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+v2, (u+v)2≤2u2+2v2 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. Since 0<σ2<β, we have 1<γ, and ε=1−σ2/β satisfies 0<ε<1. For a natural number N≥2 we have N≥2 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≥1, and directly from the definitions
aNbN=γ,bNaN=βσ2=1−ε,(N−1)aN=2σ2,(N−1)bN=2β,aN≤2σ2.(0.1)
By claims 1, 2 and 4 of Basic Properties of the Exponential Function, exp(u+v)=exp(u)exp(v), exp(0)=1, exp(u)>0, exp(−u)=1/exp(u) and exp is strictly increasing; by induction exp(ku)=exp(u)k for every natural number k. By The Function slogs: Continuity, Young's Inequality and Lower Bounds, with the Elementary Bounds for the Exponential and the Logarithm §exp, 1+u≤exp(u) for every real u, so also u≤exp(u). By The Natural Logarithm, log is the inverse of exp and log(st)=logs+logt; 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 is strictly increasing, log1=0, and logt≥0 exactly when t≥1; by The Function slogs: Continuity, Young's Inequality and Lower Bounds, with the Elementary Bounds for the Exponential and the Logarithm §log, 1−t−1≤logt≤t−1 for positive t. Consequently, for positive t, 1/t=exp(−logt), 1/t2=exp(−2logt), and
∣logt∣≤t+t1,(0.2)
because logt≤t−1≤t and −logt≤t−1−1≤t−1. For t∈R put ρ(t)=1+∣t∣ and ℓ(t)=logρ(t); then ρ(t)=exp(ℓ(t)) and 0≤ℓ(t)≤ρ(t)−1=∣t∣. Finally, for positive δ and real t,
∣t∣≤δt2+4δ1,(0.3)
since δt2−∣t∣+4δ1=δ(∣t∣−2δ1)2≥0, using ∣t∣2=t2.
Step 1 (Clause 1). (a) Regularity. By Confining Potentials on the Real Line §confining, V is differentiable at every point of R with derivative V′, and V′ is differentiable at every point with a continuous derivative V′′. By claim 2 of One-Dimensional Derivatives, Partial Derivatives, and Smoothness on the Real Line, for every t∈R the partial derivative ∂1V(t) exists and equals V′(t), and ∂1V′(t) exists and equals V′′(t). The functions V and V′ are continuous by A Confining Potential and Its Derivative are Continuous and Borel §continuous, and 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 is open by claim 1 of Euclidean Space is Open in Itself, and Ck Maps are Continuous. Hence, by clause 1 of C^k Maps on a Euclidean Open Set, V′ is of class C1 on R with ∂1V′=V′′, and V is of class C1 with ∂1V=V′; by clause 2 there (with k=1), V is of class C2 on R, and ∂1∂1V=V′′ in the notation of clause 4 there.
(b) V as a confining potential on R1. We check that V is a confining potential on Rd with d=1. It is of class C2 by (a), and convex on R=R1 in the sense of Convex Real-Valued Function on a Convex Subset of Rn with n=1 by Confining Potentials on the Real Line §confining. For x∈R1, ∥x∥2=x2 by claim 1 of Elementary Properties of the Euclidean Norm on Rn, so ∥x∥=∣x∣, both being nonnegative with the same square (Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field); the gradient DV(x) is the point (∂1V(x))=(V′(x)) of R1, so ∥DV(x)∥=∣V′(x)∣; the Laplacian is ΔV(x)=∂1∂1V(x)=V′′(x); and the dot product of x,y∈R1 is xy. 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=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 M there is CM∈R with
Mt2−CM≤V(t)for every t∈R;(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)
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)
Fix the constant C1′ of (1.1) for M=1 and put A0=∣C1′∣. Then for every t∈R
t2−A0≤V(t),−A0≤V(t),∣V(t)∣≤V(t)+2A0,(1.4)
the last because ∣V(t)∣=V(t) if V(t)≥0, while otherwise ∣V(t)∣=−V(t)≤V(t)+2A0 as −A0≤V(t).
(c) Linear lower bound. By (0.3) with δ=1 and by (1.4), ∣t∣≤t2+41≤V(t)+A0+41; so a0=1 and b0=A0+41 satisfy 0<a0 and a0∣t∣−b0≤V(t) for every t.
