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Accumulation set of critical points of the multipliers in the quadratic family

Tanya Firsova Kansas State University, Manhattan, KS, USA and National Research University Higher School of Economics, Russian Federation [email protected]  and  Igors Gorbovickis Jacobs University, Bremen, Germany [email protected]
Abstract.

A parameter c0c_{0}\in\mathbb{C} in the family of quadratic polynomials fc(z)=z2+cf_{c}(z)=z^{2}+c is a critical point of a period nn multiplier, if the map fc0f_{c_{0}} has a periodic orbit of period nn, whose multiplier, viewed as a locally analytic function of cc, has a vanishing derivative at c=c0c=c_{0}. We study the accumulation set 𝒳\mathcal{X} of the critical points of the multipliers, as nn\to\infty. This study complements the equidistribution result for the critical points of the multipliers that was previously obtained by the authors. In particular, in the current paper we prove that the accumulation set 𝒳\mathcal{X} is bounded, path connected and contains the Mandelbrot set as a proper subset. We also provide a necessary and sufficient condition for a parameter outside of the Mandelbrot set to be contained in the accumulation set 𝒳\mathcal{X} and show that this condition is satisfied for an open set of parameters. Our condition is similar in flavor to one of the conditions that define the Mandelbrot set. As an application, we get that the function that sends cc to the Hausdorff dimension of fcf_{c}, does not have critical points outside of the accumulation set 𝒳\mathcal{X}.

1. Introduction

Consider the family of quadratic polynomials

fc(z)=z2+c,c.f_{c}(z)=z^{2}+c,\qquad c\in\mathbb{C}.

We say that a parameter c0c_{0}\in\mathbb{C} is a critical point of a period nn multiplier, if the map fc0f_{c_{0}} has a periodic orbit of period nn, whose multiplier, viewed as a locally analytic function of cc, has a vanishing derivative at c=c0c=c_{0}. The study of critical points of the multipliers is motivated by the problem of understanding the geometry of hyperbolic components of the Mandelbrot set.

As it was observed by D. Sullivan and A. Douady and J. Hubbard [Douady_Hubbard_Orsay_2], the argument of quasiconformal surgery implies that the multipliers of periodic orbits, viewed as analytic functions of the parameter cc, are Riemann mappings of the corresponding hyperbolic components of the Mandelbrot set. Existence of analytic extensions of the inverse branches of these Riemann mappings to larger domains can be helpful in estimating the geometry of the hyperbolic components as well as the sizes of some limbs of the Mandelbrot set [Levin_2009, Levin_2011] (see also [Dezotti_thesis]). Critical values of the multipliers are the only obstructions to existence of these analytic extensions.

It is of special interest to obtain uniform bounds on the shapes of hyperbolic components within renormalization cascades. In particular, this motivates the study of the asymptotic behavior of the critical points of period nn multipliers as nn\to\infty. In [Firsova_Gor_equi] the current authors approached this questions from the statistical point of view and proved that the critical points of the period nn multipliers equidistribute on the boundary of the Mandelbrot set, as nn\to\infty.

More specifically, for each nn\in\mathbb{N}, let XnX_{n} be the set of all parameters cc\in\mathbb{C} that are critical points of a period nn multiplier (counted with multiplicities). Let 𝕄\mathbb{M}\subset\mathbb{C} denote the Mandelbrot set and let μbif\mu_{\mathrm{bif}} be its equilibrium measure (or the bifurcation measure of the quadratic family {fc}\{f_{c}\}). Let δx\delta_{x} denote the δ\delta-measure at xx\in\mathbb{C}. Then

Theorem 1.1.

[Firsova_Gor_equi] The sequence of probability measures

1#XnxXnδx\frac{1}{\#X_{n}}\sum_{x\in X_{n}}\delta_{x}

converges to the equilibrium measure μbif\mu_{\mathrm{bif}} in the weak sense of measures on \mathbb{C}, as nn\to\infty.

At the same time, it was shown in [Belova_Gorbovickis] that 0 is a critical point of infinitely many multipliers of different periodic orbits, hence, since 0𝕄=supp(μbif)0\not\in\partial\mathbb{M}=\mathrm{supp}(\mu_{\mathrm{bif}}), this implies that as the period nn grows to infinity, the critical points of period nn multipliers accumulate on some set 𝒳\mathcal{X}\subset\mathbb{C} that is strictly greater than the support of the bifurcation measure μbif\mu_{\mathrm{bif}}.

The purpose of the current paper is to study this accumulation set 𝒳\mathcal{X} which can formally be defined as

𝒳:=k=1(n=kXn¯).\mathcal{X}:=\bigcap_{k=1}^{\infty}\left(\,\overline{\bigcup_{n=k}^{\infty}X_{n}}\,\right).

We note that the study of the accumulation set 𝒳\mathcal{X} complements the statistical approach of Theorem 1.1 in the attempt to understand asymptotic behavior of the critical points of the multipliers.

For the portion of the set 𝒳\mathcal{X} lying outside of the Mandelbrot set 𝕄\mathbb{M}, the following theorem was proved by the current authors in [Firsova_Gor_equi]:

Theorem 1.2.

[Firsova_Gor_equi] If c𝕄c\in\mathbb{C}\setminus\mathbb{M} is a critical point of some multiplier, then c𝒳c\in\mathcal{X}. Equivalently, the following identity holds:

n=1(Xn𝕄)¯=𝒳𝕄.\overline{\bigcup_{n=1}^{\infty}(X_{n}\setminus\mathbb{M})}=\mathcal{X}\setminus\mathbb{M}.

It is important to mention that it does not follow from Theorem 1.2 that there exist critical points of the multipliers outside of the Mandelbrot set 𝕄\mathbb{M} and that the set 𝒳𝕄\mathcal{X}\setminus\mathbb{M} is non-empty, although numerical computations from [Belova_Gorbovickis] suggest that this is the case.

The first result of this paper is the following:

Theorem A.

The accumulation set 𝒳\mathcal{X} is bounded, path connected and contains the Mandelbrot set 𝕄\mathbb{M}. Furthermore, the set 𝒳𝕄\mathcal{X}\setminus\mathbb{M} is nonempty and has a nonempty interior.

Refer to caption
Figure 1. The set 𝒳\mathcal{X} is numerically approximated by the union of the Mandelbrot set and the colored regions. The algorithm for the construction of this picture, as well as the meaning of the colors are explained in Appendix A.

Figure 1 provides a numerical approximation of the accumulation set 𝒳\mathcal{X}.

We need a few more definitions in order to state our next result. For a periodic orbit 𝒪\mathcal{O} of some map fcf_{c}, let |𝒪||\mathcal{O}| stand for its period (i.e., the number of distinct points in it).

We recall that a periodic orbit is called primitive parabolic if its multiplier is equal to 11. As discussed in [Firsova_Gor_equi], for every c0c_{0}\in\mathbb{C} and every periodic orbit 𝒪\mathcal{O} of fc0f_{c_{0}} that is not primitive parabolic, the multiplier of this periodic orbit can be viewed as a locally analytic function of the parameter cc in the neighborhood of c0c_{0}. We denote this function by ρ𝒪\rho_{\mathcal{O}}. If in addition to that, ρ𝒪(c0)0\rho_{\mathcal{O}}(c_{0})\neq 0, one can consider a locally analytic function ν𝒪\nu_{\mathcal{O}}, defined in a neighborhood of c0c_{0} by the formula

(1) ν𝒪(c):=ρ𝒪(c)|𝒪|ρ𝒪(c).\nu_{\mathcal{O}}(c):=\frac{\rho^{\prime}_{\mathcal{O}}(c)}{|\mathcal{O}|\,\rho_{\mathcal{O}}(c)}.

For each cc\in\mathbb{C}, let Ωc\Omega_{c} denote the set of all repelling periodic orbits of the map fcf_{c}. In particular, the locally analytic maps ν𝒪\nu_{\mathcal{O}} are defined for all 𝒪Ωc\mathcal{O}\in\Omega_{c} in corresponding neighborhoods of the parameter cc.

For each cc\in\mathbb{C}, we consider the set 𝒴c\mathcal{Y}_{c}\subset\mathbb{C}, defined by

𝒴c:={ν𝒪(c)𝒪Ωc}¯.\mathcal{Y}_{c}:=\overline{\left\{\nu_{\mathcal{O}}(c)\mid\mathcal{O}\in\Omega_{c}\right\}}.

Our second result is the following:

Theorem B.

The following two properties hold:

  1. (i)

    For every parameter c{2}c\in\mathbb{C}\setminus\{-2\}, the set 𝒴c\mathcal{Y}_{c} is convex; for c=2c=-2, the set 𝒴2\mathcal{Y}_{-2} is the union of a convex set and the point 16-\frac{1}{6}.

  2. (ii)

    For every parameter c𝕄c\in\mathbb{C}\setminus\mathbb{M}, the set 𝒴c\mathcal{Y}_{c} is bounded. A parameter c𝕄c\in\mathbb{C}\setminus\mathbb{M} belongs to 𝒳\mathcal{X}, if and only if 0𝒴c0\in\mathcal{Y}_{c}.

We note that the relation between the sets 𝒴c\mathcal{Y}_{c} and 𝒳\mathcal{X}, described in part ii of Theorem B, resembles the relation between the filled Julia and the Mandelbrot sets, namely that c𝕄c\in\mathbb{M}, if and only if 0 belongs to the filled Julia set KcK_{c} of fcf_{c}.

