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# One-dimensional Disordered Density Waves and Superfluids: The Role of Quantum Phase Slips and Thermal Fluctuations

## Abstract

The low temperature phase diagram of $`1`$D disordered quantum systems like charge or spin density waves, superfluids and related systems is considered by a full finite T renormalization group approach, presented here for the first time. At zero temperature the consideration of quantum phase slips leads to a new scenario for the unpinning (delocalization) transition. At finite T a rich cross-over diagram is found which reflects the zero temperature quantum critical behavior.

preprint: draft

The collective behavior of condensed modulated structures like charge or spin density waves (CDWs/SDWs) Gruener ; Brazovski99 , flux line lattices (FLLs) Blatter ; NatSchei  and Wigner crystals Brazovski99  in random environments has been the subject of detailed investigations since the early 70th. These are motivated by the drastic influence of disorder: without pinning CDWs would be ideal superconductors whereas type-II superconductors would show a finite resistivity. In three dimensional systems the low temperature phase of these structures is determined by a zero temperature disorder fixed point resulting in quasi-long range order and a glassy dynamics Blatter ; NatSchei . In two dimensions this fixed point is extended to a fixed line which terminates at the glass transition temperature CardyOst ; ViFer84 . In the low temperature phase correlations decay slightly faster than a power law and the linear resistivity vanishes (for a recent review see NatSchei ). In one dimension the situation is different: the glass temperature is shifted to $`T=0`$. Nevertheless there remains a residual trace of the disorder which is reflected in the low temperature behavior of spatial correlations and the dynamics Feigel80 .

Clearly, at low temperatures also quantum fluctuations have to be taken into account. Disorder and quantum fluctuations in $`1`$D CDWs at zero temperature have been considered previously (see e.g. Fukuyama84 ; GiaSchulz87 ) and an unpinning transition as a function of the interaction strength was found. Finite temperature effects were partially incorporated by truncating the renormalization group (RG) flow at the de Broglie wave length of the phason excitationsGiaSchulz87 . However, for a complete study of the thermal to quantum cross-over quantum and thermal fluctuations have to be considered on an equal footing Chakra , which will be the first goal of this paper. The second goal will be the consideration of quantum phase slips which trigger their own quantum phase transition to the disordered phase and influence also the unpinning transition. Experimentally, 1D behavior can be seen in real materials e.g. in whiskers with a transverse extension smaller than the correlation length or in chain like crystals with weak interchain coupling. In the latter case there is a large cross-over length scale up to which 1D behavior can be observed Gruener ; Brazovski99 . The results obtained for the CDWs/SDWs have a number of further applications on disordered quantum systems: they relate e.g. to the localization transition of Luttinger liquids Fukuyama84 ; GiaSchulz87 , tunnel junction chains Korshunov , superfluids FisherGrinstein , Josephson coupled chains of these systems if the coupling is treated in mean-field theory Fukuyama84 . In most parts of this paper, we will use the terminology of CDWs.

Well below the mean field condensation temperature T$`_{\text{MF}}`$ of the CDW, the electron density $`\rho (x)`$ can be written in the form Gruener

$$\rho (x)=\rho _0(1+Q^1_x\phi )+\rho _1\mathrm{cos}[p(\phi +Qx)]+\mathrm{}$$
(1)
where $`Q=2k_F`$, $`k_F`$ is the Fermi–momentum, $`\rho _0`$ the mean electron density and $`\rho _1`$ is proportional to the amplitude of the complex (mean field) order parameter $`\mathrm{\Delta }e^{i\phi }b_Q+b_Q^+`$. $`b_k^+,b_k,`$ denotes the phonon creation and annihilation operator, respectively. $`\phi (x)`$ is a slowly varying phase variable. Neglecting fluctuations in $`\mathrm{\Delta }`$, the Hamiltonian of the CDW is given by

$`\widehat{}`$ $`=`$ $`{\displaystyle \underset{0}{\overset{L}{}}}\{{\displaystyle \frac{c}{2}}[\left({\displaystyle \frac{v}{c}}\right)^2\widehat{P}^2+(_x\widehat{\phi })^2]+{\displaystyle \underset{i}{}}U_i\rho (x)\delta (xx_i)`$ (2)
$`+W\mathrm{cos}\left({\displaystyle \frac{q\pi }{\mathrm{}}}{\displaystyle ^x}dy\widehat{P}(y)\right)\}dx`$
where $`[\widehat{P}(x),\widehat{\phi }(x^{})]=\frac{\mathrm{}}{i}\delta (xx^{})`$. $`c=f\frac{\mathrm{}v_F}{2\pi }`$ denotes the elastic constant, $`v_F`$ the Fermi–velocity, $`v`$ the effective velocity of the phason excitations and $`f(T)`$ the condensate density Gruener . Note that $`f(T)`$ and $`\mathrm{\Delta }(T)`$ vanish at T$`_{\text{MF}}`$ whereas $`v`$ remains finite. The third term results from the effect of impurities of random potential strenght $`U_i=\pm U_{imp}`$ and position $`x_i`$ and includes a forward and a backward scattering term proportional to $`\rho _0`$ and $`\rho _1`$, respectively. We will assume, that the mean impurity distance $`l_{imp}`$ is large compared with the wave length of the CDW and that the disorder is weak, i.e. $`1l_{imp}Qc/(U_{imp}\rho _1)`$. In this case the Fukuyama–Lee length $`L_{\text{FL}}=(c/(Up^2))^{2/3}`$ is large compared with the impurity distance, here $`U=U_{imp}\rho _1/\sqrt{l_{imp}}`$. The fourth term in (2) describes the influence of quantum phase slips by $`\phi =\pm q\pi `$ and will be further discussed below FisherGrinstein . The model (2) includes the four dimensionless parameters $`t=T/\pi \mathrm{\Lambda }c`$, $`K=\mathrm{}v/\pi c`$, $`u^2=U^2/\mathrm{\Lambda }^3\pi c^2`$ and $`w=W/\pi c\mathrm{\Lambda }^2`$, which measure the strength of the thermal, quantum, and disorder fluctuations and the probability of phase slips, respectively. $`\mathrm{\Lambda }=\pi /a`$ is a momentum cut-off. Although for CDWs and SDWs $`K`$-values of the order $`10^1`$ and $`1`$, respectively, have been discussed at $`T=0`$ Maki , the expressions relating $`K`$ and $`t`$ to the microscopic theory lead to the conclusion that both diverge by approaching $`T_{\text{MF}}`$ whereas the ratio $`K/t`$ remains finite. The classical region of the model is given by $`Kt`$ which can be rewritten as the condition, that the thermal de Broglie wave length $`\lambda _T=K/(t\mathrm{\Lambda })`$ of the phason excitations is small compared with the lattice spacing $`a`$.

In order to determine the phase diagram we adopt a standard Wilson-type renormalization group calculation, which starts from a path integral formulation of the partition function corresponding to Hamiltonian (2) with $`u,w1`$. We begin with the renormalization of the disorder term and put $`w=0`$ for the moment. The system is transformed into a translationally invariant problem using the replica-trick. Going over to dimensionless spatial and imaginary time variables, $`\mathrm{\Lambda }xx`$ and $`\mathrm{\Lambda }v\tau \tau `$, the replicated action is given by ($`\sigma =(u\rho _0\mathrm{\Lambda }/\rho _1Q)^2`$)

$`{\displaystyle \frac{S^{(n)}}{\mathrm{}}}`$ $`=`$ $`{\displaystyle \frac{1}{2\pi K}}{\displaystyle \underset{\alpha ,\beta }{}}{\displaystyle \underset{0}{\overset{L\mathrm{\Lambda }}{}}}dx{\displaystyle \underset{0}{\overset{K/t}{}}}d\tau \{[(_x\phi _\alpha )^2+(_\tau \phi _\alpha )^2]\delta _{\alpha \beta }`$ (3)
$``$ $`{\displaystyle \frac{1}{2K}}{\displaystyle \underset{0}{\overset{K/t}{}}}d\tau ^{}[u^2\mathrm{cos}p(\phi _\alpha (x,\tau )\phi _\beta (x,\tau ^{}))`$
$`+`$ $`\sigma _x\phi _\alpha (x,\tau )_x\phi _\beta (x,\tau ^{})]\}.`$
Integrating over the high momentum modes of $`\phi (x,\tau )`$ in a momentum shell of infinitesimal width $`2\pi /b|q|2\pi `$ but arbitrary frequencies and rescaling $`xx^{}=x/b`$, $`\tau \tau ^{}=\tau /b`$ we obtain the following renormalization group flow equations (up to one loop):

$`{\displaystyle \frac{dK}{dl}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}p^4u^2KB_0(p^2K,{\displaystyle \frac{K}{2t}})\mathrm{coth}{\displaystyle \frac{K}{2t}},`$ (4)
$`{\displaystyle \frac{du^2}{dl}}`$ $`=`$ $`\left[3{\displaystyle \frac{p^2K}{2}}\mathrm{coth}{\displaystyle \frac{K}{2t}}\right]u^2,{\displaystyle \frac{dt}{dl}}=t,`$ (5)
$$B_i(\nu ,y)=\underset{0}{\overset{y}{}}𝑑\tau \underset{0}{\overset{\mathrm{}}{}}\frac{dxg_i(\tau ,x)\mathrm{cosh}(y\tau )(\mathrm{cosh}y)^1}{\left[1+\left(\frac{y}{\pi }\right)^2(\mathrm{cosh}\frac{\pi x}{y}\mathrm{cos}\frac{\pi \tau }{y})\right]^{\nu /4}},$$
(6)
where $`l=\mathrm{ln}b`$ and $`g_0(\tau ,x)=\delta (x)\tau ^2`$. Note that $`B_0(p^2K,\frac{K}{2t})0`$ for $`K0`$.

The equation for the flow of $`\sigma `$ is more involved and will not be discussed here since it does not feed back into the other flow equations. Indeed, we can get rid of the forward scattering term by rewriting $`\widehat{\phi }(x)=\widehat{\phi }_b(x)+\phi _f(x)`$ with $`\phi _f(x)=_0^x𝑑yc(y)`$, $`c(x)=0`$ and $`c(x)c(x^{})=\frac{\pi }{2}\sigma \delta (xx^{})`$. The phase correlation function $`C(x,\tau )=(\phi (x,\tau )\phi (0,0))^2=C(x,\tau )+C_f(x)`$ has therefore always a contribution $`C_f(x)|x|/\xi _f`$ with $`\xi _f^1\sigma (l=\mathrm{log}|x|)`$. Since all further remarks about phase correlations refer to $`C_b(x,\tau )`$ we will drop the subscript $`b`$.

There is no renormalization of $`t`$ (i.e. $`c`$) because of a statistical tilt symmetry Schultz88 . The special case $`t=0`$ was previously considered in GiaSchulz87  (with $`p=\sqrt{2}`$). The flow equation for $`K`$ obtained in GiaSchulz87  for $`w=t=0`$ deviates slightly from (4), which can be traced back to the different RG-procedures. The critical behavior is however the same: there is a Kosterlitz-Thouless (KT) transition Kosterlitz  at $`K_u`$ between a disorder dominated pinned and a free unpinned phase which terminates in the fixed point $`K_u^{}=6/p^2`$. $`u_0`$ denotes the bare value of the disorder and $`K_u`$ is given by $`u^2=\frac{K_u^{}}{p^2\eta }(\frac{K_uK_u^{}}{K_u^{}}\mathrm{log}\frac{K_u}{K_u^{}})`$ with $`\eta =B_0(p^2K_u^{},\mathrm{})`$. In the pinned phase the parameters $`K,u`$ flow into the classical, strong disorder region: $`K0,u\mathrm{}`$. The correlation function $`C(x,0)|x|/\xi _u`$ increases linearly with $`|x|`$. Integration of the flow equations gives for small initial disorder and $`KK_u`$ an effective correlation length $`\xi _u\mathrm{\Lambda }^1(\mathrm{\Lambda }L_{\text{FL}})^{(1K/K_u)^1}`$ at which $`u`$ becomes of the order unity. Close to the transition line $`\xi _u`$ shows KT behavior. For $`KK_u`$ $`\xi _u`$ diverges and $`C(x,\tau )K(l=\mathrm{log}|z|)\mathrm{log}|z|`$ where $`|z|=\sqrt{x^2+\tau ^2}`$. Note that $`K(l)`$ saturates on large scales at a value $`K_{\text{eff}}(u_0)`$.

For large values of $`u`$ our flow equations break down, but we can find the asymptotic behavior in this phase by solving the initial model in theit strong pinning limit $`U_{\text{imp}}1,K=0`$ exactly. A straightforward but somewhat clumsy calculation yields for the pair correlation function $`C(x,\tau )=\frac{2\pi }{p\alpha }(1\frac{\alpha }{\mathrm{sinh}\alpha })|Qx|`$ where $`\alpha =\pi /(pQl_{\text{imp}})`$. The connection to the weak pinning model follows by choosing $`l_{\text{imp}}L_{\text{FL}}`$.

At finite temperatures thermal fluctuations destroy the quantum interference effects which lead to the pinning of the CDW at $`t=0`$. The RG flow of $`u`$ in the region $`K<K_u`$ first increases and then decreases. $`\xi `$ can be found approximately by integrating the flow equations until the maximum of $`u(l)`$ and $`t(l)/(1+K(l))`$ is of order one. This can be done in full generality only numerically (see Fig. 1). It is however possible to discuss several special cases analytically. The zero temperature correlation length can still be observed as long as this is smaller than $`\lambda _T`$ which rewrites for $`K`$ not too close to $`K_u^{}`$ as $`tt_KKt_\text{u}^{(1K/K_u)^1}`$, $`t_u(\mathrm{\Lambda }L_{\text{FL}})^1`$. We call this domain the quantum disordered region. For $`KK_u`$ the correlation length $`\xi `$ is given by $`\lambda _T`$ which is larger than given by purely thermal fluctuations. For scales smaller than $`\lambda _T`$, $`C(x,\tau )`$ still increases as $`\mathrm{log}|z|`$ with a continuously varying coefficient $`K_{\text{eff}}(u_0)`$. In this sense one observes quantum critical behavior in that region, despite of the fact, that the correlation length is now finite for all values of $`K`$ Chakra . In the classical disordered region $`t_K<t<t_u`$ the correlation length is roughly given by $`L_{\text{FL}}`$ as follows from previous studies Feigel80 ; ViFer84 . In the remaining region $`t_ut`$ we adopt an alternative method by mapping the (classical) one-dimensional problem onto the Burgers equation with noise HuseHenleyFi85 . In this case the RG-procedure applied to this equation becomes trivial since there is only a contribution from a single momentum shell and one finds for the correlation length $`\xi ^1\frac{\pi }{2}f(T)t(1+(2\pi /p)^2(t_u/t)^3)\mathrm{\Lambda }`$. The phase diagram depicted in Fig. 1 is the result of the numerical integration of our flow equations and shows indeed the various cross-overs discussed before.

So far the phase field was considered to be single valued. Taking into account also amplitude fluctuations of the order parameter the phase may change by multiples of $`2\pi `$ by orbiting (in space and imaginary time) a zero of the amplitude. Such vortices correspond to quantum phase slips described by the last term in (2) (with $`q=2`$), which we discuss here under equilibrium conditions. This operator superposes two translations of $`\phi `$ by $`\pm q\pi `$ left from $`x`$, i.e. it changes coherently the phase by $`\pm q\pi `$ in a macroscopic region. For vanishing disorder the model can be mapped on the sine-Gordon Hamiltonian for the $`\theta `$-field (with $`K`$ replaced by $`K^1`$) by using the canonical transformation $`\widehat{P}=\frac{\mathrm{}}{\pi }_x\widehat{\theta }`$ and $`\frac{\mathrm{}}{\pi }_x\widehat{\phi }=\widehat{\mathrm{\Pi }}`$. To see the connection to space-time vortices one rewrites the action of interacting vortices as a classical $`2D`$ Coulomb gas which is subsequently mapped to the sine–Gordon model Jose.et.al . The initial value $`w_0`$ of $`w`$ is proportional to the fugacity $`w_0e^{S_{\text{core}}/\mathrm{}}`$ of the space-time vortices which may be non-negligible close to T$`_{\text{MF}}`$ , where the action $`S_{\text{core}}\mathrm{}/(\pi K)`$ of the vortex core is small. Performing an analogous calculation as before (but with $`u=0`$) the RG-flow equations read:

$`{\displaystyle \frac{dK}{dl}}`$ $`=`$ $`{\displaystyle \frac{\pi }{2}}{\displaystyle \frac{q^4w^2}{K^3}}B_2({\displaystyle \frac{q^2}{K}},{\displaystyle \frac{K}{2t}})\mathrm{coth}{\displaystyle \frac{K}{2t}},`$ (7)
$`{\displaystyle \frac{dt}{dl}}`$ $`=`$ $`\left[1{\displaystyle \frac{\pi }{2}}{\displaystyle \frac{q^4w^2}{K^4}}B_1({\displaystyle \frac{q^2}{K}},{\displaystyle \frac{K}{2t}})\mathrm{coth}{\displaystyle \frac{K}{2t}}\right]t,`$ (8)
$`{\displaystyle \frac{dw}{dl}}`$ $`=`$ $`\left[2{\displaystyle \frac{q^2}{4K}}\mathrm{coth}{\displaystyle \frac{K}{2t}}\right]w,`$ (9)
where $`B_{1,2}`$ are given in (6) with $`g_1=2\tau ^2\mathrm{cos}x`$ and $`g_2=(x^2+\tau ^2)\mathrm{cos}x`$. From (7) - (9) we find, that for $`t=u=0`$ quantum phase slips become relevant (i.e. $`w`$ grows) for $`K>K_w`$ with $`K_w^{}=q^2/8`$ ($`q=2`$ for CDWs). In this region vortices destroy the quasi long range order of the CDW, $`C(x,\tau )|z|/\xi _w`$. The transition is of KT type with a correlation length $`\xi _w`$ ($`w(\mathrm{log}\xi _w)1`$) diverging at $`K_w+0`$ FisherGrinstein . At finite temperatures $`w`$ first increases, but then decreases and flows into the region of large $`t`$ and small $`w`$. Thus quantum phase slips become irrelevant at finite temperatures. This can be understood as follows: at finite $`t`$ the 1D quantum sine-Gordon model can be mapped on the Coulomb gas on a torus of perimeter $`K/t`$ since periodic boundary conditions apply now in the $`\tau `$-direction. Whereas the entropy of two opposite charges increases for separation $`LK/t`$ as $`\mathrm{log}(LK/t)`$, their action increases linearly with $`L`$. Thus, the charges remain bound. The one-dimensional Coulomb gas has indeed only an insulating phase Lenard .

