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# A central limit theorem for convolution equations and weakly self-avoiding walks

## 1. Introduction and Results

### 1.1. Introduction

The standard simple random walk on the hypercubic lattice $`^d`$ is given by the uniform distribution on the set of nearest-neighbour paths starting in $`0,`$ and of length $`n.`$ The law of the self-avoiding random walk is simply the uniform distribution on the set of walks having no self-intersections. An interpolation between the strictly self-avoiding walk and the standard random walk is the so-called weakly self-avoiding walk (also known as ‘Domb-Joyce model’). Here, self-intersections are not completely forbidden, but penalized by a factor $`1\lambda `$ for every self-intersection, where $`\lambda (0,1)`$ is a parameter. Not much is known rigorously for these self-avoiding random walks in dimensions $`d=2,3`$ and $`4.`$

A quantity of basic interest is the so called connectivity $`C_n\left(x\right),`$ $`x^d,`$ $`n,`$ which is obtained by summing the weights of all paths from $`0`$ to $`x`$ of length $`n`$: In the random walk case, the paths all get weight $`1,`$ in the strictly self-avoiding case, only the paths without self-intersections get weight $`1`$, the others $`0,`$ and in the weakly self-avoiding case, the weight is given in terms of the number of self-intersections (and the parameter $`\lambda )`$ as indicated above. After normalization, this defines the distribution of the end-point of the walk. The first results in the case $`d5`$ were obtained by Brydges and Spencer  in the middle of the eighties. They introduced a perturbative expansion technique, based on the so called lace expansion. With this, Brydges and Spencer proved a central limit theorem for the weakly self-avoiding walk in dimensions greater than four and for small parameter $`\lambda `$. The lace expansion is a kind of renewal equation for $`C_n`$ in terms of the connectivities of the standard random walk of the following type:

(1.1)
$$C_n=C_{n1}2dD+\underset{m=1}{\overset{n}{}}\mathrm{\Pi }_mC_{nm},n1.$$

Here $`D`$ is the usual nearest-neighbour distribution $`D\left(x\right)=1/(2d)`$ if $`\left|x\right|=1,`$ and $`0`$ otherwise. The $`\mathrm{\Pi }_m`$ reflect the presence of the self-interaction of the paths. If they are not present, then $`C_n`$ is of course just obtained by convoluting $`2dD.`$ (1.1) can easily be derived by a kind of inclusion-exclusion. For the convenience of the reader, we give the derivation in Appendix B. One of the delicacies of the problem is that the $`\mathrm{\Pi }_m`$ are complicated expressions which cannot be written down explicitly, but the key point is that they can be estimated in terms of the $`C_k,km.`$ Similar expansions have now found widespread applications in probability theory and mathematical physics, like in percolation theory , branched polymers and quite recently also for superprocess approximations of interactive particle systems.

The strictly self-avoiding walk was first treated by Slade  for large dimensions, where the large dimension serves in some sense as a small coupling parameter. Finally, in a tremendous effort, Hara and Slade  were able to prove the diffusive behavior for $`d5`$ for the strictly self-avoiding case. However, their argument is still essentially perturbative and relies on computer-assisted estimates of a number of constants which have to be smaller than $`1.`$

The earlier approaches to the lace expansion always depended on taking (complex) Laplace transforms in time $`_nz^nC_n`$, and then inverting the transform. The latter step is notoriously difficult and leads to a number of problems. In particular, it seems hard to obtain good pointwise estimates for the connectivities in this way. In 1997, van der Hofstad, den Hollander and Slade  presented an inductive approach to the lace expansion avoiding Laplace inversion. In particular, these authors prove a local central limit theorem for the so-called ‘elastic’ self-avoiding walk, a model in which the penalty for self-intersections decreases (only polynomially) in time. Several further improvements have been obtained recently. In , van der Hofstad and Slade generalize and simplify the inductive approach. In a recent paper by Hara, van der Hofstad and Slade , a general method for deriving information on the generating two-point functions in $`^d`$, i.e. expressions of the form $`_nz^nC_n\left(x\right)`$ at the critical point $`z_c`$ is developed.

In this paper we present a novel way to treat such problems. We first modify (1.1) slightly. To explain the main idea, one has to remark that the norming constants $`c_n\stackrel{def}{=}_xC_n\left(x\right)`$ behave in first order exponentially in $`n:`$ $`lim_n\mathrm{}\left(1/n\right)\mathrm{log}c_n`$ exists. It turns out that, in leading order, the $`\mathrm{\Pi }_n`$ have the same (exponential) behavior as the $`C_n.`$ It is therefore natural to define $`B_n\stackrel{def}{=}\mathrm{\Pi }_n/c_n,`$ and rewrite (1.1) as

(1.2)
$$C_n=C_{n1}2dD+\underset{m=1}{\overset{n}{}}c_mB_mC_{nm},n1.$$

The main result of our paper addresses the following problem: Given a sequence $`\left(B_m\right)_{m1}`$ of (possibly signed) distributions on $`^d`$, we regard (1.2) as the defining equations for the sequence $`\left(C_n\right)_{n0},`$ of course with $`C_0\stackrel{def}{=}\delta _0.`$ We prove that if the sequence $`\left(B_m\right)`$ has suitable smallness and decay properties, then $`C_n/c_n`$ satisfies a central limit theorem. It is important that we require only polynomial decay properties of the $`\left(B_m\right).`$ (In fact, one crucial difficulty for analyzing the (weakly) self-avoiding walks is that there is no mass gap between the $`C`$-sequence and the $`\mathrm{\Pi }`$-sequence). Although, the main result is completely independent of the problem of self-avoiding walks, the version of the central limit theorem we prove is tailored much with this application in mind. We come as close as possible (we think) to a local central limit theorem, including good Gaussian tail estimates. The (weakly) self-avoiding walk can in fact not satisfy a local CLT in the strict sense.111The walk starts at zero and will not forget this fact ever nor will the memory weaken. The resulting error term is of size $`n^{d/2}`$, the same as the value of the approximating normal density at zero..

The main idea of our approach is to regard (1.2) as a fixed-point equation of an operator acting on sequences of distributions. There are of course many ways to do that, and the problem is to find the ‘right’ way. We prove a central limit theorem by the following reasoning: The operator we define has two crucial properties: First, it has contraction properties in suitable spaces, so that a fixed point exists by the Banach fixed point theorem. This fixed point has to satisfy (1.2), and as this has a unique solution (under appropriate conditions), we know that the fixed point of our operator is the solution. Secondly, we prove that the operator leaves the property of being ‘asymptotically Gaussian’ untouched: If a sequence is asymptotically Gaussian (in a sense which has to be quantified, and after normalization), then the same is true for the sequence transformed by the operator. If we start with a sequence being already asymptotically Gaussian (for instance just taking the discretized Gaussian distribution), then also the fixed point is asymptotically Gaussian, and therefore, the solution of (1.2) satisfies a central limit theorem (after normalization). This approach reveals in a transparent way what is behind the central limit theorem: The property of being asymptotically Gaussian is stable enough not to be destroyed by the presence of the $`B`$-sequence, provided this enjoys the appropriate properties.

As remarked above, the result we prove is tailored much to make the application to weakly self-avoiding walks very easy. The point is that the $`B^{}`$s can be estimated in terms of the $`C^{}`$s. These estimates are most naturally in $`x`$-space and not in Fourier-space. For this reason, we work all the time in $`x`$-space, except for deriving several crucial properties of convolutions of $`D.`$ By these estimates, we prove by a simple ‘circular’ argument, that the ‘true’ $`B^{}`$s coming from the weakly self-avoiding walk do in fact satisfy the conditions of our central limit theorem.

We believe that the method can be extended in various ways to treat many other problems as well, but here we restrict ourselves to the application to weakly self-avoiding walks. Even for this well studied problem, the results we obtain are sharper than those obtained by other methods.

### 1.2. The Objects of the Weakly Self-Avoiding Walk

We begin by introducing the connectivities $`C_n`$ for the weakly self-avoiding walk. For $`x^d`$ we set $`C_0(x)\stackrel{\mathrm{def}}{=}\delta _{0,x}`$, and for $`n1`$ and $`\beta 0`$, we define

(1.3)
$$C_n(x)\stackrel{\mathrm{def}}{=}\underset{\begin{array}{c}\omega :0x\\ |\omega |=n\end{array}}{}e^{\beta _{0s<tn}U_{st}(\omega )}=\underset{\begin{array}{c}\omega :0x\\ |\omega |=n\end{array}}{}\underset{0s<tn}{}(1\lambda U_{st}(\omega )),$$

where the sum is over all $`n`$-step simple random walk paths $`\omega `$ from $`0`$ to $`x`$, while

$`U_{st}(\omega )`$ $`\stackrel{\mathrm{def}}{=}\{\begin{array}{cc}1,\hfill & \text{if }\omega (s)=\omega (t),\hfill \\ 0,\hfill & \text{if not,}\hfill \end{array}`$
and
$`\lambda `$ $`\stackrel{\mathrm{def}}{=}1e^\beta .`$
Here, loops of the walk are penalized with a factor $`1\lambda `$. We have the fully self-avoiding walk for $`\lambda =1`$, while for $`\lambda =0`$ it is the simple random walk. We will usually suppress the $`\lambda `$-dependence in our notation.

The lace expansion is a renewal type equation for the connectivities. It involves a function $`\mathrm{\Pi }_m`$, defined in (B.5), which we will call ‘lace function’. The expansion is the recursion formula stating that for all $`x^d`$ we have

(1.4)
$$C_n(x)=2d(DC_{n1})(x)+\underset{m=2}{\overset{n}{}}\mathrm{\Pi }_mC_{nm}(x),$$

where $`D`$ denotes the law of one step of a simple random walk, that is,

$$D(y)\stackrel{\mathrm{def}}{=}\{\begin{array}{cc}1/(2d),\hfill & \text{if }y_1=1,\hfill \\ 0,\hfill & \text{else.}\hfill \end{array}$$

The star $``$ always refers to the discrete folding of two measures on $`^d`$, that is $`GH(x)\stackrel{\mathrm{def}}{=}_{y^d}G(y)H(xy)`$. Denote by $`c_n`$ the total mass of $`C_n`$, that is,

(1.5) $`c_n`$ $`\stackrel{\mathrm{def}}{=}{\displaystyle \underset{x^d}{}}C_n(x).`$
(We will always denote measures by capital letters and the corresponding total mass by the appropriate lower case letter.) Furthermore we will always write $`\phi _\eta `$ for the d-dimensional normal density with covariance matrix $`\eta \mathrm{Id}_d`$, that is,

$`\phi _\eta (x)\stackrel{\mathrm{def}}{=}(2\pi \eta )^{d/2}\mathrm{exp}\left(\frac{x^2}{2\eta }\right).`$
The general results proved in the sections 2 and 3 can be applied to the weakly self-avoiding walk ($`\lambda `$ small enough) in dimensions above four. This is stated in the following theorem. The first part recovers the result of Brydges and Spencer . The second part presents a pointwise comparison of the probabilities $`C_n(x)/c_n`$ with a normal density and gives strong error estimates.

###### Theorem 1.1.

Let the dimension $`d`$ be greater or equal to five. Then there exists a $`\lambda _0>0`$ such that for all $`0\lambda \lambda _0`$ and $`n`$,

(1.6) $`c_n`$ $`=\alpha \mu ^n\left(1+O(n^{1/2})\right).`$
For $`x^d`$ and $`n`$ such that $`nx_1`$ is even,222Because of the two-periodicity of nearest neighbour walks, $`C_n(x)`$ equals zero when $`x_1`$ and $`n`$ don’t have the same parity. The factor $`2`$ for the normal density in (1.7) arises for the same reason – we have to double the density values to approximate a discrete probability measure on the two-periodic sublattices of $`^d`$. we have
(1.7) $`\left|{\displaystyle \frac{C_n(x)}{c_n}}2\phi _{\delta n}(x)\right|`$ $`K\left[n^{1/2}\phi _{n\nu }(x)+n^{d/2}{\displaystyle \underset{j=1}{\overset{n/2}{}}}j\phi _{j\nu }(x)\right].`$
The constants $`\alpha `$, $`\mu `$ and $`\delta `$ are positive and depend on $`\lambda `$ and $`d`$, whereas $`\nu `$ and $`K`$ only depend on the dimension.

Note that for ‘large’ $`x`$ the right-hand side of (1.7) is bounded by a multiple of $`n^{1/2}\phi _{n\nu }(x)`$ alone. For $`|x|O(n^{1/2})`$ the leading term in the error bound is the second part, which is of order $`O(n^{d/2})`$ near zero. The constants $`\alpha `$, $`\mu `$ and $`\delta `$ are identified in terms of $`c_n`$ and $`\pi _m`$ at the end of section 4.

### 1.3. Strategy and Motivation of the Approach

We prove the theorem by splitting the problem into two parts: In the first step we show the existence of the connective constant $`\mu `$ and the diffusion constant $`\delta `$ and we determine their exact form. Given these parameters, we can write down the proper normal density to approximate the distributions themselves. So in the second step we only have to estimate the error of the approximation.

Several difficulties arise in this approach. The constants we want to determine in advance are given only implicitely as series in terms of $`c_n`$ and $`\pi _n`$ (the total mass constants of the ‘lace functions’ $`\mathrm{\Pi }_n`$). In particular, we need the total mass values of the $`n`$-step weakly self-avoiding walk for each natural $`n`$. So at first it seems impossible to determine the constants without knowing quite a lot about the distributions themselves.

We deal with this difficulty by treating the whole sequence of mass constants as one object instead of studying the constants separately for each $`n`$. The idea of working in this kind of sequence spaces was taken from Grübel . We can define an operator on some appropriate sequence space such that the sequence satisfying the recursion formula of the lace expansion is a fixed point of this operator. Once we have chosen space and operator properly, the Banach fixed point theorem yields the desired properties of the sequence.

The second step is organized as follows. To start we define a discrete random vector, whose variance is given by the diffusion constant from the first part. Then we consider the measures of the weakly self-avoiding walk as perturbations of the simple random walk whose single steps are given by the random vector defined above. We again use a fixed point argument to control the errors of the approximation, this time working in some sequence space of measures rather than of real numbers.

To give the fixed point arguments, the sequences we investigate shouldn’t grow exponentially. So first we cancel the exponential growth of the mass constants for both the connectivities and the lace functions: For $`m2`$d we define the function $`B_m`$ on $`^d`$ by

(1.8)
$$B_m(x)\stackrel{\mathrm{def}}{=}\frac{\mathrm{\Pi }_m(x)}{\lambda c_m}.$$

Let $`b_m`$ denote the total mass of $`B_m`$. Inserting (1.8) into (1.4), we obtain the following recursive identities (from now on suppressing $`x`$ in the notation):

$`C_n=`$ $`2dDC_{n1}+\lambda {\displaystyle \underset{m=2}{\overset{n}{}}}c_mB_mC_{nm}\text{and}`$
$`c_n=`$ $`2dc_{n1}+\lambda {\displaystyle \underset{m=2}{\overset{n}{}}}c_mb_mc_{nm}.`$
Now suppose that $`C_n`$ grows exponentially, that is, $`C_n`$ equals $`\mu ^nA_n`$ with some $`\mu >0`$ such that $`a_n=_{x^d}A_n(x)`$ tends to some $`\alpha 0`$ when $`n`$ tends to infinity. This $`\mu `$ is called connective constant. The identities above lead to the following equations:

(1.9) $`A_n=`$ $`2d\mu ^1DA_{n1}+\lambda {\displaystyle \underset{m=2}{\overset{n}{}}}a_mB_mA_{nm},`$
(1.10) $`a_n=`$ $`2d\mu ^1a_{n1}+\lambda {\displaystyle \underset{m=2}{\overset{n}{}}}a_mb_ma_{nm}.`$
If the sequence $`(a_n)`$ is converging to a limit $`\alpha >0`$ and if the $`b_n`$ decay fast enough, we can let $`n`$ tend to infinity in (1.10) to find

$$\alpha =2d\mu ^1\alpha +\lambda \underset{m=2}{\overset{\mathrm{}}{}}a_mb_m\alpha ,$$

and therefore we have for the connective constant $`\mu `$,

(1.11)
$$2d\mu ^1=1\lambda \underset{m=2}{\overset{\mathrm{}}{}}a_mb_m.$$

By substituting this into (1.10) we obtain

$$a_n=a_{n1}\lambda \left(\underset{m=2}{\overset{\mathrm{}}{}}a_mb_ma_{n1}\underset{m=2}{\overset{n}{}}a_mb_ma_{nm}\right).$$

This derivation in mind, we will prove the existence and uniqueness of such a sequence by a Banach fixed point argument in section 2, under the hypothesis that the $`b_m`$ decay fast enough.

