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# Conformal Invariance and Stochastic Loewner Evolution Predictions for the 2D Self-Avoiding Walk - Monte Carlo Tests

## 1 Introduction

Lawler, Schramm and Werner  have conjectured that the scaling limit of the two-dimensional self-avoiding walk (SAW) is given by Schramm’s  stochastic Loewner evolution (SLE). SLE is a two dimensional conformally invariant random process which depends on a parameter $`\kappa `$, and so is denoted SLEκ. Chordal SLE refers to the version of SLE in which the random curve or set connects two points on the boundary of a simply connected domain. It is usually defined first for the case where the domain is the half-plane and the two boundary points are $`0`$ and $`\mathrm{}`$. Its definition is them extended to other simply connected domains $`D`$ and boundary points using a conformal map from the half-plane to $`D`$ which maps the two boundary points appropriately. If $`\kappa <4`$, chordal SLE gives a probability measure on simple curves, i.e., curves that do not intersect themselves . The conjecture of Lawler, Schramm and Werner is that for any simply connected domain $`D`$ and points $`z`$ and $`w`$ on its boundary, SLE8/3 is the scaling limit of SAW’s that go from $`z`$ to $`w`$ and stay inside $`D`$.

For $`\kappa =8/3`$, Lawler, Schramm and Werner  have a theorem that makes it possible to explicitly compute the distributions of many random variables associated with the SLE random curve. For the scaling limit of the SAW, these random variables can be studied by simulation. Thus one can numerically test their conjecture that the scaling limit of the SAW is SLE8/3 by comparing the distributions from simulations of the SAW with the exact distributions for SLE8/3. This test was carried out for two such random variables for the SAW in the upper half-plane in , and excellent agreement was found. In this paper we consider more random variables for which the exact distribution can be computed for SLE8/3. We compare their exact distributions with the numerical distributions of the same random variables for the SAW in the half-plane. We also simulate the SAW in the cut-plane consisting of the complex plane minus the non-negative real axis. The map $`z\sqrt{z}`$ takes the cut-plane onto the half-plane, and by composing the random variables for the half-plane with this map we obtain corresponding random variables for the cut-plane. We compare their distributions for the SAW from our simulations for the cut-plane with the exact distributions for SLE8/3. We also consider the probability that the walk passes to the right of a given point in the half-plane (or the cut-plane) and compare this probability for the SAW simulations with an exact formula of Schramm  for SLE.

Note that for both of the domains we consider, the terminal point of the walk is at infinity. This case is particularly well suited to simulations, since it is expected that we can construct the scaling limit by considering all SAW walks with a fixed length $`N`$ which start at the origin, taking the limit $`N\mathrm{}`$ and then taking the limit that the lattice spacing goes to zero. For a domain $`D`$ and two finite points $`z`$ and $`w`$ on its boundary, the scaling limit should be constructed as follows. We introduce a lattice and consider all self-avoiding walks which start at $`z`$ and end at $`w`$. The probability of such a walk is taken to be proportional to $`\beta ^N`$ where $`N`$ is the number of steps in the walk, and $`\beta `$ is the constant such that the number of SAW’s in the plane starting at the origin grows with the number of steps, $`N`$, as $`\beta ^N`$. The measure is normalized so that it is a probability measure. We then take the limit of this measure as the lattice spacing goes to zero. The construction of the scaling limit in the case of SAW’s with infinite terminal point is rather different from the case of a finite terminal point, so it would be interesting to test the conjecture that the scaling limit is given by SLE8/3 in the case of a finite terminal point.

In addition to describing the scaling limit of the SAW, SLE is conjectured to describe the scaling limit of a large number of other two dimensional models. Many of these conjectures have been proved recently. Schramm showed that if the loop-erased random walk has a conformally invariant scaling limit, then that limit must be SLE2 . He also conjectured that the scaling limit of percolation should be related to SLE6, and the scaling limit of uniform spanning trees (UST) is described by SLE2 and SLE8. The conjectures for the loop-erased random walk and the UST have been proved by Lawler, Schramm and Werner . Smirnov has proved the conformal invariance conjecture for critical percolation on the triangular lattice and that SLE6 describes the limit . Lawler, Schramm and Werner used SLE6 to rigorously determine the intersection exponents for Brownian motion and proved a conjecture of Mandelbrot that the outer boundary of a Brownian path has Hausdorff dimension 4/3 . The random cluster representation of the Potts model for $`0<q<4`$ was conjectured by Rohde and Schramm to be related to the SLE process as well .

## 2 SLE predictions

The random variables we consider are defined for curves in the upper half-plane as follows. Note that these random variables are defined both for the SAW and for SLE. We use $`\gamma `$ to denote the random curve in both cases. Consider a horizontal line at a height of $`c`$ above the horizontal axis. The curve $`\gamma `$ will intersect it, possibly more than once, and we look for the left-most intersection. The random variable $`X_e`$ is the $`x`$-coordinate of this intersection, divided by $`c`$. So

$$X_e=\frac{1}{c}\mathrm{min}\{x:x+ic\gamma \}$$
(1)
We can also consider the first intersection of the curve with the horizontal line. (“First” means the first intersection as we traverse the curve starting at the origin.) We let $`X_f`$ be the $`x`$-coordinate of this intersection, divided by $`c`$. (The subscripts $`e`$ and $`f`$ are for “extreme” and “first,” respectively.) The next random variable is defined using a vertical line at a distance $`c`$ to the right of the origin. The curve will intersect it, and we look for the lowest intersection. The random variable $`Y_e`$ is the $`y`$-coordinate of this intersection, divided by $`c`$. So

$$Y_e=\frac{1}{c}\mathrm{min}\{y:c+iy\gamma \}$$
(2)
The random variable $`Y_f`$ is the $`y`$-coordinate of the first intersection, divided by $`c`$. For the final random variable, consider a semi-circle of radius $`c`$ centered at the the point $`cd`$ on the real axis where $`|d|<1`$. So the origin where the random curve starts is inside the semicircle. The intersections of the random curve with the semicircle are of the form $`c(d+e^{i\theta })`$ and we look for the intersection with the smallest $`\theta `$. The random variable $`\mathrm{\Theta }_e`$ is this smallest angle, normalized so that it ranges between $`0`$ and $`1`$. So

$$\mathrm{\Theta }_e=\frac{1}{\pi }\mathrm{min}\{\theta :c(d+e^{i\theta })\gamma \}$$
(3)
The random variable $`\mathrm{\Theta }_f`$ is the angle of the first intersection, again normalized so that it ranges from $`0`$ to $`1`$. If the probability measure is invariant under dilations, then the distributions of all of these random variables are independent of $`c`$. This is true for SLE and is expected to be true for the scaling limit of the SAW.

The distributions of $`X_e,Y_e,\mathrm{\Theta }_e`$ are all easily computed using the following theorem of Lawler, Schramm and Werner. Let $``$ be the upper half-plane. Let $`A`$ be a compact subset of the closure of $``$ such that $`A`$ is simply connected and $`0`$ is not in $`A`$. Let $`\mathrm{\Phi }_A`$ be the conformal map from $`A`$ onto $``$ which fixes $`0`$ and $`\mathrm{}`$ and has $`\mathrm{\Phi }_A^{}(\mathrm{})=1`$. We continue to denote the random curve generated by SLE, the SLE “trace,” by $`\gamma `$.

###### Theorem 1.

(Lawler, Schramm, Werner .) For $`\kappa =8/3`$, chordal SLE in the half plane has

$$P(\gamma A=\mathrm{})=\mathrm{\Phi }_A^{}(0)^{5/8}$$
(4)
Our next step is to use this theorem to compute the distributions of $`X_e`$, $`Y_e`$ and $`\mathrm{\Theta }_e`$.

### 2.1 Hitting the horizontal line

It is convenient to take $`c=\pi `$ to compute the distribution of $`X_e`$. Let $`L_t`$ be the horizontal ray which starts at $`t+\pi i`$ and goes to the left. Let $`\mathrm{\Phi }_{L_t}(z)`$ be the conformal map which maps $`L_t`$ onto $``$ and satisfies the conditions in the theorem. Note that $`X_et/\pi `$ if and only if $`\gamma `$ hits $`L_t`$. So by the theorem

$$P(X_et/\pi )=1\mathrm{\Phi }_{L_t}^{}(0)$$
(5)
The map $`w(z)=z+\mathrm{ln}(z)+1+t`$ maps $``$ onto $`L_t`$. We need the inverse of this map but it cannot be explicitly found. The inverse should be normalized so that it fixes $`0`$ and $`\mathrm{}`$ and has derivative $`1`$ at $`\mathrm{}`$. The above map does not fix $`0`$, but meets the other two conditions. Fixing $`0`$ is not necessary since we can achieve this condition by just adding a constant to the inverse map, and this which will not change its derivative. So we have

$$\mathrm{\Phi }_{L_t}^{}(0)=\frac{dz}{dw}(0)=\left(\frac{dw}{dz}(z_0)\right)^1$$
(6)
where $`z_0`$ is the image of $`0`$ under the inverse map, i.e., $`0=z_0+\mathrm{ln}(z_0)+1+t`$.

Define

$$g(x)=x+\mathrm{ln}(x)$$
(7)
This is an increasing function which maps $`(0,\mathrm{})`$ onto the real line, so it has an inverse that maps the real line to $`(0,\mathrm{})`$. Note that $`z_0=g^1(t1)`$. We have

$$\frac{dw}{dz}(z_0)=1+\frac{1}{g^1(t1)}$$
(8)
So (5) and a trivial change of variables gives

$$P(X_et)=1\left(\frac{g^1(\pi t1)}{g^1(\pi t1)+1}\right)^{5/8}$$
(9)
Although $`g^1`$ cannot be explicitly computed, it can be trivially computed numerically. The graph of the above distribution is the solid line in figure 1. The open circles in the figure are the results of the simulation for the SAW.

We can find the asymptotic behavior of the distribution in (9) as $`t`$ goes to $`\pm \mathrm{}`$. For large positive $`t`$, $`g(t)=t+\mathrm{ln}(t)t`$. So as $`t\mathrm{}`$, $`g^1(\pi t1)\pi t`$, and so

$$P(X_et)1\left(\frac{\pi t}{\pi t+1}\right)^{5/8}\frac{5}{8\pi t},ast\mathrm{}$$
(10)
As $`t0`$, $`g(t)\mathrm{ln}(t)`$. So as $`t\mathrm{}`$, $`g^1(\pi t1)e^{\pi t1}`$. So

$$P(X_et)1\left(\frac{e^{\pi t1}}{e^{\pi t1}+1}\right)^{5/8}1e^{5(\pi t+1)/8},ast\mathrm{}$$
(11)
As $`t\mathrm{}`$, the probability goes to zero slowly, but as $`t\mathrm{}`$, the probability goes to one exponentially fast. This is reasonable since when $`X_e`$ is very negative it only means there is at least one intersection with the horizontal line far to the left of the origin, but when $`X_e`$ is very positive it means that all intersections with the horizontal line are far to the right of the origin.

### 2.2 Hitting the vertical line

The distribution of $`Y_e`$ was studied in . We take $`A_t`$ to be the line segment from $`1`$ to $`1+it`$. The conformal map that maps $`A_t`$ onto $``$ with the required normalizations is

$$\mathrm{\Phi }_{A_t}(z)=i\sqrt{(z1)^2t^2}$$
(12)
where the square root has its branch cut along the negative real axis. Thus the distribution of $`Y_e`$ is

$$P(Y_et)=P(\gamma [0,\mathrm{})A_t\mathrm{})=1\mathrm{\Phi }_{A_t}^{}(0)^{5/8}=1(1+t^2)^{5/16}$$
(13)
Figure 2 shows this distribution and the results of the simulation for the SAW.

### 2.3 Hitting the circle

It is convenient to translate so the semicircle is centered at the origin. Setting $`c=1`$, this means the random curves start at $`d`$. So $`P(\mathrm{\Theta }_et)=1\mathrm{\Phi }^{}(d)^{5/8}`$, where $`\mathrm{\Phi }`$ is a conformal map which takes the half-plane minus the arc $`A_\varphi =\{e^{i\theta }:0\theta \pi t\}`$ onto the half-plane with the normalizations that the map fixes $`\mathrm{}`$ and has derivative $`1`$ at $`\mathrm{}`$. (As in the previous case, we ignore the condition that the map fixes the origin since it does not affect the derivative.)

