text:
# Early Reionization by the First Galaxies

## 1 Motivation

It has recently become possible to study the reionization of the universe in some detail. Massive numerical computations can now follow not only the clustering of dark matter and gas, but also the formation of galaxies and the propagation of ionizing photons in a highly inhomogeneous, partially ionized, intergalactic medium (IGM). In spite of many poorly understood details concerning the physics of star formation, and the approximations inherent in the various numerical treatments of radiative transfer (for a recent review see Maselli, Ferrara & Ciardi 2003), a number of independent studies have converged on a relatively late ($`z_r\stackrel{<}{}8`$ to 10) epoch for complete reionization of the IGM within current “concordance” (i.e. flat, $`\mathrm{\Lambda }`$-dominated) cosmological models (e.g. Ciardi et al. 2000, hereafter CFGJ; Gnedin 2000; Razoumov et al. 2002; Ciardi, Stoehr & White 2003, hereafter CSW).

This conclusion appears challenged by results from the WMAP satellite (Kogut et al. 2003; Spergel et al. 2003). This experiment has detected an excess in the CMB TE cross-power spectrum on large angular scales ($`\mathrm{}<7`$) indicating an optical depth to the CMB last scattering surface of $`\tau _e=0.16`$. The uncertainty quoted for this number depends on the analysis technique employed. Fitting the TE cross power spectrum to $`\mathrm{\Lambda }`$CDM models in which all parameters except $`\tau _e`$ take their best fit values based on the TT power spectrum, Kogut et al. (2003) obtain a 68% confidence range, $`0.13<\tau _e<0.21`$. Fitting all parameters simultaneously to the TT+TE data, Spergel et al. (2003) obtain $`0.095<\tau _e<0.24`$. Including additional data external to WMAP, these authors were able to shrink their confidence interval to $`0.11<\tau _e<0.23`$. Finally, by assuming that the observed TT power spectrum is scattered to produce the observed TE cross-power spectrum Kogut et al. (2003) infer $`0.12<\tau _e<0.20`$. It is unclear which of these uncertainty estimates to prefer. Most $`\tau _e`$ values in these ranges require a substantial fraction of the universe to be ionized before redshift 10. For example, $`0.12<\tau _e<0.20`$ translates into $`13<z_r<19`$ in a model where reionization is instantaneous.

Apparently, reionization occurred earlier than expected. Is this discrepancy real? In practice, recovering the “reionization epoch” is subject to some ambiguity related to the specific reionization history assumed (see e.g. Bruscoli, Scannapieco & Ferrara 2002). What might reionization models have overlooked? The discrepancy is not dependent on the particular cosmological parameters adopted, since WMAP has confirmed the previous concordance model. Hence the “oversight” must be of astrophysical nature. Several effects might have produced rapid early evolution: a contribution from low-mass pregalactic systems (in the jargon, Population III objects); unexpectedly high star formation efficiency; unexpectedly high ionizing photon production; an unexpectedly large probability for ionizing photons to escape into the IGM; a possible population of early “miniquasars”. In this paper, we point out that efficient production and escape of ionizing photons is sufficient to account for the data within conventional galaxy formation models. The data do not require very massive stars or miniquasars, although the high efficiencies needed may point to near-zero metallicities or to a top-heavy stellar Initial Mass Function (IMF) at early times.

## 2 Simulating Cosmic Reionization

In CSW we studied cosmic reionization through a combination of high-resolution N-body simulations (to describe the distribution of dark matter and diffuse gas), a semi-analytic model of galaxy formation (to track the sources of ionization) and the Monte Carlo radiative transfer code CRASH (to follow the propagation of ionizing photons in the IGM; Ciardi et al. 2001, CFMR; Maselli, Ferrara & Ciardi 2003). Here, we briefly summarize the features of the above approach which are relevant to the present study.

The simulations are based on a $`\mathrm{\Lambda }`$CDM “concordance” cosmology with $`\mathrm{\Omega }_m`$=0.3, $`\mathrm{\Omega }_\mathrm{\Lambda }`$=0.7, $`h=`$0.7, $`\mathrm{\Omega }_b`$=0.04, $`n`$=1 and $`\sigma _8`$=0.9. These parameters are within the WMAP experimental error bars (Spergel et al. 2003). The re-simulation technique described in Springel et al. (2001, hereafter SWTK) and the N-body code GADGET (Springel, Yoshida & White 2001) were used to follow at high resolution the dark matter distribution within an approximately spherical subregion of diameter about $`50h^1`$ Mpc within a much larger cosmological volume. Within this subregion a cube of comoving side $`L=20h^1`$ Mpc was used for the detailed radiative transfer modeling. The location and mass of dark matter halos was determined with a friends-of-friends algorithm. Gravitationally bound substructures were identified within the halos with the algorithm SUBFIND (SWTK) and were used to build the merging tree for halos and subhalos following the prescription of SWTK. The smallest resolved halos have masses of $`M10^9`$ M and they start forming in our box at $`z20`$. We model the galaxy population via the semi-analytic technique of Kauffmann et al. (1999) as implemented by SWTK. At the end of this process we obtain a mock catalogue of galaxies for each of the 51 simulation outputs, containing for each galaxy, among other quantities, its position, stellar mass and star formation rate. The simulations match the observed global star formation rate density evolution for $`z5`$. The N-body simulation used in this paper is the M3 simulation of CSW and all galaxy formation modeling is identical to that in the earlier paper.

Reionization simulations require a mass resolution high enough to follow the formation and evolution of the objects producing the bulk of the ionizing radiation. At the same time, large simulation volumes must be considered to avoid biases due to cosmic variance on small scales. Moreover, a reliable treatment of the radiative transfer of ionizing photons in the IGM is needed. So far, although several numerical approaches have been proposed (e.g. Gnedin & Ostriker 1997; CFGJ; Chiu & Ostriker 2000; Gnedin 2000; Razoumov et al. 2002) only the simulations described in CSW fulfill all the above requirements (refer to that paper for an extensive discussion).

One of the aims of the present study is to assess the influence of the IMF on reionization. We have thus inferred the emission properties of our model galaxies by assuming a time-dependent spectrum of a simple stellar population of metal-free stars in the mass range up to 40 M, with two different IMFs (CFMR): (i) a Salpeter IMF and (ii) a Larson IMF, i.e. a Salpeter function at the upper mass end which falls off exponentially below a characteristic stellar mass, $`M_c=5`$ M. The Larson IMF has a specific photon flux at the Lyman continuum which is about 4 times the Salpeter one. The total number of ionizing photons per solar mass for a Larson IMF is $`4\times 10^{60}`$ M$`{}_{}{}^{1}{}_{}{}^{}`$.

Of the emitted ionizing photons, only a fraction $`f_{esc}`$ will actually be able to escape into the IGM. This quantity is poorly determined both theoretically and observationally: actually, $`f_{esc}`$ may well vary with, e.g., redshift, mass and structure of a galaxy, as well as with the ionizing photon production rate (e.g. Wood & Loeb 1999; Ricotti & Shull 2000; Ciardi, Bianchi & Ferrara 2002). However, at moderate redshift, recent results on the opacity evolution of the Ly$`\alpha `$ forest (Bianchi, Cristiani & Kim 2001) constrain $`f_{esc}`$ to be smaller than 20% in order not to over-produce the cosmic UV background. Although this limit may not apply to the high redshift universe, we consider this value a physically plausible upper limit.

Given these assumptions, the simulations of reionization described above have been run for the three different parameter combinations in Table 1. Run S5 (extensively described in CSW as the M3 case), yields the lowest IGM ionization power input, whereas L20 maximizes it; run S20 is an intermediate case. The critical parameter differentiating these runs is the number of ionizing photons escaping a galaxy into the IGM for each solar mass of long-lived stars which it forms. Each simulation can be thought of as corresponding to models with varying IMF, stellar luminosity beyond the Lyman limit and value of $`f_{esc}`$, provided this quantity is kept fixed (see CSW).

We quantify the agreement between our simulations and the WMAP data primarily through the optical depth to electron scattering, $`\tau _e`$, given by:

$$\tau _e(z)=_0^z\sigma _Tn_e(z^{})c\left|\frac{dt}{dz^{}}\right|𝑑z^{},$$
(1)
where $`\sigma _T=6.65\times 10^{25}`$ cm2 is the Thomson cross section and $`n_e(z^{})`$ is the mean electron number density at $`z^{}`$. We will compare our simulated $`\tau _e`$ with the “model independent” estimate of Kogut et al. (2003) $`\tau _e=0.16\pm 0.04`$ (68% confidence range), but it should be borne in mind that the Spergel et al. (2003) joint analysis of WMAP and external data suggests a significantly larger allowed range.

## 3 Results

In order to clarify the differences between our runs, we start from a visual inspection of simulated maps. Fig. 1 shows the redshift evolution of the H$`\mathrm{I}`$number density for the L20 (upper panels) and the S20 (lower) runs (illustrative maps for the S5 runs can be found in CSW). Highly ionized regions (dark areas) are produced by the young galaxies in the box and are well resolved in the maps. They initially occupy a small fraction of the volume, and are typically larger in the L20 run because of the higher ionizing power of the sources. Their shape, particularly for larger ones, appears distorted by nearby high density peaks. (To a good approximation these correspond to peaks in the H$`\mathrm{I}`$distribution.) The ionization front slows when it encounter such overdensities because of their higher recombination rate. By redshift $`z=15.5`$ several bubbles are close to overlap in the L20 run (see upper-right corner of the central panel) whereas in the S20 run the filling factor is still small. Finally, by $`z=13.7`$ the overlapping fronts have cleared out most of the volume in L20 with tiny H$`\mathrm{I}`$islands surviving thanks to their high density; reionization in the S20 run, on the other hand, is far from complete.

These remarks can be complemented by the more quantitative analysis shown in Fig. 2, which plots the (normalized) distribution function of the simulated electron density at various redshifts for the two extreme runs, L20 and S5. This distribution is defined as the fraction of the total volume filled with gas with free electron density in each logarithmic bin of $`n_e`$. Its bimodal shape reflects the two-phase (neutral + ionized) structure of the IGM. The mean particle density in the redshift range $`13.3<z<18.5`$ is around $`10^3`$ cm-3, so the rightmost peak has $`n_en`$ and corresponds to the ionized phase. Conversely, the left peak is associated with mostly neutral gas. The general evolutionary trend is a continuous transfer of matter from the left peak to the right one as redshift decreases. By $`z=13.3`$ we find that the mass-averaged neutral hydrogen fraction is only 2% for the L20 model, whereas for the S5 and S20 cases it is still 89% and 63% respectively.

The redshift evolution of the volume-averaged ionization fraction, $`x_v`$, essentially coincident with mass-averaged curve (CSW), is reported for each of our three runs in the inset of Fig. 3. An L20 vs S20 comparison shows that the former typically has an $`x_v`$ value $``$ 3 times higher, reaching complete ionization ($`x_v1`$) at $`z_r13`$. Run S20, on the other hand, reaches complete reionization at $`z_r11`$. In run S5 reionization proceeds much more gradually and it is only at $`z_r8`$ that the value $`x_v1`$ is reached.

Finally, we have calculated the evolution of $`\tau _e`$ (Fig. 3) corresponding to the above reionization histories as follows. Prior to complete reionization, $`n_e(z)`$ in eq. 1 is obtained from the simulations; after the reionization epoch, we simply assume complete H and He$`\mathrm{I}`$ionization throughout the box. We also assume He$`\mathrm{II}`$reionization at $`z=3`$. The three runs yield the values $`\tau _e=0.104`$ (S5), $`\tau _e=0.132`$ (S20) and $`\tau _e=0.161`$ (L20). A value $`\tau _e=0.16`$ is also obtained if one assumes instantaneous reionization at $`z_r16`$ (dotted line), i.e. three redshift units higher than the actual epoch of complete reionization in the model. At $`z=16`$ the ionization fraction is $`x_v0.3`$ in L20.