As an application of our results and the results of [He_Nie_2020], we deduce that the Hausdorff dimension function cannot have critical points outside of the accumulation set 𝒳\mathcal{X}. More specifically, let δ:\delta\colon\mathbb{C}\to\mathbb{R} be the function that assigns to each parameter cc\in\mathbb{C} the Hausdorff dimension of the Julia set of fcf_{c}. It is known that the function δ\delta is real-analytic in each hyperbolic component [Bowen_79] (including the complement of the Mandelbrot set).

Corollary 1.3.

The Hausdorff dimension function δ\delta has no critical points in 𝒳\mathbb{C}\setminus\mathcal{X}.

Proof.

According to Theorem A, the set 𝒳\mathbb{C}\setminus\mathcal{X} is contained in the complement of the Mandelbrot set 𝕄\mathbb{M}, hence, δ\delta is real-analytic on 𝒳\mathbb{C}\setminus\mathcal{X}. Then Theorem B together with [He_Nie_2020, Theorem 1.3] implies that δ\delta has no critical points in 𝒳\mathbb{C}\setminus\mathcal{X}. ∎

Open questions

Finally, we list some further questions that can be addressed in the study of the geometry of the accumulation set 𝒳\mathcal{X} and the sets 𝒴c\mathcal{Y}_{c}.

  1. (1)

    Is the set 𝒳\mathcal{X} simply connected?

  2. (2)

    Does the boundary of the set 𝒳\mathcal{X} possess any kind of self-similarity? Is the Hausdorff dimension of 𝒳\partial\mathcal{X} equal to 11 or is it strictly greater than 11?

  3. (3)

    For which cc\in\mathbb{C} are the sets 𝒴c\mathcal{Y}_{c} polygonal? How are the points of the finite sets Yc,n={ν𝒪(c)𝒪Ωc,|𝒪|=n}Y_{c,n}=\{\nu_{\mathcal{O}}(c)\mid\mathcal{O}\in\Omega_{c},|\mathcal{O}|=n\} distributed inside 𝒴c\mathcal{Y}_{c} as nn\to\infty?

  4. (4)

    What can we say about the geometry of the sets 𝒴c\mathcal{Y}_{c}, when c𝕄c\in\partial\mathbb{M}? Are these sets always unbounded?

1.1. Acknowledgements

Research of T. Firsova was supported in part by NSF grant DMS–1505342 , and by Laboratory of Dynamical Systems and Applications NRU HSE, grant of the Ministry of science and higher education of the RF ag. N 075-15-2019-1931.

2. On averaging several periodic orbits

In this section we state and prove the so called Averaging Lemma which is the key component of the proofs of Theorem A and Theorem B.

Lemma 2.1 (Averaging Lemma).

For any real α[0,1]\alpha\in[0,1], a complex parameter c0c_{0}\in\mathbb{C} and any two distinct repelling periodic orbits 𝒪1\mathcal{O}_{1} and 𝒪2\mathcal{O}_{2} of fc0f_{c_{0}}, such that if c0=2c_{0}=-2, then neither of the orbits 𝒪1,𝒪2\mathcal{O}_{1},\mathcal{O}_{2} is the fixed point z=2z=2, the following holds: there exist a neighborhood UU of c0c_{0} and a sequence of distinct repelling periodic orbits {𝒪j}j=3\{\mathcal{O}_{j}\}_{j=3}^{\infty} of fc0f_{c_{0}}, such that the maps ν𝒪j\nu_{\mathcal{O}_{j}} are defined and analytic in UU, for all jj\in\mathbb{N}, and the sequence of maps {ν𝒪j}j=3\{\nu_{\mathcal{O}_{j}}\}_{j=3}^{\infty} converges to αν𝒪1+(1α)ν𝒪2\alpha\nu_{\mathcal{O}_{1}}+(1-\alpha)\nu_{\mathcal{O}_{2}} uniformly in UU.

We need a few preliminary propositions before we can pass to the proof of Lemma 2.1.

For any c0c_{0}\in\mathbb{C} and a periodic orbit 𝒪\mathcal{O} of fc0f_{c_{0}} that is non-critical and not primitively parabolic, let U𝒪U_{\mathcal{O}}\subset\mathbb{C} be a simply connected neighborhood of c0c_{0}, such that ρ𝒪(c)0\rho_{\mathcal{O}}(c)\neq 0 for any cU𝒪c\in U_{\mathcal{O}} and let g𝒪:U𝒪g_{\mathcal{O}}\colon U_{\mathcal{O}}\to\mathbb{C} be the analytic map defined by the relation

(2) g𝒪(c):=(ρ𝒪(c))1/|𝒪|,g_{\mathcal{O}}(c):=(\rho_{\mathcal{O}}(c))^{1/|\mathcal{O}|},

where the branch of the root is chosen so that

arg(g𝒪(c))(π/|𝒪|,π/|𝒪|].\arg(g_{\mathcal{O}}(c))\in(-\pi/|\mathcal{O}|,\pi/|\mathcal{O}|].

(A particular choice of the branch of the root is not important, but we prefer to make a definite choice.)

For further reference, let us make the following basic observation:

Proposition 2.2.

For any c0c_{0}\in\mathbb{C}, a non-critical periodic orbit 𝒪\mathcal{O} of fc0f_{c_{0}} and a neighborhood U𝒪U_{\mathcal{O}}\subset\mathbb{C}, satisfying the above conditions, we have

ddc[log(g𝒪(c))]=ν𝒪(c),\frac{d}{dc}[\log(g_{\mathcal{O}}(c))]=\nu_{\mathcal{O}}(c),

for all cU𝒪c\in U_{\mathcal{O}}.

Proof.

This follows from a basic computation. ∎

Proposition 2.3.

Assume, z0z_{0}\in\mathbb{C} is a periodic point that belongs to a repelling periodic orbit 𝒪\mathcal{O} of period nn for a map fc0f_{c_{0}}, where c0c_{0}\in\mathbb{C} is an arbitrary fixed parameter. Let VV\subset\mathbb{C} be a simply connected neighborhood of z0z_{0}, such that fc0nf_{c_{0}}^{\circ n} is univalent on VV and for an appropriate branch of the inverse fc0(n)f_{c_{0}}^{\circ(-n)}, the inclusion fc0(n)(V)Vf_{c_{0}}^{\circ(-n)}(V)\Subset V holds. Then there exists a neighborhood UU\subset\mathbb{C} of c0c_{0}, such that for all cUc\in U, the inverse branch fc(n)f_{c}^{\circ(-n)} is defined on VV, the inclusion fc(n)(V)Vf_{c}^{\circ(-n)}(V)\Subset V holds, and for any zVz\in V, the analytic functions

hk,z(c):=[(fc(nk))(fc(nk)(z))]1/(nk)h_{k,z}(c):=[(f_{c}^{\circ(nk)})^{\prime}(f_{c}^{\circ(-nk)}(z))]^{1/(nk)}

converge to g𝒪g_{\mathcal{O}} uniformly in zVz\in V and cUc\in U, for appropriate branches of the roots, as kk\to\infty.

Proof.

Since the inverse branch fc0(n)f_{c_{0}}^{\circ(-n)} taking VV compactly inside itself, is defined on a domain that compactly contains VV, it follows that the same holds for fc(n)f_{c}^{\circ(-n)}, where cc is any parameter from a sufficiently small neighborhood UU of c0c_{0}.

According to Denjoy-Wolff Theorem, for any cUc\in U, the map fcnf_{c}^{\circ n} has a unique repelling fixed point zcz_{c} that depends analytically on cc and coincides with z0z_{0}, when c=c0c=c_{0}. This implies that the map g𝒪g_{\mathcal{O}} is defined for all cUc\in U.

Finally, since for any cUc\in U and zVz\in V, the sequence of points {fc(nk)(z)}k=1\{f_{c}^{\circ(-nk)}(z)\}_{k=1}^{\infty} converges to zcz_{c} uniformly in zVz\in V, it follows that

limkhk,z(c)=((fcn)(zc))1/n=g𝒪(c),\lim_{k\to\infty}h_{k,z}(c)=((f_{c}^{\circ n})^{\prime}(z_{c}))^{1/n}=g_{\mathcal{O}}(c),

assuming that appropriate branches of the roots are chosen in the definition of hk,z(c)h_{k,z}(c). ∎

Proposition 2.4.

Let c,z0c,z_{0}\in\mathbb{C} be such that z0z_{0} is a repelling periodic point of fcf_{c}. Assume that (c,z0)(2,2)(c,z_{0})\neq(-2,2). then there exists a sequence z1,z2,z3,z_{-1},z_{-2},z_{-3},\ldots\in\mathbb{C} such that the following holds simultaneously:

  1. (i)

    the sequence z1,z2,z3,z_{-1},z_{-2},z_{-3},\ldots is dense in the Julia set JcJ_{c};

  2. (ii)

    f(zj)=z1jf(z_{-j})=z_{1-j}, for any jj\in\mathbb{N};

  3. (iii)

    zj0z_{-j}\neq 0, for any jj\in\mathbb{N}.

Proof.

Existence of a sequence that satisfies i and ii, follows immediately from the fact that the set of preimages of any point in the Julia set JcJ_{c} is dense in JcJ_{c}. Indeed, from any point zkz_{-k} one can land in any arbitrarily small region of JcJ_{c}, by taking an appropriate sequence of preimages of zkz_{-k}. We can continue this process, making sure that any arbitrarily small region of JcJ_{c} is eventually visited by our sequence. Furthermore, property ii implies that if zkz_{-k} does not belong to the periodic orbit of z0z_{0}, then for every jkj\geq k, the element zjz_{-j} is different from any other element of the entire sequence z0,z1,z2,z_{0},z_{-1},z_{-2},\ldots, no matter, how the sequence of preimages of zkz_{-k} was chosen.

