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# 𝐒𝐋_𝟐(ℝ), Exponential Herglotz Representations, and Spectral Averaging

## 1. Introduction

Spectral averaging is usually concerned with integrating the spectral measure of a one-parameter family of self-adjoint operators with respect to a parameter, typically a coupling constant or a boundary condition parameter. One then proceeds to proving the absolute continuity of the integrated (averaged) spectral measure with respect to Lebesgue measure. Actually, one is usually more ambitious and tries to establish the universality of spectral averaging, provided that averaging is carried out over the whole parameter space. That is, one intends to prove that the averaged measure does not depend upon the concrete choice of the one-parameter family of operators and that it is mutually equivalent to Lebesgue measure.

In this paper we revisit this circle of ideas and present a discussion of the following topics:

$``$ The intimate connection between spectral averaging, $`SL_2()`$, and Möbius transformations.
$``$ The exponential Herglotz representation theorem is shown to be the underlying reason for absolute continuity of averaged spectral measures with respect to Lebesgue measure. In particular, this identifies the spectral shift function as the density in the absolutely continuous averaged spectral measure.
$``$ Various existing results on (universality of) spectral averaging are extended. In particular, we don’t assume the existence of a spectral gap (or boundedness from below) in the associated self-adjoint operators.
$``$ Conditions for (non)universality of spectral averaging to hold are identified.
$``$ A unified treatment of self-adjoint rank-one perturbations of a self-adjoint operator and self-adjoint extensions of a densely defined closed symmetric operator with deficiency indices $`(1,1)`$ is presented.
$``$ Separate averaging for point spectra, absolutely continuous, and singularly continuous spectra are discussed.
$``$ A partial result for averaging the $`\kappa `$-continuous part (with respect to the $`\kappa `$-dimensional Hausdorff measure) of singularly continuous measures is derived.

We next illustrate these ideas in two canonical cases: the case of rank-one perturbation theory and that of the theory of self-adjoint extensions of symmetric operators with deficiency indices $`(1,1)`$.

Let $`A`$ be a self-adjoint operator in a separable complex Hilbert space $``$ and $`P`$ an orthogonal rank-one projection in $``$. We introduce two Herglotz functions, $`M`$ and $`N`$, associated with the pair $`(A,P)`$

$$M(z)=\text{tr}(P(Az)^1P),z_+$$
(1.1)
and

$$N(z)=\text{tr}(P(zA+I)(Az)^1P),z_+,$$
(1.2)
with $`_+`$ the open upper complex half-plane. One then has the Herglotz representations,

$$M(z)=_{}\frac{d\mu (\lambda )}{\lambda z},z_+,$$
(1.3)
with $`\mu `$ a probability measure on $``$, $`\mu ()=1`$, and

$$N(z)=B+_{}𝑑\nu (\lambda )\left(\frac{1}{\lambda z}\frac{\lambda }{1+\lambda ^2}\right),z_+,$$
(1.4)
with $`B`$ and $`\nu `$ a Borel measure satisfying

$$_{}\frac{d\nu (\lambda )}{1+\lambda ^2}<\mathrm{}.$$
(1.5)
Actually, a short computation reveals that

$$N(z)=z+(1+z^2)M(z)$$
(1.6)
and

$$d\nu (\lambda )=(1+\lambda ^2)d\mu (\lambda ),B=\text{Re}(N(i))=0.$$
(1.7)
Thus, (1.4) simplifies to

$$N(z)=_{}(1+\lambda ^2)𝑑\mu (\lambda )\left(\frac{1}{\lambda z}\frac{\lambda }{1+\lambda ^2}\right),z_+.$$
(1.8)
If $`A`$ is unbounded and $`\text{ran}(P)\text{dom}(A)=\{0\}`$, then the measure $`\nu `$ is infinite.

###### Lemma 1.1.

Consider the one-parameter family of self-adjoint operators,

$$A_t=A+tP,t,$$
(1.9)
with resolvents

$$(A_tz)^1=(Az)^1\frac{1}{M(z)+(1/t)}(Az)^1P(Az)^1,(t,z)\times _+,$$
(1.10)
and $`M`$ given by (1.1). Moreover, introduce

$$M_t(z)=\frac{M(z)}{tM(z)+1},(t,z)\times _+.$$
(1.11)
Then $`M_t`$ is the corresponding $`M`$-function associated with the pair $`(A_t,P)`$ $`(`$cf. (1.1)$`)`$. Denote by $`\mu _t`$ the measure in (1.3) associated with $`M_t`$ and by $`\mathrm{\Delta }`$ a bounded Borel set on $``$. Then averaging $`\mu _t`$ yields an absolutely continuous measure with respect to Lebesgue measure,

$$_{t_1}^{t_2}𝑑t\mu _t(\mathrm{\Delta })=_\mathrm{\Delta }𝑑\lambda [\xi (\lambda ;A_{t_2},A)\xi (\lambda ;A_{t_1},A)],$$
(1.12)
where $`\xi (,B,A)`$ is the spectral shift function associated with the pair $`(B,A)`$ of self-adjoint operators. Moreover, spectral averaging is universal in the sense that

$$_{\mathrm{}}^{\mathrm{}}𝑑t\mu _t(\mathrm{\Delta })=|\mathrm{\Delta }|,$$
(1.13)
with $`||`$ denoting Lebesgue measure on $``$.

###### Remark 1.2.

The proof of the lemma is well-known and can be found in  and . In fact, (1.12) is a particular case of the Birman–Solomyak spectral averaging formula  proven in the mid-seventies.

###### Lemma 1.3.

Assume that $`A`$ is an unbounded self-adjoint operator and

$$\text{ran}(P)\text{dom}(A)=0.$$
(1.14)
Then the one-parameter family of operator-valued functions

$`R_t(z)`$ $`=(Az)^1{\displaystyle \frac{1}{N(z)+(1/t)}}(Ai)(Az)^1P(A+i)(Az)^1,`$ (1.15)
$`(t,z)\times _+,`$
with $`N`$ given by (1.2), are the resolvents of a one-parameter family of self-adjoint operators $`\{A_t\}_t`$. Introducing,

$$N_t(z)=\frac{N(z)t}{tN(z)+1},(t,z)\times _+,$$
(1.16)
then $`N_t`$ is the $`N`$-function $`(`$in the sense of (1.15)$`)`$ of the pair $`(A_t,P)`$ $`(`$cf. (1.8)$`)`$. The family $`\{A_t\}_t`$ is a one-parameter family of self-adjoint extensions of a closed symmetric densely defined operator $`\dot{A}`$ with deficiency indices $`(1,1)`$,

$$\dot{A}=A|_{\text{dom}(\dot{A})},\text{dom}(\dot{A})=\underset{t}{}\text{dom}(A_t).$$
(1.17)
In particular, $`lim_{t0}A_t=A`$ in the strong resolvent sense. Denote by $`\nu _t`$ the measure in (1.8) associated with $`N_t`$ and by $`\mathrm{\Delta }`$ a bounded Borel set on $``$. Then averaging $`\nu _t`$ yields an absolutely continuous measure with respect to Lebesgue measure,

$$\frac{1}{\pi }_{t_1}^{t_2}\frac{dt}{1+t^2}\nu _t(\mathrm{\Delta })=_\mathrm{\Delta }𝑑\lambda [\xi (\lambda ;A_{t_2},A)\xi (\lambda ;A_{t_1},A)].$$
(1.18)
Moreover, spectral averaging is universal in the sense that

$$\frac{1}{\pi }_{\mathrm{}}^{\mathrm{}}\frac{dt}{1+t^2}\nu _t(\mathrm{\Delta })=|\mathrm{\Delta }|.$$
(1.19)
###### Remark 1.4.

The resolvent formula (1.15) is due to Krein  and Naimark . The proof of the transformation law (1.16) can be found, for instance, in . The spectral averaging formula (1.18) in the case of boundary condition dependence for a semibounded Schrödinger operator is due to Javrjan . Javrjan’s method can easily be adapted to the case of arbitrary self-adjoint operators $`A`$ having a spectral gap. The treatment of the general case of $`A`$ with $`\text{spec}(A)=`$ needs some additional information on the spectral shift function theory in the case of relatively trace class perturbation. In this case the spectral shift function should be viewed as a path-dependent homotopy invariant characteristics of the perturbation $`(`$see, \[47, Ch. 8, Sect. 8\]$`)`$ and the proof of (1.18) requires minor additional efforts.

In the case of perturbation theory the transformation (1.11) can be represented in the form

$$M_t(z)=g_t(M(z)),$$
(1.20)
where $`\{g_t\}_t`$ is a one-parameter group of automorphisms of the open upper half-plane $`_+`$

$$g_tg_s=g_{t+s},s,t,$$
(1.21)
where

$$g_t(z)=\frac{z}{tz+1},(t,z)\times _+.$$
(1.22)
In the case of self-adjoint extension theory the transformation (1.16) can be written as

$$N_t(z)=f_t(N(z)),$$
(1.23)
where $`\{f_t\}_t`$ is a one-parameter family of automorphisms of $`_+`$

$$f_t(z)=\frac{zt}{tz+1},(t,z)\times _+.$$
(1.24)
The family of transformations $`\{f_t\}_t`$ is not a one-parameter subgroup of $`SL_2()`$. However, by a change of parametrization $`t\mathrm{tan}(t)`$, the group law (1.21) can be restored with

$$g_t(z)=f_{\text{arctan}(t)}(z),(t,z)\times _+.$$
(1.25)
In either case, the one-parameter family $`\{g_t\}_t`$ of automorphisms of $`_+`$ gives rise to a dynamical system on a certain “phase space” of measures as discussed in Section 3.

We continue with an intuitive explanation of how exponential Herglotz representations, and hence spectral shift functions, naturally enter the averaging process (1.12), (1.18). In both cases, Lemma 1.1 and 1.3, $`M_t`$, respectively, $`N_t`$ (the latter after reparametrizing $`t\mathrm{tan}(t)`$) are of the type,

$$M_t(z)=\frac{a_tM_0(z)+b_t}{c_tM_0(z)+d_t}=\frac{d}{dt}\text{Ln}(c_tM_0(z)+d_t),(t,z)\times _+.$$
(1.26)
Here $`M_0`$ represents $`M`$ and $`N`$ in Lemmas 1.1 and 1.3, respectively, $`\text{Ln}()`$ denotes the logarithm on the standard infinitely sheeted Riemann surface branched at zero and infinity (and some care taking appropriate sheets must be exercised), and the coefficients $`a_t`$, $`b_t`$, $`c_t`$, $`d_t`$ are all real-valued satisfying

$$\left(\begin{array}{cc}a_t& b_t\\ c_t& d_t\end{array}\right)|_{t=0}=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)\text{ and }a_td_tb_tc_t=1,t.$$
(1.27)
Since $`M_0`$ is a Herglotz function, so is $`M_t`$ for each $`t`$. Similarly, $`c_tM_0+d_t`$ is a Herglotz or anti-Herglotz function and thus $`M_t`$ and $`c_tM_0+d_t`$ admit Herglotz and exponential Herglotz representations of the type,

$`M_t(z)`$ $`=B_t+{\displaystyle _{}}𝑑\omega _t(\lambda )\left({\displaystyle \frac{1}{\lambda z}}{\displaystyle \frac{\lambda }{1+\lambda ^2}}\right),`$ (1.28)
$`\text{Ln}(c_tM_0(z)+d_t))`$ $`=C_t+{\displaystyle _{}}𝑑\lambda \xi _t(\lambda )\left({\displaystyle \frac{1}{\lambda z}}{\displaystyle \frac{\lambda }{1+\lambda ^2}}\right),`$ (1.29)
where $`B_t,C_t`$,

$`\omega _t((\lambda _1,\lambda _2])`$ $`=\underset{\delta 0}{lim}\underset{\epsilon 0}{lim}{\displaystyle \frac{1}{\pi }}{\displaystyle _{\lambda _1+\delta }^{\lambda _2+\delta }}𝑑\lambda \text{Im}(M_t(\lambda +i\epsilon )),`$ (1.30)
$`\xi _t(\lambda )`$ $`={\displaystyle \frac{1}{\pi }}\underset{\epsilon 0}{lim}\text{Im}\left(\text{Ln}(c_tM_0(\lambda +i\epsilon )+d_t)\right)\text{ for a.e. }\lambda \text{,}`$ (1.31)
and

$$_{}\frac{d\omega _t(\lambda )}{1+\lambda ^2}<\mathrm{},\xi _t()L^{\mathrm{}}(),t.$$
(1.32)
Thus, one formally obtains for any bounded Borel set $`\mathrm{\Delta }`$,

$`{\displaystyle _{t_1}^{t_2}}𝑑t\omega _t(\mathrm{\Delta })`$ $`={\displaystyle \frac{1}{\pi }}{\displaystyle _\mathrm{\Delta }}𝑑\lambda {\displaystyle _{t_1}^{t_2}}𝑑t\underset{\epsilon 0}{lim}{\displaystyle \frac{d}{dt}}\text{Im}\left(\text{Ln}(c_tM_0(\lambda +i\epsilon )+d_t)\right)`$
$`={\displaystyle _\mathrm{\Delta }}𝑑\lambda {\displaystyle _{t_1}^{t_2}}𝑑t{\displaystyle \frac{d}{dt}}\xi _t(\lambda )`$
$`={\displaystyle _\mathrm{\Delta }}𝑑\lambda [\xi _{t_2}(\lambda )\xi _{t_1}(\lambda )],`$ (1.33)
freely interchanging integrals, limits, and differentiation. Once rigorously established, (1.33) proves that averaging $`\omega _t`$ over the interval $`[t_1,t_2]`$ yields a measure absolutely continuous with respect to Lebesgue measure on $``$ and density related to the spectral shift function $`\xi =\xi _{t_2}\xi _{t_1}`$. Moreover, in the case of perturbations discussed in Lemma 1.1, one can show that

$$\xi _{t_2}(\lambda )\xi _{t_1}(\lambda )1\text{ as }t_1\mathrm{}\text{ and }t_2\mathrm{}$$
(1.34)
and hence the universal behavior (1.13)

$$_{\mathrm{}}^{\mathrm{}}𝑑t\omega _t(\mathrm{\Delta })=|\mathrm{\Delta }|$$
(1.35)
emerges. The case of self-adjoint extensions discussed in Lemma 1.3 requires some additional periodicity considerations with respect to $`t`$ but in the end also yields the universality in (1.19). However, a third case of one-parameter subgroups of $`SL_2()`$ considered in the following sections shows that universality cannot be taken for granted and may in fact fail. The material in Sections 2 and 3 will justify the formal procedures in (1.33).

Before describing the contents of each section we briefly review the historical development of this subject, which appears to be less well-known. To the best of our knowledge, the credit for the first paper on spectral averaging belongs to Javrjan  (see also the subsequent ), who considered half-line Schrödinger operators on $`(0,\mathrm{})`$ and averaged over the boundary condition parameter at $`x=0`$ as early as 1966. The next step is due to Birman and Solomyak  in 1975. They considered trace class perturbations of self-adjoint operators and averaged over the coupling constant parameter (using the differentiation formula for operator-valued functions by Daleckiĭ and S. Kreĭn ). Aleksandrov  appears to be the first to consider spectral averaging of a measure and separately averaging of its singular part in connection with the boundary behavior of inner functions in the unit disk in 1987. More recent treatments of spectral averaging can be found in Birman and Pushnitski , Gesztesy and Makarov , Gesztesy Makarov, and Naboko  (the latter references discuss an operator-valued version of the Birman–Solomyak averaging formula), Gesztesy, Makarov, and Motovilov , and Simon , .

