Hyponormal quantization of planar domains : exponential transform in dimension two

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Lecture Notes in Mathematics 2199

Bjoumlrn GustafssonMihai Putinar

Hyponormal Quantization of Planar DomainsExponential Transform in Dimension Two

Lecture Notes in Mathematics 2199

Editors-in-ChiefJean-Michel Morel CachanBernard Teissier Paris

Advisory BoardMichel Brion GrenobleCamillo De Lellis ZurichAlessio Figalli ZurichDavar Khoshnevisan Salt Lake CityIoannis Kontoyiannis AthensGaacutebor Lugosi BarcelonaMark Podolskij AarhusSylvia Serfaty New YorkAnna Wienhard Heidelberg

More information about this series at httpwwwspringercomseries304

BjRorn Gustafsson bull Mihai Putinar

Hyponormal Quantizationof Planar DomainsExponential Transform in Dimension Two

123

BjRorn GustafssonDepartment of MathematicsKTH Royal Institute of TechnologyStockholm Sweden

Mihai PutinarMathematics DepartmentUniversity of CaliforniaSanta Barbara CA USA

School of Mathematics Statisticsand Physics

Newcastle UniversityUK

ISSN 0075-8434 ISSN 1617-9692 (electronic)Lecture Notes in MathematicsISBN 978-3-319-65809-4 ISBN 978-3-319-65810-0 (eBook)DOI 101007978-3-319-65810-0

Library of Congress Control Number 2017952198

Mathematics Subject Classification (2010) Primary 47B20 Secondary 30C15 31A25 35Q15 44A60

copy Springer International Publishing AG 2017This work is subject to copyright All rights are reserved by the Publisher whether the whole or part ofthe material is concerned specifically the rights of translation reprinting reuse of illustrations recitationbroadcasting reproduction on microfilms or in any other physical way and transmission or informationstorage and retrieval electronic adaptation computer software or by similar or dissimilar methodologynow known or hereafter developedThe use of general descriptive names registered names trademarks service marks etc in this publicationdoes not imply even in the absence of a specific statement that such names are exempt from the relevantprotective laws and regulations and therefore free for general useThe publisher the authors and the editors are safe to assume that the advice and information in this bookare believed to be true and accurate at the date of publication Neither the publisher nor the authors orthe editors give a warranty express or implied with respect to the material contained herein or for anyerrors or omissions that may have been made The publisher remains neutral with regard to jurisdictionalclaims in published maps and institutional affiliations

Printed on acid-free paper

This Springer imprint is published by Springer NatureThe registered company is Springer International Publishing AGThe registered company address is Gewerbestrasse 11 6330 Cham Switzerland

Dedicated to Harold S Shapiro on theoccasion of his 90th birthday

Preface

A physicist a mathematician and a computer engineer look at a simple drawingThe physicist immediately sees it as the shape of a melting material with fjordsin formation with instability and bifurcations in the dynamics of the shrinkingshape The mathematician recognizes a real algebraic curve lying on a Riemannsurface belonging to a family of deformations with singularities cusps and causticsin its fibres The engineer happily decodes the picture in the frequency domainidentifying encrypted messages ready to be processed simplified and tuned Thepresent lecture notes touch such topics remaining however on the mathematicalside of the mirror

During the last two decades the authors of this essay have contemplated variousaspects of quadrature domains a class of basic semi-algebraic sets in the complexplane As more and more intricate correspondences between potential theory fluidmechanics and operator theory were unveiled on this ground a need of unifyingvarious approximation schemes emerged This is the broad mathematical theme ofthese notes

Having the advanced understanding of the asymptotics of complex orthogonalpolynomials or of finite central truncations of Toeplitz matrices as a solid basisof comparison we propose a novel approximation scheme for two-dimensional(shaded) domains bearing similarities and dissonances to the classical results Ournumerical experiments point out to yet another skeleton different than already stud-ied potential theoretic bodies The quantization of a shaded domain by a hyponormaloperator with rank-one self-commutator is opening a new perspective to Hilbertspace methods in the analysis of planar shapes Performing the approximation onan exotic space which is not a Lebesgue space associated with a canonical positivemeasure is both intriguing and challenging We stress that in these notes we do nottreat classical orthogonal polynomials in the complex domain such as those derivedfrom weighted Bergman or Hardy spaces

A warning to the reader these are merely lectures notes demarcating a new andmostly uncharted territory Our aim is to open a new vista on the mathematicalaspects (analysis geometry approximation encoding) of 2D shapes carrying adegree of grey function The notes contain a good proportion of original results

vii

viii Preface

or at least a novel arrangement of prior facts proved over two decades by the twoauthors Of course much remains to be done on both theoretical and numerical sidessome pertinent open questions are raised throughout the text

During the rather long gestation of these notes we have benefited from thecontinuous support of our friend and old-time collaborator Nikos Stylianopoulos ofthe University of Cyprus at Nicosia He has produced with unmatched professionalskill the numerical experiments and many illustrations embedded into the text Weare grateful to him for his unconditional assistance We also thank the anonymousreferees for their criticism and encouragement

Our collaborative work could not have been completed without the generous sup-port of several institutions The Royal Institute of Technology of Sweden Universityof California at Santa Barbara University of Cyprus Newcastle University (UK)and Nanyang Technological University of Singapore

Stockholm Sweden Bjoumlrn GustafssonSanta Barbara CA USA Mihai PutinarJune 22 2017

Contents

1 Introduction 1

2 The Exponential Transform 721 Basic Definitions 722 Moments 1123 Positive Definiteness Properties 1324 The Exponential Transform as a Section of a Line Bundle 1625 A Riemann-Hilbert Problem 18

3 Hilbert Space Factorization 2331 Definitions and Generalities 2332 Restrictions and Extensions 2633 Linear Operators on H ˝ 2734 A Functional Model for Hyponormal Operators 3035 Summary in Abstract Setting 3136 The Analytic Subspace Ha˝ 3237 The Analytic Model 3438 A Formal Comparison to Quantum Field Theory 3539 Silva-Koumlthe-Grothendieck Duality 37310 Quadrature Domains 40311 Analytic Functionals 43

4 Exponential Orthogonal Polynomials 4741 Orthogonal Expansions 4742 Zeros of Orthogonal Polynomials 5043 The Hessenberg Matrices 5244 The Matrix Model of Quadrature Domains 54

5 Finite Central Truncations of Linear Operators 5751 Trace Class Perturbations 5752 Padeacute Approximation Scheme 6053 Three Term Relation for the Orthogonal Polynomials 6354 Disjoint Unions of Domains 66

ix

x Contents

55 Perturbations of Finite Truncations 6856 Real Central Truncations 74

6 Mother Bodies 7761 General 7762 Some General Properties of Mother Bodies 8163 Reduction of Inner Product to Mother Body 8464 Regularity of Some Free Boundaries 8665 Procedures for Finding Mother Bodies 89

7 Examples 9371 The Unit Disk 9372 The Annulus 9473 Complements of Unbounded Quadrature Domains 95

731 The Ellipse 97732 The Hypocycloid 99

74 Lemniscates 10375 Polygons 105

751 Computation of Mother Body 105752 Numerical Experiments 105

76 The Half-Disk and Disk with a Sector Removed 108761 Computation of Mother Body 108762 Numerical Experiment 110

77 Domain Bounded by Two Circular Arcs 111771 Numerical Experiment 112

78 External Disk 112781 Numerical Experiment Ellipse Plus Disk 113782 Numerical Experiment Pentagon Plus Disk 113

79 Abelian Domains 115710 Disjoint Union of a Hexagon and a Hypocycloid 116

7101 Numerical Experiment 116711 A Square with a Disk Removed 117

7111 Numerical Experiment 117

8 Comparison with Classical Function Spaces 11981 Bergman Space 11982 Faber Polynomials 120

A Hyponormal Operators 125

Historical Notes 135

Glossary 139

References 141

Index 147

Chapter 1Introduction

Abstract This chapter offers an overview of the main interlacing themes withemphasis on historical development and identification of the original sources

When looking at a picture through a mathematical lens several intrinsic innerskeletons pop up They are sometimes called in a suggestive and colorful way theldquomother bodyrdquo or ldquomadonna bodyrdquo or ldquothe ridgerdquo or ldquocausticrdquo of the originalpicture Geometric or analytic features characterize these skeletons but in generalthey remain very shy displaying their shapes and qualitative features only afterchallenging technical obstacles are resolved For example the natural skeleton of adisk is its center the interval between the foci of an ellipse stands out as a canonicalridge For reasons to be discussed in these notes the internal bisector segments in atriangle form its ldquomother bodyrdquo Disagreement starts with a sector of a disk wherethe ldquobodiesrdquo (maternal madonna type or the one proposed below) are different Inthe scenario outlined in these notes a disjoint union of disks has their centers as anatural skeleton

We start with the relevant question for nowadays visual civilization how totreat mathematically a two dimensional colored picture There are various ways ofencoding an image carrying various degrees of color A common approach havingthe geometric tomographic data as a source is to arrange them into a string ofcomplex numbers called moments

Mk` DZC

zkz`gzdAz 0 k ` lt N

Above z 2 C is the complex variable dA is Lebesgue measure in C g 2 L1Cis a function of compact support and range into Œ0 1 (the shade function) and Ncan be infinity The ideal scenario of possessing complete information (ie N D1) permits a full reconstruction of the shaded image usually relying on stablealgorithms derived from integral operators inversion (Radon Fourier or Laplacetransforms) We do not touch in the present text such reconstruction methods

Assume the more realistic scenario that we know only finitely many momentsthat is N lt 1 The first observation going back to the early works of Mark Kreinis that working in a prescribed window that is replacing above dA by the Lebesguemeasure supported by a compact set K C one can exactly recover the shade func-

copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_1

1

2 1 Introduction

tion g from moments Mk`N1k`D0 if and only if g has only values 0 and 1 and is the

characteristic function of a subset of K described by a single polynomial inequality

g D KS S D fz 2 CI pz z gt 0g

Moreover the degree of the defining polynomial p is in this case less than N in zand in z For details see for instance [67] Thus there is no surprise that basic semi-algebraic sets pop-up when dealing with finitely many moments of a shade function

The moment matrix Mk`N1k`D0 is obviously positive-semidefinite but it fulfills

more subtle positivity constraints A classical way of understanding the latter is tointerpret the moment data in a Hilbert space context and possibly to isolate the ldquofreehidden parametersrdquo from the correlated entries Mk` This was the royal way in onevariable proposed and developed by the founders of Functional Analysis startingwith F Riesz M Riesz M Krein M Stone J von Neumann Following themseveral generations of mathematicians statisticians and engineers refined this classof inverse problems The monographs [3 83 104] stand aside for clarity and depthas the basic references for these topics

When speaking about Hilbert space operators the word ldquoquantizationrdquo popsup as these infinite dimensional objects quantize their observable and geometrictangible spectra A variety of possible Hilbert space quantizations are in use todaythe standard Fock space representation of creation and annihilation operators thepseudo differential calculus in Euclidean space Toeplitz algebras Hankel operatorsto name only a few The present notes are not an exception with one distinctive markto make from the very beginning

We quantize shaded images in two dimensions by linear and bounded Hilbertspace operators T 2 L H subject to the commutation relation