The conformal map

$$z\frac{z1}{z+1}$$
(14)
sends the upper half-plane (including $`\mathrm{}`$) onto itself, and it sends the upper half of the unit circle to the upper half of the imaginary axis. Let

$$a=\frac{\mathrm{sin}(\pi t)}{1+\mathrm{cos}(\pi t)}$$
(15)
Then the arc $`A_t`$ is mapped onto the line segment from $`0`$ to $`ia`$. We can then map $``$ with this line segment removed onto $``$ as we did in the previous section. Composing these two maps and multiplying by a factor of $`\sqrt{1+a^2}`$ for later convenience, we define

$$\psi (z)=i\sqrt{1+a^2}\left[\frac{(z1)^2}{(z+1)^2}a^2\right]^{1/2}$$
(16)
with the branch cut for the square root being the negative real axis. The map $`\psi `$ sends $`A_t`$ onto $``$ .

The map $`\psi `$ does not send $`\mathrm{}`$ to itself. For $`z`$ near $`\mathrm{}`$,

$$\psi (z)=(1+a^2)\left(1\frac{2}{(1+a^2)z}+\mathrm{}\right)$$
(17)
In particular, $`\psi (\mathrm{})=(1+a^2)`$. Now let

$$\mathrm{\Phi }_{A_t}(z)=\frac{2}{1+a^2\psi (z)}$$
(18)
For large $`z`$, $`\mathrm{\Phi }_{A_t}(z)z`$, so the derivative at $`\mathrm{}`$ is $`1`$ as required.

For real $`x`$ with $`1<x<1`$, the choice of branch cut leads to

$$\psi (x)=\sqrt{1+a^2}\left[\frac{(x1)^2}{(x+1)^2}+a^2\right]$$
(19)
Define

$$s=(1+a^2)^1=\frac{1+\mathrm{cos}(\pi t)}{2}$$
(20)
This will prove to be a natural variable to use. We have

$$\psi (x)=\frac{1}{\sqrt{s}}\left[\frac{(x1)^2}{(x+1)^2}+\frac{1}{s}1\right]^{1/2}=\frac{1}{s}\left[1\frac{4xs}{(x+1)^2}\right]^{1/2}$$
(21)
so

$$\mathrm{\Phi }(x)=\frac{2}{\frac{1}{s}\psi (x)}=\frac{2s}{1+\left[1\frac{4xs}{(x+1)^2}\right]^{1/2}}$$
(22)
Computing the derivative $`\mathrm{\Phi }^{}(d)`$ then yields

$$P(\mathrm{\Theta }_et)=1\left(\frac{4s^2(1+d)}{\left(1d+[(1d)^2+4ds]^{1/2}\right)^2\left((1d)^2+4ds\right)^{1/2}}\right)^a$$
(23)
For $`d=0,0.5`$ and $`0.9`$, this distribution and the results of the simulation for the SAW are shown in figure 3.

### 2.4 Passing right

In addition to the distributions of the random variables $`X_e`$, $`Y_e`$ and $`\mathrm{\Theta }_e`$, we also consider the following probability. Fix a point in the upper half-plane. One can then ask if the random curve passes to the right or left of this point. For SLE this probability only depends on the polar angle of the point since SLE is invariant under dilations. This should also be true for the scaling limit of the SAW, since it is expected to be invariant under dilations. Schramm  rigorously derived an explicit formula for this probability for $`\kappa <8`$. For general $`\kappa `$ it is given by a hypergeometric function, but for $`\kappa =8/3`$, his formula is quite simple. Denoting the probability that the curve passes to the right of a point with polar angle $`\theta `$ by $`p(\theta )`$, he showed that for $`\kappa =8/3`$

$$p(\theta )=\frac{1}{2}(1\mathrm{cos}(\theta ))$$
(24)
In our simulations we study this probability by fixing a radius $`c`$ and computing the probability the path passes to the right of $`ce^{i\theta }`$ for a large set of values of $`\theta `$. The above function and the results of the SAW simulation are shown in figure 4. (Note that the horizontal axis in the figure is $`\theta /\pi `$.)

### 2.5 The cut-plane

The cut-plane we consider is the plane with the non-negative real axis removed. Let $`f(z)=\sqrt{z}`$, with the branch cut along the positive real axis. Then $`f`$ maps the cut-plane onto the upper half-plane. We will continue to denote curves in the upper half-plane by $`\gamma `$, and use $`\widehat{\gamma }`$ to denote curves in the cut-plane. Given a curve $`\widehat{\gamma }`$ in the cut-plane, $`\gamma =f\widehat{\gamma }`$ is a curve in the upper half-plane. So we can define the various random variables for the cut-plane by applying their definitions in the half-plane to $`f\widehat{\gamma }`$. We will put a $`\widehat{}`$ on top of random variables defined on curves in the cut-plane. For the simulations it is useful to work out these definitions explicitly in terms of the curve $`\widehat{\gamma }`$ in the cut-plane, rather than map each SAW in the cut-plane to the half-plane.

First consider $`\widehat{\mathrm{\Theta }}_e`$ and $`\widehat{\mathrm{\Theta }}_f`$ for $`d=0`$. The map $`f`$ simply divides the polar angle by $`2`$, so for curves $`\widehat{\gamma }`$ in the cut-plane,

$$\widehat{\mathrm{\Theta }}_e=\frac{1}{2\pi }\mathrm{min}\{\theta :ce^{i\theta }\widehat{\gamma }\}$$
(25)
The random variable $`\widehat{\mathrm{\Theta }}_f`$ is the polar angle of the first intersection of $`\widehat{\gamma }`$ with the circle, divided by $`2\pi `$. If $`d0`$, the image of the semicircle under $`zz^2`$ is not a circle. We have not simulated $`\widehat{\mathrm{\Theta }}_e`$ or $`\widehat{\mathrm{\Theta }}_f`$ in this case.

To find the definition of $`\widehat{X}_e`$, we first take $`c=1`$. The image of the horizontal line $`\{i+t:\mathrm{}<t<\mathrm{}\}`$ under $`zz^2`$ is a parabola whose axis is the horizontal axis and which opens to the right,

$$x=t^21,y=2t$$
(26)
In the half-plane, $`X_e`$ is the smallest $`t`$ such that $`i+t`$ is on the curve. In the cut-plane, we consider all intersections of $`\widehat{\gamma }`$ with the parabola and find the intersection with the smallest $`y`$-coordinate. Since $`t=y/2`$, $`\widehat{X}_e`$ is one half of the $`y`$-coordinate of this “lowest” intersection. Equivalently,

$$\widehat{X}_e=\mathrm{min}\{t:(t^21,2t)\widehat{\gamma }\}$$
(27)
SLE is invariant under dilations of the cut-plane, and the scaling limit of the SAW in the cut-plane is expected to have this invariance as well. So for $`c1`$ we can take the parabola to be

$$x=c(t^21),y=2ct$$
(28)
and let

$$\widehat{X}_e=\mathrm{min}\{t:(c(t^21),2ct)\widehat{\gamma }\}$$
(29)
$`\widehat{X}_f`$ is the $`y`$-coordinate of the first intersection of $`\widehat{\gamma }`$ with the parabola divided by $`2c`$.

To find the definition of $`\widehat{Y}_e`$, we consider the image of $`\{1+it:0<t<\mathrm{}\}`$ under $`zz^2`$. It is the upper half of a parabola whose axis is the horizontal axis and which opens to the left:

$$x=1t^2,y=2t,t>0$$
(30)
In the half-plane, $`Y_e`$ is the smallest $`t`$ such that $`1+it\gamma `$, so in the cut-plane $`\widehat{Y}_e`$ is one half of the $`y`$-coordinate of the lowest intersection of $`\widehat{\gamma }`$ and the half parabola.

$$\widehat{Y}_e=\mathrm{min}\{t:(1t^2,2t)\widehat{\gamma },t>0\}$$
(31)
More generally, we can let

$$\widehat{Y}_e=\mathrm{min}\{t:(c(1t^2),2ct)\widehat{\gamma },t>0\}$$
(32)
$`\widehat{Y}_f`$ is the $`y`$-coordinate of the first intersection with the parabola divided by $`2c`$.

We have defined the random variables in the cut-plane so that if the probability measure is conformally invariant, then they will have the same distribution as their counterparts in the half-plane. Rather than compare the distributions of the random variables $`X_e,Y_e`$ and $`\mathrm{\Theta }_e`$ with those of $`\widehat{X}_e,\widehat{Y}_e`$ and $`\widehat{\mathrm{\Theta }}_e`$, we will compare all these distributions with the SLE8/3 predictions, eqs. (9), (13) and (23). This tests both the conjecture that the scaling limit of the SAW is SLE8/3 and the conformal invariance of the SAW. For the random variables $`X_f,Y_f`$ and $`\mathrm{\Theta }_f`$, we do not know their distributions for SLE8/3. So we will directly compare the distributions of $`X_f,Y_f`$ and $`\mathrm{\Theta }_f`$ with those of $`\widehat{X}_f,\widehat{Y}_f`$ and $`\widehat{\mathrm{\Theta }}_f`$. This tests the conformal invariance of the SAW.

## 3 The simulations

In all of our simulations the walks had one million steps. For the half-plane we ran the pivot algorithm for 10 billion iterations of the Markov chain. For the cut-plane we ran for 11.4 billion iterations. The simulation of $`\mathrm{\Theta }_e`$ for $`d0`$ in the half-plane was done separately and consisted of 6.8 billion iterations. For walks with a million steps only about $`5\%`$ of the proposed pivots are accepted. Of course, accepted pivots do not produce independent walks and for the random variables considered here most accepted pivots do not even change the value of the random variables. So the number of effectively independent samples is considerably less than the number of accepted pivots. Each of the simulations requires about a month on a 1.5 GHz PC. The exact speed of the simulation depends on the choice of the half-plane vs. cut-plane and how many random variables are simulated.

A walk with $`N`$ steps is typically of size $`N^{3/4}`$, so to study the various random variables we take $`c=lN^{3/4}`$, where $`l`$ is fairly small. Note that if we rescaled to make $`c`$ equal to 1, the lattice spacing would be $`(lN^{3/4})^1`$. We will refer to this quantity as the “effective lattice spacing.” Note that $`l`$ is the ratio of the scale used to define the random variable to the scale of the walk. So we must take $`l`$ small to make the effect of the finite length of our walks negligible. But as $`l`$ gets smaller, the effective lattice spacing gets larger. There is a second effect as $`l`$ gets smaller. For smaller $`l`$, the fraction of the pivots that change the values of the random variables is smaller. So the statistical errors get larger as $`l`$ gets smaller. We do not know a priori what value of $`l`$ will be optimal, so we compute the distributions of each random variable for four different values of $`l`$ in our simulations. The particular values of $`l`$ that we use are determined by some experimentation with much shorter simulation runs. We do not use the same four values of $`l`$ for the different random variables.

In figures 1 to 3 we show the distributions of $`X_e`$, $`Y_e`$ and $`\mathrm{\Theta }_e`$. (Throughout this paper we work with the cumulative distributions of our random variables rather than their densities since any simulation computes cumulative distributions. Computing densities requires taking numerical derivatives of the cumulative distributions, and so the densities would have larger statistical errors.) The solid curves are the exact distributions for SLE8/3. The circles are the results of the simulation of the SAW. Figure 4 studies the probability that the walk passes to the right of a point in the upper half-plane as a function of the polar angle of the point. The solid curve is Schramm’s exact result for SLE8/3, and the circles are the results of the SAW simulation. In all of figures 1 to 4, one cannot see any difference between the SAW simulations and the exact curves for SLE8/3. In figures 5 to 9 we plot the same four quantities, except that now we plot the result of the SAW simulation minus the SLE8/3 functions. The first thing that should be observed in these figures is the scale of the vertical axis. It is quite small. In all but one of these figures the total vertical range shown is $`0.007`$ or $`0.7\%`$. In figure 8 it is $`0.008`$.

In figures 5 to 9 several values of $`l`$ are shown. The nonzero effective lattice spacing means that we are simulating discrete random variables. So their distributions will be discontinuous. After subtracting off the continuous SLE distribution, the jumps will appear in the difference as rapid oscillations. As $`l`$ increases, the effective lattice spacing decreases, and so the oscillations are usually “faster” but smaller in amplitude. Also, for larger $`l`$ a larger fraction of the pivots change the values of the random variables, and so a larger $`l`$ typically produces smaller statistical errors. Both of these effects can be seen in all four of the plots.

As $`l`$ becomes larger, the effect of the finite length of the walk will begin to be seen. This is well illustrated by figure 7, which shows the distribution of $`\mathrm{\Theta }_e`$ for $`d=0`$. For the largest value of $`l`$ shown, $`l=0.2`$, the effect of the finite length of the walk is clear - the curve differs from zero by several times the size of the statistical errors. This curve is the smoothest of the three curves and has the smallest statistical errors. For $`l=0.1`$ the finite length effect is greatly reduced, but is still statistically significant. The $`l=0.05`$ curve seems to be the best of the values of $`l`$ that were simulated. The maximum difference of the SAW and SLE8/3 distributions is only about $`0.05\%`$. Our simulations included a fourth value of $`l`$ which is not shown, $`l=0.02`$. For this value the larger effective lattice spacing and larger statistical errors produce a difference curve that is rougher and larger than the $`l=0.05`$ curve. The behavior in figure 8 for the distribution of $`\mathrm{\Theta }_e`$ for $`d=0.9`$ is quite similar to figure 7, except that the nonzero $`l`$ effects appear to be larger.

