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# Squeezing concentration for Gaussian states with unknown parameter

## I Introduction

The exploitation of entangled states of quantum systems makes new quantum information protocols possible such as quantum teleportation Bennett93 , entanglement swapping Pan98  and quantum cryptography Ekert91 . The common feature of all these protocols is that they require to transmit the entangled state from the common source to the distant partners. In practice, the transmission is always accompanied by losses that contaminate the shared state and thus reduce the degree of entanglement. Since the efficiency of the protocols is considerably dependent on the degree of entanglement shared by the partners, the question that naturally arises is whether the partners can eliminate the influence of losses and to enhance the entanglement employing only local operations and classical communication (LOCC). Such the protocols, commonly called distillation protocols, leading to the concentration of entanglement contained in several copies of partially entangled two-qubit states into a smaller number of singlet states has been proposed Bennett96a ; Bennett96b  and also experimentally realized Pan01 . Further, efficient distillation procedure converting any two-qubit state with fidelity relative to maximally entangled state $`F>1/2`$ has been suggested in Deutsch96 . Also entanglement swapping based distillation of partially entangled pure states of two qubits has been proposed in the literature Bose99 . The higher-dimensional generalizations of the qubit distillation protocols have been given in Horodecki99a  and Alber01 .

With increase of the interest in quantum information processing with continuous variables Braunstein , Furusawa01  the natural need for distillation of continuous-variable (CV) entangled states has arisen. The existing proposals of CV distillation schemes allow either to distill the bipartite Gaussian states at the expense of non-Gaussian operations such as photon number measurement Duan00  or they are capable to distill the bipartite non-Gaussian states Parker00 . Unfortunately, any of these protocols is not satisfactory with respect to the current experiment, in which only Gaussian operations with Gaussian states are well managed. Recent results which apply to the ”purely” Gaussian distillation protocols have led to the conclusion that no such a protocol exists. Namely, it was shown by means of the Gaussian completely positive (CP) maps technique that any trace-decreasing LOCC Gaussian CP map acting on known Gaussian state can be replaced by trace-preserving LOCC Gaussian map CP Fiurasek02 . From that it follows particularly, that a single copy of two-mode bipartite entangled Gaussian state cannot be distilled to a more entangled state using only LOCC Gaussian operations. Further it was proved, that the bipartite symmetric two-mode Gaussian state cannot be distilled to more entangled state with the aid of another identical copy of the state using only local Gaussian operations Eisert02 . The general proof that Gaussian states cannot be distilled by local Gaussian operations and classical communication was given in Giedke02 . Having these facts in mind the question that naturally arises is whether there exists some Gaussian operation on bipartite entangled Gaussian state that two distant observers employing only local Gaussian operations wish to carry out that can be performed only at the expense of utilization of more than single copy of the state. This is the subject of the present article. The paper is organized as follows. In Sec. II we investigate the continuous-variable analog of the Deutsch’s qubit distillation protocol. The example of Gaussian operation requiring ’collective’ local operations on two copies of entangled Gaussian state is given in Sec. III. Finally, Sec. IV contains conclusion.

## II CV analog of Deutsch’s protocol

The properties of the CV analog of the Deutsch’s protocol Deutsch96 , which will be described below, are best studied on the example of the displaced two-mode squeezed vacuum state

$`|x_0,\sigma _+,\sigma _{}={\displaystyle \frac{1}{\sqrt{\pi \sqrt{\sigma _+\sigma _{}}}}}{\displaystyle }{\displaystyle }_{\mathrm{}}^{\mathrm{}}dxdy\times `$
$`\mathrm{exp}\left[{\displaystyle \frac{(xyx_0)^2}{4\sigma _{}}}{\displaystyle \frac{(x+yx_0)^2}{4\sigma _+}}\right]|x_A|y_B,`$ (1)
where $`\sigma _+=[\mathrm{\Delta }(X_A+X_B)]^2=\text{e}^{2r_1}`$, $`\sigma _{}=[\mathrm{\Delta }(X_AX_B)]^2=\text{e}^{2r_2}`$ $`r_1`$, $`r_2`$ are squeezing parameters; $`x_i`$ and $`p_j`$, $`i,j=A,B`$, $`[X_i,P_j]=i\delta _{ij}`$ are standard position and momentum quadrature operators of modes $`A`$ and $`B`$, respectively; $`x_0`$ is an unknown coherent displacement of quadrature $`X_A`$. Note, that as $`\sigma _{}`$ decreases, $`\sigma _+`$ increases, and this state approaches the well-known Einstein-Podolsky-Rosen state. The state (II) can be prepared by mixing of momentum-squeezed vacuum state with squeezing $`r_1`$ and position-squeezed vacuum state with squeezing $`r_2`$ at a balanced beamsplitter Furusawa01 , followed by unitary displacement operation $`U=\text{exp}(ix_0P_A)`$ on mode $`A`$.

Let us assume that two identical copies, conventionally called source (S) and target (T), of the state (II) where $`x_0=0`$ are distributed between two observers, Alice (A) and Bob (B), as is depicted in Fig. 1. The natural extension of the Deutsch’s qubit distillation protocol Deutsch96  to CV then consists of (i) local QND measurement of source position quadrature (CV analog of XOR-gate)

$$|x_S|x^{}_T|x_S|x^{}x_T,$$
(2)
performed both by Alice and by Bob, followed by (ii) local homodyne measurement of the target quadratures $`X_{T_A}`$ and $`X_{T_B}`$. Alice and Bob then can communicate their measurement outcomes via classical channel and, as in the original protocol, discard both the pairs if the outcomes do not coincide. A straightforward calculation reveals, however, that irrespectively of the measurement outcomes all the output states of the protocol can be brought into the single state that is independent on the measurement outcomes, by applying two local unitary displacement transformations

$`xx+𝒳/2,yy+𝒴/2`$ (3)
on Alice’s and Bob’s side, if the measurement outcomes obtained by them are $`𝒳`$ and $`𝒴`$, respectively. Thus the selection of the subensemble of the output states based on the results of target measurements is not useful and the protocol becomes deterministic. This property of the CV analog of the Deutsch’s scheme is in sharp contrast with the original protocol for qubits. It has been shown recently Fiurasek02 , that this behaviour is characteristic to all Gaussian distillation protocols for apriori known input Gaussian states, i.e. that any such ’purely’ Gaussian distillation protocol would be deterministic.

After application of this CV protocol and displacements (3), one finds the output state of the form (II) with the variances changed according to the rule $`\stackrel{~}{\sigma }_\pm =\frac{\sigma _\pm }{2}`$. Irrespectively of the increase of the position correlations, the marginal purity $`P=2\sqrt{\sigma _+\sigma _{}}/(\sigma _++\sigma _{})`$ of outgoing pure state remains unchanged and the entanglement in the state (II) is not enhanced. In order to decrease the marginal purity $`P`$ and consequently to obtain more entangled state, we would need different behaviour in these variances, for example, $`\sigma _{}`$ decreases and $`\sigma _+`$ remains constant at a time.

Surprisingly, our CV procedure can be substituted by the unconditional scheme employing only single copy of the source state. It consists of two single-mode squeezers, performing the following squeezing transformations $`\stackrel{~}{X}_A=\frac{1}{\sqrt{2}}X_A`$ and $`\stackrel{~}{X}_B=\frac{1}{\sqrt{2}}X_B`$ on Alice’s and Bob’s side. This procedure is capable of transformation of nonsymmetrically entangled states with $`\sigma _+\sigma _{}>1`$ to symmetrical ones, having $`\sigma _+\sigma _{}=1`$, and vice versa, as has been previously discussed in Bowen01 . Thus, due to the equivalence between aforementioned two-copy and single-copy schemes, one can have doubt about the usefulness of our CV procedure based on operations on two copies of the input state. The question that naturally arises in this context is, whether the utilization of two copies of a two-mode Gaussian state enables us to perform operation, which cannot be equivalently carried out only on single copy of the state. In the following Section, we demonstrate that our CV analog of the Deutsch’s protocol can be useful in this respect, particularly for squeezing concentration of the Gaussian states (II) with an unknown displacement $`x_0`$.

## III Squeezing concentration

We start from a simple example illustrating the usefulness of the protocol discussed in the previous Section in manipulating with an unknown Gaussian state. First, we analyse a local part of the protocol, for example, on the Alice’s side. Let us consider the following single-mode pure Gaussian state

$$|x_0,\sigma _X=(2\pi \sigma )^{1/4}_{\mathrm{}}^{\mathrm{}}\mathrm{exp}\left[\frac{(xx_0)^2}{4\sigma _X}\right]|x𝑑x$$
(4)
where $`x_0=X`$ is an unknown parameter representing a coherent signal and $`\sigma _X=(\mathrm{\Delta }X)^2=\text{e}^{2r}/2`$, $`r`$ is the squeezing parameter. This state can be prepared by displacing the squeezed vacuum state by the value $`x_0`$. The displacement is often used to encode information into the quantum state, for example, in the CV dense coding Braunstein00 . Since the transmission channel introduces extra noise into the state (4), it is desirable to reduce the noise affecting the transmitted information before subsequent processing. It can be achieved by means of appropriate squeezing in the position quadrature. Employing only single copy of the state (4), we can simply squeeze the position fluctuations in the single-mode squeezer, however, in this case also the value of unknown parameter $`x_0`$ is changed. The reason is that single-mode squeezer reduces both the mean value $`X`$ and the variance $`\sigma =(\mathrm{\Delta }X)^2`$ of the position quadrature. If we do not know the displacement $`x_0`$, then we cannot restore the mean value to the original one without errors. Because the information is encoded in the mean value $`X`$, its preservation during squeezing is important. On the other hand, knowing the parameter $`x_0`$, we can restore the initial mean value by a suitable displacement.

However, if we consider two copies of the state (4), we are able to squeeze the position fluctuations without changing unknown mean value $`X=x_0`$, as is depicted in Fig. 2. It can be achieved by above discussed protocol, employing, for instance, only Alice’s part of the scheme outlined in Fig. 1. The procedure produces single copy of the state (4) with new reduced variance $`\stackrel{~}{\sigma }=\frac{\sigma }{2}`$ and without changing the mean value $`X`$. Since it cannot be achieved employing only single copy of the state (4), this example illustrates a new application of the CV analog of the distillation protocol in manipulation with unknown Gaussian states.

In general, this protocol can be looked at as a state transformation of the source Wigner function $`W_S(x,p)`$ with the help of target Wigner function $`W_T(x,p)`$. After QND measurement, position measurement on the target mode and subsequent displacement, we arrive at the output source Wigner function

$`\stackrel{~}{W}_S(x,p)`$ $`=`$ $`{\displaystyle }{\displaystyle _{\mathrm{}}^{\mathrm{}}}W_S(x𝒳/2,p^{})\times `$ (5)
$`W_T(x+𝒳/2,pp^{})dp^{}d𝒳.`$
If we are interested in the position and momentum distributions of the outgoing source mode separately, we can integrate the Wigner function (5) over momentum $`p`$ and position $`x`$, respectively and obtain the following marginal distributions

$`\stackrel{~}{p}_S(x)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}p_S(x𝒳/2)p_T(x+𝒳/2)𝑑𝒳,`$
$`\stackrel{~}{p}_S(p)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}p_S(p^{})p_T(pp^{})𝑑p^{},`$ (6)
where $`p_S`$ and $`p_T`$ are input source and target marginal distributions, respectively. Assuming both the source and target state to be in the same Gaussian state with marginal distributions

$`p_S(x)=p_T(x)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2\pi (\mathrm{\Delta }X_S)^2}}}\mathrm{exp}\left[{\displaystyle \frac{(xx_0)^2}{2(\mathrm{\Delta }X_S)^2}}\right],`$
$`p_S(p)=p_T(p)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2\pi (\mathrm{\Delta }P_S)^2}}}\mathrm{exp}\left[{\displaystyle \frac{p^2}{2(\mathrm{\Delta }P_S)^2}}\right],`$
substituting them into the formulas (III) and performing the integrations, we obtain that the unknown mean value $`\stackrel{~}{X}_S=X_S=x_0`$ is preserved, whereas the position fluctuations are squeezed to half of initial value

$$(\mathrm{\Delta }\stackrel{~}{X}_S)^2=\frac{(\mathrm{\Delta }X_S)^2}{2},(\mathrm{\Delta }\stackrel{~}{P}_S)^2=2(\mathrm{\Delta }P_S)^2$$
(8)
around this mean value. Consequently, due to principle of complementarity, the momentum fluctuations are enhanced. Employing $`N`$ identical copies of the same Gaussian state, we are able to squeeze the position fluctuations to $`1/N`$ of initial value, without changing the mean value of the position quadrature. Naturally, similar procedure can be constructed for the squeezing of momentum fluctuations. Note, that a discrete-variable analogue of this procedure has been discussed as the qubit purification protocol Bowmeester00 .

Let us apply now the idea of this procedure to the two-mode case, considering two copies of the state (II), for simplicity. If the parameter $`x_0`$ is known, then we can utilize the Bowen’s “concentrating” procedure and manipulate with two-mode correlations on single copy Bowen01 . If, however, the value $`x_0`$ is a priori not known, then we are not able to coherently manipulate with the variance $`[\mathrm{\Delta }(X_AX_B)]^2`$, without changing the unknown parameter $`x_0`$. On the other hand, employing entire two-mode setup depicted in Fig. 1, we are able to squeeze coherently the fluctuations $`\stackrel{~}{\sigma }_+=\sigma _+/2`$, $`\stackrel{~}{\sigma }_{}=\sigma _{}/2`$ again without changing the unknown parameter $`x_0`$. In terms of Wigner functions, our concentrating procedure can be expressed, in analogy with the single-mode case (5), by the formula

$`\stackrel{~}{W}_S(x_A,p_A,x_B,p_B)`$ $`=`$ $`{\displaystyle }{\displaystyle }{\displaystyle }{\displaystyle _{\mathrm{}}^{\mathrm{}}}W_S(x_A𝒳/2,p_A^{},x_B𝒴/2,p_B^{})\times `$ (9)
$`W_T(x_A+𝒳/2,p_Ap_A^{},x_B+𝒴/2,p_Bp_B^{})dp_A^{}dp_B^{}d𝒳d𝒴.`$
If we are interested separately in position correlations and momentum correlations between Alice and Bob, we can integrate the function (9) over momentum variables $`p_A`$, $`p_B`$ to obtain joint position distribution

$`\stackrel{~}{p}_S(x_A,x_B)={\displaystyle }{\displaystyle _{\mathrm{}}^{\mathrm{}}}p_S(x_A𝒳/2,x_B𝒴/2)\times `$
$`p_T(x_A+𝒳/2,x_B+𝒴/2)d𝒳d𝒴`$ (10)
or we can integrate over position variables $`x_A`$, $`x_B`$ to obtain joint momentum distribution

$`\stackrel{~}{p}_S(p_A,p_B)`$ $`=`$ $`{\displaystyle }{\displaystyle _{\mathrm{}}^{\mathrm{}}}p_S(p_A^{},p_B^{})\times `$ (11)
$`p_T(p_Ap_A^{},p_Bp_B^{})dp_A^{}dp_B^{}.`$
Let us assume, that the source and target have the same joint probability distributions of the form

$`p(𝐱)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi \sqrt{det𝐕_𝐗}}}\mathrm{exp}\left[(𝐱𝐱_0)^T(2𝐕_X)^1(𝐱𝐱_0)\right],`$
$`p(𝐩)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi \sqrt{det𝐕_𝐏}}}\mathrm{exp}\left[𝐩^T(2𝐕_P)^1𝐩\right],`$ (12)
where $`𝐱=(x_A,x_B)`$, $`𝐱_0=(x_0,x_0)`$, $`𝐩=(p_A,p_B)`$, $`T`$ denotes operation of transposition and where

$$(𝐕_X)_{ij}=\mathrm{\Delta }X_i\mathrm{\Delta }X_j,(𝐕_P)_{ij}=\mathrm{\Delta }P_i\mathrm{\Delta }P_j$$
(13)
are the elements of position and momentum variance matrices, where $`\mathrm{\Delta }X_i=X_iX_i`$, $`\mathrm{\Delta }P_j=P_jP_j`$, $`i,j=A,B`$. The simple calculation then yields the output probability distributions of the same form as in Eq. (III), however, with the transformed variance matrices $`\stackrel{~}{𝐕}_X=𝐕_X/2`$ and $`\stackrel{~}{𝐕}_P=2𝐕_P`$. Thus, the correlations in positions increase as follows

$$[\mathrm{\Delta }(\stackrel{~}{X}_A\stackrel{~}{X}_B)^2]=\frac{[\mathrm{\Delta }(X_AX_B)^2]}{2},$$
(14)
whereas the mean values $`X_A`$ and $`X_B`$ are preserved. On the other hand, the momentum anticorrelations decrease

$$[\mathrm{\Delta }(\stackrel{~}{P}_A+\stackrel{~}{P}_B)]^2=2[\mathrm{\Delta }(P_A+P_B)]^2,$$
(15)
and thus the entanglement and total entropy of the source state are preserved. This example illustrates that although the CV analog of the Deutsch’s distillation protocol is not useful for enhancement of entanglement, it can be useful when one wishes to locally concentrate the two-mode squeezing in a partially unknown Gaussian state.