It is now interesting to consider the combined influence of disorder and phase slips. In doing this we write an approximate expression for the action of a single vortex in a region of linear extension $`L`$ as

$$\frac{S_{\text{vortex}}S_{\text{core}}}{\mathrm{}}=(\frac{q^2}{4K}2)\mathrm{log}L\frac{u(L)}{K}.$$
(10)
For very low $`K(<K_u,K_w)`$ where $`u(L)u_0L^{3/2}`$ the disorder always favours vortices on the scale of the effective Fukuyama-Lee length $`\xi _\text{u}`$. These vortices will be pinned in space by disorder. On the other hand, for very large values of $`K(>K_u,K_w)`$ phase vortices are not influenced by disorder since $`u(L)`$ is renormalized to zero. In the remaining region we have to distinguish the cases $`K_uK_w`$. For $`K_w<K<K_u`$ (i.e. $`qp<4\sqrt{3}`$) and $`u_0=0`$ the phase correlations are lost on the scale of the KT correlation length $`\xi _w`$ of the vortex unbinding transition. Not too close to this transition $`\xi _w\mathrm{\Lambda }e^{(S_{\text{core}}/2\mathrm{})(1K_v/K)^1}`$. Switching on the disorder, u will be renormalized by strong phase fluctuations which lead to an exponential decay of $`uu_0e^{\text{const}L/\xi _w}`$ such that disorder is irrelevant for the vortex gas as long as $`\xi _w\xi _\text{u}`$. We expect that the relation $`\xi _w\xi _\text{u}`$ determines the position of the phase boundary between a pinned low-$`K`$ phase where vortices are favoured by the disorder and an unpinned high-$`K`$ phase where vortices are induced by quantum fluctuations. This line terminates in $`K_w`$ for $`u_00`$ (see Fig. 2). If $`S_{\text{core}}`$ is large, $`\xi _w`$ will be large as well and $`\xi _w\xi _\text{u}`$ will be reached only for $`KK_u^{}`$. For moderate values of $`S_{\text{core}}`$, the unpinning transition may be lowered considerably by quantum phase slips. In the opposite case $`K_u<K<K_w`$ (i.e. $`qp>4\sqrt{3}`$) phase fluctuations renormalize weak disorder to zero such that vortices are still suppressed until $`K`$ reaches $`K_w`$ where vortex unbinding occurs. In this case two sharp phase transitions have to be expected.

Our flow equations describe also the effect of a commensurate lattice potential on the CDW: if the wave length $`\pi /k_F`$ of the CDW modulation is commensurate with the period $`a`$ of the underlying lattice such that $`\pi /k_F=n/(qa)`$ with $`n,q`$ integer, an Umklapp term $`w\mathrm{cos}q\phi `$ appears in the Hamiltonian Gruener . We obtain the results in this case from (7) - (9) (and the conclusions derived from them) if we use the replacements $`KK^1,tt/K^2`$ and $`ww/K^2`$. Thus the lattice potential is relevant for $`K<K_w`$ with $`K_w^{}=8/q^2`$.

Next we consider the application of the results obtained so far to a one-dimensional Bose fluid. Its density operator is given by eq. (1) if we identify $`Q/\pi =\rho _0=\rho _1`$ ($`p=2`$). $`_x\phi `$ is conjugate to the phase $`\theta `$ of the Bose field Haldane . With the replacements $`KK^1`$, $`tt/K^2`$ and $`w=0`$, (3) describes the action of the 1D-superfluid in a random potential. $`v`$ denotes the phase velocity of the sound waves with $`v/(\pi K)=\rho _0/m`$ and $`\pi vK=\kappa /(\pi ^2\rho _0^2)`$ where $`\kappa `$ is the compressibility. The transition between the superfluid and the localized phase occurs for $`K_u^{}=2/3`$ GiaSchulz87 . Thermal fluctuations again suppress the disorder and destroy the superfluid localization transition in 1D. In contrast to CDWs here the $`\theta `$-field may have vortex-like singularities in space–time and the flow equations (7)-(9) apply again. The vortex unbinding transition appears at $`K_w`$ with $`K_w^{}=1/2,(q=2)`$. If both $`w`$ and $`u`$ are non-zero we can use the canonical transformation to rewrite the vortex contribution in the form $`w\mathrm{cos}(q\phi )`$. For $`K<K_u,K_w`$ both perturbations are irrelevant and the system is superfluid. For $`K_w<K<K_u`$ the decay of $`u`$ is stopped due to the suppression of the $`\phi `$ fluctuations due to $`w`$. An Imry-Ma-argument shows further, that the $`q\phi =\pi (n+1/2)`$ state is destroyed on the scale $`\xi \xi _w/u^2(\mathrm{log}\xi )`$ by arbitrary weak disorder, i.e. vortices become irrelevant above this scale. On larger scales one can expects that quantum fluctuations wash out the disorder, the system is still superfluid. Finally, at $`K>K_u,K_w`$ both perturbations are relevant and superfluidity is destroyed.

To conclude we have shown, that in 1D CDWs/SDWs and superfluids disorder driven zero temperature phase transitions are destroyed by thermal fluctuations leaving behind a rich cross-over behavior. Quantum phase slips in CDWs and superfluids lead to additional phase transitions and shift the unpinning transition in CDWs to smaller $`K`$-values. Coulomb hardening and dissipative quantum effects will be discussed in a forthcoming publication GlaNat .

Acknowledgement: The authors thank A. Altland, S. Brasovskii, T. Emig, L. Glazman, S. Korshunov, B. Rosenow and S. Scheidl for useful discussions.


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# 1 Introduction

## 1 Introduction

The standard model of elementary particles has two apparent fine-tuning problems which are hard to be undertaken directly by additional (gauge) symmetries: the cosmological constant and the strong CP  problems. The presence of extra dimensions might serve as an alternative to symmetry in obtaining such fine-tuned parameters in a natural way.

In this paper, as a concrete example, we consider QCD in a five-dimensional sliced bulk with chiral extra-quarks on the boundaries and point out that it is generically free from the strong CP problem.

For definiteness, let us suppose that there is a pair of extra-quarks in addition to the standard-model quarks: a left-handed colored fermion $`\psi _L`$ and a right-handed one $`\psi _R`$. We assume an extra-dimensional space which separates them from each other along the extra dimension. If the distance between them is sufficiently large, the theory possesses an axial U(1) symmetry

$$\psi _Le^{i\alpha }\psi _L,\psi _Re^{i\alpha }\psi _R$$
(1)
approximately, whose breaking is suppressed at a fundamental scale. This accidental global symmetry, which is actually broken by a QCD anomaly, plays a role of the Peccei-Quinn symmetry , making the effective strong CP phase to be sufficiently small.

The point is that the presence of such an approximate symmetry is not an artificial requirement, but a natural result stemming from the higher-dimensional space, which might well be stable even against possible quantum gravitational corrections. Note that axion models in the four-dimensional spacetime suffer from a fine-tuning problem: operators that break the axial symmetry should be highly suppressed without any dynamical reasons. The present model provides a solution to this problem.

## 2 Bulk color gauge theory

Let us consider a four-dimensional Minkowski spacetime $`M_4`$ along with one-dimensional extra-space $`S^1`$, whose coordinate $`y`$ extends form $`l`$ to $`l`$ (that is, two points at $`y=l`$ and $`y=l`$ are identified). The SU(3)C gauge field is assumed to propagate on the whole spacetime $`M_4\times S^1`$. The action of the five-dimensional gauge field is given by

$`S_A={\displaystyle d^4x_l^l𝑑y\frac{M_{}}{4g^2(y)}tr(F_{MN}F^{MN})}+{\displaystyle h(y)tr\left(AF^2\frac{1}{2}A^3F+\frac{1}{10}A^5\right)},`$ (2)
where $`F_{MN}=_MA_N_NA_M+[A_M,A_N]`$ $`(M,N=0,\mathrm{},4;x^4y)`$, $`A=A_Mdx^M`$, and $`F=dA+A^2=(1/2)F_{MN}dx^Mdx^N`$. Here, $`M_{}`$ is supposed to be a cutoff scale in the higher-dimensional gauge theory and $`g(y)`$ and $`h(y)`$ are gauge and Chern-Simons coupling functions, respectively.

Kaluza-Klein reduction to the four-dimensional spacetime, however, yields a massless color-octet scalar which is undesirable in the low-energy spectrum. Hence we consider an $`S^1/𝐙_2`$ orbifold instead of the $`S^1`$. The five-dimensional gauge field $`A_M(x,y)`$ is now under a constraint

$$A_\mu (x,y)=A_\mu (x,y),A_4(x,y)=A_4(x,y),$$
(3)
where $`\mu =0,\mathrm{},3`$. Then, we have only a vector field at low energies without the scalar field after the Kaluza-Klein reduction. In order to define the theory on the orbifold consistently, the action eq.(2) on the $`S^1`$ should be invariant under the $`𝐙_2`$ transformation. This invariance is achieved as long as $`g(y)=g(y)`$ and $`h(y)=h(y)`$. We take the $`g(y)`$ to be $`y`$-independent and the $`h(y)`$ as

$$h(y)=c\frac{y}{|y|},$$
(4)
where c is a constant to be determined in the next section. The gauge symmetries are left unbroken with the infinitesimal SU(3)C gauge transformation parameter restricted to satisfy $`\epsilon (x,y)=\epsilon (x,y)`$.

## 3 Boundary extra-quarks

There are two fixed points in the $`S^1/𝐙_2`$ orbifold: $`y=0`$ and $`y=l`$. Let us put chiral extra-quarks111 Instead of boundary extra-quarks, we may introduce vector-like extra-quarks in the bulk with a domain wall background, which results in a similar separation of chiral extra-quarks along the extra dimension. on the fixed-point boundaries: 222 The standard-model quarks may be put on one of the fixed points, which does not alter the point in the following discussion. a left-handed extra-quark $`\psi _L`$ at $`y=0`$ and a right-handed extra-quark $`\psi _R`$ at $`y=l`$. The action of the extra-quarks contains

$$S_\psi =_{y=0}d^4x\overline{\psi }_LiD\text{}\psi _L+_{y=l}d^4x\overline{\psi }_RiD\text{}\psi _R.$$
(5)
Under an infinitesimal gauge transformation, this fermionic sector provides a gauge anomaly

$`\delta S_{eff}={\displaystyle \frac{i}{24\pi ^2}}{\displaystyle _{y=0}}tr\left(\epsilon d(AdA+{\displaystyle \frac{1}{2}}A^3)\right){\displaystyle \frac{i}{24\pi ^2}}{\displaystyle _{y=l}}tr\left(\epsilon d(AdA+{\displaystyle \frac{1}{2}}A^3)\right)`$ (6)
due to its chirality, though the fermion content is vector-like from a four-dimensional perspective.

On the other hand, the bulk action yields

$`\delta S_A`$ $`=`$ $`{\displaystyle h(y)tr\left((d\epsilon )d(AdA+\frac{1}{2}A^3)\right)}`$ (7)
$`=`$ $`{\displaystyle (dh(y))tr\left(\epsilon d(AdA+\frac{1}{2}A^3)\right)}`$
under the gauge transformation. Gauge anomaly cancellation with the fermionic sector implies

$$c=\frac{i}{48\pi ^2}.$$
(8)
## 4 Anomalous quasi-symmetry

The gauge-invariant theory is given by the total action $`S=S_A+S_\psi `$. Then, there is an approximate axial U(1) symmetry given by eq.(1). Indeed, interactions between the chiral extra-quarks (in the four-dimensional effective theory) such as

$$M_{}\psi _L\psi _R^{}+\mathrm{h}.\mathrm{c}.$$
(9)
are suppressed by $`e^{M_{}l}/(M_{}l)`$ with $`M_{}`$ as the cutoff scale at which new particles and interactions may arise (see also the discussion in the final section).

The extra-quarks should be decoupled from the low-energy spectrum to escape from detection. Thus, we introduce hypercolor gauge interactions in the bulk to confine the extra-quarks at high energies. Such new gauge interactions at the same time induce a chiral condensate $`\psi _L\psi _R^{}`$, break down the axial U(1) symmetry  and provide a corresponding Nambu-Goldstone (NG) boson called an axion . Non-vanishing anomaly U(1)\[SU(3)C\]2 induces a potential of the axion field.

Let us adopt SU(3)H as the hypercolor gauge group and assume that the chiral fermions on each boundary transform as $`\psi _L(\mathrm{𝟑},\mathrm{𝟑}^{})`$ and $`\psi _R(\mathrm{𝟑},\mathrm{𝟑}^{})`$ under the SU(3)$`{}_{C}{}^{}\times `$SU(3)H gauge group. 333 Extensions to larger gauge groups and fermion representations are straightforward, which are touched upon in the final section. The SU(3)H interactions are supposed to be strong and confining at an intermediate scale $`F_a`$, and a chiral condensate $`\psi _L\psi _R^{}F_a^3`$ develops. Note that the \[SU(3)H\]3 anomaly due to the fermionic sector can also be canceled by bulk Chern-Simons terms in a similar way as in the previous section.

SU(3)H-charged particles are confined and what is left at low energies are only massless NG bosons. When one switches off the SU(3)C gauge interactions (to concentrate on the strong dynamics of the SU(3)H interactions), then there is U(3)$`{}_{L}{}^{}\times `$U(3)R flavor symmetry that acts on $`\psi _L`$ and $`\psi _R^{}`$, where the SU(3) subgroup of the diagonal U(3) symmetry is actually gauged as SU(3)C. The flavor symmetry U(3)$`{}_{L}{}^{}\times `$U(3)R is spontaneously broken down to the diagonal U(3) symmetry. The NG bosons due to this chiral symmetry breaking transform as $`\mathrm{𝟑}\times \mathrm{𝟑}^{}=\mathrm{𝐚𝐝𝐣}.+\mathrm{𝟏}`$ under the SU(3)C. However, there is not U(3)$`{}_{L}{}^{}\times `$U(3)R symmetry actually since the diagonal SU(3) is gauged as the SU(3)C gauge group, and hence the adjoint-part of the NG bosons acquires masses due to the SU(3)C radiative corrections. What remains massless is only the color-singlet NG boson, which corresponds to the axial U(1) symmetry in eq.(1).

The axial symmetry discussed above, however, also has U(1) \[$`SU(3)_H`$\]2 anomaly. Therefore, the color-singlet NG boson obtains a large mass and it cannot play a role of the axion for the color SU(3)C. Hence we further introduce an additional pair of chiral fermions on each boundary: $`\chi _L(\mathrm{𝟏},\mathrm{𝟑}^{})`$ at $`y=0`$ and $`\chi _R(\mathrm{𝟏},\mathrm{𝟑}^{})`$ at $`y=l`$. The global symmetry is now U(4)$`{}_{L}{}^{}\times `$ U(4)R if the SU(3)C gauge interactions are neglected. The strong dynamics of the SU(3)H gauge interactions leads to spontaneous breakdown of the chiral symmetry, $`\psi _L\psi _R^{}F_a^3`$ and $`\chi _L\chi _R^{}F_a^3`$. Two color-singlets would remain massless if it were not for anomalies. In this case, one of them does play a role of the axion that makes the effective strong CP phase to be sufficiently small.