(d) Regular growth. Let t∈R. By (1.2) with s=t and 0 in place of t, V(t)−tV′(t)≤V(0), so by (1.4)
V(t)−V(0)≤∣t∣∣V′(t)∣≤21(t2+V′(t)2)≤21(V(t)+A0+V′(t)2),
whence V(t)≤V′(t)2+2V(0)+A0 and, by (1.4), ∣V(t)∣≤V′(t)2+KV with KV=2∣V(0)∣+3A0. Now let η be positive and let Cη′ be the constant of Confining Potentials on the Real Line §curvature for η in place of ε there. Then for every t
V′′(t)≤η∣V(t)∣+Cη′≤ηV′(t)2+ηKV+Cη′,
which is regular growth with Cη=ηKV+Cη′.
(e) Consequences. The hypotheses of Well-Posedness of the Dyson Hamilton-Jacobi Equation in the Weyl Chamber below the Collision Threshold on V1 are that V1 is of class C2 on R, that V1′′≥0, that a0∣t∣−b0≤V1(t) for some a0>0 and b0, and that V1 has regular growth, where V1′=∂1V1 and V1′′=∂1∂1V1 as in The Confined Logarithmic Energy on the Weyl Chamber: Regularity, Penalty Property, Monotone Gradient and the Dissipation Inequality. For V1=V these derivatives are V′ and V′′ by (a), and the hypotheses hold by (a), (1.3), (c) and (d). Since V is of class C2, The Confined Logarithmic Energy on the Weyl Chamber: Regularity, Penalty Property, Monotone Gradient and the Dissipation Inequality may be used with strength bN in place of β and V1=V, and its function P=HbN+∑kV(xk) is PN. This proves clause 1.
Step 2 (Clause 2). Let N≥2. 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 bN and V1=V, so PN is a penalty on WN; 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) for all x,y∈WN. Finally κN=σ2/(N−1) is positive and 2bN=β/(N−1); as σ2<β and (N−1)−1>0, κN<2bN. This proves clause 2.
Step 3 (Notation on the chamber). In Steps 3 to 6 fix a natural number N≥2 and write b=bN, a=aN, H=Hb and P=PN; let Π={(i,j)∈[N]×[N]:i<j} be the index set of The Logarithmic Energy of N Ordered Particles on the Weyl Chamber, and let akj(x) and 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 N. For x∈WN and (i,j)∈Π put sij=xi−xj, which is positive by The Logarithmic Energy of N Ordered Particles on the Weyl Chamber; for k∈[N] put ρk=ρ(xk) and ℓk=ℓ(xk), and put L(x)=∑k=1Nℓk≥0.
For (i,j)∈Π, sij≤∣xi∣+∣xj∣≤ρiρj, hence, as log is increasing and log(ρiρj)=ℓi+ℓj,
logsij≤ℓi+ℓj,sij≤exp(ℓi+ℓj)≤exp(L(x)).(3.1)
For real numbers u1,…,uN,
(i,j)∈Π∑(ui+uj)=(N−1)k=1∑Nuk;(3.2)
indeed (i,j)↦(j,i) maps Π bijectively onto Π′={(i,j)∈[N]×[N]:j<i}, the sets Π and Π′ partition the set Π= of pairs (i,j)∈[N]×[N] with i=j, so the left side is ∑(i,j)∈Π=ui, and each i∈[N] occurs in exactly N−1 pairs of Π=. By the same partition, ∑(k,j)∈Π=ckj=2∑(i,j)∈Πcij whenever ckj=cjk; Π= has N(N−1) elements and Π at most N2. Since akk(x)=0 and akj(x)2=(xk−xj)−2=ajk(x)2 for k=j,
S(x)=2(i,j)∈Π∑sij−2(x∈WN).(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 b), for x∈WN and k∈[N]