## 4 Discussion

Our supercomputer simulations of galaxy formation and of the propagation of ionization fronts have shown that recent WMAP measurements of the optical depth to electron scattering ($`\tau _e`$=0.16$`\pm 0.04`$ according to the “model independent” analysis of Kogut et al. (2003) or $`\tau _e`$=0.17$`\pm 0.06`$ according to the parameter fits of Spergel et al. (2003)) are easily reproduced by a model in which reionization is caused by the first stars in galaxies with total masses of a few $`\times 10^9`$M. In order to get sufficient early ionization, this phase of star formation must supply a relatively high number of ionizing photons to the IGM for each solar mass of long-lived stars which is formed. This requires some combination of a high photon escape fraction, a top-heavy IMF, and a high stellar production rate for ionizing photons, similar, perhaps, to that typically inferred for metal-free stars. Among the three models we have explored, the “best” WMAP value for $`\tau _e`$ is matched assuming a moderately top-heavy IMF and an escape fraction of 20%. A Salpeter IMF with the same escape fraction gives $`\tau _e=0.132`$, which is still within all the suggested 68% confidence ranges. Decreasing $`f_{esc}`$ to 5% gives $`\tau _e=0.104`$, which disagrees with WMAP only at the 1.0 to $`1.5\sigma `$ level depending on which uncertainty estimate one adopts. All these models assume that ionizing photons are produced at the level expected for metal-free stars. It is clearly possible to reproduce the experimental data without invoking exotica such as very massive stars, early “miniquasars”, or minihalos, i.e. halos cooled by molecular hydrogen with virial temperatures $`<10^4`$ K.

In our best-fitting model (L20) reionization is essentially complete by $`z_r13`$. This is difficult to reconcile with observations of the Gunn-Peterson effect in $`z>6`$ quasars (Becker et al. 2001; Fan et al. 2002). These imply a volume-averaged neutral fraction above $`10^3`$ and a mass-averaged neutral fraction $`1`$% at $`z=6`$. These values are reached in our L20 run at $`z13`$. Even for our S5 model, they are reached before $`z8`$. Thus the neutral fraction at late times must be higher than in our models if the Gunn-Peterson data are to be consistent with the WMAP findings. A fascinating (although speculative) possibility is that the universe was reionized twice (Cen 2002; Wyithe & Loeb 2002) with a relatively short redshift interval in which the IGM became neutral again. The maximum thickness of the neutral layer (ending at $`z6`$) for which the L20 run remains consistent with the WMAP data, is $`\mathrm{\Delta }z3`$; this sets the end of the first reionization epoch at $`z9`$. Distinguishing single- from two-epoched reionization models is in principle possible from the TE cross-correlation spectra (Naselsky & Chiang 2003); however, because of the high sensitivity required, this measurement will have to await the Planck mission.

What mechanism could have reduced the production of ionizing photons enough to allow recombination at the end of the first reionization epoch? Suppression of the galaxy formation process itself seems implausible. An increase of the relevant filtering scale could have suppressed galaxy formation in halos below a typical circular velocity of $`3040`$ km s-1 (Gnedin 2000) but this is well below the scale of the halos which host most of the star formation in our models at redshifts below 10. Feedback by SNe might reduce formation efficiencies (e.g. Madau, Ferrara & Rees 2001; Scannapieco et al. 2000) but seems likely to be more effective at the high redshifts where we need efficient star formation than at the later times when recombination is supposed to occur. A more plausible possibility may be that galaxy formation continues apace, but that the efficiency of ionizing photon production drops dramatically, perhaps as a result of increasing stellar metallicity, of decreasing escape fraction, or of changing IMF.

In many ways our models are quite conservative. We have simply extrapolated conventional models for galaxy formation to higher redshift assuming that feedback and star formation efficiencies can be scaled down to systems with mass a few $`\times 10^9`$M and circular velocities $`60`$ km s-1 at $`z15`$. We have adopted optimistic but not implausible values for ionizing photon production efficiency and escape fraction. We do not require any stars to form in low mass objects or through molecular cooling processes, nor do we invoke any non-stellar sources of ionizing radiation.

Processes we have ignored may nonetheless play a significant role. We do not attempt to model the possible effects of (unresolved) minihalos. Such objects rely on hydrogen molecules for cooling, and it is unclear whether they can form stars at all. As pointed out by CFGJ, and more recently by Wyithe & Loeb (2003), their contribution to the ionizing photon budget is in any case expected to be negligible. Minihalos could also increase the IGM clumping factor, thus enhancing its recombination efficiency and providing a potentially important sink for photons. If this effect were strong, more extreme assumptions about the IMF and the escape fractions would be required to ensure early reionization. One might then be forced to invoke very massive stars. For example, a 200 M star, ending its life as a pair-instability supernova (SNγγ), produces approximately $`3\times 10^3(Z/Z_{}`$) ionizing photons/H-atom. Stars of this mass may cease to form once the metallicity of the parent gas cloud exceeds $`Z10^{5\pm 1}Z_{}`$ (Bromm et al. 2001; Schneider et al. 2002). They would then disappear after they have contributed about 0.003 - 0.3 photons/H-atom, hence prior to reionization. In addition, one could posit stars outside the SNγγ mass range, which end up in very massive black holes. This may lead to a star formation conundrum (Schneider et al. 2002): lacking the necessary heavy element pollution, only extremely heavy stars would form indefinitely. Although a mixture of the two populations, dominated by BH-progenitor stars might be favored by observations of the near infrared background (Salvaterra & Ferrara 2002; Magliocchetti, Salvaterra & Ferrara 2003), our current results suggest that the WMAP measurement of $`\tau _e`$ does not require any such exotic objects.

## ACKNOWLEDGMENTS

We thank R. Fabbri, F. Miniati, R. Salvaterra and R. Schneider for useful discussions and in particular F. Stoehr for collaboration during the project. This work has been partially supported by the Research and Training Network “The Physics of the Intergalactic Medium” set up by the European Community under the contract HPRN-CT-2000-00126. AF acknowledges ESO hospitality through the Visiting Fellowship Program.


format: text

text:
# Quantum Phase Transitions and Persistent Currents in Josephson-Junction Ladders

## I Introduction

Systems of Josephson junctions between small superconducting grains have been attracting considerable interest for more than two decades. One of the main attractive features is that they exhibit manifestations of various phenomena in diverse fields of condensed-matter physics. A popular example in contemporary mesoscopic physics is the Coulomb blockade effect and single charge (electron or Cooper pair) tunneling.CoulombBlockade ; Schon90  Persistent current, another hot topic in mesoscopic physics, can also be embodied in Josephson-junction systems. Since the superconducting coherence is easily maintained over a macroscopic length scale, a “necklace” of Josephson junctions (i.e., one-dimensional periodic array of Josephson junctions) may be a good testbed for persistent currents.Choi93  Moreover, charge fluctuations present in such systems may induce quantum phase transitions,1DQPT ; Fazio91 ; Otterlo93 ; MQPC ; KimBJ  providing a prototype model for the noble many-body phenomena in strongly correlated electron systems.Sachdev98  Another important and appealing feature of the systems is the experimental tunability: They not only make mesoscopic devices on their ownSohn97 ; Schon90  but also allow us to test and understand otherwise very subtle points of interacting many-particle systems,Sachdev98  which is important from a fundamental point of view.

Here we consider a particular geometry of Josephson-junction systems: a ladder of two capacitively coupled one-dimensional (1D) Josephson-junction arrays. In the Coulomb blockade regime, a single charge cannot tunnel across the junction since it is energetically unfavorable. Transport is therefore dominated by more complex elementary processes that involve several charge-tunneling events. For the particular type of coupling through large inter-array capacitances, the relevant elementary process in the absence of the gate charge consists of cotunneling of bound pairs of excess and deficit charges, which we call “particles”(excess charges) and “holes” (deficit charges), respectively. endnote1  It was first demonstrated on capacitively coupled normal-metal tunneling junctionsAverin91 ; Matters97  and later on superconducting junction arrays.ChoiMS1D98 ; Shimada00  In the presence of gate voltage applied between the electrode islands and the substrate, the particle-hole symmetry is broken and the particle-hole pair no longer makes the lowest charging-energy configuration. For example, when the particle-hole symmetry is broken maximally (corresponding to the gate charge given by one half of the elementary charge $`2e`$), the transport is governed by cotunneling of particle-void pairs (with the *void* denoting the absence of any excess or deficit Cooper pair).ChoiMS1D98  It is noted that these particle-hole pairs or particle-void pairs are reminiscent of *excitons*, i.e., bound states of a band electron and a hole, in solids. In the previous work,ChoiMS1D98  quantum phase transitions induced by the cotunneling of particle-hole pairs and particle-void pairs near the particle-hole symmetry line and the maximal-frustration line, respectively, have been studied by means of perturbative methods. However, properties of the transport or phase transitions in between have not been studied.

Effects of an external magnetic flux threading the loop of a ladder of two capacitively coupled Josephson-junction necklaces (CCJJNs) (see Fig. 1) are even more sophisticated since the objects involved in the persistent current are not single charges. Unlike most studies of the persistent current (or equivalently, the underlying Aharonov-Bohm effect), which focus on single-charged particles, recent researches into a nano-structure with non-simply-connected geometry have demonstratedABofExciton  that excitons can contribute to persistent currents, in spite of their charge neutrality. The nonvanishing persistent currents in the system, is attributed to the finite probability of breaking and recombination of an exciton via intermediate single particle/hole states. It is thus quite intriguing to investigate persistent currents in CCJJNs, where cotunneling of the particles and holes of Cooper pairs dominates the transport phenomena. Additional advantage of the CCJJNs is that the particle-hole or particle-void pairs are stable while the excitons in semiconductor nano-rings usually have a finite and short life time. Notice further that the CCJJNs are already within the reach of experimental realization.Shimada00

In this work we study quantum phase transitions and persistent currents in a ladder of CCJJNs. We focus particularly on the roles of “excitons” in the presence of the charge frustration due to an external gate voltage and the magnetic frustration due to an external magnetic flux threading the necklaces. We use the numerical density-matrix renormalization group (DMRG) methodDMRG  to probe the full ranges of the gate charge and the magnetic flux. Although we are mainly interested in the strong-coupling limit, we will consider for comparison both the two limiting cases: decoupled and strongly coupled cases. In the limit of strong coupling, we identify two different superfluid phases, characterized by condensation of either particle-hole pairs or particle-void pairs, depending on the gate charge. In order to disclose properties of the superfluid phases and formation of excitons explicitly, we measure the pair correlation function and the exciton density. The behavior of the persistent current calculated for small systems reveal the transport via the separation and recombination process for small Josephson energies. At larger Josephson energies, however, the transport is governed by mixing of low-lying charge states with higher-energy states. Finally, we propose an experimentally realizable system to demonstrate the cotunneling process of excitons. The intermediate coupling regime is also interesting and more feasible experimentally.Shimada00  Unfortunately, however, the numerical DMRG study in this case is beyond the current computing power, requiring far more memory than available. We thus leave the intermediate region for the future study.

The remaining part of this paper is organized as follows: In Sec. II we first describe the model Hamiltonians and discuss qualitatively the relevant low-energy charge states. Quantum phase transitions in a single Josephson-junction necklace and capacitively coupled Josephson-junction necklaces are examined in Sec. III. Section IV is devoted to the investigation of the persistent currents in the system, revealing the AB effect of excitons. Finally, we summarize the main results in Sec. V.

## II Model

We consider two 1D periodic arrays, which we call necklaces, of $`N`$ superconducting grains as shown in Fig. 1. Any two nearest-neighboring grains on one necklace form a Josephson junction of coupling strength $`E_J`$. The two necklaces are coupled with each other via capacitance $`C_I`$ between corresponding grains, to form a “ladder”. Uniform gate voltage $`V_g`$ is applied to each grain through its self-capacitance $`C_0`$, inducing gate charge $`Q=C_0V_g`$ on each grain. For convenience, we measure the charge in units of $`2e`$, and write $`Q2en_g`$. In addition, a transverse magnetic flux threads each necklace. Such a system is described by the Hamiltonian

$$\begin{array}{c}=2e^2\underset{lx,l^{}x^{}}{}[n_x^ln_g]C_{lx,l^{}x^{}}^1[n_x^{}^ln_g]\hfill \\ \hfill E_J\underset{lx}{}\mathrm{cos}(\varphi _x^l\varphi _{x+1}^lA_x),\end{array}$$
(1)
where the number $`n_x^l`$ of the Cooper pairs and the phase $`\varphi _x^l`$ of the superconducting order parameter at site $`x`$ on the $`l`$th necklace ($`l=1,2`$) are quantum-mechanically conjugate variables: $`[n_x^l,\varphi _x^{}^l^{}]=i\delta _{l,l^{}}\delta _{x,x^{}}`$. The bond angle $`A_x`$ is given by the line integral of the vector potential $`𝐀`$ introduced by the applied magnetic field:

$$A_x=\frac{2\pi }{\mathrm{\Phi }_0}_x^{x+1}𝑑𝐥𝐀=\frac{2\pi f}{N},$$
(2)
where $`f`$ denotes the total flux in units of the flux quantum $`\mathrm{\Phi }_02\pi \mathrm{}c/2e`$. Assuming that junction capacitances are negligible, we write the capacitance matrix $`C_{lx,l^{}x^{}}`$ in the form Simanek94a

$$C_{lx,l^{}x^{}}=\left[C_0\delta _{l,l^{}}+C_I(2\delta _{l,l^{}}1)\right]\delta _{x,x^{}}C_{ll^{}}\delta _{x,x^{}}$$
(3)
and also define charging energy scales $`E_0e^2/2C_0`$ and $`E_Ie^2/2C_I`$, associated with the corresponding capacitances. Notice that when $`n_g=0`$ the Hamiltonian in Eq. (1) is symmetric with respect to the particle-like (excess Cooper pairs) excitations and hole-like (deficit pairs) ones. On the other hand, charges on each grain are maximally frustrated when $`n_g=1/2`$. For later use, we thus name the lines corresponding to $`n_g=0`$ and $`n_g=1/2`$ the particle-hole symmetry line and the maximal-frustration line, respectively, in the phase diagram.