In figure 5 the finite length effect is clearly seen in the $`l=0.05`$ curve; for large negative values of $`t`$ the deviation of this curve from zero is caused by the walk being too short. In figure 6 there are no obvious finite length effects; the deviation of the curve from zero appears to be primarily caused by the nonzero effective lattice spacing. The deviation is of the same order as the error bars and the oscillations. In figure 9 the finite length effects and nonzero effective lattice spacing effects are similar to those seen in figure 7. Note that the $`l=0.2`$ and $`l=0.1`$ curves are significantly different from zero at the right, corresponding to a polar angle of $`\pi `$. This effect is a result of the nonzero probability that the walk does not reach the semi-circle or that it crosses it, but ends inside the semi-circle. In both of these cases it is unclear whether the walk will pass to the right or left of the points on the semicircle. The algorithm must make some arbitrary choices in these cases.

Figures 10 through 13 show the same quantities as figures 5 to 7 and 9, but for the cut-plane. For the random variable $`\widehat{\mathrm{\Theta }}_e`$ (figure 12) and the probability of passing right of a point (figure 13), the agreement is again excellent. In both of these figures the vertical scale is $`0.007`$, the same as in the corresponding figures for the half-plane. For the random variables $`\widehat{X}_e`$ and $`\widehat{Y}_e`$, figures 10 and 11, the agreement is not quite as good, but the deviations from the SLE results are still small. (In these two figures the vertical scale is two to three times larger than in the other figures.) For these two random variables it is harder to do accurate simulations for the following reason. In the cut-plane, $`\widehat{X}_e`$ and $`\widehat{Y}_e`$ depend on the intersections of the random curve with parabolas. It typically takes a longer length of curve to attain these intersections than for the lines involved in the definition of $`X_e`$ and $`Y_e`$ in the half-plane. So in the cut-plane we must use smaller values of $`l`$. For $`\widehat{X}_e`$ in the cut-plane, the curves shown use $`l=0.002`$ and $`l=0.005`$ as compared to $`l=0.01`$ and $`l=0.05`$ for $`X_e`$ in the half-plane. Even with these small values of $`l`$, the finite length effects are still quite visible in figure 10. The deviation of the curves from $`0`$ for the most negative values of $`t`$ is pronounced. This is the part of the distribution that is particularly sensitive to the need for very long walks to hit the parabola. Of course, small values of $`l`$ mean a large effective lattice spacing and large statistical errors. For $`\widehat{Y}_e`$ in the cut-plane, the values of $`l`$ shown are $`0.0005`$ and $`0.001`$, as compared to $`0.002`$ and $`0.005`$ for $`Y_e`$ in the half-plane. The finite length effects in figure 11 can be seen in the substantial deviation of the curves from $`0`$ for large $`t`$, again a reflection of the need for long walks to reach the parabola.

The scaling limits for the SAW in the half and cut-planes are conjectured to be related by the conformal transformation, but there is no reason that the finite length effects in the two cases should be related. Indeed, the simulations show they are quite different. For example, compare the curves for the largest values of $`l`$ in figures 7 and 12. The curve in figure 7 is always positive, looking roughly like the first half of a sine wave, while the curve in figure 12 is both positive and negative.

Finally, we consider the random variables $`X_f`$, $`Y_f`$ and $`\mathrm{\Theta }_f`$ in the half and cut-planes. We don’t know the exact distributions of these random variable for SLE8/3, but we can still compare the distributions we get from the simulations of the SAW in the half-plane with the simulations for the cut-plane. Recall that $`\widehat{X}_f`$, $`\widehat{Y}_f`$ and $`\widehat{\mathrm{\Theta }}_f`$ (the random variables in the cut-plane) were defined so that they will have the same distribution as their counterparts in the half-plane if the SAW is conformally invariant. If we simply plot the distributions themselves, they agree so well that the difference cannot be seen in the plots. So instead of plotting the distributions, we plot the distributions minus various reference functions. These reference functions are quite ad hoc. They are chosen to be simple functions that are relatively good approximations to the distributions. They are defined as follows. For $`X_f`$ and $`\widehat{X}_f`$ we use the function

$$F(t)=\frac{1}{2}\left(\mathrm{tanh}(1.16t)+1\right)$$
(33)
For $`Y_f`$ and $`\widehat{Y}_f`$ we use the distribution of $`Y_e`$ for SLE8/3, i.e.,

$$F(t)=1(1+t^2)^{5/16}$$
(34)
For $`\mathrm{\Theta }_f`$ and $`\widehat{\mathrm{\Theta }}_f`$ we use

$$F(t)=t0.12\mathrm{sin}(2\pi t)0.009\mathrm{sin}(4\pi t)$$
(35)
We emphasize that these are not meant to be highly accurate approximations of the distributions of $`X_f`$, $`Y_f`$ and $`\mathrm{\Theta }_f`$. One could find better approximations with more complicated functions. The only purpose of these functions is to provide a convenient reference with respect to which we can plot the distributions for the half and cut-planes and compare them.

Figures 14 to 16 compare the distributions of $`X_f`$, $`Y_f`$ and $`\mathrm{\Theta }_f`$ in the half-plane with their analogs for the cut-plane. Again, the most important features of these graphs is the small scale of the vertical axis. For $`X_f`$ and $`\mathrm{\Theta }_f`$ the difference between the distributions in the half and cut-planes is very small. For $`Y_f`$ the difference is somewhat larger for large values of $`t`$, but still small. We attribute this greater difference to the larger finite length effects in the cut-plane. It can take a walk in the cut-plane a long time to reach the parabola involved in the definition of $`\widehat{Y}_f`$.

## 4 Algorithmic considerations

The pivot algorithm is used for our simulations. (This algorithm is discussed in .) The algorithm picks a site at random along the walk, called the pivot point, and picks a random element of the group of symmetries of the lattice about the point. This group element is applied to the part of the walk after the pivot point. The result is a new nearest neighbor walk, but it need not be self-avoiding or lie in the upper half-plane. The walk is accepted only if both of these conditions are meet. Otherwise the proposed walk is rejected and the current walk is counted as another state in the Markov chain. The Markov chain trivially satisfies detailed balance. In the appendix we show that it is irreducible.

The speed of the pivot algorithm is typically measured by considering the average time needed to produce an accepted pivot. The algorithm may be implemented  so that this time grows with the number of steps, $`N`$, as $`O(N^q)`$ with $`q<1`$. The exact value of $`q`$ is not known and probably depends on details of the implementation, but simulations indicate the implementation in  has $`q<0.57`$ in two dimensions. (This estimate is based on simulations of the walk in the full plane, not the half or cut planes.)

There are two main steps in the pivot algorithm, and both would seem to require a time $`O(N)`$ per accepted pivot. The first is the test for self intersections to see if the new walk should be accepted. The second is actually carrying out the pivot. To test for self-intersections quickly, we take advantage of the fact that the walk $`\omega `$ only takes nearest neighbor steps. Rather than simply checking if $`\omega (i)=\omega (j)`$, we compute the distance $`d=\omega (i)\omega (j)_1`$. If $`d`$ is nonzero then we can conclude not just that $`\omega (i)\omega (j)`$, but also that

$$\omega (i^{})\omega (j^{}),if|ii^{}|+|jj^{}|<d$$
(36)
Thus we can rule out a large number of potential self intersections if $`d`$ is large. Since it takes a time $`O(N)`$ to simply write down a walk with $`N`$ steps, the second step of carrying out the pivot would seem to require a time that is $`O(N)`$ per accepted pivot. To do better, the key idea is to not carry out the pivot each time a pivot is accepted. Instead we keep track of which pivots have been accepted and only carry them out after a certain number have been accepted. Details of this implementation of the pivot algorithm may be found in .

In the usual implementation of the pivot algorithm one chooses the pivot point by giving equal probability to all the points on the walk. One can, however, take the probability of picking the $`i`$th site along the walk to be $`p(i)`$, where $`p(i)`$ is a function whose sum is $`1`$. The only constraint is that the $`p(i)`$ must be positive. If one is interested in the distribution of the end-point of the walk, then every accepted pivot changes this random variable. For this random variable it does not appear that anything could be gained by making $`p(i)`$ non-uniform. However, there is a substantial benefit to using a non-uniform $`p(i)`$ for the random variables in this paper. All of our random variables typically depend only on a short segment of the walk near the origin. (The smaller $`l`$ is, the shorter the segment.) So most accepted pivots do not produce any change in the random variable. This suggests that it might be worthwhile to choose pivot locations near the start of the walk more often than pivot locations far from the start. For the simulations in this paper we define $`p(i)`$ as follows

$$p(i)=\{\begin{array}{cc}8c,\hfill & \text{if }0i<\frac{1}{5}N\hfill \\ 4c,\hfill & \text{if }\frac{1}{5}Ni<\frac{2}{5}N\hfill \\ 2c,\hfill & \text{if }\frac{2}{5}Ni<\frac{3}{5}N\hfill \\ c,\hfill & \text{if }\frac{3}{5}Ni<N\hfill \end{array}$$
(37)
where $`c=\frac{5}{16}N^1`$ so that the sum of the $`p(i)`$ is $`1`$. This is a rather ad hoc choice, but a crude test indicates that for a given number of iterations of the algorithm, it typically reduces the standard deviation of the random variable by a factor of two. A systematic study of the effect of $`p(i)`$ would be useful.

For each of the six random variables we consider four different values of $`l`$. We also consider four values of $`l`$ for the probability of passing to the right of a given point. Thus there are 28 different observables to be computed, and some care is necessary to be sure that the time required for this part of the simulation does not dominate the simulation. All of these observables require finding intersections of the walk with a given curve (a line, parabola or circle). Searching through the walk one step at a time for these intersections would be disastrous, since it would require a time $`O(N)`$. Such a search is easily avoided. At a given site in the walk we do not simply check if the next step intersects the curve. Instead we compute the distance from the site to the curve. The walk must take at least this many steps before it can intersect the curve, so we can jump ahead this many steps in the walk before we check again for an intersection.

## Appendix A Proof of irreducibility

In this appendix we prove that the pivot algorithm is irreducible in the half-plane and cut-plane that we have been considering. The proof is very similar to the proof for the full plane . We show that for any self-avoiding walk in the half-plane (cut-plane, respectively), there is a sequence of pivot operations which “unfold” the walk into a straight line and such that each walk produced in this unfolding process is self-avoiding and remains in the half-plane (cut-plane, respectively).

We first consider the half-plane. The restriction is that except for the starting point of the walk at the origin, the walk must remain strictly above the horizontal axis. We will show that the number of turns in the walk can be decreased by one. We denote the sites in the walk by $`\omega (i)`$ where $`i=0,1,\mathrm{},N`$. We will say there is a turn at $`\omega (i)`$ if $`\omega (i1),\omega (i)`$ and $`\omega (i+1)`$ are not co-linear.

We will consider cases based on the direction of the last step of the walk. If it is to the right, i.e., $`\omega (N)=\omega (N1)+(1,0)`$ we proceeds as follows. Let $`l`$ be the largest integer such that the line $`yx=l`$ contains a site on the walk. So the walk is entirely below or on this line. Let $`i`$ be the largest integer such that $`\omega (i)`$ is on this line. Since the last step of the walk is to the right, $`\omega (N)`$ is not on this line. So $`i<N`$. Since the first step of the walk in the half-plane must be up, $`i`$ cannot be $`0`$. We take $`\omega (i)`$ as the pivot point and reflect the portion of the walk from $`\omega (i)`$ to $`\omega (N)`$ in the line $`yx=l`$. The reflected portion of the walk lies entirely above the line, so the reflection does not produce self-intersections. Furthermore, since the walk was on or below the line, the reflection can only increase the $`y`$ coordinates of points on the walk. So the new walk is still in the upper half plane. The walk before this reflection has a turn at $`\omega (i)`$ and the reflected walk does not. The reflection does not add any turns to the walk, so the total number of turns decreases by one. If the final step of the walk is to the left, i.e., $`\omega (N)=\omega (N1)(1,0)`$, we use an analogous procedure with lines $`y+x=l`$ to reduce the number of turns in the walk.