ŒTT D ˝

where ˝ is a non-negative rank-one operator The departure from the canonicalcommutation relation ŒTT D I is notable as we allow T to be bounded Theirreducible part of T containing the vector in its range is classified by the principalfunction g 2 L1C 0 g 1 ae the link between the two being offered by aremarkable determinantal formula discovered half a century ago by Pincus [76]

detT zT wT z1T w1 D

detŒI ˝ T z1T w1 D

1 hT w1 T z1i D

expΠ1

ZC

gdA

z N Nw jzj jwj gt kTk

1 Introduction 3

Incidentally the additive analog of the above multiplicative representation knowntoday as Helton-Howe trace formula [58]

traceŒpTT qTT D 1

ZC

J p qgdA p q 2 CŒz z

where J stands for the Jacobian of the two polynomials was the source ofA Connesrsquo cyclic cohomology theory [15]

Our mathematical journey starts here The exponential transform

Egzw D expΠ1

ZC

gdA

z N Nw

of a compactly supported shade function can be defined for all values of zw 2C C It serves as a polarized potential (indeed a Riesz potential renormalized andevaluated at a critical exponent) its function theoretic properties provide amongother things an elegant treatment of the truncated moment problem alluded to aboveand an insight into the announced skeleton topics We soon depart from grey shadesand focus only on black and white photos that is we consider E˝zw in the specialcase of g D ˝ with ˝ a bounded open subset of C

First are the positivity properties of E˝ The kernel 1E˝zw is positive semi-definite on C C and its spectral factorization hT w1 T z1i defineswithout ambiguity the ldquoquantizedrdquo entity the irreducible hyponormal operator Twith rank-one self-commutator having g D ˝ as principal function Already thissingles out the localized resolvent T z1 which is defined without ambiguityeven across the spectrum of T Moreover the germ at infinity of the pointwiseinverse diagonalizes T instead

1

E˝zwD 1C hT z1 T w1i jzj jwj gt kTk

The experts will recognize here a very special feature not present in the case ofother natural ldquoquantizationsrdquo of˝ as the multiplication by the complex variable onBergman or Hardy-Smirnov space

The spectral picture of the operator T associated as above to the open set˝ is very simple the spectrum coincides with the closure of ˝ the essentialspectrum is the boundary of ˝ (assuming no slits) and the Fredholm index atevery 2 ˝ is precisely equal to one Moreover in this case T is injectiveand dim kerT D 1 It is precisely the fact that T has many eigenvectorswhich makes the exponential transform viewed as a potential of the uniform masssupported on˝ more appropriate for inverse balayage In this direction we mentionthat the resolvent of T localized at the vector extends analytically across ˝as far as the Cauchy transform of ˝ extends When combined with the explicitfactorization of 1 E˝ in terms of this resolvent one obtains a novel proof ofSakairsquos regularity of free boundaries [36]

4 1 Introduction

Geometrically for analytic boundaries ˝ the kernel E˝zw can be intrinsi-cally defined as a solution of a Riemann-Hilbert factorization problem connectingE˝ to its canonical Schwarz reflections in each variable The relationship betweenthe exponential transform and Schwarz function Sz D z z 2 ˝ performing thereflection z 7 Sz in the boundary of ˝ is rather deep For instance the case ofquadrature domains that is when Sz is a meromorphic function in ˝ is detectedand characterized by the rationality of the exponential transform

E˝zw D Qzw

PzPw Q 2 CŒz z P 2 CŒz

In addition the quantized object adds a convenient matrix degeneracy to the picture˝ is a quadrature domain if and only if the linear span H1 of the vectors Tk k 0 is finite dimensional In this case the denominator Pz entering in polarized formin the denominator of E˝zw is the minimal polynomial of TjH1

Addingto these observation the remarkable fact that sequences of quadrature domainsapproximate in Hausdorff metric every planar domain we gain a precious insightinto a dense non-generic class yet finitely determined algebraicmatricial objectscentral for our study The topics of quadrature domains has reached maturity havingquite a few ramifications to fluid mechanics potential theory integrable systemsand statistical mechanics The collection of articles [19] offers an informative andaccessible panorama of the theory of quadrature domains

The approximation scheme we pursue in the present notes is a Galerkin methodalong Krylov subspaces of the hyponormal operator T associated to a planar domainor shade function g Specifically one starts with the non-decreasing sequence offinite dimensional subspaces Hn D spanfTk W 0 k lt ng The compression Tn ofT to Hn has its spectrum identical to the zero set of the orthogonal polynomial pn ofdegree n derived from the inner product

p q WD h pT qTi p q 2 CŒz

Equivalently we can invoke a Padeacute approximation scheme applied to the exponen-tial transform which identifies in a remarkable algebraic identity these objects as aformal series at infinity

E˝zw D 1 hTn w1 T

n z1i C Rnzw

with the residual series Rnzw involving only monomials zk1w`1 in the rangek ` D NN or maxk ` gt N There is no surprise that the denominator of therational approximate is precisely pnzpnw while the numerator is a rather specialpolynomial a weighted sum of hermitian squares of the form

pnzpnwn1XjD0

qjzqjw

1 Introduction 5

with deg qj D j for all j in the range 0 j lt n The algebraic curve given byequation jpnzj2 D Pn1

jD0 jqjzj2 is called a generalized lemniscate and carriesa distinctive (real) geometry The cluster set of the spectra of the finite centraltruncations Tn make up a certain ldquoquantized ridgerdquo The approximation scheme isstationary that is Hn D HN n N for some positive integer N if and only if g isthe characteristic function of a quadrature domain

The comparison with well studied similar approximation procedures eitherrelated to complex orthogonal polynomials Padeacute approximation in several vari-ables random matrix theory or finite central truncations of structured infinitematrices is in order In contrast to these frameworks in our case the inner productis not derived from a Lebesgue space hence the well established techniques ofpotential theory prevalent in the quasi-totality of orthogonal polynomial studiesare not available A welcome substitute is provided by the theory of hyponormaloperators which implies for instance that the zeros of the orthogonal polynomialspn are contained in the convex hull of the support of the shade function g Alsowe can prove by Hilbert space methods a rigidity result stating that the orthogonalpolynomials pn satisfy a three term relation if and only if g is the characteristicfunction of an ellipse

In the present work we focus on bounded planar sets ˝ with real algebraicboundary In this case the exponential transform and its analytic continuation fromthe exterior region provides a canonical defining function of the boundary

˝ D fz 2 C E˝z z D 0g

Moreover the rate of decay of E˝z z towards smooth parts of the boundary isasymptotically equivalent to distz ˝ qualifying the exponential transform asthe correct potential to invoke in image reconstruction The reconstruction algorithmwas already exposed in [49] and is not reproduced in the present notes The analyticextension properties of the localized resolvent T z1 and hence of theexponential transform is driven by the analytic continuation of the Schwarz functionof the boundary As a consequence the quantized ridge tends to lie deep inside theoriginal set ˝ A good third of our essay is devoted to a dozen of examples andnumerical experiments supporting such a behavior On the theoretical side we provea striking departure from the theory of complex orthogonal polynomials in Bergmanor Hardy-Smirnov spaces the quantized skeleton does not ldquoseerdquo external disks (ormore general external quadrature domains) The Glossary at the end of these notescontains a list of standard and ad-hoc notations

Chapter 2The Exponential Transform

Abstract The basic definitions of the exponential transform E˝zw of a planardomain ˝ C and various functions derived from it are recorded in this chapterThe exponential moments having the exponential transform as the generatingfunction are introduced In addition several positivity properties of the exponentialtransform are established Finally it is shown that the exponential transform asa function of z with w kept fixed can be characterized as being (part of) theunique holomorphic section of a certain line bundle over the Riemann sphere takinga prescribed value at infinity or alternatively as being the unique solution of acorresponding Riemann-Hilbert problem

21 Basic Definitions

Definition and many elementary properties of the exponential transform are listedin [36] We recall some of them here

Definition 21 The exponential transform of a function g 2 L1C 0 g 1 isthe function defined at every point zw 2 C C by

Egzw D exp Π1

ZC

g dA

z N Nw (21)

We shall almost exclusively work with the case that g is the characteristic functionof a bounded open set ˝ C and then we write E˝zw in place of E˝ zw Ifthe set ˝ is obvious from the context we may delete it from notation The singularintegral in the above definition may diverge for certain points on the diagonalz D w D a in this case we take Ega a D 0 by convention We note that thisregularization turns Eg into a separately continuous function on the whole C C

The exponential transform E˝zw is analytic in z anti-analytic in w when thesevariables belong to the complement of ˝ henceforth denoted˝e whereas in otherparts of space it has a mixed behavior We shall sometimes denote the exterior partof the exponential transform as well as possible analytic continuations of it across˝ by Fzw

Fzw D Ezw z 2 ˝e w 2 ˝e (22)

copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_2

7

8 2 The Exponential Transform

In the remaining parts of CC the following functions are analytic (more preciselyanalytic in z anti-analytic in w)

Gzw D Ezw

Nz D Ezw

Nz Nw z 2 ˝ w 2 ˝e (23)

Gzw D Ezw

wD Ezw

z w z 2 ˝e w 2 ˝ (24)

Hzw D 2Ezw

NzwD Ezw

z wNz Nw z 2 ˝ w 2 ˝ (25)

Note that Gzw D Gw z The same letters F G G H will be used for theanalytic continuations of these functions across ˝ when such continuations existThis occurs whenever ˝ consists of smooth real analytic curves

The behavior at infinity is

Ezw D 1 j˝jz Nw C Ojzj C jwj3 jzj jwj 1 (26)

Ezw D 1 C˝z

Nw C Ojwj2 jwj 1 (27)

Here

C˝z D 1

dA

zD 1

2i

d

z^ d N (28)

is the Cauchy transform of the characteristic function of ˝ Note that the expo-nential transform Ezw simply is the exponential of the double Cauchy transform

C˝zw D 1

2i

d

z^ d N

N Nw (29)

This is a locally integrable function on C C despite C˝z z D 1 for z D w 2˝ (and for most points with z D w 2 ˝) For more general functions g than thecharacteristic function of an open set we write the Cauchy transform as

Cgz D 1

Zg dA

z

It satisfies Cg=Nz D g in the sense of distributions and this property was used forthe second equalities in (23)ndash(25) (the first equalities there are just definitions)

Taking distributional derivatives of C˝zw gives at least under some lightregularity assumption on ˝

2C˝zw

NzwD ız w˝z˝w zw 2 C (210)

21 Basic Definitions 9

and similarly

2

Nzw1 E˝zw D

(H˝zw zw 2 ˝ ˝0 zw hellip ˝ ˝ (211)

By combining this with the asymptotic behavior (26) one can represent 1 Ezwas a double Cauchy integral

1 Ezw D 1

2

Hu vdAu

u z

dAv

Nv Nw zw 2 C (212)

The Cauchy and exponential transforms can also be written as boundary integralsin various ways For example the exterior and interior functions Fzw andHzw respectively can be expressed by the same formula

exp Π1

i

log j wj d

z D

(Fzw zw 2 ˝e

Hzw zw 2 ˝

The proof is straight-forward A further remark is that the double Cauchy transformcan be viewed as a Dirichlet integral specifically its real part can be written as

Re C˝zw D 1

2

d log j zj ^ d log j wj

where the star is the Hodge star (dx D dy dy D dx) This gives an interpretationto the modulus of the exponential transform in terms of a mutual energy for ˝provided with uniform charge distribution

Example 21 For the disk ˝ D DaR the analytic pieces of the exponentialtransform are