The concept of spectral averaging became an important tool in investigations of disordered systems, in particular, in connection with random Schrödinger and Jacobi operators in the early eighties. In 1983, Carmona  (see also ), apparently unaware of previous results by Javrjan and Birman and Solomyak, used spectral averaging over boundary condition parameters to prove the existence of an absolutely continuous (a.c.) component in random and deterministic Schrödinger operators (he also proved that the rest of the spectrum consists of eigenvalues dense in certain intervals with exponentially localized eigenfunctions in some random cases). Kotani also used this approach to link the existence of pure point spectrum and exponentially decaying eigenfunctions with the positivity of the Lyapunov exponent in 1984  (published in 1986). Kotani’s work inspired new proofs of exponential localization by Delyon, Lévy, and Souillard , , Simon and Wolff , Simon , Delyon, Simon and Souillard , and Kotani and Simon  for one- and quasi-one-dimensional as well as multi-dimensional Anderson models (the latter for large disorder or sufficiently high energy) and one-dimensional random Schrödinger operators. In all these references spectral averaging over coupling constants plays a crucial role. This is especially transparent in the paper by Simon and Wolff , which uses results by Aronszajn  and Donoghue  as their point of departure to study the variation of singular spectra under rank-one perturbations of self-adjoint operators. This is also discussed in Simon’s review . (For textbook presentations of spectral averaging in this context we refer to \[10, Sect. VIII.2\], \[38, Sect. 13\].) Subsequently, Gordon ,  used spectral averaging in his studies of eigenvalues embedded in the essential spectrum. Spectral averaging has also been used to prove exponential localization for the one-dimensional Poisson model by Stolz . A more general approach, involving two-parameter spectral averaging, has recently been employed to prove exponential localization in the Poisson and random displacement models in one dimension by Buschmann and Stolz . The latter approach was again used by Sims and Stolz  in their discussion of exponential localization of the one-dimensional random displacement model and in a one-dimensional model of wave propagation in a random medium. Combes and Hislop  use averaging of spectral families to prove a Wegner-type estimate for a family of Anderson and Poisson-like multi-dimensional random Hamiltonians. Moreover, Combes, Hislop, and Mourre  in their discussion of perturbations of singular spectra and exponential localization for certain multi-dimensional random Schrödinger operators, and Combes, Hislop, Klopp, and Nakamura  in their study of the Wegner estimate and the integrated density of states, discuss spectral averaging in the spirit of Birman and Solomyak.

In Section 2 we collect basic facts on $`SL_2()`$, Möbius transformations, and the infinitely sheeted Riemann surface of the logarithm, as needed in the subsequent sections. Section 3, the principal section of this paper, then develops spectral averaging for spectral measures as well as for the associated absolutely continuous, singularly contionuous, and pure point parts (with respect to Lebesgue measure). Finally, Section 4 obtains a partial result concerning spectral averaging of the $`\kappa `$-continuous part (with respect to the $`\kappa `$-dimensional Hausdorff measure) of the singularly continuous part of measures.

## 2. Preliminaries on $`SL_2()`$ and on Möbius transformations

$`SL_2()`$ denotes the group of $`2\times 2`$ real matrices with determinant equal to $`1`$. By definition, its Lie algebra, $`\mathrm{𝑠𝑙}_2()`$, consists of those matrices $`X`$ such that $`e^{tX}SL_2()`$ for all $`t`$ (cf., e.g., \[35, Ch. VI\]). Therefore, $`\mathrm{𝑠𝑙}_2()`$ consists of all $`2\times 2`$ real matrices $`X`$ with zero trace, $`\text{tr}(X)=0`$. The following three matrices then form a basis for $`\mathrm{𝑠𝑙}_2()`$

$$X_1=\left(\begin{array}{cc}0& 1\\ 0& 0\end{array}\right),X_2=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),X_3=\left(\begin{array}{cc}0& 0\\ 1& 0\end{array}\right),$$
(2.1)
and one verifies the following commutation relations

$$[X_2,X_1]=2X_1,[X_1,X_3]=X_2,[X_3,X_2]=2X_3.$$
(2.2)
If $`X\mathrm{𝑠𝑙}_2()`$ then the map $`te^{tX}`$, $`t`$ is a one-parameter subgroup of $`SL_2()`$ and all one-parameter subgroups can be obtained in that way.

For future reference we recall the notion of automorphisms of the open complex upper half-plane $`_+`$, denoted by $`\text{Aut}(_+)`$:

$$\text{Aut}(_+)=\{g:_+_+|g\text{ is biholomorphic (i.e., a conformal self-map of }_+\text{)}\}.$$
(2.3)
$`\text{Aut}(_+)`$ becomes a group with respect to compositions of maps. For simplicity, this group is denoted by the same symbol.

To fix the notational setup we now introduce the following hypothesis.

###### Hypothesis 2.1.

Given $`\alpha ,\beta ,\gamma `$, represent an element $`X=X(\alpha ,\beta ,\gamma )\mathrm{𝑠𝑙}_2()`$ as

$$X=\alpha X_1+\beta X_2+\gamma X_3=\left(\begin{array}{cc}\beta & \alpha \\ \gamma & \beta \end{array}\right)$$
(2.4)
and denote by

$`\begin{array}{cc}\hfill g_t(z)& ={\displaystyle \frac{a_tz+b_t}{c_tz+d_t}},(t,z)\times _+,\hfill \\ \hfill g_0(z)& =z,z_+\hfill \end{array}`$ (2.5)
the corresponding one-parameter group of automorphisms of the open upper-half plane $`_+`$ such that

$$\left(\begin{array}{cc}a_t& b_t\\ c_t& d_t\end{array}\right)=e^{tX}SL_2(),t.$$
(2.6)
We briefly recall a few facts in connection with Möbius (i.e., linear fractional) transformations (2.5). Let $`M`$ be a Möbius transformation of the type

$$M(z)=\frac{az+b}{cz+d},z\{\mathrm{}\},a,b,c,d,adbc0.$$
(2.7)
Then,
(i) $`M`$ maps $`\{\mathrm{}\}`$ onto itself if and only if $`M`$ admits a representation where $`a,b,c,d`$ and $`|adbc|=1`$.
(ii) $`M`$ maps $`_+`$ onto itself if and only if $`M`$ admits a representation where $`a,b,c,d`$ and $`adbc=1`$.
(iii) $`\text{Aut}(_+)`$ is isomorphic to $`SL_2()/\{I_2,I_2\}`$ ($`I_2`$ the identity matrix in $`^2`$).
(iv) Assuming $`det(M)=adbc=1`$ in (2.7), one uses $`\text{tr}(M)=(a+d)`$ to classify $`M`$ as

elliptic, if $`(a+d)`$ and $`|a+d|<2`$

parabolic, if $`(a+d)=\pm 2`$

hyperbolic, if $`(a+d)`$ and $`|a+d|>2`$

loxodromic, if $`(a+d)\backslash `$.

On the other hand, assuming $`\left(\begin{array}{cc}a_t& b_t\\ c_t& d_t\end{array}\right)=e^{tX}`$, $`t`$, with $`\text{tr}(X)=0`$ and $`X=\left(\begin{array}{cc}\beta & \alpha \\ \gamma & \beta \end{array}\right)`$, one can use $`det(X)=\alpha \gamma \beta ^2`$ to classify the one-parameter subgroups of Möbius transformations in (2.5) and distinguish three cases:

Case I: $`det(X)>0`$ (cyclic subgroup)

Case II: $`det(X)=0`$

Case III: $`det(X)<0`$ (hyperbolic subgroup).

###### Lemma 2.2.

Assume Hypothesis 2.1 and let $`(t,z)\times _+`$.
$`(i)`$ If $`det(X)>0`$, then

$$g_t(z)=\frac{\left(\mathrm{cos}(\omega t)+\frac{\beta }{\omega }\mathrm{sin}(\omega t)\right)z+\frac{\alpha }{\omega }\mathrm{sin}(\omega t)}{\left(\frac{\gamma }{\omega }\mathrm{sin}(\omega t)\right)z+\mathrm{cos}(\omega t)\frac{\beta }{\omega }\mathrm{sin}(\omega t)},$$
(2.8)
where $`\omega =\sqrt{det(X)}>0`$.
$`(ii)`$ If $`det(X)=0`$, then

$$g_t(z)=\frac{\left(1+\beta t\right)z+\alpha t}{\gamma tz+(1\beta t)}.$$
(2.9)
$`(iii)`$ If $`det(X)<0`$, then

$$g_t(z)=\frac{\left(\mathrm{cosh}(\omega t)+\frac{\beta }{\omega }\mathrm{sinh}(\omega t)\right)z+\frac{\alpha }{\omega }\mathrm{sinh}(\omega t)}{\left(\frac{\gamma }{\omega }\mathrm{sinh}(\omega t)\right)z+\mathrm{cosh}(\omega t)\frac{\beta }{\omega }\mathrm{sinh}(\omega t)},$$
(2.10)
where $`\omega =\sqrt{|det(X)|}>0`$.

###### Proof.

Since $`\text{tr}(X)=0`$, every entry $`a_t`$, $`b_t`$, $`c_t`$, and $`d_t`$ of the matrix $`e^{tX}`$ in (2.6) is a solution of the initial value problem

$$\ddot{y}+det(X)y=0,$$
(2.11)
$$y(0)=1,\dot{y}(0)=\beta \text{ for }y(t)=a_t,$$
(2.12)
$$y(0)=0,\dot{y}(0)=\alpha \text{ for }y(t)=b_t,$$
(2.13)
$$y(0)=0,\dot{y}(0)=\gamma \text{ for }y(t)=c_t,$$
(2.14)
$$y(0)=1,\dot{y}(0)=\beta \text{ for }y(t)=d_t,$$
(2.15)
where the dot $``$ denotes $`d/dt`$. Solving the initial value problems (2.11), (2.12)–(2.15) proves (2.8)–(2.10). ∎

###### Remark 2.3.

If $`\gamma =0`$ in (2.4) the subgroup $`g_t`$ is a group of linear transformations of $`_+`$. If $`\gamma \backslash \{0\}`$, the subgroup $`g_t`$ corresponds to the case of linear fractional transformations of $`_+`$. If $`\gamma \backslash \{0\}`$, the automorphism $`g_t(z)`$ is a linear function in $`z`$ if and only if $`t(\pi /\omega )`$ in case I and $`t=0`$ in cases II and III, respectively. In other words,

$$\gamma \backslash \{0\}\text{ if and only if }c_t0\text{ for }\{\begin{array}{cc}t\backslash \{(\pi /\omega )\}\hfill & \text{in case I,}\hfill \\ t\backslash \{0\}\hfill & \text{in cases II, III.}\hfill \end{array}$$
(2.16)
Moreover, suppose that $`t\backslash \{(\pi /\omega )\}`$, that is, $`g_t`$ is not the identity transformation $`(`$$`g_t(z)z`$$`)`$. Then case I consists of elliptic Möbius transformations. Case II always corresponds to parabolic Möbius transformations, and as long as $`t0`$, case III corresponds to hyperbolic Möbius transformations.

###### Remark 2.4.

The case of self-adjoint rank-one perturbations $`tP`$ of self-adjoint operators $`A`$ discussed in Lemma 1.1, corresponds to the case $`det(X)=0`$ with $`\alpha =\beta =0`$, $`\gamma =1`$ as one readily verifies upon comparison with (1.11). Similarly, the case of self-adjoint extensions of a closed symmetric densely defined operator $`\dot{A}`$ with deficiency indices $`(1,1)`$ discussed in Lemma 1.3 corresponds to the case $`det(X)=1`$, $`\omega =1`$ with $`\alpha =1`$, $`\beta =0`$, $`\gamma =1`$ upon comparison with (1.16) and the change of parametrization $`t\mathrm{tan}(t)`$ in (1.25).

###### Remark 2.5.

The geometry of the trajectories $`_t\{g_t(z)\}`$, $`z_+`$ of the one-parameter groups of automorphisms (2.8)–(2.10) can be understood in terms of the trajectories $`_t\{F_t(z)\}`$, $`z_+`$, of the map $`F_t`$ given by

$$F_t(z)=\frac{\left(1+\beta t\right)z+\alpha t}{\gamma tz+(1\beta t)},(\alpha ,\beta ,\gamma )^3.$$
(2.17)
In fact, one has the following representations $`(`$$`X=X(\alpha ,\beta ,\gamma )`$, cf. (2.4)$`)`$

$$g_t(z)=\{\begin{array}{cc}F_{\mathrm{tan}(\sqrt{det(X)}t)/\sqrt{det(X)}}(z)\hfill & \text{ if }det(X)=\alpha \gamma \beta ^2>0,\hfill \\ F_t(z)\hfill & \text{ if }det(X)=\alpha \gamma \beta ^2=0,\hfill \\ F_{\mathrm{tanh}(\sqrt{|det(X)|}t)/\sqrt{|det(X)|}}(z)\hfill & \text{ if }det(X)=\alpha \gamma \beta ^2<0.\hfill \end{array}$$
(2.18)
Therefore, the trajectories of the groups (2.8)–(2.10) can be described by

$$\underset{t}{}\{g_t(z)\}=\underset{t}{}\{F_t(z)\}\text{ in cases I and II}$$
(2.19)
and

$$\underset{t}{}\{g_t(z)\}=\underset{|t|<|det(X)|^{1/2}}{}\{F_t(z)\}\underset{t}{}\{F_t(z)\}\text{ in case III}.$$
(2.20)
One observes that $`F_t`$ is a one-parameter group of transformations of $`_+`$ with respect to $`t`$, that is, $`F_{t+s}=F_tF_s`$ for all $`s,t`$, if and only if $`\alpha \gamma +\beta ^2=0`$.

Next, we denote by $`\mathrm{log}()`$ the branch of the logarithm on the cut plane $`\mathrm{\Pi }=\backslash [0,\mathrm{})`$ assuming

$$0<\mathrm{arg}(\mathrm{log}(z))<2\pi \text{ for }z\mathrm{\Pi },$$
(2.21)
extending $`\mathrm{log}()`$ to the upper rim, $`_+\mathrm{\Pi }`$, of $`\mathrm{\Pi }`$ by

$$\underset{\epsilon 0}{lim}\mathrm{log}(x+i\epsilon ),x>0$$
(2.22)
and hence

$$\text{Im}(\mathrm{log}(x))=\pi ,x<0.$$
(2.23)
Analytic continuation of the the branch $`\mathrm{log}()`$ defined above then leads to the infinitely sheeted Riemann surface $``$ of the logarithm with branch points of infinite order at zero and infinity. We denote the resulting analytic function on $``$ by $`\text{Ln}()`$. For future reference we also introduce the $`n`$th sheet, $`𝒮_n`$, of $``$. We use the convention $`𝒮_0=\mathrm{\Pi }_+\mathrm{\Pi }`$. $`\text{Ln}:vw=\text{Ln}(v)`$ then maps the interior$`,\text{int}(𝒮_n)`$, of each sheet $`𝒮_n`$ biholomorphically onto the strip $`2\pi n<\text{Im}(z)<2\pi (n+1)`$ and

$$v𝒮_n\text{ if and only if }2\pi n\mathrm{arg}(w)<2\pi (n+1),n.$$
(2.24)
Assuming Hypothesis 2.1 with $`\gamma 0`$, we will in the following

$`\begin{array}{cc}& \text{denote by }\stackrel{}{c_tz+d_t}\text{ the lift of the trajectory }tc_tz+d_t\text{ to }\text{,}\hfill \\ & \text{with }\stackrel{}{c_0z+d_0}=d_0=1𝒮_0\text{}z_+\text{.}\hfill \end{array}`$ (2.25)
###### Lemma 2.6.

