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# Coexistence of spin-singlets and metallic behavior in simple cubic CsC60

## I Introduction

To investigate the electronic properties of fullerides, one would wish to vary freely the number of doped electrons between 0 and 6 in the triply degenerate t1u band. It is rather difficult with chemical doping because only a limited number of phases appear to be stable. The FET devices recently synthesized Batlogg  might offer a more convenient way to do this, as the number of charge carriers injected in one C60 monolayer can be controlled through an applied gate voltage. However, although transport measurements are easily accessible, all investigations cannot be performed on these systems. Furthermore, it is not yet clear whether the properties of “bulk C60” are similar to those of its surface Hesper2000  and a careful comparison between the two systems is extremely desirable. To achieve that, the number of chemically stable bulk stoichiometries has to be extended.

The conventional chemical doping is obtained by inserting $`n`$ alkali ions ($`A`$) in the C60 structure, leading to AnC60 compounds, where the charge state of the C60 molecule is very close to $`n`$. The direct influence of the alkali atoms on these properties are thought to be negligible, although it could be a complication in some cases, mainly through structural modifications. Usually, only phases with an integer number of electrons per ball are formed. A3C60 and A4C60 were discovered first Haddon  and were consequently the most studied. A3C60 are metals and superconductors at low temperatures, while A4C60 are insulators. As both should be metals in a simple band structure approach Erwin , such a difference raises fundamental questions. Electronic correlation and/or electron phonon coupling, both neglected in simple band calculations, must be important here. In view of the contrasted experimental situation, it seems important to extend investigations to other stoichiometries to estimate the relative importance of the different parameters. This paper is a second of a series of three papers devoted to this task, called hereafter I BrouetPart1 , II and III BrouetPart3  .

Certain stoichiometries are more difficult to obtain for the following reasons.
\- n=1 is stable (with A=K, Rb, Cs) but spontaneously polymerizes below 350 K ChauvetPRL94 , leading to a rich but different physics, where low dimensionality could play a role. To avoid this problem, the cubic $`fcc`$ phase (T $`>`$ 350 K) has been quenched to obtain metastable phases with cubic symmetry. A non-cubic phase is usually formed with C60 dimers Dimeres . In the case of CsC60 however, a cubic phase can be obtained by quenching to liquid nitrogen KosakaPRB95 , which is orientationally ordered ($`sc`$ Pa$`\overline{3}`$ symmetry) LappasJACS95 . It is called hereafter CQ for cubic quenched and the purpose of this paper is to study the electronic properties of this phase, which is predominantly metallic. On the other hand, the properties of the high temperature cubic phase will be discussed in paper III.

\- n=2 is not obtained with large alkali ions (K, Rb, Cs) that first fill the large octahedral site (forming A1C$`{}_{60}{}^{})`$ and then the two tetrahedral sites (forming A3C$`{}_{60}{}^{})`$. Na2C60 is the only case where n=2 can be studied and we have shown that it behaves similarly to A4C$`_{60},`$ i.e. there is a gap in the electronic structure BrouetPRL2001 . As these stoichiometries have symmetric positions in the t1u band, this gap must be an intrinsic feature of these band fillings. A detailed comparative NMR study of Na2C60 and K4C60 has been presented in paper I.

\- n=5 cannot be reached by inserting only alkali ions. A charge transfer of 5 electrons per C60 has been observed in ABa2C60 (A=K, Rb, Cs) because Ba gives 2 electrons to the C60 PRBYldirim96 . The t1u band might be modified in this case by some hybridization with Ba orbitals. We note that the first investigations indicate a metallic state, a Korringa law has for example been observed by NMR PRBThier99 , although more studies are still necessary.

This short review suggests that, beyond the opposition of A3C60 and A4C60, compounds with an even number of electron per C60 are insulators, while those with an odd number of electrons are metals. This is puzzling as, if the band picture fails because the Coulomb repulsion U $``$ 1 eV is larger than the bandwidth W $``$ 0.5 eV, but, all compounds with an integer number of electrons should be Mott insulators. The study presented here reveals the presence in CQ CsC60 of a small number of C$`{}_{}{}^{2}{}_{60}{}^{}`$. This implies that there must be an effective attractive interaction at the local scale that helps in this case to overcome the strong Coulomb repulsion. Understanding the actual mechanism for the formation of such pairs is then likely to shed new light on how some of these phases can become metallic despite the large Coulomb repulsion. We will argue that a Jahn-Teller distortion (JTD) of the C60 molecule, which is a consequence of the electron-phonon coupling in these systems with degenerate band, is the missing ingredient responsible for this behavior.

The difficulties introduced by the quench necessary to produce CQ CsC60 have limited so far experimental investigations, for example there are no reported transport measurements. Also, the available temperature range is restricted to T$`<135`$ K, above which it transforms irreversibly into the dimer phase. The CQ phase appears to be metallic as ESR detects a Pauli-like susceptibility KosakaPRB95  and 13C NMR spin-lattice relaxation a Korringa law down to 50 K BrouetPRL99 . By analogy to A3C$`_{60},`$ a superconducting ground state could be expected, but no superconductivity has been detected down to 4 K KosakaPRB95 . We have suggested in ref. BrouetPRL99  that it could be due to a competition with alternative ground states. Indeed, clear anomalies in the 133Cs NMR spectrum indicate that the electronic properties of CQ CsC60 are not homogeneous on the local scale. The situation can be summarized by the picture of Fig. 1. Within a predominantly metallic phase, we proposed that 2 electrons get localized on some C60 balls (about 10 %) and paired into a spin-singlet. We will give in this paper new experimental observations which support this scenario (section II). To get more detailed information on this charge segregation phenomenon, we particularly focus our attention in this paper on some features that were not addressed in our previous report on this phase BrouetPRL99  : the distribution of the C$`{}_{}{}^{2}{}_{60}{}^{}`$ within the metal (section III) and their lifetime (section IV). Finally, we discuss the implications of the presence of C$`{}_{}{}^{2n}{}_{60}{}^{}`$ for the nature of the metallic state (section V).

## II Three Cs lines

On the 133Cs spectrum of Fig. 2, obtained at 120 K and 7 T, three different lines are clearly resolved at -15 ppm, 800 ppm and 1800 ppm. The latter line has a much smaller intensity (6 $`\pm 2\%`$ of the total) than the two main lines and was not detected in ref BrouetPRL99 . As shown hereafter, its detection allows to confirm and refine the model of Fig. 1.

Finding three Cs lines contradicts the expectations of structural studies, for which there is only one site for Cs in this phase, namely the octahedral site LappasJACS95 . With one site, only one NMR line should be observed, as in the high temperature $`fcc`$ phase TyckoPRB93 . The particular phase diagram of CsC60 allows to convince oneself rather directly that all these lines are intrinsic, because they all disappear irreversibly at the transition to the dimerized structure. In addition, SEDOR experiments reported in ref. BrouetPRL99  demonstrate that the different Cs sites are mixed on the microscopic scale.

### II.1 Local electronic environment of the three Cs lines

The splitting of the 133Cs NMR spectrum implies that there are three different Cs sites well defined at the local scale. To understand their origin, the study of the local electronic environment, as probed by the NMR shift $`K`$ and the spin-lattice relaxation rate $`1/T_1`$ of each line, both presented in Fig. 3, is very helpful. These quantities depend on the hyperfine coupling $`A`$ between Cs and one of its 6 C60 first neighbors. The shift is expected to read $`K=\sigma +6A\chi _{loc}`$, where $`\sigma `$ is the reference chemical shift and $`\chi _{loc}`$ the local electronic susceptibility, and $`1/T_16A^2\chi _{loc}^{\prime \prime }(\omega _0)/\omega _0,`$ where $`\chi _{loc}^{\prime \prime }(\omega _0)`$ is the imaginary part of $`\chi _{loc}`$ at the nuclear Larmor frequency (for 133Cs, $`\omega _0=40`$ MHz at 7 T). The reference chemical shift can be estimated by the position of Cs+ in the gas phase to be around $`\sigma =`$-300 ppm Slichter . Therefore, the shift of the less shifted line is small, about 200 ppm at low temperature, and we label this line as NS for Not Shifted. Such a small shift is expected for Cs in metallic fullerides because electrons are almost completely transferred to the C60 balls. In addition, it is almost temperature independent according with a metallic susceptibility (the upturn above 100 K will be discussed in section IVb). On the contrary, the two other lines exhibit unusually large shifts with large temperature dependences inconsistent with a metallic environment. To contrast with the NS line, the line at 800 ppm is called S (for shifted). Interestingly, the shift of the most shifted line is approximately twice that of the S line and we therefore label it 2S. Similarly its T1 is reduced by a factor 2 with respect to that of the S line. At 80 K, 2ST1= 43ms $`\pm `$ 11ms to be compared with ST1 = 110 $`\pm `$ 10 ms for the S line.

These latter points strongly suggests that the inequivalency between the Cs sites results from a local perturbation and that the three lines emerge from the coupling with zero (NS), one (S) or two (2S) “anomalous C60. Indeed, if we call $`\chi _g`$ and $`\chi _m`$ the susceptibilities of respectively one “anomalous C60” and one “metallic C60”, Ag and Am the hyperfine couplings between them and Cs, we expect the following relations.

$`K_{NS}`$ $`=`$ $`6A_m\chi _m\text{ }1/T_1)_{NS}6A_m^2\chi _m^{\prime \prime }`$
$`K_S`$ $`=`$ $`5A_m\chi _m+A_g\chi _g\text{ }1/T_1)_S5A_m^2\chi _m^{\prime \prime }+A_g^2\chi _g^{\prime \prime }`$
$`K_{2S}`$ $`=`$ $`4A_m\chi _m+2A_g\chi _g\text{ }1/T_1)_{2S}4A_m^2\chi _m^{\prime \prime }+2A_g^2\chi _g^{\prime \prime }`$
This fits the experimental observations $`K_{2S}2K_S`$ and $`1/T_1)_{2S}2`$ $`1/T_1)_S`$ provided that the anomalous component dominates the metallic one, i.e $`A_g`$ $`\chi _g>>`$ $`A_m`$ $`\chi _m,`$ which is obvious since $`K_S>>K_{NS}.`$ We can actually estimate $`A_m`$ $`\chi _m`$= 30 ppm and $`A_g`$ $`\chi _g`$ = 700 ppm at 120 K.

Fig. 3 also shows that there is a scaling between K and 1/T1T for the S line up to 110 K, which ensures that they are both dominated in this temperature range by the same electronic excitations. This common behavior represents $`\chi _g`$ and is fitted on Fig. 3 by an activated law (A/T)\*exp(-Ea/kBT) with E$`{}_{a}{}^{}`$15 meV. This means that the “anomalous C$`{}_{60}{}^{}\mathrm{"}`$ correspond to a molecular arrangement with a gap Ea and therefore electrons must be localized on these balls. The simplest idea would be that one electron is “trapped” by some defects, but in this case we should observe a paramagnetic behavior of this localized spin 1/2 at low temperatures, which we do not. The most plausible way to explain the vanishing susceptibility at low $`T`$ is that two electrons are localized instead of one and paired up into a singlet. Molecular calculations Manini  indeed predicts that the singlet state wins over the triplet state (favored by Hund’s rules) for C$`{}_{}{}^{2}{}_{60}{}^{}`$ in the presence of a JTD. In our opinion, this gain of energy associated with JTD is at the origin of the formation of C$`{}_{}{}^{2}{}_{60}{}^{}`$ within the metal. We note that there might be an additional temperature independent contribution $`\chi _0`$ to K as its low temperature value is very different from our estimation of $`\sigma =300`$ ppm or from the shift of the NS line.

Na2C60 is a natural reference for the NMR behavior of the JTD C$`{}_{}{}^{2}{}_{60}{}^{}`$ BrouetPRL2001 . The gap measured on Cs S sites is much smaller than the 140 meV singlet-triplet gap of a C$`{}_{}{}^{2}{}_{60}{}^{}`$ measured through 1/T1 relaxation in Na2C$`_{60}.`$ The limited stability of the CQ phase in temperature (T $`<`$ 135 K) does not really allow to probe the existence of molecular excitations of this high energy. This 15 meV gap more likely corresponds to excitations of the singlets towards the metallic band. We have seen in paper I that in Na2C60 also, the low temperature behavior is governed by such band excitations. The fact that the spin-singlets cannot be viewed as an isolated entity might also explain why $`K`$ and $`1/T_1`$ seem to tend to a constant value different from zero at low temperatures. More details will be given in the last section of this paper on the interactions between the singlets and the band.