Fzw D 1 R2

z a Nw Na zw 2 DaRe DaRe

Gzw D 1

Nw Na zw 2 DaR DaRe

Gzw D 1

z a zw 2 DaRe DaR

Hzw D 1

R2 z a Nw Na zw 2 DaR DaR

Clearly the functions F G G here admit analytic continuations so that the variablewhich is in DaRe extends its range to all of C n fag

10 2 The Exponential Transform

For later use we record the following formula an immediate consequence of thedefinition of Ezw and (25) if ˝1 ˝2 then

H˝1zwE˝2n˝1zw D H˝2zw for zw 2 ˝1 (213)

Combining with Example 21 we see that Hzw is essentially one over theexponential transform of the exterior domain In fact applying (213) to theinclusion˝ D0R for R sufficiently large gives

H˝zw D 1

R2 z NwED0Rn˝zw (214)

Occasionally we shall need also the four variable exponential transform definedfor any open set ˝ in the Riemann sphere P D C [ f1g by

E˝zwI a b D exp Œ1

2i

d

z d

a ^ d N

N Nw d NN Nb

D exp ŒC˝zwI a b D E˝zwE˝a b

E˝z bE˝aw (215)

Here

C˝zwI a b D 1

2i

d

z d

a ^ d N

N Nw d NN Nb

Thus the two variable transform is recovered as Ezw D EzwI 11 Thefour variable transform behaves well under complementation and under Moumlbiustransformations Indeed denoting by z W a W w W b the classical cross ratio (see[2]) we have

Lemma 21 For any open set ˝ P

E˝zwI a bEPn˝zwI a b D EPzwI a b

where

EPzwI a b D jz W a W w W bj2 D ˇ z wa b

z ba w

ˇ2

And for any Moumlbius map f we have

Ef ˝ f z f wI f a f b D E˝zwI a b (216)

Similarly for C˝zwI a b

22 Moments 11

Proof The first statement is obvious from the definition (215) To establish therelationship to the cross ratio one may use that the two variable exponentialtransform for a large disk D0R is (inside the disk)

ED0Rzw D jz wj2R2 z Nw zw 2 D0R

as is obtained from (25) together with Example 21 then insert this into (215) andfinally let R 1

To prove (216) one just makes the obvious variable transformation in theintegral Then the required invariance follows from the identity

f 0df f z

f 0df f a

D d

z d

a

which is a consequence of both members being Abelian differentials on P withexactly the same poles (of order one) and residues

The properties described in Lemma 21 indicate that the four variable exponentialtransform is a natural object to consider The two variable transform behaves in amore complicated way under Moumlbius maps And under other conformal maps thanMoumlbius maps there seems to be no good behavior for any version of the exponentialtransform

22 Moments

The following sets of moments will enter our discussions

bull The complex moments

Mkj D 1

zkNzjdAz D zk zjL2˝

(k j 0) make up the Gram matrix leading to the Bergman orthogonalpolynomials on˝

bull The harmonic (or analytic) moments are

Mk D Mk0 D 1

zkdAz

bull The exponential moments Bkj (sometimes to be denoted bkj) are defined by

Xkj0

Bkj

zkC1 NwjC1 D 1 exp ŒXkj0

Mkj

zkC1 NwjC1 (217)

12 2 The Exponential Transform

and they make up the Gram matrix for what we will call exponential orthogonalpolynomials In Chap 3 we shall introduce an inner product h i D h iH ˝

such that Bkj D hzk zji It is easy to see that Bk0 D Mk0 D Mk for all k 0

Computation of the exponential moments for 0 k j N requires onlyknowledge of the complex moments for the same set of indices However for this towork out in a numerically efficient way it is necessary to use a recursive procedureThe following effective procedure was suggested to us by Roger Barnard

Write (217) briefly at the level of formal power series

B D 1 expM

where

B DXkj0

Bkj

zkC1 NwjC1 M DXkj0

Mkj

zkC1 NwjC1

Then

M

z B

zD B

M

z

and inserting the power series and equating the coefficients for 1=zkC2 NwjC1 gives therecursion formula

k C 1Mkj Bkj DXpq

p C 1MpqBkp1jq1 k j 0

where the sum ranges over 0 p lt k 0 q lt j This gives Bkj efficiently fromMpq with 0 p k 0 q j and the previously computed Bpq with 0 p lt k0 q lt j

Note that B above is simply the power series expansion of 1 Ezw at infinityand M is similarly the power series of (minus) the double Cauchy transform (29)In summary the generating functions for the moments are

1 E˝zw DXkj0

Bkj

zkC1 NwjC1

C˝zw DXkj0

Mkj

zkC1 NwjC1

C˝z DXk0

Mk

zkC1 DXk0

Bk0

zkC1

23 Positive Definiteness Properties 13

23 Positive Definiteness Properties

As is known from the theory of hyponormal operators see [74] and is proveddirectly in [39] the exponential transform enjoys a number of positivity propertiesWe recall them here in slightly extended forms and with sketches of proofs

Lemma 22 For arbitrary finite sequences of triples zk ak k 2 P P C wehave

Xkj

C˝zk zjI ak ajkNj 0 (218)

with C1 as an allowed value for the left member If the sets fzkg and fakg aredisjoint and no repetitions occur among the zk then we have strict inequality gt 0unless all the k are zero

Assuming that the left member in (218) is finite we also have

Xkj

kNj

E˝zk zjI ak aj 0

with the same remark as above on strict inequality

Proof We have

Xkj

C˝zk zjI ak ajkj D 1

Xkj

k

zk k

ak

j

N Nzj

j

N Naj

dA

D 1

jX

k

k

zk k

akj2 dA 0

which proves (218) The statement about strict inequality also follows immediatelyAs a consequence of Schurrsquos theorem the exponential of a positive semidefinite

matrix is again positive semidefinite (see [18] for example) Therefore

Xkj

kNj

E˝zk zjI ak ajDXkj

exp ŒC˝zk zjI ak ajkj 0

under the stated assumptionsFrom the above we conclude the following for the two variable transforms

Lemma 23 For any bounded open set ˝ C the following hold

(i) C˝zw is positive definite for zw 2 ˝e(ii) 1

Ezw is positive definite for zw 2 ˝e

14 2 The Exponential Transform

(iii) Hzw is positive definite for zw 2 ˝(iv) 1 Ezw is positive semidefinite for zw 2 C(v) 1

Ezw 1 is positive semidefinite for zw 2 ˝e

Proof i and ii follow immediately from the previous lemma by choosing ak D1 for all k To prove iii we choose some R gt 0 such that ˝ D0R anduse (214) Here the factor

1

R2 z Nw D1X

kD0

zk Nwk

R2kC2 jzj jwj lt R

is clearly positive definite while the other factor 1=ED0Rn˝zw is positivesemidefinite by ii Hence iii follows on using Schurrsquos theorem Next iv followsfrom iii by means of the representation (212) and v follows from ii and ivtogether with Schurrsquos theorem

Remark 21 Whenever one has a positive definite function like Hzw in iii ofthe lemma then one can define a Hilbert space either by using it directly to definean inner product or by using it as a reproducing kernel These two methods canactually be identified via the linear map having Hzw as an integral kernel

Since much of the text will be based on these ideas we explain here theunderlying philosophy using sums instead of integrals for simplicity of expositionLet the kernel in general be Kzw analytic in z anti-analytic in w Then oneHilbert space is generated by finite sums

Pj ˛jızj with the inner product is defined

by

hX

j

˛jızj X

k

ˇkıwk i DXjk

˛jKzjwk Nk

In the case Kzw D Hzw this will be our main Hilbert space to be denotedH ˝

This Hilbert space is thus generated by singular objects (Dirac distributions) andcan be rather strange However as Kzw is a quite regular function a much nicerHilbert space consisting of anti-analytic functions is obtained via the identificationmap (one-to-one by the assumed positive definiteness)

Xj

˛jızj 7X

j

˛jKzj

for which the same inner product is kept ie

hX

j

˛jKzj X

k

ˇkKwk iRK DXjk

˛jKzjwk Nk

23 Positive Definiteness Properties 15

We have indexed the inner product by RK because the space now becomes areproducing kernel Hilbert space with in fact Kzw as the reproducing kernelsetting ˚ D P

j ˛jKzj and letting the second factor be just Kw we have

h˚Kw iRK D hX

j

˛jKzj Kw iRK

DX

j

˛jKzjw D ˚w

The above will be applied for the choice iii in Lemma 23 Kzw D HzwBut also the other choices in the lemma are interesting in particular for spacesof analytic functions i is related to the ordinary Bergman space see (327) iiand v give an inner product considered by Pincus-Xia-Xia [77] see (329) andSect 37 while iv gives the same as iii but with the inner product written in adifferent way see (328) and also (33)

Next we specialize to comparison with disks and half-planes

Lemma 24 Some specific positivity assertions are

(i) If ˝ D0R then R2 z NwH˝zw is positive definite for zw 2 ˝ (ii) If ˝ D0 r D then 1 r2

z Nw H˝zw is positive definite for zw 2 ˝ (iii) Assume that ˝ D where D is an open half-plane let a 2 D and let b D a

be the reflected point with respect to D Then

1 z a

z b

Nw NaNw Nb H˝zw zw 2 ˝

is positive definite

Proof For i we use that (by (213) and ii in Lemma 23)

1

HD0Rzw H˝zw D 1

ED0Rn˝zw

is positive definite for zw 2 ˝ and then insert HD0R D 1R2z Nw (see Example 21)

For ii we similarly use that

H˝zwED0rzw D H˝[D0rzw

is positive definite for zw 2 ˝ and insert ED0r D 1 r2

z Nw Finally for iii we use the formula (216) for how the four variable exponential

transform changes under a Moumlbius map f We take this to be

f D a

b (219)

16 2 The Exponential Transform

which maps the half plane D onto the unit disk in particular f ˝ D Using that

H˝zw D E˝zw

jz wj2 D E˝zwI b bE˝z bE˝bw

jz wj2 E˝b b

by (25) (215) we then obtain

1 z a

z b

Nw NaNw Nb H˝zw

D 1 f zf w Ef ˝ f z f wI f b f b

jf z f wj2 ˇ f z f w

z w

ˇ2 E˝z bE˝bw

E˝b b

D 1 f zf w Hf ˝ f z f w ja bj2E˝z bE˝bwjz bj2jw bj2E˝b b

Here the last factor (the quotient) is of the form czw with c gt 0 hence ispositive definite and also the first factor is positive definite because it equals

Hf ˝ f z f w

HD f z f wD 1

EDnf ˝ f z f w

Thus part iii of the lemma follows

24 The Exponential Transform as a Section of a Line Bundle

In this section we assume that ˝ is fully real analytic with Schwarz function (see[16 101]) denoted Sz Thus Sz is analytic in a neighborhood of ˝ and satisfies

Sz D Nz z 2 ˝ (220)

The functions F G G H defined in terms of E by (22)ndash(25) are analyticin their domains of definition have analytic continuations across the boundariesand satisfy certain matching conditions on these boundaries Taking the analyticcontinuations into account the domains of definition cover all of P P and thematching conditions can be formulated as transition formulas defining holomorphicsections of certain line bundles These sections will then be uniquely determined bytheir behaviors at infinity This gives a new way of characterizing the exponentialtransform In an alternative and essentially equivalent language the exponentialtransform can be viewed as the unique solution of a certain Riemann-Hilbertproblem Below we shall make the above statements precise