∂kP(x)=V′(xk)+∂kH(x),∂kH(x)=−bj=1∑Nakj(x),tr(D2P(x))=bS(x)+k=1∑NV′′(xk).(3.4)
Let z=(V′(x1),…,V′(xN))∈RN. By (3.4) and Gradient of a Real-Valued Function on a Euclidean Open Set, DP(x)=z+DH(x), so by claim 1 of Elementary Properties of the Euclidean Norm on Rn and Difference, Dot Product, and Orthogonality in Rn, ∥DP(x)∥2=∥z∥2+2DH(x)⋅z+∥DH(x)∥2. By The Logarithmic Energy on the Weyl Chamber: Derivatives, Monotone Gradient, the Calogero Identity and the Euler Identity §symmetrisation (strength b, with this z), 2DH(x)⋅z=−bT(x) with
T(x)=k=1∑Nj=1∑Nakj(x)(V′(xk)−V′(xj)),
and by The Logarithmic Energy on the Weyl Chamber: Derivatives, Monotone Gradient, the Calogero Identity and the Euler Identity §calogero (strength b), ∥DH(x)∥2=b2S(x). Hence
∥DP(x)∥2=k=1∑NV′(xk)2−bT(x)+b2S(x).(3.5)
Also, applying (u+v)2≤2u2+2v2 coordinatewise to DP(x)=z+DH(x) and using the Calogero identity again,
∥DP(x)∥2≤2k=1∑NV′(xk)2+2b2S(x).(3.6)
Step 4 (Clause 4). Let x∈WN. By The Logarithmic Energy of N Ordered Particles on the Weyl Chamber §energy, (3.1), (3.2) and (0.1), since −b<0,
H(x)=−b(i,j)∈Π∑logsij≥−b(i,j)∈Π∑(ℓi+ℓj)=−b(N−1)L(x)=−2βk=1∑Nℓk.
For each k, by Step 0, (0.3) with δ=1/β, and (1.4), ℓk≤∣xk∣≤β1xk2+4β≤β1(V(xk)+A0)+4β. Therefore H(x)≥−21∑kV(xk)−N(2A0+8β2), and
P(x)≥21k=1∑NV(xk)−C1N,C1=2A0+8β2.(4.1)
The constants c1=21>0 and C1≥0 depend only on β and V, not on N or x. This proves clause 4. Combining (4.1) with (1.4),
k=1∑N∣V(xk)∣≤k=1∑NV(xk)+2NA0≤2P(x)+2N(C1+A0)(x∈WN).(4.2)
Step 5 (Clause 3). (a) A difference-quotient bound. Let η be positive, with Cη′ as in Step 1(d). We claim that for all real s=t
0≤s−tV′(s)−V′(t)≤η(∣V(s)∣+∣V(t)∣+2A0)+∣Cη′∣.(5.1)
Let u<v be the two numbers s,t in increasing order. The restriction of V′ to the closed interval [u,v] is continuous on [u,v], V′ being continuous. At each c∈(u,v) the number V′′(c) satisfies the defining condition of Derivative at an Interior Point for the restriction on the interval [u,v], because that condition for V′ on the interval R only becomes weaker when the increments h are restricted by c+h∈[u,v]; and two numbers satisfying that condition at the interior point c coincide, since for every positive ε′ both lie within ε′ of one difference quotient with an admissible h, which exists as c is interior. So the restriction is differentiable at c with derivative V′′(c). By Mean Value Theorem on a Closed Real Interval there is c∈(u,v) with 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′. With τ=(c−t)/(s−t) we have 0<τ<1 and c=τs+(1−τ)t, so by the convexity of V (Convex Real-Valued Function on a Convex Subset of Rn, as in Step 1(b)) V(c)≤τV(s)+(1−τ)V(t)≤∣V(s)∣+∣V(t)∣, and by (1.4) ∣V(c)∣≤V(c)+2A0≤∣V(s)∣+∣V(t)∣+2A0. This gives (5.1).