Assume Hypothesis 2.1 with $`\gamma \backslash \{0\}`$ $`(`$cf. (2.16)$`)`$, let $`\mathrm{}<t_1<t_2<\mathrm{}`$, $`z_+`$, and recall our convention (2.25). Then,

$$_{t_1}^{t_2}𝑑t\text{Im}(g_t(z))=\frac{1}{\gamma }\text{Im}\left(\text{Ln}(\stackrel{}{c_{t_2}z+d_{t_2}})\text{Ln}(\stackrel{}{c_{t_1}z+d_{t_1}})\right).$$
(2.26)
###### Proof.

Since the entries of the matrix (2.6) solve the system of differential equations

$$\frac{d}{dt}\left(\begin{array}{cc}a_t& b_t\\ c_t& d_t\end{array}\right)=\left(\begin{array}{cc}\beta & \alpha \\ \gamma & \beta \end{array}\right)\left(\begin{array}{cc}a_t& b_t\\ c_t& d_t\end{array}\right),t,$$
(2.27)
the following relations hold

$$\dot{c}_t=\gamma a_t\beta c_t,\dot{d}_t=\gamma b_t\beta d_t,$$
(2.28)
implying

$$a_t=\frac{\dot{c}_t+\beta c_t}{\gamma }\text{ and }b_t=\frac{\dot{d}_t+\beta d_t}{\gamma }.$$
(2.29)
Thus,

$$a_tz+b_t=\frac{\beta }{\gamma }(c_tz+d_t)+\frac{1}{\gamma }(\dot{c}_tz+\dot{d}_t),$$
(2.30)
and hence

$$g_t(z)=\frac{a_tz+b_t}{c_tz+d_t}=\frac{\beta }{\gamma }+\frac{1}{\gamma }\frac{\dot{c}_tz+\dot{d}_t}{c_tz+d_t}=\frac{\beta }{\gamma }+\frac{1}{\gamma }\frac{d}{dt}\text{Ln}(\stackrel{}{c_tz+d_t}).$$
(2.31)
Integrating (2.31) from $`t_1`$ to $`t_2`$ and taking imaginary parts of the resulting expression proves (2.26). ∎

## 3. Dynamical systems on a space of measures

As shown below, each one-parameter subgroup $`\{e^{tX}\}_t`$ of $`SL_2()`$, or, what is the same, each one-parameter group $`\{g_t\}_t`$ of automorphisms of the open upper-half plane $`_+`$, generates a dynamical system $`\{g_t^{}\}_t`$ on the (phase) space $`=[0,\mathrm{})\times \times \mathrm{\Omega }`$. Here $`\mathrm{\Omega }`$ denotes the space of Borel measures $`\mu `$ on $``$ with the property

$$_{}\frac{d\mu (\lambda )}{1+\lambda ^2}<\mathrm{}.$$
(3.1)
Let $`\{g_t\}_t`$ be a one-parameter subgroup of $`\text{Aut}(_+)`$, the group of automorphisms of $`_+`$,

$$g_t(z)=\frac{a_tz+b_t}{c_tz+d_t},(t,z)\times _+.$$
(3.2)
Given a point $`(A_0,B_0,\mu _0)`$, introduce the Herglotz function

$$M_0(z)=A_0z+B_0+_{}𝑑\mu _0(\lambda )\left(\frac{1}{\lambda z}\frac{\lambda }{1+\lambda ^2}\right),z_+,$$
(3.3)
where

$$\mu _0((\lambda _1,\lambda _2))+\frac{1}{2}\mu _0(\{\lambda _1\})+\frac{1}{2}\mu _0(\{\lambda _2\})=\frac{1}{\pi }\underset{\epsilon 0}{lim}_{\lambda _1}^{\lambda _2}𝑑\lambda \text{Im}(M_0(\lambda +i\epsilon )).$$
(3.4)
Since for each $`t`$, $`g_t\text{Aut}(_+)`$, the one-parameter family of functions

$$M_t(z)=g_t(M_0(z)),(t,z)\times _+$$
(3.5)
is a one-parameter family of Herglotz functions. Therefore, $`M_t`$ admits the representation

$$M_t(z)=A_tz+B_t+_{}𝑑\mu _t(\lambda )\left(\frac{1}{\lambda z}\frac{\lambda }{1+\lambda ^2}\right),(t,z)\times _+$$
(3.6)
for a unique triple $`(A_t,B_t,\mu _t)`$. Define the map

$$g_t^{}:,(A_0,B_0,\mu _0)(A_t,B_t,\mu _t),t.$$
(3.7)
Then,

$$g_{t+s}^{}=g_t^{}g_s^{},s,t.$$
(3.8)
That is, $`\{g_t^{}\}_t`$ defines a dynamical system on $``$ as claimed.

We note that

$$M_t(i)=A_ti+B_t+i_{}\frac{d\mu _t(\lambda )}{1+\lambda ^2}$$
(3.9)
and thus,

$$A_t=_{}\frac{d\mu _t(\lambda )}{1+\lambda ^2}\text{Im}(M_t(i)),B_t=\text{Re}(M_t(i)),t.$$
(3.10)
Moreover, if $`c_t0`$ in (3.2), then $`A_t=0`$, and hence

$$_{}\frac{d\mu _t(\lambda )}{1+\lambda ^2}=\text{Im}(M_t(i))\text{ if }c_t0.$$
(3.11)
For the remainder of this section it is convenient to introduce the following assumptions.

###### Hypothesis 3.1.

Assume Hypothesis 2.1 and

$$\gamma \backslash \{0\}\text{, or equivalently, }c_t0\text{ for }\{\begin{array}{cc}t\backslash \{(\pi /\omega )\}\hfill & \text{in case I,}\hfill \\ t\backslash \{0\}\hfill & \text{in cases II, III.}\hfill \end{array}$$
(3.12)
The following statement is a variant of the exponential Herglotz representation theorem due to Aronszajn-Donoghue  (see also ).

###### Lemma 3.2.

Assume Hypothesis 3.1, let $`(z,t)_+\times `$, and recall our convention (2.25). Given a Herglotz function $`M_0`$ with $`M_0(i)0`$, introduce the function

$$N_t(z)=\text{Ln}(\stackrel{}{c_tM_0(z)+d_t}).$$
(3.13)
Then $`N_t()`$ is analytic on $`_+`$ and the following representation holds

$$N_t(z)=\text{Re}(N_t(i))+_{}𝑑\lambda \xi _t(\lambda )\left(\frac{1}{\lambda z}\frac{\lambda }{1+\lambda ^2}\right),$$
(3.14)
where

$$\xi _t(\lambda )=\frac{1}{\pi }\underset{\epsilon 0}{lim}\text{Im}\left(\text{Ln}(\stackrel{}{c_tM_0(\lambda +i\epsilon )+d_t})\right)\text{ for a.e}.\lambda \text{.}$$
(3.15)
###### Proof.

Since $`M_0(i)0`$, the expression $`c_tM_0(z)+d_t`$ never vanishes, and hence the lift $`\stackrel{}{c_tM_0(z)+d_t}`$ is well-defined as a point on $``$. To set the stage, we assume that $`\stackrel{}{c_tM_0(z)+d_t}`$ is a point on the $`n`$th sheet $`𝒮_n`$ of $``$ for some (and hence for all) $`z_+`$, that is,

$$2\pi n\mathrm{arg}(\stackrel{}{c_tM_0(z)+d_t})<2\pi (n+1),n.$$
(3.16)
Then, by the definition of $`\text{Ln}()`$ on $``$, one obtains

$$N_t(z)=\mathrm{log}(c_tM_0(z)+d_t)+2\pi in,$$
(3.17)
where $`\mathrm{log}()`$ denotes the branch (2.21), (2.22) on $`𝒮_0=\mathrm{\Pi }_+\mathrm{\Pi }`$.

Given $`t`$, there are three possible outcomes for $`N_t`$ depending on whether $`c_t>0`$, $`c_t<0`$, and $`c_t=0`$. If $`c_t>0`$, the function $`c_tM_0(z)+d_t`$ is a Herglotz function and thus,

$$N_t(z)=\text{Re}(N_t(i))+_{}𝑑\lambda \eta _t(\lambda )\left(\frac{1}{\lambda z}\frac{\lambda }{1+\lambda ^2}\right)+2\pi in,$$
(3.18)
where

$$\eta _t(\lambda )=\frac{1}{\pi }\text{Im}\left(\mathrm{log}(c_tm_0(\lambda )+d_t)\right)\text{ for a.e}.\lambda $$
(3.19)
and

$$m_0(\lambda )=\underset{\epsilon 0}{lim}M_0(\lambda +i\epsilon )\text{ for a.e}.\lambda \text{.}$$
(3.20)
Since

$$\frac{1}{\pi }_{}𝑑\lambda \left(\frac{1}{\lambda z}\frac{\lambda }{1+\lambda ^2}\right)=i,z_+,$$
(3.21)
one can rewrite (3.18) in the form (3.14) with

$`\xi _t(\lambda )`$ $`=\eta _t(\lambda )+2n`$
$`={\displaystyle \frac{1}{\pi }}\text{Im}\left(\mathrm{log}(c_tm_0(\lambda )+d_t)+2\pi ni\right)`$
$`={\displaystyle \frac{1}{\pi }}\underset{\epsilon 0}{lim}\text{Im}\left(\text{Ln}(\stackrel{}{c_tM_0(\lambda +i\epsilon )+d_t})\right),`$ (3.22)
proving (3.14), (3.15) in the case $`c_t>0`$.

If $`c_t<0`$ one obtains

$`N_t(z)`$ $`=\mathrm{log}(c_tM_0(z)+d_t)+2\pi in`$
$`=\mathrm{log}(|c_t|M_0(z)d_t)+2\pi in+\pi i.`$ (3.23)
Using the Herglotz representation theorem for $`|c_t|M_0(z)d_t`$ one arrives at

$$N_t(z)=\text{Re}(N_t(i))+_{}𝑑\lambda \eta _t(\lambda )\left(\frac{1}{\lambda z}\frac{\lambda }{1+\lambda ^2}\right)+2\pi in+\pi i,$$
(3.24)
where

$$\eta _t(\lambda )=\frac{1}{\pi }\text{Im}(\mathrm{log}(|c_t|m_0(\lambda )d_t))\text{ for a.e}.\lambda $$
(3.25)
and (3.20) results again. Thus, (3.14) holds with

$`\xi _t(\lambda )`$ $`=\eta _t(\lambda )+2n1=`$
$`={\displaystyle \frac{1}{\pi }}\underset{\epsilon 0}{lim}\text{Im}\left(\mathrm{log}(c_tM_0(\lambda +i\epsilon )+d_t)+2\pi ni\right)`$
$`={\displaystyle \frac{1}{\pi }}\text{Im}\left(\text{Ln}(\stackrel{}{c_tm_0(\lambda )+d_t})\right).`$ (3.26)
Finally, if $`c_t=0`$, $`N_t(z)`$ is a constant with respect to $`z`$

$`N_t(z)`$ $`=\mathrm{log}(d_t)+2\pi i(n1)`$
$`=\mathrm{log}|d_t|+i(2\pi (n1)+\mathrm{arg}(d_t)),\text{Im}(z)>0,`$ (3.27)
which proves (3.14) with

$$\xi _t(\lambda )=2(n1)+\pi ^1\mathrm{arg}(d_t),$$
(3.28)
a $`\lambda `$-independent integer constant. ∎

Now we can prove the absolute continuity of the measure associated with the Herglotz representation of the integrated (averaged) Herglotz function

$$M_{t_1,t_2}(z)=_{t_1}^{t_2}𝑑tM_t(z),\text{Im}(z)>0,t_1,t_2,t_1<t_2.$$
(3.29)
###### Theorem 3.3.

Assume Hypothesis 3.1, let $`z_+`$, $`t_j`$, $`j=1,2`$, $`t_1<t_2`$, and recall our convention (2.25). Then the integrated Herglotz function

$$M_{t_1,t_2}(z)=_{t_1}^{t_2}𝑑tM_t(z)$$
(3.30)
admits the Herglotz representation

$$M_{t_1,t_2}(z)=B_{t_1,t_2}+_{}𝑑\mu _{t_1,t_2}(\lambda )\left(\frac{1}{\lambda z}\frac{\lambda }{1+\lambda ^2}\right).$$
(3.31)
Here $`B_{t_1,t_2}`$ and the measure $`\mu _{t_1,t_2}`$ is absolutely continuous with respect to Lebesgue measure on $``$ with Radon–Nikodym derivative $`(`$density$`)`$ a bounded function $`\frac{d\mu _{t_1,t_2}}{d\lambda }=\xi _{t_1,t_2}L^{\mathrm{}}()`$. In fact,

$$\xi _{t_1,t_2}(\lambda )=\frac{1}{\gamma }\left(\xi _{t_2}(\lambda )\xi _{t_1}(\lambda )\right),$$
(3.32)
where

$$\xi _t(\lambda )=\underset{\epsilon 0}{lim}\frac{1}{\pi }\text{Im}\left(\text{Ln}(\stackrel{}{c_tM_0(\lambda +i\epsilon )+d_t})\right),t.$$
(3.33)
###### Proof.

By Lemma 2.6, $`\text{Im}(M_{t_1,t_2})`$ admits the representation

$`\text{Im}(M_{t_1,t_2}(z))`$ $`={\displaystyle _{t_1}^{t_2}}𝑑t\text{Im}(g_t(M_t(z)))`$
$`={\displaystyle \frac{1}{\gamma }}\text{Im}\left(\text{Ln}(\stackrel{}{c_{t_2}M_0(z)+d_{t_2}})\text{Ln}(\stackrel{}{c_{t_1}M_0(z)+d_{t_1}})\right).`$ (3.34)
Hence, $`\text{Im}(M_{t_1,t_2})`$ is uniformly bounded on $`_+`$, which proves that $`M_{t_1,t_2}`$ has no linear term in its Herglotz representation. Moreover, by Fatou’s theorem, the boundedness of $`\text{Im}(M_{t_1,t_2})`$ on $`_+`$ ensures the absolute continuity of the measure $`\mu _{t_1,t_2}`$ in (3.31) with respect to Lebesgue measure on $``$. Hence, (3.32) is a consequence of (3.34). ∎

###### Corollary 3.4.

Assume in addition to the hypotheses of Theorem 3.3 that $`\gamma >0`$, and $`t_1<0<t_2`$. If $`det(X)>0`$, assume in addition that

$$\frac{\pi }{2\sqrt{det(X)}}<t_1<0<t_2<\frac{\pi }{2\sqrt{det(X)}}.$$
(3.35)
Then the density (3.32) has the form

$$\xi _{t_1,t_2}(\lambda )=\frac{1}{\gamma }+\frac{1}{\gamma \pi }\text{Im}\left(\mathrm{log}\left(\frac{\mathrm{\Theta }(t_2)m_0(\lambda )+1}{\mathrm{\Theta }(t_1)m_0(\lambda )1}\right)\right)\text{ for a.e. }\lambda \text{,}$$
(3.36)
where

$$m_0(\lambda )=\underset{\epsilon 0}{lim}(\gamma M_0(\lambda +i\epsilon )\beta )\text{ for a.e}.\lambda ,$$
(3.37)
and

$$\mathrm{\Theta }(t)=\underset{s\sqrt{det(X)}}{lim}\frac{\mathrm{tan}(st)}{s}=\{\begin{array}{cc}\frac{\mathrm{tan}(\sqrt{det(X)}t)}{\sqrt{det(X)}}\hfill & \text{ if }det(X)>0,\hfill \\ t\hfill & \text{ if }det(X)=0,\hfill \\ \frac{\mathrm{tanh}(\sqrt{|det(X)|}t)}{\sqrt{|det(X)|}}\hfill & \text{ if }det(X)<0,\hfill \end{array}t.$$
(3.38)
###### Remark 3.5.