Now suppose that the final step of the walk is either up or down, i.e., $`\omega (N)=\omega (N1)\pm (0,1)`$. Consider the vertical line which contains this last step. First suppose that the walk lies entirely to the right of or on this vertical line. Let $`i<N`$ be the largest integer such that there is a turn at $`\omega (i)`$. (Of course, if there are no turns the walk is a straight line and we are done.) The walk is a straight segment from $`\omega (i)`$ to $`\omega (N)`$ which lies on the vertical line. We take $`\omega (i)`$ as the pivot point and perform a rotation of $`90`$ degrees ($`90`$, respectively) if the last step of the walk is up (down, respectively). This rotates the segment from $`\omega (i)`$ to $`\omega (N)`$ to the left of the vertical line and removes the turn at $`\omega (i)`$. No new turns are added to the walk, so the total number of turns decreases by one. If the walk likes entirely to the right or on the vertical line containing the last step, an analogous argument shows the number of turns can be reduced by one.

Now suppose that the walk contains sites on both sides of the vertical line which contains the last step of the walk. Let $`d`$ be the horizontal width of the walk:

$$d=\mathrm{max}\{x:(x,y)=\omega (i),\mathrm{for}\mathrm{some}i,y\}\mathrm{min}\{x:(x,y)=\omega (i),\mathrm{for}\mathrm{some}i,y\}$$
(38)
We will show that $`d`$ can be increased. Let $`l`$ be the smallest integer such that the vertical line $`x=l`$ contains sites in the walk. So the walk lies on or to the right of this line. Note that $`\omega (N)`$ is not on this line. Let $`i<N`$ be the largest integer such that $`\omega (i)`$ is on this line. We take $`\omega (i)`$ as the pivot point and reflect the walk from $`\omega (i)`$ to $`\omega (N)`$ in the line $`x=l`$. This increases the width of the walk. (The argument is the same as that given in .) The reflection does not change the y-coordinate of points on the walk, so the new walk is still in the upper half-plane. Note that in the new walk the last step is in the same direction as before, i.e., either up or down. So we can repeat this procedure to increase $`d`$ until we obtain a walk which lies entirely on or to one side of the vertical line containing the final step. When we reach such a walk we apply the procedure of the proceeding paragraph to reduce the number of turns by one. This completes the proof for the case of the half-plane.

Now consider the cut-plane. The restriction now is that the walk cannot contain sites of the form $`(x,0)`$ with $`x0`$, except for the starting point at the origin. We again consider cases based on the direction of the last step of the walk. If it is to the right, we proceed as in the half-plane algorithm. Note that the line involved, $`yx=l`$, must have $`l0`$ since the walk starts at the origin. (In fact $`l`$ must be at least $`1`$, but we do not need this.) The reflected portion of the walk will lie above this line while the cut, the non-negative real axis, lies below it. So the reflection produces a walk that lies in the cut-plane.

If the last step of the walk is to the left, a different procedure is needed to avoid producing a walk that intersects the cut. Consider the lines $`xy=l`$ and $`x+y=l`$. They intersect at $`(l,0)`$ and divide the plane into four quadrants which we will describe as being left, right, above and below the point $`(l,0)`$. We take $`l`$ to be the smallest integer such that the sites on the walk lie in the quadrant to the left of $`(l,0)`$ or on the lines. ($`l`$ is necessarily positive.) We then let $`i`$ be the largest integer such that $`\omega (i)`$ is on one of the two lines. (It is not $`N`$ since the last step of the walk is to the left.) Note that $`\omega (i)`$ cannot be $`(l,0)`$. We take $`\omega (i)`$ as the pivot point and reflect the walk from $`\omega (i)`$ to $`\omega (N)`$ in the line containing $`\omega (i)`$. The reflected portion of the walk will lie either in the quadrant above or below $`(l,0)`$ and so cannot intersect the cut.

If the last step of the walk goes up or down we use the algorithm for the half-plane. There is a subtle point here. Recall than when the walk has points on both sides of the vertical line containing the last step, we chose $`l`$ so that the walk is to the right of or on the vertical line $`x=l`$. For the half plane we could have chosen it so that “right” is replaced by “left.” For the cut-plane this choice could result in a reflected walk that intersects the cut. To see that our choice does not produce a walk that intersects the cut, we observe that since the walk starts at the origin, $`l`$ must be negative. The reflected portion of the walk will lie on or to the left of the line $`x=l`$, and so will not intersect the cut. This completes the proof for the cut-plane.

Acknowledgments: Oded Schramm pointed out to me that one can find the conformal map from the half-plane with a circular arc removed onto the half-plane and so compute the distribution of $`\mathrm{\Theta }_e`$. The author thanks the Mathematics Department of Université Paris-Sud (Orsay) and the Institute des Hautes Études Scientifiques (Bures-sur-Yvette), where some of this work was performed, for their hospitality. This work was supported by the National Science Foundation (DMS-9970608 and DMS-0201566).


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# Axisymmetrical Gas Inflow in the Central Region of NGC 7331

## 1 Introduction

Peculiar motions are frequently detected in active galaxies where the existence of several kinematically distinct gaseous systems, some of them suffering radial outward movements, has been attributed to the influence of the active nucleus (García-Lorenzo et al. 1999, 2001, Arribas et al. 1997, Mediavilla & Arribas 1993). The outflow of gas close to the nucleus is relatively easy to detect because of the large velocities involved (of the order of 100 km/s) and of the direct illumination from the strong active source. Inflow of gas seems to be much more difficult to observe as it is presumably caused by less outstanding mechanisms than the nuclear activity. However, it is very important to detect since inflow should provide the matter that will eventually accrete into the nuclear black hole. To study the influence of the environment on the nucleus we will present new results about the kinematics in the central region of NGC 7331. Some peculiarities previously detected in the ionized gas velocity field of this galaxy (see below) make it specially interesting for this kind of studies.

The large scale gas distribution in NGC 7331 is ring-like as first detected by Bosma (1978) in HI, Telesco et al. (1982) from NIR colors and Young and Scoville (1982) in CO. The ring is confirmed in other wavelengths and is taken today as a prototype gas ring.

Bower et al. (1993) used optical long-slit spectra to show that their models without a central black hole fit the observational data. However, there is an unresolved LINER nucleus (see, for instance, Cowan et al., 1994), so this galaxy could harbour a massive black hole of $`5\times 10^8M_{}`$. This is supported by the motion of ionized gas (\[NII\] + H$`\alpha `$ emission line) reported by Afanasiev et al. (1989) in the 0.2-0.4 kpc (2.8-5.6 arcsec) zone and by the discovery of a nuclear X-ray source by Stockdale et al. (1998) using ROSAT.

The existence of a bar has been suggested from non-circular motions by Marcelin et al. (1994) and von Linden et al. (1996). However the I and K band photometry in the central regions carried out by Prada et al. (1996) did not indicate any significant barred morphology.

In the central kpc, Bottema (1999) found that the emission line gas (for R $``$ 40 arcsec) seems to rotate slower than the stars. An explanation of the observations would consist in an inclined and warped gaseous plane.

Using 2D spectroscopy, Mediavilla et al. (1997) concluded that the kinematics of the stars and most of the ionized gas are decoupled. These authors found that the kinematic axes of the ionized gas velocity map are distorted and rotated with respect to the stars, something that can be interpreted in terms of radial movements. However, the reduced field of view of the available velocity maps (about 7” $`\times `$ 7”) makes difficult to verify this interpretation.

In this letter we are going to present new Integral Field spectroscopy covering the central 30” $`\times `$ 30” of NGC 7331, with the aim of understanding the kinematics of the region surrounding the nucleus.

## 2 Observations and reduction

NGC 7331 was observed with INTEGRAL (Arribas et al. 1998) in combination with the fiber spectrograph WYFFOS (Bingham et al. 1994) the 15 of July of 2001. The spectral resolution and coverage were 4.8Å and 1445Å respectively. The central wavelength was 6200Å. From the wavelength calibration we estimate that the uncertainty in velocity determinations is better than 10 km/s. We used the SB3 bundle of INTEGRAL. This bundle consists of a central rectangle of 30” $`\times `$ 34” and an outer ring of 90” in diameter. Four exposures of 600s each were taken from the central region of NGC 7331. These frames were combined to increase the S/N ratio and to reject the cosmic rays. Posteriorly, the spectra were extracted, calibrated in wavelength, and corrected from throughput. The reduction steps were made using the INTEGRAL data reduction package running in IRAF. More details about the reduction procedure can be found in Arribas et al. (1991).

For several spectral features of interest we have determined a grid of values at the locations of the fibers at the focal plane and have interpolated a map of the selected feature (see, e.g., Arribas et al. 1999).

In Fig. 1 we show the resulting intensity and velocity maps. The stellar continuum corresponds to the $``$ 5730-6800Å, spectral range. The stellar velocity map has been obtained by cross correlating the spectra in the $``$ 5600Å-6850Å wavelength interval using the nuclear spectrum as template. We also present intensity and velocity maps obtained from the multi-Gaussian fit of the H$`\alpha `$+\[NII\]$`\lambda \lambda 6548,6583`$ blend. The nuclear spectrum is very similar to the ones obtained from the same region by Filippenko and Sargent (1985) or Mediavilla et al. (1997) and shows a strong H$`\alpha `$ absorption (Mediavilla et al. give a description of the nuclear spectrum of NGC 7331 in comparison with that of M31). To avoid the influence of the strong H$`\alpha `$ absorption in the determination of the velocity and intensity maps, we have considered in the fits an extra component representing this absorption feature (see Mediavilla et al. 1997, for details).

## 3 Observational results

A very noticeable feature in Fig. 1 is the ring structure observed in the H$`\alpha `$ intensity map. The two-dimensional distribution of the H$`\alpha `$ emission consists of a nucleus, a region with very low emission and then the H$`\alpha `$ ring that begins rather abruptly at about 7 arcsec measured in the east direction ($``$ 500 pc equivalent to a galactocentric radius of about 2 kpc, considering $`i=75^o`$). Therefore we are observing the inner part of the well-known large-scale gaseous ring. In contrast, the \[NII\] emission decays continuously from the nucleus towards the outer parts and is very faint at the ring location. In the ring the \[NII\]$`\lambda 6583`$/H$`\alpha `$ ratio is about 0.3, typical of ionization by a HII-like continuum. This indicates that the ring is representative of a large scale stellar formation process. On the contrary, the \[NII\]$`\lambda 6583`$/H$`\alpha `$ ratio in the inner to the ring region is very high, about 5. This is typical of LINERS. At the nucleus we found a value \[NII\]$`\lambda 6583`$/H$`\alpha 3`$ also typical of LINERS and similar to the one (2.7) reported by Mediavilla et al. (1997). It is also remarkable that the transition between the LINER and the starburst regions is very abrupt and takes place at the inner boundary of the H$`\alpha `$ ring.

Another important feature in the maps of Fig. 1 is the presence of a symmetrical distortion in the velocity maps corresponding to the ionized gas, also coincident with the inner boundary of the starburst ring.

Leaving aside the S-shaped distortion present in the innermost region (see Mediavilla et al. 1997), the stellar velocity map in NGC 7331 is quite regular. However, the dynamics observed in H$`\alpha `$ and \[NII\] is very much distorted when compared with the pure rotation velocity field of the stellar system. Notice that the central 7” $`\times `$ 7” of the H$`\alpha `$ map (Fig. 1) are in very good agreement with the H$`\alpha `$ velocity map presented in Mediavilla et al. (1997).

## 4 The large scale inflow

The new map of H$`\alpha `$ velocities (Fig. 1) gives a global perspective of the central region of NGC 7331 and can be interpreted in terms of a ring of peculiar velocities superimposed to a normal rotation pattern. In Fig. 2 we represent the velocity as a function of galactic azimuthal angle, $`v(\theta )`$, along the ring of peculiar velocities for H$`\alpha `$ and the stars. As it can be seen the H$`\alpha `$ curve presents a global blueshift of 60 km/s with respect to the stellar curve (the \[NII\] curve, not represented here, suffers also a blueshift of 23 km/s). After removing the global blueshift, the H$`\alpha `$ curve is shifted by about 25 degrees with respect to the stellar one (see Fig. 2). The \[NII\] curve corrected from blueshift is intermediate between that of the stars and H$`\alpha `$ showing a shift of 15 degrees with respect to the stellar rotation. The amplitudes of the H$`\alpha `$ and \[NII\] curves are 117 and 95 km/s, respectively. Thus, the kinematic shifts with respect to the stellar rotation imply a radial velocity component of about 55 km/s for H$`\alpha `$ and 26 km/s for \[NII\]. With an alternative method, measuring the departures of the velocity field from the systemic velocity along the minor kinematic axis, we have obtained a similar value, 45 km/s for H$`\alpha `$.

