x)=f(x)+_0^{\mathrm{}}k(xy)f(y)𝑑y,$$

$$H(\sigma ):f(x)g(x)=_0^{\mathrm{}}k(x+y)f(y)𝑑y,$$

where $`k(x)`$ is given as before and $`\sigma 1L^1(𝐑)`$. The Toeplitz and the Hankel operator acting on $`\mathrm{}^2(𝐙^+)`$ are given in terms of their matrix representations by

$$T(\phi )=(\phi _{jk})_{j,k𝐙^+},H(\phi )=(\phi _{j+k+1})_{j,k𝐙^+},$$

where $`\phi _k`$ are the Fourier coefficients of the function $`\phi `$ defined on the unit circle.

If $`\phi `$ and $`\sigma `$ satisfy the above mentioned assumption and are even, then the identities are

$$det(T_n(\phi )+H_n(\phi ))=G[\phi ]^ndet[T(\phi ^1)(T(\phi )+H(\phi ))]det(I+Q_nH(\phi _{}/\phi _+)Q_n),$$
(2)
$$det(W_R(\sigma )+H_R(\sigma ))=G[\sigma ]^Rdet[W(\sigma ^1)(W(\sigma )+H(\sigma ))]det(I+Q_RH(\sigma _{}/\sigma _+)Q_R).$$
(3)
The constants $`G[\phi ]`$ and $`G[\sigma ]`$ are well known constants that appear also in the Szegö type theorems,

$$G[\phi ]=\mathrm{exp}\left(\frac{1}{2\pi }_0^{2\pi }\mathrm{log}\phi (e^{ix})𝑑x\right),$$

$$G[\sigma ]=\mathrm{exp}\left(\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}\mathrm{log}\sigma (\xi )𝑑\xi \right).$$

To prove (2) we write

$`det(T_n(\phi )+H_n(\phi ))`$ $`=`$ $`detP_n(T(\phi )+H(\phi ))P_n`$
$`=`$ $`detP_nT(\phi ^+)P_nT^1(\phi ^+)(T(\phi )+H(\phi ))T^1(\phi ^{})P_nT(\phi ^{})P_n`$
$`=`$ $`G[\phi ]^ndetP_nT^1(\phi ^+)(T(\phi )+H(\phi ))T^1(\phi ^{})P_n.`$
We apply (1) with $`P=P_n`$ and $`A=T^1(\phi ^+)(T(\phi )+H(\phi ))T^1(\phi ^{})`$. Then $`detA`$ equals the second factor on the right side of (2) since $`T^1(\phi ^{})T^1(\phi ^+)=T(\phi ^1)`$, and it remains to identify $`A^1`$. Of course

$$A^1=T(\phi ^{})(T(\phi )+H(\phi ))^1T(\phi ^+).$$

The pleasant fact is that if $`\phi `$ is even and invertible then

$$(T(\phi )+H(\phi ))^1=T(\phi ^1)+H(\phi ^1).$$

(See , Sec. 2. For non-even $`\phi `$ there is a more complicated formula.) Since $`T(\phi ^1)=T^1(\phi ^{})T^1(\phi ^+)`$ this gives

$$A^1=I+T(\phi ^{})H(\phi ^1)T(\phi ^+).$$

We now use twice the general identity

$$H(\psi _1\psi _2)=T(\psi _1)H(\psi _2)+H(\psi _1)T(\stackrel{~}{\psi _2})$$

(where $`\stackrel{~}{\psi }(z)=\psi (z^1))`$ to obtain

$$T(\phi ^{})H(\phi ^1)T(\phi ^+)=T(\phi ^{})H(\phi ^1\stackrel{~}{\phi ^+})=H(\phi ^{}\phi ^1\stackrel{~}{\phi ^+})=H(\phi ^{}/\phi ^+)$$

since we have assumed $`\stackrel{~}{\phi ^+}=\phi ^{}`$. This proves (2) and the proof of (3) is analogous.

Suppose symbols $`\phi (z)`$ and $`\sigma (\xi )`$ are related by

$$\sigma (\xi )=\phi \left(\frac{1+i\xi }{1i\xi }\right),\phi (z)=\sigma \left(i\frac{1z}{1+z}\right).$$
(4)
If we use the fact about the Laguerre polynomials $`L_j(x)`$ that

$$_0^{\mathrm{}}e^xe^{i\xi x}L_j(2x)𝑑x=\left(\frac{1i\xi }{1+i\xi }\right)^j\frac{1}{1+i\xi },$$

we see that the $`j,k`$ entry of the matrix for $`W(\sigma )`$ with respect to the orthonormal basis $`f_j(x)=\sqrt{2}e^xL_j(2x)`$ for $`L^2(0,\mathrm{})`$ is equal to

$$\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}_0^{\mathrm{}}_0^{\mathrm{}}e^{i\xi (xy)}\sigma (\xi )f_k(y)f_j(x)𝑑y𝑑x𝑑\xi $$

$$=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}\phi (z(\xi ))z(\xi )^{kj}\frac{2d\xi }{1+\xi ^2}=\frac{1}{2\pi }_{|z|=1}\phi (z)z^{kj}|dz|.$$

(In the integral on the left $`z(\xi )`$ denotes $`(1+i\xi )/(1i\xi )`$.) Thus the matrix for $`W(\sigma )`$ with respect to this basis is $`T(\phi )`$. (This fact is implicitly contained in . Also, of course, the matrix for $`W(\sigma ^1)`$ with respect to this basis is $`T(\phi ^1)`$.) Similarly the $`j,k`$ entry of the matrix for $`H(\sigma )`$ with respect to the same basis is equal to

$$\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}_0^{\mathrm{}}_0^{\mathrm{}}e^{i\xi (x+y)}\sigma (\xi )f_k(y)f_j(x)𝑑y𝑑x𝑑\xi $$

$$=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}\phi (z(\xi ))z(\xi )^{jk}\frac{2d\xi }{(1+i\xi )^2}=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}\phi (z(\xi ))z(\xi )^{jk2}\frac{2d\xi }{(1i\xi )^2}$$

$$=\frac{1}{2\pi }_{|z|=1}\phi (z)z^{jk1}|dz|.$$

Thus the matrix for $`H(\sigma )`$ with respect to this basis is $`H(\phi )`$. It follows that the first determinants on the right sides of (2) and (3) are equal and we have

$$\frac{det(W_R(\sigma )+H_R(\sigma ))}{det(T_n(\phi )+H_n(\phi ))}=\frac{G[\sigma ]^R}{G[\phi ]^n}\frac{det(I+Q_RH(\sigma _{}/\sigma _+)Q_R)}{det(I+Q_nH(\phi _{}/\phi _+)Q_n)}.$$
(5)
In our application (4) will hold up to constant factors. This is enough for (5) to hold since those first determinants are unchanged if we multiply the symbols by constants.

III. Fredholm determinant representations in the two-jump case

Our Wiener-Hopf symbol is

$$\sigma (\xi )=\{\begin{array}{cc}1\hfill & \mathrm{if}|\xi |>1,\hfill \\ & \\ e^{2\pi i\alpha }\hfill & \mathrm{if}|\xi |<1.\hfill \end{array}$$

This can be written alternatively as

$$\sigma (\xi )=\left(\frac{\xi 10i}{\xi 1+0i}\frac{\xi +1+0i}{\xi +10i}\right)^\alpha ,$$

where the arguments of $`\xi \pm 1\pm i0`$ are zero when $`\xi >0`$. The obvious way to regularize this is to replace 0 by $`\epsilon >0`$ everywhere and then eventually to take the $`\epsilon 0`$ limit. We use a different regularization which is more complicated at first but will be simpler in the end after we use the linear-fractional transformation

$$\xi (x)=i\frac{1ix}{1+ix},$$
(6)
which maps the unit interval $`[1,\mathrm{\hspace{0.17em}1}]`$ to the upper half of the unit circle in the complex $`\xi `$-plane. To regularize we introduce a parameter $`r(0,\mathrm{\hspace{0.17em}1})`$ and define

$$\sigma _r(\xi )=\left(\frac{\xi \xi (r)}{\xi \overline{\xi (r)}}\frac{\xi +\xi (r)}{\xi +\overline{\xi (r)}}\right)^\alpha ,$$

where the arguments of the four factors are close to zero when $`\xi `$ is large and positive. Since

$$\xi (r)=1+i(1r)+O((1r)^2)\mathrm{as}r1$$
(7)
we see that $`\sigma _r(\xi )\sigma (\xi )`$ as $`r1`$ when $`\xi \pm 1`$.

The Wiener-Hopf factors of $`\sigma _r(\xi )`$ are

$$\sigma _r^+(\xi )=\left(\frac{\xi +\xi (r)}{\xi \overline{\xi (r)}}\right)^\alpha ,\sigma _r^{}(\xi )=\left(\frac{\xi \xi (r)}{\xi +\overline{\xi (r)}}\right)^\alpha ,$$

so that

$$\frac{\sigma _r^+(\xi )}{\sigma _r^{}(\xi )}=\left(\frac{(\xi +\xi (r))(\xi +\overline{\xi (r)})}{(\xi \xi (r))(\xi \overline{\xi (r)})}\right)^\alpha .$$

We shall think of $`Q_RH(\sigma ^{}/\sigma ^+)Q_R`$ as acting on $`L^2(0,\mathrm{})`$ rather than $`L^2(R,\mathrm{})`$ by making the variable changes $`sR+s,tR+t`$. If we observe that $`\sigma _r^{}(\xi )=\sigma _r^\pm (\xi )`$ we see the operator has kernel

$$K_{R,r}(s,t)=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}\left[\frac{\sigma _r^+(\xi )}{\sigma _r^{}(\xi )}1\right]e^{i\xi (2R+s+t)}𝑑\xi .$$
(8)
We deform the contour to the arc of the unit circle in the upper half-plane between $`\xi (r)`$ and $`\overline{\xi (r)}=\xi (r)`$ described in two directions (the “lower” part to the right and the “upper” part to the left). Then we are going to make the change of variable (6) so that the arc of the unit circle corresponds to the $`x`$-interval $`(r,r)`$. A computation shows that

$$\frac{(\xi (x)+\xi (r))(\xi (x)+\overline{\xi (r)})}{(\xi (x)\xi (r))(\xi (x)\overline{\xi (r)})}=\frac{(1+rx)(r+x)}{(1rx)(rx)},$$

so that in particular the left side is purely negative on the arc. To compute its argument on the two sides of the arc, which will be independent of $`r`$ by continuity, we can take $`r=1`$ where the geometry is simple, and find that the argument equals $`\pi `$ on the upper part of the arc and, therefore, $`\pi `$ on the lower part. Thus

$$\frac{\sigma _r^+(\xi (x))}{\sigma _r^{}(\xi (x))}=e^{i\pi \alpha }\left(\frac{(1+rx)(r+x)}{(1rx)(rx)}\right)^\alpha $$

on the upper part of the arc and

$$\frac{\sigma _r^+(\xi (x))}{\sigma _r^{}(\xi (x))}=e^{i\pi \alpha }\left(\frac{(1+rx)(r+x)}{(1rx)(rx)}\right)^\alpha $$

on the lower. Using these we find that (8) is equal to

$$i\frac{\mathrm{sin}\pi \alpha }{\pi }_r^r\left(\frac{(1+rx)(r+x)}{(1rx)(rx)}\right)^\alpha e^{i\xi (x)(2R+s+t)}\frac{2}{(1+ix)^2}𝑑x.$$

The operator $`K_{R,r}`$ with this kernel equals a product $`UV`$ where $`U:L^2(r,r)L^2(0,\mathrm{})`$ has kernel

$$U(s,x)=i\frac{\mathrm{sin}\pi \alpha }{\pi }e^{i\xi (x)s}\frac{1}{1+ix}$$

and $`V:L^2(0,\mathrm{})L^2(r,r)`$ has kernel

$$V(x,s)=\left(\frac{(r+x)(1+rx)}{(rx)(1rx)}\right)^\alpha \frac{2}{1+ix}e^{i\xi (x)(2R+s)}.$$

