§ 6. The Hausdorff series
In this paragraph we assume that K is a field of characteristic 0.
1. Exponential and logarithm in filtered algebras
Let A be a unital associative algebra which is Hausdorff and complete under a real filtration (Aα). We write m=A0+=⋃α>0Aα.
For x∈m, the family (xn/n!)n∈N is summable. We write
ex=expx=n⩾0∑xn/n!.
Then exp(x)∈1+m and the mapping exp:m→1+m is called the exponential mapping of A.
For all y∈1+m, the family ((−1)n−1(y−1)n/n)n⩾1 is summable. We write
logy=n⩾1∑(−1)n−1(y−1)n/n.
Then logy∈m and the mapping log:1+m→m is called the logarithmic mapping of A.
Proposition 1
The exponential mapping is a homeomorphism of m onto 1+m and the logarithmic mapping is the inverse homeomorphism.
For x∈Aα, n!xn∈Anα. It follows that the series defining the exponential converges uniformly on each of the sets Aα for α>0; as Aα is open in m and m=⋃α>0Aα, the exponential mapping is continuous. It can be similarly shown that the logarithmic mapping is continuous.
Let e and l be the formal power series with no constant term
e(X)=n≥1∑n!Xn,l(X)=n≥1∑(−1)n−1Xn/n.
We know (Algebra, Chapter IV, § 6, no. 9) that e(l(X))=l(e(X))=X on A^({X})=K[[X]]. By substitution (§ 5, no. 1), we deduce that
e(l(x))=l(e(x))=x
for x∈m; as
expx=e(x)+1,log(1+x)=l(x)
it follows immediately that
logexpx=x,explog(1+x)=1+x
for x in m, whence the proposition.
2. Hausdorff group
Let X be a set. We use the notation of § 5, nos. 1 and 2. The free Lie algebra L(X) is identified with its canonical image in A(X) (§ 3, no. 1, Theorem 1). We denote by L^(X) the closure of L(X) in A^(X), that is the set of elements of A^(X) of the form a=∑n≥1an such that an∈Ln(X) for all n≥0; this is filtered Lie subalgebra of A^(X).
Theorem 1
The restriction of the exponential mapping of A^(X) to L^(X) is a bijection of L^(X) onto a closed subgroup of the Magnus group Γ(X).
We write A(X)=A,An(X)=An,A^(X)=A^,Ln(X)=Ln,L^(X)=L^,Γ(X)=Γ. Let B be the algebra A⊗A with the graduation of type N defined by Bn=∑i+j=nAi⊗Aj. Let B^=∏n≥0Bn be the associated complete filtered algebra (Commutative Algebra, Chapter III, § 2, no. 12, Example 1). The coproduct c:A→A⊗A defined in § 3, no. 1, Corollary 1 to Theorem 1 is graded of degree 0 and hence extends by continuity to a homomorphism c^:A^→B^ given by
c^(n≥0∑an)=n≥0∑c(an)for an∈An.
We also define continuous homomorphisms δ′ and δ′′ of A^ into B^ by
δ′(n≥0∑an)=n≥0∑(an⊗1),δ′′(n≥0∑an)=n≥0∑(1⊗an)for an∈An.
By Corollary 2 to Theorem 1 of § 3, no. 1, Ln is the set of an∈An such that c(an)=an⊗1+1⊗an. It follows that L^ is the set of a∈A^ such that
c^(a)=δ′(a)+δ′′(a).
Let Δ be the set of b∈A^ of constant term equal to 1 and satisfying the relation
c^(b)=δ′(b)⋅δ′′(b),
in other words, the set of b=∑n≥0bn such that bn∈An for all n≥0, b0=1 and c(bn)=∑i+j=nbi⊗bj for n≥0. The latter characterization shows that Δ is a closed subset of Γ; as ϵ^, δ′ and δ′′ are ring homomorphisms and every element of δ′(A^) commutes with every element of δ′′(A^), the restrictions to Γ of the mappings c and δ′δ′′ are group homomorphisms and Δ is a subgroup of Γ.
By Proposition 1 of no. 1, the exponential mapping of A^ is a bijection of the set A^+ of elements of A^ with no constant term onto Γ. Let a∈A^+ and b=expa. As ϵ^ is a continuous ring homomorphism,
ϵ^(b)=ϵ^(n≥0∑an/n!)=n≥0∑ϵ^(a)n/n!=expϵ^(a).
The relations
δ′(b)=expδ′(a),δ′′(b)=expδ′′(a)
are proved similarly and, as δ′(a) commutes with δ′′(a) (no. 1, Remark 1),
δ′(b)δ′′(b)=exp(δ′(a)+δ′′(a)).
Therefore a satisfies (3) if and only if b satisfies (4), which proves the theorem.
3. Lie formal power series
Lemma 1
Let g be a filtered Lie algebra (§ 4, no. 1), (gα)α∈R its filtration and let α∈R. Let P be a homogeneous Lie polynomial of degree n in the indeterminates (Γi)i∈I (§ 2, no. 4). Then P((ai))∈gnα for every family (ai)i∈I of elements of gα*.