Given the sequence $`(a_n)`$ and specific pointwise estimates of $`B_m(x)`$, we will obtain pointwise approximations for $`A_n(x)`$ in dimension $`d5`$ in section 3. This central limit theorem with error estimates is our main result. The theorem is proven for sequences satisfying a slightly generalized version of (1.9).

In section 4 we prove the right behavior of the lace expansion terms, insuring that we can indeed apply the fixed point arguments to the weakly self-avoiding walk.

## 2. Determining the Mass Constants

### 2.1. Existence and Uniqueness

Let $`(b_m)_m`$ be a realvalued sequence with

$`\beta \stackrel{\mathrm{def}}{=}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}m|b_m|<\mathrm{}.`$
In this section we will prove the following result:

###### Proposition 2.1.

There is a $`\lambda _0=\lambda _0(\beta )>0`$ such that for all $`\lambda \lambda _0`$ there exists a unique sequence $`(a_n)_{n_0}`$ with

(2.1) $`a_0=1\text{and}a_n=\left(1\lambda {\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}a_mb_m\right)a_{n1}+\lambda {\displaystyle \underset{m=1}{\overset{n}{}}}a_mb_ma_{nm},`$
such that $`_{n=1}^{\mathrm{}}|a_na_{n1}|<\mathrm{}`$.

We will prove this proposition with a fixed point argument, but first we introduce some notation. Let $`(l_{\mathrm{}},._{\mathrm{}})`$ be the Banach space of bounded real valued sequences $`𝒈=(g_n)_{n_0}`$ with the supremum norm. The difference operator $`\mathrm{\Delta }:^_0^_0`$ is given by

$$(\mathrm{\Delta }g)_0\stackrel{\mathrm{def}}{=}g_0\text{and}(\mathrm{\Delta }g)_n\stackrel{\mathrm{def}}{=}g_ng_{n1}\text{for }n.$$

For $`𝒈=(g_n)_{n_0}`$ with $`_{n=0}^{\mathrm{}}|(\mathrm{\Delta }g)_n|<\mathrm{}`$ define the norm

$`𝒈_𝒟`$ $`\stackrel{\mathrm{def}}{=}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}|(\mathrm{\Delta }g)_n|.`$
Furthermore, define the operator $``$ on sequences by

$`\stackrel{~}{g}_0`$ $`\stackrel{\mathrm{def}}{=}g_0\text{and}`$
(2.2) $`\stackrel{~}{g}_n`$ $`\stackrel{\mathrm{def}}{=}\stackrel{~}{g}_{n1}\lambda \left[{\displaystyle \underset{m=1}{\overset{n}{}}}g_mb_m(g_{n1}g_{nm})+g_{n1}{\displaystyle \underset{j=n+1}{\overset{\mathrm{}}{}}}g_jb_j\right].`$
We will apply the Banach fixed point theorem to the operator $``$. In the three following lemmas we prove that the necessary conditions are fulfilled.

###### Lemma 2.2.

Let $`𝐠l_{\mathrm{}}`$ with $`𝐠_𝒟<\mathrm{}`$. Then we also have $`\stackrel{~}{𝐠}_𝒟<\mathrm{}`$.

###### Proof.

Let $`𝒈_𝒟<\mathrm{}`$. We have to show that $`_{n=0}^{\mathrm{}}|(\mathrm{\Delta }\stackrel{~}{g})_n|`$ is finite. First notice that

(2.3)
$$𝒈_{\mathrm{}}=\underset{n_0}{sup}|g_n|=\underset{n_0}{sup}|\underset{k=0}{\overset{n}{}}(\mathrm{\Delta }g)_k|g_𝒟.$$

From $`(\text{2.1})`$ we have

$`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}|(\mathrm{\Delta }\stackrel{~}{g})_n|`$ $`=|g_0|+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}|\stackrel{~}{g}_n\stackrel{~}{g}_{n1}|`$
$`=|g_0|+\lambda {\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\left|{\displaystyle \underset{m=1}{\overset{n}{}}}g_mb_m(\underset{=_{l=1}^{m1}(\mathrm{\Delta }g)_{nl}}{\underset{}{g_{n1}g_{nm}}})+{\displaystyle \underset{j=n+1}{\overset{\mathrm{}}{}}}g_jb_jg_{n1}\right|`$
$`|g_0|+\lambda \left[𝒈_{\mathrm{}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{l=1}{\overset{n1}{}}}|(\mathrm{\Delta }g)_{nl}|\underset{_{m=l+1}^{\mathrm{}}|b_m|}{\underset{}{{\displaystyle \underset{m=l+1}{\overset{n}{}}}|b_m|}}+𝒈_{\mathrm{}}^2\underset{_{j=2}^{\mathrm{}}j|b_j|\beta }{\underset{}{{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{j=n+1}{\overset{\mathrm{}}{}}}|b_j|}}\right]`$
$`|g_0|+\lambda \left[𝒈_{\mathrm{}}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=l+1}{\overset{\mathrm{}}{}}}|b_m|{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}|\mathrm{\Delta }g_n|+𝒈_{\mathrm{}}^2\beta \right]`$
(2.4) $`|g_0|+2\lambda \beta 𝒈_𝒟^2<\mathrm{},`$
where we used (2.3) in the last line. ∎

###### Lemma 2.3.

Let $`𝒟_L\stackrel{\mathrm{def}}{=}\{gl_{\mathrm{}}:g_0=1\text{ and }𝐠_𝒟L\}`$, where $`L`$ is a constant greater than or equal to $`3/2`$. Then for all $`\lambda 1/(6\beta L)`$ the operator $``$ is a contraction with respect to $`._𝒟`$ on $`𝒟_L`$.

Note that the value $`3/2`$ in the lemma is chosen to keep the constants simple. An analogous statement holds as long as $`L`$ is bounded away from one.

###### Proof.

We have to show:

* $`𝒈𝒟_L\stackrel{~}{𝒈}𝒟_L`$
* There exists some $`\kappa <1`$ such that$`\stackrel{~}{𝒈}\stackrel{~}{𝒉}_𝒟\kappa 𝒈𝒉_𝒟`$ for all $`𝒈,𝒉𝒟_L`$.

To see (i), let $`𝒈𝒟_L`$ be given. We know $`\stackrel{~}{g}_0=g_0=1`$. According to (2.1) we have

$$\stackrel{~}{𝒈}_𝒟1+2\lambda \beta L^2\frac{2}{3}L+\frac{1}{3}L,$$

whenever $`\lambda \frac{1}{6\beta L}`$.

To see (ii), take $`𝒈,𝒉𝒟_L`$. Since $`g_0`$ equals $`h_0`$, we have $`\stackrel{~}{𝒈}\stackrel{~}{𝒉}_𝒟=_{n=1}^{\mathrm{}}|(\mathrm{\Delta }(\stackrel{~}{g}\stackrel{~}{h}))_n|`$. We have (from (2.1)):

$`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}|(\mathrm{\Delta }\stackrel{~}{g})_n(\mathrm{\Delta }\stackrel{~}{h})_n|`$ $`=\lambda {\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}|{\displaystyle \underset{m=1}{\overset{n}{}}}(g_mh_m)b_m(g_{n1}g_{nm})`$
$`+{\displaystyle \underset{m=1}{\overset{n}{}}}h_mb_m\left[g_{n1}h_{n1}(g_{nm}h_{nm})\right]`$
$`+{\displaystyle \underset{j=n+1}{\overset{\mathrm{}}{}}}b_j[g_j(g_{n1}h_{n1})+(g_jh_j)h_{n1}]|`$
We can estimate the absolute values of the three summands individually. The first one can be treated analogously to (2.1),

$`\lambda {\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=1}{\overset{n}{}}}|b_m||g_mh_m||g_{n1}g_{nm}|`$ $`\lambda \beta 𝒈𝒉_{\mathrm{}}𝒈_𝒟.`$
Very similarly we obtain for the second one

$`\lambda {\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=1}{\overset{n}{}}}|b_m||h_m||g_{n1}h_{n1}(g_{nm}h_{nm})|`$ $`\lambda \beta 𝒉_{\mathrm{}}𝒈𝒉_𝒟,`$
and for the third

$`\lambda {\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{j=n+1}{\overset{\mathrm{}}{}}}|b_j||g_j(g_{n1}h_{n1})+(g_jh_j)h_{n1}|`$ $`\lambda \beta 𝒈𝒉_{\mathrm{}}(𝒈_{\mathrm{}}+𝒉_{\mathrm{}}).`$
Since both $`𝒈`$ and $`𝒉`$ are in $`𝒟_L`$ and $`\lambda \frac{1}{6\beta L}`$, this yields

$`\stackrel{~}{𝒈}\stackrel{~}{𝒉}_𝒟`$ $`4\lambda \beta L𝒈𝒉_𝒟{\displaystyle \frac{2}{3}}𝒈𝒉_𝒟.`$
###### Proof of Proposition 2.1.

The elements of $`l_{\mathrm{}}`$ with finite $`._𝒟`$-norm form a Banach space with this norm, and $`𝒟_L`$ is a closed subset of this space.

Thus, using Lemma 2.2 and Lemma 2.3, the Banach fixed point theorem yields for small enough $`\lambda `$ the existence and uniqueness of an element $`𝐚𝒟_L`$ with $`\stackrel{~}{𝐚}=𝐚`$. Furthermore, the repeated iteration of $``$ with starting point $`(1,1,1,\mathrm{})`$ converges to $`𝐚`$. As long as $`L3/2`$, the value of $`L`$ has an influence only on the upper bounds for $`\lambda `$. This proves the proposition. ∎

### 2.2. Limit and Convergence Speed

Now we investigate the limit and the convergence behavior of this ‘fixed sequence’ in a more particular setting. By choosing $`L=3/2`$ we obtain for all $`\lambda 1/(9\beta )`$ a sequence $`𝐚`$ with $`a_0=1`$, $`_{n=1}^{\mathrm{}}|(\mathrm{\Delta }a)_n|1/2`$ and for all $`n`$

$`a_n`$ $`=u\mu ^1a_{n1}+\lambda {\displaystyle \underset{m=1}{\overset{n}{}}}a_mb_ma_{nm},`$
where $`u\mu ^1=1\lambda _{m=1}^{\mathrm{}}a_mb_m`$ as in (1.11) for $`u=2d`$. Since $`𝐚`$ is bounded and $`_{n=2}^{\mathrm{}}|b_n|<\mathrm{}`$, $`u\mu ^1`$ is finite. Note also that for all $`n_0`$ we have

$$1/2a_n3/2.$$

We now want to investigate the limiting value $`\alpha =lim_n\mathrm{}a_n`$. Since the difference sequence of $`𝐚`$ is absolutely summable, $`\alpha `$ exists, and we have

$`\alpha `$ $`=\underset{n\mathrm{}}{lim}a_n=\underset{n\mathrm{}}{lim}{\displaystyle \underset{m=0}{\overset{n}{}}}(\mathrm{\Delta }a)_m.`$
Now consider for fixed $`n`$ (recall (2.1)):

$`a_n`$ $`=1+{\displaystyle \underset{k=1}{\overset{n}{}}}(\mathrm{\Delta }a)_k`$
$`=1\lambda {\displaystyle \underset{k=1}{\overset{n}{}}}\left[{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}a_mb_ma_{k1}{\displaystyle \underset{m=1}{\overset{k}{}}}a_mb_ma_{km}\right]`$
$`=1\lambda {\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}a_mb_m{\displaystyle \underset{k=1}{\overset{n}{}}}a_{k1}+\lambda {\displaystyle \underset{m=1}{\overset{n}{}}}a_mb_m{\displaystyle \underset{k=m}{\overset{n}{}}}a_{km}`$
$`=1\lambda \underset{=:F_1}{\underset{}{{\displaystyle \underset{m=n+1}{\overset{\mathrm{}}{}}}a_mb_m{\displaystyle \underset{k=1}{\overset{n}{}}}a_{k1}}}\lambda {\displaystyle \underset{m=1}{\overset{n}{}}}a_mb_m{\displaystyle \underset{l=1}{\overset{m1}{}}}\underset{=\alpha (\alpha a_{nl})}{\underset{}{a_{nl}}}`$
(2.5) $`=1\lambda F_1\lambda {\displaystyle \underset{m=1}{\overset{n}{}}}a_mb_m(m1)\alpha +\lambda \underset{=:F_2}{\underset{}{{\displaystyle \underset{m=1}{\overset{n}{}}}a_mb_m{\displaystyle \underset{l=1}{\overset{m1}{}}}{\displaystyle \underset{k=nl+1}{\overset{\mathrm{}}{}}}(\mathrm{\Delta }a)_k}},`$
where

$`|F_1|`$ $`=\left|{\displaystyle \underset{m=n+1}{\overset{\mathrm{}}{}}}a_mb_m{\displaystyle \underset{k=1}{\overset{n}{}}}a_{k1}\right|{\displaystyle \underset{m=n+1}{\overset{\mathrm{}}{}}}L|b_m|nLL^2{\displaystyle \underset{m=n+1}{\overset{\mathrm{}}{}}}m|b_m|\stackrel{n\mathrm{}}{}0`$
and

$`|F_2|`$ $`=\left|{\displaystyle \underset{m=1}{\overset{n}{}}}a_mb_m{\displaystyle \underset{l=1}{\overset{m1}{}}}{\displaystyle \underset{k=nl+1}{\overset{\mathrm{}}{}}}(\mathrm{\Delta }a)_k\right|{\displaystyle \underset{l=1}{\overset{n1}{}}}{\displaystyle \underset{m=l+1}{\overset{\mathrm{}}{}}}L|b_m|{\displaystyle \underset{k=nl+1}{\overset{\mathrm{}}{}}}|(\mathrm{\Delta }a)_k|`$
$`L\underset{\beta }{\underset{}{{\displaystyle \underset{l=1}{\overset{n/2}{}}}{\displaystyle \underset{m=l+1}{\overset{\mathrm{}}{}}}|b_m|}}{\displaystyle \underset{k=n/2}{\overset{\mathrm{}}{}}}|(\mathrm{\Delta }a)_k|+L{\displaystyle \underset{l=n/2}{\overset{n1}{}}}{\displaystyle \underset{m=l+1}{\overset{\mathrm{}}{}}}|b_m|\underset{𝐚_𝒟}{\underset{}{{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}|(\mathrm{\Delta }a)_k|}}\stackrel{n\mathrm{}}{}0.`$
Letting $`n`$ tend to infinity in (2.5), we obtain

$$\alpha =1\lambda \underset{m=1}{\overset{\mathrm{}}{}}(m1)a_mb_m\alpha ,$$

which yields

(2.6)
$$\alpha ^1=1+\lambda \underset{m=1}{\overset{\mathrm{}}{}}(m1)a_mb_m=u\mu ^1+\lambda \underset{m=1}{\overset{\mathrm{}}{}}ma_mb_m.$$

In case we know the rate of decay of the $`b_m`$, we can determine the speed of the convergence $`a_n\alpha `$ more precisely. The following corollary states a result that we will need in the next section.

###### Corollary 2.4.

If there exist positive constants $`\epsilon `$ and $`\beta ^{}`$ such that

$$|b_m|\beta ^{}m^{2\epsilon }\text{for all }m,$$

then we get a decay of order $`n^{1\epsilon }`$ for the difference sequence $`\mathrm{\Delta }𝐚`$. More precisely we have

$$|(\mathrm{\Delta }a)_n|\lambda \beta ^{}Kn^{1\epsilon }\text{for all }n,$$

where $`K`$ is a positive constant not depending on $`\lambda `$ or $`\beta ^{}`$. In particular we have another constant $`K`$ such that

$$|\alpha a_n|\lambda \beta ^{}Kn^\epsilon \text{for all }n.$$

###### Proof.

Using (2.5), both estimates can be easily seen by induction. ∎

## 3. Local Estimates in High Dimensions

We now turn to estimates not only for the normalization constants, but for the measures on $`^d`$ themselves. In particular, we are interested in the following question: If we consider the measures as perturbations of the distribution of a sum of independent, identically distributed random vectors, then how big is the pointwise difference between the measure and the appropriate normal density? Having in mind the high-dimensional self-avoiding walk, we will not expect a proper local central limit theorem to hold: There will always be correction terms of order $`n^{d/2}`$ near zero, since zero is the starting point of the walk. What we obtain is Gaussian decay for the perturbative errors on the whole $`^d`$, improved by a factor of $`n^{1/2}`$ for large $`x`$.

In this section, we will show the pointwise estimates in a more general context. Supposing some specific pointwise bounds for the distributions $`B_n`$, it is possible to show local estimates for the measures $`A_n`$ in five or more dimensions. In the next section we will show that the lace functions in the weakly self-avoiding walk case have the necessary properties.