The west part of this kinematically peculiar ring is relatively redder and the east-part relatively bluer. As the dust lanes in optical images clearly indicate that the west part is the closest, we can conclude that we are observing a contraction motion (see Fig. 3). Thus, we have detected gas flowing from the H$`\alpha `$ ring to the central inner region with a very noticeable axisymmetry. The velocity is maximum at the inner boundary of the large-scale gaseous ring. It then decreases towards the center, probably as V $``$ (R $`\rho `$)-1, where $`V`$ is the inward component of the gas velocity at the inner boundary of the ring, $`R`$ the galactocentric radius and $`\rho `$ the density, due to continuity requirements.

Interpretations other than axisymmetric inflow cannot be in principle disregarded to explain the radial motion. An elliptical motion would produce a departure from circular motion, without a net inflow. Also, the observed motions could be attributable to a pair of tightly wound spiral arms, i.e. streaming motions along the spiral arms due to a density wave could produce a similar observed velocity pattern. These effects are not axisymmetric, but as long as axisymmetry is not perfect, they should be considered as alternative interpretations. However, it would be more difficult to account for the observed global blueshift in the framework of these alternative explanations. In any event, we favor axisymmetric inflow as the simplest explanation.

Regarding the global blueshift, it is noticeable that the magnitudes of the vertical (responsible of the global blueshift) and radial inward (causing the kinematic axis shifts) motions are in good quantitative agreement in both cases, H$`\alpha `$ and \[NII\]. This suggests that we are seeing gas flowing from the edge of the H$`\alpha `$ starburst ring in all allowed directions. Thus, the global blueshift is explained by the same process that gives rise to the radial inward motion.

There is good spatial coincidence between the peculiar velocities and H$`\alpha `$ starburst rings (particularly good at the east region where the edge of the H$`\alpha `$ ring is more sharply defined). Anyway, there is not significant differences in the results about the global blueshift and the radial inward motion at the galaxy plane if the velocity curves are determined along the H$`\alpha `$ ring. The intermediate position of the \[NII\] kinematics between the stars and H$`\alpha `$ can be explained if more than one kinematic component is contributing to the \[NII\] emission. This is supported by the existence of two-peaked \[NII\] lines (Mediavilla et al. 1997).

The inward velocity is much greater than the sound speed and a pressure gradient can be ruled out as the mechanism causing the gas inflow. However, it is of the order of the Alfven velocity if we consider a magnetic field of $`10^5`$ Gauss. That means that the inflow of gas from the ring to the center could be induced by magnetic field pressure forces if a strong but in principle acceptable magnetic field were associated to the ring (see Battaner et al. 1988). Alternatively, the inflow can be also attributed to the presence of strong winds originated in starbursts. The existence of a large scale process of stellar formation in NGC 7331 was suggested by Young & Scoville (1982) to explain the presence of the CO ring in terms of exhaustion of the gas to form stars in the central region. The discovery of large scale stellar formation in the ring fits naturally in this hypothesis that is also supported by studies of the Mg2 index (del Burgo et al. 1997).

The gas inflow from the ring could eventually be accreted into the central black hole. To do an estimation of the accreted mass rate, we consider that the inwards flux is 2$`\pi `$RHV$`\rho `$. The gas density ($`\rho `$) is taken as 0.5$`\times `$10-2 Mpc-3 (Israel & Baas 1999), the equivalent gas disc height as H = 467 pc (Bottema 1999) and the galactocentric radius as R = 2 kpc. Therefore we estimate the infalling flux as 1.6 Myr-1 of the order of magnitude of the accretion mass rate in a luminous seyfert nuclear black hole (Blandford et al. 1990).

For a low luminosity AGN, such as that in M81, the required accretion flux has been estimated to be of the order of $`5\times 10^5`$ M/yr (Ho et al. 1997), assuming an efficiency of conversion between matter and energy of 0.1. As NGC 7331 has a nucleus of comparable luminosity (Stockdale et al. 1998) it seems reasonable that a part of the radial macroscopic infall observed here can feed the NGC7331 AGN.

Considering the large difference between the scales of the nuclear accretion disc and the macroscopic ring observed here, the interpretation of the inward flux as the feeding of the central black hole can only be considered as tentative. Actually, this identification should be assessed under the conditions of continuity and stationarity. Even the inward velocity, as a function of radius, peaks at the inner ring boundary, it is not vanishing at lower radii. This fact favours the interpretation that the observed flux eventually reach the nucleus.

## 5 Conclusions

Some conclusions are worthy to be summarized:

We have detected an H$`\alpha `$ ring coincident with the inner part of the well known CO and HI ring. The \[NII\]/H$`\alpha `$ ratio at the ring is typical of HII-like ionization and indicates that a large scale stellar formation process is taken place at the ring. This is in agreement with the hypothesis of that the gas in the inner to the ring region has been exhausted by massive stellar formation, that continues at the ring. The physical conditions in the inner to the ring region are typical of LINERS and the transition between starburst and LINER takes place very sharply at the inner boundary of the H$`\alpha `$ ring.

Ionized gas peculiar velocities are found near to the inner boundary of the CO-HI ring, compatible with an axisymmetric morphology superimposed to the otherwise regular map of the ionized gas. The comparison with the regular stellar velocity map makes the assumption of an axisymmetric contraction very plausible. The infalling matter is observed at the inner boundary of the large-scale gaseous ring and likely continues towards the inner region. Although several mechanisms are possible to explain the origin of the inflow, the existence of strong winds at the ring wall fits naturally with the presence of massive stellar formation in the ring.

Even if the accreting flux could have very different causes we would be observing infalling velocities of the order of 50 km/s and infalling gaseous fluxes of the order of 1 Myr-1. This is higher than the required accretion rate for a central black hole. Probably we are observing the infalling motion feeding the black hole having its source as far as 2 kpc away from the center.

The inwards flux axisymmetry seems to rule out, in this galaxy, mechanisms based on bars. Bars have been proposed as sources for feeding AGN’s and this have been observed to operate in the central regions of some active galaxies (See Perez et al. 2000, and references therein). NGC 7331, without a clearly observed bar, and with an axisymmetric inflow suggest that other ways of loosing angular momentum could also be important.

###### Acknowledgements.

The Isaac Newton Group of Telescopes (ING) operates the 4.2m William Herschel Telescope on behalf of the Particle Physics and Astronomy Research Council (PPARC) of the United Kingdom and the Netherlands Organization for Scientific Research (NWO) of the Netherlands. The ING is located at the Roque de Los Muchachos Observatory, La Palma, Spain. This paper has been in part supported by the “Plan Andaluz de Investigación” (FQM-108) and by the “Secretaría de Estado de Política Científica y Tecnológica” (AYA2000-1574). We acknowledge the improvement of the paper by an anonymous referee.


text:
# 1 Lightcurves

## 1 Lightcurves

In the low/hard state (LHS) the X-ray spectrum is dominated by a power law component; this hard X-ray emission is thought to be produced in a Comptonizing corona. Corresponding X-ray power spectra for sources in the LHS show a high level of low frequency noise, a broken power law, and at least one quasi-periodic oscillation (QPO). The LHS is also characterized by a powerful, low intensity jet emitting synchrotron radiation in radio (and often higher) frequencies .

The X-ray lightcurves of the eight LHS XRTs we consider – V404 Cyg, A 1524-62, 4U 1543-475, GRO J0422+32, GRO J1719-24, GRS 1737-31, GS 1354-64, and XTE J1118+480 – exhibit very different morphologies, and the canonical “FRED”-type lightcurve is not predominant. The optical lightcurves appear generally, although not consistently, correlated with the X-rays. Where radio coverage is available it appears that both the main outburst and secondary maxima of the X-ray lightcurves tend to be associated with radio ejections . Despite the similarities in X-ray and broad-band spectral behaviour of these sources, the most notable feature of these lightcurves is their inconsistency.

## 2 The Low-Frequency QPO

The presence of a QPO in the power spectrum of XRTs is a common feature of the LHS, as well as the intermediate and very high states (I/VHS; ); however, the frequencies are lower in the LHS than in the I/VHS. In the four sources shown in Figure 1, the frequency of the LHS QPO is not constant but instead increases during the outburst. Formal cross-correlation of the QPOs with the X-ray flux does not produce a statistically significant correlation in any of these sources. In addition, we find that the duration of the QPO frequency increase is a factor of 1.5-2 times the duration of the X-ray flux rise.

The mHz QPO of XRTs may relate to the inner edge of the accretion disc ; if the softening during the outburst is due to the inner edge of the disc moving inwards we would expect the QPO frequency to increase, as observed. Alternatively, the QPO could be produced at a large radius within the disc, with its frequency inversely proportional to the disc mass . In this model, the rising QPO frequency is a signature of the accretion disc mass decreasing as it disappears into the black hole.

## 3 Broad-band Spectra and Jets

Nearly all black hole transients in the LHS show evidence for some form of jet behaviour . This jet is not purely a “radio jet”, as the synchrotron spectrum that is thought to be the jet signature is often seen up to IR and possibly optical frequencies. For XTE J1118+480, a synchrotron spectrum has been fit to the full range of frequencies up to the hard X-rays . For these LHS XRTs, a flat or inverted spectrum has already been well established in the radio. We compiled spectra from radio to X-rays for four sources at three different epochs (where possible) per source (Figure 2). Inspection of the resultant broad-band spectra show that despite the morphological differences between the outburst lightcurves, their spectral properties are similar; also, the spectra do not vary significantly between the various epochs. The spectra of these four XRTs are similar to that of XTE J1118+480; formal fitting of these broad-band spectra with a synchrotron spectrum is in progress. Although it is unclear whether synchrotron emission from the jet can be the dominant contributor to the broad-band spectrum, as suggested in the case of XTE J1118+480, what is clear is that the jet contribution should not be ignored when modelling XRT outbursts, especially in the LHS.

## 4 Conclusions

For these LHS transient outbursts, we find the following characteristics:

* The X-ray and multi-wavelength lightcurves have very different morphologies. The relationships between the emission at various wavelengths likewise differs from source to source.
* A low frequency QPO is observed which increases in frequency during the outburst but is not directly correlated with the X-ray luminosity.
* The broad-band spectra of the LHS transients are very similar and do not vary substantially during different epochs.
* In addition to the radio signature of the jet, it may be possible to fit the broad-band spectra in the LHS with a synchrotron spectrum.

To model LHS outbursts, the Disc Instability Model (DIM) should be able to reproduce non-FRED lightcurves and also must consider the production of the power law hard X-ray emission from the corona. Models of LHS outbursts should include the jet, which is likely to be a much more significant contributor to the X-ray luminosity and broad-band emission than has been previously assumed. Finally, in recent “canonical” soft XRT outbursts (e.g. XTE J1859+226, XTE J1550-564) the sources have been observed to pass through the LHS on the rise from quiescence to the (V)HS. It is important that the power requirements of the initial LHS and its associated jet are incorporated into future attempts to model transient outbursts with the DIM, which has not been done to date.


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# XMM-Newton and Chandra view of the Cluster Abell 85 and its X-Ray Filament

## 1. Introduction

The hot ($`1<T<10`$keV; central density, $`n_010^3`$cm<sup>-3</sup>) X-ray emitting gas found in rich clusters of galaxies is an excellent tool to probe the cluster dynamics, morphology, and history.

We present here an X-ray study of Abell 85 ($`z=0.0556`$, richness class $`R=0`$, B-M type III) using new XMM-Newton data obtained in January 2002 and public data available from the Chandra archive.

At the distance of Abell 85, 1 arcmin corresponds to $`65h_{70}^1`$kpc (assuming $`\mathrm{\Omega }_M=0.3`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$).

## 2. The Data

Abell 85 was observed in august 2001 by the Chandra satellite (P.I. C. Sarazin) with the ACIS-I detector. The net exposure time was $`38.9`$ ks. Figure 1 shows the Chandra X-ray image and the Chandra isocontours superimposed on a DSS optical image. Notice the irregular form of the South Blob and the excess X-ray emission at the south-west of the main structure.

The two XMM-Newton observations were performed on January 7th, 2002 (P.I. F. Durret). The two exposures were centered on the centre of Abell 85 (coincident with the cD galaxy) and on the south filament respectively. Both exposure times were $`12.0`$ ks.

## 3. The Centre, the South Blob and the Filament

The left panel of Figure 2 shows a close-up of the central region seen by Chandra. About 15 arcsec southward of the central X-ray maximum there seems to be a “hole” or “bubble” in the X-ray emissivity. There is also a small X-ray point source (which is associated with an optical counterpart) just a few arcsecs to the east of this “hole”. Such a “hole” may be produced by the relativistic jets (cf. Ensslin et al 1998) either from the central dominant galaxy or from the object associated with the X-ray point source. Some hot bubbles have been observed in a number of clusters (Mazzotta et al. 2002a,b; Soker et al. 2002).

The South Blob (the second brightest diffuse sub-structure) is shown in the right panel of Figure 2. Notice that it is a highly irregular sub-structure, with the X-ray emission dominated by a point source (a bright galaxy at the redshift of the cluster, see also Lima Neto et al. 1997).