The determinant of $`I+K_{R,r}`$ is unchanged if $`K_{R,r}`$ is replaced by $`VU:L^2(r,r)L^2(r,r)`$, which has kernel

$$i\frac{\mathrm{sin}\pi \alpha }{\pi }e^{2i\xi (x)R}\left(\frac{(1+rx)(r+x)}{(1rx)(rx)}\right)^\alpha \frac{2}{(1+ix)(1+iy)}\frac{i}{\xi (x)+\xi (y)}$$

$$=i\frac{\mathrm{sin}\pi \alpha }{\pi }\left(\frac{(1+rx)(r+x)}{(1rx)(rx)}\right)^\alpha \frac{e^{2i\xi (x)R}}{1+xy}.$$

The determinants will also be unchanged if we change the kernel to

$$i\frac{\mathrm{sin}\pi \alpha }{\pi }\left(\frac{(1+rx)(r+x)}{(1rx)(rx)}\frac{(1+ry)(r+y)}{(1ry)(ry)}\right)^{\alpha /2}\frac{e^{i(\xi (x)+\xi (y))R}}{1+xy}.$$
(9)
Next, before we take the $`r1`$ limit, we go to Toeplitz and the symbol

$$\phi (e^{i\theta })=\{\begin{array}{cc}e^{i\pi \alpha }\hfill & \mathrm{if}\frac{\pi }{2}<\theta <\frac{\pi }{2},\hfill \\ & \\ e^{i\pi \alpha }\hfill & \mathrm{if}\frac{\pi }{2}<\theta <\frac{3\pi }{2}.\hfill \end{array}$$

Thus $`\phi (z)=e^{i\pi \alpha }`$ on the right half of the unit circle and $`\phi (z)=e^{i\pi \alpha }`$ on the left half. This can also be written as

$$\phi (z)=\left(\frac{1iz}{1+iz^1}\frac{1iz^1}{1+iz}\right)^\alpha ,$$

where the arguments are chosen so that the factors involving $`z`$ have argument 0 at $`z=0`$ and those involving $`z^1`$ have argument 0 at $`z=\mathrm{}`$. To regularize we choose the same parameter $`r`$ as before and replace $`\phi (z)`$ by

$$\phi _r(z)=\left(\frac{1irz}{1+irz^1}\frac{1irz^1}{1+irz}\right)^\alpha .$$

We point out here that if $`z(\xi )=(1+i\xi )/(1i\xi )`$ then a computation shows that

$$\phi _r(z(\xi ))=\left(\frac{1+ir}{1ir}\right)^{2\alpha }\sigma _r(\xi ).$$

Thus (4) holds for the symbols $`\sigma _r(\xi )`$ and $`\phi _r(z)`$, up to constant factors, and therefore we have the identity (5).

To continue, the Wiener-Hopf factors of $`\phi _r`$ are

$$\phi _r^+(z)=\left(\frac{1irz}{1+irz}\right)^\alpha ,\phi _r^{}(z)=\left(\frac{1irz^1}{1+irz^1}\right)^\alpha ,$$

so that

$$\frac{\phi _r^+(z)}{\phi _r^{}(z)}=\left(\frac{(1irz)(1+irz^1)}{(1+irz)(1irz^1)}\right)^\alpha .$$

If we think of $`Q_nH(\phi ^{}/\phi ^+)Q_n`$ as acting on $`\mathrm{}^2(𝐙^+)`$ then it has $`j,k`$ entry

$$H_{n,r}(j,k)=\frac{1}{2\pi i}\frac{\phi _r^+(z)}{\phi _r^{}(z)}z^{2n+j+k}𝑑z$$

with integration over the unit circle. (We use here the fact that $`\phi _r^{}(z)=\phi _r^+(z^1)`$.) With the variable change $`ziz`$ the above becomes

$$\frac{i^{2n+j+k}}{2\pi }\left(\frac{(1+rz)(1+rz^1)}{(1rz)(1rz^1)}\right)^\alpha z^{2n+j+k}𝑑z.$$

The integrand is analytic inside the unit circle cut on the line segment $`[r,r]`$. We deform the path of integration to this segment described back and forth. The expression in large parentheses is real and negative on the segment. The limit of its argument from above equals $`\pi `$ and from below equals $`\pi `$. Hence

$$H_{n,r}(j,k)=i^{2n+j+k+1}\frac{\mathrm{sin}\pi \alpha }{\pi }_r^r\left(\frac{(1+rx)(r+x)}{(1rx)(rx)}\right)^\alpha x^{2n+j+k}𝑑x.$$

This operator $`H_{n,r}`$ is now a product $`UV`$ where $`U:L^2(r,r)\mathrm{}^2(𝐙^+)`$ has kernel

$$U(j,x)=i^{2n+j+1}\frac{\mathrm{sin}\pi \alpha }{\pi }x^j$$

and $`V:\mathrm{}^2(𝐙^+)L^2(r,r)`$ has kernel

$$V(x,j)=i^j\left(\frac{(1+rx)(r+x)}{(1rx)(rx)}\right)^\alpha x^{2n+j}.$$

For $`det(I+H_{n,r})`$ this may be replaced by $`VU:L^2(r,r)L^2(r,r)`$ which has kernel

$$\underset{j=0}{\overset{\mathrm{}}{}}V(x,j)U(j,y)=i\frac{\mathrm{sin}\pi \alpha }{\pi }\left(\frac{(1+rx)(r+x)}{(1rx)(rx)}\right)^\alpha \frac{(ix)^{2n}}{1+xy}.$$

Without affecting the determinants this can be changed to

$$i\frac{\mathrm{sin}\pi \alpha }{\pi }\left(\frac{(1+rx)(r+x)}{(1rx)(rx)}\frac{(1+ry)(r+y)}{(1ry)(ry)}\right)^{\alpha /2}\frac{(xy)^n}{1+xy}.$$
(10)
We change notation and now denote by $`K_{R,r}(x,y)`$ and $`H_{n,r}(x,y)`$ the kernels (9) and (10), respectively. They are independent of $`r`$ but the corresponding operators both act on $`L^2(r,r)`$ and we have shown that

$$\frac{det(W_R(\sigma _r)+H_R(\sigma _r))}{det(T_n(\phi _r)+H_n(\phi _r))}=\frac{G[\sigma _r]^R}{G[\phi _r]^n}\frac{det(I+K_{R,r})}{det(I+H_{n,r})}.$$

Suppose we knew that $`I+H_{n,r}`$ was invertible. Then we could rewrite the above as

$$\frac{det(W_R(\sigma _r)+H_R(\sigma _r))}{det(T_n(\phi _r)+H_n(\phi _r))}=\frac{G[\sigma _r]^R}{G[\phi _r]^n}det\left((I+K_{R,r})(I+H_{n,r})^1\right).$$

Denote by $`K_R^0`$ and $`H_n^0`$ the corresponding operators on $`L^2(1,1)`$. We shall show in the next section that $`I+H_n^0`$ is uniformly invertible for large $`n`$ and a trivial modification shows that $`I+H_{n,r}`$ is uniformly invertible if in addition $`r`$ is bounded away from zero. We shall also show that $`K_R^0H_n^0`$ is trace class. Granting these things in advance, the above holds and in addition we deduce the limiting relation

$$\frac{det(W_R(\sigma )+H_R(\sigma ))}{det(T_n(\phi )+H_n(\phi ))}=e^{2i\alpha R}det\left((I+K_R^0)(I+H_n^0)^1\right).$$
(11)
We used here that $`G[\phi ]=1`$ and $`G[\sigma ]=e^{2i\alpha }`$.

IV. Asymptotics

Theorem 2.4 of  states for our $`T_n(\phi )+H_n(\phi )`$ that

$$det(T_n(\phi )+H_n(\phi ))n^{3\alpha ^2}\mathrm{\hspace{0.17em}2}^{4\alpha ^2}G(12\alpha )G(1+2\alpha )$$

as $`n\mathrm{}`$. Thus our Theorem will be proved if we can show that (11) is valid and that the determinant on the right side there tends to 1 as $`n`$ tends to infinity in such a way that $`nR`$. These will follow once we show that $`K_R^0H_n^0`$ tends to 0 in trace norm and that the operators $`I+H_n^0`$ are uniformly invertible.<sup>1</sup><sup>1</sup>1In fact we shall show that the latter holds for all $`\alpha `$ satisfying $`|\mathrm{}\alpha |<1/2`$ except for those lying in a discrete set. The extra condition on $`\alpha `$ can be removed at the end by an easy analyticity argument as at the end of . We shall also assume that $`Rn=o(n^{1/2})`$. This is good enough since any $`n=n(R)`$ satisfying $`n(R)R`$ as $`R\mathrm{}`$ would give us the asymptotics.

For the first, we observe that the “problem points” for our kernels are the pairs $`x=\pm 1,y=1`$. More precisely, for any $`\delta >0`$ the operator with kernel

$$\frac{1[\chi _{(1\delta ,\mathrm{\hspace{0.17em}1})}(x)\chi _{(1,1+\delta )}(y)+\chi _{(1,1+\delta )}(x)\chi _{(1\delta ,\mathrm{\hspace{0.17em}1})}(y)]}{1+xy}$$

is trace class, and the same is true even with the factor

$$\left(\frac{1+x}{1x}\frac{1+y}{1y}\right)^\alpha $$

long as $`|\mathrm{}\alpha |<1/2`$. Moreover multiplication by $`x^n`$ converges strongly to 0 as $`n\mathrm{}`$. It follows that

$$\left(1[\chi _{(1\delta ,\mathrm{\hspace{0.17em}1})}(x)\chi _{(1,1+\delta )}(y)+\chi _{(1,1+\delta )}(x)\chi _{(1\delta ,\mathrm{\hspace{0.17em}1})}(y)]\right)H_n^0(x,y)=o_1(1).$$

(By this we mean that the left side is the kernel of an operator whose trace norm is $`o(1)`$.) A similar argument applies to $`K_R^0`$, so we are left with showing that the kernels

$$\chi _{(1\delta ,\mathrm{\hspace{0.17em}1})}(x)\chi _{(1,1+\delta )}(y)(K_R^0(x,y)H_n^0(x,y)),\chi _{(1,1+\delta )}(x)\chi _{(1\delta ,\mathrm{\hspace{0.17em}1})}(y)(K_R^0(x,y)H_n^0(x,y))$$

are $`o_1(1)`$. We consider only the first, and it is convenient to make the variable change $`yy`$ so that it becomes a constant times

$$\chi _{(1\delta ,\mathrm{\hspace{0.17em}1})}(x)\chi _{(1\delta ,\mathrm{\hspace{0.17em}1})}(y)\left(\frac{1+x}{1x}\frac{1y}{1+y}\right)^\alpha \frac{e^{i(\xi (x)+\xi (y))R}(xy)^n}{1xy}.$$
(12)
Lemma 1 of  says, with slightly different notation, that the trace norm of a kernel $`f(\xi )g(\eta )/(\xi +\eta )`$ on $`L^2(0,\mathrm{})`$ is at most a constant depending on $`b`$ times the square root of

$$|f(\xi )|^2\frac{d\xi }{\xi ^{1+b}}|g(\eta )|^2\frac{d\eta }{\eta ^{1b}}.$$

Here $`b`$ belongs to $`(1,1)`$ but is otherwise arbitrary. If we make the substitutions

$$\xi =\frac{1x}{1+x},\eta =\frac{1y}{1+y}$$

we find that the trace norm of a kernel $`F(x)G(y)/(1xy)`$ on $`L^2(0,1)`$ is at most a constant times the square root of

$$_0^1(1x)^{b1}(1+x)^{b1}|F(x)|^2𝑑x_0^1(1y)^{b1}(1+y)^{b1}|G(y)|^2𝑑y.$$
(13)
If we write

$$e^{i(\xi (x)+\xi (y))R}(xy)^n$$

$$=\left(e^{i(\xi (x)1)R}x^n\right)e^{i(\xi (y)+1)R}+x^n\left(e^{i(\xi (y)+1)R}y^n\right),$$
(14)
then (12) is written correspondingly as the sum of two operators of the above form. In the first

$$F(x)=\chi _{(1\delta ,\mathrm{\hspace{0.17em}1})}(x)\left(\frac{1+x}{1x}\right)^\alpha \left(e^{i(\xi (x)1)R}x^n\right),$$

$$G(y)=\chi _{(1\delta ,\mathrm{\hspace{0.17em}1})}(y)\left(\frac{1y}{1+y}\right)^\alpha e^{i(\xi (y)+1)R}.$$

The second integral in (13) is $`O(1)`$ as long as $`b>2\mathrm{}\alpha `$. (Recall that $`\mathrm{}\xi (y)>0`$.) We choose $`b=2\mathrm{}\alpha +\epsilon `$ with $`\epsilon >0`$ small enough so that the condition $`b<1`$ is satisfied. We are left with showing that

$$_{1\delta }^1(1x)^{1\epsilon }|e^{i(\xi (x)1)R}x^n|^2𝑑x=o(1).$$

It is enough to show this with $`\epsilon `$ replaced by $`1/2`$, say. Using (7) and the variable change $`x1x`$ we see that we want to show

$$_0^\delta x^{3/2}|e^{(x+O(x^2))R}e^{(x+O(x^2))n}|^2𝑑x=o(1).$$

The integral over $`x>n^{2/3}`$ is exponentially small (if $`\delta `$ was chosen small enough so that the $`O(x^2)`$ terms are less than $`x/2`$) and the rest is at most

$$_0^{n^{2/3}}x^{3/2}|x(nR)+O(x^2n)|^2𝑑x=O(n^1(nR)^2+n^{1/3}),$$

and this is $`o(1)`$ if $`Rn=o(n^{1/2})`$.