Every Lie polynomial of degree n⩾2 is a finite sum of terms of the form [Q,R] where Q and R are of degree <n and the sum their degrees is equal to n (§ 2, no. 7, Proposition 7). The lemma follows by induction on n.
A Lie formal power series† (with coefficients in K) in the indeterminates (Ti)i∈I is any element of the Lie algebra L^((Ti)i∈I)=L^(I). Such an element u can be written uniquely as the sum of a summable family (uν)ν∈N(I) where uν∈Lν(I).
Suppose that I is finite. Let g be a complete Hausdorff filtered Lie algebra such that g=⋃α>0gα; let t=(ti)i∈I be a family of elements of g.
Proposition 2
The homomorphism* ft:L(I)→g such that ft(Ti)=ti (§ 2, no. 4) can be extended by continuity to one and only one continuous homomorphism f^t of L^(I) into g.
There exists α>0 such that ti∈gα for all i∈I; hence ft(Lν(I))⊂g∣ν∣∧α for all ν (Lemma 1), which implies the continuity of f^t.
If u∈L^(I), we write u((ti))=f^t(u). In particular, taking g=L^(I), u=u((Ti)); in the general case, u((ti)) is called the result of substituting the ti for the Ti in the Lie formal power series u((Ti)). If u=∑ν∈N(I)uν, where uν∈Lν(X), the family (uν((ti)))ν∈N(I) is summable and
u((ti))=ν∈NI∑uν((ti)).
Let σ be a continuous homomorphism of g into a complete Hausdorff filtered Lie algebra g′ such that g′=⋃α>0gα′. For every finite family t=(ti)i∈I of elements of g and all u∈L^(I),
σ(u((ti)))=u((σ(ti))), for the homomorphism
σ∘f^t is continuous and maps
Ti to
σ(ti) for
i∈I.
Let u=(uj)j∈J be a finite family of elements of L^(I) and let v∈L^(J); by substituting the uj for the Tj in v, we obtain an element w=v((uj)j∈J) of L^(I) denoted by v∘u. Then
w((ti)i∈I)=v((uj((ti)i∈I))j∈J) for every
finite family
t=(ti)i∈I of elements of
g, as is seen by operating with the continuous homomorphism
f^t on the equation
w=v((uj)j∈J).
Let u=∑ν∈NIuν∈L^(I), where uν∈Lν(I). The mapping u~ (ti)↦u((ti)) of gI into g is continuous: for in each of the open sets gα with α>0 the family of u~α is uniformly summable and it suffices to prove that each u~ν is continuous, which is immediate by induction on ∣ν∣.
† A Lie formal power series is not in general a formal power series in the sense of Algebra, Chapter IV, § 6.
4. The Hausdorff series
Let {U, V} be a set with two elements.
Definition 1
The element* H=U⊛V=log(expU⋅expV) (no. 2) of the Lie algebra L^Q({U,V}) is called the Hausdorff series in the indeterminates U and V.
We denote by Hn (resp. Hr,s) the homogeneous component of H of total degree n (resp. multidegree (r,s)). Then
H=n≥0∑Hn=r,s≥0∑Hr,s,Hn=r,s≥0r+s=n∑Hr,s.
Theorem 2
If r and s are two positive integers such that* r+s≥1, then Hr,s=Hr,s′+Hr,s′′, *where
(r+s)Hr,s′=m≥1∑m(−1)m−1r1+⋯+rm=rs1+⋯+sm−1=s−11+s1≥1,…,rm−1+sm−1≥1∑(i=1∏m−1ri!(adU)risi!(adV)si)rm!(adU)rm(V)
(r+s)Hr,s′′=m≥1∑m(−1)m−1r1+⋯+rm−1=r−1s1+⋯+sm−1=sr1+s1≥1,…,rm−1+sm−1≥1∑(i=1∏m−1ri!(adU)risi!(adV)si)(U).
In A^Q({U,V}), expU⋅expV=1+W, where W=∑r+s≥1r!s!UrVs, whence
H=m≥1∑(−1)m−1Wm/m (no. 2), that is:
Hr,s=m≥1∑m(−1)m−1r1+⋯+rm=rs1+⋯+sm=sr1+s1≥1,…,rm+sm≥1∑i=1∏mri!si!UriVsi.
