Triple Product

by math_explorer, Jan 8, 2015, 2:04 PM

I don't know why everybody dresses this up with weird constant factors and $e$-power substitutions. Math is no fun that way.

Anyway, here are the unbaked versions we want to prove equal.

\[ \bar\Theta(\eta|q) = \sum_{n=-\infty}^\infty q^{n^2}\eta^n \]

\[ \bar\Pi(\eta|q) = \prod_{n=1}^\infty (1-q^{2n})(1+q^{2n-1}\eta)(1+q^{2n-1}\eta^{-1}) \]

Our goal is to prove them equal for any $q, \eta \in \mathbb{C}, |q| < 1, \eta \neq 0$. (The zeroth step is to see that they're well-defined for such values, which is not hard because $|q| < 1$ and the exponent of $q$ grows quickly enough to overwhelm any $\eta$ terms. By the way, convince yourself that when $q = 0$, it makes sense to let $0^0 = 1$ here.) First, we make some observations:

\[ \bar\Theta(\eta q^2|q) = \bar\Theta(\eta|q)\eta^{-1}q^{-1} \]

This is true by completing the square:
\begin{align*}\bar\Theta(\eta q^2|q) &= \sum_{n=-\infty}^\infty q^{n^2}(\eta q^2)^n \\
&= \sum_{n=-\infty}^\infty q^{n^2+2n}\eta^n \\
&= q^{-1}\sum_{n=-\infty}^\infty q^{(n+1)^2}\eta^n \\
&= q^{-1}\eta^{-1}\sum_{n+1=-\infty}^\infty q^{(n+1)^2}\eta^{n+1} \\
&= \bar\Theta(\eta|q)q^{-1}\eta^{-1}\end{align*}

Not the most rigorous of ways to write a sum, that penultimate line, but you get the point.

Next:

\[ \bar\Theta(-q|q) = 0 \]

Because
\[ \bar\Theta(-q|q) = \sum_{n=-\infty}^\infty (-1)^nq^{n^2+n} \]
and every $n$ cancels with the term $1 - n$, as $n^2 + n = (1-n)^2 + (1-n)$ but $n$ and $1-n$ have different parity.

As an easy consequence of the two statements together,
\[ \bar\Theta(-q^{2m+1}|q) = 0 \qquad \forall m \in \mathbb{Z} \]

What about $\bar\Pi$?
\[ \bar\Pi(\eta q^2|q) = \bar\Pi(\eta|q)\eta^{-1}q^{-1} \]

This one ain't hard at all, as it just shifts everything in the product of the second and third factors one term over; you lose a $(1 + q\eta)$ from the second factor and gain a $(1 + q^{-1}\eta^{-1})$ from the third, so you multiply $\bar\Pi$ by \[ \frac{1 + q^{-1}\eta^{-1}}{1 + q\eta} = q^{-1}\eta^{-1}. \]

\[ \bar\Pi(-q^{2m+1}|q) = 0 \qquad \forall m \in \mathbb{Z} \]

To be more precise, these are simple zeroes of $\bar\Pi$ as a function of $\eta$, and it has no other zeroes. The book does not justify this correctly! This is due to Chapter 5, Propotion 3.1, which is actually Book I, Chapter 8, Proposition 1.9: Let $\sum |a_n| < \infty$. Then $\prod (1+a_n)$ converges, and it converges to 0 iff one of the factors is 0.

Proof: Disregard finitely many terms so $|a_n| < 1/2$. Then the logarithm can be defined to behave nicely on $1 + a_n$, so we can turn the product into a sum, \[ \prod (1+a_n) = e^{\sum \log (1+a_n)}. \]

$\sum \log (1+a_n)$ converges because $|\log (1+a_n)| \leq 2|a_n|$; if it converges to $B$, then the product converges to $e^B$, which is always nonzero. The product can only be zero if we got a zero from one of the terms we disregarded. So we're done.

--- end proof ---

We now have two functions with similar sets of zeroes (we know $\Bar\Pi$'s zeroes are a subset of $\Bar\Theta$'s), so we do what every complex analyst loves to do: divide one by the other! (I feel like this is one of the big pieces of complex analysis intuition that deserves to be explicitly stated.)

Fix $q$ and consider $\bar\Theta / \bar\Pi$ as a function of $\eta$. It's holomorphic except at $\eta = 0$.