Define

$$T_1(X)=\{\begin{array}{cc}\frac{\pi }{2\sqrt{det(X)}},\hfill & det(X)>0,\hfill \\ \mathrm{},\hfill & det(X)0,\hfill \end{array},T_2(X)=\{\begin{array}{cc}\frac{\pi }{2\sqrt{det(X)}},\hfill & det(X)>0,\hfill \\ \mathrm{},\hfill & det(X)0,\hfill \end{array},$$
(3.39)
then the density (3.32) has the form

$$\xi _{T_1(X),T_2(X)}(\lambda )=\frac{1}{\gamma }+\{\begin{array}{cc}0\hfill & \text{ if }det(X)0,\hfill \\ \frac{1}{\gamma \pi }\text{Im}\left(\mathrm{log}\left(\frac{\pi m_0(\lambda )+2\sqrt{|det(X)|}}{\pi m_0(\lambda )2\sqrt{|det(X)|}}\right)\right)\hfill & \text{ if }det(X)<0.\hfill \end{array}$$
(3.40)
Next, we discuss the following technical result.

###### Lemma 3.6.

Assume Hypothesis 3.1, let $`t_j\{\mathrm{},\mathrm{}\}`$, $`j=1,2`$, $`t_1<t_2`$, and denote by $`\mu _{t_1,t_2}`$ the Borel measure in the Herglotz representation (3.31) of the integrated Herglotz function (3.30). Then for any bounded Borel set $`\mathrm{\Delta }`$ the function $`t\mu _t(\mathrm{\Delta })`$ is measurable and one has

$$_{t_1}^{t_2}𝑑t\mu _t(\mathrm{\Delta })=\mu _{t_1,t_2}(\mathrm{\Delta }).$$
(3.41)
###### Proof.

The proof is based on the following representation

$$_{t_1}^{t_2}𝑑t_{}𝑑\mu _t(\lambda )f(\lambda )=_{}𝑑\mu _{t_1,t_2}(\lambda )f(\lambda ),$$
(3.42)
which holds for a wide function class of $`f`$ to be specified below. We split the proof into four steps. First, we establish (3.42) for functions $`f`$ of the following type

$$f(\lambda )=\varphi _\epsilon (\lambda \delta ),\epsilon >0,\delta ,$$
(3.43)
where $`\varphi _\epsilon (\lambda )`$ is an approximate identity,

$$\varphi _\epsilon (\lambda )=\epsilon ^1\varphi (\epsilon ^1\lambda ),\text{ with }\varphi (\lambda )=\frac{1}{\pi }\frac{1}{1+\lambda ^2},\lambda .$$
(3.44)
Second, we prove (3.42) for the functions $`f`$ that can be represented as a convolution of $`\varphi _\epsilon `$ with a $`C_0^{\mathrm{}}`$-function $`k`$,

$$f(\lambda )=(\varphi _\epsilon k)(\lambda ),kC_0^{\mathrm{}}(),\epsilon >0.$$
(3.45)
Third, we prove the validity of representation (3.42) for $`fC_0^{\mathrm{}}()`$. Finally, we establish (3.42) for characteristic functions of finite intervals, implying assertion (3.41).

Step I. Let $`z=\delta +i\epsilon _+`$. By representation (3.6)

$$\text{Im}\left(g_t(M_0(\delta +i\epsilon ))\right)=A_t\epsilon +\epsilon _{}\frac{d\mu _t(\lambda )}{(\lambda \delta )^2+\epsilon ^2}.$$
(3.46)
Since $`\gamma 0`$, $`A_t=0`$ for almost all $`t`$ by (2.16) and hence

$$_{t_1}^{t_2}𝑑t\text{Im}\left(g_t(M_0(\delta +i\epsilon ))\right)=\epsilon _{t_1}^{t_2}𝑑t_{}\frac{d\mu _t(\lambda )}{(\lambda \delta )^2+\epsilon ^2}.$$
(3.47)
On the other hand, by Theorem 3.3 one infers

$$_{t_1}^{t_2}𝑑t\text{Im}\left(g_t(M_0(\delta +i\epsilon ))\right)=\epsilon _{}\frac{d\mu _{t_1,t_2}(\lambda )}{(\lambda \delta )^2+\epsilon ^2}.$$
(3.48)
Comparing (3.47) and (3.48) proves (3.42) for the functions of the type (3.43), (3.44).

Step II. Let $`kC_0^{\mathrm{}}()`$ and $`\text{supp}(k)[\delta _1,\delta _2]`$ for some $`\mathrm{}<\delta _1<\delta _2<\mathrm{}`$.

We start with two observations. Given $`\epsilon >0`$, the function $`k_\epsilon (\lambda ,\delta )=\varphi _\epsilon (\lambda \delta )k(\delta )`$, $`(\lambda ,\delta )\times [\delta _1,\delta _2]`$, is summable with respect to the product measures $`d\mu _t\times d\delta `$, $`t[t_1,t_2]`$ as well as with respect to the product measure $`d\mu \times d\delta `$, that is,

$$k_\epsilon L^1(\times [\delta _1,\delta _2];d\mu _t\times d\delta ),t[t_1,t_2]$$
(3.49)
and

$$k_\epsilon L^1(\times [\delta _1,\delta _2];d\mu \times d\delta ).$$
(3.50)
Moreover, we claim that the function $`F_\epsilon `$ (cf. (3.45)),

$$F_\epsilon (t,\delta )=_{}𝑑\mu _t(\lambda )\varphi _\epsilon (\lambda \delta )f(\delta ),t[t_1,t_2],$$
(3.51)
is summable on $`[t_1,t_2]\times [\delta _1,\delta _2]`$, that is,

$$F_\epsilon L^1([t_1,t_2]\times [\delta _1,\delta _2];dt\times d\delta ).$$
(3.52)
In order to prove (3.52), one notes that by representation (3.6), (3.46) holds again. Thus, given $`\epsilon >0`$, the function $`h`$,

$$h(t,\delta )=A_t\epsilon +\epsilon _{}\frac{d\mu _t(\lambda )}{(\lambda \delta )^2+\epsilon ^2},$$
(3.53)
is continuous on $`[t_1,t_2]\times [\delta _1,\delta _2]`$. Hence $`h(t,\delta )f(\delta )`$ is also continuous on $`[t_1,t_2]\times [\delta _1,\delta _2]`$ and thus bounded. Since $`A_t=0`$ a.e., $`F_\epsilon (t,\delta )`$ is measurable and essentially bounded on $`[t_1,t_2]\times [\delta _1,\delta _2]`$. This proves (3.52).

Now the validity of (3.42) for the function class (3.45) follows from the following chain of equalities

$`{\displaystyle _{t_1}^{t_2}}𝑑t{\displaystyle _{}}𝑑\mu _t(\lambda )(\varphi _\epsilon k)(\lambda )`$
$`={\displaystyle _{t_1}^{t_2}}𝑑t{\displaystyle _{}}𝑑\mu _t(\lambda ){\displaystyle _{\delta _1}^{\delta _2}}𝑑\delta \varphi _\epsilon (\lambda \delta )k(\delta )(\text{since }\text{supp}(k)[\delta _1,\delta _2])`$
$`={\displaystyle _{t_1}^{t_2}}dt{\displaystyle _{\delta _1}^{\delta _2}}d\delta {\displaystyle _{}}d\mu _t(\lambda )\varphi _\epsilon (\lambda \delta )k(\delta )(\text{by (}\text{3.49}\text{) using Fubini’s theorem)}`$
$`={\displaystyle _{\delta _1}^{\delta _2}}d\delta {\displaystyle _{t_1}^{t_2}}dt{\displaystyle _{}}d\mu _t(\lambda )\varphi _\epsilon (\lambda \delta )k(\delta )(\text{by (}\text{3.52}\text{) using Fubini’s theorem)}`$
$`={\displaystyle _{\delta _1}^{\delta _2}}d\delta {\displaystyle _{}}d\mu _{t_1,t_2}(\lambda )\varphi _\epsilon (\lambda \delta )k(\delta )(\text{by step I)}`$
$`={\displaystyle _{}}d\mu _{t_1,t_2}(\lambda ){\displaystyle _{\delta _1}^{\delta _2}}d\delta \varphi _\epsilon (\lambda \delta )k(\delta )(\text{by (}\text{3.50}\text{) using Fubini’s theorem)}`$
$`={\displaystyle _{}}𝑑\mu _{t_1,t_2}(\lambda )(\varphi _\epsilon k)(\lambda )(\text{since }\text{supp}(k)[\delta _1,\delta _2]).`$ (3.54)
Step III. Let $`fC_0^{\mathrm{}}()`$ with $`\text{supp}(f)[\delta _1,\delta _2]`$. One infers

$$\underset{\epsilon 0}{lim}(\varphi _\epsilon f)(\lambda )=\underset{\epsilon 0}{lim}_{\delta _1}^{\delta _2}𝑑\delta \varphi _\epsilon (\lambda \delta )f(\delta )=f(\lambda ),$$
(3.55)
uniformly with respect to $`\lambda `$ as long as $`\lambda `$ varies in a compact set $`\mathrm{\Lambda }`$. With $`\mathrm{\Lambda }=[\delta _11,\delta _2+1]`$, one obtains the estimate

$$\left|_{\delta _1}^{\delta _2}𝑑\delta \varphi _\epsilon (\lambda \delta )f(\delta )\right|\underset{\delta \text{supp}(f)}{\mathrm{max}}|f(\delta )|(\delta _2\delta _1)\frac{1}{\pi }\frac{\epsilon }{\text{ dist}^2(\lambda ,[\delta _1,\delta _2])},\lambda \backslash \mathrm{\Lambda }.$$
(3.56)
Thus, there exists a constant $`C=C(\delta _1,\delta _2)`$ such that

$$|(\varphi _\epsilon f)(\lambda )|=\left|_{\delta _1}^{\delta _2}𝑑\delta \varphi _\epsilon (\lambda \delta )f(\delta )\right|C\frac{\epsilon }{1+\lambda ^2},\lambda \backslash \mathrm{\Lambda }.$$
(3.57)
Taking into account that

$$\underset{t[t_1,t_2]}{sup}_{}\frac{d\mu _t(\lambda )}{1+\lambda ^2}<\mathrm{},$$
(3.58)
the uniform convergence (3.55) combined with the estimate (3.57) and the result of Step II proves (3.42) for $`fC_0^{\mathrm{}}()`$.

Step IV. Let $`\mathrm{\Delta }`$ be a finite interval and $`f_1(\lambda )f_2(\lambda )\mathrm{}`$ a monotone sequence of non-negative functions, $`f_nC_0^{\mathrm{}}()`$, $`n`$ converging pointwise to the characteristic function of the interval $`\mathrm{\Delta }`$ as $`n`$ approaches infinity, that is

$$\underset{n\mathrm{}}{lim}f_n(\lambda )=\chi _\mathrm{\Delta }(\lambda ),\lambda .$$
(3.59)
By the dominated convergence theorem one then obtains

$$\underset{n\mathrm{}}{lim}_{}𝑑\mu _{t_1,t_2}(\lambda )f_n(\lambda )=_{}𝑑\mu _{t_1,t_2}(\lambda )\chi _\mathrm{\Delta }(\lambda )=\mu _{t_1,t_2}(\mathrm{\Delta })$$
(3.60)
and

$$\underset{n\mathrm{}}{lim}_{}𝑑\mu _t(\lambda )f_n(\lambda )=_{}𝑑\mu _t(\lambda )\chi _\mathrm{\Delta }(\lambda )=\mu _t(\mathrm{\Delta }),t[t_1,t_2].$$
(3.61)
Since

$`0`$ $`{\displaystyle _{}}𝑑\mu _t(\lambda )f_n(\lambda ){\displaystyle _{}}𝑑\mu _t(\lambda )f_1(\lambda )`$
$`\underset{s\text{supp}(f_1)}{\mathrm{max}}\left((1+s^2)f_1(s)\right){\displaystyle _{}}{\displaystyle \frac{d\mu _t(\lambda )}{1+\lambda ^2}}`$
$`\underset{s\text{supp}(f_1)}{\mathrm{max}}\left((1+s^2)f_1(s)\right)\underset{t}{sup}\left({\displaystyle _{}}{\displaystyle \frac{d\mu _t(\lambda )}{1+\lambda ^2}}\right),`$ (3.62)
one obtains

$$\underset{n\mathrm{}}{lim}_{t_1}^{t_2}𝑑t_{}𝑑\mu _t(\lambda )f_n(\lambda )=_{t_1}^{t_2}𝑑t\underset{n\mathrm{}}{lim}_{}𝑑\mu _t(\lambda )f_n(\lambda )=_{t_1}^{t_2}𝑑t\mu _t(\mathrm{\Delta }),$$
(3.63)
using the dominated convergence theorem again. By Step III and by taking into account (3.60), this proves (3.42) for $`f(\lambda )=\chi _\mathrm{\Delta }(\lambda )`$.

The extension from the case of bounded intervals $`\mathrm{\Delta }`$ to the case of bounded Borel sets $`\mathrm{\Delta }`$ is now straightforward, completing the proof. ∎

Given a general Herglotz function $`M`$ of the type

$$M(z)=Az+B+_{}𝑑\mu (\lambda )\left(\frac{1}{\lambda z}\frac{\lambda }{1+\lambda ^2}\right),A0,B,z_+,$$
(3.64)
we next introduce the following subsets of $``$,

$`𝒜(M)`$ $`=\left\{\lambda \right|\underset{\epsilon 0}{lim}M(\lambda +i\epsilon )_+\},`$ (3.65)
$`𝒫(M)`$ $`=\left\{\lambda \right|\underset{\epsilon 0}{lim}\epsilon \text{Im}(M(\lambda +i\epsilon ))(0,\mathrm{})\}`$ (3.66)
$`{\displaystyle \left\{\lambda \right|\underset{\epsilon 0}{lim}\epsilon ^1\text{Im}(M(\lambda +i\epsilon ))(0,\mathrm{})\}},`$
$`𝒮(M)`$ $`=\backslash \{𝒜(M)𝒫(M)\}.`$ (3.67)
By results of Aronszajn , Donoghue , and Simon and Wolff , the subsets (3.65)–(3.67) are invariant with respect to the whole family $`\{gM\}_{g\text{Aut}(_+)}`$ of Herglotz functions, that is,

$$𝒜(M)=𝒜(gM),𝒫(M)=𝒫(gM),𝒮(M)=𝒮(gM),g\text{Aut}(_+).$$
(3.68)
Strictly speaking, these results were obtained for Herglotz functions being the Stieltjes transforms of finite Borel measures. For the sake of completeness we prove this invariance in the case of general Herglotz functions. The invariance of the set $`𝒜(M)`$ is obvious from (2.8)–(2.10). The invariance of the set $`𝒮(M)`$ is then a corollary of the one of $`𝒫(M)`$. In order to prove the invariance of the set $`𝒫(M)`$ one needs some additional considerations.

We start by recalling the following well-known result.

###### Lemma 3.7 (see, e.g., , , ).

Let $`M`$ be a Herglotz function with representation (3.64). Then, for any $`\lambda _0`$,

$$\underset{\epsilon 0}{lim}(i\epsilon )M(\lambda _0+i\epsilon )=\mu (\{\lambda _0\}),$$
(3.69)
in particular,

$$\underset{\epsilon 0}{lim}\epsilon \text{Im}(M(\lambda _0+i\epsilon ))=\mu (\{\lambda _0\})$$
(3.70)
and

$$\underset{\epsilon 0}{lim}\epsilon \text{Re}(M(\lambda _0+i\epsilon ))=0.$$
(3.71)
###### Definition 3.8.

