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Proof of The N-Particle Dyson Potential on the Weyl Chamber: Penalty, Monotone Gradient, Dissipation with Constants Uniform in N, and Gibbs Integrability

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· 28,243 chars · 47 deps · depth 29 Reason: Proof of the uniform-in-N properties of the N-particle Dyson potential.

V is read as a confining potential on R1R^1 (minorants, tangent inequality, V''>=0), giving the linear bound and regular growth. The lower bound uses xi−xjx_i-x_j <= (1+|x_i|)(1+|x_j|) and (N-1)b_N = beta/2. In the dissipation the Calogero identity cancels the singular terms since aN/bNa_N/b_N = sigma2/betasigma^2/beta; difference quotients of V' are bounded by the mean value theorem and the curvature clause. Gibbs integrability: domination by C exp(-|x|^2)(1 + sum h(xi−xk))h(x_i-x_k)) with a dyadic majorant h, then one coordinate Tonelli step and the Gaussian normalisation.

Proof

Each result cited below is universally quantified over the data in its own statement, and is applied to the data named at the point of use. Elementary order and field arithmetic of real numbers (rearranging finite sums, multiplying an inequality by a nonnegative number, 2∣u∣∣v∣≤u2+v22|u||v|\le u^{2}+v^{2}, (u+v)2≤2u2+2v2(u+v)^{2}\le2u^{2}+2v^{2} and the like) is used without further comment, by Elementary Order Arithmetic in an Ordered Field and Elementary Arithmetic in an Ordered Field; finite sums are sums over finite index sets, and are reindexed along bijections and split over disjoint unions of index sets without comment.

Step 0 (Constants and elementary facts). Put γ=β/σ2\gamma=\beta/\sigma^{2}. Since 0<σ2<β0<\sigma^{2}<\beta, we have 1<γ1<\gamma, and ε=1−σ2/β\varepsilon=1-\sigma^{2}/\beta satisfies 0<ε<10<\varepsilon<1. For a natural number N≥2N\ge2 we have N≥2N\ge2 as real numbers by claims 2 and 6 of Properties of the Canonical Map from the Natural Numbers to an Ordered Field, so N−1≥1N-1\ge1, and directly from the definitions

bNaN=γ,aNbN=σ2β=1−ε,(N−1)aN=σ22,(N−1)bN=β2,aN≤σ22.(0.1)\frac{b_{N}}{a_{N}}=\gamma,\qquad\frac{a_{N}}{b_{N}}=\frac{\sigma^{2}}{\beta}=1-\varepsilon,\qquad(N-1)a_{N}=\frac{\sigma^{2}}{2},\qquad(N-1)b_{N}=\frac{\beta}{2},\qquad a_{N}\le\frac{\sigma^{2}}{2}.\tag{0.1}

By claims 1, 2 and 4 of Basic Properties of the Exponential Function, exp⁡(u+v)=exp⁡(u)exp⁡(v)\exp(u+v)=\exp(u)\exp(v), exp⁡(0)=1\exp(0)=1, exp⁡(u)>0\exp(u)>0, exp⁡(−u)=1/exp⁡(u)\exp(-u)=1/\exp(u) and exp⁡\exp is strictly increasing; by induction exp⁡(ku)=exp⁡(u)k\exp(ku)=\exp(u)^{k} for every natural number kk. By The Function slog⁡ss\log s: Continuity, Young's Inequality and Lower Bounds, with the Elementary Bounds for the Exponential and the Logarithm §exp, 1+u≤exp⁡(u)1+u\le\exp(u) for every real uu, so also u≤exp⁡(u)u\le\exp(u). By The Natural Logarithm, log⁡\log is the inverse of exp⁡\exp and log⁡(st)=log⁡s+log⁡t\log(st)=\log s+\log t; by claim 2 of Real Powers Through the Exponential, and Elementary Asymptotic Tools: Monotonicity, Null Sequences of Negative Powers, Exponential Domination, Integer Rounding, and Square-Root and Exponential Inequalities, log⁡\log is strictly increasing, log⁡1=0\log1=0, and log⁡t≥0\log t\ge0 exactly when t≥1t\ge1; by The Function slog⁡ss\log s: Continuity, Young's Inequality and Lower Bounds, with the Elementary Bounds for the Exponential and the Logarithm §log, 1−t−1≤log⁡t≤t−11-t^{-1}\le\log t\le t-1 for positive tt. Consequently, for positive tt, 1/t=exp⁡(−log⁡t)1/t=\exp(-\log t), 1/t2=exp⁡(−2log⁡t)1/t^{2}=\exp(-2\log t), and

∣log⁡t∣≤t+1t,(0.2)|\log t|\le t+\frac{1}{t},\tag{0.2}

because log⁡t≤t−1≤t\log t\le t-1\le t and −log⁡t≤t−1−1≤t−1-\log t\le t^{-1}-1\le t^{-1}. For t∈Rt\in\mathbb{R} put ρ(t)=1+∣t∣\rho(t)=1+|t| and ℓ(t)=log⁡ρ(t)\ell(t)=\log\rho(t); then ρ(t)=exp⁡(ℓ(t))\rho(t)=\exp(\ell(t)) and 0≤ℓ(t)≤ρ(t)−1=∣t∣0\le\ell(t)\le\rho(t)-1=|t|. Finally, for positive δ\delta and real tt,

∣t∣≤δt2+14δ,(0.3)|t|\le\delta t^{2}+\frac{1}{4\delta},\tag{0.3}

since δt2−∣t∣+14δ=δ(∣t∣−12δ)2≥0\delta t^{2}-|t|+\frac{1}{4\delta}=\delta\bigl(|t|-\frac{1}{2\delta}\bigr)^{2}\ge0, using ∣t∣2=t2|t|^{2}=t^{2}.

Step 1 (Clause 1). (a) Regularity. By Confining Potentials on the Real Line §confining, VV is differentiable at every point of R\mathbb{R} with derivative V′V', and V′V' is differentiable at every point with a continuous derivative V′′V''. By claim 2 of One-Dimensional Derivatives, Partial Derivatives, and Smoothness on the Real Line, for every t∈Rt\in\mathbb{R} the partial derivative ∂1V(t)\partial_{1}V(t) exists and equals V′(t)V'(t), and ∂1V′(t)\partial_{1}V'(t) exists and equals V′′(t)V''(t). The functions VV and V′V' are continuous by A Confining Potential and Its Derivative are Continuous and Borel §continuous, and V′′V'' is continuous by Confining Potentials on the Real Line §confining; continuity for the absolute-value metric at a point is the continuity of Continuity at a Point for Maps Between Euclidean Spaces there, by Euclidean, Metric and Sequential Continuity of a Real Function of a Real Variable §equivalent. The set R=R1\mathbb{R}=\mathbb{R}^{1} is open by claim 1 of Euclidean Space is Open in Itself, and CkC^k Maps are Continuous. Hence, by clause 1 of C^k Maps on a Euclidean Open Set, V′V' is of class C1C^{1} on R\mathbb{R} with ∂1V′=V′′\partial_{1}V'=V'', and VV is of class C1C^{1} with ∂1V=V′\partial_{1}V=V'; by clause 2 there (with k=1k=1), VV is of class C2C^{2} on R\mathbb{R}, and ∂1∂1V=V′′\partial_{1}\partial_{1}V=V'' in the notation of clause 4 there.