We have analysed the CV analog of specific distillation protocol for two copies of pure two-mode Gaussian state. We have demonstrated that it is only able to manipulate with squeezing, while the entanglement is preserved. Irrespectively to impossibility of entanglement increasing, it can be useful from another point of view. Employing two-copies of a two-mode Gaussian state displaced in the position by an unknown value, we can utilize this local-operation protocol to enhance the particular correlations, without changing the unknown position displacement. Because this procedure cannot be implemented if we have only single copy of this state, we have revealed a new application of the CV analog of the discrete-variable distillation protocol.

Acknowledgments The authors would like to thank J. Fiurášek for fruitful discussions. The work was supported by the project LN00A015 and CEZ:J14/98 of the Ministry of Education of Czech Republic and by the EU grant under QIPC project IST-1999-13071 (QUICOV).


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# Asymptotics of determinants of Bessel operators

## 1 Introduction

For $`aL^{\mathrm{}}(_+)L^1(_+)`$ the Bessel operator $`B(a)`$ is the integral operator acting on $`L^2(_+)`$ with the kernel

$`K(x,y)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}t\sqrt{xy}J_\nu (xt)J_\nu (yt)a(t)𝑑t.`$ (1)
Here $`J_\nu `$ is the Bessel function with a parameter $`\nu >1`$.

For each $`\tau >0`$, the truncated Bessel operator $`B_\tau (a)`$ is the integral operator acting on $`L^2[0,\tau ]`$ with the same kernel (1). Obviously, $`B_\tau (a)`$ can be considered as the restriction of $`B(a)`$ onto $`L^2[0,\tau ]`$, i.e.,

$`B_\tau (a)`$ $`=`$ $`P_\tau B(a)P_\tau |_{L^2[0,\tau ]},`$ (2)
where $`P_\tau `$ is the projection

$`P_\tau `$ $`:`$ $`f(x)g(x)=\{\begin{array}{cc}f(x)& \text{ for }0x\tau \hfill \\ 0& \text{ for }x>\tau .\hfill \end{array}`$ (5)
For $`aL^{\mathrm{}}(_+)L^1(_+)`$, the Bessel operator $`B(a)`$ is bounded on $`L^2(_+)`$, and the truncated Bessel operator $`B_\tau (a)`$ is a trace class operator on $`L^2[0,\tau ]`$. Hence the operator determinant $`det(I+B_\tau (a))`$ is well defined for each $`\tau `$. For more information about trace class operators and related notions we refer to .

In this paper we compute the asymptotics of the determinants $`det(I+B_\tau (a))`$ as $`\tau \mathrm{}`$ for certain continuous functions $`a`$. Given $`aL^1(_+)`$, we denote by $`\widehat{a}`$ the cosine transform of the function $`a`$:

$`\widehat{a}(x)`$ $`=`$ $`{\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\mathrm{}}}\mathrm{cos}(xt)a(t)𝑑t.`$ (6)
A function $`a`$ defined on $`[0,\mathrm{})`$ is said to be piecewise $`C^2`$ on $`[0,\mathrm{})`$ if there exist $`0=t_0<t_1<\mathrm{}<t_N<\mathrm{}`$, $`N0`$, such that $`a`$ is two times continuously differentiable on each of the intervals $`[0,t_1],\mathrm{},[t_{N1},t_N],[t_N,\mathrm{})`$, where the derivatives at $`t_0,\mathrm{},t_N`$ are considered as one-sided derivatives.

The main result of this paper is as follows.

###### Theorem 1.1

Let $`\nu >1`$ and suppose the function $`bL^{\mathrm{}}(_+)L^1(_+)`$ satisfies the following conditions:

* $`b`$ is continuous and piecewise $`C^2`$ on $`[0,\mathrm{})`$, and $`\underset{t\mathrm{}}{lim}b(t)=0`$;
* $`(1+t)^{1/2}b^{}(t)L^1(_+)`$, $`b^{\prime \prime }(t)L^1(_+)`$.

Denote by $`\widehat{b}`$ the cosine transform of $`b`$ and put $`a=e^b1`$. Then

$`det(I+B_\tau (a))`$ $``$ $`\mathrm{exp}\left(\tau \widehat{b}(0){\displaystyle \frac{\nu }{2}}b(0)+{\displaystyle \frac{1}{2}}{\displaystyle _0^{\mathrm{}}}x(\widehat{b}(x))^2𝑑x\right)\text{ as }\tau \mathrm{}.`$ (7)
The proof of this theorem will be given in the last section of this paper (Section 6). Note that the assumptions of $`b`$ ensure that all expressions appearing in formula (7) are well defined (see also the arguments in the proof).

A result of this kind has already been established by one of the authors in  under more restrictive assumptions. There the motivation for considering Bessel determinants was to describe certain densities that occur in random matrix theory (see also ). In comparison with , the proof of the asymptotic formula given here will be more transparent as we also employ a new algebraic method for the proof . In particular, we remove the quite restrictive assumption that $`a_{L^{\mathrm{}}(_+)}<1`$, which was imposed . It is replaced by assumption that $`1+a`$ is a function that possesses a logarithm, which is a natural requirement for Szegö-Akhiezer-Kac type formulas .

It is notable that for particular values of $`\nu `$ the Bessel operator $`B(a)`$ can be written in terms of Wiener-Hopf and Hankel operators:

$`B(a)`$ $`=`$ $`W(a)+H(a)\text{ if }\nu =1/2,`$
$`B(a)`$ $`=`$ $`W(a)H(a)\text{ if }\nu =1/2.`$
Here we think of $`a`$ as a function on $`_+`$ which is extended to an even function on $``$ by stipulating $`a(x)=a(x)`$. Hence in the these cases, Theorem 1.1 describes the asymptotics of the determinants of Wiener-Hopf $`+`$ Hankel operators

$$det(I+P_\tau W(a)P_\tau \pm P_\tau H(a)P_\tau )$$

where the symbol $`a`$ is even.

We should also note here that our proof requires that we establish for general $`\nu `$ sufficient conditions on a function $`a`$ such that the Bessel operator $`B(a)`$ differs from the Wiener-Hopf operator $`W(a)`$ by a Hilbert-Schmidt operator. For $`\nu =\pm 1/2`$ this reduces to the condition that the Hankel operator $`H(a)`$ is Hilbert-Schmidt. However the result for general $`\nu `$ is of independent interest, much more difficult to obtain, and thus the main focus of the next section of the paper.

Finally, the discrete analogue of computing Toeplitz + Hankel determinants, has been recently investigated by the authors and results have been generalized to the case where the symbol is discontinuous  (see also ).

## 2 Operator theoretic preliminaries

In this section, we establish all general operator theoretic facts as well particular results about Bessel operators and Wiener-Hopf operators that we will need later on.

First of all, let us mention that Bessel operators can be defined for arbitrary functions $`aL^{\mathrm{}}(_+)`$. For $`\nu >1`$, let $`𝐇_\nu `$ denote the Hankel transform

$`𝐇_\nu `$ $`:`$ $`L^2(_+)L^2(_+),f(x)g(x)={\displaystyle _0^{\mathrm{}}}\sqrt{tx}J_\nu (tx)f(t)𝑑t.`$ (8)
It is well known that $`𝐇_\nu `$ is selfadjoint and unitary on $`L^2(_+)`$, i.e., $`𝐇_\nu ^{}=𝐇_\nu ^1=𝐇_\nu `$ . For $`aL^{\mathrm{}}(_+)`$ the Bessel operator $`B(a)(L^2(_+))`$ is defined by

$`B(a)`$ $`=`$ $`𝐇_\nu M(a)𝐇_\nu ,`$ (9)
where $`M(a)`$ is the multiplication operator on $`L^2(_+)`$. If $`aL^{\mathrm{}}(_+)L^1(_+)`$, then this definition coincides with the one given in the introduction.

From formula (9) it follows immediately that

$`B(ab)`$ $`=`$ $`B(a)B(b)`$ (10)
for all $`a,bL^{\mathrm{}}(_+)`$. It is also clear that the Bessel operators are bounded and

$`B(a)_{(L^2(_+))}`$ $`=`$ $`a_{L^{\mathrm{}}(_+)}.`$ (11)
For $`aL^{\mathrm{}}()`$, the two-sided Wiener-Hopf operator $`W^0(a)(L^2())`$ is defined by

$`W^0(a)`$ $`=`$ $`𝐅M(a)𝐅^1,`$ (12)
where $`𝐅:L^2()L^2()`$ is the Fourier transform and $`M(a)`$ stands here for the multiplication operator on $`L^2()`$. The usual Wiener-Hopf and Hankel operators acting on $`L^2(_+)`$ are defined by

$$W(a)=PW^0(a)P|_{L^2(_+)},H(a)=PW^0(a)JP|_{L^2(_+)},$$
(13)
where $`(Pf)(x)=\chi __+(x)f(x)`$ and $`(Jf)(x)=f(x)`$. For $`aL^{\mathrm{}}()`$, these operators are bounded and

$$W(a)_{(L^2(_+))}=a_{L^{\mathrm{}}()},H(a)_{(L^2(_+))}a_{L^{\mathrm{}}()}.$$
(14)
Moreover, for $`a,bL^{\mathrm{}}()`$ the well known identities

$`W(ab)`$ $`=`$ $`W(a)W(b)+H(a)H(\stackrel{~}{b}),`$ (15)
$`H(ab)`$ $`=`$ $`W(a)H(b)+W(a)H(\stackrel{~}{b}),`$ (16)
hold, where $`\stackrel{~}{b}(x)=b(x)`$. These identities are a simple consequence of the facts that $`W^0(ab)=W^0(a)W^0(b)`$, $`I=P+JPJ`$ and $`JW^0(b)=W^0(\stackrel{~}{b})J`$.

If $`aL^{\mathrm{}}()L^1()`$, then $`W(a)`$ and $`H(a)`$ are integral operators on $`L^2(_+)`$ with kernel $`\widehat{a}(xy)`$ and $`\widehat{a}(x+y)`$, respectively, where

$`\widehat{a}(x)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}e^{ixt}a(t)𝑑t`$ (17)
is the Fourier transform of $`a`$.

We remark that if we extend $`aL^1(_+)`$ to an even function $`a_0L^1()`$ by stipulating $`a_0(x)=a(|x|)`$, $`x`$, then the cosine transform of $`a`$ coincides with the Fourier transform of $`a_0`$. Therefore we will use the same notation for the cosine transform (6) and the Fourier transform (17).

In addition to the projection $`P_\tau `$, we define the following operators acting on $`L^2(_+)`$:

$`W_\tau `$ $`:`$ $`f(x)g(x)=\{\begin{array}{cc}f(\tau x)& \text{ for }0x\tau \hfill \\ 0& \text{ for }x>\tau ,\hfill \end{array}`$ (20)
$`V_\tau `$ $`:`$ $`f(x)g(x)=\{\begin{array}{cc}0& \text{ for }0x\tau \hfill \\ f(x\tau )& \text{ for }x>\tau ,\hfill \end{array}`$ (23)
$`V_\tau `$ $`:`$ $`f(x)g(x)=f(x+\tau ),`$ (24)
and $`Q_\tau =IP_\tau `$. It is readily verified, that $`P_\tau ^2=W_\tau ^2=P_\tau `$, $`W_\tau P_\tau =P_\tau W_\tau =W_\tau `$, $`V_\tau V_\tau =I`$ and $`V_\tau V_\tau =Q_\tau `$. Moreover, the following identities hold:

$$W_\tau W(a)W_\tau =P_\tau W(\stackrel{~}{a})P_\tau ,P_\tau W(a)V_\tau =W_\tau H(\stackrel{~}{a}),V_\tau W(a)P_\tau =H(a)W_\tau .$$
(25)
###### Lemma 2.1

* Let $`aL^{\mathrm{}}()`$ and $`K`$ be a compact operator on $`L^2(_+)`$ such that $`W(a)+K=0`$. Then $`a=0`$ and $`K=0`$.
* Let $`aL^{\mathrm{}}(_+)`$, $`K`$ be a compact operator on $`L^2(_+)`$ and $`\{C_\tau \}_{\tau (0,\mathrm{})}`$ be a sequence of bounded operators on $`L^2(_+)`$ tending to zero in the operator norm as $`\tau \mathrm{}`$ such that $`B_\tau (a)+W_\tau KW_\tau +C_\tau =0.`$ Then $`a=0`$, $`K=0`$ and $`C_\tau =0`$ for all $`\tau (0,\mathrm{})`$.

Proof. (a): From the equation $`W(a)+K=0`$ it follows that $`V_\tau W(a)V_\tau +V_\tau KV_\tau =0`$. Since $`V_\tau W(a)V_\tau =W(a)`$, we obtain that $`W(a)=V_\tau KV_\tau `$. Observing that $`V_\tau 0`$ strongly as $`\tau \mathrm{}`$, we take the strong limit of the previous equality and it follows that $`W(a)=0`$. Hence $`a=0`$ and $`K=0`$.

(b): Since $`W_\tau 0`$ weakly as $`\tau \mathrm{}`$, the operators $`W_\tau KW_\tau `$ converge strongly to zero. Taking the strong limit of $`B_\tau (a)+W_\tau KW_\tau +C_\tau =0`$ we obtain $`B(a)=0`$ because $`B_\tau (a)=P_\tau B(a)P_\tau B(a)`$ strongly. Hence $`a=0`$ and $`W_\tau KW_\tau +C_\tau =0`$. Multiplying with $`W_\tau `$ from both sides and taking again the strong limit, we conclude that $`0=P_\tau KP_\tau +W_\tau C_\tau W_\tau K`$. Thus $`K=0`$ and $`C_\tau =0`$.  $`\mathrm{}`$

### 2.1 Hilbert-Schmidt and trace class conditions

In what follows we establish sufficient conditions for the operators $`H(a)`$ and $`B(a)W(a)`$ to be Hilbert-Schmidt. Moreover, we state sufficient conditions such that $`B_\tau (a)`$ is a trace class operator for each $`\tau (0,\mathrm{})`$.

###### Proposition 2.2

Let $`aL^{\mathrm{}}()L^1()`$. If

$`{\displaystyle _0^{\mathrm{}}}x|\widehat{a}(x)|^2𝑑x`$ $`<`$ $`\mathrm{},`$ (26)
where $`\widehat{a}`$ is given by (17), then $`H(a)`$ is a Hilbert-Schmidt operator on $`L^2(_+)`$.

Proof. As pointed out above, $`H(a)`$ is an integral operator with kernel $`\widehat{a}(x+y)`$. This operator is Hilbert-Schmidt if and only if the following integral is finite, which is the square of the Hilbert-Schmidt norm of $`H(a)`$:

$`{\displaystyle _0^{\mathrm{}}}{\displaystyle _0^{\mathrm{}}}|\widehat{a}(x+y)|^2𝑑x𝑑y.`$
This integral coincides with (26).  $`\mathrm{}`$

###### Proposition 2.3

If $`aL^{\mathrm{}}(_+)L^1(_+)`$, then $`B_\tau (a)`$ is a trace class operator on $`L^2[0,\tau ]`$ for each $`\tau (0,\mathrm{})`$.