For the operator arising from the second summand in (14), in particular its second factor, we use the fact that $`\xi (y)=\overline{\xi (y)}`$ and then (7) again. We choose $`b=\mathrm{}\alpha +1/2`$ in (13) and the same integrals arise as before. This completes the proof that $`K_R^0H_n^0=o_1(1)`$.

It remains to establish the uniform invertibility of $`I+H_n^0`$ for all $`\alpha `$ satisfying $`|\mathrm{}\alpha |<1/2`$ except for those lying in a discrete set. Recall that we only change the operator by $`o_1(1)`$ if we multiply the kernel by

$$\chi _{(0,\mathrm{\hspace{0.17em}1})}(x)\chi _{(1,\mathrm{\hspace{0.17em}0})}(y)+\chi _{(1,\mathrm{\hspace{0.17em}0})}(x)\chi _{(0,\mathrm{\hspace{0.17em}1})}(y)$$

so this will not affect uniform invertibility. Think of $`H_n^0`$ as already having this factor and then think of $`L^2(1,1)`$ as $`L^2(0,1)L^2(1,0)`$. The new $`H_n^0`$ will have a certain matrix representation. If we make the variable change $`xx`$ in $`L^2(1,0)`$ so that it becomes $`L^2(0,1)`$, then all operators in the matrix act on $`L^2(0,1)`$, and the matrix kernel for $`H_n^0`$ becomes

$$i\frac{\mathrm{sin}\pi \alpha }{\pi }\left(\begin{array}{cc}0& \left(\frac{1+x}{1x}\frac{1y}{1+y}\right)^\alpha \frac{(xy)^n}{1+xy}\\ & \\ \left(\frac{1x}{1+x}\frac{1+y}{1y}\right)^\alpha \frac{(xy)^n}{1+xy}& 0\end{array}\right).$$

First we make the same variable changes

$$x\frac{1x}{1+x},y\frac{1y}{1+y}$$

as before, and the matrix kernel becomes

$$i\frac{\mathrm{sin}\pi \alpha }{\pi }\left(\begin{array}{cc}0& \left(\frac{1x}{1+x}\frac{1y}{1+y}\right)^n\frac{(y/x)^\alpha }{x+y}\\ & \\ \left(\frac{1x}{1+x}\frac{1y}{1+y}\right)^n\frac{(x/y)^\alpha }{x+y}& 0\end{array}\right)$$

still acting on $`L^2(0,1)L^2(0,1)`$. Then, using the lemma quoted from  and computations analogous to those already done, we can show that the error incurred is $`o_1(1)`$ if we replace

$$\left(\frac{1x}{1+x}\frac{1y}{1+y}\right)^n$$

by $`e^{2n(x+y)}`$, so this will not affect uniform invertibility. Then we make the substitutions $`xx/2n,yy/2n`$ and the kernel becomes

$$i\frac{\mathrm{sin}\pi \alpha }{\pi }\left(\begin{array}{cc}0& e^{(x+y)}\frac{(y/x)^\alpha }{x+y}\\ & \\ e^{(x+y)}\frac{(x/y)^\alpha }{x+y}& 0\end{array}\right)$$

on $`L^2(0,2n)L^2(0,2n)`$.

This is a variant of the operator that appears in Lemma 3.2 of . The argument is essentially the same here, and we outline it. It suffices to show that $`I`$ plus the limiting operator on $`L^2(0,\mathrm{})L^2(0,\mathrm{})`$ is invertible, except for a discrete set of $`\alpha `$. Call the kernel $`L(x,y)`$. First we show, by transforming to a Wiener-Hopf operator with matrix kernel, that $`I`$ plus the operator with kernel

$$L_0(x,y)=i\frac{\mathrm{sin}\pi \alpha }{\pi }\chi _{(0,1)}(x)\chi _{(0,1)}(y)\left(\begin{array}{cc}0& \frac{(y/x)^\alpha }{x+y}\\ & \\ \frac{(x/y)^\alpha }{x+y}\hfill & 0\end{array}\right)$$

is invertible except for a discrete set of $`\alpha `$. Then we observe that $`LL_0`$ is a trace class operator. Putting these together we see that the invertibility of $`I+L`$ is equivalent to the invertibility of $`I+(I+L_0)^1(LL_0)`$, which in turn is equivalent to the nonvanishing of its determinant. We know this does not vanish if $`\alpha `$ is sufficiently small and so it can only vanish for a discrete set of $`\alpha `$.

Acknowledgments

The first author was supported by National Science Foundation grant DMS-9970879 and the third author by grant DMS-9732687.


text:
# Stellar tracers of the Cygnus Arm

## 1 Introduction

Since they are necessarily young, OB stars – in particular, those clearly belonging to an association or illuminating an H ii region – trace the areas of recent star formation. As star formation happens preferentially in the spiral Galactic arms, it has been generally considered that O and early-B type stars can be used as spiral-structure tracers, at least when they are studied in relatively large numbers (cf. Russeil 2003). After all, the first conclusive evidence for the spiral structure of the Milky Way was derived from the distribution of OB associations in the Solar neighbourhood (Morgan et al. 1952).

In spite of several earlier efforts (e.g., Isserstedt 1970; Moffat & Vogt 1973), an outline of the Galactic spiral structure based on optical tracers was only achieved by Georgelin & Georgelin (1976), based fundamentally on data from H ii regions and their exciting stars. Their sketch of Galactic structure included four spiral arms, with the Sun being located in a minor feature or spur, generally known as the Orion Spur. The main spiral structure is determined by the Sagittarius-Carina Arm (i.e., the first arm towards the Galactic Centre from the position of the Sun or $``$I arm) and the Norma ($``$III or internal) Arm. The two other arms, Perseus (the first arm towards the outside from the position of the Sun or $`+`$I arm) and Scutum-Crux ($``$II) were suspected to be less important features.

The picture of the Galaxy today is more elaborate, including a bar and a central ring (e.g., Vallée 2002), as well as a warp in the outer regions (e.g., Drimmel & Spergel 2001), but the basic design still survives. Though Fernández et al. (2001) conclude that a two-arm model cannot be ruled out with existing observations, most modern studies favour a four-armed Galaxy (Vallée 2002; Russeil 2003).

Already at the time when the first basic picture appeared, it was noted that several young star clusters in the Anticentre direction were located at heliocentric distances of 5-6 kpc (Moffat & Vogt 1975), far beyond the expected position of the Perseus Arm, and it was suspected that they were tracers of a more external ($`+`$II) arm. More recent work has confirmed the long distances to clusters such as Bochum 2 (Munari & Carraro 1995) or Dolidze 25 (Lennon et al. 1990) – both at ($`l212\mathrm{°}`$). In addition, Turbide & Moffat (1993) found 6 other young star groupings associated to H ii regions in this area, lying at distances in the $`59`$ kpc range. Recent distance determinations indicate that the much larger open cluster NGC 1893 ($`l=173.6\mathrm{°}`$), previously believed to be the core of the Aur OB2 association, is also located at a heliocentric distance of $`6`$kpc (Marco et al. 2001), suggesting that this star-forming region also belongs to the Outer Arm.

Molecular clouds definitely delineating an Outer Arm are readily visible in CO surveys all over the first Galactic quadrant, where they display radial velocities clearly distinct from those of Perseus Arm clouds (Dame et al. 2001). This Outer Arm, the first spiral arm encountered beyond the Perseus Arm, is generally referred to as the Cygnus Arm. In most models, it is assumed to be the continuation of the Norma Arm and therefore a main spiral feature. However, its definition is much less clear in the second quadrant, where the Cygnus Arm must lie basically beyond the Perseus Arm and its tracers are sparse.

The presence of elements very clearly belonging to the Cygnus Arm in the first Galactic quadrant and again in the Anticentre region and third quadrant is naturally suggesting that the Cygnus Arm must also exist in the second quadrant. Evidence for H i structure beyond the Perseus Arm has been collected from radio observations (e.g., Kulkarni et al. 1982; see also references in Wakker & van Woerden 1991). Russeil (2003) finds several star-forming regions likely associated with the Cygnus Arm, but she is unable to decide whether these are actually organised into an arm structure. It has been suggested (e.g., Quillen 2002) that the morphology of the outer Milky Way could be essentially flocculent.

Kimeswenger & Weinberger (1989), collecting a large amount of data from the literature, carried out a statistical analysis of the distribution with distance of spiral tracers in the second quadrant. They concluded that the Cygnus Arm is well defined in the sense that, when considering spiral tracer counts with distance, a statistically significant gap exists between the Perseus Arm and a second maximum at $`5`$ kpc. Though the results of Kimeswenger & Weinberger (1989) are highly significant, their procedure is affected by a number of factors that limit their validity: they use data from a large variety of inhomogeneous sources, estimate most of their distances from photometric data only and do not have sufficient distant tracers to attempt the study of their spatial distribution (for example, at $`l=90\mathrm{°}`$, the Cygnus Arm is expected to be at $`67`$ kpc, while at $`l=150\mathrm{°}`$, it should be at $`45`$ kpc; cf. Vallée 2002).

In an attempt to obtain a more uniform data sample, we have started a programme to study the distance to different spiral tracers. In this first paper, spectroscopic parallaxes are derived for a sample of OB stars spanning the whole of the Second Galactic Quadrant, whose photometric indices are reported in the literature to indicate large distances. More detailed spectroscopic and photometric studies of individual young open clusters and OB associations will be presented in successive papers.

## 2 Observations

Most observations have been carried out with the Aurélie spectrograph on the 1.52-m telescope at the Observatoire de Haute Provence (OHP) during three dedicated runs on 18th-24th September 2001, 18th-22nd January 2002 and 25th-28th February 2002. In addition, one single object (LS I +60°51) was observed during a different run on July 31st/August 1st 2001. The spectrograph has been equipped with grating #3 (600 ln mm-1) and the Horizon 2000 $`2048\times 1024`$ EEV CCD camera (see Gillet et al. 1994 for a description of the instrument). In the classification region, this configuration gives a dispersion of 0.22Å/pixel (resolving power of approximately 7000), covering a wavelength range of $`440`$Å. It is therefore necessary to observe two wavelength regions in order to span the classical classification region.

