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# Gibbs measures and semi-classical approximations to action minimizing measures

## 1 Introduction

### 1.1 Statement of results

Let $`^d`$ be equipped with its usual euclidean structure, and let us consider the Lagrangian

$$(𝓍,𝓋)=\frac{𝓋^\mathcal{2}}{\mathcal{2}}𝒱(𝓍)\omega ,𝓋$$
(1.1.1)
defined on $`^d\times ^d`$, $`V`$ being a $`^d`$-periodic function of class $`C^3`$, and $`\omega `$ an element of $`^d`$.

This allows to define the action

$$𝒜(\gamma _{|[0,t]})=_0^t(\gamma _𝓈,\dot{\gamma }_𝓈)𝒹𝓈$$

for any sufficiently regular path $`\gamma :[0,t]^d`$; for instance, $`\gamma `$ piecewise $`C^1`$, or $`\gamma `$ in the space $`H_{[0,t]}=\{\gamma :[0,t]^d,\dot{\gamma }L^2([0,t])\}`$.

We are interested in the relations between the deterministic and stochastic dynamics, stationary in time, defined by such a system. The stationary stochastic dynamics will be described by Gibbs measures on the set of continuous paths in $`𝕋^d`$. The deterministic dynamics will be studied through the probability measures on $`𝕋^d\times ^d`$, invariant under the action of the Euler-Lagrange flow $`\varphi =(\varphi _t)_t`$ associated to the lagrangian (1.1.1). More precisely, the deterministic objects corresponding to our Gibbs measures will turn out to be the action-minimizing measures in the sense of Mather; $`_\omega 𝕋^d`$ will represent the corresponding Mather set, defined as the union on $`𝕋^d`$ of the supports of all action-minimizing measures – more precise definitions will be given in paragraph 1.2.

The main results of the paper may be summarized as follows :

###### Theorem 1.1.1.

Let $`_\beta ^\omega =e^{\beta \omega ,x}\left(\frac{\mathrm{\Delta }}{2\beta }+\beta V(x)\right)e^{\beta \omega ,x}`$ and $`_\beta ^\omega =_\beta ^\omega `$ act on $`C^{\mathrm{}}(𝕋^d)`$; let $`\psi _\beta ,\psi _\beta ^{}`$ be the positive eigenfunctions, associated to their common largest eigenvalue.

Then, as $`\beta +\mathrm{}`$, the measure

$$\mu _\beta ^0=\frac{\psi _\beta (x)\psi _\beta ^{}(x)dx}{_{𝕋^d}\psi _\beta (y)\psi _\beta ^{}(y)𝑑y}$$

on $`𝕋^d`$ concentrates on the Mather set $`_\omega `$.

If $`\mu _{\mathrm{}}^0`$ is a limit point, and $`\mu _{\mathrm{}}`$ is the (uniquely defined) corresponding action-minimizing measure on $`𝕋^d\times ^d`$, then $`\mu _{\mathrm{}}`$ maximizes

$$h_\varphi (\mu )\frac{1}{2}_{𝕋^d\times ^d}(\underset{i=1}{\overset{d}{}}\lambda _i^+(\gamma ,\dot{\gamma }))𝑑\mu (\gamma ,\dot{\gamma })$$

amongst all action minimizing measures.

Here $`h_\varphi (\mu )`$ represents the metric entropy of the invariant probability measure $`\mu `$ on $`𝕋^d\times ^d`$, with respect to the action of the Euler-Lagrange flow $`\varphi =(\varphi _t)_t`$; and the $`\lambda _i^+(\gamma ,\dot{\gamma })`$ are the $`d`$ first (nonnegative) Lyapunov exponents of $`(\gamma ,\dot{\gamma })`$, under the action of $`\varphi `$.

The theorem is valid under suitable assumptions on the Lagrangian, which will be stated later.

Note that the measure $`\psi _\beta (x)\psi _\beta ^{}(x)dx`$ may also be written in the form $`e^{\beta (u_\beta +v_\beta )}dx`$, where $`u_\beta `$ is the solution of the Hamilton-Jacobi equation with viscosity

$$\frac{\mathrm{\Delta }u}{2\beta }+H(x,d_xu)=C$$

($`H(x,p)=\frac{p+\omega ^2}{2}+V(x)`$), and $`v_\beta `$ is the solution of the same equation for the time-reversed system :

$$\frac{\mathrm{\Delta }v}{2\beta }+H(x,d_xv)=C$$

###### Corollary 1.1.2.

Let $`_{\mathrm{}}=\mathrm{}^2\frac{\mathrm{\Delta }}{2}+V`$, and let $`\psi _{\mathrm{}}`$ be the unique $`^d`$-periodic positive eigenfunction, corresponding to the smallest eigenvalue of $`_{\mathrm{}}`$.

Assume that the minima of $`V`$ are non-degenerate.

Then, as $`\mathrm{}0`$, the measure

$$\frac{\psi _{\mathrm{}}^2(x)dx}{_{𝕋^d}\psi _{\mathrm{}}^2(y)𝑑y}$$

concentrates to the minima of $`V`$ which have the smallest sum of nonnegative Lyapunov exponents, as equilibrium points of the flow on $`𝕋^d\times ^d`$ associated to the differential equation

$$\ddot{\gamma }=+V^{}(\gamma )$$

We also prove the following result, as an intermediate step towards Theorem 1.1.1 :

###### Theorem 1.1.3.

Let $`\gamma :[0,t]𝕋^d`$ be a critical point of the action

$$𝒜(\xi _{|[0,t]})=_0^t(\xi _𝓉,\dot{\xi }_𝓉)𝒹𝓉$$

on the affine Hilbert space

$$H_{[0,t]}^{x,y}=\{\xi H_{[0,t]},\xi _0=x,\xi _t=y\},$$

whose tangent space $`H_{[0,t]}(0,0)`$ is endowed with the scalar product

$$\xi ,\eta =_0^t\dot{\xi }_t.\dot{\eta }_tdt$$

Then the hessian $`𝒜^{\prime \prime }(\xi )`$, an autoadjoint operator on $`H_{[0,t]}^{0,0}`$, has a well defined determinant – the infinite product of its eigenvalues. And this determinant coincides with the determinant of the linear endomorphism of $`^d`$, which maps $`Y^{}^d`$ to $`\frac{Y_t}{t}`$, where $`Y_sT_{\gamma _s}𝕋^d`$ ($`s[0,t]`$) is the solution of the linearized equation :

$`Y_s^{\prime \prime }+V^{\prime \prime }(\gamma _s).Y_s=0`$
$`Y_0=0\text{}Y_0^{}=Y^{}`$
### 1.2 More details

Let us explain our approach to the problem.

Deterministic dynamics. In classical mechanics, the “principle of least action” says that the trajectories of the system are the paths $`\gamma `$ which are critical points of $`𝒜(\gamma _{|[0,t]})`$, with respect to infinitesimal variations leaving $`\gamma _0`$ and $`\gamma _t`$ fixed. Equivalently, $`\gamma `$ satisfies the differential equation

$$\ddot{\gamma }_s=V^{}(\gamma _s)$$
(1.2.1)
This defines a flow on $`^d\times ^d`$ :

$$\varphi ^t(x,v)=(\gamma _t,\dot{\gamma }_t)$$

where $`\gamma `$ is the solution of (1.0.2) with initial conditions $`(\gamma _0,\dot{\gamma }_0)=(x,v)`$.

If we denote $`𝕋^d`$ the $`d`$-torus $`^d/^d`$, the flow goes to the quotient $`𝕋^d\times ^d`$, and is called the Euler-Lagrange flow. The natural objects for the study of the flow in the context of ergodic theory are the invariant probability measures; that is to say, probability measures $`\mu `$ on $`𝕋^d\times ^d`$ such that $`\varphi ^t\mu =\mu `$, for all $`t`$. Among such measures are the action minimizing measures, they are defined as the invariant probability measures achieving

$$inf\{_{𝕋^d\times ^d}𝒹\mu ,\mu \text{ a }\varphi \text{-invariant probability measure on }𝕋^𝒹\times ^𝒹\}=:𝒸(\omega )$$

Action minimizing measures do exist, and are supported on a compact subset of $`𝕋^d\times ^d`$ (\[Mat\]). The Mather set is then defined as

$$\stackrel{~}{}M_\omega =\overline{_{\mu \text{ }\text{action-min. }}\text{supp}\mu }𝕋^d\times ^d$$

Action-minimizing measures are characterized by their supports : $`\mu `$ is action-minimizing if and only if it is invariant and $`\text{supp}\mu \stackrel{~}{}M_\omega `$.

The Mather set has a strong topological property, given by Mather’s graph theorem :

###### Theorem 1.2.1.

(\[Mat\]) The projection $`\pi :𝕋^d\times ^d𝕋^d`$, restricted to $`\stackrel{~}{}M_\omega `$, is injective. Its inverse, defined on $`_\omega =\pi (\stackrel{~}{}_\omega )`$, is lipschitz.

For instance, on the 2-torus ($`d=2`$), is $`\omega `$ is ‘close’ to $`0`$, the Mather set will be the collection of maxima of $`V`$; and for other $`\omega `$’s, it will be a partial lipschitz foliation of the torus.

We will also be interested in the discretized model defined by

$$L(x_0,x_1)=\frac{x_1x_0^2}{2}V(x_0)\omega ,x_1x_0$$
(1.2.2)
or, more generally, we could consider a function $`L`$ with the following properties :

(Periodicity) $`L(x+n,y+n)=L(x,y)`$, for all $`n^d`$.

(‘Twist property’) For all $`x^d`$, $`y_1L(x,y)`$ is a diffeomorphism of $`^d`$.

(Superlinear growth) $`\frac{L(x,y)}{xy}\underset{xy+\mathrm{}}{}+\mathrm{}`$

For the discrete time system, a path $`\gamma `$ will simply be a sequence $`(\gamma _0,\mathrm{},\gamma _n),\gamma _i^d`$, and its action :

$$A(\gamma _0,\mathrm{},\gamma _n)=\underset{k=0}{\overset{n1}{}}L(\gamma _k,\gamma _{k+1})$$

The critical points of the action (with fixed endpoints) are the paths that satisfy the recurrence relation

$$(\gamma _{i+1}\gamma _i)(\gamma _i\gamma _{i1})=V^{}(\gamma _i),$$

or in the general form :

$$_2L(\gamma _{i1},\gamma _i)+_1L(\gamma _i,\gamma _{i+1})=0$$

This defines a diffeomorphism $`\varphi `$ of $`^d\times ^d`$ to itself

$$\varphi :(\gamma _0,\gamma _1)(\gamma _1,\gamma _2),$$

called “twist diffeomorphism”, which goes to the quotient $`𝕋^d\times ^d`$.

Action minimizing measures are defined the same way, and the same results hold.

Stochastic dynamics. In the context of stochastic dynamics, the system is described by a probability measure on the configuration space (the set of infinite paths) :

$$W=(^d)^{}/^d,$$

or $`W=(^d)^{}/^d`$ for the discretized system. In this definition, the action of $`^d`$ on $`(^d)^{}`$ or $`(^d)^{}`$ is given by

$$(n.\gamma )(t)=\gamma (t)+n$$

for all $`t`$, $`n^d`$. If $`[t_1,t_2]`$ is an interval of time, we define similarly the set of paths,

$$W_{[t_1,t_2]}=(^d)^{[t_1,t_2]}/^d$$

In fact, in the case of continuous time, all our measures will be supported on the set of continuous paths on the torus, so that one may prefer to choose as configuration space the set of continuous paths

$$W=C^0(,^d)/^d$$

Once again we will be interested in the stationary dynamics, in other words, the probability measures invariant by translations in time :

$$\sigma ^t(\gamma )(s)=\gamma (s+t)$$

Let us precise that the Borel $`\sigma `$-field $``$ on $`W`$ is the smallest for which all the maps $`\gamma \gamma _t`$ are measurable; the $`\sigma `$-field $`_{[t_1,t_2]}`$, on $`W_{[t_1,t_2]}`$, is defined the same way.

Measures on $`W`$ will be freely identified with measures on $`C^0(,^d)`$ or $`(^d)^{}`$, invariant under the action of $`^d`$.

We do not require our probability measures to be carried by trajectories of the Euler-Lagrange flow; we consider that physically significant measures are those with the Gibbs property.

For the discrete time model, a probability measure $`\mu `$ on $`W`$ will be called a Gibbs measure for the potential $`L`$ if, for all $`n>0`$, the conditional probability $`d\mu (.|(\gamma _i)_{in},(\gamma _i)_{in})`$ is given by the expression

$$\begin{array}{c}d\mu (B|(\gamma _i)_{in},(\gamma _i)_{in})=\frac{_{(\gamma _i)_iB}e^{\beta _{i=n}^{n1}L(\gamma _i,\gamma _{i+1})}𝑑\gamma _{n+1}\mathrm{}𝑑\gamma _{n1}}{Z_n^\beta ((\gamma _i)_{in},(\gamma _i)_{in})}\hfill \end{array}$$
(1.2.3)
for all $`B`$, for $`(\gamma _i)_{in}W_{[n,+\mathrm{})}`$ and $`(\gamma _i)_{in}W_{(\mathrm{},n]}`$. We have denoted $`d\gamma _i`$ the Lebesgue measure, and $`Z_n^\beta ((\gamma _i)_{in},(\gamma _i)_{in})`$ is the normalization factor which makes $`d\mu (.|(\gamma _i)_{iN},(\gamma _i)_{in})`$ a probability measure.

In the expression (1.2.3), the boundary conditions $`(\gamma _i)_{in}`$ and $`(\gamma _i)_{in}`$ are defined modulo the action of $`^d`$ on the set of paths. So, given $`(\gamma _i)_{in}(^d)^{(\mathrm{},n]}`$, the integral in (1.2.3) needs to take into account all the representatives of $`(\gamma _i)_{in}`$ in $`(R^d)^{[n,+\mathrm{})}/^d`$. As a consequence, the Gibbs measure depends on the cohomology class $`\omega `$.

This definition also depends on a positive parameter $`\beta `$, which can be thought of, for instance, as the inverse of a temperature. We will denote $`\mu _\beta `$ the corresponding Gibbs measure : one can prove that it exists and is unique. It is ergodic with respect to the shift $`\sigma `$ acting on $`W`$.

Note in passing that the Gibbs measure remains unchanged if $`L(x_0,x_1)`$ is replaced by $`L(x_0,x_1)+u(x_1)u(x_0)+c`$, where $`u`$ is a $`^d`$-periodic function.

The Gibbs measure can be described as follows : there exists unique (up to a multiplicative factor) continuous positive $`^d`$-periodic functions $`\psi _\beta `$, $`\psi _\beta ^{}`$, such that

$$\psi _\beta (x)=e^{\lambda _\beta }_^de^{\beta L(x,y)}\psi _\beta (y)𝑑y$$
(1.2.4)
and

$$\psi _\beta ^{}(x)=e^{\lambda _\beta }_^de^{\beta L(y,x)}\psi _\beta ^{}(y)𝑑y$$

for some $`\lambda _\beta `$, for all $`x`$. Then $`\mu _\beta `$ is the Markov measure with initial distribution

$$\frac{\psi _\beta (x)\psi _\beta ^{}(x)dx}{_{𝕋^d}\psi _\beta (y)\psi _\beta ^{}(y)𝑑y}$$

and with transition densities

$$P(x,dy)=\frac{\psi _\beta (y)}{e^{\lambda _\beta }\psi _\beta (x)}e^{\beta L(x,y)}dy$$

Finally, let us mention a variational principle satisfied by $`\mu _\beta `$ : amongst all $`\sigma `$-invariant probability measures on $`W`$, $`\mu _\beta `$ minimizes

$$L𝑑\mu \frac{1}{\beta }H(\mu )$$

where $`H`$ is the functional with values in $`[\mathrm{},0]`$ defined by

$$H(\mu )=\mathrm{log}\left(\frac{d\mu (\gamma _0|\gamma _1,\gamma _2,\mathrm{})}{d\gamma _0}\right)𝑑\mu (\gamma _0,\gamma _1,\gamma _2\mathrm{})$$

if the conditional probability $`d\mu (\gamma _0|\gamma _1,\gamma _2,\mathrm{})`$ is absolutely continuous with respect to the Lebesgue measure; and $`H(\mu )=\mathrm{}`$ otherwise.