We begin by introducing some notations: Let the space $``$ be defined as the set of the symmetric, rotationally invariant, signed real valued measures on $`^d`$ with existing ‘variance’, that is,

(3.1)
$$\begin{array}{c}:=\{G:^d\text{ such that }\underset{x^d}{}|G(x)|<\mathrm{}\text{ and }\underset{x^d}{}x^2|G(x)|<\mathrm{};\hfill \\ \hfill G\text{ symmetric in each coordinate and rotationally invariant}\}.\end{array}$$

Here and hereafter, we denote by $`x^2`$ the square of the euclidean norm of $`x^d`$. For $`G`$ define

$$g\stackrel{\mathrm{def}}{=}\underset{x^d}{}G(x)\text{and}\underset{¯}{g}\stackrel{\mathrm{def}}{=}\underset{x^d}{}x^2G(x).$$

By $`𝒮`$ we denote the space of sequences with elements in $``$, that is,

$`𝒮:=\{𝑮=(G_n)_{n_0}:G_n\text{ for all }n_0\}.`$
From the first section recall the equation (1.9),

$`A_n=`$ $`2d\mu ^1DA_{n1}+\lambda {\displaystyle \underset{m=2}{\overset{n}{}}}a_mB_mA_{nm}.`$
Here we will investigate a slightly different sequence $`(A_n)`$ with

(3.2) $`A_n=u\mu ^1SA_{n1}+\lambda {\displaystyle \underset{m=1}{\overset{n}{}}}a_mB_mA_{nm},`$
where $`u>0`$ is a fixed constant ($`u=2d`$ in (1.9)). We suppose $`S`$ is a non-degenerate333that is, the probability $`S(0)<1`$. and aperiodic444Consider a probability measure $`S`$ and the random walk defined as sum of independent steps, where each step is distributed according to $`S`$. Now take the greatest common divisor of all times $`n`$, at which the probability of staying at zero is not zero. This divisor is called period of the walk. If the period equals one, the random walk, and hence $`S`$ itself, is called aperiodic. probability measure of bounded range. More precisely, we have a constant $`\mathrm{}^{}1`$ such that $`S(x)=0`$ for all $`x`$ with $`|x|>\mathrm{}^{}`$. For simplicity we also assume that the ‘variance’ $`\underset{¯}{s}`$ is greater or equal to one. This condition is not necessary, but convenient, since many constants depend on the lower bound of the involved variance.

Note that the distribution $`D`$ from (1.9) is not aperiodic: For technical reasons we will give the proof for aperiodic measures only, and afterwards discuss the two-periodic case to which the self avoiding walk belongs.

For the whole section, the dimension $`d`$ is greater or equal to five. $`K`$ denotes a positive constant depending on $`d`$ and $`\mathrm{}^{}`$ only. The value of $`K`$ may change from line to line, whereas $`\nu 1/(2d)`$ is an adjustable parameter and will be determined later.

Now let $`𝐁𝒮`$ be a sequence with $`B_00`$ and with

(3.3) $`|B_m(x)|`$ $`Km^{d/2}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}\phi _{k\nu }(x)`$
uniformly for all $`m1`$ and $`x^d`$. We abbreviate the notation by writing

$$\psi _m(x)\stackrel{\mathrm{def}}{=}m^{d/2}\underset{k=1}{\overset{m/2}{}}k^{1d/2}\phi _{k\nu }(x)$$

and define

$`\beta _\nu `$ $`=\underset{m,x}{sup}{\displaystyle \frac{|B_m(x)|}{\psi _m(x)}}.`$
We have (recall $`d5`$)

(3.4) $`|b_m|`$ $`{\displaystyle \underset{x^d}{}}|B(x)|\beta _\nu m^{d/2}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{3/2}{\displaystyle \underset{x^d}{}}\phi _{k\nu }(x)K\beta _\nu m^{d/2}\text{and}`$
$`|\underset{¯}{b}_m|`$ $`{\displaystyle \underset{x^d}{}}x^2|B(x)|\beta _\nu m^{d/2}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{3/2}{\displaystyle \underset{x^d}{}}x^2\phi _{k\nu }(x)K\nu \beta _\nu m^{(d1)/2}.`$
Here we used that as long as $`\eta 1/2d`$, we have

$$\underset{x^d}{}\phi _\eta (x)K\text{and}\underset{x^d}{}x^2\phi _\eta (x)K\eta ,$$

which is stated and proved in Lemma A.4 in the appendix. In particular, since $`d5`$, the condition on $`\beta `$ from the last chapter is fulfilled, that is, $`\beta =_{m=1}^{\mathrm{}}m|b_m|K\beta _\nu `$. In fact, the $`b_n`$ fulfill even the stronger condition from Corollary 2.4 for $`\epsilon =1/2`$ and $`\beta ^{}=sup_mm^{d/2}|b_m|`$.

For $`\lambda `$ small enough, Proposition 2.1 and Corollary 2.4 now yield the existence of a unique sequence $`(a_n)_{n_0}`$ with $`a_0=1`$ and

$`a_n`$ $`=u\mu ^1a_{n1}+\lambda {\displaystyle \underset{m=1}{\overset{n}{}}}a_mb_ma_{nm},`$
where $`u\mu ^1=1\lambda _{m=1}^{\mathrm{}}b_ma_m`$ and $`(\mathrm{\Delta }a)_n=O(n^{3/2})`$. Using these $`a_n`$, we are now in the situation to define the sequence $`(A_n)`$ of signed measures on $`^d`$ properly by (see (3.2))

(3.5) $`A_0`$ $`\stackrel{\mathrm{def}}{=}\delta _0\text{and}A_n\stackrel{\mathrm{def}}{=}u\mu ^1SA_{n1}+\lambda {\displaystyle \underset{m=1}{\overset{n}{}}}a_mB_mA_{nm}.`$
The reader might worry that there is a problem caused by the ambiguous use of $`a_n`$, which denotes the $`n`$th term of the given fixed point sequence on one hand and the total mass of $`A_n`$ on the other hand. But by summing up (3.5) over $`x^d`$, we see immediately that the normalization constant of $`A_n`$ in fact is the given $`a_n`$.

We will use the following abbreviations:

$`\rho `$ $`\stackrel{\mathrm{def}}{=}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}a_mb_m,`$ $`\sigma `$ $`\stackrel{\mathrm{def}}{=}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}(m1)a_mb_m,`$ and $`\tau `$ $`\stackrel{\mathrm{def}}{=}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}a_m\underset{¯}{b}_m.`$
With these notations we have

$`u\mu ^1`$ $`=1\lambda \rho \text{and}\alpha ^1=1+\lambda \sigma ,`$
where $`\alpha `$ is the limit of the sequence $`(a_n)`$ (see (2.6)). In addition we know that $`1/2a_n3/2`$ for all $`n_0`$, and that $`\alpha a_n=O(n^{1/2})`$, which results from Corollary 2.4.

The key parameter of the following approximation is the constant

(3.6) $`\delta \stackrel{\mathrm{def}}{=}{\displaystyle \frac{\underset{¯}{s}(1\lambda \rho )+\lambda \tau }{d(1+\lambda \sigma )}},`$
which will turn out to be the right diffusion constant for the asymptotic probability law $`A_n(x/\sqrt{n})/a_n`$. We always assume $`\lambda `$ to be small enough to ensure that

(3.7)
$$\underset{¯}{s}/2d\delta 2\underset{¯}{s}.$$

Since $`\underset{¯}{s}1`$, we have in particular $`\delta 1/(2d)`$. Now we can state the main result of this paper:

###### Theorem 3.1 (Local Estimates, aperiodic case).

The sequence $`(A_n)_{n_0}`$ defined in (3.5), has the following property: There exist $`\lambda _0>0`$ such that for all $`\lambda (0,\lambda _0)`$ and for all $`x^d`$:

(3.8) $`|A_n(x)a_n\phi _{n\delta }(x)|`$ $`K\left[n^{1/2}\phi _{n\nu }(x)+n^{d/2}{\displaystyle \underset{j=1}{\overset{n/2}{}}}j\phi _{j\nu }(x)\right],`$
where $`K`$ and $`\nu `$ are positive constants depending on $`d`$ and $`\mathrm{}^{}`$ only. (In particular they do not depend on the sequence $`(B_m)`$ at all.)

We will prove this theorem by using the Banach fixed point theorem again. First we introduce the adequate Banach space. To keep the notation as simple as possible, we define $`\chi _n`$ by

$$\chi _n(x)=n^{1/2}\phi _{n\nu }(x)+n^{d/2}\underset{j=1}{\overset{n/2}{}}j\phi _{j\nu }(x).$$

In particular, we suppress the $`\nu `$-dependence of $`\chi `$. For $`𝑮𝒮`$ we define the ‘$`\chi `$-weighted’ norm

$$𝑮_𝒲:=\underset{x^d}{sup}|G_0(x)|+\underset{n,x^d}{sup}\frac{|G_n(x)|}{\chi _n(x)},$$

whenever these suprema are finite. Finally we define the set

$$𝒲\stackrel{\mathrm{def}}{=}\{𝑮𝒮:𝑮_𝒲<\mathrm{}\}.$$

Clearly $`𝒲`$ equipped with $`._𝒲`$ is a Banach space. We now have to determine the contraction operator for the fixed point argument. This process will be more subtle than it was in section 2.

First we take an aperiodic probability measure $`E`$ in $``$ with covariance matrix $`\delta \mathrm{Id}_d`$. We can construct such a measure by taking the distribution $`S`$ and shifting a small amount of the probability to vectors of length $`\mathrm{}^{}+1`$ (if $`d\delta \underset{¯}{s}`$) or to zero (if $`d\delta <\underset{¯}{s}`$). In this way, the range of $`E`$ is bounded by $`\mathrm{}\stackrel{\mathrm{def}}{=}\mathrm{}^{}+1`$.

We use this $`E`$ to define an appropriate contraction operator: For $`𝑮𝒮`$, the operator $`𝑮\stackrel{~}{𝑮}`$ is given by the following recursion:

$`\stackrel{~}{G}_0`$ $`=G_0,\text{and for }n1`$
$`\stackrel{~}{G}_n`$ $`=E\stackrel{~}{G}_{n1}+(SE)G_{n1}\lambda \left[\rho SG_{n1}{\displaystyle \underset{m=1}{\overset{n}{}}}a_mB_mG_{nm}\right]`$
for all sequences of signed measures $`𝑮=(G_n)_{n_0}`$ in $`𝒮`$. Clearly $`\stackrel{~}{𝑮}`$ is an element of $`𝒮`$.

The sequence $`(A_n)`$ that we have defined in (3.5), is obviously a fixed point of $``$. We will show that it is asymptotically close to the distribution of a sum of i.i.d. random vectors with law $`E`$. We will use the following lemmas:

###### Lemma 3.2.

Let $`G_n:=a_nE^n`$ and $`\nu 1/(2d)`$ big enough. Then

$$\stackrel{~}{𝑮}𝑮_𝒲K(1+\lambda \beta _\nu ),$$

where the constant $`K`$ depends on the dimension $`d`$ and $`\mathrm{}^{}`$ only.

###### Lemma 3.3.

Let $`𝐆𝒲`$ with $`G_0=0`$. For $`\lambda `$ small enough there exists a parameter $`\kappa (0,1)`$ such that

$$\stackrel{~}{𝑮}_𝒲\kappa 𝑮_𝒲.$$

The proofs of the two lemmas are very similar. Straightforward calculation allows us to rewrite $`\stackrel{~}{G}_n`$ in two different ways:

(3.9) $`\stackrel{~}{G}_n`$ $`=G_n{\displaystyle \underset{l=1}{\overset{n}{}}}E^{nl}\left[G_l(1\lambda \rho )SG_{l1}\lambda {\displaystyle \underset{m=1}{\overset{l}{}}}a_mB_mG_{lm}\right]`$
and
(3.10) $`\stackrel{~}{G}_n`$ $`=E^nG_0{\displaystyle \underset{l=1}{\overset{n}{}}}G_{nl}\left[E^l(1\lambda \rho )SE^{l1}\lambda {\displaystyle \underset{m=1}{\overset{l}{}}}a_mB_mE^{lm}\right].`$
These expressions can be viewed as perturbations of the respective first term. The proofs of the lemmas now consist of error estimates for the sums appearing as perturbation terms.

###### Proof of Lemma 3.2.

According to (3.9) it suffices to show that for all $`n`$

(3.11)
$$\begin{array}{cc}\hfill \underset{l=1}{\overset{n}{}}& \left|a_lE^n(1\lambda \rho )a_{l1}SE^{n1}\lambda \underset{m=1}{\overset{l}{}}a_mB_ma_{lm}E^{nm}\right|\hfill \\ & (1+\lambda \beta _\nu )K\chi _n.\hfill \end{array}$$

The strategy of the proof is to approximate the discrete distributions $`E^n`$ by fitting normal densities and use their Taylor expansion to obtain the desired bounds. There are several error terms to control.

We use Lemma A.1 to obtain an approximation for $`E^n`$. For $`\nu ^{}=\nu ^{}(d,\mathrm{})`$ large enough, the lemma yields

(3.12) $`\left|E^n(x)\left[1+n^1P_4(x/\sqrt{n})\right]\phi _{n\delta }(x)\right|`$ $`Kn^{3/2}\phi _{n\nu ^{}}(x),`$
where $`P_4`$ is a polynomial of degree four. The coefficients of $`P_4`$ are rational functions of the moments of $`E`$ up to order four. We now fix $`\nu `$ as the maximum of $`\sqrt{2}\nu ^{}`$ and $`6/d`$. In particular, together with (3.7) this yields $`\nu 3\delta `$, which we will use later for the error estimates.

To simplify the notation, we use the following abbreviations:

$`\stackrel{˘}{\phi }_n(x)`$ $`\stackrel{\mathrm{def}}{=}\left[1+n^1P_4(x/\sqrt{n})\right]\phi _{n\delta }(x)\text{denotes the function above},`$
$`Y_l`$ $`\stackrel{\mathrm{def}}{=}a_lE(1\lambda \rho )a_{l1}S\text{and}`$
(3.13) $`X_l`$ $`\stackrel{\mathrm{def}}{=}\left|Y_l\stackrel{˘}{\phi }_{n1}\lambda {\displaystyle \underset{m=1}{\overset{ln/2}{}}}a_ma_{lm}B_m\stackrel{˘}{\phi }_{nm}\right|.`$
We split the left-hand side of (3.11) into several parts, which will be estimated separately:

(3.14a) l.h.s. of (3.11) $`{\displaystyle \underset{l=1}{\overset{n}{}}}X_l`$
(3.14b) $`+{\displaystyle \underset{l=1}{\overset{n}{}}}|Y_l||\stackrel{˘}{\phi }_{n1}E^{n1}|`$
(3.14c) $`+\lambda {\displaystyle \underset{l=1}{\overset{n}{}}}{\displaystyle \underset{m=1}{\overset{ln/2}{}}}a_ma_{lm}|B_m||\stackrel{˘}{\phi }_{nm}E^{nm}|`$
(3.14d) $`+\lambda {\displaystyle \underset{l=n/2}{\overset{n}{}}}{\displaystyle \underset{m=n/2}{\overset{l}{}}}a_ma_{lm}|B_m|E^{nm}.`$
Before we start to estimate the various sums, we want to state some facts that we will use extensively in this proof.

Sums of the form $`_{l=1}^nl^\epsilon `$ for some real $`\epsilon `$ are normally estimated by majorizing them with the appropriate integral $`t^\epsilon 𝑑t`$. Double sums like $`_{l=1}^{n1}l^\epsilon (nl)^\epsilon ^{}`$ are bounded by splitting them in two parts $`ln/2`$ and $`ln/2`$ and treating the halves separately.

Another often used inequality yields an upper bound on the discrete folding $`\phi _\eta \phi _\theta (x)\stackrel{\mathrm{def}}{=}_{y^d}\phi _\eta (y)\phi _\theta (xy)`$ of two normal densities. We have

$$\phi _\eta \phi _\theta (x)K\phi _{\eta +\theta }(x)$$

uniformly for all $`x^d`$ and $`\eta ,\theta 1/(2d)`$. This inequality is proven in Lemma A.5 in the appendix.

A last remark worth making is that for positive constants $`l`$, $`l^{}`$ and $`m`$ with $`ll^{}ml`$ we have

$$\phi _{l\eta }(x)K(m)\phi _{l^{}\eta }(x)$$

for all $`x^d`$. This simple fact is obtained by bounding the first factor and the exponential term in $`\phi _{l\eta }(x)`$ separately.

Now we come back to, or rather start with, (3.14). We go from bottom to top and start with bounding (3.14d).