## 5 Discussion

The accidental chiral symmetry discussed above is broken by effective operators of the chiral fermions. The operators involving both ‘$`\psi _L`$ or $`\chi _L`$’ and ‘$`\psi _R^{}`$ or $`\chi _R^{}`$’, such as eq.(9), are highly suppressed. 444 $`M_{}l150+3\mathrm{ln}(F_a/10^{12}\mathrm{GeV})`$ is sufficient. However, the operators involving either ‘$`\psi _L`$ and $`\chi _L`$’ or ‘$`\psi _R^{}`$ and $`\chi _R^{}`$’ are expected to be suppressed only by powers of $`1/M_{}`$. Thus, such operators induce an additional potential of the axion, but this correction is not too large to render the Peccei-Quinn mechanism ineffective: Axial-symmetry breaking on each boundary may have coupling coefficients of order one. Such operators of the lowest mass dimension555 Discussion here assumes that the extra-quarks are not charged under the SU(2)L or U(1)Y gauge group of the standard model, though we can also consider a model where they are charged under the SU(2)L or U(1)Y. are given by

$$_{y=0}d^4x\frac{1}{M_{}^5}(\psi _L)^3(\psi _L)^3+_{y=l}d^4x\frac{1}{M_{}^5}(\psi _R^{})^3(\psi _R^{})^3+\mathrm{h}.\mathrm{c}.$$
(10)
Integration of heavy particles of masses of order $`F_a`$ induces an additional potential of the axion field $`a`$ as

$$V(a)\frac{F_a^{14}}{M_{}^{10}}f(\frac{a}{F_a}),$$
(11)
where $`f(a/F_a)`$ is a function of $`a/F_a`$, whose minimum is generically different from that of the potential induced exclusively by the QCD effects. The resulting shift in the $`\theta _{\mathrm{eff}}`$ parameter of the QCD is expected to be of order

$$\theta _{\mathrm{eff}}\left(\frac{F_a}{M_{}}\right)^{14}\left(\frac{M_{}}{\mathrm{\Lambda }_{\mathrm{QCD}}}\right)^4=10^{10}\left(\frac{F_a10^5}{M_{}}\right)^{14}\left(\frac{M_{}}{\mathrm{\Lambda }_{\mathrm{QCD}}10^{15}}\right)^4.$$
(12)
The present experimental bound $`\theta _{\mathrm{eff}}<10^9`$ is satisfied, for instance, with $`M_{}10^{18}\mathrm{GeV}`$ and $`F_a10^{12}\mathrm{GeV}`$, which is phenomenologically viable.

We note that the axial-symmetry breaking operators on each boundary can be made to have higher mass dimensions if we adopt a larger hypercolor gauge group instead of the SU$`(3)_H`$. Then, the $`\theta _{\mathrm{eff}}`$ will be more suppressed.

## acknowledgment

T.W. would like to thank the Japan Society for the Promotion of Science for financial support. This work was partially supported by “Priority Area: Supersymmetry and Unified Theory of Elementary Particles (# 707)” (T.Y.).


text:
# Wronskians as 𝑛-Lie multiplications

## 1. Introduction

Let $`U`$ be an associative commutative algebra with commuting derivations $`_1,\mathrm{},_n.`$ The following determinant on $`U,`$ called Jacobian, is well known

$$Jac_n(u_1,\mathrm{},u_n)=\left|\begin{array}{ccc}_1u_1& \mathrm{}& _1u_n\\ \mathrm{}& \mathrm{}& \mathrm{}\\ _nu_1& \mathrm{}& _nu_n\end{array}\right|$$

In ,  it was proved that $`(U,Jac_n)`$ as $`n`$-ary algebra is $`n`$-Lie, i.e., Jacobian satisfies the Leibniz rule:

$$Jac_n(u_1,\mathrm{},u_{n1},Jac_n(u_n,\mathrm{},u_{2n1}))=$$

$$\underset{i=1}{\overset{n}{}}Jac_n(u_n,\mathrm{},u_{n+i1},Jac_n(u_1,\mathrm{},u_{n1},u_{n+i}),u_{n+i+1},\mathrm{},u_{2n1}).$$

There exists another remarkable determinant, called Wronskian. It is defined on any associative commutative algebra $`U`$ with one derivation $``$ by the rule

$$V^{0,1,\mathrm{},k}(u_0,\mathrm{},u_k)=$$

$$\left|\begin{array}{cccc}u_0& u_1& \mathrm{}& u_k\\ u_0& u_1& \mathrm{}& u_k\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ ^ku_0& ^ku_1& \mathrm{}& ^ku_k\end{array}\right|$$

The aim of our paper is to study algebra $`U`$ as $`n`$-ary algebras under wronskian multiplications.

Let $`A`$ and $`M`$ be vector spaces and $`T^k(A,M)=Hom(A^k,M)`$ be a space of polylinear maps $`A\times \mathrm{}\times AA`$ with $`k`$ arguments. Set $`T^0(A,M)=M`$ and $`T^k(A,M)=0,`$ if $`k<0.`$ Set $`T^{}(A,M)=_kT^k(A,M).`$

Let $`^kA`$ be $`k`$-th exterior power of $`A`$ and $`C^k(A,M)=Hom(^kA,M)`$ be subspace of $`T^k(A,M).`$ Set $`C^0(A,M)=M`$ and $`C^k(A,M)=0,`$ if $`k<0`$ and $`C^{}(A,M)=_kC^k(A,M).`$

Let $`A`$ be algebra with signature $`\mathrm{\Omega }`$ . This means that $`\mathrm{\Omega }`$ is a set of polylinear maps $`A\times \mathrm{}\times AA.`$ An element $`\omega \mathrm{\Omega }`$ is called as $`n`$-ary multiplication, if $`\omega T^n(A,M).`$ We set $`|\omega |=n,`$ if $`\omega T^n(A,A).`$ If necessary to pay attention to signature, instead of $`A`$ we will write $`(A,\mathrm{\Omega }).`$ If $`\mathrm{\Omega }`$ consists of one element $`\omega `$ we set $`A=(A,\omega ).`$

Let $`(A,\omega )`$ an $`n`$-ary algebra with vector space $`A`$ over a field $`K`$ of characteristic $`p0`$ and polylinear map with $`n`$ arguments $`A\times \mathrm{}\times AA.`$ Recall that a linear map $`D:AA`$ is called derivation of $`A,`$ if

$$D(\omega (a_1,\mathrm{},a_n))=\underset{i=1}{\overset{n}{}}\omega (a_1,\mathrm{},a_{i1},D(a_i),a_{i+1},\mathrm{},a_n),$$

for any $`a_1,\mathrm{},a_nA.`$ Let $`L_{a_1\mathrm{}a_{n1}}:AA`$ be a linear map defined by

$$L_{a_1,\mathrm{},a_{n1}}a=\omega (a_1,\mathrm{},a_{n1},a).$$

Let $`DerA`$ be an algebra of all derivations of the algebra $`(A,\omega ).`$ An algebra $`(A,\omega )`$ is called $`n`$-Lie , if $`\omega `$ is skew-symmetric and

$$L_{a_1,\mathrm{},a_{n1}}DerA,$$

for any $`a_1,\mathrm{},a_{n1}A.`$ About $`n`$-Lie algebras called also as Nambu, Filipov, Takhtajan see also , .

Let $`Sym_k`$ be the permutation group and $`sign\sigma `$ is signum of the permutation $`\sigma Sym_k.`$ Denote by $`Sym_{k,l}`$ the subset of $`k,l`$-shufle permutations, i.e., permutations $`\sigma Sym_{k+l},`$ such that $`\sigma (1)<\mathrm{}<\sigma (k),\sigma (k+1)<\mathrm{}<\sigma (k+l).`$ Usually by the set of permutations for $`Sym_k`$ one understands the standard set $`\{1,\mathrm{},k\},`$ but in our paper we use some non-standard sets of order $`k,`$ something like $`2,3,\mathrm{},k+1\}`$ in definition of $`Q_l.`$ Form the context will be clear what kind of sets we use.

An algebra $`(A,\omega )`$ with $`n`$-ary multiplication $`\omega `$ is called $`(n1)`$-left commutative, if

$$\underset{\sigma Sym_{2n2}}{}sign\sigma \omega (a_{\sigma (1)},\mathrm{},a_{\sigma (n1)},\omega (a_{\sigma (n)},\mathrm{},a_{\sigma (2n2)},a_{2n1}))=0,$$

for any $`a_1,\mathrm{},a_{2n2},a_{2n1}A.`$

Call an algebra $`(A,\omega )`$ as homotopical $`n`$-Lie , if $`\omega C^n(A,A)`$ and

$$\underset{\sigma Sym_{n1,n1}}{}sign\sigma \omega (a_{\sigma (1)},\mathrm{},a_{\sigma (n1)},\omega (a_{\sigma (n)},\mathrm{},a_{\sigma (2n2)},a_{\sigma (2n1)}))=0,$$

for any $`a_1,\mathrm{},a_{2n2},a_{2n1}A.`$ In  such algebra is called Lie $`n`$-algebra.

An algebra $`(A,\mathrm{\Omega })`$ is called homotopical Lie algebra , if $`\mathrm{\Omega }`$ consists of elements $`\omega _1,\omega _2,\mathrm{},`$ such that $`\omega _kC^k(A,A)`$ and

$$\underset{\sigma Sym_{i1,j}}{}sign\sigma \omega _i(a_{\sigma (1)},\mathrm{},a_{\sigma (i1)},\omega _j(a_{\sigma (i)},\mathrm{},a_{\sigma (i+j1)}))=0,$$

for any $`a_1,\mathrm{},a_{i+j1}A`$ and $`i,j=1,2,\mathrm{}.`$

In section 2 we prove that any $`n`$-Lie algebra is $`(n1)`$-left commutative and any $`(n1)`$-left commutative algebra is homotopical $`n`$-Lie. Examples of Wronskian algebras show that inverse of these statements are not true.

Let $`U`$ be associative commutative algebra with derivation $`.`$ Let $`V^{i_1,\mathrm{},i_k}=^{i_1}\mathrm{}^{i_k}`$ be the generalized Wronskian, i.e.,

$$V^{i_1,\mathrm{},i_k}(u_1,\mathrm{},u_k)=\left|\begin{array}{ccc}^{i_1}u_1& \mathrm{}& ^{i_k}u_k\\ \mathrm{}& \mathrm{}& \mathrm{}\\ ^{i_k}u_1& \mathrm{}& ^{i_k}u_k\end{array}\right|$$

For example, $`V^{0,1,2,\mathrm{},k}`$ is the standard Wronskian.

###### Theorem 1.1.

Let $`U`$ be any associative commutative algebra over the field $`K`$ of characteristic $`p0`$ and derivation $`.`$ Then

1. For any $`k>0,`$ the algebra $`(U,V^{0,1,\mathrm{},k})`$ is homotopical $`(k+1)`$-Lie. Moreover, $`(U,\{0,\lambda _{i+1}V^{0,1,\mathrm{},i},i=1,2,\mathrm{}\})`$ is homotopical Lie, for any $`\lambda _ik,\lambda _1=0.`$
2. The algebra $`(U,V^{0,1,\mathrm{},k}),k>0,`$ is $`k`$-left commutative, if and only if $`k2.`$
3. The algebra $`(U,V^{0,1,\mathrm{},k})`$ is $`(k+1)`$-Lie, if and only if one of the following conditions are hold

* $`k=1`$ and $`p`$ is any prime number or $`0`$
    * $`k=2`$ and $`p=2`$
    * $`k=3`$ and $`p=3`$
    * $`k=4`$ and $`p=2.`$

Remark. One can check that $`(U,\{V^{0,1},\lambda _3V^{0,2,3},\lambda _4V^{0,2,3,4}\})`$ is homotopical, if and only if $`5\lambda _3^2+7\lambda _4=0`$ and there are no homotopical prolongation for $`\{V^{0,1},V^{0,1,4}\}.`$ Description of homotopical structures with beginning part $`V^{0,1}`$ will be discussed in another paper. Results will follow from the following general fact. Suppose that $`A`$ is $`\mathrm{\Omega }`$-homotopical Lie algebra, where $`\mathrm{\Omega }=\{\omega _k^k(A,A):k=1,2,\mathrm{}\},`$ such that $`\omega _1=0.`$ Denote by $`A^{lie}`$ an algebra $`A`$ under Lie multiplication $`\omega _2.`$ Then $`\omega _kZ^k(A^{lie},A^{lie}),`$ for any $`k2.`$

By theorem 1.1, Wronskians as $`n`$-Lie multiplications in sense of Filipov, for $`n>2`$ can appear only in cases of small characteristics $`p=2,3.`$ In  it was established the following result: if $`A`$ is $`n`$-Lie with multiplication $`\omega `$ then $`A`$ is $`(n1)`$-Lie under multiplication $`i(a)\omega ,`$ for any $`aA.`$ Using this construction from $`(k+1)`$-Lie algebras $`V^{0,1,\mathrm{},k}`$ one can obtain another $`n`$-Lie algebras with $`nk.`$

###### Theorem 1.2.

Let $`n2`$ and $`p=charK0.`$ The following generalized Wronskians are $`n`$-Lie multiplications

* $`n=2`$

+ $`p=2,V^{2^r2^l,2^r},0lr`$
    + $`p=2,_{i=1}^{2^l}V^{i,2^l+1i},0<l`$
    + $`p=3,V^{23^r,3^{r+1}},0r`$
* $`n=3`$

+ $`p=2,V^{1,2,4}`$
    + $`p=2,V^{2,3,4}`$
    + $`p=2,_{i=1}^{2^l}V^{0,i,2^l+1i},0<l`$
    + $`p=3,V^{1,2,3}`$
* $`n=4`$

+ $`p=2,V^{1,2,3,4}`$
    + $`p=3,V^{0,1,2,3}`$
* $`n=5,p=2,V^{0,1,2,3,4}`$

Over a fields of characteristic $`0`$ Wronskian $`V^{0,1,\mathrm{},k}`$ can serve as $`n`$-Lie multiplication only in case of Lie algebras, $`n=2,k=1.`$

###### Corollary 1.3.

Let $`U`$ be associative commutative algebra with derivation $``$ over a field of characteristic $`p=3.`$ Endow $`U`$ by $`3`$-multiplication $`V^{1,2,3}.`$ Then $`U`$ is a triple Lie system.

It is well known that, if $`D_1,D_2`$ are derivations of some associative commutative algebra $`U,`$ then $`D_1D_2:(u,v)D_1(a)D_2(b)D_2(a)D_1(b)`$ is a Lie multiplication. In case of small characteristics might happen that $`DF`$ is also Lie multiplication, if $`D`$ or $`F`$ is not a derivation.

###### Corollary 1.4.

Let $`DDerU`$ be a derivation of some associative commutative algebra $`U.`$ Then the multiplication $`D^2D^3:(u,v)D^2(u)D^3(v)D^2(v)D^3(u)`$ endows $`U`$ by a structure of Lie algebra, if $`p=3.`$ The multiplication $`D^{2^k}D^{2^k1}:(u,v)D^{2^k}(u)D^{2^k1}(v)D^{2^k1}(u)D^{2^k}(v)`$ is also endows $`U`$ by a structure of Lie algebras, if $`p=2.`$

Our calculations are based on two ideas. The first idea (a polynomial trick) means the following. Suppose that some statement $`𝒳`$ about associative commutative algebra with unit $`U`$ and commuting derivations $`𝒟=<_1,\mathrm{},_n>`$ was obtained by using

* linear properties of $`U`$
* associativity, commutativity and unit properties of $`U`$
* Leibniz rule for derivations $`_1,\mathrm{},_n.`$
* commuting property of derivations $`[_i,_j]=0,i,j=1,2,\mathrm{},n`$

Then this statement is true for any associative commutative algebra with unit and commuting derivations.

In particular, we can take as $`U`$ the polynomial algebra $`K[x_1,\mathrm{},x_n]`$ and $`_i=/x_i`$ or algebra of divided power polynomials (in case of $`p>0`$)

$$O_n(𝐦)=\{x^\alpha =\underset{i=1}{\overset{n}{}}x^{(\alpha _i)}:0\alpha _i<p^{m_i},𝐦=(m_1,\mathrm{},m_n)\},$$

$$x^\alpha x^\beta =\underset{i=1}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{\alpha _i+\beta _i}{\alpha _i}\right)x^{\alpha +\beta },$$

with special derivations

$$_i:x^\alpha x^{\alpha ϵ_i},ϵ_i=(0,\mathrm{},0,\underset{i}{1},0,\mathrm{},0),i=1,\mathrm{},n.$$

We can consider the statement $`𝒳`$ for (divided) polynomial algebras.