### II.2 Confirmation of local charge segregation

This inhomogeneous distribution of the charge among the C60 balls will create electric field gradients (EFG) at the Cs S and 2S sites and since 133Cs is a spin 7/2, it should sense them through its quadrupole moment Q. Actually, we show hereafter that the larger linewidth of the S line ($`\mathrm{\Delta }\nu 16`$ $`kHz`$ at half width) compared to the NS line ($`\mathrm{\Delta }\nu 5`$ $`kHz`$) is due to larger quadrupole effects on these sites.

In presence of quadrupole effects, the different nuclear transition (7/2$`5/2,`$ 5/2$`3/2,`$ etc) acquire different frequencies $`\nu _0\pm n`$ $`\nu _Q`$ $`f(\theta ,\phi )`$, where n is the order of the transition, $`\nu _Q`$ a quadrupole frequency proportional to the strength of the EFG and the value of the quadrupole moment, and $`f(\theta ,\phi )`$ a function depending on the orientation of the EFG with respect to the NMR field. Eventually, if $`\nu _Q`$ is very large, the “satellite transitions” could be lost because they become very broad and only the central transition 1/2$`1/2`$ is observed. This is not very likely for 133Cs, because it has one of the smallest quadrupole moment of all nuclei. The lengths of the NMR pulses that optimize the signal should be different in this situation pulse . As this is not the case, we conclude that all the nuclear transitions are observed for all sites and the broadening of the spectrum is then a first order quadrupole broadening.

The value of $`\nu _Q`$ expected for the $`S`$ sites in our model can be estimated by a direct calculations of the EFG, assuming point charges.

$$\nu _Q=\frac{3(1\gamma _{\mathrm{}})eV_{zz}Q}{2I(2I1)h}\text{ with }V_{zz}=\frac{^2V}{z^2}$$

where $`V`$ is the electrostatic potential, $`I`$ the nuclear spin and $`(1\gamma _{\mathrm{}})`$ the Sternheimer antishielding factor Slichter . The distribution of charges around one S site yields $`\nu _Q6`$ $`kHz`$. The resulting lineshape depends also on the other principal values of the EFG, here we calculate $`V_{xx}=V_{yy}=1/2`$ $`V_{zz}`$. A simulation of the spectra (for this powder sample, it has to be averaged on all possible orientations Slichter ) is shown on Fig. 4 in two different cases. For the dotted line, a very small experimental broadening is introduced and all satellite transitions are visible. For the thin line, a realistic experimental broadening of 3 kHz, similar to the NS linewidth, is introduced, which allows a direct comparison with the experimental spectrum. The agreement is very good which should only be taken as a proof of the consistency of our analysis. It is known that the EFG could vary significantly from this rough point charge estimate, when a more realistic situation is considered, for example an inhomogeneous distribution of the charge over the C60 molecule.

As for the 2S line, the linewidth is similar to that of S ($`\mathrm{\Delta }\nu 18`$ $`kHz`$). This is consistent with the idea that the broadening is not of magnetic origin, for example arising from a distribution of shift, in which case the linewidth should double. The quadrupole broadening for a 2S site in our model depends on the relative position of the C$`{}_{}{}^{2}{}_{60}{}^{}`$ with respect to this Cs site. If they are on a straight line with respect to their common Cs neighbor, the point charge calculation predicts that $`\nu _Q[2S]=2`$ $`\nu _Q[S],`$ while if they are in different directions $`\nu _Q[2S]\nu _Q[S]`$. This latter case would apparently be in better agreement with the data but, as already mentioned, the calculation of the EFG is somewhat rough and the lack of structure in the S and 2S lineshape does not allow a refined analysis. Actually, next section provides more reliable information on the distribution of the C$`{}_{}{}^{2}{}_{60}{}^{}`$, which do not favor this arrangement.

The detection of quadrupole effects on S and 2S sites is however essential to ensure a qualitative agreement with the model of Fig. 1.

## III Distribution of the C$`{}_{}{}^{2}{}_{60}{}^{}`$ within the metal

Following the lines of the model described in Fig. 1, the number of C$`{}_{}{}^{2}{}_{60}{}^{}`$ can be deduced from the relative intensities of the three lines, the area of one line being proportional to the number of sites resonating at this frequency. As can be seen on Fig. 5, the ratio between S and NS sites is nearly constant as a function of temperature, NS/S = 45/55, and it is reproducible with different samples and/or different quench, so that it must correspond to a well defined equilibrium. As there are 6 C60 neighbors to one Cs site, there must be roughly 10 % of C$`{}_{}{}^{2}{}_{60}{}^{}`$ to produce this ratio. With such a number, there is a non-negligible probability of finding a Cs site with two C$`{}_{}{}^{2}{}_{60}{}^{}`$ neighbors, which correspond to our “2S sites”.

### III.1 Structural arrangement of the C$`{}_{}{}^{2}{}_{60}{}^{}`$

More precisely, a closer look at the relative intensities, and especially the number of 2S sites, can help us to address the question of the distribution of C$`{}_{}{}^{2}{}_{60}{}^{}`$ balls within the metal. On Fig. 6, we show the results of calculations of the number of Cs sites as a function of the concentration of C$`{}_{}{}^{2}{}_{60}{}^{}`$in two different cases :

i) with a random distribution of C$`{}_{}{}^{2}{}_{60}{}^{}`$

ii) when neighboring C$`{}_{}{}^{2}{}_{60}{}^{}`$ are excluded (“diluted” case).

To compare with the experiment, the number of S, NS and 2S sites at 120K are reported on Fig. 6. In the random case, the calculated intensities never quite reach the experimentally observed values. The fraction of 2S sites is rapidly higher than in the experiment and there are always more NS sites than S sites, contrary to the experiment. Furthermore, the intensity of a 3S line corresponding to C60 with three C$`{}_{}{}^{2}{}_{60}{}^{}`$ neighbors would be sizable, although it is not observed. In the diluted case, 12% of C$`{}_{}{}^{2}{}_{60}{}^{}`$ almost exactly correspond to the experiment at 120 K, as shown by the vertical line. In this situation, the 3S configuration is forbidden, according to the experimental finding. Therefore, we conclude that C$`{}_{}{}^{2}{}_{60}{}^{}`$ are diluted within the lattice to avoid a situation where they are first neighbors. They do not segregate in superstructures that could be reminiscent of the formation of stripes. This last point is consistent with SEDOR experiments that rule out the formation of “clusters” of C$`{}_{}{}^{2}{}_{60}{}^{}`$. This dilution could be favored because it minimizes the electrostatic repulsion between C$`{}_{}{}^{2}{}_{60}{}^{}`$. As a function of decreasing temperature, comparison between Fig. 5 and Fig. 6 suggests an increase of the number of C$`{}_{}{}^{2}{}_{60}{}^{}`$ to about 15 %, although the error bars are quite large.

### III.2 What limits the number of C$`{}_{}{}^{2}{}_{60}{}^{}`$ to about 10 to 15% ?

The experimental concentration of C$`{}_{}{}^{2}{}_{60}{}^{}`$ appears a little bit puzzling at first, since one could expect that if the C$`{}_{}{}^{2}{}_{60}{}^{}`$ are more stable than C$`{}_{}{}^{}{}_{60}{}^{},`$ there should be a total charge dismutation between C60 and C$`{}_{}{}^{2}{}_{60}{}^{}.`$ One problem with such a dismutated ground state is that it cannot be realized in this phase because of the inherent frustration of the $`fcc`$ lattice. Furthermore, if first neighboring C$`{}_{}{}^{2}{}_{60}{}^{}`$ are excluded, the maximum number of C$`{}_{}{}^{2}{}_{60}{}^{}`$ would already be reduced to 25 %. This would correspond to a completely ordered structure with a singlet on each corner of the cubic cell and none on the faces. With some disorder, this number would rapidly drop.

Maybe the C$`{}_{}{}^{2}{}_{60}{}^{}`$ do not order collectively, because they are preferentially formed on some defects of the structure. A particular feature of the orientational order characterizing the $`sc`$ phase is that there are two orientations for the C60 molecule. They are defined by an angle $`\phi `$ from which they are rotated with respect to the so-called “standard orientation” around one diagonal axis Launois . The value minimizing the C60 interactions occurs for $`\phi =98^{}`$ but a second minimum for $`\phi =38^{}`$ is nearly degenerate. The fit of the X-ray spectra can be improved in all $`sc`$ phases (C60, Na2AC60 and CQ CsC60) by allowing 12 to 20 % of the balls at low T to be in a “minor orientation” corresponding to $`\phi =38^{}`$. For CQ CsC60 16 % gives the best fit at 4.5 K LappasJACS95 . The closeness of this value with the number of singlets found here is such that one is tempted to consider that a ball in a minor orientation might be viewed as a disorder potential efficient in trapping a C$`{}_{}{}^{2}{}_{60}{}^{}`$. It is indeed known that the overlap integrals between neighboring C60 are very sensitive to their relative orientations. In pure C60, no structural correlations were found between the balls in a given orientation Launois , as found here for the singlets.

## IV Motion of spin-singlets above 100 K

The observation of three different lines indicate that the spin-singlets are nearly static on well determined C60 balls on the NMR timescale. However we show hereafter that other experimental observations such as the NMR spin lattice relaxation time T1 allow to determine the lifetime of the spin singlets which decreases with increasing temperature.

### IV.1 Relaxation behavior

As can be seen in Fig. 7, T1 for the NS line changes dramatically between 110 K and 130 K, getting shorter by two order of magnitudes. At 130 K although the two main 133Cs lines are perfectly resolved, they have almost the same T1. This finding suggests that the nature (NS, S or 2S) of any Cs nucleus is changing with time, so that the properties of these sites become identical on the large timescale of the T1 measurement (more than 50 ms), although on the short timescale corresponding to the inverse spectrum width (typically 100 $`\mu `$s here), individual resonance frequencies are still resolved. Within our model, such a situation would occur if the electronic spin-singlets start to jump from a C$`_{60}`$to its near neighbor C60. When such an electronic jump occurs, some Cs S sites become NS and vice-versa.

Let us examine in more details whether a motion of the spin-singlets could explain the change in T1 Abragam . We assume that there is a probability $`p`$ per unit time that the nature of the site changes from S to NS or NS to S. On the other hand, we suppose that for each situation (Cs neighboring a C$`{}_{}{}^{2}{}_{60}{}^{}`$ or not), there is a well defined relaxation rate WS (resp. WNS). Let $`n_S`$ be the number of S sites (resp. $`n_{NS}`$ for NS sites) excited at the time t=0 by the saturation pulse of the T1 experiment, the relaxation of the two spin species obeys the following coupled system.

$`{\displaystyle \frac{dn_S}{dt}}`$ $`=`$ $`(W_S+p)\text{ }n_S+p\text{ }n_{NS}`$
$`{\displaystyle \frac{dn_{NS}}{dt}}`$ $`=`$ $`p\text{ }n_S(W_{NS}+p)\text{ }n_{NS}`$
For an infinite lifetime of the singlets, that is for p = 0, we recover the expected exponential decay with $`(1/T_1)_S=W_S`$ and $`(1/T_1)_{NS}`$ $`=`$ $`W_{NS}`$. When W$`{}_{NS}{}^{}`$ p $``$ W$`_S,`$ the relaxation rate of the NS line is strongly reduced and tend to the value (W$`{}_{S}{}^{}+`$W$`{}_{NS}{}^{})`$ $`/`$ $`2`$ as p increases. By extrapolating the variation of WS and WNS by straight lines (see Fig.7), we calculate with this model the value needed for $`p`$ to obtain the experimental T1 values. We can indeed reproduce the experimental results, as shown by the dashed lines on Fig. 7. For each temperature, the value of $`p`$ that we have used is reported on Fig. 8. It follows an activated temperature dependence with p = 5 10$`{}_{}{}^{14}\mathrm{exp}(3700/`$T), which sets a new energy scale for the sytem of about 320 meV, characterizing the energy barriers that traps the singlet. This magnitude is quite comparable with the activation energies usually found for the molecular rotations in AnC60 compounds. The temperature range where we start to observe the motion of the spin-singlets also roughly corresponds to the usual range for the onset of molecular motions. This reinforce the idea that the trapping of the singlets could be related to C60 in a minor orientation.

