text:
# The Splitting of Primes in Division Fields of Elliptic Curves

## Introduction

Given a Galois extension $`L/K`$ of number fields with Galois group $`G`$, a fundamental problem is to describe the (unramified) primes $`𝔭`$ of $`K`$ whose Frobenius automorphisms lie in a given conjugacy class $`C`$ of $`G`$. In particular, all such primes have the same splitting type in a sub-extension of $`L/K`$. In general, all that is known is that the primes have density $`|C|/|G|`$ in the set of all primes, this being the Chebotarev theorem.

For $`L/K`$ an abelian extension Artin reciprocity describes such primes by means of their residues in generalized ideal classes of $`K`$. In the special case that $`L`$ is obtained explicitly by adjoining to $`K`$ the $`q`$-th division points of the unit circle we have that $`GGL(1,q)=(/q)^{}`$ and the Frobenius of $`𝔭`$ is determined by the norm $`N(𝔭)`$ modulo $`q`$. If $`K=`$ (cyclotomic fields) we have that $`G=GL(1,q)`$ and any abelian extension of $``$ occurs as a subfield of such an $`L`$ for a suitable $`q`$ (Kronecker-Weber). Here the Chebotarev theorem reduces to the prime number theorem in arithmetic progressions.

In a similar manner an elliptic curve $`E`$ over $`K`$ gives rise to its $`q`$-th division field $`L_q`$ by adjoining to $`K`$ all the coordinates of the $`q`$-torsion points. Now $`L_q`$ is a (generally non-abelian) Galois extension of $`K`$ with Galois group $`G`$, a subgroup of $`GL(2,/q)`$ (see ). In this paper we will give a global description of the Frobenius for the division fields of an elliptic curve $`E`$ which is strictly analogous to the cyclotomic case. This is then applied to determine the splitting of primes in fields contained in $`L_q`$ or, as we shall say, uniformized by $`E`$. As observed by Klein (see ), such fields include a large class of non-solvable quintic extensions. Our aim in this application is to provide an arithmetic counterpart to Klein’s “solution” of quintic equations using elliptic functions.

By using CM curves we may uniformize all abelian extensions of imaginary quadratic fields. A classical application here is the result of Gauss that

$$x^32$$

factors completely modulo a prime $`p>3`$ if and only if

$$p=x^2+27y^2$$

for integers $`x`$ and $`y`$ (see ). One way to derive this is to determine the Frobenius class of $`p`$ in the field obtained by adjoining to $``$ the x-coordinates of the 3-division points of the elliptic curve given by

$$y^2=x^315x+22,$$

which has CM by the quadratic order of discriminant -12.

Analogous results for non-solvable quintics require non-CM curves. Consider the quintic

$$f(x)=x^5+90x^3+3645x6480$$

which has discriminant $`(2)^{12}(3)^{16}(5)^5(7)^6`$. Its splitting field has Galois group $`S_5`$ over $``$. It follows from the results of this paper that $`f(x)`$ factors completely modulo $`p>7`$ if and only if

$$p=x^225\mathrm{\Delta }_py^2$$

where $`\mathrm{\Delta }_p`$ is the discriminant of the ring of endomorphisms of the elliptic curve

$$y^2=x(x1)(x3)$$

reduced mod $`p`$. The first two such primes are 1259 and 1951 for which $`\mathrm{\Delta }_{1259}=31`$ and $`\mathrm{\Delta }_{1951}=51`$ and where

$$1259=(22)^2+25311^2$$

and

$$1951=(26)^2+25511^2.$$

As may be checked,

$$f(x)(x+734)(x+322)(x+26)(x+851)(x+585)mod1259$$

and

$$f(x)(x+1029)(x+1222)(x+839)(x+1771)(x+992)mod1951.$$

In the non-CM case $`\mathrm{\Delta }_p`$ is not determined by arithmetic progressions in $`p`$. A goal of this paper is to complement that of Shimura  by pointing out the role of $`\mathrm{\Delta }_p`$ in such questions.

Acknowledgement: We would like to thank N. Katz for his helpful comments.

## Outline of results.

Given an elliptic curve $`E`$ defined over a number field $`K`$ and a prime ideal $`𝔭`$ in $`𝒪_𝒦`$ of good reduction for $`E`$ we shall define an integral matrix $`[𝔭]`$ of determinant $`N(𝔭)`$ whose reduction modulo $`q`$ gives the action of the Frobenius for $`L_q`$, the $`q`$-th division field of $`E`$. Let $`a_𝔭`$ be defined as usual by

$$\mathrm{\#}E_𝔭(k)=N(𝔭)a_𝔭+1$$
(1)
where $`E_𝔭`$ is the reduction of $`E`$ at $`𝔭`$ and is defined over $`k`$, the residue field of $`𝔭`$ which satisfies $`\mathrm{\#}k=N(𝔭)=p^n.`$

Let $`R`$ be the ring of those endomorphisms of $`E`$ that are rational polynomial expressions of the Frobenius endomorphism $`\varphi _k`$. If $`\varphi _p`$ is multiplication by an integer $`R=`$ and we define $`\mathrm{\Delta }_𝔭=1`$ and $`b_𝔭=0`$. Otherwise the ring $`R`$ is the centralizer of the Frobenius endomorphism in the endomorphism ring of $`E_𝔭`$ over $`k`$ and is an imaginary quadratic order whose discriminant we denote by $`\mathrm{\Delta }_𝔭`$. Then we shall see that $`p`$ does not divide the conductor $`m`$ of $`\mathrm{\Delta }_𝔭`$ and that there is a unique non-negative integer $`b_𝔭`$ so that

$$4N(𝔭)=a_𝔭^2\mathrm{\Delta }_𝔭b_𝔭^2.$$
(2)
We associate to $`𝔭`$ the following integral matrix of determinant $`N(𝔭)`$:

$$[𝔭]=\left[\begin{array}{cc}(a_𝔭+b_𝔭\delta _𝔭)/2& b_𝔭\\ b_𝔭(\mathrm{\Delta }_𝔭\delta _𝔭)/4& (a_𝔭b_𝔭\delta _𝔭)/2\end{array}\right]$$
(3)
where for a discriminant $`\mathrm{\Delta }`$ we have $`\delta =0,1`$ according to whether $`\mathrm{\Delta }0,1mod4`$. We shall show that $`[𝔭]`$ gives a global representation of the Frobenius class over $`𝔭`$ for each $`q`$-th division field of $`E`$ by reducing it modulo $`q`$, provided $`p`$ is prime to $`q`$.

###### Theorem 1.

Let $`E`$ be an elliptic curve defined over a number field $`K`$ and $`q>1`$ an integer. Let $`L_q`$ be the $`q`$-th division field of $`E`$ with Galois group $`G`$ over $`K`$. Let $`𝔭`$ be a prime of good reduction for $`E`$ with $`N(𝔭)`$ prime to $`q`$. Then $`𝔭`$ is unramified in $`L_q`$ and the integral matrix $`[𝔭]`$ defined in (3), when reduced modulo $`q`$, represents the class of the Frobenius of $`𝔭`$ in $`G`$.

The proof we give of this uses the theory of canonical lifts of endomorphisms due originally to Deuring.