(b) VV as a confining potential on R1\mathbb{R}^{1}. We check that VV is a confining potential on Rd\mathbb{R}^{d} with d=1d=1. It is of class C2C^{2} by (a), and convex on R=R1\mathbb{R}=\mathbb{R}^{1} in the sense of Convex Real-Valued Function on a Convex Subset of Rn\mathbb{R}^n with n=1n=1 by Confining Potentials on the Real Line §confining. For x∈R1x\in\mathbb{R}^{1}, ∥x∥2=x2\lVert x\rVert^{2}=x^{2} by claim 1 of Elementary Properties of the Euclidean Norm on Rn\mathbb{R}^n, so ∥x∥=∣x∣\lVert x\rVert=|x|, both being nonnegative with the same square (Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field); the gradient DV(x)DV(x) is the point (∂1V(x))=(V′(x))(\partial_{1}V(x))=(V'(x)) of R1\mathbb{R}^{1}, so ∥DV(x)∥=∣V′(x)∣\lVert DV(x)\rVert=|V'(x)|; the Laplacian is ΔV(x)=∂1∂1V(x)=V′′(x)\Delta V(x)=\partial_{1}\partial_{1}V(x)=V''(x); and the dot product of x,y∈R1x,y\in\mathbb{R}^{1} is xyxy. With these readings, conditions (a), (b) and (c) of Confining Potentials on Euclidean Space §confining are Confining Potentials on the Real Line §superquadratic, Confining Potentials on the Real Line §slope and Confining Potentials on the Real Line §curvature. Therefore Basic Properties of a Confining Potential on Euclidean Space: Continuity, Quadratic Minorants, the Tangent Inequality, Hessian Bounds, Growth under Translation, and Integrability applies with d=1d=1 and gives: by Basic Properties of a Confining Potential on Euclidean Space: Continuity, Quadratic Minorants, the Tangent Inequality, Hessian Bounds, Growth under Translation, and Integrability §minorant, for every positive MM there is CM∈RC_{M}\in\mathbb{R} with

Mt2−CM≤V(t)for every t∈R;(1.1)Mt^{2}-C_{M}\le V(t)\quad\text{for every }t\in\mathbb{R};\tag{1.1}

by Basic Properties of a Confining Potential on Euclidean Space: Continuity, Quadratic Minorants, the Tangent Inequality, Hessian Bounds, Growth under Translation, and Integrability §tangent,

V(s)+V′(s)(t−s)≤V(t)for all s,t∈R;(1.2)V(s)+V'(s)(t-s)\le V(t)\quad\text{for all }s,t\in\mathbb{R};\tag{1.2}

and by Basic Properties of a Confining Potential on Euclidean Space: Continuity, Quadratic Minorants, the Tangent Inequality, Hessian Bounds, Growth under Translation, and Integrability §hessian,

0≤ΔV(t)=V′′(t)for every t∈R.(1.3)0\le\Delta V(t)=V''(t)\quad\text{for every }t\in\mathbb{R}.\tag{1.3}

Fix the constant C1′C_{1}' of (1.1) for M=1M=1 and put A0=∣C1′∣A_{0}=|C_{1}'|. Then for every t∈Rt\in\mathbb{R}

t2−A0≤V(t),−A0≤V(t),∣V(t)∣≤V(t)+2A0,(1.4)t^{2}-A_{0}\le V(t),\qquad -A_{0}\le V(t),\qquad|V(t)|\le V(t)+2A_{0},\tag{1.4}

the last because ∣V(t)∣=V(t)|V(t)|=V(t) if V(t)≥0V(t)\ge0, while otherwise ∣V(t)∣=−V(t)≤V(t)+2A0|V(t)|=-V(t)\le V(t)+2A_{0} as −A0≤V(t)-A_{0}\le V(t).

(c) Linear lower bound. By (0.3) with δ=1\delta=1 and by (1.4), ∣t∣≤t2+14≤V(t)+A0+14|t|\le t^{2}+\frac14\le V(t)+A_{0}+\frac14; so a0=1a_{0}=1 and b0=A0+14b_{0}=A_{0}+\frac14 satisfy 0<a00<a_{0} and a0∣t∣−b0≤V(t)a_{0}|t|-b_{0}\le V(t) for every tt.

(d) Regular growth. Let t∈Rt\in\mathbb{R}. By (1.2) with s=ts=t and 00 in place of tt, V(t)−tV′(t)≤V(0)V(t)-tV'(t)\le V(0), so by (1.4)

V(t)−V(0)≤∣t∣ ∣V′(t)∣≤12(t2+V′(t)2)≤12(V(t)+A0+V′(t)2),V(t)-V(0)\le|t|\,|V'(t)|\le\tfrac12\bigl(t^{2}+V'(t)^{2}\bigr)\le\tfrac12\bigl(V(t)+A_{0}+V'(t)^{2}\bigr),

whence V(t)≤V′(t)2+2V(0)+A0V(t)\le V'(t)^{2}+2V(0)+A_{0} and, by (1.4), ∣V(t)∣≤V′(t)2+KV|V(t)|\le V'(t)^{2}+K_{V} with KV=2∣V(0)∣+3A0K_{V}=2|V(0)|+3A_{0}. Now let η\eta be positive and let Cη′C_{\eta}' be the constant of Confining Potentials on the Real Line §curvature for η\eta in place of ε\varepsilon there. Then for every tt

V′′(t)≤η∣V(t)∣+Cη′≤ηV′(t)2+ηKV+Cη′,V''(t)\le\eta|V(t)|+C_{\eta}'\le\eta V'(t)^{2}+\eta K_{V}+C_{\eta}',

which is regular growth with Cη=ηKV+Cη′C_{\eta}=\eta K_{V}+C_{\eta}'.

(e) Consequences. The hypotheses of Well-Posedness of the Dyson Hamilton-Jacobi Equation in the Weyl Chamber below the Collision Threshold on V1V_{1} are that V1V_{1} is of class C2C^{2} on R\mathbb{R}, that V1′′≥0V_{1}''\ge0, that a0∣t∣−b0≤V1(t)a_{0}|t|-b_{0}\le V_{1}(t) for some a0>0a_{0}>0 and b0b_{0}, and that V1V_{1} has regular growth, where V1′=∂1V1V_{1}'=\partial_{1}V_{1} and V1′′=∂1∂1V1V_{1}''=\partial_{1}\partial_{1}V_{1} as in The Confined Logarithmic Energy on the Weyl Chamber: Regularity, Penalty Property, Monotone Gradient and the Dissipation Inequality. For V1=VV_{1}=V these derivatives are V′V' and V′′V'' by (a), and the hypotheses hold by (a), (1.3), (c) and (d). Since VV is of class C2C^{2}, The Confined Logarithmic Energy on the Weyl Chamber: Regularity, Penalty Property, Monotone Gradient and the Dissipation Inequality may be used with strength bNb_{N} in place of β\beta and V1=VV_{1}=V, and its function P=HbN+∑kV(xk)P=H_{b_{N}}+\sum_{k}V(x_{k}) is PNP_{N}. This proves clause 1.

