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Juhl type formulas for curved Ovsienko–Redou operators

Shane Chern Fakultät für Mathematik
Universität Wien
Vienna
A-1090
Austria
[email protected]
 and  Zetian Yan Department of Mathematics
UC Santa Barbara
Santa Barbara
CA 93106
USA
[email protected]
Abstract.

We prove Juhl type formulas for the curved Ovsienko–Redou operators and their linear analogues, which indicate the associated formal self-adjointness, thereby confirming two conjectures of Case, Lin, and Yuan. We also offer an extension of Juhl’s original formula for the GJMS operators.

Key words and phrases:
Conformally invariant operators, Juhl type formulas, Combinatorial identities, Hypergeometric series
2020 Mathematics Subject Classification:
Primary 58J70; Secondary 53A40, 33C20

1. Introduction

The GJMS operator of order 2k2k is a conformally invariant differential operator with leading-order term Δk\Delta^{k} defined on any Riemannian manifold (Mn,g)(M^{n},g) of dimension n2kn\geq 2k, and this family generalizes the well-known second-order conformal Laplacian (also called Yamabe operator) and the fourth-order operator discovered by Paneitz [Paneitz1983]. The GJMS operators have been studied intensively during the past decades in connection with, for example, prescribed QQ-curvature problems, higher-order Sobolev trace inequalities, scattering theory on conformally compact manifolds, and functional determinant quotient formulas for pairs of metrics in a conformal class.

Based on a theory of residue families, in a series of works [Juhl2009, Juhl2013], Juhl derived remarkable formulas that express GJMS operators as a sum of compositions of lower-order GJMS operators up to a certain second-order term or as linear combinations of compositions of second-order differential operators, through an ingenious inversion relation for compositions given credit to Krattenthaler [Juhl2013, Theorem 2.1]. Later, Fefferman and Graham [FeffermanGraham2013] provided an alternative proof of Juhl’s formulas, starting directly from the original construction on the ambient space but also requiring Krattenthaler’s insight. Juhl’s formulas have significant applications in the aforementioned study of GJMS operators, such as the asymptotic expansion of the heat kernel [Juhl2016] and prescribed higher-order QQ-curvature problems [MazumdarVetois2020].

To study conformally covariant operators of rank three, Case, Lin, and Yuan [CaseLinYuan2022or] gave two generalizations of the GJMS operators; here we focus on those that are formally self-adjoint. The first is a family of conformally invariant bidifferential operators:

D2k:[n2k3]2[2n+2k3]D_{2k}\colon\mathcal{E}\left[-\frac{n-2k}{3}\right]^{\otimes 2}\to\mathcal{E}\left[-\frac{2n+2k}{3}\right]

of total order 2k2k. They are called the curved Ovsienko–Redou operators because they generalize a family of bidifferential operators constructed by Ovsienko and Redou [OvsienkoRedou2003] on the sphere. Let

ar,s,t:=(kr,s,t)Γ(n+4k6r)Γ(n+4k6s)Γ(n+4k6t)Γ(n2k6)Γ(n+4k6)2\displaystyle a_{r,s,t}:=\binom{k}{r,s,t}\frac{\Gamma\bigl{(}\frac{n+4k}{6}-r\bigr{)}\Gamma\bigl{(}\frac{n+4k}{6}-s\bigr{)}\Gamma\bigl{(}\frac{n+4k}{6}-t\bigr{)}}{\Gamma\bigl{(}\frac{n-2k}{6}\bigr{)}\Gamma\bigl{(}\frac{n+4k}{6}\bigr{)}^{2}}

with (kr,s,t)=k!r!s!t!\binom{k}{r,s,t}=\frac{k!}{r!s!t!} the multinomial coefficient wherein k=r+s+tk=r+s+t. The operators D2kD_{2k} are determined ambiently by

D~2k(u~v~):=r+s+t=kar,s,tΔ~r((Δ~su~)(Δ~tv~))\displaystyle\widetilde{D}_{2k}(\widetilde{u}\otimes\widetilde{v}):=\sum_{r+s+t=k}a_{r,s,t}\widetilde{\Delta}^{r}\left((\widetilde{\Delta}^{s}\widetilde{u})(\widetilde{\Delta}^{t}\widetilde{v})\right)

on ~[n2k3]~[n2k3]\widetilde{\mathcal{E}}\bigl{[}-\frac{n-2k}{3}\bigr{]}\otimes\widetilde{\mathcal{E}}\bigl{[}-\frac{n-2k}{3}\bigr{]}; in this paper, tensor products are over \mathbb{R}. The second generalization is a family of conformally invariant differential operators:

D2k;:[n2k22][n+2k+22]D_{2k;\mathcal{I}}\colon\mathcal{E}\left[-\frac{n-2k-2\ell}{2}\right]\to\mathcal{E}\left[-\frac{n+2k+2\ell}{2}\right]

of order 2k2k associated with a scalar Weyl invariant \mathcal{I} of weight 2-2\ell. These are determined ambiently by a scalar Riemannian invariant I~\widetilde{I} of weight 2-2\ell as

D~2k;I~(u~)\displaystyle\widetilde{D}_{2k;\widetilde{I}}(\widetilde{u}) :=r+s=kbr,sΔ~r(I~Δ~su~)\displaystyle:=\sum_{r+s=k}b_{r,s}\widetilde{\Delta}^{r}\left(\widetilde{I}\widetilde{\Delta}^{s}\widetilde{u}\right)

on ~[n2k22]\widetilde{\mathcal{E}}\bigl{[}-\frac{n-2k-2\ell}{2}\bigr{]} where

br,s:=(ks)Γ(+s)Γ(+r)Γ()2.\displaystyle b_{r,s}:=\binom{k}{s}\frac{\Gamma(\ell+s)\Gamma(\ell+r)}{\Gamma(\ell)^{2}}.

We refer the reader to Section 2 for an explanation of our notation and a description of how the ambient formulas determine conformally invariant operators.

In a recent work, Case and the second named author [CaseYan2024] proved the formal self-adjointness of the two families of operators, thereby answering in the affirmative two conjectures of Case, Lin, and Yuan [CaseLinYuan2022or]. Taking D2kD_{2k} as an example, their main idea is to factorize D~2k\widetilde{D}_{2k} on the Poincaré space and realize the Dirichlet form of D2kD_{2k} as the coefficient of the logarithmic term in the Dirichlet form of D~2k\widetilde{D}_{2k}. The Divergence Theorem then yields the desired formal self-adjointness. This method avoids the lack of either an equivalent description of these operators as an obstruction to solving some second-order PDE, on which the Graham–Zworski argument [GrahamZworski2003] highly relies, or the complicated combinatorial arguments required by Juhl in [Juhl2013].

However, the explicit structures of these two families of operators are not revealed through the arguments in [CaseYan2024], especially in view of Juhl’s formulas for the GJMS operators [Juhl2009, Juhl2013]. To understand the underlying formal self-adjointness for the operators D2kD_{2k} and D2k;D_{2k;\mathcal{I}} in a more direct way and to read the two operators from a more general setting, the main purpose of this paper is to prove the following two Juhl type formulas:

Theorem 1.1.

Let (Mn,𝔠)(M^{n},\mathfrak{c}) be a conformal manifold. Let kk\in\mathbb{N} and if nn is even, we assume additionally that kn2k\leq\frac{n}{2}. Writing Lk:=n6+2k3L_{k}:=\frac{n}{6}+\frac{2k}{3}, the operator D2kD_{2k} satisfies

(1.1) D2k(uv)\displaystyle D_{2k}(u\otimes v) =𝐀𝐀𝐀2(Ar+1)2(A1+1)\displaystyle=\sum_{\mathbf{A}^{\prime}}\sum_{\mathbf{A}^{{\ast}}}\sum_{\mathbf{A}^{{\diamond}}}\mathcal{M}_{2(A^{\prime}_{r^{\prime}}+1)}\cdots\mathcal{M}_{2(A^{\prime}_{1}+1)}
(2(Ar+1)2(A1+1)(u)2(Ar+1)2(A1+1)(v))\displaystyle\ \quad\big{(}\mathcal{M}_{2(A_{r^{{\ast}}}^{{\ast}}+1)}\cdots\mathcal{M}_{2(A_{1}^{{\ast}}+1)}(u)\mathcal{M}_{2(A_{r^{{\diamond}}}^{{\diamond}}+1)}\cdots\mathcal{M}_{2(A_{1}^{{\diamond}}+1)}(v)\big{)}
×k!Lk2n=1k(Lkn)i=1r1(Ai!)2i=1r1(Ai!)2i=1r1(Ai!)2\displaystyle\quad\times\frac{k!}{L_{k}^{2}}\prod_{n=1}^{k}(L_{k}-n)\prod_{i=1}^{r^{{\ast}}}\frac{1}{(A_{i}^{{\ast}}!)^{2}}\prod_{i=1}^{r^{{\diamond}}}\frac{1}{(A_{i}^{{\diamond}}!)^{2}}\prod_{i=1}^{r^{\prime}}\frac{1}{(A^{\prime}_{i}!)^{2}}
×i=1r1j=1i(Aj+1)i=1r1Lkj=1i(Aj+1)i=1r1j=1i(Aj+1)i=1r1Lkj=1i(Aj+1)\displaystyle\quad\times\prod_{i=1}^{r^{\ast}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A_{j}^{\ast}+1)}$}\prod_{i=1}^{r^{\ast}}\scalebox{0.75}{$\dfrac{1}{L_{k}-\sum\limits_{j=1}^{i}(A_{j}^{\ast}+1)}$}\prod_{i=1}^{r^{\diamond}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A_{j}^{\diamond}+1)}$}\prod_{i=1}^{r^{\diamond}}\scalebox{0.75}{$\dfrac{1}{L_{k}-\sum\limits_{j=1}^{i}(A_{j}^{\diamond}+1)}$}
×i=1r1j=1i(Ar+1j+1)i=1r1Lkj=1i(Ar+1j+1),\displaystyle\quad\times\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{L_{k}-\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$},

where the summation runs over all nonnegative sequences 𝐀=(A1,,Ar)\mathbf{A}^{{\ast}}=(A_{1}^{{\ast}},\ldots,A_{r^{{\ast}}}^{{\ast}}), 𝐀=(A1,,Ar)\mathbf{A}^{{\diamond}}=(A_{1}^{{\diamond}},\ldots,A_{r^{{\diamond}}}^{{\diamond}}) and 𝐀=(A1,,Ar)\mathbf{A}^{\prime}=(A^{\prime}_{1},\ldots,A^{\prime}_{r^{\prime}}) such that

r+j=1rAj+r+j=1rAj+r+j=1rAj=k.\displaystyle r^{{\ast}}+\sum\limits_{j=1}^{r^{{\ast}}}A_{j}^{{\ast}}+r^{{\diamond}}+\sum\limits_{j=1}^{r^{{\diamond}}}A_{j}^{{\diamond}}+r^{\prime}+\sum_{j=1}^{r^{\prime}}A^{\prime}_{j}=k.

In particular, D2kD_{2k} is formally self-adjoint.

Theorem 1.2.

Let (Mn,𝔠)(M^{n},\mathfrak{c}) be a conformal manifold and let I~~[2]\widetilde{I}\in\widetilde{\mathcal{E}}[-2\ell] be an ambient scalar Riemannian invariant. Let kk\in\mathbb{N} and if nn is even, we assume additionally that k+n2+1δ0,k+\ell\leq\frac{n}{2}+1-\delta_{0,\ell} with δ\delta the Kronecker delta. Then the operator D2k;D_{2k;\mathcal{I}} satisfies

(1.2) D2k;(u)\displaystyle D_{2k;\mathcal{I}}(u) =R𝐀,𝐀2(Ar+1)2(A1+1)(I~(R)2(Ar+1)2(A1+1)(u))\displaystyle=\sum_{R}\sum_{\mathbf{A},\mathbf{A}^{\prime}}\mathcal{M}_{2(A^{\prime}_{r^{\prime}}+1)}\cdots\mathcal{M}_{2(A^{\prime}_{1}+1)}\big{(}\widetilde{I}^{(R)}\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}(u)\big{)}
×(1)R 2Rk!R!n=0k1(+n)2i=1r1(Ai!)2i=1r1(Ai!)2\displaystyle\quad\times(-1)^{R}\,2^{R}\,\frac{k!}{R!}\,\prod_{n=0}^{k-1}(\ell+n)^{2}\prod_{i=1}^{r}\frac{1}{(A_{i}!)^{2}}\prod_{i=1}^{r^{\prime}}\frac{1}{(A^{\prime}_{i}!)^{2}}
×i=1r1j=1i(Aj+1)i=1r1+kj=1i(Aj+1)\displaystyle\quad\times\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A_{j}+1)}$}\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{\ell+k-\sum\limits_{j=1}^{i}(A_{j}+1)}$}
×i=1r1j=1i(Ar+1j+1)i=1r1+kj=1i(Ar+1j+1),\displaystyle\quad\times\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{\ell+k-\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$},

where the summation runs over all nonnegative integers RR and all sequences 𝐀=(A1,,Ar)\mathbf{A}=(A_{1},\ldots,A_{r}) and 𝐀=(A1,,Ar)\mathbf{A}^{\prime}=(A^{\prime}_{1},\ldots,A^{\prime}_{r^{\prime}}) of nonnegative integers such that

R+r+j=1rAj+r+j=1rAj=k.\displaystyle R+r+\sum\limits_{j=1}^{r}A_{j}+r^{\prime}+\sum_{j=1}^{r^{\prime}}A^{\prime}_{j}=k.

In particular, D2k;D_{2k;\mathcal{I}} is formally self-adjoint.

In the above theorems, the additional condition for the even nn case is imposed to ensure that the operators D2kD_{2k} and D2k;D_{2k;\mathcal{I}}, respectively, are independent of the ambiguity of the ambient metric. This will be discussed in Section 2.

1.1. Outline of the idea

1.1.1. Fefferman and Graham’s argument

In [FeffermanGraham2013], Fefferman and Graham gave a direct proof of Juhl’s formula for the GJMS operators, starting from the original construction on the ambient space. In this subsection, we sketch their main idea and show how to improve their arguments to work with the differential operators D2kD_{2k} and D2k;D_{2k;\mathcal{I}}.

Given a Riemannian manifold (Mn,g)(M^{n},g), let (𝒢~,g~)(\widetilde{\mathcal{G}},\widetilde{g}) be its straight and normal ambient space defined in (2.1). We set

w(ρ):=(detgρdetg)14,w(\rho):=\left(\frac{\det g_{\rho}}{\det g}\right)^{\frac{1}{4}},

and denote Δ~w:=wΔ~gρw1\widetilde{\Delta}_{w}:=w\circ\widetilde{\Delta}_{g_{\rho}}\circ w^{-1}. Since the construction of GJMS operators P2kP_{2k} is independent of the extension of uu on Mn×(ϵ,ϵ)M^{n}\times(-\epsilon,\epsilon), Fefferman and Graham reformulated them via Δ~w\widetilde{\Delta}_{w} instead of Δ~gρ\widetilde{\Delta}_{g_{\rho}}. Through a direct computation [FeffermanGraham2013, eq. (2.4)], one has, for u=u(x,ρ)u=u(x,\rho),

(1.3) Δ~w(τγu)=τγ2[2ρρ2+(2γ+n2)ρ+~(ρ)]u.\widetilde{\Delta}_{w}(\tau^{\gamma}u)=\tau^{\gamma-2}\left[-2\rho\partial^{2}_{\rho}+(2\gamma+n-2)\partial_{\rho}+\widetilde{\mathcal{M}}(\rho)\right]u.

It is notable that ~(ρ)\widetilde{\mathcal{M}}(\rho) is a second-order, formally self-adjoint operator on (Mn,g)(M^{n},g) for each ρ\rho\in\mathbb{R} and we may regard it as the generating function

~(ρ):=N01(N!)2(ρ2)N2(N+1)\displaystyle\widetilde{\mathcal{M}}(\rho):=\sum_{N\geq 0}\frac{1}{\big{(}N!\big{)}^{2}}\left(-\frac{\rho}{2}\right)^{N}\mathcal{M}_{2(N+1)}

for a family of second-order, formally self-adjoint operators {2(N+1)}N\{\mathcal{M}_{2(N+1)}\}_{N\in\mathbb{N}} on (Mn,g)(M^{n},g). Now setting

j:=2ρρ2+2jρ+~(ρ),\displaystyle\mathcal{R}_{j}:=-2\rho\partial_{\rho}^{2}+2j\partial_{\rho}+\widetilde{\mathcal{M}}(\rho),

we may formulate the GJMS operators P2kP_{2k} as

(1.4) P2k(u):=1k3kk3k1(u)|ρ=0.\displaystyle P_{2k}(u):=\mathcal{R}_{1-k}\mathcal{R}_{3-k}\cdots\mathcal{R}_{k-3}\mathcal{R}_{k-1}(u)\Big{|}_{\rho=0}.

With recourse to a nice combinatorial argument, Fefferman and Graham proved the following result [FeffermanGraham2013, eq. (2.5)]:

Theorem 1.3.

For k1k\geq 1 and additionally kn2k\leq\frac{n}{2} if nn is even,

(1.5) P2k(u)\displaystyle P_{2k}(u) =𝐀2(Ar+1)2(A1+1)(u)\displaystyle=\sum_{\mathbf{A}}\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}(u)
×((k1)!)2i=1r1(Ai!)2i=1r11j=1i(Aj+1)i=1r11j=1i(Ar+1j+1),\displaystyle\quad\times\big{(}(k-1)!\big{)}^{2}\prod_{i=1}^{r}\frac{1}{\big{(}A_{i}!\big{)}^{2}}\prod_{i=1}^{r-1}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A_{j}+1)}$}\prod_{i=1}^{r-1}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A_{r+1-j}+1)}$},

where the summation runs over all sequences 𝐀=(A1,,Ar)\mathbf{A}=(A_{1},\ldots,A_{r}) of nonnegative integers such that

i=1r(Ai+1)=k.\displaystyle\sum_{i=1}^{r}(A_{i}+1)=k.

In particular, P2kP_{2k} is formally self-adjoint.

Here the main problem is to compute the coefficient for each composition of \mathcal{M}-operators on the right-hand side of (1.5). To do so, we fix the 2(Ar+1)2(A1+1)\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)} to be worked with and start with a truncated composition k+12ik3k1\mathcal{R}_{k+1-2i}\cdots\mathcal{R}_{k-3}\mathcal{R}_{k-1} with 1ik1\leq i\leq k. To produce the desired \mathcal{M}-composition, we shall look at terms containing a \mathcal{M}-truncation 2(Aj+1)2(A1+1)\mathcal{M}_{2(A_{j}+1)}\cdots\mathcal{M}_{2(A_{1}+1)} with 1jr1\leq j\leq r in the expansion of our selected truncated composition of \mathcal{R}-operators. These terms are multiples of the \mathcal{M}-truncation times a power of ρ\rho. Note that amongst the \mathcal{R}-operators in the truncated composition, it is clear that the zeroth term ~(ρ)\widetilde{\mathcal{M}}(\rho) has contributed exactly jj times and the differentiation on ρ\rho has contributed iji-j times, thereby implying that the aforementioned power of ρ\rho has an exponent m=1j(Am+1)i\sum_{m=1}^{j}(A_{m}+1)-i. Finally, to compute the coefficients associated with the \mathcal{M}-truncations in question, Fefferman and Graham cleverly showed that these coefficients satisfy a family of recursive relations [FeffermanGraham2013, eq. (3.5)] by a remarkable combinatorial argument, and hence arrived at (1.5) by solving these recursions.

When it comes to the curved Ovsienko–Redou operators D2kD_{2k}, it can be shown that

(1.6) D2k(uv)\displaystyle D_{2k}(u\otimes v)
=r+s+t=kar,s,tLk+1Lk+2r3Lk+2r1\displaystyle\qquad=\sum_{r+s+t=k}a_{r,s,t}\mathcal{R}_{-L_{k}+1}\cdots\mathcal{R}_{-L_{k}+2r-3}\mathcal{R}_{-L_{k}+2r-1}
(Lk+12sLk3Lk1(u)Lk+12tLk3Lk1(v))|ρ=0,\displaystyle\qquad\quad\big{(}\mathcal{R}_{L_{k}+1-2s}\cdots\mathcal{R}_{L_{k}-3}\mathcal{R}_{L_{k}-1}(u)\mathcal{R}_{L_{k}+1-2t}\cdots\mathcal{R}_{L_{k}-3}\mathcal{R}_{L_{k}-1}(v)\big{)}\Big{|}_{\rho=0},

where we set Lk:=n6+2k3L_{k}:=\frac{n}{6}+\frac{2k}{3}. However, this time we cannot proceed with the argument of Fefferman and Graham since an analogous family of recursions becomes out of reach, mainly due to the twisted inner layer of compositions. Likewise, for the operator D2k;D_{2k;\mathcal{I}}, we have, as formulated in [CaseLinYuan2022or, eq. (6.2)],

(1.7) D2k;(u)\displaystyle D_{2k;\mathcal{I}}(u) =r+s=kbr,sk2s+12rk2s3k2s1\displaystyle=\sum_{r+s=k}b_{r,s}\mathcal{R}_{k-\ell-2s+1-2r}\cdots\mathcal{R}_{k-\ell-2s-3}\mathcal{R}_{k-\ell-2s-1}
(I~k+2s+1k+3k+1(u))|ρ=0.\displaystyle\quad\big{(}\widetilde{I}\mathcal{R}_{k+\ell-2s+1}\cdots\mathcal{R}_{k+\ell-3}\mathcal{R}_{k+\ell-1}(u)\big{)}\Big{|}_{\rho=0}.

The inserted ambient scalar Riemannian invariant I~\widetilde{I} also kills the expected recursive relations.