Property iii is equivalent to the property that zjcz_{-j}\neq c, for any j{0}j\in\mathbb{N}\cup\{0\}, since cc is the unique point that has only one preimage under the map fcf_{c}, and that preimage is 0.

Let 𝒪\mathcal{O} be the periodic orbit of fcf_{c} that contains z0z_{0}. First of all, we note that c𝒪c\not\in\mathcal{O}. Otherwise, if c𝒪c\in\mathcal{O}, then 0𝒪0\in\mathcal{O}, since 0 is the unique preimage of cc, and the orbit 𝒪\mathcal{O} is super-attracting, which contradicts the assumption of the proposition.

Assume that the sequence, constructed in the first paragraph of the proof, violates property iii. Let jj\in\mathbb{N} be such that zj=cz_{-j}=c. This number jj is unique, since c𝒪c\not\in\mathcal{O}, so all further preimages of cc must differ from cc. If z1j𝒪z_{1-j}\not\in\mathcal{O}, then we can modify zjz_{-j} by taking it to be equal to another preimage of z1jz_{1-j}. After that we can construct the remaining “tail” of the sequence by the same process, as described in the first paragraph. Since z1j𝒪z_{1-j}\not\in\mathcal{O}, no further element of the sequence will ever return to z1jz_{1-j}, hence, the sequence is guaranteed to avoid the critical value cc.

It follows from the construction, described in the previous paragraph, that the sequence z1,z2,z_{-1},z_{-2},\ldots satisfying properties i-iii, can be constructed, if at least one point of the periodic orbit 𝒪\mathcal{O} has a preimage under fcf_{c} that does not belong to 𝒪\mathcal{O} and is not simultaneously equal to cc. This condition is always satisfied, unless z0z_{0} is a fixed point whose two preimages are z0z_{0} and cc. The latter happens only when c=2c=-2 and z0=2z_{0}=2. ∎

z1z_{1}w2w_{2}V2V_{2}fcn1(U1)f_{c}^{n_{1}}(U_{1})fck1f_{c}^{k_{1}}fck2f_{c}^{k_{2}}fcn1f_{c}^{n_{1}}fcn2f_{c}^{n_{2}}U1U_{1}fck1(V1)f_{c}^{k_{1}}(V_{1})z2z_{2}w1w_{1}V1V_{1}fcn2(U2)f_{c}^{n_{2}}(U_{2})U2U_{2}fck2(V2)f_{c}^{k_{2}}(V_{2})
Figure 2. Maps and domains from the proof of Lemma 2.1.
Proof of Lemma 2.1.

Let n1n_{1} and n2n_{2} be the periods of the periodic orbits 𝒪1\mathcal{O}_{1} and 𝒪2\mathcal{O}_{2} respectively. Let z1z_{1} and z2z_{2} be some periodic points from each of the orbits 𝒪1\mathcal{O}_{1} and 𝒪2\mathcal{O}_{2}. Since the orbits 𝒪1\mathcal{O}_{1} and 𝒪2\mathcal{O}_{2} are repelling, there exist a simply connected neighborhood UU of c0c_{0} and two neighborhoods U1U_{1} and U2U_{2} of z1z_{1} and z2z_{2} respectively, such that for all cUc\in U, the maps fcn1f_{c}^{\circ n_{1}} and fcn2f_{c}^{\circ n_{2}} are univalent on U1U_{1} and U2U_{2} respectively, and fcn1(U1)U1f_{c}^{\circ n_{1}}(U_{1})\setminus U_{1} and fcn2(U2)U2f_{c}^{\circ n_{2}}(U_{2})\setminus U_{2} are two annuli.

According to Proposition 2.4, there exist k1,k2k_{1},k_{2}\in\mathbb{N}, w1U2w_{1}\in U_{2} and w2U1w_{2}\in U_{1}, such that

fc0k1(w1)=z1,fc0k2(w2)=z2,f_{c_{0}}^{\circ k_{1}}(w_{1})=z_{1},\qquad f_{c_{0}}^{\circ k_{2}}(w_{2})=z_{2},
(fc0k1)(w1)0,and(fc0k2)(w2)0.(f_{c_{0}}^{\circ k_{1}})^{\prime}(w_{1})\neq 0,\quad\text{and}\quad(f_{c_{0}}^{\circ k_{2}})^{\prime}(w_{2})\neq 0.

Possibly, after shrinking the neighborhood UU of c0c_{0}, there exist a constant K>1K>1 and the neighborhoods V1U2V_{1}\Subset U_{2} and V2U1V_{2}\Subset U_{1} of w1w_{1} and w2w_{2} respectively, such that for any cUc\in U and j{1,2}j\in\{1,2\}, the following holds (see Figure 2):

  1. (a)

    fckjf_{c}^{\circ k_{j}} is univalent on VjV_{j} and maps it inside UjU_{j}.

  2. (b)

    The neighborhood fckj(Vj)f_{c}^{\circ k_{j}}(V_{j}) contains a repelling periodic point of period njn_{j} for the map fcf_{c}. (For c=c0c=c_{0}, this periodic point is zjz_{j}, while for other cUc\in U it is its perturbation.)

  3. (c)

    For any zVjz\in V_{j}, we have

    (3) Kkj<|(fckj)(z)|<Kkj.K^{-k_{j}}<|(f_{c}^{\circ k_{j}})^{\prime}(z)|<K^{k_{j}}.

Let NN\in\mathbb{N} be a sufficiently large number, such that for any N1,N2NN_{1},N_{2}\geq N and any cUc\in U, we have

(4) fc(n1N1)(V2)fck1(V1)andfc(n2N2)(V1)fck2(V2),f_{c}^{\circ(-n_{1}N_{1})}(V_{2})\Subset f_{c}^{\circ k_{1}}(V_{1})\quad\text{and}\quad f_{c}^{\circ(-n_{2}N_{2})}(V_{1})\Subset f_{c}^{\circ k_{2}}(V_{2}),

for the inverse branches of fcf_{c} that take U1U_{1} into itself in the case of the first inclusion, and U2U_{2} into itself in the case of the second one. Existence of such a number NN follows from property b.

Assume, N1,N2N_{1},N_{2}\in\mathbb{N} satisfy the condition N1,N2NN_{1},N_{2}\geq N. Then for every cUc\in U, one may consider the following composition of inverse branches of fcf_{c}:

V1fc(n2N2)fck2(V2)fc(k2)V2fc(n1N1)fck1(V1)fc(k1)V1.V_{1}\xrightarrow{\enspace f_{c}^{\circ(-n_{2}N_{2})}\enspace}f_{c}^{\circ k_{2}}(V_{2})\xrightarrow{\enspace f_{c}^{\circ(-k_{2})}\enspace}V_{2}\xrightarrow{\enspace f_{c}^{\circ(-n_{1}N_{1})}\enspace}f_{c}^{\circ k_{1}}(V_{1})\xrightarrow{\enspace f_{c}^{\circ(-k_{1})}\enspace}V_{1}.

Let us denote this composition by hc:V1V1h_{c}\colon V_{1}\to V_{1}. By construction, this is a univalent map, and the inclusions (4) imply that hc(V1)V1h_{c}(V_{1})\Subset V_{1}. Then, according to the Denjoy-Wolff Theorem, the map hch_{c} has a unique fixed point in V1V_{1}, which is a repelling periodic point of period

M=n1N1+n2N2+k1+k2M=n_{1}N_{1}+n_{2}N_{2}+k_{1}+k_{2}

for the map fcf_{c}. Let 𝒪N1,N2\mathcal{O}_{N_{1},N_{2}} denote the periodic orbit of such a point when c=c0c=c_{0}. Then the map g𝒪N1,N2g_{\mathcal{O}_{N_{1},N_{2}}} is defined in UU.

After, possibly shrinking the neighborhood UU of c0c_{0}, we may apply Proposition 2.3 for V=V1V=V_{1} and V=V2V=V_{2}. A direct computation shows that for appropriate branches of the roots, we have

(5) g𝒪N1,N2(c)=(hN1,z^(c))n1N1M(hN2,z~(c))n2N2M(β(c))k1M(γ(c))k2M,g_{\mathcal{O}_{N_{1},N_{2}}}(c)=(h_{N_{1},\hat{z}}(c))^{\frac{n_{1}N_{1}}{M}}(h_{N_{2},\tilde{z}}(c))^{\frac{n_{2}N_{2}}{M}}(\beta(c))^{\frac{k_{1}}{M}}(\gamma(c))^{\frac{k_{2}}{M}},

where hN1,z^h_{N_{1},\hat{z}} and hN2,z~h_{N_{2},\tilde{z}} are the functions from Proposition 2.3, z^V2\hat{z}\in V_{2} and z~V1\tilde{z}\in V_{1} are some points that depend on N1N_{1}, N2N_{2} and cUc\in U, and the holomorphic functions β\beta and γ\gamma satisfy

K1<|β(c)|,|γ(c)|<K,K^{-1}<|\beta(c)|,|\gamma(c)|<K,

where KK is the same as in (3). Now, Proposition 2.3 and (5) imply that if N1,N2N_{1},N_{2}\to\infty, so that

n1N1n1N1+n2N2α,\frac{n_{1}N_{1}}{n_{1}N_{1}+n_{2}N_{2}}\to\alpha,

then

(6) g𝒪N1,N2(c)s(g𝒪1(c))α(g𝒪2(c))1α,g_{\mathcal{O}_{N_{1},N_{2}}}(c)\to s\cdot(g_{\mathcal{O}_{1}}(c))^{\alpha}(g_{\mathcal{O}_{2}}(c))^{1-\alpha},

uniformly in cUc\in U, for appropriate fixed branches of the degree maps zzαz\mapsto z^{\alpha} and zz1αz\mapsto z^{1-\alpha}, and some constant ss\in\mathbb{C}, such that |s|=1|s|=1.