Step 2 (Clause 2). Let N≥2N\ge2. By Step 1(e) and (c), the hypothesis of The Confined Logarithmic Energy on the Weyl Chamber: Regularity, Penalty Property, Monotone Gradient and the Dissipation Inequality §penalty holds for strength bNb_{N} and V1=VV_{1}=V, so PNP_{N} is a penalty on WNW_{N}; by (1.3) the hypothesis of The Confined Logarithmic Energy on the Weyl Chamber: Regularity, Penalty Property, Monotone Gradient and the Dissipation Inequality §monotone holds, which gives 0≤(DPN(x)−DPN(y))⋅(x−y)0\le(DP_{N}(x)-DP_{N}(y))\cdot(x-y) for all x,y∈WNx,y\in W_{N}. Finally κN=σ2/(N−1)\kappa_{N}=\sigma^{2}/(N-1) is positive and 2bN=β/(N−1)2b_{N}=\beta/(N-1); as σ2<β\sigma^{2}<\beta and (N−1)−1>0(N-1)^{-1}>0, κN<2bN\kappa_{N}<2b_{N}. This proves clause 2.

Step 3 (Notation on the chamber). In Steps 3 to 6 fix a natural number N≥2N\ge2 and write b=bNb=b_{N}, a=aNa=a_{N}, H=HbH=H_{b} and P=PNP=P_{N}; let Π={(i,j)∈[N]×[N]:i<j}\Pi=\{(i,j)\in[N]\times[N]:i<j\} be the index set of The Logarithmic Energy of N Ordered Particles on the Weyl Chamber, and let akj(x)a_{kj}(x) and S(x)S(x) be as in The Logarithmic Energy on the Weyl Chamber: Derivatives, Monotone Gradient, the Calogero Identity and the Euler Identity (they do not depend on the strength). Constants introduced in Steps 4 and 5 will not depend on NN. For x∈WNx\in W_{N} and (i,j)∈Π(i,j)\in\Pi put sij=xi−xjs_{ij}=x_{i}-x_{j}, which is positive by The Logarithmic Energy of N Ordered Particles on the Weyl Chamber; for k∈[N]k\in[N] put ρk=ρ(xk)\rho_{k}=\rho(x_{k}) and ℓk=ℓ(xk)\ell_{k}=\ell(x_{k}), and put L(x)=∑k=1Nℓk≥0L(x)=\sum_{k=1}^{N}\ell_{k}\ge0.

For (i,j)∈Π(i,j)\in\Pi, sij≤∣xi∣+∣xj∣≤ρiρjs_{ij}\le|x_{i}|+|x_{j}|\le\rho_{i}\rho_{j}, hence, as log⁡\log is increasing and log⁡(ρiρj)=ℓi+ℓj\log(\rho_{i}\rho_{j})=\ell_{i}+\ell_{j},

log⁡sij≤ℓi+ℓj,sij≤exp⁡(ℓi+ℓj)≤exp⁡(L(x)).(3.1)\log s_{ij}\le\ell_{i}+\ell_{j},\qquad s_{ij}\le\exp(\ell_{i}+\ell_{j})\le\exp(L(x)).\tag{3.1}

For real numbers u1,…,uNu_{1},\dots,u_{N},

∑(i,j)∈Π(ui+uj)=(N−1)∑k=1Nuk;(3.2)\sum_{(i,j)\in\Pi}(u_{i}+u_{j})=(N-1)\sum_{k=1}^{N}u_{k};\tag{3.2}

indeed (i,j)↦(j,i)(i,j)\mapsto(j,i) maps Π\Pi bijectively onto Π′={(i,j)∈[N]×[N]:j<i}\Pi'=\{(i,j)\in[N]\times[N]:j<i\}, the sets Π\Pi and Π′\Pi' partition the set Π≠\Pi^{\ne} of pairs (i,j)∈[N]×[N](i,j)\in[N]\times[N] with i≠ji\ne j, so the left side is ∑(i,j)∈Π≠ui\sum_{(i,j)\in\Pi^{\ne}}u_{i}, and each i∈[N]i\in[N] occurs in exactly N−1N-1 pairs of Π≠\Pi^{\ne}. By the same partition, ∑(k,j)∈Π≠ckj=2∑(i,j)∈Πcij\sum_{(k,j)\in\Pi^{\ne}}c_{kj}=2\sum_{(i,j)\in\Pi}c_{ij} whenever ckj=cjkc_{kj}=c_{jk}; Π≠\Pi^{\ne} has N(N−1)N(N-1) elements and Π\Pi at most N2N^{2}. Since akk(x)=0a_{kk}(x)=0 and akj(x)2=(xk−xj)−2=ajk(x)2a_{kj}(x)^{2}=(x_{k}-x_{j})^{-2}=a_{jk}(x)^{2} for k≠jk\ne j,

S(x)=2∑(i,j)∈Πsij−2(x∈WN).(3.3)S(x)=2\sum_{(i,j)\in\Pi}s_{ij}^{-2}\qquad(x\in W_{N}).\tag{3.3}

By The Confined Logarithmic Energy on the Weyl Chamber: Regularity, Penalty Property, Monotone Gradient and the Dissipation Inequality §regularity and The Logarithmic Energy on the Weyl Chamber: Derivatives, Monotone Gradient, the Calogero Identity and the Euler Identity §derivatives (with strength bb), for x∈WNx\in W_{N} and k∈[N]k\in[N]

∂kP(x)=V′(xk)+∂kH(x),∂kH(x)=−b∑j=1Nakj(x),tr⁡(D2P(x))=bS(x)+∑k=1NV′′(xk).(3.4)\partial_{k}P(x)=V'(x_{k})+\partial_{k}H(x),\qquad\partial_{k}H(x)=-b\sum_{j=1}^{N}a_{kj}(x),\qquad\operatorname{tr}\bigl(D^{2}P(x)\bigr)=bS(x)+\sum_{k=1}^{N}V''(x_{k}).\tag{3.4}

Let z=(V′(x1),…,V′(xN))∈RNz=(V'(x_{1}),\dots,V'(x_{N}))\in\mathbb{R}^{N}. By (3.4) and Gradient of a Real-Valued Function on a Euclidean Open Set, DP(x)=z+DH(x)DP(x)=z+DH(x), so by claim 1 of Elementary Properties of the Euclidean Norm on Rn\mathbb{R}^n and Difference, Dot Product, and Orthogonality in Rn\mathbb{R}^n, ∥DP(x)∥2=∥z∥2+2 DH(x)⋅z+∥DH(x)∥2\lVert DP(x)\rVert^{2}=\lVert z\rVert^{2}+2\,DH(x)\cdot z+\lVert DH(x)\rVert^{2}. By The Logarithmic Energy on the Weyl Chamber: Derivatives, Monotone Gradient, the Calogero Identity and the Euler Identity §symmetrisation (strength bb, with this zz), 2 DH(x)⋅z=−b T(x)2\,DH(x)\cdot z=-b\,T(x) with

T(x)=∑k=1N∑j=1Nakj(x)(V′(xk)−V′(xj)),T(x)=\sum_{k=1}^{N}\sum_{j=1}^{N}a_{kj}(x)\bigl(V'(x_{k})-V'(x_{j})\bigr),

and by The Logarithmic Energy on the Weyl Chamber: Derivatives, Monotone Gradient, the Calogero Identity and the Euler Identity §calogero (strength bb), ∥DH(x)∥2=b2S(x)\lVert DH(x)\rVert^{2}=b^{2}S(x). Hence

∥DP(x)∥2=∑k=1NV′(xk)2−b T(x)+b2S(x).(3.5)\lVert DP(x)\rVert^{2}=\sum_{k=1}^{N}V'(x_{k})^{2}-b\,T(x)+b^{2}S(x).\tag{3.5}