For the continuous time model, the definition of Gibbs measures is similar. We will say that the probability $`\mu _\beta `$ on $`W`$ is a Gibbs measure for the potential $``$ (given by (1.1.1)) if, for all $`T>0`$, the conditional probability $`d\mu (.|(\gamma _t)_{tT},(\gamma _t)_{tT})`$ is given by the expression

$$\begin{array}{c}d\mu (B|(\gamma _t)_{tT},(\gamma _t)_{tT})\hfill \\ \hfill =\frac{_{(\gamma _t)B}e^{\beta _T^TV(\gamma _s)𝑑s+\beta \omega ,\gamma _T\gamma _T}𝑑𝒲_{[T,T]}^{\beta ,(\gamma _T,\gamma _T)}(\gamma _{|[T,T]})}{Z_T^\beta ((\gamma _t)_{tT},(\gamma _t)_{tT})}\end{array}$$
(1.2.5)
for all $`B`$, for $`(\gamma _t)_{tT}W_{[T,+\mathrm{})}`$ and $`(\gamma _t)_{tT}W_{(\mathrm{},T]}`$. We have denoted

$$d𝒲_{[T,T]}^{\beta ,(\gamma _T,\gamma _T)}(\gamma _{|[T,T]})=\text{}e^{\beta _T^T\frac{\dot{\gamma }^2}{2}}d\gamma \text{}$$

the brownian bridge between $`\gamma _T`$ and $`\gamma _T`$ in the time interval $`[T,T]`$, with diffusion coefficient $`1/\beta `$

For $`x,y^d`$, we recall that the brownian bridge $`𝒲_{[T_1,T_2]}^{\beta ,(x,y)}`$ with diffusion coefficient $`1/\beta `$, starting at $`x`$ and ending at $`y`$, in the time interval $`[T_1,T_2]`$ is defined as the unique positive measure on $`C^0([T_1,T_2],^d)`$ such that

$$𝒲_{[T_1,T_2]}^{\beta ,(x,y)}(B)=(S_{t_1T_1}^\beta 1\mathrm{I}_{B_1}S_{t_2t_1}^\beta 1\mathrm{I}_{B_2}\mathrm{}S_{t_nt_{n1}}^\beta (1\mathrm{I}_{B_n}s_{T_2t_n}^\beta (.,y)))(x)$$

for all $`B_{[𝒯_\mathcal{1},𝒯_\mathcal{2}]}`$ of the form $`B=\{\gamma ,\gamma _{t_i}B_i,i\}`$, where $`T_1<t_1<\mathrm{}<t_n<T_2`$, and the $`B_i`$’s are measurable subsets of $`^d`$. We have denoted

$$s_t^\beta (x,y)=\frac{1}{(2\pi t/\beta )^{d/2}}e^{\frac{\beta xy^2}{2t}}$$

the transition kernel, and

$$S_t^\beta f(x)=\frac{1}{(2\pi t/\beta )^{d/2}}e^{\frac{\beta xy^2}{2t}}f(y)𝑑y,$$

for $`f`$ in $`L^2`$, the corresponding transition semi-group. The brownian bridge $`𝒲_{[T_1,T_2]}^{\beta ,(x,y)}`$ is in fact supported on the set of continuous paths with endpoints $`x,y`$. Note that, in the expression (1.2.5), the boundary conditions $`(\gamma _t)_{tT}`$ and $`(\gamma _t)_{tT}`$ are defined only up to the action of $`^d`$ on the set of paths; so that, given $`(\gamma _t)_{tT}C^0((\mathrm{},T],^d)`$, all the representatives of $`(\gamma _t)_{tT}C^0([T,+\mathrm{}))/^d`$ need to be taken into account in the integral (1.2.5). That is the reason why the Gibbs measure depends on the cohomology class $`\omega `$.

Finally, we recall that the stationary Brownian motion $`𝒲`$ in $`^d`$ (Wiener measure with uniform initial distribution) and the Brownian bridge may be related as follows : if $`B`$ is a set of the same form as before,

$$𝒲(B)=1\mathrm{I}_{B_1}(\gamma _1)\mathrm{}1\mathrm{I}_{B_n}(\gamma _n)𝒲_{[t_1,t_2]}^{\beta ,\gamma _1,\gamma _2}\mathrm{}𝒲_{[t_{n1},t_n]}^{\beta ,\gamma _{n1},\gamma _n}𝑑\gamma _1\mathrm{}𝑑\gamma _n$$

where $`𝒲_{[t_1,t_2]}^{\beta ,\gamma _1,\gamma _2}`$ stands for the total mass of the measure $`𝒲_{[t_1,t_2]}^{\beta ,\gamma _1,\gamma _2}`$ and has the value $`\frac{1}{(2\pi t/\beta )^{d/2}}e^{\frac{\beta \gamma _2\gamma _1^2}{2t}}`$

According to tastes, the parameter $`1/\beta `$ may be thought of as a diffusion coefficient, a viscosity coefficient, or, as we shall explain, the $`\mathrm{}`$ of quantum mechanics (but with the $`\sqrt{1}`$ missing) :

There is a characterization of $`\mu _\beta `$ in terms of the positive eigenfunctions of the ‘twisted’ Hamilton operator

$$_\beta ^\omega =e^{\beta \omega ,x}\left(\frac{\mathrm{\Delta }}{2\beta }+\beta V(x)\right)e^{\beta \omega ,x}$$

and its adjoint

$$_\beta ^\omega =_\beta ^\omega $$

which is also the twisted Hamilton operator for the time-reversed system. Both act on $`C^{\mathrm{}}(𝕋^d)`$, and have positive eigenfunctions $`\psi _\beta ,\psi _\beta ^{}`$ associated to their common largest eigenvalue $`\lambda _\beta `$ :

$$_\beta ^\omega \psi _\beta =\lambda _\beta \psi _\beta $$
(1.2.6)
$$_\beta ^\omega \psi _\beta ^{}=\lambda _\beta \psi _\beta ^{}$$

Then $`\mu _\beta `$ is the Markov process with initial distribution $`\frac{\psi _\beta (x)\psi _\beta ^{}(x)dx}{_{𝕋^d}\psi _\beta (y)\psi _\beta ^{}(y)𝑑y}`$, and with transition semi-group

$$fP_{\beta ,\omega }^tf=\frac{1}{e^{\lambda _\beta t}\psi _\beta }\mathrm{exp}t_\beta ^\omega .(\psi _\beta f)$$

Limiting behaviour as $`\beta +\mathrm{}`$.

A natural question is to find the behaviour of the Gibbs measure $`\mu _\beta `$ as $`\beta +\mathrm{}`$.

We will say that a sequence of probability measures $`(\mu _n)_{n0}`$ on $`(W,)`$ converges to $`\mu `$, if

$$f𝑑\mu _nf𝑑\mu ,$$

for all $`f`$ on $`W`$ of the form

$$\gamma g(\gamma _{t_1},\mathrm{},\gamma _{t_l})$$

for some $`t_1<\mathrm{}<t_l`$, and $`g`$ a bounded continuous function on $`(^d)^l/^d`$.

###### Lemma 1.2.2.

There exists a sequence $`\beta _k+\mathrm{}`$ such that $`(\mu _{\beta _k})_{k0}`$ converges.

(The proof is given in Part 2).

We would like to know whether the limit is independent of the sequence $`(\beta _k)`$, or not. It is not too hard to see (Corollary 2.0.15) that any limit point $`\mu _{\mathrm{}}`$ is carried on the subset of $`W`$ formed by trajectories of the Euler-Lagrange flow (or the twist diffeomorphism), so that it can be naturally identified to a probability measure on $`𝕋^d\times ^d`$, invariant under the flow; and this measure is in fact action minimizing. But there can be several action-minimizing measures, with the same support, or with different supports (included in the Mather set), and we would like to know which of them can appear as limits of the Gibbs measures defined above.

The following theorem gives a partial answer, by ruling out certain action-minimizing measures as limit points :

###### Theorem 1.2.3.

(a) Let $`\mu _{\mathrm{}}`$ be a limit point of the family $`(\mu _\beta )_\beta \mathrm{}`$; then $`\mu _{\mathrm{}}`$ is carried by trajectories of the Euler-Lagrange flow (or the twist diffeomorphism, in the discrete time model) associated to $``$; thus, it can be identified with a measure on $`𝕋^d\times ^d`$, invariant under the flow.

This measure is an action minimizing measure.

(b) Moreover, under the technical assumptions (A1), (A2) and (A3) below, if $`\mu `$ is another action-minimizing measure, then

$$h_\varphi (\mu )\frac{1}{2}_{𝕋^d\times ^d}(\underset{i=1}{\overset{d}{}}\lambda _i^+(\gamma ,\dot{\gamma }))𝑑\mu (\gamma ,\dot{\gamma })h_\varphi (\mu _{\mathrm{}})\frac{1}{2}_{𝕋^d\times ^d}(\underset{i=1}{\overset{d}{}}\lambda _i^+(\gamma ,\dot{\gamma }))𝑑\mu _{\mathrm{}}(\gamma ,\dot{\gamma }),$$
(1.2.7)
where :

$`h_\varphi (\mu )`$ denotes the metric entropy of $`\mu `$ with respect to the action of $`\varphi `$.

– the $`\lambda _i^+`$ are the $`d`$ first (nonnegative) Lyapunov exponents of $`(\gamma ,\dot{\gamma })`$ for the Euler-Lagrange flow.

The $`2d`$ Lyapunov exponents of $`(\gamma ,\dot{\gamma })`$ under $`\varphi `$, which are the same as those of the Hamiltonian flow (or exact symplectomorphism, in discrete time) obtained by Legendre duality, come into pairs $`(\lambda _i^+,\lambda _i^+)_{1id}`$, with $`\lambda _i^+0`$.

###### Remark 1.2.4.

Note that the entropies $`h_\varphi (\mu )`$ and $`h_\varphi (\mu _{\mathrm{}})`$ will vanish automatically in the following cases :

$`\omega =0`$.

$`d=2`$, continuous time.

$`d=1`$, discrete time.

In all these cases, the theorem says that the Gibbs measures will converge to the ‘least hyperbolic’ action-minimizing measures. Otherwise, there will be a competition between entropy and Lyapunov exponents in order to decide of the limiting measure.

###### Remark 1.2.5.

The theorem holds for a mechanical Lagrangian, of the form (1.1.1) or (1.2.2). For a more general Lagrangian, the question just does not make sense in continuous time (because of the special part played by brownian motion); but in discrete time and for a Lagrangian of more general form, the Gibbs measures are still well defined, and the conclusion of Theorem (1.2.3) has to be slightly modified. What we get is

$$\begin{array}{c}h_\varphi (\mu )\frac{1}{2}_{𝕋^d\times ^d}(\underset{i=1}{\overset{d}{}}\lambda _i^+(\gamma _0,\gamma _1)+\mathrm{log}_{12}^2L(\gamma _0,\gamma _1))𝑑\mu (\gamma _0,\gamma _1)\hfill \\ \hfill h(\mu _{\mathrm{}})\frac{1}{2}_{𝕋^d\times ^d}(\underset{i=1}{\overset{d}{}}\lambda _i^+(\gamma _0,\gamma _1)+\mathrm{log}_{12}^2L(\gamma _0,\gamma _1))𝑑\mu _{\mathrm{}}(\gamma _0,\gamma _1)\end{array}$$

instead of the simpler inequality of Theorem (1.2.3).

Let us define, once and for all, our notations for path spaces, and give the assumptions (A1), (A2), (A3) under which the theorem holds :

Paths spaces. Let us summarize our notations for the various paths spaces we use.

As the reader will notice, we shall not make a clear distinction between a path on the torus (an element of $`C^0(,^d)/^d`$ or $`(^d)^{}/^d`$) and a lift to $`^d`$.

We denote $`H_{[0,t]}`$ the Hilbert manifold of paths $`[0,t]𝕋^d`$, with $`L^2`$ derivative. The scalar product is denoted $`.,.`$; for $`x,y^d`$, $`H_{[0,t]}^x`$ is the affine subspaces of paths starting at $`x`$, and $`H_{[0,t]}^{x,y}`$ the space of paths which can be lifted to a path in $`R^d`$ with endpoints $`x,y`$.

We denote $`W_{[0,t]}`$ the Banach manifold of continuous paths $`[0,t]𝕋^d`$. The topology is that of uniform convergence on compact subintervals; $`W_{[0,t]}^x`$ and $`W_{[0,t]}^{x,y}`$ are, respectively, the affine subspaces of paths starting at $`x`$, and with endpoints $`x,y`$.

In the continuous time model, the space $`W_{[0,t]}`$ can be endowed with the Wiener measure starting at $`x`$ $`𝒲_{[0,t]}^x`$, carried on $`W_{[0,t]}^x`$, or by the brownian bridge $`𝒲_{[0,t]}^{x,y}`$, carried on $`W_{[0,t]}^{x,y}`$.

(A1) For all $`x,y^d`$, for all $`t`$, the action $`𝒜`$ has only non-degenerate minima in $`H_{[0,t]}^{x,y}`$, and the number of minimizers is bounded, independently of $`x,y,t`$.

In order to simplify the notations, we will assume in the proof that there is only one (non-degenerate) minimizer, for all $`x,y,t`$. We will denote

$$h_t(x,y)=\underset{h_{[0,t]}^{x,y}}{inf}𝒜$$

For all $`t`$, $`h_t`$ is a lipschitz function, with lipschitz constant independent of $`t`$ for $`t1`$.

(A2) There exists $`\epsilon _0>0`$ such that, for all $`\epsilon \epsilon _0`$, for all $`t`$, if $`\gamma _0,\gamma _t^d`$ are such that

$$\gamma _0\xi _0\epsilon $$

$$\gamma _t\xi _t\epsilon $$

for some $`\xi `$ in the Mather set, then there exists a minimizer $`\overline{\gamma }H_{[0,t]}^{\gamma _0,\gamma _t}`$ of $`𝒜:H_{[0,t]}^{\gamma _0,\gamma _t}`$ such that $`\gamma _s\xi _s\epsilon `$ for all $`0st`$.

(A3) It is possible to replace the Lagrangian $`(𝓍,𝓋)`$ (respectively $`L(\gamma _0,\gamma _1)`$) by a cohomologous Lagrangian $`(𝓍,𝓋)𝒹_𝓍𝓊.𝓋+𝒸`$ (respectively $`L(\gamma _0,\gamma _1)u(\gamma _1)+u(\gamma _0)+c`$) which is nonnegative, and vanishes on the Aubry-Mather set (see Remark 1.0.14). And this can be done in such a way that

$$\text{Leb}(\{(\gamma _0,\gamma _t)(^d)^2/^d,h_t(\gamma _0,\gamma _t)\epsilon \})B(t)\epsilon ^{d/2}$$

with $`lim_t\mathrm{}\frac{\mathrm{log}B(t)}{t}=0`$; in other terms,

$$\beta ^d_{(^d)^2/^d}e^{\beta h_t(\gamma _0,\gamma _t)}𝑑\gamma _0𝑑\gamma _tB(t)$$

###### Remark 1.2.6.

Assumption (A3) is on the non-degeneracy of the Aubry-Mather set as the set of global minimizers of the action. For instance, it is satisfied for $`L(x,v)=\frac{v^2}{2}V(x)`$ where $`V`$ has only non degenerate maxima. The first part of the assumption, about the existence of $`u`$, is justified by a recent result by Fathi and Siconolfi, see Remark 1.2.11.

###### Remark 1.2.7.

As the reader who goes through Part 2 may see, these assumptions are not the optimal ones under which the theorem holds (however, it does not seem possible to completely get rid of them). For instance, (A1) could probably be replaced by much weaker bounds on the number of minimizers (which still have to be non degenerate) : it seems enough to ask for the number of minimizers of $`𝒜:H_{[0,t]}^{x,y}`$ to grow subexponentially fast in $`t`$. I also found conditions which look weaker than (A3), but not very natural.

###### Remark 1.2.8.

As A. Fathi pointed out to me, there is no reason a priori that there should exist a minimizing measure achieving the variational principle (1.2.7); it seems that assumptions (A2) and (A3) will ensure this.

Theorem 1.1.1 and Corollary 1.1.2 are direct consequences of Theorem 1.2.3; in Theorem 1.1.1, we have to assume (A1), (A2) and (A3).

Theorem 1.1.3 is an ingredient towards Theorem 1.2.3; the similar statement, for a twist diffeomorphism generated by a function of the form (1.2.2), was already known to a number of people. It is stated and proved in part 2.