From the frequency of jumps between the two sites, we can deduce the characteristic lifetime of a spin-singlet on a particular C60 ball. It changes from 15 sec at 100 K to 3 ms at 130 K.

### IV.2 Static spectrum

This characteristic time is still long compared to the time scale of the experiment, therefore the motions of the singlets do not show up clearly on the static spectra. However, in the range of temperatures for which the T1 become identical, the scaling between the shift and the relaxation for the S line does not hold anymore (Fig. 3), which suggests that the jumps of the singlets begin to affect as well the resonance frequencies. If we could increase the temperature further, we could expect that p will become short enough to yield a motional narrowing of the static spectrum with three lines ultimately merging into one. From the data of Fig. 8, we can extrapolate that the two main lines would merge together at 150 K, when the frequency jump is comparable to the 30 kHz frequency separation of the two lines. This is a first step to reconcile the properties of CsC60 in its CQ and high temperature phases, where only one Cs line is observed. The relation between these two cubic phases will be discussed in more details in paper III. The upturn of the NS shift above 110 K that can be noted on Fig. 3 might be a precursor sign of this effect.

## V Interplay between the spin-singlets and the metallic state

The motion of spin-singlets described above shows that they can be considered to some extent as charge carriers. Actually, in a random metallic state with negligible on site Coulomb repulsion and nominally one electron per C60, one expects to find on each C60 either zero, two or one electron, either with spin up or down, all states with equal probabilities. A 25 % concentration of doubly charged C60, or less if we include some Coulomb repulsion, is then quite natural and it is more their increased lifetime that is surprising here. We assign it to the higher stability of the JTD C$`{}_{}{}^{2n}{}_{60}{}^{}`$, and this could play a particular role in the charge transport of A2n+1C60. In the presence of any disorder potential, they could become easily trapped, which seems to be the case in CQ-CsC60.

An important question that has been left aside so far is whether there is also 12 % of static neutral C60 or if the unpaired electrons are delocalized on the 88% remaining balls. Although hypothetic, the possible “non-stoichiometrie” of the CQ phase is reminiscent of the discussions about the role of vacancies in A3C60. The physical model behind this idea was that A3C60 would be a Mott insulator for integer filling because of the strong electronic correlations and that only the deviation from 3, introduced by a reproducible number of vacancies, allows the formation of a metal Lof . The same argument could be discussed for CQ CsC60.

From the experimental point of view, we are not able to distinguish by 13C NMR the signals of differently charged C60 balls, neither the signal of C$`{}_{}{}^{2}{}_{60}{}^{}`$ or of any eventual neutral C60, from that of the dominant fraction of C$`{}_{}{}^{}{}_{60}{}^{}`$. This results from the well known fact that the anisotropic orbital contribution to the NMR shifts dominates the electronic contribution to the shift in AnC60 compounds and broaden the signals at low temperatures reviewPennington . Although different relaxation times could be expected for the different components, it is beyond experimental accuracy to detect such a small fraction of distinct behaviors. The relaxation curves for the NMR magnetization, from which T1 is extracted, are intrinsically not exponential at low temperatures in fullerides, because of the existence of inequivalent 13C sites on a given molecule BrouetPart1 . This would easily blur the occurrence of different relaxation mechanism for a small fraction of the C60.

Nevertheless, we do observe an anomaly in 13C NMR, which could help us to understand the coupling between the band and the formation of C$`{}_{}{}^{2}{}_{60}{}^{}`$. Fig. 9 shows that although 1/T1T is constant between 50 K and 100 K as expected for a metallic Korringa law, it decreases below 50 K by a factor $`3`$ (the upturn above 100 K will be discussed in paper III). As emphasized on Fig. 9, this decrease is not correlated with the 133Cs NMR for which 1/T1T saturates precisely below 50 K and therefore more likely affects the properties of the band that dominate anyway the 13C NMR. The Korringa law relates 1/T1T to the square of the density of states (1/T1T $``$ n(E$`{}_{f}{}^{})^2`$) which suggests a decrease in the density of states at low T, that could be due to an increase in the number of C$`{}_{}{}^{2}{}_{60}{}^{},`$ taking more electrons out of the band. The general trend of the variation of the number of C$`{}_{}{}^{2}{}_{60}{}^{}`$ indicated by Fig. 5 is in qualitative agreement with this idea but not quantitatively. The maximum variation of the number of NS sites between 50 K and 10 K would be from 50 % to 25 %, corresponding to an increase in C$`{}_{}{}^{2}{}_{60}{}^{}`$ from 12% to 17 % (see Fig. 6b) and then a decrease of n(Ef) by about only 5 %. If the decrease of 1/T1T is related to this effect, the properties of the band must be modified at the same time, for example 1/T1T can be enhanced above the value expected from n(Ef) by correlation effects Slichter . Actually this effect exists in CQ CsC60, as the constant value of 1/T1T is enhanced by almost a factor 2 compared to Na2CsC60 that has a similar susceptibility and this could change as one goes further away from integer filling.

## VI Conclusion

We have shown that many independent NMR observations support the idea that spin-singlets are present in the CQ phase of CsC60 on about 12 % of the C60 balls. The lifetime of these spin-singlets on a given ball increases exponentially with decreasing temperature (from 3 ms at 130 K to 15 sec at 100 K). We believe that they are formed randomly by hopping within the metallic phase and become trapped at low temperatures, maybe by the disorder potential associated with the existence of two different orientations for the C60 molecules in the $`sc`$ phase.

The most important consequence of this study is that it reveals an attractive interaction at the local scale which allows to form spin-singlets despite the large Coulomb repulsion that should forbid a double occupancy of the same site. We propose that this interaction is mediated by Jahn-Teller distortions. Because the gain of energy associated with a JTD is larger for an evenly charged molecule, these configurations could be stabilized even in compounds with odd stoichiometries. It is natural to wonder whether this also plays a role in the case of A3C60.

The unexpected splitting of the 133Cs spectrum, which is the consequence of the presence of C$`{}_{}{}^{2}{}_{60}{}^{}`$, inevitably refers to the T’ line observed in many $`fcc`$ A3C60 systems for the alkali in the tetrahedral site Pennington . SEDOR experiments have shown that the T’ line arises from a modified tetrahedral site. Its intensity reproducibly corresponds to about 15 % of the tetrahedral sites. Many explanations have been proposed for the origin of the T’ site (T’ could be neighbor from a vacancy, a misoriented C60 or a JTD one etc.) but none of them is consistent with all experimental observations. By analogy to CQ CsC60 where the splitting is much clearer, it is tempting to say that the T’ line could correspond to a small fraction of about 3 % localized C$`{}_{}{}^{2}{}_{60}{}^{}`$ or C$`{}_{}{}^{4}{}_{60}{}^{}`$ in A3C60, maybe trapped by some defects. We have suggested that the $`sc`$ structure efficiently traps the C$`{}_{}{}^{2}{}_{60}{}^{}`$ on the balls in the minor orientation and the absence of such orientations in the $`fcc`$ A3C60 compounds might play a role. To check this, it would be interesting to know whether there is a similar line in the orientationally ordered Na2CsC60 and what is its intensity. This might be a clue to prove that the peculiar properties of CQ CsC60 actually reveal a common tendency in alkali fullerides.

Indeed, an independent NMR observation, based on an anomalous temperature dependence of 1/T1T, has recently led us to suggest that C$`{}_{}{}^{2}{}_{60}{}^{}`$ and C$`{}_{}{}^{4}{}_{60}{}^{}`$ are also formed in A3C60 but usually on very short lifetimes of the order of 10-14 sec. We have proposed this idea by studying Na2CsC60 BrouetPRL2001  and we will present in paper III a generalization of this phenomenon to other systems like Rb3C60. The main difference between CQ CsC60 and these other compounds then resides in the lifetime of the C$`{}_{}{}^{2n}{}_{60}{}^{}`$. In addition to the structural effect discussed before, this could be related to the fact that neutral C60 is not stabilized by JTD, so that a jump of one electron is less likely to lead to a stable configuration than in A3C60, which has a symmetric position between C$`{}_{}{}^{2}{}_{60}{}^{}`$ and C$`{}_{}{}^{4}{}_{60}{}^{}`$. The different lifetime of the electronic pairs formed via Jahn-Teller distortions might also explain why CQ CsC60 is not superconducting contrary to A3C60. The difference of behavior should vanish as one increases the temperature and the singlets start to move more freely. Above 300 K, CsC60 can be studied again in a cubic structure, but, unexpectedly, it appears to be insulating. We will show new data at high temperature in paper III that allow to conclude that this behavior can be understood by taking into account the presence of C$`{}_{}{}^{2}{}_{60}{}^{}`$ and is in fact similar to that of some A3C60 systems.


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# Untitled Document

Measures and semi-orthogonal functions on the unit circle

| M.J.Cantero, M.P.Ferrer, L.Moral, L.Velázquez |
| --- |
| Departamento de Matemática Aplicada. Universidad de Zaragoza. Spain. |

Abstract.

The zeros of semi-orthogonal functions with respect to a probability measure $`\mu `$ supported on the unit circle can be applied to obtain Szegő quadrature formulas. The discrete measures generated by these formulas weakly converge to the orthogonality measure $`\mu `$. In this paper we construct families of semi-orthogonal functions with interlacing zeros, and give a representation of the support of $`\mu `$ in terms of the asymptotic distribution of such zeros.

Keywords and phrases: Quadrature formulas, Semi-orthogonal functions, Asymptotic distribution of zeros, Support of a measure.

(1991) AMS Mathematics Subject Classification : 42C05

§ 1 - Introduction.

Given a probability measure $`\nu `$ on the real line, it is well known (see for example  or ) that a sequence of orthogonal polynomials (SOP), $`\left(p_n\right)_n\mathrm{}`$, with respect to $`\nu `$, satisfies the following properties:

a) The zeros of $`p_n`$ are real and simple for $`n1`$.

b) If $`I`$ is an interval such that $`\mathrm{supp}\nu I`$, the zeros of $`p_n`$ lie on the interior of $`I`$ for $`n1`$.

c) The polynomials $`p_n`$ and $`p_{n+1}`$ have interlacing zeros for $`n1`$.

d) The interpolatory quadrature formulas

$$_{\mathrm{}}F(x)𝑑\nu (x)\underset{k=1}{\overset{n}{}}F(x_k^{(n)})H_k^{(n)},n1,$$

are exact for every polynomial $`F`$ with degree not greater than $`2n1`$ if the nodes $`\left(x_k^{(n)}\right)_{k=1}^n`$ are the zeros of $`p_n`$ and $`H_k^{(n)}=1/K_{n1}(x_k^{(n)},x_k^{(n)})`$, where $`K_n(x,y)`$ is the $`n`$-kernel associated to $`\left(p_n\right)_n\mathrm{}`$, which is

$$K_n(x,y)=\frac{k_n}{k_{n+1}}\frac{p_{n+1}(x)p_n(y)p_n(x)p_{n+1}(y)}{(xy)_{\mathrm{}}p_n^2(t)𝑑\nu (t)},$$

being $`k_n`$ the leading coefficient of $`p_n`$. These quadrature formulas imply the existence of a sequence $`\left(\nu _n\right)_{n1}`$ of discrete measures on the real line given by

$$d\nu _n(x)=\underset{k=1}{\overset{n}{}}\frac{\delta (xx_k^{(n)})}{K_{n1}(x_k^{(n)},x_k^{(n)})}dx$$

($`\delta `$ is the Dirac distribution), such that $`\nu _n\stackrel{}{}\nu `$ when the support of $`\nu `$ is bounded.