(b) The dissipation inequality. Fix η=λ/(3σ2) and put C+=∣Cη′∣; both depend only on λ, σ and V. Let x∈WN. By (3.4), (3.5), κN/2=a and (0.1),
2κNtr(D2P(x))=abS(x)+ak∑V′′(xk),(1−ε)∥DP(x)∥2=bak∑V′(xk)2−aT(x)+abS(x),
so that the terms in S(x) cancel and
2κNtr(D2P(x))−(1−ε)∥DP(x)∥2=ak∑V′′(xk)+aT(x)−bak∑V′(xk)2≤ak∑V′′(xk)+aT(x).(5.2)
In T(x) the terms with k=j vanish, as akk(x)=0, and for k=j the term akj(x)(V′(xk)−V′(xj)) is the quotient of (5.1) with s=xk, t=xj. Summing (5.1) over Π= 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+),soaT(x)≤σ2ηk∑∣V(xk)∣+2σ2N(2ηA0+C+)
by (0.1). By (1.3) and Confining Potentials on the Real Line §curvature, 0≤V′′(xk)≤η∣V(xk)∣+C+, so, as a≤σ2/2, a∑kV′′(xk)≤2σ2(η∑k∣V(xk)∣+NC+). Adding, and using 23σ2η=2λ, σ2η=3λ and (4.2),
ak∑V′′(xk)+aT(x)≤2λk∑∣V(xk)∣+N(3λA0+σ2C+)≤λP(x)+C0N,
with C0=λC1+34λA0+σ2C+≥0, which depends only on β, σ, λ and V. Together with (5.2) this is clause 3.
Step 6 (Clause 5). Keep N, b, a, H, P as in Step 3, write g=gN, and let ψ(y)=exp(−∥y∥2) for y in RN or in RN−1; this is the function ψη of The Gaussian Smoothing Weight: Normalization, Derivatives, Exponential Tilting, Moments, and First-Order Remainder with η=21, so by claim 1 there (with m=N and with m=N−1) it is measurable and ∫ψdLm<∞, the measure written λm there being Lm.
(a) Sign and measurability. For x∈WN the bracket in g(x) is at least 1 and the exponential is positive, so g(x)>0; off WN, g=0. For a map φ from a set E⊆RN to R and x∈E, continuity at x in the sense of Continuity at a Point for Maps Between Euclidean Spaces is the same as continuity at x relative to E from (RN,dE) to (R,dR), because for y∈E and positive δ,ε′ one has ∑i(yi−xi)2<δ2 exactly when dE(y,x)<δ, and (φ(y)−φ(x))2<ε′2 exactly when ∣φ(y)−φ(x)∣<ε′ (claims 1 and 2 of Elementary Properties of the Euclidean Norm on Rn and Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field). Since P is of class C2 on WN (The Confined Logarithmic Energy on the Weyl Chamber: Regularity, Penalty Property, Monotone Gradient and the Dissipation Inequality §regularity), P and every ∂kP are of class C1 and hence continuous at every point of WN (clauses 1 and 2 of C^k Maps on a Euclidean Open Set). The coordinate maps y↦yk are continuous, as ∣yk−xk∣≤dE(y,x) by claims 2 and 4 of Elementary Properties of the Euclidean Norm on Rn; the absolute value is continuous on R, as ∣∣u∣−∣v∣∣≤∣u−v∣; and exp is continuous at every point of 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 and ∥y∥2=∑kyk2, it follows from Continuity of Sums and Products of Real-Valued Functions on a Metric Space and Composition of Continuous Euclidean Maps (for ∣P∣ and exp(−P/a)) that the restriction of g to WN is continuous at every point of WN relative to WN. Now let c∈R. If c<0 then {g>c}=RN. If c≥0 then U={y:g(y)>c}⊆WN, and for x∈U there are a positive δ with ∣g(y)−g(x)∣<g(x)−c for all y∈WN with dE(y,x)<δ, and, WN being open (The Logarithmic Energy on the Weyl Chamber: Derivatives, Monotone Gradient, the Calogero