1.1.2. Casting the “Diffindo” charm

To overcome the issue caused by the lack of necessary recursions, we need to cast the charm of Diffindo111This spell means making seams split open and severing an object into two pieces. for the two operators D2kD_{2k} and D2k;D_{2k;\mathcal{I}}. That is, we shall separate the analyses of the inner and outer layers of operator compositions.

We begin with the inner layer. Let u𝒞(Mn)u\in\mathcal{C}^{\infty}(M^{n}). For MM\in\mathbb{N} and LL\in\mathbb{R}, we consider

D~M,L(u):=L+12ML3L1(u).\displaystyle\widetilde{D}_{M,L}(u):=\mathcal{R}_{L+1-2M}\cdots\mathcal{R}_{L-3}\mathcal{R}_{L-1}(u).

It is notable that D~M,L\widetilde{D}_{M,L} reduces to the GJMS operator P2kP_{2k} by choosing L=M=kL=M=k and taking ρ=0\rho=0. By the definition of the \mathcal{R}-operators, we see that for each NN\in\mathbb{N}, the expansion of D~M,L(ρNu)\widetilde{D}_{M,L}(\rho^{N}u) is a linear combination of a nonnegative power of ρ\rho times a composition of \mathcal{M}-operators acted on uu. The takeaway from our analysis is that by using an evaluation of a hypergeometric series (instead of looking for recursions), the coefficients in this linear combination can be explicitly expressed, as shown in Corollary 3.2.

Next, we continue with the outer layer. Note that the essential contributions of the inner layer are of the form ρN\rho^{N} for D2kD_{2k} and ρNI~\rho^{N}\widetilde{I} for D2k;D_{2k;\mathcal{I}} where NN\in\mathbb{N}. The analysis for the former can be copied from that for the inner layer, while the study of the latter, as given in Corollary 3.4, is much more complicated, relying on a trick for Lemma 3.3.

To finalize our arguments, we shall look not only at the operators D2kD_{2k} and D2k;D_{2k;\mathcal{I}}, but also at their generalizations with a few more free parameters added, as given in (1.16) and (1.19), respectively. The main advantage of these free parameters is that the application of induction becomes possible. By further utilizing the combinatorial identities shown in Appendix A, we finally arrive at the explicit expressions of the two families of generalized operators presented in Theorems 5.1 and 6.1. In particular, as pointed out in Corollaries 5.2 and 6.2, the nature of formal self-adjointness of the operators D2kD_{2k} and D2k;D_{2k;\mathcal{I}} is exclusive among the two generic families, making our Juhl type formulas more meaningful.

1.1.3. Notation and basic properties

To facilitate our analysis, we split the \mathcal{R}-operators by defining for f=f(ρ)f=f(\rho):

𝒟j(f)\displaystyle\mathcal{D}_{j}(f) :=(ρρ2+jρ)(f),\displaystyle:=\big{(}{-\rho}\partial_{\rho}^{2}+j\partial_{\rho}\big{)}(f),
𝒫k(f)\displaystyle\mathcal{P}_{k}(f) :=ρkf,\displaystyle:=\rho^{k}f,

where jj\in\mathbb{R} and kk\in\mathbb{N}.

Let u𝒞(Mn)u\in\mathcal{C}^{\infty}(M^{n}). For the inner layer, we have introduced the operators D~M,L\widetilde{D}_{M,L} for MM\in\mathbb{N} and LL\in\mathbb{R}:

(1.8) D~M,L(u)\displaystyle\widetilde{D}_{M,L}(u) :=L+12ML3L1(u).\displaystyle:=\mathcal{R}_{L+1-2M}\cdots\mathcal{R}_{L-3}\mathcal{R}_{L-1}(u).

Meanwhile, we define

(1.9) DM,L(u):=D~M,L(u)|ρ=0.\displaystyle D_{M,L}(u):=\widetilde{D}_{M,L}(u)\Big{|}_{\rho=0}.

If we expand D~M,L\widetilde{D}_{M,L} in terms of the operators 𝒟\mathcal{D} and 𝒫\mathcal{P}, then all its terms are of the form

(1.10) L+12ML3L1(u),\displaystyle\mathcal{R}^{*}_{L+1-2M}\cdots\mathcal{R}^{*}_{L-3}\mathcal{R}^{*}_{L-1}(u),

where L+12j\mathcal{R}^{*}_{L+1-2j} takes either 2𝒟L+12j2\mathcal{D}_{L+1-2j} or 1(k!)2(12)k2(k+1)𝒫k\frac{1}{(k!)^{2}}(-\frac{1}{2})^{k}\mathcal{M}_{2(k+1)}\mathcal{P}_{k}. Hence, we may record the terms in the expansion of D~M,L\widetilde{D}_{M,L} as

(1.11) 𝒮𝐀,𝐁(u)=𝒮𝐀,𝐁,M,L(u):=𝒟𝒟Br times𝒫A𝒟𝒟B1 times𝒫A1𝒟𝒟B0 times(u),\displaystyle\mathcal{S}_{\mathbf{A},\mathbf{B}}(u)=\mathcal{S}_{\mathbf{A},\mathbf{B},M,L}(u):=\underbrace{\mathcal{D}\cdots\mathcal{D}}_{\text{$B_{r}$ times}}\mathcal{P}_{A_{\ell}}\cdots\underbrace{\mathcal{D}\cdots\mathcal{D}}_{\text{$B_{1}$ times}}\mathcal{P}_{A_{1}}\underbrace{\mathcal{D}\cdots\mathcal{D}}_{\text{$B_{0}$ times}}(u),

where 𝐀=(A1,,Ar)\mathbf{A}=(A_{1},\ldots,A_{r}) and 𝐁=(B0,B1,,Br)\mathbf{B}=(B_{0},B_{1},\ldots,B_{r}) are sequences of nonnegative integers with the length of 𝐁\mathbf{B} one more than that of 𝐀\mathbf{A} such that

(1.12) r+j=0rBj=M.\displaystyle r+\sum_{j=0}^{r}B_{j}=M.

It is also notable that the omitted index of the 𝒟\mathcal{D}-operators should be determined by its position in 𝒮𝐀,𝐁(u)\mathcal{S}_{\mathbf{A},\mathbf{B}}(u). Meanwhile, in the expansion of D~M,L\widetilde{D}_{M,L}, we need to attach to the term 𝒮𝐀,𝐁(u)\mathcal{S}_{\mathbf{A},\mathbf{B}}(u) a coefficient:

(1.13) 2Br1(Ar!)2(12)Ar2(Ar+1)2B11(A1!)2(12)A12(A1+1)2B0\displaystyle 2^{B_{r}}\cdot\frac{1}{(A_{r}!)^{2}}(-\tfrac{1}{2})^{A_{r}}\mathcal{M}_{2(A_{r}+1)}\cdots 2^{B_{1}}\cdot\frac{1}{(A_{1}!)^{2}}(-\tfrac{1}{2})^{A_{1}}\mathcal{M}_{2(A_{1}+1)}\cdot 2^{B_{0}}
=(1)j=1rAj2j=1rAj+j=0rBji=1r1(Ai!)22(Ar+1)2(A1+1).\displaystyle\qquad\quad=(-1)^{\sum\limits_{j=1}^{r}A_{j}}\cdot 2^{-\sum\limits_{j=1}^{r}A_{j}+\sum\limits_{j=0}^{r}B_{j}}\cdot\prod_{i=1}^{r}\frac{1}{(A_{i}!)^{2}}\cdot\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}.

To study the curved Ovsienko–Redou operators D2kD_{2k}, we look at a generic family of operators:

(1.14) D~[M,L],[M,L],[M,L](uv):=D~M,L(D~M,L(u)D~M,L(v)),\displaystyle\widetilde{D}_{[M^{\prime},L^{\prime}],[M^{\ast},L^{\ast}],[M^{\diamond},L^{\diamond}]}(u\otimes v):=\widetilde{D}_{M^{\prime},L^{\prime}}\big{(}\widetilde{D}_{M^{\ast},L^{\ast}}(u)\widetilde{D}_{M^{\diamond},L^{\diamond}}(v)\big{)},

where u,v𝒞(Mn)u,v\in\mathcal{C}^{\infty}(M^{n}). Furthermore, we write

(1.15) D[M,L],[M,L],[M,L](uv):=D~M,L(D~M,L(u)D~M,L(v))|ρ=0.\displaystyle D_{[M^{\prime},L^{\prime}],[M^{\ast},L^{\ast}],[M^{\diamond},L^{\diamond}]}(u\otimes v):=\widetilde{D}_{M^{\prime},L^{\prime}}\big{(}\widetilde{D}_{M^{\ast},L^{\ast}}(u)\widetilde{D}_{M^{\diamond},L^{\diamond}}(v)\big{)}\Big{|}_{\rho=0}.

It is clear that the curved Ovsienko–Redou operator D2kD_{2k} is a specialization of

(1.16) DU,V,L,K,K(uv)\displaystyle D_{U,V,L,K^{\ast},K^{\diamond}}(u\otimes v)
:=M,M,M0M+M+M=UΓ(U+K+1)Γ(U+K+1)Γ(M+K+1)Γ(M+K+1)Γ(M+1)\displaystyle\qquad:=\sum_{\begin{subarray}{c}M^{{\ast}},M^{{\diamond}},M^{\prime}\geq 0\\ M^{{\ast}}+M^{{\diamond}}+M^{\prime}=U\end{subarray}}\frac{\Gamma(U+K^{\ast}+1)\Gamma(U+K^{\diamond}+1)}{\Gamma(M^{\ast}+K^{\ast}+1)\Gamma(M^{\diamond}+K^{\diamond}+1)\Gamma(M^{\prime}+1)}
×Γ(LM)Γ(LM)Γ(L+VM)Γ(LU)Γ(L)2\displaystyle\qquad\ \quad\times\frac{\Gamma(L-M^{\ast})\Gamma(L-M^{\diamond})\Gamma(L+V-M^{\prime})}{\Gamma(L-U)\Gamma(L)^{2}}
×D[M,LV+2M],[M,LK],[M,LK](uv),\displaystyle\qquad\ \quad\times D_{[M^{\prime},-L-V+2M^{\prime}],[M^{{\ast}},L-K^{{\ast}}],[M^{{\diamond}},L-K^{{\diamond}}]}(u\otimes v),

where UU and VV are fixed nonnegative integers and LL, KK^{\ast} and KK^{\diamond} are indeterminates.

For the operators D2k;D_{2k;\mathcal{I}}, we look at another generic family of operators:

(1.17) D~[M,L],[M,L];f(u)\displaystyle\widetilde{D}_{[M^{\prime},L^{\prime}],[M,L];f}(u) :=D~M,L(fD~M,L(u)),\displaystyle:=\widetilde{D}_{M^{\prime},L^{\prime}}\big{(}f\,\widetilde{D}_{M,L}(u)\big{)},

where u𝒞(Mn)u\in\mathcal{C}^{\infty}(M^{n}) and f𝒞(Mn×(ϵ,ϵ))f\in\mathcal{C}^{\infty}(M^{n}\times(-\epsilon,\epsilon)). Also, we write

(1.18) D[M,L],[M,L];f(u):=D~[M,L],[M,L];f(u)|ρ=0.\displaystyle D_{[M^{\prime},L^{\prime}],[M,L];f}(u):=\widetilde{D}_{[M^{\prime},L^{\prime}],[M,L];f}(u)\Big{|}_{\rho=0}.

Now D2k;D_{2k;\mathcal{I}} can be generalized as

(1.19) DU,V,L,K;f(u)\displaystyle D_{U,V,L,K;f}(u) :=M,M0M+M=UΓ(U+K+1)Γ(M+K+1)Γ(M+1)\displaystyle:=\sum_{\begin{subarray}{c}M,M^{\prime}\geq 0\\ M+M^{\prime}=U\end{subarray}}\frac{\Gamma(U+K+1)}{\Gamma(M+K+1)\Gamma(M^{\prime}+1)}
×Γ(L+M)Γ(L+VM)Γ(L)2\displaystyle\ \quad\times\frac{\Gamma(L+M^{\prime})\Gamma(L+V-M^{\prime})}{\Gamma(L)^{2}}
×D[M,LV+2M],[M,LK+U];f(u),\displaystyle\ \quad\times D_{[M^{\prime},-L-V+2M^{\prime}],[M,L-K+U];f}(u),

where UU and VV are fixed nonnegative integers and LL and KK are indeterminates.

2. Background

2.1. Ambient spaces

We begin by recalling the relevant aspects of the ambient space, following Fefferman and Graham [FeffermanGraham2012].

Let (Mn,𝔠)(M^{n},\mathfrak{c}) be a conformal manifold of signature (p,q)(p,q). Denote

𝒢:={(x,gx):xM,g𝔠}S2TM\mathcal{G}:=\left\{(x,g_{x})\mathrel{}:\mathrel{}x\in M,g\in\mathfrak{c}\right\}\subset S^{2}T^{\ast}M

and let π:𝒢M\pi\colon\mathcal{G}\to M be the natural projection. We regard 𝒢\mathcal{G} as a principal +\mathbb{R}_{+}-bundle with dilation δλ:𝒢𝒢\delta_{\lambda}\colon\mathcal{G}\to\mathcal{G} for λ+\lambda\in\mathbb{R}_{+}:

δλ(x,gx):=(x,λ2gx).\delta_{\lambda}(x,g_{x}):=(x,\lambda^{2}g_{x}).

Denote by T:=λ|λ=1δλT:=\left.\frac{\partial}{\partial\lambda}\right|_{\lambda=1}\delta_{\lambda} the infinitesimal generator of δλ\delta_{\lambda}. The canonical metric is the degenerate metric 𝒈{\boldsymbol{g}} on 𝒢\mathcal{G} defined by

𝒈(X,Y):=gx(πX,πY){\boldsymbol{g}}(X,Y):=g_{x}(\pi_{\ast}X,\pi_{\ast}Y)

for X,YT(x,gx)𝒢X,Y\in T_{(x,g_{x})}\mathcal{G}. Note that δλ𝒈=λ2𝒈\delta_{\lambda}^{\ast}\boldsymbol{g}=\lambda^{2}\boldsymbol{g}.

A choice of representative g𝔠g\in\mathfrak{c} determines an identification +×M𝒢\mathbb{R}_{+}\times M\cong\mathcal{G} via (τ,x)(x,τ2gx)(\tau,x)\cong(x,\tau^{2}g_{x}). In these coordinates, T(τ,x)=ττT_{(\tau,x)}=\tau\partial_{\tau} and 𝒈(τ,x)=τ2πg\boldsymbol{g}_{(\tau,x)}=\tau^{2}\pi^{\ast}g.

Extend the projection and dilation to 𝒢×\mathcal{G}\times\mathbb{R} in the natural way:

π(x,gx,ρ)\displaystyle\pi(x,g_{x},\rho) :=x,\displaystyle:=x,
δλ(x,gx,ρ)\displaystyle\delta_{\lambda}(x,g_{x},\rho) :=(x,λ2gx,ρ),\displaystyle:=(x,\lambda^{2}g_{x},\rho),

where ρ\rho denotes the coordinate on \mathbb{R}. We abuse notation and also denote by TT the infinitesimal generator of δλ:𝒢×𝒢×\delta_{\lambda}\colon\mathcal{G}\times\mathbb{R}\to\mathcal{G}\times\mathbb{R}. Let ι:𝒢𝒢×\iota\colon\mathcal{G}\to\mathcal{G}\times\mathbb{R} denote the inclusion ι(x,gx):=(x,gx,0)\iota(x,g_{x}):=(x,g_{x},0). A pre-ambient space for (Mn,𝔠)(M^{n},\mathfrak{c}) is a pair (𝒢~,g~)(\widetilde{\mathcal{G}},\widetilde{g}) consisting of a dilation-invariant subspace 𝒢~𝒢×\widetilde{\mathcal{G}}\subseteq\mathcal{G}\times\mathbb{R} containing ι(𝒢)\iota(\mathcal{G}) and a pseudo-Riemannian metric g~\widetilde{g} of signature (p+1,q+1)(p+1,q+1) satisfying δλg~=λ2g~\delta_{\lambda}^{\ast}\widetilde{g}=\lambda^{2}\widetilde{g} and ιg~=𝒈\iota^{\ast}\widetilde{g}=\boldsymbol{g}.

An ambient space for (Mn,𝔠)(M^{n},\mathfrak{c}) is a pre-ambient space (𝒢~,g~)(\widetilde{\mathcal{G}},\widetilde{g}) for (Mn,𝔠)(M^{n},\mathfrak{c}) which is formally Ricci flat. That is,

Ric(g~){O(ρ),if n is odd,O+(ρn/21),if n is even.\displaystyle\operatorname{Ric}(\widetilde{g})\in\begin{cases}O(\rho^{\infty}),&\text{if $n$ is odd},\\ O^{+}(\rho^{n/2-1}),&\text{if $n$ is even}.\end{cases}

Here O+(ρm)O^{+}(\rho^{m}) is the set of sections SS of S2T𝒢~S^{2}T^{\ast}\widetilde{\mathcal{G}} such that

  1. (i)

    ρmS\rho^{-m}S extends continuously to ι(𝒢)\iota(\mathcal{G});

  2. (ii)

    for each z=(x,gx)𝒢z=(x,g_{x})\in\mathcal{G}, there is an sS2TxMs\in S^{2}T_{x}^{\ast}M such that trgxs=0\operatorname{tr}_{g_{x}}s=0 and (ι(ρmS)(z)=(πs)(z)(\iota^{\ast}(\rho^{-m}S)(z)=(\pi^{\ast}s)(z).

Fefferman and Graham [FeffermanGraham2012, Theorem 2.9(A)] showed that: Letting (Mn,𝔠)(M^{n},\mathfrak{c}) be a conformal manifold and picking a representative g𝔠g\in\mathfrak{c}, there is an ϵ>0\epsilon>0 and a one-parameter family gρg_{\rho} of metrics on MM with ρ(ϵ,ϵ)\rho\in(-\epsilon,\epsilon) such that g0=gg_{0}=g and

(2.1) 𝒢~:=𝒢×(ϵ,ϵ)g~:=2ρdτ2+2τdτdρ+τ2gρ\begin{split}\widetilde{\mathcal{G}}&:=\mathcal{G}\times(-\epsilon,\epsilon)\\ \widetilde{g}&:=2\rho\,d\tau^{2}+2\tau\,d\tau\,d\rho+\tau^{2}g_{\rho}\end{split}

define an ambient space (𝒢~,g~)(\widetilde{\mathcal{G}},\widetilde{g}) for (Mn,𝔠)(M^{n},\mathfrak{c}). We say that an ambient metric in the above form is straight and normal.

Let (𝒢~,g~)(\widetilde{\mathcal{G}},\widetilde{g}) be the ambient space for (Mn,𝔠)(M^{n},\mathfrak{c}). Denote by

~[w]:={f~C(𝒢~):δλf~=λwf~}\widetilde{\mathcal{E}}[w]:=\left\{\widetilde{f}\in C^{\infty}(\widetilde{\mathcal{G}})\mathrel{}:\mathrel{}\delta_{\lambda}^{\ast}\widetilde{f}=\lambda^{w}\widetilde{f}\right\}

the space of homogeneous functions on 𝒢~\widetilde{\mathcal{G}} of weight ww\in\mathbb{R}. Note that f~~[w]\widetilde{f}\in\widetilde{\mathcal{E}}[w] if and only if Tf~=wf~T\widetilde{f}=w\widetilde{f}. The space of conformal densities of weight ww is

[w]:={ιf~C(𝒢):f~~[w]}.\mathcal{E}[w]:=\left\{\iota^{\ast}\widetilde{f}\in C^{\infty}(\mathcal{G})\mathrel{}:\mathrel{}\widetilde{f}\in\widetilde{\mathcal{E}}[w]\right\}.

Fix nn\in\mathbb{N}. An ambient scalar Riemannian invariant I~\widetilde{I} is an assignment to each ambient space (𝒢~n+2,g~)(\widetilde{\mathcal{G}}^{n+2},\widetilde{g}) of a linear combination I~g~\widetilde{I}_{\widetilde{g}} of complete contractions of

(2.2) ~N1Rm~~NRm~\widetilde{\nabla}^{N_{1}}\operatorname{\widetilde{\operatorname{Rm}}}\otimes\dotsm\otimes\widetilde{\nabla}^{N_{\ell}}\operatorname{\widetilde{\operatorname{Rm}}}

with 2\ell\geq 2, where ~\widetilde{\nabla} and Rm~\operatorname{\widetilde{\operatorname{Rm}}} are the Levi-Civita connection and Riemann curvature tensor, respectively, of g~\widetilde{g}. We regard Rm~\operatorname{\widetilde{\operatorname{Rm}}} as a section of 4T𝒢~\otimes^{4}T^{\ast}\widetilde{\mathcal{G}}, and we use g~1\widetilde{g}^{-1} to take contractions. Any complete contraction of (2.2) is homogeneous of weight

w=2i=1Ni.w=-2\ell-\sum_{i=1}^{\ell}N_{i}.

We assume 2\ell\geq 2 because any complete contraction of ~NRm~\widetilde{\nabla}^{N}\operatorname{\widetilde{\operatorname{Rm}}} is proportional to Δ~N/2R~\widetilde{\Delta}^{N/2}\widetilde{R} modulo ambient scalar Riemannian invariants, and Δ~N/2R~=0\widetilde{\Delta}^{N/2}\widetilde{R}=0 when it is independent of the ambiguity of g~\widetilde{g}. If I~\widetilde{I} is independent of the ambiguity of g~\widetilde{g}, then :=ιI~g~[w]\mathcal{I}:=\iota^{\ast}\widetilde{I}_{\widetilde{g}}\in\mathcal{E}[w] is independent of the choice of ambient space. A scalar Weyl invariant is a scalar invariant [w]\mathcal{I}\in\mathcal{E}[w] constructed in this way. Fefferman and Graham gave a condition on the weight ww which implies this independence:

Lemma 2.1 (Cf. [FeffermanGraham2012]).