24 The Exponential Transform as a Section of a Line Bundle 17

Let w 2 ˝e be fixed Then by the definitions (22) (23) (220) of F G and S

GzwSz Nw D Fzw (221)

for z 2 ˝ Here Gzw remains analytic as a function of z in some neighborhoodof ˝ say in U ˝ and Fzw similarly remains analytic for z in say V ˝cWith U V chosen appropriately Sz is analytic in U V and (221) remains validthere At the point of infinity (for z) we have F1w D 1

We interpret the above as saying that the pair GwFw represents asection of the line bundle over P defined by the transition function Sz Nwz 2 U V The Chern class of this line bundle is

ChernS Nw D 1

2i

d logSz Nw D 1

2i

d logNz Nw D 0

Recall that the Chern class equals the difference between the number of zeros andthe number of poles for an arbitrary meromorphic section (not identically zero) andthat a line bundle on P is uniquely determined by its Chern class Having Chern classzero therefore means that the bundle is equivalent to the trivial bundle (transitionfunctions identically one) as is also evident from the way we started namely byhaving a non-vanishing holomorphic section It follows that the dimension of thespace of holomorphic sections equals one so any holomorphic section is determinedby its value at one point Therefore the holomorphic section GwFw isuniquely determined by the property that it takes the value one at infinity

With w 2 ˝ a similar discussion applies to the pair HwGw Bydefinition of G and H we then have the transition relation

HzwSz Nw D Gzw (222)

thus with the same transition function Sz Nw as above However in the presentsituation the Chern class is C1 because w now is inside ˝ in the integrals aboveand the bundle is therefore equivalent to the hyperplane section bundle See [109][29] for the terminology Thus any nontrivial holomorphic section has exactly onezero and is uniquely determined by the value of its derivative at this zero Theparticular section HwGw vanishes at infinity with the expansion there

Gzw D 1

zC w C˝w

1

z2C Ojzj3 (223)

as follows from the behavior of Ezw at infinity In particular the sectionHwGw is uniquely determined solely by these properties

As a side remark the functions Gzw Gzw are not only analytic across˝ ˝ they are also non-vanishing (except at the point of infinity as exhibitedfor Gzw in (223)) Therefore the relations (221) and (222) give preciseinformation on the nature of the zeros of Fzw on ˝˝ and the corresponding

18 2 The Exponential Transform

singularities of Hzw there Note that 1=Hzw (which is similar to Fzw for atruncated exterior domain) is still holomorphic across ˝ ˝

We summarize the above discussion

Theorem 21 Assume that ˝ is analytic and let w 2 C n ˝ be fixed Then thefunction Sz Nw which is holomorphic and non-vanishing in a neighborhoodof ˝ defines a holomorphic line bundle w on P with respect to the covering˝ neighborhoodP n˝(i) If w 2 ˝e then w has Chern class zero hence it has a unique holomorphic

and non-vanishing section which takes the value one at infinity This section isrepresented by the pair GwFw

(ii) If w 2 ˝ then w has Chern class one hence it has a unique holomorphicsection which vanishes at infinity with derivative one there (ie behavior z1COz2 z 1) and has no other zeros This section is represented by thepair HwGw

There is also a limiting version of the above for w 1 See Proposition 21below

One may extend the above considerations by treating the two variables z andw jointly However in this case there will be a singular set namely the one-dimensional set D fzw 2 C2 W z D w 2 ˝g In fact in a neighborhoodof we have the relation

Fzw D Sz Nwz SwHzw (224)

but on itself the transition function Sz Nwz Sw thought to define a linebundle vanishes while Hzw becomes infinite Anyhow Fzw is well-behaved(analyticantianalytic) in a full neighborhood of The restricted conclusion will bethat the quadruple FGGH defines a holomorphicantiholomorphic sectionof a line bundle just in P P n

25 A Riemann-Hilbert Problem

We can interpret the factorization at interface formulas obtained so far as a Riemann-Hilbert problem with relations to hold on ˝ and with Nz in place of Sz

GzwNz Nw D Fzw z 2 ˝ w 2 ˝e (225)

HzwNz Nw D Gzw z 2 ˝ w 2 ˝ (226)

Gzwz w D Fzw w 2 ˝ z 2 ˝e (227)

Hzwz w D Gzw w 2 ˝ z 2 ˝ (228)

25 A Riemann-Hilbert Problem 19

This requires less regularity of ˝ and may therefore be convenient from somepoints of view The requirements at infinity are as before

F1w D Fz1 D 1 (229)

Gzw D 1Nw C Ojwj2 Gzw D 1z

C Ojzj2 (230)

A particular consequence of the last transition relation and (230) is thatZ˝

Hzwz wd Nw DZ˝

Gzwd Nw D 2i z 2 ˝

After turning the first integral to an area integral this gives

1

HzwdAw D 1 z 2 ˝ (231)

a formula which will be needed later onThe decomposition (22)ndash(25) of Ezw into analytic pieces can be extended

to the four variable transform EzwI a b One practical way to formulate such astatement is to say that the function

Nz NbNz Nw

zw a

w zw

Na NwNa Nb

ab z

b ab EzwI a b

is analytic in each component of P n ˝4 Here denotes the characteristicfunction of ˝

D(1 2 ˝0 hellip ˝

Cf Theorem 2 in [47]The relationships between the functions F G G and H can also be expressed

by means of the Cauchy transform To this end we make the following observation

Lemma 25 Assume f and g are holomorphic in ˝ h is holomorphic in ˝e allhaving continuous extensions to ˝ and that

(Nzf zC gz D hz z 2 ˝hz 0 z 1

(232)

Then the combined function

(Nzf zC gz z 2 ˝hz z 2 ˝e

(233)

20 2 The Exponential Transform

is identical with the Cauchy transform of f more precisely of the function

(f z z 2 ˝0 z 2 ˝e

(234)

Conversely for f holomorphic in˝ and continuous up to ˝ the Cauchy transformof (234) is of the form (233) with (232) holding

Proof This is immediate from basic properties of the Cauchy transformIn the notations and assumptions of the lemma we may consider the Cauchy

transform (in a restricted sense) simply as the map f 7 h in particular as a maptaking analytic functions in˝ to analytic functions in˝e As such a map it connectsin our context the different pieces F G G H of the exponential transform

Example 22 With

f z D Hzw

gz D NwHzw

hz D Gzw

where w 2 ˝ is considered as a parameter we get

CHwz D Gzw z 2 ˝e

Thus

Gzw D 1

Hz vdAv

Nv Nw z 2 ˝e w 2 ˝ (235)

Example 23 With w 2 ˝e as parameter and

f z D Gzw

gz D 1C NwGzw

hz D 1 Fzw

it follows that

CGwz D Fzw 1 z 2 ˝e

Example 24 By taking the Cauchy transform in both variables one can pass directlyfrom Hzw to Fzw or even from Hzw to the complete transform Ezw by

25 A Riemann-Hilbert Problem 21

means of Eq (212) Similarly by considering the asymptotics at w D 1 or bycombining (28) with (231)

C˝z D 1

2

Hu vdAu

u zdAv z 2 C (236)

In addition using (235) one finds that

C˝z D 1

Gzw dAw z 2 ˝e (237)

As a final remark we mention that not only the exponential transform (ie theexponential of the double Cauchy transform (29)) but also the exponential of theone variable Cauchy transform (28) can be viewed as (part of) a section of a linebundle In fact taking f z D 1 in (232) gives hz D C˝z for z 2 ˝e andreplacing Nz by Sz on ˝ renders (232) on the form

eSz egz D eC˝z (238)

which by analytic continuation holds for z in a neighborhood of ˝ In (238) egz

is just some non-vanishing holomorphic function in ˝ which we do not care muchabout while eC˝z is holomorphic and non-vanishing in ˝e regular at infinity andtaking the value one there

Now we may view eSz as the transition function for a line bundle on P thenhaving Chern class zero It follows that there is a unique holomorphic cross sectionof that bundle which takes the value one at infinity And (238) says that therestriction to ˝e of that section is exactly the exponential of the Cauchy transformof ˝ In summary

Proposition 21 With ˝ real analytic eSz defines a holomorphic line bundle onP with Chern class zero Its unique non-vanishing holomorphic section which takesthe value one at infinity is represented in ˝e by eC˝z

Chapter 3Hilbert Space Factorization

Abstract The positivity properties of the exponential transform define in a canon-ical way a Hilbert space H ˝ and a (co)hyponormal operator acting on it suchthat the exponential transform itself appears as a polarized compressed resolvent ofthis operator There are many variants of this procedure but they are all equivalentHistorically the process actually went in the opposite direction starting with anabstract Hilbert space and hyponormal operator with rank one self-commutatorthe exponential transform arose as a natural characteristic function obtained asthe determinant of the multiplicative commutator of the resolvent If one considersH ˝ as a function space the analytic functions in it are very weak ie have asmall norm and for a special class of domains the quadrature domains the analyticsubspace Ha˝ even collapses to a finite dimensional space Some more generalkinds of quadrature domains are discussed in terms of analytic functionals and wealso show that some integral operators based on the exponential transform can beinterpreted in terms of Silva-Koumlthe-Grothendieck duality

31 Definitions and Generalities

In the sequel we assume that Hzw is integrable

jHzwjdAzdAw lt 1 (31)

We do not know whether this always holds but as shown in [39] (appendix there) itholds at least when ˝ is Lipschitz in particular when it is piece-wise real analyticIf ˝ is fully real analytic one even has

jHzwj2dAzdAw lt 1 (32)

see again [39]In view of the positivity properties proved in Sect 23 one can define a positive

semi-definite Hermitian form on the set DC of smooth test functions with compact

copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_3

23

24 3 Hilbert Space Factorization

support in C by

h f gi D 1

2

ZC

ZC

1 EzwNf zgwdAzdAw (33)

D 1

42

ZC

ZC

1 Ezwd f zdzdgwdw f g 2 DC

We are following [38 39] here Several other choices of inner product are in usesee [74 77] as well as Sects 34 and 37 below

The second expression above indicates that it is natural to consider fdz and gdzas differential forms and as such they need not have compact support it is enoughthat they are smooth also at infinity (ie smooth on all P) Upon partial integrationthe above formula becomes

h f gi D 1

2

Hzwf zgwdAzdAw (34)

hence h f gi depends only on the values of f and g in ˝ By (31) all functionsf g 2 L1˝ can be allowed in (34) and we have the estimate

jj f jj Cjj f jj1˝ (35)

where jj f jj2 D h f f i Also distributions and analytic functionals with compactsupport in ˝ can be allowed in (34)

Despite Hzw being positive definite there are functions f 2 L1˝ for whichjj f jj D 0 for example any function of the form f D N with a test function withcompact support in ˝ Therefore to produce a Hilbert space having h i as innerproduct one first has to form a quotient space modulo the null vectors and thentake the completion of this The resulting Hilbert space will be denoted H ˝ It isalways infinite dimensional and separable When necessary we will write the innerproduct defined by (34) as h f gi D h f giH ˝ and similarly for the norm

The construction above gives a natural map taking functions to their equivalenceclasses

˛ W L1˝ H ˝ (36)

This map has (by definition) dense range but is not injective If ˝ is analytic sothat (32) holds (henceforth assumed) ˛ extends to

˛ W L2˝ H ˝

The adjoint operator ˛0 goes the opposite way between the dual spaces

˛0 W H ˝0 L2˝0

and is automatically injective (because ˛ has dense range)