Proof. Here we make use of Mercer’s Theorem \[9, Ch.III\], which reads as follows: If $`m`$ is a continuous function on $`[0,\tau ]\times [0,\tau ]`$ such that $`m(s,t)=\overline{m(t,s)}`$ and

$`{\displaystyle _0^\tau }{\displaystyle _0^\tau }m(t,s)f(t)\overline{f(s)}𝑑t𝑑s`$ $``$ $`0,`$ (27)
then the (positive semi-definite) operator given by

$`L^2[0,\tau ]L^2[0,\tau ],f(t){\displaystyle _0^\tau }m(t,s)f(s)𝑑s`$
is a trace class operator. This theorem shows that if $`aL^{\mathrm{}}(_+)L^1(_+)`$ is a nonnegative function, then $`B_\tau (a)`$ is trace class on $`L^2[0,\tau ]`$. Indeed, let $`m(s,t)=K(s,t)`$ be the kernel (1) and note that $`K(s,t)`$ is continuous since $`\nu >1`$. Moreover, the above integral (2.1) equals

$`{\displaystyle _0^{\mathrm{}}}a(t)(𝐇_\nu f)(t)\overline{(𝐇_\nu f)(t)}𝑑t,`$
which is obviously nonnegative if $`a`$ is also. Since each function in $`L^{\mathrm{}}(_+)L^1(_+)`$ can be represented as the linear combination of four nonnegative functions, the assertion follows for the general case.  $`\mathrm{}`$

The rest of this section is devoted to establishing sufficient conditions under which the difference $`B(a)W(a)`$ is a Hilbert-Schmidt operator on $`L^2(_+)`$, where $`a(x)=a(x)`$. This result will be crucial for the considerations in the subsequent sections.

As mentioned in the introduction, it is motivated, to some extent, by the fact that $`B(a)W(a)=\pm H(a)`$ for $`\nu =1/2`$. In this case the desired assertion is clear from Proposition 2.2.

###### Lemma 2.4

Let $`aL^{\mathrm{}}()L^1()`$. Then the operators $`W(a)P_1`$ and $`P_1W(a)`$ are Hilbert-Schmidt operators on $`L^2(_+)`$.

Proof. The operator $`W(a)P_1`$ is Hilbert-Schmidt if and only if

$`{\displaystyle _0^1}{\displaystyle _0^{\mathrm{}}}|\widehat{a}(xy)|^2𝑑x𝑑y`$ $`<`$ $`\mathrm{},`$ (28)
where $`\widehat{a}(x)`$ is given by (17). Obviously,

$`{\displaystyle _0^1}{\displaystyle _0^{\mathrm{}}}|\widehat{a}(xy)|^2𝑑x𝑑y`$ $``$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}|\widehat{a}(x)|^2𝑑x={\displaystyle _{\mathrm{}}^{\mathrm{}}}|a(t)|^2𝑑t`$ (29)
since $`\widehat{a}`$ is the Fourier transform of $`a`$. This integral is finite because $`L^{\mathrm{}}()L^1()L^2()`$. Hence $`W(a)P_1`$ is Hilbert-Schmidt. It follows analogously that $`P_1W(a)`$ is a Hilbert-Schmidt operator.  $`\mathrm{}`$

Let us at this point recall the following indefinite integrals for Bessel functions:

$`{\displaystyle tJ_\nu ^2(tx)𝑑t}`$ $`=`$ $`{\displaystyle \frac{t^2}{2}}\left(J_\nu ^2(tx)J_{\nu +1}(tx)J_{\nu 1}(tx)\right),`$ (30)
$`{\displaystyle tJ_\nu (tx)J_\nu (ty)𝑑t}`$ $`=`$ $`{\displaystyle \frac{txJ_{\nu +1}(tx)J_\nu (ty)tyJ_\nu (tx)J_{\nu +1}(ty)}{x^2y^2}}.`$ (31)
They can be proved in a straightforward manner by using the recursion formulas $`J_{\nu 1}(x)+J_{\nu +1}(x)=\frac{2\nu }{x}J_\nu (x)`$ and $`J_{\nu 1}(x)J_{\nu +1}(x)=2J_\nu ^{}(x)`$. The asymptotic behavior of $`J_\nu (t)`$ at zero and at infinity is as follows:

$`J_\nu (t)`$ $`=`$ $`\left({\displaystyle \frac{t}{2}}\right)^\nu \left({\displaystyle \frac{1}{\mathrm{\Gamma }(\nu +1)}}+O(t^2)\right),t0,`$ (32)
$`J_\nu (t)`$ $`=`$ $`\sqrt{{\displaystyle \frac{2}{\pi t}}}\left(\mathrm{cos}(t\alpha )\mathrm{sin}(t\alpha ){\displaystyle \frac{\nu ^2\frac{1}{4}}{t}}+O(t^2)\right),t\mathrm{},`$ (33)
where $`\alpha =\frac{\pi }{2}\nu +\frac{\pi }{4}`$.

###### Lemma 2.5

Let $`aL^{\mathrm{}}(_+)L^1(_+)`$. Then the operators $`B(a)P_1`$ and $`P_1B(a)`$ are Hilbert-Schmidt operators on $`L^2(_+)`$.

Proof. The operator $`B(a)P_1`$ is Hilbert-Schmidt if and only if

$`{\displaystyle _0^1}{\displaystyle _0^{\mathrm{}}}|K(x,y)|^2𝑑x𝑑y`$ $`<`$ $`\mathrm{},`$ (34)
where $`K(x,y)`$ is given by (1). Another interpretation of formula (1) is that for fixed $`y`$ the function $`K(x,y)`$ is the Hankel transform (8) of the function $`a_y(t)=\sqrt{yt}J_\nu (yt)a(t)`$. In other words, $`K(x,y)=(𝐇_\nu a_y)(x)`$. Since $`𝐇_\nu `$ is an isometry on $`L^2(_+)`$, it follows that

$`{\displaystyle _0^{\mathrm{}}}|K(x,y)|^2𝑑x`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}|a_y(t)|^2𝑑t.`$
Hence (34) is equal to

$`{\displaystyle _0^1}{\displaystyle _0^{\mathrm{}}}ytJ_\nu ^2(yt)|a(t)|^2𝑑t𝑑y`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}|a(t)|^2t\left({\displaystyle _0^1}yJ_\nu ^2(yt)𝑑y\right)𝑑t`$
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _0^{\mathrm{}}}|a(t)|^2t\left(J_\nu ^2(t)J_{\nu +1}(t)J_{\nu 1}(t)\right)𝑑t.`$
Here we have used (30). The term involving the Bessel functions is continuous for $`t(0,\mathrm{})`$ and behaves at zero like $`O(t^{2\nu })`$, $`\nu >1`$, and at infinity like $`O(t^1)`$. We can split the integral into an integral from zero to one and an integral from one to infinity. Using the fact that $`aL^{\mathrm{}}(_+)L^1(_+)`$, it follows that (34) is finite. Hence $`B(a)P_1`$ is a Hilbert-Schmidt operator.

It can be shown analogously that $`P_1B(a)`$ is a Hilbert-Schmidt operator.  $`\mathrm{}`$

###### Lemma 2.6

For each $`t[0,\mathrm{})`$ and $`x,y[1,\mathrm{})`$, the following integral exists:

$`K_t(x,y)`$ $`=`$ $`{\displaystyle _t^{\mathrm{}}}\left(s\sqrt{xy}J_\nu (xs)J_\nu (ys){\displaystyle \frac{2\mathrm{cos}(xs\alpha )\mathrm{cos}(ys\alpha )}{\pi }}\right)𝑑s.`$ (35)
In particular,

$`K_0(x,y)`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}(2\alpha )}{\pi (x+y)}},`$ (36)
and with a certain constant $`C_\nu `$ depending only on $`\nu `$ we have

$`\left({\displaystyle _1^{\mathrm{}}}{\displaystyle _1^{\mathrm{}}}|K_t(x,y)|^2𝑑x𝑑y\right)^{1/2}`$ $``$ $`{\displaystyle \frac{C_\nu }{t}}\text{for all }t(0,\mathrm{}).`$ (37)
Proof. From (31), it follows that

$`{\displaystyle \left(s\sqrt{xy}J_\nu (xs)J_\nu (ys)\frac{2\mathrm{cos}(xs\alpha )\mathrm{cos}(ys\alpha )}{\pi }\right)𝑑s}`$
$`=`$ $`\sqrt{xy}{\displaystyle \frac{sxJ_{\nu +1}(sx)J_\nu (sy)syJ_\nu (sx)J_{\nu +1}(sy)}{x^2y^2}}{\displaystyle \frac{\mathrm{sin}((x+y)s2\alpha )}{\pi (x+y)}}{\displaystyle \frac{\mathrm{sin}((xy)s)}{\pi (xy)}}`$
$`=`$ $`\sqrt{xy}{\displaystyle \frac{sJ_{\nu +1}(sx)J_\nu (sy)+sJ_\nu (sx)J_{\nu +1}(sy)}{2(x+y)}}{\displaystyle \frac{\mathrm{sin}((x+y)s2\alpha )}{\pi (x+y)}}`$
$`+\sqrt{xy}{\displaystyle \frac{sJ_{\nu +1}(sx)J_\nu (sy)sJ_\nu (sx)J_{\nu +1}(sy)}{2(xy)}}{\displaystyle \frac{\mathrm{sin}((xy)s)}{\pi (xy)}}.`$
Using the leading term in the asymptotics (33), it is easily seen that the previous expression tends to zero as $`s\mathrm{}`$ for fixed $`x,y`$. Hence the integral $`K_t(x,y)`$ exists for $`t(0,\mathrm{})`$. Using the asymptotics (32) we obtain that the terms involving the Bessel functions tend to zero as $`s0`$ since $`\nu >1`$. Hence $`K_0(x,y)`$ exists and equals (36).

To be precise, the just stated assertions hold for $`xy`$. However, if $`x=y`$, we can proceed similarly by using (30):

$`{\displaystyle \left(sxJ_\nu ^2(xs)\frac{2\mathrm{cos}^2(xs\alpha )}{\pi }\right)𝑑s}`$
$`=`$ $`{\displaystyle \frac{xs^2}{2}}\left(J_\nu ^2(sx)J_{\nu +1}(sx)J_{\nu 1}(sx)\right){\displaystyle \frac{\mathrm{sin}(2xs2\alpha )}{2\pi x}}{\displaystyle \frac{s}{\pi }}.`$
Using the asymptotics (32) with the first and second term it follows that the previous expression tends to zero as $`s\mathrm{}`$. Due to the asymptotics (33) the term containing the Bessel functions tends to zero as $`s0`$. Hence $`K_t(x,x)`$ exists for all $`t[0,\mathrm{})`$ and $`K_0(x,x)`$ equals (36).

In order to prove (37) we divide the integral into three parts:

$`K_t(x,y)`$ $`=`$ $`{\displaystyle _t^{\mathrm{}}}k_1(x,y;s)𝑑s+{\displaystyle _t^{\mathrm{}}}k_2(x,y;s)𝑑s+{\displaystyle _t^{\mathrm{}}}k_3(x,y;s)𝑑s,`$ (38)
where

$`k_1(x,y;s)`$ $`=`$ $`\left(\sqrt{xs}J_\nu (xs)\sqrt{{\displaystyle \frac{2}{\pi }}}\mathrm{cos}(xs\alpha )\right)\left(\sqrt{ys}J_\nu (ys)\sqrt{{\displaystyle \frac{2}{\pi }}}\mathrm{cos}(ys\alpha )\right),`$
$`k_2(x,y;s)`$ $`=`$ $`\left(\sqrt{xs}J_\nu (xs)\sqrt{{\displaystyle \frac{2}{\pi }}}\mathrm{cos}(xs\alpha )\right)\sqrt{{\displaystyle \frac{2}{\pi }}}\mathrm{cos}(ys\alpha ),`$
$`k_3(x,y;s)`$ $`=`$ $`\sqrt{{\displaystyle \frac{2}{\pi }}}\mathrm{cos}(xs\alpha )\left(\sqrt{ys}J_\nu (ys)\sqrt{{\displaystyle \frac{2}{\pi }}}\mathrm{cos}(ys\alpha )\right).`$
Next we remark that from (32) and (33) it follows that for $`\nu >1`$,

$`\left|\sqrt{z}J_\nu (z)\sqrt{{\displaystyle \frac{2}{\pi }}}\mathrm{cos}(z\alpha )\right|`$ $``$ $`{\displaystyle \frac{\text{const}}{z}}\text{ for all }z(0,\mathrm{}),`$ (39)
with a constant that depends only on $`\nu `$. Hence $`|k_1(x,y;s)|\text{const }(xys^2)^1`$, whence

$`\left|{\displaystyle _t^{\mathrm{}}}k_1(x,y;s)𝑑s\right|`$ $``$ $`{\displaystyle \frac{\text{const}}{xyt}}`$
follows. Partial integration of the second integral in (38) gives

$`{\displaystyle _t^{\mathrm{}}}k_2(x,y;s)𝑑s`$ $`=`$ $`\left[\left(\sqrt{xs}J_\nu (xs)\sqrt{{\displaystyle \frac{2}{\pi }}}\mathrm{cos}(xs\alpha )\right)\sqrt{{\displaystyle \frac{2}{\pi }}}{\displaystyle \frac{\mathrm{sin}(ys\alpha )}{y}}\right]_t^{\mathrm{}}`$
$`{\displaystyle _t^{\mathrm{}}}x\left({\displaystyle \frac{1}{2\sqrt{xs}}}J_\nu (xs)+\sqrt{xs}J_\nu ^{}(xs)+\sqrt{{\displaystyle \frac{2}{\pi }}}\mathrm{sin}(xs\alpha )\right)\sqrt{{\displaystyle \frac{2}{\pi }}}{\displaystyle \frac{\mathrm{sin}(ys\alpha )}{y}}𝑑s.`$
By (39) the first expression is bounded by a constant times $`(xyt)^1`$. Next observe that for fixed $`\nu `$ and arbitrary $`z(0,\mathrm{})`$ the following identity holds:

$`{\displaystyle \frac{1}{2\sqrt{z}}}J_\nu (z)+\sqrt{z}J_\nu ^{}(z)={\displaystyle \frac{\nu +\frac{1}{2}}{\sqrt{z}}}J_\nu (z)\sqrt{z}J_{\nu +1}(z)`$
$`=`$ $`\sqrt{{\displaystyle \frac{2}{\pi }}}\left({\displaystyle \frac{\left(\nu +\frac{1}{2}\right)\mathrm{cos}(z\alpha )}{z}}\mathrm{sin}(z\alpha ){\displaystyle \frac{\left((\nu +1)^2+\frac{1}{2}\right)\mathrm{cos}(z\alpha )}{z}}+O\left({\displaystyle \frac{1}{z^2}}\right)\right).`$
Like (39) this follows from (32) and (33). We emphasize that estimate holds not just for $`z\mathrm{}`$ but also for $`z0`$, thus uniformly for all $`z(0,\mathrm{})`$. Thus

$`{\displaystyle _t^{\mathrm{}}}k_2(x,y;s)𝑑s`$ $`=`$ $`O\left({\displaystyle \frac{1}{xyt}}\right)+{\displaystyle _t^{\mathrm{}}}O\left({\displaystyle \frac{1}{xys^2}}\right)𝑑s+A_\nu {\displaystyle _t^{\mathrm{}}}{\displaystyle \frac{\mathrm{cos}(xs\alpha )\mathrm{sin}(ys\alpha )}{ys}}𝑑s`$
with $`A_\nu =\frac{2}{\pi }(\nu ^2+\nu +1)`$. A similar expression can be obtained for the integral involving $`k_3(x,y;s)`$. It follows that

$`{\displaystyle _t^{\mathrm{}}}\left(k_2(x,y;s)+k_3(x,y;s)\right)𝑑s`$
$`=`$ $`O\left({\displaystyle \frac{1}{xyt}}\right)+{\displaystyle \frac{A_\nu }{xy}}{\displaystyle _t^{\mathrm{}}}\left(x\mathrm{cos}(xs\alpha )\mathrm{sin}(ys\alpha )+y\mathrm{sin}(xs\alpha )\mathrm{cos}(ys\alpha )\right){\displaystyle \frac{ds}{s}}.`$
The last integral equals

$`{\displaystyle _t^{\mathrm{}}}{\displaystyle \frac{d}{ds}}\left(\mathrm{sin}(xs\alpha )\mathrm{sin}(ys\alpha )\right){\displaystyle \frac{ds}{s}}.`$
Another partial integration shows that this equals $`O(t^1)`$. Summarizing the previous results we can conclude that

$`K_t(x,y)`$ $`=`$ $`O\left({\displaystyle \frac{1}{xyt}}\right),`$
from which the desired assertion (37) follows.  $`\mathrm{}`$

For $`aL^{\mathrm{}}(_+)L^1(_+)`$, we introduce two operators acting on $`L^2[1,\mathrm{})`$. Firstly, let

$`𝒦_a`$ $`=`$ $`Q_1(B(a)W(a))Q_1|_{L^2[1,\mathrm{})},`$ (40)
where we stipulate $`a(x)=a(x)`$, $`x<0`$, for the symbol of $`W(a)`$. Secondly define the Hankel operator $`_a`$ as the integral operator on $`L^2[1,\mathrm{})`$ with kernel

$`_a(x,y)`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}(2\alpha )a(0)}{\pi (x+y)}}+{\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\mathrm{}}}\mathrm{cos}((x+y)t2\alpha )a(t)𝑑t`$ (41)
where $`\alpha =\frac{\pi }{2}\nu +\frac{\pi }{4}`$.