Also, applying (u+v)2≤2u2+2v2(u+v)^{2}\le2u^{2}+2v^{2} coordinatewise to DP(x)=z+DH(x)DP(x)=z+DH(x) and using the Calogero identity again,

∥DP(x)∥2≤2∑k=1NV′(xk)2+2b2S(x).(3.6)\lVert DP(x)\rVert^{2}\le2\sum_{k=1}^{N}V'(x_{k})^{2}+2b^{2}S(x).\tag{3.6}

Step 4 (Clause 4). Let x∈WNx\in W_{N}. By The Logarithmic Energy of N Ordered Particles on the Weyl Chamber §energy, (3.1), (3.2) and (0.1), since −b<0-b<0,

H(x)=−b∑(i,j)∈Πlog⁡sij≥−b∑(i,j)∈Π(ℓi+ℓj)=−b(N−1)L(x)=−β2∑k=1Nℓk.H(x)=-b\sum_{(i,j)\in\Pi}\log s_{ij}\ge-b\sum_{(i,j)\in\Pi}(\ell_{i}+\ell_{j})=-b(N-1)L(x)=-\frac{\beta}{2}\sum_{k=1}^{N}\ell_{k}.

For each kk, by Step 0, (0.3) with δ=1/β\delta=1/\beta, and (1.4), ℓk≤∣xk∣≤1βxk2+β4≤1β(V(xk)+A0)+β4\ell_{k}\le|x_{k}|\le\frac{1}{\beta}x_{k}^{2}+\frac{\beta}{4}\le\frac{1}{\beta}\bigl(V(x_{k})+A_{0}\bigr)+\frac{\beta}{4}. Therefore H(x)≥−12∑kV(xk)−N(A02+β28)H(x)\ge-\frac12\sum_{k}V(x_{k})-N\bigl(\frac{A_{0}}{2}+\frac{\beta^{2}}{8}\bigr), and

P(x)≥12∑k=1NV(xk)−C1N,C1=A02+β28.(4.1)P(x)\ge\frac12\sum_{k=1}^{N}V(x_{k})-C_{1}N,\qquad C_{1}=\frac{A_{0}}{2}+\frac{\beta^{2}}{8}.\tag{4.1}

The constants c1=12>0c_{1}=\frac12>0 and C1≥0C_{1}\ge0 depend only on β\beta and VV, not on NN or xx. This proves clause 4. Combining (4.1) with (1.4),

∑k=1N∣V(xk)∣≤∑k=1NV(xk)+2NA0≤2P(x)+2N(C1+A0)(x∈WN).(4.2)\sum_{k=1}^{N}|V(x_{k})|\le\sum_{k=1}^{N}V(x_{k})+2NA_{0}\le2P(x)+2N(C_{1}+A_{0})\qquad(x\in W_{N}).\tag{4.2}

Step 5 (Clause 3). (a) A difference-quotient bound. Let η\eta be positive, with Cη′C_{\eta}' as in Step 1(d). We claim that for all real s≠ts\ne t

0≤V′(s)−V′(t)s−t≤η(∣V(s)∣+∣V(t)∣+2A0)+∣Cη′∣.(5.1)0\le\frac{V'(s)-V'(t)}{s-t}\le\eta\bigl(|V(s)|+|V(t)|+2A_{0}\bigr)+|C_{\eta}'|.\tag{5.1}

Let u<vu<v be the two numbers s,ts,t in increasing order. The restriction of V′V' to the closed interval [u,v][u,v] is continuous on [u,v][u,v], V′V' being continuous. At each c∈(u,v)c\in(u,v) the number V′′(c)V''(c) satisfies the defining condition of Derivative at an Interior Point for the restriction on the interval [u,v][u,v], because that condition for V′V' on the interval R\mathbb{R} only becomes weaker when the increments hh are restricted by c+h∈[u,v]c+h\in[u,v]; and two numbers satisfying that condition at the interior point cc coincide, since for every positive ε′\varepsilon' both lie within ε′\varepsilon' of one difference quotient with an admissible hh, which exists as cc is interior. So the restriction is differentiable at cc with derivative V′′(c)V''(c). By Mean Value Theorem on a Closed Real Interval there is c∈(u,v)c\in(u,v) with V′′(c)=(V′(v)−V′(u))/(v−u)V''(c)=(V'(v)-V'(u))/(v-u), which is the quotient in (5.1). It is nonnegative by (1.3), and by Confining Potentials on the Real Line §curvature, V′′(c)≤η∣V(c)∣+Cη′V''(c)\le\eta|V(c)|+C_{\eta}'. With τ=(c−t)/(s−t)\tau=(c-t)/(s-t) we have 0<τ<10<\tau<1 and c=τs+(1−τ)tc=\tau s+(1-\tau)t, so by the convexity of VV (Convex Real-Valued Function on a Convex Subset of Rn\mathbb{R}^n, as in Step 1(b)) V(c)≤τV(s)+(1−τ)V(t)≤∣V(s)∣+∣V(t)∣V(c)\le\tau V(s)+(1-\tau)V(t)\le|V(s)|+|V(t)|, and by (1.4) ∣V(c)∣≤V(c)+2A0≤∣V(s)∣+∣V(t)∣+2A0|V(c)|\le V(c)+2A_{0}\le|V(s)|+|V(t)|+2A_{0}. This gives (5.1).

(b) The dissipation inequality. Fix η=λ/(3σ2)\eta=\lambda/(3\sigma^{2}) and put C+=∣Cη′∣C^{+}=|C_{\eta}'|; both depend only on λ\lambda, σ\sigma and VV. Let x∈WNx\in W_{N}. By (3.4), (3.5), κN/2=a\kappa_{N}/2=a and (0.1),

κN2tr⁡(D2P(x))=ab S(x)+a∑kV′′(xk),(1−ε)∥DP(x)∥2=ab∑kV′(xk)2−a T(x)+ab S(x),\tfrac{\kappa_{N}}{2}\operatorname{tr}\bigl(D^{2}P(x)\bigr)=ab\,S(x)+a\sum_{k}V''(x_{k}),\qquad(1-\varepsilon)\lVert DP(x)\rVert^{2}=\frac{a}{b}\sum_{k}V'(x_{k})^{2}-a\,T(x)+ab\,S(x),

so that the terms in S(x)S(x) cancel and

κN2tr⁡(D2P(x))−(1−ε)∥DP(x)∥2=a∑kV′′(xk)+a T(x)−ab∑kV′(xk)2≤a∑kV′′(xk)+a T(x).(5.2)\tfrac{\kappa_{N}}{2}\operatorname{tr}\bigl(D^{2}P(x)\bigr)-(1-\varepsilon)\lVert DP(x)\rVert^{2}=a\sum_{k}V''(x_{k})+a\,T(x)-\frac{a}{b}\sum_{k}V'(x_{k})^{2}\le a\sum_{k}V''(x_{k})+a\,T(x).\tag{5.2}

In T(x)T(x) the terms with k=jk=j vanish, as akk(x)=0a_{kk}(x)=0, and for k≠jk\ne j the term akj(x)(V′(xk)−V′(xj))a_{kj}(x)(V'(x_{k})-V'(x_{j})) is the quotient of (5.1) with s=xks=x_{k}, t=xjt=x_{j}. Summing (5.1) over Π≠\Pi^{\ne} and using the symmetric-sum identity of Step 3 together with (3.2),