31 Definitions and Generalities 25

Keeping the assumption (32) the adjoint map ˛0 has some concrete manifesta-tions For example representing functionals in the above Hilbert spaces by innerproducts it gives rise to a map

ˇ W H ˝ L2˝

which is bounded and injective Precomposing it with ˛ gives the operator

H D ˇ ı ˛ W L2˝ L2˝

We name it H because it has an explicit presentation as an integral operator withkernel Hzw

Hf w D 1

Hzwf zdAz w 2 ˝ f 2 L2˝ (37)

By construction Hf only depends on the equivalence class of f 2 L2˝ in H ˝ie on ˛ f and we have

h˛ f ˛giH ˝ D f HgL2˝ f g 2 L2˝ (38)

It follows that H is a positive operator and it is also seen that its range consists onlyof anti-analytic functions in particular it is far from being surjective The norm ofH D ˇ ı ˛ as an operator is bounded above by jjHjjL2˝˝ and it also follows thatjj˛jj D jjˇjj pjjHjjL2˝˝

As indicated in Remark 21 the one-to-one image of H ˝ under the map ˇis if the inner product in H ˝ is kept in ˇH ˝ a reproducing kernel Hilbertspace of anti-analytic functions having Hzw as the reproducing kernel

Expanding (212) for large z and w gives

1 Ezw D 1

2

Xkj0

Hu vuk Nvj

zkC1 NwjC1 dAudAv

DXkj0

hzk zjiH ˝

zkC1 NwjC1

Since on the other hand

1 Ezw D 1 expΠ1

dA

z N Nw

D 1 expŒXkj0

zk zjL2˝

zkC1 NwjC1 D 1 expŒXkj0

Mkj

zkC1 NwjC1

26 3 Hilbert Space Factorization

this confirms that the exponential moments defined by (217) make up the Grammatrix for the monomials in H ˝

Bkj D hzk zjiH ˝

For future needs we record here the following consequence of (231)

hh 1iH ˝ D 1

hdA h 2 H ˝ (39)

Strictly speaking the left member here should have been written h˛h ˛1i butquite often we will consider ˛ as an identification map and suppress it from notationThe equivalence class in H ˝ of the constant function one will have a special rolelater on and we write it in bold ˛1 D 1

32 Restrictions and Extensions

The operator ˛ has a very big kernel and therefore it is not reasonable to considerH ˝ as a function space However the operator ˇ canonically embeds H ˝

in a space of anti-analytic functions in ˝ and as we shall see in Sect 36 formost choices of ˝ the map ˛ embeds the functions analytic in a neighborhood of˝ in a dense subspace of H ˝ However the norm in H ˝ is much weakerthan traditional norms on spaces of analytic functions and there will usually be nocontinuous point evaluations for example

A sign that H ˝ is not a good function space is that on considering aninclusion pair ˝1 ˝2 there is no continuous restriction operator H ˝2 H ˝1

Example 31 Consider the inclusion D1 1 D 2 where 0 lt lt 1 Ingeneral if f is analytic and bounded in DaR we have (writing just f in placeof ˛ f ) jj f jjH DaR D Rj f aj Here we used Example 21 and the mean-valueproperty of analytic functions Thus for fnz D zn

jj fnjjH D11 D 1 jj fnjjH D2 D 2n

hence there is no constant C lt 1 such that jj fnjjH D11 Cjj fnjjH D2 for alln So at least the most naive way of trying to define a bounded restriction operatorH D 2 H D1 1 does not work

On the other hand it is possible to define extension operators with bounded norm(actually norm one) In fact if ˝1 ˝2 and f 2 L1˝1 then on extending f byzero on ˝2 n˝1 we have

jj f jjH ˝2 jj f jjH ˝1

33 Linear Operators on H ˝ 27

This is an immediate consequence of (213) and iv of Lemma 23 the latter appliedto 1 E˝2n˝1

33 Linear Operators onH ˝

Let Z be the ldquoshiftrdquo operator ie multiplication by the independent variable z onH ˝

Z W H ˝ H ˝ Zf z D zf z (310)

This is a bounded linear operator in fact its norm is

jjZjj D supfjzj W z 2 ˝gHere the upper bound (ie the inequality ) follows from i of Lemma 24 whichimmediately gives the desired inequalityZ˝

Hzwzf zwf wdAzdAw R2Z˝

Hzwf zf wdAzdAw

The lower bound follows by choosing f to have all its support close to a point z 2 ˝at which jzj nearly equals its supremum For example if Da ˝ then f DDa gives jj f jj D 2

pHa a jjZf jj D a2

pHa a

If ˝ D0 r D then the inverse Z1f z D 1z f z exists and has norm

jjZ1jj 1r by ii of Lemma 24 It is easy to see that equality holds if r is chosen

largest possible hence jjZ1jj D 1=dist0˝ More generally if a hellip clos˝ thenZ a1 exists and has norm 1=dist a˝ Thus denoting by Z the spectrumof Z we have Z clos˝ In fact equality holds

Z D clos˝ (311)

By Z we denote the operator

Zf z D Nzf z (312)

by Z the adjoint of Z and by C the Cauchy transform considered as a linearoperator H ˝ H ˝

Cgz D Cgz D 1

gdA

z z 2 ˝ (313)

Finally 1 ˝ 1 denotes the operator

1 ˝ 1 W h 7 hh 1i1

28 3 Hilbert Space Factorization

which is a positive multiple of the orthogonal projection onto the one-dimensionalsubspace spanned by 1 (the function identically equal to one)

Proposition 31 The so defined operators are bounded on H ˝ and are relatedby

Z D Z C C (314)

ŒZC D 1 ˝ 1

ŒZZ D 1 ˝ 1 (315)

In particular Z is cohyponormal ie ŒZZ 0

Proof Using partial integration with respect to w plus the Riemann-Hilbert rela-tion (228) we have

hzf z gzi h f z Nzgzi D 1

2

Hzwz wf zgwdAzdAw

D 1

2

Hzwz wf z

wCgwdAzdAw

D 1

2i2

Hzwz wf zCgwd NwdAzC

C 1

2

Hzwf zCgwdAzdAw

D 1

2

Gzwf zCgwd NwdAzC h f zCgzi

Here the boundary integral in the first term vanishes because the integrand is anti-analytic with respect to w in ˝e and tends to zero as 1=jwj2 when jwj 1 inview of the asymptotics of Gzw (see (230)) and Cgw Thus we end up with theidentity

hzf z gzi D h f z Nzgzi C h f zCgzi (316)

This says that

hZf gi D h f Z C Cgi

ie we have proved (314) and thereby also that C is bounded (since Z obviouslyis bounded like Z) We emphasize that we did not use the definition of Hzw

33 Linear Operators on H ˝ 29

directly in the above computation only its property of being part of a section (anti-holomorphic section with respect to w to be precise) vanishing at infinity of a certainline bundle equivalently the solution of a Riemann-Hilbert problem

Next we compute the commutator ŒZC D ZC CZ

ŒZC f z D z 1

f dA

z 1

f dA

z

D 1

zf dA

zD 1

fdA D h f 1i 1 D 1 ˝ 1f z

Since obviously ŒZZ D 0 the remaining statements of the proposition now followExpressing the exponential and Cauchy transforms in terms of the above

operators we have for all zw 2 C

1 E˝zw D hZ z11 Z w11i (317)

C˝z D hZ z11 1i (318)

These relations follow immediately from (212) (236) and the definition (34) ofthe inner product We may also identify the Cauchy kernel itself as an element inH ˝ as

kz D Z z11 (319)

The exponential moments appear are

Bkj D hZk1Zj1i

We mention next a determinantal formula for E˝zw in terms of Z

E˝zw D detZ NwZ zZ Nw1Z z1 (320)

valid for zw 2 ˝e This is proved in the same way as a similar formula inAppendix A namely by switching the first two factors and using that ŒZ zZ Nw D ŒZZ D 1 ˝ 1 which is a rank one projection Then the determinant comesout to be 1 hZ z11 Z w11i which is Ezw The determinant existsbecause it is of the form detI C K with K a trace-class operator and then thedefinition of the determinant reads

detI C K D expŒtr logI C K D expŒtr1X

jD1

1 j1

jKj

30 3 Hilbert Space Factorization

In our case the operator K has finite rank (rank one) and in such cases the productrule detAB D det A det B holds for determinants as above This gives thecomplementary formula

1

E˝zwD detZ zZ NwZ z1Z Nw1 (321)

D 1C hZ Nw11 Z Nz11i

34 A Functional Model for Hyponormal Operators

The operator Z used above is cohyponormal but it is actually more common towork with models which involve hyponormal operators (see Appendix A and [74]in general for such operators) By minor modifications of the previous definitionsone easily arrives at the standard hyponormal operator T in this context The innerproduct is first to be modified to be

hh f gii D 1

2

ZC

ZC

1 Ew zf zgwdAzdAw (322)

D 1

2

Hw zf zgwdAzdAw D hNf NgiH ˝

This gives rise to a Hilbert space which is equivalent to H ˝ in the sense thatconjugation f 7 Nf is an R-linear isometry between the two spaces In the newHilbert space we define the shifts Z Z and the Cauchy transform C as before by theformulas (310) (312) (313) and in addition we set

Cf z D 1

f dAN Nz z 2 ˝

ie Cf D CNf Then it is straight-forward to check that

hhZ C Cf gii D hh f Zgii

This means that on defining an operator T by

T D Z C C

its adjoint with respect to the new inner product is

T D Z

35 Summary in Abstract Setting 31

In addition one gets

ŒTT D 1 ˝ 1

in particular T is hyponormal The relations to the Cauchy and exponential transformare

1 E˝zw D hhT Nw11 T Nz11ii (323)

C˝z D hh1T Nz11ii

the exponential moments appear as

Bkj D hhTj1Tk1ii

and the formula corresponding to (321) becomes

1

E˝zwD detT NwT zT Nw1T z1 (324)

D 1C hhT z11 T w11ii

for zw 2 ˝e See Appendix A for more details and references

35 Summary in Abstract Setting

For future needs we summarize the two functional models used so far with innerproducts connected by (322) in terms of an abstract Hilbert space H with a specialvector 0 curren 2 H as follows (this is the abstract version of 1) We work eitherwith a cohyponormal operator A (replacing Z) in H satisfying

ŒAA D ˝

or a hyponormal operator T satisfying

ŒTT D ˝

In either case it is assumed that the corresponding principal function (see [74]) isof the form g D ˙˝ (minus sign in the cohyponormal case) where ˝ C is abounded open set Using h i for the inner product in whatever case we are workingwith we have the basic relationships to the Cauchy and exponential transforms and

32 3 Hilbert Space Factorization

exponential moments given by

1 E˝zw D hA z1 A w1iC˝z D hA z1 i

Bkj D hAkAji

respectively

1 E˝zw D hT Nw1 T Nz1iC˝z D hT Nz1i

Bkj D hTjTk

i

In addition we have the determinantal formulas

E˝zw D detA NwA zA Nw1A z1

D detT zT NwT z1T Nw1

1

E˝zwD detA zA NwA z1A Nw1

D detT NwT zT Nw1T z1

36 The Analytic SubspaceHa˝

For any set E C we define

OE D f(germs of) functions holomorphic in some open set containing Eg

with the qualification that two such functions which agree on some neighborhoodof E shall be identified The analytic subspace of Ha˝ of H ˝ may be definedas

