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# Spectral Analysis of Unitary Band Matrices

## 1 Introduction

The dynamical stability of quantum systems governed by a time periodic Hamiltonian is often characterized in terms of the spectral properties of the corresponding monodromy operator, a unitary operator defined as the evolution generated by the Hamiltonian over a period. A first rough classification consists in determining whether or not the spectrum of the monodromy operator contains an absolutely continuous (a.c.) component. The presence of absolutely continuous spectrum is a signature of unstable quantum systems, whereas a purely singular spectrum is a characteristic of quantum stability.

For smooth Hamiltonians, these spectral properties can be obtained through the study of an associated self-adjoint operator, the so-called Floquet or quasi-energy operator \[Ho1\], \[Y\]. In case the Hamiltonian is singular, e.g. when it corresponds to a kicked system, one is often lead to consider the monodromy operator directly \[Co2\]. In both situations, one is typically confronted with a problem where a dense pure point operator is perturbed either by the addition of a self-adjoint operator in the first case, or by a multiplicative unitary perturbation is the second case. A more or less detailed spectral analysis can thus be performed provided a perturbative framework of some sort is available, or in case disorder is present. See e.g. \[Be\], \[DS\], \[DLSV\], \[GY\], \[Ho2\], \[Ho3\], \[N\], \[J\] for the smooth case and, besides the review \[Co2\], \[Co1\], \[dO\], \[ADE\], \[Bo\] for the kicked case.

The dynamical quantum systems we address here are characterized by a monodromy operator given by a product of two pure point unitaries, neither of which can be considered a perturbation of the other. However, the spectral analysis can be carried over under certain circumstances due to the fact the monodromy operator has a band structure in some basis. The motivation of the construction of such operators is borrowed from the work \[BB\] which we briefly recall below.

As noted by these authors, this structure allows us to adapt the techniques developed in the study of one dimensional discrete Schrödinger operators to the unitary framework in order to obtain results about the spectrum of such monodromy operators.

Let us briefly summarize the paper. In section 2, we define explicitly the class of unitary operators on the integer lattices $``$ and $``$ that we shall study and discuss their relationship to \[BB\]. These operators depend on transmission and reflection amplitudes at each lattice point. Some simple perturbative results for essential and absolutely continuous spectra are obtained in section 3. Here, the moduli of the transmission and reflection amplitudes may vary from point to point, but in the remainder of the paper these moduli are assumed constant on the lattice. In sections 4 and 5, we consider the random case, in which the phases are independent and randomly distributed on the circle, and we prove that the spectrum is purely singular. To do this, we first establish a version of the Ishii-Pastur Theorem according to which the absolutely continuous part of the spectrum is almost surely supported on the closure of the set where the Lyapunov exponent vanishes and then prove that the Lyapunov exponent is everywhere positive. In section 6, we consider the coherent case, in which the phases are eventually periodic. We identify the absolutely continuous spectrum, and show that the singular continuous spectrum is absent. Finally, in section 7, we give an example in which the phases are almost periodic and the spectrum is purely singular continuous.

## 2 Construction of the Monodromy Operator

We consider a class of monodromy operators whose construction is motivated by the study of a model of electronic transport in a ring threaded by a linear time dependent magnetic flux, as discussed in \[BB\], and references therein. Neglecting the curvature of the ring, the instantaneous Hamiltonian of the one-body Schrödinger operator corresponds to that of a one dimensional Schrödinger operator with a periodic potential describing the material of the ring and time dependent boundary conditions of Floquet type. With a choice of linear flux, the time plays the role of the quasi-momentum. Therefore, as a function of time, the Hamiltonian is periodic and its instantaneous spectrum is given by the band structure corresponding to the potential. Under some adiabaticity condition, the evolution operator is assumed to couple states by adjacent pairs of states only by means of the Landau-Zener mechanism. The concerned states are those whose corresponding eigenvalues become close to one another. Thus, a given state with index $`k`$ say, is coupled once to the one with index $`k1`$ and once with the one index $`k+1`$. This yields the band structure of the evolution operator over a period in the basis of eigenvectors at time zero, say. We refer the reader to this paper for physical background and further description of the regime in which the model holds. Let us now define our monodromy operator following the main lines of the construction sketched above.

Our separable Hilbert space is $`l^2()`$ and we denote the canonical basis by $`\{\phi _k\}_k`$. In order to make contact with the above model, we shall also state results for $`l^2()`$. The most general $`2\times 2`$ unitary matrix depends on $`4`$ parameters and can be written as

$$S=\text{e}^{i\theta }\left(\begin{array}{cc}r\text{e}^{i\alpha }& it\text{e}^{i\gamma }\\ it\text{e}^{i\gamma }& r\text{e}^{i\alpha }\end{array}\right),$$
(2.1)
where $`\alpha ,\gamma ,\theta `$ belong to the torus $`𝕋`$ and the real parameters $`t,r`$, also called reflection and transition coefficients, are linked by $`r^2+t^2=1`$.

We introduce an infinite set of such matrices $`\{S_k\}_k`$ where $`S_k`$ depends on the phases $`\alpha _k,\gamma _k,\theta _k`$, and the reflection and transition coefficients $`t_k,r_k`$. They are the building blocks of our monodromy operator in $`l^2()`$.

Let $`P_j`$ be the orthogonal projector on the span of $`\phi _j,\phi _{j+1}`$ in $`l^2()`$. We introduce $`U_e,U_o`$ two $`2\times 2`$ block diagonal unitary operators on $`l^2()`$ defined by

$`U_e`$ $`=`$ $`{\displaystyle \underset{k}{}}P_{2k}S_{2k}P_{2k}`$
$`U_o`$ $`=`$ $`{\displaystyle \underset{k}{}}P_{2k+1}S_{2k+1}P_{2k+1},`$ (2.2)
or, in matrix representation in the canonical basis,

$$U_e=\left(\begin{array}{ccccc}\mathrm{}& & & & \\ & S_2& & & \\ & & S_0& & \\ & & & S_2& \\ & & & & \mathrm{}\end{array}\right)$$
(2.3)
and similarly for $`U_o`$, with $`S_{2k+1}`$ in place of $`S_{2k}`$. Note that the $`2\times 2`$ blocks in $`U_e`$ are shifted by one with respect to those of $`U_o`$ along the diagonal.

We now define the monodromy operator $`U`$, object of our investigations, by

$$U=U_oU_e,$$
(2.4)
such that, for any $`k`$,

$`U\phi _{2k}`$ $`=`$ $`ir_{2k}t_{2k1}\text{e}^{i(\theta _{2k}+\theta _{2k1})}\text{e}^{i(\alpha _{2k}\gamma _{2k1})}\phi _{2k1}`$
$`+`$ $`r_{2k}r_{2k1}\text{e}^{i(\theta _{2k}+\theta _{2k1})}\text{e}^{i(\alpha _{2k}\alpha _{2k1})}\phi _{2k}`$
$`+`$ $`ir_{2k+1}t_{2k}\text{e}^{i(\theta _{2k}+\theta _{2k+1})}\text{e}^{i(\gamma _{2k}+\alpha _{2k+1})}\phi _{2k+1}`$
$``$ $`t_{2k}t_{2k+1}\text{e}^{i(\theta _{2k}+\theta _{2k+1})}\text{e}^{i(\gamma _{2k}+\gamma _{2k+1})}\phi _{2k+2}`$
$`U\phi _{2k+1}`$ $`=`$ $`t_{2k}t_{2k1}\text{e}^{i(\theta _{2k}+\theta _{2k1})}\text{e}^{i(\gamma _{2k}+\gamma _{2k1})}\phi _{2k1}`$ (2.5)
$`+`$ $`it_{2k}r_{2k1}\text{e}^{i(\theta _{2k}+\theta _{2k1})}\text{e}^{i(\gamma _{2k}+\alpha _{2k1})}\phi _{2k}`$
$`+`$ $`r_{2k}r_{2k+1}\text{e}^{i(\theta _{2k}+\theta _{2k+1})}\text{e}^{i(\alpha _{2k}\alpha _{2k+1})}\phi _{2k+1}`$
$`+`$ $`ir_{2k}t_{2k+1}\text{e}^{i(\theta _{2k}+\theta _{2k+1})}\text{e}^{i(\alpha _{2k}\gamma _{2k+1})}\phi _{2k+2}.`$
In matrix form, without expliciting the elements, we have the structure

$$U=\left(\begin{array}{cccccccccc}\mathrm{}& & & & & & & & & \\ & & & & & & & & & \\ & & & & & & & & & \\ & & & & & & & & & \\ & & & & & & & & & \\ & & & & & & & & & \\ & & & & & & & & & \\ & & & & & & & & & \\ & & & & & & & & & \\ & & & & & & & & & \mathrm{}\end{array}\right).$$
(2.6)
In the regime considered in \[BB\], the transition coefficients $`t_k`$, and all elements of the scattering matrices $`S_k`$ can be computed from the band functions of the periodic background potential. In particular, the transition coefficients may admit a limit as $`k\mathrm{}`$.

In this paper, we briefly show how to get information on the spectral properties of the monodromy operators defined on $`l^2()`$ from those of operators defined on $`l^2()`$. Also, we briefly demonstrate how spectral properties of $`U`$ when the $`t_k`$’s have limits $`t_\pm `$ as $`k\pm \mathrm{}`$ can be related to those of the limiting operator with constant (in $`k`$) transition coefficients $`t`$. Then we focus on the case of constant transition and reflexion coefficients $`t_k=t]0,1[r_k=r]0,1[`$, $`k`$, which is the main object of our analysis. This corresponds to a regime of the original model in which the sole behavior of the scattering phases $`\theta _k,\gamma _k,\alpha _k`$ determine the spectral properties of $`U`$. It is argued in \[BB\] on the basis of numerical computations that in case these phases have a coherent behavior as functions of $`k`$, if they are periodic say, $`U`$ has an a.c. component in its spectrum, whereas $`U`$ should be singular if some phases are random. Following their arguments, we are aiming at a rigorous version of similar statements in our setting.

## 3 First properties

At this point, we have slightly generalized the construction proposed by \[BB\] in order to define our monodromy operator, a unitary pentadiagonal band matrix. Before going further in the analysis, one can ask whether simpler unitary band matrices could provide interesting models, spectrally speaking, as is the case in the self-adjoint setting where the discrete Schrödinger operators are tridiagonal, though non-trivial. The next lemma answers this question negatively, validating our model from another point of view. Its proof can be found in Appendix.

###### Lemma 3.1

If $`U`$ is unitary and tridiagonal, then $`U`$ is either a shift operator, or an infinite direct sum of $`2\times 2`$ unitary matrices of the form (2.3).

On the other hand, it is straightforward to construct unitary band matrices with larger width starting with general unitary finite size matrices, following the same steps as above.

### Perturbative results

In the physical context alluded to above, the natural Hilbert space is $`l^2(^{})`$, with $`^{}`$ the set of positive integers, and the definition of the unitary monodromy operator, say $`U^+`$, is

$`U^+\phi _1=r_1e^{i(\theta _0+\theta _1)}e^{i\alpha _1}\phi _1+it_1e^{i(\theta _0+\theta _1)}e^{i\gamma _1}\phi _2,`$
$`U^+\phi _k,k>1,`$ (3.1)
as in (2). We shall also define $`U^{}`$ on $`l^2(^{})`$ in a similar fashion. Consider $`U^e`$ on $`l^2()`$ defined by (2) with even matrix elements

$$\{t_k,\theta _k,\alpha _k,\gamma _k\}=\{t_k,\theta _k,\alpha _k,\gamma _k\}k.$$
(3.2)
###### Theorem 3.1

Let $`U^+`$ and $`U^e`$ be as above and let $`U_{a.c.}^+`$ and $`U_{a.c.}^e`$ denote their restriction to their respective absolutely continuous subspaces. Then

$$\sigma _{ess}(U^+)=\sigma _{ess}(U^e),\text{ and }U_{a.c.}^+U_{a.c.}^+U_{a.c.}^e,$$

where $``$ means unitary equivalence.

Proof: We can write on $`l^2(^{})l^2(^{})`$

$`U^e`$ $`=`$ $`\left(\begin{array}{ccc}CU^+C^1& & \\ & 1& \\ & & U^+\end{array}\right)+F`$ (3.3)
$`=`$ $`\left(\begin{array}{ccc}C& & \\ & 1& \\ & & \mathrm{I}\mathrm{I}\end{array}\right)\left(\begin{array}{ccc}U^+& & \\ & 1& \\ & & U^+\end{array}\right)\left(\begin{array}{ccc}C^1& & \\ & 1& \\ & & \mathrm{I}\mathrm{I}\end{array}\right)+F`$
where absent elements denote zeros, $`\mathrm{I}`$$`\mathrm{I}`$ is the identity, $`C`$ is the operator

$$\begin{array}{cc}C:& l^2(^{})l^2(^{})\\ & \phi _k\phi _k\end{array}$$
(3.4)
and $`F`$ is a finite rank operator. Noting that $`\sigma (CU^+C^1)=\sigma (U^+)`$, we get the result by Weyl’s and Birman-Krein’s theorems on invariance of essential, resp. absolutely continuous spectrum, under compact, resp. trace class, perturbation.

Let us now consider the situation where the transition coefficients of the operator $`U`$ defined by (2) satisfy

$$\underset{k\pm \mathrm{}}{lim}t_k=t_\pm \underset{k\pm \mathrm{}}{lim}r_k=r_\pm .$$
(3.5)
We measure the convergence by means of the quantities $`\delta ^\pm `$ defined by

$$\delta ^+(j)=\mathrm{max}\{r_jr_{j1}r_+^2,t_jt_{j1}t_+^2,t_jr_{j\pm 1}r_+t_+\},j,$$
(3.6)
and similarly for $`\delta ^{}`$. Let $`U^\pm (t_\pm )`$ defined on $`l^2(\pm ^{})`$ by (3) with $`t_k=t_\pm `$ and $`r_k=r_\pm `$, for all $`k\pm ^{}`$ .

###### Theorem 3.2

Assume (3.5) and let $`U`$ and $`U^\pm (t_\pm )`$ be as above. Then

$$\sigma _{ess}(U)=\sigma _{ess}(U^+(t_+))\sigma _{ess}(U^{}(t_{})).$$

If, furthermore, there exists $`ϵ>1/2`$ such that $`sup_j\delta ^\pm (j)j^{2ϵ}<\mathrm{}`$,

$$U_{a.c.}U_{a.c.}^+(t_+)U_{a.c.}^{}(t_{}).$$

Proof: Let us introduce the asymptotic unitary operator $`U_{,+}`$ by

$$U_{,+}=\left(\begin{array}{ccc}U^{}(t_{})& & \\ & 1& \\ & & U^+(t_+)\end{array}\right).$$
(3.7)
The difference between the actual and asymptotic operators is given by the operator

$$\mathrm{\Delta }=UU_{,+}$$
(3.8)
whose matrix elements $`\mathrm{\Delta }(j,k)=\phi _j|\mathrm{\Delta }\phi _k`$ satisfy for $`|k|>1`$,

$$|\mathrm{\Delta }(j,k)|\{\begin{array}{cc}\mathrm{max}\{\delta ^\pm (j1),\delta ^\pm (j),\delta ^\pm (j+1)\}& \text{ if }|jk|2\\ 0& \text{ otherwise. }\end{array}$$
(3.9)
Therefore, approximating $`\mathrm{\Delta }`$ by a finite matrix $`\mathrm{\Delta }_N`$, we can use the Schur condition, \[K\], P.143, to estimate the norm of the difference $`\mathrm{\Delta }\mathrm{\Delta }_N`$ and get $`\mathrm{\Delta }\mathrm{\Delta }_N0`$ as $`N\mathrm{}`$. This, in turn, shows that $`\mathrm{\Delta }`$ is compact and that the essential spectra of $`U`$ and $`U_{,+}`$ coincide and yields the first assertion. The second is proven following arguments used in \[Ho2\]. Let $`ϵ>1/2`$ and set $`<j>=(1+j^2)^{1/2}`$. We define $`\mathrm{\Lambda }=\text{diag }\{<j>^ϵ\}`$ in the basis $`\{\phi _k\}_k`$. As $`\mathrm{\Delta }=\mathrm{\Lambda }^1(\mathrm{\Lambda }\mathrm{\Delta }\mathrm{\Lambda })\mathrm{\Lambda }^1`$, where $`\mathrm{\Lambda }^1`$ is Hilbert-Schmidt, $`\mathrm{\Delta }`$ will be trace class as soon as $`\mathrm{\Lambda }\mathrm{\Delta }\mathrm{\Lambda }`$ is bounded. Its non-zero matrix elements are

$$(\mathrm{\Lambda }\mathrm{\Delta }\mathrm{\Lambda })(j,k)=(<j><k>)^ϵ\mathrm{\Delta }(j,k),k=j,j\pm 1,j\pm 2,$$
(3.10)
so that we get boundedness as above from the Schur condition and the estimate (3.9).
Remarks:
i) An analogous statement is obviously true for operators defined on $`l^2(^{})`$.
ii) The condition $`sup_j\delta ^\pm (j)j^{2ϵ}<\mathrm{}`$ for some $`ϵ>1/2`$, actually is necessary as well to have $`\mathrm{\Delta }`$ trace-class. Indeed, in case $`t_\pm =tr_\pm =r`$ with $`tr0`$, $`tr`$, and $`tt_j=1/j^\alpha `$, one checks that $`\delta (j)c/j^\alpha `$, for some constant $`c`$. Assuming that $`\mathrm{\Delta }`$ is trace class, we have $`_j|\mathrm{\Delta }(j,j)|<\mathrm{}`$ which is equivalent to $`_j1/<j>^\alpha <\mathrm{}`$ and requires $`\alpha >2ϵ`$, for some $`ϵ>1/2`$.
iii) It is clear that similar perturbative results holds for more general cases where the phases have a limiting behavior as well.