For this programme, the two regions selected were centred at $`\lambda =4175`$Å and $`\lambda =4680`$Å. In principle, all objects were intended to be observed in both regions, resulting in coverage in the $`\lambda \lambda 39504900`$Å range, with a small gap ($`60`$Å) around $`\lambda 4425`$Å. No strong photospheric lines are found in the gap, but the strong diffuse interstellar line (DIB) at $`\lambda 4428`$Å, which is a good indicator of the reddening, is lost. However, due to the weather, only the equivalent of 6 whole nights could be used for observing and a small number of objects were only observed in one position. Fortunately, for most spectral types in the range considered any of the two regions allows an accurate spectral classification.

The complete log of observations at the 1.52-m OHP is given in Table 1. In addition to the stars listed, Position 2 observations were obtained on 20th Sep 2001 for LS I +62°99 and LS I +62°119. However, since the Signal-to-Noise Ratio (SNR) of these spectra is very low (due to thick veiling) and both objects appear to be Be stars (as H$`\beta `$ seems in emission), no spectral types have been derived.

Several stars were observed on the nights of 6th and 7th July 2002 using the 1.93-m telescope at the OHP, France. The telescope was equipped with the long-slit spectrograph Carelec and the EEV CCD. The 1200 ln mm-1 grating was used, giving a nominal dispersion of $`0.45`$Å/pixel over the range 4000 – 4900Å. The spectral resolution is $`1.5`$Å. The observations from the 1.93-m OHP are listed in Table 2.

Finally spectra of a few objects in the Galactic Anticentre were obtained on the nights of December 5-7th 2001 using the Andalucia Faint Object Spectrograph and Camera (ALFOSC) on the 2.6-m Nordic Optical Telescope (NOT), in La Palma, Spain. The telescope was equipped with a thinned $`2048\times 2048`$ pixel Loral/Lesser CCD. Spectra were taken with grism #7 and the slit width was set to $`1\stackrel{}{.}0`$, resulting in a spectral resolution of $`6.6`$Å. The log of these observations is given in Table 3.

All the spectroscopic data have been reduced with the Starlink packages ccdpack (Draper et al. 2000) and figaro (Shortridge et al. 1997) and analysed using figaro and dipso (Howarth et al. 1997).

## 3 Target selection and methodology

For this programme, we have selected relatively bright stars given in the literature as candidates to distant OB stars because of their colours. These objects concentrate in a few interesting regions of the second Galactic quadrant. The location of Cygnus Arm stars in the first quadrant is to be a very difficult task, because of the large distance and strong absorption due to the Orion Spur. The stars observed have been mainly selected from Haug (1970) and Wramdemark (1976), but other sources have been used (mostly those given in Kimeswenger & Weinberger 1989). The exposure times needed with the configuration used at the OHP 1.52-m telescope makes advisable not to observe stars with apparent magnitudes $`B12.5`$, though a few slightly fainter objects have been observed with the larger telescopes.

In any case, the limit imposed by the instrumentation is approximately coincident with the magnitude limit of the Luminous Star (LS) catalogues (though they are not complete to this depth), beyond which there are very few available sources for candidates – fainter OB stars have not in general been identified as such and photometric data are not available. Therefore the sample observed cannot at all intend to represent in any significant way the population of massive stars in the Cygnus Arm, but rather consists only of a few glimpses through windows of low absorption in the Perseus Arm.

In order to derive spectroscopic parallaxes, accurate photometry (at least in $`B`$ and $`V`$) is necessary. From the derived spectral type and measured $`(BV)`$, one can then calculate $`E(BV)`$, making use of tabulated calibrations of the intrinsic colour $`(BV)_0`$ corresponding to each spectral type. Assuming then a standard value for the ratio of total to selective absorption $`R`$, a value for the visual extinction $`A_V`$ is derived. The resulting magnitude corrected for reddening can then be used to derive the distance modulus ($`DM`$), making use of a calibration of absolute magnitude for a given spectral type.

There are many sources of uncertainty in this procedure. In principle, if the observational data are accurate, the two main sources of uncertainty are the value of $`R`$ and the intrinsic dispersion in the absolute magnitude calibration. For a given spectral type, a dispersion of several tenths of a magnitude in the absolute magnitude calibration is normal among O-type and early B-type stars (cf. Walborn 2002, and references therein). The value of $`R`$ can be locally very different from the Galactic average $`R=3.1`$ (Fitzpatrick 1999). Both effects lead to a rather large dispersion in the derived $`DM`$, but assuming that deviations from standard values are random in nature, they can be compensated by observing a high number of stars.

Systematic effects are more difficult to correct. The absolute magnitude calibration for O-type stars is still debated. From an analysis using plane-parallel, non-LTE, pure H and He hydrostatic models, Vacca et al. (1996) derived a higher temperature scale and brighter magnitudes than previous calibrations (e.g., Humphreys & McElroy 1984). More recent models, including line blanketing, sphericity and mass loss (e.g., Martins et al. 2002; Herrero et al. 2000) support lower effective temperatures and similar magnitudes to the calibration of Vacca et al. (1996). On the other hand, Bianchi & García (2002), from an analysis of FUSE spectra, find even lower effective temperatures and lower magnitudes.

As these difficulties have still to be solved, in this work, we will simply have to use a consistent magnitude scale. We will use the calibration of Humphreys & McElroy (1984) for spectral types B2 and later and the calibration of Vacca et al. (1996) for spectral types O9 and earlier. As there is an important discrepancy between these two calibrations around spectral type B0, where the absolute magnitude changes rather steeply with spectral type, we have opted for an interpolated calibration, which is given in Table 4. This calibration is similar, though not identical, to that used by Russeil (2003). We assume slightly brighter magnitudes for stars of spectral types O9.5-B0.5, after Vacca et al. (1996).

The calibration for intrinsic colours used is that of Wegner (1994). We have interpolated over intermediate spectral types not tabulated in this work, and assumed that luminosity class IV stars have the same intrinsic colours as main sequence stars.

In order to prevent systematic observational effects, a homogeneous dataset and analysis is fundamental for accurate distances. In this work, the spectroscopic dataset is homogeneous and the spectral classification has been done in a consistent way, reducing the possibility of artificial dispersion. A homogeneous photometric dataset, however, is not available in the literature. This turns out to be the main source of systematic uncertainty in our results.

For a large fraction of our sample, photometry is available from the Tycho catalogue (Høg et al. 2000). It was therefore our initial intention to use this dataset as primary source for photometry. However, comparison of all existing photometric data for several objects showed very good agreement between different photoelectric measurements and large and systematic discrepancies between photoelectric and Tycho photometry.

It was observed that the $`(BV)`$ colour was systematically larger in photoelectric photometry than when the standard transformation

$$(BV)=0.85(B_TV_T)$$
(1)
from Tycho photometry (Høg et al. 2000) is applied. This effect is illustrated in Fig. 1. When a lineal fit is applied to the 30 objects in our sample for which both Tycho and photoelectric photometry exists, a transformation

$$(BV)=1.31(B_TV_T)$$
(2)
is derived, clearly very different from Eq. 1.

The existence of this difference is not surprising as Eq. 1 has been derived from a sample that mostly consists of nearby unreddened stars, while our sample wholly consists of reddened intrinsically blue stars. As a matter of fact, it appears from our small sample that the difference between photoelectric $`(BV)`$ and the values derived from Eq. 1 increases with increasing $`E(BV)`$ (calculated assuming the photoelectric values). This point should be investigated with a larger sample of stars for which reliable spectral types exist.

In view of this discrepancy, we have opted for taking Haug (1970) as our prime source of photometry. Objects not observed by Haug (1970) have been taken from Wramdemark (1976), as this author has transformed his measurements to be in the same system used by Haug (1970) and Hiltner (1956), cf. Särg & Wramdemark (1977). For a few stars, we have taken photoelectric photometry from other sources, listed in Tables 1 and 2. Only when we have been unable to find any photoelectric photometry in the literature, have we resorted to Tycho photometry. For two stars in Table 3, no photoelectric or modern photometry existed. We have had to resort to photographic photometry from McCuskey (1967). Comparison of values from McCuskey (1967) for other stars with more modern photoelectric photometry shows that these photographic values may be in error by several tenths of a magnitude.

## 4 Results

For all stars observed accurate spectral types have been derived. For the majority of targets, the signal-to-noise ratio is sufficiently high to allow, at this resolution, an accuracy better than the subtype. Classification has been carried out by direct comparison to MK standards observed at similar (or slightly lower) resolution and the digital atlas of Walborn & Fitzpatrick (1990). We followed the guidelines for classification from Walborn & Fitzpatrick (1990), complemented by the spectral atlas of Lennon et al. (1992) for the supergiants. For O-type stars, the procedure of Walborn & Fitzpatrick (1990) has been complemented by the quantitative relations of Mathys (1988), based on Conti’s scheme. In all cases, both methods have given excellent agreement, demonstrating once again their consistency.

Once a spectral type was obtained, we calculated a distance modulus following the procedure described in the previous section. The distribution of stars with distance has been studied by dividing the sample into several individual regions. A histogram plot showing the distribution in three of those areas is shown in Fig. 3.

### 4.1 Vulpecula

In the Vulpecula and Cygnus region, the study of the Cygnus Arm is complicated by the fact that distances are very large and the Orion Spur runs almost parallel to the line of sight, resulting in heavy obscuration and poorly defined distances. In his study of Vul OB2, Turner (1980) determined a dereddened distance modulus $`DM=13.2`$, placing this association at 4.4 kpc, in good agreement with the expected position of the Perseus Arm (Vallée 2002). We searched for candidates for Cygnus Arm stars in the works of Turner (1980) and Forbes (1985), but few appeared convincing.

The only star we have observed is LS II $+28°$12. The derived spectral type B0.7II implies $`DM=14.2`$ using the photoelectric photometry from Turner (1980). This value is rather larger than the distance to the Perseus Arm, but still shorter than the $`DM14.8`$ compatible with the $`9`$ kpc distance to the Cygnus Arm in this direction (Vallée 2002). The case therefore remains inconclusive.

### 4.2 The Cepheus region

The Cep OB1 association extends, according to Humphreys (1978), from $`l=98\mathrm{°}`$ to $`l=108\mathrm{°}`$. Garmany & Stencel (1992) list numerous members, but warn that it could well really consist of two independent associations, centred on the Eastern and Western sides of this range (cf. Moffat 1971). The reality of this association has also been disputed by other authors (e.g., Mel’nik & Efremov 1995). Assuming it is a single association, Garmany & Stencel (1992) derive a $`DM=12.2`$.

We have observed 19 stars over the longitude range $`85\mathrm{°}<l<110\mathrm{°}`$, 14 of which lie within the traditional limits of Cep OB1. The spectrum of LS III +55°20 seems to be moderately N enhanced and rather C deficient. LS III +52°19, apart from being a Be star, also seems to be C deficient. Another Be star in this range is LS III +52°31. The distances to Be stars should be taken as lower limits, since part of the $`E(BV)`$ excess will be due to circumstellar emission and not interstellar absorption and also because Be stars tend to be slightly brighter than normal stars of similar spectral types. These two factors are unlikely to result in a difference much larger than $`0.3`$ mag.

Seven stars turn out to have $`DM12.8`$. The distances to LS III +46°19 and LS III +52°31 must be considered lower limits, as they are respectively a double-lined spectroscopic binary and a Be star. The distances to the other five objects cluster quite tightly, with an average $`\overline{DM}=12.64\pm 0.10`$ (errors in averages indicate 1-$`\sigma `$ deviations). The true distance moduli to LS III +46°19 and LS III +52°31 are likely to be compatible with this value. The corresponding distance $`d=3.4`$ kpc is moderately larger than the distance derived to Cep OB1 by Garmany & Stencel (1992), but clearly consistent with the distance to NGC 7380, believed to be its nuclear cluster, derived by other authors. For example, photometric determinations give $`DM=12.5`$ (Baade 1983; Chavarría-K. et al. 1994), while Massey et al. (1995) find $`DM=12.9\pm 0.1`$ from spectroscopic parallaxes of 10 stars. Therefore this seven stars in our sample appear to be members of Cep OB1 and hence be located on the Perseus.