Ha˝ D closH ˝˛O˝

The Cauchy kernel kz D 1z clearly is in O˝ hence can be considered as

an element of Ha˝ whenever z 2 ˝e The same for all polynomials Whenrestricting to O˝ the map ˛ is in most cases injective (namely when ˝ is not aquadrature domain see Theorem 31 below) therefore it is reasonable to write justf in place of ˛ f when f is analytic

36 The Analytic Subspace Ha˝ 33

For f g 2 O˝ the inner product can be written as a boundary integral

h f gi D 1

42

1 Ezwf zgwdzd Nw f g 2 O˝ (325)

This agrees with what is obtained from analytic functional calculus namely onwriting

f Z D 1

2i

If zZ z1 dz

where the path of integration surrounds the spectrum of Z ie the closure of ˝ Inserting (317) into (325) gives

h f gi D h f Z1 gZ1i f g 2 O˝

Translating this into a formula for T D Z and the inner product (322) gives

hh f ı conj g ı conjii D hh f T1 gT1ii f g 2 Oconj˝

where conj means conjugation for example f ı conjz D f Nz Thus in the leftmember one takes the inner product between anti-analytic functions in ˝ For Titself one gets a nicer inner product which is used in the analytic functional modelof J Pincus D Xia JB Xia [77 111] (see also Sect 37 below) It is defined by

h f giPXX D hh f T1 gT1ii D (326)

D 1

42

1

Ezw 1f zgwdzd Nw f g 2 O˝

where the second equality is a consequence of (324)We finally remark that the ordinary Bergman inner product can be written on the

same form as (325)

f gL2˝ D 1

42

C˝zwf zgwdzd Nw f g 2 O˝ (327)

This follows by transforming the boundary integrals to area integrals andusing (210) If we rewrite (325) as

h f giHa˝ D 1

42

eC˝zwf zgwdzd Nw f g 2 O˝ (328)

we see that the difference between the two inner product just amounts to anexponentiation of the weight function This is the same relation as in (217) The

34 3 Hilbert Space Factorization

analytic model of Pincus-Xia-Xia can also be put into such a form by writing (326)as

h f giPXX D 1

42

eC˝zwf zgwdzd Nw f g 2 O˝ (329)

Here one has to be careful to approach the contour of integration ˝ from outside(the cases (327) and (328) are less sensitive) This is because eC˝zw D 1=Ezw(analytically continued across ˝ as 1=Fzw) has a pole at z D w 2 ˝ and themain contribution to the integral actually comes from the residue at this pole Seemore precisely Sect 37

The above three inner products are quite different (327) is exactly the Bergmanspace inner product (ie L2 with respect to area measure) (329) is similar tothe HardySmirnovSzegouml space inner product (L2 with respect to arc length)while (328) gives the rather brittle space Ha˝

37 The Analytic Model

We have seen that the auxiliary Hilbert space H ˝ provides a natural diagonal-ization of the cohyponormal operators Z and T Here we shall see in some moredetail how the analytic model of Pincus-Xia-Xia [77] diagonalizes directly T on theHardy space of ˝ with the price of an inner space distortion

We assume that the boundary ˝ is smooth and real analytic and recall (seeremarks before Theorem 21) that this means that Ezw analytically extends fromthe exterior across ˝ and we also know that this analytic continuation which wedenote Fzw as before satisfies

F D 0 zF curren 0 2 ˝

The partial derivative appearing here may by identified in terms of the functionsGzw and Gzw in (23) (24) as

zF D G D G 2 ˝ (330)

Let T be the irreducible hyponormal operator with rank-one self-commutatorhaving the characteristic function of ˝ as principal function and let bea collection of Jordan arcs in C n ˝ which are homologous to ˝ We maywork in the functional model H ˝ or in an abstract setting (Sect 35) therewill only be notational differences In notations of Sect 35 the determinantalidentity (324) together with Riesz functional calculus gives the Pincus-Xia-Xia

38 A Formal Comparison to Quantum Field Theory 35

inner product as

h f giPXX D h f T gTi D 1

42

Z

Z

f zgw

Ezwdzdw

for any germs of analytic functions f g 2 O˝Fix the system of curves but deform to ˝ so that Ezw curren 0 for z 2

and w 2 In this case Eww D 0 but in terms the analytic continuation Fzwof Ezw the function z 7 1=Fzw has just a simple pole at z D w 2 ˝ Theresidue there equals 1=zFww D 1=Gww (recall (330)) Denoting by asystem of curves homologous to but located just inside ˝ the residue theoremtherefore yields

1

42

Z

Z

f zgw

Fzwdzdw D 1

2i

Z

f wgwd Nw

Gww

It is easy to see that d NwiGww is positive and hence equal to jdw

jGwwj so all is all wehave for the squared norm

k f Tk2 D 1

2

Z

j f j2 jdjjG j C 1

42

Z

Z

f zf w

Fzwdzdw

Let H2˝ denote the Hardy space associated to the domain ˝ that is theclosure of O˝ in L2˝ jdzj The above integral decomposition implies that thenorm in the ldquoexoticrdquo space Ha˝ has the structure

k f Tk2 D hN C Kf f i2˝

where N is an invertible normal operator and K is a compact operator The strictpositivity of the norm k f Tk implies then that the Hardy space operator N C K DA is self-adjoint positive and invertible Hence

k f TkH ˝ D kpAf k2˝

38 A Formal Comparison to Quantum Field Theory

A first remark is that the notation 1˝ 1 (or ˝ ) used for an operator for examplein (315) actually involves some misuse of notation since one of the functions 1 isto be considered as an element of the dual space (ie is a functional) In P Diracrsquosbra-[c]-ket notation used in quantum mechanics (ji for vectors hj for covectors)the same object would have been denoted j1i ˝ h1j taking into account also that

36 3 Hilbert Space Factorization

in quantum mechanics one puts the conjugation on the lefthand factor in innerproducts

Staying within quantum theory Eq (315) is somewhat reminiscent of thecommutation relation for the annihilation and creation operators A and A sayin quantum field theory (see [31 97] for example) In that theory the right memberwould be the identity operator however which using Diracrsquos notation becomes

ŒAA D1X

jD0j ji ˝ h jj (331)

where f jg is an arbitrary orthonormal basis for the Hilbert space used Thus theannihilation operator is also cohyponormal but is necessarily unbounded Oneadvantage with our rank one self-commutator cohyponormal operator Z is that itis bounded

The inner product in Ha˝ gives when written on the form (328) someassociations to Feynman path integrals in quantum field theory Such integrals alsorepresent inner products interpreted as probability amplitudes for transitions forexample the probability h f tf j i tii that a quantum system initially at time ti in astate j i tii will at a later (final) time tf be observed to be in a state j f tf i Such anintegral may look like

h f tf j i tii DZ

DŒ˚eiSŒ˚ (332)

where ˚ runs over paths in a configuration space SŒ˚ D Rd4xL Œ˚ denotes

the action along the path ˚ here with L the Lagrangian in a four space-timedimensional context The integration is performed over all possible paths joiningthe given initial and final states with integration measure denoted DŒ˚ See[23 31 62 84 97] for example In string theory and conformal field theory theaction may be a pure Dirichlet integral in two dimensions see [78]

If we compare with the inner product (328) for Ha˝ we see that the doubleCauchy transform C˝zw will have the role of being the action (up to a constantfactor) This is completely natural since C˝zw easily can be written as a Dirichletintegral and be interpreted as an energy (mutual energy actually for z curren w) Theclassical action has dimension energy time (the same as Planckrsquos constant bdquo) butwe have constants to play with The main difference however is that the classicalaction is a real-valued function so that the exponent iSŒ˚ is purely imaginarywhile our C˝zw is truly complex-valued On the other hand inserting Planckrsquosconstant the exponential in (332) becomes i

bdquo SŒ˚ and in some contexts bdquo is allowedto take complex values or at least to approach the classical limit bdquo 0 throughcomplex values (cf [97] Sect 1424) One may alternatively compare (328) withthe partition function in quantum statistical mechanics which is similar to theFeynman integral but having a purely real exponential factor

39 Silva-Koumlthe-Grothendieck Duality 37

The two functions f and g in (328) correspond to the states j i tii and j f tf ieven though these are invisible in the right member of (332) They are hidden inthe boundary conditions for the integral but can be restored explicitly as is doneeg in [84] Chaps 5 and 9 One may also represent the time evolution from ti to tfexplicitly by inserting the appropriate unitary operator say eitf ti OH if the systemis governed by a time-independent Hamiltonian operator OH Then the left memberof (332) turns into h f jeitf ti OHj ii0 the subscript zero indicating that we nowhave a different inner product In our context this step could be compared with theinsertion of the operator H in (37) giving an L2-inner product

The difficulty with Feynman integrals is that the integration is taken over aninfinite dimensional space of functions ˚ In practice one has to resort to finitedimensional approximations or perhaps to restrict to a class of functions dependingon finitely many parameters The latter is exactly what is the case in our innerproduct (328) where essentially only the functions

˚ D log z 2 ˝

parametrized by z 2 ˝ appear after having written the integral as a Dirichletintegral The differential DŒ˚ reduces to just dz d Nw with integration along ˝˝

So without claiming any deeper connections we can at least say that there aresome formal similarities between the inner product in Ha˝ and Feynman pathintegrals

39 Silva-Koumlthe-Grothendieck Duality

For some further representations of the inner product we introduce the integraloperator G with kernel Gzw

Gf w D 1

Gzwf zdAz w 2 ˝e f 2 O˝ (333)

This operator takes any f 2 O˝ to an anti-analytic function Gf in ˝e vanishingat infinity This means that Gf 2 O˝e0 where O˝e0 denotes the space offunctions holomorphic in ˝e D P n ˝ and vanishing at infinity Recall next thatthere is a natural duality between O˝ and O˝e0 defined via the pairing

f gduality D 1

2i

f zgzdz f 2 O˝ g 2 O˝e0 (334)

which has been studied in depth by Silva [98] Koumlthe [66] Grothendieck [30] Tomake (334) more invariant one could view it as a pairing between the one-form fdzand the function g In any case f is holomorphic in some neighborhood of ˝ and

38 3 Hilbert Space Factorization

the integral should be moved slightly into ˝e to make sense The duality statementis that f gduality is a nondegenerate pairing between O˝ and O˝e0 whichexhibits each of these spaces as the dual space of the other

By the definition (23) of the kernel Gzw we may write (333) as

Gf w D 1

2i

dEzwf zdz D 1

2i

Fzwf zdz

On using (325) this gives a representation of the inner product in Ha˝ as

h f giHa˝ D 1

2i

Gf wgwd Nw D 1

2i

f zGgzdz

Thus in terms of the Silva-Koumlthe-Grothendieck pairing

h f giHa˝ D f Ggduality (335)

A special consequence of (335) is that Gf only depends on the equivalence class off in Ha˝ and then that the map Ha˝ O˝e0 f 7 Gf is injective Therepresentation (335) may be compared with (38) which we may write simply as

h f giHa˝ D Hf gL2˝ D f HgL2˝ f g 2 L2˝

Example 32 Taking f D 1 in (333) gives using (237)

G1w D C˝w w 2 ˝e

Compare with the identity obtained from (231)

H1 D 1

Let now fpng (n D 0 1 2 ) be an orthonormal basis of Ha˝ so thathpk pji D ıkj Then using the above operator G we obtain a basis which is dualto fpng with respect to the pairing duality in (334) by setting

qn D Gpn (336)