###### Remark 1.2.9.

More generally, one can hope that Theorems 1.2.3 and 1.1.3 should hold for a Euler-Lagrange flow associated to a Lagrangian of the form (1.1.1), on a compact Riemannian manifold (maybe with a modification due to curvature). But the proof would involve even more technicalities than in the flat case.

We conclude this part drawing a few connections with some existing works on Hamilton-Jacobi equations.

Hamilton-Jacobi equations.

There is a natural relation between the Gibbs measures and action-minimizing measures, and the solutions of the Hamilton-Jacobi equation (with or without viscosity).

Let $`H:𝕋^d\times ^d`$ be the Hamiltonian associated to the Lagrangian $`L`$. More explicitely, $`H(x,p)=\frac{p+\omega ^2}{2}+V(x)`$. The Hamilton-Jacobi equation with a viscous term reads

(HJV) $`\frac{\mathrm{\Delta }u}{2\beta }+H(x,d_xu)=C`$

($`\frac{1}{\beta }`$ playing the role of a viscosity coefficient), and the same without the viscosity term is the usual stationary Hamilton-Jacobi equation :

(HJ) $`H(x,d_xu)=C`$

The reference for the study of solutions of these equations is the book of Lions, \[Lio\].

Equation (HJV) only has a solution for the value $`C=\frac{\lambda _\beta }{\beta }`$, and this solution is unique, given by $`u_\beta =\frac{\mathrm{log}\psi _\beta ^{}}{\beta }`$. Similarly, if we considered (HJV) for the reversed Hamiltonian $`H(x,p)=\frac{p\omega ^2}{2}+V(x)`$, the corresponding solution would be $`v_\beta =\frac{\mathrm{log}\psi _\beta }{\beta }`$. Thus, the measure $`\mu _\beta ^0`$ (the marginal at $`t=0`$ of the Gibbs measure) is, up to renormalization, $`e^{\beta (u_\beta (x)+v_\beta (x))}dx`$.

###### Remark 1.2.10.

This also shows that $`\mu _\beta ^0`$ coincides with the projection on $`𝕋^d`$ of the “stochastic Mather measures” studied by Gomes in \[Gom\] (however the Gibbs measures and stochastic Mather measures themselves are not the same objects).

For the equation (HJ), the natural notion of solution is that of “viscosity solution” (see \[Lio\]). Such solutions exist only for a certain value of $`C`$, which, after the works of Mañe, Mather, Fathi… (\[Mn1\], \[Mn2\], \[Mat\], \[Fa2\]), is $`C=c(\omega )`$. Some of these solutions, possibly not unique, are lipschitz. We will denote $`S_{}`$ the set of lipschitz viscosity solutions of (HJ), and $`u_{}`$ an element of $`S_{}`$. If we consider the Hamilton-Jacobi equation associated with the time reversed system, we obtain a second class $`S_+`$ of lipschitz viscosity solutions $`u_+`$.

An equivalent way of finding solutions $`u_{}`$ or $`u_+`$ is as fixed points, respectively, of the Hopf-Lax semi-groups :

$$T_t^{}u(x)=\underset{\gamma C^1([t,0],𝕋^d),\gamma (0)=x}{inf}\{u(\gamma _t)+_t^0(\gamma _𝓈,\dot{\gamma }_𝓈)𝒹𝓈+𝒸(\omega )𝓉\}$$

and of

$$T_t^+u(x)=\underset{\gamma C^1([0,t],𝕋^d),\gamma (0)=x}{sup}\{u(\gamma _t)_0^t(\gamma _𝓈,\dot{\gamma }_𝓈)𝒹𝓈𝒸(\omega )𝓉\}$$

The elements of $`S_{},S_+`$ come naturally into pairs $`(u_{},u_+)`$, called conjugate solutions, satisfying $`u_{}u_+=0`$ on the Mather set $`_\omega `$, and $`u_{}u_+0`$ elsewhere.

The graphs $`\{(x,d_xu_{})\}`$, $`\{(x,d_xu_{})\}`$, when transported by Legendre duality to the tangent space, are respectively invariant by $`(\varphi _t)_{t0}`$, and $`(\varphi _t)_{t0}`$. The intersection of these two sets is a $`(\varphi _t)`$-invariant subset of $`𝕋^d\times ^d`$, denoted $`\stackrel{~}{}_{(u_{},u_+)}`$; it contains the Mather set and has the same graph property (Theorem 1.2.1), but may contain, in addition, orbits which do not lie in the support of an action-minimizing measure. Its projection to $`𝕋^d`$, $`_{(u_{},u_+)}`$, is the set of points where $`u_{}u_+=0`$. The set $`_{(u_{},u_+)}\stackrel{~}{}_{(u_{},u_+)}`$ is called the Mañe set, and $`_{(u_{},u_+)}\stackrel{~}{}_{(u_{},u_+)}`$ is called the Aubry set. One can show that the Mañe set is the set of “globally” action minimizing trajectories, and that the Aubry set is, roughly, the accumulation points of closed curves which are ‘almost’ action minimizing (for more details, see the work of Fathi, \[Fa1\], \[Fa2\]).

For the discretized system, the same results hold with the fixed points $`u_{},u_+`$ of the (nonlinear) operators :

$$T^{}u(x)=\underset{y}{inf}\{u(y)+L(y,x)+c(\omega )\}$$

and

$$T^+u(x)=\underset{y}{sup}\{u(y)L(x,y)c(\omega )\}$$

For the Hamilton-Jacobi equation (HJV), the behaviour of the solution $`\frac{\mathrm{log}\psi _\beta ^{}}{\beta }`$ as $`\beta +\mathrm{}`$, is already a subject of great interest. The family $`(\frac{\mathrm{log}\psi _\beta ^{}}{\beta })_{\beta >0}`$ can be shown to be uniformly lipschitz, and any limit point (in uniform topology) will be a viscosity solution $`u_{}`$ of (HJ) without viscosity. In particular, this implies that

$$\frac{\mathrm{log}\lambda _\beta }{\beta }\underset{\beta +\mathrm{}}{}c(\omega )$$

The problem of the existence of a (unique) limit of $`(\frac{\mathrm{log}\psi _\beta ^{}}{\beta })_\beta \mathrm{}`$, has been studied in \[JKM\], in the particular case $`d=1`$ and $`\omega =0`$. This question, although obviously related to our problem, is not exactly of the same nature. The existence of a limit for $`\frac{\mathrm{log}\psi _\beta ^{}}{\beta }`$ and $`\frac{\mathrm{log}\psi _\beta }{\beta }`$ yields a Large Deviation property of the family $`(\mu _\beta )`$, whereas we are interested in the existence of a weak limit. The large deviation property influences the possible choice of a weak limit, and vice-versa, but the two phenomena are not equivalent. Fortunately, the result of \[JKM\] is compatible with ours !

###### Remark 1.2.11.

We note that, if $`u`$ is an element of $`S_{}`$ or $`S_+`$, we can replace the action $`𝒜(\gamma _{|[0,t]})`$ by $`𝒜(\gamma _{|[0,t]})u(\gamma _t)+u(\gamma _0)+c(\omega )t`$. This way, the action of a path is always nonnegative, and the action of a trajectory in the Mather set is zero. This transformation does not change the notion of Gibbs measure, nor the derivatives of the action, for fixed endpoints.

Fathi and Siconolfi have a recent result according to which $`𝒹𝓊+𝒸(\omega )`$ can actually be made non-negative, and vanishing precisely on the Aubry set, for some $`u`$ of class $`C^1`$(this smooth function $`u`$ will, a priori, not belong to $`S_{}`$ nor $`S_+`$). This legitimates Assumption (A3).

So, if we add to $``$ a constant and an exact $`1`$-form (which does not change the Gibbs measures), we can assume in the rest of the paper that $`\mathcal{0}`$, and vanishes precisely on the Aubry set.

## 2 Proof of the results

Proof of Lemma 1.2.2.

We give the proof in the case of continuous time, the case of discrete time is similar but requires less arguments.

Let us fix $`T>0`$. To get rid of some constants, assume that $`\omega 1`$ and $`V1`$. For all $`0<tT`$, for all $`x^d`$,

$$\begin{array}{c}\mu _\beta (\gamma _t\gamma _04dt|\gamma _0=x)=\frac{_{W_{[0,t]}}1\mathrm{I}_{\{\gamma _tx4dt\}}e^{\beta _0^tV(\gamma _s)𝑑s+\beta \omega ,\gamma _tx}𝑑𝒲_{[0,t]}^{\beta ,x}(\gamma )}{_{W_{[0,t]}}e^{\beta _0^tV(\gamma _s)𝑑s+\beta \omega ,\gamma _tx}𝑑𝒲_{[0,t]}^{\beta ,x}(\gamma )}\hfill \\ \hfill \frac{_{W_{[0,t]}}1\mathrm{I}_{\{\gamma _tx4dt\}}e^{\beta (t+\gamma _tx)}𝑑𝒲_{[0,t]}^{\beta ,x}(\gamma )}{_{W_{[0,t]}}e^{\beta (t+\gamma _tx)}𝑑𝒲_{[0,t]}^{\beta ,x}(\gamma )}\\ \hfill =\frac{e^{2\beta t}_^d1\mathrm{I}_{\{y4dt\}}e^{\beta y\beta \frac{y^2}{2t}}𝑑y}{_^de^{\beta y\beta \frac{y^2}{2t}}𝑑y}\\ \hfill \frac{e^{2\beta t}_^d1\mathrm{I}_{\{y4t\}}e^{\beta \frac{y^2}{4dt}}𝑑y}{_^de^{\beta (y+\frac{y^2}{2t})}𝑑y}\\ \hfill \text{Cst }e^{2\beta t}\beta ^{d/2}\end{array}$$

for all $`t>0`$ and $`\beta `$ large enough; we have used the following estimate for Brownian motion im $`^d`$ :

$$(\frac{\gamma _t}{\sqrt{\beta }}\delta )4de^{\frac{\beta \delta ^2}{4dt}}$$

(cf \[DZ\], (5.2.2)).

As a consequence, for all $`tsT`$,

$$\mu _\beta (\gamma _t\gamma _s4ts)\text{Cst }e^{2\beta ts}\beta ^{d/2}$$
(2.0.1)
This implies in particular the tightness of the laws of $`\gamma _t`$ under $`(\mu _\beta )_{\beta >0}`$, for all $`t`$; so that we can find a subsequence $`\beta _k+\mathrm{}`$ such that

$$\mu _{\beta _k}(g(\gamma _{t_1},\mathrm{},\gamma _{t_l}))\underset{k+\mathrm{}}{}\mu _{\mathrm{}}(g(\gamma _{t_1},\mathrm{},\gamma _{t_l}))$$

for some $`\mu _{\mathrm{}}`$, if $`t_1<\mathrm{}<t_l`$ range over a dense denumerable subset of $`[0,T]`$, and $`g`$ is a bounded continuous function on $`(^d)^l/^d`$.

But actually, thanks to inequality (2.0.8), the convergence will take place for all $`t_1<\mathrm{}<t_l[0,T]`$, and $`g`$ bounded continuous function on $`(^d)^l/^d`$.

###### Proposition 2.0.1.

(a) Let $`\psi _\beta ,\psi _\beta ^{}`$ be as in (1.2.4) or (1.2.6). Then the families of functions $`(\frac{1}{\beta }\mathrm{log}\psi _\beta )_{\beta >0},(\frac{1}{\beta }\mathrm{log}\psi _\beta ^{})_{\beta >0}`$ are equilipschitz.

(b) If $`\beta _k+\mathrm{}`$ is a sequence such that

$$\frac{1}{\beta _k}\mathrm{log}\psi _{\beta _k}u_+$$

and

$$\frac{1}{\beta _k}\mathrm{log}\psi _{\beta _k}^{}v_{}$$

in the uniform topology, for some continuous functions $`u_+`$ and $`v_{}`$, then $`u_+S_+`$ and $`v_{}S_{}`$.

(c) Let $`J=inf(v_{}u_+)`$, so that

$$\frac{\mathrm{log}\psi _{\beta _k}+\mathrm{log}\psi _{\beta _k}^{}}{\beta _k}+\frac{\mathrm{log}\psi _{\beta _k}(y)\psi _{\beta _k}^{}(y)𝑑y}{\beta _k}v_{}u_+J,$$

and let $`u_{}`$ be the function in $`S_{}`$ conjugate to $`u_+`$, then $`u_{}v_{}J`$.

###### Proof.

The first assertions are well known results about viscosity solutions of (HJV), and the vanishing viscosity method (\[Ba\]).

As to the last assertion, it is a consequence of the inequality $`v_{}u_+J0`$, and the characterizations of the conjugate solution $`u_{}`$ as the smallest element in $`S_{}`$ satisfying $`u_{}u_+0`$ (\[Fa2\]). ∎

###### Proposition 2.0.2.

(Large deviation upper bound) Let $`t>0`$. Then for any subset $`KW_{[0,t]}`$, closed for the uniform topology,

$$lim\; sup\frac{1}{\beta }\mu _\beta (K)\underset{\gamma K}{inf}\underset{(u_{},u_+)}{inf}u_{}(\gamma _0)+𝒜(\gamma _{|[0,t]})u_+(\gamma _t)+tc(\omega )$$

where the first $`sup`$ is taken over the set of conjugate fixed points of the Hopf-Lax semi-groups.

###### Remark 2.0.3.

As mentioned in the first part, for $`d=1`$ and $`\omega =0`$ a sufficient condition of existence of a large deviation principle (with upper and lower bounds) is given in \[JKM\].

###### Corollary 2.0.4.

If $`\mu _{\mathrm{}}`$ is a limit point of $`\mu _\beta `$, it is carried by trajectories of the Euler-Lagrange flow (or twist diffeomorphism), and corresponds to an action-minimizing measure on $`𝕋^d\times ^d`$.

###### Proof.

(Corollary 2.0.15) After Proposition 2.0.13, the measure of a closed set $`KW`$ will go to zero exponentially fast, unless $`K`$ contains trajectories $`\gamma `$, such that

$$\underset{(u_{},u_+)}{inf}u_{}(\gamma _0)+𝒜(\gamma _{|[0,t]})u_+(\gamma _t)+tc(\omega )=0,$$

$`t`$ arbitrarily large. In other words, $`K`$ must intersect the Mañe set.

But all the invariant measures carried by the Mañe set are, in fact, carried by the Mather set, and action-minimizing. ∎

###### Proof.

(Proposition 2.0.13) Recall the expression of $`\mu _\beta (K)`$, for $`KW_{[0,t]}`$ :

$$\begin{array}{c}\mu _\beta (K)=\frac{e^{t\lambda _\beta }}{_{𝕋^d}\psi _\beta \psi _\beta ^{}}_{\gamma _0𝕋^d}\psi _\beta ^{}(\gamma _0)𝑑\gamma _0\left(_{\gamma K}e^{\beta _0^tV(\gamma _s)𝑑s+\beta \omega ,\gamma _t\gamma _0}\psi _\beta (\gamma _t)𝑑𝒲_{[0,t]}^{\beta ,\gamma _0}(\gamma )\right)\hfill \end{array}$$

We have already seen that $`\frac{\lambda _\beta }{\beta }\underset{\beta +\mathrm{}}{}c(\omega )`$. We also recall that, for all $`x𝕋^d`$,

$$\begin{array}{c}lim\; sup\frac{1}{\beta }\mathrm{log}_{\gamma K}e^{\beta _0^tV(\gamma _s)𝑑s+\beta \omega ,\gamma _t\gamma _0}e^{\beta u(\gamma _t)}𝑑𝒲_{[0,t]}^{\beta ,x}(\gamma )\underset{\gamma K,\gamma _0=x}{inf}𝒜(\gamma _{|[0,t]})+u(\gamma _t)\hfill \end{array}$$
(2.0.2)
for every continuous function $`u`$ on $`𝕋^d`$, from the large deviation results of Schilder and Varadhan (\[Schi\], \[Var\], \[DZ\]).

Finally, let us consider a sequence $`\beta _k+\mathrm{}`$ such that $`\frac{1}{\beta _k}\mathrm{log}\mu _{\beta _k}(K)`$ converges in $`\{\mathrm{}\}`$. Keeping the notations of Proposition 2.0.12, we may also assume that

$$\frac{1}{\beta _k}\mathrm{log}\psi _{\beta _k}u_+S_+$$

$$\frac{1}{\beta _k}\mathrm{log}\psi _{\beta _k}^{}v_{}S_{}$$

and

$$\frac{1}{\beta _k}\mathrm{log}_{𝕋^d}\psi _\beta \psi _\beta ^{}J,$$

with $`v_{}J`$ larger than the function $`u_{}`$ conjugate to $`u_+`$.