In analogy with the cyclotomic case, we have associated to each curve a sequence of prime power matrices, defined in terms of arithmetic data from the reduced elliptic curve which give the Frobenius in all of the division fields. Let $`C`$ be a conjugacy class of $`G`$ and let $`\pi _E(X;q,C)`$ be the number of primes $`𝔭`$ of good reduction with $`N(𝔭)X`$ such that $`[𝔭]C_0modq`$ for some $`C_0C.`$ By the Chebotarev theorem  we derive the following strict analogue of the prime number theorem in progressions for the sequence $`[𝔭]:`$

$$\pi _E(X;q,C)\frac{|C|}{|G|}\pi _K(X)$$

as $`X\mathrm{}`$, where $`\pi _K(X)`$ counts all primes of $`K`$ with $`N(𝔭)X.`$

Of more interest for us here is the fact that the splitting type of $`𝔭`$ in any field between $`K`$ and the $`q`$-th division field $`L_q`$ is determined by $`[𝔭]modq`$. For example we get immediately a criterion for complete splitting in the full division field in terms of the invariants $`a_𝔭`$ and $`b_𝔭`$ modulo $`q`$, provided $`q`$ is odd.

###### Corollary 1.

Let $`E`$ be an elliptic curve defined over a number field $`K`$ and $`q>1`$ an odd integer. Then $`𝔭`$ a prime of good reduction for $`E`$ with $`N(𝔭)`$ prime to $`q`$ splits completely in $`L_q`$ if and only if $`a_𝔭2modq`$ and $`b_𝔭0modq`$.

For a discriminant $`\mathrm{\Delta }`$ let

$$Q_\mathrm{\Delta }(x,y)=x^2+\delta xy((\mathrm{\Delta }\delta )/4)y^2$$

be the principal form where $`\delta =0,1`$ according to whether $`\mathrm{\Delta }0,1mod4`$. For $`𝔭`$ a prime of good reduction for $`E`$ we get a representation

$$N(𝔭)=Q_{\mathrm{\Delta }_𝔭}(x,y)$$
(4)
with integral $`x,y`$ upon using the change of variables

$$x=(a_𝔭b_𝔭\delta _𝔭)/2y=b_𝔭$$
(5)
in (2). This representation is primitive if $`𝔭`$ is ordinary. Let $`L_q^+`$ be the extension of $`K`$ obtained by adjoining only the Weber functions of the $`q`$-th division points, that is the $`x`$-coordinates unless $`j(E)=0`$ or $`j(E)=1728`$, in which case we must first cube or square the coordinates, respectively. By Theorem 1 we may determine which sufficiently large ordinary primes split completely in $`L_q^+`$ from any such primitive representation.

###### Corollary 2.

Let $`E`$ be an elliptic curve defined over a number field $`K`$ as above and $`q1`$ an integer. Then there is a constant $`C_0`$ depending only on $`E`$ and $`q`$ so that for every ordinary prime $`𝔭`$ of $`K`$ with $`N(𝔭)>C_0`$ we have that $`𝔭`$ splits completely in $`L_q^+`$ if and only if $`x\pm 1modq`$ and $`y0modq`$ in any primitive representation

$$N(𝔭)=Q_{\mathrm{\Delta }_𝔭}(x,y).$$

If $`E`$ has CM by the ring of integers in an imaginary quadratic field of discriminant $`\mathrm{\Delta }`$ then the splitting completely condition in $`L_q^+`$ becomes simply

$$N(𝔭)=Q_\mathrm{\Delta }(x,y)$$

with integers $`x\pm 1modq`$ and $`y0modq`$. Actually, suppose we take for $`E`$ the elliptic curve with lattice given by the ring of integers of an imaginary quadratic field $`F`$ of discriminant $`\mathrm{\Delta }`$ and take $`K=F(j(E))`$, the Hilbert class field of $`F`$. It follows from Corollary 2 that a sufficiently large rational prime $`p`$ splits in $`L_q^+`$ iff $`p=Q_\mathrm{\Delta }(x,y)`$ with integers $`x\pm 1modq`$ and $`y0modq`$. This is a well known result of CM theory.

Another simple consequence in the CM case, this time of Corollary 1, is that the conditions

$$\mathrm{\#}E_𝔭(k)0modq^2andN(𝔭)1modq,$$

which are clearly necessary for $`𝔭`$ of good reduction to split completely in $`L_q`$, are also sufficient, at least when $`q`$ is odd.

Our main application is to describe the primes which split completely in certain non-solvable quintic extensions $`M/K`$. Suppose $`M`$ is given by adjoining to $`K`$ a solution of a principal quintic over $`K`$:

$$f(x)=x^5+ax^2+bx+c=0$$

and that the discriminant of $`f`$ is $`D`$. Suppose further that the Galois group of the normal closure $`L`$ of $`M`$ is $`S_5`$ and that $`\sqrt{5D}K.`$

###### Theorem 2.

Let $`M/K`$ be a non-solvable quintic extension as above. There exists an elliptic curve $`E`$ defined over $`K`$ so that a prime $`𝔭`$ of $`K`$ which has good reduction for $`E`$ and is prime to 5 splits completely in $`M`$ if and only if

$$b_𝔭0mod5$$

where $`b_𝔭`$ is associated to the elliptic curve $`E`$.

In general we have the following determination of the splitting type of $`𝔭`$:

| $`\text{Splitting type of}𝔭\text{in}M`$ | $`\left({\displaystyle \frac{a_𝔭^24N(𝔭)}{5}}\right)`$ | $`\left({\displaystyle \frac{N(𝔭)}{5}}\right)`$ |  |
| --- | --- | --- | --- |
| $`(1)(2)^2`$ | $`1`$ | $`1`$ |  |
| $`(1)(4)`$ | $`1`$ | $`1`$ |  |
| $`(1)^2(3)`$ | $`1`$ | $`1`$ |  |
| $`(1)^3(2)`$ | $`1`$ | $`1`$ | if $`5|a_𝔭`$ |
| $`(2)(3)`$ | $`1`$ | $`1`$ | if $`5a_𝔭`$ |
| $`(5)`$ | $`0`$ | if $`5b_𝔭`$ | |
| $`(1)^5`$ | $`0`$ | if $`5|b_𝔭`$ | |

Concerning the determination of $`E`$ from $`f`$, it is enough to find the $`j`$-invariant of $`E`$. Explicit computations are provided below. We remark that it is also possible to formulate a similar result for $`A_5`$ extensions of $`K`$ under otherwise identical assumptions. Furthermore, by allowing the elliptic curve to be defined over a quadratic or a biquadratic extension of $`K`$ one may uniformize all non-solvable quintic extensions.

It is also possible to explicitly uniformize certain degree 7 extensions whose normal closure have Galois group simple of order 168 by using the seventh division fields of elliptic curves (see  and the references cited there.) By Theorem 1 one may similarly characterize the primes with a given splitting type in such extensions.

## A global representation of the Frobenius

In this section we will prove Theorem 1 and its corollaries using an approach that compares the action of the Frobenius on the prime-to $`p`$ division points with the action of the matrix (3) on $`^2`$.

Let $`E`$ be an elliptic curve defined over a number field $`K`$. Let $`𝔭`$ be a prime ideal in $`𝒪_𝒦`$ with residue field $`k`$ $`E_𝔭`$, the reduction of $`E`$ mod $`𝔭`$ (it is assumed that $`E`$ has good reduction at $`𝔭`$). That $`𝔭`$ is unramified in the field $`L_q`$ is well known, see e.g.  VII.§4. Also note that there is nothing to prove when $`\varphi _𝔭`$, so we will assume throughout that this is not the case. The idea of the proof is that modulo $`𝔭`$ the curve $`E`$ can be replaced by a curve $`\stackrel{~}{E}`$ with complex multiplication so that the following diagram commutes:

$$\begin{array}{ccccc}E[q]& \stackrel{red}{}& E_𝔭[q]& \stackrel{red}{}& \stackrel{~}{E}[q]\\ F_𝔓& & \varphi _𝔭& & \stackrel{~}{\varphi }_𝔭& & \\ E[q]& \stackrel{red}{}& E_𝔭[q]& \stackrel{red}{}& \stackrel{~}{E}[q]\end{array}$$
(6)
where as usual $`[q]`$ stands for the $`q`$-division points on the curves in the algebraic closures of the appropriate fields.