For the DMRG analysis, we represent the Hamiltonian in Eq. (1) in the boson number basis. Based on the commutation relation between the number $`n_x^l`$ and the phase $`\varphi _x^l`$, we identify the boson creation operator $`b_x^l`$ at site $`x`$ on necklace $`l`$ with $`e^{i\varphi _x^l}`$. In terms of the boson operators, we thus obtain the Bose-Hubbard Hamiltonian

$$\begin{array}{c}_{BH}=\frac{8E_0}{2}\underset{ll^{}x}{}n_x^lC_0C_{ll^{}}^1n_x^l^{}8E_0(n_g+\overline{n})\underset{lx}{}n_x^l\hfill \\ \hfill \frac{E_J}{2\overline{n}}\underset{lx}{}(e^{2\pi if/N}b_x^lb_{x+1}^l+h.c),\end{array}$$
(4)
where $`\overline{n}`$ is the average boson number per site. Note that in the quantum phase model the Josephson energy term is independent of the number fluctuations, while the corresponding (hopping) term is not in the Bose-Hubbard model. To alleviate the effects of number fluctuations in the Bose-Hubbard model, we consider the case that the average boson number $`\overline{n}`$ per site is largeQPMtoBHM : Throughout this study we set $`\overline{n}`$ to be 10000.

Capacitive coupling between necklaces drastically affects the low-lying charge excitations, especially, in the strong coupling regime. To examine the charge configurations in the low-lying states, it is convenient to rewrite the charging energy part in the Hamiltonian (4):

$$\begin{array}{c}_{BH}=U_0\underset{x}{}(n_x^+2n_g)^2+V_0\underset{x}{}(n_x^{})^2\hfill \\ \hfill \frac{E_J}{2\overline{n}}\underset{lx}{}(e^{2\pi if/N}b_x^lb_{x+1}^l+h.c),\end{array}$$
(5)
where we have defined new energy scales $`U_02E_0`$ and $`V_02E_0/(1+2C_I/C_0)`$ and charge variables $`n_x^\pm (n_{1,x}\overline{n})\pm (n_{2,x}\overline{n})`$. Note that $`n_x^+`$ represents the total number of (excess) Cooper pairs on the $`x`$th rung of the ladder. In the regime of concern ($`C_IC_0`$, i.e., $`E_IE_0`$), we have $`U_0V_0`$ and $`U_0E_J`$, and the charge configurations satisfying $`n_x^+2n_g0`$ are thus strongly favored. In such a charge configuration $`n_x^{}/2`$ corresponds to the number of excitons (particle-hole or particle-void pairs, see below).

The representation in Eq. (5) of the Hamiltonian allows us to distinguish clearly the two interesting regions from each other: near the particle-hole symmetry line ($`n_g=0`$) and near the maximal-frustration line ($`n_g=1/2`$), as one can observe from the energy spectra of the charging energy part illustrated in Figs. 2 and 3 for the two regimes, respectively. Near the maximal-frustration line, the charge configurations that do not satisfy the condition $`n_x^+=1`$ (for all $`x`$) have a huge excitation gap of the order of $`E_0`$. Furthermore, the ground states of the charging energy part, separated from the excited states by a gap of the order of $`E_I`$, have two-fold degeneracy for each $`x`$, corresponding to $`n_x^{}=\pm 1`$. Near the particle-hole symmetry line, on the other hand, low-energy charge configurations should satisfy the condition $`n_x^+=0`$ for all $`x`$. Unlike the former case, the ground state of the charging energy is non-degenerate and forms a Mott insulator characterized by $`n_{1,x}=n_{2,x}=0`$ for all $`x`$. As $`E_J`$ is turned on, the ground state is mixed with the states with $`n_x^{}=\pm 2`$. In the intermediate region $`(0<n_g<1/2)`$, these two kinds of energy spectra are interleaved to form a complex shape of the energy levels.

## III Quantum phase transitions

The competition between charge order and phase coherence gives rise to quantum fluctuations and quantum phase transitions at zero temperature. For large charging energy ($`E_0E_J`$), the bosons become localized and the system is in the Mott insulator phase with integer density. On the contrary, for large hopping energy or Josephson energy ($`E_JE_0`$), coherence of the phases $`\varphi _x`$ dominates over the system and the superfluid (SF) region with delocalized bosons is observed. The properties and universality classes of the phase transitions, however, depend strongly on the coupling strength $`C_I/C_0`$ as well as the chemical potential $`\mu 8E_0(n_g+\overline{n})`$. The charge frustration $`n_g`$ may be restricted to the range $`[1,1/2]`$ since the Hamiltonian in Eq. (5) is periodic in $`n_g`$ with period unity and has reflection symmetry about the $`n_g=1`$ (or any integer) line. In the followings we investigate two limiting cases: the decoupled case ($`C_I=0`$) and the strongly coupled one ($`C_IC_0`$).

### III.1 Single Josephson-junction necklace

The phase transition in a single Josephson-junction array has been studied quite extensively and it has been found that its nature depends crucially on the gate voltage. In the presence of nonzero gate voltage ($`n_g0`$), the density of the system changes as the phase boundary is crossed from the incompressible insulator to the compressible superfluid. The transition can thus be located at the point where in the thermodynamic limit the density of the ground state becomes different from one of the insulator ground state as the Josephson energy is increased. On the other hand, in the particle-hole symmetry line ($`n_g=0`$), the density remains to be an integer at the phase transition. Therefore, in this case the phase boundary is determined by the single-particle excitation gap. This is possible because in the superfluid phase the ground state is a superposition of states with different boson numbers, the energy gap between the ground state and the states with additional particles, which is finite in the insulating phase, vanishes in the superfluid phase.

Since the Hamiltonian conserves total charge number, the DMRG algorithm can be set up to target states with given total excess number $`M`$ of bosons. We thus obtain the phase diagram of the system by comparing energies of the ground states with different boson numbers: the energy $`E_{M=0}`$ of the insulator ground state with zero excess boson density ($`n_x=\overline{n}`$) and the energy $`E_{M=1}`$ of the eigenstate with an additional particle upon the ground state. Through the linear extrapolation of the energy gap $`E_{M=1}E_{M=0}`$ for finite system size $`N=64,128`$, and $`256`$, we have estimated the gap in the thermodynamic limit and located the phase boundary at the point where the gap is zero. For high numerical accuracy and access to large systems, the finite-size DMRG algorithm and open boundary conditions have been used. During the DMRG process, the boson number at each site is truncated to be less than six and the discarded weight is set to be less than $`10^6`$, giving rise to negligible errors in the gap energy.Kuhner00  The magnetic frustration $`f`$ is set equal to zero because it can be gauged away and becomes irrelevant in the thermodynamic limit.

Figure 4 displays the resulting phase diagram for the quantum phase model on the $`E_J`$-$`n_g`$ plane, in the range $`0n_g1/2`$ and $`0E_J8E_0`$. For convenience, here and in all subsequent figures, the energy is expressed in units of $`8E_0`$. The phase diagram, where the Mott insulator region with zero excess boson density is separated from the compressible superfluid, is in good agreement with those obtained via the perturbative expansionQPMexpansion  and the quantum Monte Carlo method.Baltin97  On the particle-hole symmetry line the quantum phase model is mapped exactly to the (1+1)-dimensional $`XY`$ model, predicting a Beresenskii-Kousterlitz-Thouless (BKT) transitionBKT  driven purely by phase fluctuations. The sharp-pointed shape of the insulating region near the symmetry line reflects the slowness in closing the energy gap in the BKT transition.Kuhner00  In case that the particle-hole symmetry is broken (away from the symmetry line), no such slowness is found and the commensurate-incommensurate transition belongs to a universality class other than that of the $`XY`$ model, with different critical exponentsBaltin97  and RG characteristics.Choi01

### III.2 Strongly coupled Josephson-junction necklaces

In the strong coupling limit, the low-energy charging states relevant to the phase transition are the the particle-hole pairs (with $`n_x^+=0`$ and $`n_x^{}=\pm 2`$) and the particle-void pairs (with $`n_x^+=1`$ and $`n_x^{}=\pm 1`$). For small hopping strength, these excitons are localized and the system is in the Mott insulator phase. As $`E_J`$ increases, the phase boundary is crossed from the insulator to the superfluid which, in this case, originates from condensation of the excitons. Accordingly, as in the case of a single Josephson-junction necklace, the transition can be located as one tracks the energy taken to add an exciton to the insulator: At the phase boundary this energy vanishes in the thermodynamic limit. Which kind of exciton between the particle-hole pair and the particle-void pair is relevant depends on the charge frustration $`n_g`$. Near the particle-hole symmetry line ($`n_g0`$), the particle-hole pairs are energetically favorable and governs the phase transition. As $`n_g`$ is increased and in the presence of the Josephson tunneling, in contrast, the particle-void pairs begin to be dominant faster than the particle-hole pairs, which will be shown below.

In the DMRG procedure we have associated the target state with a pair of total excess boson numbers $`(M_1,M_2)`$ on the two arrays by utilizing the boson number conservation. In order to locate the phase boundary, we have calculated the energy $`E_{(M_1,M_2)}`$ of three kinds of eigenstate: the insulator ground state with $`(M_1,M_2)=(0,0)`$ and the states with additional particle-hole and particle-void pairs upon the ground state, labeled by $`(M_1,M_2)=(1,1)`$ and $`(1,0)`$, respectively. We have extrapolated the energy gaps $`E_{(1,1)}E_{(0,0)}`$ and $`E_{(1,0)}E_{(0,0)}`$ for finite system size $`N=`$16, 32, and 64 to locate the transition points where the gaps vanish in the thermodynamic limit. As in the case of a single Josephson necklace, we have employed the finite-size DMRG algorithm, imposing open boundary conditions.

Figure 5 shows the energy gaps as functions of the Josephson energy at various charge frustrations, in the system with $`C_I/C_0=100`$ and $`N=32`$. From Fig. 5(a) we observe that the excitation energy $`E_{(1,1)}E_{(0,0)}`$ for different charge frustrations collapses into one curve, which also happens at other system sizes. This indicates that the critical Josephson energy at the transition driven by the particle-hole pairs does not depend on $`n_g`$. On the other hand, the energy gap $`E_{(1,0)}E_{(0,0)}`$ decreases almost linearly with the increase of $`n_g`$ and $`E_J`$, as shown in Fig. 5(b). The larger $`n_g`$ is, the smaller the Josephson energy $`E_J`$ at which the energy gap vanishes becomes. For $`n_g0.14`$, the critical value of $`E_J`$ become even less than that for the particle-hole pairs.

The resulting phase diagrams for strongly coupled arrays with $`C_I/C_0=100`$ and $`200`$ are exhibited in Fig. 6 (a) and (b), respectively. Based on the dominant transport mechanism, one can distinguish three regions in the superfluid phase: ES<sub>1</sub>, ES<sub>2</sub>, and SFUB. In region ES<sub>1</sub> the transport is driven mainly by the excitons of particle-hole pairs; in ES<sub>2</sub> it is driven by particle-void pairs. In region SFUB, on the other hand, single-particle processes dominate the transport in the system. Such superfluid of unpaired bosons (SFUB) is to be observed at $`E_J/8E_01`$, far to the right from regions ES<sub>1</sub> and ES<sub>2</sub>, and not shown in the phase diagram given by Fig. 6. We note that different transport mechanisms take over dominant roles gradually as the control parameters are changed. Therefore, regions ES<sub>1</sub> and ES<sub>2</sub> in Fig. 6 should not correspond to truly distinct phases.