Figure 3 shows the mosaic XMM image obtained after combining both observations. The images are the merged data from EPIC-MOS 1 and 2 in the \[0.3–8.0\] keV band. It is clear that Abell 85 has a diffuse emission extending southward; we interpret this as part of a filament. Figure 4 shows a zoom of the filament region. Filaments are expected to connect cluster in the hierarchical scenario of large scale structure formation (e.g. Jenkins et al. 1998).

## 4. Temperature and Metallicity Maps

We have computed the temperature and metallicity maps from Chandra data by dividing the central region of Abell 85 into a mesh and, for each cell, fitting an absorbed MEKAL plasma model (Kaastra & Mewe 1993; Liedahl et al. 1995).

Figure 5 shows the temperature and metallicity maps. The X-ray isocontours are overlaid on each map. The cluster is found to be cooler in the central regions where the metallicity is higher.

## 5. Radial profiles

Figure 6 shows the radial profiles of temperature and metal abundance computed in circular rings around the cluster centre. Notice that there is a significant difference when we fix or not the absorbing hydrogen column density. When fixed, we used the galactic value given by Dickey & Lockman (1990), available with the FTOOLS package.

We compare these profiles to those obtained by Lima Neto et al. (2001) using BeppoSAX data. With the low resolution of BeppoSAX, the central region profile is not adequately determined. With Chandra ACIS-I, there is a clear temperature drop towards the centre.

We also observe a steep rise in the metallicity towards the centre.

## 6. Conclusions

The high resolution and sensibility of XMM-Newton and Chandra satellite provides us with a new vision of an old cluster (quoting a meeting in Marseille five years ago…):

* The X-ray emission in the central region is not totally homogeneous or symmetric: the maximum is displaced relatively to the outer isophotes, a “hole” seems to exist south of the center;
* The temperature is cooler and the metallicity is higher in the central regions of the cluster than was previous measured;
* The existence of an X-ray filament, or at least diffuse X-ray emission south east of the cluster is confirmed; The south blob is definitely not a relaxed structure.

### Acknowledgments.

We acknowledge support from the COFECUB (Comité Français pour l’Évaluation de la Coopération avec le Brésil).

## References

Dickey J.M., Lockman F.J., 1990, Ann. Rev. Ast. Astr. 28, 215

Durret F., Forman W., Gerbal D., Jones C., Vikhlinin A., 1998, A&A 335, 41

Enßlin T.A., Biermann P.L., Klein I., Kohle S., 1998, A&A 332, 395

Jenkins A., et al., 1998, ApJ 499, 20

Kaastra J.S., Mewe R., 1993, A&AS 97, 443

Liedahl D.A., Osterheld A.L., Goldstein W.H., 1995, ApJ 438, L115

Lima Neto G.B., Pislar V., Durret F., Gerbal D., Slezak E., 1997, A&A 327, 81

Lima Neto G.B., Pislar V., Bagchi J., 2001, A&A 368, 440

Mazzotta P., Kaastra J.S., Paerels F.B., et al., 2002a, ApJ 567, 37

Mazzotta P., Fusco-Femiano R., Vikhlinin A. 2002b, ApJ 569, 31

Soker N., Blanton E.L., Sarazin C.L., 2002, submitted to ApJ, (astro-ph/0201325)


text:
# Real entire functions with real zeros and a conjecture of Wiman

## 1 Introduction

An entire function is called real if it maps the real line into itself. The main result of this paper is

###### Theorem 1.1

For every real entire function of infinite order with only real zeros, the second derivative has infinitely many non-real zeros.

This conclusion is not true for the first derivative as the example $`\mathrm{exp}(\mathrm{sin}z)`$ shows. For real entire functions with finitely many zeros, all of them real, Theorem 1.1 was proved in . Theorem 1.1 can be considered as an extension to functions of infinite order of the following result of Sheil-Small , conjectured by Wiman in 1914 . For every integer $`p0`$, denote by $`V_{2p}`$ the set of entire functions of the form

$$f(z)=\mathrm{exp}(az^{2p+2})g(z),$$

where $`a0`$ and $`g`$ is a real entire function with only real zeros of genus at most $`2p+1`$, and set $`U_0=V_0`$ and $`U_{2p}=V_{2p}\backslash V_{2p2}`$ for $`p1`$. Thus the class of all real entire functions of finite order with real zeros is represented as a union of disjoint subclasses $`U_{2p},p=0,1,\mathrm{}.`$

Theorem A (Sheil-Small) If $`fU_{2p}`$ then $`f^{\prime \prime }`$ has at least $`2p`$ non-real zeros.

Applying Theorem 1.1 to functions of the form

$$f(z)=\mathrm{exp}_0^zg(\zeta )𝑑\zeta $$

we obtain

###### Corollary 1.1

For every real transcendental entire function $`g`$, the function $`g^{}+g^2`$ has infinitely many non-real zeros.

For polynomials $`g`$ the corresponding result was conjectured in \[4, Probl. 2.64 and 4.28\] and proved in : If $`g`$ is a real polynomial then $`g^{}+g^2`$ has at least $`\mathrm{deg}g1`$ non-real zeros. Corollary 1.1 also follows from the result of Bergweiler and Fuchs .

Theorems 1 and A together imply the following

###### Corollary 1.2

If $`f`$ is a real entire function and $`ff^{\prime \prime }`$ has only real zeros then $`fU_0`$.

We recall that $`U_0`$, the Laguerre–Pólya class, coincides with the closure of the set of all real polynomials with only real zeros, with respect to uniform convergence on compact subsets of the plane. This was proved by Laguerre  for the case of polynomials with positive zeros and by Pólya  in the general case. It follows that $`U_0`$ is closed under differentiation, so that all derivatives of a function $`fU_0`$ have only real zeros. Pólya  asked if the converse is true: if all derivatives of a real entire function $`f`$ have only real zeros then $`fU_0`$. This conjecture was proved by Hellerstein and Williamson . More precisely, they showed that for a real entire function $`f`$, the condition that $`ff^{}f^{\prime \prime }`$ has only real zeros implies $`fU_0`$. Our Corollary 1.2 shows that in this result one can drop the assumption on the zeros of $`f^{}`$, as Hellerstein and Williamson conjectured \[4, Probl. 2.64\].

For the early history of results on the conjectures of Wiman and Pólya we refer to , which contain ample bibliography. The main result of Levin and Ostrovskii  is

Theorem B If $`f`$ is a real entire function and all zeros of $`ff^{\prime \prime }`$ are real then

$$\mathrm{log}^+\mathrm{log}^+|f(z)|=O(|z|\mathrm{log}|z|),z\mathrm{}.$$
(1)
This shows that a function satisfying the assumptions of Corollary 1.2 cannot grow too fast, but there is a gap between Theorem B and Theorem A. Our Theorem 1.1 bridges this gap.

One important tool brought by Levin and Ostrovskii to the subject was a factorization of the logarithmic derivative of a real entire function $`f`$ with only real zeros:

$$\frac{f^{}}{f}=\psi \varphi ,$$

where $`\varphi `$ is a real entire function, and either $`\psi `$ is a meromorphic function which maps the upper half-plane $`H=\{z:\mathrm{Im}z>0\}`$ into itself or $`\psi 1`$. This factorization was used in all subsequent work in the subject. A standard estimate for analytic functions mapping the upper half-plane into itself shows that $`\psi `$ is neither too large nor too small away from the real axis, so the asymptotic behavior of $`f^{}/f`$ mostly depends on that of $`\varphi `$. One can show that $`f`$ is of finite order if and only if $`\varphi `$ is a polynomial.

The second major contribution of Levin and Ostrovskii was the application of ideas from the value distribution theory of meromorphic functions . Using Nevanlinna theory, Hayman  proved that for an entire function $`f`$, the condition $`f(z)f^{\prime \prime }(z)0,z`$, implies that $`f^{}/f`$ is constant. The assumptions of Theorem B mean that $`f(z)f^{\prime \prime }(z)0`$ in $`H`$. Levin and Ostrovskii adapted Hayman’s argument to functions in a half-plane to produce an estimate for the logarithmic derivative. An integration of this estimate gives (1). To estimate the logarithmic derivative using Hayman’s argument they applied an analogue of the Nevanlinna characteristic for meromorphic functions in a half-plane, and proved an analogue of the main technical result of Nevanlinna theory, the lemma on the logarithmic derivative. This characteristic has two independent origins,  and , and the name “Tsuji characteristic” was introduced in .

In this paper we use both main ingredients of the work of Levin and Ostrovskii, the factorization of $`f^{}/f`$ and the Tsuji characteristic.

Another important tool comes from Sheil-Small’s proof of Theorem A. His key idea was the study of topological properties of the auxiliary function

$$F(z)=z\frac{f(z)}{f^{}(z)}.$$

In the last section of his paper, Sheil-Small discusses the possibility of extension of his method to functions of infinite order, and proves the fact which turns out to be crucial: if $`f`$ is a real entire function, $`ff^{\prime \prime }`$ has only real zeros, and $`f^{}`$ has a non-real zero, then $`F`$ has a non-real asymptotic value. In §4 we prove a generalization of this fact needed in our argument.

The auxiliary function $`F`$ appears when one solves the equation $`f(z)=0`$ by Newton’s method. This suggests the idea of iterating $`F`$ and using the Fatou–Julia theory of iteration of meromorphic functions. This was explored by Eremenko and Hinkkanen, see, for example, .

Theorem 1.1 will be proved by establishing a more general result conjectured by Sheil-Small . Let $`L`$ be a real meromorphic function in the plane with only simple poles, all of them real and with positive residues. It is known  that every such $`L`$ has a Levin–Ostrovskii representation

$$L=\psi \varphi $$
(2)
in which:

(a) $`\psi `$ is meromorphic in the plane and real on the real axis;

(b) $`\psi `$ maps the upper half-plane into itself, or $`\psi 1`$;

(c) $`\psi `$ has a simple pole at every pole of $`L`$, and no other poles;

(d) $`\varphi `$ is a real entire function.

We outline briefly how such a factorization (2) is obtained. Let

$$\mathrm{}<a_{k1}<a_k<a_{k+1}<\mathrm{}$$

be the sequence of poles of $`L`$ enumerated in increasing order. The assumption that all poles are simple and have positive residues implies that there is at least one zero of $`L`$ in each interval $`(a_k,a_{k+1})`$. We choose one such zero in each interval and denote it by $`b_k`$. Then we set

$$\psi (z)=\underset{k}{}\frac{1z/b_k}{1z/a_k},$$

with slight modifications if $`a_kb_k0`$ for some $`k`$ or the set $`\{a_k\}`$ is bounded above. We then define $`\varphi `$ by (2), and properties (a)–(d) follow (for the details see ).

###### Theorem 1.2

Let $`L`$ be a function meromorphic in the plane, real on the real axis, such that all poles of $`L`$ are real, simple and have positive residues. Let $`\psi ,\varphi `$ be as in $`(\text{2})`$ and (a), (b), (c), (d). If $`\varphi `$ is transcendental then $`L+L^{}/L`$ has infinitely many non-real zeros.

To deduce Theorem 1.1 from Theorem 1.2 it suffices to note that if $`f`$ is a real entire function with only real zeros then $`L=f^{}/f`$ is real meromorphic with only real simple poles and positive residues, and thus has a representation (2). Further, $`L+L^{}/L=f^{\prime \prime }/f^{}`$. By an argument of Hellerstein and Williamson \[9, pp. 500-501\], the function $`\varphi `$ is transcendental if and only if $`f`$ has infinite order.

## 2 Preliminaries

We will require the following well known consequence of Carleman’s estimate for harmonic measure.

###### Lemma 2.1

Let $`u`$ be a non-constant continuous subharmonic function in the plane. For $`r>0`$ let $`B(r,u)=\mathrm{max}\{u(z):|z|=r\}`$, and let $`\theta (r)`$ be the angular measure of that subset of the circle $`C(0,r)=\{z:|z|=r\}`$ on which $`u(z)>0`$. Define $`\theta ^{}(r)`$ by $`\theta ^{}(r)=\theta (r)`$, except that $`\theta ^{}(r)=\mathrm{}`$ if $`u(z)>0`$ on the whole circle $`C(0,r)`$. Then if $`r>2r_0`$ and $`B(r_0,u)>1`$ we have

$$\mathrm{log}u^+(4re^{i\theta })\mathrm{log}B(2r,u)c_1_{2r_0}^r\frac{\pi dt}{t\theta ^{}(t)}c_2,$$

in which $`c_1`$ and $`c_2`$ are absolute constants, and

$$u^+(re^{i\theta })=\frac{1}{2\pi }_\pi ^\pi \mathrm{max}\{u(re^{i\theta }),\mathrm{\hspace{0.17em}0}\}𝑑\theta .$$

The first inequality follows from Poisson’s formula, and for the second we refer to \[22, Thm III.68\]. Note that in the case that $`u=\mathrm{log}|f|`$ where $`f`$ is an entire function, $`u^+(re^{i\theta })`$ coincides with the Nevanlinna characteristic $`T(r,f)`$.