A Herglotz function $`M`$ of the type (3.64) is said to have a normal derivative at the point $`\lambda `$ if the following two limits exist $`(`$finitely$`)`$.
$`(i)`$ $`M(\lambda )=lim_{\epsilon 0}M(\lambda +i\epsilon )`$.
$`(ii)`$ $`M^{}(\lambda )=lim_{\epsilon 0}(M(\lambda +i\epsilon )M(\lambda ))/(i\epsilon )`$.

###### Lemma 3.9.

Let $`M`$ be a Herglotz function with representation (3.64). Assume, in addition, that

$$\underset{\epsilon 0}{lim}\epsilon ^1\text{Im}(M(\lambda _0+i\epsilon ))(0,\mathrm{})$$
(3.72)
for some point $`\lambda _0`$. Then $`M`$ has a real normal boundary value at $`\lambda _0`$ and $`M`$ has a strictly positive normal derivative at $`\lambda _0`$, that is,

$`M(\lambda _0)`$ $`=\underset{\epsilon 0}{lim}M(\lambda _0+i\epsilon ),`$ (3.73)
$`M^{}(\lambda _0)`$ $`=\underset{\epsilon 0}{lim}{\displaystyle \frac{M(\lambda _0+i\epsilon )M(\lambda _0)}{i\epsilon }}(0,\mathrm{}).`$ (3.74)
###### Proof.

Let $``$ be a finite open interval containing $`\lambda _0`$ and decompose $`M`$ as $`M=M_1+M_2`$, where

$`M_1(z)`$ $`=Az+B+{\displaystyle _\backslash }𝑑\mu (\lambda )\left({\displaystyle \frac{1}{\lambda z}}{\displaystyle \frac{\lambda }{1+\lambda ^2}}\right){\displaystyle _{}}𝑑\mu (\lambda ){\displaystyle \frac{\lambda }{1+\lambda ^2}},`$ (3.75)
$`M_2(z)`$ $`={\displaystyle _{}}{\displaystyle \frac{d\mu (\lambda )}{\lambda z}}.`$ (3.76)
Clearly,

$$M_1(\lambda _0)=\underset{\epsilon 0}{lim}M_1(\lambda _0+i\epsilon )$$
(3.77)
and

$$M_1^{}(\lambda _0)=\{\begin{array}{cc}lim_{\epsilon 0}\frac{M_1(\lambda _0+i\epsilon )M_1(\lambda _0)}{i\epsilon }>0\hfill & \text{if }A0\text{ or }\mu (\backslash )0\text{,}\hfill \\ 0\hfill & \text{if }A=0\text{ and }\mu (\backslash )=0\text{.}\hfill \end{array}$$
(3.78)
Hypothesis (3.72) and (3.76) imply

$$\underset{\epsilon 0}{lim}\epsilon ^1\text{Im}(M_1(\lambda _0+i\epsilon ))=0$$
(3.79)
and hence

$`\underset{\epsilon 0}{lim}\epsilon ^1\text{Im}(M(\lambda _0+i\epsilon ))`$ $`=\underset{\epsilon 0}{lim}\epsilon ^1\text{Im}(M_2(\lambda _0+i\epsilon ))=\underset{\epsilon 0}{lim}{\displaystyle _{}}{\displaystyle \frac{d\mu (\lambda )}{(\lambda \lambda _0)^2+\epsilon ^2}}`$
$`={\displaystyle _{}}{\displaystyle \frac{d\mu (\lambda )}{(\lambda \lambda _0)^2}}[0,\mathrm{}),`$ (3.80)
using the monotone convergence theorem in the last step. Since $``$ is a finite interval and $`_{}𝑑\mu (\lambda )(\lambda \lambda _0)^2<\mathrm{}`$ by (3.72) and (3.80), applying the dominated convergence theorem yields

$$\underset{\epsilon 0}{lim}\text{Re}(M_2(\lambda _0+i\epsilon ))=\underset{\epsilon 0}{lim}_{}𝑑\mu (\lambda )\frac{(\lambda \lambda _0)}{(\lambda \lambda _0)^2+\epsilon ^2}=_{}\frac{d\mu (\lambda )}{\lambda \lambda _0}.$$
(3.81)
Thus,

$$M_2(\lambda _0)=\underset{\epsilon 0}{lim}M_2(\lambda _0+i\epsilon ),$$
(3.82)
and combining (3.77) and (3.82) then proves (3.73). Applying the dominated convergence theorem again yields

$`M_2^{}(\lambda _0)`$ $`=\underset{\epsilon 0}{lim}{\displaystyle \frac{M_2(\lambda _0+i\epsilon )M_2(\lambda _0)}{i\epsilon }}=\underset{\epsilon 0}{lim}{\displaystyle _{}}{\displaystyle \frac{d\mu (\lambda )}{(\lambda \lambda _0i\epsilon )(\lambda \lambda _0)}}`$
$`=\{\begin{array}{cc}_{}\frac{d\mu (\lambda )}{(\lambda \lambda _0)^2}>0\hfill & \text{if }\mu ()0\text{,}\hfill \\ 0\hfill & \text{if }\mu ()=0\text{.}\hfill \end{array}`$ (3.83)
Taking into account that by hypothesis (3.72), either $`A>0`$ or $`\mu ()0`$ in the Herglotz representation (3.64) of $`M`$, combining (3.78) and (3.83) proves (3.74). ∎

###### Lemma 3.10.

Let $`M`$ be a Herglotz function of the type (3.64). Then

$$𝒫(M)=𝒫(gM),g\text{Aut}(_+).$$
(3.84)
###### Proof.

It sufficies to prove the inclusion

$$𝒫(M)𝒫(gM),g\text{Aut}(_+).$$
(3.85)
Moreover, any automorphism $`g\text{Aut}(_+)`$ admits the representation

$$g=g_1fg_2,$$
(3.86)
where $`g_j\text{Aut}(_+)`$, $`j=1,2`$ are linear transformations of the upper half-plane, and

$$f(z)=\frac{1}{z},z_+.$$
(3.87)
Since $`𝒫(M)`$ is obviously invariant for linear transformations of $`_+`$, it suffices to establish the inclusion

$$𝒫(M)𝒫(fM).$$
(3.88)
Let $`\lambda 𝒫(M)`$. By definition of $`𝒫(M)`$ either

$$\underset{\epsilon 0}{lim}\epsilon \text{Im}(M(\lambda +i\epsilon ))(0,\mathrm{})$$
(3.89)
or

$$\underset{\epsilon 0}{lim}\epsilon ^1\text{Im}(M(\lambda +i\epsilon ))(0,\mathrm{}).$$
(3.90)
If (3.89) holds, then

$$\underset{\epsilon 0}{lim}\epsilon ^1\text{Im}(fM(\lambda +i\epsilon ))=\underset{\epsilon 0}{lim}\epsilon ^1\frac{\text{Im}(M(\lambda +i\epsilon ))}{|M(\lambda +i\epsilon )|^2}(0,\mathrm{}),$$
(3.91)
using (3.69)–(3.71). Therefore, $`\lambda 𝒫(fM)`$. Next, assume that (3.90) holds. By Lemma 3.9 $`M(\lambda )=lim_{\epsilon 0}M(\lambda +i\epsilon )`$ and $`M(z)`$ has a positive normal derivative at the point $`\lambda `$. If $`M(\lambda )0`$ , then

$$\underset{\epsilon 0}{lim}\epsilon ^1\text{Im}((fM)(\lambda +i\epsilon ))=\underset{\epsilon 0}{lim}\epsilon ^1\text{Im}\left(\frac{1}{M(\lambda )}\frac{1}{M(\lambda +i\epsilon )}\right)=\frac{M^{}(\lambda )}{(M(\lambda ))^2}>0.$$
(3.92)
If $`M(\lambda )=0`$, then

$$\underset{\epsilon 0}{lim}\epsilon \text{Im}((fM)(\lambda +i\epsilon ))=\underset{\epsilon 0}{lim}\epsilon \text{Im}\left(\frac{1}{M(\lambda +i\epsilon )}\right)=\frac{1}{M^{}(\lambda )}>0,$$
(3.93)
that is, (3.90) implies $`\lambda 𝒫(fM)`$. Therefore, in both cases (3.89) and (3.90), $`\lambda 𝒫(fM)`$, which proves (3.88) and hence (3.84). ∎

The following result provides a spectral characterization of the invariant sets $`𝒜(M)`$, $`𝒮(M)`$, and $`𝒫(M)`$ (see  for a strategy of the proof). We recall that a measure $`\mu `$ on $``$ is supported by the set $`𝒯`$ if $`\mu (\backslash 𝒯)=0`$.

###### Lemma 3.11.

Let $`M`$ be a Herglotz function of the type (3.64), $`g\text{Aut}(_+)`$, $`\mu _g`$ the measure in the Herglotz representation of $`gM`$, and

$$\mu _g=\mu _g^{ac}+\mu _g^{sc}+\mu _g^{pp},g\text{Aut}(_+)$$
(3.94)
the Lebesgue decomposition of $`\mu _g`$ into its absolute continuous, singularly continuous, and pure point parts, respectively. Then $`\mu _g^{ac}`$, $`\mu _g^{sc}`$, and $`\mu _g^{pp}`$ are supported by $`𝒜(M)`$, $`𝒮(M)`$ and $`𝒫(M)`$, respectively.
Moreover, for any point $`\lambda 𝒫(M)`$ there exists an automorphism $`g\text{Aut}(_+)`$ such that

$$\mu _g^{pp}(\{\lambda \})>0.$$
(3.95)
###### Remark 3.12.

Originally, the set $`𝒫(M)`$ has been introduced in the context of rank one perturbations in  by

$`𝒫(M)=`$ $`\left\{\lambda \right|\mu (\{\lambda \})>0\}{\displaystyle \left\{\lambda \right|_{}\frac{d\mu (s)}{(s\lambda )^2}<\mathrm{}\}}.`$ (3.96)
Naively one might think that the set $`\backslash 𝒜(M)`$ coincides (modulo Lebesgue null sets) with the complement of the support of the absolutely continuous component $`\mu ^{\text{ac}}`$ of the measure $`\mu `$ associated with the Herglotz function $`M`$. Thus, one might erroneously conclude that

$$|\text{supp}(\mu ^{\text{ac}})(\backslash 𝒜(M))|=0.$$
(3.97)
The following counterexample illustrates the situation.

###### Example 3.13.

Let $`K[0,1]`$ be a closed nowhere dense set of a positive Lebesgue measure and let

$$M(z)=_{}\frac{d\mu (\lambda )}{\lambda z},d\mu (\lambda )=\chi _{[0,1]\backslash K}(\lambda )d\lambda ,$$
(3.98)
where $`\chi _\mathrm{\Lambda }`$ denotes the characteristic set of a set $`\mathrm{\Lambda }`$. Then

$$\text{supp}(\mu )=\text{supp}(\mu ^{\text{ac}})=[0,1],$$
(3.99)
but

$$|\text{supp}(\mu ^{\text{ac}})(\backslash 𝒜(M))|=|K|>0.$$
(3.100)
Thus, (3.97) does not hold in general.

Combining the results of Corollary 3.4, Remark 3.5, and Lemma 3.6, we can now formulate the following spectral averaging theorems.

###### Theorem 3.14.

Assume Hypothesis 3.1 and let $`t_j\{\mathrm{},\mathrm{}\}`$, $`j=1,2`$, $`t_1<t_2`$. Suppose $`M_0`$ is a Herglotz function of the type (3.64) and $`M_t`$, $`t`$, is the one-parameter family of Herglotz functions given by (3.5) and (3.6). Denote by $`\mu _t^{\text{ac}}`$, $`\mu _t^{\text{sc}}`$, and $`\mu _t^{\text{pp}}`$ the absolutely continuous, singularly continuous, and pure point parts in the Lebesgue decomposition of $`\mu _t`$ in (3.6),

$$\mu _t=\mu _t^{\text{ac}}+\mu _t^{\text{sc}}+\mu _t^{\text{pp}},t.$$
(3.101)
Then the following averaged measures

$$_{t_1}^{t_2}𝑑t𝑑\mu _t,_{t_1}^{t_2}𝑑t𝑑\mu _t^{\text{ac}},_{t_1}^{t_2}𝑑t𝑑\mu _t^{\text{sc}},_{t_1}^{t_2}𝑑t𝑑\mu _t^{\text{pp}}$$
(3.102)
are absolutely continuous with respect to Lebesgue measure on $``$. More precisely, given a bounded Borel set $`\mathrm{\Delta }`$, the functions $`t\mu _t(\mathrm{\Delta })`$, $`t\mu _t^{\text{ac}}(\mathrm{\Delta })`$, $`t\mu _t^{\text{sc}}(\mathrm{\Delta })`$, and $`t\mu _t^{\text{pp}}(\mathrm{\Delta })`$ are measurable and

$$_{t_1}^{t_2}𝑑t\{\begin{array}{cc}\mu _t(\mathrm{\Delta })\hfill & \\ \mu _t^{ac}(\mathrm{\Delta })\hfill & \\ \mu _t^{sc}(\mathrm{\Delta })\hfill & \\ \mu _t^{pp}(\mathrm{\Delta })\hfill & \end{array}=\{\begin{array}{cc}\mu _{t_1,t_2}(\mathrm{\Delta })\hfill & \\ \mu _{t_1,t_2}(\mathrm{\Delta }𝒜)\hfill & \\ \mu _{t_1,t_2}(\mathrm{\Delta }𝒮)\hfill & \\ \mu _{t_1,t_2}(\mathrm{\Delta }𝒫)\hfill & \end{array}$$
(3.103)
where $`\mu _{t_1,t_2}`$ is the absolutely continuous measure in the Herglotz representation (3.31) of the integrated Herglotz function (3.30) in Theorem 3.3 and $`𝒜(M_0)`$, $`𝒫(M_0)`$, and $`𝒮(M_0)`$ are the invariant sets (3.65)–(3.67) associated with the Herglotz function $`M_0`$. In particular,

$`|\{t|\mu _t^{\text{sc}}()0\}|=0\text{ if }|𝒮(M_0)|=0,`$ (3.104)
$`|\{t|\mu _t^{\text{pp}}()0\}|=0\text{ if }|𝒫(M_0)|=0.`$ (3.105)
###### Proof.

Equation (3.41) implies the result (3.103) since

$`\mu _t(\mathrm{\Delta }𝒜(M_0))=`$ $`\mu _t^{ac}(\mathrm{\Delta }𝒜(M_0)),`$
$`\mu _t(\mathrm{\Delta }𝒮(M_0))=`$ $`\mu _t^{sc}(\mathrm{\Delta }𝒮(M_0)),`$ (3.106)
$`\mu _t(\mathrm{\Delta }𝒫(M_0))=`$ $`\mu _t^{pp}(\mathrm{\Delta }𝒫(M_0)),`$
and $`𝒜(M_0)`$, $`𝒮(M_0)`$, and $`𝒫(M_0)`$ are known to be Borel sets. ∎

###### Remark 3.15.

The “life-time” $`|\{t|\mu _t^{\text{sing}}(\backslash 𝒜(M_0))0\}|`$ is never zero whenever $`|𝒮(M_0)𝒫(M_0)|0`$. Here

$$\mu _t^{sing}=\mu _t^{sc}+\mu _t^{pp}.$$
(3.107)
As concrete examples show $`(`$cf. $`)`$, it may be finite or infinite depending upon the choice of the Herglotz function $`M_0`$.

###### Remark 3.16.

Example 3.13 shows that the sets $`\text{supp}(\mu _t^{\text{ac}})`$ and $`\backslash 𝒜`$ may have nontrivial intersection of positive Lebesgue measure and that

$$|\{t|\mu _t^{\text{sing}}(\text{supp}(\mu _t^{\text{ac}}))0\}|0$$
(3.108)
in general.

As a corollary of the previous theorem we get the following global result.