A direct consequence of Lemma A.1 is that $`E^nK\phi _{n\nu ^{}}`$. So we obtain

$`(\text{3.14d})`$ $`=\lambda {\displaystyle \underset{l=n/2}{\overset{n}{}}}{\displaystyle \underset{m=n/2}{\overset{l}{}}}a_ma_{lm}|B_m|E^{nm}`$
$`\lambda \beta _\nu K{\displaystyle \underset{l=n/2}{\overset{n}{}}}{\displaystyle \underset{m=n/2}{\overset{l}{}}}\underset{Kn^{d/2}}{\underset{}{m^{d/2}}}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}\underset{K\phi _{(k+nm)\nu }}{\underset{}{\phi _{k\nu }\phi _{(nm)\nu ^{}}}}`$
$`\lambda \beta _\nu Kn^{d/2}{\displaystyle \underset{m=n/2}{\overset{n}{}}}(nm){\displaystyle \underset{k=1+nm}{\overset{nm/2}{}}}(k(nm))^{1d/2}\phi _{k\nu }`$
$`\lambda \beta _\nu Kn^{d/2}{\displaystyle \underset{k=1}{\overset{3n/4}{}}}\phi _{k\nu }{\displaystyle \underset{m=n/2nk+1}{\overset{n}{}}}(k(nm))^{1d/2}\underset{k}{\underset{}{(nm)}}`$
$`\lambda \beta _\nu K\chi _n.`$
In the last step we used the fact, that — in five and more dimensions — the sum $`n^{d/2}_{k=1}^nk\phi _{k\nu }`$ is bounded above by $`\chi _n`$, which can easily be seen by splitting the sum. We use (3.12) to see

$`(\text{3.14c})`$ $`=\lambda {\displaystyle \underset{l=1}{\overset{n}{}}}{\displaystyle \underset{m=1}{\overset{ln/2}{}}}a_ma_{lm}|B_m||\stackrel{˘}{\phi }_{nm}E^{nm}|`$
$`\lambda K{\displaystyle \underset{l=1}{\overset{n}{}}}{\displaystyle \underset{m=1}{\overset{ln/2}{}}}(nm)^{3/2}|B_m|\phi _{(nm)\nu ^{}}`$
$`\lambda \beta _\nu Kn^{1/2}{\displaystyle \underset{m=1}{\overset{n/2}{}}}m^{d/2}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}\underset{K\phi _{(n(mk))\nu }}{\underset{}{\phi _{k\nu }\phi _{(nm)\nu ^{}}}}`$
$`\lambda \beta _\nu Kn^{1/2}\phi _{n\nu },`$
where we used in the last line that $`n/2n(mk)n`$ (and therefore $`\phi _{(n(mk))\nu }K\phi _{n\nu }`$). Furthermore we have

$`(\text{3.14b})`$ $`={\displaystyle \underset{l=1}{\overset{n}{}}}|Y_l||\stackrel{˘}{\phi }_{n1}E^{n1}|`$
$`K(n1)^{3/2}{\displaystyle \underset{l=1}{\overset{n}{}}}\underset{K\phi _{\sqrt{2}(n1)\nu ^{}}}{\underset{}{|Y_l|\phi _{(n1)\nu ^{}}}}Kn^{1/2}\phi _{n\nu },`$
since $`Y_l=a_lE(1\lambda \rho )a_{l1}S`$ is a signed measure of bounded steplength.

Now we come to (3.14a). Recall the definition of $`X_l`$ in (3.13), that is

$$X_l\stackrel{\mathrm{def}}{=}\left|Y_l\stackrel{˘}{\phi }_{n1}\lambda \underset{m=1}{\overset{ln/2}{}}a_ma_{lm}B_m\stackrel{˘}{\phi }_{nm}\right|.$$

We analyze the terms in $`X_l`$ separately, using Lemma A.2 and Lemma A.3. We write $`P_2(z)`$ for the polynomial $`z^2/\delta d`$.

From (A.7) we obtain

$`Y_l\stackrel{˘}{\phi }_{n1}(x)`$ $`=\left[a_l(1\lambda \rho )a_{l1}\right]\stackrel{˘}{\phi }_{n1}(x)`$
$`+\left[{\displaystyle \frac{a_ld\delta (1\lambda \rho )a_{l1}\underset{¯}{s}}{2(n1)d\delta }}\right]P_2(x/\sqrt{n1})\phi _{(n1)\delta }(x)`$
(3.15) $`+R_4^{Y_l}(n1,x)+(n1)^1R_2^{Y_l}(n1,x;P_4).`$
Now we apply first (A.10) and then (A.7) to obtain 555In the following formulas the dots denote the argument with respect to which we fold.

$`B_m\stackrel{˘}{\phi }_{nm}(x)`$ $`=B_m\stackrel{˘}{\phi }_{n1}(x){\displaystyle \frac{m1}{2(n1)}}[B_mP_2(./\sqrt{n1})\phi _{(n1)\delta }](x)`$
$`+[B_mS_2^{m1}(n1,.)](x)`$
$`+[B_mS_1^{m1}(n1,.;(n1)^1P_4)](x)`$
$`=b_m\stackrel{˘}{\phi }_{n1}(x)`$
$`+\left[{\displaystyle \frac{\underset{¯}{b}_m}{2(n1)d\delta }}{\displaystyle \frac{(m1)b_m}{2(n1)}}\right]P_2(x/\sqrt{n1})\phi _{(n1)\delta }(x)`$
$`+R_4^{B_m}(n1,x)+(n1)^1R_2^{B_m}(n1,x;P_4)`$
$`{\displaystyle \frac{m1}{2(n1)}}R_2^{B_m}(n1,x;P_2)+[B_mS_2^{m1}(n1,.)](x)`$
(3.16) $`+[B_mS_1^{m1}(n1,.;(n1)^1P_4)](x).`$
We insert (3) and (3) into (3.13) and obtain

(3.17) $`X_l(x)I_l\underset{K\phi _{2n\delta }(x)}{\underset{}{\stackrel{˘}{\phi }_{n1}(x)}}+J_l\underset{K\phi _{2n\delta }(x)}{\underset{}{|P_2(x/\sqrt{n1})|\phi _{(n1)\delta }}}+R_l(x),`$
with

$`I_l`$ $`=\left|a_l(1\lambda \rho )a_{l1}\lambda {\displaystyle \underset{m=1}{\overset{ln/2}{}}}a_mb_ma_{lm}\right|\text{and}`$
$`J_l`$ $`={\displaystyle \frac{1}{2(n1)d\delta }}\left|a_ld\delta (1\lambda \rho )a_{l1}\underset{¯}{s}\lambda {\displaystyle \underset{m=1}{\overset{ln/2}{}}}a_ma_{lm}(\underset{¯}{b}_md\delta (m1)b_m)\right|.`$
Using the recursion formula for $`a_l`$ and the decay rate of $`b_m=O(m^{d/2})`$ (see (3.4)), we obtain

(3.18) $`I_l`$ $`\lambda {\displaystyle \underset{m=n/2}{\overset{l}{}}}a_m|b_m|a_{lm}\lambda \beta _\nu Kn^{3/2}.`$
Recall also (see Corollary 2.4) that $`b_m=O(m^{5/2})`$ implies $`(\mathrm{\Delta }a)_n=O(n^{3/2})`$. More precisely, we have $`|\alpha a_n|\lambda \beta _\nu Kn^{1/2}`$ and therefore

$`J_l`$ $`={\displaystyle \frac{1}{2(n1)d\delta }}\left|a_ld\delta (1\lambda \rho )a_{l1}\underset{¯}{s}\lambda {\displaystyle \underset{m=1}{\overset{ln/2}{}}}a_ma_{lm}(\underset{¯}{b}_md\delta (m1)b_m)\right|`$
$`{\displaystyle \frac{\alpha }{2(n1)d\delta }}\left|d\delta (1\lambda \rho )\underset{¯}{s}\lambda {\displaystyle \underset{m=1}{\overset{ln/2}{}}}a_m\underset{¯}{b}_m+d\delta \lambda {\displaystyle \underset{m=1}{\overset{ln/2}{}}}(m1)a_mb_m\right|`$
$`+\lambda \beta _\nu Kn^1l^{1/2}`$
$`{\displaystyle \frac{\alpha }{2(n1)d\delta }}\left|\underset{=0}{\underset{}{d\delta (1\lambda \rho )\underset{¯}{s}\lambda \tau +d\delta \lambda \sigma }}\right|+\lambda \beta _\nu Kn^1l^{1/2}`$
(3.19) $`\lambda \beta _\nu Kn^1l^{1/2},`$
where we used (3.4) again and the fact that $`\nu =\nu (d,\mathrm{})`$ has already been fixed and can thus be bounded by a constant $`K`$. The error term $`R_l`$ in (3.17) is given by

(3.20a) $`R_l(x)`$ $`=|R_4^{Y_l}(n1,x)|+(n1)^1|R_2^{Y_l}(n1,x;P_4)|`$
(3.20b) $`+\lambda {\displaystyle \underset{m=1}{\overset{ln/2}{}}}a_ma_{lm}|R_4^{B_m}(n1,x)|`$
(3.20c) $`+\lambda (n1)^1{\displaystyle \underset{m=1}{\overset{ln/2}{}}}a_ma_{lm}|R_2^{B_m}(n1,x;P_4)|`$
(3.20d) $`+\lambda (2(n1))^1{\displaystyle \underset{m=1}{\overset{ln/2}{}}}(m1)a_ma_{lm}|R_2^{B_m}(n1,x;P_2)|`$
(3.20e) $`+\lambda {\displaystyle \underset{m=1}{\overset{ln/2}{}}}a_ma_{lm}|S_2^{m1}(n1,.)B_m(x)|`$
(3.20f) $`+\lambda {\displaystyle \underset{m=1}{\overset{ln/2}{}}}a_ma_{lm}|S_1^{m1}(n1,.;(n1)^1P_4)B_m(x)|.`$
We use the local error estimates in lemmas A.2 and A.3 to estimate the various terms. We have

$`|R_4^{Y_l}(n1,x)|`$ $`Kn^2\phi _{2n\delta }(x)\text{by (}\text{A.8}\text{),}`$
since $`|Y_l|`$ has bounded steplength. Analogously we can show the same decay for the second term of (3.20a).

On the other hand, we bound (3.20b) using (A.9) to obtain

$`\lambda K`$ $`{\displaystyle \underset{m=1}{\overset{ln/2}{}}}\left|R_4^{B_m}(n1,x)\right|`$
$`\lambda K{\displaystyle \underset{m=1}{\overset{ln/2}{}}}n^2{\displaystyle _0^1}𝑑s{\displaystyle \underset{z^d}{}}z^4|B_m(z)|\phi _{\sqrt{2}(n1)\delta }(xsz)`$
$`\lambda \beta _\nu Kn^2{\displaystyle \underset{m=1}{\overset{ln/2}{}}}m^{d/2}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}`$
$`\times {\displaystyle _0^1}ds{\displaystyle \underset{z^d}{}}\underset{Kk^2\phi _{2k\nu }(z)}{\underset{}{z^4\phi _{k\nu }(z)}}\underset{Ks^d\phi _{\sqrt{2}(n1)\delta /s^2}(x/sz)}{\underset{}{\phi _{\sqrt{2}(n1)\delta }(xsz)}}`$
$`\lambda \beta _\nu Kn^2{\displaystyle \underset{m=1}{\overset{ln/2}{}}}m^{d/2}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{3d/2}{\displaystyle _0^1}𝑑s\underset{K\phi _{2k\nu s^2+\sqrt{2}(n1)\delta }(x)}{\underset{}{s^d\phi _{2k\nu +\sqrt{2}(n1)\delta /s^2}(x/s)}}`$
$`\lambda \beta _\nu Kn^2\phi _{n\nu }(x)\underset{K\mathrm{log}(n)}{\underset{}{{\displaystyle \underset{m=1}{\overset{ln/2}{}}}m^{d/2}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{3d/2}}}`$
$`\lambda \beta _\nu Kn^{3/2}\phi _{n\nu }(x),`$
where we used $`\nu 3\delta `$ in the second to last step. Analogously we can show that (3.20c) and (3.20d) are bounded by $`\lambda \beta _\nu Kn^2\phi _{n\nu }(x)`$ and $`\lambda \beta _\nu Kn^{3/2}\phi _{n\nu }(x)`$, respectively. We bound (3.20e) with (A.11) by

$`\lambda \beta _\nu K`$ $`{\displaystyle \underset{m=1}{\overset{ln/2}{}}}m^{2d/2}\underset{Kn^2}{\underset{}{(nm)^2\left({\displaystyle \frac{n}{nm}}\right)^{d/2}}}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}\phi _{\sqrt{2}(n1)\delta }\phi _{k\nu }(x)`$
$`\lambda \beta _\nu Kn^2{\displaystyle \underset{m=1}{\overset{ln/2}{}}}m^{2d/2}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}\phi _{k\nu +\sqrt{2}(n1)\delta }(x)`$
$`\lambda \beta _\nu Kn^2\phi _{n\nu }(x){\displaystyle \underset{m=1}{\overset{ln/2}{}}}m^{2d/2}\underset{K}{\underset{}{{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}}}`$
$`\lambda \beta _\nu Kn^2l^{1/2}\phi _{n\nu }(x)\lambda \beta _\nu Kn^{3/2}\phi _{n\nu }(x),`$
where we used $`\nu 3\delta `$ to obtain the second to last line. For (3.20f) an even better bound without the $`l^{1/2}`$-term results analogously.

Combining the different estimates, we can bound $`R_l`$ by

$`R_l`$ $`(1+\lambda \beta _\nu )Kn^{3/2}\phi _{n\nu }.`$
Considering this together with (3.18) and (3.19), we can finally bound (3.14a):

$`(\text{3.14a})`$ $`={\displaystyle \underset{l=1}{\overset{n}{}}}X_l`$
$`{\displaystyle \underset{l=1}{\overset{n}{}}}I_l\phi _{2n\delta }(x)+J_l\phi _{2n\delta }(x)+R_l(x)`$
$`(1+\lambda \beta _\nu )K\phi _{n\nu }(x){\displaystyle \underset{l=1}{\overset{n}{}}}\left[n^{3/2}+n^1l^{1/2}\right]`$
$`(1+\lambda \beta _\nu )Kn^{1/2}\phi _{n\nu }(x).`$
This proves Lemma 3.2. ∎

###### Proof of Lemma 3.3.

Let $`𝑮`$ with $`G_0=0`$ and $`𝑮_𝒲:=sup_{n,x}\chi _n(x)^1|G_n(x)|<\mathrm{}`$ be given.