Next, we need the characteristic function in a half-plane as developed by Tsuji  and Levin and Ostrovskii  (see also  for a comprehensive treatment). Let $`f`$ be a meromorphic function in a domain containing the closed upper half-plane $`\overline{H}=\{z:\mathrm{Im}(z)0\}`$. For $`t1`$ let $`𝔫(t,f)`$ be the number of poles of $`f`$, counting multiplicity, in $`\{z:|zit/2|t/2,|z|1\}`$, and set

$$𝔑(r,f)=_1^r\frac{𝔫(t,f)}{t^2}𝑑t,r1.$$

The Tsuji characteristic is defined as

$$𝔗(r,f)=𝔪(r,f)+𝔑(r,f),$$

where

$$𝔪(r,f)=\frac{1}{2\pi }_{\mathrm{sin}^1(1/r)}^{\pi \mathrm{sin}^1(1/r)}\frac{\mathrm{log}^+|f(r\mathrm{sin}\theta e^{i\theta })|}{r\mathrm{sin}^2\theta }𝑑\theta .$$

The upper half-plane is thus exhausted by circles of diameter $`r1`$ tangent to the real axis at $`0`$. For non-constant $`f`$ and any $`a`$ the first fundamental theorem then reads

$$𝔗(r,f)=𝔗(r,1/(fa))+O(1),r\mathrm{},$$
(3)
and the lemma on the logarithmic derivative \[15, p. 332\] gives

$$𝔪(r,f^{}/f)=O(\mathrm{log}r+\mathrm{log}^+𝔗(r,f))$$
(4)
as $`r\mathrm{}`$ outside a set of finite measure. Further, $`𝔗(r,f)`$ differs from a non-decreasing function by a bounded additive term . Standard inequalities give

$$𝔗(r,f_1+f_2)𝔗(r,f_1)+𝔗(r,f_2)+\mathrm{log}2,𝔗(r,f_1f_2)𝔗(r,f_1)+𝔗(r,f_2),$$
(5)
whenever $`f_1,f_2`$ are meromorphic in $`\overline{H}`$. Using the obvious fact that $`𝔗(r,1/z)=0`$ for $`r1`$ we easily derive from (3) and (5) that $`𝔗(r,f)`$ is bounded if $`f`$ is a rational function.

A key role will be played by the following two results from . The first is obtained by a change of variables in a double integral \[15, p. 332\].

###### Lemma 2.2

Let $`Q(z)`$ be meromorphic in $`\overline{H}`$, and for $`r1`$ set

$$m_{0\pi }(r,Q)=\frac{1}{2\pi }_0^\pi \mathrm{log}^+|Q(re^{i\theta })|d\theta .$$
(6)
Then for $`R1`$ we have

$$_R^{\mathrm{}}\frac{m_{0\pi }(r,Q)}{r^3}𝑑r_R^{\mathrm{}}\frac{𝔪(r,Q)}{r^2}𝑑r.$$
(7)
The second result from  is the analogue for the half-plane of Hayman’s Theorem 3.5 from .

###### Lemma 2.3

Let $`k`$ and let $`f`$ be meromorphic in $`\overline{H}`$, with $`f^{(k)}1`$. Then

$$𝔗(r,f)\left(2+\frac{1}{k}\right)𝔑(r,\frac{1}{f})+\left(2+\frac{2}{k}\right)𝔑(r,\frac{1}{f^{(k)}1})+O(\mathrm{log}r+\mathrm{log}^+𝔗(r,f))$$

as $`r\mathrm{}`$ outside a set of finite measure.

Lemma 2.3 is established by following Hayman’s proof exactly, but using the Tsuji characteristic and the lemma on the logarithmic derivative (4).

We also need the following result of Yong Xing Gu (Yung-hsing Ku, ).

###### Lemma 2.4

For every $`k`$, the meromorphic functions $`g`$ in an arbitrary domain with the properties that $`g(z)0`$ and $`g^{(k)}(z)1`$ form a normal family.

A simplified proof of this result is now available . It is based on a rescaling lemma of Zalcman–Pang  which permits an easy derivation of Lemma 2.4 from the following result of Hayman: Let $`k`$ and let $`g`$ be a meromorphic function in the plane such that $`g(z)0`$ and $`g^{(k)}(z)1`$ for $`z`$. Then $`g=\mathrm{const}`$, see  or \[7, Corollary of Thm 3.5\].

## 3 Proof of Theorem 1.2

Let $`L,\psi ,\varphi `$ be as in the hypotheses, and assume that $`\varphi `$ is transcendental but $`L+L^{}/L`$ has only finitely many non-real zeros. Condition (b) implies the Carathéodory inequality:

$$\frac{1}{5}|\psi (i)|\frac{\mathrm{sin}\theta }{r}<|\psi (re^{i\theta })|<5|\psi (i)|\frac{r}{\mathrm{sin}\theta },r1,\theta (0,\pi ),$$
(8)
see, for example, \[14, Ch. I.6, Thm $`8^{}`$\].

###### Lemma 3.1

The Tsuji characteristic of $`L`$ satisfies $`𝔗(r,L)=O(\mathrm{log}r)`$ as $`r\mathrm{}`$.

Proof. We apply Lemma 2.3 almost exactly as in \[15, p. 334\]. Let $`g_1=1/L`$. Then

$$g_1^{}=L^{}/L^2.$$

Since $`L`$ has only real poles and since $`L+L^{}/L`$ has by assumption finitely many non-real zeros it follows that $`g_1`$ and $`g_1^{}1`$ have finitely many zeros in $`H`$. Lemma 2.3 now gives $`𝔗(r,g_1)=O(\mathrm{log}r)`$ initially outside a set of finite measure, and hence without exceptional set since $`𝔗(r,g_1)`$ differs from a non-decreasing function by a bounded term. Now apply (3). $`\mathrm{}`$

###### Lemma 3.2

The function $`\varphi `$ has order at most $`1`$.

Proof. Again, this proof is almost identical to the corresponding argument in . Lemmas 2.2 and 3.1 give

$$_R^{\mathrm{}}\frac{m_{0\pi }(r,L)}{r^3}𝑑r_R^{\mathrm{}}\frac{𝔪(r,L)}{r^2}𝑑r=O(R^1\mathrm{log}R),R\mathrm{}.$$

Since $`m_{0\pi }(r,1/\psi )=O(\mathrm{log}r)`$ by (8), we obtain using (2)

$$_R^{\mathrm{}}\frac{m_{0\pi }(r,\varphi )}{r^3}𝑑r=O(R^1\mathrm{log}R),R\mathrm{}.$$

But $`\varphi `$ is entire and real on the real axis and so

$$\mathrm{log}^+|\varphi (re^{i\theta })|=2m_{0\pi }(r,\varphi ).$$

Since $`\mathrm{log}^+|\varphi (re^{i\theta })|`$ is a non-decreasing function of $`r`$ we deduce that

$$\mathrm{log}^+|\varphi (Re^{i\theta })|=O(R\mathrm{log}R),R\mathrm{},$$

which proves the lemma. $`\mathrm{}`$

###### Lemma 3.3

Let $`\delta _1>0`$ and $`K>1`$. Then we have

$$\left|wL(w)\right|>K,|w|=r,\delta _1\mathrm{arg}w\pi \delta _1,$$
(9)
for all $`r`$ outside a set $`E_1`$ of zero logarithmic density.

Proof. Choose $`\delta _2`$ with $`0<\delta _2<\delta _1`$. Let

$$\mathrm{\Omega }_0=\{z:\frac{1}{2}<|z|<2,\frac{\delta _2}{2}<\mathrm{arg}z<\pi \frac{\delta _2}{2}\}.$$

For $`rr_0`$, with $`r_0`$ large, let $`g_r(z)=1/(rL(rz))`$. Then $`g_r(z)0`$ on $`\mathrm{\Omega }_0`$, since all poles of $`L`$ are real. Further,

$$g_r^{}(z)=L^{}(rz)/L(rz)^2.$$

Since $`L`$ is analytic in $`H`$ and $`L+L^{}/L`$ has finitely many zeros in $`H`$ it follows that provided $`r_0`$ is large enough the equation $`g_r^{}(z)=1`$ has no solutions in $`\mathrm{\Omega }_0`$. Thus the functions $`g_r(z)`$ form a normal family on $`\mathrm{\Omega }_0`$, by Lemma 2.4.

Suppose that $`|w_0|=rr_0`$, and $`\delta _1\mathrm{arg}w_0\pi \delta _1`$, and that

$$\left|w_0L(w_0)\right|K.$$
(10)
Then

$$\left|g_r(z_0)\right|1/K,z_0=\frac{w_0}{r},$$

and so since the $`g_r`$ are zero-free and form a normal family we have

$$\left|g_r(z)\right|1/K_1,|z|=1,\delta _2\mathrm{arg}z\pi \delta _2,$$
(11)
for some positive constant $`K_1=K_1(r_0,\delta _1,\delta _2,K)`$, independent of $`r`$. By (2), (8), and (11) we have, for $`|w|=r,\delta _2\mathrm{arg}w\pi \delta _2`$, the estimates

$$\left|wL(w)\right|=|w\psi (w)\varphi (w)|K_1,|\varphi (w)|K_2=\frac{5K_1}{|\psi (i)|\mathrm{sin}\delta _2}.$$
(12)
Thus (10) implies (12). For $`tr_0`$ let

$$E_2(t)=\{w:|w|=t,|\varphi (w)|>K_2\}.$$

Further, let $`\theta (t)`$ be the angular measure of $`E_2(t)`$, and as in Lemma 2.1 let $`\theta ^{}(t)=\theta (t)`$, except that $`\theta ^{}(t)=\mathrm{}`$ if $`E_2(t)=C(0,t)`$. Let

$$E_3=\{t[r_0,\mathrm{}):\theta (t)4\delta _2\}.$$

Since (10) implies (12), we have (9) for $`t[r_0,\mathrm{})E_3`$. Applying Lemma 2.1 we obtain, since $`\varphi `$ has order at most $`1`$ by Lemma 3.2,

$$(1+o(1))\mathrm{log}r_{r_0}^r\frac{\pi dt}{t\theta ^{}(t)}_{[r_0,r]E_3}\frac{\pi dt}{4\delta _2t},$$

from which it follows that $`E_3`$ has upper logarithmic density at most $`4\delta _2/\pi `$. Since $`\delta _2`$ may be chosen arbitrarily small, the lemma is proved. $`\mathrm{}`$

The estimates (8) and (9) and the fact that $`\varphi `$ is real now give

$$|\varphi (z)|>\frac{K\mathrm{sin}\delta _1}{5|\psi (i)|r^2},\delta _1|\mathrm{arg}z|\pi \delta _1,$$

for $`|z|=r`$ in a set of logarithmic density $`1`$. Since $`\varphi `$ has order at most $`1`$ but is transcendental, we deduce (compare \[9, pp. 500-501\]):

###### Lemma 3.4

The function $`\varphi `$ has infinitely many zeros. $`\mathrm{}`$

Let

$$F(z)=z\frac{1}{L(z)},F^{}(z)=1+\frac{L^{}(z)}{L(z)^2}.$$
(13)
Since $`L`$ has only real poles and $`L+L^{}/L`$ has finitely many non-real zeros we obtain at once:

###### Lemma 3.5

The function $`F`$ has finitely many critical points over $``$, i.e. zeros $`z`$ of $`F^{}`$ with $`F(z)`$ non-real. $`\mathrm{}`$

###### Lemma 3.6

There exists $`\alpha H`$ with the property that $`F(z)\alpha `$ as $`z\mathrm{}`$ along a path $`\gamma _\alpha `$ in $`H`$.

Lemma 3.6 is a refinement of Theorem 4 of , and will be proved in §4.

Now set

$$g(z)=z^2L(z)z=\frac{zF(z)}{zF(z)},h(z)=\frac{1}{F(z)\alpha },$$
(14)
in which $`\alpha `$ is as in Lemma 3.6. Then $`g`$ is analytic in $`H\{0\}`$ and (5), (13) and Lemma 3.1 give

$$𝔗(r,g)+𝔗(r,h)=O(\mathrm{log}r),r\mathrm{}.$$

Hence Lemma 2.2 leads to

$$_1^{\mathrm{}}\frac{m_{0\pi }(r,g)}{r^3}𝑑r+_1^{\mathrm{}}\frac{m_{0\pi }(r,h)}{r^3}𝑑r<\mathrm{},$$
(15)
in which $`m_{0\pi }(r,g)`$ and $`m_{0\pi }(r,h)`$ are as defined in (6).