Combining this with (2.0.9), we get

$$\begin{array}{c}lim\; sup\frac{1}{\beta _k}\mathrm{log}\mu _{\beta _k}(K)\underset{\gamma K}{inf}v_{}(\gamma _0)+𝒜(\gamma _{|[0,t]})u_+(\gamma _t)+tc(\omega )J\hfill \\ \hfill \underset{\gamma K}{inf}u_{}(\gamma _0)+𝒜(\gamma _{|[0,t]})u_+(\gamma _t)+tc(\omega )\\ \hfill \underset{\gamma K}{inf}\underset{(u_{},u_+)}{inf}u_{}(\gamma _0)+𝒜(\gamma _{|[0,t]})u_+(\gamma _t)+tc(\omega )\end{array}$$

Since this is true for every subsequence $`\beta _k`$, we have proved Proposition 2.0.13. ∎

### 2.1 Proof for the discrete time model

We now turn to the proof of Theorem 1.0.3, in the discrete time case. We tried to choose arguments which are transposable to the case of continuous time.

In discrete time, the $`(n1)d`$-dimensional path space $`H_{[0,n]}^{0,0}=W_{[0,n]}^{0,0}`$ can be endowed with a large choice of euclidean structures, and we choose the simplest :

$$(\gamma ,\gamma )=\underset{i=1}{\overset{n1}{}}\gamma _i^2$$

(but note that, when passing to continuous time, we will need to use $`_{i=0}^{n1}\gamma _{i+1}\gamma _i^2`$ instead).

Let $`A^{\prime \prime }(\gamma )`$ be the hessian matrix at $`\gamma W`$ of the (formal) sum $`A(\gamma )=_kL(\gamma _k,\gamma _{k+1})`$. We see $`A^{\prime \prime }(\gamma )`$ as an infinite symmetric matrix, which can be decomposed into $`d\times d`$ blocks $`(A_{ij}^{\prime \prime })_{i,j}`$ :

$$A_{ii}^{\prime \prime }=_{11}^2L(\gamma _{i1},\gamma _i)+_{22}^2L(\gamma _i,\gamma _{i+1})$$

and

$$A_{i,i+1}^{\prime \prime }=_{21}L(\gamma _i,\gamma _{i+1})$$

This way, the $`nd\times nd`$ submatrix $`{}_{n}{}^{}A_{}^{\prime \prime }(\gamma )`$, corresponding to indices $`1i,jn`$, is the hessian matrix of the action $`A(\gamma _{|[0,n+1]})`$ with respect to the variables $`\gamma _1,\mathrm{},\gamma _n`$.

Notation : – In what follows, we shall denote $`[M]`$ the determinant of a square matrix $`M`$.

– unless stated otherwise, we shall always represent matrices in $`d`$-block form; for instance, if $`M`$ is an $`nd\times nd`$ matrix, $`M_{ij}`$ ($`1i,jn`$) will be the $`d\times d`$ block in position $`(i,j)`$.

– if $`\gamma _0,\gamma _n^d`$, we will denote $`{}_{n}{}^{}A_{}^{\prime \prime }(\gamma _0,\gamma _n)`$ the hessian of the action $`A:H_{[0,n]}^{\gamma _0,\gamma _n}`$ at its minimizer (which has been assumed unique for simplicity). If $`\gamma `$ is a minimizer, then $`{}_{n}{}^{}A_{}^{\prime \prime }(\gamma _0,\gamma _n)=_nA^{\prime \prime }(\gamma )`$.

The following theorem will be the first step towards Theorem 1.2.3 :

###### Theorem 2.1.1.

Let $`\mu `$ be an action-minimizing measure, and $`\mu _{\mathrm{}}`$ a limit point of $`(\mu _\beta )_{\beta +\mathrm{}}`$. Then, under the assumptions (A1), (A2) and (A3),

$$h_\varphi (\mu )\frac{1}{2}_W\underset{n}{lim}\frac{1}{n}\mathrm{log}[_nA^{\prime \prime }(\gamma )]d\mu (\gamma )h_\varphi (\mu _{\mathrm{}})\frac{1}{2}_W\underset{n}{lim}\frac{1}{n}\mathrm{log}[_nA^{\prime \prime }(\gamma )]d\mu _{\mathrm{}}(\gamma )$$

(In the notations we will not distinguish $`\mu `$ and $`\mu _{\mathrm{}}`$, $`\sigma `$-invariant probability measures on $`W`$ carried by trajectories of $`\varphi `$, from the $`\varphi `$-invariant probability measures on $`𝕋^d\times ^d`$ which naturally correspond to them.)

The second step will be the following relation between determinants and Lyapunov exponents (found in a paper by Thouless, \[Thou\]) :

###### Proposition 2.1.2.

If $`\mu `$ is an action-minimizing measure on $`W`$, then the limit $`lim\frac{1}{n}\mathrm{log}[_nA^{\prime \prime }(\gamma )]`$ exists for $`\mu `$-almost every $`\gamma `$, and is equal to

$$\underset{1}{\overset{d}{}}\lambda _i^+(\gamma ),$$

the sum of the $`d`$-first (nonnegative) Lyapunov exponents of $`(\gamma _0,\gamma _1)`$ under the twist diffeomorphism $`\varphi `$.

In order to prove Proposition 2.1.2, we will need the following facts, obtained by basic manipulations of determinants of symmetric matrices :

###### Lemma 2.1.3.

Let $`M`$ be a symmetric matrix, decomposed in the form

$$M=\left(\begin{array}{ccc}A& {}_{}{}^{t}C& \\ C& B& \end{array}\right)$$

(where $`A`$ and $`B`$ are square symmetric matrices, and $`C`$ is a rectangular matrix of appropriate dimension).

Then $`[M]=[A].[BCA^1{}_{}{}^{t}C]`$.

If $`M`$ is (definite) positive, then $`A`$ and $`BCA^1{}_{}{}^{t}C`$ are (definite) positive, and

$$[M][A].[B]$$

###### Proof.

(Proposition 2.1.2)

Lemma 2.1.3 implies a property of subadditivity of $`\mathrm{log}[_nA^{\prime \prime }(\gamma )]`$ :

###### Lemma 2.1.4.

If $`\gamma W`$ is such that $`(\gamma _0,\gamma _1,\mathrm{},\gamma _{n+1})`$ is a minimizer of the action with fixed endpoints, then, for all $`mn`$,

$$[A^{\prime \prime }(\gamma )][A_m^{\prime \prime }(\gamma )].[A_{nm}^{\prime \prime }(\sigma ^m\gamma )]$$

According to the subbaditive ergodic theorem (\[Kin\]), this implies the existence of $`lim\frac{1}{n}\mathrm{log}[_nA^{\prime \prime }(\gamma )]`$ for $`\mu `$-almost every $`\gamma `$, if $`\mu `$ is action-minimizing. Let us now identify this limit with the Lyapunov exponents.

###### Lemma 2.1.5.

Let $`(\gamma _i)_{0in}`$ be a trajectory of the twist diffeomorphism $`\varphi `$. Let us consider the equation of variations, along $`(\gamma _i)`$ :

$$(Y_{i+1}Y_i)(Y_iY_{i1})+V_{\gamma _i}^{\prime \prime }.Y_i=0$$

with an initial condition $`Y_0=0`$.

Then, for all $`n`$, the determinant of the linear map $`Y_1Y_n`$ (from $`^d`$ to $`^d`$) is equal to the determinant of the $`(n1)d\times (n1)d`$ matrix $`{}_{n1}{}^{}A_{}^{\prime \prime }(\gamma )`$.

###### Proof.

(Lemma 2.1.5).

Let us assume that $`{}_{n}{}^{}A_{}^{\prime \prime }(\gamma )`$ is invertible. Me may then decompose the matrix $`G=_nG={}_{n}{}^{}A_{}^{\prime \prime }(\gamma )^1`$ into $`d\times d`$ blocks $`(G_{ij})_{1i,jn}`$. A vector $`Y=(Y_1,\mathrm{},Y_n)`$ ($`Y_i^d`$) satisfies $`{}_{n}{}^{}A_{}^{\prime \prime }.Y=(0,0,0,\mathrm{},0,)`$, if and only if $`Y`$ is the solution of the linearized equation (?) with $`Y_0=0`$.

Equivalently,

$$(Y_{n1},Y_n)=d(\varphi ^{n1})_{(\gamma _0,\gamma _1)}.(0,Y_1)$$

Besides, the components $`Y_1`$ and $`Y_n`$ are related by :

$$Y_n=G_{nn}.G_{n1}^1Y_1$$

(If $`{}_{n}{}^{}A_{}^{\prime \prime }(\gamma )`$ were not invertible, we could replace this expression by the well defined expression

$$Y_n=\text{com}(_nA_{nn}^{\prime \prime }).\text{com}(_nA^{\prime \prime })_{n1}^1Y_1,$$

where com denotes the comatrix).

Let us evaluate the determinant of $`G_{nn}.G_{n1}^1`$ in terms of the determinant of $`A^{\prime \prime }(\gamma )`$. We first define a sequence of $`d\times d`$ matrices $`(a_0,a_1,\mathrm{},a_{n1})`$ by $`a_0=Id`$ and

$$a_k=A_{k+1,k}^{\prime \prime }(A_{kk}^{\prime \prime }+a_{k1}A_{k1,k}^{\prime \prime })^1,$$

agreeing temporarily that $`A_{01}^{\prime \prime }=0`$ (the sequence is well defined if $`{}_{n}{}^{}A_{}^{\prime \prime }`$ has been assumed invertible).

We also define an $`nd\times nd`$ matrix $`T`$ decomposed into $`d\times d`$ blocks $`(T_{ij})_{1i,jn}`$ with

$$T_{ii}=Id$$

$$T_{ij}=\underset{k=j}{\overset{i}{}}a_{ik}$$

(this way, $`T`$ is lower block-triangular). In fact, the matrix $`T`$ is constructed in such a way that $`D=T_nA^{\prime \prime }`$ is an upper block triangular matrix, with blocks on the diagonal

$$D_{kk}=D_k=A_{kk}^{\prime \prime }+a_{k1}A_{k1,k}^{\prime \prime }$$

We have $`G=D^1T`$ which yields immediately $`G_{nn}G_{n1}^1=D_nT_{n1}^1D_n^1`$ so that

$`[G_{nn}G_{n1}^1]`$ $`=`$ $`[T_{n1}]^1`$
$`=`$ $`({\displaystyle \underset{k=1}{\overset{n1}{}}}[a_{nk}])^1`$
$`=`$ $`(1)^{nd}({\displaystyle \underset{k=1}{\overset{n}{}}}[A_{k+1,k}^{\prime \prime }])^1\times {\displaystyle \underset{k=1}{\overset{n1}{}}}[D_k]`$
$`=`$ $`(1)^{nd}({\displaystyle \underset{k=1}{\overset{n}{}}}[A_{k+1,k}^{\prime \prime }])^1\times [_{n1}A^{\prime \prime }]`$
where the last equality comes from the observation that $`[_{n1}A^{\prime \prime }]=[_{n1}D]`$. This expression is still valid even when $`{}_{n}{}^{}A_{}^{\prime \prime }`$ is not invertible.

Thus, the determinant of $`Y_1Y_n`$ is equal to $`(1)^{nd}(_{k=1}^n[A_{k+1,k}^{\prime \prime }])^1\times [_{n1}A^{\prime \prime }]`$.

Applying the Birkhoff and Oseledets theorems, this implies that

$$lim\frac{1}{n}\mathrm{log}[_nA^{\prime \prime }(\gamma )]=\lambda _{(0,^d)}(\gamma )+lim\frac{1}{n}\underset{i=0}{\overset{n1}{}}\mathrm{log}_{12}^2L(\gamma _i,\gamma _{i+1})$$

for $`\mu `$-almost every $`\gamma `$. Here $`\lambda _{(0,^d)}(\gamma )`$ is the Lyapunov exponent of the subspace $`(0,^d)`$ of the tangent space $`T_{(\gamma _0,\gamma _1)}(^d\times ^d)`$, for the action of the diffeomorphism $`\varphi `$ acting on $`\mathrm{\Lambda }^d(^d\times ^d)`$.

On the other hand, the a.e limit $`lim\frac{1}{n}\mathrm{log}[_nA^{\prime \prime }(\gamma )]`$ is $`\sigma `$-invariant; and so must be $`\lambda _{(0,^d)}(\gamma )`$. Since the subspace $`(0,^d)`$ tangent at $`(\gamma _0,\gamma _1)`$ and the subspace $`(0,^d)`$ tangent at $`(\gamma _1,\gamma _2)`$ generate under the action of $`d\varphi `$ the whole space of tangent trajectories along $`\gamma `$, we necessarily have

$$\lambda _{(0,^d)}(\gamma )=\underset{i=1}{\overset{d}{}}\lambda _i^+(\gamma ),$$

almost everywhere. ∎

We now turn to the proof of Theorem 2.1.1.

A few more notations : – We recall that $`h_n(\gamma _0,\gamma _n)`$ denotes the value of the minimum of the action on $`H_{[0,n]}^{\gamma _0,\gamma _n}`$. If $`\gamma W`$, we will denote $`h_n(\gamma )=h_n(\gamma _0,\gamma _n)`$.

– if $`BW`$, we will denote, quite informally, $`(\gamma _0,\gamma _n)B`$ to say that there exists $`\xi B`$ such that $`\gamma _0=\xi _0,\gamma _n=\xi _n`$.

– if $`BW`$, we will denote $`B^\epsilon `$ the uniform $`\epsilon `$-neighbourhood of $`B`$ : $`\{\gamma ,\xi B,\gamma _k\xi _k<\epsilon ,\text{ for all }k\}`$.

###### Proof.

For simplicity we take $`d=1`$ in this proof.

Let $`\epsilon >0`$ and $`M>0`$, and consider the following (denumerable) partition of $`^2=^{2d}`$ :

$$^2=_{i,j}\stackrel{~}{P}_{ij}$$

where the union runs over $`i,j,ji<\frac{M}{\epsilon }\text{, or }i,j=\mathrm{}`$, and

$$\stackrel{~}{P}_{ij}=\{(\gamma _0,\gamma _1),\gamma _0[i\epsilon ,(i+1)\epsilon ),\gamma _1[j\epsilon ,(j+1)\epsilon )\}$$

for $`ji<\frac{M}{\epsilon }`$, and

$$\stackrel{~}{P}_i\mathrm{}=\{(\gamma _0,\gamma _1),\gamma _0[i\epsilon ,(i+1)\epsilon ),j,ji\frac{M}{\epsilon },\gamma _1[j\epsilon ,(j+1)\epsilon )\}$$

If $`\epsilon `$ is the inverse of an integer, this gives a finite partition of the quotient $`W_{[0,1]}=^2/`$, and hence a finite partition of $`W=P_{ij}`$ :

$$P_{ij}=\{\gamma W,(\gamma _0,\gamma _1)\stackrel{~}{P}_{ij}\}$$

The number $`M`$ will be fixed later – sufficiently large, whereas $`\epsilon `$ is doomed to tend to $`0`$.

The choice of the partition $`P`$ induces a symbolic dynamics over a subshift in the finite alphabet $`\{P_{ij}\}`$ :

$$W^P=\{(\alpha _k)_k\{(ij)\}^{},P_{\alpha _k}\sigma ^1P_{\alpha _{k+1}}\mathrm{}\}$$

If $`\mu `$ is a $`\sigma `$-invariant measure on $`W`$ we will denote $`\mu ^P`$ its image on $`W^P`$.

Recall the following convexity inequality :

$$p_i\mathrm{log}p_i+p_i\mathrm{log}q_i0$$
(2.1.1)
whenever $`(p_i)`$ and $`(q_i)`$ are probability weights.

Hence, for all $`n`$,

$$\begin{array}{c}\underset{\alpha }{}\mu (P_{\alpha _0}\mathrm{}\sigma ^{n+1}P_{\alpha _{n1}})\mathrm{log}\mu (P_{\alpha _0}\mathrm{}\sigma ^{n+1}P_{\alpha _{n1}})\hfill \\ \hfill +\underset{\alpha }{}\mu (P_{\alpha _0}\mathrm{}\sigma ^{n+1}P_{\alpha _{n1}})\mathrm{log}\mu _\beta (P_{\alpha _0}\mathrm{}\sigma ^{n+1}P_{\alpha _{n1}})0\end{array}$$

the sums running over all word of length $`n`$ in $`W^P`$.