T(x)≤2η(N−1)∑k∣V(xk)∣+N(N−1)(2ηA0+C+),soa T(x)≤σ2η∑k∣V(xk)∣+σ22N(2ηA0+C+)T(x)\le2\eta(N-1)\sum_{k}|V(x_{k})|+N(N-1)\bigl(2\eta A_{0}+C^{+}\bigr),\quad\text{so}\quad a\,T(x)\le\sigma^{2}\eta\sum_{k}|V(x_{k})|+\frac{\sigma^{2}}{2}N\bigl(2\eta A_{0}+C^{+}\bigr)

by (0.1). By (1.3) and Confining Potentials on the Real Line §curvature, 0≤V′′(xk)≤η∣V(xk)∣+C+0\le V''(x_{k})\le\eta|V(x_{k})|+C^{+}, so, as a≤σ2/2a\le\sigma^{2}/2, a∑kV′′(xk)≤σ22(η∑k∣V(xk)∣+NC+)a\sum_{k}V''(x_{k})\le\frac{\sigma^{2}}{2}\bigl(\eta\sum_{k}|V(x_{k})|+NC^{+}\bigr). Adding, and using 3σ2η2=λ2\frac{3\sigma^{2}\eta}{2}=\frac{\lambda}{2}, σ2η=λ3\sigma^{2}\eta=\frac{\lambda}{3} and (4.2),

a∑kV′′(xk)+a T(x)≤λ2∑k∣V(xk)∣+N(λA03+σ2C+)≤λP(x)+C0N,a\sum_{k}V''(x_{k})+a\,T(x)\le\frac{\lambda}{2}\sum_{k}|V(x_{k})|+N\Bigl(\frac{\lambda A_{0}}{3}+\sigma^{2}C^{+}\Bigr)\le\lambda P(x)+C_{0}N,

with C0=λC1+43λA0+σ2C+≥0C_{0}=\lambda C_{1}+\frac{4}{3}\lambda A_{0}+\sigma^{2}C^{+}\ge0, which depends only on β\beta, σ\sigma, λ\lambda and VV. Together with (5.2) this is clause 3.

Step 6 (Clause 5). Keep NN, bb, aa, HH, PP as in Step 3, write g=gNg=g_{N}, and let ψ(y)=exp⁡(−∥y∥2)\psi(y)=\exp(-\lVert y\rVert^{2}) for yy in RN\mathbb{R}^{N} or in RN−1\mathbb{R}^{N-1}; this is the function ψη\psi_{\eta} of The Gaussian Smoothing Weight: Normalization, Derivatives, Exponential Tilting, Moments, and First-Order Remainder with η=12\eta=\frac12, so by claim 1 there (with m=Nm=N and with m=N−1m=N-1) it is measurable and ∫ψ dLm<∞\int\psi\,d\mathcal{L}^{m}<\infty, the measure written λm\lambda_{m} there being Lm\mathcal{L}^{m}.

(a) Sign and measurability. For x∈WNx\in W_{N} the bracket in g(x)g(x) is at least 11 and the exponential is positive, so g(x)>0g(x)>0; off WNW_{N}, g=0g=0. For a map φ\varphi from a set E⊆RNE\subseteq\mathbb{R}^{N} to R\mathbb{R} and x∈Ex\in E, continuity at xx in the sense of Continuity at a Point for Maps Between Euclidean Spaces is the same as continuity at xx relative to EE from (RN,dE)(\mathbb{R}^{N},d_{E}) to (R,dR)(\mathbb{R},d_{\mathbb{R}}), because for y∈Ey\in E and positive δ,ε′\delta,\varepsilon' one has ∑i(yi−xi)2<δ2\sum_{i}(y_{i}-x_{i})^{2}<\delta^{2} exactly when dE(y,x)<δd_{E}(y,x)<\delta, and (φ(y)−φ(x))2<ε′2(\varphi(y)-\varphi(x))^{2}<\varepsilon'^{2} exactly when ∣φ(y)−φ(x)∣<ε′|\varphi(y)-\varphi(x)|<\varepsilon' (claims 1 and 2 of Elementary Properties of the Euclidean Norm on Rn\mathbb{R}^n and Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field). Since PP is of class C2C^{2} on WNW_{N} (The Confined Logarithmic Energy on the Weyl Chamber: Regularity, Penalty Property, Monotone Gradient and the Dissipation Inequality §regularity), PP and every ∂kP\partial_{k}P are of class C1C^{1} and hence continuous at every point of WNW_{N} (clauses 1 and 2 of C^k Maps on a Euclidean Open Set). The coordinate maps y↦yky\mapsto y_{k} are continuous, as ∣yk−xk∣≤dE(y,x)|y_{k}-x_{k}|\le d_{E}(y,x) by claims 2 and 4 of Elementary Properties of the Euclidean Norm on Rn\mathbb{R}^n; the absolute value is continuous on R\mathbb{R}, as ∣∣u∣−∣v∣∣≤∣u−v∣||u|-|v||\le|u-v|; and exp⁡\exp is continuous at every point of R\mathbb{R}, being differentiable there (claim 3 of Basic Properties of the Exponential Function; Differentiability at an Interior Point Implies Continuity There; Euclidean, Metric and Sequential Continuity of a Real Function of a Real Variable §equivalent). Since ∥DP(y)∥2=∑k∂kP(y)2\lVert DP(y)\rVert^{2}=\sum_{k}\partial_{k}P(y)^{2} and ∥y∥2=∑kyk2\lVert y\rVert^{2}=\sum_{k}y_{k}^{2}, it follows from Continuity of Sums and Products of Real-Valued Functions on a Metric Space and Composition of Continuous Euclidean Maps (for ∣P∣|P| and exp⁡(−P/a)\exp(-P/a)) that the restriction of gg to WNW_{N} is continuous at every point of WNW_{N} relative to WNW_{N}. Now let c∈Rc\in\mathbb{R}. If c<0c<0 then {g>c}=RN\{g>c\}=\mathbb{R}^{N}. If c≥0c\ge0 then U={y:g(y)>c}⊆WNU=\{y:g(y)>c\}\subseteq W_{N}, and for x∈Ux\in U there are a positive δ\delta with ∣g(y)−g(x)∣<g(x)−c|g(y)-g(x)|<g(x)-c for all y∈WNy\in W_{N} with dE(y,x)<δd_{E}(y,x)<\delta, and, WNW_{N} being open (The Logarithmic Energy on the Weyl Chamber: Derivatives, Monotone Gradient, the Calogero Identity and the Euler Identity §open), a positive rr with B(x,r)⊆WNB(x,r)\subseteq W_{N}; then B(x,min⁡(δ,r))⊆UB(x,\min(\delta,r))\subseteq U. So UU is open, hence (Second-Order Equations on Euclidean Open Sets §space, claims 4 and 5 of The Borel Sigma-Algebra of a Euclidean Space as a Product, and Measurability of Projections, Sequentially Continuous Maps, and Open and Closed Sets) U∈B(RN)U\in\mathcal{B}(\mathbb{R}^{N}). Thus gg is measurable in the sense of Lebesgue Integral of a Nonnegative Measurable Function, and, being real-valued, also Borel measurable, as remarked there.