Identity and the Euler Identity §open), a positive r with B(x,r)⊆WN; then B(x,min(δ,r))⊆U. So U 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). Thus g 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); as 1<γ, 0≤θ<1. Since 2>1, log2>0. Put q=exp(θlog2)≥1 and rq=q/2=exp((θ−1)log2), using exp(−log2)=21; as (θ−1)log2<0, 0<rq<1. For k a natural number or 0, exp(−klog2)=(21)k (with (21)0=1), and these powers are nonincreasing in k. For each natural number m let
Am={s∈R:(21)m<s≤(21)m−1},
an interval with endpoints (21)m≤(21)m−1, which is Borel with L1(Am)=(21)m−1−(21)m=(21)m by claim 4 of Existence of Lebesgue Measure on the Real Line (L1 is the measure λ there, by Lebesgue Measure on Rn). The Am are pairwise disjoint: if m<m′ and s∈Am′, then s≤(21)m′−1≤(21)m, so s∈/Am. For each natural number n let hˉn=∑m=1nqm1Am, which is measurable by claims 1 and 2 of Arithmetic, Absolute Values, and Pointwise Limits of Measurable Real-Valued Functions, nonnegative, and nondecreasing in n; and let hˉ(s)=supnhˉn(s). By disjointness, hˉ(s)=qm if s∈Am and hˉ(s)=0 if s lies in no Am; so hˉ:R→R is nonnegative. By Monotone Convergence Theorem, hˉ is measurable (hence Borel measurable, as in (a)) and ∫hˉdL1=supn∫hˉndL1; by claim 1 of Linearity and Monotonicity of the Lebesgue Integral and The Integral of an Indicator Function is the Measure of the Set, ∫hˉndL1=∑m=1nqm(21)m=∑m=1nrqm, 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). Hence
∫RhˉdL1≤Ih,Ih=1−rqrq<∞.(6.1)
Moreover, if 0<s<1, then logs<0, so xs=−logs/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⌋+1 is a natural number with xs<m≤xs+1; thus −mlog2<logs≤−(m−1)log2, and applying the increasing function exp gives s∈Am. Hence
0<s<1 ⟹ there is a natural number m with 0<−logs<mlog2 and hˉ(s)=qm.(6.2)
(c) The singular factor. Let x∈WN, (j,l)∈Π and r∈{1,2}, and write s=sjl. We claim
exp((γ−r)logs)≤exp(γ(ℓj+ℓl))+hˉ(s).(6.3)
If s≥1, then logs≥0 and, by (3.1), (γ−r)logs≤γlogs≤γ(ℓj+ℓl). If s<1, take m as in (6.2): if γ≥r then (γ−r)logs≤0≤θmlog2; if γ<r then 0<r−γ≤2−γ≤θ and (γ−r)logs=(r−γ)(−logs)≤θmlog2; in both cases exp((γ−r)logs)≤exp(θmlog2)=qm=hˉ(s). In either case (6.3) follows, both summands on its right being nonnegative.
(d) The Gibbs factor. For x∈WN let E(x)=exp(−P(x)/a) and Q(x)=exp(−∑kV(xk)/a+γNL(x)). By The Logarithmic Energy of N Ordered Particles on the Weyl Chamber §energy and b/a=γ, −P(x)/a=−∑kV(xk)/a+γ∑(i,k)∈Πlogsik. By (3.1) and (3.2), ∑(i,k)∈Πlogsik≤(N−1)L(x), and the same bound holds for the sum over Π with one pair (j,l) removed, since ℓj+ℓl≥0. Hence E(x)≤Q(x). For (j,l)∈Π and r∈{1,2} we have sjl−r=exp(−rlogsjl), so
sjl−rE(x)=exp(−k∑aV(xk)+γ(i,k)∈Π∖{(j,l)}∑logsik)exp((γ−r)logsjl),
and by (6.3), ℓj+ℓl≤L(x) and exp(γL(x))≥1, the second factor is at most exp(γL(x))(1+hˉ(sjl)). Therefore
E(x)≤Q(x),sjl−rE(x)≤Q(x)(1+hˉ(sjl))((j,l)∈Π, r∈{1,2}).(6.4)
(e) The prefactor. Let x∈WN. 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)∣, and by (3.6) and (3.3), ∥DP(x)∥2≤2∑kV′(xk)2+4b2∑Πsik−2. Hence