The case $`t_+=t_{}=0`$ is of particular interest and allows a stronger result.

###### Theorem 3.3

Consider $`U`$ on $`l^2()`$ defined by (2) and $`U^+`$ on $`l^2(^{})`$ defined by (3). If $`lim\; inf_{k\pm \mathrm{}}t_k=0`$, then

$$\sigma _{a.c.}(U)=\sigma _{a.c.}(U^+)=\mathrm{}.$$
(3.11)
Proof: We consider $`U`$ only, the proof for $`U^+`$ being similar. Let $`U_n`$ be equal to $`U`$ with $`t_n=0`$ and

$$F_n=UU_n.$$
(3.12)
The matrix of $`U_n`$ is separated into two disjoint blocks and $`F_n`$ is a rank four operator with $`F_nct_n`$. The hypothesis insures the existence of a subsequence $`t_{n(k)}`$ going to zero as fast as we wish, say as $`<k>^2`$, when $`k\pm \mathrm{}`$. We set

$$G=\underset{k}{}F_{n(k)}\text{ and }\stackrel{~}{U}=UG.$$
(3.13)
By construction, we have for some constant $`\stackrel{~}{c}`$

$$G_14\underset{k}{}F_{n(k)}\underset{k}{}\frac{\stackrel{~}{c}}{<k>^2}<\mathrm{}$$
(3.14)
and $`\stackrel{~}{U}`$ is pure point, hence the result.
Remarks:
i) In case there exists a subsequence $`\{t_{n(k)}\}`$ such that

$$\underset{k+\mathrm{}}{lim}t_{n(k)}=t_+\text{ and }\underset{k\mathrm{}}{lim}t_{n(k)}=t_{},$$
(3.15)
a similar construction is valid and we get an approximation of the form

$$U=\stackrel{~}{U}_{,+}+G_{,+},$$
(3.16)
where $`\stackrel{~}{U}_{,+}`$ contains an infinite number of $`t_{}`$ and $`t_+`$ in its matrix representation and $`G_{,+}`$ is trace class. However we do not know the spectral properties of such $`\stackrel{~}{U}_{,+}`$’s.
ii) If $`U^+(0)`$ defined according as in Proposition (3.3) is such that its pure point spectrum possesses a finite number of accumulation points only, then, if $`limt_j0`$, $`\sigma (U^+)`$ is pure point with finitely many accumulation points as well. This will be true in case the phases have a coherent behavior, see Section 6.

Motivated by the previous theorems, we now address the spectral properties of the limiting operators.

### Constant reflection and transition coefficients

From now, $`t_k=t`$, $`r_k=r`$, $`k`$. We first note that the extreme cases where $`rt=0`$ are spectrally trivial.

###### Proposition 3.1

In case $`t=0r=1`$, $`U`$ is pure point and if $`t=1r=0`$, $`U`$ is purely absolutely continuous.

Proof: The first case is trivial. In the second case, we observe that $`U`$ is reduced by the supplementary subspaces $`L^+`$, respectively $`L^{}`$, generated by the vectors in the canonical basis with even indices, respectively odd indices. Moreover $`U|_{L^\pm }`$ is unitarily equivalent to the shift operator, hence the result.
Remark: As a typical Corollary, we get the following spectral properties for monodromy operators $`U^+`$ defined on $`l^2(^{})`$ according to (3).

$$\sigma _{a.c.}(U^+)=S^1\text{ if }t_j11/j^\alpha ,\alpha >1.$$
(3.17)
The rest of the paper is devoted to studying the limiting operator when $`t_k=t]0,1[r_k=r]0,1[`$, $`k`$.

All phases in the definition of $`U`$ do not play the same role, as the following Lemma shows. One the one hand it justifies the choice made in \[BB\] where the phases $`\gamma _k`$ are taken equal to zero and, on the other hand, it will be very useful below.

###### Lemma 3.2

If we denote the matrix (2.6) by $`M(\{\theta _k\},\{\alpha _k\},\{\gamma _k\})`$, and identify $`U`$ to it, we have for any sequences $`\{\theta _k\},\{\alpha _k\},\{\gamma _k\}`$, $`k`$

$$UM(\{\theta _k\},\{\alpha _k\},\{\gamma _k\})M(\{\theta _k\},\{\alpha _k\},\{0\}).$$

Remarks:
i) As a Corollary, we can replace the sequence $`\{\gamma _k\}`$, $`k`$ in the definition of $`U`$ by any other sequence $`\{\gamma _k^{}\}`$.
ii) The same statement is true for $`U^+`$ defined on $`l^2(^{})`$ by (3).
Proof: Let $`V`$ be the unitary operator defined by

$$V\phi _k=\text{e}^{i\zeta _k}\phi _k,k.$$
(3.18)
One checks easily that the operator $`V^1UV`$ has the form $`M(\{\theta _k\},\{\alpha _k\},\{0\})`$ in the canonical basis provided for all $`j`$,

$$\zeta _j\zeta _{j1}=\gamma _{j1}.$$
(3.19)
This is realized by taking, for example, $`\zeta _0=0`$ and

$$\zeta _k=\underset{j=0}{\overset{k1}{}}\gamma _j,\zeta _k=\underset{j=1}{\overset{k}{}}\gamma _j,k^{}.$$
(3.20)
### Generalized eigenvectors

Without making use yet of the freedom we have in the sequence $`\{\gamma _k\}`$, $`k`$, we now turn to the eigenvalue equation

$`U\psi =\text{e}^{i\lambda }\psi ,`$
$`\psi ={\displaystyle \underset{k}{}}c_k\phi _k,c_k,\lambda .`$ (3.21)
One sees from the structure (2.6) of the operator $`U`$, that if $`\psi `$ satisfies (3), a linear relation between the coefficients $`(c_{2k},c_{2k+1})`$ and $`(c_{2k2},c_{2k1})`$ of the form

$$\left(\begin{array}{c}c_{2k}\\ c_{2k+1}\end{array}\right)=T(k)\left(\begin{array}{c}c_{2k2}\\ c_{2k1}\end{array}\right)$$
(3.22)
must exist, provided some $`2\times 2`$ matrix is invertible. Using the definition (2), straightforward computations show that the matrix $`T(k)`$ has elements

$`T(k)_{11}`$ $`=`$ $`\text{e}^{i(\lambda +\gamma _{2k1}+\gamma _{2k2}+\theta _{2k1}+\theta _{2k2})}`$ (3.23)
$`T(k)_{12}`$ $`=`$ $`i{\displaystyle \frac{r}{t}}\left(\text{e}^{i(\lambda +\gamma _{2k1}\alpha _{2k2}+\theta _{2k1}+\theta _{2k2})}\text{e}^{i(\gamma _{2k1}\alpha _{2k1})}\right)`$
$`T(k)_{21}`$ $`=`$ $`i{\displaystyle \frac{r}{t}}(\text{e}^{i(\theta _{2k2}\theta _{2k}+\gamma _{2k}+\gamma _{2k1}+\gamma _{2k2}+\alpha _{2k1})}`$
$``$ $`\text{e}^{i(\lambda +\theta _{2k2}+\theta _{2k1}+\gamma _{2k}+\gamma _{2k1}+\gamma _{2k2}+\alpha _{2k})})`$
$`T(k)_{22}`$ $`=`$ $`{\displaystyle \frac{1}{t^2}}\text{e}^{i(\lambda +\theta _{2k}+\theta _{2k1}\gamma _{2k}\gamma _{2k1})}`$
$`+`$ $`{\displaystyle \frac{r^2}{t^2}}\text{e}^{i(\gamma _{2k}+\gamma _{2k1})}\left(\text{e}^{i(\theta _{2k}\theta _{2k2}+\alpha _{2k2}\alpha _{2k1})}+\text{e}^{i(\alpha _{2k}\alpha _{2k1})}\right)`$
$``$ $`{\displaystyle \frac{r^2}{t^2}}\text{e}^{i(\lambda +\theta _{2k2}+\theta _{2k1}+\gamma _{2k}+\gamma _{2k1}+\alpha _{2k}\alpha _{2k2})},`$
provided $`t0`$. We also compute

$$detT(k)=\text{e}^{i(\theta _{2k2}\theta _{2k}+\gamma _{2k}+2\gamma _{2k1}+\gamma _{2k2})}$$
(3.24)
so that $`|detT(k)|=1`$.

Therefore, once the coefficients $`(c_0,c_1)`$ are given, we compute for any $`k`$,

$`\left(\begin{array}{c}c_{2k}\\ c_{2k+1}\end{array}\right)`$ $`=`$ $`T(k)\mathrm{}T(2)T(1)\left(\begin{array}{c}c_0\\ c_1\end{array}\right)\mathrm{\Phi }(k)\left(\begin{array}{c}c_0\\ c_1\end{array}\right)`$
$`\left(\begin{array}{c}c_{2k}\\ c_{2k+1}\end{array}\right)`$ $`=`$ $`T(k+1)^1\mathrm{}T(1)^1T(0)^1\left(\begin{array}{c}c_0\\ c_1\end{array}\right)\mathrm{\Phi }(k)\left(\begin{array}{c}c_0\\ c_1\end{array}\right).`$ (3.25)
The multiplicity of possible eigenvalues is therefore bounded by two.

## 4 Random setting

Apart from the fact that our transfer matrix is complex valued instead of the usual real valued setting suiting the discrete Schrödinger case, we will see that here also one Lyapunov exponent is enough to describe the spectral properties of $`U`$, when the phases are random and the transfer matrices $`T(k)`$ are independent and identically distributed.

Making use of Lemma 3.2, let us introduce a probabilistic space $`(\mathrm{\Omega },,\mathrm{I}\mathrm{P})`$, where $`\mathrm{\Omega }`$ is identified with $`\{𝕋^{}\}`$, $`𝕋`$ being the torus, and $`\mathrm{I}\mathrm{P}=_k\mathrm{I}\mathrm{P}_0`$, where $`\mathrm{I}\mathrm{P}_0`$ is the uniform distribution on $`𝕋`$ with $``$ the $`\sigma `$-algebra generated by the cylinders. We introduce the set of random vectors on $`(\mathrm{\Omega },,\mathrm{I}\mathrm{P})`$ given by

$`\beta _k=(\theta _k,\alpha _k):\mathrm{\Omega }𝕋^2,k,`$
$`\theta _k(\omega )=\omega _{2k},\alpha _k(\omega )=\omega _{2k+1}.`$ (4.1)
The random vectors $`\{\beta _k\}_k`$ are i.i.d and uniformly distributed on $`𝕋^2`$.

We denote by $`U_\omega `$ the random unitary operator corresponding to the random infinite matrix (2.6)

$$U_\omega =M(\{\theta _k(\omega )\},\{\alpha _k(\omega )\},\{0\}).$$
(4.2)
Introducing the shift operator $`S`$ on $`\mathrm{\Omega }`$ by

$$S(\omega )_k=\omega _{k+2},k,$$
(4.3)
we get an ergodic set $`\{S^j\}_j`$ of translations. With the unitary operator $`V_j`$ defined on the canonical basis of $`l^2()`$ by

$$V_j\phi _k=\phi _{k2j},k,$$
(4.4)
we observe that for any $`j`$

$$U_{S^j\omega }=V_jU_\omega V_j^{}.$$
(4.5)
Therefore, our random operator $`U_\omega `$ is a an ergodic operator. The spectral projectors $`E_\mathrm{\Delta }(\omega )`$ of $`U_\omega `$ where $`\mathrm{\Delta }`$ is a Borel set of $`𝕋`$, define a weakly measurable projector valued family of operators on $`\mathrm{\Omega }`$ and the spectrum of $`U_\omega `$ is deterministic, see \[CL\]. However, we shall not make use of these properties below.

As it stands, the transfer matrix $`T(k)`$ depending on the random vectors $`\beta _{2k},\beta _{2k1},\beta _{2k2}`$ seems to be correlated with $`T(k+1)`$ and $`T(k1)`$. Using the same Lemma 3.2, we can replace the sequence $`\{0\}`$ in (4.2) by $`\{(1)^{k+1}\alpha _k\}`$, so that we consider explicitly $`M(\{\theta _k\},\{\alpha _k\},\{(1)^{k+1}\alpha _k\})`$ and the corresponding transfer matrices. Thus, in terms of the new variable, with $`\lambda `$,

$`\eta _k(\lambda )=\theta _k+\theta _{k1}+\alpha _k\alpha _{k1}+\lambda ,`$ (4.6)
the transfer matrix can be written as

$$T(k)T(\eta _{2k}(\lambda ),\eta _{2k1}(\lambda ))$$

with

$`T(k)_{11}`$ $`=`$ $`\text{e}^{i\eta _{2k1}}`$ (4.7)
$`T(k)_{12}`$ $`=`$ $`i{\displaystyle \frac{r}{t}}\left(\text{e}^{i\eta _{2k1}(\lambda )}1\right)`$
$`T(k)_{21}`$ $`=`$ $`i{\displaystyle \frac{r}{t}}\left(\text{e}^{i(\eta _{2k}(\lambda )\eta _{2k1}(\lambda ))}\text{e}^{i\eta _{2k1}(\lambda )}\right)`$
$`T(k)_{22}`$ $`=`$ $`{\displaystyle \frac{1}{t^2}}\text{e}^{i\eta _{2k}(\lambda )}+{\displaystyle \frac{r^2}{t^2}}\left(\text{e}^{i(\eta _{2k}(\lambda )\eta _{2k1}(\lambda ))}+1\text{e}^{i\eta _{2k1}(\lambda )}\right).`$
Therefore, introducing the set of random vectors

$$\delta _k=(\eta _{2k}(\lambda ),\eta _{2k1}(\lambda ))𝕋^2,k$$
(4.8)
we observe that the set of random transfer matrices $`\{T(k)\}_k`$ will be independent provided the set of random vectors $`\{\delta _k\}_k`$ are independent.

Using properties of the characteristic functions of random vectors

$$\mathrm{\Phi }_\beta (n_1,n_2)=𝔼(e^{i(n_1\beta _1(\omega )+n_2\beta _2(\omega ))}),n_1,n_2,$$
(4.9)
we get the following Lemma.

###### Lemma 4.1

If the vector $`\{\beta _k\}_k`$ are i.i.d and uniform, the random vectors $`\{\delta _k\}_k`$ are also i.i.d and uniformly distributed on $`𝕋^2`$. In turn, the set of transfer matrices $`\{T(k)\}_k`$ are i.i.d random matrices in $`Gl_2()`$.