We now explain this diagram in detail. To simplify matters we fix a Weierstrass equation for $`E`$ as in  III.§1. Let $`\overline{K},\overline{k}`$ be the algebraic closures of $`K,k`$. To specify the horizontal maps $`red`$ we choose an embedding of $`\overline{K}`$ into the algebraic closure $`\overline{K_𝔭}`$ of $`K_𝔭`$, the completion of $`K`$ at the valuation arising from $`𝔭`$. We call the subgroup of torsion points whose orders are relatively prime to $`p`$ the $`p^{}`$-torsion. Then the $`p^{}`$-torsion points on $`E(\overline{K})`$ is mapped into the $`p^{}`$-torsion of $`E(\overline{K_𝔭})`$ and this being defined over an unramified extension, reduction modulo a prime $`𝔓`$ above $`𝔭`$ maps this latter group into the $`p^{}`$-torsion of $`E(\overline{k})`$. Both of these maps are isomorphisms on $`p^{}`$ torsion. This is the map $`red`$ for reduction, though as explained above it depends on many choices. Note that after these choices are made there is a unique element $`F_𝔭Gal(K_𝔭^{unram}/K_𝔭)`$ that satisfies $`F_𝔭(t)t^{\mathrm{\#}k}mod𝔓`$, for all $`tK_𝔭^{unram}`$.

We are interested in the action of the Frobenius automorphism $`\varphi _𝔭Gal(\overline{k}/k)`$ on the $`\overline{k}`$-valued points. In terms of the Weierstrass equation for $`E`$, this action on the coordinates is simply $`(x,y)(x^{\mathrm{\#}k},y^{\mathrm{\#}k})`$. By abuse of notation we also denote this action and the restriction of it to the $`q`$-division points by $`\varphi _𝔭`$.

Now the commutativity of the left half of the diagram is merely a restatement of the choices made above.

By Deuring’s lifting theorem (,  p.184), there exists an elliptic curve $`\stackrel{~}{E}`$ defined over $`K_𝔭`$ and an endomorphism $`\stackrel{~}{\varphi }_𝔭`$ of $`\stackrel{~}{E}`$ so that $`\stackrel{~}{E}`$ reduces to $`E_𝔭`$ modulo $`𝔭𝒪_𝔭`$ and that $`\stackrel{~}{\varphi }_𝔭End(\stackrel{~}{E})`$ reduces to $`\varphi _𝔭End(E_𝔭)`$. If $`E`$ is super-singular $`\stackrel{~}{\varphi }_𝔭`$ will be defined over a ramified extension. Reduction still makes sense since $`\stackrel{~}{\varphi }_𝔭`$ is an endomorphism and not a Galois automorphism.

This shows the commutativity of the right half of diagram (6).

To prove our theorem we need to determine the endomorphism ring $`S`$ of $`\stackrel{~}{E}`$. Recall that the ring $`R_𝔭`$ defined in the introduction is the centralizer of $`\varphi _𝔭`$ in the endomorphism ring of $`E_𝔭`$ and is a quadratic order. We claim that $`S`$ is isomorphic to $`R`$. Since $`RS`$, Deuring’s reduction theorem implies equality if we can show that the conductor of $`R`$ is prime to $`N(𝔭)`$, a fact that is trivial in the ordinary case and follows from  in the super-singular case.

Let $`\mathrm{\Delta }_𝔭`$ be the discriminant of $`R_𝔭`$. By choosing a complex square root of $`\mathrm{\Delta }_𝔭`$ we identify $`R_𝔭`$ with a lattice in $``$. After this identification $`\varphi _𝔭`$ corresponds to some complex number $`\varphi =(a_𝔭+b_𝔭\sqrt{\mathrm{\Delta }_𝔭})/2`$. Clearly the lattice $`R`$ is preserved by multiplication by $`\varphi `$ and leads to the integral matrix (3), where we may choose $`b_𝔭0`$. Instead of $`R`$ one could in fact use any lattice whose endomorphism ring is $`R`$.

To finish the proof of Theorem 1, consider an embedding $`\alpha `$ of the algebraic closure of $`K_𝔭`$ into $``$. It allows us to view $`\stackrel{~}{E}`$ as an elliptic curve over the complex numbers, that we denote $`E_\alpha `$. Since $`E_\alpha `$ has complex multiplication by $`R`$ and $`Gal(/)`$ acts transitively on the set of elliptic curves with $`R`$ as its endomorphism ring, we may and will assume the $`j(E_\alpha )=j(R)`$.

By choosing a non-trivial holomorphic differential $`\omega `$ on $`\stackrel{~}{E}_\alpha `$ appropriately the lattice of periods $`\{_\gamma \omega :\gamma H_1(\stackrel{~}{E}_\alpha ,\}=R`$. Then the period mapping $`\mathrm{\Pi }:\stackrel{~}{E}_\alpha /R`$ is a biholomorphic isomorphism of complex analytic manifolds. The action of $`\stackrel{~}{\varphi }_𝔭`$ on $`\stackrel{~}{E}`$ defines an endomorphism of $`\stackrel{~}{E}_\alpha `$ and gives rise to a map $`\varphi _{}`$ on $`R`$. Since the Frobenius automorphism $`\varphi _𝔭`$ satisfies a quadratic equation

$$\varphi _𝔭^2a_𝔭\varphi _𝔭+N(𝔭)=0.$$
(7)
$`\varphi _{}`$ can be identified with multiplication by one of the complex roots of this equation i.e. multiplication by $`\varphi :RR`$ (viewed as complex numbers). Getting back to the $`q`$-division points we can again summarize the situation in the following diagram:

$$\begin{array}{ccccc}\stackrel{~}{E}_𝔭[q]& \stackrel{\alpha }{}& \stackrel{~}{E}_\alpha [q]& \stackrel{q\times \mathrm{\Pi }}{}& R/qR\\ \stackrel{~}{\varphi }_𝔭& & \varphi _\alpha & & \varphi _{}& & \\ \stackrel{~}{E}_𝔭[q]& \stackrel{\alpha }{}& \stackrel{~}{E}_\alpha [q]& \stackrel{q\times \mathrm{\Pi }}{}& R/qR\end{array}$$
(8)
where $`q\times \mathrm{\Pi }`$ is the period map followed by multiplication by $`q`$. This proves Theorem 1.

Remark: If $`E`$ is replaced by an Abelian variety $`V`$ then the unramifiedness of $`𝔭`$ still holds  and the left square of diagram 6 makes sense. If in addition $`V`$ has ordinary reduction at $`𝔭`$ then the right square in diagram 6 generalizes as shown by Deligne  (and therefore the whole proof works). However the general case leads to substantial difficulties .

Corollary 1 is an immediate consequence of Theorem 1.

We now prove Corollary 2. Let $`E`$ be an elliptic curve defined over a number field $`K`$ as above and $`q1`$ an integer. Let $`𝔭`$ be a prime of ordinary reduction for $`E`$. Given a primitive representation

$$p^n=Q_{\mathrm{\Delta }_𝔭}(x,y)$$

we know that $`x`$ and $`y`$ are uniquely determined up to (proper or improper) automorphs of $`Q_{\mathrm{\Delta }_𝔭}.`$ If $`\mathrm{\Delta }_𝔭>4`$ and $`x\pm 1modq`$ and $`y0modq`$ then it follows that

$$[𝔭]\left[\begin{array}{cc}x+\delta y& y\\ y(\mathrm{\Delta }_𝔭\delta _𝔭)/4& x\end{array}\right]modq$$
(9)
and hence that $`𝔭`$ splits completely in $`L_q^+`$. If $`j=j(E)`$ is not 0 or 1728 then for $`𝔭`$ with $`N(𝔭)`$ sufficiently large we have that $`\mathrm{\Delta }_𝔭>4`$. To see this write $`j=\alpha /\beta `$ for $`\alpha ,\beta 𝒪_𝒦`$. We know that $`jj(R_𝔭)mod𝔭`$. If $`j(R_𝔭)=0`$ or 1728 then assuming that $`jj(R_𝔭)0`$ we have

$$N(𝔭)\mathrm{max}(|N(\alpha )|,|N(\alpha 1728\beta )|).$$

In case $`j=0`$ or $`j=1728`$ the altered definition of $`L_q^+`$ leads again to the result.