###### Lemma 2.7

Let $`aL^{\mathrm{}}(_+)L^1(_+)`$ and assume that

* $`a`$ is continuous on $`[0,\mathrm{})`$;
* there exist a finite number of points $`0<t_1<\mathrm{}<t_N<\mathrm{}`$, $`N1`$, such that $`a`$ is two times continuously differentiable on the interval $`[0,t_1]`$ and one times continuously differentiable on each of the intervals $`[t_1,t_2],\mathrm{},[t_{N1},t_N],[t_N,\mathrm{})`$;
* $`(1+t)^{1/2}a^{}(t)L^1(_+)`$.

Then $`𝒦_a_a`$ is a Hilbert-Schmidt operator on $`L^2[1,\mathrm{}).`$

Proof. The kernel of the operator $`𝒦_a=Q_1(B(a)W(a))Q_1`$ is given by

$`𝒦_a(x,y)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}\left(t\sqrt{xy}J_\nu (xt)J_\nu (yt){\displaystyle \frac{\mathrm{cos}(xtyt)}{\pi }}\right)a(t)𝑑t.`$
This combined with (41) yields that $`𝒦_a(x,y)_a(x,y)`$ equals

$$\frac{\mathrm{sin}(2\alpha )a(0)}{\pi (x+y)}+_0^{\mathrm{}}\left(t\sqrt{xy}J_\nu (xt)J_\nu (yt)\frac{2\mathrm{cos}(xt\alpha )\mathrm{cos}(yt\alpha )}{\pi }\right)a(t)𝑑t.$$

In other words,

$`𝒦_a(x,y)_a(x,y)`$ $`=`$ $`{\displaystyle \frac{\mathrm{sin}(2\alpha )a(0)}{\pi (x+y)}}{\displaystyle _0^{\mathrm{}}}a(t){\displaystyle \frac{d}{dt}}K_t(x,y)𝑑t,`$ (42)
where $`K_t(x,y)`$ is given by (35).

We first consider functions $`a(t)`$ which are two times continuously differentiable on $`[0,\mathrm{})`$, have compact support and satisfy $`a^{}(0)=0`$. Notice that then $`t^1a^{}(t)L^1(_+)`$. From formula (36) and partial integration of (42) we obtain

$`𝒦_a(x,y)_a(x,y)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}a^{}(t)K_t(x,y)𝑑t.`$ (43)
Notice that $`\underset{t\mathrm{}}{lim}K_t(x,y)=0`$ and $`aL^{\mathrm{}}(_+)`$. Equation (37) says that the integral operators on $`L^2[1,\mathrm{}]`$ with kernel $`tK_t(x,y)`$ are Hilbert-Schmidt and their Hilbert-Schmidt norm is uniformly bounded for all $`t(0,\mathrm{})`$. Since $`t^1a^{}(t)L^1(_+)`$, it follows that the operator $`𝒦_a_a`$ is Hilbert-Schmidt.

Next, we assume that the function $`a(t)`$ satisfies the above conditions and in addition $`a(0)=0`$. In this case, it is easily verified that the following integrals

$$_0^{\mathrm{}}\frac{|a(t)|}{t}𝑑t,_0^{\mathrm{}}\frac{|a(t)|}{t^{3/2}(1+t^{1/2})}𝑑t,_0^{\mathrm{}}\frac{|a^{}(t)|}{\sqrt{t}},_0^{\mathrm{}}\left|\frac{d}{dt}\left(\frac{a(t)}{t}\right)\right|𝑑t$$

are finite.

Since $`a(0)=0`$, equation (42) becomes

$$𝒦_a(x,y)_a(x,y)=_0^{\mathrm{}}a(t)\frac{d}{dt}K_t(x,y)𝑑t.$$

Also recall, using the notation from the proof of Lemma 2.6, that we can write the function $`\frac{d}{dt}K_t(x,y)`$ as the sum of three terms $`k_1(x,y;t)+k_2(x,y;t)+k_3(x,y;t).`$ We will now write the sum of these three operators as another sum of operators each of which is trace class or Hilbert-Schmidt. To do this we recall that if an integral operator on $`L^2[1,\mathrm{})`$ has a kernel given by

$$K(x,y)=_0^{\mathrm{}}h_1(x,t)h_2(y,t)a(t)𝑑t,$$

then the trace class norm of this operator is at most

$$_0^{\mathrm{}}|a(t)|\left(_1^{\mathrm{}}|h_1(x,t)|^2𝑑x\right)^{1/2}\left(_1^{\mathrm{}}|h_2(y,t)|^2𝑑y\right)^{1/2}𝑑t.$$

Let us begin with the term $`k_1(x,y;t)`$. From (32) and (33) along with the assumption $`\nu >1`$, we obtain

$`{\displaystyle _0^{\mathrm{}}}\left|\sqrt{z}J_\nu (z)\sqrt{{\displaystyle \frac{2}{\pi }}}\mathrm{cos}(z\alpha )\right|^2𝑑z`$ $`<`$ $`\mathrm{}.`$
This immediately yields that the trace class norm of the operator given by

$$_0^{\mathrm{}}k_1(x,y;t)a(t)𝑑t$$

is bounded by a constant times $`_0^{\mathrm{}}t^1|a(t)|𝑑t`$.

The next term involving $`k_2`$ is a bit more complicated, but still follows the computation of Lemma 2.6. We write

$$_0^{\mathrm{}}k_2(x,y;t)a(t)𝑑t=_0^{\mathrm{}}\left(\sqrt{xt}J_\nu (xt)\sqrt{\frac{2}{\pi }}\mathrm{cos}(xt\alpha )\right)a(t)\sqrt{\frac{2}{\pi }}\mathrm{cos}(yt\alpha )𝑑t.$$

We use integration by parts to write this as two terms. The first term is given by

$$\left[\left(\sqrt{xt}J_\nu (xt)\sqrt{\frac{2}{\pi }}\mathrm{cos}(xt\alpha )\right)a(t)\sqrt{\frac{2}{\pi }}\frac{\mathrm{sin}(yt\alpha )}{y}\right]_{t=0}^{\mathrm{}}.$$

Since $`a(t)`$ is bounded at infinity, $`a(t)=O(\sqrt{t})`$ as $`t0`$ and $`\nu >1`$, this expression is zero. The next term yields, from differentiating the first factor, two terms one of which is

$$_0^{\mathrm{}}\left(\sqrt{xt}J_\nu (xt)\sqrt{\frac{2}{\pi }}\mathrm{cos}(xt\alpha )\right)a^{}(t)\sqrt{\frac{2}{\pi }}\frac{\mathrm{sin}(yt\alpha )}{y}𝑑t.$$

The trace norm of this operator using the same argument as above is at most a constant times $`_0^{\mathrm{}}t^{1/2}|a^{}(t)|𝑑t`$ and is thus finite. So we are left with one last term

$$_0^{\mathrm{}}x\left(\frac{1}{2\sqrt{xt}}J_\nu (xt)+\sqrt{xt}J_\nu ^{}(xt)+\sqrt{\frac{2}{\pi }}\mathrm{sin}(xt\alpha )\right)a(t)\sqrt{\frac{2}{\pi }}\frac{\mathrm{sin}(yt\alpha )}{y}𝑑t.$$

Following Lemma 2.6 and equation (33) we rewrite the Bessel functions to obtain an error term of the form

$`{\displaystyle _0^{\mathrm{}}}xh(xt)a(t)\sqrt{{\displaystyle \frac{2}{\pi }}}{\displaystyle \frac{\mathrm{sin}(yt\alpha )}{y}}𝑑t,`$ (44)
where $`h(z)`$ is $`O(z^p)`$ with $`p=\mathrm{min}\{\nu 1/2,1\}`$ for small $`z`$ and $`O(1/z^2)`$ for large $`z`$. The norm of the term

$$\frac{\mathrm{sin}(yt\alpha )}{y}$$

in $`L^2[1,\mathrm{})`$ is uniformly bounded for $`t[0,\mathrm{})`$ and the estimate of the norm of $`xh(xt)`$ in $`L^2[1,\mathrm{})`$ is $`O(t^{3/2})`$ as $`t0`$ and $`O(t^2)`$ as $`t\mathrm{}`$. Thus we have a trace norm estimate of a constant times

$$_0^{\mathrm{}}\frac{|a(t)|}{t^{3/2}(1+t^{1/2})}𝑑t,$$

which is finite. Hence (44) has bounded trace norm. Thus we have one remaining term

$$A_\nu _0^{\mathrm{}}\frac{\mathrm{cos}(xt\alpha )\mathrm{sin}(yt\alpha )}{yt}a(t)𝑑t.$$

Now the computation for the last term $`k_3`$ is exactly the same as above with the variables reversed, so once again we combine these terms into one final integral,

$$\frac{A_\nu }{xy}_0^{\mathrm{}}\left(x\mathrm{cos}(xt\alpha )\mathrm{sin}(yt\alpha )+y\mathrm{sin}(xt\alpha )\mathrm{cos}(yt\alpha )\right)\frac{a(t)}{t}𝑑t,$$

or

$$\frac{A_\nu }{xy}_0^{\mathrm{}}\frac{d}{dt}\left(\mathrm{sin}(xt\alpha )\mathrm{sin}(yt\alpha )\right)\frac{a(t)}{t}𝑑t.$$

We integrate by parts one more time so that the above is

$$\left[\frac{A_\nu }{xy}\mathrm{sin}(xt\alpha )\mathrm{sin}(yt\alpha )\frac{a(t)}{t}\right]_{t=0}^{\mathrm{}}\frac{A_\nu }{xy}_0^{\mathrm{}}\mathrm{sin}(xt\alpha )\mathrm{sin}(yt\alpha )\left(\frac{a(t)}{t}\right)^{}𝑑t.$$

From our assumptions on $`a(t),`$ these expression are easily seen to be $`O(\frac{1}{xy})`$ and are hence Hilbert-Schmidt.

To complete the proof for arbitrary functions $`a`$ satisfying the assumptions of the lemma, let $`f`$ be a two times continuously differentiable function on $`_+`$ with compact support and $`f(0)=1`$, $`f^{}(0)=0`$. We decompose $`a=a_1+a_2`$, where $`a_1(t)=a(0)f(t)`$ and $`a_2(t)=a(t)a(0)f(t)`$. The function $`a_1`$ the fulfills the first assumed conditions, and the function $`a_2`$ satisfies the second assumptions. This completes the proof.  $`\mathrm{}`$

###### Lemma 2.8

Let $`aL^{\mathrm{}}(_+)L^1(_+)`$ and assume that $`a`$ is continuous and piecewise $`C^2`$ on $`[0,\mathrm{})`$. Assume also that $`\underset{x\mathrm{}}{lim}a(x)=0`$ and $`a^{\prime \prime }L^1(_+)`$. Then $`_a`$ is Hilbert-Schmidt.

Proof. We integrate the following integral twice by parts where $`x2`$:

$`{\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\mathrm{}}}\mathrm{cos}(xt2\alpha )a(t)𝑑t`$ $`=`$ $`\left[{\displaystyle \frac{\mathrm{sin}(xt2\alpha )}{\pi x}}a(t)\right]_0^{\mathrm{}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{sin}(xt2\alpha )}{\pi x}}a^{}(t)𝑑t`$
$`=`$ $`{\displaystyle \frac{\mathrm{sin}(2\alpha )a(0)}{\pi x}}+{\displaystyle \underset{i=0}{\overset{n1}{}}}(\left[{\displaystyle \frac{\mathrm{cos}(xt2\alpha )}{\pi x^2}}a^{}(t)\right]_{t_i}^{t_{i+1}}`$
$`{\displaystyle _{t_i}^{t_{i+1}}}{\displaystyle \frac{\mathrm{cos}(xt2\alpha )}{\pi x^2}}a^{\prime \prime }(t)dt),`$
where $`0=t_0<t_1<\mathrm{}t_{n1}<t_n=\mathrm{}`$ are the points where the derivatives are discontinuous. From this it follows that

$`|_a(x,y)|`$ $``$ $`{\displaystyle \frac{C}{(x+y)^2}}.`$
Hence this operator is Hilbert-Schmidt.  $`\mathrm{}`$

###### Proposition 2.9

Let $`aL^{\mathrm{}}(_+)L^1(_+)`$ and assume that

* $`a`$ is continuous and piecewise $`C^2`$ on $`[0,\mathrm{})`$, and $`\underset{t\mathrm{}}{lim}a(t)=0`$;
* $`(1+t)^{1/2}a^{}L^1(_+)`$ and $`a^{\prime \prime }L^1(_+)`$.

Then the operator $`B(a)W(a)`$ is Hilbert-Schmidt on $`L^2(_+)`$.

Proof. We write the operators $`B(a)`$ and $`W(a)`$ as follows:

$`B(a)`$ $`=`$ $`P_1B(a)+Q_1B(a)P_1+Q_1B(a)Q_1`$
$`W(a)`$ $`=`$ $`P_1W(a)+Q_1W(a)P_1+Q_1W(a)Q_1`$
Hence by Lemma 2.4 and Lemma 2.5,

$`B(a)W(a)`$ $`=`$ $`𝒦_a+\text{ Hilbert-Schmidt}.`$
Now it remains to apply Lemma 2.7 and Lemma 2.8.  $`\mathrm{}`$

## 3 The algebraic approach

Here we follow, essentially, the method developed in . It is useful to point out that the next sections use Banach algebra techniques to compute determinants. This is done without the knowledge that the operator $`B(a)W(a)`$ is trace class, but merely Hilbert-Schmidt.

### 3.1 A Banach algebra of functions

Let $`𝒮`$ stand for the set of all functions $`aL^{\mathrm{}}(_+)`$ such that the following properties are fulfilled:

* $`H(a)`$ is a Hilbert-Schmidt operator on $`L^2(_+)`$ where $`a(x):=a(x)`$;
* $`B(a)W(a)`$ is a Hilbert-Schmidt operator on $`L^2(_+)`$.

We introduce a norm in $`𝒮`$ by stipulating

$`a_𝒮`$ $`=`$ $`a_{L^{\mathrm{}}(_+)}+H(a)_{𝒞_2(L^2(_+))}+B(a)W(a)_{𝒞_2(L^2(_+))}.`$ (45)
###### Proposition 3.1

$`𝒮`$ is a Banach algebra.

Proof. The linearity and the completeness are easy to verify. It remains to show that $`a,b𝒮`$ implies $`ab𝒮`$ and that $`a_𝒮b_𝒮\text{ const }ab_𝒮`$.