Previous studies on mapping of the system at the particle-hold symmetry line to (1+1)-dimensional system of classical vorticesChoiMS1D00 ; Choi02  insisted that the system is effectively described by a two-dimensional $`XY`$ model and exhibits a BKT transition at the critical Josephson energy $`E_J/8E_0|_c=4K_{BKT}^2(1+\sqrt{1+2C_I/C_0})^22K_{BKT}^2(C_0/C_I)`$, where $`K_{BKT}0.748`$ is the critical coupling strength for the standard $`XY`$ model. Our data, though being unable to discern nature of the transition, show that the critical Josephson energy is inversely proportional to $`\sqrt{C_I/C_0}`$ instead of $`C_I/C_0`$, apparently favoring against the BKT transition. This result is quite reasonable in view of the fact that the cotunneling process of particle-hole pairs via an intermediate virtual state happens with the probability proportional to $`E_J^2/E_0E_I`$, leading to $`E_J/E_0|_c\sqrt{C_I/C_0}`$. In addition, the nonzero charge frustration does not change the properties of the phase transition abruptly, in contrast to the case of a single array. Instead, the transition point as well as the qualitative properties is preserved up to $`n_g0.135`$ for $`C_I/C_0=100`$ and to $`n_g0.165`$ for $`C_I/C_0=200`$; there is no increase in the critical value of $`E_J`$ as predicted in Ref. ChoiMS1D98, . Since our model neglects the junction capacitance on each necklace, for

$$n_g>n_g^{}\frac{1}{4}\left(1+\frac{1}{1+2C_I/C_0}\right),$$
(6)
each site has two-fold degenerate ground states ($`n_x^+=1`$ and $`n_x^{}=\pm 1`$) of the charging energy. Accordingly, the Josephson energy of any strength brings about charge fluctuations to drive the system into the superfluid phase. Indeed Figure 6 shows that the MI phase ceases to exist for $`n_g>n_g^{}`$, regardless of $`E_J`$. With nonzero junction capacitance, the degeneracy is expected to be broken, generating another insulating phase: the charge-density wave (CDW) phase. The perturbative studyChoiMS1D98  has found that as the Josephson energy is increased the system goes from the CDW insulator to the Luttinger liquid phase.

To witness the activity of the excitons in the phase transition, we have measured the pair correlation function defined to be

$$C_{pair}\frac{1}{N}\underset{x}{}(n_x^1n_x^1)(n_x^2n_x^2)$$
(7)
together with the exciton density $`P_0`$ of the particle-hole pairs and $`P_{\pm 1}`$ of the particle-void pairs:

$`P_0`$ $``$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{x}{}}\delta _{n_x^1+n_x^2,0}\delta _{n_x^1,0}\delta _{n_x^2,0}`$ (8)
$`P_{n^+}`$ $``$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{x}{}}\delta _{n_x^1+n_x^2,n^+}(n^+0).`$ (9)
The pair correlation function assumes zero if there is no correlation between the boson numbers on the two arrays; a particle-hole or particle-void pair at every site on the average contributes to $`C_{pair}`$ by $`1`$ or $`1/4`$.

Figure 7 shows that the pair correlation is negative and monotonically decreases with $`E_J`$, which indicates that larger hopping strength makes more excitons come into the system. For $`n_g=0`$ \[see Fig. 7(a)\], the two pair correlation functions, one for the insulator ground state and the other for the state with an additional particle-hole pair, approach each other and collapse at $`E_J/8E_00.07`$, giving another evidence for the condensation of excitons. For $`n_g=0.2`$, the correlation changes abruptly at the phase transition, as shown in Fig. 7(b). For $`n_g0.3`$, we have $`C_{pair}1/4`$ for small values of $`E_J`$, which reflects the contribution of particle-void pairs. Although the correlations for $`n_g0.3`$ become similar at large values of $`E_J`$, they do not coincide at intermediate values, implying the difference in the history of pair generation.

The behavior of the exciton density with $`E_J`$, displayed in Fig. 8, manifests more clearly the formation of the excitons. The particle-hole pair density $`P_0`$ grows with $`E_J`$ \[see Fig. 8(a)\], except for the case of $`n_g=0`$ and large $`E_J`$. On the other hand, Fig. 8(b) shows that the density $`P_1`$ of the particle-void pairs with $`n_x^1+n_x^2=1`$ has two kinds of tendencies: For $`n_g<n_g^{}`$ the density $`P_1`$ increases with $`E_J`$; otherwise it decreases. The steep changes in both densities $`P_0`$ and $`P_1`$ happens when the total excess boson number $`M=M_1+M_2`$ of the ground state is altered. Such behaviors of $`P_0`$ and $`P_1`$ reveal that more than one kinds of excitons proliferate in the system as $`E_J`$ is increased beyond its critical value. With large $`E_J`$, the kinetic energy gain due to the Josephson tunneling term compensates for the charging energy gap between different kinds of excitons.

We close this section with a comment about the pair correlation in the limit $`E_J/8E_01`$, which is beyond our current computational power. Our data shows no indication for the decrease of the pair correlation with $`E_J`$ raised. However, when the Josephson energy is large enough for the single processes of unpaired particles to prevail, the pair correlation may eventually approach zero again.

## IV Persistent current

In this section we consider the persistent current along the necklaces, induced by the threading external magnetic field. Since tunneling of Cooper pairs between necklaces is not permitted, the persistent current carried by each necklace is given by the derivative of the energy with respect to the magnetic flux $`f`$:Choi93

$$I_l=\frac{e}{2\pi \mathrm{}}\frac{}{f}|_l=\frac{eE_J}{N\mathrm{}\overline{n}}\mathrm{Im}e^{2\pi if/N}b_x^lb_{x+1}^l,$$
(10)
which is simply the supercurrent through the Josephson junctions. The current in the system is thus given by the imaginary part of $`\mathrm{exp}\left[i(\varphi _x^l\varphi _{x+1}^lA_x)\right]`$, the real part of which describes the gauge-invariant phase correlation function between nearest neighboring grains. Since the current is periodic in $`f`$ with period unity and an odd function of the flux $`f`$, it is sufficient to calculate the current in the range $`f[0,1/2]`$. As in the previous section, we focus on two extreme cases: the decoupled case ($`C_I=0`$) and strongly coupled one ($`C_I/C_01`$).

### IV.1 Single Josephson-junction necklace

We have calculated the persistent current in a finite-size system ($`N=40`$) under periodic boundary conditions. The persistent current is evaluated in the ground state, namely, the lowest-energy state, which is found by varying the total excess boson number $`M`$ at given $`n_g`$ and $`E_J`$, and expressed in units of $`eE_J/N\mathrm{}`$ in all subsequent figures. Figures 9(a) and 9(b) show the dependence of the persistent current (in units of $`eE_J/N\mathrm{}`$) and of the ground state energy (in units of $`8E_0`$) on the flux $`f`$ in both the insulating phase and in the superfluid phase, respectively, without the gate charge ($`n_g=0`$). For small $`E_J`$, the current depends sinusoidally on $`f`$, whereas it has a saw-tooth shape in the superfluid phase. Such behavior of the persistent current is well known in the two extreme one-dimensional electron models: In the tight-binding model with the lattice potential energy dominant over the kinetic energy, the single-particle energy is given by a cosine function of the flux $`f`$, giving rise to sinusoidal dependence of the current on $`f`$. On the other hand, the free electron model on a ring, where the energy is quadratic in $`f`$, has the persistent current linear in $`f`$ and of the saw-tooth shape. In our model Cooper pairs take the role of the electrons and in analogy we infer that the saw-tooth dependence in the persistent current indicates the emergence of the superconductivity over the system, where the Cooper pairs can freely move around. Our data for the dependence of the current on the system size, shown in Fig. 10, also leads to the same interpretation: In the insulating phase the bosons are localized at sites so that the probability for a boson to circle around the ring and to return to its starting position is proportional to $`t^N`$, where $`t`$ is the hopping probability between nearest neighbors. This gives the current decaying exponentially with the system size $`N`$ \[see Fig. 10(a)\]. On the other hand, in the superfluid phase the wave function of the boson is extended and the hopping probability over the system does not depend on the system size. Instead, since the energy itself is quadratic in the system size, the persistent current follows a power-law with respect to the system size, as shown in Fig. 10(b). Hence our data for the persistent current are fully consistent with the phase transition explained in Sec. III.1.

We exhibit the dependence of the persistent current on the Josephson energy at $`f=1/4`$ and various gate voltages in Fig. 11. The persistent current scaled by $`E_J`$ is negligibly small in the insulating region, then rises rapidly near the transition point, and increases only marginally in the superfluid phase. For $`n_g=0`$, the current shows finite-size effects, gradually increasing quite before the transition point. On the contrary, in the presence of nonzero gate voltage, the current increases very sharply at the phase boundary even in the small-size system, which is attributed to the abrupt change in the total boson number or the density of the ground state at the transition point. Deep in the superfluid phase, on the other hand, the persistent current becomes independent of the gate voltage.

### IV.2 Strongly coupled Josephson-junction necklaces

From the observation in Sec. III.2, it is evident that in the strongly coupling limit the excitons such as particle-hole and particle-void pairs play dominant roles in the transport. In the picture of the lowest-order cotunneling processes illustrated in Fig. 12, however, such pairs are tightly bound throughout the transport process. Accordingly, the current induced in one necklace is accompanied by the secondary current in the other necklace, with the same magnitude but in the opposite direction.ChoiMS1D98  On the other hand, in response to the magnetic flux, the charges in an excitonic pair tend to move in opposite directions since their signs are opposite (with respect to the offset charge $`n_g`$). Therefore the current mirror effect competes with the influence of the magnetic flux.

Indeed, for small values of the Josephson energy ($`E_J/8E_00.07`$), the persistent current is quite negligible both on the particle-hole symmetry line ($`n_g=0`$) and on the maximal-frustration line ($`n_g=1/2`$) (see Fig. 13). The small but still non-zero amount of persistent current is induced via higher-order tunneling processes. Namely, the charges in an excitonic pair break up, run down the circumferences in the opposite directions, and recombine. Contributions from these processes are observable only in a system with a small number of sites ($`N=8`$ for the data in Fig. 13). In other words, the current mirror effect wins the competition. It is distinguished from the behavior of the persistent current in a single Josephson-junction necklace, where for $`n_g=0`$ the current increases rapidly near the transition point and any strength of the Josephson energy induces rather large persistent current for $`n_g=0.5`$ (see Fig. 11), demonstrating the action of a different kind of charge fluctuations in the coupled system.

For larger values of the Josephson energy ($`E_J/8E_00.07`$), however, a considerable amount of persistent current flows through the system and increases with $`E_J`$. It can be explained by the generation of excitations with higher charging energies in the presence of the Josephson energy. As observed in Fig. 8, with the increased Josephson energy, more of the charge states that do not satisfy $`n_x^+=0`$ (near the particle-hole symmetry line) or $`n_x^+=1`$ (near the maximal-frustration line) are now mixed with the lowest charging energy states. These excitations can carry a finite amount of persistent current since the signs of the charges in a pair are not opposite now. In short, the magnetic frustration wins the competition with the current mirror effect. It is also interesting that the persistent currents for $`n_g=0(\mathrm{}`$) and for $`1/2(\mathrm{}`$) are almost the same. In fact, the densities of charge excitations which do not satisfy the lowest-charging energy condition are nearly the same for the two cases since the charging energy costs for such excitations amount to the same energy $`U_0`$ in both cases.

Note also that unlike these two cases the persistent current for $`n_g=0.2(`$) increases sharply at the transition point and becomes quite larger than the one for $`n_g=0`$ or $`1/2`$. Intermediate values of charge frustration (in the superfluid phase) bring about a variety of charge excitations in the presence of the Josephson energy and diminish the energy gap between the charge excitations, giving rise to the reduction of the current mirror effect and favoring independent single-charge transport.

Figure 14 shows that the persistent current increases slightly as the coupling capacitance is raised. On one hand, a larger value of the coupling capacitance reduces the lowest excitation energy $`(E_I)`$ and makes the excitons more proliferate in the system, thus increasing the persistent current due to the excitons. On the other hand, breaking of the excitons, which is crucial for inducing the persistent current, costs higher energy $`(E_0)`$. These conflicting trends result in the slight increase in the regime of our interest $`(E_0E_I)`$.