Finally, the proof of Lemma 2.1 can be completed by taking logarithmic derivatives of both sides in (6) and applying Proposition 2.2. ∎

3. The sets 𝒴c\mathcal{Y}_{c}

We start this section by giving a proof of Theorem B. We note that our proof of part ii of Theorem B, providing the necessary and sufficient condition for c𝕄c\in\mathbb{C}\setminus\mathbb{M} to be contained in 𝒳\mathcal{X}, seriously depends on the assumption that c𝕄c\not\in\mathbb{M}. Furthermore, the condition itself seems to be wrong for some c𝕄c\in\partial\mathbb{M}, (c.f. Remark 3.2). Indeed, the case c𝕄c\in\mathbb{M} appears to be more delicate. In the second part of this section we provide a sufficient condition for c𝕄c\in\mathbb{M} to be contained in 𝒳\mathcal{X}. Later, in Section 4.3 we show that this condition is satisfied for any c𝕄c\in\mathbb{M}.

3.1. Proof of Theorem B

In order to prove property ii of Theorem B, we need the following lemma:

Lemma 3.1.

For any c𝕄c\in\mathbb{C}\setminus\partial\mathbb{M}, the family of maps {ν𝒪𝒪Ωc}\{\nu_{\mathcal{O}}\mid\mathcal{O}\in\Omega_{c}\} is defined and is normal on any simply connected neighborhood UU\subset\mathbb{C}, such that cUc\in U and U𝕄=U\cap\partial\mathbb{M}=\varnothing. Furthermore, if c𝕄c\in\mathbb{C}\setminus\mathbb{M}, then the identical zero is not a limiting map of the normal family {ν𝒪𝒪Ωc}\{\nu_{\mathcal{O}}\mid\mathcal{O}\in\Omega_{c}\}.

Proof.

Fix c𝕄c\in\mathbb{C}\setminus\partial\mathbb{M} and a neighborhood UU as in the statement of the lemma. Since U𝕄=U\cap\partial\mathbb{M}=\varnothing, all repelling periodic orbits of fc0f_{c_{0}} remain to be repelling after analytic continuation in cUc\in U. This implies that all maps from the family

𝒢c:={g𝒪𝒪Ωc},\mathcal{G}_{c}:=\{g_{\mathcal{O}}\mid\mathcal{O}\in\Omega_{c}\},

are defined in the neighborhood UU and are analytic in it. (We recall that the maps g𝒪g_{\mathcal{O}} were defined in (2) and are appropriate branches of the roots of the multipliers.) Furthermore, since all functions from 𝒢c\mathcal{G}_{c} are locally uniformly bounded, the family 𝒢c\mathcal{G}_{c} is normal in UU. Together with Proposition 2.2, this implies normality of the family {ν𝒪𝒪Ωc}\{\nu_{\mathcal{O}}\mid\mathcal{O}\in\Omega_{c}\}.

If c𝕄c\in\mathbb{C}\setminus\mathbb{M}, then without loss of generality we may assume that the domain UU is simply connected and unbounded. Since for all c~\tilde{c}\in\mathbb{C} sufficiently close to \infty, the Julia set Jc~J_{\tilde{c}} is contained in the annulus centered at zero with inner and outer radii being equal to |c~|±1\sqrt{|\tilde{c}|}\pm 1, it follows that for every c~U\tilde{c}\in U sufficiently close to \infty and for any 𝒪Ωc\mathcal{O}\in\Omega_{c}, we have

(7) 2|c~|2<|g𝒪(c~)|<2|c~|+2,2\sqrt{|\tilde{c}|}-2<|g_{\mathcal{O}}(\tilde{c})|<2\sqrt{|\tilde{c}|}+2,

which implies that none of the limiting maps of the family 𝒢c\mathcal{G}_{c} is a constant map. Then it follows that the identical zero is not a limiting map of the normal family {ν𝒪𝒪Ωc}\{\nu_{\mathcal{O}}\mid\mathcal{O}\in\Omega_{c}\}. ∎

Proof of Theorem B.

First, we observe that property i of Theorem B is an immediate corollary from the Averaging Lemma (Lemma 2.1). Indeed, if c2c\neq-2, then convexity of 𝒴c\mathcal{Y}_{c} is obvious from Lemma 2.1. On the other hand, if c=2c=-2, then according to the same lemma, the set 𝒴2\mathcal{Y}_{-2} is the union of a convex set and a single point ν{2}(2)\nu_{\{2\}}(-2), corresponding to the periodic orbit 𝒪={2}\mathcal{O}=\{2\}. A direct computation shows that

ρ{2}(2)=4,ρ{2}(2)=2/3,\rho_{\{2\}}(-2)=4,\qquad\rho_{\{2\}}^{\prime}(-2)=-2/3,

hence, ν{2}(2)=1/6\nu_{\{2\}}(-2)=-1/6.

We proceed with the proof of part ii as follows: for c𝕄c\in\mathbb{C}\setminus\mathbb{M}, let UU be a neighborhood of cc that satisfies the conditions of Lemma 3.1. First, we observe that according to Lemma 3.1, the family {ν𝒪𝒪Ωc}\{\nu_{\mathcal{O}}\mid\mathcal{O}\in\Omega_{c}\}, defined on UU, is locally uniformly bounded, hence, the set 𝒴c\mathcal{Y}_{c} is bounded.

Necessary condition for c𝒳c\in\mathcal{X}: If c𝒳c\in\mathcal{X}, then there exists a sequence of points {ck}k=1\{c_{k}\}_{k=1}^{\infty} and a sequence of periodic orbits {𝒪k}k=1Ωc\{\mathcal{O}_{k}\}_{k=1}^{\infty}\subset\Omega_{c}, such that

limkck=candρ𝒪k(ck)=0,for any k.\lim_{k\to\infty}c_{k}=c\qquad\text{and}\qquad\rho_{\mathcal{O}_{k}}^{\prime}(c_{k})=0,\quad\text{for any }k\in\mathbb{N}.

According to Lemma 3.1, after extracting a subsequence, we may assume that the sequence of maps ν𝒪k\nu_{\mathcal{O}_{k}} converges to some holomorphic map ν:U\nu\colon U\to\mathbb{C} uniformly on compact subsets of UU. Since for any kk\in\mathbb{N}, we have ν𝒪k(ck)=0\nu_{\mathcal{O}_{k}}(c_{k})=0, it follows by continuity that ν(c)=0\nu(c)=0. Finally, convergence of the maps ν𝒪k\nu_{\mathcal{O}_{k}} to ν\nu implies that

limkν𝒪k(c)=ν(c)=0,\lim_{k\to\infty}\nu_{\mathcal{O}_{k}}(c)=\nu(c)=0,

hence, 0𝒴c0\in\mathcal{Y}_{c}.

Sufficient condition for c𝒳c\in\mathcal{X}: On the other hand, if 0𝒴c0\in\mathcal{Y}_{c}, then either there exists a periodic orbit 𝒪Ωc\mathcal{O}\in\Omega_{c}, such that ν𝒪(c)=0\nu_{\mathcal{O}}(c)=0 or there exists a sequence of periodic orbits {𝒪k}k=1Ωc\{\mathcal{O}_{k}\}_{k=1}^{\infty}\subset\Omega_{c}, such that

limkν𝒪k(c)=0.\lim_{k\to\infty}\nu_{\mathcal{O}_{k}}(c)=0.

In the first case, ρ𝒪(c)=0\rho_{\mathcal{O}}^{\prime}(c)=0, so c𝒳c\in\mathcal{X} according to Theorem 1.2.

In the second case, according to Lemma 3.1, after extracting a subsequence, we may assume that the sequence of maps ν𝒪k\nu_{\mathcal{O}_{k}} converges to some holomorphic map ν:U\nu\colon U\to\mathbb{C} uniformly on compact subsets of UU. By continuity, we have ν(c)=0\nu(c)=0, and, according to Lemma 3.1, ν0\nu\not\equiv 0. Then it follows from Rouché’s Theorem that for any sufficiently large kk\in\mathbb{N}, there exists ckUc_{k}\in U, such that ν𝒪k(ck)=0\nu_{\mathcal{O}_{k}}(c_{k})=0 and limkck=c\lim_{k\to\infty}c_{k}=c. The latter implies that c𝒳c\in\mathcal{X}, and completes the proof of Theorem B. ∎

Remark 3.2.

The above proof of part ii of Theorem B fails without the assumption c𝕄c\not\in\mathbb{M}. Indeed, if c𝕄c\in\partial\mathbb{M}, then the neighborhood UU from Lemma 3.1 does not exist. Furthermore, even though 𝕄𝒳\partial\mathbb{M}\subset\mathcal{X} (since 𝕄\partial\mathbb{M} is the support of the bifurcation measure μbif\mu_{\mathrm{bif}}) and 2𝕄-2\in\partial\mathbb{M}, the preliminary computations indicate that the set 𝒴2\mathcal{Y}_{-2} seems to be disjoint from 0. In the case c𝕄𝕄c\in\mathbb{M}\setminus\partial\mathbb{M}, the above proof of the sufficient condition for c𝒳c\in\mathcal{X} fails, since the limiting map ν\nu might turn out to be the identical zero.