Finally we prove the consequence of Corollary 1 mentioned below Corollary 2 above that, in the CM case, a prime of good reduction $`𝔭`$ splits completely in $`L_q`$ if $`a_𝔭N(𝔭)+1modq^2`$ and $`N(𝔭)1modq`$, provided $`q`$ is odd. Since these conditions immediately imply that $`a_𝔭2modq,`$ by Corollary 1 we only must show that $`qb_𝔭`$. By our assumption

$$a_p^2(N(𝔭)1)^2+4N(𝔭)4N(𝔭)modq^2$$

we get, using

$$4N(𝔭)=a_𝔭^2\mathrm{\Delta }_𝔭b_𝔭^2,$$

that

$$q^2\mathrm{\Delta }_𝔭b_𝔭^2.$$

For a CM curve with fundamental $`\mathrm{\Delta }`$ the only possible prime dividing the square part of $`\mathrm{\Delta }_𝔭`$ is 2. In fact, $`\mathrm{\Delta }_𝔭=\mathrm{\Delta }`$ for ordinary $`𝔭`$ and for super-singular $`𝔭`$ $`\mathrm{\Delta }_𝔭=p`$ or $`4p`$ where $`N(𝔭)=p^n.`$ Since $`q`$ is odd this implies that $`qb_𝔭`$.

## Quintics

In the section we prove Theorem 2 and justify the general splitting criteria given after it as well as the example given in the introduction. Let $`M`$ be given by adjoining to $`K`$ a root of a principal quintic

$$f(x)=x^5+ax^2+bx+c=0$$

defined over $`K`$. If the discriminant of $`f`$ is $`5`$ times a square then, by means of a Tschirnhausen transformation ( p.218.) we may assume that $`M`$ is determined by a Brioschi quintic

$$f_t(x)=x^510tx^3+45t^2xt^2$$

for some $`tK`$ with $`t0,\frac{1}{1728}`$ . It was shown by Kiepert  already in 1879 (see  for an exposition) that $`M`$ is contained in $`L_5^+`$ for any elliptic curve $`E`$ over $`K`$ with $`j`$-invariant $`1728t^1`$. Recall that $`L_5^+`$ is in this case obtained by adjoining to $`K`$ the $`x`$-coordinates of the 5 division points. One may take for instance the curve $`E_t`$ given by

$$E_t:y^2+xy=x^3+36tx+t.$$

If the splitting field of $`f`$ over $`K`$ is an $`S_5`$ extension then it must be the fixed field of the subgroup of scalars of $`G`$ since $`PGL_2(𝔽_5)S_5`$. Theorem 2 now follows easily from Theorem 1.

A calculation of conjugacy classes based on the identification of $`S_5`$ with $`PGL_2(𝔽_5)`$ leads to the determination of the splitting type of a prime $`𝔭`$ of good reduction for $`E_t`$ which is prime to 5. Recall that $`AGL_2(𝔽_5)`$ is called regular if it has different eigenvalues. Clearly $`A`$ is regular if the discriminant of the characteristic equation $`tr(A)^24det(A)`$ is non-zero. Given such $`A`$ its conjugacy class is determined by its trace and determinant. It is clear that the values of the following Legendre symbols

$$\sigma =\left(\frac{det(A)}{5}\right)\text{ and }\rho =\left(\frac{tr(A)^24det(A)}{5}\right)$$

are determined by the conjugacy class of $`A`$ in $`PGL_2(𝔽_5)`$. Now in case the characteristic polynomial of $`A`$ splits, that is $`\rho =1`$, the matrix $`A`$ is conjugate to a diagonal matrix in $`GL_2(𝔽_5)`$ and so the value of $`\sigma `$ already determines the cycle type of such matrices. When $`\rho =1`$ one must take into account whether $`tr(A)0\text{ or }0mod5`$. For $`A`$ non-regular $`tr(A)^24det(A)=0`$ and one needs to know if $`A`$ is semi-simple or unipotent. This information cannot be extracted from the trace and determinant alone, but it is determined by the value of $`b_𝔭`$. All that remains to be done is to identify each conjugacy classes with its cycle type.

The example in the introduction is obtained by taking $`K=`$ and $`t=\frac{3^2}{2^85^2}`$. Here we observe that since $`E`$ has four 2-torsion points over $``$ both $`a_p`$ and $`b_p`$ will be even for $`p`$ with good reduction. Thus the representation

$$4p=a_p^2\mathrm{\Delta }_pb_p^2$$

yields

$$p=x^2\mathrm{\Delta }_py^2$$

and the condition for splitting completely is that $`y0mod5,`$ since $`x`$ and $`y`$ are determined uniquely up to sign.

## Some computational issues

In this section we discuss some of the computational issues which arise when considering examples.

First, given a principal quintic (slightly modified from above)

$$f(x)=x^5+5ax^2+5bx+c=0$$
(10)
defined over $`K`$ with discriminant $`D`$ such that $`\sqrt{5D}K`$ we must determine $`t`$ so that the Brioschi quintic

$$f_t(x)=x^510tx^3+45t^2xt^2.$$
(11)
determines the same extension. This is done using a Tschirnhausen transformation and is described in detail in , p 103. (see also  p.218.) Here we will simply record the result in the case $`a0.`$

One determines $`t,\lambda `$ and $`\mu `$ in the map

$$x\frac{\lambda +\mu x}{(x^2/t)3}$$
(12)
in order to transform the general principal quintic (10) to the Brioschi quintic (11).

An analysis using invariant polynomials for the icosahedral group acting on the Riemann sphere leads eventually to the quadratic equation for $`\lambda `$ given by

$$(a^4+abcb^3)\lambda ^2(11a^3ac^2+2b^2c)\lambda +64a^2b^227a^3cbc^2=0.$$

The discriminant of this quadratic is

$$5^5a^2D$$

and so $`\lambda K`$. Choose either solution and let

$$j=\frac{(a\lambda ^23b\lambda 3c)^3}{a^2(\lambda ac\lambda b^2bc)}.$$

Then, provided $`j0,1728`$ we may take

$$t=1/(1728j)$$

in (11) and choose for the elliptic curve any curve with this $`j`$ invariant, say

$$E_t:y^2+xy=x^3+36tx+t$$

as above. Also, one may determine $`\mu `$ in (12) to be given by

$$\mu =\frac{ja^28\lambda ^3a72\lambda ^2b72\lambda c}{\lambda ^2a+\lambda b+c}.$$

Note that the discriminant of $`f_t`$ is

$$D_t=5^5t^8(1728t1)^2$$

while that of $`E_t`$ is

$$t(1728t1)^2.$$

Another issue is to compute the invariants $`\mathrm{\Delta }_p`$ and $`b_p`$ in the rational case. This problem is mentioned in the Woods Hole seminar on Elliptic curves and formal groups by Lubin-Serre-Tate. An important study of $`\mathrm{\Delta }_p`$ was made by Schoof in .