(b) A one-dimensional majorant. Put θ=max⁡(2−γ,0)\theta=\max(2-\gamma,0); as 1<γ1<\gamma, 0≤θ<10\le\theta<1. Since 2>12>1, log⁡2>0\log2>0. Put q=exp⁡(θlog⁡2)≥1q=\exp(\theta\log2)\ge1 and rq=q/2=exp⁡((θ−1)log⁡2)r_{q}=q/2=\exp\bigl((\theta-1)\log2\bigr), using exp⁡(−log⁡2)=12\exp(-\log2)=\frac12; as (θ−1)log⁡2<0(\theta-1)\log2<0, 0<rq<10<r_{q}<1. For kk a natural number or 00, exp⁡(−klog⁡2)=(12)k\exp(-k\log2)=(\frac12)^{k} (with (12)0=1(\frac12)^{0}=1), and these powers are nonincreasing in kk. For each natural number mm let

Am={s∈R:(12)m<s≤(12)m−1},A_{m}=\Bigl\{s\in\mathbb{R}:\bigl(\tfrac12\bigr)^{m}<s\le\bigl(\tfrac12\bigr)^{m-1}\Bigr\},

an interval with endpoints (12)m≤(12)m−1(\frac12)^{m}\le(\frac12)^{m-1}, which is Borel with L1(Am)=(12)m−1−(12)m=(12)m\mathcal{L}^{1}(A_{m})=(\frac12)^{m-1}-(\frac12)^{m}=(\frac12)^{m} by claim 4 of Existence of Lebesgue Measure on the Real Line (L1\mathcal{L}^{1} is the measure λ\lambda there, by Lebesgue Measure on Rn\mathbb{R}^n). The AmA_{m} are pairwise disjoint: if m<m′m<m' and s∈Am′s\in A_{m'}, then s≤(12)m′−1≤(12)ms\le(\frac12)^{m'-1}\le(\frac12)^{m}, so s∉Ams\notin A_{m}. For each natural number nn let hˉn=∑m=1nqm1Am\bar h_{n}=\sum_{m=1}^{n}q^{m}\mathbf{1}_{A_{m}}, which is measurable by claims 1 and 2 of Arithmetic, Absolute Values, and Pointwise Limits of Measurable Real-Valued Functions, nonnegative, and nondecreasing in nn; and let hˉ(s)=sup⁡nhˉn(s)\bar h(s)=\sup_{n}\bar h_{n}(s). By disjointness, hˉ(s)=qm\bar h(s)=q^{m} if s∈Ams\in A_{m} and hˉ(s)=0\bar h(s)=0 if ss lies in no AmA_{m}; so hˉ:R→R\bar h:\mathbb{R}\to\mathbb{R} is nonnegative. By Monotone Convergence Theorem, hˉ\bar h is measurable (hence Borel measurable, as in (a)) and ∫hˉ dL1=sup⁡n∫hˉn dL1\int\bar h\,d\mathcal{L}^{1}=\sup_{n}\int\bar h_{n}\,d\mathcal{L}^{1}; by claim 1 of Linearity and Monotonicity of the Lebesgue Integral and The Integral of an Indicator Function is the Measure of the Set, ∫hˉn dL1=∑m=1nqm(12)m=∑m=1nrqm\int\bar h_{n}\,d\mathcal{L}^{1}=\sum_{m=1}^{n}q^{m}(\frac12)^{m}=\sum_{m=1}^{n}r_{q}^{m}, which by Series of Nonnegative Real Numbers, Comparison, and the Geometric Series §geometric and Series of Nonnegative Real Numbers, Comparison, and the Geometric Series §dominates is at most ∑m=1∞rqm=rq/(1−rq)\sum_{m=1}^{\infty}r_{q}^{m}=r_{q}/(1-r_{q}). Hence

∫Rhˉ dL1≤Ih,Ih=rq1−rq<∞.(6.1)\int_{\mathbb{R}}\bar h\,d\mathcal{L}^{1}\le I_{h},\qquad I_{h}=\frac{r_{q}}{1-r_{q}}<\infty.\tag{6.1}

Moreover, if 0<s<10<s<1, then log⁡s<0\log s<0, so xs=−log⁡s/log⁡2x_{s}=-\log s/\log2 is positive, and by claim 4 of Real Powers Through the Exponential, and Elementary Asymptotic Tools: Monotonicity, Null Sequences of Negative Powers, Exponential Domination, Integer Rounding, and Square-Root and Exponential Inequalities m=⌊xs⌋+1m=\lfloor x_{s}\rfloor+1 is a natural number with xs<m≤xs+1x_{s}<m\le x_{s}+1; thus −mlog⁡2<log⁡s≤−(m−1)log⁡2-m\log2<\log s\le-(m-1)\log2, and applying the increasing function exp⁡\exp gives s∈Ams\in A_{m}. Hence

0<s<1 ⟹ there is a natural number m with 0<−log⁡s<mlog⁡2 and hˉ(s)=qm.(6.2)0<s<1\ \Longrightarrow\ \text{there is a natural number }m\text{ with }0<-\log s<m\log2\text{ and }\bar h(s)=q^{m}.\tag{6.2}

(c) The singular factor. Let x∈WNx\in W_{N}, (j,l)∈Π(j,l)\in\Pi and r∈{1,2}r\in\{1,2\}, and write s=sjls=s_{jl}. We claim

exp⁡((γ−r)log⁡s)≤exp⁡(γ(ℓj+ℓl))+hˉ(s).(6.3)\exp\bigl((\gamma-r)\log s\bigr)\le\exp\bigl(\gamma(\ell_{j}+\ell_{l})\bigr)+\bar h(s).\tag{6.3}

If s≥1s\ge1, then log⁡s≥0\log s\ge0 and, by (3.1), (γ−r)log⁡s≤γlog⁡s≤γ(ℓj+ℓl)(\gamma-r)\log s\le\gamma\log s\le\gamma(\ell_{j}+\ell_{l}). If s<1s<1, take mm as in (6.2): if γ≥r\gamma\ge r then (γ−r)log⁡s≤0≤θmlog⁡2(\gamma-r)\log s\le0\le\theta m\log2; if γ<r\gamma<r then 0<r−γ≤2−γ≤θ0<r-\gamma\le2-\gamma\le\theta and (γ−r)log⁡s=(r−γ)(−log⁡s)≤θmlog⁡2(\gamma-r)\log s=(r-\gamma)(-\log s)\le\theta m\log2; in both cases exp⁡((γ−r)log⁡s)≤exp⁡(θmlog⁡2)=qm=hˉ(s)\exp((\gamma-r)\log s)\le\exp(\theta m\log2)=q^{m}=\bar h(s). In either case (6.3) follows, both summands on its right being nonnegative.