Let (𝒢~n+2,g~)(\widetilde{\mathcal{G}}^{n+2},\widetilde{g}) be a straight and normal ambient space and let I~~[w]\widetilde{I}\in\widetilde{\mathcal{E}}[w] be an ambient scalar Riemannian invariant. If wn2w\geq-n-2, then ιI~g~\iota^{\ast}\widetilde{I}_{\widetilde{g}} is independent of the ambiguity of g~\widetilde{g}.

Bailey, Eastwood, and Graham  [BaileyEastwoodGraham1994, Theorem A] showed that every conformally invariant scalar of weight w>nw>-n is a Weyl invariant.

2.2. Conformally invariant polydifferential operators

Fix k,nk,n\in\mathbb{N}. An ambient polydifferential operator D~\widetilde{D} of weight 2k-2k is an assignment to each ambient space (𝒢~n+2,g~)(\widetilde{\mathcal{G}}^{n+2},\widetilde{g}) of a linear map

D~g~:~[w1]~[wj]~[w1++wj2k]\widetilde{D}^{\widetilde{g}}\colon\widetilde{\mathcal{E}}[w_{1}]\otimes\dotsm\otimes\widetilde{\mathcal{E}}[w_{j}]\to\widetilde{\mathcal{E}}[w_{1}+\dotsm+w_{j}-2k]

such that D~g~(u~1u~j)\widetilde{D}^{\widetilde{g}}(\widetilde{u}_{1}\otimes\dotsm\otimes\widetilde{u}_{j}) is a linear combination of complete contractions of

(2.3) ~N1u~1~Nju~j~Nj+1Rm~~NRm~\widetilde{\nabla}^{N_{1}}\widetilde{u}_{1}\otimes\dotsm\otimes\widetilde{\nabla}^{N_{j}}\widetilde{u}_{j}\otimes\widetilde{\nabla}^{N_{j+1}}\operatorname{\widetilde{\operatorname{Rm}}}\otimes\dotsm\otimes\widetilde{\nabla}^{N_{\ell}}\operatorname{\widetilde{\operatorname{Rm}}}

with =j\ell=j or j+2\ell\geq j+2. Necessarily the powers N1,,NN_{1},\dotsc,N_{\ell} satisfy

i=1Ni+22j=2k.\sum_{i=1}^{\ell}N_{i}+2\ell-2j=2k.

The total order of such a contraction is i=1jNi\sum_{i=1}^{j}N_{i}. We say that D~\widetilde{D} is tangential if ι(D~g~(u~1u~j))\iota^{\ast}(\widetilde{D}^{\widetilde{g}}(\widetilde{u}_{1}\otimes\dotsm\otimes\widetilde{u}_{j})) depends only on ιu~1,,ιu~j\iota^{\ast}\widetilde{u}_{1},\dotsc,\iota^{\ast}\widetilde{u}_{j} and g~\widetilde{g} modulo its ambiguity. On each conformal manifold (Mn,𝔠)(M^{n},\mathfrak{c}), such an operator determines a conformally invariant polydifferential operator

D:[w1][wj][w1++wj2k].D\colon\mathcal{E}[w_{1}]\otimes\dotsm\otimes\mathcal{E}[w_{j}]\to\mathcal{E}[w_{1}+\dotsm+w_{j}-2k].

We now recall a condition on the total order of an ambient polydifferential operator that implies that it is independent of the ambiguity of g~\widetilde{g} (see [FeffermanGraham2012, Proposition 9.1]).

Proposition 2.2 (Cf. [CaseYan2024]).

Let (𝒢~n+2,g~)(\widetilde{\mathcal{G}}^{n+2},\widetilde{g}) be a straight and normal ambient space and let D~\widetilde{D} be an ambient polydifferential operator of weight 2k-2k. Suppose that

  1. (i)

    nn is odd,

  2. (ii.1)

    kn2k\leq\frac{n}{2}, or

  3. (ii.2)

    kn2+1k\leq\frac{n}{2}+1 and D~\widetilde{D} can be expressed as a linear combination of complete contractions of tensors of the form (2.3) with j+2\ell\geq j+2.

Then D~\widetilde{D} is independent of the ambiguity of g~\widetilde{g}.

Now let D:[n2kj+1]j[jn+2kj+1]D\colon\mathcal{E}\bigl{[}-\frac{n-2k}{j+1}\bigr{]}^{\otimes j}\to\mathcal{E}\bigl{[}-\frac{jn+2k}{j+1}\bigr{]} be a conformally invariant polydifferential operator. Then for every compact conformal manifold (Mn,𝔠)(M^{n},\mathfrak{c}), the Dirichlet form 𝔇:[n2kj+1](j+1)\mathfrak{D}\colon\mathcal{E}\bigl{[}-\frac{n-2k}{j+1}\bigr{]}^{\otimes(j+1)}\to\mathbb{R} determined by

𝔇(u0uj):=Mu0D(u1uj)dV,\mathfrak{D}(u_{0}\otimes\dotsm\otimes u_{j}):=\int_{M}u_{0}D(u_{1}\otimes\dotsm\otimes u_{j})\operatorname{dV},

is conformally invariant. We say that DD is formally self-adjoint if 𝔇\mathfrak{D} is symmetric. This implies that DD is itself symmetric.

We conclude this subsection by constructing the curved Ovsienko–Redou operators D2kD_{2k} and their linear analogues D2k;D_{2k;\mathcal{I}}; see [CaseYan2024, Section 2] or [CaseLinYuan2022or, Lemma 6.1] for more details.

Lemma 2.3.

Let (Mn,𝔠)(M^{n},\mathfrak{c}) be a conformal manifold and let I~~[2]\widetilde{I}\in\widetilde{\mathcal{E}}[-2\ell] be an ambient scalar Riemannian invariant. Let kk\in\mathbb{N} and if nn is even, we assume additionally that k+n2+1δ0,k+\ell\leq\frac{n}{2}+1-\delta_{0,\ell} with δ\delta the Kronecker delta. Then

D~2k;I~(u~):=r+s=kk!r!s!(+s1)!(+r1)!(1)!2Δ~r(I~Δ~su~)\widetilde{D}_{2k;\widetilde{I}}(\widetilde{u}):=\sum_{r+s=k}\frac{k!}{r!s!}\frac{(\ell+s-1)!(\ell+r-1)!}{(\ell-1)!^{2}}\widetilde{\Delta}^{r}\left(\widetilde{I}\widetilde{\Delta}^{s}\widetilde{u}\right)

defines a tangential differential operator D~2k;I~:~[n2k22]~[n+2k+22]\widetilde{D}_{2k;\widetilde{I}}\colon\widetilde{\mathcal{E}}\bigl{[}-\frac{n-2k-2\ell}{2}\bigr{]}\to\widetilde{\mathcal{E}}\bigl{[}-\frac{n+2k+2\ell}{2}\bigr{]}. In particular, the differential operator D2k;:[n2k22][n+2k+22]D_{2k;\mathcal{I}}\colon\mathcal{E}\bigl{[}-\frac{n-2k-2\ell}{2}\bigr{]}\to\mathcal{E}\bigl{[}-\frac{n+2k+2\ell}{2}\bigr{]} defined by

D2k;(ιu~):=(D~2k;I~u~)ι,\displaystyle D_{2k;\mathcal{I}}(\iota^{\ast}\widetilde{u}):=\big{(}\widetilde{D}_{2k;\widetilde{I}}\widetilde{u}\big{)}\circ\iota,

is conformally invariant.

The curved Ovsienko–Redou operators arise by looking for tangential linear combinations of the operators D~2k2s;Δ~sf~\widetilde{D}_{2k-2s;\widetilde{\Delta}^{s}\widetilde{f}}.

Lemma 2.4.

Let (Mn,𝔠)(M^{n},\mathfrak{c}) be a conformal manifold. Let kk\in\mathbb{N} and if nn is even, we assume additionally that kn2k\leq\frac{n}{2}. Then

D~2k(u~v~):=r+s+t=kar,s,tΔ~r((Δ~su~)(Δ~tv~))\displaystyle\widetilde{D}_{2k}(\widetilde{u}\otimes\widetilde{v}):=\sum_{r+s+t=k}a_{r,s,t}\widetilde{\Delta}^{r}\left((\widetilde{\Delta}^{s}\widetilde{u})(\widetilde{\Delta}^{t}\widetilde{v})\right)

with

ar,s,t:=k!r!s!t!Γ(n+4k6r)Γ(n+4k6s)Γ(n+4k6t)Γ(n2k6)Γ(n+4k6)2\displaystyle a_{r,s,t}:=\frac{k!}{r!s!t!}\frac{\Gamma\bigl{(}\frac{n+4k}{6}-r\bigr{)}\Gamma\bigl{(}\frac{n+4k}{6}-s\bigr{)}\Gamma\bigl{(}\frac{n+4k}{6}-t\bigr{)}}{\Gamma\bigl{(}\frac{n-2k}{6}\bigr{)}\Gamma\bigl{(}\frac{n+4k}{6}\bigr{)}^{2}}

defines a tangential bidifferential operator D~2k:~[n2k3]2~[2n+2k3]\widetilde{D}_{2k}\colon\widetilde{\mathcal{E}}\bigl{[}-\frac{n-2k}{3}\bigr{]}^{\otimes 2}\to\widetilde{\mathcal{E}}\bigl{[}-\frac{2n+2k}{3}\bigr{]}. In particular, the bidifferential operator D2k:[n2k3]2[2n+2k3]D_{2k}\colon\mathcal{E}\bigl{[}-\frac{n-2k}{3}\bigr{]}^{\otimes 2}\to\mathcal{E}\bigl{[}-\frac{2n+2k}{3}\bigr{]} defined by

D2k(ιu~ιv~):=D~2k(u~v~)ι\displaystyle D_{2k}(\iota^{\ast}\widetilde{u}\otimes\iota^{\ast}\widetilde{v}):=\widetilde{D}_{2k}(\widetilde{u}\otimes\widetilde{v})\circ\iota

is conformally invariant.

According to the above information, it can be seen that the operators

(2.4) DM,L(u):=L+12ML3L1(u)|ρ=0\displaystyle D_{M,L}(u):=\mathcal{R}_{L+1-2M}\cdots\mathcal{R}_{L-3}\mathcal{R}_{L-1}(u)\Big{|}_{\rho=0}

that will play a fundamental role in our analysis may also be realized by

(2.5) DM,L(u)=Δ~M(u~)|τ=1,ρ=0,\displaystyle D_{M,L}(u)=\widetilde{\Delta}^{M}\left(\widetilde{u}\right)\Big{|}_{\tau=1,\rho=0},

where u~(τ,x,ρ)=τLn2u(x)\widetilde{u}(\tau,x,\rho)=\tau^{L-\frac{n}{2}}u(x) is a conformal density of weight Ln2L-\frac{n}{2} on 𝒢~\widetilde{\mathcal{G}}. However, operators defined in (2.5) may depend on the extension of uu on Mn×(ϵ,ϵ)M^{n}\times(-\epsilon,\epsilon). So it is more convenient to work with the definition (2.4) which avoids the discussion on the tangential property.

3. Diffindo

In Subsection 1.1.2, we have pointed out that the key in our argument is to split the analyses of the inner and outer layers of operator compositions in D2kD_{2k} and D2k;D_{2k;\mathcal{I}}. Particularly, what are produced from the inner layer are essentially ρN\rho^{N} or ρNf\rho^{N}f with NN\in\mathbb{N} and f=f(ρ)f=f(\rho). Since the outer layer is simply of the form L+12ML3L1\mathcal{R}_{L+1-2M}\cdots\mathcal{R}_{L-3}\mathcal{R}_{L-1}, we shall look at DM,L(ρN)D_{M,L}(\rho^{N}) and DM,L(ρNf)D_{M,L}(\rho^{N}f) to cast the Diffindo. In view of (1.11), we first need to evaluate 𝒮𝐀,𝐁,M,L(ρN)\mathcal{S}_{\mathbf{A},\mathbf{B},M,L}(\rho^{N}) and 𝒮𝐀,𝐁,M,L(ρNf)\mathcal{S}_{\mathbf{A},\mathbf{B},M,L}(\rho^{N}f) for arbitrary sequences 𝐀=(A1,,Ar)\mathbf{A}=(A_{1},\ldots,A_{r}) and 𝐁=(B0,B1,,Br)\mathbf{B}=(B_{0},B_{1},\ldots,B_{r}) of nonnegative integers such that

r+j=0rBj=M.\displaystyle r+\sum_{j=0}^{r}B_{j}=M.

3.1. Evaluation of DM,L(ρN)D_{M,L}(\rho^{N})

We begin with 𝒮𝐀,𝐁,M,L(ρN)\mathcal{S}_{\mathbf{A},\mathbf{B},M,L}(\rho^{N}). To simplify our notation, we write

(3.1) S𝐀,𝐁(N)=S𝐀,𝐁,M,L(N):=𝒮𝐀,𝐁,M,L(ρN).\displaystyle S_{\mathbf{A},\mathbf{B}}(N)=S_{\mathbf{A},\mathbf{B},M,L}(N):=\mathcal{S}_{\mathbf{A},\mathbf{B},M,L}(\rho^{N}).

The following result gives an explicit expression of S𝐀,𝐁,M,L(N)S_{\mathbf{A},\mathbf{B},M,L}(N).

Lemma 3.1.

For any nonnegative integer NN,

(3.2) S𝐀,𝐁,M,L(N)\displaystyle S_{\mathbf{A},\mathbf{B},M,L}(N) =ρN+j=1rAjj=0rBji=0r(Bi!)2\displaystyle=\rho^{N+\sum\limits_{j=1}^{r}A_{j}-\sum\limits_{j=0}^{r}B_{j}}\prod_{i=0}^{r}\big{(}B_{i}!\big{)}^{2}
(3.7) ×

(-+N=j1iAj=j0-i1BjBi)

(-LN2i=j1iAj=j0-i1BjBi)

.
\displaystyle\quad\times\scalebox{0.8}{$\left(\begin{array}[]{c}N+\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}L-N-2i-\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}.

In addition, S𝐀,𝐁,M,L(N)S_{\mathbf{A},\mathbf{B},M,L}(N) vanishes if there exists a certain index ii such that

(3.8) N+j=1iAj<j=0iBj.\displaystyle N+\sum\limits_{j=1}^{i}A_{j}<\sum\limits_{j=0}^{i}B_{j}.
Proof.

For arbitrary \ell and nn, we note that

𝒟(ρn)=ρn1n(+1n).\displaystyle\mathcal{D}_{\ell}(\rho^{n})=\rho^{n-1}\cdot n(\ell+1-n).

Hence,

𝒟+12b𝒟3𝒟1(ρn)\displaystyle\mathcal{D}_{\ell+1-2b}\cdots\mathcal{D}_{\ell-3}\mathcal{D}_{\ell-1}(\rho^{n}) =ρnbk=0b1(nk)(nk)\displaystyle=\rho^{n-b}\cdot\prod_{k=0}^{b-1}(n-k)(\ell-n-k)
=ρnb(b!)2(nb)(nb).\displaystyle=\rho^{n-b}\cdot\big{(}b!\big{)}^{2}\binom{n}{b}\binom{\ell-n}{b}.

Repeatedly applying the above argument yields (3.2).

For the second part, it is trivial when M=0M=0 since in this case no operator is acted on ρN\rho^{N}. For M1M\geq 1, let ii be the smallest index such that (3.8) holds. It follows that

Bi>N+j=1iAjj=0i1Bj.\displaystyle B_{i}>N+\sum_{j=1}^{i}A_{j}-\sum_{j=0}^{i-1}B_{j}.

Furthermore, if i=0i=0,

N+j=1iAjj=0i1Bj=N0.\displaystyle N+\sum_{j=1}^{i}A_{j}-\sum_{j=0}^{i-1}B_{j}=N\geq 0.

Otherwise, the fact that ii is the smallest index ensuring (3.8) implies

N+j=1iAjj=0i1Bj=Ai+(N+j=1i1Ajj=0i1Bj)Ai0.\displaystyle N+\sum_{j=1}^{i}A_{j}-\sum_{j=0}^{i-1}B_{j}=A_{i}+\left(N+\sum_{j=1}^{i-1}A_{j}-\sum_{j=0}^{i-1}B_{j}\right)\geq A_{i}\geq 0.

Hence, we have the vanishing of the binomial coefficient

(N+j=1iAjj=0i1BjBi),\displaystyle\scalebox{0.8}{$\left(\begin{array}[]{c}N+\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$},

thereby implying that S𝐀,𝐁(N)S_{\mathbf{A},\mathbf{B}}(N) also vanishes. ∎

The above evaluation immediately leads us to an explicit expression of DM,L𝒫N(u)D_{M,L}\circ\mathcal{P}_{N}(u) for uu independent of ρ\rho, which further gives DM,L(ρN)D_{M,L}(\rho^{N}) by taking u1u\equiv 1. More importantly, this result, as shown in the next corollary, serves as a generalization of Juhl’s formula in Theorem 1.3.

Corollary 3.2.

The operator DM,L𝒫ND_{M,L}\circ\mathcal{P}_{N} satisfies

(3.9) DM,L𝒫N(u)\displaystyle D_{M,L}\circ\mathcal{P}_{N}(u)
=𝐀2(Ar+1)2(A1+1)(u)(1)MNr 2Ni=1r1(Ai!)2\displaystyle\quad=\sum_{\mathbf{A}}\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}(u)\cdot(-1)^{M-N-r}\,2^{N}\prod_{i=1}^{r}\frac{1}{(A_{i}!)^{2}}
×(M!)n=0M1(LMn)i=1r1j=1i(Ar+1j+1)i=1r1L2M+j=1i(Ar+1j+1),\displaystyle\quad\quad\times\big{(}M!\big{)}\prod_{n=0}^{M-1}(L-M-n)\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A_{r+1-j}+1)}$}\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{L-2M+\sum\limits_{j=1}^{i}(A_{r+1-j}+1)}$},

where the summation runs over all sequences 𝐀=(A1,,Ar)\mathbf{A}=(A_{1},\ldots,A_{r}) of nonnegative integers such that

(3.10) r+j=1rAj=MN,0NM.\displaystyle r+\sum_{j=1}^{r}A_{j}=M-N,\quad\quad 0\leq N\leq M.
Proof.

We start by writing D~M,L(ρNu)\widetilde{D}_{M,L}(\rho^{N}u) as

D~M,L(ρNu)\displaystyle\widetilde{D}_{M,L}(\rho^{N}u) =𝐀𝐁2(Ar+1)2(A1+1)(S𝐀,𝐁(N)u)\displaystyle=\sum_{\mathbf{A}}\sum_{\mathbf{B}}\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}\big{(}S_{\mathbf{A},\mathbf{B}}(N)u\big{)}
×(1)j=1rAj2j=1rAj+j=0rBji=1r1(Ai!)2.\displaystyle\quad\times(-1)^{\sum\limits_{j=1}^{r}A_{j}}2^{-\sum\limits_{j=1}^{r}A_{j}+\sum\limits_{j=0}^{r}B_{j}}\prod_{i=1}^{r}\frac{1}{(A_{i}!)^{2}}.

In view of (1.12), 𝐁=(B0,B1,,Br)\mathbf{B}=(B_{0},B_{1},\ldots,B_{r}) is such that

(3.11) r+j=0rBj=M.\displaystyle r+\sum_{j=0}^{r}B_{j}=M.

In addition, since DM,L=D~M,L|ρ=0D_{M,L}=\widetilde{D}_{M,L}\big{|}_{\rho=0}, we further require that the power of ρ\rho in S𝐀,𝐁(N)S_{\mathbf{A},\mathbf{B}}(N) reduces to zero. By (3.2), we have

N+j=1rAjj=0rBj=0,\displaystyle N+\sum_{j=1}^{r}A_{j}-\sum_{j=0}^{r}B_{j}=0,

so that 𝐀=(A1,,Ar)\mathbf{A}=(A_{1},\ldots,A_{r}) satisfies

(3.12) r+j=1rAj=MN.\displaystyle r+\sum_{j=1}^{r}A_{j}=M-N.

Running over nonnegative sequences 𝐀\mathbf{A} and 𝐁\mathbf{B} restricted as above and invoking (3.2), we have

DM,L(ρNu)\displaystyle D_{M,L}(\rho^{N}u)
=𝐀2(Ar+1)2(A1+1)(u)(1)MNr 2Ni=1r1(Ai!)2\displaystyle\quad=\sum_{\mathbf{A}}\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}(u)\cdot(-1)^{M-N-r}\,2^{N}\prod_{i=1}^{r}\frac{1}{(A_{i}!)^{2}}
×𝐁i=0r(Bi!)2

(-+N=j1iAj=j0-i1BjBi)

(-LN2i=j1iAj=j0-i1BjBi)

.
\displaystyle\quad\quad\times\sum_{\mathbf{B}}\prod_{i=0}^{r}\big{(}B_{i}!\big{)}^{2}\scalebox{0.8}{$\left(\begin{array}[]{c}N+\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}L-N-2i-\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}.

For the inner summation on 𝐁\mathbf{B}, we make use of (A.6) with the substitutions:

𝐀\displaystyle\mathbf{A} (N,A1,,Ar),\displaystyle\mapsto(N,A_{1},\ldots,A_{r}),
r\displaystyle r r+1,\displaystyle\mapsto r+1,
N\displaystyle N M+1,\displaystyle\mapsto M+1,
X\displaystyle X L+2.\displaystyle\mapsto L+2.