The most straightforward way to determine $`b_p`$ and to find the order $`R`$ that appears in Deuring’s theorem is to check all the possible singular invariants until we find one that is congruent to the given $`j`$-value modulo $`p`$. (Note that the discriminant of $`R`$ must divide $`a_p^24p`$.) We assume that our input is an elliptic curve $`E`$, given in Weierstrass equation, and $`p`$ is a prime number that does not divide the discriminant of $`E`$. After computing $`a_p`$ (a serious task by itself) we find $`\mathrm{\Delta }_p`$ for an ordinary curve as follows; we first compute the square-free part $`D`$ of $`a_p^24p`$ and then create a vector whose values are all possible discriminants

$$\mathrm{\Delta }=b^2D|(a_p^24p).$$

For a possible conductor $`\mathrm{\Delta }`$, we find the class group $`𝒞(\mathrm{\Delta })`$ of the proper ideal classes (using quadratic forms) and compute the integer

$$X_\mathrm{\Delta }=\underset{\mathrm{\Lambda }𝒞(\mathrm{\Delta })}{}\left(j(E)j(\mathrm{\Lambda })\right).$$

Note that the canonical lift $`\stackrel{~}{E}`$ is distinguished by the fact that its endomorphism ring is $`R`$ and that $`j(E)j(\stackrel{~}{E})modP`$ for some prime $`P`$ dividing $`p`$. Therefore for any complex embedding $`\alpha :_p,`$

$$\alpha (j(\stackrel{~}{E}))\{j(/\mathrm{\Lambda }):\mathrm{\Lambda }𝒞_{\mathrm{\Delta }_p}\},$$

where $`\mathrm{\Delta }_p`$ is the actual discriminant of $`R`$. Also note that if $`\mathrm{\Lambda }^{}𝒞_\mathrm{\Delta }^{}`$ for $`\mathrm{\Delta }^{}\mathrm{\Delta }_p`$, then the corresponding elliptic curve reduces to a curve whose endomorphism ring has discriminant $`\mathrm{\Delta }^{}`$ for any place above $`p`$. Therefore $`\mathrm{\Delta }_p`$ is uniquely characterized by the fact that

$$X_{\mathrm{\Delta }_p}0modp.$$

Occasionally the computation of $`X_\mathrm{\Delta }`$ involves complex numbers of rather large size. To make the algorithm efficient, one needs to determine the needed precision in advance. Assume that the lattices are given in the form $`+\tau _i`$, with $`\tau _i`$ in the upper half plane. Then the number of significant digits one must use is approximately

$$\underset{\tau _i}{}\frac{\mathrm{log}(j(E))+2\pi Im(\tau _i)}{\mathrm{log}(10)}.$$


format: text

text:
# Unramified Alternating Extensions of Quadratic Fields

## Acknowledgments

Thanks to Manjul Bhargava and Noam Elkies for helpful discussions. The author was supported by an NSF Postdoctoral Fellowship, and conducted this research at the Mathematical Sciences Research Institute.


text:
# Untitled Document

On some properties of transitions operators

Fabio Zucca

Università degli Studi di Milano

Dipartimento di Matematica F. Enriques

Via Saldini 50, 20133 Milano, Italy.

Abstract. We study a general transition operator, generated by a random walk on a graph $`X`$; in particular we give necessary and sufficient condition on the matrix coefficient ($`1`$-step transition probablilities) to be a bounded operator from $`l^{\mathrm{}}(X)`$ into itself. Moreover we characterize compact operators and we relate this property to the behaviour of the associated random walk. We give a necessary and sufficient condition for the pre-adjoint of the discrete Laplace operator to be an injective map.

Keywords: random walk, Laplace operator, transition probablities, stationary measures.

Mathematics Subject Classification: 60J15, 60J45.

1. Introduction

In this paper we consider the transition operator $`P`$ associated with a general irreducible Markov chain $`\{Z_n\}_{nN}`$ defined on a probability space $`(X,\mathrm{\Omega },P)`$ with a state space $`X`$ which is finite or countable. It is well known that one of the consequences of the time-independence property of Markov chains is that $`P[Z_{n+1}=y|Z_n=x]`$ is independent of $`n`$, hence the transition operator $`P`$ is uniquely determined (according to equation ( )) by the coefficients $`\{p(x,y)\}_{x,yX}`$ (called $`1`$-step transition probabilities defined by

$$p(x,y):=P[Z_1=y|Z_0=x].$$
$`(1)`$
This map gives rise to an amount of interesting concepts (such as harmonic and superharmonic functions, stationary measures and so on) which allow us to get information about the behaviour of the Markov chains. Take for instance the characterization of recurrent random walk in terms of non-negative superharmonic functions (see Theorem 1.16 of  or Theorem 5.3 of ) or in terms of excessive measures (see  Theorem 1.18). Other applications may be found in the study of the asymptotic behaviour of the $`n`$-step transition probabilities $`p^{(n)}(x,y)`$ (see for instance ).

One of the most interesting topics is given by the discrete harmonic analysis on graphs (see  and ) and the corresponding Dirichlet problem (see for instance , Chapter 4).

More recently we started to study mean value properties for finite variation measures on graphs (see ) with respect to suitable families of harmonic functions; in that paper it is shown how these properties are related with the range of the preadjoint of the discrete Laplace operator (see Section ??). These are some of the reasons which justify the present paper. For those who are not familiar with some terminology we suggest to look at  for functional analysis reference and at  for random walk theory reference. We begin (Section ??) dealing with “generalized” transition operator (with more general kernels $`p(x,y)`$) defined by the equation ( ): we give a complete characterization of continuous transition maps (Theorem ) and of compact transition maps with non-negative kernel (Theorem ); moreover we show that compactness implies recurrence (Proposition ), meanwhile the converse it is not true (Example ).

In Section ?? we consider the stochastic kernel defined by equation (1) and we deal with the corresponding (stochastic) transition operator which is a continuous map from $`l^{\mathrm{}}(X)`$ into itself. We construct the preadjoint of the discrete analogous of the Laplace operator and we turn our attention to its null space and its range. In particular we give a necessary and sufficient condition for this operator to be an injective map (Theorem ); this result generalizes Theorem 1.18 of . We finally make some remarks about the topological properties of its range.

We fix now the basic notation: let $`\mathrm{\Phi }`$ represent the real field $`R`$ or the complex field $`C`$ and $`p:X\times X\mathrm{\Phi }`$ be a function. We consider the domain $`D`$ and the linear operator $`P`$ depending by $`p`$ as follows

$$\begin{array}{cc}\hfill D(P)& :=\{f:X\mathrm{\Phi }:\underset{yX}{}|p(x,y)||f(y)|<+\mathrm{},xX\},\hfill \\ \hfill (Pf)(x)& :=\underset{yX}{}p(x,y)f(y),fD(P),xX.\hfill \end{array}$$
$`(2)`$
The properties of the linear map $`P`$ are strictly related to the functional space where it is restricted: for instance if the coefficients $`p`$ satisfy equation (1) (which is equivalent to $`p(x,y)0`$ for all $`x,yX`$ and $`_{yX}p(x,y)=1`$ for every $`xX`$) then the transition operator $`P`$ is called stochastic; in this case it is easy to show that $`P`$ is a bounded linear map from $`l^{\mathrm{}}(X,\mu )`$ into itself (for any real or complex measure $`\mu `$ on $`X`$) and $`P=1`$; furthermore given any excessive, positive measure $`\nu `$ on $`X`$ (see Section ??), any stochastic map $`P`$ is bounded, with $`P1`$, from $`L^p(X,\nu )`$ into itself ($`p[1,+\mathrm{})`$).