The linear mapping Pn, defined by Pn(x1,…,xn)=n1(∏i=1n−1(adxi))(xn) for n≥1 and x1,…,xn in {U,V}, is a projector of AQn({U,V}) onto LQn({U,V}) (§ 3, no. 2, Corollary to Proposition 1); as Hr,s belongs to LQr+s({U,V}), Hr,s=Pr+s(Hr,s). Now
Pr+s(i=1∏mri!si!UriVsi)=r+s1(i=1∏m−1ri!(adU)risi!(adV)si)rm!(adU)rmsm−1!(adV)sm−1(V)
when sm⩾1 and
(13)Pr+s(i=1∏mri!Urisi!Vsi)=r+s1((i=1∏m−1ri!(ad U)risi!(ad V)si)rm!(ad U)rm−1)(U)
when rm⩾1 and sm=0. Moreover, obviously (ad t)p−1.t=0 if p⩾2 and (ad t)0.t=t. It follows that the two sides of (12) are zero when sm⩾2 and those of (13) are zero when rm⩾2. The theorem then follows since Hr,s′ is the sum of the terms of type (12) and Hr,s′′ is the sum of the terms of type (13).
5. Substitutions in the Hausdorff series
As K is a field containing Q, the Hausdorff series can be considered as a Lie formal power series with coefficients in K. Therefore, if g is a complete Hausdorff filtered Lie algebra with g=⋃α>0gα, then, for a,b in g, a and b can be substituted for U and V in H (cf. no. 3 and § 2, no. 5, Remark).
In particular, let A be a complete Hausdorff filtered unital associative algebra. We write m=⋃α>0Aα and mα=Aα∩m for α∈R; hence mα=Aα for α>0 and mα=m for α⩽0. With the bracket [a,b]=ab−ba, m is a complete Hausdorff filtered Lie algebra, to which the above can be applied. With this notation, we have the following result which completes Proposition 1 of no. 1.
Proposition 3
If a∈m,b∈m, then expH(a,b)=expa.expb.
Let a,b be in m; there exists α>0 such that a∈Aα and b∈Aα. Then there exists a continuous homomorphism θ of the Magnus algebra A^({U,V}) into A mapping U to a and V to b (§ 5, no. 1, Proposition 1).
The restriction of θ to L^({U,V}) is a continuous homomorphism of Lie algebras of L({U,V}) into m which maps U (resp. V) to a (resp. b). By formula (6) of no. 3, therefore θ(H)=H(a,b). It then suffices to apply the continuous homomorphism θ to the two sides of the relation
expH(U,V)=expU.expV taking account of
Remark 3 of no. 1.
Proposition 4
Let g be a complete Hausdorff filtered Lie algebra such that g=⋃α>0gα. The mapping (a,b)↦H(a,b) is a group law on g compatible with the topology on g under which 0 is the identity element and −a is the inverse of a for all a∈g.
The mapping (a,b)↦H(a,b) of g×g into g is continuous (no. 3); as the mapping a↦−a is obviously continuous, it suffices to prove the relations
(18)(19)(20)H(H(a,b),c)=H(a,H(b,c))H(a,−a)=0H(a,0)=H(0,a)=a for
a,b,c in
g. By formula (7) of no. 3, it suffices to prove these formulae when
a,b,c are three indeterminates and
g=L^({a,b,c}). Now the restriction of the exponential mapping to
L^({a,b,c}) is an injection into the Magnus algebra
A^({a,b,c}) and by Proposition 3:
expH(H(a,b),c)expH(a,H(b,c))expH(a,−a)expH(a,0)expH(0,a)=expH(a,b).expc=expa.expb.expc=expa.expH(b,c)=expa.expb.expc=expa.exp(−a)=exp(a−a)=exp0=expa.exp0=expa=exp0.expa=expa. This establishes relations (18) to (20).
Proposition 5
Let Kr,s be the component of H(U+V,−U) of multidegree (r,s). Then*
Kn,1(U,V)=(n+1)!1(adU)n(V)for n≥0.
We write K(U,V)=H(U+V,−U), K1(U,V)=∑n≥0Kn,1(U,V). We denote by L (resp. R) left (resp. right) multiplication by U on A^({U,V}).
We can write
eUVe−U=p,q∑p!UpVq!(−U)q=n≥0∑n!1(p+q=n∑p!q!n!(Lp(−R)q)⋅V)=n≥0∑n!1(L−R)nV and therefore
eUVe−U=n≥0∑n!1(adU)nV. We now calculate modulo the ideal
∑m≥0∑n≥2Am,n({U,V}) of
A({U,V}). For all
n≥1,
(U+V)n≡Un+i=1∑n−1UiVUn−1−i whence
(adU)(U+V)n≡((L−R)i=1∑n−1LiRn−i)⋅V≡(Ln−Rn)⋅V≡UnV−VUn. Therefore
(adU)⋅eU+V≡eUV−VeU summing over
n.
On the other hand, K1(U,V)≡K(U,V) and eK1(U,V)≡1+K1(U,V) and hence
K1≡eK−1≡eU+Ve−U−1 by Proposition 3. We deduce that
(ad U)K1≡UeU+Ve−U−eU+Ve−UU≡(eUV−VeU)e−U(by (23))≡eUVe−U−V≡n≥1∑n!1(ad U)nV(by (22))≡(ad U)(n≥0∑(n+1)!(ad U)nV). It then suffices to apply the
Remark of § 2, no. 11.
Exercises
See the exercises for § 6.