The second idea concerns $`𝒟`$-invariant polynomials . Let $`\psi T^k(U,U)`$ be polylinar map. It is called $`𝒟`$-invariant, if

$$\psi (u_1,\mathrm{},u_k)=\underset{i=1}{\overset{k}{}}\psi (u_1,\mathrm{},u_{i1},u_i,u_{i+1},\mathrm{},u_k),$$

for any $`u_1,\mathrm{},u_kU`$ and $`𝒟.`$ In other words, $`\psi `$ is $`𝒟`$-invariant, if any $`𝒟`$ is derivation for $`\psi .`$ Notice that $`U`$ is $`𝒟`$-graded:

$$U=_{s0}U_s,U_sU_lU_{s+l},$$

$$U_0=<1>,$$

$$_iU_sU_{s1},$$

$$U^𝒟=\{uU:_iu=0,i=1,\mathrm{},n\}=U_0.$$

For graded $`𝒟`$-invariant polylinear map $`\psi T^k(U,U)`$ denote by $`\pi \psi `$ a polylinear form $`\pi \psi T^k(U,U_0),`$ defined on homogeneous basic elements $`e_1,\mathrm{},e_kU`$ by

$$\pi \psi (e_1,\mathrm{},e_k)=\psi (e_1,\mathrm{},e_k),$$

if $`\psi (e_1,\mathrm{},e_k)U_0`$ and

$$\pi \psi (e_1,\mathrm{},e_k)=0,$$

if $`\psi (e_1,\mathrm{},e_k)_{s>0}U_s.`$ Call $`\pi \psi `$ as a support of $`\psi `$ and $`k`$-typle of basic homogeneous elements $`(e_1,\mathrm{},e_k),`$ such that $`\pi \psi (e_1,\mathrm{},e_k)0`$ as a supporting chain. Let $`\mathrm{\Gamma }`$ be a set of supporting chains. Then  $`\psi `$ can be restored by support $`\pi \psi `$ in a unique way. Namely,

$$\psi (u_1,\mathrm{},u_k)=\underset{\{\alpha _1,\alpha _2,\mathrm{},\alpha _k\}\mathrm{\Gamma }}{}\frac{^{\alpha _1}(u_1)}{\alpha _1!}\mathrm{}\frac{^{\alpha _k}(u_k)}{\alpha _k!}\pi \psi (x^{\alpha _1},\mathrm{},x^{\alpha _k}).$$

So, to find $`𝒟`$-polylinear form it is enough to calculate its support. We us this method in calculations of $`Q\psi ,`$ $`Q_{short}\psi ,`$ $`Q_{long}\psi `$ and $`Q_{alt}\psi .`$ In our case $`n=1`$ and the restoring formula looks more simpler

$$\psi =\underset{i_1,\mathrm{},i_k\mathrm{\Gamma }}{}\lambda _{i_1,\mathrm{},i_k}\frac{^{i_1}u_1}{i_1!}\mathrm{}\frac{^{i_k}u_k}{i_k!},$$

where $`\lambda _{i_1,\mathrm{},i_k}=\pi \psi (x^{i_1},\mathrm{},x^{i_k})K.`$ In case of divided polynomials here $`x^i`$ should be changed to $`x^{(i)}`$ and $`\frac{^iu}{i!}`$ to $`^iu.`$ Calculations of support chains and support forms was made by Matematica.

## 2.  Connections between $`n`$-Lie, $`(n1)`$-left commutative and homotopical $`n`$-Lie structures

Define quadratic maps

$$Q,Q_{short},Q_{long},Q_{alt}:C^k(A,A)T^{2k1}(A,A),$$

by

$$Q\psi (a_1,\mathrm{},a_{2k1})=\psi (a_1,\mathrm{},a_{k1},\psi (a_k,\mathrm{},a_{2k1}))$$

$$\underset{i=1}{\overset{k}{}}\psi (a_k,\mathrm{},a_{k+i1},\psi (a_1,\mathrm{},a_{k1},a_{k+i}),a_{k+i+1},\mathrm{},a_{2k1}),$$

$$Q_{long}\psi (a_1,\mathrm{},a_{2k1})=$$

$$\underset{\sigma Sym_{k1,k},\sigma (k1)=2k1}{}sign\sigma \psi (a_{\sigma (1)},\mathrm{},a_{\sigma (k2}),a_{\sigma (k1)},\psi (a_{\sigma (k)},\mathrm{},a_{\sigma (2k1)})),$$

$$Q_{short}\psi (a_1,\mathrm{},a_{2k1})=$$

$$\underset{\sigma Sym_{k1,k},\sigma (2k1)=2k1}{}sign\sigma \psi (a_{\sigma (1)},\mathrm{},a_{\sigma (k1}),\psi (a_{\sigma (k)},\mathrm{},a_{\sigma (2k2)},a_{2k1})),$$

$$Q_{alt}\psi (a_1,\mathrm{},a_{2k1})=$$

$$\underset{\sigma Sym_{k1,k}}{}sign\sigma \psi (a_{\sigma (1)},\mathrm{},a_{\sigma (k1)},\psi (a_{\sigma (k)},\mathrm{},a_{\sigma (2k2)},a_{\sigma (2k1)})),$$

These definitions divide elements $`\{a_1,\mathrm{},a_{2k1}\}`$ into two types. Call elements of the $`(k1)`$ elements subset $`\{a_1,\mathrm{},a_{k1}\}`$ as a short and elements of the $`k`$ elements subset $`\{a_k,\mathrm{},a_{2k1}\}`$ as a long.

Notice that $`Q\psi T^{2k1}(A,A)`$ is skew-symmetric by short arguments and by long arguments, i.e., by first $`(k1)`$ arguments and last $`k`$ arguments, if $`\psi C^k(A,A).`$ It is easy to see that, $`Q_{short}\psi T^{2k1}(A,A)`$ is skew-symmetric by all short arguments and skew-symmetric by all long arguments, except one, if $`\psi C^k(A,A).`$ Similarly, $`Q_{long}\psi T^{2k1}(A,A)`$ is skew-symmetric by all long arguments and by all short arguments except one, if $`\psi C^k(A,A).`$ Notice that $`Q_{alt}\psi C^{2k1}(A,A).`$

###### Proposition 2.1.

Suppose that $`\omega C^k(A,A)`$ and one of the following conditions are held

* $`p=0,k>2,`$
* $`p>0,k0,1(modp),k1(mod\mathrm{\hspace{0.17em}2}),`$
* $`p>0,k1,2(modp),k0(mod\mathrm{\hspace{0.17em}2}).`$

Take place the following statements.

i) If $`Q\omega =0,`$ then $`Q_{short}\omega =0,`$ and $`Q_{long}\omega =0.`$

ii) If $`Q_{short}\omega =0`$ or $`Q_{short}\omega =0,`$ then $`Q_{alt}\omega =0.`$

Proof. Call $`\sigma Sym_{k1,k}`$ as a short permutation, if $`\sigma (k1)=2k1.`$ To any short permutation $`\sigma `$ corresponds $`k2`$-typle $`r^{}(\sigma )`$ and $`k`$-typle $`r^{\prime \prime }(\sigma )`$ defined by

$$r^{}(\sigma )=\{\sigma (1),\mathrm{},\sigma (k2)\},$$

$$r^{\prime \prime }(\sigma )=\{\sigma (k),\mathrm{},\sigma (2k1)\}.$$

Call $`\sigma Sym_{k1,k}`$ as a long permutation, if $`\sigma (2k1)=2k1.`$ To any long permutation $`\sigma `$ corresponds $`k1`$-typle $`r^{}(\sigma )`$ and $`k1`$-typle $`r^{\prime \prime }(\sigma )`$ defined by

$$r^{}(\sigma )=\{\sigma (1),\mathrm{},\sigma (k1)\},$$

$$r^{\prime \prime }(\sigma )=\{\sigma (k),\mathrm{},\sigma (2k2)\}.$$

Notice that

$$r^{}(\sigma )r^{\prime \prime }(\sigma )=\{1,\mathrm{},2k2\},$$

for any $`\sigma Sym_{k1,k}.`$ In other words, any $`r^{}(\sigma )`$ is uniquely defined by $`r^{\prime \prime }(\sigma ).`$

Call an element of the form

$$A_\sigma :=\psi (a_{\sigma (1)},\mathrm{},a_{\sigma (k1)},\psi (a_{\sigma (k)},\mathrm{},a_{\sigma (2k1)}))$$

as a short (long) $`\sigma `$-element, or just short (long) element, if $`\sigma `$ is short (long) permutation. Let $`Sym_{k1,k}^s`$ be the set of short permutations and $`Sym_{k1,k}^l`$ be the set of long permutations. It is evident that

$$Sym_{k1,k}=Sym_{k1,k}^sSym_{k1,k}^l$$

and

(1)
$$Q\psi =Q_{short}\psi +Q_{long}\psi ,$$

The identity $`Q\psi =0`$ for $`\psi C^k(A,A)`$ gives us that

$$\psi (a_{\sigma (1)},\mathrm{},a_{\sigma (k1)},\psi (a_{\sigma (k)},\mathrm{},a_{\sigma (2k1)}))=$$

(2)
$$\underset{i=0}{\overset{k1}{}}(1)^{ki1}\psi (a_{\sigma (k)},\mathrm{},\widehat{a_{\sigma (k+i)}},\mathrm{},a_{\sigma (2k1)},\psi (a_{\sigma (1)},\mathrm{},a_{\sigma (k1)},a_{\sigma (k+i)})).$$

In particular, (2) means that, any short $`\sigma `$-element can be presented as a sum of $`k`$ long elements. More exactly, the short element $`A_\sigma `$ is a sum of $`k`$ long elements of the form $`A_\tau ,`$ where the long permutation $`\tau `$ satisfies the condition $`r^{}(\tau )r^{\prime \prime }(\sigma ).`$ Since $`|r^{\prime \prime }(\sigma )r^{}(\tau )|=1,`$ there exists exactly one element, say $`i,`$ such that $`r^{\prime \prime }(\sigma )=r^{}(\tau )\{i\}.`$ Then $`i2k2`$ and $`i`$ is not equal to $`k1`$ elements of $`r^{}(\tau ).`$ So, there are $`k1`$ possibilities to choose $`i.`$

In other words, according (2) the element

$$Q_{long}\psi (a_1,\mathrm{},a_{2k1})=$$

$$\underset{\sigma Sym_{k1,k}^s}{}sign\sigma \psi (a_{\sigma (1)},\mathrm{},a_{\sigma (k1)},\psi (a_{\sigma (k)},\mathrm{},a_{\sigma (2k1)}))$$

can be presented in the form

$$(k1)\underset{\sigma Sym_{k1,k}^l}{}\psi (a_{\sigma (1)},\mathrm{},a_{\sigma (k1)},\psi (a_{\sigma (k)},\mathrm{},a_{\sigma (2k1)}))$$

So, from conditions $`\psi C^k(A,A),Q\psi =0`$ one can obtain that

(3)
$$Q_{long}\psi =(k1)Q_{short}\psi .$$

Let us give another interpretation of (2). If $`\sigma `$ is a long permutation, then $`A_\sigma `$ is a sum of $`k1`$ short elements and one long element $`A_{\stackrel{~}{\sigma }},`$ where

$$\stackrel{~}{\sigma }=\left(\begin{array}{cccccccc}1& \mathrm{}& k1& k& \mathrm{}& 2k2& 2k1& \\ \sigma (k)& \mathrm{}& \sigma (2k2)& \sigma (1)& \mathrm{}& \sigma (k1)& 2k1& \end{array}\right)$$

So, $`A_\sigma `$ can be presented as a sum of short elements of the form $`A_\tau ,`$ where $`r^{}(\tau )r^{\prime \prime }(\sigma ).`$ More exactly, $`r^{\prime \prime }(\sigma )r^{}(\tau )=\{i\},`$ for some $`i\{1,2,\mathrm{},2k2\}`$ and $`i`$ can not be equal to one of $`k2`$ elements of $`r^{}(\tau ).`$ So, there are $`k`$ possibilities for the long permutation $`\sigma ,`$ such that $`A_\tau `$ can be one of summands of $`A_\sigma .`$ Notice that

$$sign\sigma =(1)^{k1}sign\stackrel{~}{\sigma }.$$

Therefore, summation of $`sign\sigma A_\sigma `$ for all $`\sigma Sym_{k1,k}^l`$ according (2) gives us that

(4)
$$Q_{short}\psi =kQ_{long}\psi +(1)^{k1}Q_{short}\psi .$$

We see that the determinant of the system of linear equations (3) and (4) is equal to

$$\left|\begin{array}{cc}1& k+1\\ k& 1(1)^k\end{array}\right|=k^2+k+1+(1)^k$$

Therefore, from the conditions $`Q\psi =0`$ and $`\psi C^k(A,A)`$ imply the following identities

$$Q_{long}\psi 2Q_{short}\psi =0,k1(modp),k0(mod2),p>0,$$

$$Q_{long}\psi +Q_{short}\psi =0,k2(modp),k0(mod\mathrm{\hspace{0.17em}2}),p>0,$$

$$Q_{long}\psi Q_{short}\psi =0,k0(modp),k1(mod2),p>0,$$

$$Q_{long}\psi =0,k1(modp),k1(mod\mathrm{\hspace{0.17em}2}),p>0,$$

and

$$Q_{long}\psi =0,Q_{short}\psi =0,p=0,k>2.$$

So, according (1)

$$Q_{alt}\psi =0,$$

if $`p=0,k>2`$ or $`k0,1(modp),k1(mod\mathrm{\hspace{0.17em}2}),`$ or $`k1,2(modp),k0(mod\mathrm{\hspace{0.17em}2}).`$

###### Corollary 2.2.

If an algebra $`(A,\omega )`$ is $`n`$-Lie, then it is $`(n1)`$-left commutative. If algebra $`(A,\omega )`$ $`(n1)`$-left commutative, then it is homotopical $`n`$-Lie.

In particular, any $`n`$-Lie algebra is homotopical $`n`$-Lie. As show theorems 1.1 and 1.2 the inverse of this statement is not true. Proposition 2.1 for 3-algebras was also noticed in , .

## 3. Proof of theorem 1.1 and 1.2

Let

$$𝐙^n=\{\alpha =(\alpha _1,\mathrm{},\alpha _n):\alpha _i𝐙\}$$

and

$$𝐙_+^n=\{\alpha 𝐙^n:\alpha _i0,i=1,\mathrm{},n\}.$$

Set for $`\alpha 𝐙^n,`$

$$|\alpha |=\underset{i=1}{\overset{n}{}}\alpha _i.$$

Let $`U`$ be associative commutative algebra with derivation $`.`$ Let $`\psi C^k(U,U)`$ and $`gC^l(U,U).`$ Define $`fg,fgC^{k+l}(U,U)`$ and bilinear maps $`Q(f,g),Q_{alt}(f,g)C^{k+l1}(U,U),Q_{short}(f,g)T^{k+l1}(U,U)`$ by

$$fg(u_1,\mathrm{},u_{k+l})=f(u_1,\mathrm{},u_k)g(u_{k+1},\mathrm{},u_{k+l}),$$

$$fg(u_1,\mathrm{},u_{k+l})=\underset{\sigma Sym_{k+l}}{}sign\sigma (fg)(u_{\sigma (1)},\mathrm{},u_{\sigma (k+l)}).$$

$$fg(u_1,\mathrm{},u_{k+l1})=f(u_1,\mathrm{},u_{k1},g(u_k,\mathrm{},u_{k+l1})),$$

$$Q(f,g)=f(u_1,\mathrm{},u_{k1},g(u_k,\mathrm{},u_{k+l1}))$$

$$\underset{i=1}{\overset{l}{}}g(u_k,\mathrm{},u_{k+i2},f(u_1,\mathrm{},u_{k1},u_{k+i1}),u_{k+i},\mathrm{},u_{k+l1}),$$

$$Q_{alt}(f,g)(u_1,\mathrm{},u_{k+l1})=\underset{\sigma Sym_{k1,l}}{}sign\sigma (fg)(u_{\sigma (1)},\mathrm{},u_{\sigma (k+l1)}),$$

$$Q_{short}(f,g)(u_1,\mathrm{},u_{k+l1})=\underset{\sigma Sym_{k1,l1}}{}sign\sigma (fg)(u_{\sigma (1)},\mathrm{},u_{\sigma (k+l2)},u_{k+l1}).$$

Notice that definitions of $`Q`$ as bilinear maps are compatible with definitions of $`Q`$ as quadratic maps in the previous section: $`Q(f,f)=Q(f),Q_{alt}(f,f)=Q_{alt}(f),Q_{short}(f,f)=Q_{short}(f).`$

Since $`(C^{}(U,U),)`$ is associative, $`(C^{}(U,U),)`$ is also associative. Let

$$C_{loc,s}^k(U)=\{_{i_1}\mathrm{}^{i_k}:0i_1<\mathrm{}<i_k,i_1+\mathrm{}+i_k=s\}$$

and

$$C_{loc}^k(U)=_sC_{loc,s}^k(U).$$

Notice that $`V^\alpha C_{loc,|\alpha |}^k(U),`$ for any $`\alpha 𝐙_+^n.`$ Set $`|\psi |=s,`$ if $`\psi C_{loc,s}^k(U).`$

Let $`\psi T^k(A,A).`$ Define $`i(a)\psi T^{k1}(A,A)`$ by

$$i(a)\psi (a_1,\mathrm{},a_{k1})=\psi (a,a_1,\mathrm{},a_{k1}).$$

###### Proposition 3.1.

If $`\psi `$ is $`k`$-Lie, then $`i(a)\psi `$ is $`(k1)`$-Lie for any $`aA.`$

Proof. See .