If $`P`$ is generated by a reversible random walk (see for instance , Paragraph 2.A) and if $`\nu `$ is the reversibility measure then $`P`$ is a linear, bounded, selfadjoint operator from $`L^2(X,\nu )`$ into itself, satisfying $`P_{L^2(X,\nu )}=\rho (P)`$, where $`\rho (P)`$ is the spectral radius of the random walk $`(X,P)`$ (see  Chapter 1, Paragraph B). More precisely it is possible to show that an operator $`K`$ defined as in eq. (2) with kernel $`k(x,y)`$ (instead of $`p(x,y)`$) is selfadjoint if and only if $`\nu (x)k(x,y)=\nu (y)k(y,x)`$ for all $`x,yX`$.

2. Compactness of the transition operator

In this section we give a necessary and sufficient condition for the general linear map $`P`$ (defined by eq. (2)) to be a bounded map from from $`l^{\mathrm{}}(X)`$ into itself. Then we characterize all the maps with non-negative kernels which are compact; in the case of stochastic maps, this conditions is related to the recurrence property. The interest in the space $`l^{\mathrm{}}(X)`$ will be justified in the next section. We start with boundeness conditions.

Theorem 2.1. Let $`P`$ the transition operator defined by eq. (2) (where $`p(x,y)`$ are real (complex) numbers for any $`x,yX`$); then the following assertions are equivalent:

(i) $`P`$ is a continuous linear operator from $`l^{\mathrm{}}(X)`$ into itself;

(ii) $`sup_{xX}_{yX}|p(x,y)|<\mathrm{}`$.

(iii) $`D(P)l^{\mathrm{}}(X)`$ and $`P(l^{\mathrm{}}(X))l^{\mathrm{}}(X)`$. If one of the previous condition holds, then $`P=sup_{xX}_{yX}|p(x,y)|`$.

Proof. Let us discuss the complex case. Since $`X`$ is at most countable, we may suppose $`X=\{x_i\}_{iJ}`$, where $`JN`$ has the same cardinality of $`X`$ . If $`X`$ is finite then the theorem is trivial, we suppose that $`X`$ is countable (and $`J=N`$). Let $`xX`$ and define

$$f_x^n(x_i):=\{\begin{array}{cc}\frac{\overline{p(x,x_i)}}{|p(x,x_i)|}\hfill & \text{if }p(x,x_i)0\text{}in\text{,}\hfill \\ & \\ 1\hfill & \text{if }p(x,x_i)=0\text{}in\text{,}\hfill \\ & \\ 0\hfill & \text{if }i>n\text{.}\hfill \end{array}$$

then $`f_x^n_{\mathrm{}}=1`$ for every $`nN`$ and for every $`xX`$. (i) $``$ (ii). We easily note that, $`f_x^nD(P)`$ for every $`nN,xX`$ and $`Pf_x^n_{\mathrm{}}|(Pf_x^n)(x)|=_{in}|p(x,x_i)|`$, then if $`n`$ tends to infinity and $`P`$ is bounded, we have

$$\underset{yX}{}|p(x,y)|=\underset{iN}{}|p(x,x_i)|P$$
$`(3)`$
and the arbritrary choice of $`x`$ leads to the conclusion.

(ii) $``$ (i). If $`\alpha :=sup_{xX}_{yX}|p(x,y)|<\mathrm{}`$ then for every $`fl^{\mathrm{}}(X)`$ we obtain

$$Pf_{\mathrm{}}=\underset{xX}{sup}|(Pf)(x)|\underset{xX}{sup}\underset{yX}{}|p(x,y)|f_{\mathrm{}}=\alpha f_{\mathrm{}};$$

using the last equation and eq. (3) we obtain that $`D(P)l^{\mathrm{}}(X)`$, $`P(l^{\mathrm{}}(X))l^{\mathrm{}}(X)`$ and $`\alpha =P`$.

(iii) $``$ (ii). Let us note that $`l^{\mathrm{}}(X)D(P)`$ implies that for every $`fl^{\mathrm{}}(X)`$ and for every $`xX`$ we have $`_{yX}|p(x,y)||f(y)|<+\mathrm{}`$ which is equivalent to the condition $`\{p(x,y)\}_{yX}l^1(X)`$ for every $`xX`$. Let $`\lambda _xl^{\mathrm{}}(X)^{}`$ defined by $`\lambda _x(f):=_{yX}p(x,y)f(y)`$, then $`\lambda _x_{l^{\mathrm{}}(X)^{}}=_{yX}|p(x,y)|`$. Now the condition $`P(l^{\mathrm{}}(X))l^{\mathrm{}}(X)`$ implies $`sup_{xX}|\lambda _x(f)|<+\mathrm{}`$, for every $`fl^{\mathrm{}}(X)`$, then, using the principle of Uniform Boundeness, we have $`sup_{xX}\lambda _x_{l^{\mathrm{}}(X)^{}}<+\mathrm{}`$ which is equivalent to (ii).

(i) $``$ (iii). It is trivial.

$``$

We turned our attention now to the compactness property for a transition operator with non negative kernel.

Theorem 2.2. Let $`X`$ a countable graph and let us choose an enumeration $`\{x_i\}`$ for $`X`$. Let $`P`$ a transition operator on $`X`$ with non negative elements, satisfying the condition $`sup_{xX}_{yX}p(x,y)<+\mathrm{}`$. Then $`P`$ is a bounded, linear operator from $`l^{\mathrm{}}(X)`$ into itself; moreover $`P`$ is compact if and only if

$$\underset{n+\mathrm{}}{lim}\underset{xX}{sup}\underset{i>n}{}p(x,x_i)=0.$$
$`(4)`$
The last condition is independent from the chosen enumeration.

Proof. Theorem 2.1 implies the boundedness of $`P`$. If $`P`$ is compact, then, for every bounded sequence $`\{f_i\}`$ in $`l^{\mathrm{}}(X)`$, $`\{Pf_i\}`$ is relatively compact, hence there exists a subsequence $`\{n_j\}`$ such that $`\{Pf_{n_j}\}`$ is a Cauchy sequence. Let $`f_n(x_i)`$ equal to $`1`$ if $`i>n`$ and $`0`$ otherwise, then

$$(Pf_n)()=\underset{i>n}{}p(,x_i)$$

and if $`m>n`$, since $`p(x,y)0`$ for every $`x,yX`$,

$$Pf_nPf_m_{\mathrm{}}=\underset{xX}{sup}\underset{i=n+1}{\overset{m}{}}p(x,x_i).$$

By the Cauchy property, for every $`\epsilon >0`$ there exists $`j_\epsilon `$ such that for all $`j_2>j_1j_\epsilon `$ we have

$$\underset{xX}{sup}\underset{i=n_{j_1}+1}{\overset{n_{j_2}}{}}p(x,x_i)<\epsilon /2;$$

we note that, for every fixed $`xX`$, $`m_{i=n+1}^mp(x,x_i)`$ (resp. $`n_{i=n+1}^mp(x,x_i)`$) is not decreasing (resp. not increasing), hence

$$\underset{xX}{sup}\underset{i=n_{j_\epsilon }+1}{\overset{\mathrm{}}{}}p(x,x_i)\epsilon /2<\epsilon ,$$

which implies $`lim_{n+\mathrm{}}sup_{xX}_{i>n}p(x,x_i)=0`$.

Vice versa if we consider the finite range (compact) projections on $`l^{\mathrm{}}(X)`$ defined by

$$V_i(f)(x_n):=\{\begin{array}{cc}f(x_n)\hfill & \text{if }ni\hfill \\ & \\ 0\hfill & \text{if }n>i\text{,}\hfill \end{array}$$

for all $`iN`$, then $`(PV_if)(x)=_{in}p(x,x_i)f(x_i)`$. By Theorem 2.1 $`PPV_i=sup_{xX}_{i>n}p(x,x_i)`$ then $`PPV_i`$ tends to $`0`$ if $`n`$ tends to infinity. By Theorem 4.18(f) of Rudin , $`PV_i`$ is compact for every $`iN`$, hence $`P`$ is compact since Theorem 4.18(c) of Rudin  holds.