Thus the qn are analytic functions in P n˝ vanishing at infinity and satisfying

1

2i

pkzqjzdz D ıkj

The minus sign can be avoided by replacing ˝ by P n˝

39 Silva-Koumlthe-Grothendieck Duality 39

This dual basis fqng can also be identified as the Fourier coefficients of theCauchy kernel

kz D 1

z 2 ˝

where z 2 ˝e is to be regarded as a parameter Indeed these Fourier coefficients are

hkz pni D k Gpnduality D kz qnduality

D 1

2i

ZPn˝

1

zqnd D qnz

So

kz D1X

nD0qnz pn

which is an identity in Ha˝ It can be spelled out as

1

zD

1XnD0

pnqnz 2 ˝ (337)

but then one has to be careful to notice that it only means that the differencebetween the right and left members has Ha˝-norm zero It is completely safeto insert (337) into (212) This gives for zw 2 ˝e

1 Ezw D h 1

z

1

wi D

1XnD0

qnzqnw (338)

So far we have not assumed anything about fpng besides it being an orthonormalbasis Later on we shall work with orthonormal polynomials (pn a polynomial ofdegree n) but if we for now just assume that p0 is a constant function more precisely

p0 Dr

j˝j 1

then we find that the first dual basis vector is essentially the Cauchy transform

C˝z D h 1

z 1i D

rj˝j

q0z (339)

One may think of the two sides of (337) as representing the identity operator inHa˝ in two different ways with respect to the duality (334) The left member

40 3 Hilbert Space Factorization

is the Cauchy kernel which reproduces functions in Ha˝ by the Cauchy integralwhile the right member represents the identity as

Ppn ˝ qn where fpng is a basis

and fqng the corresponding dual basis (compare the right member in (331))Another representation of the identity in terms of the inner product in the Hilbert

space itself isP

pn ˝ Npn In the pointwise picture this spells out to

1XnD0

pnpnz z 2 ˝ (340)

However here there is no pointwise convergence If Ha˝ were a Hilbert spacewhich had continuous point evaluations the sum would converge to the reproducingkernel for the space but as is clear from previous discussions there are rarely anycontinuous point evaluations in Ha˝ This can be further confirmed by examplesIn Sect 72 the elements of Ha˝ are explicitly characterized in terms of powerseries in the case that ˝ is an annulus And many of these series turn out to be justformal power series having no convergence region at all This applies in particularto (340) (no convergence region)

310 Quadrature Domains

We single out in the present section a family of domains which are exceptionalfor Ha˝ This is the class of (finite) quadrature domains also called finitelydetermined domains [79] or algebraic domains [107] A few general references are[1 46 89 101] here we give just a short summary of some basic properties Theoriginal definition used in [1] says that a bounded domain ˝ C is a quadraturedomain if there exist finitely many points ak 2 ˝ and coefficients ckj 2 C such that

1

h dA DmX

kD1

nk1XjD0

ckjhjak (341)

for every function h which is analytic and integrable in ˝ If ˝ is just a boundedopen set which satisfies the same requirements we will still call it a quadraturedomain

Below is a list of equivalent requirements for a domain or open set to be aquadrature domain Strictly speaking the last two items iiindashiv are like theexponential transform itself insensitive for changes of ˝ by nullsets but onemay achieve equivalence in the pointwise sense by requiring that the domain ˝considered is complete with respect to area measure

i The exterior Cauchy transform is a rational function ie there exists a rationalfunction Rz such that

C˝z D Rz for all z 2 C n˝ (342)

310 Quadrature Domains 41

ii There exists a meromorphic function Sz in ˝ extending continuously to ˝with

Sz D Nz for z 2 ˝ (343)

This function Sz will be the Schwarz function (220) of ˝ [16 101]iii The exponential transform E˝zw is for zw large a rational function of the

form

E˝zw D Qz NwPzPw

(344)

where P and Q are polynomials in one and two variables respectivelyiv For some positive integer d there holds

detBkj0kjd D 0

Basic references for iiindashiv are [79ndash81] When the above conditions hold thenthe minimum possible number d in iv) the degree of P in iii and the numberof poles (counting multiplicities) of Sz in ˝ all coincide with the order of thequadrature domain ie the number d D Pm

kD1 nk in (341) For Q see moreprecisely below

If ˝ is connected and simply connected the above conditions indashiv are alsoequivalent to that any conformal map f W D ˝ is a rational function Thisstatement can be generalized to multiply connected domains in various ways seeeg [32 112]

Quadrature domains play a special role for the space H ˝ eg they make theanalytic part Ha˝ to collapse almost completely For non-quadrature domains theanalytic functions are dense in H ˝ but they still make up a rather brittle part ofthe space and there are usually no continuous point evaluations for these analyticfunctions (an example is given in Sect 72) The following theorem makes some ofthe above statements precise

Theorem 31 If ˝ is a not quadrature domain then the restriction of the map ˛ toO˝

˛jO˝ W O˝ H ˝

is injective and has dense range In particular Ha˝ D H ˝If on the other hand ˝ is a quadrature domain then ˛jO˝ is neither injective

nor has dense range Indeed the range is finite dimensional

dimHa˝ D d

where d is the order of the quadrature domain

42 3 Hilbert Space Factorization

Proof For the first statement we shall prove that˝ is a quadrature domain whenever˛jO˝ fails either to be injective or to have dense range

So assume that ˛jO˝ is not injective This means that h f f i D 0 for some

f 2 O˝ n f0g Multiplication by any rational function with poles outside ˝ is acontinuous operator in the H ˝-norm (see more precisely beginning of Sect 33)hence it follows that for any fixed w hellip ˝ the function 1

zw f z is zero as an elementof H ˝ Using (39) this gives that the exterior Cauchy transform of f vanishes

0 D h f z

z w 1i D 1

f zdAz

z w w hellip ˝

Invoking now Lemma 25 where in the formula (232) the exterior Cauchytransform of f is denoted h it follows that there exists a holomorphic function gin ˝ such that

Nzf zC gz D 0 z 2 ˝

Thus Sz D gzf z is a meromorphic function in ˝ satisfying (343) Hence ˝ is a

quadrature domain whenever ˛jO˝ is not injectiveNext assume that the range of ˛jO˝ is not dense in H ˝ By the Hahn-Banach

theorem the representation (38) of functionals and the definition (37) of H thismeans that there exists an analytic function f D Hg in ˝ which is not identicallyzero but which annihilates the analytic functions in the sense that

f zhzdAz D 0 for all h 2 O˝

Choosing hz D 1zw w hellip ˝ this gives the same relation as above hence we

conclude again that ˝ is a quadrature domainWhen ˝ is a quadrature domain the inner product evaluated on O˝ takes the

form

h f giHa˝ DX

0kjd

Hak ajck Ncjf akgaj (345)

by (341) Here we have for notational convenience assumed that in (341) all themultiplicities nk equal one Thus the inner product only involves the values of thefunctions at d points and it follows that ˛O˝ has finite dimension equal to dand it then also coincides with its closure Ha˝

311 Analytic Functionals 43

311 Analytic Functionals

More general notions of quadrature domains may be discussed in terms of analyticfunctionals see [5 60 61] for this concept in general From a different point of viewthe term hyperfunction is also used thinking then on the concept as a generalizationof that of a distribution An analytic functional in an open set D C is simply alinear continuous functional on OD when this space is provided with the topologyof uniform convergence on compact sets Thus we denote the space of analyticfunctionals in D by O 0D A compact subset K D is a carrier for 2 O 0D iffor any open set K D an estimate

jhj c sup

jhj h 2 OD (346)

holds By definition of an analytic functional such a compact carrier always existsOn choosing h D kz D z1 one gets the natural definition of Cauchy

transform of an analytic functional 2 O 0D namely

Cz D 1kz z 2 Dc

Similarly one can define the double Cauchy transform the exponential transformetc One may also consider analytic functionals with compact carriers in ˝ aselements in H ˝ on defining the inner product by

h 13i D 1

2z ˝ N13wHzw 13 2 O 0˝

This gives a version of the map ˛ in (36) going as

˛ W O 0˝ H ˝

It is enough to use test functions of the form h D kz in the definition of an analyticfunctional hence K is a carrier for 2 O 0D if and only if the Cauchy transformC has an analytic extension from C n D to C n K in the sense that there exists ananalytic function in CnK which agrees with C in CnD This makes it easy to handlecarriers For example one sees that the intersection between two convex carriers isagain a carrier This is because the complement of the union of the two convex setsis a connected neighborhood of infinity ensuring that the Cauchy transform extendsunambiguously to this set and then the Cauchy transform extends further to thecomplement of the intersection of the two convex sets by unique choice betweenthe two analytic continuation which exist by assumption As a consequence thereis always a unique minimal convex carrier See [61] Sect 47 for more details Arelated statement is that if there exists a carrier located on a straight line then thereis a carrier on this line which is the smallest of all carriers on the line see [60]Proposition 916

44 3 Hilbert Space Factorization

Now our main concern will be the analytic functional in the left memberof (341) or in view of (39) the functional represented by 1 2 H ˝

h 7 hh 1i D 1

h dA h 2 OD (347)

In this case K D ˝ is obviously a carrier with c D =Area˝ for any ˝ If ˝ is a quadrature domain with nodes a1 am 2 ˝ then also K D fa1 amgis a carrier but in general with a larger c Any carrier contains a carrier which isminimal with respect to set inclusion but there are usually many different minimalcarriers as the intersection between two carriers need not itself be a carrier In thecase of a quadrature domain as above K D fa1 amg is certainly a minimalcarrier but even in this case there are many other minimal carriers eg obtained bysweeping the mass sitting at the quadrature nodes to a surrounding curve

If the functional in (347) has a carrier K which is compactly contained in˝ (notonly in D) then ˝ is a ldquoquadrature domain in the wide senserdquo in the terminologyof Shapiro [101] In such a case there exists for any K a complex-valuedmeasure in such that

1

h dA DZ

h d h 2 OD (348)

One can think of as representing an element in O 0D or in H ˝ In the lattercase (348) says that

1 D as elements in H ˝

One cannot in general assert that the measure is real-valued (signed)when (348) holds and even less that it is positive unless one increases the supportconsiderably If in the case of a finite quadrature domain some of the nodes havecoefficients which are non-real then one need to connect them by curves in orderto support a real-valued representing distribution and then thicken the curve toget a real-valued measure which then still will be just a is signed measure Thereason one has to connect points is that complex coefficients mix the real andimaginary parts of an analytic test function and one need curves to resolve this seeExample 62 To get a positive representing measure (which amounts to being ableto choose c D =Area˝ in (346)) one may have to thicken the support quite alot But it is indeed always possible to find such a measure with compact supportin ˝ provided there is a compact carrier in ˝ at all see [26 48]

The search for minimal carriers which support positive measures leads to thenotion of potential theoretic skeleton or mother body to be discussed in Chap 6An illustrative example is the half-disk

˝ D fz 2 C W jzj lt 1 Re z gt 0g

311 Analytic Functionals 45

By partial integration combined with analytic continuation the Schwarz functionsof the two boundary arcs one easily writes (348) on the specific form

1

h dA DZ

h d

for any curve ˝ joining the points ˙i 2 ˝ Here D is a complex-valued measure on obtained from the jump ŒSz across between the twoSchwarz functions (precisely d D 1

i ŒSz dz along ) Thus any such curve isa carrier for M in fact a minimal carrier One can also choose to be a real-valueddistribution of order one on