Six stars have $`13.1DM13.5`$. The average is $`\overline{DM}=13.3\pm 0.1`$. There appears to be a clear gap between this group and the Perseus Arm group. Moreover, this is the most obvious concentration of stars in this region (see Fig. 3), though the corresponding distance $`d=4.6`$ kpc does not fit well with the position of any Galactic arm in current models, unless the Perseus Arm is considered to be very broad.

The remaining six stars have $`DM13.9`$. Again there is a significant gap with respect to the previous group (see Fig. 3). Three stars cluster very tightly around $`DM=14.0`$, but adding LS III +52°19 and LS III +53°32, we obtain an average $`\overline{DM}=14.2\pm 0.3`$. The corresponding distance $`d=7`$ kpc is consistent with the expected position of the Cygnus Arm.

The $`DM=15.7`$ to LS III $+45°$54 is remarkably large, implying $`d=13.8`$kpc. The photometry is not in error, as Drilling (1975), gives $`V=11.52`$, $`(BV)=0.38`$, in very good accordance with Wramdemark’s values. Reducing the luminosity class to B3II would lower the $`DM`$ to 14.6, more in line with other tracers of the Cygnus Arm, but the spectrum looks that of a supergiant (see Fig. 2).

### 4.3 Cassiopeia

Based on photometry of stars in the LS catalogue, Haug (1970) suggested that over a rather large region of the Galactic plane, centred on the association Cas OB5, there was a significant population of OB stars at a rather larger distance than the objects considered to be members. This suggestion was supported by further photometric (Wramdemark 1976) and spectroscopic (Martin 1972) studies.

Cas OB5 is a well populated OB association extending from $`l115\mathrm{°}`$ to $`118\mathrm{°}`$ (Humphreys 1978). There is no obvious core cluster associated, rendering a distance determination unsure. According to Garmany & Stencel (1992), members define a fairly clear main sequence at $`DM=11.5`$. Almost coincident with it is Cas OB4. It extends from $`l119\mathrm{°}`$ to $`122\mathrm{°}`$ (Humphreys 1978) and, though sparse, it fits well a $`DM=12.2`$ (Garmany & Stencel 1992). Members are of rather late spectral type (earliest spectral type is O9V) and there is no nuclear cluster.

Over the $`112\mathrm{°}l121\mathrm{°}`$ range, we have observed 17 stars. Among the stars observed, LS I $+60°$33 and LS I $+62°$107 present evidence for a second spectrum of similar spectral type and therefore could have larger $`DM`$. LS I $+62°$23 = BD $+62°$2296A has been found to be part of an apparent triple system, including a B0III and a WN4 companion. These companions are unlikely to contribute much to the total luminosity. The system will be discussed in a separate work. Two of the stars observed in this region, namely LS I $+63°$57 and LS I $+62°$113, are Be stars. Their distances are therefore likely to be slightly larger than calculated.

We find a spread of objects over the $`DM=1113`$ range. A few of them have distance moduli compatible with the accepted distance to Cas OB5 (LS I $+60°$37, LS I $+63°$22 & LS I $+62°$113), but, if there is any concentration of stars, it lies at $`DM12.6`$. Again this distance does not correspond well to any arm, unless we assume that the Perseus Arm is very broad. Moreover, most of the objects in the $`DM=1213`$ range (marginally compatible with the distance to Cas OB4) are located within the longitude range assigned to Cas OB5. Therefore we do not find a clear definition between Cas OB5 and Cas OB4.

There is, however, a clear gap with respect to the objects with $`DM13`$ (see Fig. 3). Leaving aside the Be star LS I $+63°$57, we find six objects with distance moduli clustering tightly around $`\overline{DM}=13.6\pm 0.1`$, corresponding to $`d=5.3`$ kpc. This group almost certainly corresponds to the tracers of the Cygnus Arm over this segment. Of particular interest is LS I +60°51 (BD +60°2635). It is an O-type star of moderate luminosity with strong N iii emission (see Fig. 5), for which we derive a spectral type ON7III(f).

Walborn (2002) has shown that most of the O-type stars traditionally associated to Cas OB5 have $`DM`$s indicating rather larger distances. The revised $`DM`$s calculated by Walborn fall in the $`1213`$ range, in good agreement with our sample. Obviously this region merits further study and a dedicated work is forthcoming.

### 4.4 Cam OB3

Beyond $`l140\mathrm{°}`$, the Perseus Arm is not very well defined. This is surprising considering that the spectacular Per OB1 and Cas OB6 associations extend until this Galactic longitude, but it seems to be due to a real lack of spiral tracers and not to local extinction. Orion Spur associations are, however, present in the $`l=140\mathrm{°}180\mathrm{°}`$ range, notably Cam OB1 and Aur OB1.

Cam OB3 is a rather diffuse OB association, containing no known open clusters. Its existence has sometimes be considered doubtful and it is not included in the work of Garmany & Stencel (1992). However, Haug (1970), based on $`UBV`$ photometry of a large number of LS stars, had considered its existence certain. Using data in the literature for 6 likely members, Humphreys (1978) centred it at ($`l=147\mathrm{°}`$, $`b=+3.0`$) and derived $`DM=12.6`$. This is one magnitude larger than the $`DM`$’s to Per OB1 and Cas OB6, the tracers of the Perseus Arm closest in the sky. Moreover, considering that the Perseus Arm is running towards its minimum distance to the Sun in this region, Cam OB3 is clearly too far away to be on the Perseus Arm.

We have obtained spectra for ten stars in the area of Cam OB3, among which we note the following peculiarities:

* HD 25914 is a known variable, GQ Cam, and radial velocity measurements in the literature are rather inconsistent, suggesting binarity. Its DM is likely then to be underestimated.
* The spectral type for HD 237213 is B6Ia, rather different from the B3Ia given by Morgan et al. (1955). Photometric measurements by Fernie (1983) and Hiltner (1956) are rather discordant as well.
* BD +56°864 has been classified as O6Vnn. However, at the resolution of our spectra, it is clear that the very broad lines are due to the presence of two components in the lines. The two components are much more clearly separated in the Position 2 spectrum than in Position 1. BD +56°864 is therefore a double-lined spectroscopic binary. The two components have similar spectral types, approximately O6V((f)), and therefore the DM is likely to be underestimated by several tenths of a magnitude.

The eight objects with photoelectric photometry give an average $`\overline{DM}=13.0\pm 0.2`$. The low dispersion, specially when considering that most stars observed are supergiants, represents strong confirmation of the existence of Cam OB3. LS V $+56°$60, with Tycho photometry gives a larger distance modulus. If we transform the Tycho magnitudes using Eq. 2 instead of Eq. 1, we find $`DM=12.2`$ and $`13.3`$ for LS V $+56°$59 and LS V $+56°$60 respectively, compatible with all the other stars in the area, if we take into account that LS V $+56°$59 is a double-lined spectroscopic binary.

The distance modulus to Cam OB3 is almost two magnitudes larger than would be expected if it was in the Perseus Arm. We therefore conclude that Cam OB3 is a tracer of the Outer Arm. A more comprehensive study of this association will be presented in future work.

### 4.5 Auriga/Gemini

Galactic structure in the direction of the Anticentre is rather complex. Traditionally, two OB associations have been considered to exist in the range $`l=170\mathrm{°}180\mathrm{°}`$. In her compilation of Galactic OB associations, Humphreys (1978) lists 12 likely members of Aur OB1, with an average distance modulus $`DM=10.6`$, extending over a vast region spanning from $`l_{\mathrm{II}}=168\mathrm{°}`$ to $`178\mathrm{°}`$ and from $`b=7.4\mathrm{°}`$ to $`b=+4.2`$. Considering its distance, Aur OB1 should be located in the Orion Spur, but some authors (e.g., Mel’nik & Efremov 1995) doubt its existence.

On the other hand, Aur OB2 is given as a rather more distant and compact association, extending between $`l_{\mathrm{II}}=172\mathrm{°}`$ and $`174\mathrm{°}`$ from $`b=1.8`$ to $`b=+2.0`$. The very young open cluster NGC 1893, containing several O-type stars, has been traditionally considered its core. Humphreys (1978) lists only 8 members of Aur OB2 and adopts $`DM=12.5`$. This value, however, is just an average between the distance to NGC 1893 (taken as $`DM=12.8`$) and the rather lower values for other presumed members.

All modern work based on accurate photometry has resulted in much larger distances to NGC 1893. Fitzsimmons (1993) found $`DM=13.4`$ from Strömgren photometry, while Marco et al. (2001) derived $`DM=13.9`$. Such large values are incompatible with the distances to other putative members and suggest that Aur OB2 must be separated into at least two groupings.

The two stars in our sample with Galactic longitude close to $`l=170\mathrm{°}`$ (LS V $+40°$ 47 and LS V $+33°$ 36) have $`DM=13.6`$ and $`13.7`$ respectively, in good agreement with the distance to NGC 1893. In the interval $`l=186\mathrm{°}192\mathrm{°}`$, most stars in our sample have distances compatible with a prolongation of the Perseus Arm, though the photometry is not very reliable for some of our objects. Of particular interest is LS V $+23°$ 8, which, if we trust the photographic photometry of McCuskey (1967), is an obscured O8 supergiant lying in the Perseus Arm. This possible prolongation of the Perseus Arm would be marked by objects in Aur OB2 not associated with NGC 1893, likely connected with the young open clusters Stock 8 (Mayer & Macak 1971) and NGC 1931 (Pandey & Mahra 1986), both at $`DM12`$. Such distant objects cannot be associated with the Orion Spur in this direction ($`l=174\mathrm{°}`$).

Only three out of nine objects in this range have distances placing them close to the Cygnus Arm.

## 5 Discussion

### 5.1 Validity of the method

As outlined in Section 3, the method of spectroscopic parallaxes cannot be considered very accurate in the determination of the distance to a single star, but the different sources of non-systematic uncertainties tend to cancel out when a large sample is considered. Unfortunately, in this work we are covering a large span of the Galactic plane and therefore the objects in any of the individual areas surveyed represent only a moderately-sized sample.

In order to assess the dispersion that we could expect in our determinations of $`DM`$, we observed with the OHP 1.93-m several pairs of stars of similar magnitude lying very close in the sky (see Table 2), in the hope that they might also be physically related. In all cases, we found that the spectral types of the two stars were very similar, suggesting that a physical association did indeed exist. Of the seven cases considered, we find five pairs of stars for which the difference in $`DM`$ is sufficiently small to be explained solely by a dispersion of $`0.3`$mag in the intrinsic magnitude calibration. The two exceptions, LS III $`+52\mathrm{°}`$17 & 19 and LS III $`+58\mathrm{°}`$70 & 71, show differences that would need a rather larger dispersion, but can also be explained by assuming that one of the two stars is actually an unresolved binary.

As a matter of fact, the presence of unrecognised binaries in the sample is likely to be a major contributor to the dispersion in $`DM`$ observed within one single area. In order to test the statistical significance of the different groupings of stars, one would need to observe a large sample of objects in a small region. Such a study will be conducted in a forthcoming paper.

### 5.2 Representativity of the sample

The objective of this work was simply confirming the existence of OB stars at distances compatible with the position of the Cygnus Arm. Candidates were selected from the catalogues of luminous stars because of their colours. Most of them are intrinsically very bright objects with moderate reddening. As can be seen in Tables 1 and 2, most of the objects which turn out to have $`DM13`$ have luminosity classes I-III. This is a bias inherent to the selection procedure, as we are picking up very distant objects in a magnitude-limited sample.

Obviously, this sample is not representative of the population of OB stars in the Cygnus Arm, but made up of the few bright objects that happen to be seen through windows of low absorption in the Orion Spur and the Perseus Arm. A better idea of the sort of apparent magnitudes and reddenings characterising the OB population of the Cygnus Arm can be obtained with the following.