3.2. A sufficient condition for c𝕄c\in\mathbb{M} to be contained in 𝒳\mathcal{X}

In this subsection we prove the following sufficient condition for c𝕄c\in\mathbb{C}\setminus\partial\mathbb{M} to be contained in 𝒳\mathcal{X}.

Lemma 3.3.

Let c𝕄c\in\mathbb{C}\setminus\partial\mathbb{M} be an arbitrary parameter. If there exist finitely many repelling periodic orbits 𝒪1,𝒪2,,𝒪kΩc\mathcal{O}_{1},\mathcal{O}_{2},\ldots,\mathcal{O}_{k}\in\Omega_{c}, such that 0 is contained in the convex hull of the points ν𝒪1(c),,ν𝒪k(c)\nu_{\mathcal{O}_{1}}(c),\ldots,\nu_{\mathcal{O}_{k}}(c), then c𝒳c\in\mathcal{X}.

When c𝕄c\in\mathbb{C}\setminus\mathbb{M}, the sufficient condition, given by Lemma 3.3, is an immediate corollary of Theorem B, but we will use Lemma 3.3 for c𝕄𝕄c\in\mathbb{M}\setminus\partial\mathbb{M}.

First, in order to prove Lemma 3.3, we need the following proposition:

Proposition 3.4.

Let cc\in\mathbb{C} be an arbitrary parameter and let 𝒪1,𝒪2,,𝒪kΩc\mathcal{O}_{1},\mathcal{O}_{2},\ldots,\mathcal{O}_{k}\in\Omega_{c} be a finite collection of repelling periodic orbits. If α1,,αk\alpha_{1},\ldots,\alpha_{k}\in\mathbb{R} are such that j=1kαj0\sum_{j=1}^{k}\alpha_{j}\neq 0, then the map

ν:=j=1kαjν𝒪j,\nu:=\sum_{j=1}^{k}\alpha_{j}\nu_{\mathcal{O}_{j}},

defined in a neighborhood of the point cc, is not a constant map.

Proof.

Since for every j=1,,kj=1,\ldots,k, the multipliers ρ𝒪j\rho_{\mathcal{O}_{j}} are algebraic (multiple-valued) maps, it follows from (1) that the map ν\nu has a single-valued meromorphic extension to any simply-connected domain UU\subset\mathbb{C} that avoids finitely many branching points of the maps ρ𝒪j\rho_{\mathcal{O}_{j}}. Note that none of the branching points lie on the real ray (,3)(-\infty,-3), since (,3)𝕄=(-\infty,-3)\cap\mathbb{M}=\varnothing. Furthermore, since for any parameter c~(,3)\tilde{c}\in(-\infty,-3), the corresponding Julia set Jc~J_{\tilde{c}} lies on the real line, it follows that all maps ρ𝒪j\rho_{\mathcal{O}_{j}} take real values when restricted to the ray (,3)(-\infty,-3). Choose the domain UU so that it is unbounded and (,3)U(-\infty,-3)\subset U. Then for any j=1,,kj=1,\ldots,k, we have the same asymptotic relation

ρ𝒪j(c~)±(4c~)|𝒪j|/2,\rho_{\mathcal{O}_{j}}(\tilde{c})\sim\pm(-4\tilde{c})^{|\mathcal{O}_{j}|/2},

as c~\tilde{c}\to-\infty within the domain UU. A direct computation yields that ν𝒪j(c~)1/(2c~)\nu_{\mathcal{O}_{j}}(\tilde{c})\sim 1/(2\tilde{c}), hence,

ν(c~)j=1kαj2c~,\nu(\tilde{c})\sim\frac{\sum_{j=1}^{k}\alpha_{j}}{2\tilde{c}},

as c~\tilde{c}\to-\infty within the domain UU. Since j=1kαj0\sum_{j=1}^{k}\alpha_{j}\neq 0, the latter implies that ν\nu is not a constant map. ∎

Proof of Lemma 3.3.

Since the convex hull of the points ν𝒪1(c),,ν𝒪k(c)\nu_{\mathcal{O}_{1}}(c),\ldots,\nu_{\mathcal{O}_{k}}(c) contains zero, it follows that there exist real non-negative constants α1,,αk\alpha_{1},\ldots,\alpha_{k}, such that j=1kαj=1\sum_{j=1}^{k}\alpha_{j}=1 and the analytic map

ν:=j=1kαjν𝒪j,\nu:=\sum_{j=1}^{k}\alpha_{j}\nu_{\mathcal{O}_{j}},

defined in some neighborhood of the point cc, satisfies ν(c)=0\nu(c)=0.

Since c𝕄c\not\in\partial\mathbb{M}, this means that c2c\neq-2, so it follows from the Averaging Lemma (Lemma 2.1) that there exists a sequence of periodic orbits {𝒪m}m=1Ωc\{\mathcal{O}_{m}^{\prime}\}_{m=1}^{\infty}\subset\Omega_{c} and a neighborhood UU\subset\mathbb{C} of the point cc, such that all maps ν𝒪m\nu_{\mathcal{O}_{m}^{\prime}} are defined and analytic in UU and

ν𝒪mνas m,uniformly on U.\nu_{\mathcal{O}_{m}^{\prime}}\to\nu\qquad\text{as }m\to\infty,\qquad\text{uniformly on $U$}.

According to Proposition 3.4, the map ν\nu is not the identical zero map. Now, since ν(c)=0\nu(c)=0, it follows from Rouché’s Theorem that for any sufficiently large mm\in\mathbb{N}, the map ν𝒪m\nu_{\mathcal{O}_{m}^{\prime}} has a zero at some point cmUc_{m}\in U, and the points cmc_{m} can be chosen so that limmcm=c\lim_{m\to\infty}c_{m}=c. The latter implies that c𝒳c\in\mathcal{X}. ∎

4. Proof of Theorem A

In this section we complete the proof of Theorem A.

4.1. The set 𝒳\mathcal{X} is bounded

First, we prove the following:

Lemma 4.1.

The set 𝒳\mathcal{X} is bounded.

Proof.

For a fixed parameter c0𝕄c_{0}\in\mathbb{C}\setminus\mathbb{M}, the Julia set Jc0J_{c_{0}} of the map fc0f_{c_{0}} is a Cantor set, and all periodic orbits of fc0f_{c_{0}} are repelling. For any periodic orbit 𝒪\mathcal{O} of fc0f_{c_{0}}, the locally defined map g𝒪g_{\mathcal{O}} can be extended by analytic continuation to an analytic map of a double cover of the complement of the Mandelbrot set 𝕄\mathbb{M} (see [Firsova_Gor_equi] for details). This means that if

ϕ𝕄:𝕄𝔻¯\phi_{\mathbb{M}}\colon\mathbb{C}\setminus\mathbb{M}\to\mathbb{C}\setminus\overline{\mathbb{D}}

is a fixed conformal diffeomorphism of 𝕄\mathbb{C}\setminus\mathbb{M} onto 𝔻¯\mathbb{C}\setminus\overline{\mathbb{D}} and λ0𝔻¯\lambda_{0}\in\mathbb{C}\setminus\overline{\mathbb{D}} is a fixed point, such that ϕ𝕄1(λ02)=c0\phi_{\mathbb{M}}^{-1}(\lambda_{0}^{2})=c_{0}, then the map

λg𝒪(ϕ𝕄1(λ2)),\lambda\mapsto g_{\mathcal{O}}(\phi_{\mathbb{M}}^{-1}(\lambda^{2})),

defined for all λ\lambda in a neighborhood of λ0\lambda_{0}, extends to a global holomorphic map

γ𝒪:𝔻¯𝔻¯.\gamma_{\mathcal{O}}\colon\mathbb{C}\setminus\overline{\mathbb{D}}\to\mathbb{C}\setminus\overline{\mathbb{D}}.

Now assume that the statement of Lemma 4.1 does not hold. Then there exists a sequence of parameters {λn}n\{\lambda_{n}\}_{n\in\mathbb{N}} and a corresponding sequence of periodic orbits {𝒪n}n\{\mathcal{O}_{n}\}_{n\in\mathbb{N}}, such that

(8) limnλn=andγ𝒪n(λn)=0,for every n.\lim_{n\to\infty}\lambda_{n}=\infty\qquad\text{and}\qquad\gamma_{\mathcal{O}_{n}}^{\prime}(\lambda_{n})=0,\quad\text{for every }n\in\mathbb{N}.

Since the family of maps {γ𝒪}\{\gamma_{\mathcal{O}}\} is locally uniformly bounded, hence, normal (c.f. Proposition 5.8 from [Firsova_Gor_equi]), it follows that after extracting a subsequence, we may assume that the sequence of maps γ𝒪n\gamma_{\mathcal{O}_{n}} converges to a holomorphic map γ:𝔻¯𝔻¯\gamma\colon\mathbb{C}\setminus\overline{\mathbb{D}}\to\mathbb{C}\setminus\overline{\mathbb{D}} uniformly on compact subsets. Since for any c~\tilde{c}\in\mathbb{C} sufficiently close to \infty and any 𝒪Ωc0\mathcal{O}\in\Omega_{c_{0}}, inequality (7) holds, we conclude that γ\gamma, as well as each γ𝒪n\gamma_{\mathcal{O}_{n}}, are non-constant maps that have a simple pole at infinity. On the other hand, (8) implies that γ\gamma has at least a double pole at infinity, which provides a contradiction. ∎

Next, we proceed with proving the remaining statements of Theorem A.