We can now state our main result in the random setting:

###### Theorem 4.1

Let $`U_\omega `$ be defined by its matrix elements (2) with $`t(0,1)`$. Assuming the phases $`\{\alpha _k\}_k`$ and $`\{\theta _k\}_k`$ are i.i.d. and uniform on $`𝕋`$, we have almost surely

$$\sigma _{a.c.}(U_\omega )=\mathrm{}.$$

The next section is devoted to the proof of this Theorem.

Remarks:
i) The same result for $`U_\omega ^+`$ defined by (3) holds by Theorem 3.2.
ii) In case the phases $`\alpha _k𝕋`$ are deterministic and of the form $`\alpha _k=ak+b`$, $`a,b`$, whereas the $`\theta _k`$’s are i.i.d. and uniform, the conclusions of the above Lemma and Theorem still hold. The same is true if the $`\theta _k`$’s are deterministic and constant whereas the $`\alpha _k`$’s are i.i.d. and uniform.
iii) To motivate our hypotheses on the uniform distribution of the phase vectors $`\beta _k`$, we recall the

###### Lemma 4.2

If $`X_k`$, $`k`$, is a set of i.i.d. random variables on $`𝕋`$ with support not reduced to a point, then the random variables $`Y_k^\pm =X_k\pm X_{k1}`$, $`k`$ are independent if and only if the $`X_k`$ are uniformly distributed.

A proof of Lemmas 4.1 and 4.2 can be found in Appendix.

## 5 Lyapunov Exponents

As the map $`(\text{4.6})`$ is measurable, we can realize our transfer matrices as an i.i.d. random process on the same probabilistic space $`(\mathrm{\Omega },,\mathrm{I}\mathrm{P})`$ in such a way that

$$T(k,\omega )=T(\omega _{2k},\omega _{2k1}),k,\omega 𝕋^{},$$
(5.1)
with the $`C^{\mathrm{}}`$ map $`T:𝕋^2Gl_2()`$ defined in (4). Therefore,

$$T(k+1,\omega )=T(k,S(\omega )),k.$$
(5.2)
The set of translations $`\{S^j\}_j`$ is ergodic and we can write for all $`k^{}`$,

$`\mathrm{\Phi }(k,\omega )`$ $`=`$ $`T(k,\omega )T(k1,\omega )\mathrm{}T(1,\omega )`$ (5.3)
$`=`$ $`T(1,S^k(\omega ))T(1,S^{k1}(\omega ))\mathrm{}T(1,\omega ).`$
Similarly,

$$\mathrm{\Phi }(k,\omega )=T^1(0,S^{k+1}\omega )T^1(0,S^k\omega )\mathrm{}T^1(0,\omega ).$$
(5.4)
Therefore $`\{\mathrm{\Phi }(k,\omega )\}_k`$ defines a random ergodic linear dynamical system over $`Gl_2()`$ generated by the map $`T(1,)`$ and $`\{\mathrm{\Phi }(k,\omega )\}_k`$ defines another one generated by $`T^1(0,)`$.

We are now formally in good shape to apply Oseledec’s and Furstenberg’s Theorems to define and study the Lyapunov exponents. However, the last result is stated for real valued matrices, and, in particular, irreducibility properties of groups of matrices are a delicate matter. Therefore, we first want to map our problem to a problem involving matrices in $`Gl_4()`$. This is done very conveniently using the method described in \[MT\], which we apply to our setting. We will denote by $`|`$ the scalar product on $`^4`$ or $`^2`$ and we introduce

$$I=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),J=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right).$$
(5.5)
We define a sub-algebra of $`𝒜_4()`$ of $`_4()`$ by

$$𝒜_4()=\{\left(\begin{array}{cc}a_1I+a_2J& b_1I+b_2J\\ c_1I+c_2J& d_1I+d_2J\end{array}\right),a_j,b_j,c_j,d_j,j=1,2.\}.$$
(5.6)
The topology on $`_2()`$, $`_4()`$ is generated by the spectral norm

$$A=\sqrt{\underset{\lambda \sigma (|A|)}{}|\lambda |^2}$$
(5.7)
and that of $`𝒜_4()`$ is the induced topology. Let $`\rho `$ be the mapping $`\rho :^2^4`$

$$\left(\begin{array}{c}x\\ y\end{array}\right)\left(\begin{array}{c}\mathrm{}(x)\\ \mathrm{}(x)\\ \mathrm{}(y)\\ \mathrm{}(y)\end{array}\right),$$
(5.8)
and $`\tau :_2()𝒜_4()`$ be defined by

$$\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)\left(\begin{array}{cc}\mathrm{}(a)I+\mathrm{}(a)J& \mathrm{}(b)I+\mathrm{}(b)J\\ \mathrm{}(c)I+\mathrm{}(c)J& \mathrm{}(d)I+\mathrm{}(d)J\end{array}\right).$$
(5.9)
The following properties are readily checked:

###### Lemma 5.1

For any $`u,v^2`$, and any $`\alpha `$,

$`\rho (u+v)=\rho (u)+\rho (v)`$ (5.10)
$`\rho (\alpha u)=\mathrm{}(\alpha )\rho (u)+\mathrm{}(\alpha )\rho (iu).`$ (5.11)
For any $`A,B_2()`$, and $`\alpha `$,

$`\tau (A+B)=\tau (A)+\tau (B),\tau (AB)=\tau (A)\tau (B),`$
$`\tau (\alpha A)=\alpha \tau (A),\tau (A^{})=\tau (A)^{},`$
$`\tau (A^1)=\tau (A)^1.`$ (5.12)
The last formula meaning that if $`A_2()`$ is invertible, $`\tau (A)`$ is also invertible and the formula is true. Finally, for all $`u^2,T_2(),`$

$$\rho (Tu)=\tau (T)\rho (u).$$
(5.13)
We also note the following Lemma for future reference.

###### Lemma 5.2

If $`A_2()`$ and $`|det(A)|=1`$, then $`|det(\tau (A))|=1`$. If $`A`$ is self adjoint with eigenvalues $`\gamma _1`$ and $`\gamma _2`$ , then $`\tau (A)`$ is real symmetric with eigenvalues $`\gamma _1`$ and $`\gamma _2`$ of multiplicity two.

More general results of the same sort in higher dimension can be found in \[MT\].

Remarks:
i) Let us note as a consequence of Lemma 5.2 that the mappings $`\rho `$ and $`\tau `$ are homeomorphisms and $`u^2`$, $`A_2()`$,

$$\rho (u)=u,\tau (A)=\sqrt{2}A.$$
(5.14)
ii) The mapping $`\rho `$ doesn’t transport scalar product but it does preserve the norm. Note that we have for all $`u,v^2`$, and all $`T_2()`$,

$`\rho (iu)|\rho (u)=0`$ (5.15)
$`\rho (u)|\tau (T)\rho (v)=\rho (iu)|\tau (T)\rho (iv)=\mathrm{}(u|Tv),`$ (5.16)
$`\rho (iu)|\tau (T)\rho (v)=\rho (u)|\tau (T)\rho (iv)=\mathrm{}(u|Tv).`$ (5.17)
Therefore, if $`u`$ and $`v`$ are orthogonal in $`^2`$, $`\rho (u)`$ and $`\rho (v)`$ are also orthogonal.

### Existence of the Lyapunov Exponents

Using this operator $`\tau :Gl_2()Gl_4()`$, we can now consider the random ergodic linear dynamical system over $`Gl_4()`$ defined from $`\{\mathrm{\Phi }(k,\omega )\}_k`$ by

$$\mathrm{\Psi }(k,\omega )=\tau (\mathrm{\Phi }(k,\omega ))$$
(5.18)
generated by the map $`\tau (T(1,)):\mathrm{\Omega }Gl_4()`$. We will work similarly if $`k`$.

We now apply Oseledec’s Theorem according to \[A\], Thm. 3.4.11, specialized to our setting.

###### Proposition 5.1

Let the random ergodic dynamical system generated by the map $`\tau (T(1,)):\mathrm{\Omega }Gl_4()`$. Then, on an invariant set $`\mathrm{\Omega }_0\mathrm{\Omega }`$ of $`I`$$`P`$-measure one, the following limit exists

$$\underset{n\mathrm{}}{lim}(\mathrm{\Psi }(n,\omega )^{}\mathrm{\Psi }(n,\omega ))^{1/2n}=\mathrm{\Lambda }(\omega ).$$
(5.19)
The matrix $`\mathrm{\Lambda }(\omega )`$ possesses at most $`2`$ distinct eigenvalues of multiplicities $`2`$, denoted by

$$\text{e}^{\gamma _1}\text{e}^{\gamma _2}\text{e}^{\gamma _1}>0,$$
(5.20)
associated with at most two eigenspaces $`_1(\omega ),_2(\omega )`$. The Lyapunov exponents $`\gamma _1\gamma _2`$ are constant almost surely.
If $`\gamma _1>0`$, there exists a filtration of $`^4`$,
$`\{0\}𝒱(\omega )^4`$ such that

$$𝒱(\omega )=_2(\omega ),\text{ and }^4=_2(\omega )_1(\omega )$$
(5.21)
and $`u𝒱(\omega )`$ iff

$$\underset{n+\mathrm{}}{lim}\frac{1}{n}\mathrm{log}\mathrm{\Psi }(n,\omega )u=\gamma _2=\gamma _1<0$$
(5.22)
and $`u^4𝒱(\omega )`$

$$\underset{n+\mathrm{}}{lim}\frac{1}{n}\mathrm{log}\mathrm{\Psi }(n,\omega )u=\gamma _1>0.$$
(5.23)
Moreover, there exists a splitting

$$^4=E_2(\omega )E_1(\omega )$$
(5.24)
such that

$$\underset{n\pm \mathrm{}}{lim}\frac{1}{n}\mathrm{log}\mathrm{\Psi }(n,\omega )u=\gamma _juE_j\{0\}$$
(5.25)
Proof: We need to check the hypotheses of the Ergodic Multiplicative (Oseledec’s) Theorem, see e.g. \[A\], Thm. 3.4.11, in order to get the existence of the limit. All norms being equivalent, considering the maximum modulus of the matrix elements, we get the existence of a finite constant depending only on $`0<t<1`$ such that $`C(t)^1T(1,\omega )C(t)`$. As $`|det(T(1,\omega ))|=1`$, the same bound is true for $`T(1,\omega )^1`$. The properties of $`\tau `$ finally yield

$$(\mathrm{ln}^+\tau (T(1,))+\mathrm{ln}^+\tau (T(1,)^1))L^1(\mathrm{\Omega },,\mathrm{I}\mathrm{P}),$$
(5.26)
where $`\mathrm{ln}^+(x)=\mathrm{max}\{\mathrm{ln}(x),0\},x>0`$, which ensures the existence of the limit. The statements about the number of Lyapunov exponents, their relations and multiplicities are shown as follows. For any $`n`$, the $`2\times 2`$ matrix $`\mathrm{\Phi }(n,\omega )^{}\mathrm{\Phi }(n,\omega )`$ is positive, of determinant one so that it either possesses two distinct eigenvalues $`\sigma _1(n,\omega )>\sigma _2(n,\omega )=1/\sigma _1(n,\omega )>0`$ (of multiplicity one), or it is the identity matrix. Therefore, $`\mathrm{\Psi }(n,\omega )^{}\mathrm{\Psi }(n,\omega )=\tau (\mathrm{\Phi }(n,\omega )^{}\mathrm{\Phi }(n,\omega ))`$ has two distinct eigenvalues $`\sigma _1(n,\omega )>\sigma _2(n,\omega )=1/\sigma _1(n,\omega )>0`$ of multiplicity two, or it is the identity matrix in $`^4`$. The determinant being continuous, the limit $`\mathrm{\Lambda }(\omega )`$ is also positive of determinant equal to one. By continuity of $`\tau `$ and $`\tau ^1`$, $`\mathrm{\Lambda }(\omega )`$ also belongs to $`𝒜()`$ and there exists $`\kappa (\omega )_2()`$ such that $`\tau (\kappa (\omega ))=\mathrm{\Lambda }(\omega )`$. Moreover, the relation $`\kappa (\omega )=lim_n\mathrm{}\mathrm{\Phi }(n,\omega )^{}\mathrm{\Phi }(n,\omega )`$ shows that $`\kappa (\omega )`$ is also positive of determinant one, which proves that the multiplicities of the eigenvalues of $`\mathrm{\Lambda }(\omega )`$ is two or it is the identity matrix.

###### Corollary 5.1

Under the same hypotheses as above, there exists almost surely a subspace $`𝒱^0`$ of $`^2`$ of complex dimension $`1`$ such that

$`u𝒱^0\{0\},\underset{n+\mathrm{}}{lim}{\displaystyle \frac{1}{n}}\mathrm{ln}\mathrm{\Phi }(n,\omega )u=\gamma _1<0`$
$`u^2𝒱^0,\underset{n+\mathrm{}}{lim}{\displaystyle \frac{1}{n}}\mathrm{ln}\mathrm{\Phi }(n,\omega )u=\gamma _1>0.`$ (5.27)
Also, there exists a splitting $`^2=E_2^0(\omega )E_1^0(\omega )`$ such that

$$\underset{n\pm \mathrm{}}{lim}\frac{1}{n}\mathrm{log}\mathrm{\Phi }(n,\omega )u=\gamma _juE_j^0\{0\}.$$
(5.28)
Proof:  By the Proposition, there exists a filtration: $`\{0\}𝒱^4`$, such that:

$`v^4𝒱,\underset{n+\mathrm{}}{lim}{\displaystyle \frac{1}{n}}\mathrm{log}\tau (T(1,S^n\omega ))\mathrm{}\tau (T(1,\omega )v=\gamma _1(\alpha ),`$
$`v𝒱\{0\},\underset{n+\mathrm{}}{lim}{\displaystyle \frac{1}{n}}\mathrm{log}\tau (T(1,S^n\omega ))\mathrm{}\tau (T(1,\omega ))v=\gamma _1(\alpha ).`$ (5.29)
The properties (5.1), (5.13) and (5.14) imply that $`v^4`$,

$`\underset{n\mathrm{}}{lim}{\displaystyle \frac{1}{n}}\mathrm{log}\tau (T(1,S^n\omega ))\mathrm{}\tau (T(1,\omega ))v`$
$`=\underset{n\mathrm{}}{lim}{\displaystyle \frac{1}{n}}\mathrm{log}T(1,S^n\omega )\mathrm{}T(1,\omega )\rho ^1(v).`$ (5.30)
Let $`v_0𝒱`$, $`u_0=\rho ^1(v_0)`$ and $`𝒱_0=u_0`$. The equation above proves the first assertion. Consider $`u^2𝒱_0`$. Then

$`u`$ $`=`$ $`\alpha u_0+u_0^{},u_0^{}0,\alpha `$ (5.31)
$`\rho (u)`$ $`=`$ $`\mathrm{}(\alpha )\rho (u_0)+\mathrm{}(\alpha )\rho (iu_0)+\rho (u_0^{}).`$ (5.32)
The three components are non zero and mutually orthogonal. Therefore $`\rho (u)^4𝒱`$, from which the second assertion follows.

We can proceed along the same lines in order to prove the statements concerning the existence and properties of a splitting of $`^2=E_2^0(\omega )E_1^0(\omega )`$ with $`E_j^0(\omega )=\rho ^1(v_j)`$, $`v_jE_j(\omega )`$. Indeed, let $`v_1E_1(\omega )`$ and $`u_1=\rho ^1(v_1)`$. We define $`v_1^{}=\rho (iu_1)`$, so that $`v_1|v_1^{}=0`$ and $`lim_{n\pm \mathrm{}}\frac{1}{n}\mathrm{ln}\mathrm{\Phi }(n,\omega )v_1^{}=lim_{n\pm \mathrm{}}\mathrm{ln}\frac{1}{n}\mathrm{\Psi }(n,\omega )iu_1=\gamma _1`$. Hence $`v_1^{}E_1(\omega )`$. Let $`v_2E_2`$ such that $`u_2:=\rho ^1(v_2)`$ is not collinear to $`u_1`$. There exists such a $`v_2`$, otherwise, $`u_2=\alpha u_1`$ implies $`\rho (u_2)=v_2=\mathrm{}(\alpha )v_1+\mathrm{}(\alpha )v_1^{}E_2`$, which is a contradiction. Hence, $`v_2^{}=\rho (iu_2)E_2`$. Now $`u=\alpha u_1+\beta _1u_2`$ and $`\rho (u)=\mathrm{}(\alpha )v_1+\mathrm{}(\alpha )v_1^{}+\mathrm{}(\beta )v_2+\mathrm{}(\beta )v_2^{}`$. So that

$$\underset{n\pm \mathrm{}}{lim}\frac{1}{n}\mathrm{ln}\mathrm{\Phi }(n,\omega )u=\gamma _j=\underset{n\pm \mathrm{}}{lim}\frac{1}{n}\mathrm{ln}\mathrm{\Psi }(n,\omega )\rho (u)$$
(5.33)
is equivalent to $`\beta =0`$ if $`j=1`$ and $`\alpha =0`$ if $`j=2`$.