Proposition 3.1 can be modified by the following way

###### Lemma 3.2.

If $`\psi `$ is $`k`$-Lie, then for $`(kl)`$-Lie multiplications $`\psi _l:=i(a_1)i(a_2)\mathrm{}i(a_l)\psi `$ take place the following relations

$$Q(\psi _i,\psi _j)=0,ij.$$

###### Lemma 3.3.

$`C_{loc,s}^k(U)=0,`$ if $`s<k(k1)/2.`$

Proof. If $`0^{i_1}\mathrm{}^{i_k}C_{loc,s}^k(U),`$ then $`s=i_1+\mathrm{}+i_k0+1+2+\mathrm{}+(k1)=(k1)k/2.`$

###### Lemma 3.4.

 For any $`\alpha 𝐙_+^k,`$ and $`\beta 𝐙_+^l,`$

$$Q_{alt}(V^\alpha ,V^\beta )C_{loc,|\alpha |+|\beta |}^{k+l1}(U).$$

###### Corollary 3.5.

$$Q_{alt}(V^{0,1,\mathrm{},k},V^{0,1\mathrm{},l})=0,$$

for any $`k,l>0.`$

Proof. Notice that $`|V^{0,1,\mathrm{},k}|=k(k+1)/2.`$ Therefore

$$Q_{alt}(V^{0,1,\mathrm{},k},V^{0,1,\mathrm{},l})C_{loc,(k^2+l^2+k+l)/2}^{k+l+1}(U).$$

It is evident, that $`(k^2+l^2+k+l)/2<(k+l+1)(k+l)/2.`$ Therefore, by lemma 3.3, $`C_{loc,(k^2+l^2+k+l)/2}^{k+l+1}(U)=0.`$ Thus, $`Q_{alt}(V^{0,1,\mathrm{},k},V^{0,1,\mathrm{},l})=0.`$

###### Lemma 3.6.

$`Q_{short}(V^{0,1,\mathrm{},k},V^{0,1,\mathrm{},k})=0,`$ if $`k>2.`$ If $`k=2,`$ then $`Q_{short}(V^{0,1,2},V^{0,1,2})=V^{0,1,2,3}id.`$

Proof. Notice that $`Q_{short}(V^{0,1,\mathrm{},k},V^{0,1,\mathrm{},k})`$ is a linear combination of cochains of the form $`(^{i_1}^{i_{2k}})^{i_{2k+1}},`$ such that $`i_1+\mathrm{}+i_{2k}+i_{2k+1}=k^2+k`$ and $`0i_1<i_2<\mathrm{}<i_{2k}.`$ We have $`i_1+\mathrm{}+i_{2k}>0+1+2+\mathrm{}+(2k1)=(2k1)k.`$ Therefore,

$$k^2+k=i_1+\mathrm{}+i_{2k+1}>(2k1)k.$$

This inequality is not possible, if $`k>2.`$

Consider the case $`k=2.`$ We have

(5)
$$Q_{short}(V^{0,1,2},V^{0,1,2})=\lambda V^{0,1,2,3}^0,$$

for some $`\lambda K.`$ In obtaining this formula we use only associativity, commutativity and linearity properties of $`U`$ and Leibniz rule for derivation. Therefore, (5) is true for any associative commutative algebra $`U`$ with derivation $``$ and $`\lambda `$ does not depend from $`U`$ and $`.`$ In particular, we can take $`U=K[x]`$ and $`=/x.`$ We have

$$Q_{short}(V^{0,1,2},V^{0,1,2})(1,x,x^2,x^3,1)=\lambda V^{0,1,2,3}^0(1,x,x^2,x^3,1).$$

Further,

$$Q_{short}(V^{0,1,2},V^{0,1,2})(1,x,x^2,x^3,1)=$$

$$V^{0,1,2}(1,x,V^{0,1,2}(x^2,x^3,1))V^{0,1,2}(1,x^2,V^{0,1,2}(x,x^3,1))$$

$$+V^{0,1,2}(1,x^3,V^{0,1,2}(x,x^2,1))+V^{0,1,2}(x,x^2,V^{0,1,2}(1,x^3,1))$$

$$V^{0,1,2}(x,x^3,V^{0,1,2}(x,x^2,1))+V^{0,1,2}(x^2,x^3,V^{0,1,2}(1,x,1))$$

$$=^2(V^{0,1,2}(1,x^2,x^3))V^{0,1,2}(1,x^2,6x))+V^{0,1,2}(1,x^3,2x^0)$$

$$+V^{0,1,2}(x,x^2,0)V^{0,1,2}(x,x^3,2x^0)+V^{0,1,2}(x^2,x^3,0)=12$$

and

$$\lambda V^{0,1,2,3}^0(1,x,x^2,x^3,1)=\lambda 12$$

Thus, $`\lambda =1.`$

###### Lemma 3.7.

Let $`\psi C^k(A,A)`$ and $`X`$ be a linear span of the set $`\{a_1,\mathrm{},a_{k1}\}`$ and $`Y`$ be a linear span of the set $`\{b_1,\mathrm{},b_k\}.`$ Then $`Q\psi (a_1,\mathrm{},a_{k1},b_1,\mathrm{},b_k)=0,`$ if $`XY.`$

Proof. Let $`XY`$ and $`dimY=lk.`$

Since $`\psi `$ is skew-symmetric, if $`l<k,`$ then

$$\psi (b_1,\mathrm{},b_k)=0,$$

for any $`b_1,\mathrm{},b_kY`$ and

$$\psi (a_1,\mathrm{},a_{k1},b_i)=0,$$

for any $`a_1,\mathrm{},a_{k1}XY,b_iY.`$ Therefore, in this case $`Q\psi =0(a_1,\mathrm{},a_{k1},b_1,\mathrm{},b_k)=0.`$

Suppose now that $`dimY=k.`$ If $`dimX<k1,`$ by the same reasons,

$$\psi (e_{i_1},\mathrm{},e_{i_{k1}},c)=0,$$

for any $`cA.`$ Thus in this case our lemma is true.

It remains to consider the case $`dimX=k1`$ and $`dimY=k.`$

Let $`\{e_1,\mathrm{},e_k\}`$ be basis of $`Y,`$ such that $`\{e_1,\mathrm{},e_{k1}\}`$ be basis of $`X.`$ Since $`Q\psi `$ is polylinear by arguments $`a_1,\mathrm{},a_{k1},b_1,\mathrm{},b_k,`$ to prove our lemma it is enough to establish, that

$$Q\psi (e_1,\mathrm{},e_{k1},e_1,\mathrm{},e_k)=0.$$

Since $`\psi `$ is skew-symmetric,

$$\psi (e_1,\mathrm{},e_{k1},e_i)=0,$$

if $`ik1.`$ So,

$$\underset{i=1}{\overset{k}{}}\psi (e_1,\mathrm{},e_{i1},\psi (e_1,\mathrm{},e_{k1},e_i),e_{i+1},\mathrm{},e_k)=$$

$$\psi (e_1,\mathrm{},e_{k1},\psi (e_1,\mathrm{},e_{k1},e_k)).$$

In other words, $`Q\psi (e_1,\mathrm{},e_{k1},e_1,\mathrm{},e_k)=0.`$ Lemma is proved completely.

###### Lemma 3.8.

$`V^{0,1,2,3}`$ is $`4`$-Lie multiplication, if $`p=3.`$

Proof. We have

$$|V^{0,1,2,3}|=6|QV^{0,1,2,3}|=12.$$

The set of all $`(3,4)`$-partitions of $`12`$ is

$$\mathrm{\Gamma }_{3,4}(12)=\{(\{0,1,2\},\{0,1,2,6\}),(\{0,1,2\},\{0,1,3,5\}),$$

$$(\{0,1,2\},\{0,2,3,4\}),(\{0,1,3\},\{0,1,2,5\}),$$

$$(\{0,1,3\},\{0,1,3,4\}),(\{0,1,4\},\{0,1,2,4\}),$$

$$(\{0,1,5\},\{0,1,2,3\}),(\{0,2,3\},\{0,1,2,4\}),(\{0,2,4\},\{0,1,2,3\}),$$

$$(\{1,2,3\},\{0,1,2,3\})\}$$

Thus,

(6)
$$QV^{0,1,2,3}=\underset{(\alpha ,\beta )\mathrm{\Gamma }_{3,4}(12)}{}\lambda _{(\alpha ,\beta )}V^\alpha V^\beta ,$$

where

$$\alpha =\{i_1,i_2,i_3\},\beta =\{i_4,i_5,i_6,i_7\},$$

$$0i_1<i_2<i_3,0i_4<i_5<i_6<i_7,i_1+\mathrm{}+i_7=12.$$

In receiving of formula (6) one uses only the Leibniz rule. Therefore, this formula is universal, i.e., coefficients $`\lambda _{\alpha ,\beta }`$ are integers that do not depend on $`U`$ and derivation $`.`$ So, it is true for any associative commutative algebra $`U`$ with derivation $``$ In particular, we can take $`U=𝐐[x],=/_x.`$ To find $`\lambda _{\alpha ,\beta }`$ we can substitute $`a_l=x^{i_l},l=1,\mathrm{},7`$ and calculate $`QV^{0,1,2,3}`$ in $`k[x].`$ We have

$$\lambda _{\alpha ,\beta }=\frac{1}{i_1!\mathrm{}i_7!}QV^{0,1,2,3}.$$

By lemma 3.7,

$$QV^{0,1,2,3}(1,x,x^2,1,x,x^2,x^6)=0,$$

$$QV^{0,1,2,3}(1,x,x^3,1,x,x^3,x^4)=0,$$

$$QV^{0,1,2,3}(1,x,x^4,1,x,x^2,x^4)=0.$$

Thus, if

$$(\alpha ,\beta )\{(\{0,1,2\},\{0,1,2,6\}),(\{0,1,3\},\{0,1,3,4\}),(\{0,1,4\},\{0,1,2,4\})\},$$

then $`\lambda _{\alpha ,\beta }=0.`$

We have

$$V^{0,1,2,3}(1,x^2,x^3,x^4)=\left|\begin{array}{cccc}1& x^2& x^3& x^4\\ 0& 2x& 3x^2& 4x^3\\ 0& 2& 6x& 12x^2\\ 0& 0& 6& 24x\end{array}\right|=48x^3,$$

$$V^{0,1,2,3}(1,x,x^2,x^4)=\left|\begin{array}{cccc}1& x& x^2& x^4\\ 0& 1& 2x& 4x^3\\ 0& 0& 2& 12x^2\\ 0& 0& 0& 24x\end{array}\right|=48x,$$

Thus

$$V^{0,1,2,3}(1,x,x^2,1,x^2,x^3,x^4)=$$

$$V^{0,1,2,3}(1,x,x^2,V^{0,1,2,3}(1,x^2,x^3,x^4))00V^{0,1,2,3}(1,x^2,x^3,V^{0,1,2,3}(1,x,x^2,x^4))=$$

$$48V^{0,1,2,3}(1,x,x^2,x^3)48V^{0,1,2,3}(1,x^2,x^3,x)=0,$$

and

$$\lambda _{\{0,1,2\},\{0,2,3,4\}}=0.$$

Further,

$$V^{0,1,2,3}(1,x,x^3,x^5)=\left|\begin{array}{cccc}1& x& x^3& x^5\\ 0& 1& 3x^2& 5x^4\\ 0& 0& 6x& 20x^3\\ 0& 0& 6& 60x^2\end{array}\right|=240x^3,$$

$$V^{0,1,2,3}(1,x,x^2,x^5)=\left|\begin{array}{cccc}1& x& x^2& x^5\\ 0& 1& 2x& 5x^4\\ 0& 0& 2& 20x^3\\ 0& 0& 0& 60x^2\end{array}\right|=120x^2.$$

Thus

$$V^{0,1,2,3}(1,x,x^2,1,x,x^3,x^5)=$$

$$V^{0,1,2,3}(1,x,x^2,V^{0,1,2,3}(1,x,x^3,x^5))00V^{0,1,2,3}(1,x,x^3,V^{0,1,2,3}(1,x,x^2,x^5))=$$

$$240V^{0,1,2,3}(1,x,x^2,x^3)120V^{0,1,2,3}(1,x,x^3,x^2)=$$

$$360V^{0,1,2,3}(1,x,x^2,x^3)=4320,$$

and

$$\lambda _{\{0,1,2\},\{0,1,3,5\}}=\frac{4320}{0!1!2!0!1!3!5!}=3.$$

Similar calculations show that

$$\lambda _{\{0,1,3\},\{0,1,2,5\}}=3,\lambda _{\{0,1,5\},\{0,1,2,3\}}=3,\lambda _{\{0,2,3\},\{0,1,2,4\}}=\lambda _{\{0,2,4\},\{0,1,2,3\}}=0$$

So, we have established that

$$QV^{0,1,2,3}=3V^{0,1,2}V^{0,1,3,5}3V^{0,1,3}V^{0,1,2,5}+3V^{0,1,5}V^{0,1,2,3}$$

In particular, if $`p=3,`$ then

$$QV^{0,1,2,3}=0.$$

###### Corollary 3.9.

If $`p=3,`$ then $`V^{1,2,3}`$ is $`3`$-Lie multiplication and $`V^{2,3}`$ is $`2`$-Lie multiplication.

Proof. Follows from lemma 3.8 and proposition 3.1 and the following observations

$$i(1)V^{0,1,2,3}=V^{1,2,3},$$

$$i(x)V^{1,2,3}=V^{2,3}.$$

###### Lemma 3.10.

$`V^{0,1,2,3,4}`$ is $`5`$-Lie multiplication, if $`p=2.`$

Proof is similar to the proof of lemma 3.8, so we will omit calculation details. We have

$$|V^{0,1,2,3,4}|=10|QV^{0,1,2,3}|=20.$$

Therefore, $`QV^{0,1,2,3}`$ is a linear combination of $`V^\alpha V^\beta ,`$ where $`(\alpha ,\beta )\mathrm{\Gamma }_{4,5}(20),`$ and

$$\mathrm{\Gamma }_{4,5}(20)=\{(\{0,1,2,3\},\{0,1,2,3,8\}),(\{0,1,2,3\},\{0,1,2,4,7\}),$$

$$(\{0,1,2,3\},\{0,1,2,5,6\}),(\{0,1,2,3\},\{0,1,3,4,6\}),(\{0,1,2,3\},\{0,2,3,4,5\}),$$

$$(\{0,1,2,4\},\{0,1,2,3,7\}),(\{0,1,2,4\},\{0,1,2,4,6\}),(\{0,1,2,4\},\{0,1,3,4,5\}),$$

$$(\{0,1,2,5\},\{0,1,2,3,6\}),(\{0,1,2,5\},\{0,1,2,4,5\}),(\{0,1,3,4\},\{0,1,2,3,6\}),$$

$$(\{0,1,3,4\},\{0,1,2,4,5\}),(\{0,1,2,6\},\{0,1,2,3,5\}),(\{0,1,3,5\},\{0,1,2,3,5\}),$$

$$(\{0,2,3,4\},\{0,1,2,3,5\}),(\{0,1,2,7\},\{0,1,2,3,4\}),(\{0,1,3,6\},\{0,1,2,3,4\}),$$

$$(\{0,1,4,5\},\{0,1,2,3,4\}),(\{0,2,3,5\},\{0,1,2,3,4\}),(\{1,2,3,4\},\{0,1,2,3,4\})\}$$

Thus, there exist $`\lambda _{\alpha ,\beta }𝐙,`$ such that

$$QV^{0,1,2,3,4}=\underset{(\alpha ,\beta )\mathrm{\Gamma }_{4,5}(20)}{}\lambda _{(\alpha ,\beta )}V^\alpha V^\beta ,$$

Calculations as in the proof of lemma 3.8 show that

$$QV^{0,1,2,3,4}=$$

$$4V^{0,1,2,7}V^{0,1,2,3,4}+2V^{0,1,3,6}V^{0,1,2,3,4}2V^{0,1,4,5}V^{0,1,2,3,4}$$

$$+2V^{0,2,3,5}V^{0,1,2,3,4}+2V^{0,1,2,6}V^{0,1,2,3,5}2V^{0,2,3,4}V^{0,1,2,3,5}$$

$$2V^{0,1,2,5}V^{0,1,2,3,6}2V^{0,1,3,4}V^{0,1,2,3,6}4V^{0,1,2,4}V^{0,1,2,3,7}$$

$$+2V^{0,1,3,4}V^{0,1,2,4,5}+4V^{0,1,2,3}V^{0,1,2,4,7}+2V^{0,1,2,3}V^{0,1,2,5,6}$$

$$2V^{0,1,2,4}V^{0,1,3,4,5}+2V^{0,1,2,3}V^{0,1,3,4,6}+2V^{0,1,2,3}V^{0,2,3,4,5}$$

In particular, if $`p=2,`$ then

$$QV^{0,1,2,3,4}=0.$$

###### Corollary 3.11.

If $`p=2,`$ then $`V^{1,2,3,4}`$ is $`4`$-Lie multiplication, $`V^{2,3,4}`$ is $`3`$-Lie multiplication and $`V^{3,4}`$ is $`2`$-Lie multiplication.