The condition (4) does not depend on the choice of the enumeration, since compactness is defined “a priori”.  $``$

We note that the previous theorem says that $`P`$ is compact if and only if for any $`\epsilon >0`$ there exists a finite subset $`A_\epsilon X`$ such that $`sup_{xX}_{yA_\epsilon }p(x,y)<\epsilon `$; this means, for instance, that a necessary condition for the compactness property is that $`lim_y\mathrm{}p(x,y)=0`$ holds uniformly with respect to $`xX`$ (where the limit is taken in the Alexandroff compactification of $`X`$ with the discrete topology).

We immediately note that if $`X`$ is locally finite, then $`P`$ is not compact. In fact in this case, for every $`nN`$, $`_{in}\mathrm{deg}(x_i)<+\mathrm{}`$; this means that there exists $`n_1>n`$ such that $`x_i`$ is not a neighbour of $`x_{n_1}`$ for any $`in`$, hence $`_{i>n}p(x_{n_1},x_i)=1`$ and eq. (4) cannot be satisfied. Moreover one can show that if $`P`$ is compact then it is a recurrent transition operator.

Proposition 2.3. Let $`X`$ be a graph and $`P`$ a random walk on $`X`$ which is a compact, transition operator from $`l^{\mathrm{}}(X)`$ into itself; then $`P`$ is recurrent.

Proof. Let $`A:=\{x_0,x_1,\mathrm{},x_n\}`$ and $`Z_n`$ the Markov chain associated to $`P`$; when $`P`$ is compact then, by Theorem 2.2, if $`xX`$

$$P[Z_mA|Z_0=x]=\underset{\genfrac{}{}{0pt}{}{yX}{i>n}}{}P[Z_{m1}=y|z_0=x]p(y,x_i)=$$

$$=\underset{yX}{}P[Z_{m1}=y|z_0=x]\underset{i>n}{}p(y,x_i)$$

$$\underset{yX}{}P[Z_{m1}=y|z_0=x]\underset{wX}{sup}\underset{i>n}{}p(w,x_i)\underset{wX}{sup}\underset{i>n}{}p(w,x_i)\stackrel{n+\mathrm{}}{}0$$

If $`B:=\{kN;Z_nA,nk\}_{kN}_{nk}\{Z_nA\}`$ it is clear that

$$P(B)\underset{kN}{}P(_{nk}\{Z_nA\}),$$

but $`_{nk}\{Z_nA\}\{Z_mA\}`$ for every $`mk`$ which implies $`P(_{nk}\{Z_nA\})=0`$ and $`P(B)=0`$. Thus by Woess  Theorem 3.5, $`P`$ is recurrent.  $``$

The necessary condition given in the previous proposition is not sufficient; it is not difficult to find random walks which are recurrent and the associated transition operator is not compact.

Example 2.4. Let us give an example of random walk giving rise to a compact transition operator. To this aim we consider any sequence of real number $`\{p_i\}_{iN}`$ such that $`p_0=1`$ and $`p_i(0,1]`$ for every $`i1`$. Let us take $`X=N`$ and

$$p(x,y):=\{\begin{array}{cc}p_x\hfill & \text{if }xN\text{ and }y=x+1\hfill \\ 1p_x\hfill & \text{if }y=0\text{ and }x0\hfill \\ 0\hfill & \text{otherwise.}\hfill \end{array}$$

The condition (4) is easily equivalent to $`lim_{n+\mathrm{}}p_n=0`$; moreover, using Theorem 3.11 of , it is not difficult to show that $`(X,P)`$ is recurrent (resp. positive recurrent) if and only if $`lim_{n+\mathrm{}}_{i=0}^np_i=0`$ (resp. $`_{n=0}^{\mathrm{}}_{i=0}^np_i<+\mathrm{}`$). This proves that $`(X,P)`$ positive recurrent (and hence $`(X,P)`$ recurrent) does not imply the compactness of the transition operator $`P`$.

3. The null space of the pre-adjoint of the Laplace operator and finite variation stationary measures.

The discrete analogous of the Laplace operator is given by $`(P1\mathrm{l}_{\mathrm{}}):l^{\mathrm{}}(X)l^{\mathrm{}}(X)`$ where $`1\mathrm{l}_{\mathrm{}}`$ id the identity operator on $`l^{\mathrm{}}(X)`$. It is straightforward to show that the preadjoint map $`(P1\mathrm{l}_{\mathrm{}})_{}`$ is given by $`(Q1\mathrm{l}_1):l^1(X)l^1(X)`$ where

$$(Q\nu )(y):=\underset{xX}{}p(x,y)\nu (x),yX,$$

and $`1\mathrm{l}_1`$ is the identity map on $`l^1(X)`$; from now on, if $`A:DY`$ is a map, we denote by $`\mathrm{Rg}(A)`$ the image (or range) of $`D`$ through $`A`$ (that is $`A(D)`$). A bounded function is said to be harmonic if is an element of the null space of the discrete laplacian (we denote the set of all bounded harmonic functions by $`^{\mathrm{}}(X,P)`$).

In  it was shown that a finite variation measure $`\nu `$ on $`X`$ (i.e. $`\nu l^1(X)`$) has the weak mean value property with respect to $`oX`$ (that is, $`_{xX}f(x)\nu (X)\mathrm{d}\nu =f(o)_{xX}\nu (x)`$, for every $`f^{\mathrm{}}(X,P)`$) if and only if $`(\nu \delta _o_{xX}\nu (x))\overline{\mathrm{Rg}(Q1\mathrm{l}_1)}`$ (where $`\delta _o`$ is the (finite variation) Dirac measure with support in $`\{o\}`$. ¿From this point of view, it is important to know when $`Q1\mathrm{l}_1`$ is injective and when it has a closed range. In this section we give a complete answer to the first question and we make some remarks related to the second.

To this aim, we characterize in particular all the stationary measures with finite variation. We recall that a signed measure is called stationary (resp. excessive) if

$$(Q\nu )(y)=\nu (y),yX\text{(resp. }(Q\nu )(y)\nu (y),yX\text{)}$$

provided that $`(Q\nu )(y)`$ exists for every $`yX`$. We note that a finite variation measure $`\nu `$ is stationary if and only if $`\nu \mathrm{ker}(Q1\mathrm{l}_1)`$.

Lemma 3.1. Let $`\nu `$ be a signed stationary measure on $`X`$, then $`|\nu |`$ is a negative excessive measure which is stationary if and only if $`\nu =|\nu |`$ or $`\nu =|\nu |`$.

Proof. It is well know that if $`f`$ is a complex integrable function on a measure space $`(Y,\mu )`$ then

$$\left|_Yfd\nu \right|_Y|f|d\nu $$

and the equality holds if and only if there exists $`\alpha [0,2\pi )`$ such that $`f=|f|\mathrm{exp}(i\alpha )`$ $`\mu `$-a.e. If we consider the measure space $`X`$ with the counting measure and $`f_y(x):=\nu (x)p(x,y)`$ then by hypothesis $`f_yL^1(X)`$ for every $`yX`$ and

$$|\nu |(y)=|\nu (y)|=\left|\underset{xX}{}\nu (x)p(x,y)\right|\underset{xX}{}|\nu |(x)p(x,y)=(Q|\nu |)(y)$$

and the equality holds if and only if $`\nu (x)p(x,y)=|\nu |(x)p(x,y)\mathrm{exp}(i\alpha )`$ (where $`\alpha \{o,\pi \}`$, since $`f_y`$ is a real function) which leads to the conclusion.  $``$

We are ready to prove the following theorem which characterizes all the stationary measures (i.e. the null space of $`QI_1`$). Before state the Theorem we recall that for any irreducible random walk it is possible to define a natural number called the period of the random walk (see , Section 5.A).