Indeed, let $`a,b𝒮`$. Obviously $`abL^{\mathrm{}}(_+)`$. Moreover,

$`H(ab)`$ $`=`$ $`H(a)W(b)+W(a)H(b),`$
$`B(ab)W(ab)`$ $`=`$ $`B(a)B(b)W(a)W(b)H(a)H(b)`$
$`=`$ $`B(a)\left(B(b)W(b)\right)+\left(B(a)W(b)\right)W(b)H(a)H(b).`$
It follows that both $`H(ab)`$ and $`B(ab)W(ab)`$ are Hilbert Schmidt. Moreover,

$`H(ab)_2`$ $``$ $`H(a)_2b_{\mathrm{}}+a_{\mathrm{}}H(b)_2,`$
$`B(ab)W(ab)_2`$ $``$ $`a_{\mathrm{}}B(b)W(b)_2+B(a)W(b)_2b_{\mathrm{}}+H(a)_2H(b)_2.`$
From this the norm estimate is easy to obtain.  $`\mathrm{}`$

### 3.2 A Banach algebra of Wiener-Hopf operators

Let $``$ be the set of all operators of the form

$`A`$ $`=`$ $`W(a)+K`$ (46)
where $`a𝒮`$ and $`K`$ is a trace class operator on $`L^2(_+)`$. We define in $``$ a norm by

$`A_{}`$ $`=`$ $`a_𝒮+K_{𝒞_1(L^2(_+))}.`$ (47)
This is definition is correct since $`a`$ and $`K`$ are uniquely determined by the operator $`A`$. In fact, this is a consequence of Lemma 2.1(a).

###### Proposition 3.2

$``$ is a Banach algebra.

Proof. The linearity and the completeness can be shown straightforwardly. As above, we prove that $`A,B`$ implies $`AB`$ and a corresponding norm estimate. In fact, let

$`A=W(a)+K,B=W(b)+L,`$ (48)
where $`a,b𝒮`$ and $`K,L𝒞_1(L^2(_+))`$. Then

$`AB`$ $`=`$ $`\left(W(a)+K\right)\left(W(b)+L\right)`$
$`=`$ $`W(ab)H(a)H(b)+KW(b)+W(a)L+KL.`$
Noting that $`ab𝒮`$ and $`H(a)H(b)`$ is trace class, it follows that $`AB`$. Moreover,

$`AB_{}`$ $``$ $`ab_𝒮+H(a)_2H(b)_2+K_1b_{\mathrm{}}+a_{\mathrm{}}L_1+K_1L_1`$
$``$ $`\text{const }a_𝒮b_𝒮+K_1b_𝒮+a_𝒮L_1+K_1L_1.`$
Thus $`AB_{}\text{ const }A_{}B_{}`$.  $`\mathrm{}`$

### 3.3 A Banach algebra of sequences of Bessel operators

We are going to introduce a Banach algebra of sequences $`\{A_\tau \}`$, $`\tau (0,\mathrm{})`$, which contains the sequences $`\{B_\tau (a)\}`$ of Bessel operators. First of all, let $`𝒩`$ be the set of all sequences $`\{C_\tau \}`$, $`\tau (0,\mathrm{})`$, where

* $`C_\tau `$ is a trace class operator on $`L^2(_+)`$ for all $`\tau (0,\mathrm{})`$;
* $`\underset{\tau (0,\mathrm{})}{sup}C_\tau _{𝒞_1(L^2(_+))}<\mathrm{}`$;
* $`\underset{\tau \mathrm{}}{lim}C_\tau _{𝒞_1(L^2(_+))}=0`$.

Now let $``$ stand for the set of all sequences $`\{A_\tau \}`$, $`\tau (0,\mathrm{})`$, which are of the form

$`A_\tau `$ $`=`$ $`B_\tau (a)+W_\tau KW_\tau +C_\tau `$ (49)
where $`a𝒮`$, $`K`$ is a trace class operator on $`L^2(_+)`$ and $`\{C_\tau \}𝒩`$. For such sequences we introduce a norm by

$`\{A_\tau \}_{}`$ $`=`$ $`a_𝒮+K_{𝒞_1(L^2(_+))}+\underset{\tau (0,\mathrm{})}{sup}C_\tau _{𝒞_1(L^2(_+))}.`$ (50)
This definition is correct because Lemma 2.1(b) implies that for a given sequence $`\{A_\tau \}`$ the function $`a`$ and the operators $`K`$ and $`C_\tau `$ are determined uniquely.

Moreover, for sequences $`\{A_\tau ^{(1)}\},\{A_\tau ^{(2)}\}`$ and $`\lambda ^{(1)},\lambda ^{(2)}`$ we define algebraic operations by

$`\lambda ^{(1)}\{A_\tau ^{(1)}\}+\lambda ^{(2)}\{A_\tau ^{(2)}\}=\{\lambda ^{(1)}A_\tau ^{(1)}+\lambda ^{(2)}A_\tau ^{(2)}\},\{A_\tau ^{(1)}\}\{A_\tau ^{(2)}\}=\{A_\tau ^{(1)}A_\tau ^{(2)}\}.`$ (51)
We will provide $``$ with these algebraic operations and the above norm.

###### Proposition 3.3

$``$ is a Banach algebra, and $`𝒩`$ is a closed two-sided ideal of $``$.

Proof. The only non-trivial statement to prove is that $`\{A_\tau ^{(1)}\}`$ and $`\{A_\tau ^{(2)}\}`$ implies that $`\{A_\tau ^{(1)}\}\{A_\tau ^{(2)}\}`$ and the corresponding norm estimate. Let

$`A_\tau ^{(j)}`$ $`=`$ $`B_\tau (a_j)+W_\tau K_jW_\tau +C_\tau ^{(j)},j=1,2,`$ (52)
where $`a_j𝒮`$, $`K_j`$ is trace class and $`\{C_\tau ^{(j)}\}𝒩`$. Using for brevity the notation $`R(a)=B(a)W(a)`$, consider first

$`P_\tau B(a_1)Q_\tau B(a_2)P_\tau `$ $`=`$ $`P_\tau W(a_1)Q_\tau W(a_2)P_\tau +P_\tau W(a_1)Q_\tau R(a_2)P_\tau `$
$`+P_\tau R(a_1)Q_\tau W(a_2)P_\tau +P_\tau R(a_1)Q_\tau R(a_2)P_\tau `$
$`=`$ $`W_\tau H(a_1)H(a_2)W_\tau +W_\tau H(a_1)V_\tau R(a_2)P_\tau `$
$`+P_\tau R(a_1)V_\tau H(a_2)W_\tau +P_\tau R(a_1)Q_\tau R(a_2)P_\tau .`$
Since $`H(a_j)`$ and $`R(a_j)`$ are Hilbert-Schmidt operators and $`V_\tau ^{}=V_\tau `$ and $`Q_\tau `$ converge strongly to zero on $`L^2(_+)`$ as $`\tau \mathrm{}`$, it follows that the last three terms belong to $`𝒩`$. Thus, it can be seen that $`\{P_\tau B(a_1)Q_\tau B(a_2)P_\tau \}`$, and the norm can be estimated by $`a_1_𝒮a_2_𝒮`$.

From this it follows that

$`B_\tau (a_1)B_\tau (a_2)`$ $`=`$ $`P_\tau B(a_1)B(a_2)P_\tau P_\tau B(a_1)Q_\tau B(a_2)P_\tau `$
$`=`$ $`P_\tau B(a_1a_2)P_\tau W_\tau H(a_1)H(a_2)W_\tau +D_\tau ^{(1)}`$
where $`\{D_\tau ^{(1)}\}𝒩`$ with $`\{D_\tau ^{(1)}\}_{}a_1_𝒮a_2_𝒮`$. In particular, that $`\{B_\tau (a_1)\}\{B_\tau (a_2)\}`$.

Furthermore, observe that

$`B_\tau (a_1)W_\tau K_2W_\tau `$ $`=`$ $`P_\tau W(a_1)W_\tau K_2W_\tau +P_\tau R(a_1)W_\tau K_2W_\tau `$
$`=`$ $`W_\tau W(a_1)P_\tau K_2W_\tau +P_\tau R(a_1)W_\tau K_2W_\tau `$
$`=`$ $`W_\tau W(a_1)K_2W_\tau W_\tau W(a_1)Q_\tau K_2W_\tau +P_\tau R(a_1)W_\tau K_2W_\tau `$
where the last two terms belong to $`𝒩`$ since $`Q_\tau 0`$ strongly and $`W_\tau 0`$ weakly. Hence

$`B_\tau (a_1)W_\tau K_2W_\tau `$ $`=`$ $`W_\tau W(a_1)K_2W_\tau +D_\tau ^{(2)},`$
where $`\{D_\tau ^{(2)}\}𝒩`$ with $`\{D_\tau ^{(2)}\}_{}a_1_𝒮K_2_1`$. By a similar argument we obtain that

$`W_\tau K_1W_\tau B_\tau (a_2)`$ $`=`$ $`W_\tau K_2W(a_2)W_\tau +D_\tau ^{(3)},`$
where $`\{D_\tau ^{(3)}\}𝒩`$ with $`\{D_\tau ^{(3)}\}_{}K_1_1a_2_𝒮`$. Finally,

$`W_\tau K_1W_\tau W_\tau K_2W_\tau `$ $`=`$ $`W_\tau K_1K_2W_\tau +D_\tau ^{(4)},`$
where $`\{D_\tau ^{(4)}\}=\{W_\tau K_1Q_\tau K_2W_\tau \}𝒩`$ and $`\{D_\tau ^{(4)}\}_{}K_1_1K_2_1`$.

Summarizing the above we can conclude that

$`A_\tau ^{(1)}A_\tau ^{(2)}`$ $`=`$ $`B_\tau (a_1a_2)+W_\tau KW_\tau +D_\tau ,`$ (53)
where

$`K`$ $`=`$ $`W(a_1)K_2+K_1W(a_2)+K_1K_2H(a_1)H(a_2)`$ (54)
and $`\{D_\tau \}𝒩`$ with $`\{D_\tau \}_{}\text{ const }\{A_\tau ^{(1)}\}_{}\{A_\tau ^{(2)}\}_{}`$. Hence $`\{A_\tau ^{(1)}\}\{A_\tau ^{(2)}\}`$. Noting that

$`K_1`$ $``$ $`a_1_{\mathrm{}}K_2_1+K_1_1a_2_{\mathrm{}}+K_1_1K_2_1+H(a_1)_2H(a_2)_2,`$
$``$ $`\left(a_1_𝒮+K_1_1\right)\left(a_2_𝒮+K_2_1\right),`$
we obtain that

$`\{A_\tau ^{(1)}\}\{A_\tau ^{(2)}\}_{}`$ $`=`$ $`a_1a_2_𝒮+K_1+\{D_\tau \}_{}`$
$``$ $`\text{const }\{A_\tau ^{(1)}\}_{}\{A_\tau ^{(2)}\}_{}.`$
Finally, the fact that $`𝒩`$ is an ideal of $``$ follows from formulas (53) and (54) with $`a_1=0`$ and $`K_1=0`$ or $`a_2=0`$ and $`K_2=0`$, respectively.  $`\mathrm{}`$

### 3.4 Banach algebra ideals and homomorphisms

In the following proposition we introduce a Banach algebra homomorphism that links the Banach algebras $``$ and $``$, which have been introduced in the previous sections. This result also shows that the quotient Banach algebra $`/𝒩`$ is isomorphic $``$.

###### Proposition 3.4

The mapping $`\mathrm{\Phi }:`$ defined by

$$\mathrm{\Phi }:\{A_\tau \}=\{B_\tau (a)+W_\tau KW_\tau +C_\tau \}A=W(a)+K,$$

is a surjective Banach algebra homomorphism with kernel $`𝒩`$.

Proof. The linearity and surjectivity are obvious. The continuity follows from the definition of the norms:

$`\{A_\tau \}_{}=a_𝒮+K_1+\{C_\tau \}_{}\text{ and }A_{}=a_𝒮+K_1.`$ (55)
It is also clear that the kernel equals $`𝒩`$. The only point that needs an explanation is the multiplicativity. Assume that sequences $`\{A_\tau ^{(1)}\}`$ and $`\{A_\tau ^{(2)}\}`$ are given by (52). Then $`\{A_\tau \}=\{A_\tau ^{(1)}\}\{A_\tau ^{(2)}\}`$ is given by formulas (53) and (54). Hence

$`\mathrm{\Phi }(\{A_\tau \})`$ $`=`$ $`W(a_1a_2)+W(a_1)K_2+K_1W(a_2)+K_1K_2H(a_1)H(a_2).`$
On the other hand,

$`\mathrm{\Phi }(\{A_\tau ^{(j)}\})`$ $`=`$ $`W(a_j)+K_j.`$
This implies that $`\mathrm{\Phi }(\{A_\tau \})=\mathrm{\Phi }(\{A_\tau ^{(1)}\})\mathrm{\Phi }(\{A_\tau ^{(2)}\})`$.  $`\mathrm{}`$

Let $`𝒥`$ be the set

$`𝒥`$ $`=`$ $`\{\{W_\tau KW_\tau +C_\tau \}:K𝒞_1(L^2(_+))\text{ and }\{C_\tau \}𝒩\}.`$ (56)
Formulas (52), (53) and (54) and the definition of the norm in $``$ show that $`𝒥`$ is a closed two-sided ideal of $``$. One can form the quotient Banach algebra $`/𝒥`$. By

$`\pi `$ $`:`$ $`/𝒥,\{A_\tau \}\{A_\tau \}+𝒥,`$ (57)
we denote the canonical homomorphism.

Furthermore, we introduce the linear and continuous mapping

$`\mathrm{\Lambda }`$ $`:`$ $`𝒮,a\{B_\tau (a)\}.`$ (58)
###### Proposition 3.5

The mapping $`\pi \mathrm{\Lambda }:𝒮/𝒥`$ is a Banach algebra isomorphism.

Proof. It is obvious that $`\pi \mathrm{\Lambda }`$ is linear, continuous and surjective. In regard the multiplicativity we may refer to formulas (52) and (53) again, which can apply in order to conclude that

$`B_\tau (a_1)B_\tau (a_2)=B_\tau (a_1a_2)+K+C_\tau `$
with a certain $`K𝒞_1(L^2(_+))`$ and $`\{C_\tau \}𝒩`$. Finally, the mapping is in fact an isomorphism, since for $`\{A_\tau \}=\{B_\tau (a)+K+C_\tau \}`$ the following norm equality holds,

$`\{A_\tau \}+𝒥_{/𝒥}`$ $`=`$ $`a_𝒮,`$
which in turn follows immediately from the definition of the norm in $``$.  $`\mathrm{}`$

## 4 Asymptotic analysis

We start with an auxiliary result concerning the exponential of an element of $``$. Recall that the exponential of an element of a Banach algebra is defined by the (absolutely convergent) sum

$`e^b`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{b^n}{n!}}.`$ (59)
For any Banach algebra homomorphism $`\xi `$ we have $`\xi (e^b)=e^{\xi (b)}`$.

###### Lemma 4.1

Let $`\{A_\tau \}`$, then $`\{e^{A_\tau }\}=e^{\{A_\tau \}}`$.

Proof. Obviously, $`e^{\{A_\tau \}}`$. Hence $`e^{\{A_\tau \}}=\{\widehat{A}_\tau \}`$, where $`\{\widehat{A}_\tau \}`$ is a sequence of operator in $``$. For each fixed $`\tau _0(0,\mathrm{})`$, the mapping $`\xi _{\tau _0}:\{A_\tau \}A_{\tau _0}(L^2(_+))`$ is a Banach algebra homomorphism. We apply these homomorphisms to the equation $`e^{\{A_\tau \}}=\{\widehat{A}_\tau \}`$ and obtain that $`e^{A_{\tau _0}}=\widehat{A}_{\tau _0}`$. Hence $`\{\widehat{A}_\tau \}=\{e^{A_\tau }\}`$, and the assertion is proved.  $`\mathrm{}`$

The following result can be considered as a very crucial point in our argument.