Proof. Follows from lemma 3.10 and proposition 3.1 and the following facts

$$V^{1,2,3,4}=i(1)V^{0,1,2,3,4},$$

$$V^{2,3,4}=i(x)V^{1,2,3,4},$$

$$V^{3,4}=i(x^2)V^{2,3,4}/2.$$

Remark. It is easy to calculate $`QV^{1,2,3,4},QV^{2,3,4},QV^{3,4}`$ and $`QV^{1,2,3},QV^{2,3}`$ over $`𝐙`$ directly as in calucating $`QV^{0,1,2,3,4}`$ and $`QV^{0,1,2,3}.`$ For example,

$$QV^{1,2,3,4}=$$

$$4V^{1,2,7}V^{1,2,3,4}+2V^{1,3,6}V^{1,2,3,4}2V^{1,4,5}V^{1,2,3,4}$$

$$+2V^{2,3,5}V^{1,2,3,4}+2V^{1,2,6}V^{1,2,3,5}2V^{2,3,4}V^{1,2,3,5}$$

$$2V^{1,2,5}V^{1,2,3,6}2V^{1,3,4}V^{1,2,3,6}4V^{1,2,4}V^{1,2,3,7}$$

$$+2V^{1,3,4}V^{1,2,4,5}+4V^{1,2,3}V^{1,2,4,7}+2V^{1,2,3}V^{1,2,5,6}$$

$$2V^{1,2,4}V^{1,3,4,5}+2V^{1,2,3}V^{1,3,4,6}+2V^{1,2,3}V^{2,3,4,5}$$

and

$$QV^{1,2,3}=$$

$$3V^{1,2}V^{1,3,5}3V^{1,3}V^{1,2,5}+3V^{1,5}V^{1,2,3}.$$

###### Lemma 3.12.

(Lukas) If $`a=_{i0}a_ip^i,`$ $`0a_i<p,`$ and $`b=_{j0}b_jp^j,`$ $`0b_i<p,`$ are $`p`$-adic presentations of $`a`$ and $`b,`$ then

$$\left(\genfrac{}{}{0pt}{}{a}{b}\right)\underset{i}{}\left(\genfrac{}{}{0pt}{}{a_i}{b_i}\right)(modp)$$

Let

$$O_1(m)=\{x^{(i)}:x^{(i)}x^{(j)}=\left(\genfrac{}{}{0pt}{}{i+j}{i}\right)x^{(i+j)},0i,j<p^m\}$$

be divided power algebra over the field $`K`$ of characteristic $`p>0`$ and

$$:O_1(m)O_1(m),x^{(i)}x^{(i1)},$$

be special derivation.

###### Lemma 3.13.

Let $`U=O_1(m),p>0.`$ Then

1. $`^qDerU`$ if and only if $`q=p^k`$ for some $`k>0.`$
2. $`^{p^k1}^{p^k}`$ is $`2`$-Lie, if and only if $`p=2`$ or $`p=3,k=1.`$
3. $`^{p^k2}^{p^k1}^{p^k}`$ is $`3`$-Lie, if and only if $`p=3,k=1,`$ or $`p=2,k=1`$ or $`p=2,k=2.`$

Proof. (i) If $`^q`$ derivation, then

$$^q(x^{(i)}x^{(j)})=^q(x^{(i)})x^{(j)}+x^{(i)}^q(x^{(j)})$$

$$\left(\genfrac{}{}{0pt}{}{i+j}{i}\right)\left(\genfrac{}{}{0pt}{}{i+jq}{i}\right)\left(\genfrac{}{}{0pt}{}{i+jq}{j}\right)0(modp),$$

for any $`0i,j.`$ If $`q`$ is not power of $`p,`$ say $`q=p^kb,`$ where $`b>1`$ and $`p`$ are mutually prime, then by Lukas lemma,

$$i=p^k,j=p^k(b1)\left(\genfrac{}{}{0pt}{}{p^kb}{p^k}\right)b0(modp).$$

Contradiction. So, $`^qDerU,`$ if $`q`$ is not power of $`p.`$

(ii) Suppose that $`\psi =^{p^k1}^{p^k}`$ is $`2`$-Lie. Then

$$A(i,j,s):=\psi (x^{(i)},\psi (x^{(j)},x^{(s)}))\psi (\psi (x^{(i)},x^{(j)}),x^{(s)})\psi (x^{(j)},\psi (x^{(i)},x^{(s)}))=0,$$

for any $`i,j,s0.`$ Take $`i=p^k,j=p^k+1,s=2p^k3.`$ We have

$$\psi (x^{(i)},x^{(j)})=\lambda x^{(2)},\psi (x^{(i)},x^{(s)})=\mu x^{(p^k2)},$$

for some $`\lambda ,\mu K`$ and

$$\psi (x^{(i)},\psi (x^{(j)},x^{(s)}))=\psi (x^{(p^k)},x^{(2)}x^{(p^k3)}xx^{(p^k2)})=$$

$$2\psi (x^{(p^k)},x^{(p^k1)})=2.$$

If $`p^k>3,`$ then $`2<p^k1.`$ Since $`\psi (x^{(i)},u)=0,`$ for any $`uU,i<p^k1,`$ we have

$$A(p^k,p^k+1,2p^k3)=20,$$

if $`p^k>3,p2.`$

Now check that $`\psi `$ is $`2`$-Lie, if $`(p,k)=(3,1)`$ or $`p=2.`$

Let $`p^k=3,`$ i.e., $`p=3,k=1.`$ Prove that $`^2^3`$ is $`2`$-Lie operation on $`U.`$ Let

$$\omega (a,b)=^2(a)^3(b)^3(a)^2(b).$$

We have

$$\omega (\omega (a,b),c)=$$

$$^2(^2(a)^3(b))^3(c)^2(^3(a)^2(b))^3(c)^3(^2(a)^3(b))^2(c)+^3(^3(a)^2(b))^2(c)=$$

$$\underset{}{^4(a)^3(b))^3(c)}+\underset{}{2^3(a)^4(b)^3(c)}+^2(a)^5(b)^3(c)$$

$$^5(a)^2(b)^3(c)\underset{}{2^4(a)^3(b)^3(c)}\underset{}{^3(a)^4(b)^3(c)}$$

$$^5(a)^3(b)^2(c)^2(a)^6(b)^2(c)+^6(a)^2(b)^2(c)+^3(a)^5(b)^2(c)=$$

$$^4(a)^3(b))^3(c)+^3(a)^4(b)^3(c)+^2(a)^5(b)^3(c)^5(a)^2(b)^3(c)$$

$$^5(a)^3(b)^2(c)^2(a)^6(b)^2(c)+^6(a)^2(b)^2(c)+^3(a)^5(b)^2(c)$$

By similar way one can easy find $`\omega (\omega (b,c),a)`$ and $`\omega (\omega (c,a),b)`$. Therefore,

$$\omega (\omega (a,b),c)+\omega (\omega (b,c),a)+\omega (\omega (c,a),b)=$$

$$\underset{}{^4(a)^3(b))^3(c)}+\underset{}{^3(a)^4(b)^3(c)}+\underset{}{^2(a)^5(b)^3(c)}\underset{======}{^5(a)^2(b)^3(c)}$$

$$\underset{}{^5(a)^3(b)^2(c)}\underset{}{^2(a)^6(b)^2(c)}+\underset{}{^6(a)^2(b)^2(c)}+\underset{}{^3(a)^5(b)^2(c)}$$

$$\underset{}{^4(b)^3(c))^3(a)}+\underset{}{^3(b)^4(c)^3(a)}+\underset{}{^2(b)^5(c)^3(a)}\underset{}{^5(b)^2(c)^3(a)}$$

$$\underset{}{^5(b)^3(c)^2(a)}\underset{}{^2(b)^6(c)^2(a)}+\underset{}{^6(b)^2(c)^2(a)}+\underset{}{^3(b)^5(c)^2(a)}$$

$$\underset{}{^4(c)^3(a))^3(b)}+\underset{}{^3(c)^4(a)^3(b)}+\underset{}{^2(c)^5(a)^3(b)}\underset{}{^5(c)^2(a)^3(b)}$$

$$\underset{}{^5(c)^3(a)^2(b)}\underset{}{^2(c)^6(a)^2(b)}+\underset{}{^6(c)^2(a)^2(b)}+\underset{======}{^3(c)^5(a)^2(b)}$$

$$=0.$$

Let now $`p=2.`$ Prove that for any nonnegative integer $`k,`$ $`^{2^k}^{2^k1}`$ is $`2`$-Lie operation on $`U.`$ For

$$\omega =^{2^k}^{2^k1}$$

we have

$$\omega (a,b)=(^{2^k1}(a)^{2^k1}(b)).$$

Therefore

$$\omega (\omega (a,b),c)=$$

$$(^{2^k}(^{2^k1}(a)^{2^k1}(b))^{2^k1}(c))=$$

$$\left(^{2^{k+1}1}(a)^{2^k1}(b)^{2^k1}(c)+^{2^k1}(a)^{2^{k+1}1}(b)^{2^k1}(c)\right)=$$

Similarly,

$$\omega (\omega (b,c),a)=$$

$$\left(^{2^{k+1}1}(b)^{2^k1}(c)^{2^k1}(a)+^{2^k1}(b)^{2^{k+1}1}(c)^{2^k1}(a)\right),$$

and

$$\omega (\omega (c,a),b)=$$

$$\left(^{2^{k+1}1}(c)^{2^k1}(a)^{2^k1}(b)+^{2^k1}(c)^{2^{k+1}1}(a)^{2^k1}(b)\right).$$

Thus,

$$\omega (\omega (a,b),c)+\omega (\omega (b,c),a)+\omega (\omega (c,a),b)=$$

$$(\underset{}{^{2^{k+1}1}(a)^{2^k1}(b)^{2^k1}(c)}+\underset{}{^{2^k1}(a)^{2^{k+1}1}(b)^{2^k1}(c)}$$

$$+\underset{}{^{2^{k+1}1}(b)^{2^k1}(c)^{2^k1}(a)}+\underset{======}{^{2^k1}(b)^{2^{k+1}1}(c)^{2^k1}(a)}$$

$$+\underset{======}{^{2^{k+1}1}(c)^{2^k1}(a)^{2^k1}(b)}+\underset{}{^{2^k1}(c)^{2^{k+1}1}(a)^{2^k1}(b)})$$

$$=0.$$

(iii) Suppose that $`\psi =^{2^k2}^{2^k1}^{2^k},k>2,`$ is $`3`$-Lie.

Then

$$A(i_1,i_2,i_3,i_4,i_5)=B(i_1,\mathrm{},i_5)C(i_1,\mathrm{},i_5)=0,$$

for any $`i_1,\mathrm{},i_50,`$ where

$$B(i_1,\mathrm{},i_5)=\psi (x^{(i_1)},x^{(i_2)},\psi (x^{(i_3)},x^{(i_4)},x^{(i_5)})),$$

$$C(i_1,\mathrm{},i_5)=$$

$$\psi (\psi (x^{(i_1)},x^{(i_2)},x^{(i_3)}),x^{(i_4)},x^{(i_5)})+\psi (x^{(i_3)},\psi (x^{(i_1)},x^{(i_2)},x^{(i_4)}),x^{(i_5)}+$$

$$\psi (x^{(i_3)},x^{(i_4)},\psi (x^{(i_1)},x^{(i_2)},x^{(i_5)})).$$

Take $`i_1=2^k2,i_2=2^k,i_3=2^k1,i_4=2^k+1,i_5=2^{k+1}4.`$ Then

$$\psi (x^{(i_3)},x^{(i_4)},x^{(i_5)})=\left|\begin{array}{ccc}x^{(1)}& x^{(3)}& x^{(2^k2)}\\ x^{(0)}& x^{(2)}& x^{(2^k3)}\\ 0& x^{(1)}& x^{(2^k4)}\end{array}\right|=x^{(2^k1)}$$

and

$$\psi (x^{(i_1)},x^{(i_2)},x^{(i_3)})=\lambda x^{(0)},$$

$$\psi (x^{(i_1)},x^{(i_2)},x^{(i_4)})=\mu x^{(2)},$$

$$\psi (x^{(i_1)},x^{(i_2)},x^{(i_5)})=\nu x^{(2^k3)},$$

for some $`\lambda ,\mu ,\nu K.`$ If $`k>2,`$ then $`2<2^k2.`$ Therefore,

$$B(i_1,\mathrm{},i_5)=1,$$

$$C(i_1,\mathrm{},i_5)=0,$$

if $`k>2.`$ So, if $`k>2`$ we obtain contradiction

$$A(2^k2,2^k,2^k1,2^k+1,2^{k+1}4)=10.$$

It is easy to check that $`^2^3^4`$ and $`^0^2`$ are $`3`$-Lie.

###### Corollary 3.14.

(i)$`p=3.`$ For any $`k𝐙_+,`$ $`^{p^kp^{k1}}^{p^k}`$ is 2-Lie operation.

(ii) $`p=2.`$ For any $`k,l𝐙_+,k>l,`$ $`^{p^kp^l}^{p^k}`$ is 2-Lie operation.

Proof. i) For $`p=3,`$ we have $`p^kp^{k1}=2p^{k1},p^k=3p^{k1}.`$ Since $`F=^{p^{k1}}DerU,`$ our statement follows from lemma 3.13 ii used for $`F`$ instead of $`.`$

ii) For $`p=2,`$ we have $`p^kp^l=p^l(p^{kl}1),p^k=p^{kl}p^l.`$ Therefore, for $`F=^{p^l},`$

$$^{p^k}=F^{p^{kl}},^{p^kp^l}=F^{p^{kl}1}.$$

Our statement follows from lemma 3.13 ii used for $`F^{p^{kl}}`$ instead of $`^{p^k}.`$

Proof of theorem 1.1

i Corollary 3.5

ii Lemma 3.6

iii Suppose that $`(U,V^{0,1,\mathrm{},q})`$ is $`(q+1)`$-Lie. If $`q=1,`$ then it is $`2`$-Lie for any characteristic $`p.`$.

Assume that $`q>1.`$ By lemma 3.1, $`V^q=i(1)i(x)\mathrm{}i(x^{(q2)})V^{0,1,\mathrm{},q}`$ is $`1`$-Lie, i.e., $`^qDerU.`$ If $`q>1`$ and $`p=0`$ this is not possible.

So $`p>0.`$ Take $`U=O_1(m).`$ By lemma 3.13 i, $`q`$ should be power of $`p.`$ Suppose that $`k=p^t.`$

By lemma 3.1, $`V^{p^t1,p^t}=i(1)i(x)\mathrm{}i(x^{(p^t2)})V^{0,1,\mathrm{},p^t}`$ is $`2`$-Lie. By lemma 3.13 ii it is possible in the following cases $`p=2`$ or $`p=3,t=1.`$

By lemma 3.1, $`V^{2^t2,2^t1,2^t}=i(1)i(x)\mathrm{}i(x^{(2^t3)})V^{0,1,\mathrm{},2^t}`$ is $`3`$-Lie. By lemma 3.13 iii this is possible only in the cases $`p=2,t=1`$ or $`p=2,t=2.`$ Theorem 1.1 is proved completely.

Proof of theorem 1.2 Corollaries 3.9 and 3.11. Calculations for checking that $`_{i=1}^{2^l}V^{0,i,2^l+1i},p=2,`$ is $`3`$-Lie can be done by analogous way. Then by proposition 3.1 $`_{i=1}^{2^l}V^{i,2^l+1i},p=2,`$ is $`2`$-Lie.


text:
# New explicit examples of fixed points of Poisson shot noise transforms

## 1 Introduction.

111\*Corresponding author

Let $`𝒫^+`$ be the set of all probability distributions on the Borel subsets of
$`^+=[0,\mathrm{})`$ and $`h:^+^+`$ be a Borel measurable function which in what follows we call *response function*. Fix a probability space $`(\mathrm{\Omega },,𝒫)`$. It will be assumed throughout the paper that all random variables (r.v.’s) involved are defined there, and this space is rich enough to accumulate independent copies of some r.v.’s. Also from now on notation $`\mu =(\xi )`$ means that $`\mu 𝒫^+`$ is a probability distribution of r.v. $`\xi =\xi (\omega )`$, $`\omega \mathrm{\Omega }`$. The last convention is that we always take the distribution function of measure $`\mu `$ that is  right-continuous. Let $`\{\tau _i\},i=1,2,\mathrm{}`$ be the points of a Poisson flow with intensity $`0<\lambda <\mathrm{}`$, and $`\xi `$, $`\xi _1`$, $`\xi _2`$,… be non-negative independent identically distributed (i.i.d.) r.v.’s., independent of the Poisson flow. For a fixed function $`h`$, let $`𝒫_h^+`$ be the subset of $`𝒫^+`$ consisting of probability distributions of r.v. $`\xi `$ such that the series

$$\underset{i=1}{\overset{\mathrm{}}{}}\xi _ih(\tau _i)$$
(1)
is well-defined in the weak convergence sense (and hence in probability and almost surely). Recall that the probability distribution of the latter random series when exists is called *(Poisson)* *shot noise distribution* (SND, in short).