Theorem 3.2. Let $`(X,P)`$ be an irreducible random walk, then there exists a finite variation, stationary measure $`\nu 0`$ if and only if $`(X,P)`$ is positive recurrent. In this case there exists $`\alpha R\{o\}`$ such that $`\nu =\alpha \mu `$ where $`\mu `$ satisfies

$$\mu (y)=\underset{n\mathrm{}}{lim\; sup}p^{(nd+ji)}(x,y)/d$$

(the right hand side is seen to be independent of $`x`$ and $`d`$ is the period of the random walk).

Proof. If we suppose that there exists a stationary measure $`\nu `$ with finite variation and $`C_0,C_1,\mathrm{},C_{d1},C_dC_0`$ is the partition of $`X`$ given by the periodicity classes, then, by Lemma 3.1, $`|\nu |`$ is an excessive measure; Lemmas 2.4, 2.5 and Theorem 2.2 of Woess  and Tonelli-Fubini’s Theorem imply

$$|\nu |(C_{i+1})\underset{yC_{i+1}}{}|\nu (y)|\underset{yC_{i+1}}{}\underset{xC_i}{}|\nu (x)|p(x,y)=$$

$$=\underset{xC_i}{}\underset{yC_{i+1}}{}|\nu (x)|p(x,y)=|\nu |(C_i)$$

then $`|\nu |(C_0)|\nu |(C_1)\mathrm{}|\nu |(C_{d1})|\nu |(C_d)|\nu |(C_0)`$, hence $`|\nu |(C_i)=|\nu |(X)/d`$ for every $`i=0,1,\mathrm{},d1`$.

Using the “Renewal Theorem” by Erdös-Feller-Pollard (see  or Theorems 3.6 and 3.7 of ) and Lebesgue bounded convergence Theorem,

$$|\nu |(y)\underset{xC_i}{}|\nu |(x)p^{(nd)}(x,y)\stackrel{n+\mathrm{}}{}d\mu (y)\underset{xC_i}{}|\nu |(x);$$
$`(5)`$
since $`\nu 0`$ then there exists $`i`$ and $`yC_i`$ such that $`|\nu |(y)>0`$, thus eq. (5) implies that $`\mu (y)>0`$, hence $`(X,P)`$ is positive recurrent.

On the other hand, if $`(X,P)`$ is positive recurrent, Theorem 3.9 of Woess  implies that $`\mu `$ is a stationary, probability measure.

If $`\nu `$ is another stationary, finite variation measure on $`X`$ ($`\nu 0`$) then by eq. (5), $`|\nu |(y)|\nu |(X)\mu (y)`$; if we suppose, by contradiction, that there exist $`yX`$ such that $`|\nu |(y)<|\nu |(X)\mu (y)`$, then we have

$$1=\underset{yX}{}|\nu |(y)/|\nu |(X)<\underset{yX}{}\mu (y)=1$$

which is a contradiction; hence $`|\nu |()/|\nu |(X)\mu ()`$. If we define $`\overline{\nu }(y):=\nu (y)/|\nu |(X)`$ then $`|\overline{\nu }|\mu `$ and $`(2\mu \overline{\nu })/(2\mu (X)\overline{\nu }(X))`$ is a stationary, probability measure. By Theorem 3.9 of Woess , $`(2\mu \overline{\nu })/(2\mu (X)\overline{\nu }(X))\mu `$ which is equivalent to $`\overline{\nu }=\overline{\nu }(X)\mu `$, that is, $`\nu =\nu (X)\mu `$.  $``$

As a consequence of this Theorem we obtain that the bounded, linear map $`Q1\mathrm{l}_1`$ is injective if and only if $`(X,P)`$ is not positive recurrent.

We try now to answer to the second question: when $`\mathrm{Rg}(Q1\mathrm{l}_1)`$ is closed?

By Schauder’s Theorem (see Brezis  Theorem VI.4), since $`P=Q^{}`$, we have that the operator $`Q`$ from $`l^1(X)`$ into itself, is compact if and only if eq. (4) holds. Now it is well known (see for instance , Theorem 4.23) that if $`Q`$ is compact operator from a Banach space into itself then $`Q1\mathrm{l}`$ has closed range. Hence if equation (4) holds we have that a finite variation measure $`\nu `$ on $`X`$ has the weak mean value property with respect to $`oX`$ if and only if $`(\nu \delta _o_{xX}\nu (x))\mathrm{Rg}(Q1\mathrm{l}_1)`$.

This is obviously only a partial answer to our question; a way to reach a complete a satisfactory answer, which we don’t undertake here is given by the following remarks.

We recall that if $`(Z,_Z)`$, $`(Y,_Y)`$ are Banach spaces, $`D`$ is a linear subspace of $`Z`$ and $`A:DY`$ is a linear map such that $`sup_{xD:x_Z=1}Ax_Y=:\beta `$, then there exists a unique bounded, linear map $`\overline{A}:\overline{D}Y`$ which extends $`A`$; moreover $`\overline{A}`$ is bounded by the same constant $`\beta `$ and $`\underset{xD:x_Z=1}{inf}Ax_Y=\underset{x\overline{D}:x_Z=1}{inf}\overline{A}x_Y`$. Therefore, if $`A:DY`$ is a linear and injective map, then

$$\underset{y\mathrm{Rg}(A):y_Y=1}{sup}A^1y_Z=1/\underset{xD:x_Z=1}{inf}Ax_Y$$

(where, by definition, $`1/0:=+\mathrm{}`$).

Now using the Open Mapping Theorem it is simple to show that if $`A:ZY`$ is a linear, bounded, injective map then

$$\mathrm{Rg}(A)=\overline{\mathrm{Rg}(A)}\underset{xD:x_Z=1}{inf}Ax_Y>0.$$

In our case, if the Markov chain is not positive recurrent, then $`\mathrm{Rg}(Q1\mathrm{l}_1)`$ is closed if and only if $`\underset{\nu l^1(X):\nu _1=1}{inf}Q\nu \nu _1>0`$.

Bibliography

  W. Woess, Random walks on infinite graphs and groups, Cambridge Tracts in Mathematics, 138, Cambridge Univ. Press, 2000.

  W. Woess, Catene di Markov e Teoria del Potenziale nel Discreto, Quaderno U.M.I. 41, Ed. Pitagora, Bologna (1996).

  T. Coulhon, A. Grigoryan, Random walks on graphs with regular volume growth, GAFA 8 (1998), 656-701.

  P. Cartier, Harmonic analysis on trees, Proc. Sympos. Pure Math. , vol. 26, Amer. Math. Soc., Providence, R.I., 1972, 419-424.

  A. Figà-Talamanca, M. A. Picardello, Harmonic analysis on free groups, Lecture Notes in Pure and Appl. Math., vol. 87, Dekker, New York and Basel, 1987.

  F. Zucca, The mean value property for harmonic functions on graphs and trees, appearing on Ann. Mat. Pura. App.

  H. Brezis, Analyse Fonctionnelle-Théorie et Applications, Masson, Paris, (1983).

  W. Woess, Random walks on infinite graphs and groups - A survey on selected topics, Bull. London Math. Soc. 26 (1994), 1-60.

  W. Rudin, Real and Complex Analysis, Mc Graw-Hill, (1987).

  P. Erdös, W. Feller, H. Pollard, A theorem on power series, Bull. Amer. Soc. 55, (1949) 201-204.

  W. Rudin, Functional Analysis, Mc Graw-Hill, (1991).