### Positivity of the Lyapunov exponent

In order to assess the positivity of the first Lyapunov exponent, we use Furstenberg’s Theorem. Let us introduce, according to \[BL\] III.2.1., the following notions.

Let $`S`$ be a subset of $`GL_d()`$, $`d>0`$. Such a set $`S`$ is said irreducible if there is no strict subspace $`V`$ of $`^d`$ such that $`MS`$, $`M(V)=V`$. A set will be called strongly irreducible if there is no finite family $`V_1,\mathrm{},V_N`$ of strict subspaces of $`^d`$, such that: $`MS,M(V_1\mathrm{}V_N)=V_1\mathrm{}V_N`$.

The basic theorem is then

###### Theorem 5.1

(Furstenberg) If $`\mu `$ is a probability measure on $`=\{MGL_d();|detM|=1\}`$ such that:
$`\mathrm{log}Md\mu (M)<+\mathrm{}`$ and the group $`𝒢_\mu `$ generated by the support of $`\mu `$ is strongly irreducible and non-compact.

Then the first Lyapunov exponent associated with any sequence of i.i.d. matrices in $``$ satisfies $`\gamma _1>0`$.

See \[BL\] theorem III.6.1 for a proof.

We note the following property (exercise IV.2.9 of \[BL\]) reducing strong irreducibility to irreducibility in some cases.

###### Lemma 5.3

Let $`1<d`$ and $`𝒮`$ a connected subset of $`GL_d()`$. Then $`𝒮`$ is strongly irreducible if and only if $`𝒮`$ is irreducible.

In our case, the measure $`\mu `$ is the image by the map (4) of the uniform measure $`P`$ on $`𝕋^2`$. In order to study the properties of the corresponding set $`𝒢_\mu `$, we introduce the connected set of matrices given by the range of the smooth map from $`𝕋^2^2`$ which to $`(\theta ,\eta )`$ assigns the matrix

$$T_{(\theta ,\eta )}=\left(\begin{array}{cc}e^{i\theta }& \frac{ir}{t}(e^{i\theta }1)\\ \frac{ir}{t}(e^{i\theta }e^{i(\eta \theta )})& \frac{r^2}{t^2}(e^{i\theta }1e^{i(\eta \theta )})\frac{1}{t^2}e^{i\eta }\end{array}\right).$$
(5.34)
Let $`𝒢𝒢_\mu `$ denote the smallest group generated by the support of the measure image by $`P`$ on $`SL_4()`$ by $`(\theta ,\eta )\tau (T_{(\theta ,\eta )})`$.

###### Proposition 5.2

The group $`𝒢`$ is not compact.

Proof:  The matrix $`\tau (T_{(\pi ,\pi )})`$ belongs to the support of the image of $`P`$ by (5.34) and it has eigenvalues

$$\frac{(r1)^2}{t^2}\text{ and }\frac{(r+1)^2}{t^2}.$$
(5.35)
The second one is strictly larger than $`1`$, if $`t<1`$ so that, since for any $`n`$, $`\tau (T_{(\pi ,\pi )})^n𝒢`$, $`𝒢`$ cannot be bounded.

###### Proposition 5.3

The group $`𝒢`$ is strongly irreducible.

Proof:  It is enough to exhibit an irreducible, connected, subset of $`𝒢`$. The map $`\tau (T_,)`$ is smooth, hence the set $`\{\tau (T_{(\theta ,\eta )}),(\theta ,\eta )[0,2\pi [^2\}`$, included in $`𝒢`$, is connected. We now show that there exists no strict subspace of $`^4`$ invariant under this set of matrices. We first note that choosing $`\eta =\theta [0,2\pi [`$ we get

$$\tau (T_{(\theta ,\theta )})=M_0+\mathrm{sin}(\theta )M_1+\mathrm{cos}(\theta )M_2$$
(5.36)
where

$`M_0`$ $`=`$ $`\left(\begin{array}{cccc}0& 0& 0& \frac{r}{t}\\ 0& 0& \frac{r}{t}& 0\\ 0& \frac{r}{t}& 2\frac{r^2}{t^2}& 0\\ \frac{r}{t}& 0& 0& 2\frac{r^2}{t^2}\end{array}\right),`$ (5.41)
$`M_1`$ $`=`$ $`\left(\begin{array}{cccc}0& 1& \frac{r}{t}& 0\\ 1& 0& 0& \frac{r}{t}\\ \frac{r}{t}& 0& 0& 1\\ 0& \frac{r}{t}& 1& 0\end{array}\right),`$ (5.46)
$`M_2`$ $`=`$ $`(M_0+\mathrm{I}\mathrm{I}),`$ (5.47)
where $`\mathrm{I}`$$`\mathrm{I}`$ denotes the identity matrix. If there exists a strict invariant subspace $``$ for the set $`\tau (T_\theta )_{\theta [0,2\pi [}`$, this subspace $``$ is also invariant for the matrices $`M_j`$, $`j=0,1,2`$. Similarly, choosing $`\eta =\theta [0,2\pi [`$, we have

$$\tau (T_{(\theta ,\theta }))=N_0+\mathrm{sin}\theta N_1+\mathrm{cos}\theta N_2+\mathrm{sin}(2\theta )N_3+\mathrm{cos}(2\theta )N_4,$$
(5.48)
where, in particular,

$$N_1=\left(\begin{array}{cccc}0& 1& \frac{r}{t}& 0\\ 1& 0& 0& \frac{r}{t}\\ \frac{r}{t}& 0& 0& \frac{r^2+1}{t^2}\\ 0& \frac{r}{t}& \frac{r^2+1}{t^2}& 0\end{array}\right).$$
(5.49)
Again $``$ must be invariant under $`N_1`$.

As $`M_0,M_1,N_1`$ are real (anti) symmetric, they all leave $`^{}`$ invariant as well so that these matrices are reduced by the orthogonal spaces $`^{}=^4`$. In particular, these invariant subspaces must be generated by the eigenvectors $`\{u_1,u_2,u_3,u_4\}`$ of $`M_0`$ which form a basis of $`^4`$. Explicitly,

$$u_1=\left(\begin{array}{c}1\\ 0\\ 0\\ \frac{r+1}{t}\end{array}\right),u_2=\left(\begin{array}{c}0\\ \frac{1r}{t}\\ 1\\ 0\end{array}\right),u_3=\left(\begin{array}{c}1\\ 0\\ 0\\ \frac{1r}{t}\end{array}\right),u_4=\left(\begin{array}{c}0\\ \frac{r+1}{t}\\ 1\\ 0\end{array}\right),$$
(5.50)
the first two vectors being associated with the eigenvalue $`r(r+1)/t^2`$ while the last two are associated with $`r(r1)/t^2`$. We further compute, repeatedly using $`r^2+t^2=1`$, that

$$M_1u_1=\frac{1}{t}u_4,M_1u_2=\frac{1}{t}u_3,M_1u_3=\frac{1}{t}u_2,M_1u_4=\frac{1}{t}u_1$$
(5.51)
and

$$N_1u_1=\frac{1+r}{t(1r)}u_2,N_1u_2=\frac{1}{t}u_1,N_1u_3=\frac{1r}{t(1+r)}u_2,N_1u_4=\frac{1}{t}u_3.$$
(5.52)
Clearly no one dimensional subspace $`=<u_j>`$ (or $`^{}=<u_j>`$) can be invariant under $`M_0,M_1`$ and $`N_1`$. And by inspection, one checks that no two dimensional subspace $`=<u_j,u_k>`$ can be invariant under $`M_0,M_1`$ and $`N_1`$. The irreducible set $`\{\tau (T_{(\theta ,\eta )}),(\theta ,\eta )[0,2\pi [^2\}`$ being contained in the group $`𝒢`$, the latter and $`𝒢_\mu `$ are a fortiori irreducible.

Therefore,

###### Proposition 5.4

The Lyapunov exponent $`\gamma _1(\lambda )`$ associated to the ergodic linear dynamical system (5.18) is strictly positive for any $`\lambda 𝕋`$.

### Ishii-Pastur

The link between Lyapunov exponents and a.c. spectrum is provided in the self adjoint random case by the Ishii-Pastur-Kotani Theorem. We provide a unitary version of the Ishii-Pastur part of the result, which is enough for our purpose. In order to adapt the proof of \[CFKS\], it is only necessary to show that it is spectrally true that the generalized eigenvectors of $`U`$ are polynomially bounded.

We first show that generalized eigenvectors corresponding to spectral parameters outside the spectrum cannot be polynomially bounded for bounded normal operators with a band structure. We’ll say that a matrix $`\{M_{j,k}\}_{j,k}`$ has a band structure of order $`2p+1`$, $`p`$ if $`|jk|>p`$ implies $`M_{j,k}=0`$. Note that if this is so, then

$$(Mv)_k=\underset{j}{}M_{k,j}v_j=\underset{j=kp}{\overset{k+p}{}}M_{k,j}v_j$$
(5.53)
makes sense for an arbitrary vector $`v=\{v_j\}_j`$, since the sum is finite. Define the projections

$$P_{[a,b]}=\underset{ajb}{}|\phi _j\phi _j|$$
(5.54)
and note that

$`P_{[a,b]}U`$ $`=`$ $`P_{[a,b]}UP_{[ap,b+p]}`$
$`UP_{[a,b]}`$ $`=`$ $`P_{[ap,b+p]}UP_{[a,b]}.`$ (5.55)
That is, in fact, just another way of saying that $`U`$ has band structure.

###### Lemma 5.4

Let $`(\phi _n)_n`$ be an orthonormal basis of a separable Hilbert space $``$ on which a normal operator $`U`$ acts. Assume $`U`$ has a band structure of order $`2p+1`$ and consider an arbitrary nontrivial sequence $`\varphi `$ such that $`U\varphi =z\varphi `$ where $`z`$ is in the resolvent set of $`U`$. Then the sequence $`(\phi _k|\varphi )_k`$ is not polynomially bounded.

Proof:  The operator $`U`$ being normal, for any $`z`$ in the resolvent set, $`(Uz)^1`$ is normal too. Therefore $`(Uz)^1=r_\sigma ((Uz)^1)`$, where $`r_\sigma (A)`$ is the spectral radius of the operator $`A`$. As $`r_\sigma ((Uz)^1)=1/\text{dist }(z,\sigma (U))`$ (\[K\] (III 6.16 p.177)), we deduce

$$\psi ,\psi \frac{1}{\text{dist }(z,\sigma (U))}(Uz)\psi .$$
(5.56)
Consider the generalized eigenvector $`\varphi `$. Since $`z\sigma (U)`$, $`\varphi `$ cannot be in $`l^2`$, so it must fail to be in $`l^2`$ either at $`+\mathrm{}`$ or at $`\mathrm{}`$. We will assume that it fails at $`+\mathrm{}`$, and focus on the coefficients $`\phi _k|\varphi `$, with $`k0`$ and large enough.

Let $`n>3p`$ and let

$$P_n=P_{[p,n]}=\mathrm{I}\mathrm{I}Q_n.$$
(5.57)
Since $`P_n\varphi l^2()`$, we have by (5.56)

$$P_n\varphi c_z(Uz)P_n\varphi $$
(5.58)
where $`c_z^1=\text{dist }(z,\sigma (U))`$. Since we have assumed that $`\varphi `$ is not in $`l^2`$ as $`k0`$, necessarily

$$P_{np}\varphi ^2=P_{[p,np]}\varphi ^2\mathrm{}\text{ as }n\mathrm{}.$$
(5.59)
So there exists an $`n_0`$ such that, given $`ϵ>0`$,

$$P_{np}\varphi ^2ϵ^1P_{[0,2p]}\varphi ^2.$$
(5.60)
Since $`(Uz)\varphi =0`$, it follows for any finite projection $`P`$ that

$$(Uz)P\varphi =(Uz)Q\varphi $$
(5.61)
where $`Q=\mathrm{I}\mathrm{I}P`$, and hence that

$`(Uz)P\varphi `$ $`=`$ $`P(Uz)P\varphi +Q(Uz)P\varphi `$ (5.62)
$`=`$ $`P(Uz)Q\varphi +Q(Uz)P\varphi `$
$`=`$ $`PUQ\varphi +QUP\varphi .`$
Take in (5.58), $`P=P_n=P_{[p,n]}=\mathrm{I}\mathrm{I}Q_n`$. By (5), we get

$`P_nUQ_n`$ $`=`$ $`P_{[p,n]}UP_{[0,p+n]}Q_n`$ (5.63)
$`=`$ $`P_{[p,n]}U(P_{[0,p1]}+P_{[n+1,p+n]}).`$
Also,

$$Q_nUP_n=Q_nU(P_{[p,2p]}+P_{[2p+1,np]}+P_{[np+1,n]}).$$
(5.64)
But

$$Q_nUP_{[2p+1,np]}=Q_nP_{[p+1,n]}UP_{[2p+1,np]}=0$$
(5.65)
so that

$$Q_nUP_n=Q_nU(P_{[p,2p]}+P_{[np+1,n]}).$$
(5.66)
Since the ranges of the appropriate projectors are orthogonal, we have with $`A=U^2`$,

$`(Uz)P_n\varphi ^2=P_nUQ_n\varphi ^2+Q_nUP_n\varphi ^2`$
$`=P_nU(P_{[0,p1]}+P_{[n+1,p+n]})\varphi ^2+Q_nU(P_{[p,2p]}+P_{[np+1,n]})\varphi ^2`$
$`A\left(P_{[0,p1]}\varphi ^2+P_{[n+1,p+n]}\varphi ^2+P_{[p,2p]}\varphi ^2+P_{[np+1,n]}\varphi ^2\right)`$
$`=A\left(P_{[0,2p]}\varphi ^2+P_{[p,n+p]}\varphi ^2P_{[p,np]}\varphi ^2\right)`$
$`=A\left(P_{[0,2p]}\varphi ^2+P_{n+p}\varphi ^2P_{np}\varphi ^2\right).`$ (5.67)
Thus, by (5.60) and (5.58), for $`n>\mathrm{max}(n_0,3p)`$, we have

$`P_{np}\varphi ^2`$ $``$ $`P_n\varphi ^2c_z^2(Uz)\varphi ^2`$ (5.68)
$``$ $`c_z^2A\left(ϵP_{np}\varphi ^2+P_{n+p}\varphi ^2P_{np}\varphi ^2\right),`$
which implies that

$$P_{n+p}\varphi ^2P_{np}\varphi ^2(\frac{1}{Ac_z^2}+1ϵ))BP_{np}\varphi ^2,$$
(5.69)
where $`B>1`$, if $`ϵ<1/(Ac_z^2)`$. Iterating the argument, we get $`k,`$

$$P_{n+p2k}\varphi B^{\frac{k}{2}}P_n\varphi ,$$
(5.70)
which ensures the existence of an exponentially growing subsequence of coefficients.
The second element is the construction of generalized solutions corresponding to spectral parameters in the spectrum of $`U`$ which are polynomially bounded, à la Berezanskii. This is done in our unitary setting following, mutatis mutandis, the arguments given in \[S\] for the self-adjoint case. We only quote the end result here, including a proof in Appendix for completeness.

Recall that a measure $`\rho `$ is in the measure class of a unitary operator $`U`$ with spectral projection $`E()`$ if $`\rho (\mathrm{\Delta })=0E(\mathrm{\Delta })=0`$ for any Borel set $`\mathrm{\Delta }`$.