(d) The Gibbs factor. For x∈WNx\in W_{N} let E(x)=exp⁡(−P(x)/a)E(x)=\exp(-P(x)/a) and Q(x)=exp⁡(−∑kV(xk)/a+γNL(x))Q(x)=\exp\bigl(-\sum_{k}V(x_{k})/a+\gamma NL(x)\bigr). By The Logarithmic Energy of N Ordered Particles on the Weyl Chamber §energy and b/a=γb/a=\gamma, −P(x)/a=−∑kV(xk)/a+γ∑(i,k)∈Πlog⁡sik-P(x)/a=-\sum_{k}V(x_{k})/a+\gamma\sum_{(i,k)\in\Pi}\log s_{ik}. By (3.1) and (3.2), ∑(i,k)∈Πlog⁡sik≤(N−1)L(x)\sum_{(i,k)\in\Pi}\log s_{ik}\le(N-1)L(x), and the same bound holds for the sum over Π\Pi with one pair (j,l)(j,l) removed, since ℓj+ℓl≥0\ell_{j}+\ell_{l}\ge0. Hence E(x)≤Q(x)E(x)\le Q(x). For (j,l)∈Π(j,l)\in\Pi and r∈{1,2}r\in\{1,2\} we have sjl−r=exp⁡(−rlog⁡sjl)s_{jl}^{-r}=\exp(-r\log s_{jl}), so

sjl−rE(x)=exp⁡(−∑kV(xk)a+γ ⁣ ⁣∑(i,k)∈Π∖{(j,l)} ⁣ ⁣log⁡sik)exp⁡((γ−r)log⁡sjl),s_{jl}^{-r}E(x)=\exp\Bigl(-\sum_{k}\frac{V(x_{k})}{a}+\gamma\!\!\sum_{(i,k)\in\Pi\setminus\{(j,l)\}}\!\!\log s_{ik}\Bigr)\exp\bigl((\gamma-r)\log s_{jl}\bigr),

and by (6.3), ℓj+ℓl≤L(x)\ell_{j}+\ell_{l}\le L(x) and exp⁡(γL(x))≥1\exp(\gamma L(x))\ge1, the second factor is at most exp⁡(γL(x))(1+hˉ(sjl))\exp(\gamma L(x))(1+\bar h(s_{jl})). Therefore

E(x)≤Q(x),sjl−rE(x)≤Q(x)(1+hˉ(sjl))((j,l)∈Π, r∈{1,2}).(6.4)E(x)\le Q(x),\qquad s_{jl}^{-r}E(x)\le Q(x)\bigl(1+\bar h(s_{jl})\bigr)\qquad((j,l)\in\Pi,\ r\in\{1,2\}).\tag{6.4}

(e) The prefactor. Let x∈WNx\in W_{N}. By The Logarithmic Energy of N Ordered Particles on the Weyl Chamber §energy and (0.2), ∣P(x)∣≤b∑Π(sik+sik−1)+∑k∣V(xk)∣|P(x)|\le b\sum_{\Pi}(s_{ik}+s_{ik}^{-1})+\sum_{k}|V(x_{k})|, and by (3.6) and (3.3), ∥DP(x)∥2≤2∑kV′(xk)2+4b2∑Πsik−2\lVert DP(x)\rVert^{2}\le2\sum_{k}V'(x_{k})^{2}+4b^{2}\sum_{\Pi}s_{ik}^{-2}. Hence

g(x)≤B(x)E(x)+b∑(i,k)∈Πsik−1E(x)+4b2∑(i,k)∈Πsik−2E(x),B(x)=1+∥x∥2+∑k∣V(xk)∣+2∑kV′(xk)2+b∑Πsik.(6.5)g(x)\le B(x)E(x)+b\sum_{(i,k)\in\Pi}s_{ik}^{-1}E(x)+4b^{2}\sum_{(i,k)\in\Pi}s_{ik}^{-2}E(x),\quad B(x)=1+\lVert x\rVert^{2}+\sum_{k}|V(x_{k})|+2\sum_{k}V'(x_{k})^{2}+b\sum_{\Pi}s_{ik}.\tag{6.5}

Let V~(t)=V(t)+A0\tilde V(t)=V(t)+A_{0}, which is nonnegative by (1.4), let R(x)=exp⁡(∑kV~(xk)/(2a)+2L(x))≥1R(x)=\exp\bigl(\sum_{k}\tilde V(x_{k})/(2a)+2L(x)\bigr)\ge1, and let CsC_{s} be the constant of Confining Potentials on the Real Line §slope; evaluating that inequality at any point shows Cs≥0C_{s}\ge0. We bound each part of B(x)B(x) by a multiple of R(x)R(x), using that every term in the exponent of RR is nonnegative. First, 1≤R(x)1\le R(x). Next, xk2≤ρk2=exp⁡(2ℓk)≤exp⁡(2L(x))x_{k}^{2}\le\rho_{k}^{2}=\exp(2\ell_{k})\le\exp(2L(x)) (Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field), so ∥x∥2=∑kxk2≤NR(x)\lVert x\rVert^{2}=\sum_{k}x_{k}^{2}\le NR(x). By (1.4) and u≤exp⁡(u)u\le\exp(u), ∣V(xk)∣≤V~(xk)+A0≤2aexp⁡(V~(xk)/(2a))+A0≤(2a+A0)R(x)|V(x_{k})|\le\tilde V(x_{k})+A_{0}\le2a\exp(\tilde V(x_{k})/(2a))+A_{0}\le(2a+A_{0})R(x). With w=V~(xk)/(4a)≥0w=\tilde V(x_{k})/(4a)\ge0, ∣V′(xk)∣≤Cs(1+∣V(xk)∣)≤Cs(1+A0+4aw)≤Cs(1+A0+4a)exp⁡(w)|V'(x_{k})|\le C_{s}(1+|V(x_{k})|)\le C_{s}(1+A_{0}+4aw)\le C_{s}(1+A_{0}+4a)\exp(w), as 1+w≤exp⁡(w)1+w\le\exp(w); squaring, V′(xk)2≤Cs2(1+A0+4a)2exp⁡(V~(xk)/(2a))≤Cs2(1+A0+4a)2R(x)V'(x_{k})^{2}\le C_{s}^{2}(1+A_{0}+4a)^{2}\exp(\tilde V(x_{k})/(2a))\le C_{s}^{2}(1+A_{0}+4a)^{2}R(x). Finally, by (3.1), b∑Πsik≤bN2exp⁡(L(x))≤bN2R(x)b\sum_{\Pi}s_{ik}\le bN^{2}\exp(L(x))\le bN^{2}R(x). Hence

B(x)≤CBR(x),CB=1+N+N(2a+A0)+2NCs2(1+A0+4a)2+bN2.(6.6)B(x)\le C_{B}R(x),\qquad C_{B}=1+N+N(2a+A_{0})+2NC_{s}^{2}(1+A_{0}+4a)^{2}+bN^{2}.\tag{6.6}

(f) Domination. By (6.5), (6.4), (6.6), R≥1R\ge1 and ∣Π∣≤N2|\Pi|\le N^{2}, for x∈WNx\in W_{N}

g(x)≤Q(x)(CBR(x)+(b+4b2)∑(i,k)∈Π(1+hˉ(sik)))≤Cg Q(x)R(x)(1+∑(i,k)∈Πhˉ(sik)),Cg=CB+(b+4b2)N2.g(x)\le Q(x)\Bigl(C_{B}R(x)+(b+4b^{2})\sum_{(i,k)\in\Pi}\bigl(1+\bar h(s_{ik})\bigr)\Bigr)\le C_{g}\,Q(x)R(x)\Bigl(1+\sum_{(i,k)\in\Pi}\bar h(s_{ik})\Bigr),\qquad C_{g}=C_{B}+(b+4b^{2})N^{2}.