We want to prove that for small enough $`\lambda `$ we have $`\stackrel{~}{𝑮}_𝒲\kappa 𝑮_𝒲`$ for some $`\kappa <1`$. According to (3.10), it is sufficient to show that for all natural $`n`$

$`{\displaystyle \underset{l=1}{\overset{n1}{}}}\left|G_{nl}\right||E^l(1\lambda \rho )SE^{l1}\lambda {\displaystyle \underset{m=1}{\overset{l}{}}}a_m`$ $`B_mE^{lm}|`$
$`\lambda (1+\beta _\nu )K\chi _n𝑮.`$
Once we know this, we can fix $`K`$ and choose $`\lambda `$ so small that $`\lambda (1+\beta _\nu )K`$ is strictly smaller than one. Since $`\left|G_{nl}\right|𝑮\chi _{nl}`$, it suffices to show that

(3.21) $`{\displaystyle \underset{l=1}{\overset{n1}{}}}\chi _{nl}\left|\left(E(1\lambda \rho )S\right)E^{l1}\lambda {\displaystyle \underset{m=1}{\overset{l}{}}}a_mB_mE^{lm}\right|`$ $`\lambda (1+\beta _\nu )K\chi _n.`$
The proof of this estimate is somewhat tedious, but similar to the preceding one. We take the same $`\nu `$ and we will split the sum in the very same way as before. Again we use some abbreviations to keep the notation as readable as possible:

$`\stackrel{˘}{\phi }_n(x)`$ $`\stackrel{\mathrm{def}}{=}\left[1+n^1P_4(x/\sqrt{n})\right]\phi _{n\delta }(x)\text{as before},`$
$`Y`$ $`\stackrel{\mathrm{def}}{=}E(1\lambda \rho )S\text{and}`$
$`X_l^{}`$ $`\stackrel{\mathrm{def}}{=}\left|Y\stackrel{˘}{\phi }_{l1}\lambda {\displaystyle \underset{m=1}{\overset{l/2}{}}}a_mB_m\stackrel{˘}{\phi }_{lm}\right|.`$
The left hand side of (3.21) is split in the following parts, which will be estimated separately:

(3.22a) l.h.s. of (3.21) $`{\displaystyle \underset{l=1}{\overset{n1}{}}}\chi _{nl}X_l^{}`$
(3.22b) $`+{\displaystyle \underset{l=1}{\overset{n}{}}}\chi _{nl}|Y||\stackrel{˘}{\phi }_{l1}E^{l1}|`$
(3.22c) $`+\lambda {\displaystyle \underset{l=1}{\overset{n1}{}}}\chi _{nl}{\displaystyle \underset{m=1}{\overset{l/2}{}}}a_m|B_m||\stackrel{˘}{\phi }_{lm}E^{lm}|`$
(3.22d) $`+\lambda {\displaystyle \underset{l=1}{\overset{n1}{}}}\chi _{nl}{\displaystyle \underset{m=l/2}{\overset{l}{}}}a_m|B_m|E^{lm}.`$
We again start with the last term. First we split $`\chi _{nl}`$ into $`(nl)^{1/2}\phi _{(nl)\nu }`$ and $`(nl)^{d/2}_{j=1}^{(nl)/2}j\phi _{j\nu }`$. We treat the resulting parts of (3.22d) separately. For the first part this leads to

$`{\displaystyle \underset{l=1}{\overset{n1}{}}}`$ $`(nl)^{1/2}\phi _{(nl)\nu }{\displaystyle \underset{m=l/2}{\overset{l}{}}}a_m|B_m|E^{lm}`$
$`\beta _\nu K{\displaystyle \underset{l=1}{\overset{n1}{}}}(nl)^{1/2}{\displaystyle \underset{m=l/2}{\overset{l}{}}}m^{d/2}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}\underset{K\phi _{(nm+k)\nu }}{\underset{}{\phi _{(nl)\nu }\phi _{k\nu }\phi _{(lm)\nu ^{}}}}`$
$`\beta _\nu Kn^{1/2}\phi _{n\nu }\underset{K}{\underset{}{{\displaystyle \underset{l=1}{\overset{n/2}{}}}{\displaystyle \underset{m=l/2}{\overset{l}{}}}m^{d/2}}}\underset{K}{\underset{}{{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}}}`$
$`+\beta _\nu Kn^{d/2}{\displaystyle \underset{l=n/2}{\overset{n1}{}}}(nl)^{1/2}{\displaystyle \underset{m=l/2}{\overset{l}{}}}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}\phi _{(nm+k)\nu }`$
$`\beta _\nu K\left[n^{1/2}\phi _{n\nu }+n^{d/2}{\displaystyle \underset{m=n/4}{\overset{n1}{}}}{\displaystyle \underset{k=nm+1}{\overset{nm/2}{}}}(k(nm))^{1d/2}\phi _{k\nu }\underset{nmk}{\underset{}{{\displaystyle \underset{l=m}{\overset{n1}{}}}(nl)^{1/2}}}\right]`$
$`\beta _\nu K\left[n^{1/2}\phi _{n\nu }+n^{d/2}{\displaystyle \underset{k=1}{\overset{7n/8}{}}}k\phi _{k\nu }\underset{K}{\underset{}{{\displaystyle \underset{m=nk+1}{\overset{n1}{}}}(k(nm))^{1d/2}}}\right]`$
$`\beta _\nu K\chi _n.`$
For the second part we split the sum and find

$`{\displaystyle \underset{l=1}{\overset{n/2}{}}}`$ $`(nl)^{d/2}{\displaystyle \underset{j=1}{\overset{(nl)/2}{}}}j\phi _{j\nu }{\displaystyle \underset{m=l/2}{\overset{l}{}}}a_m|B_m|E^{lm}`$
$`\beta _\nu Kn^{d/2}{\displaystyle \underset{l=1}{\overset{n/2}{}}}{\displaystyle \underset{j=1}{\overset{(nl)/2}{}}}j{\displaystyle \underset{m=l/2}{\overset{l}{}}}m^{d/2}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}\phi _{(j+k+lm)\nu }`$
$`\beta _\nu Kn^{d/2}{\displaystyle \underset{m=1}{\overset{n/2}{}}}m^{d/2}{\displaystyle \underset{l=m}{\overset{n/22m}{}}}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}{\displaystyle \underset{j=1+k}{\overset{(nl)/2+k}{}}}j\phi _{(j+lm)\nu }`$
$`\beta _\nu Kn^{d/2}{\displaystyle \underset{m=1}{\overset{n/2}{}}}m^{d/2}{\displaystyle \underset{l=m}{\overset{n/22m}{}}}{\displaystyle \underset{j=1+lm}{\overset{(n+lm)/2}{}}}j\phi _{j\nu }{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}`$
$`\beta _\nu Kn^{d/2}{\displaystyle \underset{j=1}{\overset{3n/4}{}}}j\phi _{j\nu }{\displaystyle \underset{m=1}{\overset{n/2}{}}}m^{1d/2}`$
$`\beta _\nu K\chi _n,`$
and finally

$`{\displaystyle \underset{l=n/2}{\overset{n1}{}}}`$ $`(nl)^{d/2}{\displaystyle \underset{j=1}{\overset{(nl)/2}{}}}\underset{nl}{\underset{}{j}}\phi _{j\nu }{\displaystyle \underset{m=l/2}{\overset{l}{}}}a_m|B_m|E^{lm}`$
$`\beta _\nu K{\displaystyle \underset{l=n/2}{\overset{n1}{}}}(nl)^{1d/2}{\displaystyle \underset{m=l/2}{\overset{l}{}}}m^{d/2}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}{\displaystyle \underset{j=1}{\overset{(nl)/2}{}}}\phi _{(j+k+lm)\nu }`$
$`\beta _\nu Kn^{d/2}{\displaystyle \underset{l=n/2}{\overset{n1}{}}}(nl)^{1d/2}{\displaystyle \underset{m=0}{\overset{l/2}{}}}{\displaystyle \underset{k=1}{\overset{(lm)/2}{}}}k^{1d/2}{\displaystyle \underset{j=1}{\overset{(nl)/2}{}}}\phi _{(j+k+m)\nu }`$
$`\beta _\nu Kn^{d/2}{\displaystyle \underset{l=n/2}{\overset{n1}{}}}(nl)^{1d/2}{\displaystyle \underset{m=0}{\overset{l/2}{}}}{\displaystyle \underset{j=1+m}{\overset{(n+m)/2}{}}}\phi _{j\nu }`$
$`\beta _\nu Kn^{d/2}{\displaystyle \underset{l=n/2}{\overset{n1}{}}}(nl)^{1d/2}{\displaystyle \underset{j=1}{\overset{(2n+l)/4}{}}}\phi _{j\nu }{\displaystyle \underset{m=0}{\overset{j1}{}}}`$
$`\beta _\nu Kn^{d/2}{\displaystyle \underset{j=1}{\overset{3n/4}{}}}j\phi _{j\nu }`$
$`\beta _\nu K\chi _n.`$
Thus $`(\text{3.22d})\lambda \beta _\nu K\chi _n`$ is shown. In order to estimate (3.22c), we use (3.12) again, obtaining

$`{\displaystyle \underset{m=1}{\overset{l/2}{}}}`$ $`a_m|B_m||\stackrel{˘}{\phi }_{lm}E^{lm}|`$
$`\beta _\nu K{\displaystyle \underset{m=1}{\overset{l/2}{}}}(lm)^{3/2}m^{d/2}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}\underset{K\phi _{l\nu }}{\underset{}{\phi _{k\nu }\phi _{(lm)\nu ^{}}}}`$
$`\beta _\nu Kl^{3/2}\phi _{l\nu },`$
and therefore

$`(\text{3.22c})`$ $`=\lambda {\displaystyle \underset{l=1}{\overset{n1}{}}}\chi _{nl}{\displaystyle \underset{m=1}{\overset{l/2}{}}}a_m|B_m||\stackrel{˘}{\phi }_{lm}E^{lm}|`$
$`\lambda \beta _\nu K{\displaystyle \underset{l=1}{\overset{n1}{}}}l^{3/2}\chi _{nl}\phi _{l\nu }`$
$`\lambda \beta _\nu K{\displaystyle \underset{l=1}{\overset{n1}{}}}l^{3/2}\left[(nl)^{1/2}\phi _{n\nu }+(nl)^{d/2}{\displaystyle \underset{j=1}{\overset{(nl)/2}{}}}j\phi _{(j+l)\nu }\right]`$
$`\lambda \beta _\nu Kn^{1/2}\phi _{n\nu }+\lambda \beta _\nu Kn^{d/2}{\displaystyle \underset{l=1}{\overset{n/2}{}}}l^{3/2}{\displaystyle \underset{j=1}{\overset{(nl)/2}{}}}j\phi _{(j+l)\nu }`$
$`+\lambda \beta _\nu K{\displaystyle \underset{l=n/2}{\overset{n1}{}}}l^{3/2}(nl)^{d/2}{\displaystyle \underset{j=1}{\overset{(nl)/2}{}}}j\underset{K\phi _{n\nu }}{\underset{}{\phi _{(j+l)\nu }}}`$
(3.23) $`\lambda \beta _\nu K\chi _n.`$
Analogously, we have

$`(\text{3.22b})`$ $`={\displaystyle \underset{l=1}{\overset{n}{}}}\chi _{nl}|Y||\stackrel{˘}{\phi }_{l1}E^{l1}|\lambda \beta _\nu K\chi _n.`$
The remaining part, (3.22a), will be treated like (3.14a) in the proof of the last lemma, using Lemma A.2 and Lemma A.3. Again we write $`P_2(z)`$ for the polynomial $`z^2/\delta d`$. From (A.7) we have

$`Y\stackrel{˘}{\phi }_{l1}(x)`$ $`=\lambda \rho \stackrel{˘}{\phi }_{l1}(x)`$
$`+\left[{\displaystyle \frac{d\delta (1\lambda \rho )\underset{¯}{s}}{2(l1)d\delta }}\right]P_2(x/\sqrt{l1})\phi _{(l1)\delta }(x)`$
$`+R_4^Y(l1,x)+(l1)^1R_2^Y(l1,x;P_4).`$
For the second sum, we use (3) after having replaced $`n`$ by $`l`$ everywhere. We obtain

(3.24) $`X_l^{}(x)I_l^{}\underset{K\phi _{2l\delta }(x)}{\underset{}{\stackrel{˘}{\phi }_{l1}(x)}}+J_l^{}\underset{K\phi _{2l\delta }(x)}{\underset{}{|P_2(x/\sqrt{l1})|\phi _{(l1)\delta }}}+R_l^{}(x)`$
with

$`I_l^{}`$ $`=\left|\lambda \rho \lambda {\displaystyle \underset{m=1}{\overset{l/2}{}}}a_mb_m\right|\lambda \beta _\nu Kl^{3/2}\text{and}`$
$`J_l^{}`$ $`={\displaystyle \frac{1}{2(l1)d\delta }}\left|d\delta +(1\lambda \rho )\underset{¯}{s}\lambda {\displaystyle \underset{m=1}{\overset{l/2}{}}}a_m(\underset{¯}{b}_md\delta (m1)b_m)\right|\lambda \beta _\nu Kl^{3/2},`$
which results from an argument very similar to that which led to (3.18) and (3.19). This time the error term $`R_l^{}`$ in (3.24) is given by

(3.25a) $`R_l^{}(x)`$ $`=|R_4^Y(l1,x)|+(l1)^1|R_2^Y(l1,x;P_4)|`$
(3.25b) $`+\lambda {\displaystyle \underset{m=1}{\overset{l/2}{}}}a_m|R_4^{B_m}(l1,x)|`$
(3.25c) $`+(l1)^1\lambda {\displaystyle \underset{m=1}{\overset{l/2}{}}}a_m|R_2^{B_m}(l1,x;P_4)|`$
(3.25d) $`+(l1)^1\lambda {\displaystyle \underset{m=1}{\overset{l/2}{}}}(m1)a_m|R_2^{B_m}(l1,x;P_2)|`$
(3.25e) $`+\lambda {\displaystyle \underset{m=1}{\overset{l/2}{}}}a_m|S_2^{m1}(l1,.)B_m(x)|`$
(3.25f) $`+\lambda {\displaystyle \underset{m=1}{\overset{l/2}{}}}a_ma_{lm}|S_1^{m1}(l1,.;(l1)^1P_4)B_m(x)|.`$
These terms are bounded in exactly the same way as the corresponding ones in formula (3.20). So we obtain

$`R_l^{}`$ $`\lambda (1+\beta _\nu )Kl^{3/2}\phi _{l\nu }.`$
Combining these estimates we get

$`(\text{3.22a})`$ $`\lambda (1+\beta _\nu )K{\displaystyle \underset{l=1}{\overset{n1}{}}}l^{3/2}\chi _{nl}\phi _{l\nu }\lambda (1+\beta _\nu )K\chi _n`$
as in (3). ∎

Now we have the necessary tools to prove Theorem 3.1:

###### Proof of Theorem 3.1.

First recall the space $`𝒲=\{𝑮𝒮:𝑮_𝒲<\mathrm{}\}`$ and write $`𝒲_0`$ for $`\{𝑮𝒲:G_00\}`$. For the moment, we refer to the sequence $`(a_nE^n)_{n_0}`$ as $`𝐄`$. The following considerations always assume that $`\lambda `$ is small enough. Lemma 3.2 yields $`\left(𝐄\stackrel{~}{𝐄}\right)𝒲_0`$. From Lemma 3.3 we know that $``$ is a contraction on $`𝒲_0`$. Since $``$ is linear, the Banach fixed point theorem now yields the existence of a unique fixed point in $`𝐄+𝒲_0`$. With other words, we have a unique sequence $`𝐀`$ of symmetric measures on $`^d`$ with

1. $`A_0=\delta _0`$,
2. $`\stackrel{~}{A}_n(x)=A_n(x)`$ for all $`n`$, $`x^d`$,
3. $`𝐄𝐀_𝒲K(1+\lambda \beta _\nu )`$.

This sequence obviously is the sequence $`(A_n)_{n_0}`$ defined in (3.5). Since as a direct consequence of Lemma A.1 we have

$$|a_nE^n(x)a_n\phi _{n\delta }(x)|Kn^{1/2}\phi _{n\nu }(x),$$

the estimate (3.8) now results by choosing $`\lambda _0=\lambda _0(d,\beta _\nu )`$ small enough. ∎

To end this section, we briefly discuss the periodic case. Assume that $`S`$ and the sequence $`(B_m)_{m_0}`$ are two-periodic (that is, $`B_m(x)=0`$ whenever $`m`$ and $`x_1`$ do not have the same parity). By (3.5), the periodicity transfers to the whole sequence $`(A_n)`$. In order to use the same arguments as in the aperiodic case, we have to define a periodic probability measure $`E^{}`$ so that we can approximate $`A_n`$ by $`(E^{})^n`$. If the diffusion constant $`\delta `$ (see (3.6)) is greater or equal to $`1/d`$, this can be done easily.

So let $`S`$ be a two-periodic distribution of bounded range less or equal $`\mathrm{}^{}`$. Furthermore let $`(B_m)𝒮`$ be a two-periodic sequence which obeys (3.3) and has parameter $`\delta `$ (resulting from this sequence by (3.6)) greater or equal to $`1/d`$. Then we have the following theorem.

###### Theorem 3.4 (Local Estimates, two-periodic case).

Under the above assumptions, the sequence $`(A_n)`$ defined by (3.5), has the following property: There exist $`\lambda _0>0`$ small enough and $`\nu >0`$ big enough such that for all $`\lambda (0,\lambda _0)`$

$`|A_n(x)2a_n\phi _{n\delta }(x)|`$ $`K\left[n^{1/2}\phi _{n\nu }(x)+n^{d/2}{\displaystyle \underset{j=1}{\overset{n/2}{}}}j\phi _{j\nu }(x)\right],`$
where $`n`$ is taken to have the same parity as $`x_1`$ and $`K`$ is a positive constant depending only on $`d`$ and $`\mathrm{}^{}`$.

###### Proof.

Replace the aperiodic $`E`$ by the periodic $`E^{}`$ everywhere. Instead of using (3.12), apply a periodic version of Lemma A.1, namely

$`|E^{}{}_{}{}^{n}(x)2[1+n^1P_4(x/\sqrt{n})]\phi _{n\delta }(x)|`$ $`Kn^{3/2}\phi _{n\nu }(x),`$
whenever $`x_1`$ and $`n`$ have the same parity. The rest of the proof for the aperiodic case carries over word by word (with the constants suitably adapted). ∎

Note that if $`\delta `$ is smaller than $`1/d`$, we have a problem with our construction. A symmetric and rotationally invariant, twoperiodic probability measure on the lattice $`^d`$ with variance smaller than $`1/d`$ simply does not exist. Possibly this case can be covered by choosing a more delicate contraction operator.

The weakly self-avoiding walk is spreading faster rather than slower compared with the simple random walk. Therefore the speed of its diffusion is greater or equal to the one of the simple random walk. This means $`\delta 1/d`$. Instead of giving this heuristic argument one can calculate for small $`\lambda `$ the leading term in $`\delta `$ (use (4.4) and (B.9) as well as (B.2)), which is larger than $`1/d`$.