From now on, we will replace the $``$ by dots . in expressions of the type $`P_{\alpha _0}\mathrm{}\sigma ^{n+1}P_{\alpha _{n1}}`$.

We can rewrite this :

$$\begin{array}{c}\mu (P_{\alpha _0}\mathrm{}\sigma ^{n1}P_{\alpha _{n1}})\mathrm{log}\mu (P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}})\hfill \\ \hfill +\mu (P_{\alpha _0}..\sigma ^nP_{\alpha _n})\mathrm{log}\left(\frac{\beta }{2\pi }\right)^{\frac{n+1}{2}}_{P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}}}\psi _\beta ^{}(\gamma _0)e^{\beta _{i=0}^{n1}L(\gamma _i,\gamma _{i+1})}\psi _\beta (\gamma _n)d\gamma _0..d\gamma _n\\ \hfill \mu _\beta (P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}})\mathrm{log}\mu _\beta (P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}})+\\ \hfill \mu _\beta (P_\alpha ..\sigma ^{n+1}P_{\alpha _{n1}})\mathrm{log}\left(\frac{\beta }{2\pi }\right)^{\frac{n+1}{2}}_{P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}}}\psi _\beta ^{}(\gamma _0)e^{\beta _{i=0}^{n1}L(\gamma _i,\gamma _{i+1})}\psi _\beta (\gamma _n)d\gamma _0..d\gamma _n\end{array}$$
(2.1.2)
The plan is to divide by $`n`$, and first let $`n`$ tend to $`\mathrm{}`$; then, let $`\beta `$ tend to $`\mathrm{}`$, and then $`\epsilon `$ to $`0`$.

We begin with finding an upper bound for the right hand side of the inequality, in terms of the determinants $`[A^{\prime \prime }]`$. The integer $`N`$ is fixed and we take $`n=kN`$ in the inequality above.

###### Lemma 2.1.6.

(a) (Laplace method). Let $`\gamma _0,\gamma _N^2`$. Then, under Assumption (A1),

$$\begin{array}{c}\left(\frac{\beta }{2\pi }\right)^{\frac{N1}{2}}_{^{N1}}e^{\beta _{i=0}^{N1}L(\gamma _i,\gamma _{i+1})}𝑑\gamma _1\mathrm{}𝑑\gamma _{N1}=\frac{e^{\beta h_N(\gamma _0,\gamma _N)}}{[_{N1}A^{\prime \prime }(\gamma _0,\gamma _N)]^{1/2}}(1+\underset{\beta \mathrm{}}{o(1)})\hfill \\ \hfill \frac{1}{[_{N1}A^{\prime \prime }(\gamma _0,\gamma _N)]^{1/2}}(1+\underset{\beta \mathrm{}}{o(1)})\end{array}$$

with $`\underset{\beta \mathrm{}}{o(1)}`$ uniform on each set $`\{\gamma _N\gamma _0K\}`$.

(b) If the constant $`M`$, involved in the construction of the partition $`P`$, is chosen large enough, then, for all $`\gamma _0`$,

$$\left(\frac{\beta }{2\pi }\right)^{\frac{N}{2}}_{(\gamma _0,\gamma _1,..,\gamma _N)P_{\alpha _0}..\sigma ^{N+1}P_{\alpha _{N1}}}e^{\beta _{i=0}^{N1}L(\gamma _i,\gamma _{i+1})}d\gamma _1..d\gamma _N\left(\frac{\beta }{2\pi }\right)^{\frac{N}{2}}e^{\beta M}1$$

for $`\beta `$ large enough, as soon as one the $`\alpha _k`$’s is of the form $`i\mathrm{}`$.

(c) If the constant $`M`$, involved in the construction of the partition $`P`$, is chosen large enough, then, for all $`\gamma _0𝕋,\gamma _N`$,

$$\left(\frac{\beta }{2\pi }\right)^{\frac{N1}{2}}_{(\gamma _0,\gamma _1,..,\gamma _N)P_{\alpha _0}..\sigma ^{N+1}P_{\alpha _{N1}}}e^{\beta _{i=0}^{N1}L(\gamma _i,\gamma _{i+1})}𝑑\gamma _1\mathrm{}𝑑\gamma _{N1}\left(\frac{\beta }{2\pi }\right)^{\frac{N1}{2}}e^{\beta M}1$$

for $`\beta `$ large enough, as soon as one the $`\alpha _k`$’s is of the form $`i\mathrm{}`$.

Assertion (a) is the usual Laplace method, and requires Assumption (A1). For (b) or (c), take $`M`$ such that $`\gamma _1\gamma _0>ML(\gamma _0,\gamma _1)\gamma _1\gamma _0`$; and also use the fact that $`L0`$ everywhere.

We define the functions $`F_N`$ and $`G_N^\beta `$ on the subshift generated by $`P`$, depending on $`N`$ coordinates :

$$F_N(\alpha _0,..,\alpha _{N1})=1$$

if one of the $`\alpha _j`$’s is of the form $`i\mathrm{}`$, and

$$F_N(\alpha _0,..,\alpha _{N1})=sup\{\frac{1}{[_{N1}A^{\prime \prime }(\gamma _0,\gamma _N)]^{1/2}},(\gamma _0,..,\gamma _N)P_{\alpha _0}..\sigma ^{N+1}P_{\alpha _{N1}}\}$$

otherwise;

$$G_N^\beta (\alpha _0,..,\alpha _{N1})=1$$

if one of the $`\alpha _j`$’s is of the form $`i\mathrm{}`$, and

$$G_N^\beta (\alpha _0,..,\alpha _{N1})=\frac{\beta }{2\pi }_^2e^{\beta h_N(\gamma _0,\gamma _N)}d\gamma _0d\gamma _N$$

otherwise.

Assumption (A3) ensures us that $`G_N^\beta `$ is bounded, independently of $`\beta `$, by $`B(N)`$ growing subexponentially with $`N`$.

###### Lemma 2.1.7.

If the constant $`M`$, involved in the construction of the partition $`P`$, is chosen large enough, then there exists $`C(\beta )0`$ and, for all $`N^{}`$, a real $`\beta (N)>0`$, such that : for all $`k`$, and for all $`\alpha _0,\mathrm{},\alpha _{kN1}`$,

$$\begin{array}{c}\left(\frac{\beta }{2\pi }\right)^{\frac{kN+1}{2}}_{P_{\alpha _0}..\sigma ^{kN+1}P_{\alpha _{kN1}}}\psi _\beta ^{}(\gamma _0)e^{\beta _{i=0}^{kN1}L(\gamma _i,\gamma _{i+1})}\psi _\beta (\gamma _{kN})𝑑\gamma _0\mathrm{}𝑑\gamma _{kN}\hfill \\ \hfill C(\beta )\underset{j=0}{\overset{k1}{}}F_N(\alpha _{jN},..,\alpha _{(j+1)N1})\underset{l=0}{\overset{(k1)/2}{}}G_N(\alpha _{2lN},..,\alpha _{(2l+1)N1})(1+\underset{\beta \mathrm{}}{o(1)})^k\end{array}$$

for all $`\beta >\beta (N)`$, and with a uniform $`\underset{\beta \mathrm{}}{o(1)}`$.

###### Proof.

We first note that there exists $`C(\beta )>0`$ such that $`C(\beta )^{1/2}\psi _\beta C(\beta )^{1/2}`$, and $`C(\beta )^{1/2}\psi _\beta ^{}C(\beta )^{1/2}`$, because they are continuous positive $`Z^d`$-periodic functions.

We proceed by induction on $`k`$; we restrict our attention to odd $`k`$’s : that is, the induction goes from $`k2`$ to $`k`$ (the argument for even $`k`$ is similar – but anyway, the aim is to let $`k+\mathrm{}`$).

Remember that we have assumed $`L0`$, and $`L=0`$ on the Aubry-Mather set – this can be achieved by replacing $`L(\gamma _0,\gamma _1)`$ by $`L(\gamma _0,\gamma _1)u(\gamma _1)+u(\gamma _0)+c(\omega )`$, $`uS_{}`$.

Applying Fubini’s theorem, we first estimate the integral with respect to $`\gamma _{(k1)N+1},\mathrm{},\gamma _{kN}`$, when $`\gamma _0,\mathrm{},\gamma _{(k1)N}`$ are fixed.

If one of the $`P_{\alpha _j}`$’s ($`j=(k1)N,\mathrm{},kN1`$) is of the form $`P_i\mathrm{}`$, we use Lemma 2.1.6 (b), and we get

$$\begin{array}{c}\left(\frac{\beta }{2\pi }\right)^{\frac{N}{2}}_{(\gamma _{(k1)N},..,\gamma _{kN})P_{\alpha _{(k1)N}}..\sigma ^{N+1}P_{\alpha _{kN1}}}e^{\beta _{i=(k1)N}^{kN1}L(\gamma _i,\gamma _{i+1})}d\gamma _{(k1)N+1}..d\gamma _{kN}\hfill \\ \hfill 1=F_N(\alpha _{(k1)N},..,\alpha _{kN1})G_N(\alpha _{(k1)N},..,\alpha _{kN1})\end{array}$$

Otherwise, we use Lemma 2.1.6 (a), and write

$$\begin{array}{c}\left(\frac{\beta }{2\pi }\right)^{\frac{N}{2}}_{(\gamma _{(k1)N},..,\gamma _{kN})P_{\alpha _{(k1)N}}..\sigma ^{N+1}P_{\alpha _{kN1}}}e^{\beta _{i=(k1)N}^{kN1}L(\gamma _i,\gamma _{i+1})}d\gamma _{(k1)N+1}..d\gamma _{kN}\hfill \\ \hfill F_N(\alpha _{(k1)N},..,\alpha _{kN1})(1+o(1))\left(\frac{\beta }{2\pi }\right)^{\frac{1}{2}}_{(\gamma _{(k1)N},\gamma _{kN})P_{\alpha _{(k1)N}}..\sigma ^{N+1}P_{\alpha _{kN1}}}e^{\beta h_N(\gamma _{(k1)N},\gamma _{kN})}d\gamma _{kN}\end{array}$$
(2.1.3)
We now integrate with respect to $`\gamma _{(k2)N+1},\mathrm{},\gamma _{(k1)N1}`$, while $`\gamma _0,\mathrm{},\gamma _{(k2)N}`$ and $`\gamma _{(k1)N}`$ are still fixed.

If one of the $`\alpha _j`$’s ($`j=(k2)N,\mathrm{},(k1)N1`$) is of the form $`i\mathrm{}`$, we use Lemma 2.1.6 (c), and we get

$$\begin{array}{c}(\frac{\beta }{2\pi })^{\frac{N1}{2}}_{(\gamma _{(k2)N},..,\gamma _{(k1)N})P_{\alpha _{(k2)N}}\mathrm{}P_{\alpha _{(k1)N1}}}e^{\beta _{i=(k2)N}^{(k1)N1}L(\gamma _i,\gamma _{i+1})}d\gamma _{(k2)N+1}..d\gamma _{(k1)1}\hfill \\ \hfill 1F_N(\alpha _{(k2)N},..,\alpha _{(k1)N1})\end{array}$$

Otherwise, we use Lemma 2.1.6 (a), and we get

$$\begin{array}{c}(\frac{\beta }{2\pi })^{\frac{N1}{2}}_{(\gamma _{(k2)N},..,\gamma _{(k1)N})P_{\alpha _{(k2)N}}..\sigma ^{N+1}P_{\alpha _{(k1)N1}}}e^{\beta _{i=(k2)N}^{(k1)N1}L(\gamma _i,\gamma _{i+1})}d\gamma _{(k2)N+1}..d\gamma _{(k1)N1}\hfill \\ \hfill F_N(\alpha _{(k2)N},..,\alpha _{(k1)N1})\end{array}$$
(2.1.4)
if $`\beta `$ is large enough. This last bound does not depend on $`\gamma _0,\mathrm{},\gamma _{(k2)N}`$

Finally, integrating with respect to $`\gamma _{(k1)N}`$, and combining the estimates (2.1.3) and (2.1.4), we have proved :

$$\begin{array}{c}\left(\frac{\beta }{2\pi }\right)^{\frac{kN+1}{2}}_{P_{\alpha _0}..\sigma ^{kN+1}P_{\alpha _{kN1}}}e^{\beta _{i=0}^{kN1}L(\gamma _i,\gamma _{i+1})}𝑑\gamma _0\mathrm{}𝑑\gamma _{kN}\hfill \\ \hfill \left(\frac{\beta }{2\pi }\right)^{\frac{(k2)N+1}{2}}_{P_{\alpha _0}..\sigma ^{(k2)N+1}P_{\alpha _{(k2)N1}}}e^{\beta _{i=0}^{(k2)N1}L(\gamma _i,\gamma _{i+1})}d\gamma _0\mathrm{}d\gamma _{(k2)N}F_N(\alpha _{(k2)N},..,\alpha _{(k1)N1})\\ \hfill \times F_N(\alpha _{(k1)N},..,\alpha _{kN1})G_N(\alpha _{(k1)N},..,\alpha _{kN1})(1+\underset{\beta \mathrm{}}{o(1)})\end{array}$$

which allows to prove Lemma 2.1.6 by induction.

Let us turn to the left hand side of (2.1.2), which we will try to bound below before letting $`n=kN`$ tend to $`\mathrm{}`$. Since $`\mu `$ is a minimizing measure, we note that the terms are non zero only if all the $`P_{\alpha _i}`$’s are included in $`\{\gamma _1\gamma _0M\}`$ (if $`M`$ is large enough); besides, the cylinder $`P_{\alpha _0}\mathrm{}.\sigma ^{n+1}P_{\alpha _{n1}}`$ must contain a trajectory in the Mather set. By Assumptions (A1) and (A2), if $`\epsilon `$ has been chosen small enough, and if $`(\gamma _0,\gamma _1,\mathrm{},\gamma _n)`$ is a configuration belonging to such a cylinder, there is exactly one minimizer $`(\gamma _0,\overline{\gamma }_1,\mathrm{},\overline{\gamma }_{n1},\gamma _n)`$, in the cylinder, of the function :

$$L(\gamma _0,\xi _1)+\underset{i=1}{\overset{n2}{}}L(\xi _i,\xi _{i+1})+L(\xi _{n1},\gamma _n)$$

The action of this minimizer is, by definition,

$$h_n(\gamma _0,\gamma _n)=L(\gamma _0,\overline{\gamma }_1)+\underset{i=1}{\overset{n2}{}}L(\overline{\gamma }_i,\overline{\gamma }_{i+1})+L(\overline{\gamma }_{n1},\gamma _n)$$

As previously, we want to use the Laplace method to estimate the left hand side of (2.1.2). But since we need to do it uniformly in the length $`n`$ of the path, we shall be more careful than previously.

Applying a Taylor formula to the function $`L(\gamma _0,\xi _1)+_{i=1}^{n2}L(\xi _i,\xi _{i+1})+L(\xi _{n1},\gamma _n)`$ at the minimizer $`(\overline{\gamma }_1,\overline{\gamma }_2,\mathrm{},\overline{\gamma }_{n1})`$, we can write

$$\begin{array}{c}_{P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}}}\psi _\beta ^{}(\gamma _0)e^{\beta _{i=0}^{n1}L(\gamma _i,\gamma _{i+1})}\psi _\beta (\gamma _n)𝑑\gamma _0\mathrm{}𝑑\gamma _n\hfill \\ \hfill =_{P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}}}\psi _\beta ^{}(\gamma _0)e^{\beta h_n(\gamma )\frac{\beta }{2}_{N1}A^{\prime \prime }(\gamma ).(\gamma \overline{\gamma })^2\beta R_n(\gamma )}\psi _\beta (\gamma _n)d\gamma _0..d\gamma _n\end{array}$$

where the remainder $`R_n`$ is given by the integral formula :

$$R_n(\gamma )=_0^1\frac{(1t)^2}{2}A^{(3)}(\overline{\gamma }+t(\gamma \overline{\gamma })).((\gamma \overline{\gamma }))^3dt$$

so that

$$\begin{array}{c}R_n(\gamma )C\gamma \overline{\gamma }_3^3C\gamma \overline{\gamma }_{\mathrm{}}\gamma \overline{\gamma }_2^2C\epsilon \gamma \overline{\gamma }_2^2\hfill \end{array}$$

since the third derivative of $`L`$ is bounded.