###### Theorem 3.17.

Assume the hypotheses of Theorem 3.14 and let $`𝒜(M_0)`$, $`𝒮(M_0)`$, and $`𝒫(M_0)`$ be the invariant sets associated with the Herglotz function $`M_0`$. Then for any bounded Borel set $`\mathrm{\Delta }`$ the following holds.
$`(i)`$ If $`det(X)>0`$ then,

$$|\gamma |_{\pi /\left(2\sqrt{det(X)}\right)}^{\pi /\left(2\sqrt{det(X)}\right)}𝑑t\{\begin{array}{cc}\mu _t(\mathrm{\Delta })\hfill & \\ \mu _t^{ac}(\mathrm{\Delta })\hfill & \\ \mu _t^{sc}(\mathrm{\Delta })\hfill & \\ \mu _t^{pp}(\mathrm{\Delta })\hfill & \end{array}=\{\begin{array}{cc}|\mathrm{\Delta }|\hfill & \\ |\mathrm{\Delta }𝒜(M_0)|\hfill & \\ |\mathrm{\Delta }𝒮(M_0)|\hfill & \\ |\mathrm{\Delta }𝒫(M_0)|\hfill & \end{array}$$
(3.109)
$`(ii)`$ If $`det(X)=0`$ then,

$$|\gamma |_{\mathrm{}}^{\mathrm{}}𝑑t\{\begin{array}{cc}\mu _t(\mathrm{\Delta })\hfill & \\ \mu _t^{ac}(\mathrm{\Delta })\hfill & \\ \mu _t^{sc}(\mathrm{\Delta })\hfill & \\ \mu _t^{pp}(\mathrm{\Delta })\hfill & \end{array}=\{\begin{array}{cc}|\mathrm{\Delta }|\hfill & \\ |\mathrm{\Delta }𝒜(M_0)|\hfill & \\ |\mathrm{\Delta }𝒮(M_0)|\hfill & \\ |\mathrm{\Delta }𝒫(M_0)|\hfill & \end{array}$$
(3.110)
$`(iii)`$ If $`det(X)<0`$ then,

$`|\gamma |{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑t\mu _t(\mathrm{\Delta })`$ $`={\displaystyle _\mathrm{\Delta }}𝑑\lambda \xi (\lambda ),`$ (3.111)
$`|\gamma |{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑t\mu _t^{\text{ac}}(\mathrm{\Delta })`$ $`={\displaystyle _{\mathrm{\Delta }𝒜}}𝑑\lambda \xi (\lambda ),`$ (3.112)
with

$$\xi (\lambda )=1+\frac{1}{\pi }\text{Im}\left(\mathrm{log}\left(\frac{\pi m_0(\lambda )+2\sqrt{|det(X)|}}{\pi m_0(\lambda )2\sqrt{|det(X)|}}\right)\right)\text{ for a.e. }\lambda $$
(3.113)
and $`m_0`$ given by (3.37). Moreover,

$`|\gamma |{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑t\mu _t^{\text{sc}}(\mathrm{\Delta })`$ $`=|\mathrm{\Delta }𝒮(M_0)(M_0)|`$ (3.114)
and
$`|\gamma |{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑t\mu _t^{\text{pp}}(\mathrm{\Delta })`$ $`=|\mathrm{\Delta }𝒫(M_0)(M_0)|,`$ (3.115)
where

$$(M_0)=\left\{\lambda \right|\underset{\epsilon 0}{lim}M_0(\lambda +i\epsilon )\text{ and }|m_0(\lambda )|<(2/\pi )\sqrt{|det(X)|}\}.$$
(3.116)
###### Remark 3.18.

Theorem 3.14 shows, in particular, the universality of the averaging on the whole parameter space in the case of cyclic groups $`g_t`$ (associated with the one-parameter subgroups $`e^{tX}`$ of $`SL_2()`$), where $`det(X)>0`$, and in their limiting cases corresponding to $`det(X)=0`$. However, the theorem also shows that averaging in the case of hyperbolic one-parameter subgroups $`g_t`$, with $`det(X)<0`$, depends on the initial Herglotz function $`M_0`$.

###### Remark 3.19.

An analogous result concerning the decomposition of Lebesgue measure $`||`$ restricted to $`𝒜`$ and $`||`$ restricted to $`\backslash 𝒜`$ into integrals of the measures $`\mu _t^{ac}`$ and $`\mu _t^{sing}=\mu _t^{sc}+\mu _t^{sing}`$ on the unit circle first appeared in . In the case of self-adjoint rank-one perturbations of self-adjoint operators (which is a special case of (3.110) as observed in Remark 2.4), (3.110) appeared in .

## 4. Spectral averaging and Hausdorff measures

Lebesgue’s decomposition of measures (3.101) is a particular case of a more general result in the theory of decomposing measures with respect to Hausdorff measures. This result states, in particular, that for each $`\kappa [0,1]`$, a Borel measure $`\mu `$ can be decomposed uniquely as

$$\mu =\mu ^{\kappa \text{-}c}+\mu ^{\kappa \text{-}s},$$
(4.1)
where $`\mu ^{\kappa \text{-}c}`$ is $`\kappa `$-continuous with respect to the $`\kappa `$-dimensional Hausdorff measure $`h^\kappa `$ (i.e., $`\mu ^{\kappa \text{-}c}`$ gives zero weight to sets with zero $`\kappa `$-dimensional Hausdorff measure $`h^\kappa `$) and $`\mu ^{\kappa \text{-}s}`$ is $`\kappa `$-singular with respect to the $`\kappa `$-dimensional Hausdorff measure (i.e., $`\mu ^{\kappa \text{-}s}`$ is supported on a set with of zero $`\kappa `$-dimensional Hausdorff measure $`h^\kappa `$). For more details on the decomposition (4.1) we refer to , , .

We recall that the $`\kappa `$-dimensional Hausdorff (outer) measure $`h^\kappa `$, $`\kappa [0,1]`$ of a set $`S`$ is defined as

$$h^\kappa (S)=\underset{\delta 0}{lim}\underset{\delta \text{covers}}{inf}\underset{n}{}|I_n(\delta )|^\kappa ,$$
(4.2)
where the infimum is taken over countable collections of intervals $`\{I_n(\delta )\}_n`$, the $`\delta `$-covers, such that

$$S\underset{n}{}I_n(\delta )\text{ and }|I_n(\delta )|<\delta \text{ for all }n.$$
(4.3)
We also recall that the Hausdorff dimension of a set $`S`$ is defined by

$$dim_H(S)=inf\{\kappa [0,1]|h^\kappa (S)=0\}.$$
(4.4)
The goal of this section is to obtain partial results concerning spectral averaging of the $`\kappa `$-continuous part $`\mu _t^{\text{sc},\kappa \text{-}c}`$ with respect to $`h^\kappa `$, $`\kappa (0,1)`$ of the singular continuous part $`\mu _t^{sc}`$ (with respect to Lebesgue measure) (3.101) of the measure $`\mu _t`$ associated with the family of Herglotz functions $`M_t=g_t(M_0)`$,

$$\mu _t^{sc}=\mu _t^{\text{sc},\kappa \text{-}c}+\mu _t^{\text{sc},\kappa \text{-}s},t,$$
(4.5)
where $`g_t`$ is a one-parameter group of automorphisms of $`\text{Aut}(_+)`$.

We introduce the following hypothesis.

###### Hypothesis 4.1.

Let $`M_0`$ be a Herglotz function of the type (3.64), $`\kappa (0,1)`$,

$$𝒮_\kappa (M_0)=\left\{\lambda \right|\underset{\epsilon 0}{lim\; inf}\epsilon ^{\kappa 1}\text{Im}(M_0(\lambda +i\epsilon ))(0,\mathrm{})\},$$
(4.6)
and assume that the set $`𝒜_\kappa (M_0)`$, defined by

$$𝒜_\kappa (M_0)=\underset{\kappa ^{}[\kappa ,1)}{}𝒮_\kappa ^{}(M_0),$$
(4.7)
is a Borel set of positive Lebesgue measure.

We note that by Hypothesis 4.1,

$$𝒜_\kappa (M_0)𝒮(M_0),$$
(4.8)
where $`𝒮(M_0)`$ is the invariant set (3.67) associated with the Herglotz function $`M_0`$.

###### Lemma 4.2.

Assume Hypothesis 4.1 and the hypotheses of Theorem 3.14. Let

$$\mu _t^{sc}=\mu _t^{\text{sc},\kappa \text{-}c}+\mu _t^{\text{sc},\kappa \text{-}s},t$$
(4.9)
be the decomposition of the measure $`\mu _t^{sc}`$ (3.101) such that $`\mu ^{\text{sc},\kappa \text{-}c}`$ is $`\kappa `$-continuous and $`\mu ^{\text{sc},\kappa \text{-}s}`$ is $`\kappa `$-singular $`(`$with respect to the $`\kappa `$-dimensional Hausdorff measure $`h^\kappa `$$`)`$. Then, for any bounded Borel set $`\mathrm{\Delta }`$ and $`0|t|<\pi /\left(2\sqrt{det(X)}\right)`$ in case I, and $`0t`$ in cases II and III,

$$\mu _t^{sc}(\mathrm{\Delta }𝒜_\kappa (M_0))=\mu _t^{\text{sc},\kappa \text{-}c}(\mathrm{\Delta }𝒜_\kappa (M_0)).$$
(4.10)
###### Proof.

We note that

$$0<\underset{\epsilon 0}{lim\; inf}\epsilon ^{\kappa 1}\text{Im}(M_0(\lambda +i\epsilon ))\text{ (possibly equal to }+\mathrm{}\text{) for }\lambda 𝒜_\kappa (M_0).$$
(4.11)
Using the estimate

$$\text{Im}(M_t(z))=\frac{\text{Im}(M_0(z))}{|c_tM_0(z)+d_t|^2}\frac{1}{c_t^2\text{Im}(M_0(z))},z_+$$
(4.12)
(we recall that $`c_t0`$ and $`d_t`$ by hypothesis), one infers

$$0\underset{\epsilon 0}{lim\; sup}\epsilon ^{1\kappa }\text{Im}(M_t(\lambda +i\epsilon ))<\mathrm{},\lambda 𝒜_\kappa (M_0).$$
(4.13)
It is known (cf. \[16, Lemma 3.2\]) that (4.13) implies

$$0\underset{\delta 0}{lim\; sup}\frac{\mu _t(\lambda \delta ,\lambda +\delta )}{\delta ^\kappa }<\mathrm{},\lambda 𝒜_\kappa (M_0).$$
(4.14)
Hence, by a result of Rogers-Taylor ,  (also see \[16, Theorem 2.1\]) the measure $`\mu _t𝒜_\kappa (M_0)`$ is a $`\kappa `$-continuous measure, which proves (4.10), since

$$\mu _t𝒜_\kappa (M_0)=\mu _t^{sc}𝒜_\kappa (M_0)$$
(4.15)
by (4.8). ∎

###### Remark 4.3.

In general, we can neither state that $`𝒜_\kappa (M_0)`$ is a Borel set $`(`$cf. Hypothesis 4.1$`)`$, nor that

$$\mu _t^{sc}(\mathrm{\Delta })=\mu _t^{\text{sc},\kappa \text{-}c}(\mathrm{\Delta }𝒜_\kappa (M_0)),t0.$$
(4.16)
It was pointed out to us by Barry Simon that a different but not unrelated discussion of singular continuous measures for continuous and discrete half-line Schrödinger operators, based on asymptotic behavior of solutions, was recently provided in  (following a previous result in ).

As a corollary we get the following result.

###### Corollary 4.4.

Assume the hypotheses of Lemma 4.2. Then for any bounded Borel set $`\mathrm{\Delta }`$ the following hold.
$`(i)`$ If $`det(X)>0`$ then,

$$|\gamma |_{\pi /\left(2\sqrt{det(X)}\right)}^{\pi /\left(2\sqrt{det(X)}\right)}𝑑t\mu _t^{\text{sc},\kappa \text{-}c}(\mathrm{\Delta }𝒜_\kappa (M_0))=|\mathrm{\Delta }𝒜_\kappa (M_0)|.$$
(4.17)
$`(ii)`$ If $`det(X)=0`$ then,

$$|\gamma |_{\mathrm{}}^{\mathrm{}}𝑑t\mu _t^{\text{sc},\kappa \text{-}c}(\mathrm{\Delta }𝒜_\kappa (M_0))=|\mathrm{\Delta }𝒜_\kappa (M_0)|.$$
(4.18)
$`(iii)`$ If $`det(X)<0`$ then,

$$|\gamma |_{\mathrm{}}^{\mathrm{}}𝑑t\mu _t^{\text{sc},\kappa \text{-}c}(\mathrm{\Delta }𝒜_\kappa (M_0))=|\mathrm{\Delta }𝒜_\kappa (M_0)(M_0)|,$$
(4.19)
where

$`(M_0)`$ $`=\{\lambda |\underset{\epsilon 0}{lim}M_0(\lambda +i\epsilon )\text{ and}`$
$`\left|\underset{\epsilon 0}{lim}(\gamma M_0(\lambda +i\epsilon )\beta )\right|<(2/\pi )\sqrt{|det(X)|}\}.`$ (4.20)
Even though Corollary 4.4 appears to be a new result, it cannot be considered a complete analog of (3.103), since first of all we have no results for the singular part $`\mu _t^{\text{sc},\kappa \text{s}}`$, and secondly, we were not able to remove the set $`𝒜_\kappa (M_0)`$ on the left-hand sides of (4.17)–(4.19). We hope our present attempt will encourage future work in this direction.

Acknowledgments. We are indebted to Vadim Kostrykin, Yuri Latushkin, and Barry Simon for stimulating discussions and hints to pertinent literature and grateful to the referee for a careful reading of the manuscript.


text:
# Crossover critical behavior in the three-dimensional Ising model

## I Introduction

In systems with a critical-point phase transition the asymptotic critical behavior of thermodynamic properties can be characterized by scaling laws with universal critical exponents and universal scaling functions . In this issue of the Journal of Statistical Physics, dedicated to M. E. Fisher, it is interesting to recall some of the discussions at a conference on critical phenomena held in Washington, DC in 1965 . At that conference, Fisher reviewed the definitions of the proposed asymptotic critical power laws, both for the thermodynamic properties  and for the correlation function of the order parameter . Commenting on the presentations of Fisher, Debye  made the following remark: “I would like that the theoretical people tell me when I am so and so far away from the critical point, then my curve should look so and so,” to which Fisher responded : “What Dr. Debye said is correct, namely that when one is talking about some deviations one must attach to it a magnitude and a range of temperatures where it is to be observed, which can be different for one phenomenon compared to another. When these ranges differ from one system to another for the same phenomenon, we have a real challenge.” It is the purpose of the present paper to further elucidate the issue of nonasymptotic critical behavior.

The asymptotic fluctuation-induced critical scaling laws are valid sufficiently close to the critical point, where the correlation length $`\xi `$ of the long-range critical fluctuations will be much larger than the range of the intermolecular interaction. Away from the critical point, the correlation length $`\xi `$ decreases and sufficiently far away from the critical point $`\xi `$ will become of the order of the intermolecular interaction range and the effects of any critical fluctuations become negligible.

The actual critical behavior will depend strongly on the range of the microscopic interactions. As the interaction range becomes larger and larger, the critical fluctuations become more and more suppressed and mean-field theory will become applicable up to temperatures closer and closer to the critical temperature. In the limit of infinite interaction one recovers classical, i.e., mean-field asymptotic critical behavior. Hence, as the interaction range varies, the system will exhibit a crossover from fluctuation-induced critical behavior to mean-field critical behavior.