Therefore it will be possible to apply Theorem 3.4 to the weakly self-avoiding walk as soon as we have shown that the lace functions have the desired decay property (3.3). This is the content of the next section.

## 4. Application to the Weakly Self-Avoiding Walk

We now come back to the specific context of the weakly self-avoiding walk, where the main objects of study are the two-point functions $`C_n`$ with total mass $`c_n`$. Recall that they satisfy the lace expansion formula (1.4), that is

$$C_n=2d(DC_{n1})+\underset{m=2}{\overset{n}{}}\mathrm{\Pi }_mC_{nm}.$$

### 4.1. Decay Behavior

We still have to show that the methods in the last chapters can in fact be applied to the weakly self-avoiding walk. This means that we have to show that $`\mathrm{\Pi }_m/(\lambda c_m)`$ really has the behavior we assumed for $`B_m`$ in section 3.

###### Lemma 4.1.

There are positive constants $`\lambda _0`$, $`\nu `$ and $`L`$, such that for all $`\lambda (0,\lambda _0)`$ we have

$`{\displaystyle \frac{|\mathrm{\Pi }_m(x)|}{\lambda c_m}}`$ $`Lm^{d/2}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}\phi _{k\nu }(x).`$
###### Proof.

The argument uses induction on $`m`$. As in section 1, we define $`B_m(x)\stackrel{\mathrm{def}}{=}\mathrm{\Pi }_m(x)/(\lambda c_m)`$. We freely use the results of appendix B.

We have $`\mathrm{\Pi }_1(x)=0`$ and hence $`B_10`$ too. Now consider $`\mathrm{\Pi }_2`$: There is only one lace of length two, namely $`\{02\}`$. Therefore we have by (B.9) and (B.1)

$`\mathrm{\Pi }_2(x)`$ $`=\lambda {\displaystyle \underset{\begin{array}{c}\omega :0x\\ |\omega |=2\end{array}}{}}U_{02}(\omega )=2d\lambda \delta _{0x}.`$
On the other hand, we calculate easily (recall (1.3) and (1.5))

$`c_2`$ $`=2d(2d\lambda ).`$
So we have

$`B_2(x)`$ $`={\displaystyle \frac{\mathrm{\Pi }_2(x)}{\lambda 2d(2d\lambda )}}={\displaystyle \frac{\delta _{0x}}{2d\lambda }}.`$
Since $`\psi _2(0)=2^{d/2}\phi _\nu (0)=(4\pi \nu )^{d/2}`$, we obtain

$`|B_2(x)|`$ $`L\psi _2(x),\text{whenever}L{\displaystyle \frac{(4\pi \nu )^{d/2}}{2d\lambda }}.`$
Now we come to the induction step: Fix $`m3`$ and assume that $`|B_k(x)|L\psi _k(x)`$ for all $`2k<m`$. Define the truncated sequence $`(\overline{B}_n)_{n2}`$ by

$`|\overline{B}_n(x)|`$ $`\stackrel{\mathrm{def}}{=}\{\begin{array}{cc}B_n(x),\hfill & \text{if }|B_n(x)|L\psi _n(x),\hfill \\ L\psi _n(x),\hfill & \text{if }|B_n(x)|>L\psi _n(x).\hfill \end{array}`$
This sequence satisfies the hypothesis of Theorem 3.4. Thus we obtain a sequence $`(\overline{A}_n)_{n_0}`$ of measures with

(4.1) $`\left|{\displaystyle \frac{\overline{A}_n(x)}{\overline{a}_n}}2\phi _{n\overline{\delta }}(x)\right|`$ $`K\left[n^{1/2}\phi _{n\nu }(x)+n^{d/2}{\displaystyle \underset{k=1}{\overset{n/2}{}}}k\phi _{k\nu }(x)\right],`$
whenever $`n`$ has the same parity as $`x_1`$. As long as $`\lambda `$ is small enough, the positive constants $`K`$ and $`\nu `$ do not depend on $`L`$.

Defining $`\overline{C}_n\stackrel{\mathrm{def}}{=}\overline{\mu }^n\overline{A}_n`$ and using (4.1) as well as the fact that $`\overline{\delta }\nu `$ and both are of comparable size, we have

$`\overline{C}_n(x)`$ $`K\overline{c}_n\phi _{n\nu }(x)K(\overline{\alpha }+Kn^{1/2})\overline{\mu }^n\phi _{n\nu }(x)L_1\overline{\mu }^n\phi _{n\nu }(x),`$
where $`L_1`$ is a positive constant that we fix for the rest of the proof. Since $`\overline{B}_n`$ equals $`B_n`$ for all $`n<m`$, we also have $`\overline{C}_n=C_n`$ for $`n<m`$. This can easily be seen by induction.

Now we consider $`\mathrm{\Pi }_m`$. Recall from Lemma B.2 that

$$|\mathrm{\Pi }_m(x)|\lambda KL_1\overline{\mu }^mm^{d/2}\underset{k=1}{\overset{m/2}{}}k^{1d/2}\phi _{k\nu }(x),$$

and therefore

(4.2) $`|B_m(x)|`$ $`KL_1{\displaystyle \frac{\overline{\mu }^m}{c_m}}m^{d/2}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}\phi _{k\nu }(x).`$
It remains to show that $`\overline{\mu }^m/c_m`$ is bounded. We know from the lace expansion formula that

$`c_m`$ $`=2d\overline{c}_{m1}+{\displaystyle \underset{k=2}{\overset{m}{}}}\pi _k\overline{c}_{mk}`$
(4.3) $`=2d\overline{\mu }^{m1}\overline{a}_{m1}+{\displaystyle \underset{k=2}{\overset{m}{}}}\pi _k\overline{\mu }^{mk}\overline{a}_{mk},`$
where $`\pi _k`$ as usual denotes the total mass of $`\mathrm{\Pi }_k`$. Now we apply Lemma B.2 to the $`\pi _k`$. We obtain $`|\pi _k|\lambda KL_1\overline{\mu }^kk^{d/2}`$ and insert this in equation (4.1). This leads to

$`{\displaystyle \frac{c_m}{\overline{\mu }^m}}`$ $`d\overline{\mu }^1\lambda KL_1K,\text{ if }\lambda =\lambda (d,L_1)\text{ small enough.}`$
Using this in equation (4.2) yields

$`|B_m(x)|`$ $`KL_1m^{d/2}{\displaystyle \underset{k=1}{\overset{m/2}{}}}k^{1d/2}\phi _{k\nu }(x).`$
By choosing $`L`$ large enough we see that the lemma follows. ∎

###### Proof of Theorem 1.1..

Using Lemma 4.1, the second part of the theorem follows directly from Theorem 3.4. In view of (3.4), the first part is a consequence of Corollary 2.4. ∎

### 4.2. Identification of the Involved Parameters

For the convenience of the reader we give a little survey of the parameters involved in Theorem 1.1. The following formulas were first derived by Brydges and Spencer  (see also  and ).

The connective constant $`\mu `$ satisfies the identity

$`2d\mu ^1=1{\displaystyle \underset{m=2}{\overset{\mathrm{}}{}}}\pi _m\mu ^m.`$
The limit $`\alpha `$ of the mass constants $`a_n`$ is given by
$`\alpha ^1=1+{\displaystyle \underset{m=2}{\overset{\mathrm{}}{}}}(m1)\pi _m\mu ^m,`$
and for the diffusion constant $`\delta `$ we have
(4.4) $`\delta ={\displaystyle \frac{1_{m=2}^{\mathrm{}}(\pi _m\underset{¯}{\pi }_m)\mu ^m}{d(1+_{m=2}^{\mathrm{}}(m1)\pi _m\mu ^m)}}.`$
These formulas are obtained by substituting $`b_m=\pi _m/(\lambda c_m)`$ and $`a_m=\mu ^mc_m`$ into (1.11), (2.6) and (3.6), respectively.

## Appendix A A LCLT and Discretization Estimates

In order to make the fixed point argument in section 3, we need good local approximations of a general symmetric random walk and quite specific discretization estimates of $`d`$-dimensional normal densities. We state and prove these in the following lemmas. Lemma A.1 is a local central limit theorem. It controls the pointwise distance between a symmetric random walk and the appropriate density. This result is proven by standard large deviation techniques.

Lemma A.2 yields approximations of the discrete folding of a normal density with a symmetric signed measure on $`^d`$. Analogously, Lemma A.3 approximates the density itself in the variance variable. Both results are easily calculated by using Taylor expansions.

In addition we give two estimates concerning the discretization of normal densities. The first one, stated in Lemma A.4, gives a simple bound for the total mass and the ‘second moment’ of a discretized normal density. The second one compares the discrete folding of two normal densities with their continuous folding. This is the content of Lemma A.5.

As in the whole paper, $`\phi _\eta `$ denotes the density of the centered normal distribution on $`^d`$ with covariance matrix $`\eta \mathrm{Id}_d`$, that is,

$$\phi _\eta (x)=(2\pi \eta )^{d/2}\mathrm{exp}\left(\frac{x^2}{2\eta }\right).$$

¿

###### Lemma A.1.

Let $`G`$ be the single step distribution of an aperiodic, nondegenerate, symmetric random walk on $`^d`$ with bounded steplength, that is, $`G(x)=0`$ for all $`|x|>\mathrm{}`$, where $`\mathrm{}`$ is fixed. Let $`=\eta \mathrm{Id}_d`$ denote the covariance matrix of $`G`$ and assume $`\eta 1/(2d)`$. Then there exist a polynomial $`P_4`$ of degree four and positive constants $`K`$ and $`\nu ^{}`$, such that for all $`x`$ in $`^d`$ and for all natural $`n`$,

(A.1) $`\left|G^n(x)\left[1+n^1P_4(x/\sqrt{n})\right]\phi _{n\eta }(x)\right|`$ $`Kn^{3/2}\phi _{n\nu ^{}}(x).`$
The coefficients of the polynomial depend (rationally) on the moments of $`G`$ up to order four, whereas $`K`$ and $`\nu ^{}`$ can be choosen independently of the specific law of $`G`$, depending only on $`d`$ and $`\mathrm{}`$.

###### Proof.

The proof of the lemma combines standard large deviation properties with the approximation of $`G^n(x)`$ obtained by tilting the measure.

Let $`Z(t)\stackrel{\mathrm{def}}{=}_{x^d}\mathrm{exp}(tx)G(x)`$ and $`I(\xi )\stackrel{\mathrm{def}}{=}sup_{t^d}\{t\xi \mathrm{log}Z(t)\}`$. Standard large deviation theory (see for example ) yields a large deviation principle with entropy function $`I`$ for the laws of $`G^n(x/n)`$. Let $`S_G`$ denote the convex closure of the set of points with nonzero $`G`$ measure. Then $`I`$ is convex on $`^d`$ and even strictly convex on $`\mathrm{int}S_G`$, that is, the interior of $`S_G`$. Outside $`S_G`$, $`I`$ equals $`+\mathrm{}`$.

The function $`t\mathrm{log}Z(t)`$ is an analytic diffeomorphism from $`^d`$ onto $`\mathrm{int}S_G`$ (for a proof see , page 261). Therefore, for any $`\xi \mathrm{int}S_G`$, there exists a unique $`t_\xi ^d`$ with $`\mathrm{log}Z(t_\xi )=\xi `$. Clearly $`\mathrm{log}Z(0)=0`$ and $`^2\mathrm{log}Z(0)=`$. For $`\xi \mathrm{int}S_G`$, we have $`I(\xi )=t_\xi \xi \mathrm{log}Z(t_\xi )`$. Evidently, $`I(0)=0`$. Because of symmetry, the odd partial derivatives of $`I`$ vanish at zero. A simple computation yields $`^2I(0)=^1`$, and the fourth derivatives at zero depend only on the second and fourth moments of $`G`$.

Now denote by $`G_t`$ for $`t^d`$ the tilted measure

$$G_t(x)\stackrel{\mathrm{def}}{=}\frac{G(x)\mathrm{exp}(tx)}{Z(t)}.$$

Using this, we see that for $`\xi \stackrel{\mathrm{def}}{=}x/n\mathrm{int}S_G`$, we can write

(A.2)
$$G^n(x)=\mathrm{exp}(nI(\xi ))G_{t_\xi }^n(x).$$

Case $`|\xi |n^{5/12}`$:

Since $`G`$ is symmetric and nondegenerate (remember $`\eta 1/(2d)`$), the boundary of $`S_G`$ is bounded away from zero. The covariance matrix $`_\xi `$ of $`G_{t_\xi }`$ is depending analytically on $`\xi `$ with $`_0==\eta \mathrm{Id}_d`$. It follows that the set $`R_G`$ of all $`\xi `$ such that

* $`\xi \mathrm{int}S_G`$ and
* the smallest eigenvalue of $`_\xi `$ is greater or equal $`\eta /2`$,

is a compact neighbourhood of zero. Thus for $`|\xi |n^{5/12}`$, we have $`\xi R_G`$ for almost all $`n`$. It is sufficient to prove the estimate for these $`\xi `$, since we can cover the finite number of remaining cases by choosing $`K`$ large enough.

So let $`\xi =x/nR_G`$ with $`|\xi |n^{5/12}`$. To estimate the first factor in (A.2), we use Taylor expansion for $`I`$ at zero. We obtain

$`\mathrm{exp}(nI(\xi ))`$ $`=\mathrm{exp}({\displaystyle \frac{x^2}{2n\eta }})\left[1nT^{(4)}(\xi )+nO(\xi ^6)\right]`$
(A.3) $`=\mathrm{exp}({\displaystyle \frac{x^2}{2n\eta }})\left[1n^1T^{(4)}(x/\sqrt{n})+O(n^{3/2})\right],`$
where $`T^{(k)}`$ denotes a polynomial containing $`k`$th order terms only. The coefficients of the polynomial are rational functions of the moments of $`G`$ up to order four.

As a next step we will estimate the second factor in (A.2), $`G_{t_\xi }^n(x)`$, using a local central limit theorem out of Bhattacharya/Rao . Corollary 22.3 in  asserts

(A.4)
$$|G_{t_\xi }^n(x)n^{d/2}\underset{r=0}{\overset{3}{}}n^{r/2}Q_r((xn\xi )/n))|=o(n^{(d+3)/2}),$$

where $`Q_r`$ are the so called Edgeworth polynomials. They are formal polynomials, consisting of partial derivatives of the normal density in $`^d`$ with mean zero and covariance matrix $`_\xi `$ (to keep the notation simple we suppress the $`\xi `$-dependance of $`Q_r`$).

For our aims we need the constant implicit in the right hand side of (A.4) to be independent of $`\xi `$, which is a priori not guaranteed by . Calculating the constants in the proof of , Corollary 22.3, however, shows that they can be choosen such that they only depend on the maximal steplength $`\mathrm{}`$ of $`G_{t_\xi }`$ and on a lower bound for the smallest eigenvalue of $`_\xi `$ on the other. Therefore the error estimate in (A.4) is uniform on the compact set $`R_G`$.

Now we come back to the Edgeworth polynomials. In $`Q_r`$, only derivatives of order $`r+2`$, $`r+4`$,…, $`3r`$ appear (see , Lemma 7.1). The coefficients of $`Q_r`$ depend on the moments of $`G_{t_\xi }`$ up to order $`r+2`$. Since $`\xi =x/n`$, there is only $`Q_r(0)`$ appearing in (A.4).

$`Q_1`$ and $`Q_3`$ vanish at zero, because the odd derivatives of centered normal densities do so. $`Q_0`$ is the centered normal density with covariance matrix $`_\xi `$ itself, so Taylor expansion yields $`Q_0(0)=(2\pi \eta )^{d/2}+T^{(2)}(\xi )+O(\xi ^4)`$. In the Taylor expansion of $`Q_2`$, the odd terms vanish likewise, and we obtain $`Q_2(0)=K(2\pi \eta )^{d/2}+O(\xi ^2)`$, where the constant $`K`$ and the error term depend only on the moments of $`G`$ up to order four. Therefore (A.4) simplifies to

$`G_{t_\xi }^n(x)`$ $`=(2\pi n\eta )^{d/2}[1+T^{(2)}(\xi )+O(\xi ^4)+n^1T^{(0)}(\xi )+O(n^1\xi ^2)+o(n^{3/2})]`$
(A.5) $`=(2\pi n\eta )^{d/2}[1+n^1T^{(2)}(x/\sqrt{n})+n^1T^{(0)}(x/\sqrt{n})+O(n^{3/2})].`$
Inserting (A) and (A) in (A.2) yields

$`G^n(x)`$ $`=\phi _{n\eta }(x)\left[1+n^1P_4(x/\sqrt{n})+O(n^{3/2})\right],`$
where $`P_4`$ is a polynomial of degree four with even order terms only. This yields the desired estimate whenever $`\nu ^{}\eta `$.