We also know (\[Fa2\]) that $`h_n`$ is a Lipschitz function (with lipschitz constant independent on $`n`$), and that $`h_n(\gamma _0,\gamma _n)=0`$ if $`(\gamma _0,\gamma _n)`$ are the endpoints of a trajectory in the Mather set : as a consequence, $`h_n(\gamma )C\epsilon `$ uniformly on the cylinder $`P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}}`$, as soon as it contains a trajectory in the Mather set.

Thus,

$$\begin{array}{c}_{P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}}}\psi _\beta ^{}(\gamma _0)e^{\beta _{i=0}^{n1}L(\gamma _i,\gamma _{i+1})}\psi _\beta (\gamma _n)𝑑\gamma _0\mathrm{}𝑑\gamma _n\hfill \\ \hfill C(\beta )^1e^{\beta C\epsilon }_{P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}}}e^{\beta (\frac{1}{2}_{N1}A^{\prime \prime }(\gamma )+C\epsilon I_{n1}).(\gamma _1\overline{\gamma }_1,..,\gamma _{n1}\overline{\gamma }_{n1})^2}𝑑\gamma _0\mathrm{}𝑑\gamma _n\end{array}$$

###### Lemma 2.1.8.

For all $`\alpha >0`$, there exists $`r(\alpha )>0`$ such that : if $`A`$ is an invertible symmetric tridiagonal matrix with $`A_{i,i+1}1`$, then

$$A^1_2\alpha $$

implies

$$A^1_{\mathrm{}}r(\alpha )$$

independently of the dimension.

###### Proof.

For $`1jn`$, let $`f^j=A^1e^j`$, where $`(e^j)`$ is the canonical base of $`^n`$. Note that

$$A^1_{\mathrm{}}=\underset{k}{sup}\underset{j}{}f_k^j=\underset{j}{sup}\underset{k}{}f_k^j$$

since $`A^1`$ is symmetric.

Let us fix $`j`$, and denote $`f=f^j`$. For $`m>j`$, we define a vector $`{}_{}{}^{m}f`$ with coordinates

$${}_{}{}^{m}f_{k}^{}=0$$

for $`k<m`$, and

$${}_{}{}^{m}f_{k}^{}=f_k$$

for $`km`$. Then $`\eta =A.^mf`$ has coordinates

$$\eta _{m1}=A_{m1,m}f_m$$

$$\eta _m=A_{m,m1}f_{m1}$$

and

$$\eta _k=0$$

otherwise.

Since, by assumption,

$$^mf_2\alpha \eta _2,$$

we get, for all $`m>j`$,

$$P_m:=\underset{km}{}f_k^2\alpha ^2(f_m^2+f_{m1}^2)$$

Then the lemma p 128 of \[AMB\] yields

$$f_k\alpha ^1\left(\frac{2\alpha ^2}{1+(1+4\alpha ^4)^{1/2}}\right)^{kj/2}$$

for $`kj`$, so that

$$\underset{kj}{}f_k^j\underset{k=0}{\overset{+\mathrm{}}{}}\alpha ^1\left(\frac{2\alpha ^2}{1+(1+4\alpha ^4)^{1/2}}\right)^{k/2}=:r(\alpha )/2$$

We can use a similar trick for $`k<j`$, and get that

$$\underset{1kn}{}f_k^jr(\alpha ),$$

independently of $`j`$ and of the dimension $`n`$. ∎

###### Corollary 2.1.9.

There exists $`\rho (\epsilon )`$ such that, for all $`n`$, for all $`\gamma W`$,

$$\left({}_{n1}{}^{}A_{}^{\prime \prime }(\gamma )+2C\epsilon I_{n1}\right)^{1/2}_{\mathrm{}}\frac{1}{\rho (\epsilon )}$$

###### Proof.

Obviously, the spectrum of $`{}_{n1}{}^{}A_{}^{\prime \prime }(\gamma )+2C\epsilon I_{n1}`$ is included in an interval $`[\epsilon ,\lambda ]`$ independent of the dimension $`n`$. Let $`𝒞`$ be a closed contour in $`^{}`$, going once around $`[\epsilon ,\lambda ]`$. The matrix $`\left({}_{n1}{}^{}A_{}^{\prime \prime }(\gamma )+2C\epsilon I_{n1}\right)^{1/2}`$ is given by

$$({}_{n1}{}^{}A_{}^{\prime \prime }(\gamma )+2C\epsilon I_{n1})^{1/2}=\frac{1}{2i\pi }_𝒞z^{1/2}(zI_{n1}(_{n1}A^{\prime \prime }(\gamma )+2C\epsilon I_{n1}))^1dz$$

Now, for all $`z𝒞`$,

$$(zI_{n1}(_{n1}A^{\prime \prime }(\gamma )+2C\epsilon I_{n1})^1_2$$

is bounded, independently of $`n`$, by

$$\alpha (z)=\underset{x[\epsilon ,\lambda ]}{sup}\frac{1}{zx}$$

By Lemma ?,

$$(zI_{n1}(_{n1}A^{\prime \prime }(\gamma )+2C\epsilon I_{n1})^1_{\mathrm{}}r(\alpha (z))$$

independently of $`n`$, and

$$\left({}_{n1}{}^{}A_{}^{\prime \prime }(\gamma )+2C\epsilon I_{n1}\right)^{1/2}_{\mathrm{}}\frac{1}{2\pi }_\gamma z^{1/2}r(\alpha (z))𝑑z:=\frac{1}{\rho (\epsilon )}$$

Coming back to (2.1.2), we can write

$$\begin{array}{c}\left(\frac{\beta }{2\pi }\right)^{\frac{n+1}{2}}_{P_{\alpha _0}\mathrm{}\sigma ^{n+1}P_{\alpha _{n1}}}\psi _\beta ^{}(\gamma _0)\mathrm{exp}\left(\beta \underset{i=0}{\overset{n1}{}}L(\gamma _i,\gamma _{i+1})\right)\psi _\beta (\gamma _n)𝑑\gamma _0\mathrm{}𝑑\gamma _n\hfill \\ \hfill C(\beta )^1e^{\beta C\epsilon }\left(\frac{\beta }{2\pi }\right)^{\frac{n+1}{2}}_{P_{\alpha _0}\mathrm{}\sigma ^{n+1}P_{\alpha _{n1}}}e^{\beta (\frac{1}{2}_{n1}A^{\prime \prime }(\gamma )+C\epsilon I_{n1}).(\gamma _1\overline{\gamma }_1,\mathrm{},\gamma _{n1}\overline{\gamma }_{n1})^2}𝑑\gamma _0\mathrm{}𝑑\gamma _n\\ \hfill C(\beta )^1e^{\beta C\epsilon }\left(\frac{\beta }{2\pi }\right)^{\frac{n+1}{2}}_{(\gamma _0,\gamma _n)(_\omega 𝒫_{\alpha _\mathcal{0}}..\sigma ^{𝓃+\mathcal{1}}𝒫_{\alpha _{𝓃\mathcal{1}}})^{\epsilon /\mathcal{4}}}d\gamma _0d\gamma _n\times \\ \hfill _{(\gamma _j\overline{\gamma }_j)_{\mathrm{}}\epsilon /4}\mathrm{exp}(\beta (\frac{1}{2}_{n1}A^{\prime \prime }(\gamma _0,\gamma _n)+C\epsilon I_{n1}).(\gamma _1\overline{\gamma }_1,\mathrm{},\gamma _{n1}\overline{\gamma }_{n1})^2)d\gamma _1..d\gamma _{n1}\\ \hfill C(\beta )^1e^{\beta C\epsilon }\left(\frac{\beta }{2\pi }\right)^{\frac{n+1}{2}}_{(\gamma _0,\gamma _n)(_\omega 𝒫_{\alpha _\mathcal{0}}..\sigma ^{𝓃+\mathcal{1}}𝒫_{\alpha _{𝓃\mathcal{1}}})^{\epsilon /\mathcal{4}}}d\gamma _0d\gamma _n\times \\ \hfill _{(\frac{{}_{n1}{}^{}A_{}^{\prime \prime }(\gamma _0,\gamma _n)}{2}+C\epsilon I_n)^{1/2}.(\gamma \overline{\gamma })_{\mathrm{}}\rho (\epsilon )\epsilon /4}e^{\beta (\frac{1}{2}_{n1}A^{\prime \prime }(\gamma _0,\gamma _n)+C\epsilon I_{n1}).(\gamma _1\overline{\gamma }_1,\mathrm{},\gamma _{n1}\overline{\gamma }_{n1})^2}d\gamma _1..d\gamma _{n1}\\ \hfill =C(\beta )^1e^{\beta C\epsilon }\left(\frac{\beta }{2\pi }\right)_{(\gamma _0,\gamma _n)(_\omega 𝒫_{\alpha _\mathcal{0}}..\sigma ^{𝓃+\mathcal{1}}𝒫_{\alpha _{𝓃\mathcal{1}}})^{\epsilon /\mathcal{4}}}d\gamma _0d\gamma _n\times \\ \hfill \frac{1}{[_{n1}A^{\prime \prime }(\gamma _0,\gamma _n)+2C\epsilon I_{n1}]^{1/2}}\times \frac{1}{(2\pi )^{(n1)/2}}_{y_{\mathrm{}}\sqrt{\beta }\rho (\epsilon )\epsilon /4}e^{\frac{(y,y)}{2}}dy_1..dy_{n1}\\ \hfill \frac{\epsilon ^2}{16}\left(\frac{\beta }{2\pi }\right)\frac{1}{\mathrm{max}_\alpha [_{n1}A^{\prime \prime }(\gamma _0,\gamma _n)+2C\epsilon I_{n1}]^{1/2}}(1e^{\beta \rho (\epsilon )^2\epsilon ^2/32})^{n1}\end{array}$$
(2.1.5)
The $`max_\alpha `$ in the last line is, of course, taken over all the $`(\gamma _0,\gamma _n)(_\omega 𝒫_{\alpha _\mathcal{0}}..\sigma ^{𝓃+\mathcal{1}}𝒫_{\alpha _{𝓃\mathcal{1}}})^{\epsilon /\mathcal{4}}`$.

To get the last inequality, we have used the following estimate on tails of the Gaussian distribution on $``$ :

$$\frac{1}{(2\pi )^{1/2}}_{yY}e^{\frac{y^2}{2}}𝑑y2\frac{e^{\frac{Y^2}{2}}}{Y}$$

which yields, in dimension $`n1`$,

$$\frac{1}{(2\pi )^{(n1)/2}}_{y_{\mathrm{}}Y}e^{\frac{(y,y)^2}{2}}dy_1..dy_{n1}(1e^{\frac{(Y,Y)^2}{2}})^{n1}$$
(2.1.6)
for $`Y>2`$.

Let us summarize in a lemma what we have just proved.

###### Lemma 2.1.10.

Let $`\alpha W^P`$ intersect the Mather set. Then, for all $`(\gamma _0,\gamma _n)(_\omega 𝒫_{\alpha _\mathcal{0}}..\sigma ^{𝓃+\mathcal{1}}𝒫_{\alpha _{𝓃\mathcal{1}}})^{\epsilon /\mathcal{4}}`$,

$$\begin{array}{c}\left(\frac{\beta }{2\pi }\right)^{\frac{n1}{2}}_{P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}}}\mathrm{exp}\left(\beta \underset{i=0}{\overset{n1}{}}L(\gamma _i,\gamma _{i+1})\right)𝑑\gamma _1\mathrm{}𝑑\gamma _{n1}\hfill \\ \hfill \frac{1}{[_{n1}A^{\prime \prime }(\gamma _0,\gamma _n)+2C\epsilon I_{n1}]^{1/2}}(1e^{\beta \rho })^{n1}\end{array}$$

for some $`\rho =\rho (\epsilon )^2\epsilon ^2/32>0`$ depending only on $`\epsilon `$.

To resume the proof of Theorem 2.1.1, taking $`n=kN`$, and putting together Lemmas 2.1.7 and 2.1.10, we can deduce from inequality (2.1.2) the following :

$$\begin{array}{c}\mu (P_{\alpha _0}\mathrm{}.\sigma ^{kN+1}P_{\alpha _{kN1}})\mathrm{log}\mu (P_{\alpha _0}\mathrm{}\sigma ^{kN+1}P_{\alpha _{kN1}})\mathrm{log}(C(\beta )\frac{\epsilon ^2}{16}e^{\beta C\epsilon })\hfill \\ \hfill +(kN1)\mathrm{log}(1e^{\beta \rho })\frac{1}{2}\underset{\alpha }{}\mu (P_{\alpha _0}..\sigma ^{kN+1}P_{\alpha _{kN1}})\mathrm{log}(\underset{\alpha }{\mathrm{max}}[_{kN1}A^{\prime \prime }(\gamma )+2C\epsilon I_{kN1}])\\ \hfill \mu _\beta (P_{\alpha _0}\mathrm{}.\sigma ^{kN+1}P_{\alpha _{kN1}})\mathrm{log}\mu _\beta (P_{\alpha _0}\mathrm{}.\sigma ^{kN+1}P_{\alpha _{kN1}})+\mathrm{log}C(\beta )+k\mathrm{log}(1+\underset{\beta \mathrm{}}{o(1)})\\ \hfill +k\mu _\beta (P_{\alpha _0}\mathrm{}.\sigma ^{N+1}P_{\alpha _{N1}})\mathrm{log}F_N(\alpha _0,..,\alpha _{N1})+\frac{(k+1)\mathrm{log}B(N)}{2}\end{array}$$
(2.1.7)
for $`\beta `$ large enough.

We notice that $`\mathrm{log}\mathrm{max}_\alpha [_{n1}A^{\prime \prime }(\gamma )+2C\epsilon I_{n1}]`$, as a function of the sequence $`(\alpha _0,..,\alpha _{n1})`$, has the following subadditivity property : if $`(\alpha _0,..,\alpha _{n1})`$ intersects the Mather set, then

$$\begin{array}{c}\mathrm{log}\underset{\alpha }{\mathrm{max}}[_{n1}A^{\prime \prime }(\gamma )+2C\epsilon I_{n1}]\mathrm{log}\underset{\alpha }{\mathrm{max}}[_mA^{\prime \prime }(\gamma )+2C\epsilon I_m]+\mathrm{log}\underset{\alpha }{\mathrm{max}}[_{n1m}A^{\prime \prime }(\sigma ^m\gamma )+2C\epsilon I_{n1m}]\hfill \end{array}$$

This follows straightforwardly from Lemma 2.1.3.

As a consequence, if $`\mu `$ is an (invariant) minimizing measure, then

$$\frac{1}{kN}\mu (P_{\alpha _0}..\sigma ^{kN+1}P_{\alpha _{kN1}})\mathrm{log}\underset{\alpha }{\mathrm{max}}[_{kN1}A^{\prime \prime }(\gamma )+2C\epsilon I_{kN1}]$$

converges to its infimum, as $`k+\mathrm{}`$. And in particular, the limit is less than

$$\frac{1}{N}\mu (P_{\alpha _0}..\sigma ^{N+1}P_{\alpha _{N1}})\mathrm{log}\underset{\alpha }{\mathrm{max}}[_{N1}A^{\prime \prime }(\gamma )+2C\epsilon I_{N1}]$$

Thus, if we divide both side of (2.1.7) by $`kN`$ and let $`k`$ tend to $`\mathrm{}`$ ($`\beta `$ being kept fixed), we get the inequality :

$$\begin{array}{c}h_\sigma (\mu ,P)\frac{1}{2}_{W^P}\frac{1}{N}\mathrm{log}\underset{\alpha }{\mathrm{max}}[_{N1}A^{\prime \prime }(\gamma )+2C\epsilon I_{N1}]d\mu ^P(\alpha )\mathrm{log}(1e^{\beta \rho })\hfill \\ \hfill h_\sigma (\mu _\beta ,P)+_{W^P}\frac{1}{N}\mathrm{log}F_N(\alpha )𝑑\mu _\beta ^P(\alpha )+\frac{1}{N}(\underset{\beta \mathrm{}}{o(1)})+\frac{\mathrm{log}B(N)}{2N}\end{array}$$

Now, let $`\beta +\mathrm{}`$ – or at least, take a sequence $`\beta _k`$ such that $`\mu _{\beta _k}`$ converges weakly to $`\mu _{\mathrm{}}`$. Supposing that $`\mu _{\mathrm{}}`$ does not charge the boundary of the elements of the partition – otherwise we could always modify slightly the partition so that this assumption is satisfied – we get

$$\begin{array}{c}h_\sigma (\mu ,P)\frac{1}{2}_{W^P}\frac{1}{N}\mathrm{log}\underset{\alpha }{\mathrm{max}}[_{N1}A^{\prime \prime \mathrm{max}}(\gamma )+2C\epsilon I_{N1}])d\mu ^P(\alpha )\hfill \\ \hfill h_\sigma (\mu _{\mathrm{}},P)+_{W^P}\frac{1}{N}\mathrm{log}F_N(\alpha )𝑑\mu _{\mathrm{}}^P(\alpha )+\frac{\mathrm{log}B(N)}{2N}\end{array}$$

The point in fixing $`N`$ was to integrate only functions depending on a finite number of coordinates, so as to be able to pass to the weak limit.