Hence,

𝐁i=0r(Bi!)2

(-+N=j1iAj=j0-i1BjBi)

(-LN2i=j1iAj=j0-i1BjBi)

\displaystyle\sum_{\mathbf{B}}\prod_{i=0}^{r}\big{(}B_{i}!\big{)}^{2}\scalebox{0.8}{$\left(\begin{array}[]{c}N+\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}L-N-2i-\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}
=(M!)n=0M1(LMn)i=1r1j=1i(Ar+1j+1)i=11L2M+j=1i(Ar+1j+1),\displaystyle\quad=\big{(}M!\big{)}\prod_{n=0}^{M-1}(L-M-n)\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A_{r+1-j}+1)}$}\prod_{i=1}^{\ell}\scalebox{0.75}{$\dfrac{1}{L-2M+\sum\limits_{j=1}^{i}(A_{r+1-j}+1)}$},

where we have also used (3.11) and (3.12). This finishes the proof of (3.9). ∎

3.2. Evaluation of DM,L(ρNf)D_{M,L}(\rho^{N}f)

Now we consider 𝒮𝐀,𝐁,M,L(ρNf)\mathcal{S}_{\mathbf{A},\mathbf{B},M,L}(\rho^{N}f) for general f=f(ρ)f=f(\rho).

Lemma 3.3.

For any nonnegative integer NN and any smooth function f=f(ρ)f=f(\rho),

(3.13) 𝒮𝐀,𝐁,M,L(ρNf)\displaystyle\mathcal{S}_{\mathbf{A},\mathbf{B},M,L}(\rho^{N}f)
=R0ρR+N+j=1rAjj=0rBjf(R)1R!l=0R(1)Rl(Rl)\displaystyle\quad=\sum_{R\geq 0}\rho^{R+N+\sum\limits_{j=1}^{r}A_{j}-\sum\limits_{j=0}^{r}B_{j}}f^{(R)}\cdot\frac{1}{R!}\sum_{l=0}^{R}(-1)^{R-l}\binom{R}{l}
(3.18) ×i=0r(Bi!)2

(-+Nr=j1iAj=j0-i1BjBi)

(-LNr2i=j1iAj=j0-i1BjBi)

,
\displaystyle\quad\quad\times\prod_{i=0}^{r}\big{(}B_{i}!\big{)}^{2}\scalebox{0.8}{$\left(\begin{array}[]{c}N+r+\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}L-N-r-2i-\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$},

where f(R)f^{(R)} is the RR-th order derivative with respect to ρ\rho. In addition, the above summand vanishes for all R>2j=0rBjR>2\sum\limits_{j=0}^{r}B_{j}.

Proof.

For arbitrary \ell and nn,

𝒟(ρnf)=ρn1fn(+1n)+ρnf(2n)+ρn+1f′′(1).\displaystyle\mathcal{D}_{\ell}(\rho^{n}f)=\rho^{n-1}f\cdot n(\ell+1-n)+\rho^{n}f^{\prime}\cdot(\ell-2n)+\rho^{n+1}f^{\prime\prime}\cdot(-1).

We observe that after applying the 𝒟\mathcal{D}-operator, the derivative order of ff changes by i{0,1,2}i\in\{0,1,2\}, and accordingly the power of ρ\rho changes by i1i-1. In 𝒮𝐀,𝐁\mathcal{S}_{\mathbf{A},\mathbf{B}}, we are to have j=0rBj\sum_{j=0}^{r}B_{j} applications of 𝒟\mathcal{D}, and hence the derivative order of ff ranges over the interval [0,2j=0rBj]\big{[}0,2\sum_{j=0}^{r}B_{j}\big{]}. This, in particular, confirms the second part of our result.

Now we write

(3.19) 𝒮𝐀,𝐁(ρNf)=R0cRρR+N+j=1rAjj=0rBjf(R).\displaystyle\mathcal{S}_{\mathbf{A},\mathbf{B}}(\rho^{N}f)=\sum_{R\geq 0}c_{R}\cdot\rho^{R+N+\sum\limits_{j=1}^{r}A_{j}-\sum\limits_{j=0}^{r}B_{j}}f^{(R)}.

For the evaluation of the coefficients cRc_{R}, our trick is to choose f(ρ)=1R!(ρ1)Rf(\rho)=\frac{1}{R!}(\rho-1)^{R}. The takeaway is that the expression

ρl1R!(ρ1)R|ρ=1\displaystyle\partial^{l}_{\rho}\,\tfrac{1}{R!}(\rho-1)^{R}\Big{|}_{\rho=1}

equals 11 when l=Rl=R, and vanishes for all other ll. Hence,

cR\displaystyle c_{R} =l0clρl1R!(ρ1)R|ρ=1\displaystyle=\sum_{l\geq 0}c_{l}\cdot\partial^{l}_{\rho}\,\tfrac{1}{R!}(\rho-1)^{R}\Big{|}_{\rho=1}
=l0clρl+N+j=1rAjj=0rBjρl1R!(ρ1)R|ρ=1\displaystyle=\sum_{l\geq 0}c_{l}\cdot\rho^{l+N+\sum\limits_{j=1}^{r}A_{j}-\sum\limits_{j=0}^{r}B_{j}}\partial^{l}_{\rho}\,\tfrac{1}{R!}(\rho-1)^{R}\Bigg{|}_{\rho=1}
=𝒮𝐀,𝐁(ρN1R!(ρ1)R)|ρ=1\displaystyle=\mathcal{S}_{\mathbf{A},\mathbf{B}}\big{(}\rho^{N}\tfrac{1}{R!}(\rho-1)^{R}\big{)}\Big{|}_{\rho=1}
=1R!l=0R(1)Rl(Rl)𝒮𝐀,𝐁(ρN+l)|ρ=1.\displaystyle=\frac{1}{R!}\sum_{l=0}^{R}(-1)^{R-l}\binom{R}{l}\mathcal{S}_{\mathbf{A},\mathbf{B}}(\rho^{N+l})\Bigg{|}_{\rho=1}.

Invoking (3.2) gives the desired relation. ∎

As a consequence, we also arrive at an explicit expression of DM,L𝒫N(fu)D_{M,L}\circ\mathcal{P}_{N}(fu) for uu independent of ρ\rho, which reduces to DM,L(ρNf)D_{M,L}(\rho^{N}f) by taking u1u\equiv 1.

Corollary 3.4.

For any nonnegative integer NN and any smooth function f=f(ρ)f=f(\rho),

(3.20) DM,L𝒫N(fu)\displaystyle D_{M,L}\circ\mathcal{P}_{N}(fu)
=R𝐀2(Ar+1)2(A1+1)(f(R)u)(1)MNRr 2N+R1R!i=1r1(Ai!)2\displaystyle=\sum_{R}\sum_{\mathbf{A}}\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}(f^{(R)}u)\cdot(-1)^{M-N-R-r}\,2^{N+R}\frac{1}{R!}\prod_{i=1}^{r}\frac{1}{(A_{i}!)^{2}}
×(M!)n=0M1(LMn)i=1r1j=1i(Ar+1j+1)i=1r1L2M+j=1i(Ar+1j+1),\displaystyle\quad\times\big{(}M!\big{)}\prod_{n=0}^{M-1}(L-M-n)\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A_{r+1-j}+1)}$}\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{L-2M+\sum\limits_{j=1}^{i}(A_{r+1-j}+1)}$},

where the summation runs over all nonnegative integers RR and all sequences 𝐀=(A1,,Ar)\mathbf{A}=(A_{1},\ldots,A_{r}) of nonnegative integers such that

(3.21) R+r+j=1rAj=MN.\displaystyle R+r+\sum_{j=1}^{r}A_{j}=M-N.

Here by abuse of notation, we read f(R)f^{(R)} as f(R)|ρ=0f^{(R)}\big{|}_{\rho=0}.

Proof.

Note that D~M,L𝒫N(fu)\widetilde{D}_{M,L}\circ\mathcal{P}_{N}(fu) can be written as

D~M,L𝒫N(fu)\displaystyle\widetilde{D}_{M,L}\circ\mathcal{P}_{N}(fu)
=𝐀𝐁2(Ar+1)2(A1+1)(𝒮𝐀,𝐁,M,L(ρNf)u)\displaystyle\quad=\sum_{\mathbf{A}}\sum_{\mathbf{B}}\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}\big{(}\mathcal{S}_{\mathbf{A},\mathbf{B},M,L}(\rho^{N}f)u\big{)}
×(1)j=1rAj2j=1rAj+j=0rBji=1r1(Ai!)2\displaystyle\quad\quad\times(-1)^{\sum\limits_{j=1}^{r}A_{j}}2^{-\sum\limits_{j=1}^{r}A_{j}+\sum\limits_{j=0}^{r}B_{j}}\prod_{i=1}^{r}\frac{1}{(A_{i}!)^{2}}
=𝐀𝐁R2(Ar+1)2(A1+1)(ρR+N+j=1rAjj=0rBjf(R)(ρ)u)\displaystyle\quad=\sum_{\mathbf{A}}\sum_{\mathbf{B}}\sum_{R}\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}\left(\rho^{R+N+\sum\limits_{j=1}^{r}A_{j}-\sum\limits_{j=0}^{r}B_{j}}f^{(R)}(\rho)\,u\right)
×(1)j=1rAj2j=1rAj+j=0rBji=1r1(Ai!)2cR,\displaystyle\quad\quad\times(-1)^{\sum\limits_{j=1}^{r}A_{j}}2^{-\sum\limits_{j=1}^{r}A_{j}+\sum\limits_{j=0}^{r}B_{j}}\prod_{i=1}^{r}\frac{1}{(A_{i}!)^{2}}\cdot c_{R},

where we have utilized (3.19). Still, 𝐁=(B0,B1,,B)\mathbf{B}=(B_{0},B_{1},\ldots,B_{\ell}) is such that

(3.22) r+j=0rBj=M.\displaystyle r+\sum_{j=0}^{r}B_{j}=M.

Meanwhile, we have shown in the proof of Lemma 3.3 that

cR=1R!l=0R(1)Rl(Rl)S𝐀,𝐁(N+l)|ρ=1.\displaystyle c_{R}=\frac{1}{R!}\sum_{l=0}^{R}(-1)^{R-l}\binom{R}{l}S_{\mathbf{A},\mathbf{B}}(N+l)\bigg{|}_{\rho=1}.

Thus, if RR is such that

R+N+j=1rAjj=0rBj<0,\displaystyle R+N+\sum\limits_{j=1}^{r}A_{j}-\sum\limits_{j=0}^{r}B_{j}<0,

we must have the vanishing of S𝐀,𝐁(N+l)S_{\mathbf{A},\mathbf{B}}(N+l) for all 0lR0\leq l\leq R by the second part of Lemma 3.1, and thus the vanishing of cRc_{R}. Now for DM,L=D~M,L|ρ=0D_{M,L}=\widetilde{D}_{M,L}\big{|}_{\rho=0}, it suffices to restrict

(3.23) R+N+j=1rAjj=0rBj=0\displaystyle R+N+\sum\limits_{j=1}^{r}A_{j}-\sum\limits_{j=0}^{r}B_{j}=0

so that 𝐀=(A1,,Ar)\mathbf{A}=(A_{1},\ldots,A_{r}) and RR satisfy

(3.24) R+r+j=1rAj=MN.\displaystyle R+r+\sum_{j=1}^{r}A_{j}=M-N.

With the additional restriction for RR in (3.23), we further find that when l<Rl<R,

l+N+j=1rAj<j=0rBj,\displaystyle l+N+\sum\limits_{j=1}^{r}A_{j}<\sum\limits_{j=0}^{r}B_{j},

which, in light of the second part of Lemma 3.1, implies the vanishing of S𝐀,𝐁(N+l)S_{\mathbf{A},\mathbf{B}}(N+l) for these ll. Hence, for RR restricted by (3.23), we always have

cR\displaystyle c_{R} =1R!S𝐀,𝐁(N+R)|ρ=1\displaystyle=\frac{1}{R!}S_{\mathbf{A},\mathbf{B}}(N+R)\Big{|}_{\rho=1}
=1R!i=0r(Bi!)2

(-+NR=j1iAj=j0-i1BjBi)

(-LNR2i=j1iAj=j0-i1BjBi)

,
\displaystyle=\frac{1}{R!}\prod_{i=0}^{r}\big{(}B_{i}!\big{)}^{2}\scalebox{0.8}{$\left(\begin{array}[]{c}N+R+\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}L-N-R-2i-\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$},

by invoking (3.2). Now running over nonnegative integers RR and nonnegative sequences 𝐀\mathbf{A} and 𝐁\mathbf{B} as restricted by (3.22) and (3.24), we have

DM,L𝒫N(fu)\displaystyle D_{M,L}\circ\mathcal{P}_{N}(fu)
=R𝐀2(Ar+1)2(A1+1)(f(R)u)(1)MNRr 2N+R1R!i=1r1(Ai!)2\displaystyle=\sum_{R}\sum_{\mathbf{A}}\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}(f^{(R)}u)\cdot(-1)^{M-N-R-r}\,2^{N+R}\frac{1}{R!}\prod_{i=1}^{r}\frac{1}{(A_{i}!)^{2}}
×𝐁i=0r(Bi!)2

(-+NR=j1iAj=j0-i1BjBi)

(-LNR2i=j1iAj=j0-i1BjBi)

.
\displaystyle\quad\times\sum_{\mathbf{B}}\prod_{i=0}^{r}\big{(}B_{i}!\big{)}^{2}\scalebox{0.8}{$\left(\begin{array}[]{c}N+R+\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}L-N-R-2i-\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}.

Note that the inner summation on 𝐁\mathbf{B} is exactly the one in the proof of Corollary 3.2 with NN replaced by N+RN+R. The claimed result therefore follows. ∎

4. Juhl’s formula revisited

By taking N=0N=0 and L=M=kL=M=k in DM,L𝒫N(u)D_{M,L}\circ\mathcal{P}_{N}(u), we have

(4.1) Dk,k𝒫0(u)=1k3kk3k1(u)|ρ=0=P2k(u),\displaystyle D_{k,k}\circ\mathcal{P}_{0}(u)=\mathcal{R}_{1-k}\mathcal{R}_{3-k}\cdots\mathcal{R}_{k-3}\mathcal{R}_{k-1}(u)\Big{|}_{\rho=0}=P_{2k}(u),

which is exactly the GJMS operator of order 2k2k. Applying this specialization to Corollary 3.2, we immediately have Juhl’s formula in Theorem 1.3.

Now a natural question is that are there other formally self-adjoint GJMS operators? We shall give an answer in the next theorem.

Theorem 4.1.

DM,L𝒫ND_{M,L}\circ\mathcal{P}_{N} is a formally self-adjoint operator if and only if L=M+NL=M+N, which is the GJMS operator of order 2(MN)2(M-N) up to a constant.

Proof.

If DM,LD_{M,L} is formally self-adjoint, from the self-adjointness of each 2(N+1)\mathcal{M}_{2(N+1)}, it follows that the coefficient 𝒞𝐀\mathcal{C}_{\mathbf{A}} of 2(Ar+1)2(A1+1)\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)} should satisfy 𝒞𝐀=𝒞𝐀1\mathcal{C}_{\mathbf{A}}=\mathcal{C}_{\mathbf{A}^{-1}} with 𝐀1=(Ar,,A1)\mathbf{A}^{-1}=(A_{r},\ldots,A_{1}), which implies that

L=M+N.\displaystyle L=M+N.

In this case, for 1ir11\leq i\leq r-1,

L2M+j=1i(Ar+1j+1)=j=i+1r(Ar+1j+1),\displaystyle L-2M+\sum\limits_{j=1}^{i}(A_{r+1-j}+1)=-\sum\limits_{j=i+1}^{r}(A_{r+1-j}+1),

and

L2M+j=1r(Ar+1j+1)=LMN\displaystyle L-2M+\sum\limits_{j=1}^{r}(A_{r+1-j}+1)=L-M-N

will be cancelled by n=0M1(LMn)\prod_{n=0}^{M-1}(L-M-n). The desired conclusion follows immediately. ∎

5. Formal self-adjointness of D2kD_{2k}

Recall from Section 2 that the curved Ovsienko–Redou operators D2kD_{2k} are determined ambiently by

D2k(uv):=D~2k(u~v~)|τ=1,ρ=0,\displaystyle D_{2k}(u\otimes v):=\widetilde{D}_{2k}(\widetilde{u}\otimes\widetilde{v})\Big{|}_{\tau=1,\rho=0},

where, in light of Lemma 2.4,

D~2k(u~v~)=r+s+t=kar,s,tΔ~r((Δ~su~)(Δ~tv~))\displaystyle\widetilde{D}_{2k}(\widetilde{u}\otimes\widetilde{v})=\sum_{r+s+t=k}a_{r,s,t}\widetilde{\Delta}^{r}\left((\widetilde{\Delta}^{s}\widetilde{u})(\widetilde{\Delta}^{t}\widetilde{v})\right)

with

u~=τγku,v~=τγkv.\displaystyle\widetilde{u}=\tau^{\gamma_{k}}u,\qquad\widetilde{v}=\tau^{\gamma_{k}}v.

Here

γk=n3+2k3.\displaystyle\gamma_{k}=-\frac{n}{3}+\frac{2k}{3}.

For convenience, we further set

Lk:=γk+n2=n6+2k3,L_{k}:=\gamma_{k}+\frac{n}{2}=\frac{n}{6}+\frac{2k}{3},

which simplifies ar,s,ta_{r,s,t} as

ar,s,t=(kr,s,t)Γ(Lkr)Γ(Lks)Γ(Lkt)Γ(Lkk)Γ(Lk)2.\displaystyle a_{r,s,t}=\binom{k}{r,s,t}\frac{\Gamma(L_{k}-r)\Gamma(L_{k}-s)\Gamma(L_{k}-t)}{\Gamma(L_{k}-k)\Gamma(L_{k})^{2}}.

In view of (1.3), we rewrite the (Δ~|τ=1)(\widetilde{\Delta}|_{\tau=1})-operators in terms of the \mathcal{R}-operators and arrive at

(5.1) D2k(uv)\displaystyle D_{2k}(u\otimes v)
=r+s+t=kar,s,tLk+1Lk+2r3Lk+2r1\displaystyle\qquad=\sum_{r+s+t=k}a_{r,s,t}\mathcal{R}_{-L_{k}+1}\cdots\mathcal{R}_{-L_{k}+2r-3}\mathcal{R}_{-L_{k}+2r-1}
(Lk+12sLk3Lk1(u)Lk+12tLk3Lk1(v))|ρ=0.\displaystyle\qquad\quad\big{(}\mathcal{R}_{L_{k}+1-2s}\cdots\mathcal{R}_{L_{k}-3}\mathcal{R}_{L_{k}-1}(u)\mathcal{R}_{L_{k}+1-2t}\cdots\mathcal{R}_{L_{k}-3}\mathcal{R}_{L_{k}-1}(v)\big{)}\Big{|}_{\rho=0}.

This was already presented in (1.6). It is also clear that D2kD_{2k} can be specialized from

DU,V,L,K,K(uv)\displaystyle D_{U,V,L,K^{\ast},K^{\diamond}}(u\otimes v)
:=M,M,M0M+M+M=UΓ(U+K+1)Γ(U+K+1)Γ(M+K+1)Γ(M+K+1)Γ(M+1)\displaystyle\qquad:=\sum_{\begin{subarray}{c}M^{{\ast}},M^{{\diamond}},M^{\prime}\geq 0\\ M^{{\ast}}+M^{{\diamond}}+M^{\prime}=U\end{subarray}}\frac{\Gamma(U+K^{\ast}+1)\Gamma(U+K^{\diamond}+1)}{\Gamma(M^{\ast}+K^{\ast}+1)\Gamma(M^{\diamond}+K^{\diamond}+1)\Gamma(M^{\prime}+1)}
×Γ(LM)Γ(LM)Γ(L+VM)Γ(LU)Γ(L)2\displaystyle\qquad\ \quad\times\frac{\Gamma(L-M^{\ast})\Gamma(L-M^{\diamond})\Gamma(L+V-M^{\prime})}{\Gamma(L-U)\Gamma(L)^{2}}
×D[M,LV+2M],[M,LK],[M,LK](uv)\displaystyle\qquad\ \quad\times D_{[M^{\prime},-L-V+2M^{\prime}],[M^{{\ast}},L-K^{{\ast}}],[M^{{\diamond}},L-K^{{\diamond}}]}(u\otimes v)

by observing that

(5.2) D2k(uv)=1k!Dk,0,Lk,0,0(uv).\displaystyle D_{2k}(u\otimes v)=\frac{1}{k!}D_{k,0,L_{k},0,0}(u\otimes v).

To expand DU,V,L,K,KD_{U,V,L,K^{\ast},K^{\diamond}}, we begin with the operators

D[M,L],[M,L],[M,L](uv):=D~M,L(D~M,L(u)D~M,L(v))|ρ=0.\displaystyle D_{[M^{\prime},L^{\prime}],[M^{{\ast}},L^{{\ast}}],[M^{{\diamond}},L^{{\diamond}}]}(u\otimes v):=\widetilde{D}_{M^{\prime},L^{\prime}}\big{(}\widetilde{D}_{M^{{\ast}},L^{{\ast}}}(u)\widetilde{D}_{M^{{\diamond}},L^{{\diamond}}}(v)\big{)}\Big{|}_{\rho=0}.

Recall that uu and vv are smooth functions independent of ρ\rho and let NN^{{\ast}} and NN^{{\diamond}} be nonnegative integers.