The dependence of the current on the system size also supports our scheme for the role of the excitons in the persistent current. Figure 15 shows that, similarly to the case of a single necklace, in the insulating phase the current decays exponentially with the system size and decreases inversely to the system size deep in the superfluid phase. Near the transition point on the side of the superfluid phase (at $`E_J/8E_0=0.08`$ and $`0.125`$), however, the current does display exponential dependence on the system size, which indicates that spatially localized objects participate in the generation of the current. It is another evidence for the virtual processes of unpaired charges or higher-order excitons, in the region where the low-lying excitons themselves are delocalized over the system.

To reveal the cotunneling process more explicitly, we devise another interesting configuration that the magnetic field penetrates only one necklace ($`l=1`$) without affecting the other ($`l=2`$). Such a setup may be realized experimentally as shown in Fig. 16. Notice that only part of the two necklaces are capacitively connected. In order for the persistent current to flow through uncoupled grains, the Josephson coupling between those uncoupled grains should be sufficiently large. In this arrangement, one can observe the current mirror effect, similar to the case that only one chain is biased by an external voltage.Matters97 ; Shimada00

Figure 17(a) exhibits the current mirror effect in the system with the magnetic field threading only the first $`(l=1)`$ necklace. On the particle-hole symmetry and the maximal-frustration lines, the two persistent currents $`I_1`$ and $`I_2`$ along the first and the second $`(l=2)`$ necklaces, respectively, satisfy the relation $`I_1I_2`$ in the range $`E_J/8E_00.07`$. As $`E_J`$ is increased further, nonetheless, not only the mirror effect disappears gradually but also the current $`I_2`$ diminishes to zero. It means that the independent single-charge transport rather than the cotunneling transport is favorable at large values of the Josephson energy. Note that the current $`I_1`$ is much higher than the corresponding current in the system with the magnetic field acting on both necklaces. Interestingly, unlike the previous setup, the persistent current for $`n_g=1/2`$ is higher than that for $`n_g=0`$. Whereas on the maximal-frustration line the system is in the superfluid state of the particle-void pairs even at small $`E_J`$, on the particle-hole symmetry line a sufficient amount of the Josephson energy is necessary for generating excitons, i.e., particle-hole pairs. For $`n_g=0.2`$, the current mirror effect is indeed negligible and the increase in $`I_1`$ is also very small, as shown in Fig. 17(b).

## V Conclusion

We have studied phase transitions and persistent currents in a ladder of two capacitively coupled Josephson-junction necklaces. Emphasis has been paid on the roles of excitons in the presence of charge and magnetic frustration. To obtain the properties of the ground and excited states of the system, we have utilized the DMRG method for arbitrary values of the gate charge and of the magnetic flux. Although the main interest lies in the strong-coupling limit between the two necklaces, we have studied both the uncoupled and strongly coupled cases for comparison. In both cases, the gate voltage brings about crucial effects on the properties of the system. In a single Josephson-junction necklace, the presence of the gate voltage changes rather abruptly the behavior of the persistent current as well as nature of the phase transition. On the other hand, in the capacitively coupled Josephson-junction necklaces, such drastic change is not observed but the gate voltage determines the class of excitons driving the phase transition: the particle-hole pairs near the particle-hole symmetry line and the particle-void pairs near the maximal-frustration line. In the presence of the Josephson tunneling, two different superfluid phases, characterized by the condensation of either of the two types of excitons, have been identified, depending on the gate charge. The pair correlation function and the exciton density have provided evidence for the formation of such excitons.

In the strongly coupled necklaces, the behavior of the persistent current is manifested by the competition between the current mirror effect and magnetic frustration, which is associated with the cotunneling transport of the bound excitonic pairs of either particles and holes or particles and voids. At small values of the Josephson energy, the current mirror effect wins the competition and only a very small amount of persistent current is allowed for a finite-sized system. At large values of the Josephson energy, magnetic frustration can make use of higher-charging-energy states to dominate over the current mirror effect, allowing a considerable amount of persistent current. We have also suggested an experimentally realizable system to demonstrate the cotunneling process of the excitons. To out present knowledge, the only experimental work related to the system considered here is that reported in Ref. Shimada00, . Unfortunately, however, the large bias voltage applied to both arrays does not allow us to make a direct connection. In particular our DMRG algorithm is not suitable for such a non-equilibrium problem.

###### Acknowledgements.

We acknowledge the partial supports from the SKORE-A Program and from the BK21 Program.


text:
# Abel–Rothe type generalizations of Jacobi’s triple product identity

## 1. Introduction

Jacobi’s  triple product identity,

$$\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}q^{k^2}z^k=\underset{j=0}{\overset{\mathrm{}}{}}(1q^{2j+2})(1+zq^{2j+1})(1+z^1q^{2j+1}),$$
(1.1)
is one of the most famous and useful identities connecting number theory and analysis. Many grand moments in number theory rely on this result, such as the theorems on sums of squares (cf. \[11, Sec. 8.11\]), the Rogers–Ramanujan identities (cf. \[11, Sec. 2.7\]), or Euler’s pentagonal number theorem (cf. \[7, p. 51\]). In addition to this identity, different extensions of it, including Ramanujan’s  $`{}_{1}{}^{}\psi _{1}^{}`$ summation formula (see (3.1)) and Bailey’s  very-well-poised $`{}_{6}{}^{}\psi _{6}^{}`$ summation formula, have served as effective tools for studies in number theory, combinatorics, and physics, see .

In this paper, we derive new generalizations of Jacobi’s triple product identity, in one variable and also in severable variables. Our new extensions look rather unusual. We classify these to be of “Abel–Rothe type”, since they are derived from $`q`$-Abel–Rothe summations which we previously found in \[23, Eq. (8.5)\] and in \[32, Th. 6.1\]. At the moment, we cannot tell if our new identities have interesting combinatorial or number-theoretic applications. Nevertheless, we believe that they are attractive by its own.

Our article is organized as follows. In Section 2, we review some basics in $`q`$-series. In addition of explaining some standard notation, we also briefly describe a well-known method employed in this article for obtaining a bilateral identity from a unilateral terminating identity, a method already utilized by Cauchy  in his second proof of Jacobi’s triple product identity. In Section 3, we apply this classical method to derive Ramanujan’s $`{}_{1}{}^{}\psi _{1}^{}`$ summation from the $`q`$-Pfaff–Saalschütz summation. According to our knowledge, this very simple proof of the $`{}_{1}{}^{}\psi _{1}^{}`$ summation has not been given explicitly before. In Section 4, we give two Abel–Rothe type generalizations of Jacobi’s triple product identity, see Theorem 4.1 and Corollary 4.2. These are consequences of our $`q`$-Abel–Rothe summation from \[23, Eq. (8.5)\]. In Section 5 we give multidimensional generalizations of our Abel–Rothe type identities, associated to the root system $`A_{r1}`$ (or equivalently, associated to the unitary group $`U(r)`$). As a direct consequence, we also give an Abel–Rothe type generalization of the Macdonald identities for the affine root system $`A_r`$. Finally, we establish the conditions of convergence of our multiple series in Appendix A.

Acknowledgements: I would like to thank George Gasper and Mourad Ismail for their comments on an earlier version of this article. Further, I am grateful to the anonymous referees for their very detailed comments. In particular, one of the referees asked me to find Abel–Rothe type extensions of the Macdonald identities. I thus included such an extension, see (5.6). Another referee insisted that I need to clarify the arguments I had used to prove the convergence of the multiple series in Theorems 5.2 and 5.3. This eventually lead me to find even slightly more general convergence conditions than I had originally stated (see Remark A.1).

## 2. Some basics in $`q`$-series

First, we recall some standard notation for $`q`$-series and basic hypergeometric series . Let $`q`$ be a (fixed) complex parameter (called the “base”) with $`0<|q|<1`$. Then, for a complex parameter $`a`$, we define the $`q`$-shifted factorial by

$$(a)_{\mathrm{}}(a;q)_{\mathrm{}}:=\underset{j0}{}(1aq^j),$$
(2.1)
and

$$(a)_k(a;q)_k:=\frac{(a;q)_{\mathrm{}}}{(aq^k;q)_{\mathrm{}}},$$
(2.2)
where $`k`$ is any integer. Since we work with the same base $`q`$ throughout this article, we can readily omit writing out the base in the $`q`$-shifted factorials (writing $`(a)_k`$ instead of $`(a;q)_k`$, etc.) as this does not lead to any confusion. For brevity, we occasionally employ the condensed notation

$$(a_1,\mathrm{},a_m)_k:=(a_1)_k\mathrm{}(a_m)_k,$$

where $`k`$ is an integer or infinity. Further, we utilize

$${}_{s}{}^{}\varphi _{s1}^{}[\begin{array}{c}a_1,a_2,\mathrm{},a_s\\ b_1,b_2,\mathrm{},b_{s1}\end{array};q,z]:=\underset{k=0}{\overset{\mathrm{}}{}}\frac{(a_1,a_2,\mathrm{},a_s;q)_k}{(q,b_1,\mathrm{},b_{s1};q)_k}z^k,$$
(2.3)
and

$${}_{s}{}^{}\psi _{s}^{}[\begin{array}{c}a_1,a_2,\mathrm{},a_s\\ b_1,b_2,\mathrm{},b_s\end{array};q,z]:=\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\frac{(a_1,a_2,\mathrm{},a_s;q)_k}{(b_1,b_2,\mathrm{},b_s;q)_k}z^k,$$
(2.4)
to denote the basic hypergeometric $`{}_{s}{}^{}\varphi _{s1}^{}`$ series, and the bilateral basic hypergeometric $`{}_{s}{}^{}\psi _{s}^{}`$ series, respectively.

A standard reference for basic hypergeometric series is Gasper and Rahman’s text . Throughout this article, in our computations we make decent use of some elementary identities for $`q`$-shifted factorials, listed in \[11, Appendix I\].

We now turn our attention to identities. One of the simplest summations for basic hypergeometric series is the terminating $`q`$-binomial theorem,

$${}_{1}{}^{}\varphi _{0}^{}[\begin{array}{c}q^n\\ \end{array};q,z]=(zq^n)_n.$$
(2.5)
This can also be written (with $`zzq^n`$) as

$$\underset{k=0}{\overset{n}{}}\left[\begin{array}{c}n\\ k\end{array}\right]_q(1)^kq^{\left(\genfrac{}{}{0pt}{}{k}{2}\right)}z^k=(z)_n,$$
(2.6)
where

$$\left[\begin{array}{c}n\\ k\end{array}\right]_q:=\frac{(q;q)_n}{(q;q)_k(q;q)_{nk}}$$
(2.7)
denotes the $`q`$-binomial coefficient.

Cauchy’s  second proof of Jacobi’s triple product identity is very elegant and actually constitutes a useful method for obtaining bilateral series identities in general. It is worth looking closely at his proof: First he replaced in (2.6) $`n`$ by $`2n`$ and then shifted the summation index $`kk+n`$, which leads to

$$(z)_{2n}=\underset{k=n}{\overset{n}{}}\left[\begin{array}{c}2n\\ n+k\end{array}\right]_q(1)^{n+k}q^{\left(\genfrac{}{}{0pt}{}{n+k}{2}\right)}z^{n+k}.$$
(2.8)
Next, he replaced $`z`$ by $`zq^n`$ and obtained after some elementary manipulations

$$(z,q/z)_n=\underset{k=n}{\overset{n}{}}\left[\begin{array}{c}2n\\ n+k\end{array}\right]_q(1)^kq^{\left(\genfrac{}{}{0pt}{}{k}{2}\right)}z^k.$$
(2.9)
Finally, after letting $`n\mathrm{}`$ he obtained

$$\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}(1)^kq^{\left(\genfrac{}{}{0pt}{}{k}{2}\right)}z^k=(q,z,q/z)_{\mathrm{}},$$
(2.10)
which is an equivalent form of Jacobi’s triple product identity (1.1).

## 3. Ramanujan’s $`{}_{1}{}^{}\psi _{1}^{}`$ summation

Hardy \[15, Eq. (12.12.2)\] describes Ramanujan’s $`{}_{1}{}^{}\psi _{1}^{}`$ summation (cf. \[11, Appendix (II.29)\]),

$$_1\psi _1[\begin{array}{c}a\\ b\end{array};q,z]=\frac{(q,b/a,az,q/az)_{\mathrm{}}}{(b,q/a,z,b/az)_{\mathrm{}}},$$
(3.1)
where $`|b/a|<|z|<1`$, as a “remarkable formula with many parameters”. On the one hand, it bilaterally extends the nonterminating $`q`$-binomial theorem (which is the $`b=q`$ special case of (3.1)), on the other hand it also contains Jacobi’s triple product identity as a special case. Namely, if in (3.1) we replace $`z`$ by $`z/a`$, and then let $`a\mathrm{}`$ and $`b0`$, we immediately obtain (2.10). Another important special case of (3.1) is obtained when $`b=aq`$, which is a bilateral $`q`$-series summation due to Kronecker, see Weil \[36, pp. 70–71\].