4.2. The set 𝒳𝕄\mathcal{X}\setminus\mathbb{M}

First we study the set 𝒳𝕄\mathcal{X}\setminus\mathbb{M}, i.e., the portion of the set 𝒳\mathcal{X} that is contained in the complement of the Mandelbrot set. We note that even though numerical computations from [Belova_Gorbovickis] together with Theorem 1.2, suggest that this set is non-empty, a rigorous computer-free proof of this fact has not been provided so far. We fill this gap by proving the following:

Lemma 4.2.

The set 𝒳𝕄\mathcal{X}\setminus\mathbb{M} has non-empty interior.

The idea of the proof of Lemma 4.2 is to show that the sufficient condition from Lemma 3.3 is satisfied for all cc in a neighborhood of the parabolic parameter c0=3/4c_{0}=-3/4. The rest of the proof is technical. We will need explicit formulas for the maps ν𝒪\nu_{\mathcal{O}}, corresponding to periodic orbits 𝒪\mathcal{O} of periods 11, 22 and 33.

Proposition 4.3.

Let c0c_{0}\in\mathbb{C} and a corresponding periodic orbit 𝒪\mathcal{O} of fc0f_{c_{0}} be such that the map ν:=ν𝒪\nu:=\nu_{\mathcal{O}} is defined in a neighborhood of the point c=c0c=c_{0}. Then the following holds:

  1. (i)

    If |𝒪|=1|\mathcal{O}|=1, then

    ν(c)=24c114c,\nu(c)=\frac{2}{4c-1-\sqrt{1-4c}},

    where the two branches of the root correspond to the two different periodic orbits of period 11.

  2. (ii)

    If |𝒪|=2|\mathcal{O}|=2, then

    ν(c)=12c+2.\nu(c)=\frac{1}{2c+2}.
  3. (iii)

    If |𝒪|=3|\mathcal{O}|=3, then

    ν(c)=12c3+37c2+32c+7(c2+6c+7)4c76(4c+7)(c3+2c2+c+1),\nu(c)=\frac{12c^{3}+37c^{2}+32c+7-(c^{2}+6c+7)\sqrt{-4c-7}}{6(4c+7)(c^{3}+2c^{2}+c+1)},

    where the two branches of the root correspond to the two different periodic orbits of period 33.

Proof.

When |𝒪|=1|\mathcal{O}|=1, i.e, 𝒪\mathcal{O} is a fixed point zz, solving the equation fc(z)=zf_{c}(z)=z yields

ρc0,𝒪(c)=2z=1+14c.\rho_{c_{0},\mathcal{O}}(c)=2z=1+\sqrt{1-4c}.

Then after a direct computation we get

ν(c)=ρc0,𝒪(c)ρc0,𝒪(c)=24c114c.\nu(c)=\frac{\rho_{c_{0},\mathcal{O}}^{\prime}(c)}{\rho_{c_{0},\mathcal{O}}(c)}=\frac{2}{4c-1-\sqrt{1-4c}}.

When |𝒪|=2|\mathcal{O}|=2, there is only one periodic orbit of period 22. Its multiplier is the free term of the polynomial

p(z)=4(fc2(z)z)fc(z)z=4z2+4z+4(c+1).p(z)=\frac{4(f_{c}^{\circ 2}(z)-z)}{f_{c}(z)-z}=4z^{2}+4z+4(c+1).

Now, a direct computation yields the formula for ν(c)\nu(c) in part ii of the proposition.

Finally, in the case |𝒪|=3|\mathcal{O}|=3, there are two periodic orbits of period 33 and according to [Stephenson_91], the multiplier ρ=ρ(c)\rho=\rho(c) of each of these orbits satisfies the equation

c3+2c2+(1ρ/8)c+(1ρ/8)2=0.c^{3}+2c^{2}+(1-\rho/8)c+(1-\rho/8)^{2}=0.

After solving this equation for ρ\rho, we obtain

ρ(c)=8+4c4c4c7.\rho(c)=8+4c-4c\sqrt{-4c-7}.

Then a direct computation yields the formula for ν(c)\nu(c) in part iii of the proposition. ∎

Proof of Lemma 4.2.

We consider the maps ν𝒪\nu_{\mathcal{O}} in a neighborhood of the point c=3/4c=-3/4 for periodic orbits 𝒪\mathcal{O} of periods 11, 22 and 33. The parameter c=3/4c=-3/4 is the point at which the hyperbolic component of period 22 touches the main cardioid of the Mandelbrot set. In particular, all considered functions are defined and analytic in a neighborhood UU of that point.

For each cUc\in U, let HcH_{c} denote the convex hull of the finite set {ν𝒪(c)|𝒪|=1,2,3}\{\nu_{\mathcal{O}}(c)\mid|\mathcal{O}|=1,2,3\}. It follows from Proposition 4.3 that ν𝒪(3/4)\nu_{\mathcal{O}}(-3/4) is equal to

  • 1-1 or 1/3-1/3, when |𝒪|=1|\mathcal{O}|=1,

  • 22, when |𝒪|=2|\mathcal{O}|=2,

  • 10183±49183i-\cfrac{10}{183}\pm\cfrac{49}{183}i, when |𝒪|=3|\mathcal{O}|=3,

hence, H3/4H_{-3/4} contains 0 in its interior. By continuity, it follows that the convex hull HcH_{c} contains 0, for all cc in some open complex neighborhood VV of the point 3/4-3/4. Since c=3/4c=-3/4 is a parabolic parameter, it follows that V𝕄V\setminus\mathbb{M} is a nonempty open set. According to Lemma 3.3, we observe that V𝕄𝒳V\setminus\mathbb{M}\subset\mathcal{X}, which completes the proof of Lemma 4.2. ∎

Next, we prove the following:

Lemma 4.4.

The set 𝒳𝕄\mathcal{X}\cup\mathbb{M} is path connected.

Proof.

First, let us note that for any c0𝕄c_{0}\in\mathbb{C}\setminus\mathbb{M}, any periodic orbit 𝒪0Ωc0\mathcal{O}_{0}\in\Omega_{c_{0}} of fc0f_{c_{0}} and any piecewise smooth curve γ:[0,1]𝕄\gamma\colon[0,1]\to\mathbb{C}\setminus\mathbb{M}, such that γ(0)=c0\gamma(0)=c_{0}, the periodic orbit 𝒪0\mathcal{O}_{0} can be analytically continued along the curve γ\gamma. Since all periodic orbits of fcf_{c} are repelling, when c𝕄c\in\mathbb{C}\setminus\mathbb{M}, this defines analytic continuation of the locally defined map ν𝒪0\nu_{\mathcal{O}_{0}} along the curve γ\gamma. In particular, this means that if ν\nu is an analytic map defined in a neighborhood of the point c1:=γ(1)c_{1}:=\gamma(1) by analytic continuation of ν𝒪0\nu_{\mathcal{O}_{0}} along γ\gamma, then there exists a periodic orbit 𝒪1Ωc1\mathcal{O}_{1}\in\Omega_{c_{1}} of fc1f_{c_{1}}, such that νν𝒪1\nu\equiv\nu_{\mathcal{O}_{1}} in a neighborhood of c1c_{1}.

Now, according to Lemma 4.1, the set 𝒳\mathcal{X} is bounded, so there exists an open disk DD\subset\mathbb{C}, such that 𝒳D\mathcal{X}\subset D. Let c0𝕄c_{0}\in\mathbb{C}\setminus\mathbb{M} be an arbitrary point for which there exists a periodic orbit 𝒪\mathcal{O} of the map fc0f_{c_{0}}, such that ν𝒪(c0)=0\nu_{\mathcal{O}}(c_{0})=0. Let 𝒪2\mathcal{O}_{2} be the unique periodic orbit of period 22 for the map fc0f_{c_{0}}. Then for each t[0,1]t\in[0,1], we consider the map

νt:=(1t)ν𝒪+tν𝒪2,\nu_{t}:=(1-t)\nu_{\mathcal{O}}+t\nu_{\mathcal{O}_{2}},

defined in a neighborhood of c0c_{0}.

Let S(D𝕄)×[0,1]S\subset(D\setminus\mathbb{M})\times[0,1] be the set of all points (c,t)(D𝕄)×[0,1](c,t)\in(D\setminus\mathbb{M})\times[0,1], such that for some analytic continuation ν~t\tilde{\nu}_{t} of the map νt\nu_{t} to a neighborhood of the point cc, we have ν~t(c)=0\tilde{\nu}_{t}(c)=0. Since there are finitely many different analytic continuations of νt\nu_{t} to a fixed neighborhood of a point cc, it follows that the set SS is closed in (D𝕄)×[0,1](D\setminus\mathbb{M})\times[0,1]. It also follows from the definition of the set SS that (c0,0)S(c_{0},0)\in S. Let S0SS_{0}\subset S be the (path)-connected component of SS that contains the point (c0,0)(c_{0},0). Since according to Proposition 3.4, neither the map νt\nu_{t}, nor any of its analytic continuations is a constant map, this implies that the projection of S0S_{0} onto the second coordinate is an interval I[0,1]I\subset[0,1] that is open in [0,1][0,1]. At the same time, since according to Proposition 4.3, the map ν1=ν𝒪2\nu_{1}=\nu_{\mathcal{O}_{2}} does not vanish at any point of the complex plane, it follows that S0[(D𝕄)×{1}]=S_{0}\cap[(D\setminus\mathbb{M})\times\{1\}]=\varnothing, which implies that 1I1\not\in I. Since interval II is open in [0,1][0,1] and S0S_{0} is closed in (D𝕄)×[0,1](D\setminus\mathbb{M})\times[0,1], we conclude that the closure S¯0\overline{S}_{0} of S0S_{0} in ×[0,1]\mathbb{C}\times[0,1] has a nonempty intersection with the boundary ((D𝕄))×[0,1](\partial(D\setminus\mathbb{M}))\times[0,1].