###### Proposition 4.2

Let $`b𝒮`$ and $`\{A_\tau \}=\{B_\tau (e^b)e^{B_\tau (b)}\}`$. Then there exist an operator $`K𝒞_1(L^2(_+))`$ and a sequence $`\{C_\tau \}𝒩`$ such that

$`\{A_\tau \}`$ $`=`$ $`\{P_\tau +W_\tau KW_\tau +C_\tau \}.`$ (60)
Moreover, the operator $`K`$ is determined by the identity

$`I+K`$ $`=`$ $`W(e^b)e^{W(b)}.`$ (61)
Proof. First of all, the previous lemma implies that the sequence $`\{A_\tau \}`$ is contained in $``$. Moreover, the following identity holds:

$$\{A_\tau \}=\{B_\tau (e^b)e^{B_\tau (b)}\}=\{B_\tau (e^b)\}e^{\{B_\tau (b)\}}=\mathrm{\Lambda }(e^b)e^{\mathrm{\Lambda }(b)}.$$

Applying the canonical homomorphism $`\pi `$ to this identity, we obtain

$$\pi (\{A_\tau \})=\pi (\mathrm{\Lambda }(e^b)e^{\mathrm{\Lambda }(b)})=\pi (\mathrm{\Lambda }(e^b))e^{\pi (\mathrm{\Lambda }(b))}=\left((\pi \mathrm{\Lambda })(e^b)\right)e^{(\pi \mathrm{\Lambda })(b)}.$$

Using the fact that $`\pi \mathrm{\Lambda }`$ is a homomorphism, it follows that

$$\pi (\{A_\tau \})=(\pi \mathrm{\Lambda })(e^be^b)=\{P_\tau \}+𝒥.$$

Hence (60) is proved. Finally we apply the homomorphism $`\mathrm{\Phi }`$ to this identity. From the definition of this homomorphism, identity (61) follows immediately.  $`\mathrm{}`$

An operator $`A`$ is said to be of determinant class if $`A=I+K`$ where $`K`$ is a trace class operator. In this case, the operator determinant of $`A`$ is well defined.

A conclusion of the previous proposition is that the operator

$`W(e^b)e^{W(b)}`$ (62)
is of determinant class for each $`b𝒮`$. Hence the following operator determinant

$`E[b]`$ $`=`$ $`detW(e^b)e^{W(b)}`$ (63)
is well defined for each $`b𝒮`$.

###### Lemma 4.3

Let $`A_\tau =P_\tau +W_\tau KW_\tau +C_\tau `$, where $`K𝒞_1(L^2(_+))`$ and $`\{C_\tau \}𝒩`$. Then

$`\underset{\tau \mathrm{}}{lim}detA_\tau `$ $`=`$ $`det(I+K).`$ (64)
Proof. We remark that

$$detA_\tau =det(I+W_\tau KW_\tau +C_\tau )=det(I+P_\tau KP_\tau +W_\tau C_\tau W_\tau ).$$

Since $`Q_\tau ^{}=Q_\tau 0`$ strongly on $`L^2(_+)`$, it follows that this equals $`det(I+K+\widehat{C}_\tau )`$ with $`\widehat{C}_\tau `$ tending to zero in the trace class norm.  $`\mathrm{}`$

In order to prepare the theorem below, let us recall Proposition 2.3, which says that for each $`bL^{\mathrm{}}(_+)L^1(_+)`$ the operator $`B_\tau (b)`$ is a trace class operator on $`L^2[0,\tau ]`$ for each $`\tau (0,\mathrm{})`$. Consequently, the operator trace of $`B_\tau (b)`$ is well defined. Moreover, the following result holds.

###### Proposition 4.4

For each $`bL^{\mathrm{}}(_+)L^1(_+)`$ the operator $`B_\tau (e^b)`$ is of determinant class for each $`\tau (0,\mathrm{})`$.

Proof. The set $`L^{\mathrm{}}(_+)L^1(_+)`$ is a Banach algebra without unit element. Upon adjoining the constant functions on $`_+`$ to $`L^{\mathrm{}}(_+)L^1(_+)`$, one obtains a Banach algebra with unit element. From the series expension of $`e^b`$ it follows that $`e^b1L^{\mathrm{}}(_+)L^1(_+)`$ whenever $`bL^{\mathrm{}}(_+)L^1(_+)`$. Now Proposition 2.3 implies that $`B_\tau (e^b1)`$ is a trace class operator. Thus $`B_\tau (e^b)=P_\tau +B_\tau (e^b1)`$ is of determinant class for each $`\tau (0,\mathrm{})`$.  $`\mathrm{}`$

These considerations show that all the expressions appearing in equation (65) below are well defined. This equation is the asymptotic result in which the justifications of this and the previous section culminate.

###### Theorem 4.5

Let $`b𝒮L^1(_+)`$. Then

$`\underset{\tau \mathrm{}}{lim}{\displaystyle \frac{detB_\tau (e^b)}{e^{\mathrm{trace}B_\tau (b)}}}`$ $`=`$ $`E[b]`$ (65)
where $`E[b]`$ is given by (63).

Proof. We first use Proposition 4.2 in connection with Lemma 4.3 and obtain that

$`\underset{\tau \mathrm{}}{lim}det\left(B_\tau (e^b)e^{B_\tau (b)}\right)`$ $`=`$ $`det(I+K)`$
where $`I+K`$ is given by (61). Thus $`det(I+K)`$ equals $`E[b]`$. Now we observe that

$`det\left(B_\tau (e^b)e^{B_\tau (b)}\right)`$ $`=`$ $`\left(detB_\tau (e^b)\right)e^{\mathrm{trace}B_\tau (b)},`$
which is a consequence of the just stated facts that $`B_\tau (b)`$ is a trace class operator and $`B_\tau (e^b)`$ is of determinant class. Notice that $`𝒮L^{\mathrm{}}(_+)`$.  $`\mathrm{}`$

In order to prove the main result stated in the introduction, it is now clear that we have to find an explicit expression for the operator determinant $`E[b]`$ and to determine the asymptotics of $`\mathrm{trace}B_\tau (b)`$ as $`\tau \mathrm{}`$. This will be done next.

## 5 Further calculations

### 5.1 Trace determination

In what follows we evaluate the asymptotics of the trace of $`B_\tau (b)`$ as $`\tau \mathrm{}`$. The computation goes along the lines of \[1, Sect. 3\].

###### Proposition 5.1

Let $`bL^{\mathrm{}}(_+)L^1(_+)`$, and assume that $`b`$ is continuous and piecewise $`C^1`$ on $`[0,\mathrm{})`$ such that $`(1+t)^1b^{}L^1(_+)`$. Then

$`\mathrm{trace}B_\tau (b)`$ $`=`$ $`{\displaystyle \frac{\tau }{\pi }}{\displaystyle _0^{\mathrm{}}}b(t)𝑑t{\displaystyle \frac{\nu }{2}}b(0)+o(1),\tau \mathrm{}.`$ (66)
Proof. From formula (1) for the kernel of $`B_\tau (b)`$, it follows that

$`\mathrm{trace}B_\tau (b)`$ $`=`$ $`{\displaystyle _0^\tau }{\displaystyle _0^{\mathrm{}}}xtJ_\nu ^2(xt)b(t)𝑑t𝑑x`$
$`=`$ $`{\displaystyle _0^{\mathrm{}}}b(t)t{\displaystyle _0^\tau }xJ_\nu ^2(xt)𝑑x𝑑t`$
$`=`$ $`{\displaystyle \frac{\tau ^2}{2}}{\displaystyle _0^{\mathrm{}}}b(t)t\left(J_\nu ^2(\tau t)J_{\nu +1}(\tau t)J_{\nu 1}(\tau t)\right)𝑑t`$
$`=`$ $`{\displaystyle _0^{\mathrm{}}}b\left({\displaystyle \frac{t}{\tau }}\right){\displaystyle \frac{t}{2}}\left(J_\nu ^2(t)J_{\nu +1}(t)J_{\nu 1}(t)\right)𝑑t.`$
Here (30) and (32) has been used. Due to the asymptotics (33) we obtain

$`{\displaystyle \frac{t}{2}}\left(J_\nu ^2(t)J_{\nu +1}(t)J_{\nu 1}(t)\right)`$ $`=`$ $`{\displaystyle \frac{1}{\pi }}+{\displaystyle \frac{\mathrm{sin}(2(t\alpha ))}{t}}+O(t^2),\text{ as }t\mathrm{}.`$ (67)
Hence the following integral exists:

$`F(\xi )`$ $`=`$ $`{\displaystyle _\xi ^{\mathrm{}}}\left({\displaystyle \frac{t}{2}}\left(J_\nu ^2(t)J_{\nu +1}(t)J_{\nu 1}(t)\right){\displaystyle \frac{1}{\pi }}\right)𝑑t.`$
From integration by parts it follows that

$`\mathrm{trace}B_\tau (b){\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\mathrm{}}}b\left({\displaystyle \frac{t}{\tau }}\right)𝑑t`$ $`=`$ $`\left[b\left({\displaystyle \frac{t}{\tau }}\right)F(t)\right]_{t=0}^{\mathrm{}}{\displaystyle \frac{1}{\tau }}{\displaystyle _0^{\mathrm{}}}b^{}\left({\displaystyle \frac{t}{\tau }}\right)F(t)𝑑t.`$
Hence

$`\mathrm{trace}B_\tau (b)`$ $`=`$ $`{\displaystyle \frac{\tau }{\pi }}{\displaystyle _0^{\mathrm{}}}b(t)𝑑tb(0)F(0){\displaystyle _0^{\mathrm{}}}b^{}(t)F(t\tau )𝑑t.`$
The asymptotics (67) implies that $`F(t)=O(t^1)`$ as $`t\mathrm{}`$. Obviously, $`F`$ is continuous on $`[0,\mathrm{})`$. Hence there exists a constant $`C>0`$ such that $`F(t)C(1+t)^1`$ for all $`t[0,\mathrm{})`$. We estimate the last integral of the last equation as follows:

$`\left|{\displaystyle _0^{\mathrm{}}}b^{}(t)F(t\tau )𝑑t\right|`$ $``$ $`{\displaystyle _0^{\mathrm{}}}|b^{}(t)|{\displaystyle \frac{C}{1+\tau t}}𝑑t`$
$``$ $`{\displaystyle _0^{\frac{1}{\sqrt{\tau }}}}|b^{}(t)|{\displaystyle \frac{C}{1+\tau t}}𝑑t+{\displaystyle _{\frac{1}{\sqrt{\tau }}}^{\mathrm{}}}|b^{}(t)|{\displaystyle \frac{C}{1+\tau t}}𝑑t`$
$``$ $`C{\displaystyle _0^{\frac{1}{\sqrt{\tau }}}}|b^{}(t)|𝑑t+C\left(\underset{t\frac{1}{\sqrt{\tau }}}{sup}{\displaystyle \frac{1+t}{1+\tau t}}\right){\displaystyle _{\frac{1}{\sqrt{\tau }}}^{\mathrm{}}}{\displaystyle \frac{|b^{}(t)|}{1+t}}𝑑t.`$
This expression tends to zero as $`\tau \mathrm{}`$. Notice that

$`F(0)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}\left({\displaystyle \frac{t}{2}}\left(J_\nu ^2(t)J_{\nu +1}(t)J_{\nu 1}(t)\right){\displaystyle \frac{1}{\pi }}\right)𝑑t`$
$`=`$ $`{\displaystyle _0^{\mathrm{}}}\left({\displaystyle \frac{t}{2}}\left(J_\nu ^2(t)+J_{\nu +1}^2(t)\right){\displaystyle \frac{1}{\pi }}\right)𝑑t\nu {\displaystyle _0^{\mathrm{}}}J_{\nu +1}(t)J_\nu (t)𝑑t={\displaystyle \frac{\nu }{2}}.`$
Here we have used $`J_{\nu 1}+J_{\nu +1}=\frac{2\nu }{t}J_\nu `$. The first integral equals zero, which can be seen from a direct calculation based on (30) and the asymptotics (32) and (33). The last integral equals $`1/2`$, see, for instance, \[10, Sect. 6.512-3\].  $`\mathrm{}`$

### 5.2 Operator determinant calculation

In nearly the last step of our program we calculate the operator determinant (63) for a certain class of sufficiently smooth functions $`b`$. We remark that (only) in this section we are dealing with functions $`b`$ defined on $``$ that are not necessarily even.

Let $`L_{1/2}^2()`$ stand for the Banach space of all Lebesgue measurable function $`f`$ defined on $``$ for which

$`f_{L_{1/2}^2()}`$ $`=`$ $`\left({\displaystyle _{\mathrm{}}^{\mathrm{}}}(1+|x|)|f(x)|^2𝑑x\right)^{1/2}<\mathrm{}.`$ (68)
By $`C_0^{\mathrm{}}()`$ we denote the Banach algebra of all continuous functions $`f`$ on $``$ for which $`f(x)0`$ as $`x\pm \mathrm{}`$, where the multiplication is defined pointwise and the norm is the supremum norm on $``$.

Let $`𝒲_0`$ stand for the set of all functions $`a`$ defined on $``$ which are the inverse Fourier transform of a function $`\widehat{a}L^1()L_{1/2}^2()`$, i.e.,

$`a(x)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}e^{ixt}\widehat{a}(t)𝑑t`$ (69)
(see also (17)). The norm in $`𝒲_0`$ is defined as

$`a_{𝒲_0}`$ $`:=`$ $`\widehat{a}_{L^1()}+\widehat{a}_{L_{1/2}^2()}.`$ (70)
A routine computation shows that the set $`L^1()L_{1/2}^2()`$ is a Banach algebra with the multiplication defined as the convolution on $``$, i.e.,

$`(\widehat{a}\widehat{b})(x)={\displaystyle _{\mathrm{}}^{\mathrm{}}}\widehat{a}(xy)\widehat{b}(y)𝑑y.`$ (71)
Since $`𝐅^1(\widehat{a}\widehat{b})=(𝐅^1\widehat{a})(𝐅^1\widehat{b})`$, the set $`𝒲_0`$ is also a Banach algebra with the multiplication defined pointwise. Moreover, $`𝒲_0`$ is continuously embedded into $`C_0^{\mathrm{}}()`$.

Let $`𝒲_0^+`$ and $`𝒲_0^{}`$, respectively, be the sets of all functions $`a𝒲_0`$, where $`a=𝐅^1\widehat{a}`$, for which $`\widehat{a}`$ is supported on $`[0,\mathrm{})`$ and $`(\mathrm{},0]`$, respectively. It is easily seen that $`𝒲_0^+`$ and $`𝒲_0^{}`$ are Banach subalgebras of $`𝒲_0`$, for which the decomposition $`𝒲_0=𝒲_0^+𝒲_0^{}`$ holds.

The Banach algebras $`𝒲_0`$ and $`𝒲_0^\pm `$ do not contain a unit element. The corresponding Banach algebras with unit element are obtained by adjoining the constant functions on $``$, i.e, $`𝒲=𝒲_0`$ and $`𝒲^\pm =𝒲_0^\pm `$.

Due to the fact that $`𝒲L^{\mathrm{}}()`$, for each $`a𝒲`$ the two-sided Wiener-Hopf operator $`W^0(a)`$ is well defined by (12).

###### Proposition 5.2

Let $`a𝒲`$, where $`a=\alpha +𝐅^1\widehat{a}`$ with $`\alpha `$ and $`\widehat{a}L^1()L_{1/2}^2()`$. Then $`W^0(a)=\alpha I+K`$, where $`K`$ is the integral operator on $`L^2()`$ with the kernel $`k(x,y)=\widehat{a}(xy)`$.

Proof. Obviously, $`W^0(a)=\alpha I+W^0(𝐅^1\widehat{a})`$. Let $`fL^1()`$ and denote by $`\widehat{a}f`$ the convolution of $`\widehat{a}`$ and $`f`$. Then $`𝐅^1(\widehat{a}f)=(𝐅^1\widehat{a})(𝐅^1f)`$. Hence $`\widehat{a}f=W^0(𝐅^1\widehat{a})f`$. By an approximation argument the same equality holds also for all functions $`fL^2()`$. This proves the assertion.  $`\mathrm{}`$

For each $`a𝒲`$ the Wiener-Hopf operator $`W(a)`$ and the Hankel operator $`H(a)`$ are well defined in the sense of (13). Moreover, the previous proposition implies that under the same hypotheses, $`W(a)`$ equals $`\alpha I`$ plus an integral operator with the kernel $`\widehat{a}(xy)`$ on $`L^2(_+)`$ and $`H(a)`$ is an integral operator with the kernel $`\widehat{a}(x+y)`$ on $`L^2(_+)`$.