For the inner layer, we have two multiplicands, and we evaluate them separately. By (1.13) and (3.2),

L+12ML3L1(ρNu)\displaystyle\mathcal{R}_{L^{{\ast}}+1-2M^{{\ast}}}\cdots\mathcal{R}_{L^{{\ast}}-3}\mathcal{R}_{L^{{\ast}}-1}(\rho^{N^{{\ast}}}u)
=𝐀2(Ar+1)2(A1+1)(u)(1)j=1rAj2j=1rAj+j=0rBji=1r1(Ai!)2\displaystyle\quad=\sum_{\mathbf{A}^{{\ast}}}\mathcal{M}_{2(A_{r^{{\ast}}}^{{\ast}}+1)}\cdots\mathcal{M}_{2(A_{1}^{{\ast}}+1)}(u)\cdot(-1)^{\sum\limits_{j=1}^{r^{{\ast}}}A_{j}^{{\ast}}}2^{-\sum\limits_{j=1}^{r^{{\ast}}}A_{j}^{{\ast}}+\sum\limits_{j=0}^{r^{{\ast}}}B_{j}^{{\ast}}}\prod_{i=1}^{r^{{\ast}}}\frac{1}{(A_{i}^{{\ast}}!)^{2}}
×𝐁i=0r(Bi!)2

(-+N=j1iAj=j0-i1BjBi)

(-LN2i=j1iAj=j0-i1BjBi)

\displaystyle\quad\quad\times\sum_{\mathbf{B}^{{\ast}}}\prod_{i=0}^{r^{{\ast}}}\big{(}B_{i}^{{\ast}}!\big{)}^{2}\scalebox{0.8}{$\left(\begin{array}[]{c}N^{{\ast}}+\sum\limits_{j=1}^{i}A_{j}^{{\ast}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\ast}}\\[12.0pt] B_{i}^{{\ast}}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}L^{{\ast}}-N^{{\ast}}-2i-\sum\limits_{j=1}^{i}A_{j}^{{\ast}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\ast}}\\[12.0pt] B_{i}^{{\ast}}\end{array}\right)$}
×ρN+j=1rAjj=0rBj,\displaystyle\quad\quad\times\rho^{N^{{\ast}}+\sum\limits_{j=1}^{r^{{\ast}}}A_{j}^{{\ast}}-\sum\limits_{j=0}^{r^{{\ast}}}B_{j}^{{\ast}}},

in which the nonnegative sequence 𝐁=(B0,B1,,Br)\mathbf{B}^{{\ast}}=(B_{0}^{{\ast}},B_{1}^{{\ast}},\ldots,B_{r^{{\ast}}}^{{\ast}}) is such that

(5.3) r+j=0rBj=M,\displaystyle r^{{\ast}}+\sum_{j=0}^{r^{{\ast}}}B_{j}^{{\ast}}=M^{{\ast}},

in light of (1.12). Similarly,

L+12ML3L1(ρNv)\displaystyle\mathcal{R}_{L^{{\diamond}}+1-2M^{{\diamond}}}\cdots\mathcal{R}_{L^{{\diamond}}-3}\mathcal{R}_{L^{{\diamond}}-1}(\rho^{N^{{\diamond}}}v)
=𝐀2(Ar+1)2(A1+1)(v)(1)j=1rAj2j=1rAj+j=0rBji=1r1(Ai!)2\displaystyle\quad=\sum_{\mathbf{A}^{{\diamond}}}\mathcal{M}_{2(A_{r^{{\diamond}}}^{{\diamond}}+1)}\cdots\mathcal{M}_{2(A_{1}^{{\diamond}}+1)}(v)\cdot(-1)^{\sum\limits_{j=1}^{r^{{\diamond}}}A_{j}^{{\diamond}}}2^{-\sum\limits_{j=1}^{r^{{\diamond}}}A_{j}^{{\diamond}}+\sum\limits_{j=0}^{r^{{\diamond}}}B_{j}^{{\diamond}}}\prod_{i=1}^{r^{{\diamond}}}\frac{1}{(A_{i}^{{\diamond}}!)^{2}}
×𝐁i=0r(Bi!)2

(-+N=j1iAj=j0-i1BjBi)

(-LN2i=j1iAj=j0-i1BjBi)

\displaystyle\quad\quad\times\sum_{\mathbf{B}^{{\diamond}}}\prod_{i=0}^{r^{{\diamond}}}\big{(}B_{i}^{{\diamond}}!\big{)}^{2}\scalebox{0.8}{$\left(\begin{array}[]{c}N^{{\diamond}}+\sum\limits_{j=1}^{i}A_{j}^{{\diamond}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\diamond}}\\[12.0pt] B_{i}^{{\diamond}}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}L^{{\diamond}}-N^{{\diamond}}-2i-\sum\limits_{j=1}^{i}A_{j}^{{\diamond}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\diamond}}\\[12.0pt] B_{i}^{{\diamond}}\end{array}\right)$}
×ρN+j=1rAjj=0rBj,\displaystyle\quad\quad\times\rho^{N^{{\diamond}}+\sum\limits_{j=1}^{r^{{\diamond}}}A_{j}^{{\diamond}}-\sum\limits_{j=0}^{r^{{\diamond}}}B_{j}^{{\diamond}}},

where the nonnegative sequence 𝐁=(B0,B1,,Br)\mathbf{B}^{{\diamond}}=(B_{0}^{{\diamond}},B_{1}^{{\diamond}},\ldots,B_{r^{{\diamond}}}^{{\diamond}}) is such that

(5.4) r+j=0rBj=M.\displaystyle r^{{\diamond}}+\sum_{j=0}^{r^{{\diamond}}}B_{j}^{{\diamond}}=M^{{\diamond}}.

For the outer layer, we are essentially looking at

L+12ML3L1(ρN+N+j=1rAj+j=1rAjj=0rBjj=0rBj)|ρ=0\displaystyle\mathcal{R}_{L^{\prime}+1-2M^{\prime}}\cdots\mathcal{R}_{L^{\prime}-3}\mathcal{R}_{L^{\prime}-1}\left(\rho^{N^{{\ast}}+N^{{\diamond}}+\sum\limits_{j=1}^{r^{{\ast}}}A_{j}^{{\ast}}+\sum\limits_{j=1}^{r^{{\diamond}}}A_{j}^{{\diamond}}-\sum\limits_{j=0}^{r^{{\ast}}}B_{j}^{{\ast}}-\sum\limits_{j=0}^{r^{{\diamond}}}B_{j}^{{\diamond}}}\right)\Bigg{|}_{\rho=0}
=𝐀2(Ar+1)2(A1+1)(1)\displaystyle\quad=\sum_{\mathbf{A}^{\prime}}\mathcal{M}_{2(A^{\prime}_{r^{\prime}}+1)}\cdots\mathcal{M}_{2(A^{\prime}_{1}+1)}(1)
×(1)MNNj=1rAjj=1rAj+j=0rBj+j=0rBjr\displaystyle\quad\quad\times(-1)^{M^{\prime}-N^{{\ast}}-N^{{\diamond}}-\sum\limits_{j=1}^{r^{{\ast}}}A_{j}^{{\ast}}-\sum\limits_{j=1}^{r^{{\diamond}}}A_{j}^{{\diamond}}+\sum\limits_{j=0}^{r^{{\ast}}}B_{j}^{{\ast}}+\sum\limits_{j=0}^{r^{{\diamond}}}B_{j}^{{\diamond}}-r^{\prime}}
×2N+N+j=1rAj+j=1rAjj=0rBjj=0rBji=1r1(Ai!)2\displaystyle\quad\quad\times 2^{N^{{\ast}}+N^{{\diamond}}+\sum\limits_{j=1}^{r^{{\ast}}}A_{j}^{{\ast}}+\sum\limits_{j=1}^{r^{{\diamond}}}A_{j}^{{\diamond}}-\sum\limits_{j=0}^{r^{{\ast}}}B_{j}^{{\ast}}-\sum\limits_{j=0}^{r^{{\diamond}}}B_{j}^{{\diamond}}}\prod_{i=1}^{r^{\prime}}\frac{1}{(A^{\prime}_{i}!)^{2}}
×(M!)n=0M1(LMn)i=1r1j=1i(Ar+1j+1)i=1r1L2M+j=1i(Ar+1j+1),\displaystyle\quad\quad\times\big{(}M^{\prime}!\big{)}\prod_{n=0}^{M^{\prime}-1}(L^{\prime}-M^{\prime}-n)\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{L^{\prime}-2M^{\prime}+\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$},

in view of (3.9). Here the nonnegative sequences 𝐀=(A1,,Ar)\mathbf{A}^{{\ast}}=(A_{1}^{{\ast}},\ldots,A_{r^{{\ast}}}^{{\ast}}), 𝐀=(A1,,Ar)\mathbf{A}^{{\diamond}}=(A_{1}^{{\diamond}},\ldots,A_{r^{{\diamond}}}^{{\diamond}}) and 𝐀=(A1,,Ar)\mathbf{A}^{\prime}=(A^{\prime}_{1},\ldots,A^{\prime}_{r^{\prime}}) are such that

r+j=1rAj=MNNj=1rAjj=1rAj+j=0rBj+j=0rBj,\displaystyle r^{\prime}+\sum_{j=1}^{r^{\prime}}A^{\prime}_{j}=M^{\prime}-N^{{\ast}}-N^{{\diamond}}-\sum\limits_{j=1}^{r^{{\ast}}}A_{j}^{{\ast}}-\sum\limits_{j=1}^{r^{{\diamond}}}A_{j}^{{\diamond}}+\sum\limits_{j=0}^{r^{{\ast}}}B_{j}^{{\ast}}+\sum\limits_{j=0}^{r^{{\diamond}}}B_{j}^{{\diamond}},

according to (3.10). This is, in light of (5.3) and (5.4), further equivalent to

(5.5) r+j=1rAj+r+j=1rAj+r+j=1rAj=M+M+MNN.\displaystyle r^{{\ast}}+\sum\limits_{j=1}^{r^{{\ast}}}A_{j}^{{\ast}}+r^{{\diamond}}+\sum\limits_{j=1}^{r^{{\diamond}}}A_{j}^{{\diamond}}+r^{\prime}+\sum_{j=1}^{r^{\prime}}A^{\prime}_{j}=M^{{\ast}}+M^{{\diamond}}+M^{\prime}-N^{{\ast}}-N^{{\diamond}}.

For convenience, we write

(5.6) 𝐀,𝐀,𝐀(u,v)\displaystyle\mathcal{M}_{\mathbf{A}^{\prime},\mathbf{A}^{{\ast}},\mathbf{A}^{{\diamond}}}(u,v) :=2(Ar+1)2(A1+1)\displaystyle:=\mathcal{M}_{2(A^{\prime}_{r^{\prime}}+1)}\cdots\mathcal{M}_{2(A^{\prime}_{1}+1)}
(2(Ar+1)2(A1+1)(u)2(Ar+1)2(A1+1)(v)).\displaystyle\ \quad\big{(}\mathcal{M}_{2(A_{r^{{\ast}}}^{{\ast}}+1)}\cdots\mathcal{M}_{2(A_{1}^{{\ast}}+1)}(u)\mathcal{M}_{2(A_{r^{{\diamond}}}^{{\diamond}}+1)}\cdots\mathcal{M}_{2(A_{1}^{{\diamond}}+1)}(v)\big{)}.

It follows that

(5.7) D[M,L],[M,L],[M,L](𝒫N(u)𝒫N(v))\displaystyle D_{[M^{\prime},L^{\prime}],[M^{{\ast}},L^{{\ast}}],[M^{{\diamond}},L^{{\diamond}}]}(\mathcal{P}_{N^{{\ast}}}(u)\otimes\mathcal{P}_{N^{{\diamond}}}(v))
=𝐀𝐀𝐀𝐀,𝐀,𝐀(u,v)\displaystyle=\sum_{\mathbf{A}^{\prime}}\sum_{\mathbf{A}^{{\ast}}}\sum_{\mathbf{A}^{{\diamond}}}\mathcal{M}_{\mathbf{A}^{\prime},\mathbf{A}^{{\ast}},\mathbf{A}^{{\diamond}}}(u,v)
×(1)N+N2N+Ni=1r1(Ai!)2i=1r1(Ai!)2i=1r1(Ai!)2i=1r1j=1i(Ar+1j+1)\displaystyle\times(-1)^{N^{{\ast}}+N^{{\diamond}}}2^{N^{{\ast}}+N^{{\diamond}}}\prod_{i=1}^{r^{{\ast}}}\frac{1}{(A_{i}^{{\ast}}!)^{2}}\prod_{i=1}^{r^{{\diamond}}}\frac{1}{(A_{i}^{{\diamond}}!)^{2}}\prod_{i=1}^{r^{\prime}}\frac{1}{(A^{\prime}_{i}!)^{2}}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}
×(1)Mr(M!)n=0M1(LMn)i=1r1L2M+j=1i(Ar+1j+1)\displaystyle\times(-1)^{M^{\prime}-r^{\prime}}\big{(}M^{\prime}!\big{)}\prod_{n=0}^{M^{\prime}-1}(L^{\prime}-M^{\prime}-n)\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{L^{\prime}-2M^{\prime}+\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}
(5.12) ×𝐁i=0r(1)Bi(Bi!)2

(-+N=j1iAj=j0-i1BjBi)

(-LN2i=j1iAj=j0-i1BjBi)

\displaystyle\times\sum_{\mathbf{B}^{{\ast}}}\prod_{i=0}^{r^{{\ast}}}(-1)^{B_{i}^{{\ast}}}\big{(}B_{i}^{{\ast}}!\big{)}^{2}\scalebox{0.8}{$\left(\begin{array}[]{c}N^{{\ast}}+\sum\limits_{j=1}^{i}A_{j}^{{\ast}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\ast}}\\[12.0pt] B_{i}^{{\ast}}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}L^{{\ast}}-N^{{\ast}}-2i-\sum\limits_{j=1}^{i}A_{j}^{{\ast}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\ast}}\\[12.0pt] B_{i}^{{\ast}}\end{array}\right)$}
(5.17) ×𝐁i=0r(1)Bi(Bi!)2

(-+N=j1iAj=j0-i1BjBi)

(-LN2i=j1iAj=j0-i1BjBi)

,
\displaystyle\times\sum_{\mathbf{B}^{{\diamond}}}\prod_{i=0}^{r^{{\diamond}}}(-1)^{B_{i}^{{\diamond}}}\big{(}B_{i}^{{\diamond}}!\big{)}^{2}\scalebox{0.8}{$\left(\begin{array}[]{c}N^{{\diamond}}+\sum\limits_{j=1}^{i}A_{j}^{{\diamond}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\diamond}}\\[12.0pt] B_{i}^{{\diamond}}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}L^{{\diamond}}-N^{{\diamond}}-2i-\sum\limits_{j=1}^{i}A_{j}^{{\diamond}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\diamond}}\\[12.0pt] B_{i}^{{\diamond}}\end{array}\right)$},

where 𝐀\mathbf{A}^{\prime}, 𝐀\mathbf{A}^{{\ast}}, 𝐀\mathbf{A}^{{\diamond}}, 𝐁\mathbf{B}^{{\ast}} and 𝐁\mathbf{B}^{{\diamond}} are controlled by (5.3), (5.4) and (5.5).

Now we are in a position to expand DU,V,L,K,K(𝒫N(u)𝒫N(v))D_{U,V,L,K^{\ast},K^{\diamond}}(\mathcal{P}_{N^{\ast}}(u)\otimes\mathcal{P}_{N^{\diamond}}(v)).

Theorem 5.1.

Let NN^{\ast} and NN^{\diamond} be nonnegative integers. Then

(5.18) DU,V,L,K,K(𝒫N(u)𝒫N(v))\displaystyle D_{U,V,L,K^{\ast},K^{\diamond}}(\mathcal{P}_{N^{\ast}}(u)\otimes\mathcal{P}_{N^{\diamond}}(v))
=𝐀𝐀𝐀2(Ar+1)2(A1+1)\displaystyle\quad=\sum_{\mathbf{A}^{\prime}}\sum_{\mathbf{A}^{{\ast}}}\sum_{\mathbf{A}^{{\diamond}}}\mathcal{M}_{2(A^{\prime}_{r^{\prime}}+1)}\cdots\mathcal{M}_{2(A^{\prime}_{1}+1)}
(2(Ar+1)2(A1+1)(u)2(Ar+1)2(A1+1)(v))\displaystyle\ \quad\quad\big{(}\mathcal{M}_{2(A_{r^{{\ast}}}^{{\ast}}+1)}\cdots\mathcal{M}_{2(A_{1}^{{\ast}}+1)}(u)\mathcal{M}_{2(A_{r^{{\diamond}}}^{{\diamond}}+1)}\cdots\mathcal{M}_{2(A_{1}^{{\diamond}}+1)}(v)\big{)}
×(1)N+N2N+N1(K+N)(K+N)(LN)(LN)\displaystyle\quad\quad\times(-1)^{N^{{\ast}}+N^{{\diamond}}}2^{N^{{\ast}}+N^{{\diamond}}}\frac{1}{(K^{\ast}+N^{\ast})(K^{\diamond}+N^{\diamond})(L-N^{\ast})(L-N^{\diamond})}
×n=0U(K+n)n=0U(K+n)n=1U(Ln)n=0V1(L+n)\displaystyle\quad\quad\times\prod_{n=0}^{U}(K^{\ast}+n)\prod_{n=0}^{U}(K^{\diamond}+n)\prod_{n=1}^{U}(L-n)\prod_{n=0}^{V-1}(L+n)
×i=1r1(Ai!)2i=1r1K+N+j=1i(Aj+1)i=1r1LNj=1i(Aj+1)\displaystyle\quad\quad\times\prod_{i=1}^{r^{{\ast}}}\frac{1}{(A_{i}^{{\ast}}!)^{2}}\prod_{i=1}^{r^{\ast}}\scalebox{0.75}{$\dfrac{1}{K^{\ast}+N^{\ast}+\sum\limits_{j=1}^{i}(A_{j}^{\ast}+1)}$}\prod_{i=1}^{r^{\ast}}\scalebox{0.75}{$\dfrac{1}{L-N^{\ast}-\sum\limits_{j=1}^{i}(A_{j}^{\ast}+1)}$}
×i=1r1(Ai!)2i=1r1K+N+j=1i(Aj+1)i=1r1LNj=1i(Aj+1)\displaystyle\quad\quad\times\prod_{i=1}^{r^{{\diamond}}}\frac{1}{(A_{i}^{{\diamond}}!)^{2}}\prod_{i=1}^{r^{\diamond}}\scalebox{0.75}{$\dfrac{1}{K^{\diamond}+N^{\diamond}+\sum\limits_{j=1}^{i}(A_{j}^{\diamond}+1)}$}\prod_{i=1}^{r^{\diamond}}\scalebox{0.75}{$\dfrac{1}{L-N^{\diamond}-\sum\limits_{j=1}^{i}(A_{j}^{\diamond}+1)}$}
×i=1r1(Ai!)2i=1r1j=1i(Ar+1j+1)i=1r1L+Vj=1i(Ar+1j+1),\displaystyle\quad\quad\times\prod_{i=1}^{r^{\prime}}\frac{1}{(A^{\prime}_{i}!)^{2}}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{L+V-\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$},

where the summation runs over all nonnegative sequences 𝐀=(A1,,Ar)\mathbf{A}^{{\ast}}=(A_{1}^{{\ast}},\ldots,A_{r^{{\ast}}}^{{\ast}}), 𝐀=(A1,,Ar)\mathbf{A}^{{\diamond}}=(A_{1}^{{\diamond}},\ldots,A_{r^{{\diamond}}}^{{\diamond}}) and 𝐀=(A1,,Ar)\mathbf{A}^{\prime}=(A^{\prime}_{1},\ldots,A^{\prime}_{r^{\prime}}) such that

(5.19) r+j=1rAj+r+j=1rAj+r+j=1rAj=UNN.\displaystyle r^{{\ast}}+\sum\limits_{j=1}^{r^{{\ast}}}A_{j}^{{\ast}}+r^{{\diamond}}+\sum\limits_{j=1}^{r^{{\diamond}}}A_{j}^{{\diamond}}+r^{\prime}+\sum_{j=1}^{r^{\prime}}A^{\prime}_{j}=U-N^{{\ast}}-N^{{\diamond}}.
Proof.

We apply our previous analysis to expand each

D[M,LV+2M],[M,LK],[M,LK](ρNuρNv).\displaystyle D_{[M^{\prime},-L-V+2M^{\prime}],[M^{{\ast}},L-K^{{\ast}}],[M^{{\diamond}},L-K^{{\diamond}}]}(\rho^{N^{\ast}}u\otimes\rho^{N^{\diamond}}v).

First, we note that the restriction (5.19) comes from (5.5) where we have also utilized the fact that M+M+M=UM^{{\ast}}+M^{{\diamond}}+M^{\prime}=U. Next, it is easy to observe that

Γ(U+K+1)Γ(U+K+1)Γ(M+K+1)Γ(M+K+1)Γ(M+1)\displaystyle\frac{\Gamma(U+K^{\ast}+1)\Gamma(U+K^{\diamond}+1)}{\Gamma(M^{\ast}+K^{\ast}+1)\Gamma(M^{\diamond}+K^{\diamond}+1)\Gamma(M^{\prime}+1)}
×Γ(LM)Γ(LM)Γ(L+VM)Γ(LU)Γ(L)2\displaystyle\times\frac{\Gamma(L-M^{\ast})\Gamma(L-M^{\diamond})\Gamma(L+V-M^{\prime})}{\Gamma(L-U)\Gamma(L)^{2}}
=LΓ(L+VM)Γ(L)n=0U(K+n)n=0UM1K+nn=0UM1Ln\displaystyle\qquad\qquad=L\cdot\frac{\Gamma(L+V-M^{\prime})}{\Gamma(L)}\cdot\prod_{n=0}^{U}(K^{\diamond}+n)\cdot\prod_{n=0}^{U-M^{\ast}}\frac{1}{K^{\diamond}+n}\prod_{n=0}^{U-M^{\ast}}\frac{1}{L-n}
×((UM)!)2(LM1UM)(U+KUM)\displaystyle\qquad\qquad\quad\times\big{(}(U-M^{\ast})!\big{)}^{2}\binom{L-M^{\ast}-1}{U-M^{\ast}}\binom{U+K^{\ast}}{U-M^{\ast}}
×(M!)(LU+M+M1M)(UM+KM).\displaystyle\qquad\qquad\quad\times\big{(}M^{\prime}!\big{)}\binom{L-U+M^{\ast}+M^{\prime}-1}{M^{\prime}}\binom{U-M^{\ast}+K^{\diamond}}{M^{\prime}}.