Finally, note that the Averaging Lemma (Lemma 2.1) together with part ii of Theorem B, imply that the projection of S¯0\overline{S}_{0} to the first coordinate is contained in some path connected component XX of the set 𝒳𝕄\mathcal{X}\cup\mathbb{M}. The latter implies that X(D𝕄)X\cap\partial(D\setminus\mathbb{M})\neq\varnothing. Since 𝒳D=\mathcal{X}\cap\partial D=\varnothing, we conclude that X𝕄X\cap\partial\mathbb{M}\neq\varnothing, so 𝕄X\mathbb{M}\subset X. Since c0𝕄c_{0}\in\mathbb{C}\setminus\mathbb{M} was an arbitrary critical point of the multiplier of an arbitrary periodic orbit, and c0Xc_{0}\in X, it follows that the path connected set XX is dense in 𝒳𝕄\mathcal{X}\cup\mathbb{M}, hence, X=𝒳𝕄X=\mathcal{X}\cup\mathbb{M}, and the set 𝒳𝕄\mathcal{X}\cup\mathbb{M} is path connected as well. ∎

4.3. The set 𝒳𝕄\mathcal{X}\cap\mathbb{M}

Here we turn to the study of the portion of the set 𝒳\mathcal{X} that is contained in the Mandelbrot set. We show that the whole Mandelbrot set is contained in 𝒳\mathcal{X}.

Lemma 4.5.

The inclusion 𝕄𝒳\mathbb{M}\subset\mathcal{X} holds.

Before proving Lemma 4.5, we need several additional results.

For any cc\in\mathbb{C} and any kk\in\mathbb{N}, let Ωck\Omega_{c}^{k} be the set of all periodic orbits of period kk for the map fcf_{c}. (In particular, Ωck\Omega_{c}^{k} may contain a non-repelling orbit, if it exists.)

Lemma 4.6.

Let c0c_{0}\in\mathbb{C} be an arbitrary parameter that is neither parabolic, nor critically periodic. Then for any kk\in\mathbb{N}, and the corresponding function Fk(c):=fc(k1)(c)F_{k}(c):=f_{c}^{\circ(k-1)}(c), the following holds:

(9) Fk(c0)kFk(c0)=m,m|k𝒪Ωc0mmkν𝒪(c0),\frac{F_{k}^{\prime}(c_{0})}{kF_{k}(c_{0})}=\sum_{m\in\mathbb{N},m|k}\,\,\sum_{\mathcal{O}\in\Omega_{c_{0}}^{m}}\frac{m}{k}\nu_{\mathcal{O}}(c_{0}),

where the summation goes over all mm\in\mathbb{N}, such that mm divides kk and over all periodic orbits 𝒪Ωc0m\mathcal{O}\in\Omega_{c_{0}}^{m}.

Proof.

For every kk\in\mathbb{N}, it follows from Vieta’s formulas that Fk(c0)F_{k}(c_{0}) is the product of all fixed points of the map fc0kf_{c_{0}}^{\circ k}, counted with multiplicities. Since c0c_{0} is a non-parabolic parameter, all of these fixed points have multiplicity one, hence we have

(10) Fk(c0)=22km,m|k𝒪Ωc0mρ𝒪(c0).F_{k}(c_{0})=2^{-2^{k}}\prod_{m\in\mathbb{N},m|k}\,\,\prod_{\mathcal{O}\in\Omega_{c_{0}}^{m}}\rho_{\mathcal{O}}(c_{0}).

Since the parameter c0c_{0} is not critically periodic, we have Fk(c0)0F_{k}(c_{0})\neq 0, and for any periodic orbit 𝒪\mathcal{O} of fc0f_{c_{0}}, the map ν𝒪\nu_{\mathcal{O}} is defined and analytic in some fixed neighborhood of the point c0c_{0}. This implies that both the left hand side and the right hand side of (9) are defined. Finally, the identity (9) can be obtained from (10) by a direct computation. ∎

Next, we prove a slightly refined version of the Averaging Lemma:

Proposition 4.7.

Under the conditions of Lemma 2.1, if the periods of the periodic orbits 𝒪1\mathcal{O}_{1} and 𝒪2\mathcal{O}_{2} are relatively prime, then the sequence of repelling periodic orbits {𝒪j}j=3\{\mathcal{O}_{j}\}_{j=3}^{\infty} from Lemma 2.1 can be chosen so that |𝒪j|=j|\mathcal{O}_{j}|=j, for any j3j\geq 3.

Proof.

Here we refer to the proof of the Averaging Lemma (Lemma 2.1). Define n1:=|𝒪1|n_{1}:=|\mathcal{O}_{1}| and n2:=|𝒪2|n_{2}:=|\mathcal{O}_{2}|. It was shown that there exist constants k1,k2k_{1},k_{2}\in\mathbb{N} (that depend on c0c_{0}, 𝒪1\mathcal{O}_{1} and 𝒪2\mathcal{O}_{2}), such that the sequence of orbits {𝒪j}j=3\{\mathcal{O}_{j}\}_{j=3}^{\infty} can be chosen to satisfy the following:

|𝒪j|=n1N1,j+n2N2,j+k1+k2,|\mathcal{O}_{j}|=n_{1}N_{1,j}+n_{2}N_{2,j}+k_{1}+k_{2},

for some N1,j,N2,jN_{1,j},N_{2,j}\in\mathbb{N}, where

(11) N1,j,N2,jandn1N1,jn1N1,j+n2N2,jα,as j.N_{1,j},N_{2,j}\to\infty\quad\text{and}\quad\frac{n_{1}N_{1,j}}{n_{1}N_{1,j}+n_{2}N_{2,j}}\to\alpha,\qquad\text{as }j\to\infty.

In order to prove the proposition, it is sufficient to show that for every α[0,1]\alpha\in[0,1], there exist two sequences {N1,j}j=3\{N_{1,j}\}_{j=3}^{\infty}, {N2,j}j=3\{N_{2,j}\}_{j=3}^{\infty} of positive integers that satisfy (11) and such that

j=n1N1,j+n2N2,j+k1+k2,j=n_{1}N_{1,j}+n_{2}N_{2,j}+k_{1}+k_{2},

for all sufficiently large jj\in\mathbb{N}.

It follows from elementary number theory that for every sufficiently large jj\in\mathbb{N}, the Diophantine equation

(12) j=n1N1+n2N2+k1+k2,j=n_{1}N_{1}+n_{2}N_{2}+k_{1}+k_{2},

has a solution (N1,N2)=(K1,K2)2(N_{1},N_{2})=(K_{1},K_{2})\in\mathbb{N}^{2} in positive integers. Furthermore, the set of all pairs (N1,N2)2(N_{1},N_{2})\in\mathbb{N}^{2}, satisfying (12), can be described as

𝒩j={(K1sn2,K2+sn1)s, and K1sn2,K2+sn1>0},\mathcal{N}_{j}=\{(K_{1}-sn_{2},K_{2}+sn_{1})\mid s\in\mathbb{Z},\text{ and }K_{1}-sn_{2},K_{2}+sn_{1}>0\},

so the set of all fractions

n1N1n1N1+n2N2=n1N1jk1k2,\frac{n_{1}N_{1}}{n_{1}N_{1}+n_{2}N_{2}}=\frac{n_{1}N_{1}}{j-k_{1}-k_{2}},

such that (N1,N2)𝒩j(N_{1},N_{2})\in\mathcal{N}_{j}, will consist of the real number n1N1/(jk1k2)n_{1}N_{1}/(j-k_{1}-k_{2}) and all other rational numbers from (0,1)(0,1) that differ from the first number by an integer multiple of θj=n1n2/(jk1k2)\theta_{j}=n_{1}n_{2}/(j-k_{1}-k_{2}). Now since θj0\theta_{j}\to 0 as jj\to\infty, it follows that for every sufficiently large jj\in\mathbb{N}, one can choose a pair (N1,j,N2,j)𝒩j(N_{1,j},N_{2,j})\in\mathcal{N}_{j} so that (11) holds. ∎

Proof of Lemma 4.5.

It was shown in [Firsova_Gor_equi] that 𝕄𝒳\partial\mathbb{M}\subset\mathcal{X}, so we only need to show that the interior of 𝕄\mathbb{M} is contained in 𝒳\mathcal{X}. Let c0𝕄c_{0}\in\mathbb{M} be a non-critically periodic interior point of the Mandelbrot set. We note that c0c_{0} belongs to either a hyperbolic or a queer component, in case if the latter ones exist. For each kk\in\mathbb{N}, consider the map Fk:F_{k}\colon\mathbb{C}\to\mathbb{C} defined by the formula

Fk(c):=fc(k1)(c).F_{k}(c):=f_{c}^{\circ(k-1)}(c).