###### Theorem 5.2

Let $`U`$ be a unitary operator with a band structure defined on $`l^2()`$ and $`\delta >1`$. Then there exists a measure $`\rho `$ in the spectral measure class of $`U`$ and a family of disjoint measurable sets $`(\mathrm{\Delta }_n)_n^{}`$ whose union supports $`\rho `$ such that for $`\lambda \mathrm{\Delta }_n`$, there exist $`n`$ vectors $`\varphi _j(\lambda )`$ satisfying

* $`(Ue^{i\lambda })\varphi _j(\lambda )=0`$
* $`n,|\phi _n|\varphi _j(\lambda )|C<n>^\delta `$
* For any $`\lambda `$ fixed, the family $`\{\varphi _j(\lambda )\}_j`$ is linearly independent.

Remark: The result is also true if the operator $`U`$ is defined on $`l^2()`$.

###### Corollary 5.2

$`\sigma (U)`$ is the closure of the set

$$S=\{\lambda 𝕋^1;U\varphi =e^{i\lambda }\varphi \text{ admits a polynomially bounded solution}\}$$
(5.71)
and $`E_{[0,2\pi [S}(U)=0`$.

Proof:  If $`e^{i\lambda }\sigma (U)`$ then for any $`ϵ>0`$, $`E(]\lambda ϵ,\lambda +ϵ[)>0`$ and $`\rho (]\lambda ϵ,\lambda +ϵ[)>0`$. Hence, by Theorem 5.2, for $`\lambda ^{}`$ arbitrarily close to $`\lambda `$ there exists a polynomially bounded solution $`\varphi _j(\lambda ^{})`$. Thus $`\sigma (U)\overline{S}`$. The reverse inclusion follows from Lemma 5.4 and the fact that $`\sigma (U)`$ is closed. The last statement follows immediately.

Putting these arguments together, we get the unitary version of the Ishii-Pastur theorem suited to our monodromy operator:

###### Theorem 5.3

Let $`U_\omega `$ be unitary with a band structure. Assume that the corresponding transfer matrix at spectral parameter $`\text{e}^{i\lambda }`$ induces two Lyapunov exponents $`\gamma _1(\lambda )\gamma _2(\lambda )=\gamma _1(\lambda )`$ which are constant almost surely. Then

$$\sigma _{ac}(U_\omega )\overline{\{e^{i\lambda }S^1;\gamma _1(\lambda )=0\}}.$$
(5.72)
Proof: Identical to that given in \[CFKS\] Thm 9.13.

Therefore, Theorem 4.1 follows from the above Theorem and Proposition 5.4

## 6 Coherent setting

In that section we consider situations where the behavior of the matrix coefficients of $`U`$ in (2) are periodic functions of $`k`$ as the result of a coherent behavior of the phases. We first show that this implies purely absolutely continuous spectrum. Then we prove that when restricted to $`l^2()`$, these operators have no singular continuous spectrum and may possess finitely many simple eigenvalues only.

### Coherence on $`l^2()`$

As a first particular case of coherent dependence of the scattering phases, we consider the simple situation where the $`\theta _k`$’s and $`\alpha _k`$’s take alternatively two values, up to a linear term. This corresponds to a monodromy operator $`U=U_oU_e`$ where $`U_e`$, $`U_o`$ are direct sums of constant blocks $`S_{2k}=S_e,S_{2k+1}=S_o`$.

###### Proposition 6.1

Let $`t]0,1[`$, let the sequence $`\{\gamma _k\}`$ be arbitrary and

$$\theta _k=\{\begin{array}{c}\theta _e\text{ if }k\text{ is even}\\ \theta _o\text{ if }k\text{ is odd }\end{array},\alpha _k=ak+\{\begin{array}{c}\alpha _e\text{ if }k\text{ is even}\\ \alpha _o\text{ if }k\text{ is odd }\end{array}k,$$

where $`\theta _e,\theta _o,\alpha _e,\alpha _o,a`$. Define $`\mathrm{\Delta }=\alpha _e\alpha _o`$, $`\mathrm{\Theta }=\theta _e+\theta _o`$. Then, with the identification $`UM(\{\theta _k\},\{\alpha _k\},\{\gamma _k\})`$, $`U`$ is purely absolutely continuous and

$$\sigma _{ac}(U)=\{\text{e}^{i(a+\mathrm{\Theta })}\text{e}^{\pm i(\mathrm{arccos}(r^2\mathrm{cos}\mathrm{\Delta }t^2\mathrm{cos}(2x+\mathrm{\Delta })))},x𝕋\}$$

Proof: By Lemma 3.2, we can replace $`\gamma _k`$ by $`(1)^{k+1}\alpha _k`$ so that, with our choice of phases, $`U\text{e}^{i(a+\mathrm{\Theta })}V`$, where

$`V\phi _{2k}`$ $`=`$ $`irt\text{e}^{i\mathrm{\Delta }}\phi _{2k1}+r^2\text{e}^{i\mathrm{\Delta }}\phi _{2k}+irt\text{e}^{i\mathrm{\Delta }}\phi _{2k+1}t^2\text{e}^{i\mathrm{\Delta }}\phi _{2k+2}`$
$`V\phi _{2k+1}`$ $`=`$ $`t^2\text{e}^{i\mathrm{\Delta }}\phi _{2k1}+itr\text{e}^{i\mathrm{\Delta }}\phi _{2k}+r^2\text{e}^{i\mathrm{\Delta }}\phi _{2k+1}+irt\text{e}^{i\mathrm{\Delta }}\phi _{2k+2}.`$
Let us map $`l^2()`$ unitarily to $`L^2(𝕋)`$ via

$$W:\phi _k\text{e}^{ikx},$$
(6.2)
such that for any $`\psi =_kc_k\phi _k`$, $`c_k`$

$$(W\psi )(x)=\underset{k}{}c_k\text{e}^{ikx}L^2(𝕋).$$
(6.3)
We further introduce $`L_\pm ^2(𝕋)=WL_\pm `$, where $`L_+,L_{}`$ are the subspaces of $`l^2()`$ generated by the basis vectors with even, respectively odd, indices. It is easily checked that $`V`$ is unitarily equivalent on $`L^2(𝕋)=L_+^2(𝕋)L_{}^2(𝕋)`$ to the matrix valued multiplication operator

$$V\left(\begin{array}{cc}r^2\text{e}^{i\mathrm{\Delta }}t^2\text{e}^{i\mathrm{\Delta }}\text{e}^{2ix}& 2itr\mathrm{cos}(x+\mathrm{\Delta })\\ 2itr\mathrm{cos}(x+\mathrm{\Delta })& r^2\text{e}^{i\mathrm{\Delta }}t^2\text{e}^{i\mathrm{\Delta }}\text{e}^{2ix}\end{array}\right).$$
(6.4)
This matrix is analytic in $`x`$ and has non-constant eigenvalues given by

$$\lambda _\pm (x)=r^2\mathrm{cos}\mathrm{\Delta }t^2\mathrm{cos}(\mathrm{\Delta }+2x)\pm i\sqrt{1(r^2\mathrm{cos}\mathrm{\Delta }t^2\mathrm{cos}(\mathrm{\Delta }+2x))^2},$$
(6.5)
from which the result follows.

Using basically the same strategy, we can consider the general case where the elements of $`U`$ display an arbitrary periodicity.

###### Theorem 6.1

Let $`t]0,1[`$, let the sequence $`\{\gamma _k\}`$ be arbitrary and $`\{\theta _k\},\{\alpha _k\}`$ be such that for some $`2N`$, and all $`k`$,

$$\theta _{k+N}=\theta _k,\alpha _k=ak+\pi _k,\text{ where }\pi _{k+N}=\pi _k\text{ and }a.$$

Then, with the identification $`UM(\{\theta _k\},\{\alpha _k\},\{\gamma _k\})`$, $`U`$ is purely absolutely continuous.

Proof: As above, we first replace $`\gamma _k`$ by $`(1)^{k+1}\alpha _k`$ and we introduce

$`L^2(𝕋)`$ $`=\left[_{q=0}^{N1}L_{2q}^2(𝕋)\right]{\displaystyle \left[_{q=0}^{N1}L_{2q+1}^2(𝕋)\right]}`$ (6.6)
$`L_{2q}^2(𝕋)`$ $`=\overline{\text{span}\{(e^{(2Nk+2q)ix})_k,x𝕋\}}`$ (6.7)
$`L_{2q+1}^2(𝕋)`$ $`=\overline{\text{span}\{(e^{(2Nk+2q+1)ix})_k,x𝕋\}}.`$ (6.8)
If $`P_{2q}`$ and $`P_{2q+1}`$ denote the orthogonal projections on these subspaces, we get for $`\psi =_kc_k\phi _k`$, with the same notations as above,

$$(P_{2q}W\psi )(x)=\underset{k}{}c_{2(Nk+q)}\text{e}^{i2(Nk+q)x}L_{2q}^2(𝕋),$$
(6.9)
and similarly for $`(P_{2q+1}W\mathrm{\Psi })(x)`$. To determine the image of $`U`$ under the unitary mapping $`W`$, we introduce

$$\nu _k^\pm =\theta _{2k}+\theta _{2k\pm 1}(\pi _{2k}\pi _{2k\pm 1}),$$
(6.10)
such that $`\nu _k^\pm =\nu _{k+N}^\pm `$ for any $`k`$. Hence $`U\text{e}^{ia}V`$ where, this time, $`V`$ acts on $`l^2()`$ according to

$`V\phi _{2k}`$ $`=`$ $`irt\text{e}^{i\nu _k^{}}\phi _{2k1}+r^2\text{e}^{i\nu _k^{}}\phi _{2k}+irt\text{e}^{i\nu _k^+}\phi _{2k+1}t^2\text{e}^{i\nu _k^+}\phi _{2k+2}`$
$`V\phi _{2k+1}`$ $`=`$ $`t^2\text{e}^{i\nu _k^{}}\phi _{2k1}+itr\text{e}^{i\nu _k^{}}\phi _{2k}+r^2\text{e}^{i\nu _k^+}\phi _{2k+1}+irt\text{e}^{i\nu _k^+}\phi _{2k+2}.`$ (6.11)
The phases $`\nu _k^\pm `$ being $`N`$-periodic, by manipulations similar to those performed above, one gets that $`VT`$ where $`T`$ is a matrix valued multiplication operator on the decomposition of the Hilbert space (6.6) by the $`2N\times 2N`$ matrix

$$T(\text{e}^{ix})=\underset{k=2}{\overset{2}{}}\text{e}^{ikx}T_k$$
(6.12)
where the $`T_k`$’s have a $`N\times N`$ block structure of the form

$`T_2=t^2\left(\begin{array}{cc}0& 0\\ 0& W_u\end{array}\right),T_1=irt\left(\begin{array}{cc}0& D_{}\\ W_u& 0\end{array}\right),`$ (6.13)
$`T_0=r^2\left(\begin{array}{cc}D_{}& 0\\ 0& D_+\end{array}\right),T_1=irt\left(\begin{array}{cc}0& W_l\\ D_+& 0\end{array}\right),T_2=t^2\left(\begin{array}{cc}W_l& 0\\ 0& 0\end{array}\right),`$
with

$`D_\pm =\text{diag}(\text{e}^{i\nu _0^\pm },\text{e}^{i\nu _1^\pm },\mathrm{},\text{e}^{i\nu _{N1}^\pm })`$
$`W_u=\left(\begin{array}{ccccc}0& \text{e}^{i\nu _1^{}}& & & \\ & 0& \text{e}^{i\nu _2^{}}& & \\ & & \mathrm{}& & \\ & & & 0& \text{e}^{i\nu _{N1}^{}}\\ \text{e}^{i\nu _0^{}}& & & & 0\end{array}\right),`$
$`W_l=\left(\begin{array}{ccccc}0& & & & \text{e}^{i\nu _{N1}^+}\\ \text{e}^{i\nu _0^+}& 0& & & \\ & \text{e}^{i\nu _1^+}& \mathrm{}& & \\ & & & 0& \\ & & & \text{e}^{i\nu _{N2}^+}& 0\end{array}\right).`$ (6.14)
Now, the operator $`T`$ being unitary, the matrix $`T(\text{e}^{ix})`$ is unitary as well for almost every $`x`$. But this matrix being analytic in a neighborhood of the real axis, it must be unitary everywhere on the real axis. By classical results in analytic perturbation theory, see \[K\], it is therefore diagonalizable with analytic eigenprojectors in a neighborhood of the real axis, and identically zero eigennilpotents. In order to prove the absolutely continuous nature of the spectrum of $`U`$, it is then enough to show that the analytic eigenvalues of the matrix $`T(\text{e}^{ix})`$ are non constant in $`x`$. But this is immediate, because otherwise, an infinitely degenerate eigenvalue would exist, which is forbidden by (3).
Remarks:
i) The formulae (6.13) above are the starting point of a detailed analysis of the band spectrum of $`U`$ as a function of $`t]0,1[`$, which we shall not perform here. We only note that for $`t=0`$

$$\sigma (U)=\{\text{e}^{i\nu _0^+},\text{e}^{i\nu _1^+},\mathrm{},\text{e}^{i\nu _{N1}^+},\text{e}^{i\nu _0^{}},\text{e}^{i\nu _1^{}},\mathrm{},\text{e}^{i\nu _{N1}^{}}\},$$
(6.15)
where each eigenvalue is infinitely degenerate, whereas, for $`t=1`$,

$`\sigma (U)={\displaystyle \underset{k=0,\mathrm{},N1}{}}`$ $`\text{Ran}\{\text{e}^{2ix}\text{e}^{i(\nu _0^++\nu _1^++\mathrm{}\nu _{N1}^+)/N}\text{e}^{ik2\pi /N},x𝕋\}`$ (6.16)
$`\text{Ran}\{\text{e}^{2ix}\text{e}^{i(\nu _0^{}+\nu _1^{}+\mathrm{}\nu _{N1}^{})/N}\text{e}^{ik2\pi /N},x𝕋\}.`$
Perturbation theory as $`t0`$ and $`t1`$ can now be applied to get information on the corresponding band functions in these regimes.
ii) It is not difficult to check that a unitary band matrix of order $`2p+1`$ with periodic coefficients, in the sense that there exists $`N>0`$ such that $`\phi _j|U\phi _k=\phi _{j+N}|U\phi _{k+N}`$, is always unitarily equivalent to a multiplication by an $`pN\times pN`$ unitary matrix $`T(\text{e}^{ix})`$ on $`_{q=0,\mathrm{},pN1}L_q^2(𝕋)`$, where $`T(\text{e}^{ix})`$ is a polynomial of degree $`p`$ in $`\text{e}^{\pm ix}`$. However, in general, one cannot rule out the existence of finitely many infinitely degenerate eigenvalues.

### Coherence on $`l^2(^{})`$

Let us now turn to the study of $`U^+`$ defined on $`l^2(^{})`$ by (3) in case the phases $`\{\gamma _k\}`$ are arbitrary whereas $`\{\theta _k\}`$ and $`\{\alpha _k\}`$ are eventually coherent: i.e., there exists $`k_0`$ and $`2N`$ such that for all $`kk_0^{}`$,

$$\theta _{k+N}=\theta _k,\alpha _k=ak+\pi _k,\text{ where }\pi _{k+N}=\pi _k\text{ and }a.$$
(6.17)
We can replace without loss $`\gamma _k`$ by $`(1)^{k+1}\alpha _k`$ and assume $`a=0`$, since we are working up to unitary equivalence. Our coherent comparison operator $`U_0`$ on $`l^2()`$ is defined by (2) with phases $`\{\theta _k\}`$ and $`\{\alpha _k\}`$ obtained by extending (6.17) (with $`a=0`$) to $``$. Therefore we can write on $`l^2(^{})l^2(^{})`$

$$U_0=\left(\begin{array}{ccc}W^{}& & \\ & 1& \\ & & U^+\end{array}\right)F$$
(6.18)
where absent elements denote zeros, $`W^{}`$ is an operator defined on $`l^2(^{})`$ which is eventually periodic and $`F`$ is a finite rank operator. It is always possible to construct $`U_0`$ this way with $`dim\text{ Ran }F=M`$ depending on $`N`$ and $`k_0`$.

###### Theorem 6.2

Let $`U^+`$ and $`U_0`$ be as above. Then

$$\sigma _{s.c.}(U^+)=\mathrm{}\text{ and }\sigma _{a.c.}(U^+)=\sigma _{a.c.}(U_0).$$

The point spectrum of $`U^+`$ consists of finitely many simple eigenvalues in the resolvent set of $`U_0`$.