Also,

Γ(L+VM)Γ(L)n=0M1(LV+Mn)=(1)Mn=0V1(L+n).\displaystyle\frac{\Gamma(L+V-M^{\prime})}{\Gamma(L)}\prod_{n=0}^{M^{\prime}-1}(-L-V+M^{\prime}-n)=(-1)^{M^{\prime}}\prod_{n=0}^{V-1}(L+n).

Hence, DU,V,L,K,K(ρNuρNv)D_{U,V,L,K^{\ast},K^{\diamond}}(\rho^{N^{\ast}}u\otimes\rho^{N^{\diamond}}v) equals

𝐀𝐀𝐀𝐀,𝐀,𝐀(u,v)\displaystyle\sum_{\mathbf{A}^{\prime}}\sum_{\mathbf{A}^{{\ast}}}\sum_{\mathbf{A}^{{\diamond}}}\mathcal{M}_{\mathbf{A}^{\prime},\mathbf{A}^{{\ast}},\mathbf{A}^{{\diamond}}}(u,v)
×(1)N+N2N+NLn=0U(K+n)n=0V1(L+n)\displaystyle\times(-1)^{N^{{\ast}}+N^{{\diamond}}}2^{N^{{\ast}}+N^{{\diamond}}}L\cdot\prod_{n=0}^{U}(K^{\diamond}+n)\prod_{n=0}^{V-1}(L+n)
×i=1r1(Ai!)2i=1r1(Ai!)2i=1r1(Ai!)2i=1r1j=1i(Ar+1j+1)i=1r1L+Vj=1i(Ar+1j+1)\displaystyle\times\prod_{i=1}^{r^{{\ast}}}\frac{1}{(A_{i}^{{\ast}}!)^{2}}\prod_{i=1}^{r^{{\diamond}}}\frac{1}{(A_{i}^{{\diamond}}!)^{2}}\prod_{i=1}^{r^{\prime}}\frac{1}{(A^{\prime}_{i}!)^{2}}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{L+V-\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}
×M=0U((UM)!)2(LM1UM)(U+KUM)n=0UM1K+nn=0UM1Ln\displaystyle\times\sum_{M^{{\ast}}=0}^{U}\big{(}(U-M^{\ast})!\big{)}^{2}\binom{L-M^{\ast}-1}{U-M^{\ast}}\binom{U+K^{\ast}}{U-M^{\ast}}\prod_{n=0}^{U-M^{\ast}}\frac{1}{K^{\diamond}+n}\prod_{n=0}^{U-M^{\ast}}\frac{1}{L-n}
×𝐁i=0r(1)Bi(Bi!)2

(-+N=j1iAj=j0-i1BjBi)

(-LKN2i=j1iAj=j0-i1BjBi)

\displaystyle\times\sum_{\mathbf{B}^{{\ast}}}\prod_{i=0}^{r^{{\ast}}}(-1)^{B_{i}^{{\ast}}}\big{(}B_{i}^{{\ast}}!\big{)}^{2}\scalebox{0.7}{$\left(\begin{array}[]{c}N^{{\ast}}+\sum\limits_{j=1}^{i}A_{j}^{{\ast}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\ast}}\\[12.0pt] B_{i}^{{\ast}}\end{array}\right)$}\scalebox{0.7}{$\left(\begin{array}[]{c}L-K^{{\ast}}-N^{{\ast}}-2i-\sum\limits_{j=1}^{i}A_{j}^{{\ast}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\ast}}\\[12.0pt] B_{i}^{{\ast}}\end{array}\right)$}
×M,M0M+M=UM(M!)2(LU+M+M1M)(UM+KM)\displaystyle\times\sum_{\begin{subarray}{c}M^{{\diamond}},M^{\prime}\geq 0\\ M^{{\diamond}}+M^{\prime}=U-M^{{\ast}}\end{subarray}}\big{(}M^{\prime}!\big{)}^{2}\binom{L-U+M^{\ast}+M^{\prime}-1}{M^{\prime}}\binom{U-M^{\ast}+K^{\diamond}}{M^{\prime}}
×𝐁i=0r(1)Bi(Bi!)2

(-+N=j1iAj=j0-i1BjBi)

(-LKN2i=j1iAj=j0-i1BjBi)

.
\displaystyle\times\sum_{\mathbf{B}^{{\diamond}}}\prod_{i=0}^{r^{{\diamond}}}(-1)^{B_{i}^{{\diamond}}}\big{(}B_{i}^{{\diamond}}!\big{)}^{2}\scalebox{0.7}{$\left(\begin{array}[]{c}N^{{\diamond}}+\sum\limits_{j=1}^{i}A_{j}^{{\diamond}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\diamond}}\\[12.0pt] B_{i}^{{\diamond}}\end{array}\right)$}\scalebox{0.7}{$\left(\begin{array}[]{c}L-K^{{\diamond}}-N^{{\diamond}}-2i-\sum\limits_{j=1}^{i}A_{j}^{{\diamond}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\diamond}}\\[12.0pt] B_{i}^{{\diamond}}\end{array}\right)$}.

Now we extend the sequence 𝐁\mathbf{B}^{\diamond} to the following sequence of length r+2r^{{\diamond}}+2:

𝐁^=(B^0,B^1,,B^r,B^r+1)(B0,B1,,Br,M).\displaystyle\widehat{\mathbf{B}}^{{\diamond}}=(\widehat{B}_{0}^{{\diamond}},\widehat{B}_{1}^{{\diamond}},\ldots,\widehat{B}_{r^{\diamond}}^{{\diamond}},\widehat{B}_{r^{\diamond}+1}^{{\diamond}})\mapsto(B_{0}^{{\diamond}},B_{1}^{{\diamond}},\ldots,B_{r^{\diamond}}^{{\diamond}},M^{\prime}).

It is clear that

j=0r+1B^j\displaystyle\sum_{j=0}^{r^{\diamond}+1}\widehat{B}_{j}^{{\diamond}} =j=0rBj+M=M+Mr\displaystyle=\sum_{j=0}^{r^{\diamond}}B_{j}^{{\diamond}}+M^{\prime}=M^{\diamond}+M^{\prime}-r^{\diamond}
=(UM+1)(r+1),\displaystyle=(U-M^{\ast}+1)-(r^{\diamond}+1),

where we have applied (5.4) for the second equality. In (A.8), we replace 𝐂\mathbf{C} with 𝐁^\widehat{\mathbf{B}}^{{\diamond}} and make the following substitutions:

𝐀\displaystyle\mathbf{A} (N,A1,,Ar),\displaystyle\mapsto(N^{\diamond},A_{1}^{\diamond},\ldots,A_{r^{\diamond}}^{\diamond}),
r\displaystyle r r+1,\displaystyle\mapsto r^{\diamond}+1,
M\displaystyle M UM+1,\displaystyle\mapsto U-M^{\ast}+1,
X\displaystyle X LU+M,\displaystyle\mapsto L-U+M^{\ast},
Y\displaystyle Y K+1.\displaystyle\mapsto-K^{\diamond}+1.

It follows that

M,M0M+M=UM(M!)2(LU+M+M1M)(UM+KM)\displaystyle\sum_{\begin{subarray}{c}M^{{\diamond}},M^{\prime}\geq 0\\ M^{{\diamond}}+M^{\prime}=U-M^{{\ast}}\end{subarray}}\big{(}M^{\prime}!\big{)}^{2}\binom{L-U+M^{\ast}+M^{\prime}-1}{M^{\prime}}\binom{U-M^{\ast}+K^{\diamond}}{M^{\prime}}
×𝐁i=0r(1)Bi(Bi!)2

(-+N=j1iAj=j0-i1BjBi)

(-LKN2i=j1iAj=j0-i1BjBi)

\displaystyle\times\sum_{\mathbf{B}^{{\diamond}}}\prod_{i=0}^{r^{{\diamond}}}(-1)^{B_{i}^{{\diamond}}}\big{(}B_{i}^{{\diamond}}!\big{)}^{2}\scalebox{0.7}{$\left(\begin{array}[]{c}N^{{\diamond}}+\sum\limits_{j=1}^{i}A_{j}^{{\diamond}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\diamond}}\\[12.0pt] B_{i}^{{\diamond}}\end{array}\right)$}\scalebox{0.7}{$\left(\begin{array}[]{c}L-K^{{\diamond}}-N^{{\diamond}}-2i-\sum\limits_{j=1}^{i}A_{j}^{{\diamond}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\diamond}}\\[12.0pt] B_{i}^{{\diamond}}\end{array}\right)$}

equals

1(K+N)(LN)n=0UM(K+n)n=0UM(Ln)\displaystyle\frac{1}{(K^{\diamond}+N^{\diamond})(L-N^{\diamond})}\prod_{n=0}^{U-M^{\ast}}(K^{\diamond}+n)\prod_{n=0}^{U-M^{\ast}}(L-n)
×i=1r1K+N+j=1i(Aj+1)i=1r1LNj=1i(Aj+1).\displaystyle\times\prod_{i=1}^{r^{\diamond}}\scalebox{0.75}{$\dfrac{1}{K^{\diamond}+N^{\diamond}+\sum\limits_{j=1}^{i}(A_{j}^{\diamond}+1)}$}\prod_{i=1}^{r^{\diamond}}\scalebox{0.75}{$\dfrac{1}{L-N^{\diamond}-\sum\limits_{j=1}^{i}(A_{j}^{\diamond}+1)}$}.

Therefore, DU,V,L,K,K(ρNuρNv)D_{U,V,L,K^{\ast},K^{\diamond}}(\rho^{N^{\ast}}u\otimes\rho^{N^{\diamond}}v) further equals

𝐀𝐀𝐀𝐀,𝐀,𝐀(u,v)\displaystyle\sum_{\mathbf{A}^{\prime}}\sum_{\mathbf{A}^{{\ast}}}\sum_{\mathbf{A}^{{\diamond}}}\mathcal{M}_{\mathbf{A}^{\prime},\mathbf{A}^{{\ast}},\mathbf{A}^{{\diamond}}}(u,v)
×(1)N+N2N+NL(K+N)(LN)n=0U(K+n)n=0V1(L+n)\displaystyle\times(-1)^{N^{{\ast}}+N^{{\diamond}}}2^{N^{{\ast}}+N^{{\diamond}}}\frac{L}{(K^{\diamond}+N^{\diamond})(L-N^{\diamond})}\prod_{n=0}^{U}(K^{\diamond}+n)\prod_{n=0}^{V-1}(L+n)
×i=1r1(Ai!)2i=1r1(Ai!)2i=1r1(Ai!)2\displaystyle\times\prod_{i=1}^{r^{{\ast}}}\frac{1}{(A_{i}^{{\ast}}!)^{2}}\prod_{i=1}^{r^{{\diamond}}}\frac{1}{(A_{i}^{{\diamond}}!)^{2}}\prod_{i=1}^{r^{\prime}}\frac{1}{(A^{\prime}_{i}!)^{2}}
×i=1r1j=1i(Ar+1j+1)i=1r1L+Vj=1i(Ar+1j+1)\displaystyle\times\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{L+V-\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}
×i=1r1K+N+j=1i(Aj+1)i=1r1LNj=1i(Aj+1)\displaystyle\times\prod_{i=1}^{r^{\diamond}}\scalebox{0.75}{$\dfrac{1}{K^{\diamond}+N^{\diamond}+\sum\limits_{j=1}^{i}(A_{j}^{\diamond}+1)}$}\prod_{i=1}^{r^{\diamond}}\scalebox{0.75}{$\dfrac{1}{L-N^{\diamond}-\sum\limits_{j=1}^{i}(A_{j}^{\diamond}+1)}$}
×M=0U((UM)!)2(LM1UM)(U+KUM)\displaystyle\times\sum_{M^{{\ast}}=0}^{U}\big{(}(U-M^{\ast})!\big{)}^{2}\binom{L-M^{\ast}-1}{U-M^{\ast}}\binom{U+K^{\ast}}{U-M^{\ast}}
×𝐁i=0r(1)Bi(Bi!)2

(-+N=j1iAj=j0-i1BjBi)

(-LKN2i=j1iAj=j0-i1BjBi)

.
\displaystyle\times\sum_{\mathbf{B}^{{\ast}}}\prod_{i=0}^{r^{{\ast}}}(-1)^{B_{i}^{{\ast}}}\big{(}B_{i}^{{\ast}}!\big{)}^{2}\scalebox{0.7}{$\left(\begin{array}[]{c}N^{{\ast}}+\sum\limits_{j=1}^{i}A_{j}^{{\ast}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\ast}}\\[12.0pt] B_{i}^{{\ast}}\end{array}\right)$}\scalebox{0.7}{$\left(\begin{array}[]{c}L-K^{{\ast}}-N^{{\ast}}-2i-\sum\limits_{j=1}^{i}A_{j}^{{\ast}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\ast}}\\[12.0pt] B_{i}^{{\ast}}\end{array}\right)$}.

This time we extend the sequence 𝐁\mathbf{B}^{\ast} to the following sequence of length r+2r^{{\ast}}+2:

𝐁^=(B^0,B^1,,B^r,B^r+1)(B0,B1,,Br,UM).\displaystyle\widehat{\mathbf{B}}^{{\ast}}=(\widehat{B}_{0}^{{\ast}},\widehat{B}_{1}^{{\ast}},\ldots,\widehat{B}_{r^{\ast}}^{{\ast}},\widehat{B}_{r^{\ast}+1}^{{\ast}})\mapsto(B_{0}^{{\ast}},B_{1}^{{\ast}},\ldots,B_{r^{\ast}}^{{\ast}},U-M^{\ast}).

Then by (5.3),

j=0r+1B^j\displaystyle\sum_{j=0}^{r^{\ast}+1}\widehat{B}_{j}^{{\ast}} =j=0rBj+(UM)=M+(UM)r\displaystyle=\sum_{j=0}^{r^{\ast}}B_{j}^{{\ast}}+(U-M^{\ast})=M^{\ast}+(U-M^{\ast})-r^{\ast}
=(U+1)(r+1).\displaystyle=(U+1)-(r^{\ast}+1).

Let us replace 𝐂\mathbf{C} with 𝐁^\widehat{\mathbf{B}}^{{\ast}} in (A.8) and make the following substitutions:

𝐀\displaystyle\mathbf{A} (N,A1,,Ar),\displaystyle\mapsto(N^{\ast},A_{1}^{\ast},\ldots,A_{r^{\ast}}^{\ast}),
r\displaystyle r r+1,\displaystyle\mapsto r^{\ast}+1,
M\displaystyle M U+1,\displaystyle\mapsto U+1,
X\displaystyle X LU,\displaystyle\mapsto L-U,
Y\displaystyle Y K+1.\displaystyle\mapsto-K^{\ast}+1.

Thus,

M=0U((UM)!)2(LM1UM)(U+KUM)\displaystyle\sum_{M^{{\ast}}=0}^{U}\big{(}(U-M^{\ast})!\big{)}^{2}\binom{L-M^{\ast}-1}{U-M^{\ast}}\binom{U+K^{\ast}}{U-M^{\ast}}
×𝐁i=0r(1)Bi(Bi!)2

(-+N=j1iAj=j0-i1BjBi)

(-LKN2i=j1iAj=j0-i1BjBi)

\displaystyle\times\sum_{\mathbf{B}^{{\ast}}}\prod_{i=0}^{r^{{\ast}}}(-1)^{B_{i}^{{\ast}}}\big{(}B_{i}^{{\ast}}!\big{)}^{2}\scalebox{0.7}{$\left(\begin{array}[]{c}N^{{\ast}}+\sum\limits_{j=1}^{i}A_{j}^{{\ast}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\ast}}\\[12.0pt] B_{i}^{{\ast}}\end{array}\right)$}\scalebox{0.7}{$\left(\begin{array}[]{c}L-K^{{\ast}}-N^{{\ast}}-2i-\sum\limits_{j=1}^{i}A_{j}^{{\ast}}-\sum\limits_{j=0}^{i-1}B_{j}^{{\ast}}\\[12.0pt] B_{i}^{{\ast}}\end{array}\right)$}

equals

1(K+N)(LN)n=0U(K+n)n=0U(Ln)\displaystyle\frac{1}{(K^{\ast}+N^{\ast})(L-N^{\ast})}\prod_{n=0}^{U}(K^{\ast}+n)\prod_{n=0}^{U}(L-n)
×i=1r1K+N+j=1i(Aj+1)i=1r1LNj=1i(Aj+1).\displaystyle\times\prod_{i=1}^{r^{\ast}}\scalebox{0.75}{$\dfrac{1}{K^{\ast}+N^{\ast}+\sum\limits_{j=1}^{i}(A_{j}^{\ast}+1)}$}\prod_{i=1}^{r^{\ast}}\scalebox{0.75}{$\dfrac{1}{L-N^{\ast}-\sum\limits_{j=1}^{i}(A_{j}^{\ast}+1)}$}.

Substituting this relation into the expression of DU,V,L,K,K(ρNuρNv)D_{U,V,L,K^{\ast},K^{\diamond}}(\rho^{N^{\ast}}u\otimes\rho^{N^{\diamond}}v) derived earlier yields the desired result. ∎

We are interested in for which choice of parameters the operator

DU,V,L,K,K(ρNuρNv)\displaystyle D_{U,V,L,K^{\ast},K^{\diamond}}(\rho^{N^{\ast}}u\otimes\rho^{N^{\diamond}}v)

is formally self-adjoint. Let 𝒞(𝐀,𝐀,𝐀)\mathcal{C}_{(\mathbf{A}^{\prime},\mathbf{A}^{\ast},\mathbf{A}^{\diamond})} be the coefficient of the monomial

2(Ar+1)2(A1+1)\displaystyle\mathcal{M}_{2(A^{\prime}_{r^{\prime}}+1)}\cdots\mathcal{M}_{2(A^{\prime}_{1}+1)}
(2(Ar+1)2(A1+1)(u)2(Ar+1)2(A1+1)(v)).\displaystyle\qquad\big{(}\mathcal{M}_{2(A_{r^{{\ast}}}^{{\ast}}+1)}\cdots\mathcal{M}_{2(A_{1}^{{\ast}}+1)}(u)\mathcal{M}_{2(A_{r^{{\diamond}}}^{{\diamond}}+1)}\cdots\mathcal{M}_{2(A_{1}^{{\diamond}}+1)}(v)\big{)}.

Then these coefficients should satisfy

𝒞(𝐀,𝐀,𝐀)=𝒞(𝐀,𝐀,𝐀)\displaystyle\mathcal{C}_{(\mathbf{A}^{\prime},\mathbf{A}^{\ast},\mathbf{A}^{\diamond})}=\mathcal{C}_{(\mathbf{A}^{\prime},\mathbf{A}^{\diamond},\mathbf{A}^{\ast})} =𝒞((𝐀)1,(𝐀)1,𝐀)=𝒞((𝐀)1,(𝐀)1,𝐀)\displaystyle=\mathcal{C}_{((\mathbf{A}^{\ast})^{-1},(\mathbf{A}^{\prime})^{-1},\mathbf{A}^{\diamond})}=\mathcal{C}_{((\mathbf{A}^{\diamond})^{-1},(\mathbf{A}^{\prime})^{-1},\mathbf{A}^{\ast})}
=𝒞((𝐀)1,𝐀,(𝐀)1)=𝒞((𝐀)1,𝐀,(𝐀)1).\displaystyle=\mathcal{C}_{((\mathbf{A}^{\ast})^{-1},\mathbf{A}^{\diamond},(\mathbf{A}^{\prime})^{-1})}=\mathcal{C}_{((\mathbf{A}^{\diamond})^{-1},\mathbf{A}^{\ast},(\mathbf{A}^{\prime})^{-1})}.

Recalling also that NN^{\ast}, NN^{\diamond} and VV are nonnegative integers, the above imply that K=K=0K^{\ast}=K^{\diamond}=0, N=N=0N^{\ast}=N^{\diamond}=0 and V=0V=0.

Corollary 5.2.