Therefore, there is a close relationship between the measure $`\nu `$ and the location of the zeros of a SOP. In fact, properties a), b), c), d) can be used to study the support of $`\nu `$ in terms of the asymptotics of such zeros (see , ).

As for measures on the unit circle $`\mathrm{𝕋}`$, the situation is rather different. The associated orthogonal polynomials have their zeros inside the open unit disk, and not on $`\mathrm{𝕋}`$, where the measure is supported. Moreover, these zeros are not necessarily simple. So, it has no meaning to look for results completely analogous to the ones above.

In the case of the real line, we can find other functions that satisfy property a), and a weak version of b), c), d): polynomials $`q_n(x),n1`$, with $`\mathrm{deg}(q_n)=n`$, and orthogonal to $`x^k`$ for all $`k<n1`$, but not to $`x^{n1}`$. These are called quasi-orthogonal polynomials (see , ), and the modified versions of properties b), c), d) that they satisfy are:

b’) If $`I`$ is an interval such that $`\mathrm{supp}\nu I`$, it is not possible to ensure that all the zeros of $`q_n`$ lie on the interior of $`I`$, but at most one of them lies outside.

c’) It is not always true that $`q_n`$ and $`q_{n+1}`$ have interlacing zeros, but, if the convex hull of $`\mathrm{supp}\nu `$ is not $`\mathrm{}`$, the sequence $`\left(q_n\right)_{n1}`$ can be chosen so that all the polynomials $`q_n`$ have a common zero outside this convex hull, and the remaining zeros of $`q_n`$ and $`q_{n+1}`$ (that are inside this convex hull) interlace.

d’) The interpolatory quadrature formulas constructed by using as nodes the zeros of $`q_n`$ are exact for every polynomial with degree not greater than $`2n2`$, instead of $`2n1`$. That is, they are exact on a $`(2n1)`$-dimensional vector subspace of the space of real polynomials. Likewise, these quadrature formulas generate a sequence of discrete measures on the real line weakly converging to $`\nu `$.

As in the case of orthogonal polynomials, properties a), b’), c’), d’) allow to study the support of $`\nu `$ through the analysis of the asymptotic distribution of zeros of quasi-orthogonal polynomials.

The aim of this paper is to get on $`\mathrm{𝕋}`$ a situation as similar as possible to the one we have in the real line with quasi-orthogonal polynomials: given a probability measure $`\mu `$ on $`\mathrm{𝕋}`$, we look for sequences $`\left(F_n\right)_{n1}`$ of analytic functions on a open subset $`\mathrm{\Omega }\mathrm{𝕋}`$ of $`\mathrm{}`$, such that, when restricted to $`\mathrm{𝕋}`$ can be viewed as real functions, and that satisfy analogous properties to a), b’), c’), d’). That is,

1. $`F_n(z)`$ is real for $`z\mathrm{𝕋}`$.

2. The zeros of $`F_n`$ are simple and lie on $`\mathrm{𝕋}`$.

3. If $`I`$ is a connected subset of $`\mathrm{𝕋}`$ such that $`\mathrm{supp}\mu I`$, at most one zero of $`F_n`$ lies on the closure of $`\mathrm{𝕋}\backslash I`$.

4. The zeros of the functions $`F_n`$ and $`F_{n+1}`$ satisfy an “interlacing property” (that we will define exactly later on).

5. There exist interpolatory quadrature formulas

$$_\mathrm{𝕋}F(z)𝑑\mu (z)\underset{k=1}{\overset{n}{}}F(z_k^{(n)})H_k^{(n)},$$
$`(1)`$
where $`\left(z_k^{(n)}\right)_{k=1}^n`$ are the zeros of $`F_n`$ and $`H_k^{(n)}>0`$, that are exact on certain $`(2n1)`$-dimensional vector subspace of the space of Laurent polynomials, and that generate a sequence $`\left(\mu _n\right)_{n1}`$ of discrete measures supported on $`\mathrm{𝕋}`$ and weakly converging to $`\mu `$.

Notice that a SOP with respect to $`\mu `$ does not satisfy any of above properties. The search of these analog of quasi-orthogonal polynomials will lead to the so-called para-orthogonal polynomials (, , ). Finally, with a simple modification of these polynomials we will arrive at a sequence of Laurent polynomials called semi-orthogonal functions (, , ), that will provide the answer for the requirements 1, 2, 3, 4, 5.

Once we have found these sequences of functions, the final aim of this work will be to characterize the support of $`\mu `$ in terms of the asymptotic distribution of their zeros.

§ 2 - Basic tools.

We shall denote by $`\mathrm{}`$ the set of all integer numbers, and $`\mathrm{}=\{n\mathrm{}:n0\}`$. Let $`\mathrm{}`$ be the vector space of polynomials with complex coefficients, and $`\mathrm{}_n`$ the vector subspace of polynomials whose degree is less than or equal to $`n`$.

Let $`\mu `$ be a probability measure supported on $`\mathrm{𝕋}:=\{z\mathrm{}:|z|=1\}`$. Let us define on $`\mathrm{}`$ the inner product

$$<f,g>:=_\mathrm{𝕋}f(z)\overline{g(z)}d\mu (z),f,g\mathrm{}.$$

The Gram-Schmidt procedure determines the sequence of monic orthogonal polynomials (SMOP), $`\left(\mathrm{\Phi }_n\right)_n\mathrm{}`$, satisfying the well known recurrence relation

$$\begin{array}{cc}& \mathrm{\Phi }_0(z)=1,\hfill \\ & \mathrm{\Phi }_{n+1}(z)=z\mathrm{\Phi }_n(z)+\mathrm{\Phi }_{n+1}(0)\mathrm{\Phi }_n^{}(z),n\mathrm{},\hfill \end{array}$$

where $`\mathrm{\Phi }_n^{}(z)=z^n\overline{\mathrm{\Phi }}_n(z^1)`$ is the reversed polynomial of $`\mathrm{\Phi }_n`$. Furthermore, for $`n1`$, the zeros of the polynomial $`\mathrm{\Phi }_n`$ lie on $`|z|<1`$ and, thus, $`|\mathrm{\Phi }_n(0)|<1`$.

The sequence $`\left(\mathrm{\Phi }_n(0)\right)_n\mathrm{}`$ is the so called sequence of Schur parameters, and the condition $`|\mathrm{\Phi }_n(0)|<1`$, $`n1`$ is in fact equivalent to the existence of an unique probability measure for which $`\left(\mathrm{\Phi }_n\right)_n\mathrm{}`$ is a SMOP (see , , ).

If we denote $`e_n:=<\mathrm{\Phi }_n,\mathrm{\Phi }_n>>0,n0`$, then,

$$\begin{array}{cc}& e_0=1,\hfill \\ & e_n=\underset{k=1}{\overset{n}{}}\left(1|\mathrm{\Phi }_k(0)|^2\right),n1,\hfill \end{array}$$

and $`\left(e_n\right)_{n0}`$ constitutes a strictly decreasing sequence. The orthonormal polynomial sequence related to above inner product, $`\left(\phi _n\right)_{n0}`$, is $`\phi _n(z)={\displaystyle \frac{1}{\sqrt{e_n}}}\mathrm{\Phi }_n(z)`$.

The Kernel polynomials $`K_n(z,y)`$ are defined by

$$K_n(z,y):=\underset{k=0}{\overset{n}{}}\phi _k(z)\overline{\phi _k(y)}=\underset{k=0}{\overset{n}{}}\frac{\mathrm{\Phi }_k(x)\overline{\mathrm{\Phi }_k(y)}}{e_k},n\mathrm{}.$$

They satisfy the reproducing property

$$<K_n(z,y),f(z)>=\overline{f(y)},f\mathrm{}_n,$$

as well as the Christoffel-Darboux formula

$$e_{n+1}(1\overline{y}z)K_n(z,y)=\mathrm{\Phi }_{n+1}^{}(z)\overline{\mathrm{\Phi }_{n+1}^{}(y)}\mathrm{\Phi }_{n+1}(z)\overline{\mathrm{\Phi }_{n+1}(y)},n\mathrm{}.$$

Now, let us denote by $`\mathrm{\Lambda }=\mathrm{span}\{z^n:n\mathrm{}\}`$ the vector space of Laurent polynomials with complex coefficients, and, for $`p,q\mathrm{}`$ with $`pq`$, let $`\mathrm{\Lambda }_{p,q}`$ be the following vector subspace of $`\mathrm{\Lambda }`$

$$\mathrm{\Lambda }_{p,q}:=\{\underset{k=p}{\overset{q}{}}\alpha _kz^k:\alpha _k\mathrm{}\}.$$

The measure $`\mu `$ induces a linear functional on $`\mathrm{\Lambda }`$, $`:\mathrm{\Lambda }\mathrm{}`$, given by

$$\left[f\right]:=_\mathrm{𝕋}f(z)𝑑\mu (z),f\mathrm{\Lambda }.$$

An orthogonalization procedure on $`(\mathrm{\Lambda }_{n,n},),n\mathrm{}`$, leads to

$$=\{1\}\left(\underset{n1}{}\{f_n^{(1)},f_n^{(2)}\}\right),$$

with

$$\begin{array}{cc}\hfill f_n^{(1)}(z)& =\frac{\overline{\alpha }_n\mathrm{\Phi }_{2n}(z)+\alpha _n\mathrm{\Phi }_{2n}^{}(z)}{z^n}=\frac{\overline{A}_nz\mathrm{\Phi }_{2n1}(z)+A_n\mathrm{\Phi }_{2n1}^{}(z)}{z^n}\hfill \\ \hfill f_n^{(2)}(z)& =\frac{\overline{\beta }_n\mathrm{\Phi }_{2n}(z)\beta _n\mathrm{\Phi }_{2n}^{}(z)}{iz^n}=\frac{\overline{B}_nz\mathrm{\Phi }_{2n1}(z)B_n\mathrm{\Phi }_{2n1}^{}(z)}{iz^n}\hfill \end{array}\}$$
$`(2)`$
where $`\alpha _n,\beta _n\mathrm{}`$ are such that Re$`(\alpha _n\overline{\beta }_n)0`$. The set $``$ of Laurent polynomials constitutes a basis for $`\mathrm{\Lambda }`$ such that

$$\left[f_n^{(j)}(z)z^k\right]=0,n+1kn1,j=1,2,$$

and the matrix

$$\left(\left[f_n^{(j)}(z)f_n^{(l)}(z)\right]\right)_{j,l=1,2}$$

is positive definite for each $`n1`$. These functions $`f_n^{(j)},n1,j=1,2`$, are called semi-orthogonal functions (SOF) with respect to $``$ or $`\mu `$ (see , ).

Notice that, when $`z\mathrm{𝕋}`$, then $`f_n^{(j)}(z)\mathrm{}`$. So, SOF satisfy the first property we are looking for. To develop under which conditions they verify the rest of the requirements listed in the introduction, we start by studying the numerator polynomials of SOF.

Invariant para-orthogonal polynomials and quadrature formulas.

Definition. We say that $`P\mathrm{}_n`$ is an $`n`$-para-orthogonal polynomial ($`n`$-POP) with respect to the measure $`\mu `$ if the following statements hold:

i) $`<P,z^k>=0,1kn1`$,

ii) $`<P,1>0,<P,z^n>0`$.

Definition. For $`\kappa \mathrm{}`$, $`\kappa 0`$, a polynomial $`P`$ is called $`(\kappa )`$-invariant if

$$P^{}(z)=\kappa P(z),z\mathrm{},$$

where $`P^{}(z)=z^{\mathrm{deg}(P)}\overline{P}(z^1)`$.

Remark 1. Notice that $`|P^{}(z)|=|P(z)|`$ for $`z\mathrm{𝕋}`$ implies that necessarily $`|\kappa |=1`$.

Proposition 1. A polynomial $`P\mathrm{}_n`$ is an invariant $`n`$-POP if and only if there exist $`\alpha ,\beta \mathrm{}\{0\}`$ such that $`|\alpha |=|\beta |`$ and

$$P(z)=\alpha \mathrm{\Phi }_n(z)+\beta \mathrm{\Phi }_n^{}(z).$$

Proof.  It follows immediately from the orthogonal decomposition

$$\mathrm{}_n=z\mathrm{}_{n2}\mathrm{span}\{\mathrm{\Phi }_n,\mathrm{\Phi }_n^{}\}.$$

$``$

Remark 2. Notice that the numerator of a SOF is a 1-invariant 2$`n`$-POP.