g(x)≤B(x)E(x)+b(i,k)∈Π∑sik−1E(x)+4b2(i,k)∈Π∑sik−2E(x),B(x)=1+∥x∥2+k∑∣V(xk)∣+2k∑V′(xk)2+bΠ∑sik.(6.5)
Let V~(t)=V(t)+A0, which is nonnegative by (1.4), let R(x)=exp(∑kV~(xk)/(2a)+2L(x))≥1, and let Cs be the constant of Confining Potentials on the Real Line §slope; evaluating that inequality at any point shows Cs≥0. We bound each part of B(x) by a multiple of R(x), using that every term in the exponent of R is nonnegative. First, 1≤R(x). Next, xk2≤ρk2=exp(2ℓk)≤exp(2L(x)) (Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field), so ∥x∥2=∑kxk2≤NR(x). By (1.4) and u≤exp(u), ∣V(xk)∣≤V~(xk)+A0≤2aexp(V~(xk)/(2a))+A0≤(2a+A0)R(x). With w=V~(xk)/(4a)≥0, ∣V′(xk)∣≤Cs(1+∣V(xk)∣)≤Cs(1+A0+4aw)≤Cs(1+A0+4a)exp(w), as 1+w≤exp(w); squaring, V′(xk)2≤Cs2(1+A0+4a)2exp(V~(xk)/(2a))≤Cs2(1+A0+4a)2R(x). Finally, by (3.1), b∑Πsik≤bN2exp(L(x))≤bN2R(x). Hence
B(x)≤CBR(x),CB=1+N+N(2a+A0)+2NCs2(1+A0+4a)2+bN2.(6.6)
(f) Domination. By (6.5), (6.4), (6.6), R≥1 and ∣Π∣≤N2, for x∈WN
g(x)≤Q(x)(CBR(x)+(b+4b2)(i,k)∈Π∑(1+hˉ(sik)))≤CgQ(x)R(x)(1+(i,k)∈Π∑hˉ(sik)),Cg=CB+(b+4b2)N2.
Since V=V~−A0, Q(x)R(x)=exp(NA0/a)exp(∑k[−V~(xk)/(2a)+(γN+2)ℓk]). Let M=2a(γN+3) and CM be as in (1.1). For t∈R, V~(t)≥V(t)≥Mt2−CM and, by Step 0 and (0.3) with δ=1, ℓ(t)≤∣t∣≤t2+41, so −V~(t)/(2a)+(γN+2)ℓ(t)≤−t2+CM/(2a)+(γN+2)/4. Summing over k and using ∥x∥2=∑kxk2, Q(x)R(x)≤KNψ(x) with KN=exp(NA0/a+NCM/(2a)+N(γN+2)/4). For (i,k)∈Π let Gik(x)=ψ(x)hˉ(xi−xk) for x∈RN; for x∈WN, hˉ(xi−xk)=hˉ(sik). Since g=0 off WN and ψ,hˉ≥0, we obtain for every x∈RN
g(x)≤CgKN(ψ(x)+(i,k)∈Π∑Gik(x)).(6.7)
(g) Integration. Fix (i,k)∈Π. The map x↦xi−xk 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 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 Gik 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 with l=N−1, with (Y,G,μ)=(R,B(R),L1), which is σ-finite by claim 5 of Existence of Lebesgue Measure on the Real Line, and with insertion index i, admissible since i<k≤N. Under the identifications of that lemma, RN−1×R=RN with BN−1⊗B(R)=BN=B(RN) and λN−1⊗L1=λN=LN, and likewise RN−2×R=RN−1 with λN−2⊗L1=LN−1 (read as R with L1 when N=2, by the conventions stated there for l=1); here Lebesgue Measure on Rn 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−1 and t∈R the point x=Ψi(t,w) has xi=t, and its remaining coordinates, in order, are those of w; so ∥x∥2=t2+∥w∥2 and xk=wk−1. By claim 1 of Linearity and Monotonicity of the Lebesgue Integral (monotonicity and scalar multiples, as exp(−t2−∥w∥2)≤ψ(w)), claim 2 of Translation Invariance of Lebesgue Measure and the Lebesgue Integral (translation by −wk−1) and (6.1),
∫RGik(Ψi(t,w))dL1(t)≤ψ(w)∫Rhˉ(t−wk−1)dL1(t)=ψ(w)∫RhˉdL1≤Ihψ(w).
Hence, by claim 3 of Finite Products of Lebesgue Measure and Coordinate Integration on Rl and claim 1 of Linearity and Monotonicity of the Lebesgue Integral,
∫RNGikdLN≤Ih∫RN−1ψdLN−1<∞.
Finally, g 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
∫RNgdLN≤CgKN(∫RNψdLN+(i,k)∈Π∑∫RNGikdLN)<∞.
This proves clause 5 and completes the proof.