In their comprehensive spectroscopic study of some OB associations of the Northern Milky Way, Massey et al. (1995) obtained spectra of all stars with blue colours in their fields, independently of magnitude. They found a few OB stars far beyond the targeted fields in all the associations observed in the $`l100\mathrm{°}210\mathrm{°}`$ range, except in the case of NGC 1893, which is itself on the Cygnus Arm. All these objects are listed in Table 5, where we have calculated distance moduli for them, based on the photometry of Massey et al. (1995).

Five stars from Table 5 fall in the Cepheus region. Among them, there is one with a very large $`DM=15.1`$. The other four average to $`\overline{DM}=14.0\pm 0.3`$, in good agreement with our sample. Likewise, the three objects beyond the field of IC 1805 ($`l136.6\mathrm{°}`$) agree quite well on $`\overline{DM}=13.3`$, quite similar to the values found for our objects at $`l120\mathrm{°}`$ and $`l147\mathrm{°}`$.

The objects in Table 5 have on average spectral types indicating that they are rather less luminous than stars in our sample. They are also rather more obscured, which is consistent with their location behind star-forming regions of the Perseus Arm. As a consequence, they are several magnitudes fainter than objects in our sample. However, they are all within the reach of a moderate-size telescope with a modern spectrograph. Hence, it is to be expected that a sizable proportion of the OB population of the Cygnus Arm may be identified.

### 5.3 Is the Cygnus Arm well traced?

Moffat et al. (1979) estimate a $`DM=13.2\pm 0.2`$ for the young open cluster Waterloo 1, at $`l=151.4\mathrm{°}`$. For two other small groups of young stars associated with the H ii regions Sh 2-217 and Sh 2-219 (at $`l159.3\mathrm{°}`$), both of which contain embedded clusters (Deharveng et al. 2003), they estimate $`DM=13.1\pm 0.3`$ and $`DM=13.6\pm 0.3`$, while for NGC 1624 (at $`l=155.4\mathrm{°}`$), they estimate $`DM=13.9\pm 0.2`$. All these estimates are in good agreement with the $`DM`$ we find for the nearby Cam OB3.

Three stars close to $`l=135\mathrm{°}`$ in Table 5 yield $`\overline{DM}=13.3`$, intermediate between the values obtained for presumed tracers of the Cygnus Arm in the Cassiopeia region (Section 4.3) and for the Cam OB3 region. All these values support the idea of a coherent spiral structure with $`d=45`$ kpc over the $`l=130\mathrm{°}150\mathrm{°}`$ range. This distance is slightly shorter than predicted by the models of Vallée (2002) or Russeil (2003) (in which the Cygnus Arm runs at $`5`$ kpc), but certainly consistent with them, if we take into account the width of a spiral arm.

This structure is likely to be continued by the objects we find at $`d=5.3`$ kpc around $`l=120\mathrm{°}`$ and the objects at $`d=67`$ kpc at $`l105\mathrm{°}`$. However, a larger sample of distant stars and some more secure distances (such as good photometric distances to open clusters) will be necessary in order to confirm the continuity of the Cygnus Arm over such a large span.

Over the $`l=160\mathrm{°}170\mathrm{°}`$ range there is a lack of possible Outer Arm tracers in the literature, but beyond $`l=170\mathrm{°}`$ there is a number of open clusters clearly delineating it (NGC 1893, Bochum 1 and 4 other clusters studied by Turbide & Moffat 1993). The existence of a structure at $`d=56`$ kpc over the $`l=175\mathrm{°}215\mathrm{°}`$ range seems rather secure.

## 6 Conclusions

We have carried out a spectroscopic survey of stars in the $`l=85\mathrm{°}190\mathrm{°}`$ range reported in the literature to have photometric indices suggesting that they could be very distant OB stars. Over the whole range, we find a large number of objects whose spectroscopic parallaxes support a distance well above that expected for Perseus Arm stars and in relatively good agreement with the predictions for the position of the Outer or Cygnus Arm.

Over the $`l=85\mathrm{°}115\mathrm{°}`$ range, tracers of the Cygnus Arm are not very numerous and sparsely located. Many of them are stars of high luminosity, suggesting that at these Galactic longitudes the main sequence B-star population of the Cygnus Arm is far too faint to appear in the LS catalogues even in the regions of lower extinction.

From $`l=115\mathrm{°}`$, tracers of the Cygnus Arm start to be more frequent. Several objects in the field of Cas OB5 and Cas OB4 give distance moduli clustered around $`DM=13.6`$, suggesting that the Cygnus Arm is there at $`d5.3`$kpc.

In the $`l=140\mathrm{°}180\mathrm{°}`$ range, Perseus Arm tracers are rather inconspicuous, with the possible exception of some objects in Aur OB2. Over this range, most spiral tracers seem to belong to the Outer Arm, including the extended Cam OB3 association at $`d4`$kpc and NGC 1893 and its surrounding area, which should be separated from other clusters in Aur OB2.

###### Acknowledgements.

IN would like to thank all the staff at the Observatoire de Haute Provence for their support and friendliness and Dr. GianLuca Israel for help during the NOT observations. Part of the data presented here have been taken using ALFOSC, which is owned by the Instituto de Astrofísica de Andalucía (IAA) and operated at the Nordic Optical Telescope under agreement between IAA and the NBIfAFG of the Astronomical Observatory of Copenhagen. This research has made use of the Simbad data base, operated at CDS, Strasbourg, France. We thank an anonymous referee for comments that improved the presentation and readability of the paper. During part of this research, IN has been supported by a contract under the programme “Ramón y Cajal” of the Spanish Ministerio de Ciencia y Tecnología. This research is partially supported by the Spanish Ministerio de Ciencia y Tecnología under grant AYA2002-00814.


text:
# Quantum Field Theory and the Space of All Lie Algebras

## 1 The Space of All Lie Algebras

Let $`𝔤`$ be a finite-dimensional Lie algebra over an arbitrary field $`k`$. In what follows we will mostly assume $`k`$ is $``$ or $``$.

###### Definition 1.

The *structural tensor* $`f`$ is defined to be the element of $`𝔤^{}𝔤^{}𝔤`$ given by considering the bracket as a skew-symmetric bilinear mapping $`𝔤𝔤𝔤`$ (which is the same as a map $`^2𝔤𝔤`$).

In a basis $`\{E_a\}`$ of $`𝔤`$, the components of the structural tensor satisfy $`[E_a,E_b]=f_{ab}^{}{}_{}{}^{c}E_c`$. The statement that $`𝔤`$ forms a Lie algebra is equivalent to the following relations for the structure constants:

$$f_{ij}^{}{}_{}{}^{k}+f_{ji}^{}{}_{}{}^{k}=0,f_{ij}^{}{}_{}{}^{\mathrm{}}f_{\mathrm{}k}^{}{}_{}{}^{m}+f_{jk}^{}{}_{}{}^{\mathrm{}}f_{\mathrm{}i}^{}{}_{}{}^{m}+f_{ki}^{}{}_{}{}^{\mathrm{}}f_{\mathrm{}j}^{}{}_{}{}^{m}=0$$
(1)
These relations are more compactly written as

$$f_{(ij)}^{}{}_{}{}^{k}=f_{(ij}^{}{}_{}{}^{l}f_{k)l}^{}{}_{}{}^{m}=0$$

The space of all structure constants of $`n`$-dimensional Lie algebras inherits a topology from $`k^{n^3}`$. We call this the *Segal topology* because of its relevance to Ref. . The space of all sets $`\{f_{ij}^{}{}_{}{}^{k}\}`$ satisfying (1) is a subvariety $`W^nk^{n^3}`$ of dimension

$$dimW^nn^3\frac{n^2(n+1)}{2}=\frac{n^2(n1)}{2}.$$

The space $`_n`$ of all isomorphism classes of $`n`$-dimensional Lie algebras over $`k`$ has a natural weakly separating (i.e. $`T_0`$, not $`T_1`$) non-Hausdorff topology $`\kappa ^n`$, induced from the Segal topology by the action of $`\mathrm{GL}(n)`$. Basis transformations induce $`\mathrm{GL}(n)`$ tensor transformations between equivalent structure constants,

$$C_{ij}^k(A^1)_h^kC_{fg}^hA_i^fA_j^g,A\mathrm{GL}(n).$$
(2)
One can either define $`_n=W^n/\mathrm{GL}(n)`$, or avoid the basis-dependent notation entirely, and simply define $`_n`$ as the set of all $`n`$-dimensional structural tensors in the sense of Definition 1.

For $`n=3`$ the structure constants can be written as

$$f_{ij}^{}{}_{}{}^{k}=ϵ_{ijl}(n^{lk}+ϵ^{lkm}a_m),$$
(3)
where $`n^{ij}`$ is symmetric and $`ϵ_{ijk}=ϵ^{ijk}`$ totally antisymmetric with $`ϵ_{123}=1`$. With (3) the constraints are equivalent to $`n^{lm}a_m=0,`$ which are $`3`$ independent relations. There is a classification due to Behr of Lie algebras in $`_3`$ according to possible inequivalent eigenvalues of $`n^{lm}`$ and values of $`a_m`$ (see ).

Invariants of real Lie algebras have been calculated for $`n5`$ by Patera, Sharp, Winternitz and Zassenhaus . In this article we propose a new class of invariants, valid in any dimension, inspired by Jaffe’s study of generalizations of the Witten index .

## 2 Deformation Theory

###### Definition 2.

A *Lie algebra deformation* (or simply, a deformation) is a continuous curve $`f:[0,ϵ]_n`$, where $`ϵ>0`$. The deformation is said to be *trivial* if all $`𝔤(t)`$ are isomorphic, where $`𝔤(t)`$ is the Lie algebra with structural tensor $`f(t)`$.

We denote by $`\mathrm{Der}𝔤`$ the set of all linear maps $`D:𝔤𝔤`$ such that $`D[a,b]=[Da,b]+[a,Db]`$.

Let $`G`$ and $`H`$ be Lie groups and let $`B`$ be an action of $`G`$ on $`H`$ by group homomorphisms with $`B:G\times HH`$ smooth. Then the semidirect product group $`GH`$ is a Lie group with group operation: $`(g_1,h_1)(g_2,h_2)=(g_1g_2,h_1B(g_1)h_2)`$. We denote by $`\beta :G\mathrm{Aut}𝔥`$ the map defined by $`\beta (g)=T_eB(g)`$ and $`b:𝔤\mathrm{Der}𝔥`$ the differential of $`\beta `$ at the identity. Then $`b`$ defines a semidirect product of Lie algebras $`𝔤_b𝔥`$ by

$$[(X_1,Y_1),(X_2,Y_2)]=([X_1,X_2],[Y_1,Y_2]+b(X_1)Y_2b(X_2)Y_1)$$

and this is the Lie algebra of $`GH`$.

###### Example 1.

An $``$-linear map $`\phi :𝔤𝔩_2()`$ is determined by its value at 1. Let $`𝔞(t)=_{\phi _t}^2`$, where $`\phi _t(1)=\mathrm{diag}((1+t)\lambda ,(1+t+\alpha t^2)\mu )`$ for $`\lambda ,\mu 0`$ and $`\alpha >0`$. Then $`t𝔞(t)`$ is continuous and the Lie algebras $`𝔞(t)`$ are pairwise nonisomorphic.

As a vector space, $`𝔞(t)^3`$, so we can choose the standard basis $`e_1,e_2,e_3`$. With this choice of basis, the commutation relations of Example 1 are

$$[e_1,e_2]=(1+t)\lambda e_2,[e_1,e_3]=(1+t+\alpha t^2)\mu e_3,[e_2,e_3]=0$$
(4)
In terms of the structure constants, $`f_{1j}^k=a(j)\delta _j^k`$ for $`a(2)=(1+t)\lambda ,a(3)=(1+t+\alpha t^2)\mu `$, and $`f_{2j}^k=\delta _j^1\delta _2^ka(2)`$.

For any finite-dimensional Lie algebra $`𝔤`$, there exists a unique (up to isomorphism) connected, simply-connected Lie group $`G`$ having $`𝔤`$ as its tangent algebra. It follows that the classification of simply-connected Lie groups reduces to the classification of the corresponding Lie algebras. In particular, Example 1 proves the existence of pairwise nonisomorphic continuous deformations of Lie groups.