Ramanujan (who very rarely gave any proofs) did not provide a proof for the above summation formula. It is interesting that Bailey’s \[3, Eq. (4.7)\] very-well-poised $`{}_{6}{}^{}\psi _{6}^{}`$ summation formula, although it contains more parameters than Ramanujan’s $`{}_{1}{}^{}\psi _{1}^{}`$ summation, does not include the latter as a special case. Hahn \[14, $`\kappa =0`$ in Eq. (4.7)\] independently established (3.1) by considering a first order homogeneous $`q`$-difference equation. Hahn thus published the first proof of the $`{}_{1}{}^{}\psi _{1}^{}`$ summation. Not much later, M. Jackson \[19, Sec. 4\] gave the first elementary proof of (3.1). Her proof derives the $`{}_{1}{}^{}\psi _{1}^{}`$ summation from the $`q`$-Gauß summation, by manipulation of series. A simple and elegant proof of the $`{}_{1}{}^{}\psi _{1}^{}`$ summation formula was given by Ismail  who showed that the $`{}_{1}{}^{}\psi _{1}^{}`$ summation is an immediate consequence of the $`q`$-binomial theorem and analytic continuation.

We provide yet another simple proof of the $`{}_{1}{}^{}\psi _{1}^{}`$ summation formula (which seems to have been unnoticed so far) by deriving it from the terminating $`q`$-Pfaff–Saalschütz summation (cf. \[11, Eq. (II.12)\]),

$${}_{3}{}^{}\varphi _{2}^{}[\begin{array}{c}a,b,q^n\\ c,abq^{1n}/c\end{array};q,q]=\frac{(c/a,c/b)_n}{(c,c/ab)_n}.$$
(3.2)
First, in (3.2) we replace $`n`$ by $`2n`$ and then shift the summation index by $`n`$ such that the new sum runs from $`n`$ to $`n`$:

$$\begin{array}{c}\frac{(c/a,c/b)_{2n}}{(c,c/ab)_{2n}}=\underset{k=0}{\overset{2n}{}}\frac{(a,b,q^{2n})_k}{(q,c,abq^{12n}/c)_k}q^k\hfill \\ \hfill =\frac{(a,b,q^{2n})_n}{(q,c,abq^{12n}/c)_n}q^n\underset{k=n}{\overset{n}{}}\frac{(aq^n,bq^n,q^n)_k}{(q^{1+n},cq^n,abq^{1n}/c)_k}q^k.\end{array}$$

Next, we replace $`a`$ by $`aq^n`$, and we replace $`c`$ by $`cq^n`$.

$$\begin{array}{c}\underset{k=n}{\overset{n}{}}\frac{(a,bq^n,q^n)_k}{(q^{1+n},c,abq^{1n}/c)_k}q^k=\frac{(c/a,cq^n/b)_{2n}(q,cq^n,abq^{12n}/c)_n}{(cq^n,c/ab)_{2n}(aq^n,b,q^{2n})_n}q^n\hfill \\ \hfill =\frac{(c/a)_{2n}(c/b,bq/c,q,q)_n}{(q)_{2n}(c,q/a,b,c/ab)_n}.\end{array}$$

Now, we may let $`n\mathrm{}`$ (assuming $`|c/ab|<1`$ and $`|b|<1`$) while appealing to Tannery’s theorem  for being allowed to interchange limit and summation. This gives

$$\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\frac{(a)_k}{(c)_k}\left(\frac{c}{ab}\right)^k=\frac{(c/a,c/b,bq/c,q)_{\mathrm{}}}{(c,q/a,b,c/ab)_{\mathrm{}}},$$

where $`|c/a|<|c/ab|<1`$. Finally, replacing $`b`$ by $`c/az`$ and then $`c`$ by $`b`$ gives (3.1).

###### Remark 3.1.

The elementary method we use in the above derivation (exactly the same method already utilized by Cauchy) has also been exploited by Bailey \[3, Secs. 3 and 6\],  (see also Slater \[34, Sec. 6.2\]). For instance, in  Bailey applies the method to Watson’s transformation formula of a terminating very-well-poised $`{}_{8}{}^{}\varphi _{7}^{}`$ into a multiple of a balanced $`{}_{4}{}^{}\varphi _{3}^{}`$ \[11, Eq. (III.18)\]. As a result, he obtains a transformation for a $`{}_{2}{}^{}\psi _{2}^{}`$ series, see also Gasper and Rahman \[11, Ex. 5.11\].

###### Remark 3.2.

We conjecture that any bilateral sum can be obtained from an appropriately chosen terminating identity by the above method (as a limit, without using analytic continuation). However, it is already not known whether Bailey’s \[3, Eq. (4.7)\] $`{}_{6}{}^{}\psi _{6}^{}`$ summation formula (cf. \[11, Eq. (II.33)\]) follows from such an identity.

## 4. Abel–Rothe type generalizations of Jacobi’s triple product identity

We apply the method of bilateralization111The Merriam–Webster Online dictionary (http://www.m-w.com/cgi-bin/dictionary) gives for the entry ’-ize’: “…1 a (1): cause to be …(2): cause to be formed into …2 a: become …usage The suffix -ize has been productive in English since the time of Thomas Nashe (1567-1601), who claimed credit for introducing it into English to remedy the surplus of monosyllabic words. Almost any noun or adjective can be made into a verb by adding -ize $`<`$hospitalize$`>`$ $`<`$familiarize$`>`$; many technical terms are coined this way $`<`$oxidize$`>`$ as well as verbs of ethnic derivation $`<`$Americanize$`>`$ and verbs derived from proper names $`<`$bowdlerize$`>`$ $`<`$mesmerize$`>`$. Nashe noted in 1591 that his coinages in -ize were being complained about, and to this day new words in -ize $`<`$finalize$`>`$ $`<`$prioritize$`>`$ are sure to draw critical fire.” we just utilized now to the following $`q`$-Abel–Rothe summation \[23, Eq. (8.5)\],

$$(c)_n=\underset{k=0}{\overset{n}{}}\left[\begin{array}{c}n\\ k\end{array}\right]_q(1ab)\left(aq^{1k}+bq\right)_{k1}\left(c(a+bq^k)\right)_{nk}(1)^kq^{\left(\genfrac{}{}{0pt}{}{k}{2}\right)}c^k.$$
(4.1)
This summation is different from the $`q`$-Rothe summation found by Johnson \[21, Th. 4\] which he derived by means of umbral calculus. It is also different from Jackson’s  $`q`$-Abel summation. Our summation in (4.1) was originally derived in  by extracting coefficients of a nonterminating $`q`$-Abel–Rothe type expansion formula (actually, the $`n\mathrm{}`$ case of (4.1)), which in turn was derived by inverse relations. However, it can also be derived directly by inverse relations (by combining the $`q`$-Chu–Vandermonde summation with a specific non-hypergeometric matrix inverse), see \[32, Sec. 6\].

In ,  and , we referred to (4.1) as a $`q`$-Rothe summation to distinguish it from the $`q`$-Abel summation

$$1=\underset{k=0}{\overset{n}{}}\left[\begin{array}{c}n\\ k\end{array}\right]_q(a+b)\left(a+bq^k\right)^{k1}\left(a+bq^k\right)_{nk},$$
(4.2)
that we derived in \[23, Eq. (8.1)\]. It appears that (4.2) is different from any of the $`q`$-Abel summations from Jackson  or Johnson . However, it is equivalent to Bhatnagar and Milne’s  $`q`$-Abel summation (by reversing the sum). Above we decided to call (4.1) a $`q`$-Abel–Rothe summation since it is also contains (4.2) as a special case. In fact, if in (4.1) we replace $`a`$ and $`b`$ by $`a/c`$ and $`b/c`$, and then let $`c0`$, we obtain after some algebra (4.2).

Our $`q`$-Abel–Rothe summation in (4.1) is indeed a $`q`$-extension of the Rothe summation: If we divide both sides by $`(q)_n`$, do the replacements $`aq^AB`$, $`bB`$, $`cq^{AC}`$, and then let $`q1`$, we obtain Rothe’s  summation formula

$$\left(\genfrac{}{}{0pt}{}{A+C}{n}\right)=\underset{k=0}{\overset{n}{}}\frac{A}{A+Bk}\left(\genfrac{}{}{0pt}{}{A+Bk}{k}\right)\left(\genfrac{}{}{0pt}{}{CBk}{nk}\right).$$
(4.3)
Rothe’s identity is an elegant generalization of the well-known Chu–Vandermonde convolution formula, to which it reduces for $`B=0`$. Similarly, (4.1) reduces for $`b=0`$ to the $`q`$-Chu–Vandermonde summation listed in Appendix II, Eq. (II.6) of , and for $`a=0`$ to the $`q`$-Chu–Vandermonde summation in Appendix II, Eq. (II.7) of .

Furthermore, Eq. (4.2) (and thus also the more general (4.1)) is indeed a $`q`$-extension of the Abel summation: If in (4.2) we replace $`a`$ and $`b`$, by $`\frac{A}{(A+C)}+\frac{B}{(A+C)(1q)}`$ and $`\frac{B}{(A+C)(1q)}`$, respectively, and then let $`q1`$, we obtain Abel’s generalization  of the $`q`$-binomial theorem,

$$(A+C)^n=\underset{k=0}{\overset{n}{}}\left(\genfrac{}{}{0pt}{}{n}{k}\right)A(A+Bk)^{k1}(CBk)^{nk}.$$
(4.4)
Some historical details concerning the Abel and Rothe summations can be found in Gould , , and in Strehl .

We now present our main result, an Abel–Rothe type generalization of (2.10):

###### Theorem 4.1.

Let $`a`$, $`b`$, and $`z`$ be indeterminate. Then

$$\frac{(q,z,q/z)_{\mathrm{}}}{(1b)}=\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\left(aq^{1k}+bq\right)_{\mathrm{}}\left(z(a+bq^k)\right)_{\mathrm{}}(1)^kq^{\left(\genfrac{}{}{0pt}{}{k}{2}\right)}z^k,$$
(4.5)
provided $`\mathrm{max}(|az|,|b|)<1`$.

###### Proof.

In (4.1), we first replace $`n`$ by $`2n`$, and then shift the summation index $`kk+n`$. This gives

$$\begin{array}{c}(c)_{2n}=\underset{k=n}{\overset{n}{}}\left[\begin{array}{c}2n\\ n+k\end{array}\right]_q(1ab)\left(aq^{1nk}+bq\right)_{k+n1}\hfill \\ \hfill \times \left(c(a+bq^{n+k})\right)_{nk}(1)^{n+k}q^{\left(\genfrac{}{}{0pt}{}{n+k}{2}\right)}c^{n+k}.\end{array}$$

Next, we replace $`a`$ and $`c`$ by $`aq^n`$ and $`cq^n`$. After some elementary manipulations we obtain

$$\frac{(c,q/c)_n}{(1aq^nb)}=\underset{k=n}{\overset{n}{}}\left[\begin{array}{c}2n\\ n+k\end{array}\right]_q\left(aq^{1k}+bq\right)_{k+n1}\left(c(a+bq^k)\right)_{nk}(1)^kq^{\left(\genfrac{}{}{0pt}{}{k}{2}\right)}c^k.$$

Finally, replacing $`c`$ by $`z`$ and (assuming $`|az|,|b|<1`$) letting $`n\mathrm{}`$ while appealing to Tannery’s theorem, we formally arrive at (4.5). However, it remains to establish the conditions of convergence.

Since

$$\left(aq^{1k}+bq\right)_{\mathrm{}}=(1)^kq^{\left(\genfrac{}{}{0pt}{}{k}{2}\right)}(a+bq^k)^k\left(1/(a+bq^k)\right)_k\left(aq+bq^{1+k}\right)_{\mathrm{}},$$

it is easy to find that if $`|az|<1`$ then the positive part of the sum, i. e., $`_{k0}`$, converges. Similarly, for the negative part of the sum, i. e., $`_{k<0}`$, we use

$$\left(z(a+bq^k)\right)_{\mathrm{}}=(1)^kq^{\left(\genfrac{}{}{0pt}{}{k}{2}\right)}z^k\left(aq^k+b\right)^k\left(q/z(aq^k+b)\right)_k\left(z(aq^k+b)\right)_{\mathrm{}},$$

and determine that we need $`|b|<1`$ for absolute convergence. ∎

By reversing the sum in (4.5), we easily deduce the following:

###### Corollary 4.2.

Let $`a`$, $`b`$, and $`z`$ be indeterminate. Then

$$\frac{(q,zq,1/z)_{\mathrm{}}}{(1az)}=\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\left(aq^k+b\right)_{\mathrm{}}\left(zq(a+bq^k)\right)_{\mathrm{}}(1)^kq^{\left(\genfrac{}{}{0pt}{}{k+1}{2}\right)}z^k,$$
(4.6)
provided $`\mathrm{max}(|az|,|b|)<1`$.