Case $`|\xi |n^{5/12}`$:

For ‘big’ $`x`$ we estimate $`G^n(x)`$ and $`[1+n^1P_4(x/\sqrt{n})]\phi _{n\eta }(x)`$ separately. Since for fixed natural $`k`$ we have $`|x|^k\mathrm{exp}(x^2)K\mathrm{exp}(x^2/\sqrt{2})`$ for all $`x^d`$, the latter is bounded by $`K\phi _{\sqrt{2}n\eta }(x)`$. Using $`n^{3/2}(x/\sqrt{n})^{18}`$ in addition, this yields

(A.6)
$$|1+n^1P_4(x/\sqrt{n})|\phi _{n\eta }(x)Kn^{3/2}\phi _{n\nu ^{}}(x)$$

for $`\nu ^{}2\eta `$ and for all $`n`$.

Now consider $`G^n(x)`$. If $`\xi S_G`$, $`G^n(x)`$ equals zero. If $`\xi S_G`$, we bound $`I(\xi )`$ away from zero with $`\theta \xi ^2`$, using Taylor expansion: We can do this in a neighborhood of zero with the constant $`\theta =1/(2\eta )`$. Since $`S_G`$ is compact (we even have $`1/\sqrt{d}|z|\mathrm{}`$ for all $`z`$ in the boundary of $`S_G`$) and $`I`$ convex, we have a nonzero minimum of $`I`$ on $`S_G`$ and hence we find a constant $`\theta >0`$ such that $`I(z)\theta z^2`$ for all $`z`$. Since $`G`$ is symmetric in each coordinate and rotationally invariant, $`\theta `$ can be choosen depending only on $`d`$ and the range $`\mathrm{}`$, but not on the specific law of $`G`$.

If $`\xi \mathrm{int}S_G`$, we use (A.2) to obtain $`G^n(x)\mathrm{exp}(\frac{x^2}{n\theta })`$. The arguments leading to (A.6) yield the desired estimate for $`\nu ^{}2\theta `$.

If $`\xi `$ lies in the boundary $`S_G`$, use the large deviation principle to obtain

$`G^n(x)`$ $`G^n(nS_G)`$ $`\mathrm{exp}(n\underset{zS_G}{inf}I(z)+n\epsilon )`$ $`\mathrm{exp}(n\theta \underset{zS_G}{inf}z^2+n\epsilon )`$
for $`n`$ large enough. Using $`inf_{zS_G}z^21/d\xi ^2/(d\mathrm{}^2)`$ and choosing $`\epsilon `$ small enough we obtain $`G^n(x)\mathrm{exp}(\frac{x^2}{2d\mathrm{}^2n\theta })`$. The rest of the argument proceeds as before.

Combining the different bounds and using $`\eta \mathrm{}^2/d`$ we see that (A.1) holds whenever $`\nu ^{}\mathrm{max}\{4d\mathrm{}^2\theta ,2\mathrm{}^2/d\}`$. ∎

###### Lemma A.2.

Let $`\eta >1/(2d)`$ and $`G`$ (recall the definition at the beginning of section 3). Then we have for all $`x^d`$:

(A.7a)
$$G\phi _{n\eta }(x)=g\phi _{n\eta }(x)+\frac{\underset{¯}{g}}{2dn\eta }\left[\frac{x^2}{n\eta }d\right]\phi _{n\eta }(x)+R_4^G(n,x),$$

where $`R_4^G(n,x)=\frac{1}{6}_0^1𝑑s(1s)^3_{z^d}G(z)D_x^4\phi _{n\eta }(xsz)(z,z,z,z)`$. If $`P_{2j}`$ is a fixed polynomial of degree $`2j`$ for some $`j_0`$, then
(A.7b)
$$G[P_{2j}(x/\sqrt{n})\phi _{n\eta }](x)=g[P_{2j}(x/\sqrt{n})\phi _{n\eta }](x)+R_2^G(n,x;P_{2j}),$$

where $`R_2^G(n,x;P_{2j})=_0^1ds(1s)_{z^d}G(z)D_x^2[P_{2j}(./\sqrt{n})\phi _{n\eta }](xsz)(z,z)`$. As local estimates for the error terms we get the following versions, depending on $`G`$: If there is a constant $`\mathrm{}`$ such that $`G(x)=0`$ for all $`|x|>\mathrm{}`$, we can estimate the error terms by

(A.8)
$$\begin{array}{cc}\hfill |R_4^G(n,x)|& K(d,\eta ,\mathrm{})n^2\underset{z^d}{}z^4|G(z)|\phi _{2n\eta }(x)\text{and}\hfill \\ \hfill |R_2^G(n,x;P_{2j})|& K(d,\eta ,j,\mathrm{})n^1\underset{z^d}{}z^2|G(z)|\phi _{2n\eta }(x).\hfill \end{array}$$

If no such $`\mathrm{}`$ exists, we still have the estimates

(A.9)
$$\begin{array}{cc}\hfill |R_4^G(n,x)|& K(d,\eta )n^2\underset{z^d}{}z^4|G(z)|_0^1𝑑s\phi _{\sqrt{2}n\eta }(xsz)\text{and}\hfill \\ \hfill |R_2^G(n,x;P_{2j})|& K(d,\eta ,j)n^1\underset{z^d}{}z^2|G(z)|_0^1𝑑s\phi _{\sqrt{2}n\eta }(xsz).\hfill \end{array}$$

###### Proof.

Using Taylor expansion and the symmetry of $`G`$ we obtain

$`G\phi _{n\eta }(x)`$ $`={\displaystyle \underset{z^d}{}}G(z)\phi _{n\eta }(xz)`$
$`=g\phi _{n\eta }(x)+{\displaystyle \frac{\underset{¯}{g}}{2d}}\mathrm{\Delta }_x\phi _{n\eta }(x)+R_4^G(n,x),`$
which is (A.7a) after inserting $`\mathrm{\Delta }_x\phi _{n\eta }(x)=\left[\frac{x^2}{n^2\eta ^2}\frac{d}{n\eta }\right]\phi _{n\eta }(x)`$. Analogously, first order Taylor approximation leads to equation (A.7b).

Now we come to the proof of the error estimates. We write $`P_{(k)}`$ to denote some polynomial of order $`k`$. The forth partial derivatives of $`\phi _{n\eta }`$ are functions of the form $`n^2P_{(4)}(./\sqrt{n})\phi _{n\eta }`$ and therefore bounded by $`K(d,\eta )n^2\phi _{\sqrt{2}n\eta }`$. Similarly, the second partial derivatives of $`P_{2j}(./\sqrt{n})\phi _{n\eta }`$ are of the form $`n^1P_{(2j+2)}(./\sqrt{n})\phi _{n\eta }`$ and bounded by $`K(d,\eta ,j)n^2\phi _{\sqrt{2}n\eta }`$. This implies (A.9).

To prove (A.8), we use the fact that for $`z`$ with $`|z|\mathrm{}`$ we have $`\phi _{\sqrt{2}n\eta }(xz)K\phi _{2n\eta }(x)`$ with $`K`$ depending on $`d`$, $`\eta `$ and $`\mathrm{}`$, but not on $`n`$. ∎

###### Lemma A.3.

Let $`\eta >0`$. Then for $`x^d`$, $`n`$ and $`k(0,n)`$:

(A.10a)
$$\phi _{(nk)\eta }(x)=\phi _{n\eta }(x)\frac{k}{2n}\left[\frac{x^2}{n\eta }d\right]\phi _{n\eta }(x)+S_2^k(n,x),$$

where $`S_2^k(n,x)=\frac{1}{2}k^2\frac{^2}{\theta ^2}\phi _{\theta \eta }(x)`$ for a $`\theta (nk,n)`$. On the other hand, for a fixed polynomial $`P_{2j}`$ of degree $`2j`$, $`j_0`$:
(A.10b)
$$[(nk)^1P_{2j}(x/\sqrt{nk})\phi _{(nk)\eta }](x)=n^1P_{2j}(x/\sqrt{n})\phi _{n\eta }(x)+S_1^k(n,x;n^1P_{2j}),$$

where $`S_1^k(n,x;n^1P_{2j})=k\frac{}{\theta }P_{2j}(x/\sqrt{\theta })\phi _{\theta \eta }(x)`$ for some $`\theta (nk,n)`$. Estimates for the error terms are given by

(A.11)
$$\begin{array}{cc}\hfill |S_2^k(n,x)|& K(d,\eta )\left(\frac{k}{nk}\right)^2\left(\frac{n}{nk}\right)^{d/2}\phi _{\sqrt{2}n\eta }(x)\text{and}\hfill \\ \hfill |S_1^k(n,x;n^1P_{2j})|& K(d,\eta ,j)\frac{k}{(nk)^2}\left(\frac{n}{nk}\right)^{d/2}\phi _{\sqrt{2}n\eta }(x).\hfill \end{array}$$

###### Proof.

Here we use one dimensional Taylor expansion for $`\phi _{n\eta }(x)`$ as a function in $`n`$ to write

$`\phi _{(nk)\eta }(x)`$ $`=\phi _{n\eta }(x)k{\displaystyle \frac{}{n}}\phi _{n\eta }(x)+S_2^k(n,x),`$
which implies (A.10a) by using $`\frac{}{n}\phi _{n\eta }(x)=\left[\frac{x^2}{2\eta n^2}\frac{d}{2n}\right]\phi _{n\eta }(x)`$. Keeping only the constant term of the Taylor approximation leads to (A.10b).

To prove the error estimates, we first observe that the second derivative (with respect to $`\theta `$) of $`\phi _{\theta \eta }(x)`$ is of the form $`\theta ^2P_{(4)}(x/\sqrt{\theta })\phi _{\theta \eta }(x)`$ and therefore bounded by $`K(d,\eta )\theta ^2\phi _{\sqrt{2}\theta \eta }(x)`$, while the first derivative of $`\theta ^1P_{2j}(x/\sqrt{\theta })\phi _{\theta \eta }(x)`$ has the form $`\theta ^2P_{(2j+2)}(x/\sqrt{\theta })\phi _{\theta \eta }(x)`$ and bounded by $`K(d,\eta ,j)\theta ^2\phi _{\sqrt{2}\theta \eta }`$. Again, $`P_{(k)}`$ stands for a polynomial of order $`k`$.

Splitting the function $`\phi `$ and replacing $`\theta `$ separately by $`nk`$ in the first factor and by $`n`$ in the exponential term leads to (A.11). ∎

###### Lemma A.4.

Assume $`\eta 1/(2d)`$. Then there exists a constant $`K`$ depending only on the dimension $`d`$, such that

$`{\displaystyle \underset{x^d}{}}\phi _\eta (x)`$ $`K`$ and $`{\displaystyle \underset{x^d}{}}x^2\phi _\eta (x)`$ $`K\eta .`$
###### Proof.

For $`d=1`$ we have

$`{\displaystyle \underset{x}{}}\phi _\eta (x)=2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\phi _\eta (n)+\phi _\eta (0)2{\displaystyle _0^{\mathrm{}}}\phi _\eta (t)𝑑t+{\displaystyle \frac{1}{\sqrt{2\pi \eta }}}1+{\displaystyle \frac{1}{\sqrt{2\pi \eta }}}K.`$
The first inequality for general dimension follows immediately from this estimate, because the sum over $`^d`$ of the density values equals the $`d`$th power of the sum over $``$ of the values of the one dimensional normal density with variance $`\eta `$.

The second inequality follows from the first one by using

$`{\displaystyle \underset{x^d}{}}x^2\phi _\eta (x)K\eta {\displaystyle \underset{x^d}{}}\phi _\eta (x),`$
which comes from the fact that $`(x^2/\eta )\mathrm{exp}(x^2/(2\eta ))`$ can be bounded uniformly in $`x^d`$ by $`K\mathrm{exp}(x^2/(4\eta ))`$. ∎

###### Lemma A.5.

Let $`\eta ,\theta 1/(2d).`$ Then for $`x^d`$

$$\underset{y^d}{}\phi _\eta (y)\phi _\theta (xy)K\phi _{\eta +\theta }(x).$$

###### Proof.

Let $`I^d\stackrel{\mathrm{def}}{=}[\frac{1}{2},\frac{1}{2}]^d`$, and denote by $`y+I^d`$ the shifted cube. Then

$`\phi _{\eta +\theta }(x)`$ $`={\displaystyle \underset{y^d}{}}{\displaystyle _{y+I^d}}\phi _\eta (t)\phi _\theta (xt)𝑑t`$
$`={\displaystyle \frac{1}{(2\pi \eta )^{d/2}(2\pi \theta )^{d/2}}}{\displaystyle \underset{y^d}{}}{\displaystyle _{I^d}}\mathrm{exp}\left[{\displaystyle \frac{1}{2\eta }}(y+t)^2{\displaystyle \frac{1}{2\theta }}(xyt)^2\right]𝑑t`$
$`{\displaystyle \frac{1}{\left(2\pi \eta \right)^{d/2}\left(2\pi \theta \right)^{d/2}}}{\displaystyle \underset{y^d}{}}\mathrm{exp}\left[{\displaystyle _{I^d}}\left({\displaystyle \frac{1}{2\eta }}(y+t)^2+{\displaystyle \frac{1}{2\theta }}(xyt)^2\right)𝑑t\right]`$
by Jensen’s inequality. Note that for $`tI^d`$ we have $`t^2d/4`$, so that

$`{\displaystyle _{I^d}}\left({\displaystyle \frac{1}{2\eta }}(y+t)^2+{\displaystyle \frac{1}{2\theta }}(xyt)^2\right)𝑑t`$ $`{\displaystyle \frac{1}{2\eta }}y^2+{\displaystyle \frac{1}{2\theta }}(xy)^2+{\displaystyle \frac{d}{8\eta }}+{\displaystyle \frac{d}{8\theta }}`$
$`{\displaystyle \frac{1}{2\eta }}y^2+{\displaystyle \frac{1}{2\theta }}(xy)^2+K,`$
because we assumed that $`\eta ,\theta 1/(2d)`$. Therefore

$`\phi _{\eta +\theta }(x)`$ $`\mathrm{e}^K{\displaystyle \underset{y^d}{}}\phi _\eta (y)\phi _\theta (xy).`$
## Appendix B The Lace Expansion

This section contains standard material on the lace expansion in the first subsection and bounds for the lace expansion terms in the second one. The lace expansion was introduced by Brydges and Spencer in  and discussed in detail by Madras and Slade in . The following overview consists of the minimum necessary to make this thesis selfcontained. The first part is taken more or less literally from van der Hofstad, den Hollander and Slade .

### B.1. Definition of the Lace Functions

In this section we define the Lace Functions $`\mathrm{\Pi }_m`$ and prove the recursion formula (1.4), that is

$$C_n=2d(DC_{n1})+\underset{m=2}{\overset{n}{}}\mathrm{\Pi }_mC_{nm}.$$

This requires the introduction of the following standard terminology. Given an interval $`I=[a,b]`$ of integers with $`0ab`$, we refer to a pair $`\{s,t\}`$ ($`s<t`$) of elements of $`I`$ as an edge. To abbreviate the notation, we write $`st`$ for $`\{s,t\}`$. A set of edges is called a graph. A graph $`\mathrm{\Gamma }`$ on $`[a,b]`$ is said to be connected if both $`a`$ and $`b`$ are endpoints of edges in $`\mathrm{\Gamma }`$ and if, in addition, for any $`c[a,b]`$ there is an edge $`st\mathrm{\Gamma }`$ such that $`s<c<t`$. The set of all graphs on $`[a,b]`$ is denoted $`[a,b]`$, and the subset consisting of all connected graphs is denoted $`𝒢[a,b]`$. A lace is a minimally connected graph, that is, a connected graph for which the removal of any edge would result in a disconnected graph. The set of laces on $`[a,b]`$ is denoted $`[a,b]`$, and the set of laces on $`[a,b]`$ consisting of exactly $`N`$ edges is denoted $`^{(N)}[a,b]`$.

Given a connected graph $`\mathrm{\Gamma }`$, the following prescription associates to $`\mathrm{\Gamma }`$ an unique lace $`L_\mathrm{\Gamma }`$: The lace consists of edges $`s_1t_1,s_2t_2,\mathrm{}`$, with $`t_1`$, $`s_1`$, $`t_2`$, $`s_2`$, $`\mathrm{}`$ determined (in that order) by

$`t_1`$ $`=\mathrm{max}\{t:at\mathrm{\Gamma }\},`$ $`s_1`$ $`=a,`$
$`t_{i+1}`$ $`=\mathrm{max}\{t:s<t_i\text{ such that }st\mathrm{\Gamma }\},`$ $`s_{i+1}`$ $`=\mathrm{min}\{s:st_{i+1}\mathrm{\Gamma }\}.`$
Given a lace $`L`$, the set of all edges $`stL`$ such that $`L_{L\{st\}}=L`$ is denoted $`𝒞(L)`$. Edges in $`𝒞(L)`$ are said to be compatible with $`L`$.