Recently, Luijten and coworkers have reported numerical studies of the susceptibility and the order parameter of both two-dimensional  and three-dimensional  Ising models with different interaction ranges, showing crossover from fluctuation-induced to mean-field critical behavior. On the other hand, during the past two decades theoretical equations for dealing with crossover from fluctuation-induced to mean-field critical behavior have been developed by several groups of investigators . A comparison between some of these theoretical approaches  has been presented by Anisimov et al. . Here we consider a crossover Landau model that has been used to represent experimental thermodynamic-property data in the critical region of fluids, which are expected to belong to the three-dimensional Ising universality class . The crossover Landau model contains some system-dependent parameters related to the coefficients in a Landau-Ginzburg Hamiltonian . Since these system-dependent coefficients are not known a priori for fluids, they are used as adjustable parameters in fits to experimental data. However, in the case of the Ising models studied numerically by Luijten and Binder  we have a priori information concerning the system-dependent constants. Hence, it has become possible to evaluate the crossover Landau model for Ising models without using adjustable parameters and to make a comparison with the numerical data obtained by Luijten and Binder for three-dimensional Ising models.

## II Crossover Landau Model

A procedure for constructing an expression for the Helmholtz-energy density for fluids in the critical region, that incorporates crossover from Ising-like critical behavior to classical behavior was originally proposed by Chen and coworkers . The procedure, based on a theoretical analysis of Nicoll and coworkers , represents an approximate solution of the nonlinear renormalization-group equations and involves a transformation to a classical (Landau) expansion. Two crossover Landau models, a two-term and a six-term crossover Landau model have been considered depending on the number of terms retained in the classical Landau expansion as further reviewed by Anisimov et al. . Explicit expressions for the amplitudes of the critical power laws incorporated in the crossover Landau models have been evaluated by Tang et al.  and, more recently, by Agayan et al. . Here we consider the two-term crossover model which deals with the crossover from asymptotic Ising-like critical behavior to asymptotic mean-field critical behavior .

In the crossover Landau model one starts with an asymptotic Landau expansion of the critical part $`\mathrm{\Delta }A`$ of the classical local Helmholtz free-energy density $`A`$ :

$$\mathrm{\Delta }A=\frac{1}{2}a_0\tau \varphi ^2+\frac{1}{4!}u_0\varphi ^4+\frac{1}{2}c_0(\varphi )^2,$$
(1)
where $`\tau =(TT_\text{c})/T`$ is the reduced difference between the actual temperature $`T`$ and the critical temperature $`T_\text{c}`$, $`\varphi =\varphi (𝐫)`$ is a spatially fluctuating order parameter, while $`a_0`$, $`u_0`$ and $`c_0`$ are system-dependent coefficients. For the Ising model the order parameter $`\varphi `$ corresponds to the magnetization density. It is convenient to transform the variables and coefficients, such that

$`M`$ $`=`$ $`c_\rho \varphi ,t=c_t\tau ,\stackrel{~}{}=(v_0^{1/3}/\pi ),`$ (2)
$`a_0`$ $`=`$ $`c_\rho ^2c_t,u_0=u^{}\overline{u}\mathrm{\Lambda }c_\rho ^4,c_0=c_\rho ^2v_0^{2/3}/\pi ^2,`$ (3)
where $`v_0`$ is the volume of an elementary lattice cell, $`u^{}0.472`$ is the universal coupling constant at the Ising fixed point , $`\overline{u}`$ is the scaled $`\phi ^4`$ coupling constant, $`\mathrm{\Lambda }`$ is a dimensionless cut-off wave number, while $`c_t`$ and $`c_\rho `$ are amplitudes of the rescaled temperature scaling field and of the rescaled magnetization density, respectively. Expression (2.1) for $`\mathrm{\Delta }A`$ can then be written as

$$\mathrm{\Delta }A=\frac{1}{2}tM^2+\frac{1}{4!}u^{}\overline{u}\mathrm{\Lambda }M^4+\frac{1}{2}(\stackrel{~}{}M)^2.$$
(4)
Upon applying a transformation derived from renorma-
lization-group matching  one obtains a renormalized critical part of the Helmholtz-energy density:

$$\mathrm{\Delta }A_\text{s}=\frac{1}{2}tM^2𝒯𝒟+\frac{\overline{u}u^{}\mathrm{\Lambda }}{4!}M^4𝒟^2𝒰\frac{1}{2}t^2𝒦,$$
(5)
where, in practice, the following approximate expressions for the rescaling functions $`𝒯`$, $`𝒟`$, $`𝒰`$, and $`𝒦`$ are used:

$`𝒯`$ $`=`$ $`Y^{(2\nu 1)/\mathrm{\Delta }_\text{s}},`$ (6)
$`𝒟`$ $`=`$ $`Y^{\eta \nu /\mathrm{\Delta }_\text{s}},`$ (7)
$`𝒰`$ $`=`$ $`Y^{\nu /\mathrm{\Delta }_\text{s}},`$ (8)
and

$$𝒦=\frac{\nu }{\alpha \overline{u}\mathrm{\Lambda }}(Y^{\alpha /\mathrm{\Delta }_\text{s}}1).$$
(9)
Here $`\nu 0.630`$, $`\eta 0.033`$, and $`\alpha 0.110`$ are the critical exponents associated with the correlation length, the spatial dependence of the order-parameter at the critical point and the heat capacity, such that $`d\nu =2\alpha `$, where $`d=3`$ is the dimensionality , while $`\mathrm{\Delta }_\text{s}0.51`$ is a correction-to-scaling exponent . In the asymptotic crossover theory, the crossover function $`Y`$ is to be evaluated from the equation

$$1(1\overline{u})Y=\left(\frac{\overline{u}\mathrm{\Lambda }}{\kappa }\right)Y^{\nu /\mathrm{\Delta }_\text{s}},$$
(10)
where the parameter $`\kappa `$ plays the role of the distance from the critical point and it is given by

$$\kappa ^2=t𝒯+\frac{1}{2}\overline{u}u^{}\mathrm{\Lambda }M^2𝒟𝒰.$$
(11)
In zero ordering field, $`M=0`$, the isothermal susceptibility $`\chi [\chi ^1=(^2A/\varphi ^2)_\tau =`$ $`(^2A/M^2)_tc_\rho ^2]`$ above $`T_\text{c}`$ has an expansion of the form

$$\chi =\mathrm{\Gamma }_0^+t^\gamma (1+\mathrm{\Gamma }_1^+t^{\mathrm{\Delta }_\text{s}}+\mathrm{}),$$
(12)
and along the line of spontaneous magnetization (coexistence curve) $`M=M_{\text{cxc}}`$, below $`T_\text{c}(\tau <0)`$:

$$\chi =\mathrm{\Gamma }_0^{}|t|^\gamma (1+\mathrm{\Gamma }_1^{}|t|^{\mathrm{\Delta }_\text{s}}+\mathrm{}).$$
(13)
The order parameter $`\varphi _{\text{cxc}}`$ along the “coexistence curve” below the critical temperature $`(\tau <0)`$ has the expansion

$$\varphi _{\text{cxc}}=c_\rho ^1M_{\text{cxc}}=\pm B_0|t|^\beta (1+B_1|t|^{\mathrm{\Delta }_\text{s}}+\mathrm{}).$$
(14)
In the above equations, $`\gamma =(2\eta )\nu 1.239`$ and $`\beta =(d\nu \gamma )/20.326`$ are again universal critical exponents , while $`\mathrm{\Gamma }_0^\pm `$, $`\mathrm{\Gamma }_1^\pm `$, $`B_0`$ and $`B_1`$ are system-dependent amplitudes. These system-dependent amplitudes are related to $`\overline{u}\mathrm{\Lambda }`$ and the coefficients in the transformations (2.2) and (2.3) and they are given by the following equations . For the leading amplitudes one has

$`\mathrm{\Gamma }_0^+`$ $`=`$ $`g^+\left({\displaystyle \frac{\sqrt{c_t}}{\overline{u}\mathrm{\Lambda }}}\right)^{2(1\gamma )}a_0^1,`$ (15)
$`\mathrm{\Gamma }_0^{}`$ $`=`$ $`g^{}\left({\displaystyle \frac{\sqrt{c_t}}{\overline{u}\mathrm{\Lambda }}}\right)^{2(1\gamma )}a_0^1,`$ (16)
$`B_0`$ $`=`$ $`b\left({\displaystyle \frac{\sqrt{c_t}}{\overline{u}\mathrm{\Lambda }}}\right)^{2(\beta 1/2)}(a_0/u_0)^{1/2},`$ (17)
and for the correction-to-scaling amplitudes

$`\mathrm{\Gamma }_1^+`$ $`=`$ $`g_1^+\left({\displaystyle \frac{\sqrt{c_t}}{\overline{u}\mathrm{\Lambda }}}\right)^{2\mathrm{\Delta }_\text{s}}(1\overline{u}),`$ (18)
$`B_1`$ $`=`$ $`b_1\left({\displaystyle \frac{\sqrt{c_t}}{\overline{u}\mathrm{\Lambda }}}\right)^{2\mathrm{\Delta }_\text{s}}(1\overline{u}).`$ (19)
The coefficients $`g^\pm `$, $`b`$, $`g_1^+`$, and $`b_1`$ in the above equation have been evaluated by Tang et al. .***In Ref.  Tang et al. actually considered a variety of approximants for the rescaling functions $`𝒯`$, $`𝒟`$, $`𝒰`$, and $`𝒦`$. The crossover Landau model considered here corresponds to the one designated by Tang et al. as crossover model II. They depend on the critical exponents and the coupling constant $`u^{}`$ and are therefore again universal constants with the values :

$$g^+0.871,g^{}0.174,b2.05,$$
(20)
and

$$g_1^+0.610,b_10.531.$$
(21)
The theoretical expression for the amplitude $`\mathrm{\Gamma }_1^{}`$ in Eq. (2.13) has not yet been evaluated. The values implied by the crossover Landau model for the corresponding universal amplitude ratios are

$$\mathrm{\Gamma }_0^+/\mathrm{\Gamma }_0^{}=5.0,B_1/\mathrm{\Gamma }_1^+=0.87,$$
(22)
to be compared with the values $`\mathrm{\Gamma }_0^+/\mathrm{\Gamma }_0^{}=4.95\pm 0.15`$ and $`B_1/\mathrm{\Gamma }_1^+=0.90\pm 0.21`$ . A phenomenological reformulation of the two-term Landau model in terms of a parametric representation yielding slightly more accurate values for some universal amplitude ratios has been presented by Agayan et al. .

We define a crossover temperature $`\tau _\times `$ as

$$\tau _\times =(\mathrm{\Gamma }_1^+)^{1/\mathrm{\Delta }_\text{s}}=(g_1^+)^{1/\mathrm{\Delta }_\text{s}}\frac{(\overline{u}\mathrm{\Lambda })^2}{c_t}(1\overline{u})^{1/\mathrm{\Delta }_\text{s}},$$
(23)
or, equivalently,

$$t_\times =(g_1^+)^{1/\mathrm{\Delta }_\text{s}}(\overline{u}\mathrm{\Lambda })^2(1\overline{u})^{1/\mathrm{\Delta }_\text{s}}.$$
(24)
In the infinite-cutoff approximation ($`\mathrm{\Lambda }\mathrm{}`$, $`\overline{u}0`$, while $`\overline{u}\mathrm{\Lambda }`$ remains finite), $`\tau _\times `$ becomes the so-called Ginzburg number . In general, the crossover behavior is governed by two system-dependent parameters, namely, the cutoff $`\mathrm{\Lambda }`$ and the coupling constant $`\overline{u}`$. However, for the Ising model $`\mathrm{\Lambda }`$ is a constant equal to unity independent of the range of interaction and only the coupling constant $`\overline{u}`$ governs the crossover behavior. One can also show that in the asymptotic crossover Landau model the appropriately scaled susceptibilities, $`\stackrel{~}{\chi }^\pm \chi ^\pm \tau _\times ^\gamma /\mathrm{\Gamma }_0^\pm `$, and the scaled order parameter, $`\stackrel{~}{\varphi }\varphi \tau _\times ^\beta /B_0`$ become universal functions of a single argument $`\tau /\tau _\times =t/t_\times `$ .

After some algebra, one can obtain the following universal expression for the crossover behavior of the scaled susceptibility $`\stackrel{~}{\chi }^+`$ above $`T_\text{c}`$ in zero ordering field as a function of $`\tau /\tau _\times `$:

$`\stackrel{~}{\chi }^+`$ $`=`$ $`{\displaystyle \frac{(g_1^+)^{\gamma 1}}{g^+}}\left({\displaystyle \frac{\tau }{\tau _\times }}\right)^1\stackrel{~}{Y}^{(1\gamma )/\mathrm{\Delta }\text{s}}`$ (26)
$`\times \left[1+{\displaystyle \frac{u^{}\nu }{2\mathrm{\Delta }_\text{s}}}\left({\displaystyle \frac{2\stackrel{~}{Y}}{1\stackrel{~}{Y}}}+{\displaystyle \frac{1}{\mathrm{\Delta }_\text{s}}}\right)^1\right]^1,`$
where the rescaled crossover function $`\stackrel{~}{Y}`$, can be obtained by solving

$$1\stackrel{~}{Y}=(g_1^+\tau /\tau _\times )^{1/2}\stackrel{~}{Y}^{(1\nu )/2\mathrm{\Delta }_\text{s}}.$$
(27)
The scaled susceptibility $`\stackrel{~}{\chi }^{}`$ and the scaled order parameter $`\stackrel{~}{\varphi }`$ below $`T_\text{c}`$ are to be obtained by imposing the condition $`(A/M)_t=0`$ for the phase boundary and solving Eqs. (2.5)-(2.9) numerically.

We note that the crossover Landau model as specified above is an asymptotic version of the crossover Landau model  valid for $`\mathrm{\Lambda }/\kappa 1`$. This asymptotic version appears to be adequate for the temperature ranges covered by the numerical studies of Luijten and Binder.

The crossover Landau model has been derived from the renormalization-group theory of critical phenomena by using the technique of renormalization-group matching . In this approach one considers the relation between $`\mathrm{\Delta }A`$ at a given cutoff $`\mathrm{\Lambda }`$ and $`\mathrm{\Delta }A`$ at another cutoff $`\mathrm{\Lambda }e^l`$, where $`l`$ is a variable. One then tries to determine a special “matching-point” value $`l=l^{}`$ for which $`\mathrm{\Delta }A`$ reduces to the known classical expression in the absence of fluctuations. One limitation is that the value of $`l^{}`$ that satisfies the matching condition for $`\mathrm{\Delta }A`$ will not exactly satisfy the matching condition for its derivatives like $`\chi `$. Secondly, for practical reasons $`l^{}`$ has been selected to satisfy the matching condition $`M=0`$ . A comparison with the numerical data for the three-dimensional Ising model will enable us to make an assessment of the quality of these approximations.