The following result is taken from , where a formula for the evaluation of a certain type of operator determinant has been established. This formula represents a generalization of Pincus’ formula. The classical Pincus’ formula has been obtained in  and employed in  in the calculation of the asymptotics of Toeplitz determinants.

###### Proposition 5.3

Let $`H`$ be a Hilbert space and let $`A,B(H)`$ be such that the commutator $`ABBA`$ is a trace class operator. Then $`e^Ae^Be^{AB}`$ is of determinant class and

$`dete^Ae^Be^{AB}`$ $`=`$ $`\mathrm{exp}\left({\displaystyle \frac{1}{2}}\mathrm{trace}(ABBA)\right).`$ (72)
Next we establish an explicit formula for the operator determinant $`detW(e^b)e^{W(b)}`$ for functions $`b𝒲`$.

###### Theorem 5.4

Let $`b𝒲`$, where $`b=\beta +𝐅^1\widehat{b}`$ with $`\beta `$ and $`\widehat{b}L^1()L_{1/2}^2()`$. Then $`W(e^b)e^{W(b)}`$ is of determinant class and

$$detW(e^b)e^{W(b)}=\mathrm{exp}\left(\frac{1}{2}\mathrm{trace}H(b)H(\stackrel{~}{b})\right)=\mathrm{exp}\left(\frac{1}{2}_0^{\mathrm{}}x\widehat{b}(x)\widehat{b}(x)𝑑x\right).$$
(73)
Proof. According to the remarks made after Proposition 5.2, for $`a𝒲`$ the Hankel operators $`H(a)`$ and $`H(\stackrel{~}{a})`$ (where $`\stackrel{~}{a}(t)=a(t^1)`$) are integral operators with the kernels $`\widehat{a}(x+y)`$ and $`\widehat{a}(xy)`$, respectively. Since $`\widehat{a}L_{1/2}^2()`$, these Hankel operators are Hilbert-Schmidt operators on $`L^2(_+)`$ and the estimate

$`H(a)_{𝒞_2(L^2(_+))}`$ $``$ $`a_𝒲`$ (74)
$`H(\stackrel{~}{a})_{𝒞_2(L^2(_+))}`$ $``$ $`a_𝒲`$ (75)
holds (see also the argument given in the proof of Proposition 2.2).

Moreover, from formula (15) it follows that $`W(ac)=W(a)W(c)`$ whenever $`a𝒲_{}`$ or $`c𝒲_+`$. In fact, $`H(a)=H(\stackrel{~}{c})=0`$. From this it is not difficult to conclude that

$$W(e^{b_+})=e^{W(b_+)}\text{ and }W(e^b_{})=e^{W(b_{})}$$
(76)
for all $`b_+𝒲_+`$ and all $`b_{}𝒲_{}`$.

Each function $`b𝒲`$ can be decomposed into $`b=b_++b_{}`$ with $`b_\pm 𝒲^\pm `$. We define $`A=W(b_{})`$ and $`B=W(b_+)`$. Using formulas (76) and (15) it follows that

$`e^Ae^B`$ $`=`$ $`e^{W(b_{})}e^{W(b_+)}=W(e^b_{})W(e^{b_+})=W(e^b_{}e^{b_+})=W(e^b).`$
Obviously, $`e^{AB}=e^{W(b_{})W(b_+)}=e^{W(b)}`$. Again from formula (15) it follows that $`ABBA=W(b_{})W(b_+)W(b_+)W(b_{})=W(b_{}b_+)W(b_+)W(b_{})=H(b_+)H(\stackrel{~}{b}_{})=H(b)H(\stackrel{~}{b})`$. Since both these Hankel operators are Hilbert-Schmidt (see (74)), $`ABBA`$ is a trace class operator. Thus we can apply Proposition 5.3 and obtain the first part of the desired formula.

The second part of the formula follows from the fact that the kernels of the operators $`H(b)`$ and $`H(\stackrel{~}{b})`$ are given by $`\widehat{b}(x+y)`$ and $`\widehat{b}(xy)`$, respectively.  $`\mathrm{}`$

For our purposes it is not enough to have formula (73) proved for functions $`b𝒲`$. In what follows we establish this formula also for a slightly different class of functions. The proof is based on an approximation argument.

Let $`𝒮_0`$ stand for the set of all functions $`aL^{\mathrm{}}()`$ such that both $`H(a)`$ and $`H(\stackrel{~}{a})`$ are Hilbert-Schmidt operators on $`L^2(_+)`$. We introduce a norm in $`𝒮_0`$ as follows:

$`a_{𝒮_0}`$ $`=`$ $`a_{L^{\mathrm{}}()}+H(a)_{𝒞_2(L^2(_+))}+H(\stackrel{~}{a})_{𝒞_2(L^2(_+))}.`$ (77)
###### Proposition 5.5

$`𝒮_0`$ is a Banach algebra.

Proof. We restrict our considerations to showing that $`a,b𝒮_0`$ implies that $`ab𝒮_0`$ and that $`ab_{𝒮_0}\mathrm{const}a_{𝒮_0}b_{𝒮_0}`$.

In fact, if $`a,b𝒮_0`$, then it follows from formula (16) that also $`ab𝒮_0`$. Moreover,

$`H(ab)_2`$ $`=`$ $`a_{\mathrm{}}H(b)_2+H(a)_2b_{\mathrm{}},`$
$`H(\stackrel{~}{ab})_2`$ $`=`$ $`a_{\mathrm{}}H(\stackrel{~}{b})_2+H(\stackrel{~}{a})_2b_{\mathrm{}}.`$
This implies the desired norm estimate.  $`\mathrm{}`$

Let $`_0`$ stand for the set of all operators of the form

$`A`$ $`=`$ $`W(a)+K`$ (78)
where $`a𝒮_0`$ and $`K`$ is a trace class operator on $`L^2(_+)`$. We define in $`_0`$ a norm by

$`A__0`$ $`=`$ $`a_{𝒮_0}+K_{𝒞_1(L^2(_+))}.`$ (79)
By Lemma 2.1(a), this definition is correct.

In the same way as in the proof of Proposition 3.2 one can show that $`_0`$ is a Banach algebra. This Banach algebra possesses the ideal $`𝒞_1(L^2(_+))`$, and the canonical homomorphism is denoted by $`\pi _0:_0_0/𝒞_1(L^2(_+))`$. The mapping $`\mathrm{\Lambda }_0:a𝒮_0W(a)_0`$ is a continuous linear mapping. Moreover, the mapping $`\pi _0\mathrm{\Lambda }_0:𝒮_0_0/𝒞_1(L^2(_+))`$ is a Banach algebra isomorphism.

###### Proposition 5.6

Let $`b𝒮_0`$. Then $`H(b)H(\stackrel{~}{b})`$ is a trace class operator and $`W(e^b)e^{W(b)}`$ is of determinant class. Moreover, the mapping

$`b𝒮_0W(e^b)e^{W(b)}_0`$ (80)
is continuous.

Proof. The first assertion is obvious since both Hankel operators are Hilbert-Schmidt.

Now let $`A=W(e^b)e^{W(b)}`$. Observe that $`A=\mathrm{\Lambda }_0(e^b)e^{\mathrm{\Lambda }_0(b)}`$, and thus $`A`$ belongs to $`_0`$. Taking into account that both $`\pi _0`$ and $`\pi _0\mathrm{\Lambda }_0`$ are homomorphisms it follows that

$$\pi _0(A)=\left((\pi _0\mathrm{\Lambda }_0)(e^b)\right)e^{(\pi _0\mathrm{\Lambda }_0)(b)}=(\pi _0\mathrm{\Lambda }_0)(e^be^b)=I+𝒞_1(L^2(_+)).$$

Thus $`AI`$ is a trace class operator.

The last assertion follows essentially from the fact that $`\mathrm{\Lambda }_0`$ is continuous and that the exponential function (in $`𝒮_0`$ and $`_0`$) is continuous.  $`\mathrm{}`$

###### Theorem 5.7

Let $`b𝒮_0`$ and assume in addition that $`bC_0^{\mathrm{}}()L^1()`$. Then

$$detW(e^b)e^{W(b)}=\mathrm{exp}\left(\frac{1}{2}\mathrm{trace}H(b)H(\stackrel{~}{b})\right).$$
(81)
Proof. Let $`\widehat{b}`$ stand for the Fourier transform of $`b`$ (see (17)). Since $`bL^1()`$, the Fourier transform $`\widehat{b}`$ is a function in $`C_0^{\mathrm{}}()L^{\mathrm{}}()`$.

For $`\lambda (0,\mathrm{})`$, let $`\rho _\lambda (x)=\lambda \pi ^1(1+\lambda ^2x^2)^1`$ stand for the Poisson kernel, and let $`b_\lambda `$ stand for the convolution of $`\rho _\lambda `$ with $`b`$, i.e.,

$`b_\lambda (x)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{\lambda b(t)}{\pi (1+\lambda ^2(xt)^2)}}𝑑t.`$ (82)
Since $`\rho _\lambda `$ and $`b`$ belong to $`L^1()`$, also $`b_\lambda L^1()`$. Remark that the Fourier transform of $`\rho _\lambda `$ is equal to $`(𝐅\rho _\lambda )(x)=(2\pi )^1e^{|x|/\lambda }`$. It follows that the Fourier transform $`\widehat{b}_\lambda `$ of $`b_\lambda `$ is given by

$`\widehat{b}_\lambda =𝐅(\rho _\lambda b)=2\pi (𝐅\rho _\lambda )(𝐅b)=e^{|x|/\lambda }\widehat{b}(x).`$ (83)
We see immediately that $`\widehat{b}_\lambda L^1()L_{1/2}^2()`$. Thus $`b_\lambda =𝐅^1\widehat{b}_\lambda `$, whence it follows that $`b_\lambda 𝒲_0`$. We can apply Theorem 5.4 and obtain that

$`detW(e^{b_\lambda )})e^{W(b_\lambda )}=\mathrm{exp}\left({\displaystyle \frac{1}{2}}\mathrm{trace}H(b_\lambda )H(\stackrel{~}{b}_\lambda )\right)`$ (84)
holds for all $`\lambda (0,\mathrm{})`$.

Another consequence of (83) is that

$$H(b_\lambda )=M_\lambda H(b)M_\lambda \text{ and }H(\stackrel{~}{b}_\lambda )=M_\lambda H(\stackrel{~}{b})M_\lambda ,$$

where $`M_\lambda `$ stands for the multiplication operator on $`L^2(_+)`$ with the function $`e^{x/\lambda }`$, $`x_+`$. Here we have to observe that the above Hankel operators are integral operators whose kernels are given in terms of by $`\widehat{b}_\lambda `$ and $`b_\lambda `$, respectively.

Since $`(M_\lambda )^{}=M_\lambda `$ converges strongly on $`L^2(_+)`$ to the identity operator as $`\lambda \mathrm{}`$, it follows that $`H(b_\lambda )H(b)`$ and $`H(\stackrel{~}{b}_\lambda )H(\stackrel{~}{b})`$ in the Hilbert-Schmidt norm as $`\lambda \mathrm{}`$. Hence

$$H(b_\lambda )H(\stackrel{~}{b}_\lambda )H(b)H(\stackrel{~}{b})$$

in the trace class norm as $`\lambda \mathrm{}`$.

From (82) and the assumption that $`bC_0^{\mathrm{}}()`$ we obtain that $`b_\lambda b`$ in the norm of $`L^{\mathrm{}}()`$. Hence, together with what has just been said, $`b_\lambda b`$ in the norm of $`𝒮_0`$. Now we employ the last statement of Proposition 5.6 and obtain that

$$W(e^{b_\lambda })e^{W(b_\lambda )}W(e^b)e^{W(b)}$$

in the norm of $`_0`$. Since both $`W(e^{b_\lambda })e^{W(b_\lambda )}`$ and $`W(e^b)e^{W(b)}`$ are operators of the form identity plus trace class operator, it follows from the particular definition of the Banach algebra $`_0`$ that

$$W(e^{b_\lambda })e^{W(b_\lambda )}IW(e^b)e^{W(b)}I$$

in the trace class norm as $`\lambda \mathrm{}`$. By passing to the limit $`\lambda \mathrm{}`$ in (84), the desired identity follows.  $`\mathrm{}`$

The following corollary is an immediate consequence of the previous theorem.

###### Corollary 5.8

Let $`bC_0^{\mathrm{}}()L^1()`$ be such that $`\widehat{b}=𝐅bL_{1/2}^2()`$. Then

$`detW(e^b)e^{W(b)}`$ $`=`$ $`\mathrm{exp}\left({\displaystyle \frac{1}{2}}{\displaystyle _0^{\mathrm{}}}x\widehat{b}(x)\widehat{b}(x)𝑑x\right).`$ (85)
Proof. From Proposition 2.3 it follows that the Hankel operators $`H(b)`$ and $`H(\stackrel{~}{b})`$ are integral operators with the kernels $`\widehat{b}(x+y)`$ and $`\widehat{b}(xy)`$, respectively, and that both integral operators are Hilbert-Schmidt. Hence $`b𝒮_0`$ and $`\mathrm{trace}H(b)H(\stackrel{~}{b})`$ can be expressed as the above integral.  $`\mathrm{}`$

Notice that $`𝒲𝒮_0`$. However, the example of $`\widehat{a}(x)=\mathrm{sign}(x)e^{|x|}`$, $`a(x)=2ix/(1+x^2)`$ shows that $`a𝒲_0`$ but $`aL^1()`$. Thus Corollary 5.8 does not cover all of Theorem 5.4.

## 6 Proof of the main result

Proof of Theorem 1.1. Suppose that the function $`bL^{\mathrm{}}(_+)L^1(_+)`$ satisfies the assumptions (i), (ii) of Theorem 1.1. We are going to identify $`b`$ with its even continuation, $`b(x)=b(x)`$.

Let $`\widehat{b}`$ stand for the Fourier transform of the even function $`b`$, i.e., the cosine transform (see (6)), and integrate twice by parts:

$`\widehat{b}(x)`$ $`=`$ $`{\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\mathrm{}}}\mathrm{cos}(xt)b(t)𝑑t=\left[{\displaystyle \frac{\mathrm{sin}(xt)}{\pi x}}b(t)\right]_0^{\mathrm{}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{sin}(xt)}{\pi x}}b^{}(t)𝑑t`$
$`=`$ $`{\displaystyle \underset{i=0}{\overset{n1}{}}}\left(\left[{\displaystyle \frac{\mathrm{cos}(xt)}{\pi x^2}}b^{}(t)\right]_{t_i}^{t_{i+1}}{\displaystyle _{t_i}^{t_{i+1}}}{\displaystyle \frac{\mathrm{cos}(xt)}{\pi x^2}}b^{\prime \prime }(t)𝑑t\right),`$
where $`0=t_0<t_1<\mathrm{}t_{n1}<t_n=\mathrm{}`$ are the points where the derivatives are discontinuous. From this it follows that $`\widehat{b}(x)=O(1/x^2)`$ as $`x\pm \mathrm{}`$. Moreover, since $`bL^1(_+)`$, we have $`\widehat{b}L^{\mathrm{}}()`$. Hence we can conclude that $`\widehat{b}L_{1/2}^2()`$.

Firstly, this means that we are in a position to apply Corollary 5.8.

Secondly, the Hankel operator $`H(b)`$ is Hilbert-Schmidt (see Proposition 2.2). Moreover, the assumptions (i) and (ii) also imply that $`B(b)W(b)`$ is a Hilbert-Schmidt operator (see Proposition 2.9. Thus from the definition of $`𝒮`$ in Section 3.1 it follows that $`b𝒮`$. This allows us to apply Theorem 4.5.

Finally, the assumptions (i) and (ii) also imply that the assumptions of Proposition 5.1 are fulfilled.