We have

(5.20) DU,0,L,0,0(uv)\displaystyle D_{U,0,L,0,0}(u\otimes v)
=𝐀𝐀𝐀2(Ar+1)2(A1+1)\displaystyle\quad=\sum_{\mathbf{A}^{\prime}}\sum_{\mathbf{A}^{{\ast}}}\sum_{\mathbf{A}^{{\diamond}}}\mathcal{M}_{2(A^{\prime}_{r^{\prime}}+1)}\cdots\mathcal{M}_{2(A^{\prime}_{1}+1)}
(2(Ar+1)2(A1+1)(u)2(Ar+1)2(A1+1)(v))\displaystyle\ \quad\quad\big{(}\mathcal{M}_{2(A_{r^{{\ast}}}^{{\ast}}+1)}\cdots\mathcal{M}_{2(A_{1}^{{\ast}}+1)}(u)\mathcal{M}_{2(A_{r^{{\diamond}}}^{{\diamond}}+1)}\cdots\mathcal{M}_{2(A_{1}^{{\diamond}}+1)}(v)\big{)}
×(U!)2L2n=1U(Ln)i=1r1(Ai!)2i=1r1(Ai!)2i=1r1(Ai!)2\displaystyle\quad\quad\times\frac{(U!)^{2}}{L^{2}}\prod_{n=1}^{U}(L-n)\prod_{i=1}^{r^{{\ast}}}\frac{1}{(A_{i}^{{\ast}}!)^{2}}\prod_{i=1}^{r^{{\diamond}}}\frac{1}{(A_{i}^{{\diamond}}!)^{2}}\prod_{i=1}^{r^{\prime}}\frac{1}{(A^{\prime}_{i}!)^{2}}
×i=1r1j=1i(Aj+1)i=1r1Lj=1i(Aj+1)i=1r1j=1i(Aj+1)i=1r1Lj=1i(Aj+1)\displaystyle\quad\quad\times\prod_{i=1}^{r^{\ast}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A_{j}^{\ast}+1)}$}\prod_{i=1}^{r^{\ast}}\scalebox{0.75}{$\dfrac{1}{L-\sum\limits_{j=1}^{i}(A_{j}^{\ast}+1)}$}\prod_{i=1}^{r^{\diamond}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A_{j}^{\diamond}+1)}$}\prod_{i=1}^{r^{\diamond}}\scalebox{0.75}{$\dfrac{1}{L-\sum\limits_{j=1}^{i}(A_{j}^{\diamond}+1)}$}
×i=1r1j=1i(Ar+1j+1)i=1r1Lj=1i(Ar+1j+1),\displaystyle\quad\quad\times\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{L-\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$},

where the summation runs over all nonnegative sequences 𝐀=(A1,,Ar)\mathbf{A}^{{\ast}}=(A_{1}^{{\ast}},\ldots,A_{r^{{\ast}}}^{{\ast}}), 𝐀=(A1,,Ar)\mathbf{A}^{{\diamond}}=(A_{1}^{{\diamond}},\ldots,A_{r^{{\diamond}}}^{{\diamond}}) and 𝐀=(A1,,Ar)\mathbf{A}^{\prime}=(A^{\prime}_{1},\ldots,A^{\prime}_{r^{\prime}}) such that

r+j=1rAj+r+j=1rAj+r+j=1rAj=U.\displaystyle r^{{\ast}}+\sum\limits_{j=1}^{r^{{\ast}}}A_{j}^{{\ast}}+r^{{\diamond}}+\sum\limits_{j=1}^{r^{{\diamond}}}A_{j}^{{\diamond}}+r^{\prime}+\sum_{j=1}^{r^{\prime}}A^{\prime}_{j}=U.

In particular, DU,0,L,0,0D_{U,0,L,0,0} is formally self-adjoint.

Finally, we recall that

D2k(uv)=1k!Dk,0,Lk,0,0(uv),\displaystyle D_{2k}(u\otimes v)=\frac{1}{k!}D_{k,0,L_{k},0,0}(u\otimes v),

and hence complete the proof of Theorem 1.1.

6. Formal self-adjointness of D2k;D_{2k;\mathcal{I}}

According to (1.7), the operator D2k;D_{2k;\mathcal{I}} is a specialization of

DU,V,L,K;f(u)\displaystyle D_{U,V,L,K;f}(u) :=M,M0M+M=U(U+KM)Γ(L+M)Γ(L+VM)Γ(L)2\displaystyle:=\sum_{\begin{subarray}{c}M,M^{\prime}\geq 0\\ M+M^{\prime}=U\end{subarray}}\binom{U+K}{M^{\prime}}\frac{\Gamma(L+M^{\prime})\Gamma(L+V-M^{\prime})}{\Gamma(L)^{2}}
×D[M,LV+2M],[M,LK+U];f(u)\displaystyle\ \quad\times D_{[M^{\prime},-L-V+2M^{\prime}],[M,L-K+U];f}(u)

by taking U=V=kU=V=k, L=L=\ell, K=0K=0 and replacing ff with I~\widetilde{I}.

In view of this, the main objective of this section is to derive an explicit expansion of the operator DU,V,L,K;fD_{U,V,L,K;f}. To achieve this goal, we first need to look into the operators

D[M,L],[M,L];f(u):=D~M,L(fD~M,L(u))|ρ=0.\displaystyle D_{[M^{\prime},L^{\prime}],[M,L];f}(u):=\widetilde{D}_{M^{\prime},L^{\prime}}\big{(}f\,\widetilde{D}_{M,L}(u)\big{)}\Big{|}_{\rho=0}.

Recall that uu is a smooth function independent of ρ\rho and that NN is a nonnegative integer.

For the inner layer, we may use (1.13) and (3.2) to get

L+12ML3L1(ρNu)\displaystyle\mathcal{R}_{L+1-2M}\cdots\mathcal{R}_{L-3}\mathcal{R}_{L-1}(\rho^{N}u)
=𝐀2(Ar+1)2(A1+1)(u)(1)j=1rAj2j=1rAj+j=0rBji=1r1(Ai!)2\displaystyle\quad=\sum_{\mathbf{A}}\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}(u)\cdot(-1)^{\sum\limits_{j=1}^{r}A_{j}}2^{-\sum\limits_{j=1}^{r}A_{j}+\sum\limits_{j=0}^{r}B_{j}}\prod_{i=1}^{r}\frac{1}{(A_{i}!)^{2}}
×𝐁i=0r(Bi!)2

(-+N=j1iAj=j0-i1BjBi)

(-LN2i=j1iAj=j0-i1BjBi)

\displaystyle\quad\quad\times\sum_{\mathbf{B}}\prod_{i=0}^{r}\big{(}B_{i}!\big{)}^{2}\scalebox{0.8}{$\left(\begin{array}[]{c}N+\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}L-N-2i-\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}
×ρN+j=1rAjj=0rBj.\displaystyle\quad\quad\times\rho^{N+\sum\limits_{j=1}^{r}A_{j}-\sum\limits_{j=0}^{r}B_{j}}.

Here the nonnegative sequence 𝐁=(B0,B1,,Br)\mathbf{B}=(B_{0},B_{1},\ldots,B_{r}) is such that

(6.1) r+j=0rBj=M,\displaystyle r+\sum_{j=0}^{r}B_{j}=M,

which comes from (1.12).

For the outer layer, we are essentially looking at

L+12ML3L1(ρN+j=1rAjj=0rBjf)|ρ=0\displaystyle\mathcal{R}_{L^{\prime}+1-2M^{\prime}}\cdots\mathcal{R}_{L^{\prime}-3}\mathcal{R}_{L^{\prime}-1}\left(\rho^{N+\sum\limits_{j=1}^{r}A_{j}-\sum\limits_{j=0}^{r}B_{j}}f\right)\Bigg{|}_{\rho=0}
=R𝐀2(Ar+1)2(A1+1)(f(R))\displaystyle\quad=\sum_{R}\sum_{\mathbf{A}^{\prime}}\mathcal{M}_{2(A^{\prime}_{r^{\prime}}+1)}\cdots\mathcal{M}_{2(A^{\prime}_{1}+1)}(f^{(R)})
×(1)MNj=1rAj+j=0rBjRr 2N+j=1rAjj=0rBj+R1R!i=1r1(Ai!)2\displaystyle\quad\quad\times(-1)^{M^{\prime}-N-\sum\limits_{j=1}^{r}A_{j}+\sum\limits_{j=0}^{r}B_{j}-R-r^{\prime}}\,2^{N+\sum\limits_{j=1}^{r}A_{j}-\sum\limits_{j=0}^{r}B_{j}+R}\frac{1}{R!}\prod_{i=1}^{r^{\prime}}\frac{1}{(A^{\prime}_{i}!)^{2}}
×(M!)n=0M1(LMn)i=1r1j=1i(Ar+1j+1)i=1r1L2M+j=1i(Ar+1j+1),\displaystyle\quad\quad\times\big{(}M^{\prime}!\big{)}\prod_{n=0}^{M^{\prime}-1}(L^{\prime}-M^{\prime}-n)\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{L^{\prime}-2M^{\prime}+\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$},

in view of (3.20). Here the nonnegative integer RR and nonnegative sequences 𝐀=(A1,,Ar)\mathbf{A}=(A_{1},\ldots,A_{r}) and 𝐀=(A1,,Ar)\mathbf{A}^{\prime}=(A^{\prime}_{1},\ldots,A^{\prime}_{r^{\prime}}) are such that

R+r+j=1rAj=MNj=1rAj+j=0rBj,\displaystyle R+r^{\prime}+\sum_{j=1}^{r^{\prime}}A^{\prime}_{j}=M^{\prime}-N-\sum\limits_{j=1}^{r}A_{j}+\sum\limits_{j=0}^{r}B_{j},

according to (3.21). This is, in light of (6.1), further equivalent to

(6.2) R+r+j=1rAj+r+j=1rAj=M+MN.\displaystyle R+r+\sum\limits_{j=1}^{r}A_{j}+r^{\prime}+\sum_{j=1}^{r^{\prime}}A^{\prime}_{j}=M+M^{\prime}-N.

It follows from the above discussion that

(6.3) D[M,L],[M,L];f𝒫N(u)\displaystyle D_{[M^{\prime},L^{\prime}],[M,L];f}\circ\mathcal{P}_{N}(u)
=R𝐀𝐀2(Ar+1)2(A1+1)(f(R)2(Ar+1)2(A1+1)(u))\displaystyle=\sum_{R}\sum_{\mathbf{A}^{\prime}}\sum_{\mathbf{A}}\mathcal{M}_{2(A^{\prime}_{r^{\prime}}+1)}\cdots\mathcal{M}_{2(A^{\prime}_{1}+1)}\big{(}f^{(R)}\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}(u)\big{)}
×(1)N+R 2N+R1R!i=1r1(Ai!)2i=1r1(Ai!)2i=1r1j=1i(Ar+1j+1)\displaystyle\quad\times(-1)^{N+R}\,2^{N+R}\frac{1}{R!}\prod_{i=1}^{r}\frac{1}{(A_{i}!)^{2}}\prod_{i=1}^{r^{\prime}}\frac{1}{(A^{\prime}_{i}!)^{2}}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}
×(1)Mr(M!)n=0M1(LMn)i=1r1L2M+j=1i(Ar+1j+1)\displaystyle\quad\times(-1)^{M^{\prime}-r^{\prime}}\big{(}M^{\prime}!\big{)}\prod_{n=0}^{M^{\prime}-1}(L^{\prime}-M^{\prime}-n)\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{L^{\prime}-2M^{\prime}+\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}
(6.8) ×𝐁i=0r(1)Bi(Bi!)2

(-+N=j1iAj=j0-i1BjBi)

(-LN2i=j1iAj=j0-i1BjBi)

,
\displaystyle\quad\times\sum_{\mathbf{B}}\prod_{i=0}^{r}(-1)^{B_{i}}\big{(}B_{i}!\big{)}^{2}\scalebox{0.8}{$\left(\begin{array}[]{c}N+\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}L-N-2i-\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$},

where RR, 𝐀\mathbf{A}^{\prime}, 𝐀\mathbf{A} and 𝐁\mathbf{B} are controlled by (6.1) and (6.2).

Now we are ready to produce an explicit expression of DU,V,L,K;f(ρNu)D_{U,V,L,K;f}(\rho^{N}u).

Theorem 6.1.

Let NN be a nonnegative integer. Then

(6.9) DU,V,L,K;f𝒫N(u)\displaystyle D_{U,V,L,K;f}\circ\mathcal{P}_{N}(u)
=R𝐀𝐀2(Ar+1)2(A1+1)(f(R)2(Ar+1)2(A1+1)(u))\displaystyle\quad=\sum_{R}\sum_{\mathbf{A}^{\prime}}\sum_{\mathbf{A}}\mathcal{M}_{2(A^{\prime}_{r^{\prime}}+1)}\cdots\mathcal{M}_{2(A^{\prime}_{1}+1)}\big{(}f^{(R)}\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}(u)\big{)}
×(1)N+R 2N+R1R!1(K+N)(L+UN)\displaystyle\quad\quad\times(-1)^{N+R}\,2^{N+R}\frac{1}{R!}\frac{1}{(K+N)(L+U-N)}
×n=0U(K+n)n=0U(L+n)n=0V1(L+n)\displaystyle\quad\quad\times\prod_{n=0}^{U}(K+n)\prod_{n=0}^{U}(L+n)\prod_{n=0}^{V-1}(L+n)
×i=1r1(Ai!)2i=1r1K+N+j=1i(Aj+1)i=1r1L+UNj=1i(Aj+1)\displaystyle\quad\quad\times\prod_{i=1}^{r}\frac{1}{(A_{i}!)^{2}}\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{K+N+\sum\limits_{j=1}^{i}(A_{j}+1)}$}\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{L+U-N-\sum\limits_{j=1}^{i}(A_{j}+1)}$}
×i=1r1(Ai!)2i=1r1j=1i(Ar+1j+1)i=1r1L+Vj=1i(Ar+1j+1),\displaystyle\quad\quad\times\prod_{i=1}^{r^{\prime}}\frac{1}{(A^{\prime}_{i}!)^{2}}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{L+V-\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$},

where the summation runs over all nonnegative integers RR and all sequences 𝐀=(A1,,Ar)\mathbf{A}=(A_{1},\ldots,A_{r}) and 𝐀=(A1,,Ar)\mathbf{A}^{\prime}=(A^{\prime}_{1},\ldots,A^{\prime}_{r^{\prime}}) of nonnegative integers such that

(6.10) R+r+j=1rAj+r+j=1rAj=UN.\displaystyle R+r+\sum\limits_{j=1}^{r}A_{j}+r^{\prime}+\sum_{j=1}^{r^{\prime}}A^{\prime}_{j}=U-N.

Here by abuse of notation, we read f(R)f^{(R)} as f(R)|ρ=0f^{(R)}\big{|}_{\rho=0}.

Proof.

We directly use the previous analysis to evaluate each

D[M,LV+2M],[M,LK+U];f(ρNu).\displaystyle D_{[M^{\prime},-L-V+2M^{\prime}],[M,L-K+U];f}(\rho^{N}u).

Firstly, the restriction (6.10) simply comes from (6.2). Meanwhile, by (6.3), we know that

(U+KM)Γ(L+M)Γ(L+VM)Γ(L)2D[M,LV+2M],[M,LK+U];f(ρNu)\displaystyle\binom{U+K}{M^{\prime}}\frac{\Gamma(L+M^{\prime})\Gamma(L+V-M^{\prime})}{\Gamma(L)^{2}}D_{[M^{\prime},-L-V+2M^{\prime}],[M,L-K+U];f}(\rho^{N}u)

equals

R𝐀𝐀2(Ar+1)2(A1+1)(f(R)2(Ar+1)2(A1+1)(u))\displaystyle\sum_{R}\sum_{\mathbf{A}^{\prime}}\sum_{\mathbf{A}}\mathcal{M}_{2(A^{\prime}_{r^{\prime}}+1)}\cdots\mathcal{M}_{2(A^{\prime}_{1}+1)}\big{(}f^{(R)}\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}(u)\big{)}
×(1)N+R 2N+R1R!n=0V1(L+n)i=1r1(Ai!)2i=1r1(Ai!)2\displaystyle\times(-1)^{N+R}\,2^{N+R}\frac{1}{R!}\prod_{n=0}^{V-1}(L+n)\prod_{i=1}^{r}\frac{1}{(A_{i}!)^{2}}\prod_{i=1}^{r^{\prime}}\frac{1}{(A^{\prime}_{i}!)^{2}}
×i=1r1j=1i(Ar+1j+1)i=1r1L+Vj=1i(Ar+1j+1)𝐁ΠM,𝐁,\displaystyle\times\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{L+V-\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}\cdot\sum_{\mathbf{B}}\Pi_{M^{\prime},\mathbf{B}},

where

ΠM,𝐁\displaystyle\Pi_{M^{\prime},\mathbf{B}} :=(M!)2(L+M1M)(U+KM)i=0r(1)Bi(Bi!)2\displaystyle:=\big{(}M^{\prime}!\big{)}^{2}\binom{L+M^{\prime}-1}{M^{\prime}}\binom{U+K}{M^{\prime}}\prod_{i=0}^{r}(-1)^{B_{i}}\big{(}B_{i}!\big{)}^{2}
×

(-+N=j1iAj=j0-i1BjBi)

(-+-LKUN2i=j1iAj=j0-i1BjBi)

.
\displaystyle\ \quad\times\scalebox{0.8}{$\left(\begin{array}[]{c}N+\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}L-K+U-N-2i-\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}.

In view of the outer summation on MM^{\prime}, we are left to analyze

M𝐁ΠM,𝐁.\sum_{M^{\prime}}\sum_{\mathbf{B}}\Pi_{M^{\prime},\mathbf{B}}.

Recall from (6.1) that 𝐁=(B0,B1,,Br)\mathbf{B}=(B_{0},B_{1},\ldots,B_{r}) is such that

r+j=0rBj=M.\displaystyle r+\sum_{j=0}^{r}B_{j}=M.

Hence, we extend 𝐁\mathbf{B} to a new sequence 𝐁^\widehat{\mathbf{B}} of length r+2r+2:

𝐁^=(B^0,B^1,B^r,B^r+1)(B0,B1,,Br,M).\displaystyle\widehat{\mathbf{B}}=(\widehat{B}_{0},\widehat{B}_{1}\ldots,\widehat{B}_{r},\widehat{B}_{r+1})\mapsto(B_{0},B_{1},\ldots,B_{r},M^{\prime}).

In particular,

j=0r+1B^j\displaystyle\sum_{j=0}^{r+1}\widehat{B}_{j} =j=0rBj+M=M+Mr\displaystyle=\sum_{j=0}^{r}B_{j}+M^{\prime}=M+M^{\prime}-r
=(U+1)(r+1).\displaystyle=(U+1)-(r+1).

Writing the summation M𝐁ΠM,𝐁\sum_{M^{\prime}}\sum_{\mathbf{B}}\Pi_{M^{\prime},\mathbf{B}} in terms of 𝐁^\widehat{\mathbf{B}}, we see that

𝐁^(B^r+1!)2(L+B^r+11B^r+1)(U+KB^r+1)i=0r(1)B^i(B^i!)2\displaystyle\sum_{\widehat{\mathbf{B}}}\big{(}\widehat{B}_{r+1}!\big{)}^{2}\binom{L+\widehat{B}_{r+1}-1}{\widehat{B}_{r+1}}\binom{U+K}{\widehat{B}_{r+1}}\prod_{i=0}^{r}(-1)^{\widehat{B}_{i}}\big{(}\widehat{B}_{i}!\big{)}^{2}
×

(-+N=j1iAj=j0-i1^Bj^Bi)

(-+-LKUN2i=j1iAj=j0-i1^Bj^Bi)

\displaystyle\times\scalebox{0.8}{$\left(\begin{array}[]{c}N+\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}\widehat{B}_{j}\\[12.0pt] \widehat{B}_{i}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}L-K+U-N-2i-\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=0}^{i-1}\widehat{B}_{j}\\[12.0pt] \widehat{B}_{i}\end{array}\right)$}

equals

1(K+N)(L+UN)n=0U(K+n)n=0U(L+n)\displaystyle\frac{1}{(K+N)(L+U-N)}\prod_{n=0}^{U}(K+n)\prod_{n=0}^{U}(L+n)
×i=1r1K+N+j=1i(Aj+1)i=1r1L+UNj=1i(Aj+1),\displaystyle\times\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{K+N+\sum\limits_{j=1}^{i}(A_{j}+1)}$}\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{L+U-N-\sum\limits_{j=1}^{i}(A_{j}+1)}$},

where we have applied (A.8) with the substitutions:

𝐀\displaystyle\mathbf{A} (N,A1,,Ar),\displaystyle\mapsto(N,A_{1},\ldots,A_{r}),
r\displaystyle r r+1,\displaystyle\mapsto r+1,
M\displaystyle M U+1,\displaystyle\mapsto U+1,
X\displaystyle X L,\displaystyle\mapsto L,
Y\displaystyle Y K+1.\displaystyle\mapsto-K+1.

Thus, our proof is complete. ∎

Now we consider the case that DU,V,L,K;f𝒫ND_{U,V,L,K;f}\circ\mathcal{P}_{N} is formally self-adjoint. In this circumstance, the coefficient 𝒞(𝐀,𝐀)\mathcal{C}_{(\mathbf{A}^{\prime},\mathbf{A})} of each monomial

2(Ar+1)2(A1+1)(f(R)2(Ar+1)2(A1+1)(u))\mathcal{M}_{2(A^{\prime}_{r^{\prime}}+1)}\cdots\mathcal{M}_{2(A^{\prime}_{1}+1)}\big{(}f^{(R)}\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}(u)\big{)}

should satisfy 𝒞(𝐀,𝐀)=𝒞(𝐀1,(𝐀)1)\mathcal{C}_{(\mathbf{A}^{\prime},\mathbf{A})}=\mathcal{C}_{(\mathbf{A}^{-1},(\mathbf{A}^{\prime})^{-1})}, which implies that K=0K=0, N=0N=0 and V=UV=U.

Corollary 6.2.

We have

(6.11) DU,U,L,0;f(u)\displaystyle D_{U,U,L,0;f}(u)
=R𝐀𝐀2(Ar+1)2(A1+1)(f(R)2(Ar+1)2(A1+1)(u))\displaystyle\quad=\sum_{R}\sum_{\mathbf{A}^{\prime}}\sum_{\mathbf{A}}\mathcal{M}_{2(A^{\prime}_{r^{\prime}}+1)}\cdots\mathcal{M}_{2(A^{\prime}_{1}+1)}\big{(}f^{(R)}\mathcal{M}_{2(A_{r}+1)}\cdots\mathcal{M}_{2(A_{1}+1)}(u)\big{)}
×(1)R 2RU!R!n=0U1(L+n)2i=1r1(Ai!)2i=1r1(Ai!)2\displaystyle\quad\quad\times(-1)^{R}\,2^{R}\,\frac{U!}{R!}\,\prod_{n=0}^{U-1}(L+n)^{2}\prod_{i=1}^{r}\frac{1}{(A_{i}!)^{2}}\prod_{i=1}^{r^{\prime}}\frac{1}{(A^{\prime}_{i}!)^{2}}
×i=1r1j=1i(Aj+1)i=1r1L+Uj=1i(Aj+1)\displaystyle\quad\quad\times\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A_{j}+1)}$}\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{L+U-\sum\limits_{j=1}^{i}(A_{j}+1)}$}
×i=1r1j=1i(Ar+1j+1)i=1r1L+Uj=1i(Ar+1j+1),\displaystyle\quad\quad\times\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$}\prod_{i=1}^{r^{\prime}}\scalebox{0.75}{$\dfrac{1}{L+U-\sum\limits_{j=1}^{i}(A^{\prime}_{r^{\prime}+1-j}+1)}$},

where the summation runs over all nonnegative integers RR and all sequences 𝐀=(A1,,Ar)\mathbf{A}=(A_{1},\ldots,A_{r}) and 𝐀=(A1,,Ar)\mathbf{A}^{\prime}=(A^{\prime}_{1},\ldots,A^{\prime}_{r^{\prime}}) of nonnegative integers such that

R+r+j=1rAj+r+j=1rAj=U.\displaystyle R+r+\sum\limits_{j=1}^{r}A_{j}+r^{\prime}+\sum_{j=1}^{r^{\prime}}A^{\prime}_{j}=U.