###### Proof.

In (4.5), we first replace $`k`$ by $`k`$, and then simultaneously replace $`a`$, $`b`$ and $`z`$, by $`bz`$, $`az`$ and $`1/z`$, respectively. ∎

We have given analytical convergence conditions for the identities (4.5) and (4.6). However, we would like to point out that these identities also hold when regarded as identities for formal power series over $`q`$.

It is obvious that both Theorem 4.1 and Corollary 4.2 reduce to Jacobi’s triple product identity (2.10) when $`a=b=0`$.

If we extract coefficients of $`z^n`$ on both sides of (4.5), using (2.10) on the left and

$$(x)_{\mathrm{}}=\underset{j0}{}\frac{(1)^jq^{\left(\genfrac{}{}{0pt}{}{j}{2}\right)}}{(q)_j}x^j$$
(4.7)
(cf. \[11, Eq. (II.2)\]) on the right hand side, divide both sides by $`(1)^nq^{\left(\genfrac{}{}{0pt}{}{n}{2}\right)}`$ and replace $`a`$ by $`aq^n`$, we obtain

$$\frac{1}{1b}=\underset{j=0}{\overset{\mathrm{}}{}}\frac{(aq^j+b)^j}{(q)_j}(aq^{1+j}+bq)_{\mathrm{}}$$
(4.8)
(which is valid for $`|b|<1`$), which is, modulo substitution of variables, our $`q`$-Abel-type expansion in \[32, Eq. (3.4)\]. For a multivariable extension of (4.8), see (5.5). If we now replace $`a`$ and $`b`$ by $`BZ`$ and $`(1q^A+B)Z`$ and then let $`q1^{}`$, while using $`lim_{q1^{}}((1q)Z)_{\mathrm{}}=e^Z`$, we recover Lambert’s  formula

$$\frac{e^{AZ}}{1BZ}=\underset{j=0}{\overset{\mathrm{}}{}}\frac{(A+Bj)^j}{j!}Z^je^{BZj},$$
(4.9)
which is valid for $`|BZe^{1BZ}|<1`$. Note that in (4.9), $`Z`$ is a redundant parameter. However, the advantage of writing (4.9) in this form is that here we have an identity of power series in the variable $`Z`$ (having in mind the expansion of the geometric series and of the exponential function).

In , , and  we erroneously attributed (4.9) and some related expansions to Euler , but which are actually due to Lambert . Nevertheless, Euler’s article on Lambert’s identities is significant and is often cited in the literature as sole reference for these identities (see e. g., Pólya and Szegö \[28, pp. 301–302\]).

## 5. Multidimensional generalizations

Here we extend Theorem 4.1 and Corollary 4.2 to multiple series associated to the root systems of type A, or equivalently, associated to the unitary groups. Multiple series, associated to root systems, or to Lie groups, have been investigated by various authors. Many different types of such series exist in the literature. For some results on the special type of series that are considered in this section, see, e.g.,  , , , , , , and .

In the following, we consider $`r`$-dimensional series, where $`r`$ is a positive integer. For brevity, we employ the notation $`|𝐤|:=k_1+\mathrm{}+k_r`$.

If we apply the method of bilateralization to the multidimensional $`q`$-Abel–Rothe summations that were derived in  (see Theorems 8.2 and 8.3 therein), the multiple $`q`$-Abel–Rothe summations in Theorems 6.7 and 6.9 of , or Theorems 3.7 and 3.8 of , the resulting series do not converge for higher dimensions. The only multidimensional $`q`$-Abel–Rothe summations we are aware of that converge when bilateralized are Theorem 6.11 of , and (the slightly more general) Theorem 3.9 of . Both these theorems were derived by applying multidimensional inverse relations, in particular by combining different higher-dimensional $`q`$-Chu–Vandermonde summations with specific multidimensional non-hypergeometric matrix inverses.

For the sake of simplicity, we consider here only the multilateral identities arising from Theorem 6.11 of , a multiple $`q`$-Abel–Rothe summation associated to the root system $`A_{r1}`$:

###### Theorem 5.1.

Let $`a`$, $`b`$, $`c`$, and $`x_1,\mathrm{},x_r`$ be indeterminate, and let $`n_1,\mathrm{},n_r`$ be nonnegative integers. Then there holds

$$\begin{array}{c}(c)_{|𝐧|}=\underset{i=1,\mathrm{},r}{\underset{0k_in_i}{}}(\underset{i,j=1}{\overset{r}{}}\left[\frac{\left(\frac{x_i}{x_j}q\right)_{n_i}}{\left(\frac{x_i}{x_j}q\right)_{k_i}\left(\frac{x_i}{x_j}q^{1+k_ik_j}\right)_{n_ik_i}}\right]\hfill \\ \hfill \times (1ab)(aq^{1|𝐤|}+bq)_{|𝐤|1}\left(c(a+bq^{|𝐤|})\right)_{|𝐧||𝐤|}(1)^{|𝐤|}q^{\left(\genfrac{}{}{0pt}{}{|𝐤|}{2}\right)}c^{|𝐤|}.).\end{array}$$
(5.1)
Our multilateral extension of (4.5) is as follows:

###### Theorem 5.2.

Let $`a`$, $`b`$, $`z`$, and $`x_1,\mathrm{},x_r`$ be indeterminate. Then

$$\begin{array}{c}\frac{(z,q/z)_{\mathrm{}}}{(1b)}\underset{i,j=1}{\overset{r}{}}\left(\frac{x_i}{x_j}q\right)_{\mathrm{}}\hfill \\ \hfill =\underset{k_1,\mathrm{},k_r=\mathrm{}}{\overset{\mathrm{}}{}}(\underset{1i<jr}{}\left(\frac{x_iq^{k_i}x_jq^{k_j}}{x_ix_j}\right)(aq^{1|𝐤|}+bq)_{\mathrm{}}\\ \hfill \times \left(z(a+bq^{|𝐤|})\right)_{\mathrm{}}(1)^{r|𝐤|}q^{r_{i=1}^r\left(\genfrac{}{}{0pt}{}{k_i}{2}\right)}z^{|𝐤|}\underset{i=1}{\overset{r}{}}x_i^{rk_i|𝐤|}),\end{array}$$
(5.2)
provided $`\mathrm{max}(|az|,|b|)<1`$.

###### Proof.

The proof is very similar to the one-dimensional case. In (5.1), we replace $`n_i`$ by $`2n_i`$, for $`i=1,\mathrm{},r`$, and then shift all the summation indices $`k_ik_i+n_i`$. This gives

$$\begin{array}{c}(c)_{2|𝐧|}=\underset{i=1,\mathrm{},r}{\underset{n_ik_in_i}{}}(\underset{i,j=1}{\overset{r}{}}\left[\frac{\left(\frac{x_i}{x_j}q\right)_{2n_i}}{\left(\frac{x_i}{x_j}q\right)_{n_i+k_i}\left(\frac{x_i}{x_j}q^{1+n_in_j+k_ik_j}\right)_{n_ik_i}}\right]\hfill \\ \hfill \times (1ab)\left(aq^{1|𝐧||𝐤|}+bq\right)_{|𝐧|+|𝐤|1}\\ \hfill \times \left(c(a+bq^{|𝐧|+|𝐤|})\right)_{|𝐧||𝐤|}(1)^{|𝐧|+|𝐤|}q^{\left(\genfrac{}{}{0pt}{}{|𝐧|+|𝐤|}{2}\right)}c^{|𝐧|+|𝐤|}).\end{array}$$

We replace $`a`$, $`c`$ and $`x_i`$, by $`aq^{|𝐧|}`$, $`cq^{|𝐧|}`$ and $`x_iq^{n_i}`$, $`i=1,\mathrm{},r`$, respectively. After some elementary manipulations we obtain

$$\begin{array}{c}\frac{(c,q/c)_{|𝐧|}}{(1aq^{|𝐧|}b)}=\underset{i=1,\mathrm{},r}{\underset{n_ik_in_i}{}}(\underset{i,j=1}{\overset{r}{}}\left[\frac{\left(\frac{x_i}{x_j}q\right)_{n_i+n_j}}{\left(\frac{x_i}{x_j}q\right)_{n_j+k_i}\left(\frac{x_i}{x_j}q^{1+k_ik_j}\right)_{n_ik_i}}\right]\hfill \\ \hfill \times (aq^{1|𝐤|}+bq)_{|𝐧|+|𝐤|1}\left(c(a+bq^{|𝐤|})\right)_{|𝐧||𝐤|}(1)^{|𝐤|}q^{\left(\genfrac{}{}{0pt}{}{|𝐤|}{2}\right)}c^{|𝐤|}).\end{array}$$

Next, we replace $`c`$ by $`z`$ and let $`n_i\mathrm{}`$, for $`i=1,\mathrm{},r`$ (assuming $`|az|<1`$ and $`|b|<1`$), while appealing to Tannery’s theorem. Finally, we apply the simple identity

$$\begin{array}{c}\underset{i,j=1}{\overset{r}{}}\left(\frac{x_i}{x_j}q\right)_{k_ik_j}=\underset{1i<jr}{}\left(\frac{x_i}{x_j}q\right)_{k_ik_j}\left(\frac{x_j}{x_i}q\right)_{k_jk_i}\hfill \\ \hfill =(1)^{(r1)|𝐤|}q^{\left(\genfrac{}{}{0pt}{}{|𝐤|}{2}\right)+r_{i=1}^r\left(\genfrac{}{}{0pt}{}{k_i}{2}\right)}\underset{i=1}{\overset{r}{}}x_i^{rk_i|𝐤|}\underset{1i<jr}{}\left(\frac{x_iq^{k_i}x_jq^{k_j}}{x_ix_j}\right)\end{array}$$
(5.3)
and arrive at (5.2). For establishing the conditions of convergence of the series, see Appendix A. ∎

Next, we provide the following multilateral generalization of (4.6).

###### Theorem 5.3.

Let $`a`$, $`b`$, $`z`$, and $`x_1,\mathrm{},x_r`$ be indeterminate. Then

$$\begin{array}{c}\frac{(zq,1/z)_{\mathrm{}}}{(1az)}\underset{i,j=1}{\overset{r}{}}\left(\frac{x_i}{x_j}q\right)_{\mathrm{}}\hfill \\ \hfill =\underset{k_1,\mathrm{},k_r=\mathrm{}}{\overset{\mathrm{}}{}}(\underset{1i<jr}{}\left(\frac{x_iq^{k_i}x_jq^{k_j}}{x_ix_j}\right)(aq^{|𝐤|}+b)_{\mathrm{}}\\ \hfill \times \left(zq(a+bq^{|𝐤|})\right)_{\mathrm{}}(1)^{r|𝐤|}q^{|𝐤|+r_{i=1}^r\left(\genfrac{}{}{0pt}{}{k_i}{2}\right)}z^{|𝐤|}\underset{i=1}{\overset{r}{}}x_i^{rk_i|𝐤|}),\end{array}$$
(5.4)
provided $`\mathrm{max}(|az|,|b|)<1`$.

###### Proof.

In (5.2), we first replace $`k_i`$ by $`k_i`$, for $`i=1,\mathrm{},r`$, and then simultaneously replace $`a`$, $`b`$, $`z`$ and $`x_i`$, by $`bz`$, $`az`$, $`1/z`$ and $`1/x_i`$, for $`i=1,\mathrm{},r`$, respectively. ∎

We have given analytical convergence conditions for the identities (5.2) and (5.4). However, as we already observed in Section 4 when dealing with the respective one variable cases, these identities also hold when regarded as identities for formal power series over $`q`$.

We complete this section with an Abel–Rothe type generalization of the Macdonald identities for the affine root system $`A_r`$, as a direct consequence of Theorem 5.2.