POP are introduced and studied for the first time in . More recent results about them can be found in , . Here, we will make only a summary of the mean properties that we need for our purposes (that is, properties relative to the zeros of POP), referring the reader to these works for the proofs.

Proposition 2. Invariant POP satisfy the following properties:

1. The zeros of an invariant $`n`$-POP are simple and lie on $`\mathrm{𝕋}`$ (see , ).

2. Let $`P`$ be a polynomial such that $`P(z)=C_1\mathrm{\Phi }_n(z)+C_2\mathrm{\Phi }_n^{}(z)`$ and with zeros on $`\mathrm{𝕋}`$. Then, $`P`$ is an invariant $`n`$-POP (see ).

3. Let $`P`$ be an invariant $`n`$-POP and let $`z_0\mathrm{𝕋}`$ be a zero of $`P`$. Then, we can write $`P(z)=c(zz_0)K_{n1}(z,z_0)`$, with $`c0`$. Conversely, $`c(zz_0)K_{n1}(z,z_0)`$ with $`c0`$ and $`z_0\mathrm{𝕋}`$ is an invariant $`n`$-POP (see ).

4. Let $`P_n^{(1)}`$ and $`P_n^{(2)}`$ be two invariant $`n`$-POP with respect to the same measure. If they have a common zero, then there exists $`\lambda \mathrm{}\backslash \{0\}`$ such that $`P_n^{(1)}=\lambda P_n^{(2)}`$ (see ).

5. The vector subspace $`\mathrm{span}\{\mathrm{\Phi }_n,\mathrm{\Phi }_n^{}\}`$ is generated by any two invariant $`n`$-POP having not a common zero (see ).

Above properties are the starting point to construct interpolatory quadrature formulas like (1) that use as nodes the zeros of invariant POP. The results we summarize here can be found in . Some extensions of them are discussed in , .

Given a measure $`\mu `$ supported on $`\mathrm{𝕋}`$, we shall call an $`n`$-point Szegö quadrature problem, the following problem:

Find $`n`$ points $`\left(z_k\right)_{k=1}^n\mathrm{𝕋}`$, $`z_kz_j`$ if $`kj`$ and $`n`$ positive numbers $`\left(H_k\right)_{k=1}^n`$ such that the quadrature formula

$$_\mathrm{𝕋}F(z)𝑑\mu (z)\underset{k=1}{\overset{n}{}}F(z_k)H_k,FC(\mathrm{𝕋}),$$
$`(3)`$
(i) is exact for every $`F\mathrm{\Lambda }_{r,s}`$, for some integers $`r,s`$,

(ii) is not exact for every $`F\mathrm{\Lambda }_{r^{},s^{}}`$ if $`\mathrm{\Lambda }_{r^{},s^{}}\mathrm{\Lambda }_{r,s}`$.

Requirement (ii) is just a maximality condition, and is the responsible for the impossibility of ensuring the existence of a solution to above problem in general (see ). However, when $`r=s=n1`$ such a maximal solution does always exists as the following theorem asserts.

Theorem 1. The $`n`$-point Szegö quadrature problem has a solution on $`\mathrm{\Lambda }_{n+1,n1}`$ if and only if the nodes $`\left(z_k\right)_{k=1}^n`$ are the zeros of an invariant $`n`$-POP (see , , ). In such a case, the weights $`H_k`$ in the quadrature formula (3) are given by (see , )

$$H_k=\frac{1}{K_{n1}(z_k,z_k)},k=1,\mathrm{},n.$$

It is possible to find for the weights $`H_k`$ another expression in terms of POP. Let $`P(z)`$ be an invariant $`n`$-POP whose zeros are $`\left(z_k\right)_{k=1}^n`$, and consider the rational function $`f(z)={\displaystyle \frac{P(z)}{z^p}}`$ where $`p\mathrm{}`$ is fixed. Notice that $`f\mathrm{\Lambda }_{p,np}`$, and has the same zeros as $`P`$ because $`z=0`$ can not be a zero of $`P`$. Moreover, $`f`$ provides a set of Laurent polynomials $`\left(l_k\right)_{k=1}^n\mathrm{\Lambda }_{p,np1}`$ through the following expressions

$$l_k(z):=\frac{f(z)}{(zz_k)f^{}(z_k)},k=1,\mathrm{},n,$$

that is a basis for $`\mathrm{\Lambda }_{p,np1}`$ because $`l_k(z_j)=\delta _{kj}`$. If $`0pn1`$, then $`\mathrm{\Lambda }_{p,np1}\mathrm{\Lambda }_{n+1,n1}`$, and the quadrature formula (3) that use as nodes the zeros of $`P`$ is exact for $`l_k,k=1,\mathrm{},n`$. Therefore,

$$_\mathrm{𝕋}l_k(z)𝑑\mu (z)=\underset{j=1}{\overset{n}{}}l_k(z_j)H_j=H_k,k=1,\mathrm{},n.$$

Summarizing, if $`P(z)`$ is an invariant $`n`$-POP and $`p`$ is an integer such that $`0pn1`$, the rational function $`f(z)={\displaystyle \frac{P(z)}{z^p}}`$ generate a solution to the $`n`$-point Szegö quadrature problem on $`\mathrm{\Lambda }_{n+1,n1}`$: the nodes are the zeros of $`f`$ and the weights are given in terms of $`f`$ by

$$H_k=_\mathrm{𝕋}\frac{f(z)}{(zz_k)f^{}(z_k)}𝑑\mu (z),k=1,\mathrm{},n.$$
$`(4)`$
Of course, in spite of the $`p`$-dependence of $`f`$, the expression in the right hand side of (4) must be independent of $`p`$ for $`0pn1`$ because the weight $`H_k`$ so is.

If deg$`(P)`$ is even, say 2$`n`$, we can take $`p=n`$, and, thus

$$f(z)=\frac{\overline{\alpha }\mathrm{\Phi }_{2n}(z)+\alpha \mathrm{\Phi }_{2n}^{}(z)}{z^n}.$$

In other words, $`f(z)`$ is a SOF with respect to $`\mu `$ and therefore real for $`z\mathrm{𝕋}`$.

However, if deg$`(P)=2n+1`$, the choice for getting $`f(z)`$ real on $`\mathrm{𝕋}`$ is $`p=n+\frac{1}{2}`$, and in this case

$$f(z)=\frac{\overline{\alpha }\mathrm{\Phi }_{2n+1}(z)+\alpha \mathrm{\Phi }_{2n+1}^{}(z)}{z^nz^{\frac{1}{2}}}$$

is not a Laurent polynomial, and, even more, is not analytic in any open subset $`\mathrm{\Omega }\mathrm{𝕋}`$ of $`\mathrm{}`$. Moreover, the weights $`H_k`$ can not be obtained like in (4) throughout such an $`f`$.

That is, if $`n`$ is even, the quadrature formula can be generated by a SOF, but it is not such a case, in principle, when $`n`$ is odd.

Study of the case odd $`𝐧`$

Let

$$f(z)=\frac{\overline{\alpha }\mathrm{\Phi }_{2n+1}(z)+\alpha \mathrm{\Phi }_{2n+1}^{}(z)}{z^nz^{\frac{1}{2}}},$$

where the determination for $`z^{\frac{1}{2}}`$ is arbitrarily chosen. We wish to find a SOF with the same zeros and that, therefore, can be used to generate quadrature formulas.

Obviously, the numerator of this $`f`$ is a 1-invariant $`(2n+1)`$-POP, and $`f`$ vanishes at $`2n+1`$ different points on $`\mathrm{𝕋}`$. Let $`w`$ be one of them. Then, up to a non zero real factor,

$$f(z)=\frac{zw}{iz^{\frac{1}{2}}w^{\frac{1}{2}}}\left(\frac{w}{z}\right)^nK_{2n}(z,w),$$
$`(5)`$
where again the determination of $`w^{\frac{1}{2}}`$ is arbitrarily chosen.

Let us consider the measure $`\stackrel{~}{\mu }`$, given by $`d\stackrel{~}{\mu }=|zw|^2d\mu `$ and denote $`\left(\psi _n\right)_n\mathrm{}`$ the associated SMOP. Then, the sequences $`\left(\mathrm{\Phi }_n\right)_n\mathrm{}`$ and $`\left(\psi _n\right)_n\mathrm{}`$ are related by means of (see )

$$(zw)\psi _{n1}(z)=\mathrm{\Phi }_n(z)\frac{\mathrm{\Phi }_n(w)}{K_{n1}(w,w)}K_{n1}(z,w).$$

Taking reversed polynomials, we get

$$(zw)\psi _{n1}^{}(z)=w\mathrm{\Phi }_n^{}(z)\frac{\mathrm{\Phi }_n^{}(w)}{K_{n1}(w,w)}zK_{n1}(z,w).$$

Then

$$(zw)\left[\mathrm{\Phi }_n^{}(w)z\psi _{n1}(z)+\mathrm{\Phi }_n(w)\psi _{n1}^{}(z)\right]=$$

$$=\mathrm{\Phi }_n^{}(w)z\mathrm{\Phi }_n(z)w\mathrm{\Phi }_n(w)\mathrm{\Phi }_n^{}(z)=$$

$$=\frac{e_n}{e_{n1}}\left[\mathrm{\Phi }_{n+1}^{}(w)\mathrm{\Phi }_{n+1}(z)\mathrm{\Phi }_{n+1}(w)\mathrm{\Phi }_{n+1}^{}(z)\right]$$

follows from the elimination of $`K_{n1}(z,w)`$ on above relationships and the recurrence formula. Thus, from (5),

$$f(z)=\frac{e_{2n+1}}{e_{2n}}\frac{zw}{iz^{\frac{1}{2}}w^{\frac{1}{2}}}\frac{\mathrm{\Phi }_{2n}^{}(w)z\psi _{2n1}(z)+\mathrm{\Phi }_{2n}(w)\psi _{2n1}^{}(z)}{(zw)^n}.$$

Taking $`z=e^{i\theta }`$, $`w=e^{i\beta }`$, we have for $`zw`$

$$\frac{zw}{iz^{\frac{1}{2}}w^{\frac{1}{2}}}=\pm 2\mathrm{sin}\left(\frac{\theta \beta }{2}\right)0,$$

where the sign depends on the determination of $`z^{\frac{1}{2}}`$ and $`w^{\frac{1}{2}}`$. That is,

$$f(z)=\pm 2\frac{e_{2n+1}}{e_{2n}}\mathrm{sin}\left(\frac{\theta \beta }{2}\right)\frac{\mathrm{\Phi }_{2n}^{}(w)z\psi _{2n1}(z)+\mathrm{\Phi }_{2n}(w)\psi _{2n1}^{}(z)}{(zw)^n}.$$
$`(6)`$
So, if we define the Laurent polynomial

$$g(z)=\left(\frac{w}{z}\right)^nK_{2n}(z,w)\mathrm{\Lambda }_{n,n},$$

we can write, from (5) and (6)

$$g(z)=\frac{e_{2n+1}}{e_{2n}}\frac{\mathrm{\Phi }_{2n}^{}(w)z\psi _{2n1}(z)+\mathrm{\Phi }_{2n}(w)\psi _{2n1}^{}(z)}{(zw)^n}.$$

Notice that $`g`$ has the same zeros as $`f`$, up to $`w`$. Moreover, as we can see from (2), $`g`$ is a SOF with respect to $`\stackrel{~}{\mu }`$. Therefore, $`g(z)\mathrm{}`$ for $`z\mathrm{𝕋}`$, and its numerator is a 1-invariant $`2n`$-POP with respect to $`\stackrel{~}{\mu }`$. Besides, $`(zw)g(z)`$ is a Laurent polynomial which has the same zeros as $`f`$, and its numerator is a 1-invariant $`(2n+1)`$-POP with respect to $`\mu `$.

§ 3 - Semi-orthogonal functions and discrete measures.