Furthermore, note that \[ \bar\Theta / \bar\Pi(\eta|q) = \bar\Theta / \bar\Pi(\eta q^{2k}|q) \qquad \forall k \in \mathbb{Z}. \] We can pick $k$ so that $|q^2| < |\eta q^{2k}| \leq 1$ (viz. $k = -\left\lfloor\log_{|q^2|}k\right\rfloor$). So any value that $\bar\Theta/\bar\Pi$ attains for some $\eta$, it attains for one such $\eta$ in the annulus with inner radius $|q^2|$ and outer radius $1$.

In other words, the range of $\bar\Theta / \bar\Pi$ is the same as its range on the annulus. But the annulus is compact and $\bar\Theta / \bar\Pi$ is holomorphic on it, so it's bounded on it, so it's bounded on the entire complex plane... except $0$.

But, by Riemann's theorem on removable singularities (Chapter 3, Theorem 3.1), that means $0$ is a removable singularity of $\bar\Theta / \bar\Pi$.

So we can extend $\bar\Theta / \bar\Pi$ to be entire. And yet, it's still bounded, so by Liouville's theorem (Chapter 3, Corollary 4.5), it's constant!

(Okay, writing $\eta$ out as an exponential term is sort of useful here because it lets you avoid $\eta = 0$ and skip citing the removable singularity theorem. Still, invoking it is pretty clearly motivated. By the way, I must confess that for a long time I had completely forgotten about that theorem and didn't know how to prove this step without composing the exponential term. This is a big sign that there are many things about complex analysis I still Do Not Get™. Dar(j)n.)

Refresher aside on proving the theorems

But we've only proved $\bar\Theta / \bar\Pi$ is a constant function of $\eta$; we need to prove that it's also a constant function of $q$ — in fact, equal to 1.

Towards this end, we plug in $\eta = -1$ and $\eta = i$. (Motivation? What motivation? This is a functional equation, we don't deal with that sort of stuff.)

\[\bar\Theta(-1|q) = \sum_n q^{n^2} (-1)^n\]
\begin{align*} \bar\Theta(i|q) &= \sum_n q^{n^2} i^n \\ &= \sum_{n \textrm{ even}} q^{n^2} i^n \\ &= \sum_m (q^4)^{m^2} (-1)^m \end{align*}

\begin{align*}\bar\Pi(-1|q) &= \prod_{n=1}^\infty (1-q^{2n})(1-q^{2n-1})^2 \\
&= \prod_{m=1}^\infty (1-q^m) \prod_{n=1}^\infty (1-q^{2n-1})\end{align*} because exponents $2n$ and $2n-1$ together cover every positive integer;
\begin{align*}\bar\Pi(i|q) &= \prod_n (1-q^{2n})(1+iq^{2n-1})(1-iq^{2n-1}) \\
&= \prod_n (1-q^{2n})(1+q^{4n-2}) \\
&= \prod_m (1-q^{4m})(1-q^{4m-2}) \prod_n (1+q^{4n-2}) \\
&= \prod_m (1-q^{4m}) \prod_n (1-q^{8n-4}),\end{align*}
the last equality by pairing and multiplying $(1 \mp q^{4m-2})$.

Yeah, I really don't know how to motivate this stuff. What's the point of all this? Look carefully — by some crazy coincidence, \[ (\bar\Theta/\bar\Pi)(-1|q^4) = (\bar\Theta/\bar\Pi)(i|q). \]
So let \begin{align*} w &= (\bar\Theta/\bar\Pi)(\eta|q) \\ &= (\bar\Theta/\bar\Pi)(\eta|q^{4^k}) \qquad \forall k \in \mathbb{Z}^+. \end{align*}

These points accumulate at $q = 0$. So by analytic continuation, $\bar\Theta / \bar\Pi$ is a constant function of $q$. Yay! Furthermore, the function is equal to 1 at 0, so it's identically 1.

Therefore,
\[ \bar\Theta(\eta|q) = \bar\Pi(\eta|q). \qquad \blacksquare\underline{\hspace*{0.5cm}}\Box \]
This post has been edited 1 time. Last edited by math_explorer, Mar 2, 2015, 2:14 AM
Reason: fix LaTeX

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