Remark: As the proof below shows, the same statement holds if $`U^+`$ denotes a doubly infinite coherent matrix perturbed by a finite rank operator.
Proof: Let us first show that the finite rank perturbation $`F`$ of the unitary $`U_0`$ doesn’t produce any singular continuous spectrum. By Weyl’s Theorem, this cannot happen in the gaps (on $`S^1`$) of the absolutely continuous spectrum of $`U_0`$. Therefore we focus on $`\sigma (U_0)`$. Depending on $`k_0`$ and $`N`$, we have for some finite $`M>0`$,

$$F=\underset{|j|,|k|M}{}c_{j,k}|\phi _j\phi _k|.$$
(6.19)
We know from (6.12) that $`U_0`$ is unitarily equivalent to the multiplication by a $`2N\times 2N`$ unitary matrix $`V(x)`$ on the decomposition (6.6), where $`V(x)`$ is a polynomial in $`e^{\pm ix}`$ whose eigenvalues are not constant in $`x`$. Therefore, $`V(x)`$ is analytic in a neighborhood of the real axis and we can write

$$V(x)=\underset{j=1}{\overset{2N}{}}P_j(x)\lambda _j(x)$$
(6.20)
where the eigenprojections $`P_j`$ and eigenvalues $`\lambda _j`$ are analytic in a neighborhood of the real axis as well (see \[K\]). We know that

$$\sigma (U_0)=_{j=1}^{2N}\text{ Ran }\{\lambda _j(x),x𝕋\}.$$
(6.21)
Note that

$$F\underset{|j|,|k|M}{}c_{j,k}|(e^{ijx})(e^{ikx})|$$
(6.22)
where the r.h.s is to be understood as a multiplication operator on the decomposition (6.6) and $`(e^{ijx})`$ is a vector in $`^{2N}`$ with zero elements except at some line, depending on $`j`$, where the entry is $`e^{ijx}`$. We follow the perturbation theory of unitary operators presented in \[KK\] to study the unitary operator $`U_1U_0+F`$. Let $`\zeta =\rho e^{i\beta }`$ with $`\rho 1`$ and $`\beta 𝕋`$. We set for $`j=0,1`$

$`R_j(\zeta )`$ $`=`$ $`U_j(U_j\zeta )^1=(\mathrm{I}\mathrm{I}\zeta U_{j}^{}{}_{}{}^{})^1`$ (6.23)
$`G(\zeta )`$ $`=`$ $`\mathrm{I}\mathrm{I}+\zeta (U_1^{}U_0^{})R_1(\zeta )`$ (6.24)
$`=`$ $`(\mathrm{I}\mathrm{I}+\zeta (U_0^{}U_1^{})R_0(\zeta ))^1.`$
These quantities are analytic in $`S^1`$. We know from \[KK\] that for any vectors $`f,g`$,

$$\underset{\rho 1^{}}{lim}g|\delta _\rho (E_j,\beta )f=\frac{d}{d\beta }g|E_{a.c.,j}(\beta )f\text{ a.e. }\beta 𝕋,j=0,1,$$
(6.25)
where

$$2\pi \delta _\rho (E_j,\beta )=R_j(\zeta )R_j(\zeta ^{})\text{ with }\zeta ^{}=1/\overline{\zeta },$$
(6.26)
and $`E_{a.c.,j}(\beta )`$ is the absolutely continuous part of the the spectral projector of $`U_j`$ at $`e^{i\beta }`$. Also,

$`\delta _\rho (E_1,\beta )`$ $`=`$ $`G(\zeta )^{}\delta _\rho (E_0,\beta )G(\zeta )`$ (6.27)
$`=`$ $`(\mathrm{I}\mathrm{I}\zeta F^{}R_0(\zeta ))_{}^{1}{}_{}{}^{}\delta _\rho (E_0,\beta )(\mathrm{I}\mathrm{I}\zeta F^{}R_0(\zeta ))^1.`$
In order to get information on the nature of spectral measure of $`U_1`$, it is sufficient to consider (6.25) on the cyclic subspace for $`U_0`$ generated by the range of $`F^{}`$. Indeed, the spectral measures of $`U_0`$ and $`U_1`$ associated with vectors in the orthogonal complement of this subspace coincide and it is cyclic also for $`U_1`$. Let $`P`$ denote the projector on $`\text{Ran }F^{}`$. We first note that $`\mathrm{I}\mathrm{I}\zeta F^{}R_0(\zeta )`$ is invertible on $`\text{Ran }P`$ if and only if the determinant

$$det(P(\mathrm{I}\mathrm{I}\zeta F^{}R_0(\zeta ))P)0$$
(6.28)
and

$$(\mathrm{I}\mathrm{I}\zeta F^{}R_0(\zeta )|_{\text{Ran }P})^1=(P(\mathrm{I}\mathrm{I}\zeta F^{}R_0(\zeta ))P)^1P.$$
(6.29)
So we need to consider the finite matrix whose elements are given for $`|n|,|m|M`$ by

$`\phi _n|F^{}R_0(\zeta )\phi _m={\displaystyle \underset{|j|M}{}}\overline{c}_{j,n}\phi _j|U_0(U_0\zeta )^1\phi _m`$
$`={\displaystyle \underset{|j|M}{}}{\displaystyle \underset{l=1}{\overset{2N}{}}}\overline{c}_{j,n}{\displaystyle _0^{2\pi }}𝑑x(e^{ijx}),{\displaystyle \frac{P_l(x)\lambda _l(x)}{\lambda _l(x)\zeta }}(e^{imx}),`$ (6.30)
where $`<,>`$ denotes here the scalar product in $`^{2N}`$. Therefore, (6) is a finite sum of the form

$$\underset{l=1}{\overset{2N}{}}_0^{2\pi }𝑑x\frac{f_{n,m}^{(l)}(x)}{\lambda _l(x)\zeta },$$
(6.31)
where $`f_{n,m}^{(l)}`$ is analytic in an open strip of finite width, independent of $`l,n,m`$ containing the real axis.

Fix an $`l\{1,\mathrm{},2N\}`$ and let $`x_\beta 𝕋`$ be such that $`e^{i\beta }=\lambda _l(x_\beta )`$. There is only a finite number of such points. Assume $`\lambda _l^{}(x_\beta )0`$. Then we can deform the contour of integration in $`x`$ to control the integrals (6.31) when $`\rho 1`$ as follows. There exists a neighborhood $`N_\beta `$ of $`x_\beta `$ which is mapped by $`\lambda _l`$ bijectively on its image $`M_\beta `$ which contains $`e^{i\beta }`$ in its interior. Let $`D_\beta M_\beta `$ be a smooth deformation of the unit circle towards the exterior which avoids $`e^{i\beta }`$. Taking the inverse image $`\lambda _l^1(D_\beta )N_\beta `$ and connecting it at both ends with the real axis, we get a smooth path $`C_\beta `$ along which

$$_0^{2\pi }𝑑x\frac{f_{n,m}^{(l)}(x)}{\lambda _l(x)\zeta }=_{C_\beta }𝑑z\frac{f_{n,m}^{(l)}(z)}{\lambda _l(z)\zeta }.$$
(6.32)
By construction, the last integral is now analytic in $`\zeta `$ in a neighborhood $`\stackrel{~}{M_\beta }M_\beta `$ containing $`e^{i\beta }`$. Therefore, the matrix (6) has an analytic continuation in $`\zeta `$ in a neighborhood of $`S^1`$ except at a finite set of points. Hence there is only a finite set of points of $`S^1`$, call it $`Z`$, where the determinant (6.28) is zero.

Then, for any $`\psi =P\psi `$ and any $`e^{i\beta }Z^C`$, we can write

$$(\mathrm{I}\mathrm{I}\zeta F^{}R_0(\zeta ))^1\psi =\underset{|k|M}{}d_k(\zeta )\phi _k,$$
(6.33)
where the $`d_k(\zeta )`$’s are analytic in a neighborhood of $`e^{i\beta }`$ and the $`\phi _k`$’s span the range of $`F^{}`$. Thus, we deduce from the relation

$$\psi |\delta _\rho (E_1,\beta )\psi =\underset{|k|,|j|M}{}\overline{d_j(\zeta )}d_k(\zeta )\phi _j|\delta _\rho (E_0,\beta )\phi _k,$$
(6.34)
that the limit $`\rho 1^{}`$ yields the derivative of an absolutely continuous measure on $`S^1Z^C`$, as the limits $`lim_{\rho 1^{}}\phi _j|\delta _\rho (E_0,\beta )\phi _kL^1(𝕋)`$. As a finite set of point cannot support a continuous measure, we get that $`\sigma _{s.c.}(U_1)=\mathrm{}`$.

Let us consider the point spectrum of $`U^+`$. From the relation (3), we get that the eigenvalues have multiplicity two at most. Except for a finite number of them, the transfer matrices $`T(k)`$ are periodic in $`k`$, of period $`N`$. Therefore we define

$$R=T(k_0+1+N)T(k_0+N)\mathrm{}T(k_0+1)$$
(6.35)
and set

$$d(k)=\left(\begin{array}{c}c_{2k}\\ c_{2k+1}\end{array}\right)$$
(6.36)
so that

$$d(jN+k_0)=R^jd(k_0)=R^jT(k_0)T(k_01)\mathrm{}T(2)d(1).$$
(6.37)
We will use the notation $`D(j)=d(jN+k_0)`$. Note also that $`detR=e^{i\kappa }`$, where $`\kappa 𝕋`$ is independent of $`\lambda `$, due to (3.24), and that the matrix $`R`$ is analytic in $`\lambda `$ since it is a polynomial in $`e^{+i\lambda }`$ and $`e^{i\lambda }`$.

Assume that an eigenvector of $`U^+`$ exists in $`l^2(^{})`$ for the eigenvalue $`e^{i\lambda }`$. This implies that the sequence $`\{D(j)\}_j`$ belongs to $`l^2`$ at $`+\mathrm{}`$. We are thus lead to the study of (6.37). This is done by means of the following elementary lemma whose proof we omit.

###### Lemma 6.1

Let $`R`$ be a $`2\times 2`$ matrix with $`|detR|=1`$, and let $`E_1`$ be an eigenvalue of $`R`$. Consider $`D(j)=R^jD(0)`$, where $`D(0)^2`$. Then,
1) there exists $`K>0`$, such that $`D(0)`$ of norm 1 and $`j`$, $`KD(j)|j|/K`$ if and only if $`|E_1|=1`$.
2) When $`|E_1|1`$, there exists another eigenvalue $`E_2E_1`$. We can assume $`|E_1|>1>|E_2|=|E_1|^1`$ and we get

$$D(j)=AE_1^jv_1+BE_2^jv_2,j,$$

where $`v_1,v_2^2`$ are the corresponding eigenvectors of $`R`$ and $`A,B`$ are the coefficient of $`D(0)`$ in the basis they form.

A direct consequence is that $`\{D(j)\}l^2()`$ implies exponential decay at $`+\mathrm{}`$, thus $`D(0)=v_2`$ and any eigenvalue is simple. Now we use $`D(0)`$ as an initial vector to construct a generalized vector for the coherent operator $`U_0`$ on $`l^2()`$. Note that considered as a functions of $`\lambda `$, $`R(\lambda )`$ is analytic in a neighborhood of the real axis, therefore, $`E_1(\lambda )`$ is analytic on $`𝕋`$, except at the finite set $`X`$ of exceptional points in $`𝕋`$ where the eigenvalues of $`R(\lambda )`$ cross. At such exceptional points, $`|E_1|=1`$. Then observe that if the second statement of Lemma 6.1 is true for some $`\lambda 𝕋`$, it still true in a neighborhood of $`\lambda `$ by continuity. This implies that all generalized eigenvectors corresponding to eigenvalues in the corresponding neighborhood grow exponentially at one end or the other. Due to Corollary 5.2, this can take place only in the resolvent set of $`U_0`$. Also, as the spectrum of $`U_0`$ contains no isolated point, the argument above shows that $`X`$ must belong to the closure of the set of points in $`𝕋X`$ where $`|E_1(\lambda )|=1`$. Therefore $`|E_1|`$ is continuous on the whole of $`𝕋`$ and $`\sigma (U_0)=|E_1|^1(\{1\})`$. The band edges are also excluded from the point spectrum of $`U^+`$, since they correspond to points where $`|E_1|=1`$.

We now study the number of eigenvalues of $`U^+`$. The boundary condition that $`d(1)`$ has to meet reads, according to (3),

$$\stackrel{~}{T}^1d(1)=c_1b(\lambda ),$$
(6.38)
where $`c_1`$ is the non zero first coefficient of the generalized eigenvector and

$`\stackrel{~}{T}^1`$ $`=`$ $`e^{i(\theta _1+\theta _2+\alpha _2\alpha _1)}\left(\begin{array}{cc}irt& t^2\\ r^2& itr\end{array}\right)e^{i\lambda }\left(\begin{array}{cc}0& 0\\ 1& 0\end{array}\right)`$ (6.39)
$`b(\lambda )`$ $`=`$ $`e^{i\lambda }\left(\begin{array}{c}1\\ 0\end{array}\right)e^{i(\theta _0+\theta _1+\alpha _1)}\left(\begin{array}{c}r\\ it\end{array}\right),`$ (6.40)
with $`|det\stackrel{~}{T}^1|=1`$. Therefore, the condition to have an eigenvalue $`e^{i\lambda }`$ for $`U^+`$ is equivalent to

$$b(\lambda )\stackrel{~}{T}^1T^1(2)T^1(3)\mathrm{}T^1(k_0)v_2(\lambda ),$$
(6.41)
where $`v_2(\lambda )`$ is an eigenvector of $`R(\lambda )`$ and all matrices involved are analytic in $`\lambda 𝕋`$. In other words, $`e^{i\lambda }`$ is an eigenvalue if and only if

$$det(v_2(\lambda );T(k_0)T(k_01)\mathrm{}T(2)\stackrel{~}{T}b(\lambda ))det(v_2(\lambda );a(\lambda ))=0,$$
(6.42)
where $`a`$ is analytic on $`𝕋`$ and $`v_2`$ can be chosen analytic on $`𝕋X`$, see \[K\]. Therefore, to show that the number of eigenvalues of $`U^+`$ is finite, it is enough to prove that, as a function of $`\lambda `$ on $`𝕋`$, the determinant above has finitely many zeros. This is a consequence of the next Lemma we prove in appendix.

###### Lemma 6.2

If $`\lambda _0X`$, the eigenvectors $`v_j(\lambda )`$, $`j=1,2`$, have at worst a square root branch point at $`\lambda _0`$.

It follows that the function $`\lambda det(v_2(\lambda );a(\lambda ))`$ is analytic on $`𝕋X`$ and possesses square root branch points singularities at $`X`$ as well. Therefore it only possesses finitely many zeros on $`𝕋`$.

Finally, we show that $`\sigma (U_0)\sigma (U^+)`$. Let $`e^{i\lambda }`$ in the interior of the set $`\sigma _{a.c}(U_0)`$ and consider the relation (3) yielding the coefficients $`d(k)`$ of the corresponding generalized eigenvector. Up to a finite number of transfer matrices $`T(k_0)T(k_01)\mathrm{}T(1)`$, this relation is identical to that yielding the coefficients with positive indices of a corresponding generalized eigenvector for $`U^+`$. The discussion above shows that $`d(k)`$ is polynomially bounded at both ends, so that by Corollary 5.2, $`e^{i\lambda }`$ belongs the spectrum of $`U^+`$ as well. This finishes the proof of the Theorem.
Remark:  In keeping with the last remark following the proof of Theorem 6.1, let $`U_0`$ denote a periodic band matrix of order $`2p+1`$. Then, it is also true that a finite rank perturbation of the form (6.19) produces no singular continuous spectrum, since the first part of the above proof goes through without changes.

## 7 An almost periodic example

In order to complete the picture of the spectral properties such matrices can possess, we briefly describe below an example of deterministic unitary band matrices which is almost periodic and purely singular continuous. This example is constructed in analogy with the random discrete Schrödinger case according to the approaches of Herman and Gordon, see e.g. \[CFKS\].