Now, letting $`\epsilon 0`$, and recalling the definition of $`F_N`$,

$$\begin{array}{c}h_\sigma (\mu )\frac{1}{2}\frac{1}{N}\mathrm{log}[_{N1}A^{\prime \prime }(\gamma )]d\mu (\gamma )\hfill \\ \hfill h_\sigma (\mu _{\mathrm{}})\frac{1}{2}\frac{1}{N}\mathrm{log}[_{N1}A^{\prime \prime }(\gamma )]d\mu _{\mathrm{}}(\gamma )+\frac{\mathrm{log}B(N)}{2N}\end{array}$$

and, finally, letting $`N+\mathrm{}`$ (and using Assumption (A3)), we get the result.

This ends the proof for the discretized system.

In (2.1.5) and (2.1.6) we have proved the following fact, which will be useful in the treatment of continuous time :

###### Lemma 2.1.11.

For all $`M0`$, and for all $`\epsilon >0`$, there exists $`\rho =\rho (\epsilon ,M)>0`$ such that, for all $`n`$, for all $`nd\times nd`$ block-tridiagonal positive symmetric matrix $`A`$ satisfying

$`A_{i,i+1}M`$ for all $`i`$.

$`A\epsilon I_n`$,

then

$$\begin{array}{c}\left(\frac{\beta }{2\pi }\right)^{n/2}_{x_{\mathrm{}}\epsilon }e^{\beta \frac{(Ax,x)}{2}}dx_1..dx_n(1e^{\beta \rho })^n\left(\frac{\beta }{2\pi }\right)^{n/2}_^ne^{\beta \frac{(Ax,x)}{2}}dx_1..dx_n\hfill \\ \hfill =\frac{(1e^{\beta \rho })^n}{[A]^{1/2}}\end{array}$$

for all $`\beta >0`$.

### 2.2 Elements of the proof in continuous time

In continuous time, the proof goes along the same lines, with a higher degree of technicality. We will not write down the proof in its entirety, but explain how the ideas used in discrete time can be made to work in continuous time.

Again we treat the case $`d=1`$.

The proof starts as previously with the construction of a partition $`\stackrel{~}{P}`$ of $`C^0([0,1],)`$ :

$$\stackrel{~}{P}_{ij}=\{\gamma C^0([0,1],),\gamma _0[i\epsilon ,(i+1)\epsilon ),\gamma _1[j\epsilon ,(j+1)\epsilon )\}$$

for $`ji<\frac{M}{\epsilon }`$, and

$$\stackrel{~}{P}_i\mathrm{}=\{\gamma ,\gamma _0[i\epsilon ,(i+1)\epsilon ),j,ji\frac{M}{\epsilon },\gamma _1[j\epsilon ,(j+1)\epsilon )\}$$

If $`\epsilon `$ is the inverse of an integer, the partition goes to the quotient $`W_{[0,1]}=C^0([0,1],)/`$, and then gives a finite partition $`P`$ of $`W`$.

We can then write the convexity inequality (2.1.1) and try to follow the same steps.

Definition of the hessian of the action, and of its determinant. For one moment, let us denote $`\overline{H}`$ the affine Hilbert space $`H_{[0,t]}^x`$ (respectively $`H_{[0,t]}^{x,y}`$), and $`H`$ its tangent space $`H_{[0,t]}^0`$ (respectively $`H_{[0,t]}^{0,0}`$); similarly, we denote $`\overline{W}`$ the affine Banach space $`W_{[0,t]}^x`$ ($`W_{[0,t]}^{x,y}`$), and $`W`$ its tangent space. Then $`\overline{H}`$ is densely immersed into $`\overline{W}`$, and $`H`$ is densely immersed into $`W`$.

The action $`𝒜:\overline{H}`$ is twice differentiable, and its second derivative at a point $`\gamma `$, $`d^2𝒜(\gamma )`$, is a symmetric bilinear form on $`H`$; one may write it as

$$d^2𝒜(\gamma ).\xi .\xi =𝒜^{\prime \prime }(\gamma )\xi ,\xi $$

where $`𝒜^{\prime \prime }(\gamma )`$ is an autoadjoint operator on $`H`$ : the hessian of $`𝒜`$ at $`\gamma `$.

Remembering the expression of $`𝒜`$, one has

$$𝒜^{\prime \prime }(\gamma )=I+f,$$

$`f`$ being defined by

$$fy,y=_0^tV^{\prime \prime }(\gamma _s).y_s.y_sds$$

This last bilinear form may be extended to a continuous symmetric bilinear form on $`W`$; and this implies that $`f`$ is a trace operator (\[Kuo\], p.83) : the sum of the eigenvalues of $`f`$, $`(\lambda _i)_i`$, is absolutely convergent.

Thus, we may define the determinant of $`I+f`$ as $`_i(1+\lambda _i)`$, which is well defined (possibly zero). This determinant will be non zero if and only if $`1`$ is not an eigenvalue of $`f`$, if and only if the operator $`𝒜^{\prime \prime }(\gamma )`$ is invertible in $`H`$.

If $`\gamma `$ is a critical point of $`𝒜:\overline{H}`$ such that $`𝒜^{\prime \prime }(\gamma )`$ is invertible, we will say that $`\gamma `$ is a non-degenerate critical point of $`𝒜:\overline{H}`$.

As in the discrete time case, if $`\gamma H_{[0,t^{}]}`$ for some $`t^{}t`$, we will denote $`[_tA^{\prime \prime }(\gamma )]`$ the determinant of the hessian of $`A(\gamma _{|[0,t]}):H_{[0,t]}^{\gamma _0,\gamma _t}`$, at $`\gamma `$.

Laplace method (fixed time interval). The analogue of Lemma 2.1.6 to continuous time can be obtained using superlinear growth of the Lagrangian (for parts (b) and (c)); and the Laplace method for path integrals (for part (a)) :

###### Theorem 2.2.1.

(\[BA\], \[BDS\])

(a) (for Brownian motion) Assume that the action $`𝒜:H_{[0,t]}^x`$ has only one minimum $`\overline{\gamma }H_{[0,t]}^x`$, which is non degenerate, and let $`V`$ be a neighbourhood of $`\overline{\gamma }`$ in the uniform topology. Then

$$_{W_{[0,t]}^xV}e^{\beta (_0^tV(\gamma _s)𝑑s+\omega ,\gamma _t\gamma _0)}𝑑𝒲_{[0,t]}^{\beta ,x}(\gamma )_{\beta +\mathrm{}}\frac{e^{\beta 𝒜(\overline{\gamma })}}{[𝒜^{\prime \prime }(\overline{\gamma })]^{1/2}}$$

where the hessian is that of $`𝒜:H_{[0,t]}^x`$ at $`\overline{\gamma }`$.

(b) (for Brownian bridge) Assume that the action $`𝒜:H_{[0,t]}^{x,y}`$ has only one minimum $`\overline{\gamma }`$, which is non degenerate, and let $`V`$ be a neighbourhood of $`\overline{\gamma }`$ in the uniform topology. Then

$$_{W_{[0,t]}^{x,y}V}e^{\beta (_0^tV(\gamma _s)𝑑s+\omega ,\gamma _t\gamma _0)}𝑑𝒲_{[0,t]}^{\beta ,x,y}(\gamma )_{\beta +\mathrm{}}\frac{e^{\beta 𝒜(\overline{\gamma })}}{[_t𝒜^{\prime \prime }(\overline{\gamma })]^{1/2}}$$

These estimates are obtained, exactly as in the case of a finite dimensional system, by applying a Taylor expansion of order $`2`$ of the function :

$$\gamma _0^tV(\gamma _s)𝑑s+\omega ,\gamma _t\gamma _0$$

at the minimizer $`\overline{\gamma }`$, and in the space $`W_{[0,t]}^{x,y}`$ (in case (b)):

$$\begin{array}{c}_{W_{[0,t]}^{x,y}V}e^{\beta _0^tV(\gamma _s)𝑑s}𝑑𝒲_{[0,t]}^{\beta ,x,y}(\gamma )=\hfill \\ \hfill _{W_{[0,t]}^{x,y}V}e^{\beta _0^tV_{\overline{\gamma }_s}^{}.(\gamma _s\overline{\gamma }_s)ds+\frac{\beta }{2}_0^tV_{\overline{\gamma }_s}^{\prime \prime }.(\gamma _s\overline{\gamma }_s)^2ds+\beta R(\gamma \overline{\gamma })}𝑑𝒲_{[0,t]}^{\beta ,x,y}(\gamma )=\\ \hfill _{W_{[0,t]}^{x,y}V}e^{\beta \overline{\gamma }_s,\gamma _s\overline{\gamma }_s+\frac{\beta }{2}_0^tV_{\overline{\gamma }_s}^{\prime \prime }.(\gamma _s\overline{\gamma }_s)^2ds+\beta R(\gamma \overline{\gamma })}𝑑𝒲_{[0,t]}^{\beta ,x,y}(\gamma )\\ \hfill =e^{\beta \frac{\overline{\gamma }^2}{2}}_{W_{[0,t]}^{x,y}V\overline{\gamma }}e^{\frac{\beta }{2}_0^tV_{\overline{\gamma }_s}^{\prime \prime }.\gamma _s^2ds+\beta R(\gamma )}𝑑𝒲_{[0,t]}^{\beta ,x,y}(\gamma )\end{array}$$

where the last line is obtained by the Cameron-Martin formula (\[Kuo\], p.111).

If $`t=n`$ and $`V=P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}}`$ contains a minimizer of the action, the remainder $`R(\gamma )`$, given by Taylor’s integral formula, is bounded by $`C\gamma _3^3`$; and by $`C\epsilon \gamma _2^2`$ on a set of relative measure $`(1e^{\beta \epsilon \rho })^n`$.

The other ingredient is the formula

$$_{W_{[0,t]}^{x,y}}e^{\beta f\gamma ,\gamma }𝑑𝒲_{[0,t]}^{\beta ,x,y}(\gamma )=[I+f]^{1/2}$$

valid as soon as $`f.,.`$ is a continuous symmetric bilinear form on $`H_{[0,t]}^{x,y}`$ which admits a continuous extension to $`W_{[0,t]}^{x,y}`$.

Laplace method (lower bound, independent of the time interval). In order to generalize the lower bound (2.1.5) to continuous time, we are led to check that, for all $`(\gamma _0,\gamma _n)_\omega ^\epsilon `$,

$$\begin{array}{c}_{P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}}\overline{\gamma }}e^{\frac{\beta }{2}_0^nV_{\overline{\gamma }_s}^{\prime \prime }.\gamma _s^2\beta C\epsilon _0^t\gamma _s^2𝑑s}𝑑𝒲_{[0,n]}^{\beta ,\gamma _0,\gamma _n}\hfill \\ \hfill (1+\underset{\beta \mathrm{}}{o(1)})^n_{W_{[0,n]}^{\gamma _0,\gamma _n}}e^{\frac{\beta }{2}_0^nV_{\overline{\gamma }_s}^{\prime \prime }.\gamma _s^2\beta C\epsilon _0^t\gamma _s^2𝑑s}𝑑𝒲_{[0,n]}^{\beta ,\gamma _0,\gamma _n}\\ \hfill =(1+\underset{\beta \mathrm{}}{o(1)})^n\frac{1}{[_t𝒜^{\prime \prime }(\overline{\gamma })+2C\epsilon b_t]^{1/2}}\end{array}$$
(2.2.1)
where $`b_t`$ is the bilinear form $`_0^t\gamma _s^2𝑑s`$.

Given $`\overline{\gamma }`$, minimizer of $`𝒜:H_{[0,n]}^{\gamma _0,\gamma _n}`$, let us introduce the action

$$\stackrel{~}{𝒜}(\gamma _{|[0,t]})=_0^t\frac{\dot{\gamma }_s}{2}\frac{1}{2}_0^tV_{\overline{\gamma }_s}^{\prime \prime }.\gamma _s^2+C\epsilon _0^t\gamma _s^2𝑑s$$

for $`tn`$, and $`\gamma H_{[0,n]}^{\gamma _0,\gamma _n}`$. Let us also introduce the function

$$Q_j(x,y)=\underset{\gamma _j=x,\gamma _{j+1}=y}{inf}\stackrel{~}{𝒜}(\gamma _{|[j,j+1]})$$

for $`0jn1`$. It is a quadratic form, as is readily seen by checking the identity of the parallelogram.

If we condition the first term of (2.2.1) with respect to $`\gamma _1,\mathrm{},\gamma _{n1}`$, apply the Laplace estimates for fixed $`\gamma _1,\mathrm{},\gamma _{n1}`$, and then integrate with respect to $`\gamma _1,\mathrm{},\gamma _{n1}`$, we get

$$\begin{array}{c}_{P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}}\overline{\gamma }}e^{\frac{\beta }{2}_0^nV_{\overline{\gamma }_s}^{\prime \prime }.\gamma _s^2\beta C\epsilon _0^t\gamma _s^2𝑑s}𝑑𝒲_{[0,n]}^{\beta ,\gamma _0,\gamma _n}\hfill \\ \hfill (1+\underset{\beta \mathrm{}}{o(1)})^n_{P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}}\overline{\gamma }}\frac{e^{\frac{\beta }{2}(Q_0(0,\gamma _1)+\mathrm{}+Q_{n1}(\gamma _{n1},0))}}{_{j=0}^{n1}[\stackrel{~}{𝒜}_j^{\prime \prime }]^{1/2}}𝑑\gamma _1\mathrm{}𝑑\gamma _{n1}\end{array}$$

where $`[\stackrel{~}{𝒜}_j^{\prime \prime }]`$ is the determinant of the hessian of $`\stackrel{~}{𝒜}:H_{[j,j+1]}^{\gamma _j,\gamma _{j+1}}`$ at a minimum, and does not depend on the endpoints $`\gamma _j,\gamma _{j+1}`$, since the action $`\stackrel{~}{𝒜}`$ is a quadratic form in the path.

But now,

$$Q_0(0,\gamma _1)+Q_2(\gamma _1,\gamma _2)\mathrm{}+Q_{n1}(\gamma _{n1},0)$$

is a quadratic form in $`(\gamma _1,\mathrm{},\gamma _{n1})^{n1}`$, which satisfies all the assumptions of Lemma 2.1.11. Also, by Assumption (A2), $`P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}}\overline{\gamma }`$ contains a neighbourhood of $`(0,..,0)`$ of size $`\epsilon `$.

So, for a suitable choice of $`\rho `$, we can write

$$\begin{array}{c}_{P_{\alpha _0}..\sigma ^{n+1}P_{\alpha _{n1}}\overline{\gamma }}\frac{e^{\beta (Q_0(0,\gamma _1)+\mathrm{}+Q_{n1}(\gamma _{n1}\overline{\gamma }_{n1},0)}}{\stackrel{~}{𝒜}_j^{\prime \prime }}𝑑\gamma _1\mathrm{}𝑑\gamma _{n1}\hfill \\ \hfill (1e^{\beta \rho })^n_{^{n1}}\frac{e^{\frac{\beta }{2}(Q_0(0,\gamma _1\overline{\gamma }_1)+\mathrm{}+Q_{n1}(\gamma _{n1}\overline{\gamma }_{n1},0)}}{\stackrel{~}{𝒜}_j^{\prime \prime }}𝑑\gamma _1\mathrm{}𝑑\gamma _{n1}\\ \hfill (1e^{\beta \rho })^ne^{\frac{\beta }{2}_0^nV_{\overline{\gamma }_s}^{\prime \prime }.\gamma _s^2\beta C\epsilon _0^n\gamma _s^2𝑑s}𝑑𝒲_{[0,n]}^{\beta ,\gamma _0,\gamma _n}=\frac{(1e^{\beta \rho })^n}{[_n𝒜^{\prime \prime }(\gamma _0,\gamma _n)+2C\epsilon b_n]^{1/2}}\end{array}$$

Once this step has been checked, the proof goes as smoothly as in the case of discrete time, and so far we can state the following :

###### Proposition 2.2.2.

Let $`\mu `$ be an action-minimizing measure, and $`\mu _{\mathrm{}}`$ a limit point of $`(\mu _\beta )_{\beta +\mathrm{}}`$. Then, under assumption (A1)(A2) and (A3),

$$h_\varphi (\mu )\frac{1}{2}\underset{n}{lim}\frac{1}{n}\mathrm{log}[_n𝒜^{\prime \prime }(\gamma )]d\mu (\gamma )h_\varphi (\mu _{\mathrm{}})\frac{1}{2}\underset{n}{lim}\frac{1}{n}\mathrm{log}[_n𝒜^{\prime \prime }(\gamma )]d\mu _{\mathrm{}}(\gamma )$$

The last step is the identification of determinants of the hessian of $`𝒜`$ with Lyapunov exponents.