If we multiply both sides of (5.2) by $`_{1i<jr}(1x_i/x_j)`$, extract the coefficient of $`z^M`$, using the Jacobi triple product identity (2.10) on the left hand side and (4.7) on the right hand side, and divide the resulting identity by $`(1)^Mq^{\left(\genfrac{}{}{0pt}{}{M}{2}\right)}`$, we obtain

$$\begin{array}{c}\frac{1}{1b}(q)_{\mathrm{}}^{r1}\underset{1i<jr}{}(\frac{x_i}{x_j},\frac{x_j}{x_i}q)_{\mathrm{}}\hfill \\ \hfill =\underset{|𝐤|M}{\underset{k_1,\mathrm{},k_r=\mathrm{}}{\overset{\mathrm{}}{}}}(\underset{1i<jr}{}(1\frac{x_i}{x_j}q^{k_ik_j})(aq^{1|𝐤|}+bq)_{\mathrm{}}\frac{\left(a+bq^{|𝐤|}\right)^{M|𝐤|}}{(q)_{M|𝐤|}}\\ \hfill \times (1)^{(r1)|𝐤|}q^{M|𝐤|+\left(\genfrac{}{}{0pt}{}{|𝐤|+1}{2}\right)+_{i=1}^rr\left(\genfrac{}{}{0pt}{}{k_i}{2}\right)+(i1)k_i}\underset{i=1}{\overset{r}{}}x_i^{rk_i|𝐤|}).\end{array}$$
(5.5)
We use the Vandermonde determinant expansion (A.2) and a little bit of algebra and obtain

$$\begin{array}{c}\frac{1}{1b}(q)_{\mathrm{}}^{r1}\underset{1i<jr}{}(\frac{x_i}{x_j},\frac{x_j}{x_i}q)_{\mathrm{}}\hfill \\ \hfill =\underset{\sigma 𝒮_r}{}\mathrm{sgn}(\sigma )\underset{i=1}{\overset{r}{}}x_i^{\sigma (i)i}\underset{|𝐤|M}{\underset{k_1,\mathrm{},k_r=\mathrm{}}{\overset{\mathrm{}}{}}}((aq^{1|𝐤|}+bq)_{\mathrm{}}\frac{\left(a+bq^{|𝐤|}\right)^{M|𝐤|}}{(q)_{M|𝐤|}}\\ \hfill \times (1)^{(r1)|𝐤|}q^{M|𝐤|+\left(\genfrac{}{}{0pt}{}{|𝐤|+1}{2}\right)+_{i=1}^rr\left(\genfrac{}{}{0pt}{}{k_i}{2}\right)+(\sigma (i)1)k_i}\underset{i=1}{\overset{r}{}}x_i^{rk_i|𝐤|}).\end{array}$$
(5.6)
If $`a=0`$ and $`b=0`$, the terms of the sum in (5.6) are zero unless $`|𝐤|=M`$. Specializing this further by setting $`M=0`$ gives an identity which has been shown to be equivalent to the Macdonald identities for the affine root system $`A_r`$, see Milne . Regarding this, we may consider the identity (5.6) as an Abel–Rothe type generalization of the Macdonald identities for the affine root system $`A_r`$.

Concluding, we want to point out that we could have given an even more general multidimensional Abel–Rothe type generalization of Jacobi’s triple product identity than Theorem 5.2, by multilateralizing Theorem 3.9 of  instead of Theorem 6.11 of  as above. However, we feel that, because of the more complicated factors being involved, the result would be not as elegant as Theorem 5.2 which is sufficiently illustrative. We therefore decided to refrain from giving this more general identity.

## Appendix A Convergence of multiple series

Here we prove the conditions of convergence of our multiple series identity in Theorem 5.2 (and thus also of Theorem 5.3).

We determine the condition for absolute convergence of the multilateral series in (5.2) by splitting the entire sum $`_{k_1,\mathrm{},k_r=\mathrm{}}^{\mathrm{}}`$ into two sums, $`_{|𝐤|0}`$ and $`_{|𝐤|<0}`$, and show the absolute convergence for each of these separately.

We first consider the sum $`_{|𝐤|0}`$. We obtain that for $`|𝐤|0`$ the sum in (5.2) converges absolutely provided

$$\begin{array}{c}\underset{|𝐤|0}{\underset{k_1,\mathrm{},k_r=\mathrm{}}{\overset{\mathrm{}}{}}}|\left(a+bq^{|𝐤|}\right)^{|𝐤|}z^{|𝐤|}q^{\left(\genfrac{}{}{0pt}{}{|𝐤|}{2}\right)+r_{i=1}^r\left(\genfrac{}{}{0pt}{}{k_i}{2}\right)}\hfill \\ \hfill \times \underset{i=1}{\overset{r}{}}x_i^{rk_i|𝐤|}\underset{1i<jr}{}(x_iq^{k_i}x_jq^{k_j})|<\mathrm{}.\end{array}$$
(A.1)
We use the Vandermonde determinant expansion

$$\underset{1i<jr}{}\left(x_iq^{k_i}x_jq^{k_j}\right)=\underset{\sigma 𝒮_r}{}\mathrm{sgn}(\sigma )\underset{i=1}{\overset{r}{}}x_i^{r\sigma (i)}q^{(r\sigma (i))k_i},$$
(A.2)
where $`𝒮_r`$ denotes the symmetric group of order $`r`$, interchange summations in (A.1) and obtain $`r!`$ multiple sums each corresponding to a permutation $`\sigma 𝒮_r`$. Thus for $`|𝐤|0`$ the series in (5.2) converges provided

$$\underset{|𝐤|0}{\underset{k_1,\mathrm{},k_r=\mathrm{}}{\overset{\mathrm{}}{}}}\left|\left(a+bq^{|𝐤|}\right)^{|𝐤|}z^{|𝐤|}q^{\left(\genfrac{}{}{0pt}{}{|𝐤|}{2}\right)+r_{i=1}^r\left(\genfrac{}{}{0pt}{}{k_i}{2}\right)}\underset{i=1}{\overset{r}{}}q^{(r\sigma (i))k_i}x_i^{rk_i|𝐤|}\right|<\mathrm{},$$
(A.3)
for any $`\sigma 𝒮_r`$.

The next step is crucial and typically applies in the theory of multidimensional basic hypergeometric series over the root system $`A_{r1}`$ for a class of series. (For instance, it applies to several of the multilateral summations and transformations in .) In the summand of (A.3), we have

$$\left(\genfrac{}{}{0pt}{}{|𝐤|}{2}\right)+r\underset{i=1}{\overset{r}{}}\left(\genfrac{}{}{0pt}{}{k_i}{2}\right)=\frac{(r1)}{2}|𝐤|+\frac{1}{2}\underset{1i<jr}{}(k_ik_j)^2$$
(A.4)
appearing in the exponent of $`q`$. Since $`|𝐤|0`$, we can assume, without loss of generality, that in particular $`k_r0`$. (At least one summation index is nonnegative – choose it to be the $`r`$-th, by relabelling, if necessary.)

In order to exploit the quadratic powers of $`q`$ in the sum (which contribute to convergence), we make the substitutions

$$k_i\underset{ilr}{}m_l,\text{for }i=1,\mathrm{},r.$$

Under these substitutions $`|𝐤|`$ becomes $`_{l=1}^rlm_l`$, while for $`i<j`$, $`k_ik_j`$ becomes $`_{il<j}m_l`$. We now use (A.4) and replace $`q^{\left(\genfrac{}{}{0pt}{}{|𝐤|}{2}\right)+r_{i=1}^r\left(\genfrac{}{}{0pt}{}{k_i}{2}\right)}`$ by

$$q^{\frac{(r1)}{2}_{l=1}^rlm_l+\frac{1}{2}_{l=1}^{r1}m_l^2}$$

(we left out some quadratic powers), for comparison with a dominating multiple series, and obtain that for $`|𝐤|0`$ and $`k_r0`$ the series in (5.2) converges provided

$$\begin{array}{c}\underset{m_r,\underset{l=1}{\overset{r}{}}lm_l0}{\underset{m_1,\mathrm{},m_r=\mathrm{}}{\overset{\mathrm{}}{}}}|\left(a+bq^{_{l=1}^rlm_l}\right)^{_{l=1}^rlm_l}z^{_{l=1}^rlm_l}q^{\frac{(r1)}{2}_{l=1}^rlm_l+\frac{1}{2}_{l=1}^{r1}m_l^2}\hfill \\ \hfill \times \underset{i=1}{\overset{r}{}}q^{(r\sigma (i))_{ilr}m_l}x_i^{r_{ilr}m_l_{1lr}lm_l}|<\mathrm{},\end{array}$$

for any $`\sigma 𝒮_r`$. The above series converges absolutely if

$$\begin{array}{c}\underset{m_r,\underset{l=1}{\overset{r}{}}lm_l0}{\underset{m_1,\mathrm{},m_r=\mathrm{}}{\overset{\mathrm{}}{}}}|\left(azq^{\frac{(r1)}{2}}_{i=1}^rx_i^1\right)^{_{l=1}^rlm_l}q^{\frac{1}{2}_{l=1}^{r1}m_l^2}\hfill \\ \hfill \times \underset{i=1}{\overset{r}{}}q^{(r\sigma (i))_{ilr}m_l}x_i^{r_{ilr}m_l}|<\mathrm{}.\end{array}$$
(A.5)
Now, the series in (A.5) is dominated by

$$\begin{array}{c}\underset{l=1}{\overset{r1}{}}\underset{m_l=\mathrm{}}{\overset{\mathrm{}}{}}\left|\left(azq^{\frac{r1}{2}}_{i=1}^rx_i^1\right)^{lm_l}q^{\frac{1}{2}m_l^2}q^{_{1il}(r\sigma (i))m_l}\underset{1il}{}x_i^{rm_l}\right|\hfill \\ \hfill \times \underset{m_r=0}{\overset{\mathrm{}}{}}\left|\left(azq^{\frac{r1}{2}}_{i=1}^rx_i^1\right)^{rm_r}q^{_{1ir}(r\sigma (i))m_r}\underset{1ir}{}x_i^{rm_r}\right|.\end{array}$$
(A.6)
We deduce by d’Alembert’s ratio test that the product of the first $`r1`$ series converge everywhere due to the quadratic powers of $`q`$ (since $`|q|<1`$). Further, by the same test, the $`r`$-th series converges whenever

$$\left|\left(azq^{\frac{r1}{2}}_{i=1}^rx_i^1\right)^rq^{_{1ir}(r\sigma (i))}_{i=1}^rx_i^r\right|=|az|^r<1,$$

or equivalently, whenever $`|az|<1`$.

The absolute convergence of the sum $`_{|𝐤|<0}`$ is established in a similar manner. In this case we obtain that for $`|𝐤|<0`$ the sum in (5.2) converges absolutely provided

$$\begin{array}{c}\underset{|𝐤|<0}{\underset{k_1,\mathrm{},k_r=\mathrm{}}{\overset{\mathrm{}}{}}}|\left(aq^{|𝐤|}+b\right)^{|𝐤|}q^{\left(\genfrac{}{}{0pt}{}{|𝐤|}{2}\right)+r_{i=1}^r\left(\genfrac{}{}{0pt}{}{k_i}{2}\right)}\hfill \\ \hfill \times \underset{i=1}{\overset{r}{}}x_i^{rk_i|𝐤|}\underset{1i<jr}{}(x_iq^{k_i}x_jq^{k_j})|<\mathrm{}.\end{array}$$
(A.7)
The further analysis is as follows. We use (A.2) and (A.4) and assume that for $`|𝐤|<0`$, without loss of generality, $`k_r<0`$. In a very similar analysis to above one easily finds the condition $`|b|<1`$ for absolute convergence.

###### Remark A.1.

In an earlier version of this article we had given a smaller region of convergence for the series in (5.2). In particular, instead of

$$\mathrm{max}(|az|,|b|)<1$$

we had given the condition

$$|az|<\left|q^{\frac{r1}{2}}x_j^r_{i=1}^rx_i\right|<|q^{r1}b^1|,\text{for }j=1,\mathrm{},r.$$
(A.8)
To see that this gives a smaller region of convergence (for $`r>1`$), assume we would have instead $`\mathrm{max}(|az|,|b|)1`$. Now take the “product” of the whole relation (A.8) over all $`j=1,\mathrm{},r`$. This gives $`|az|^r<|q|^{\left(\genfrac{}{}{0pt}{}{r}{2}\right)}<|q^{r(r1)}b^r|`$, or equivalently, after taking $`r`$-th roots, $`|az|<|q|^{\frac{r1}{2}}<|q^{r1}b^1|`$, which apparently contradicts $`\mathrm{max}(|az|,|b|)1`$ since $`r1`$.

The same argument which leads to the convergence condition in Theorem 5.2 (in contrast to the condition (A.8)) can be used to improve some analogous results given in the literature. In particular, this concerns the papers , , ,  (and possibly others).