In particular, DU,U,L,0;fD_{U,U,L,0;f} is formally self-adjoint.

The above result matches the shape of the operators D2k;D_{2k;\mathcal{I}} according to our earlier discussion:

D2k;(u)=Dk,k,,0;I~(u),\displaystyle D_{2k;\mathcal{I}}(u)=D_{k,k,\ell,0;\widetilde{I}}(u),

thereby closing the proof of Theorem 1.2.

Appendix A Combinatorial identities

In this Appendix, we prove two combinatorial identities required for our arguments in the main context, and these identities are closely related to the evaluation of hypergeometric series. To begin with, we recall that the Pochhammer symbol is defined for n{}n\in\mathbb{N}\cup\{\infty\},

(a)n:=k=0n1(a+k),\displaystyle(a)_{n}:=\prod_{k=0}^{n-1}(a+k),

and that the hypergeometric series is defined by

Fsr(a1,,arb1,,bs;z):=n0(a1)n(ar)n(b1)n(bs)nznn!.\displaystyle{}_{r}F_{s}\left(\begin{matrix}a_{1},\ldots,a_{r}\\ b_{1},\ldots,b_{s}\end{matrix};z\right):=\sum_{n\geq 0}\frac{(a_{1})_{n}\cdots(a_{r})_{n}}{(b_{1})_{n}\cdots(b_{s})_{n}}\frac{z^{n}}{n!}.

We need the Pfaff–Saalschütz summation formula [AndrewsAskeyRoy1999, p. 69, eq. (2.2.8)].

Lemma A.1 (Pfaff–Saalschütz).
(A.1) F23(n,a,bc,1+a+bcn;1)=(ca)n(cb)n(c)n(cab)n.\displaystyle{}_{3}F_{2}\left(\begin{matrix}-n,a,b\\ c,1+a+b-c-n\end{matrix};1\right)=\frac{(c-a)_{n}(c-b)_{n}}{(c)_{n}(c-a-b)_{n}}.

The first combinatorial identity is as follows.

Lemma A.2.

Let 𝐀=(A1,,Ar)\mathbf{A}=(A_{1},\ldots,A_{r}) be a sequence (which may be empty) of nonnegative integers. Write N=i=1r(Ai+1)N=\sum_{i=1}^{r}(A_{i}+1). Then for any indeterminate XX,

(A.6) 𝐁i=1r(Bi!)2

(-=j1iAj=j1-i1BjBi)

(-X2i=j1iAj=j1-i1BjBi)

\displaystyle\sum_{\mathbf{B}}\prod_{i=1}^{r}\big{(}B_{i}!\big{)}^{2}\scalebox{0.8}{$\left(\begin{array}[]{c}\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=1}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}X-2i-\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=1}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}
=(N!)i=1r1j=1i(Ar+1j+1)n=0N1(XNn)i=1r1X2N+j=1i(Ar+1j+1),\displaystyle\qquad=\big{(}N!\big{)}\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A_{r+1-j}+1)}$}\prod_{n=0}^{N-1}(X-N-n)\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{X-2N+\sum\limits_{j=1}^{i}(A_{r+1-j}+1)}$},

where the summation runs over sequences 𝐁=(B1,,Br)\mathbf{B}=(B_{1},\ldots,B_{r}) of nonnegative integers such that

i=1Bi=i=1rAi=Nr.\displaystyle\sum_{i=1}^{\ell}B_{i}=\sum_{i=1}^{r}A_{i}=N-r.
Proof.

We prove our result by induction on rr, the length of the sequence 𝐀\mathbf{A}. If r=0r=0, then 𝐀\mathbf{A} is the empty sequence, and therefore the only choice of 𝐁\mathbf{B} is also the empty sequence. It follows that in this case, both sides of (A.6) are identical to one.

Now we assume that the relation is true for all sequences 𝐀\mathbf{A} of length 0,,r10,\ldots,r-1 for a certain r1r\geq 1, and we are going to prove it for an arbitrary sequence 𝐀=(A1,,Ar)\mathbf{A}=(A_{1},\ldots,A_{r}). To do so, we single out the summation on B1B_{1} and get

LHS(A.6)\displaystyle\operatorname{LHS}\eqref{eq:aux-sum-1} =B1(B1!)2(A1B1)(X2A1B1)\displaystyle=\sum_{B_{1}}\big{(}B_{1}!\big{)}^{2}\binom{A_{1}}{B_{1}}\binom{X-2-A_{1}}{B_{1}}
×B2,,Bri=2r(Bi!)2

(-=j1iAj=j1-i1BjBi)

(-X2i=j1iAj=j1-i1BjBi)

.
\displaystyle\quad\times\sum_{B_{2},\ldots,B_{r}}\prod_{i=2}^{r}\big{(}B_{i}!\big{)}^{2}\scalebox{0.8}{$\left(\begin{array}[]{c}\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=1}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}\scalebox{0.8}{$\left(\begin{array}[]{c}X-2i-\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=1}^{i-1}B_{j}\\[12.0pt] B_{i}\end{array}\right)$}.

For the inner summation, we apply the inductive assumption for the following sequence of length r1r-1:

𝐀^=(A1+A2B1,A3,A4,,Ar),\displaystyle\widehat{\mathbf{A}}=(A_{1}+A_{2}-B_{1},A_{3},A_{4},\ldots,A_{r}),

and invoke the following substitutions of variables:

r\displaystyle r r1,\displaystyle\mapsto r-1,
N\displaystyle N NB11,\displaystyle\mapsto N-B_{1}-1,
X\displaystyle X X2B12.\displaystyle\mapsto X-2B_{1}-2.

Thus,

B2,,Br\displaystyle\sum_{B_{2},\ldots,B_{r}} =((NB11)!)n=0NB12(XNB11n)\displaystyle=\big{(}(N-B_{1}-1)!\big{)}\prod_{n=0}^{N-B_{1}-2}(X-N-B_{1}-1-n)
×1B11+j=1r(Ar+1j+1)1X2NB11+j=1r(Ar+1j+1)\displaystyle\quad\times\scalebox{0.8}{$\dfrac{1}{-B_{1}-1+\sum\limits_{j=1}^{r}(A_{r+1-j}+1)}$}\cdot\scalebox{0.8}{$\dfrac{1}{X-2N-B_{1}-1+\sum\limits_{j=1}^{r}(A_{r+1-j}+1)}$}
×i=1r21j=1i(Ar+1j+1)i=1r21X2N+j=1i(Ar+1j+1).\displaystyle\quad\times\prod_{i=1}^{r-2}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A_{r+1-j}+1)}$}\prod_{i=1}^{r-2}\scalebox{0.75}{$\dfrac{1}{X-2N+\sum\limits_{j=1}^{i}(A_{r+1-j}+1)}$}.

Now we have, with N=j=1r(Aj+1)N=\sum_{j=1}^{r}(A_{j}+1) in mind, that

LHS(A.6)\displaystyle\operatorname{LHS}\eqref{eq:aux-sum-1} =i=1r21j=1i(Ar+1j+1)i=1r21X2N+j=1i(Ar+1j+1)\displaystyle=\prod_{i=1}^{r-2}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A_{r+1-j}+1)}$}\prod_{i=1}^{r-2}\scalebox{0.75}{$\dfrac{1}{X-2N+\sum\limits_{j=1}^{i}(A_{r+1-j}+1)}$}
×B10((NB12)!)(B1!)2(A1B1)(X2A1B1)\displaystyle\quad\times\sum_{B_{1}\geq 0}\big{(}(N-B_{1}-2)!\big{)}\big{(}B_{1}!\big{)}^{2}\binom{A_{1}}{B_{1}}\binom{X-2-A_{1}}{B_{1}}
×n=N+B1+22N1(Xn).\displaystyle\quad\times\prod_{n=N+B_{1}+2}^{2N-1}(X-n).

It remains to prove that the above equals

(N!)i=1r1j=1i(Ar+1j+1)n=0N1(XNn)i=1r1X2N+j=1i(Ar+1j+1),\displaystyle\big{(}N!\big{)}\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{\sum\limits_{j=1}^{i}(A_{r+1-j}+1)}$}\prod_{n=0}^{N-1}(X-N-n)\prod_{i=1}^{r}\scalebox{0.75}{$\dfrac{1}{X-2N+\sum\limits_{j=1}^{i}(A_{r+1-j}+1)}$},

or equivalently,

(A.7) (N1)(XN1)(NA11)(XNA11)\displaystyle\frac{(N-1)(X-N-1)}{(N-A_{1}-1)(X-N-A_{1}-1)}
=B10(B1!)2(A1B1)(X2A1B1)n=2B11(Nn)(XNn).\displaystyle\qquad\qquad=\sum_{B_{1}\geq 0}\big{(}B_{1}!\big{)}^{2}\binom{A_{1}}{B_{1}}\binom{X-2-A_{1}}{B_{1}}\prod_{n=2}^{B_{1}}\frac{1}{(N-n)(X-N-n)}.

We reformulate the right-hand side of the above in terms of the hypergeometric series and obtain

RHS(A.7)\displaystyle\operatorname{RHS}\eqref{eq:aux-sum-1-step} =B10(1)B1(A1)B1(1)B1(X+2+A1)A1(1)B1(N+2)B1(1)B1(X+N+2)B1\displaystyle=\sum_{B_{1}\geq 0}\frac{(-1)^{B_{1}}(-A_{1})_{B_{1}}(-1)^{B_{1}}(-X+2+A_{1})_{A_{1}}}{(-1)^{B_{1}}(-N+2)_{B_{1}}(-1)^{B_{1}}(-X+N+2)_{B_{1}}}
=F23(A1,X+2+A1,1X+N+2,N+2;1)\displaystyle={}_{3}F_{2}\left(\begin{matrix}-A_{1},-X+2+A_{1},1\\ -X+N+2,-N+2\end{matrix};1\right)
(by (A.1)) =(NA1)A1(X+N+1)A1(X+N+2)A1(NA11)A1\displaystyle=\frac{(N-A_{1})_{A_{1}}(-X+N+1)_{A_{1}}}{(-X+N+2)_{A_{1}}(N-A_{1}-1)_{A_{1}}}
=(N1)(X+N+1)(X+N+A1+1)(NA11),\displaystyle=\frac{(N-1)(-X+N+1)}{(-X+N+A_{1}+1)(N-A_{1}-1)},

thereby arriving at the left-hand side of (A.7). This closes the required inductive argument. ∎

The next identity is of the same flavor but bears a more complicated sum side.

Lemma A.3.

Let 𝐀=(A1,,Ar)\mathbf{A}=(A_{1},\ldots,A_{r}) be a sequence (which may be empty) of nonnegative integers and let MrM\geq r be an integer. Then for any indeterminates XX and YY,

(A.8) 𝐂(Cr+1!)2(X+Cr+11Cr+1)(Y+MCr+1)i=1r(1)Ci(Ci!)2\displaystyle\sum_{\mathbf{C}}\big{(}C_{r+1}!\big{)}^{2}\binom{X+C_{r+1}-1}{C_{r+1}}\binom{-Y+M}{C_{r+1}}\prod_{i=1}^{r}(-1)^{C_{i}}\big{(}C_{i}!\big{)}^{2}
(A.13) ×(j=1iAjj=1i1CjCi)(X+Y+M2ij=1iAjj=1i1CjCi)\displaystyle\times\scalebox{0.8}{$\left(\begin{array}[]{c}\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=1}^{i-1}C_{j}\\[12.0pt] C_{i}\end{array}\right)\left(\begin{array}[]{c}X+Y+M-2i-\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=1}^{i-1}C_{j}\\[12.0pt] C_{i}\end{array}\right)$ }
=(1)Mrn=0M1(X+n)i=1r1X+Mj=1i(Aj+1)\displaystyle\qquad\qquad\qquad\qquad\qquad\qquad=(-1)^{M-r}\prod_{n=0}^{M-1}(X+n)\prod_{i=1}^{r}\scalebox{0.65}{$\dfrac{1}{X+M-\sum\limits_{j=1}^{i}(A_{j}+1)}$}
×n=0M1(Y1n)i=1r1Yj=1i(Aj+1),\displaystyle\qquad\qquad\qquad\qquad\qquad\qquad\quad\times\prod_{n=0}^{M-1}(Y-1-n)\prod_{i=1}^{r}\scalebox{0.65}{$\dfrac{1}{Y-\sum\limits_{j=1}^{i}(A_{j}+1)}$},

where the summation runs over sequences 𝐂=(C1,,Cr+1)\mathbf{C}=(C_{1},\ldots,C_{r+1}) of nonnegative integers such that

i=1r+1Ci=Mr.\displaystyle\sum_{i=1}^{r+1}C_{i}=M-r.
Proof.

We prove this identity by induction on the length rr of the sequence 𝐀\mathbf{A}. First, if r=0r=0 so that 𝐀\mathbf{A} is the empty sequence, then the only choice of 𝐂\mathbf{C} is 𝐂=(M)\mathbf{C}=(M). Thus

LHS(A.8)\displaystyle\operatorname{LHS}\eqref{eq:aux-sum-2} =(M!)2(X+M1M)(Y+MM)\displaystyle=\big{(}M!\big{)}^{2}\binom{X+M-1}{M}\binom{-Y+M}{M}
=n=0M1(X+M1n)n=0M1(Y+Mn),\displaystyle=\prod_{n=0}^{M-1}(X+M-1-n)\prod_{n=0}^{M-1}(-Y+M-n),

which is exactly the right-hand side of (A.8).

Now let us assume that the identity is true for all sequences 𝐀\mathbf{A} of length 0,,r10,\ldots,r-1 for a certain r1r\geq 1, and we want to prove the relation for an arbitrary sequence 𝐀=(A1,,Ar)\mathbf{A}=(A_{1},\ldots,A_{r}). Our starting point is to single out the summation on C1C_{1}, so as to get

LHS(A.8)\displaystyle\operatorname{LHS}\eqref{eq:aux-sum-2}
=C1(1)C1(C1!)2(A1C1)(X+Y+M2A1C1)\displaystyle\quad=\sum_{C_{1}}(-1)^{C_{1}}\big{(}C_{1}!\big{)}^{2}\binom{A_{1}}{C_{1}}\binom{X+Y+M-2-A_{1}}{C_{1}}
×C2,,Cr+1(Cr+1!)2(X+Cr+11Cr+1)(Y+MCr+1)\displaystyle\quad\quad\times\sum_{C_{2},\ldots,C_{r+1}}\big{(}C_{r+1}!\big{)}^{2}\binom{X+C_{r+1}-1}{C_{r+1}}\binom{-Y+M}{C_{r+1}}
×i=2r(1)Ci(Ci!)2(j=1iAjj=1i1CjCi)(X+Y+M2ij=1iAjj=1i1CjCi).\displaystyle\quad\quad\times\prod_{i=2}^{r}(-1)^{C_{i}}\big{(}C_{i}!\big{)}^{2}\scalebox{0.8}{$\left(\begin{array}[]{c}\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=1}^{i-1}C_{j}\\[12.0pt] C_{i}\end{array}\right)\left(\begin{array}[]{c}X+Y+M-2i-\sum\limits_{j=1}^{i}A_{j}-\sum\limits_{j=1}^{i-1}C_{j}\\[12.0pt] C_{i}\end{array}\right)$ }.

For the inner summation, we may apply the inductive assumption for the sequence of length r1r-1:

𝐀^=(A1+A2C1,A3,A4,,Ar).\displaystyle\widehat{\mathbf{A}}=(A_{1}+A_{2}-C_{1},A_{3},A_{4},\ldots,A_{r}).

Furthermore, we make the following change of variables:

r\displaystyle r r1,\displaystyle\mapsto r-1,
M\displaystyle M MC11,\displaystyle\mapsto M-C_{1}-1,
Y\displaystyle Y YC11.\displaystyle\mapsto Y-C_{1}-1.

Therefore,

C2,,Cr+1\displaystyle\sum_{C_{2},\ldots,C_{r+1}} =(1)MrC1n=0MC12(X+n)i=2r1X+Mj=1i(Aj+1)\displaystyle=(-1)^{M-r-C_{1}}\prod_{n=0}^{M-C_{1}-2}(X+n)\prod_{i=2}^{r}\scalebox{0.65}{$\dfrac{1}{X+M-\sum\limits_{j=1}^{i}(A_{j}+1)}$}
×n=0MC12(YC12n)i=2r1Yj=1i(Aj+1),\displaystyle\quad\times\prod_{n=0}^{M-C_{1}-2}(Y-C_{1}-2-n)\prod_{i=2}^{r}\scalebox{0.65}{$\dfrac{1}{Y-\sum\limits_{j=1}^{i}(A_{j}+1)}$},

which further gives us

LHS(A.8)\displaystyle\operatorname{LHS}\eqref{eq:aux-sum-2} =(1)Mri=2r1X+Mj=1i(Aj+1)i=2r1Yj=1i(Aj+1)\displaystyle=(-1)^{M-r}\prod_{i=2}^{r}\scalebox{0.65}{$\dfrac{1}{X+M-\sum\limits_{j=1}^{i}(A_{j}+1)}$}\prod_{i=2}^{r}\scalebox{0.65}{$\dfrac{1}{Y-\sum\limits_{j=1}^{i}(A_{j}+1)}$}
×C1(C1!)2(A1C1)(X+Y+M2A1C1)\displaystyle\quad\times\sum_{C_{1}}\big{(}C_{1}!\big{)}^{2}\binom{A_{1}}{C_{1}}\binom{X+Y+M-2-A_{1}}{C_{1}}
×n=0MC12(X+n)n=0MC12(YC12n).\displaystyle\quad\times\prod_{n=0}^{M-C_{1}-2}(X+n)\prod_{n=0}^{M-C_{1}-2}(Y-C_{1}-2-n).

Now we are left to show that the above equals

(1)Mrn=0M1(X+n)i=1r1X+Mj=1i(Aj+1)n=0M1(Y1n)i=1r1Yj=1i(Aj+1),\displaystyle(-1)^{M-r}\prod_{n=0}^{M-1}(X+n)\prod_{i=1}^{r}\scalebox{0.65}{$\dfrac{1}{X+M-\sum\limits_{j=1}^{i}(A_{j}+1)}$}\prod_{n=0}^{M-1}(Y-1-n)\prod_{i=1}^{r}\scalebox{0.65}{$\dfrac{1}{Y-\sum\limits_{j=1}^{i}(A_{j}+1)}$},

or equivalently,

(A.14) (X+M1)(Y1)(X+MA11)(YA11)\displaystyle\frac{(X+M-1)(Y-1)}{(X+M-A_{1}-1)(Y-A_{1}-1)}
=C10(C1!)2(A1C1)(X+Y+M2A1C1)\displaystyle\qquad\qquad=\sum_{C_{1}\geq 0}\big{(}C_{1}!\big{)}^{2}\binom{A_{1}}{C_{1}}\binom{X+Y+M-2-A_{1}}{C_{1}}
×n=MC11M2(X+n)n=2B1+1(Yn).\displaystyle\qquad\qquad\quad\times\prod_{n=M-C_{1}-1}^{M-2}(X+n)\prod_{n=2}^{B_{1}+1}(Y-n).

Note that

RHS(A.14)\displaystyle\operatorname{RHS}\eqref{eq:aux-sum-2-step} =C10(1)C1(A1)C1(1)C1(XYM+2+A1)C1(1)C1(XM+2)C1(1)C1(Y+2)C1\displaystyle=\sum_{C_{1}\geq 0}\frac{(-1)^{C_{1}}(-A_{1})_{C_{1}}(-1)^{C_{1}}(-X-Y-M+2+A_{1})_{C_{1}}}{(-1)^{C_{1}}(-X-M+2)_{C_{1}}(-1)^{C_{1}}(-Y+2)_{C_{1}}}
=F23(A1,XYM+2+A1,1Y+2,XM+2;1)\displaystyle={}_{3}F_{2}\left(\begin{matrix}-A_{1},-X-Y-M+2+A_{1},1\\ -Y+2,-X-M+2\end{matrix};1\right)
(by (A.1)) =(X+MA1)A1(Y+1)A1(Y+2)A1(X+MA11)A1\displaystyle=\frac{(X+M-A_{1})_{A_{1}}(-Y+1)_{A_{1}}}{(-Y+2)_{A_{1}}(X+M-A_{1}-1)_{A_{1}}}
=(X+M1)(Y+1)(X+MA11)(Y+A1+1).\displaystyle=\frac{(X+M-1)(-Y+1)}{(X+M-A_{1}-1)(-Y+A_{1}+1)}.

The above is the same as the left-hand side of (A.14), thereby completing the proof. ∎

Acknowledgements

The authors would like to thank Jeffrey Case for useful discussions. ZY is supported by a Simons Travel Grant.

References