Recall the definition of $`C_n`$,

$$C_n(x)=\underset{\begin{array}{c}\omega :0x\\ |\omega |=n\end{array}}{}\underset{0s<tn}{}(1\lambda U_{st}(\omega )),$$

where $`U_{st}(\omega )=\delta _{\omega (s),\omega (t)}`$. Now we define for integers $`0a<b`$

(B.1) $`K[a,b](\omega )\stackrel{\mathrm{def}}{=}{\displaystyle \underset{as<tb}{}}(1\lambda U_{st}(\omega )).`$
Then we can write

(B.2) $`C_n(x)={\displaystyle \underset{\begin{array}{c}\omega :0x\\ |\omega |=n\end{array}}{}}K[0,n](\omega ),`$
where the sum is over all $`n`$ step simple random walk paths from $`0`$ to $`x`$. Expanding the product in the definition of $`K[a,b](\omega )`$, we get

(B.3) $`K[a,b](\omega )={\displaystyle \underset{\mathrm{\Gamma }[a,b]}{}}{\displaystyle \underset{st\mathrm{\Gamma }}{}}(\lambda U_{st}(\omega )).`$
We also define an analogous quantity, in which the sum over graphs is restricted to connected graphs, namely,

(B.4) $`J[a,b](\omega )\stackrel{\mathrm{def}}{=}{\displaystyle \underset{\mathrm{\Gamma }𝒢[a,b]}{}}{\displaystyle \underset{st\mathrm{\Gamma }}{}}(\lambda U_{st}(\omega )).`$
This allows us to define the ‘lace functions’, which are the key quantities in the lace expansion,

(B.5) $`\mathrm{\Pi }_m(x)={\displaystyle \underset{\begin{array}{c}\omega :0x\\ |\omega |=m\end{array}}{}}J[0,m](\omega ).`$
The identity (1.4) now follows from the following lemma.

###### Lemma B.1.

For $`n1`$,

(B.6) $`C_n(x)={\displaystyle \underset{y:y_1=1}{}}C_{n1}(xy)+{\displaystyle \underset{m=2}{\overset{n}{}}}{\displaystyle \underset{z^d}{}}\mathrm{\Pi }_m(z)C_{nm}(xz).`$
###### Proof.

It suffices to show that for each path $`\omega `$ we have (suppressing $`\omega `$ in the formulas):

(B.7) $`K[0,n]=K[1,n]+{\displaystyle \underset{m=2}{\overset{n}{}}}J[0,m]K[m,n].`$
Then (B.6) is obtained after insertion of (B.7) into (B.2) followed by factorization of the sum over $`\omega `$. To prove (B.7), we note from (B.3) that the contribution to $`K[0,n]`$ from all graphs $`\mathrm{\Gamma }`$ for which $`0`$ is not in an edge is exactly $`K[1,n]`$. To resum the contribution from the remaining graphs, we proceed as follows. When $`\mathrm{\Gamma }`$ does contain an edge ending at $`0`$, we let $`m[\mathrm{\Gamma }]`$ denote the largest value of $`m`$ such that the set of edges in $`\mathrm{\Gamma }`$ with at least one end in the interval $`[0,m]`$ forms a connected graph on $`[0,m]`$. We lose nothing by taking $`m2`$, since $`U_{a,a+1}=0`$ for all $`a`$. Then resummation over graphs on $`[m,n]`$ gives

$`K[0,n]=K[1,n]+{\displaystyle \underset{m=2}{\overset{n}{}}}{\displaystyle \underset{\mathrm{\Gamma }𝒢[0,m]}{}}{\displaystyle \underset{st\mathrm{\Gamma }}{}}(\lambda U_{st})K[m,n].`$
With (B.4) this proves (B.7). ∎

We next rewrite (B.5) in a form that can be used to obtain good bounds on $`\mathrm{\Pi }_m(x)`$. For this, we begin by partially resumming the right-hand side of (B.4), to obtain

$`J[a,b]`$ $`={\displaystyle \underset{L[a,b]}{}}{\displaystyle \underset{\mathrm{\Gamma }:L_\mathrm{\Gamma }=L}{}}{\displaystyle \underset{stL}{}}(\lambda U_{st}){\displaystyle \underset{s^{}t^{}\mathrm{\Gamma }L}{}}(\lambda U_{s^{}t^{}})`$
(B.8) $`={\displaystyle \underset{L[a,b]}{}}{\displaystyle \underset{stL}{}}(\lambda U_{st}){\displaystyle \underset{s^{}t^{}𝒞(L)}{}}(1\lambda U_{s^{}t^{}}).`$
For $`0a<b`$, we define $`J^{(N)}[a,b]`$ to be, up to the factor $`(\lambda )^N`$, the contribution to (B.1) coming from laces consisting of exactly $`N`$ edges,

$`J^{(N)}[a,b]`$ $`\stackrel{\mathrm{def}}{=}{\displaystyle \underset{L^{(N)}[a,b]}{}}{\displaystyle \underset{stL}{}}U_{st}{\displaystyle \underset{s^{}t^{}𝒞(L)}{}}(1\lambda U_{s^{}t^{}}),N1.`$
Then

$`J[a,b]`$ $`={\displaystyle \underset{N=1}{\overset{\mathrm{}}{}}}(\lambda )^NJ^{(N)}[a,b],`$
and by (B.5)

(B.9) $`\mathrm{\Pi }_m(x)`$ $`={\displaystyle \underset{N=1}{\overset{\mathrm{}}{}}}(\lambda )^N\mathrm{\Pi }_m^{(N)}(x),`$
where we define

$`\mathrm{\Pi }_m^{(N)}(x)`$ $`\stackrel{\mathrm{def}}{=}{\displaystyle \underset{\begin{array}{c}\omega :0x\\ |\omega |=m\end{array}}{}}J^{(N)}[0,m](\omega )`$
(B.10) $`={\displaystyle \underset{\begin{array}{c}\omega :0x\\ |\omega |=m\end{array}}{}}{\displaystyle \underset{L^{(N)}[0,m]}{}}{\displaystyle \underset{stL}{}}U_{st}{\displaystyle \underset{s^{}t^{}𝒞(L)}{}}(1\lambda U_{s^{}t^{}}).`$
### B.2. Bounds on the Lace Functions

In this section, we obtain bounds on $`\mathrm{\Pi }_m(x)`$. A first part will provide the standard bounds in terms of $`C_n(x)`$, the two-point functions of the appropriate weakly self avoiding walk after $`n`$ steps. In the second part we will obtain specific bounds by assuming a Gaussian decay of the $`C_n(x)`$. In this case good bounds result easily from the Cauchy-Schwarz inequality.

There is only one lace on $`[0,m]`$ consisting of exactly one edge, namely $`\{0m\}`$. Therefore we have for $`N=1`$:

$`\mathrm{\Pi }_m^{(1)}(x)`$ $`=\delta _{0x}{\displaystyle \underset{\begin{array}{c}\omega :00\\ |\omega |=m\end{array}}{}}{\displaystyle \underset{\begin{array}{c}0s^{}<t^{}m\\ s^{}t^{}0m\end{array}}{}}(1\lambda U_{s^{}t^{}}(\omega ))`$
$`\delta _{0x}{\displaystyle \underset{y:y_1=1}{}}{\displaystyle \underset{\begin{array}{c}\omega :y0\\ |\omega |=m1\end{array}}{}}K[1,m](\omega )`$ $`\text{using }1U_{0t^{}}1t^{}\text{ and }(\text{B.1})`$
(B.11) $`=\delta _{0x}\mathrm{\hspace{0.33em}2}dDC_{m1}(0)`$ $`\text{by }(\text{B.2}).`$
Now for $`N2`$: A walk giving a nonzero contribution to (B.1) must intersect itself $`N`$ times, to ensure that $`U_{st}0`$ for each $`stL`$. For example, when $`N=7`$, the walk must undergo a trajectory of the form

$$\text{},$$

where the slashed lines denote subwalks that may have length zero, whereas nonslashed lines denote subwalks containing at least one step.

Using $`1\lambda U_{s^{}t^{}}1`$ in (B.1) whenever $`s^{}`$ and $`t^{}`$ belong to different subwalks, we get an upper bound in which distinct subwalks no longer interact. However, each subwalk remains weakly self-avoiding. We thus have

(B.12) $`\mathrm{\Pi }_m^{(N)}(x)`$ $`{\displaystyle \underset{y_i,m_i}{}}C_{m_1}(y_1)C_{m_2}(y_1)C_{m_3}(y_2)C_{m_4}(y_1y_2)C_{m_5}(y_3y_1)\mathrm{}`$
$`\mathrm{}C_{m_{2N3}}(xy_4)C_{m_{2N2}}(y_5x)C_{m_{2N1}}(xy_5),`$
where the sum is over $`y_1,\mathrm{},y_{N2}^d`$ and over $`m_1,\mathrm{},m_{2N1}`$ with $`m_i=m`$. The $`m_i`$ are nonnegative integers, and only $`m_3`$, $`m_5`$, $`\mathrm{}`$, $`m_{2N3}`$ can equal zero.

###### Lemma B.2.

Fix $`m2`$ and $`d5`$. Assume that for all $`x^d`$ and natural $`n<m`$, we have

(B.13)
$$|C_n(x)|L_1\mu ^n\phi _{n\nu }(x)$$

with constants $`\mu >0`$, $`L_11`$ and $`\nu 1/(2d)`$. Then, for $`\lambda =\lambda (d,L_1)`$ small enough, we have

(B.14)
$$|\mathrm{\Pi }_m(x)|\lambda KL_1\mu ^mm^{d/2}\underset{k=1}{\overset{m/2}{}}k^{1d/2}\phi _{k\nu }(x).$$

###### Proof.

Again we abbreviate the notation by writing

$$\psi _m(x)\stackrel{\mathrm{def}}{=}m^{d/2}\underset{k=1}{\overset{m/2}{}}k^{1d/2}\phi _{k\nu }(x).$$

We consider the terms $`\mathrm{\Pi }_m^{(N)}`$ separately. For $`N=1`$, equation (B.2) yields

(B.15) $`\mathrm{\Pi }_m^{(1)}(x)`$ $`\delta _{0x}\mathrm{\hspace{0.33em}2}dL_1\mu ^mD\phi _{(m1)\nu }(0)KL_1\mu ^m\psi _m(x),`$
since $`D\phi _{(m1)\nu }(0)K\phi _{2(m1)\nu }(0)Km^{d/2}\phi _\nu (0)`$.

To keep the notation simple, we set $`\phi _0(x)\stackrel{\mathrm{def}}{=}\delta _{0,x}`$. For $`N2`$ we define

$$\begin{array}{cc}\hfill P_m^{(N)}(x)& \stackrel{\mathrm{def}}{=}\underset{y_i,m_i}{}\phi _{m_1\nu }(y_1)\phi _{m_2\nu }(y_1)\phi _{m_3\nu }(y_2)\phi _{m_4\nu }(y_1y_2)\phi _{m_5\nu }(y_3y_1)\mathrm{}\hfill \\ & \mathrm{}\phi _{m_{2N3}\nu }(xy_4)\phi _{m_{2N2}\nu }(y_5x)\phi _{m_{2N1}\nu }(xy_5),\hfill \end{array}$$

with the same summation as in (B.12) up to the fact that we allow an additional term for $`m_2=0`$ (this corresponds to slashing the line from zero vertically up and is necessary to give the induction below). By (B.13), we have for all $`n`$:

(B.16)
$$\mathrm{\Pi }_m^{(N)}L_1^{2N1}\mu ^mP_m^{(N)}.$$

Now we show by induction that there is a constant $`L_2`$ depending only on the dimension $`d`$ such that

(B.17)
$$|P_m^{(N)}|L_2^N\psi _m.$$

For $`N=2`$ the lace diagram is three-legged: . We have

$`P_m^{(2)}(x)`$ $`={\displaystyle \underset{\begin{array}{c}k+l+j=m\\ l,j1\end{array}}{}}\phi _{k\nu }(x)\phi _{l\nu }(x)\phi _{j\nu }(x)=\delta _{0,x}I+J,`$
where
$`I`$ $`={\displaystyle \underset{l=1}{\overset{m1}{}}}\phi _{l\nu }(0)\phi _{(ml)\nu }(0)K(2\pi \nu )^d{\displaystyle \underset{l=1}{\overset{m1}{}}}l^{d/2}(ml)^{d/2}`$
$`K\underset{=\phi _\nu (0)}{\underset{}{(2\pi \nu )^{d/2}}}m^{d/2}K\psi _m(0)`$
$`\text{and}J`$ $`K{\displaystyle \underset{\begin{array}{c}k+l+j=m\\ 1klj\end{array}}{}}\phi _{k\nu }(x)l^{d/2}m^{d/2}`$
$`Km^{d/2}{\displaystyle \underset{k=1}{\overset{m/3}{}}}\phi _{k\nu }(x){\displaystyle \underset{l=k}{\overset{m}{}}}l^{d/2}K\psi _m(x).`$
So together we obtain

(B.18) $`P_m^{(2)}(x)K\psi _m(x).`$
Now we come to the induction step. For $`N3`$ we will reduce $`P_m^{(N)}`$ to $`P_m^{(N1)}`$ by merging four subwalks in the lace into two. The following figure illustrates this process:

$`\text{}\text{merges into}\text{}=\text{}`$
We use Cauchy-Schwarz to obtain

$`{\displaystyle \underset{\begin{array}{c}u_1+u_2=u\\ u_11\end{array}}{}}{\displaystyle \underset{\begin{array}{c}t_1+t_2=t\\ t_21\end{array}}{}}{\displaystyle \underset{y^d}{}}\phi _{u_1\nu }(y)\phi _{u_2\nu }(wy)\phi _{t_1\nu }(y)\phi _{t_2\nu }(yz)`$
(B.19) $`{\displaystyle \underset{\begin{array}{c}u_1+u_2=u\\ t_1+t_2=t\\ u_1,t_21\end{array}}{}}\left[{\displaystyle \underset{y^d}{}}\phi _{u_1\nu }^2(y)\phi _{u_2\nu }^2(wy)\right]^{1/2}\left[{\displaystyle \underset{y^d}{}}\phi _{t_1\nu }^2(y)\phi _{t_2\nu }^2(yz)\right]^{1/2}.`$
Note that for $`u_21`$ we have

$`\left[\phi _{u_1\nu }^2\phi _{u_2\nu }^2\right]^{1/2}`$ $`K\nu ^{d/2}(u_1u_2)^{d/4}[\phi _{u\nu /2}]^{1/2}K(u_1u_2)^{d/4}u^{d/4}\phi _{u\nu },`$
and therefore (recall $`d5`$)

$`{\displaystyle \underset{\begin{array}{c}u_1+u_2=u\\ u_11\end{array}}{}}\left[\phi _{u_1\nu }^2\phi _{u_2\nu }^2\right]^{1/2}`$ $`\left(1+u^{d/4}{\displaystyle \underset{u_1=1}{\overset{u1}{}}}u_1^{d/4}(uu_1)^{d/4}\right)\phi _{u\nu }K\phi _{u\nu }.`$
Inserting this into (B.2) yields

(B.20) $`{\displaystyle }`$ $`\phi _{u_1\nu }(y)\phi _{u_2\nu }(wy)\phi _{t_1\nu }(y)\phi _{t_2\nu }(yz)K\phi _{u\nu }(w)\phi _{t\nu }(z).`$
Using (B.20) with $`y_1`$, $`y_2`$, $`y_3`$, $`m_1`$, $`m_5`$, $`m_2`$ and $`m_4`$ in place of $`y`$, $`z`$, $`w`$, $`u_1`$, $`u_2`$, $`t_1`$ and $`t_2`$, respectively, gives

$`P_m^{(N)}(x)`$ $`={\displaystyle \underset{y_i,m_i}{}}\phi _{m_2\nu }(y_1)\phi _{m_4\nu }(y_1y_2)\phi _{m_1\nu }(y_1)\phi _{m_5\nu }(y_3y_1)\phi _{m_3\nu }(y_2)\mathrm{}`$
$`K{\displaystyle \phi _{(m_2+m_4)\nu }(y_2)\phi _{m_3\nu }(y_2)\phi _{(m_1+m_5)\nu }(y_3)\mathrm{}}`$
(B.21) $`KP_m^{(N1)}(x).`$
Now we choose $`L_2`$ to be the maximum of the constants appearing in (B.18) and (B.2). We obtain (B.17). Now (B.15) and (B.16) together imply

(B.22) $`\mathrm{\Pi }_m^{(N)}KL_2^NL_1^{2N1}\mu ^m\psi _m.`$
The lemma now follows by inserting (B.22) into (B.9) and choosing $`\lambda `$ small enough. ∎