For a fixed $`\lambda `$ let us define *a Poisson shot noise transform* (SNT) $`𝕋_{h,\lambda }:𝒫_h^+𝒫^+`$ as follows

$$𝕋_{h,\lambda }((\xi ))=\left(\underset{i=1}{\overset{\mathrm{}}{}}\xi _ih(\tau _i)\right)\text{.}$$
(2)
At this stage we would like to remark that non-negativity assumption of the model above is not necessary in general. It is imposed here to take into account features of the current presentation. Iksanov, Jurek (2002b) (henceforth to be referred to as IJ(2002)) introduce the SNT for vector-valued response functions and distributions in many dimensions. Furthermore Iksanov, Jurek (2002a) provide conditions on $`((\xi )`$, $`h)`$ which ensure the convergence of series (1) for this more general framework.

We will say that a non-degenerate at zero probability distribution $`\mu ^{}=(\xi )`$ is *a fixed point* of the SNT $`𝕋_{h,\lambda }`$ and/or the pair $`(\lambda `$,$`h)`$ generates or gives rise to a fixed point $`\mu ^{}`$ if

$$\mu ^{}=𝕋_{h,\lambda }(\mu ^{}).$$
(3)
Formula (3) can be rewritten in terms of the Laplace-Stieltjes transform (LST) $`\phi ^{}(s)=_0^{\mathrm{}}e^{sx}\mu ^{}(dx)`$ as follows

$$\phi ^{}(s)=\mathrm{exp}\{\lambda _0^{\mathrm{}}(1\phi ^{}(sh(u)))𝑑u\}\text{.}$$
(4)
Every Poisson SND is infinitely divisible (ID), so is $`\mu ^{}`$. Moreover, $`\mu ^{}`$ has zero drift and Lévy measure $`M^{}`$ given by its tail as follows:

$$M^{}(x,\mathrm{})=\lambda _0^{\mathrm{}}\mu ^{}(x/h(u),\mathrm{})𝑑u.$$
(5)
On the other hand by differentiating (4) (it is not hard to verify that this is possible) and by inverting the resulting expression, one gets

$$\omega ^{}[0,x]:=_0^xy\mu ^{}(dy)=_0^x\mu ^{}[0,xy]yM^{}(dy)\text{ }$$
(6)
(compare to standard representation of positive ID distributions due to Steutel (1970, p.86)).
Furthermore, (5) reveals that $`M_{}`$ satisfies the relation

$$_0^xyM_{}(dy)=_0^{h(+0)}\omega _{}[0,x/y]\nu (dy)\text{}$$
(7)
where $`\nu (dx)=\lambda xh^{}(dx)`$, and $`h^{}`$ is a generalized inverse of $`h`$ to be defined in Section 2.
Just from (4)-(7) one can deduce a lot of things about $`\mu ^{}`$. See Section 2 for details.

The research of fixed points of the SNT (2) has been initiated in Iksanov (2001). There in fact the following result has been proven: if $`h(x)=e^x`$, $`x0`$ then the condition $`\lambda 1`$ is necessary and sufficient to guarantee an existence of fixed points $`\mu ^{}`$ of SNT $`𝕋_{h,\lambda }`$. Furthermore, those fixed points are positive Linnik distributions (exponential for $`\lambda =1`$) which are given by the tails of distributions $`\mu ^{}(x,\mathrm{})=_{k=0}^{\mathrm{}}(\beta )^kx^{\lambda k}/\mathrm{\Gamma }(1+\lambda k),`$ $`x0,`$ $`\beta >0`$ , where $`\mathrm{\Gamma }`$ stands for the Euler gamma function, or via the LST’s

$$_0^{\mathrm{}}\mathrm{exp}(zx)\mu ^{}(dx)=(1+\beta z^\lambda )^1.$$
(8)
Here it is reasonable to note that 1) Lin (2001) independently proves a closely related result in slightly different settings by using another approach; 2) in Iksanov (2001) the distributions with the LST (8) has been called Mittag-Leffler distributions. However, as explained in Pakes (1995, p. 294) (see also Lin (2001)) this may cause confusion and the name ”positive Linnik” is more correct for these distributions.

As it is well-known from Vervaat (1979) or Bondesson (1992), when one studies non-negative SND, there is no loss of generality in assuming that the response function $`h`$ is right-continuous and non-increasing. Under such assumptions IJ (2002) provide a description of fixed points that correspond to response functions $`h`$ with $`h(+0)1`$, and also directly verify that $`h(s)=1_{[0,a)}(s)`$ for some $`a>0`$, and $`h(s)=s^\alpha ,\alpha >1`$ give rise to no fixed points for any positive $`\lambda >0`$. Also Theorem 1.1(a) from the latter reference implies that a pair $`(\lambda ,h)`$ with $`\lambda _0^{\mathrm{}}h(u)𝑑u>1`$ does not generate fixed points.

Mentioned above are the only known before response functions which permit either to describe fixed points explicitly (that is, to point out its LST or distribution function etc.) or to prove an absence of fixed points. Similarly the problem of not having many explicit examples is often mentioned in the literature on perpetuities. This is not strange. In fact, the reader will observe (see Lemma 3.3 below) that the size-biased distributions which correspond to fixed points of finite mean are *perpetuities* of a very special kind. Consequently, study of fixed points in our model and that of perpetuities are closely related. Although those have much in common, a certain peculiarity of fixed points requires to work out special methods to treat them. To point out a few features of fixed points under consideration, we only mention their ID and (in most cases) absolute continuity on $`(0,\mathrm{})`$. This is certainly not a case for general perpetuities.

Somebody may ask why one needs to seek for explicit examples of fixed points? We believe that first it is a quite interesting theoretical problem on its own. Second it is expected that having found the way of construction explicit examples of fixed points, one could say more about some Lebesgue properties of fixed points. For example, which fixed points in addition to just mentioned ID and absolute continuity are selfdecomposable (SD) (certainly provided that the support of $`h`$ is the whole half-line), or which are unimodal? Those appear to be quite intriguing problems.

## 2 Main results.

Our first result states that some well-known distributions do appear as fixed points of the SNT (2). Although Proposition 2.1 does not contain an explicit form of the corresponding response functions except for some partial cases (one of them can be found in the proof of Proposition 2.2), no problems occur because the only thing one should know is that those $`h`$’s are right-continuous and non-increasing with $`_0^{\mathrm{}}h(u)𝑑u=1`$. Let us recall that any right continuous and non-decreasing function $`g`$ on $`(0,\mathrm{})`$ allows to define its generalized inverse $`g^{}`$which is right-continuous and non-decreasing as well and given as follows $`g^{}(z)=inf\{u:g(u)<z\}`$ for $`z<g(0^+)`$ and $`0`$ otherwise. We also preserve the above notation for ”usual” inverse functions which are defined for continuous and strictly monotone $`g`$ by the relation $`g(g^{}(z))=g^{}(g(z))=z`$.

###### Proposition 2.1

a) Let $`\alpha `$,$`\beta >0`$ and $`\gamma (0,1)`$. If the function $`h`$ is defined via its ”usual” inverse

$$h^{}(x)=\alpha _x^1z^1(1z)^{\alpha 1}𝑑z\text{}x(0,1)$$
(9)
then gamma distributions $`\mu _{\alpha ,\beta }(dx)={\displaystyle \frac{\beta ^\alpha }{\mathrm{\Gamma }(\alpha )}}x^{\alpha 1}e^{x/\beta }1_{(0,\mathrm{})}(x)dx`$ and *generalized* positive Linnik distributions $`\mu _{\alpha ,\beta ,\gamma }`$ given by the LST

$$_0^{\mathrm{}}e^{sx}\mu _{\alpha ,\beta ,\gamma }(dx)=\frac{1}{(1+\beta s^\gamma )^\alpha }$$
(10)
are fixed points of SNT $`𝕋_{h,1\text{ }}`$and $`𝕋_{h^{1/\gamma },1\text{ }}`$accordingly.b) Let $`\delta >0`$, $`\rho (0,1)`$ and $`h^{}(x)=\mathrm{ln}x+2x^{1/2}2`$$`x(0,1)`$. Then $`S2`$ distributions $`\mu _\delta (dx)=d(_{n=\mathrm{}}^{\mathrm{}}(12\pi ^2n^2x/\delta )e^{\pi ^2n^2x/\delta })`$ and positive distributions $`\mu _{\delta ,\rho }`$ with the LST

$$_0^{\mathrm{}}e^{sx}\mu _{\delta ,\rho }(dx)=\left(\frac{\sqrt{\delta s^\rho }}{\mathrm{sinh}\sqrt{\delta s^\rho }}\right)^2$$
(11)
are fixed points of SNT’s $`𝕋_{h,1\text{ }}`$and $`𝕋_{h^{1/\rho },1\text{ }}`$accordingly.

###### Remark 2.1

Let $`\gamma _{\alpha ,\beta }`$ be a gamma r.v. and $`\epsilon (0,1)(2,\mathrm{})`$. Unlike the gamma distribution, $`(\gamma _{\alpha ,\beta }^\epsilon )`$ cannot be a fixed point of SNT. If $`\epsilon <1`$ this is so, because $`(\gamma _{\alpha ,\beta }^\epsilon )`$ is not ID. Whereas for $`\epsilon >2`$ $`(\gamma _{1,\beta }^\epsilon )`$ together with the lognormal distribution are primary examples of laws which are not determined by their moments according to Krein’s criterion. The same is true for $`(\gamma _{\alpha ,\beta }^\epsilon )`$ as shown by Pakes, Khattree (1992). Therefore the conclusion follows from Proposition 2.3(b).

###### Remark 2.2

All distributions of Proposition 2.1 are SD. While the background driving Lévy processes of part a) distributions are compound Poisson (see Iksanov, Jurek (2002a) for a recent treatment of those and definitions), this is not the case for the others. SD of $`S2`$ distributions is easy to verify because as it is shown by Pitman, Yor (2001, Table 1, p.442) their Lévy densities are of the form $`k(x)/x=(\delta _{n=\mathrm{}}^+\mathrm{}e^{\delta ^1\pi ^2n^2x})/x`$, and hence $`k(x)`$ is decreasing on $`(0,\mathrm{})`$. Now distributions given by (11) are SD as these are laws of strictly stable subordinator evaluated at random SD ($`S2`$) time. The observation about SD of such distributions is due to Bondesson (1992, p.19).
Clearly, 1) NOT *all* fixed points generated by $`h`$ of unbounded support and 2) NOT *all* size-biased distributions which correspond to fixed points are SD.

To formulate our second result, recall that Bondesson (1992, p.156) proved that the sufficient condition for SD of SND (1) is log-convexity and strict decreasingness of $`h`$. The next Proposition states that this is not necessary.

###### Proposition 2.2

There exist selfdecomposable shot noise distributions which are generated by a response function which is not log-convex.

Suppose that $`\mu 𝒫^+`$ is of finite mean $`m:=_0^{\mathrm{}}x\mu (dx)`$. This allows to consider the so-called size-biased distribution $`\overline{\mu }(dx)=m^1x\mu (dx)`$. Let $`\overline{\eta }`$, $`\eta `$ and $`A`$ be independent r.v.’s with $`\overline{\mu }=(\overline{\eta })`$, $`\mu =(\eta )`$ and $`\nu =(A)`$ which satisfy the distributional equality

$$\overline{\eta }\stackrel{𝑑}{=}\eta +A\overline{\eta }\text{.}$$
(12)
We now cite the problem mentioned by Pitman, Yor (2000, p.35): ”given a distribution of $`A`$…whether there exists such a distribution of $`\eta `$”. Recall that in the more recent literature the so defined r.v. $`\overline{\eta }`$ (as in (12)) is typically called perpetuity.

Below we answer the above question for the partial case when $`\nu `$ is concentrated on $`(0,b]`$, $`b1`$. Denote by $`\delta _x`$ the delta measure at $`x0`$.

###### Proposition 2.3

a) For any $`\nu \delta _1`$ concentrated on $`(0,b]`$, $`b1`$ there exist $`\mu `$’s satisfying (12). For fixed $`m>0`$ $`\mu `$ is a unique solution to (12) such that $`m=_0^{\mathrm{}}x\mu (dx)`$.
b) Those $`\mu `$’s have finite exponential moments.
c) All $`\mu `$’s are infinitely divisible with drift $`0`$ and Lévy measure $`M`$ whose tail is given as follows $`M(x,\mathrm{})=_0^bz^1\mu (xz^1,\mathrm{})\nu (dz)`$. Furthermore, $`\mu `$’s are compound Poisson provided $`x^1\nu (dx)`$ is integrable at the neighbourhood of zero.
d) If for some $`\epsilon (0,1]`$ $`_0^b`$ $`x^\epsilon \nu (dx)<\mathrm{}`$ then
$`\mu (dx)=q\delta _0+(1q)f(x)1_{(0,\mathrm{})}(x)dx`$, where $`q=0`$ if $`x^1\nu (dx)`$ is not integrable at the neighbourhood of the origin, and $`q(0,1)`$ is a unique solution to the equation $`\mathrm{exp}(b(1z))=z`$ if $`_0^bx^1\nu (dx)=b`$. In words, $`\mu `$’s have an absolutely continuous component on $`(0,\mathrm{})`$ with density $`f`$.
e) All $`\mu `$’s are fixed points of SNT $`𝕋_{h,1}`$ with the response function $`h`$ given via its generalized inverse $`h^{}`$ as follows: $`h^{}(x)=_x^bz^1\nu (dz)`$ which implies $`_0^{\mathrm{}}h(z)𝑑z=1`$.

###### Remark 2.3

It is possible to strengthen the above Proposition in the following way. Let us consider the measure $`\sigma `$ such that $`\sigma (dx)=x\mu (dx)`$ and rewrite (12) in terms of distributions to obtain the well-known representation of positive infinitely divisible distributions due to Steutel (1970, p.86):

$$\sigma [0,x]=_0^x\mu [0,xz]zM(dz)\text{,}$$
(13)
$`M`$ being the Lévy measure of $`\mu `$ which in our case has a feature

$$_0^xzM(dz)=_0^b\sigma [0,x/z]\nu (dz).$$
(14)
As it turned out if $`_0^bz^\mathrm{\Delta }v(dz)<\mathrm{}`$ for some$`\mathrm{\Delta }(0,1)`$, we need not pre-suppose that $`_0^{\mathrm{}}x\mu (dx)<\mathrm{}`$. In fact, if a distribution $`\mu `$ satisfies (13), (14) then it necessarily has finite first moment. Moreover, given $`m>0`$ $`\mu `$ is the unique distribution of mean $`m`$ satisfying (13), (14). This is essentially the content of Theorem 1.1(b) of IJ (2002), but for a special case the proof of that assertion should be taken into account.

## 3 The Proofs.

Four preparatory lemmas are prepared. We begin with a simple observation which can be read from (4) and hence its proof is immediate and omitted. It is singled out as a Lemma only for ease of further references.

###### Lemma 3.1

Fixed points of the SNT (2) are invariant under scale transformations, that is, if $`(\xi )`$ is a fixed point of the SNT so is $`(c\xi )`$, for any $`c>0`$.

Throughout the rest of this Section we will assume that for any positive $`\lambda `$ response functions $`h`$’s of the SNT $`𝕋_{h,\lambda }`$ are subject to CONDITION A: they are right-continuous, non-increasing, $`h(+0)1`$ and $`h`$ is not of the form $`h(u)=1_{[0,a)}(u)`$ for some $`a>0`$.

The next Lemma is a uniqueness result concerning fixed points of the SNT. It is contained in Theorem 1.1(b) of IJ (2002) and has been proven there by using Contraction Principle. We would like to provide an independent, slightly simpler proof.

###### Lemma 3.2

Let $`h`$ satisfies Condition A and $`\lambda _0^{\mathrm{}}h(z)𝑑z=1`$. Then $`𝕋_{h,\lambda }`$ has fixed points of finite mean. Given $`m(0,\mathrm{})`$ there exist a unique fixed point $`\mu ^{}`$ of $`𝕋_{h,\lambda }`$ with $`m=_0^{\mathrm{}}x\mu ^{}(dx)`$.