We consider again the matrix $`M(\{\theta _k\},\{\alpha _k\},\{\gamma _k\})`$ where the phases $`\alpha _k`$ are taken as constants, while the $`\gamma _k`$’s are arbitrary and can be replaced by $`(1)^{k+1}\alpha _k`$, as above. The almost periodicity lies with the phases $`\theta _k`$ defined according to

$$\theta _k=2\pi \beta k+\theta ,k,$$
(7.1)
where $`\beta `$ is irrational, and $`\theta [0,2\pi [`$.

Consider the uniform measure $`P_0`$ on the $`𝕋`$, and the translation $`\tau :𝕋𝕋`$ defined by

$$\tau (\theta )=2i\pi \beta +\theta .$$
(7.2)
Then set of iterates $`\tau ^k`$, $`k`$ is ergodic. The corresponding transfer matrices $`T(k)^\theta `$ generated by this set of translations are then given by (see (4.7))

$`T(k)_{11}^\theta =e^{i(\lambda +2\theta +8k\pi \beta 6\beta \pi )}`$ (7.3)
$`T(k)_{12}^\theta ={\displaystyle \frac{ir}{t}}(e^{i(\lambda +2\theta +8k\pi \beta 6\beta \pi )}1)`$
$`T(k)_{21}^\theta ={\displaystyle \frac{ir}{t}}(e^{2i\theta }e^{i(\lambda +2\theta +8k\pi \beta 6\beta \pi )})`$
$`T(k)_{22}^\theta ={\displaystyle \frac{r^2}{t^2}}(e^{4i\beta }+1e^{i(\lambda +2\theta +8k\pi \beta 6\beta \pi )})`$
$`{\displaystyle \frac{1}{t^2}}e^{i(\lambda +2\theta +8k\pi \beta 2\beta \pi )}.`$
Following Herman \[He\], we first get the positivity of the Lyapunov exponent.

###### Proposition 7.1

Let $`T(k)^\theta `$ be the transfer matrices (7.3) at spectral parameter $`\lambda 𝕋`$ corresponding to $`UM(\{\theta _k\},\{\alpha \},\{\gamma _k\})`$, where the $`\theta _k`$’s are given by (7.1). For $`\beta `$ irrational, the Lyapunov exponent $`\gamma (\lambda )`$ satisfies for almost all $`\theta `$:

$$\gamma (\lambda )\mathrm{ln}\frac{1}{t^2}>0,\text{ therefore }\sigma _{ac}(U)=\mathrm{}.$$

Proof: We first note that the sub-additive ergodic theorem applies to $`F_N(\theta )=\mathrm{ln}\mathrm{\Pi }_{k=1}^NT(k)^\theta `$ and since $`\tau `$ is ergodic,

$$\underset{N\mathrm{}}{lim}\frac{F_N(\theta )}{N}=\gamma (\lambda )$$
(7.4)
almost surely with respect to $`\mathrm{I}\mathrm{P}_0`$. Setting $`z=e^{i\theta }`$, we write our transfer matrices $`T(k,z)`$, expliciting the dependence in $`z^{}`$, and we define three matrices $`(R_j(k))`$, $`j=2,0,2`$, by

$$T(k,z)z^2R_2(k)+R_0(k)+z^2R_2(k),$$
(7.5)
where

$`R_2(k)=e^{i(\lambda +8k\pi \beta 6\beta \pi )}\left(\begin{array}{cc}1& \frac{ir}{t}\\ \frac{ir}{t}& \frac{r^2}{t^2}\end{array}\right),`$ (7.8)
$`R_0(k)=\left(\begin{array}{cc}0& \frac{ir}{t}\\ \frac{ir}{t}e^{4i\pi \beta }& \frac{r^2}{t^2}(e^{i4\pi \beta }+1)\end{array}\right),`$ (7.11)
$`R_2(k)={\displaystyle \frac{1}{t^2}}e^{i(\lambda +8k\pi \beta 2\beta \pi )}\left(\begin{array}{cc}0& 0\\ 0& 1\end{array}\right).`$ (7.14)
Then we consider $`S_k(z)=z^2T(k,z)`$ which is analytic in $``$ and such that if $`zS^1`$, $`S_k(z)=T_k(z)`$, $`k`$. Hence, the function $`\mathrm{ln}_{k=1}^NS_k(z)`$ is sub-harmonic and as $`S_k(0)=R_2`$, we get the estimate

$$\frac{1}{2\pi }_0^{2\pi }\mathrm{ln}\underset{k=1}{\overset{N}{}}S_k(e^{i\theta })d\theta \mathrm{ln}\underset{k=1}{\overset{N}{}}S_k(0)=N\mathrm{ln}\frac{1}{t^2}.$$
(7.15)
We finally note that (7.4) implies

$$\gamma (\lambda )=\underset{N+\mathrm{}}{lim}\frac{1}{N}_0^{2\pi }\mathrm{ln}\underset{k=1}{\overset{N}{}}T_k(e^{i\theta })\frac{d\theta }{2\pi }.$$
(7.16)
The second statement then follows from Theorem 5.3.
Next, we adapt the argument of Gordon to our setting in order to exclude eigenvalues in $`\sigma (U)`$, for $`\beta `$ a Liouville number. That is if for any $`k`$, there exists $`p_k,q_k`$ such that

$$|\beta p_k/q_k|k^{q_k}.$$
(7.17)
###### Proposition 7.2

Assume the phases $`(\theta _k)`$ are given by (7.1) and $`(\alpha _k)`$ are zero. Moreover, suppose $`\beta `$ is a Liouville number and $`((\theta ^m)_k)`$ a family of periodic sequence of period $`q_m`$. For each sequence, the corresponding family of transfer matrices (7.3) is denoted by $`(T(k)^\theta )_k`$ and $`(T_m^\theta (k))_k`$ respectively. Assume the period of the sequence $`(\theta ^m)`$ obeys $`lim_{m+\mathrm{}}q_m=+\mathrm{}`$ and the following estimates holds

$$\underset{k,m}{sup}T_m^\theta (k)<\mathrm{},\underset{|k|2q_m}{sup}T^\theta (k)T_m^\theta (k)Cm^{q_m}.$$

Then, any non zero solution $`\varphi =c_k\phi _k`$ of $`U\varphi =e^{i\lambda }\varphi `$ satisfies

$$\underset{|k|+\mathrm{}}{lim\; sup}\frac{c_{k+1}^2+c_k^2}{c_1^2+c_0^2}\frac{1}{4}.$$
(7.18)
Its proof is identical to that given in \[CFKS\], Theorem 10.3., noting that the norm of any transfer matrix (7.3) is bounded by a constant depending on $`t,r`$ only.

###### Theorem 7.1

Let $`U`$ be as in Proposition 7.1. If $`\beta `$ is a Liouville number, then for a.e. $`\theta `$, $`U`$ is purely singular continuous.

Proof:  Let $`\beta `$ be a Liouville number. It can be approximated by a sequence of irreducible fractions $`(\frac{p_m}{q_m})`$ obeying (7.17). Define the sequence $`((\theta ^m)_k)`$ by: $`k`$, $`(\theta ^m)_k=2\pi \frac{p_m}{q_m}k+\theta `$. A simple computation shows $`k`$

$`T^\theta (k)T_m^\theta (k)=`$ (7.19)
$`2i\mathrm{sin}\left((4k3)\pi (\beta {\displaystyle \frac{p_m}{q_m}})\right)e^{i\left(\lambda +2\theta +(4k3)\pi (\beta +\frac{p_m}{q_m})\right)}\left(\begin{array}{cc}1& irt^1\\ irt^1& r^2t^2\end{array}\right)`$ (7.22)
$`2i\mathrm{sin}\left((4k1)\pi (\beta {\displaystyle \frac{p_m}{q_m}})\right)e^{i\left(\lambda +2\theta +(4k1)\pi (\beta +\frac{p_m}{q_m})\right)}\left(\begin{array}{cc}0& 0\\ 0& t^2\end{array}\right)`$ (7.25)
Then, $`\beta `$ being a Liouville number allows us to check the hypotheses of the Proposition 7.2. Therefore, the generalized eigenvalue equation cannot have $`l^2`$ solution and the point spectrum of $`U`$ is empty. Combining this result with Theorem 7.1 yields the conclusion.

## 8 Appendix

Proof of Lemma 3.1:
Assume $`U`$ is unitary and , for all $`k`$,

$$U\phi _k=\alpha _k\phi _{k1}+\beta _k\phi _k+\gamma _k\phi _{k+1},$$
(8.1)
so that

$$U=\left(\begin{array}{ccccc}\mathrm{}& \alpha _{k1}& & & \\ & \beta _{k1}& \alpha _k& & \\ & \gamma _{k1}& \beta _k& \alpha _{k+1}& \\ & & \gamma _k& \beta _{k+1}& \\ & & & \gamma _{k+1}& \mathrm{}\end{array}\right).$$
(8.2)
Then, , for all $`k`$,

$`|\alpha _k|^2+|\beta _k|^2+|\gamma _k|^2=1`$
$`|\alpha _{k+1}|^2+|\beta _k|^2+|\gamma _{k1}|^2=1`$
$`\alpha _k\beta _{k1}^{}+\beta _k\gamma _{k1}^{}=0`$
$`\gamma _{k1}\beta _{k1}^{}+\beta _k\alpha _k^{}=0`$
$`\alpha _k\gamma _k^{}=0`$
$`\alpha _k\gamma _{k2}^{}=0`$ (8.3)
Let us start by noting that $`|\beta _{k_0}|=1`$ is equivalent to $`\alpha _{k_0}=\gamma _{k_0}=\alpha _{k_0+1}=\gamma _{k_01}=0`$, which creates an isolated $`1\times 1`$ block in the matrix structure of $`U`$.

We assume now that one off-diagonal element is non zero. By considering the transpose of $`U`$ instead of $`U`$ if necessary, we assume without loss $`\alpha _{k_0}0`$. The last two relations impose $`\gamma _{k_0}=\gamma _{k_02}=0`$ and the two middle one yield

$$|\beta _{k_0}\alpha _{k_0+1}|=|\beta _{k_01}\alpha _{k_01}|=|\beta _{k_01}\alpha _{k_01}|=|\beta _{k_02}\alpha _{k_01}|=0.$$
(8.4)
On the one hand, if $`\beta _{k_0}0`$, then $`\beta _{k_01}0`$. Otherwise we would get from the first two relations in (8) $`|\alpha _{k_0}|=1`$ and $`\beta _{k_0}=0`$. Hence, from (8.4), $`\alpha _{k_01}=\alpha _{k_0+1}=0`$ showing that an isolated bloc of the form

$$\left(\begin{array}{cc}\beta _{k_01}& \alpha _{k_0}\\ \gamma _{k_01}& \beta _{k_0}\end{array}\right)$$
(8.5)
exists in the matrix $`U`$.

If, on the other hand, $`\beta _{k_0}=0`$, together with $`\alpha _{k_0}0`$ this implies $`|\alpha _{k_0}|=1`$ and, in turn $`\beta _{k_01}=0`$.

We first assume $`\gamma _{k_01}0`$. Hence the last two equations in (8) yield $`\alpha _{k_01}=\alpha _{k_0+1}=0`$, which again yields an isolated block of the form

$$\left(\begin{array}{cc}0& \alpha _{k_0}\\ \gamma _{k_01}& 0\end{array}\right)$$
(8.6)
in $`U`$ with $`|\gamma _{k_01}|=|\alpha _{k_0}|=1`$.

If $`\gamma _{k_01}=0`$ and $`|\alpha _{k_0}|=1`$, we get $`|\alpha _{k_01}|=|\alpha _{k_0+1}|=1`$. In turn, this imposes $`\beta _{k_01}=\gamma _{k_01}=0`$ and $`\beta _{k_0+1}=\gamma _{k_0+1}=0`$. Thus, $`U`$ is of the form

$$U=\left(\begin{array}{ccccc}\mathrm{}& \alpha _{k_01}& & & \\ & 0& \alpha _{k_0}& & \\ & & 0& \alpha _{k_0+1}& \\ & & & 0& \\ & & & & \mathrm{}\end{array}\right)$$
(8.7)
and is therefore unitarily equivalent to the shift operator, using a unitary defined similarly to (3.18).

Hence, except in the last case, iteration of the above arguments, shows that $`U`$ has the block structure announced.

Proof of Lemma 4.1: We can set the value $`\mathrm{\Lambda }`$ at zero without loss. Let

$$\mathrm{\Phi }_u(n)=𝔼(e^{in\theta })=\delta _{n,0}$$
(8.8)
be the characteristic function of the common uniform distribution of the phases $`\theta _k`$ and $`\alpha _k`$. Consider the characteristic function of the set of random vectors $`\{\delta _{k_1},\delta _{k_2},\mathrm{}\delta _{k_j}\}`$ given by

$`\mathrm{\Phi }_{\delta _{k_1},\delta _{k_2},\mathrm{}\delta _{k_j}}(n_1,n_2,\mathrm{},n_j)=𝔼(\mathrm{exp}(i(n_1\delta _{k_1}+n_2\delta _{k_2}+\mathrm{}+n_j\delta _{k_j})))`$
$`=𝔼(\mathrm{exp}(i(n_1^1\theta _{2k_1}+(n_1^1+n_1^2)\theta _{2k_11}+n_1^2\theta _{2k_12}+\mathrm{}+n_j^1\theta _{2k_j}`$
$`+(n_j^1+n_j^2)\theta _{2k_j1}+n_j^2\theta _{2k_j2})))\times `$
$`𝔼(\mathrm{exp}(i(n_1^1\alpha _{2k_1}+(n_1^2n_1^1)\alpha _{2k_11}n_1^2\alpha _{2k_12}+\mathrm{}+n_j^1\alpha _{2k_j}`$
$`+(n_j^2n_j^1)\alpha _{2k_j1}n_j^2\alpha _{2k_j2}))).`$ (8.9)
where $`n_k=(n_k^1,n_k^2)^2`$. We used independence of the $`\theta `$’s and $`\alpha `$’s to factorize the expectations over these random variables. We can assume the $`k_l`$’s are ordered and we deal with the $`\theta `$’s only. The argument is similar for the $`\alpha `$’s. From the expression above, one sees that one can factorize the expectations over $`\theta _l`$ with $`l2k_r`$ from those with $`l2k_{r+1}2`$ as soon as $`k_r<k_{r+1}+1`$. Therefore, it is enough to consider consecutive indices $`k_1=m,k_2=m+1,\mathrm{},k_j=m+j`$. As (8.8) shows, in such a case, the expectation over the $`\theta `$’s equals zero unless

$$n_1^1=0,n_1^1+n_1^2=0,\mathrm{},n_j^1+n_j^2=0,n_j^2=0,$$
(8.10)
when it equals one. But this is equivalent to $`n_k^l=0`$ for all $`k=1,\mathrm{},j`$, $`l=1,2`$. Hence, we have proven that

$$\mathrm{\Phi }_\delta (n)=\mathrm{\Phi }_u(n^1)\mathrm{\Phi }_u(n^2)$$
(8.11)
for $`j=1`$ and

$$\mathrm{\Phi }_{\delta _{k_1},\delta _{k_2},\mathrm{}\delta _{k_j}}(n_1,n_2,\mathrm{},n_j)=\mathrm{\Phi }_{\delta _{k_1}}(n_1)\mathrm{\Phi }_{\delta _{k_2}}(n_2)\mathrm{}\mathrm{\Phi }_{\delta _{k_j}}(n_j),$$
(8.12)
which is equivalent to independence of the random vectors $`\delta _{k_1},\delta _{k_2},\mathrm{}\delta _{k_j}`$.