For each $`n\mathrm{}`$, we choose $`w_n\mathrm{𝕋}`$. Then, we define a sequence $`\left(F_n(z;w_n)\right)_{n1}`$ in $`\mathrm{\Lambda }`$ by means of

$$\begin{array}{cc}\hfill F_{2n}(z;w_{2n})& :=\frac{\mathrm{\Phi }_{2n}^{}(w_{2n})\mathrm{\Phi }_{2n}(z)\mathrm{\Phi }_{2n}(w_{2n})\mathrm{\Phi }_{2n}^{}(z)}{i(zw_{2n})^n},n1\hfill \\ \hfill F_{2n+1}(z;w_{2n+1})& :=\frac{\mathrm{\Phi }_{2n}^{}(w_{2n+1})z\psi _{2n1}(z)+\mathrm{\Phi }_{2n}(w_{2n+1})\psi _{2n1}^{}(z)}{(zw_{2n+1})^n},n0\hfill \end{array}\}$$
$`(7)`$
so that $`F_{2n},F_{2n+1}\mathrm{\Lambda }_{n,n}`$. This sequence is constituted by SOF: $`\left(F_{2n}\right)_{n1}`$ is a sequence of SOF with respect to $`\mu `$, and $`\left(F_{2n+1}\right)_{n0}`$ is another one with respect to the family of varying measures $`\mu ^{(2n+1)}`$, where

$$d\mu ^{(2n+1)}(z)=|zw_{2n+1}|^2d\mu (z),z\mathrm{𝕋}.$$

Let us denote $`\left(z_k^n\right)_{k=1}^n:=\{z\mathrm{}:F_n(z;w_n)=0\}\{w_n\}`$. Now, the quadrature formulas generated by $`F_{2n}(z;w_{2n})`$ and $`(zw_{2n+1})F_{2n+1}(z;w_{2n+1})`$ can be written together as

$$_\mathrm{𝕋}F(z)𝑑\mu (z)\underset{k=1}{\overset{n}{}}F(z_k^{(n)})H_k^{(n)},$$
$`(8)`$
where

$$H_k^{(n)}=\frac{1}{K_{n1}(z_k^{(n)},z_k^{(n)})}.$$

Moreover, formula (8) is exact for every $`F\mathrm{\Lambda }_{n+1,n1}`$.

Above results can be read as follows. Let us consider the discrete measures on $`\mathrm{𝕋}`$

$$d\mu _n(e^{i\theta })=\underset{k=1}{\overset{n}{}}\frac{1}{K_{n1}(z_k^{(n)},z_k^{(n)})}\delta \left(\theta \theta _k^{(n)}\right)d\theta ,n1,$$

where $`\theta _k^{(n)}=\mathrm{Arg}(z_k^{(n)})`$, and $`\left(z_k^{(n)}\right)_{k=1}^n`$ are the zeros of

$$f_n(z;w_n)=\frac{\mathrm{\Phi }_n^{}(w_n)\mathrm{\Phi }_n(z)\mathrm{\Phi }_n(w_n)\mathrm{\Phi }_n^{}(z)}{i(zw_n)^{\frac{n}{2}}},n1,$$

with $`\left(w_n\right)_{n1}\mathrm{𝕋}`$. Then, the exactness for $`F\mathrm{\Lambda }_{n+1,n1}`$ means that

$$_\mathrm{𝕋}F(z)𝑑\mu _n(z)=_\mathrm{𝕋}F(z)𝑑\mu (z)F\mathrm{\Lambda }_{n+1,n1}.$$

When $`F=1`$ we get $`{\displaystyle _\mathrm{𝕋}}𝑑\mu _n(z)={\displaystyle _\mathrm{𝕋}}𝑑\mu (z)=c_0=1`$, that is, $`\left(\mu _n\right)_{n1}`$ is a sequence of uniformly bounded measures. Therefore, for every $`FC(\mathrm{𝕋}),G\mathrm{\Lambda }_{m,m}`$, if $`n>m`$ then

$$\begin{array}{cc}\hfill \left|_\mathrm{𝕋}F(z)𝑑\mu (z)_\mathrm{𝕋}F(z)𝑑\mu _n(z)\right|& \left|_\mathrm{𝕋}(F(z)G(z))𝑑\mu (z)\right|+\hfill \\ & +\left|_\mathrm{𝕋}(F(z)G(z))𝑑\mu _n(z)\right|2FG_{\mathrm{}}.\hfill \end{array}$$

Thus, since every continuous function on $`\mathrm{𝕋}`$ can be uniformly approximated by Laurent polynomials,

$$\underset{n}{lim}_\mathrm{𝕋}F(z)𝑑\mu _n(z)=_\mathrm{𝕋}F(z)𝑑\mu (z),FC(\mathrm{𝕋}),$$

holds. That is, $`\mu _n\mu `$ in the $``$-weak topology.

Summarizing, giving an arbitrary sequence $`\left(w_n\right)_{n1}\mathrm{𝕋}`$, we can define a sequence $`\left(\mu _n\right)_{n1}`$ of uniformly bounded discrete measures on $`\mathrm{𝕋}`$ such that, $`\mu _n`$ is supported on the zeros of $`f_n(z;w_n)`$, and $`\mu _n\stackrel{}{}\mu `$.

§ 4 - Sequences with interlacing zeros.

Let $`\mu `$ be a probability measure on $`\mathrm{𝕋}`$ and let $`\left(\mathrm{\Phi }_n\right)_n\mathrm{}`$ be the related SMOP. For every sequence of complex numbers $`\left(\alpha _n\right)_{n1}`$, with $`\alpha _n0`$, we can define the functions

$$f_n(z)=\frac{\overline{\alpha }_n\mathrm{\Phi }_n(z)\alpha _n\mathrm{\Phi }_n^{}(z)}{iz^{\frac{n}{2}}},n1,$$
$`(9)`$
where the determination on $`z^{\frac{n}{2}}`$ can be arbitrarily chosen, because we are interested only in the location of their zeros. We know that $`f_n`$ has their zeros on $`\mathrm{𝕋}`$, $`f_n(e^{i\theta })\mathrm{}`$, and, moreover, a discrete measure $`\mu _n`$ is generated such that $`\mu _n\stackrel{}{}\mu `$.

The study of the properties of the zeros of $`\left(f_n\right)_{n1}`$ is equivalent to the study of the same properties for the SOF $`\left(F_n(z;w_n)\right)_{n1}`$ given in (7).

By using the recurrence relation for $`\left(\mathrm{\Phi }_n\right)_n\mathrm{}`$ in (9), we have

$$f_n(z)=\frac{e_n}{e_{n1}}\frac{\overline{\beta }_nz\mathrm{\Phi }_{n1}(z)\beta _n\mathrm{\Phi }_{n1}^{}(z)}{iz^{\frac{n}{2}}},n1,$$
$`(10)`$
where $`\beta _n={\displaystyle \frac{e_{n1}}{e_n}}(\alpha _n\mathrm{\Phi }_n(0)\overline{\alpha }_n)`$, $`\overline{\beta }_n={\displaystyle \frac{e_{n1}}{e_n}}(\overline{\alpha }_n\overline{\mathrm{\Phi }_n(0)}\alpha _n)`$, and thus

$$\alpha _n=\beta _n+\mathrm{\Phi }_n(0)\overline{\beta }_n,n1.$$
$`(11)`$
Without loss of generality, we can assume that $`\left(\alpha _n\right)_{n1}`$ is given by means of a polynomial sequence $`\left(p_n\right)_{n1}`$ in the following way

$$\alpha _n:=w^{\frac{m}{2}}p_n(w),$$

where $`w\mathrm{𝕋}`$ is arbitrary, and $`m=m(n)=`$ deg$`(p_n)`$, which is chosen so that $`m(n+1)=m(n)+1`$. Under these assumptions, we can write

$$\beta _n=w^{\frac{m}{2}}\frac{e_{n1}}{e_n}\left[p_n(w)\mathrm{\Phi }_n(0)p_n^{}(w)\right].$$

Let $`\omega _0\mathrm{}`$ be fixed. We can write $`\mathrm{𝕋}=\{e^{i\theta }:\theta [\omega _0,\omega _0+2\pi )\}`$, and, thus, $`f_n(e^{i\theta })`$ is a $`C^{\mathrm{}}`$ real function defined on $`[\omega _0,\omega _0+2\pi )`$, where the non integer powers of $`z`$ and $`w`$ are taken so that $`\mathrm{arg}(z^{\frac{1}{2}}),\mathrm{arg}(w^{\frac{1}{2}})[\frac{\omega _0}{2},\frac{\omega _0}{2}+\pi )`$. For two numbers $`\zeta _1`$, $`\zeta _2\mathrm{𝕋}`$, let us denote $`\theta _j=\mathrm{arg}(\zeta _j)[\omega _0,\omega _0+2\pi )`$. Then, we can establish an order relation by

$$\zeta _1<\zeta _2\theta _1<\theta _2.$$

Let $`\left(\zeta _j^{(n)}\right)_{j=1}^n`$ and $`\left(\zeta _j^{(n+1)}\right)_{j=1}^{n+1}`$ be the zeros of $`f_n`$ and $`f_{n+1}`$ respectively, which are ordered as above. Then, we wish to determine a suitable sequence $`\left(\alpha _n\right)_{n1}`$ such that, for each $`n1`$,

$$\zeta _j^{(n+1)}<\zeta _j^{(n)}<\zeta _{j+1}^{(n+1)},j=1,\mathrm{},n,$$

holds when $`\zeta _j^{(k)}e^{i\omega _0}`$, $`k=n,n+1`$. In short, in such a case we say that $`f_n`$ and $`f_{n+1}`$ have interlacing zeros. It is a well known result, derived from Sturm’s theorem, that the interlacing condition is equivalent to

$$\mathrm{sgn}[(\frac{\mathrm{d}}{\mathrm{d}\theta }f_{n+1}(\zeta )\left)f_n(\zeta )\right]=\mathrm{sgn}\left[i\zeta f_{n+1}^{^{}}(\zeta )f_n(\zeta )\right]=\mathrm{constant}$$

for all $`\zeta \left(\zeta _j^{(n+1)}\right)_{j=1}^{n+1}`$, $`\zeta e^{i\omega _0}`$.

Let us consider for $`f_n`$ and $`f_{n+1}`$ the expressions (9) and (10), respectively,

$$\begin{array}{cc}& f_n(z)=\frac{\overline{\alpha }_n\mathrm{\Phi }_n(z)\alpha _n\mathrm{\Phi }_n^{}(z)}{iz^{\frac{n}{2}}},\hfill \\ & f_{n+1}(z)=\frac{e_{n+1}}{e_n}\frac{\overline{\beta }_{n+1}z\mathrm{\Phi }_n(z)\beta _{n+1}\mathrm{\Phi }_n^{}(z)}{iz^{\frac{n+1}{2}}}.\hfill \end{array}$$

Since $`f_{n+1}(\zeta )=0`$, we have $`{\displaystyle \frac{\beta _{n+1}}{\overline{\beta }_{n+1}}}={\displaystyle \frac{\zeta \mathrm{\Phi }_n(\zeta )}{\mathrm{\Phi }_n^{}(z)}}`$. Thus

$$\beta _{n+1}=k_{n+1}\zeta ^{\frac{n+1}{2}}\mathrm{\Phi }_n(\zeta ),\overline{\beta }_{n+1}=k_{n+1}\zeta ^{\frac{n1}{2}}\mathrm{\Phi }_n^{}(\zeta ),$$
$`(12)`$
with $`k_{n+1}=k_{n+1}(\zeta )\mathrm{}\{0\}`$. For $`f_{n+1}`$, and using Christoffel-Darboux formula, we get

$$f_{n+1}(z)=k_{n+1}e_{n+1}\frac{z\zeta }{i\zeta }\left(\frac{\zeta }{z}\right)^{\frac{n}{2}}K_n(z,\zeta ).$$

Hence,

$$i\zeta f_{n+1}^{^{}}(\zeta )=k_{n+1}e_{n+1}K_n(\zeta ,\zeta ).$$

On the other hand, from (12),

$$f_n(\zeta )=\frac{1}{k_{n+1}}\frac{\overline{\alpha }_n\beta _{n+1}\zeta ^{\frac{1}{2}}\alpha _n\overline{\beta }_{n+1}\zeta ^{\frac{1}{2}}}{i}$$

follows. That is,

$$i\zeta f_{n+1}^{^{}}(\zeta )f_n(\zeta )=2e_{n+1}K_n(\zeta ,\zeta )\frac{\overline{\alpha }_n\beta _{n+1}\zeta ^{\frac{1}{2}}\alpha _n\overline{\beta }_{n+1}\zeta ^{\frac{1}{2}}}{2i}.$$

The last factor in the right hand side suggests the choice

$$w=e^{i\omega _0},\beta _{n+1}=w^{\frac{1}{2}}\alpha _n,$$
$`(13)`$
that leads to an expression with constant sign

$$\frac{\overline{\alpha }_n\beta _{n+1}\zeta ^{\frac{1}{2}}\alpha _n\overline{\beta }_{n+1}\zeta ^{\frac{1}{2}}}{2i}=|\alpha _n|^2\mathrm{sin}\left(\frac{\omega _0\theta }{2}\right)<0,$$

where $`\theta =\mathrm{arg}(\zeta )(\omega _0,\omega _0+2\pi )`$.