Proof. For fixed $`m>0`$ consider the set of probability measures
$`𝒫_{h,m}^+=\{\rho 𝒫_h^+:_0^{\mathrm{}}x\rho (dx)=m\}`$. Starting with $`\mu _0=\delta _m`$, define the sequence

$$\mu _n:=𝕋_{h,\lambda }\mu _{n1}:=𝕋_{h,\lambda }^n\mu _0,n=1,2,\mathrm{}$$

which is trivially well-defined on $`𝒫_{h,m}^+`$ provided $`_0^{\mathrm{}}h(z)𝑑z<\mathrm{}`$. The corresponding LST’s $`\phi _n(s)=_0^{\mathrm{}}e^{sx}\mu _n(dx)`$, $`n=0,1,\mathrm{}`$ satisfy equations

$$\phi _0(s)=e^{ms}\text{}\phi _n(s)=\mathrm{exp}\{\lambda _0^{\mathrm{}}(1\phi _{n1}(sh(u)))𝑑u\}\text{}n=1,2,\mathrm{}$$
(15)
Let us verify that the weak limit of $`\mu _n`$, as $`n\mathrm{}`$, exists and has mean $`m`$. As it is well-known, this will mean that $`𝕋_{h,\lambda }`$ has a unique fixed point on $`𝒫_{h,m}^+`$.
In what follows we use some ideas of Durrett, Liggett (1983, the proof of Theorem 2.7). By Jensen’s inequality,

$$\phi _1(s)=𝔼\mathrm{exp}\{s\underset{i=1}{\overset{\mathrm{}}{}}\xi _ih(\tau _i)\}\mathrm{exp}\{s𝔼\underset{i=1}{\overset{\mathrm{}}{}}\xi _ih(\tau _i)\}=\phi _0(s),$$

that implies $`\phi _n(s)`$ $`\phi _{n1}(s)`$, $`n=1,2,\mathrm{}`$, $`s0`$. Thus the monotone and bounded sequence $`\{\phi _n\},n=1,2,\mathrm{}`$ has a unique limit $`\phi (s)`$, say, being the LST of a probability measure $`\mu `$, say. Since $`_0^{\mathrm{}}h(z)𝑑z<\mathrm{}`$ then by dominated convergence it is easily seen that $`\phi (s)`$ satisfies the fixed point equation (4) or equivalently $`\mu `$ is a (possibly degenerate at $`0`$) fixed point of the SNT. It remains to check that $`\mu 𝒫_{h,m}^+`$. Clearly,

$$\underset{s+0}{limsup}(\phi ^{}(s))m\text{.}$$
(16)
So we should only study the lower limit.

To this end for $`n=0,1,\mathrm{}`$ put $`\mathrm{\Phi }_n(s):=\mathrm{log}(\phi _n^{}(e^s))`$, $`\mathrm{\Psi }_n(s):=\mathrm{log}\phi _n(e^s).`$ Note that in view of assumptions $`\pi (dz):=\lambda zh^{}(dz)`$ is a probability measure and let $`\theta `$, $`\theta _1`$, $`\theta _2`$, … be independent rv’s with this distribution. Under these notations one obtains from (15) by change of variable

$`\mathrm{\Phi }_n(s)`$ $`=`$ $`\mathrm{\Psi }_n(s)+\mathrm{log}{\displaystyle _0^{\mathrm{}}}\phi _{n1}^{}(e^{s+z})\pi (de^z)=`$ (17)
$`=`$ $`\mathrm{\Psi }_n(s)+\mathrm{log}𝔼\{\mathrm{exp}\mathrm{\Phi }_{n1}(s\mathrm{log}\theta )\}`$
$``$ $`\mathrm{\Psi }_n(s)+𝔼\mathrm{\Phi }_{n1}(s\mathrm{log}\theta )me^s+𝔼\mathrm{\Phi }_{n1}(s\mathrm{log}\theta )\text{.}`$
Above the first inequality follows by Jensen’s inequality and the second one follows by monotonicity of $`\{\mathrm{\Psi }_n\}.`$
Consider the random walk $`S_0=0`$, $`S_n=_{i=1}^n\mathrm{log}\theta _i`$, $`n=1,2,\mathrm{}`$ On iterating (17) one gets

$$\mathrm{\Phi }_n(s)𝔼\mathrm{\Phi }_0(s+S_n)me^s(1+𝔼\underset{i=1}{\overset{n1}{}}\theta _1\theta _2\mathrm{}\theta _i)\text{.}$$

Since $`𝔼\mathrm{log}\theta _i=\lambda _0^{\mathrm{}}h(z)\mathrm{log}h(z)𝑑z<0`$ then by the strong law of large numbers $`S_n+\mathrm{}`$ as $`n\mathrm{}`$ a.s. Consequently by dominated convergence

$$\underset{n\mathrm{}}{lim}𝔼\mathrm{\Phi }_0(s+S_n)=\mathrm{log}m.$$
(18)
Since $`\pi `$ is concentrated on $`(0,1)`$ then $`\underset{n\mathrm{}}{lim}(1+𝔼_{i=1}^{n1}\theta _1\theta _2\mathrm{}\theta _i)=(1𝔼\theta )^1`$. Therefore by using (18)

$$\underset{s+0}{liminf}(\phi ^{}(s))=\mathrm{exp}\{\underset{s+\mathrm{}}{liminf}\underset{n\mathrm{}}{lim}\mathrm{\Phi }_n(s)\}m\text{.}$$

This together with (16) show that $`\mu ^{}:=\mu 𝒫_{h,m}^+`$.

To prove uniqueness let us assume on the contrary that there exists *another* LST $`\stackrel{~}{\phi }(s)`$ with $`\underset{s+0}{lim}s^1(1\stackrel{~}{\phi }(s))=m`$ that satisfies (4). As in Athreya (1969, Theorem 1), set $`M(s)={\displaystyle \frac{\left|\stackrel{~}{\phi }(s)\phi (s)\right|}{s}}`$ for $`s>0`$ and obtain from (4):

$$M(s)_0^1M(sz)\pi (dz)\mathrm{}𝔼M(s\theta _1\mathrm{}\theta _n).$$
(19)
Further for any $`s>0`$ $`M(s)\left|ms^1(\stackrel{~}{\phi }(s)1)\right|+\left|s^1(1\phi (s))m\right|`$ which gives $`\underset{s+0}{lim}M(s)=0`$.
By the strong law of large numbers and bounded convergence in (19) we conclude that $`M(s)=0`$ for $`s>0`$. It remains to recall that $`\stackrel{~}{\phi }(0)=\phi (0)=1`$ which yields $`\stackrel{~}{\phi }(s)=\phi (s)`$. This completes the proof.

While our third auxiliary assertion is the key ingredient to the proof of all assertions of Section 2, and in essense makes clear the connection between fixed points of the SNT’s and perpetuities of special kind (12), the fourth one is quite simple and again can be read from (4) with some additional explanations. In Lemma 3.3 all random variables and distributions involved were described just above (12).

###### Lemma 3.3

Let for given $`\nu `$ as in Proposition 2.3 a r.v. $`\eta `$ satisfies (12). Then $`\mu `$ is a fixed point of the SNT $`𝕋_{h,1}`$ with $`h^{}(x)=_x^bz^1\nu (dz)`$, $`x(0,b)`$ and hence $`h`$ is subject to Condition A and $`_0^{\mathrm{}}h(z)𝑑z=1`$.
Conversely, if $`\mu ^{}`$ is a fixed point of the SNT $`𝕋_{h,\lambda }`$ with

$$\lambda _0^{\mathrm{}}h(z)𝑑z=1\text{ and }h(+0)=b(0,1]$$
(20)
then the r.v. $`\eta `$ with $`(\eta )=\mu ^{}`$ satisfies (12) with a r.v. $`A`$ whose distribution $`\nu `$ is concentrated on $`(0,b]`$ and defined as follows: $`\nu (dx)=\lambda xh^{}(dx)`$.

Proof. Let us first note that if $`\nu =\delta _1`$ then $`\mu =\delta _0`$, the case excluded by us. By the same reasoning we remove the indicator function from the class of possible response functions in Condition A.
Suppose that the SNT $`𝕋_{h,\lambda }`$ has a fixed point $`\mu ^{}`$ and hence $`\phi ^{}(s)=_0^{\mathrm{}}e^{sx}\mu ^{}(dx)`$ satisfies (4), that is, $`\phi ^{}(s)=`$

$$=\mathrm{exp}\{\lambda _0^{\mathrm{}}(1\phi ^{}(sh(u)))𝑑u\}=\mathrm{exp}\{\lambda _0^b(1\phi ^{}(sz))h^{}(dz)\}\text{.}$$

In view of Lemma 3.2 condition (20) implies $`m:=_0^{\mathrm{}}x\mu ^{}(dx)<\mathrm{}`$. Without loss of generality we may and do assume $`m=1`$ and therefore
$`\underset{s+0}{lim}s^1(1\phi ^{}(s))=1`$.
Suppose that a r.v. $`\eta `$ with $`𝔼\eta =1`$ satisfies (12). Then the LT $`\phi (s)=𝔼e^{s\eta \text{ }}`$solves

$$\phi ^{^{}}(s)=\phi (s)_0^{\mathrm{}}\phi ^{^{}}(sz)\nu (dz)\text{.}$$

Note that $`\phi ^{^{}}(s)`$ is the LST of probability measure $`\overline{\mu }(dx)=x\mu (dx)`$. By using Fubini’s Theorem one has $`\mathrm{ln}\phi (s)=_0^s[\mathrm{ln}\phi (u)]^{^{}}𝑑u=_0^s_0^{\mathrm{}}\phi ^{^{}}(uz)\nu (dz)𝑑u=_0^{\mathrm{}}z^1\nu (dz)(\phi (sz)1)`$ or equivalently

$$\phi (s)=\mathrm{exp}\{_0^{\mathrm{}}(1\phi (sz))z^1\nu (dz)\}.$$

Put $`\nu (dz)=\lambda zh^{}(dz)`$ and note that this implies that the statements ”$`\nu `$ is a probability measure on $`[0,b]`$” and (20) are equivalent. We want to verify that $`\phi ^{}(s)=\phi (s)`$. Luckily, the way of doing so mimics that of the proof of the previous Lemma (beginning with ”As in Athreya…”), the only difference being $`M(s)={\displaystyle \frac{\left|\phi (s)\phi ^{}(s)\right|}{s}}`$. The proof is completed.

###### Lemma 3.4

Assume that $`\lambda _0^{\mathrm{}}h(z)𝑑z=1`$. Then for any $`\alpha (0,1)`$ the SNT $`𝕋_{h^{1/\alpha },\lambda }`$ has a fixed point $`\mu _\alpha ^{}`$ whose tail is given by

$$\mu _\alpha ^{}(x,\mathrm{})=_0^{\mathrm{}}s_\alpha (xt^{1/\alpha },\mathrm{})\mu ^{}(dx)$$
(21)
where $`\mu ^{}`$ is a fixed point of $`𝕋_{h,\lambda }`$ with finite mean; $`s_\alpha `$ is a strictly stable positive distribution with index of stability $`\alpha `$ or equivalently

$$_0^{\mathrm{}}e^{sx}\mu _\alpha ^{}(dx)=\phi ^{}(s^\alpha )\text{,}$$
(22)
where $`\phi ^{}(s)`$ is the LST of $`\mu ^{}`$.

Proof. Set $`\phi _\alpha ^{}(s)=\phi ^{}(s^\alpha )`$ and let $`m`$ be the mean of $`\mu ^{}`$. A formal substitution in (4) $`s^\alpha `$ instead of $`s`$ gives

$$\phi _\alpha ^{}(s)=\mathrm{exp}\{\lambda _0^{\mathrm{}}(1\phi _\alpha ^{}(sh^{1/\alpha }(u)))𝑑u\}$$
(23)
which implies (22) provided the SNT $`𝕋_{h^{1/\alpha },\lambda }`$ is well-defined or equivalently the integral in (23) converges for small $`s`$. However the latter is easy since $`\underset{s+0}{lim}s^\alpha (1\phi _\alpha ^{}(s))=m`$ implies for some $`\epsilon >0`$ and $`s_0=s_0(\epsilon )>0`$ $`_0^{\mathrm{}}(1\phi _\alpha ^{}(sh^{1/\alpha }(u)))𝑑u(m+\epsilon )s^\alpha `$ for all $`s(0,s_0)`$. To see that (22) is tantamount to (21), recall that if $`\phi (s)=𝔼e^{s\vartheta }`$ than $`\phi (s^\alpha )=𝔼e^{S_\alpha \vartheta ^{1/\alpha }}`$, where $`S_\alpha `$ is a positive strictly $`\alpha `$stable r.v.

Proof of Proposition 2.1 (a). Let $`\gamma (a,b)`$ be a r.v. with gamma distribution with parameters $`a,b>0`$, that is, its probability density function (p.d.f) is $`p_{a,b}(x)={\displaystyle \frac{b^a}{\mathrm{\Gamma }(a)}}x^{a1}e^{bx}`$, $`x>0`$, and $`\beta (c,d)`$ be a r.v. with beta distribution of the first kind with parameters $`c,d>0`$, that is with p.d.f. $`q_{c,d}(x)={\displaystyle \frac{\mathrm{\Gamma }(c+d)}{\mathrm{\Gamma }(c)\mathrm{\Gamma }(d)}}x^{c1}(1x)^{d1}`$, $`x(0,1)`$. The well-known result due to Stuart (1962) asserts that for any positive $`\alpha _1`$, $`\alpha _2`$ $`\gamma (1,\alpha _2)\stackrel{𝑑}{=}\beta (1,\alpha _1)\gamma (1+a_1,\alpha _2)`$. This together with the obvious equality $`\gamma (1+\alpha _1,\alpha _2)\stackrel{𝑑}{=}\gamma (1,\alpha _2)+\gamma (a_1,\alpha _2)`$ imply for $`\alpha _1=`$ $`\alpha _2=\alpha `$

$$\gamma (1+\alpha ,\alpha )\stackrel{𝑑}{=}\gamma (a,\alpha )+\beta (1,\alpha )\gamma (1+\alpha ,\alpha )\text{.}$$
(24)
It remains to note that $`𝔼\gamma (a,\alpha )=1`$ and hence (12) is nothing more than (24) with $`\overline{\eta }\stackrel{𝑑}{=}\gamma (1+\alpha ,\alpha )`$, $`\eta \stackrel{𝑑}{=}\gamma (\alpha ,\alpha )`$ and $`A\stackrel{𝑑}{=}\beta (1,\alpha )`$. By Lemma 3.3 $`\gamma (a,\alpha )`$ is a fixed point of the SNT $`𝕋_{h,1\text{ }}`$with $`h`$ defined by its inverse $`h^{}(x)=_x^1z^1q_{1,\alpha }(z))dz`$. To complete the study of gamma distributions it suffices to note that fixed points of the SNT (2) are scale invariant by Lemma 3.1.

Since $`_0^{\mathrm{}}e^{zx}\mu _{\alpha ,\beta ,\gamma }(dx)=_0^{\mathrm{}}e^{z^\gamma x}\mu _{\alpha ,\beta }(dx)`$, an appeal to Lemma 3.4 finishes the proof.
b) Pitman, Yor (2000, Proposition 12(i,iii)) proved that $`S2`$ distribution $`\mu _2`$ given via the LST $`\phi _2(s)=\left({\displaystyle \frac{\sqrt{2s}}{\mathrm{sinh}\sqrt{2s}}}\right)^2`$satisfies (12) with $`\nu =(A)`$ such that $`\nu (dx)=(x^{1/2}1)dx`$, $`x(0,1)`$. Hence, by Lemma 3.3 $`\mu _2`$ is a fixed point of $`𝕋_{h,1}`$with $`h`$ being defined via its inverse $`h^{}(x)=_x^1z^1\nu (dz)=\mathrm{ln}x+2x^{1/2}2`$$`x(0,1)`$. An appeal to Lemma 3.1 proves that the same is true for $`\mu _\delta `$.
The conclusion regarding distributions given by (11) comes from Lemma 3.4. This finishes the proof.

###### Remark 3.1

Formula (24) is well-known and especially often mentioned in the literature on perpetuities. There are some its extensions which can be found in Dufresne (1995, 1998).

Proof of Proposition 2.2. We provide an explicit example of such a possibility. In fact, we intend to show that 1) the response function $`h(u)={\displaystyle \frac{1}{(\mathrm{cosh}u)^2}}`$ generate SD fixed points of the SNT $`𝕋_{h,1\text{ }}`$being $`\gamma (1/2,1/2)`$ distributions; 2) so defined $`h`$ is log-concave.
To this end let us turn to Proposition 2.1 to obtain that $`\gamma (1/2,1/2)`$ distribution is a fixed point of $`𝕋_{h,1\text{ }}`$where $`h`$ is given via its inverse $`h^{}(u)=2^1_u^1z^1(1z)^{1/2}𝑑z={\displaystyle \frac{1}{2}}\mathrm{ln}{\displaystyle \frac{1(1u)^{1/2}}{1+(1+u)^{1/2}}}`$, $`u>0`$. Now it is easily seen that the corresponding $`h`$ is of the form stated above by appealing at final stage to the well-known relation

$$1(\mathrm{tanh}u)^2=\frac{1}{(\mathrm{cosh}u)^2}\text{.}$$

Log-concavity of $`h`$ follows from the relation $`(\mathrm{ln}h(u))^{^{\prime \prime }}={\displaystyle \frac{2}{(\mathrm{cosh}u)^2}}<0`$. This completes the proof.

Proof of Proposition 2.3. e) is our Lemma 3.3. All the other parts of the Proposition can be obtained by appealing to e) as follows: a) is a consequence of Lemma 3.2; b) finiteness of some exponential moments is a part of Theorem 1.1(b) of IJ(2002); c) is quite trivial and can be read from (5); d) is a part of Theorem 1.2 of IJ(2002).