Combining Theorem 4.5 with Proposition 5.1 and Corollary 5.8 yields the desired claim of Theorem 1.1.  $`\mathrm{}`$


text:
# Canonically conjugate pairs and phase operators

\[

## Abstract

For quantum mechanics on a lattice the position (“particle number”) operator and the quasi-momentum (“phase”) operator obey canonical commutation relations (CCR) only on a dense set of the Hilbert space. We compare exact numerical results for a particle in simple potentials on the lattice with the expectations, when the CCR are assumed to be strictly obeyed. Only for sufficiently smooth eigenfunctions this leads to reasonable results. In the long time limit the use of the CCR can lead to a qualitatively wrong dynamics even if the initial state is in the dense set.

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Since the pioneering work on quantization of the electromagnetic field, where Dirac  introduced a phase observable, supposedly conjugate to the number operator $`𝒩`$, there has been a long controversy wether a phase operator $`\widehat{\theta }`$ can be constructed which obeys the canonical commutation relation (CCR) $`[𝒩,\widehat{\theta }]=i\widehat{1}`$. As there exist excellent reviews which address this question  it is not necessary to give a detailed history of the various proposals. We want to point out that there are different types of “number operators” of importance. In quantum optics the eigenvalues of the particle number operator run from zero to infinity. For the case of fermions with a filled Dirac sea one often works with the number operator relative to the Dirac sea which has integer eigenvalues which run from minus infinity to plus infinity . A conceptionally simple case where the number operator is of the form $`𝒩=_{\mathrm{}}^{\mathrm{}}|nnn|`$ is (apart from the multiplicative factor of the lattice spacing $`a`$) the position operator $`\widehat{x}`$ for quantum mechanics on a one-dimensional lattice . In this paper case we treat infinite lattices which corresponds to the simpler case of a number operator not bounded from below , while the quantum optics scenario corresponds to a semi-infinite lattice.

Shortly after Dirac’s introduction of the phase operator Jordan  gave an argument why the CCR $`[𝒩,\widehat{\theta }]=i\widehat{1}`$ cannot hold as an operator identity. This commutation relation would imply $`[\mathrm{sin}\alpha 𝒩,\widehat{\theta }]=i\alpha \mathrm{cos}\alpha 𝒩`$. If one puts $`\alpha =\pi `$ this leads to a contradiction as $`\mathrm{sin}\pi 𝒩`$ is zero because $`𝒩`$ has integer eigenvalues, but $`\mathrm{cos}\pi 𝒩`$ is nonzero. It is only possible to construct a canonical pair $`(𝒩,\widehat{\theta })`$ on a dense set of the states of the Hilbert space . The question we want to address in this paper is if this fact is useful for typical applications in physics, where a Hamiltonian is given and one wants to solve the time-independent and (or) the time-dependent Schrödinger equation. An example where in this context the canonical commutation relation $`[𝒩,\widehat{\theta }]=i\widehat{1}`$ is generally assumed is in treatments of the Josephson Hamiltonian .

As a simple example we study the properties of a particle described by the Hamiltonian

$$H=\underset{m,n}{}(|m+nt_nm|+H.c.)+\underset{m}{}|mV_mm|,$$
(1)
where the $`t_n`$ are the hopping matrix elements and the $`V_m`$ are the local potentials. For a constant potential the (improper) eigenstates are the Bloch states

$$|k=\sqrt{\frac{a}{2\pi }}\underset{m}{}e^{iakm}|m,$$
(2)
with $`k`$ in the first Brillouin zone $`(\pi /a,\pi /a]`$. The Bloch states are normalized as $`k|k^{}=\delta (kk^{})`$. The “obvious” operator to replace the momentum operator (divided by $`\mathrm{}`$) on the lattice is the quasi-momentum operator

$$\widehat{k}=_{\pi /a}^{\pi /a}|kkk|𝑑k.$$
(3)
In the position representation $`\widehat{\theta }a\widehat{k}`$ is just the infinite lattice version of the “phase operator” proposed independently by Garrison and Wong  and Galindo  for the semi-infinite case

$$\widehat{\theta }|n=\underset{m(n)}{}\frac{(1)^{mn}}{i(mn)}|m.$$
(4)
If one applies $`\widehat{x}=a𝒩`$ to the states in Eq. (4) one sees that $`\widehat{x}\widehat{\theta }|n`$ is not an element of the Hilbert space $`l_2`$, while $`\widehat{\theta }\widehat{x}|n`$ is. A straightforward formal calculation shows that $`\widehat{x}`$ and $`\widehat{k}`$ do not obey a CCR

$$[\widehat{x},\widehat{k}]|n=i\underset{m(n)}{}(1)^{mn}|m.$$
(5)
The correction term can be expressed in terms of the projection operator on the Bloch state $`|\pi /a`$

$$[\widehat{x},\widehat{k}]=i\left(\widehat{1}\frac{2\pi }{a}|\frac{\pi }{a}\frac{\pi }{a}|\right).$$
(6)
For states $`|\psi `$ where the components $`\psi _nn|\psi `$ obey the condition $`S_\psi _n(1)^n\psi _n=0`$ the correction term vanishes. These states form a dense set of states of the Hilbert space $`l_2`$ . This condition is fulfilled when the components in position space are sufficiently smooth. If $`\psi _n=f(an)`$, where $`f`$ is a differentiable function, the operator $`i\widehat{k}`$ for $`a0`$ acts like the differential operator $`d/d(an)`$. Using Eq. (4) this can be seen by writing

$$n|i\widehat{k}|\psi =\underset{j=1}{\overset{\mathrm{}}{}}\frac{(1)^{j+1}}{ja}\left(\psi _{n+j}\psi _{nj}\right).$$
(7)
With the assumption on the function $`f`$ made above the series on the right hand side (rhs) is approximately of the form $`2(f^{}(an)f^{}(an)+f^{}(an)+\mathrm{})`$ which quickly converges to $`f^{}(an)`$. This can be best seen using the Euler transformation  of the sum on the rhs of Eq. (7).

We next consider functions of the operator $`\widehat{k}`$. For integer $`n`$ the exponential functions

$$e^{ina\widehat{k}}=\underset{m}{}|m+nm|\widehat{T}_n$$
(8)
are just the discrete translation operators. Using the site representation one easily shows the commutation relation $`[\widehat{x},e^{ina\widehat{k}}]=ane^{ina\widehat{k}}`$, which also can be “derived” assuming the CCR. The latter incorrect derivation could also be performed if $`n`$ is replaced by an arbitrary real number. But then the above result no longer holds, i.e. the use of the CCR gives a wrong answer. In the following we also use the operator $`\widehat{k}^2`$. Its matrix elements in the position representation are given by

$$a^2m|\widehat{k}^2|n=\frac{\pi ^2}{3}\delta _{mn}+2\frac{(1)^{mn}}{(mn)^2}(1\delta _{mn}).$$
(9)
Therefore the operator $`\widehat{k}^2/2`$ has the form of the first term on the rhs of Eq. (1) with $`t_0=\pi ^2/(6a^2)`$ and $`t_n=(1)^{n+1}/(an)^2`$. The corresponding energy eigenvalues $`ϵ_k=t_02_{n1}t_n\mathrm{cos}(akn)`$ are just the well known Fourier series which corresponds to the periodically continued parabola arcs. In the following we mainly work with the Hamiltonian $`H=\widehat{k}^2/2+V(\widehat{x})`$, which is a special case of Eq. (1).

We examine, if assuming the strict validity of the CCR $`[\widehat{x},\widehat{k}]=i\widehat{1}`$ can be useful in the description of a particle governed by such a Hamiltonian by comparison with exact results. We study the eigenvalue problem as well as solutions to the time dependent Schrödinger equation. Only for those eigenstates $`|\psi _E`$ which approximately fulfill $`\pi /a|\psi _E=0`$ we can expect the assumption $`[\widehat{x},\widehat{k}]=i\widehat{1}`$ to be useful.

We begin with the harmonic oscillator on the lattice $`H=\widehat{k}^2/2+c\widehat{x}^2/2`$. The Josephson Hamiltonian in its most simple form  correponds to a quadratic potential but with a kinetic energy $`\widehat{T}_{kin}`$ with nearest neighbour hopping $`(\widehat{1}\mathrm{cos}a\widehat{k})/a^2=[\widehat{1}(T_1+T_1)/2]/a^2`$ for $`a=1`$. We present results for both types of the kinetic energy and explicitely mention when $`\widehat{T}_{kin}=\widehat{k}^2/2`$ is not used . The exact solution can be obtained numerically by diagonalizing a sufficiently large matrix. The expectations from assuming the CCR $`[\widehat{x},\widehat{k}]=i\widehat{1}`$ are obvious if one introduces the usual ladder operators  and determines the eigenvalue spectrum purely algebraically, which yields $`E_n=\sqrt{c}(n+1/2)`$. If we further assume the expectation value of the potential energy to be half the energy eigenvalue as in the continuum limit it follows that the the wave function $`\psi _m^{(n)}`$ approximately extends from $`(n/\sqrt{c})^{1/2}`$ to $`(n/\sqrt{c})^{1/2}`$. The mean separation of the nodes of the corresponding wave function in the continuum is therefore given by $`2/\sqrt{nc^{1/2}}`$. The smoothness assumption which is necessary for the CCR to be approximately valid certainly breaks down, when this separation becomes of the order of the lattice constant $`a`$. One therefore expects the equidistant energy spectrum of the harmonic oscillator in the continuum to be approximately valid for quantum numbers $`n`$ smaller than $`b/\sqrt{a^4c}`$ where $`b`$ is of order unity. The exact numerical results for the lattice model are shown in Fig. 1.

The dashed line shows the criterion just derived for $`b=3`$. Above this line there are strong deviations from the equidistant spectrum, in fact pairs of eigenvalues become almost degenerate. A simple explanation for this observation will be given later. For comparison we also show two eigenvalues for the nearest neighbour kinetic energy $`(\widehat{1}\mathrm{cos}a\widehat{k})/a^2`$ which for small enough values of $`ac^{1/4}`$ are expected to form the same equidistant spectrum. As shown the results deviate from $`E_n=\sqrt{c}(n+1/2)`$ already for smaller values of $`ac^{1/4}`$ and the almost degeneracy of the eigenvalue pair occurs already for a smaller value of $`ac^{1/4}`$ compared to the long range hopping. Fig. 2 shows the behaviour of the absolute value of the overlap $`S_n_m(1)\psi _m^{(n)}`$ as a function of the quantum number $`n`$ for the even parity states. The values of $`n`$ where $`S_n`$ starts to become “nonzero” agree very well with expectation from the argument using the number of nodes.

In order to understand the spectrum in the upper right corner of Fig. 1 it is useful to first treat the case of a linear potential described by the Hamiltonian $`H=\widehat{k}^2/2F\widehat{x}`$. For such a potential the energy eigenvalue spectrum for the lattice model is known to be completely different from the continuum limit. It consists of an equidistant “Wannier-Stark”-ladder , while the spectrum is purely continous for the continuum case. This can easily be understood using the translation operators $`\widehat{T}_n`$ defined in Eq. (8) which obey the simple commutation relation $`[\widehat{T}_n,H]=anF\widehat{T}_n`$. After one localized eigenstate $`|E_0`$ with eigenvalue $`E_0`$ is shown to exist  this commutation relation implies that the $`\widehat{T}_n|E_0`$ are eigenstates with eigenvalues $`E_0anF`$. The form of the localized Wannier-Stark states for the long range hopping of Eq. (9) is shown in Fig. 3 (stars). The other wave function (circles) is discussed when we return to the discussion of the harmonic potential.

We next examine if the CCR assumption is of any use for the understanding of the time evolution in the linear potential. The equations of motion for the Heisenberg operators $`\widehat{x}(t)e^{iHt}\widehat{x}e^{iHt}`$ and $`\widehat{k}(t)`$ close if the CCR are assumed and yield $`\widehat{k}(t)_{\mathrm{CCR}}=\widehat{k}+Ft\widehat{1}`$ as well as $`\widehat{x}(t)_{\mathrm{CCR}}=\widehat{x}+\widehat{k}t+\widehat{1}Ft^2/2`$. Obviously the result for $`\widehat{k}(t)_{\mathrm{CCR}}`$ is incorrect as the operator $`\widehat{k}`$ defined in Eq. (3) is bounded and this property also has to hold for $`\widehat{k}(t)`$ . The result for the position operator using the CCR differs from the exact solution, which follows from $`[\widehat{x},\widehat{T}_n]=an\widehat{T}_n`$ and $`[\widehat{T}_n,H]=anF\widehat{T}_n`$ as

$$\widehat{x}(t)=\widehat{x}+\underset{n>0}{}[t_n\widehat{T}_n(e^{ianFt}1)/F+H.c.].$$
(10)
This shows that the exact solution is periodic  in time. The particle undergoes so called “Bloch-oscillations”.

The two results are compared in Fig. 4 for two Gaussian wave pakets ($`\psi _n(t=0)\mathrm{exp}[b(nn_0)^2]`$) with the same location but different widths as initial states.

If the initial wave paket extends over many lattice sites the CCR assumption yields an excellent approximation for times less than $`\pi /(aF)`$. At this time the turning point is reached in the exact solution. Approaching this time the overlap $`|S_{\psi (t)}||_n(1)\psi _n(t)|`$, also shown in Fig. 4, becomes large and the CCR assumption breaks down and yields a qualitatitely wrong long time behaviour with free acceleration as in the continuum. It should be pointed out that for a linear potential using a $`2\pi `$-periodic funtion of $`a\widehat{k}`$ for the kinetic energy, like e.g. the nearest neighbour hopping form $`(\widehat{1}\mathrm{cos}a\widehat{k})/a^2`$ the CCR result for $`\widehat{x}(t)`$ accidentally agrees with the exact solution. This is related to the fact mentioned earlier that the wrong use of the CCR yields the exact commutation realation $`[\widehat{x},e^{ina\widehat{k}}]=ane^{ina\widehat{k}}`$ for integer $`n`$.

After this discussion of the linear potential we can return to the harmonic potential and explain its properties in the regime where the CCR assumption breaks down.

The almost degeneracy of pairs of eigenvalues shown in the upper right corner of Fig. 1 can now easily be explained. As shown in Fig. 3 (circles) the eigenstates for large enough quantum numbers are just even and odd states which (apart from a factor $`\sqrt{2}`$) almost look like the Wannier-Stark state which one obtains when the harmonic potential is linearized locally. The bonding-antibonding splitting decreases exponentially with the distance of the the right and left part of the eigenfunctions. This leads to a very slow component in the time evolution of the position operator shown in Fig. 5. For the same potential the time evolution strongly depends on the initial position $`x_0=n_0a`$ of the wave paket. For sufficiently small values of $`n_0`$ the expectation value $`\widehat{x}(t)`$ is to a very good approximation given by a cosine function as predicted by assuming the CCR. For $`n_0=30`$ many different frequencies contribute and lead to clear deviations from harmonic motion (dashed curve). For $`n_0=40`$ the initial state has strong overlap with eigenstates for which the bonding-antibonding splitting is already rather small and the slow oscillation towards $`an_0`$ cannot be seen in the figure. Only in the very short time limit the CCR result for expectation value is useful. The fact that the deviations get more pronounced by increasing $`n_0`$ is opposite to what is widely believed  but is obvious from Fig.1. One obtains qualitatively similar results if the long range hopping is replaced by nearest neighbour hopping, i.e. $`\widehat{k}^2/2(\widehat{1}\mathrm{cos}a\widehat{k})/a^2`$ (see dashed-dotted curve in Fig. 5), which corresponds to the Josephson Hamiltonian. The two regimes indicated in Fig. 1 correspond to the Josephson and the Fock regime for this Hamiltonian . In the latter regime assuming the CCR must certainly fail for the long time dynamics.

In this paper we have shown that the fact that a canonical operator which is conjugate to the position operator on the lattice can be defined on a dense set of the Hilbert space is of very restricted use in practical applications. This is an indication that one has to be extremely careful in similar use of the particle number-phase CCR in fields like interacting electrons in one dimension  and the Josephson effect.

The author wants to thank V. Meden and W. Zwerger for stimulating discussions.