Now, from (13) and (11) it follows that

$$p_{n+1}(w)=wp_n(w)+\mathrm{\Phi }_{n+1}(0)p_n^{}(w),n1.$$
$`(14)`$
This equation has two independent solutions (see , ), that can be chosen as the sequences $`\left(\mathrm{\Phi }_n(w)\right)_{n1}`$ and $`\left(i\mathrm{\Omega }_n(w)\right)_{n1}`$, where $`\mathrm{\Omega }_n`$ is the $`n`$-th second kind polynomial. Thus, there exist two fixed polynomials $`A`$, $`B`$, and an integer $`k0`$, such that

$$\{\begin{array}{cc}& p_n(w)=A(w)\mathrm{\Phi }_n(w)+B(w)\mathrm{\Omega }_n(w),\hfill \\ & A^_k(w)=A(w),B^_k(w)=B(w),\hfill \end{array}$$
$`(15)`$
where $`P^_k(z)=z^k\overline{P}(z^1)`$, deg$`(P)k`$. The conditions (14) and (15) are equivalents (see ).

Summarizing, we can deduce the following result.

Theorem 2. Let $`\left(p_n\right)_n\mathrm{}`$ be a polynomial sequence satisfying (14), or equivalently (15). Let $`w=e^{i\omega _0}`$ be fixed. Then, for the sequence of functions $`\left(f_n\right)_{n1}`$ defined by

$$f_n(z)=\frac{\overline{p_n(w)}\mathrm{\Phi }_n(z)p_n(w)\mathrm{\Phi }_n^{}(z)}{iz^{\frac{n}{2}}},n1,$$
$`(16)`$
$`f_n`$ and $`f_{n+1}`$ have interlacing zeros in $`(\omega _0,\omega _0+2\pi )`$.

As two particular cases of (16), we have

$$\begin{array}{cc}\hfill f_n^{(1)}(z;w)& :=\frac{\mathrm{\Phi }_n^{}(w)\mathrm{\Phi }_n(z)\mathrm{\Phi }_n(w)\mathrm{\Phi }_n^{}(z)}{i(zw)^{\frac{n}{2}}},n1,\hfill \\ \hfill f_n^{(2)}(z;w)& :=\frac{\mathrm{\Omega }_n^{}(w)\mathrm{\Phi }_n(z)+\mathrm{\Omega }_n(w)\mathrm{\Phi }_n^{}(z)}{(zw)^{\frac{n}{2}}},n1.\hfill \end{array}$$
$`(17)`$
From (15) and (16),

$$\begin{array}{cc}\hfill f_n(z)=& \frac{A(w)}{w^{\frac{k}{2}}}f_n^{(1)}(z;w)\frac{B(w)}{w^{\frac{k}{2}}}f_n^{(2)}(z;w)=\hfill \\ \hfill =& A_1f_n^{(1)}(z;w)+A_2f_n^{(2)}(z;w),\hfill \end{array}$$

(where $`A_1={\displaystyle \frac{A(w)}{w^{\frac{k}{2}}}},A_2={\displaystyle \frac{B(w)}{w^{\frac{k}{2}}}}`$) follows. Moreover, $`A_1`$ and $`A_2`$ are real numbers, independent from $`n`$, with $`(A_1,A_2)(0,0)`$.

Remark 3. Conversely, given $`f_n(z)={\displaystyle \frac{\overline{\alpha }_n\mathrm{\Phi }_n(z)\alpha _n\mathrm{\Phi }_n^{}(z)}{iz^{\frac{n}{2}}}},\alpha _n0`$, there exist two real numbers $`A_1(n)`$, $`A_2(n)`$ with $`(A_1(n),A_2(n))(0,0)`$ such that

$$f_n(z)=A_1(n)f_n^{(1)}(z;w)+A_2(n)f_n^{(2)}(z;w).$$

In fact, let us denote

$$\begin{array}{cc}& P_n(z)=\overline{\alpha }_n\mathrm{\Phi }_n(z)\alpha _n\mathrm{\Phi }_n^{}(z),\hfill \\ & P_n^{(1)}(z)=w^{\frac{n}{2}}\left[\mathrm{\Phi }_n^{}(w)\mathrm{\Phi }_n(z)\mathrm{\Phi }_n(w)\mathrm{\Phi }_n^{}(z)\right],\hfill \\ & P_n^{(2)}(z)=w^{\frac{n}{2}}\left[\mathrm{\Omega }_n^{}(w)\mathrm{\Phi }_n(z)+\mathrm{\Omega }_n(w)\mathrm{\Phi }_n^{}(z)\right].\hfill \end{array}$$

These polynomials are 1-invariant $`n`$-POP. Moreover,

$$P_n\mathrm{span}\{\mathrm{\Phi }_n,\mathrm{\Phi }_n^{}\}=\mathrm{span}\{P_n^{(1)},P_n^{(2)}\}.$$

Thus, there exists $`(A_1(n),A_2(n))(0,0)`$ such that

$$P_n(z)=A_1(n)P_n^{(1)}(z)+\frac{A_2(n)}{i}P_n^{(2)}(z)$$

holds. Thus,

$$f_n(z)=A_1(n)f_n^{(1)}(z;w)+A_2(n)f_n^{(2)}(z;w).$$

By taking $`z=w`$ and $`z\mathrm{𝕋}`$, it follows that $`A_1(n),A_2(n)\mathrm{}`$.

The choice (13), which guarantees interlacing property, corresponds to the case when $`A_1(n)`$, $`A_2(n)`$ are independent of $`n`$. Of course, (13) is not the unique option for interlacing zeros.

Remark 4. Notice that the functions $`f_n^{(1)}(z;w)`$ have a common zero at $`\zeta _1^{(n)}=w`$. In this case, the interlacing property is strictly verified in the interval $`(\omega _0,\omega _0+2\pi )`$. By using the well-known identity

$$\mathrm{\Omega }_n^{}(z)\mathrm{\Phi }_n(z)+\mathrm{\Omega }_n(z)\mathrm{\Phi }_n^{}(z)=2e_nz^n$$
$`(18)`$
(see ), we obtain that $`f_n^{(2)}(w;w)=2e_n`$. This implies that, for the remaining cases, i.e., when $`B(w)0`$ in (15), $`w`$ is not a zero of $`f_n`$. Thus, the interlacing property holds in $`[\omega _0,\omega _0+2\pi )`$.

Finally, we are able to give other kind of interlacing properties.

Proposition 3. For each $`n1`$, the functions $`f_n^{(1)}(z;w)`$ and $`f_n^{(2)}(z;w)`$ have interlacing zeros in $`[\omega _0,\omega _0+2\pi )`$.

Proof. If is enough to prove that the expression

$$i\zeta f_n^{(1)^{^{}}}(\zeta ;w)f_n^{(2)}(\zeta ;w)$$

has the same sign for every zero $`\zeta `$ of $`f_n^{(1)}(z;w)`$. If $`f_n^{(1)}(\zeta ;w)=0`$, then

$$\frac{\mathrm{\Phi }_n(\zeta )}{\mathrm{\Phi }_n(w)}=\frac{\mathrm{\Phi }_n^{}(\zeta )}{\mathrm{\Phi }_n^{}(w)}.$$

Using (18) we get

$$\begin{array}{cc}\hfill f_n^{(2)}(\zeta ;w)& =\frac{\mathrm{\Omega }_n^{}(w)\mathrm{\Phi }_n(w)+\mathrm{\Omega }_n(w)\mathrm{\Phi }_n^{}(w)}{(\zeta w)^{\frac{n}{2}}}\frac{\mathrm{\Phi }_n^{}(\zeta )}{\mathrm{\Phi }_n^{}(w)}=\hfill \\ & =2e_n\frac{\mathrm{\Phi }_n^{}(\zeta )}{\mathrm{\Phi }_n^{}(w)}\left(\frac{w}{\zeta }\right)^{\frac{n}{2}}.\hfill \end{array}$$

On the other hand,

$$\begin{array}{cc}\hfill f_n^{(1)}(z;w)& =\frac{\mathrm{\Phi }_n^{}(w)}{\mathrm{\Phi }_n^{}(\zeta )}\left(\frac{\zeta }{w}\right)^{\frac{n}{2}}\frac{\mathrm{\Phi }_n^{}(\zeta )\mathrm{\Phi }_n(z)\mathrm{\Phi }_n(\zeta )\mathrm{\Phi }_n^{}(z)}{i(z\zeta )^{\frac{n}{2}}}=\hfill \\ & =\frac{\mathrm{\Phi }_n^{}(w)}{\mathrm{\Phi }_n^{}(\zeta )}\left(\frac{\zeta }{w}\right)^{\frac{n}{2}}f_n^{(1)}(z;\zeta )=\hfill \\ & =\frac{\mathrm{\Phi }_n^{}(w)}{\mathrm{\Phi }_n^{}(\zeta )}\frac{\zeta }{(wz)^{\frac{n}{2}}}e_nK_{n1}(z,\zeta )\frac{z\zeta }{i\zeta }.\hfill \end{array}$$

Thus,

$$i\zeta f_n^{(1)^{^{}}}(\zeta ;w)=\frac{\mathrm{\Phi }_n^{}(w)}{\mathrm{\Phi }_n^{}(\zeta )}\left(\frac{\zeta }{w}\right)^{\frac{n}{2}}e_nK_{n1}(\zeta ,\zeta ).$$

Finally,

$$i\zeta f_n^{(1)^{^{}}}(\zeta ;w)f_n^{(2)}(\zeta ;w)=2e_n^2K_{n1}(\zeta ,\zeta )>0$$

for each zero $`\zeta `$ of $`f_n^{(1)}(z;w)`$. $``$

Corollary 1. Let $`A_j`$, $`B_j\mathrm{},j=1,2`$, and

$$\begin{array}{cc}\hfill f_n(z)& =A_1f_n^{(1)}(z;w)+A_2f_n^{(2)}(z;w),\hfill \\ \hfill g_n(z)& =B_1f_n^{(1)}(z;w)+B_2f_n^{(2)}(z;w),\hfill \end{array}$$

where $`\left|\begin{array}{cc}A_1& A_2\\ B_1& B_2\end{array}\right|0`$. Then, $`f_n`$ and $`g_n`$ have interlacing zeros in $`[\omega _0,\omega _0+2\pi )`$.

Proof. Notice that $`f_n`$ and $`g_n`$ are linearly independents. Then, from Proposition 2, they have not a common zero. Let $`\zeta _0`$ be such that $`f_n(\zeta _0)=0`$. Then, up to a non-zero real factor, $`f_n(z)=f_n^{(1)}(z;\zeta _0)`$ holds. Thus, again from Proposition 2, we have that there exist $`C_1`$, $`C_2\mathrm{}`$, with $`C_20`$, such that $`g_n(z)=C_1f_n^{(1)}(z;\zeta _0)+C_2f_n^{(2)}(z;\zeta _0)`$ . Hence, by using Proposition 3, we have for each zero $`\zeta `$ of $`f_n`$ that

$$\begin{array}{cc}\hfill i\zeta f_n^{^{}}(\zeta )g_n(\zeta )& =i\zeta f_n^{(1)^{^{}}}(\zeta ;\zeta _0)C_2f_n^{(2)}(\zeta ;\zeta _0)=\hfill \\ & =2e_n^2K_{n1}(\zeta ,\zeta )C_2,\hfill \end{array}$$

which keeps constant sign. $``$

§ 6 - Semi-orthogonal functions and support of the orthogonality measure.