Since V=V~−A0V=\tilde V-A_{0}, Q(x)R(x)=exp⁡(NA0/a)exp⁡(∑k[−V~(xk)/(2a)+(γN+2)ℓk])Q(x)R(x)=\exp(NA_{0}/a)\exp\bigl(\sum_{k}[-\tilde V(x_{k})/(2a)+(\gamma N+2)\ell_{k}]\bigr). Let M=2a(γN+3)M=2a(\gamma N+3) and CMC_{M} be as in (1.1). For t∈Rt\in\mathbb{R}, V~(t)≥V(t)≥Mt2−CM\tilde V(t)\ge V(t)\ge Mt^{2}-C_{M} and, by Step 0 and (0.3) with δ=1\delta=1, ℓ(t)≤∣t∣≤t2+14\ell(t)\le|t|\le t^{2}+\frac14, so −V~(t)/(2a)+(γN+2)ℓ(t)≤−t2+CM/(2a)+(γN+2)/4-\tilde V(t)/(2a)+(\gamma N+2)\ell(t)\le-t^{2}+C_{M}/(2a)+(\gamma N+2)/4. Summing over kk and using ∥x∥2=∑kxk2\lVert x\rVert^{2}=\sum_{k}x_{k}^{2}, Q(x)R(x)≤KN ψ(x)Q(x)R(x)\le K_{N}\,\psi(x) with KN=exp⁡(NA0/a+NCM/(2a)+N(γN+2)/4)K_{N}=\exp\bigl(NA_{0}/a+NC_{M}/(2a)+N(\gamma N+2)/4\bigr). For (i,k)∈Π(i,k)\in\Pi let Gik(x)=ψ(x)hˉ(xi−xk)G_{ik}(x)=\psi(x)\bar h(x_{i}-x_{k}) for x∈RNx\in\mathbb{R}^{N}; for x∈WNx\in W_{N}, hˉ(xi−xk)=hˉ(sik)\bar h(x_{i}-x_{k})=\bar h(s_{ik}). Since g=0g=0 off WNW_{N} and ψ,hˉ≥0\psi,\bar h\ge0, we obtain for every x∈RNx\in\mathbb{R}^{N}

g(x)≤CgKN(ψ(x)+∑(i,k)∈ΠGik(x)).(6.7)g(x)\le C_{g}K_{N}\Bigl(\psi(x)+\sum_{(i,k)\in\Pi}G_{ik}(x)\Bigr).\tag{6.7}

(g) Integration. Fix (i,k)∈Π(i,k)\in\Pi. The map x↦xi−xkx\mapsto x_{i}-x_{k} is Borel measurable (claim 1 of The Borel Sigma-Algebra of a Euclidean Space as a Product, and Measurability of Projections, Sequentially Continuous Maps, and Open and Closed Sets and claim 2 of Arithmetic, Absolute Values, and Pointwise Limits of Measurable Real-Valued Functions); its composite with the Borel function hˉ\bar h is Borel measurable, since the preimage of a Borel set under the composite is the preimage of a Borel set under the first map (Measurable Function and Real-Valued Measurable Function); and GikG_{ik} is Borel measurable by claim 3 of Arithmetic, Absolute Values, and Pointwise Limits of Measurable Real-Valued Functions, and nonnegative. Apply claim 3 of Finite Products of Lebesgue Measure and Coordinate Integration on Rl\mathbb{R}^l with l=N−1l=N-1, with (Y,G,μ)=(R,B(R),L1)(Y,\mathcal{G},\mu)=(\mathbb{R},\mathcal{B}(\mathbb{R}),\mathcal{L}^{1}), which is σ\sigma-finite by claim 5 of Existence of Lebesgue Measure on the Real Line, and with insertion index ii, admissible since i<k≤Ni<k\le N. Under the identifications of that lemma, RN−1×R=RN\mathbb{R}^{N-1}\times\mathbb{R}=\mathbb{R}^{N} with BN−1⊗B(R)=BN=B(RN)\mathcal{B}_{N-1}\otimes\mathcal{B}(\mathbb{R})=\mathcal{B}_{N}=\mathcal{B}(\mathbb{R}^{N}) and λN−1⊗L1=λN=LN\lambda_{N-1}\otimes\mathcal{L}^{1}=\lambda_{N}=\mathcal{L}^{N}, and likewise RN−2×R=RN−1\mathbb{R}^{N-2}\times\mathbb{R}=\mathbb{R}^{N-1} with λN−2⊗L1=LN−1\lambda_{N-2}\otimes\mathcal{L}^{1}=\mathcal{L}^{N-1} (read as R\mathbb{R} with L1\mathcal{L}^{1} when N=2N=2, by the conventions stated there for l=1l=1); here Lebesgue Measure on Rn\mathbb{R}^n and claim 5 of The Borel Sigma-Algebra of a Euclidean Space as a Product, and Measurability of Projections, Sequentially Continuous Maps, and Open and Closed Sets identify these measures with Lebesgue measure. For w∈RN−1w\in\mathbb{R}^{N-1} and t∈Rt\in\mathbb{R} the point x=Ψi(t,w)x=\Psi_{i}(t,w) has xi=tx_{i}=t, and its remaining coordinates, in order, are those of ww; so ∥x∥2=t2+∥w∥2\lVert x\rVert^{2}=t^{2}+\lVert w\rVert^{2} and xk=wk−1x_{k}=w_{k-1}. By claim 1 of Linearity and Monotonicity of the Lebesgue Integral (monotonicity and scalar multiples, as exp⁡(−t2−∥w∥2)≤ψ(w)\exp(-t^{2}-\lVert w\rVert^{2})\le\psi(w)), claim 2 of Translation Invariance of Lebesgue Measure and the Lebesgue Integral (translation by −wk−1-w_{k-1}) and (6.1),

∫RGik(Ψi(t,w)) dL1(t)≤ψ(w)∫Rhˉ(t−wk−1) dL1(t)=ψ(w)∫Rhˉ dL1≤Ih ψ(w).\int_{\mathbb{R}}G_{ik}\bigl(\Psi_{i}(t,w)\bigr)\,d\mathcal{L}^{1}(t)\le\psi(w)\int_{\mathbb{R}}\bar h(t-w_{k-1})\,d\mathcal{L}^{1}(t)=\psi(w)\int_{\mathbb{R}}\bar h\,d\mathcal{L}^{1}\le I_{h}\,\psi(w).

Hence, by claim 3 of Finite Products of Lebesgue Measure and Coordinate Integration on Rl\mathbb{R}^l and claim 1 of Linearity and Monotonicity of the Lebesgue Integral,

∫RNGik dLN≤Ih∫RN−1ψ dLN−1<∞.\int_{\mathbb{R}^{N}}G_{ik}\,d\mathcal{L}^{N}\le I_{h}\int_{\mathbb{R}^{N-1}}\psi\,d\mathcal{L}^{N-1}<\infty .

Finally, gg and the right side of (6.7) are measurable and nonnegative, so by (6.7) and claim 1 of Linearity and Monotonicity of the Lebesgue Integral

∫RNg dLN≤CgKN(∫RNψ dLN+∑(i,k)∈Π∫RNGik dLN)<∞.\int_{\mathbb{R}^{N}}g\,d\mathcal{L}^{N}\le C_{g}K_{N}\Bigl(\int_{\mathbb{R}^{N}}\psi\,d\mathcal{L}^{N}+\sum_{(i,k)\in\Pi}\int_{\mathbb{R}^{N}}G_{ik}\,d\mathcal{L}^{N}\Bigr)<\infty .

This proves clause 5 and completes the proof.

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