###### Lemma 3.7

The function $`F`$ has at most four finite non-real asymptotic values.

Proof. Assume the contrary. Since $`F(z)`$ is real on the real axis we may take distinct finite non-real $`\alpha _0,\mathrm{},\alpha _n,n2,`$ such that $`F(z)\alpha _j`$ as $`z\mathrm{}`$ along a simple path $`\gamma _j:[0,\mathrm{})H\{0\}`$. Here we assume that $`\gamma _j(0)=0`$, that $`\gamma _j(t)H`$ for $`t>0`$, and that $`\gamma _j(t)\mathrm{}`$ as $`t\mathrm{}`$. We may further assume that $`\gamma _j(t)\gamma _j^{}(t^{})`$ for $`t>0,t^{}>0,jj^{}`$.

Re-labelling if necessary, we obtain $`n`$ pairwise disjoint simply connected domains $`D_1,\mathrm{},D_n`$ in $`H`$, with $`D_j`$ bounded by $`\gamma _{j1}`$ and $`\gamma _j`$, and for $`t>0`$ we let $`\theta _j(t)`$ be the angular measure of the intersection of $`D_j`$ with the circle $`C(0,t)`$. By (14), the function $`g(z)`$ tends to $`\alpha _j`$ as $`z\mathrm{}`$ on $`\gamma _j`$, and so $`g(z)`$ is unbounded on each $`D_j`$ but bounded on the finite boundary $`D_j`$ of each $`D_j`$. Let $`c`$ be large and positive, and for each $`j`$ define

$$u_j(z)=\mathrm{log}^+|g(z)/c|,zD_j.$$
(16)
Set $`u_j(z)=0`$ for $`zD_j`$. Then $`u_j`$ is continuous, and subharmonic in the plane since $`g`$ is analytic in $`H\{0\}`$.

Lemma 2.1 gives, for some $`R>0`$ and for each $`j`$,

$$_R^r\frac{\pi dt}{t\theta _j(t)}\mathrm{log}u_j(4re^{i\theta })+O(1)$$

as $`r\mathrm{}`$. Since $`u_j`$ vanishes outside $`D_j`$ we deduce using (16) that

$$_R^r\frac{\pi dt}{t\theta _j(t)}\mathrm{log}m_{0\pi }(4r,g)+O(1),r\mathrm{},$$
(17)
for all $`j\{1,\mathrm{},n\}`$. However, the Cauchy-Schwarz inequality gives

$$n^2\underset{j=1}{\overset{n}{}}\theta _j(t)\underset{j=1}{\overset{n}{}}\frac{1}{\theta _j(t)}\underset{j=1}{\overset{n}{}}\frac{\pi }{\theta _j(t)}$$

which on combination with (17) leads to, for some positive constant $`c_3`$,

$$n\mathrm{log}r\mathrm{log}m_{0\pi }(4r,g)+O(1),m_{0\pi }(r,g)c_3r^n,r\mathrm{}.$$

Since $`n2`$ this contradicts (15), and Lemma 3.7 is proved. $`\mathrm{}`$

From Lemmas 3.5 and 3.7 we deduce that the inverse function $`F^1`$ has finitely many non-real singular values. Using Lemma 3.6, take $`\alpha H`$ such that $`F(z)\alpha `$ along a path $`\gamma _\alpha `$ tending to infinity in $`H`$, and take $`\epsilon _0`$ with $`0<\epsilon _0<\mathrm{Im}(\alpha )`$ such that $`F`$ has no critical or asymptotic values in $`0<|w\alpha |\epsilon _0`$. Take a component $`C_0`$ of the set $`\{z:|F(z)\alpha |<\epsilon _0\}`$ containing an unbounded subpath of $`\gamma _\alpha `$. Then by a standard argument \[16, XI.1.242\] involving a logarithmic change of variables the inverse function $`F^1`$ has a logarithmic singularity over $`\alpha `$, the component $`C_0`$ is simply connected, and $`F(z)\alpha `$ on $`C_0`$. Further, the boundary of $`C_0`$ consists of a single simple curve going to infinity in both directions. Thus we may define a continuous, non-negative, non-constant subharmonic function in the plane by

$$u(z)=\mathrm{log}\left|\frac{\epsilon _0}{F(z)\alpha }\right|=\mathrm{log}|\epsilon _0h(z)|(zC_0),u(z)=0(zC_0),$$
(18)
using (14).

The next lemma follows from (13) and (18).

###### Lemma 3.8

For large $`z`$ with $`|zL(z)|>3`$ we have $`|F(z)\alpha |>|z|/2`$ and $`u(z)=0`$. $`\mathrm{}`$

###### Lemma 3.9

We have

$$\underset{r\mathrm{}}{lim}\frac{\mathrm{log}u(re^{i\theta })}{\mathrm{log}r}=\mathrm{}.$$
(19)
Proof. Apply Lemma 3.3, with $`K=3`$ and $`\delta _1`$ small and positive. By Lemma 3.8 we have $`u(z)=0`$ if $`\delta _1|\mathrm{arg}z|\pi \delta _1`$ and $`|z|`$ is large but not in $`E_1`$. For large $`t`$ let $`\sigma (t)`$ be the angular measure of that subset of $`C(0,t)`$ on which $`u(z)>0`$. Since $`u`$ vanishes on the real axis Lemma 2.1 and Lemma 3.3 give, for some $`R>0`$,

$$\mathrm{log}u(4re^{i\theta })+O(1)_R^r\frac{\pi dt}{t\sigma (t)}_{[R,r]E_1}\frac{\pi dt}{4\delta _1t}\frac{\pi }{4\delta _1}(1o(1))\mathrm{log}r$$

as $`r\mathrm{}`$. Since $`\delta _1`$ may be chosen arbitrarily small the lemma follows. $`\mathrm{}`$

Now (18) and the fact that $`u`$ vanishes outside $`C_0`$ give

$$u(re^{i\theta })m_{0\pi }(r,h)+O(1),$$

from which we deduce using (19) that

$$\underset{r\mathrm{}}{lim}\frac{\mathrm{log}m_{0\pi }(r,h)}{\mathrm{log}r}=\mathrm{}.$$

This obviously contradicts (15), and Theorem 1.2 is proved. $`\mathrm{}`$

## 4 Proof of Lemma 3.6

The proof is based essentially on Lemmas 1 and 5 and Theorem 4 of . Assume that there is no $`\alpha H`$ such that $`F(z)`$ tends to $`\alpha `$ along a path tending to infinity in $`H`$.

Let

$$W=\{zH:F(z)H\},Y=\{zH:L(z)H\}.$$

Then $`YW`$, by (13), so that each component $`C`$ of $`Y`$ is contained in a component $`A`$ of $`W`$.

###### Lemma 4.1

To each component $`A`$ of $`W`$ corresponds a finite number $`v(A)`$ such that $`F`$ takes every value at most $`v(A)`$ times in $`A`$ and has at most $`v(A)`$ distinct poles on $`A`$.

Proof. Using Lemma 3.5, cut $`H`$ along a simple polygonal curve starting from $`0`$ so that the resulting simply connected domain $`D`$ contains no critical value of $`F`$. Let $`X=\{zH:F(z)D\}`$. By analytic continuation of the inverse function, every component $`B`$ of $`X`$ is simply connected and conformally equivalent under $`F`$ to $`D`$. Moreover, if the finite boundary $`B`$ contains no critical point $`z`$ of $`F`$ with $`F(z)H`$ then the branch of the inverse function mapping $`D`$ onto $`B`$ may be analytically continued throughout $`H`$, and in this case $`F`$ is univalent in the component $`A`$ of $`W`$ containing $`B`$.

Fix a component $`A`$ of $`W`$ on which $`F`$ is not univalent. If $`zA`$ with $`F(z)D`$ then $`z`$ lies in a component $`BA`$ of $`X`$, such that $`B`$ contains a critical point of $`F`$. Since $`F`$ has finitely many critical points over $`H`$, and every critical point can belong to the boundaries of at most finitely many components $`B`$ of $`X`$, it follows that $`A`$ contains finitely many such components $`B`$. Application of the open mapping theorem gives us a finite $`v(A)`$ satisfying the first statement of the lemma.

If $`z_0A`$ is a pole of $`F`$, then for an arbitrarily small neighbourhood $`N`$ of $`z_0`$, $`F`$ assumes in $`NA`$ all sufficiently large values in $`H`$. It follows that there are no more than $`v(A)`$ distinct poles of $`F`$ on $`A`$. $`\mathrm{}`$

###### Lemma 4.2

There are infinitely many components $`A`$ of $`W`$ such that $`A`$ contains an unbounded component $`C`$ of $`Y`$ and $`AC`$ contains a zero of $`L`$.

Proof. We first note \[20, Lemma 1\] that $`L`$ has no poles in the closure of $`Y`$. To see this, let $`x_0`$ be a pole of $`L`$. Then $`x_0`$ is real and is a simple pole of $`L`$ with positive residue. Hence $`lim_{y0+}\mathrm{Im}(L(x_0+iy))=\mathrm{}`$ and since $`L`$ is univalent on an open disc $`N_0=B(x_0,R_0)`$ it follows that $`\mathrm{Im}(L(z))<0`$ on $`N_0H`$.

Thus every component $`C`$ of $`Y`$ is unbounded by the maximum principle, since $`\mathrm{Im}(L(z))`$ is harmonic in $`H`$ and vanishes on $`C`$.

Next, we recall from Lemma 3.4 that $`\varphi `$ has infinitely many zeros; by the hypotheses (2) and (c) these must be zeros of $`L`$. Suppose first that
(I) $`L`$ has infinitely many non-real zeros.
Then $`L`$ has infinitely many zeros $`\eta H`$, and $`F(\eta )=\mathrm{}`$. Each such $`\eta `$ lies on the boundary of a component $`C`$ of $`Y`$, and $`C`$ is contained in a component $`A`$ of $`W`$, and $`\eta A`$. By Lemma 4.1 we obtain in this way infinitely many components $`A`$.

Since $`L`$ is real on the real axis we obtain the same conclusions if either of the following conditions hold:
(II) $`L`$ has infinitely many multiple zeros;
(III) $`L`$ has infinitely many real zeros $`x`$ with $`L^{}(x)>0`$.
We assume henceforth that neither (I) nor (II) holds, and will deduce (III). Let $`\{a_k\}`$ denote the poles of $`L`$, in increasing order. Then there are two possibilities. The first is that there exist infinitely many intervals $`(a_k,a_{k+1})`$ each containing at least one zero $`x_k`$ of $`\varphi `$. Since $`\psi `$ must have negative residues by (b) there must be a zero $`y_k`$ of $`\psi `$ in $`(a_k,a_{k+1})`$, and we may assume that $`y_kx_k`$, since $`L`$ has by assumption finitely many multiple zeros. But then the graph of $`L`$ must cut the real axis at least twice in $`(a_k,a_{k+1})`$, and so there exists a zero $`x`$ of $`L`$ in $`(a_k,a_{k+1})`$ with $`L^{}(x)>0`$. Thus we obtain (III).

The second possibility is that we have infinitely many pairs of zeros $`a,b`$ of $`\varphi `$ such that $`L`$ has no poles on $`[a,b]`$. In this case we again obtain a zero $`x`$ of $`L`$ with $`L^{}(x)>0`$, this time in $`[a,b]`$, and again we have (III). $`\mathrm{}`$

We now complete the proof of Lemma 3.6. Combining Lemmas 3.5, 4.1 and 4.2 we obtain at least one zero $`\eta `$ of $`L`$, with $`\eta AC`$, in which $`A,C`$ are components of $`W,Y`$ respectively, $`C`$ is unbounded and $`CA`$, and $`F`$ has no critical point in $`A`$. It then follows by analytic continuation of the inverse function in $`H`$ that $`F`$ maps $`A`$ univalently onto $`H`$. Since $`F`$ takes near $`\eta `$ all values $`w`$ of positive imaginary part and large modulus, it follows that $`F(z)`$ is bounded as $`z\mathrm{}`$ in $`A`$, so that $`L(z)0`$ as $`z\mathrm{}`$ in $`A`$, and hence as $`z\mathrm{}`$ in $`C`$. This contradicts the maximum principle. $`\mathrm{}`$

W.B.: Mathematisches Seminar,

Christian–Albrechts–Universität zu Kiel,

Ludewig–Meyn–Str. 4,

D–24098 Kiel,

Germany

bergweiler@math.uni-kiel.de

A.E.: Purdue University,

West Lafayette IN 47907

USA

eremenko@math.purdue.edu

J.K.L.: School of Mathematical Sciences,

University of Nottingham,

Nottingham NG7 2RD

UK

jkl@maths.nottingham.ac.uk