We have find that any sequence of functions given in Theorem 2 satisfies properties 1, 2, 4, 5 listed in §1. It remains to reach the property 3, as well as to develop the relation between $`\mathrm{supp}\mu `$ and the asymptotic distribution of zeros of such kind of functions. The starting point for this relation are the quadrature formulas described in §2, that are constructed by using as nodes the zeros of functions with the general form

$$f_n(z)=\frac{\overline{\alpha }_n\mathrm{\Phi }_n(z)\alpha _n\mathrm{\Phi }_n^{}(z)}{iz^{\frac{n}{2}}},\alpha _n0.$$
$`(19)`$
As we said in §3, these quadrature formulas provide discrete measures $`\mu _n`$ weakly converging to the orthogonality measure $`\mu `$, and supported on the zeros of the functions $`f_n`$. As a consequence, given an arbitrary sequence $`\left(f_n\right)_{n1}`$ of functions with the form (19), a point of $`\mathrm{supp}\mu `$ must be a limit point of the set of zeros of all the functions $`f_n`$, or a zero of infinitely many functions $`f_n`$. Thus, denoting by $`A^{}`$ the derived set of $`A`$, we have the following proposition.

Proposition 4. Let $`\left(f_n\right)_{n1}`$ be any sequence of functions with the form (19), and let $`𝒵`$ and $`𝒳`$ be the set of zeros of all the functions $`f_n`$, and the set of complex numbers that are zeros of infinitely many functions $`f_n`$, respectively. Then,

$$\mathrm{supp}\mu 𝒵^{}𝒳.$$

Since $`𝒵^{\prime \prime }𝒵^{}`$ and $`𝒳^{}𝒵^{}`$, a corollary follows immediately.

Corollary 2. Under the assumptions of Proposition 4,

$$(\mathrm{supp}\mu )^{}𝒵^{}.$$

Corollary 2 says that a limit point of $`\mathrm{supp}\mu `$ must be a limit point of $`𝒵`$ too. From Proposition 4, the rest of the points of $`\mathrm{supp}\mu `$, that is, the isolated points, could be limit points of $`𝒵`$, or zeros of infinitely many functions $`f_n`$. Now, we are going to demonstrate that, indeed, an isolated point $`z_0`$ of $`\mathrm{supp}\mu `$ that is not a limit point of $`𝒵`$, must be a zero of all the functions $`f_n`$ except, at most, finitely many of them. If it were not the case, then there would be a subsequence $`\left(f_{n_k}\right)_k\mathrm{}`$ such that $`f_{n_k}(z_0)0`$ for $`k\mathrm{}`$. Moreover, we are supposing that $`z_0`$ is an isolated point of $`\mathrm{supp}\mu `$ that is not a limit point of $`𝒵`$, so, there must be a neighborhood $`𝒰`$ of $`z_0`$ where none of the functions $`f_{n_k}`$ can vanish, and such that $`𝒰\mathrm{supp}\mu =\{z_0\}`$. Therefore, $`_{𝒰\mathrm{𝕋}}𝑑\mu =\mu (\{z_0\})0`$. Now, let us consider the subsequence of measures $`\left(\mu _{n_k}\right)_k\mathrm{}`$ corresponding to the subsequence of functions $`\left(f_{n_k}\right)_k\mathrm{}`$. Since $`\left(\mu _n\right)_n\mathrm{}`$ is uniformly bounded, $`\left(\mu _{n_k}\right)_k\mathrm{}`$ so is, and Helly’s theorem implies the existence of a subsubsequence $`\left(\mu _{n_{k_j}}\right)_j\mathrm{}`$ which is convergent to $`\mu `$ a.e.. For this subsubsequence it must be

$$\underset{j}{lim}_{𝒰\mathrm{𝕋}}𝑑\mu _{n_{k_j}}=_{𝒰\mathrm{𝕋}}𝑑\mu .$$

But, since the functions $`f_{n_k}`$ have no zeros in $`𝒰`$, it is $`𝒰\mathrm{supp}\mu _{n_{k_j}}=\mathrm{}`$, and, hence, $`_{𝒰\mathrm{𝕋}}𝑑\mu _{n_{k_j}}=0`$, which is in contradiction with $`_{𝒰\mathrm{𝕋}}𝑑\mu 0`$.

Then, we can state the following result.

Proposition 5. Under the assumptions of Proposition 4,

$$\mathrm{supp}\mu 𝒵^{}\stackrel{~}{𝒳},$$

where $`\stackrel{~}{𝒳}`$ is the set of complex numbers that are zeros of all the functions $`f_n`$ except, at most, finitely many of them.

To go beyond these results we need a property that is quasi-reciprocal of previous one, and, therefore, leads to an inclusion in opposite sense. Proposition 5 says that if a connected subset of $`\mathrm{𝕋}`$ is “eventually free of zeros”, then its interior is “out of the support of $`\mu `$”. On the contrary, the following proposition implies that if a connected subset of $`\mathrm{𝕋}`$ is “out of the support of $`\mu `$”, then its closure contains at most one zero.

Proposition 6. Let $`\left(f_n\right)_{n1}`$ be any sequence of functions with the form (19), and let $`z_1,z_2`$ be two zeros of $`f_n`$. Then, in any of the two connected components of $`\mathrm{𝕋}\backslash \{z_1,z_2\}`$ there exits at least one point of $`\mathrm{supp}\mu `$, as well as one zero of $`f_m`$ for $`m>n`$.

Proof.  Since we are just interested in the location of zeros we will only work with the polynomials $`P_n(z)=\overline{\alpha }_n\mathrm{\Phi }_n(z)\alpha _n\mathrm{\Phi }_n^{}(z)`$ that have the same zeros as $`f_n`$. Notice first that $`{\displaystyle \frac{zP_n(z)}{(zz_1)(zz_2)}}\mathrm{span}\{1,z,z^2,\mathrm{},z^{n1}\}`$, and, therefore,

$$_\mathrm{𝕋}\frac{zP_n(z)}{(zz_1)(zz_2)}\overline{P}_n(z^1)𝑑\mu (z)=0,$$

due to the orthogonality properties of $`\mathrm{\Phi }_n`$ and $`\mathrm{\Phi }_n^{}`$. If $`\theta _j=\mathrm{Arg}(z_j)`$, above result reads

$$_0^{2\pi }\frac{|P_n(e^{i\theta })|^2}{\mathrm{sin}(\frac{\theta \theta _1}{2})\mathrm{sin}(\frac{\theta \theta _2}{2})}𝑑\mu (e^{i\theta })=0.$$

But the expression inside the integral has now constant and opposite sign in each connected component of $`\mathrm{𝕋}\backslash \{z_1,z_2\}`$, except for the zeros of $`f_n`$, for which is null (including $`z_1`$ and $`z_2`$). Thus, taking into account that $`\mathrm{supp}\mu `$ is an infinite set, if the integral has to vanish, then there must be points of $`\mathrm{supp}\mu `$ in both components.

On the other hand, we have that $`{\displaystyle \frac{zP_n(z)}{(zz_1)(zz_2)}}\overline{P}_n(z^1)\mathrm{\Lambda }_{n+1,n1}`$, so, the quadrature formulas described in §3 are exact over this Laurent polynomial if we choose as nodes the zeros $`z_k^{(m)}`$ of $`f_m`$ for $`m>n`$. Hence, if $`\theta _k^{(m)}=\mathrm{Arg}(z_k^{(m)})`$, it must be

$$\underset{k=1}{\overset{m}{}}\frac{|P_n(e^{i\theta _k^{(m)}})|^2}{\mathrm{sin}(\frac{\theta _k^{(m)}\theta 1}{2})\mathrm{sin}(\frac{\theta _k^{(m)}\theta _2}{2})}H_k^{(m)}=0,m>n.$$

If all the zeros $`z_k^{(m)}`$ were located in only one of the connected components of $`\mathrm{𝕋}\backslash \{z_1,z_2\}`$, all the non-null terms in this sum would have the same sign. Since there must be non-null terms because the number of zeros of $`P_n`$ is $`n<m`$, this is in contradiction with the fact that above sum must vanish. $``$

Notice that this proposition has as a direct consequence the property 3 listed in §1 that we were looking for. That is,

Corollary 3. If $`I`$ is a connected subset of $`\mathrm{𝕋}`$ such that $`\mathrm{supp}\mu I`$, at most one zero of $`f_n`$ lies on the closure of $`\mathrm{𝕋}\backslash I`$.

To get more accurate results about $`\mathrm{supp}\mu `$ we need to restrict our attention to those sequences of functions with interlacing zeros. Then, we will suppose that $`\left(f_n(z)\right)_{n1}`$ is one of the sequences described in Theorem 2, that is,

$$f_n(z)=A_1f_n^{(1)}(z;w)+A_2f_n^{(2)}(z;w),(A_1,A_2)(0,0),$$
$`(20)`$
where $`f_n^{(i)},i=1,2`$, are given in (17). In that case, $`f_n`$ and $`f_{n+1}`$ can have only one common zero at the point $`w`$, due to the interlacing of zeros in $`\mathrm{𝕋}\backslash \{w\}`$. Thus, $`\stackrel{~}{𝒳}\{w\}`$. In fact, from Remark 4, we can see that $`\stackrel{~}{𝒳}=\{w\}`$ only when $`A_2=0`$. Thus, we have reached the following result.

Proposition 7. Let $`\left(f_n\right)_{n1}`$ be any sequence of functions with the form (20). Then, if $`A_2=0`$,

$$\mathrm{supp}\mu 𝒵^{}\{w\},$$

and, if $`A_20`$,

$$\mathrm{supp}\mu 𝒵^{}.$$

Now, we will work only with the functions $`f_n^{(1)}(z;w)`$, that is, those functions $`f_n(z)`$ with a common zero at $`z=w`$. We will suppose for $`\mathrm{supp}\mu `$ a non-trivial situation, what means that $`\mathrm{supp}\mu \mathrm{𝕋}`$. The strategy will be to choose a point $`w`$ in each connected component of $`\mathrm{𝕋}\backslash \mathrm{supp}\mu `$, and consider the corresponding functions $`f_n^{(1)}(z;w)`$. So that, the representation of $`\mathrm{supp}\mu `$ will be given throughout the zeros of several sequences $`\left(f_n^{(1)}(z;w)\right)_{n1}`$, one for each connected component of $`\mathrm{𝕋}\backslash \mathrm{supp}\mu `$.

Theorem 3. Suppose that $`\mathrm{supp}\mu \mathrm{𝕋}`$ and let

$$\mathrm{𝕋}\backslash \mathrm{supp}\mu =\underset{k𝒜}{}C_k$$

be the decomposition of $`\mathrm{𝕋}\backslash \mathrm{supp}\mu `$ into connected components. If $`w_kC_k`$ for every $`k𝒜`$, then,

$$\mathrm{supp}\mu =\underset{k𝒜}{}𝒵(w_k)^{},$$

where $`𝒵(w)`$ is the set of zeros of all the functions $`f_n^{(1)}(z;w)`$.

Proof.  From Proposition 7 it is clear that, since $`w_k\mathrm{supp}\mu `$, it has to be $`\mathrm{supp}\mu _{k𝒜}𝒵(w_k)^{}`$. On the other hand, Proposition 6 implies that $`w_k`$ must be the unique zero of $`f_n^{(1)}(z;w_k)`$ in $`C_k`$. Therefore, $`𝒵(w_k)^{}C_k=\mathrm{}`$, and, thus, $`_{k𝒜}𝒵(w_k)^{}\mathrm{supp}\mu `$. $``$

Acknowledgements.- This research was partially supported by Universidad de Zaragoza PAI UZ-97-CIE-10 and Dirección General de Enseñanza superior of Spain (DGES) Project PB98-1615.

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