Identification of determinants.

We now prove Theorem 1.1.3.

We shall use the result obtained for discrete time systems (Lemma 2.1.5), and let the discretization step tend to $`0`$, to prove the result for continuous time systems. It is sufficient to consider the case of the time interval $`[0,1]`$, from which the general case $`[0,t]`$ can be deduced by a change of variables.

We recall that the Euler-Lagrange flow associated to the Lagrangian $`L(x,v)=\frac{v^2}{2}V(x)`$ is the flow on the tangent bundle $`𝕋^d\times ^d`$, associated to the second order equation

$$\ddot{\gamma }+V^{}(\gamma )=0$$
(2.2.2)
on the torus.

The equation of small variations along an orbit $`\gamma `$ is

$$\ddot{y_s}+V^{\prime \prime }(\gamma _s).y_s=0$$
(2.2.3)
To begin with, let us examine the case when the determinant of $`{}_{1}{}^{}𝒜_{}^{\prime \prime }(\gamma )`$ vanishes. This is equivalent to $`{}_{1}{}^{}𝒜_{}^{\prime \prime }(\gamma )`$ being non injective on $`H_{[0,1]}^{0,0}`$, and means precisely that there exists $`yH_{[0,1]}^{0,0}`$ satisfying the differential equation (2.2.3), and not vanishing identically : $`y_0=0,\dot{y}_00,y_1=0`$. Thus, the linear map $`(y_0=0,\dot{y}_0)y_1`$ is not injective, and its determinant vanishes.

Let us now consider the case when $`{}_{1}{}^{}𝒜_{}^{\prime \prime }(\gamma )`$ is invertible.

Let us divide the interval $`[0,1]`$ into $`N`$ subintervals of equal length, and consider the following one-step discretization scheme for the equations (2.2.2) and (2.2.3) :

$$(\mathrm{\Gamma }_{i+1}\mathrm{\Gamma }_i)(\mathrm{\Gamma }_i\mathrm{\Gamma }_{i1})+\frac{1}{N^2}V^{}(\mathrm{\Gamma }_i)=0$$
(2.2.4)
$$(Y_{i+1}Y_i)(Y_iY_{i1})+\frac{1}{N^2}V^{\prime \prime }(\mathrm{\Gamma }_i).Y_i=0$$
(2.2.5)
($`i=1,\mathrm{},N1`$). It is nothing else than the equations of, respectively, orbits and small variations along an orbit, for the twist diffeomorphism corresponding to the action

$$A^N(\mathrm{\Gamma }_0,\mathrm{\Gamma }_1,\mathrm{},\mathrm{\Gamma }_{N1},\mathrm{\Gamma }_N)=N\underset{i=0}{\overset{N1}{}}\frac{\mathrm{\Gamma }_{i+1}\mathrm{\Gamma }_i^2}{2}\frac{1}{N}V(\mathrm{\Gamma }_i)$$

(starting from now, we stick to capital letters for the discretized system).

###### Lemma 2.2.3.

There exists a constant $`C`$ such that, if $`(\mathrm{\Gamma }_0,\mathrm{\Gamma }_1,\mathrm{},\mathrm{\Gamma }_N),(Y_0,\mathrm{},Y_N)`$ are solutions of (2.2.4) and (2.2.5), and if $`\gamma (t),y(t)`$ ($`t[0,1]`$) are solutions of (2.2.2), (2.2.3) with initial conditions satisfying

$`\gamma _0\mathrm{\Gamma }_0A/N`$
$`\gamma _0^{}\mathrm{\Gamma }_1A/N`$
$`y_0Y_0A/N`$
$`\dot{y}_0Y_1A/N`$
then

$$\begin{array}{c}\underset{k=0,\mathrm{},N}{\mathrm{max}}\{\gamma _{k/N}\mathrm{\Gamma }_k,\dot{\gamma }_{k/N}N(\mathrm{\Gamma }_{k+1}\mathrm{\Gamma }_k),y_{k/N}Y_k,\dot{y}_{k/N}N(Y_{k+1}Y_k)\}\hfill \\ \hfill \frac{C+A}{N}\end{array}$$

uniformly in $`N`$.

###### Proof.

This is a straightforward application of Theorems 16.2.2 and 16.2.3 of \[Scha\], applied to

$$u(t)=(\gamma (t),\dot{\gamma }(t),y(t),\dot{y}(t))$$

and to the sequence

$$U_k=(\mathrm{\Gamma }_{k1},N(\mathrm{\Gamma }_k\mathrm{\Gamma }_{k1}),Y_{k1},N(Y_kY_{k1}))$$

obtained by the discretization scheme. ∎

The second derivative of $`A^N`$ with respect to variations of $`\mathrm{\Gamma }_1,\mathrm{},\mathrm{\Gamma }_{N1}`$ takes the form

$$d_{N1}^2A^N(\mathrm{\Gamma }).Y.Y=NY_{i+1}Y_i^2+\frac{1}{N}\underset{i=1}{\overset{N1}{}}V^{\prime \prime }(\mathrm{\Gamma }_i).Y_i.Y_i$$

($`Y_0=0`$, $`Y_N=0`$).

In Lemma 2.1.5, we have precisely shown that, for any $`N`$, the determinant of $`(Y_0=0,Y_1)Y_N`$ is equal to the determinant of the bilinear form $`\frac{1}{N}d^2(_{N1}A^N)(\mathrm{\Gamma })`$ with respect to the euclidean structure $`_iY_i^2`$. An elementary calculation shows that it is equal to $`N^d`$ times the determinant of $`\frac{1}{N}d^2(_{N1}A^N)(\mathrm{\Gamma })`$ with respect to the euclidean structure $`_{i=0}^{N1}Y_{i+1}Y_i^2`$. It is, equivalently, $`N^d`$ times the determinant of $`d^2(_{N1}A^N)(\mathrm{\Gamma })`$ with respect to the scalar product $`Y,Y=N_{i=0}^{N1}Y_{i+1}Y_i^2`$. We now stick to this euclidean structure, and consider the corresponding hessian $`{}_{N1}{}^{}A_{}^{N\prime \prime }(\mathrm{\Gamma })`$.

We notice that $`H_N^{0,0}:=\{(Y_0,Y_1,\mathrm{},Y_{N1},Y_N),Y_0=Y_N=0\}^{(N1)d}`$, endowed with the euclidean structure $`N_{i=0}^{N1}(Y_{i+1}Y_i)^2`$, can be imbedded in the Hilbert space $`H_{[0,1]}^{0,0}`$ as the $`(N1)d`$-dimensional subspace of fields $`y`$ which vary affinely on each $`[k/N,(k+1)/N]`$; an element of $`H_N^{0,0}`$, seen as an element of $`H_{[0,1]}^{0,0}`$, is defined by the values $`y_{k/N}=Y_k`$. We note that the orthogonal projection $`p_N`$ from $`H_{[0,1]}^{0,0}`$ to $`H_N^{0,0}`$ is precisely given by

$$y(y_{k/N})_{k=1,\mathrm{},N1}$$

In terms of operators, we can write the hessians

$${}_{1}{}^{}𝒜_{}^{\prime \prime }(\gamma )=I+f$$

and

$${}_{N1}{}^{}A_{}^{N\prime \prime }(\mathrm{\Gamma })=I+F$$

where $`f`$ and $`F`$ are defined by

$$fy,y=_0^1V^{\prime \prime }(\gamma _t).y_t.y_tdt$$

and

$$FY,Y=\frac{1}{N}\underset{i=1}{\overset{N1}{}}V^{\prime \prime }(\mathrm{\Gamma }_i).Y_i.Y_i$$

We extend $`{}_{N1}{}^{}A_{}^{N\prime \prime }(\mathrm{\Gamma })`$ to a symmetric operator on $`H_{[0,1]}^{0,0}`$, by setting $`F=Fp_N`$. Of course, the operator $`F`$ depends on $`N`$, but we shall neglect to show it in the notations.

We want to use the convergence of the discretization scheme (Lemma 2.2.3) to prove, by taking the limit $`N+\mathrm{}`$, that the determinant of the operator $`{}_{1}{}^{}𝒜_{}^{\prime \prime }(\gamma )`$ coincides with that of the linear map $`(y_0=0,y_0^{})y(1)`$.

It follows from Lemma 2.2.3 that, given the initial conditions $`\mathrm{\Gamma }_0=\gamma _0`$, $`\mathrm{\Gamma }_1=\dot{\gamma }_0`$, $`Y_0=y_0=0`$, the determinant of the linear map $`Y_1\frac{Y_N}{N}`$ will converge to that of $`y_0^{}y_1`$, if we let $`N+\mathrm{}`$. As we know, the former one is equal to the determinant of the hessian $`{}_{N1}{}^{}A_{}^{N\prime \prime }(\mathrm{\Gamma })`$.

So, we want to prove that the determinant of the operator $`{}_{N1}{}^{}A_{}^{N\prime \prime }(\mathrm{\Gamma })`$ converges (as $`N\mathrm{}`$) to that of $`{}_{1}{}^{}𝒜_{}^{\prime \prime }(\gamma )`$, defined as the infinite product of eigenvalues of $`{}_{1}{}^{}𝒜_{}^{\prime \prime }(\gamma )`$, or equivalently, $`\mathrm{exp}(\text{tr }\mathrm{log}_1𝒜^{\prime \prime }(\gamma ))`$. We choose a holomorphic logarithm defined outside a half-line which does not intersect the spectrum of $`{}_{1}{}^{}𝒜_{}^{\prime \prime }(\gamma )`$, and $`\mathrm{log}_1𝒜^{\prime \prime }(\gamma )`$ is defined by

$$\frac{1}{2i\pi }_𝒞\mathrm{log}z.(z_1𝒜^{\prime \prime }(\gamma ))^1dz$$
(2.2.6)
where $`𝒞`$ is the contour shown in Figure 1.

We write $`H_{[0,1]}^{0,0}=\overline{_{N=2^n}H_N^{0,0}}`$, noting that, if we take only diadic subdivisions of the interval, the union is increasing.

On $`H_N^{0,0}`$ we consider the orthonormal basis consisting of functions $`(e_1,\mathrm{},e_{N1})`$, whose graphs are represented simultaneously (up to normalisation) on Figure 2 (in the case $`d=1`$, $`N=16`$).

A crucial feature is that there are $`Nd/2`$ elements of the basis supported on intervals of length $`2/N`$, $`Nd/4`$ elements supported on intervals of length $`4/N`$, and, more generally, $`Nd/2^l`$ elements supported on intervals of length $`2^l/N`$ (for $`ln=\mathrm{log}_2N`$.

By definition of the trace,

$`\text{tr }\mathrm{log}_1𝒜^{\prime \prime }(\gamma )=\underset{N\mathrm{}}{lim}{\displaystyle \underset{i=1}{\overset{N1}{}}}\mathrm{log}_1𝒜^{\prime \prime }(\gamma ).e_i,e_i`$
What we need to show is that this limit is the same as the limit :

$$\underset{N\mathrm{}}{lim}\underset{i=1}{\overset{N1}{}}\mathrm{log}_{N1}A^{N\prime \prime }(\mathrm{\Gamma })e_i,e_i$$

(which we know exists).

Recall that

$${}_{1}{}^{}𝒜_{}^{\prime \prime }(\gamma )=I+f$$

and

$${}_{N1}{}^{}A_{}^{N\prime \prime }(\mathrm{\Gamma })=I+F$$

By the expressions of $`f`$ and $`F`$ as well as Lemma 2.2.3, $`fF\frac{C}{\sqrt{N}}`$ (Riemann sums converge at the rate $`1/\sqrt{N}`$ for functions in $`H_{[0,1]}`$); this implies that the spectrum of $`F`$ lies inside the contour $`𝒞`$, if $`N`$ is large enough. Both $`\mathrm{log}_1𝒜^{\prime \prime }(\gamma )`$ and $`\mathrm{log}_{N1}A^{N\prime \prime }(\mathrm{\Gamma })`$ can then be expressed thanks to a contour integral like (2.2.6).

Thus, in order to estimate

$$\underset{i=1}{\overset{N1}{}}\mathrm{log}_1𝒜^{\prime \prime }(\gamma ).e_i,e_i\underset{i=1}{\overset{N1}{}}\mathrm{log}_{N1}A^{N\prime \prime }(\mathrm{\Gamma })e_i,e_i$$

we are led to evaluate

$$\underset{i=1}{\overset{N1}{}}((zIf)^1(zIF)^1).e_i,e_i$$

for all $`z𝒞`$.

We write

$$(zIf)^1(zIF)^1=(f+Iz)^1(fF)(F+Iz)^1$$

$$\begin{array}{c}\underset{i=1}{\overset{N1}{}}((zIf)^1(zIF)^1).e_i,e_i\hfill \\ \hfill =\underset{i=1}{\overset{N1}{}}(f+Iz)^1(fF)(F+Iz)^1e_i,e_i\\ \hfill =\underset{i=1}{\overset{N1}{}}(F+Iz)^1(f+Iz)^1(fF)e_i,e_i=\underset{i=1}{\overset{N1}{}}(fF)e_i,(f+Iz)^1(F+Iz)^1e_i\end{array}$$

using the property of the trace (the fact that $`(F+Iz)^1`$ preserves $`H_N^{0,0}`$ is crucial), as well as the fact that $`f`$ and $`F`$ are symmetric.

As we already mentioned, $`Nd/2^l`$ of the $`e_i`$’s vanish outside an interval of length $`2^l/N`$ :

Let $`\chi `$ be a function in $`H_N^{0,0}`$ which vanishes outside an interval $`I`$, and let $`\zeta `$ be any function in $`H_{[0,1]}^{x,y}`$. Then

$$f\chi ,\zeta =_IV^{\prime \prime }(\gamma _t).\chi _t.\zeta _tdt$$

and

$$\begin{array}{c}F\chi ,\zeta =\frac{1}{N}\underset{i/NI}{}V^{\prime \prime }(\mathrm{\Gamma }_i).\chi _{i/N}.\zeta _{i/N}\hfill \\ \hfill =\frac{1}{N}\underset{i/NI}{}V^{\prime \prime }(\gamma _{i/N}).\chi _{i/N}.\zeta _{i/N}+I.\chi .\zeta O(1/N)\end{array}$$

after Lemma 2.2.3.

Besides,

$$_IV^{\prime \prime }(\gamma _t).\chi _t.\zeta _tdt\frac{1}{N}\underset{i/nI}{}V^{\prime \prime }(\gamma _{i/N}).\chi _i.\zeta _i=I\chi .\zeta O(1/\sqrt{N}),$$

a Riemann sum estimate for functions in $`H_{[0,1]}`$.

Applying this to the $`\chi =e_i`$’s and $`\zeta =(f+Iz)^1(F+Iz)^1e_i`$ and summing over $`1iN1`$, we get

$$\underset{i=1}{\overset{N1}{}}((zIf)^1(zIF)^1).e_i,e_iC\frac{\mathrm{log}_2N}{\sqrt{N}}(f+Iz)^1(F+Iz)^1$$

and

$$\underset{i=1}{\overset{N1}{}}\mathrm{log}_1𝒜^{\prime \prime }(\gamma ).e_i,e_i\mathrm{log}_{N1}A^{N\prime \prime }(\mathrm{\Gamma })e_i,e_iC\frac{\mathrm{log}_2N}{\sqrt{N}}_𝒞\mathrm{log}z(f+Iz)^1(F+Iz)^1dz$$

which tends to zero as $`N+\mathrm{}`$.