## 3 Lie Algebra Cohomology and BRST Theory

We review the connection between Lie algebra cohomology and quantization of gauge theories, setting notation for later sections.

Let $`\{e_\alpha \}`$ be a basis of $`V`$ and $`\{T_i\}`$ of $`𝔤`$, with $`f_{ij}^{}{}_{}{}^{k}`$ the structure constants, so that $`[T_i,T_j]=f_{ij}^{}{}_{}{}^{k}T_k`$. Let $`t_i`$ be the generators in the representation $`\rho `$, i.e. $`t_i=\rho (T_i)`$. A $`V`$-valued $`n`$-cochain is an antisymmetric linear map $`u:𝔤^nV`$ specified by

$$u(T_{i_1},\mathrm{},T_{i_n})=u_{i_1\mathrm{}i_n}^\alpha e_\alpha ,(n0)$$
(5)
with coefficients $`u_{i\mathrm{}j}^\alpha `$ being totally antisymmetric in lower indices. The coboundary operator $`\delta `$ increases the valence of arbitrary $`n`$-cochain $`u`$ by one, sending it to $`(n+1)`$-cochain $`\delta u`$. Explicitly for $`x_k𝔤`$, we have

$$\begin{array}{c}\delta u(x_1,\mathrm{},x_{n+1})\underset{k=1}{\overset{n+1}{}}()^{k+1}\rho (x_k)u(x_1,\mathrm{},\overline{)}x_k,\mathrm{},x_{n+1})\hfill \\ \hfill +\underset{j<k}{}()^{j+k}u([x_j,x_k],x_1,\mathrm{},\overline{)}x_j,\mathrm{},\overline{)}x_k,\mathrm{},x_{n+1}).\end{array}$$
(6)
In component form,

$$(\delta u)_{i_1\mathrm{}i_{n+1}}^\alpha =\underset{k=1}{\overset{n+1}{}}()^{k+1}(t_{i_k})_\beta ^\alpha u_{i_1\mathrm{}\mathit{}_k\mathrm{}i_{n+1}}^\beta +\underset{j<k}{}()^{j+k}f_{i_ji_k}^mu_{mi_1\mathrm{}\mathit{}_j\mathrm{}\mathit{}_k\mathrm{}i_{n+1}}^\alpha .$$
(7)
The coboundary operator is nilpotent, $`\delta \delta =0`$. The corresponding cohomology groups are denoted by $`H^n(𝔤,V)`$. The exterior derivative provides one example of such a coboundary operator (with $`𝔤`$ being the Lie algebra $`𝒳(M)`$ of vector fields, and $`V`$ the algebra of functions on a manifold $`M`$) .

Due to the antisymmetry of (5), $`n`$-cochains may be considered as elements of $`^n𝔤^{}V`$. A particularly convenient notation for cochains is to view the basis elements $`\{c^i\}`$ of $`𝔤^{}`$ as odd (anticommuting) objects: $`c^ic^j=c^ic^j=c^jc^i`$, etc. The elements $`c^i`$ act on the basis vectors according to:

$$c^{i_1}\mathrm{}c^{i_m}(T_{j_1},\mathrm{},T_{j_m})=det(\delta _j^i),$$
(8)
Any product of $`n+1`$ such elements must vanish by symmetry, so the number of independent products of Grassman generators is given by

$$1+n+\left(\genfrac{}{}{0pt}{}{n}{2}\right)+\left(\genfrac{}{}{0pt}{}{n}{3}\right)+\mathrm{}+\left(\genfrac{}{}{0pt}{}{n}{n1}\right)+\left(\genfrac{}{}{0pt}{}{n}{n}\right)=(1+1)^n$$

We denote the algebra generated by these $`2^n`$ elements by $``$, and we remark that $``$ has the structure of a fermionic Fock space, with multiplication by the various $`c^i`$’s playing the role of creation operators for different species of fermions.

In this notation, a general $`n`$-cochain takes the form

$$u=\frac{1}{n!}u_{i_1\mathrm{}i_n}^\alpha c^{i_1}\mathrm{}c^{i_n}e_\alpha ,$$
(9)
and the coboundary operator $`\delta `$ assumes the BRST-like form

$$\delta =c^it_i\frac{1}{2}f_{ij}^{}{}_{}{}^{k}c^ic^j\frac{}{c^k}.$$
(10)
As an odd differential operator, $`\delta `$ acts upon each $`c`$ and $`e`$ in (9) by

$$\delta e_\alpha =c^i(t_i)_{\alpha }^{}{}_{}{}^{\beta }e_\beta ,\delta c^i=\frac{1}{2}f_{}^{i}{}_{jk}{}^{}c^jc^k,\delta c^i=\delta c^ic^i\delta .$$
(11)
Viewing $`c^i𝔤^{}`$ as left invariant forms subject to the Maurer-Cartan equation, Eq. (10) becomes

$$\delta =c^it_i+d,dc^i=\frac{1}{2}f_{jk}^ic^jc^k,$$
(12)
and we deduce $`\delta ^2=0`$ very easily:

$$(c^it_i+d)^2=d^2+t_i(dc^i+c^id)+c^jc^kt_jt_k=t_idc^i+\frac{1}{2}c^jc^k[t_j,t_k]=0.$$
(13)
The relations (12) show that the BRST differential is a homological perturbation of the differential of the Koszul-Tate complex.

## 4 Faddeev-Popov Quantization

Consider a Yang-Mills theory, take $`𝔤`$ to be the Lie algebra of the gauge group, and recall that $`t_i`$ denote generators of $`𝔤`$. In this context, the operator (10) is known as the minimal nilpotent extension of $`c^it_i`$. Other nilpotent extensions are possible; a conventional form of the BRST operator in gauge theory is:

$$\delta =c^it_i\frac{1}{2}f_{ij}^{}{}_{}{}^{k}c^ic^j\frac{}{c^k}+b_i\frac{}{\overline{c}_i}.$$
(14)
where $`t_i`$ are generators of gauge transformations of original (matter and gauge) fields $`\phi `$ present in the classical theory, $`c^i`$ and $`\overline{c}_i`$ are ghosts and antighosts, and $`b_i`$ are auxiliary boson fields. We treat $`c^i`$ and $`\overline{c}_i`$ as independent fermionic fields, of ghost number $`+1`$ and $`1`$ respectively. The operator (14) is nilpotent, odd, of ghost number +1, and acts on the fields giving their variations under BRST transformations:

$`\delta \phi `$ $`=c^it_i\phi `$ (15)
$`\delta c^i`$ $`={\displaystyle \frac{1}{2}}f_{jk}^ic^jc^k`$ (16)
$`\delta \overline{c}_i`$ $`=b_i`$ (17)
$`\delta b_i`$ $`=0`$ (18)
An object is called *BRST invariant* when it is annihilated by $`\delta `$ . In the BRST gauge fixing procedure, the gauge-fixed Lagrangian has to be chosen in the form

$$L=L_{\text{inv}}+\delta \mathrm{\Lambda }$$
(19)
with $`L_{\text{inv}}(\phi )`$ invariant (and $`\mathrm{\Lambda }(\phi ,c,\overline{c},b)`$ non-invariant) under (15) , i.e., under local gauge transformations with ghosts $`c^i`$ playing the role of gauge parameters. Also, the gauge fixing term $`\mathrm{\Lambda }`$ should be of ghost number -1. Due to $`\delta ^2=0`$ , gauge invariance of $`L_{\text{inv}}`$ means BRST invariance of the total Lagrangian $`L`$ , and vice versa. For instance, the Faddeev-Popov Ansatz is generally recovered by the choice

$$\mathrm{\Lambda }=\mathrm{\Phi }^i\overline{c}_iL=L_{\text{inv}}+c^jt_j\mathrm{\Phi }^i\overline{c}_i+\mathrm{\Phi }^ib_i$$
(20)
where $`\mathrm{\Phi }^i(\phi )`$ are gauge-fixing conditions. Subsequent functional integration over $`b`$ yields the delta-function of $`\mathrm{\Phi }`$ (fixing the gauge) , and functional integration over $`c,\overline{c}`$ yields the determinant $`\text{det}(t_j\mathrm{\Phi }^i)`$ of variations under the gauge transformations, introduced by Faddeev and Popov.

We now discuss the relationship of physical operators and states to the BRST invariant objects. First, consider a functional integral of the type

$$Z_\delta =𝒟\psi Y\delta Xe^{iL},$$
(21)
where $`\psi `$ indexes all fields in the theory (including ghosts), $`Y`$ is BRST invariant and $`X`$ arbitrary. Then, assuming BRST invariance of functional measure (no anomalies), we see that

$$Z_\delta =\delta (𝒟\psi YXe^{iL})=0,$$
(22)
as a (zero) result of a mere change of integration variables. But this simple fact immediately implies that amplitudes which we would like to call physical,

$$Z_{\text{ph}}=𝒟\psi Ye^{i(L_{\text{inv}}+\delta \mathrm{\Lambda })},$$
(23)
do not depend on the choice of gauge fixing term $`\mathrm{\Lambda }`$ , because any change in $`\mathrm{\Lambda }`$ produces additional contributions of the form (21) .

Thus physical operators (or states) are classes of objects, of the form $`Y+\delta X`$ , with $`Y`$ being BRST invariant, $`\delta Y=0`$ . Physical objects are associated with cohomology classes of the BRST operator $`\delta `$ . Objects of the type $`\delta X`$ (those in zero cohomology) are called spurious. As a rule, physical field $`Y`$ is also required to be of definite ghost number (usually, 0) .

## 5 Lie Algebra Deformations and the BRST Operator

The operator

$$Q=c^it_i\frac{1}{2}f_{ij}^{}{}_{}{}^{k}c^ic^j\frac{}{c^k}.$$
(24)
depends on the Lie algebra $`𝔤`$ through its structure constants $`f_{ij}^{}{}_{}{}^{k}`$, and on a $`𝔤`$-module $`V`$ in which the elements of some basis for $`𝔤`$ act via representation matrices $`t_i`$. Thus $`Q`$ is an algebraic object which is completely determined by an ordered pair $`(𝔤,V)`$ where $`𝔤`$ is a finite-dimensional Lie algebra and $`V`$ is a $`𝔤`$-module.

Let $`𝔤(t)`$ denote a deformation of the type considered in Section 1. We propose that invariants of deformations $`𝔤(t)`$ can be constructed using the operators (24). Obvious invariants such as the trace do not yield interesting results, since the BRST operator (24) is traceless in a large class of examples. However, more sophisticated invariants inspired by quantum field theory, such as heat kernel-regularized traces of combinations of $`Q`$ with other operators, are known to exist. A detailed study of one class of such invariants is due to Jaffe , and we consider the application of Jaffe’s theory to Lie algebras in Section 6.

The scheme $`_n`$ discussed in Section 1 is, as one would expect, quite a complicated object; by definition it contains all Lie algebras of dimension $`n`$. One way of elucidating some of its structure is to identify path-components using invariants from quantum field theory.

## 6 Quantum Invariants

Let $``$ be a Hilbert space, with an operator $`\gamma `$ on $``$ that is both self-adjoint and unitary. Such an operator is called a $`_2`$-grading, because $``$ splits into $`\pm 1`$ eigenspaces for $`\gamma `$, i.e. $`=_+_{}`$. Let $`X=\{a_0,\mathrm{},a_n\}`$ be a set of operators on $``$ which we will call *vertices*. The *heat-kernel regularization density* of this set of vertices is defined to be

$$X(s)=\{\begin{array}{cc}b_0e^{s_0Q^2}b_1e^{s_1Q^2}\mathrm{}b_ne^{s_nQ^2},\hfill & \text{ when every }s_j>0\hfill \\ 0,\hfill & \text{ otherwise}\hfill \end{array}$$

and the Radon transform is $`\widehat{X}(\beta )=X(s)[d^ns]_\beta `$, where $`[d^ns]_\beta `$ is Lebesgue measure on the hyperplane $`s_j=\beta `$. Let $`U(g)`$ be a continuous unitary representation of a compact Lie group $`G`$ on $``$. The expectation of a heat-kernel regularization $`\widehat{X}`$ is defined by

$$\widehat{X};g=\mathrm{Tr}(\gamma U(g)\widehat{X})$$

$`Q`$ is a self-adjoint operator commuting with $`U(g)`$, called the *supercharge*, which is odd with respect to $`\gamma `$ and we assume that $`e^{\beta Q^2}`$ is trace class $`\beta >0`$.