Since c0𝕄c_{0}\in\mathbb{M}, the sequence {Fk(c0)}k=1\{F_{k}(c_{0})\}_{k=1}^{\infty} is bounded, hence, there exists a subsequence {km}m\{k_{m}\}_{m\in\mathbb{N}}\subset\mathbb{N}, such that the limit limmFkm(c0)\lim_{m\to\infty}F_{k_{m}}(c_{0}) exists and is equal to some number ww\in\mathbb{C}. We may assume that w0w\neq 0. Otherwise, if w=0w=0, then take the subsequence {km+1}m\{k_{m}+1\}_{m\in\mathbb{N}} instead of the subsequence {km}m\{k_{m}\}_{m\in\mathbb{N}}. Since c0c_{0} is an interior point of 𝕄\mathbb{M}, the family of maps {Fkm}m\{F_{k_{m}}\}_{m\in\mathbb{N}} is normal, when restricted to some open neighborhood UU of c0c_{0}, so after further extracting a subsequence, we may assume that the sequence of functions {Fkm}m\{F_{k_{m}}\}_{m\in\mathbb{N}} converges to some holomorphic function F:UF\colon U\to\mathbb{C} on compact subsets of UU.

Let us assume that c0𝒳c_{0}\not\in\mathcal{X}. Then, according to Lemma 3.3, there exists a closed half-plane HH\subset\mathbb{C}, such that 0H0\in\partial H and for any repelling periodic orbit 𝒪Ωc0\mathcal{O}\in\Omega_{c_{0}}, we have ν𝒪(c0)H\nu_{\mathcal{O}}(c_{0})\in H. For any zHz\in H, let dist(z,H)\operatorname{dist}(z,\partial H) denote the Euclidean distance from zz to the boundary line H\partial H of HH. Then under the above assumption, the following holds:

Proposition 4.8.

Assume, the set 𝕄𝒳\mathbb{M}\setminus\mathcal{X} is nonempty and c0𝕄𝒳c_{0}\in\mathbb{M}\setminus\mathcal{X}. Let the half-plane HH and the sequence {km}m\{k_{m}\}_{m\in\mathbb{N}} be the same as above. Then for any ε>0\varepsilon>0 there exists M=M(ε)M=M(\varepsilon)\in\mathbb{N}, such that for any mMm\geq M and any periodic orbit 𝒪Ωc0\mathcal{O}\in\Omega_{c_{0}} of period |𝒪|=km|\mathcal{O}|=k_{m}, the inequality

dist(ν𝒪(c0),H)<ε.\operatorname{dist}(\nu_{\mathcal{O}}(c_{0}),\partial H)<\varepsilon.

holds.

Proof.

According to Lemma 4.6,

limmj,j|km𝒪Ωc0jjkmν𝒪(c0)=limmFkm(c0)kmFkm(c0)=limmF(c0)kmw=0,\lim_{m\to\infty}\sum_{j\in\mathbb{N},j|k_{m}}\,\,\sum_{\mathcal{O}\in\Omega_{c_{0}}^{j}}\frac{j}{k_{m}}\nu_{\mathcal{O}}(c_{0})=\lim_{m\to\infty}\frac{F_{k_{m}}^{\prime}(c_{0})}{k_{m}F_{k_{m}}(c_{0})}=\lim_{m\to\infty}\frac{F^{\prime}(c_{0})}{k_{m}w}=0,

where FF is the limiting map of the sequence of maps {Fkm}m\{F_{k_{m}}\}_{m\in\mathbb{N}}, and w=F(c0)0w=F(c_{0})\neq 0. Note that for all but possibly one non-repelling orbit 𝒪^\hat{\mathcal{O}} of fixed period j^\hat{j}, the terms in the above summation belong to HH. As kmk_{m}\to\infty, the contribution j^kmν𝒪^\frac{\hat{j}}{k_{m}}\nu_{\hat{\mathcal{O}}} of this non-repelling orbit in the summation goes to zero. Then it follows that

limmdist(𝒪Ωc0kmν𝒪(c0),H)=0,\lim_{m\to\infty}\operatorname{dist}\left(\sum_{\mathcal{O}\in\Omega_{c_{0}}^{k_{m}}}\nu_{\mathcal{O}}(c_{0}),\,\,\partial H\right)=0,

which implies Proposition 4.8. ∎

Finally, we complete the proof of Lemma 4.5 by observing that under the above assumption c0𝒳c_{0}\not\in\mathcal{X}, according to Lemma 3.3, the half-plane HH can be chosen so that for at least one repelling periodic orbit 𝒪1Ωc0\mathcal{O}_{1}\in\Omega_{c_{0}}, the value ν𝒪1(c0)\nu_{\mathcal{O}_{1}}(c_{0}) lies in the interior of HH. Let 𝒪2Ωc0\mathcal{O}_{2}\in\Omega_{c_{0}} be any other repelling periodic orbit whose period is relatively prime to the period of 𝒪1\mathcal{O}_{1}. Then according to Lemma 2.1 and Proposition 4.7 with the parameter α\alpha fixed at α=1/2\alpha=1/2, it follows that for each sufficiently large mm\in\mathbb{N}, there exists a periodic orbit 𝒪Ωc0\mathcal{O}\in\Omega_{c_{0}} of period kmk_{m}, such that

dist(ν𝒪(c0),H)>13dist(ν𝒪1(c0),H).\operatorname{dist}(\nu_{\mathcal{O}}(c_{0}),\partial H)>\frac{1}{3}\operatorname{dist}(\nu_{\mathcal{O}_{1}}(c_{0}),\partial H).

The latter contradicts to Proposition 4.8, hence the assumption c0𝒳c_{0}\not\in\mathcal{X} was false. Since c0c_{0} was an arbitrary non-critically periodic parameter from the interior of 𝕄\mathbb{M}, and critically periodic parameters form a nowhere dense subset of 𝕄\mathbb{M}, this completes the proof of Lemma 4.5. ∎

Proof of Theorem A.

The proof is a combination of several lemmas: We have 𝕄𝒳\mathbb{M}\subset\mathcal{X} due to Lemma 4.5. The set 𝒳\mathcal{X} is bounded according to Lemma 4.1. From Lemma 4.4 and Lemma 4.5 it follows that the set 𝒳\mathcal{X} is path connected. Finally Lemma 4.2 implies that the set 𝒳𝕄\mathcal{X}\setminus\mathbb{M} has nonempty interior. ∎

Appendix A Pictures

Refer to caption
Figure 3. Approximations of the sets 𝒴c\mathcal{Y}_{c} as cc changes along the real axis: (a) c=0c=0; (b) c=0.24c=0.24; (c) c=0.26c=0.26; (d) c=0.42c=0.42; (e) c=0.71c=-0.71; (f) c=1c=-1.

Theorem A and Theorem B provide efficient algorithms for constructing numerical approximations of the accumulation set 𝒳\mathcal{X} and the sets 𝒴c\mathcal{Y}_{c}. For example, in order to approximate numerically the set 𝒳\mathcal{X}, we first observe that according to Theorem A, the inclusion 𝕄𝒳\mathbb{M}\subset\mathcal{X} holds, so one only has to decide for each point c𝕄c\in\mathbb{C}\setminus\mathbb{M}, whether it belongs to 𝒳\mathcal{X} or not. The latter can be done by means of Theorem B which provides an easy to check sufficient condition for c𝒳c\in\mathcal{X}. More specifically, for each c𝕄c\in\mathbb{C}\setminus\mathbb{M}, one should compute the points ν𝒪(c)\nu_{\mathcal{O}}(c), where 𝒪\mathcal{O} runs over different periodic orbits of the map fcf_{c}. If at some point 0 falls into the convex hull of the computed points, then c𝒳c\in\mathcal{X}. The periodic orbits of fcf_{c} can in turn be computed by Newton’s method (see [Hubbard_Schleicher_Sutherland] for a precise algorithm).

Figure 1 is obtained by checking all periodic orbits of periods up to and including 8. The color of a point corresponds to the smallest period, up to which the periodic orbits need to be checked in order to confirm that c𝒳c\in\mathcal{X}. The dark red strip in Figure 1, corresponding to period 8, is quite thin, so we hope that the picture gives a reasonably good approximation of the accumulation set 𝒳\mathcal{X} in Hausdorff metric, however, we don’t know how to estimate the discrepancy. In particular, it is not clear whether the described algorithm can be used in order to numerically understand the fine structure of the boundary 𝒳\partial\mathcal{X}.

Part i of Theorem B also allows to estimate numerically the sets 𝒴c\mathcal{Y}_{c}. Indeed, for any c{2}c\in\mathbb{C}\setminus\{-2\}, an approximation of 𝒴c\mathcal{Y}_{c} can be constructed by taking the convex hull of the points ν𝒪(c)\nu_{\mathcal{O}}(c), where 𝒪\mathcal{O} runs over different periodic orbits of the map fcf_{c}. Figure 3 provides several pictures of the sets 𝒴c\mathcal{Y}_{c}, where the parameter cc takes different values on the real line. In particular, (a) and (f) correspond to the centers of the main cardioid and the hyperbolic component of period 2 respectively, and (b) and (c) correspond to the parameter cc lying slightly to the left and respectively slightly to the right of the cusp of the main cardioid. The blue dots are the values of ν𝒪(c)\nu_{\mathcal{O}}(c), for all repelling periodic orbits 𝒪\mathcal{O} of periods up to and including 8. We don’t know, how accurate these pictures are, since inclusion of periodic orbits of higher periods can potentially change the convex hulls significantly.

References