Proof of Lemma 4.2: Let us consider $`Y_k=Y_k^+=X_k+X_{k1}`$ only, the other case being similar. Let the measure $`\mu _X`$ denote the distribution of the $`X_k`$’s. Then the $`Y_k`$’s are identically distributed according to the measure $`\mu _Y=\mu _X\mu _X`$. Let $`\mathrm{\Phi }_X`$ be the characteristic function of the random variable $`X`$. Then $`\mathrm{\Phi }_Y(n)=\mathrm{\Phi }_X^2(n)`$. Given Lemma 4.1, we need only prove that independence of the $`Y_k`$’s imposes $`\mu _X`$ is uniform on the torus. Then, the characteristic function of the variables $`\{Y_k,Y_{k+1}\}`$ must satisfy for all $`(n_1,n_2)^2`$

$`\mathrm{\Phi }_{Y_k,Y_{k+1}}(n_1,n_2)=𝔼(\mathrm{exp}(in_1(X_k+X_{k1})in_2(X_{k+1}+X_k)))`$
$`=\mathrm{\Phi }_X(n_1)\mathrm{\Phi }_X(n_1+n_2)\mathrm{\Phi }_X(n_2)\mathrm{\Phi }_X^2(n_1)\mathrm{\Phi }_X^2(n_2).`$ (8.13)
In case $`\mathrm{\Phi }_X(n_1)\mathrm{\Phi }_X(n_2)=0`$, this relation is fulfilled. Otherwise, we have for all other cases

$$\mathrm{\Phi }_X(n_1)\mathrm{\Phi }_X(n_2)=\mathrm{\Phi }_X(n_1+n_2).$$
(8.14)
If $`N`$ is the smallest positive integer such that $`\mathrm{\Phi }_X(N)0`$, we get that

$$1=\mathrm{\Phi }_X(0)=\mathrm{\Phi }_X(N)\mathrm{\Phi }_X(N)=|\mathrm{\Phi }_X(N)|^2\mathrm{\Phi }_X(N)=\text{e}^{i\nu },$$
(8.15)
for some $`\nu 𝕋`$. Iteration of (8.14) implies that for any $`m`$,

$$\mathrm{\Phi }_X(mN)=\text{e}^{im\nu }.$$
(8.16)
That implies that $`\mu _x=\delta (x\nu /N)`$, which is a contradiction to our hypothesis. Hence we must have $`\mathrm{\Phi }_x(n)=0`$ for all $`n0`$, which corresponds to a uniform distribution.

Proof of Theorem 5.2: We develop here the arguments yielding polynomially bounded generalized eigenfunctions associated with spectral parameters in the spectrum of $`U`$. We state the starting point result, Theorem C.5.1 in \[S\], specialized to our setting.

###### Theorem 8.1

Let $``$ be a separable Hilbert space. Assume that to any Borel set $`\mathrm{\Delta }[0,2\pi [`$ we have a positive trace class operator $`A(\mathrm{\Delta })`$ on $``$ satisfying: the condition if $`\mathrm{\Delta }=_{n=1}^+\mathrm{}\mathrm{\Delta }_n`$ with $`\mathrm{\Delta }_i\mathrm{\Delta }_j=\mathrm{}`$ for $`ij`$, then $`A(\mathrm{\Delta })=slimA(\mathrm{\Delta }_n)`$.

Then there exists a Borel measure $`d\rho `$ and a positive, trace class, operator valued measurable function $`a(\lambda )`$ such that:

* $`\varphi `$, $`\varphi |A(\mathrm{\Delta })\varphi =_\mathrm{\Delta }\varphi |a(\lambda )\varphi 𝑑\rho (\lambda )`$
* $`Tr(a(\lambda ))=1`$, $`d\rho `$-ae.

These two conditions characterize the operator valued function $`a`$.

Let us introduce weighted $`l^2()`$ spaces

$$l_\delta ^2()=\{\varphi =(\varphi _n)_nl^2(^{});\underset{n}{}<n>^\delta |\varphi _n|^2<+\mathrm{}\},$$
(8.17)
where $`<n>=<1+n^2>^{1/2}`$. We prove the equivalent of Theorem C.5.2. in \[S\].

###### Proposition 8.1

Let $`U`$ be a unitary operator defined on $`l^2()`$ and $`\delta >1`$. Then there exists a spectral measure $`d\rho `$ and, for $`d\rho `$ almost all $`\lambda `$, there exists a function $`F_{.,.}(\lambda )`$ defined on $`\times `$ such that:

* $`F_{n,m}`$ is measurable in $`\lambda `$,
* $`_{n,m}<n>^\delta |F_{n,m}(\lambda )|^2<m>^\delta 1`$, $`d\rho `$-ae
* $`|F_{n,m}(\lambda )|C<n>^{\frac{\delta }{2}}<m>^{\frac{\delta }{2}}`$
* For any bounded Borel function $`g`$ on $`S^1`$, and for any vectors $`\varphi `$, $`\psi `$ in $`l_\delta ^2()`$,

$$\varphi |g(U)\psi =g(\lambda )\left(\underset{n,m}{}F_{n,m}(\lambda )\varphi _{n}^{}{}_{}{}^{}\psi _m\right)𝑑\rho (\lambda ).$$
(8.18)
* For any fixed $`m`$, $`(Ue^{i\lambda })F_{.,m}(\lambda )=0`$, where $`F_{.,m}(\lambda )=_nF_{n,m}(\lambda )\phi _n`$.

Proof:  We denote the spectral projectors of $`U`$ by $`(E(\mathrm{\Delta }))_{\mathrm{\Delta }([0,2\pi [)}`$ where $`([0,2\pi [)`$ denotes the Borel sets on the interval $`[0,2\pi [`$. Let $`x`$ be the self adjoint operator, diagonal on the orthonormal basis $`(\phi _n)_n`$, defined $`n`$, by $`x\phi _n=<n>\phi _n`$. The operators $`(A(\mathrm{\Delta }))_{\mathrm{\Delta }([0,2\pi [)}`$ defined $`\mathrm{\Delta }([0,2\pi [)`$ by

$$A(\mathrm{\Delta })=x^{\frac{\delta }{2}}E(\mathrm{\Delta })x^{\frac{\delta }{2}},$$
(8.19)
are positive and trace class:

$$\underset{n}{}\phi _n|x^{\frac{\delta }{2}}E(\mathrm{\Delta })x^{\frac{\delta }{2}}\phi _n\underset{n}{}<n>^\delta \phi _n|E(\mathrm{\Delta })\phi _n<+\mathrm{}.$$
(8.20)
By definition, the spectral family $`E(.)`$ satisfies for any countable disjoint family $`(\mathrm{\Delta }_i)_{iI}([0,2\pi [)`$: $`E(_{iI}\mathrm{\Delta }_i)=slim_{iI}E(\mathrm{\Delta }_i)`$. The operators $`x^\delta `$ being bounded on $`l^2()`$, we get $`A(_{iI}\mathrm{\Delta }_i)=slim_{iI}A(\mathrm{\Delta }_i)`$. Hence $`A(.)`$ is a Borel measure with values in positive, trace class operators. and Theorem 8.1 applies. Thus, $`(n,m)\times `$, we get a function defined $`d\rho `$-ae

$`F_{n,m}(\lambda )`$ $`=`$ $`\phi _n|x^{\frac{\delta }{2}}a(\lambda )x^{\frac{\delta }{2}}\phi _m=(<n><m>)^{\frac{\delta }{2}}\phi _n|a(\lambda )\phi _m`$ (8.21)
$`=`$ $`(<n><m>)^{\frac{\delta }{2}}a_{n,m}(\lambda ).`$
By construction, the functions $`a_{n,m}`$ (hence $`F_{n,m}`$) are measurable. Moreover,

$`{\displaystyle \underset{n,m}{}}|F_{n,m}(\lambda )|^2(<n><m>)^\delta ={\displaystyle \underset{n,m}{}}|a_{n,m}(\lambda )|^2`$ (8.22)
$`={\displaystyle \underset{n}{}}a(\lambda )\phi _n^2=a(\lambda )_2^2a(\lambda )_1^2=Tr(a(\lambda ))^2=1d\rho ae.`$
This implies the third statement. Let $`A_i[0,2\pi [`$ be Borel set, $`\chi _i:S^1`$ be its characteristic function and $`\varphi ,\psi `$ be two vectors of $`l_\delta ^2()`$. Then

$`{\displaystyle _{[0,2\pi [}}\chi _i(e^{i\lambda }){\displaystyle \underset{n,m}{}}\varphi _n^{}\psi _mF_{n,m}(\lambda )d\rho (\lambda )={\displaystyle \underset{n,m}{}}\varphi _n^{}\psi _m{\displaystyle _{[0,2\pi [}}\chi _i(e^{i\lambda })F_{n,m}(\lambda )𝑑\rho (\lambda )`$
$`={\displaystyle \underset{n,m}{}}\varphi _n^{}\psi _m{\displaystyle _{A_i}}F_{n,m}(\lambda )𝑑\rho (\lambda )={\displaystyle \underset{n,m}{}}\varphi _n^{}\psi _m\phi _n|E(A_i)\phi _m`$
$`={\displaystyle \underset{n,m}{}}\varphi _n^{}\psi _m\phi _n|({\displaystyle _{[0,2\pi [}}\chi _i(e^{i\lambda })𝑑\lambda )\phi _m=\varphi |\chi _i(U)\psi .`$ (8.23)
This results holds for step functions by linearity, and for bounded measurable functions on $`[0,2\pi [`$. In particular, taking $`g=id`$ and $`\psi =\phi _m`$,

$`\varphi |U\phi _m`$ $`=`$ $`{\displaystyle _{[0,2\pi [}}e^{i\lambda }\left({\displaystyle \underset{n}{}}F_{n,m}(\lambda )\varphi _n^{}\right)𝑑\rho (\lambda ),`$ (8.24)
$`=`$ $`{\displaystyle _{[0,2\pi [}}\varphi |e^{i\lambda }F_{.,m}(\lambda )𝑑\rho (\lambda ).`$
But,

$`{\displaystyle _{[0,2\pi [}}\varphi |UF_{.,m}(\lambda )𝑑\rho (\lambda )={\displaystyle \underset{k}{}}{\displaystyle _{[0,2\pi [}}\varphi _k^{}(UF_{.,m}(\lambda ))_k𝑑\rho (\lambda )`$
$`={\displaystyle \underset{k}{}}{\displaystyle _{[0,2\pi [}}\varphi _k^{}{\displaystyle \underset{j}{}}U_{kj}F_{j,m}(\lambda )d\rho (\lambda )={\displaystyle \underset{k,j}{}}U_{kj}\varphi _k^{}{\displaystyle _{[0,2\pi [}}F_{j,m}(\lambda )𝑑\rho (\lambda )`$
$`={\displaystyle \underset{k,j}{}}U_{kj}\varphi _k^{}(jm)^\delta {\displaystyle _{[0,2\pi [}}a_{j,m}(\lambda )d\rho (\lambda )={\displaystyle \underset{k,j}{}}U_{kj}\varphi _k^{}(jm)^\delta A([0,2\pi [)_{j,m}`$
$`={\displaystyle \underset{k,j}{}}U_{kj}\varphi _k^{}E([0,2\pi [)_{j,m}={\displaystyle \underset{k,j}{}}U_{kj}\varphi _k^{}\delta _{j,m}=\varphi |U\phi _m.`$ (8.25)
It follows that $`m,\varphi l_\delta ^2()`$,

$$_{[0,2\pi [}\varphi |UF_{.,m}(\lambda )𝑑\rho (\lambda )=_{[0,2\pi [}\varphi |e^{i\lambda }F_{.,m}(\lambda )𝑑\rho ,$$
(8.26)
and thus

$$\varphi |UF_{.,m}(\lambda )=\varphi |e^{i\lambda }F_{.,m}(\lambda )d\rho ae.$$
(8.27)
At this point we can prove Theorem 5.2, following closely the arguments of \[S\]: Let $`N(\lambda )`$ be the rank of the Hilbert-Schmidt operator $`a(\lambda )`$, which is a measurable function of $`\lambda `$. For all $`\lambda `$, there exists a set of orthogonal vectors \[K\], $`(f_j(\lambda ))_{j\{1,\mathrm{},N(\lambda )\}}`$, such that d$`\rho `$-ae:

$`a(\lambda )={\displaystyle \underset{j=1}{\overset{N(\lambda )}{}}}|f_j(\lambda )f_j(\lambda )|\text{ and}`$
$`{\displaystyle \underset{j=1}{\overset{N(\lambda )}{}}}f_j(\lambda )^2={\displaystyle \underset{m,j}{}}{\displaystyle \frac{1}{f_m(\lambda )^2}}f_m(\lambda )|f_j(\lambda )f_j(\lambda )|f_m(\lambda )`$
$`={\displaystyle \underset{m=1}{\overset{N(\lambda )}{}}}{\displaystyle \frac{f_m(\lambda )}{f_m(\lambda )}}|a(\lambda ){\displaystyle \frac{f_m(\lambda )}{f_m(\lambda )}}=Tr(a(\lambda ))=1.`$
In case of degeneracy of the spectrum, it is always possible \[S\] to chose the $`f`$’s so that they are measurable. It is enough to set now

$$\varphi _n(\lambda )=x^{\delta /2}f_n(\lambda ),n,\lambda [0,2\pi [,\mathrm{\Delta }_n=\{\lambda ;N(\lambda )=n\}.$$
(8.28)
The sets $`\mathrm{\Delta }_n`$ are disjoint by construction. For any fixed $`\lambda `$, the vectors $`\varphi _j(\lambda )`$ are linearly independent, as easily checked. The conditions on the growth of the components of the vectors $`\varphi _j(\lambda )`$ are consequences of their definitions and Proposition 8.1. By construction, $`k`$,

$$f_j(\lambda )^2(\varphi _j(\lambda ))_k=\underset{m}{}<m>^\delta F_{k,m}(\lambda )(\varphi _j(\lambda ))_m$$
(8.29)
Therefore, $`n,j\{1,\mathrm{},N(\lambda )\}`$,

$`\phi _n|U\varphi _j(\lambda )`$ $`=`$ $`{\displaystyle \underset{k}{}}U_{nk}(\varphi _j(\lambda ))_k`$
$`=`$ $`{\displaystyle \frac{1}{f_j(\lambda )^2}}{\displaystyle \underset{k,m}{}}U_{nk}<m>^\delta F_{k,m}(\lambda )(\varphi _j(\lambda ))_m`$
$`=`$ $`{\displaystyle \frac{1}{f_j(\lambda )^2}}{\displaystyle \underset{m}{}}<m>^\delta (\varphi _j(\lambda ))_m\phi _n|UF_{.,m}(\lambda )`$
Using Proposition 8.1, it follows that the previous line equals

$$=\frac{1}{f_j(\lambda )^2}\underset{m}{}<m>^\delta (\varphi _j(\lambda ))_me^{i\lambda }\phi _n|F_{.,m}(\lambda )=\phi _n|e^{i\lambda }\varphi _j(\lambda ).$$
(8.30)
Thus, $`\varphi l_\delta ^2()`$, $`\varphi |U\varphi _j(\lambda )=\varphi |e^{i\lambda }\varphi _j(\lambda )`$, d$`\rho `$-ae.

Proof of Lemma 6.2: Write

$$R(\lambda )=\left(\begin{array}{cc}a(\lambda )& b(\lambda )\\ c(\lambda )& d(\lambda )\end{array}\right)$$
(8.31)
where $`a,b,c,d`$ are analytic on $`𝕋`$ and $`detR(\lambda )=e^{i\kappa }`$. The eigenvalues of $`R(\lambda )`$ are

$$E_j(\lambda )=\frac{\text{Tr}R(\lambda )}{2}+(1)^j\sqrt{\frac{(\text{Tr}R(\lambda ))^2}{4}e^{i\kappa }}j=1,2$$
(8.32)
and the set $`X`$ consists of the zeros of $`(\text{Tr}R)^24e^{i\kappa }`$. Let $`\lambda =0`$ belongs to $`X`$. We can assume that in a punctured neighborhood of $`0`$, $`b(\lambda )0`$. Therefore, the eigenvectors can be chosen as

$$v_j(\lambda )=\left(\begin{array}{c}b(\lambda )\\ E_j(\lambda )a(\lambda )\end{array}\right).$$
(8.33)
Since

$$(\text{Tr}R(\lambda ))^2/4e^{i\kappa }=\underset{n}{}t_n\lambda ^n$$
(8.34)
with $`t_0=0`$, $`E_j`$ and, in turn, $`v_j`$ admit convergent series expansions in non-negative powers of $`\lambda ^{1/2}`$ in a neighborhood of $`0`$.

Acknowledgements:
We wish to thank Joachim Asch and Jean Brossard for helpful discussions. JH wishes to thank the Institut Fourier and AJ wishes to thank the University of Virginia for hospitality and support.