## III Application to the Three-dimensional Ising Model

In the Monte Carlo simulations a three-dimensional equivalent-neighbor model was adopted for which the Hamiltonian $``$ is given by

$$/k_BT=\underset{ij}{}K(𝐫_i𝐫_j)s_is_j,$$
(28)
where $`k_\text{B}`$ is Boltzmann’s constant, $`s_i=\pm 1`$, the sum runs over all spin pairs, and the spin-spin coupling is defined as $`K(𝐫)=J>0`$ for $`|𝐫|R_\text{m}`$ and $`K(𝐫)=0`$ for $`|𝐫|>R_\text{m}`$. However, in a renormalization-group analysis, various critical properties have been obtained as functions of an effective interaction range $`R`$ defined by

$`R^2`$ $``$ $`{\displaystyle \underset{ji}{}}(𝐫_i𝐫_j)^2K_{ij}/{\displaystyle \underset{ji}{}}K_{ij}`$ (29)
$`=`$ $`{\displaystyle \frac{1}{q}}{\displaystyle \underset{ji}{}}|𝐫_i𝐫_j|^2\text{with}|𝐫_i𝐫_j|R_m,`$ (30)
where $`K_{ij}`$ stands for $`K(𝐫_i𝐫_j)`$ while $`q`$ is the coordination number. In the limit of an infinite interaction range $`R\mathrm{}`$, $`R`$ is related to $`R_\text{m}`$ by $`R^2=3R_\text{m}^2/5`$, while $`R=R_\text{m}`$ for $`R_\text{m}=1`$. The dependence of the effective interaction range $`R`$ on $`R_\text{m}`$ is shown in Fig. 1. Also shown is an approximate relation

$$R^2=\frac{3}{5}R_\text{m}^2(1+\frac{2}{3}R_\text{m}^2)$$
(31)
encompassing the known behavior in the limits $`R\mathrm{}`$ and $`R=1`$.

In order to apply the theoretical crossover model to the three-dimensional Ising model we need to specify the system-dependent constants. From the mean-field theory of the Ising model one obtains for the coefficients in the classical expansion (2.1)

$$a_0=1,u_0=2.$$
(32)
The physical cutoff wave number for the Ising model is $`\pi /a`$, so that

$$\mathrm{\Lambda }=1.$$
(33)
In a previous paper , $`\mathrm{\Lambda }`$ of the three-dimensional Ising model was taken to be $`\pi `$. However, we have subsequently realized that the spatial derivatives in the gradient term are already scaled by $`\pi /a`$.

A renormalization-group analysis of Eq. (3.1) has shown that $`\overline{u}R^4`$ for large $`R`$ . It then follows from Eq. (2.3) that $`c_tR^2`$ and $`c_\rho R`$ and we write

$$\overline{u}=\frac{\overline{u}_0}{R^4},c_t=\frac{c_{t0}}{R^2},c_\rho =c_t^{1/2}=Rc_{t0}^{1/2}.$$
(34)
In a previous attempt to compare the crossover model with the numerical results for the three-dimensional Ising model, $`\overline{u}_0`$ and $`c_{t0}`$ were treated as adjustable constants . In the present paper we shall adopt a priori estimates for $`\overline{u}_0`$ and $`c_{t0}`$. It has been suggested by Luijten  that $`\overline{u}_0`$, and consequently $`c_{t0}`$, may actually exhibit a remaining weak dependence on $`R`$ for small $`R`$. From Eqs. (2.3), (3.4) and (3.5) we note that the coefficients $`\overline{u}_0(R)`$ and $`c_{t0}(R)`$ are related by

$$c_{t0}^2(R)=\frac{1}{2}u^{}\overline{u}_0(R).$$
(35)
The values of the coefficients $`\overline{u}_0`$ and $`c_{t0}`$ can readily be determined for large $`R`$. For this purpose we note that the amplitude $`\overline{\xi }_0^+`$ of the power law $`\overline{\xi }=\overline{\xi }_0^+\tau ^{1/2}`$ for the classical correlation length $`\overline{\xi }`$ is given by $`\overline{\xi }_0^+=(c_0/a_0)^{1/2}`$ . Starting from an expression given by Fisher and Burford  and extending it to arbitrary interaction ranges, one finds that $`\overline{\xi }_0^+`$ becomes equal to $`R/\sqrt{2d}`$, so that $`c_0`$ becomes equal to $`R^2/2d`$ for large $`R`$. Using Eqs. (2.3), (3.4) and (3.6) we thus obtain for large $`R`$:

$$c_{t0}(\mathrm{})=6/\pi ^20.608,\overline{u}_0(\mathrm{})=\frac{2}{u^{}}c_{t0}^2(\mathrm{})1.566.$$
(36)
In the present paper we shall use two approximations for the coupling constant $`\overline{u}`$ of the three-dimensional Ising model. One estimate is obtained by assuming that $`\overline{u}`$ remains proportional to $`R^4`$ for all values of $`R`$:

$$\overline{u}=\frac{\overline{u}_0(\mathrm{})}{R^4}.$$
(37)
Using Eq. (3.9) in conjunction with Eqs. (3.6)-(3.8) we can then predict from the crossover Landau model the amplitude $`\mathrm{\Gamma }_1^+`$ which is related to the crossover temperature $`\tau _\times `$ through Eq. (2.23). The resulting values for $`\mathrm{\Gamma }_1^+`$ as a function of $`R^3`$ are represented by the solid curve in Fig. 2. We note that, since $`\mathrm{\Delta }_\text{s}1/2`$, $`\mathrm{\Gamma }_1^+`$ will approximately vary as $`R^3`$ for large $`R`$.

A second estimate for $`\mathrm{\Gamma }_1^+`$ is obtained from numerical values calculated by Luijten for the amplitude $`b_1(R)`$ of the correction-to-scaling contribution to the finite size effects . For large values of $`R`$ where $`\overline{u}`$ approaches zero, $`b_1(R)`$ becomes proportional to $`\mathrm{\Gamma }_1^+(R)R^{\alpha \gamma /\mathrm{\Delta }_\text{s}}`$ so that we may write

$$\mathrm{\Gamma }_1^+(R)=b_0(R)b_1(R)R^{\alpha \gamma /\mathrm{\Delta }_\text{s}},$$
(38)
where $`b_0(R)`$ is a coefficient with a finite limiting value

$$b_0(\mathrm{})=2.6\pm 0.5.$$
(39)
Values deduced for $`\mathrm{\Gamma }_1^+`$ from the numerical data obtained by Luijten for $`b_1(R)`$, when the coefficient $`b_0(\mathrm{})`$ in Eq. (3.10) is approximated by $`b_0(\mathrm{})`$ for all $`R`$, are indicated by the circles in Fig. 2. These values can be reproduced from Eq. (2.23) for the crossover Landau model if we adopt the following approximation for $`\overline{u}`$:

$$\overline{u}=\frac{\overline{u}_0(\mathrm{})}{R^4}(1+0.9R^2),$$
(40)
as shown in the dotted curve in Fig. 2.

Equations (3.9) and (3.12) are the two approximations that will be considered in applying the crossover Landau model to the Ising lattice. As we shall see, the predicted critical crossover behavior of the susceptibility is not very sensitive to these different choices for the coupling constant $`\overline{u}`$ for most values of $`R`$.

## IV Results of Analysis

In Fig. 3 we present a plot of the scaled susceptibility $`\stackrel{~}{\chi }=\chi ^+\tau _\times ^\gamma /\mathrm{\Gamma }_0^+`$ above $`T_\text{c}`$ as a function of $`\tau /\tau _\times `$. The solid curve represents the values predicted from Eq. (2.26) for the crossover Landau model with $`\overline{u}=\overline{u}_0(\mathrm{})R^4`$ in accordance with Eq. (3.9). The symbols indicate the numerical values obtained by Luijten and Binder . A sensitive test of the crossover behavior is obtained by considering an effective susceptibility exponent $`\gamma _{\text{eff}}^+`$ defined by :

$$\gamma _{\text{eff}}^+=d\mathrm{log}\stackrel{~}{\chi }/d\mathrm{log}\tau (\tau >0).$$
(41)
Figure 4 shows the effective exponent $`\gamma _{\text{eff}}^+`$ as a function of $`\tau /\tau _\times `$. The symbols indicate values deduced by numerical differentiation of the susceptibilities obtained by Luijten . The solid curve represents the effective exponent values predicted from the crossover model. Note that this exponent is related to the third derivative of the Helmholtz-energy density $`\mathrm{\Delta }\stackrel{~}{A}`$. In Fig. 5 we show again $`\gamma _{\text{eff}}^+`$ as a function of $`\tau /\tau _\times `$ but now with $`\overline{u}=\overline{u}_0(\mathrm{})R^4(1+0.9R^2)`$ in accordance with Eq. (3.12). We remark that the theoretical prediction has a possible inaccuracy at the percentage level, since the values adopted for the various universal constants have a finite accuracy. In addition, we have only limited theoretical information for the values of $`\overline{u}`$ for small $`R`$. Based on the currently available theoretical information we conclude from Figs. 4 and 5 that the crossover Landau model yields a satisfactory representation of the crossover behavior of the susceptibility above $`T_\text{c}`$ for the three-dimensional Ising model with varying interaction ranges.

As mentioned in Section 2, the crossover Landau model has been derived from the renormalization-group theory of critical phenomena by renormalization-group matching, but the match-point condition actually adopted corresponds to $`M=0`$ . This is correct for the susceptibility above $`T_\text{c}`$ at $`M=0`$, but represents an approximation below $`T_\text{c}`$ where $`M_{\text{cxc}}0`$. Hence, we expect the crossover Landau model to be less accurate for a description of the critical crossover behavior of the susceptibility and of the order parameter below $`T_\text{c}`$.

In Fig. 6 we show the scaled order parameter $`\stackrel{~}{\varphi }=\varphi \tau _\times ^\beta /B_0`$ and in Fig. 7 the scaled susceptibility $`\stackrel{~}{\chi }^{}=\chi ^{}\tau _\times ^\gamma /\mathrm{\Gamma }_0^{}`$ as a function of $`\tau /\tau _\times `$. The solid curves represent again the values predicted from the crossover Landau model and the symbols indicate again the numerical data obtained by Luijten and Binder . In both cases the asymptotic Eq. (3.9) was adopted for $`\overline{u}`$. While the actual differences with the numerical values for $`\varphi `$ and $`\chi ^{}`$ are small and probably within the accuracy these properties can be measured experimentally for real systems, the deviations are systematic. This becomes evident when one takes the logarithmic derivative so as to obtain the effective order-parameter exponent

$$\beta _{\text{eff}}=d\mathrm{log}\varphi /d\mathrm{log}|\tau |,(\tau <0)$$
(42)
shown in Fig. 8 and the effective susceptibility exponent $`\gamma _{\text{eff}}^{}`$

$$\gamma _{\text{eff}}^{}=d\mathrm{log}\chi /d\mathrm{log}|\tau |,(\tau <0)$$
(43)
shown in Fig. 9. The effective exponents predicted by the crossover Landau model as a function of $`\tau /\tau _\times `$ have the correct shape but the location of the crossover temperature $`\tau =\tau _\times `$ is shifted from that implied by the numerical data. This shift amounts to about $`1/2`$ of a decade for $`\beta _{\text{eff}}`$ and $`2/3`$ of a decade for $`\gamma _{\text{eff}}^{}`$. The shift is larger for $`\gamma _{\text{eff}}^{}`$ than for $`\beta _{\text{eff}}`$, since $`\gamma _{\text{eff}}^{}`$ is related to the third derivative and $`\beta _{\text{eff}}`$ is related to the second derivative of the crossover function deduced for $`\mathrm{\Delta }A`$ by renormalization-group matching.

Crossover Landau models with improved approximants for the rescaling functions $`𝒯`$, $`𝒟`$, $`𝒰`$, and $`𝒦`$ have been considered by Tang et al. , but they never have been used for practical use because of increased complexity.

The solid curves in Figs. 4, 5, 8 and 9 actually represent the effective exponents for $`R_\text{m}>1`$ where $`\overline{u}<1`$. For $`R_\text{m}=R=1`$ the leading amplitudes $`\mathrm{\Gamma }_0^\pm `$ and $`B_0`$ have been determined by Liu and Fisher  from a careful analysis of series expansions. The value of $`\mathrm{\Gamma }_0^+=1.095`$ corresponding to $`\gamma =1.239`$ implies $`\overline{u}=1.17`$ as follows from Eq. (2.15). For $`\overline{u}>1`$, the correction-to-scaling amplitudes $`\mathrm{\Gamma }_1^+`$ and $`B_1`$ become negative in agreement with an earlier observation of Liu and Fisher . A comparison of the amplitudes calculated from the crossover model for $`\overline{u}=1.17`$ with the amplitudes deduced by Liu and Fisher  from series expansions is presented in Table I. For $`\overline{u}>1`$, the asymptotic value of the effective susceptibility exponent $`\gamma _{\text{eff}}^\pm `$ is approached from above and that of the effective order-parameter exponent $`\beta _{\text{eff}}`$ from below . The dependence of the effective exponents on $`\tau /\tau _\times `$ with $`\tau _\times |\mathrm{\Gamma }_1^+|^{1/\mathrm{\Delta }_\text{s}}`$ for the case $`R=1`$, corresponding to $`\overline{u}=1.17`$, is represented by the dashed curves in Figs. 4, 5, 8 and 9 in the temperature range covered by the numerical simulations.

From Fig. 9 we note that the numerical data as well as the crossover Landau model show that $`\gamma _{\text{eff}}^{}`$ passes through a minimum as a function of $`\tau /\tau _\times `$ before reaching its mean-field value unity, (see Ref. 48). An interesting question, raised earlier by Fisher , is whether also $`\gamma _{\text{eff}}^+`$ can assume values smaller than unity. Within the accuracy of our analysis, we do not find any evidence that the effective susceptibility exponent above $`T_\text{c}`$ can assume values smaller than unity, as was already discussed in Ref. 10.

## V Discussion

In the present paper we have applied a crossover Landau model, previously derived for the representation of thermodynamic properties of fluids near the critical point to predict the critical crossover behavior of the susceptibility above $`T_\text{c}`$ and of the order parameter and susceptibility below $`T_\text{c}`$ for the three-dimensional Ising model with various interaction ranges. A comparison with numerical data, recently obtained by Luijten and Binder , demonstrates that the crossover Landau model yields a good representation of the crossover behavior of the susceptibility above $`T_\text{c}`$. Below $`T_\text{c}`$ there are some systematic differences from the numerical data which are small for $`\varphi `$ and $`\chi ^{}`$ themselves, but which become more pronounced when one considers the corresponding effective exponents. In applications of the crossover model to real fluids, residual deviations are partially accounted for by using $`\overline{u}`$ and $`\mathrm{\Lambda }`$, as well as the coefficients $`a_0`$ and $`u_0`$ in the classical expansion (2.1) of the Helmholtz-energy density, or, equivalently, $`c_t`$ and $`c_\rho `$ (cf. Eq. (2.3)) as adjustable coefficients .

The analysis presented in this paper is based on an asymptotic version of the crossover Landau model which deals with the crossover from fluctuation-induced critical behavior to asymptotic mean-field critical behavior. For some other applications one needs to consider a more general version of the crossover Landau model that is obtained when the ratio $`\mathrm{\Lambda }/\kappa `$ in Eq. (2.10) is replaced by $`(1+\mathrm{\Lambda }^2/\kappa ^2)^{1/2}`$ . This generalization was originally introduced to account for crossover to nonasymptotic mean-field behavior in simple fluids . Subsequently, it has become evident that this generalization becomes essential in the case of complex fluids, when the crossover to mean-field behavior does not result from long-range interactions, but from a decrease of the effective cutoff wave number $`\mathrm{\Lambda }`$. In that case $`\mathrm{\Lambda }^1`$ plays the role of a correlation length associated with an additional order parameter. Then the mean-field limit corresponds to mean-field tricriticality, when both $`\xi `$ and $`\mathrm{\Lambda }^1`$ diverge .

###### Acknowledgements.

The authors have benefited from many stimulating discussions with M. E. Fisher, to whom this article is dedicated with great appreciation. Kh. S. Abdulkadirova and V. A. Agayan provided assistance in the initial stage of this research. The research of M. A. Anisimov and J. V. Sengers is supported by the Chemical Sciences, Geosciences and Biosciences Division, Office of Basic Energy Sciences, Office of Science, Department of Energy under Grant No. DE-FG02-95-ER-14509. The research of Y. C. Kim and E. Luijten have been supported by Grant No. CHE99-81772 from the National Science Foundation to M. E. Fisher at the University of Maryland.