###### Definition 3.

The JLO cochain is the expectation whose $`n`$th component is defined by

$$\tau _n^{JLO}(a_0,\mathrm{},a_n;g)=a_0,da_1,\mathrm{},da_n;g$$

The most general structure necessary to define a JLO cocycle is a *$`\mathrm{\Theta }`$-summable fractionally differentiable structure,* which is defined as a sextuple

$$\{,Q,\gamma ,G,U(g),𝔄\},$$

where $`,Q,\gamma ,G,U(g)`$ are all as defined above, and $`𝔄`$ is an algebra of operators (actually a subalgebra of an interpolation space; see ) which is pointwise invariant under $`\gamma `$ and for which $`U(g)𝔄U(g)^{}𝔄`$. Further references to “cyclic cohomology” refer to cohomology of the algebra $`𝔄`$.

The JLO expectation is a cocycle in the sense of entire cyclic cohomology theory, its application to physics is that pairing an operator with a family of JLO cocycles, each coming from a fractionally-differentiable structure on $``$, gives a natural generalization of a well-known equivariant index (25) in supersymmetric physics. Moreover, algebraic properties of cyclic cohomology imply that the equivariant index is a homotopy invariant. The equivariant index is defined by

$$^{Q(\lambda )}(a;g)=\frac{1}{\sqrt{\pi }}_{\mathrm{}}^{\mathrm{}}e^{t^2}\mathrm{Tr}(\gamma U(g)ae^{Q(\lambda )^2+itda})𝑑t$$
(25)
and it is shown in  that

$`^{Q(\lambda )}(a;g)`$ $`=`$ $`\tau ^{JLO}(\lambda ),a`$
and
$`{\displaystyle \frac{d}{d\lambda }}\tau ^{JLO}(\lambda ),a`$ $`=`$ $`0`$
All known cocycles in entire cyclic cohomology are of the form $`\tau ^{JLO}`$ for some choice of a $`\mathrm{\Theta }`$-summable fractionally differentiable structure.

A simple proof that $`^{Q(\lambda )}(a;g)`$ is a geometric invariant is given in , however, the proof relies on analytic hypotheses which have to be checked in each case of interest. Following , we note that the following regularity hypotheses are sufficient to establish $`^{Q(\lambda )}(a;g)`$ as an invariant.

* The operator $`Q`$ is self-adjoint operator on $``$, odd with respect to $`\gamma `$, and $`e^{\beta Q^2}`$ is trace class for all $`\beta >0`$.
* For $`\lambda J`$, where $`J`$ is an open interval on the real line, the operator $`Q(\lambda )`$ can be expressed as a perturbation of $`Q`$ in the form

$$Q(\lambda )=Q+W(\lambda )$$
(26)
Each $`W(\lambda )`$ is a symmetric operator on the domain $`𝒟=C^{\mathrm{}}(Q)`$.
* Let $`\lambda `$ lie in any compact subinterval $`J^{}J`$. The inequality

$$W(\lambda )^2aQ^2+bI,$$
(27)
holds as an inequality for forms on $`𝒟\times 𝒟`$. The constants $`a<1`$ and $`b<\mathrm{}`$ are independent of $`\lambda `$ in the compact set $`J^{}`$.
* Let $`R=(Q^2+I)^{1/2}`$. The operator $`Z(\lambda )=RW(\lambda )R`$ is bounded uniformly for $`\lambda J^{}`$, and the difference quotient

$$\frac{Z(\lambda )Z(\lambda ^{})}{\lambda \lambda ^{}}$$
(28)
converges in norm to a limit as $`\lambda ^{}\lambda J^{}`$.
* The bilinear form $`d_\lambda a`$ satisfies the bound

$$R^\alpha d_\lambda aR^\beta <M,$$
(29)
with a constant $`M`$ independent of $`\lambda `$ for $`\lambda J^{}`$. Here $`\alpha ,\beta `$ are non-negative constants and $`\alpha +\beta <1`$.

###### Corollary 1 (Ref. ).

If a family $`Q(\lambda )`$ satisfies conditions 1-5, then the numerical quantity

$$^{Q(\lambda )}(a;g)=\frac{1}{\sqrt{\pi }}_{\mathrm{}}^{\mathrm{}}e^{t^2}\mathrm{Tr}(\gamma U(g)ae^{Q(\lambda )^2+itd_\lambda a})𝑑t$$

does not depend upon $`\lambda `$, and hence is constant on path-components.

In the following theorem, we check the hypotheses 1-5 for the BRST operator.

###### Theorem 1.

A family $`Q(\lambda )`$ of BRST operators formed by a continuous deformation of Lie group structures satisfies hypotheses 1-5. The numerical quantity

$$^{Q(\lambda )}(a;g)=\frac{1}{\sqrt{\pi }}_{\mathrm{}}^{\mathrm{}}e^{t^2}\mathrm{Tr}(\gamma U(g)ae^{Q(\lambda )^2+itd_\lambda a})𝑑t$$

is an invariant.

Proof of Theorem 1. Since $`Q(\lambda )^2=0`$, $`e^{\beta Q^2}`$ must be trace class. If the grading $`\gamma `$ is by ghost number, then to see that $`Q`$ is $`\gamma `$-odd, note that each term in $`Q`$ increases total ghost number by one. This proves 1.

2 is also easy, setting $`W(\lambda )=Q(\lambda )Q`$ and $`Q=Q(0)`$. Each $`Q(\lambda )`$ is symmetric, thus $`W`$ is also.

To prove 3, we wish to show that there exist $`\lambda `$-independent constant $`b<\mathrm{}`$ such that $`bI+\{Q(\lambda ),Q\}`$ is a positive operator for all $`\lambda J^{}`$. Let $`E_{\text{min}}()`$ denote the lowest eigenvalue of a finite-dimensional matrix. $`E_{\text{min}}(\{Q(\lambda ),Q\})`$ is a continuous function of $`\lambda `$ over the compact interval $`J^{}`$, so it is bounded below and above. We choose

$$b>\left|\underset{\lambda }{\mathrm{min}}E_{\text{min}}(\{Q(\lambda ),Q\})\right|$$

In property 4, nilpotency requires $`R=I`$, and $`Z(\lambda )=W(\lambda )`$. We then wish to show that

$$(\lambda \lambda ^{})^1(Q(\lambda )Q(\lambda ^{}))$$

converges in norm to a limit as $`\lambda ^{}\lambda `$ in $`J^{}`$.

$$Q(\lambda )Q(\lambda ^{})=\frac{1}{2}(f(\lambda ^{})_{ij}^{}{}_{}{}^{k}f(\lambda )_{ij}^{}{}_{}{}^{k})c^ic^j\frac{}{c^k}$$

Therefore the difference quotient (28) certainly converges if the structure constants $`f(\lambda )_{ij}^{}{}_{}{}^{k}`$ are differentiable in $`\lambda `$.

The same assumption implies that $`\lambda W(\lambda )`$ is a differentiable map, therefore $`\lambda W(\lambda )`$ is uniformly bounded. The proof of 5 is similar. $`\mathrm{}`$

To simplify calculations, for the moment we take $`U(g)`$ to be a trivial representation. <sup>1</sup><sup>1</sup>1it would be interesting to incorporate $`U(g)`$-dependent terms, since the Lie group $`G`$ which is the domain of the unitary representation $`U`$ can be different from the simply connected group(s) $`G(\lambda )`$ which generate the BRST transformation. Since $`Q`$ is nilpotent, the invariant is given by the integral of

$$\pi (\lambda ,t)\mathrm{Tr}(\gamma ae^{it[Q(\lambda ),a]})$$

with respect to a Gaussian measure in the variable $`t`$.

Let us compute $`Q`$ on a basis element of $`V`$. The Maurer-Cartan equation for ghosts gives

$$Qc^k=\frac{1}{2}f_{ij}^kc^ic^j$$

The product rule for the Grassmann derivative is

$`{\displaystyle \frac{}{c^k}}(c_{i_1}c_{i_2}\mathrm{}c_{i_r})`$ $`=`$ $`\delta _{ki_1}c_{i_2}\mathrm{}c_{i_r}\delta _{ki_2}c_{i_1}c_{i_3}\mathrm{}c_{i_r}+\mathrm{}`$
$`+(1)^{r1}\delta _{ki_r}c_{i_1}\mathrm{}c_{i_{r1}}`$
$`=`$ $`{\displaystyle \underset{p}{}}(1)^{p1}\delta _{ki_p}c_{i_1}\mathrm{}\widehat{c}_{i_p}\mathrm{}c_{i_r}`$
We consider a homogeneous element of $`V`$, which takes the form $`X=c^{i_1}\mathrm{}c^{i_n}v`$ where $`n`$ is arbitrary. We compute

$$QX=(1)^nc^{i_1}\mathrm{}c^{i_n}c^jt_j[v]+\left(f_{ij}^kc^ic^j\underset{p}{}(1)^{p1}\delta _{ki_p}c^{i_1}\mathrm{}\widehat{c}^{i_p}\mathrm{}c^{i_r}\right)v$$

This shows how to find the matrix elements of $`Q`$ in any basis of $`V`$.

Although finite-dimensional, from a computational standpoint the vector space $`V`$ is usually rather large. In the case of dimension 3 algebras (c.f. Example 1), we need three $`c`$’s, and the exterior algebra $``$ will be $`2^3=8`$ dimensional. If $`V`$ is the adjoint representation, $`dim(V)=24`$. In practice, one may choose the “standard” basis of $``$ given by lexicographically ordered products of the $`c_i`$’s. On this space, left multiplication by $`c^j`$ is a linear operation and its matrix is identical to a permutation matrix up to factors of $`\pm 1`$ in the various matrix elements. Similarly, $`/c^i`$ is representable by a permutation matrix up to signs.

###### Definition 4.

A *monoid* is a semigroup with identity. Define $`𝒢_N`$ to be the set of all $`N\times N`$ matrices in which each row and each column has at most one nonzero entry, and that entry is $`\pm 1`$. Then $`𝒢`$ is closed under products, but contains non-invertible elements (those with a zero row or column), and so it is a monoid.

Left multiplication by $`c^j`$ is a linear operation on $``$ with non-trivial kernel. Its matrix is given by a permutation matrix, except that there can be factors of $`\pm 1`$ in the various matrix elements, and there can be rows or columns with all zeros; $`/c^i`$ is representable by another such matrix.

###### Lemma 1.

Let $`c^j`$ ($`j=1,\mathrm{},n`$) be “Faddeev Popov Ghosts” in the sense considered above, let $`A`$ denote the $`N=2^n`$ dimensional algebra generated by $`\{c^j\}`$ over the complex numbers, and let $`C^j`$ denote the operator of left multiplication by $`c^j`$ on $`A`$. Then the natural representation

$$\rho :RM_{N\times N}(),$$

takes values in the monoid $`𝒢_N`$, where

$$R=[C^1,\mathrm{},C^n,\frac{}{c^1},\mathrm{},\frac{}{c^n}].$$

Determination of the $`dim(V)^2`$-dimensional matrix of $`Q`$ is approachable by computer algebra methods. A number of commonly available computer algebra systems contain facilities for working with finitely generated algebras defined by generators and relations, so the system facilitates the creation of subroutines which represent the ghost algebra $`A`$ and the operators in the ring $`R`$. In writing such a program, it is extremely useful to keep Lemma 1 in mind. In performing these calculations for a 24-dimensional example, we discovered that all of the matrices $`Q(\lambda )`$ for different values of $`\lambda `$ have the same Jordan canonical form. We have not yet determined whether this must always happen for differentiable families of BRST operators.