So there are very many minimal carriers Taking the intersection of the convexhulls of them gives the unique minimal convex carrier namely the vertical segmentŒiCi This will however not be of much interest in connection with our mainproblem later on namely zeros of orthogonal polynomials What will be of moreinterest is that among all the above carriers there is a unique one which supportsa real-valued measure in fact a positive measure This is computed explicitly inSect 76 and found to agree quite well with our computational findings on locationsof zeros

Chapter 4Exponential Orthogonal Polynomials

Abstract This chapter contains some initial results obtained by direct or classicalmethods on the zeros of the exponential orthogonal polynomials For examplewe estimate the decay of coefficients of orthogonal expansion by using a result ofJL Walsh and we prove that the zeros always stay in the convex hull of the closureof the domain In addition we identify the zeros as also being eigenvalues of theappropriate Hessenberg matrices and we elaborate this connection further in thecase of quadrature domains

41 Orthogonal Expansions

If˝ is not a quadrature domain then the monomials f1 z z2 g are linearly inde-pendent in Ha˝ We shall consider the result of orthogonalizing this sequenceThe nth monic orthogonal polynomial which also can be characterized as the nthmonic polynomial of minimum norm will be denoted

Pnz D zn C terms of lower degree D ˘ njD1z zj (41)

z1 zn being the zeros of Pn Strictly speaking one should write zn1 znn The

corresponding normalized polynomial is

pnz D nzn C terms of lower degree n gt 0 (42)

The counting measure is

13n D 1

n

nXjD1

ızj (43)

We shall also use the notation

Vn D VPn D fzn1 znn g (44)

for this spectrum It is easy to see using (39) that z11 always is the center of massof ˝

copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_4

47

48 4 Exponential Orthogonal Polynomials

As will become clear in Chap 5 the zero set Vn can also be characterized as thespectrum of the shift operator Z when this is truncated to the subspace of Ha˝

generated by f1Z1Z21 Zn11g It is also the spectrum of certain a Hessenbergmatrix see Sect 43 below

If ˝ is a quadrature domain of order d then 1 z zd1 are still linearlyindependent and can be orthonormalized Thus P0 Pd1 exist and are uniquelydetermined One can also define Pd namely as the unique monic polynomial ofdegree d with jjPdjj D 0 Thus Pd D 0 as an element of Ha˝ It is easy to seethat the zeros of Pd are exactly the quadrature nodes multiplicities counted

As is clear from the above if˝ is a quadrature domain then CŒz is always densein Ha˝ independent of the topology of ˝ However if ˝ is not a quadraturedomain then CŒz is dense in Ha˝ only under some topological assumptionSince the norm of Ha˝ is weaker than most standard norms on analytic functionsit is enough to assume that ˝ is simply connected in order to ensure denseness ofthe polynomials On the other hand polynomials are not dense if ˝ is an annulussee Example 72

For most of this chapter we assume that ˝ is simply connected Then CŒz isdense in Ha˝ so the polynomials pn (see (42)) make up an orthonormal basis inHa˝ (even in H ˝ if ˝ is not a quadrature domain) and any f 2 Ha˝ canbe expanded

f D1X

nD0cnpn

with coefficients given by

cn D h f pni

where h f pni D h f pniH ˝ Of course we haveP jckj2 D jj f jj2 lt 1 but if f is

analytic in a larger domain there are better estimates of the coefficientsLet

g˝ez1 D log jzj C harmonic z 2 ˝e

be Greenrsquos function of the exterior domain (or open set) with a pole at infinityand having boundary values zero on ˝ Assuming that f is analytic in someneighborhood of ˝ define R D R f gt 0 to be the largest number such that f isanalytic in Cnfz 2 ˝e W g˝ez1 gt log Rg ie such that f is analytic in the unionof ˝ with the bounded components of C n˝ and in the unbounded component ofC n˝ up to the level line g˝ez1 D log R of g˝e1 Then we have

Proposition 41 With notations and assumptions as above

lim supn1

jh f pnij1=n 1

R f

41 Orthogonal Expansions 49

Proof The theorem is an immediate consequence of a result by Walsh [108] onuniform approximation with f as in the theorem there exist polynomials Qn (bestuniform approximants) of degree n such that

lim supn1

jj f QnjjL1˝1=n 1

R f

The rest is easy in view of the estimate (35) Since h f pni D h f Pn1kD0 ckpk pni

we have with Qn as above

jh f pnij jj f n1XkD0

ckpkjjH ˝ jjf Qn1jjH ˝ Cjj f Qn1jjL1˝

This gives the assertion of the propositionRecall from (337) the expansion of the Cauchy kernel

kz D 1

zD

1XnD0

qnzpn (45)

where the coefficients

qnz D h 1

z pni (46)

make up the dual basis with respect to the Silva-Koumlthe-Grothendieck pairing Nowthe pn are orthonormal polynomials but this does not mean that the qnz arepolynomials In fact they cannot be since they tend to zero as z 1 but if ˝ is aquadrature domain they are at least rational functions

Expanding (46) near infinity in z gives since pn is orthogonal to allpolynomials of degree lt n

qnz D 1X

kD0

hk pnizkC1 D 1

nznC1 C O1

znC2 (47)

As a side remark from

pnz1

zD pn pnz

zC pn

1

z

one gets the somewhat remarkable identity

pnzqnz D h 1

zpn pni

which makes sense at least for z 2 ˝e

50 4 Exponential Orthogonal Polynomials

As an application of Proposition 41 we have since kz is analytic (as a functionof ) in all C n fzg that the radius of analyticity R f for f D kz with z in theunbounded component of ˝e is

Rkz D expŒg˝ez1

If˝ is a quadrature domain of order d then the dual basis qn in (46) can be madefairly explicit Indeed using (344) and (47) one concludes that the sum in (338) isfinite

1 Ezw Dd1XnD0

qnzqnw

and more precisely is of the form

1 Ezw Dd1XkD0

Qkz

Pz

Qkw

Pw (48)

where Qk is a polynomial of degree k (exactly) and Pz D Pdz is the monicpolynomial with zeros in the quadrature nodes as in (344) Cf [37] where thesame expansion was derived in a slightly different manner

In summary the dual basis is in the case of a quadrature domain given by qn D 0

for n d and

qnz D Qdn1zPz

for 0 n lt d

42 Zeros of Orthogonal Polynomials

The most direct way of characterizing the set of zeros of the monic orthogonal poly-nomials Pn is perhaps via the minimization problem that it solves Parametrizing ageneral monic polynomial of degree n by its zeros a1 an 2 C and setting

Ina1 an D jjnY

kD1z akjj2

D 1

2

HzwnY

kD1z ak

nYjD1 Nw Naj dAzdAw (49)

42 Zeros of Orthogonal Polynomials 51

we arrive at the problem

mina1an2C Ina1 an (410)

for which the unique solution is aj D znj (j D 1 n) up to a permutation Thevariational formulation of this problem says exactly that the minimizer Pnz DQn

kD1z zk is orthogonal to all polynomials of lower degreeOne readily checks that Ina1 an is a plurisubharmonic function of the

variables a1 an In fact computing derivatives gives that

2

akNajIna1 an D h

QniD1z ai

z ak

QniD1z ai

z aji

from which

nXkjD1

2

akNajIna1 ank

Nj

D hnY

iD1z ai

nXkD1

k

z ak

nYiD1z ai

nXjD1

j

z aji 0

that is the complex Hessian matrix is positive semidefiniteThe above statements are true for general Hilbert space norms but what is special

for the space Ha˝ is that the integral (49) in the definition of Ina1 an canmany times be pushed down to a smaller set For example whenever ˝ is smoothreal analytic it can be pushed down to a compact subset of˝ because the functionalh 7 hh 1i D 1

R˝ h dA h 2 OD in (347) will then have a carrier which is

compact in ˝ and when ˝ is a quadrature domain the integral can be representeddirectly on the quadrature nodes

Unfortunately it seems still difficult to push these facts to any specific conclusionby using directly the minimization of (49) For example it is evident from theexample to be given in Sect 76 that the zeros will generally not go into the uniqueminimal convex carrier of the analytic functional (347) Compare discussions at theend of Sect 311 What we can prove is only that they go into the convex hull of thedomain itself

Theorem 41 If ˝ is not a quadrature domain then

Vn conv ˝ (411)

for all n D 1 2 If ˝ is a quadrature domain of order d then (411) holds for1 n d

52 4 Exponential Orthogonal Polynomials

Proof Let D be a half plane containing˝ We need to show that Pn has no zeros inDe So to derive a contradiction assume that b 2 De is a zero of Pn and let a 2 Dbe the reflected point with respect to D Then za

zb Pnz is a monic polynomial ofdegree n different from Pnz even as an element in Ha˝ Thus

jjPnzjj lt jj z a

z bPnzjj

On the other hand when iii of Lemma 24 is expressed in terms of the H ˝

norm it shows that

jjPnzjj jj z a

z bPnzjj

This contradiction proves the theoremFurther results on the zeros of the orthogonal polynomials obtained by operator

theoretic methods will be given in Chap 5 In particular Theorem 41 will beproved again at the end of Sect 51

43 The Hessenberg Matrices

The zeros z1 zn can be characterized as being the eigenvalues of variousmatrices associated to ˝ for example matrices for truncated shift operators whichwe here discuss briefly from the point of view of Hessenberg matrices in acohyponormal setting Further studies related to hyponormal operator theory willfollow in Chap 5

We start from (42) and use again Z for the operator of multiplication by z inHa˝ Then

Zpkz DnX

jD0hZpk pjipjz D

nXjD0

bkjpjz D

Dn1XjD0

bkjpjzC bknpnz 0 k n 1

where the coefficients bkj D hZpk pji vanish whenever k C 1 lt j because pj isorthogonal to all polynomials of degree lt j Letting k run from zero to n 1 for a

43 The Hessenberg Matrices 53

given n this gives

z

0BBBBBBBBB

p0zp1zp2z

pn1z

1CCCCCCCCCA

D

0BBBBBBBBB

b00 b01 0 0 0 0

b10 b11 b12 0 0 0

b20 b21 b22 b23 0 0

0 0

bn2n1 0

bn10 bn11 bn12 bn13 bn1n1 bn1n

1CCCCCCCCCA

0BBBBBBBBBB

p0zp1zp2zp3z

pn1zpnz

1CCCCCCCCCCA

D

0BBBBB

b00 b01 0 0 0

b10 b11 b12 0 0

b20 b21 b22 b23 0

bn2n1

bn10 bn11 bn12 bn13 bn1n1

1CCCCCA

0BBBBBBBB

p0zp1zp2zp3z

pn1z

1CCCCCCCCA

C pnz

0BBBBBBBB

0

0

0

0

bn1n

1CCCCCCCCA

The n n matrix in the last expression is a lower Hessenberg matrix Wenotice that each zero of pnz is an eigenvalue of it the corresponding eigenvectorbeing the column vector with entries p0z pn1z evaluated at that zero Thetranspose matrix which is an upper Hessenberg matrix has the same eigenvaluesand when extended to a full semi-infinite matrix call it M it becomes that matrixwhich represents the operator Z with respect to the basis fpng1

nD0 in Ha˝ Thecommutation relation

ŒMM D 1 ˝ 1 D

0BBB

0 0

0 0 0

0 0 0

1CCCA

then imposes stringent quadratic restrictions on the entries of MAs a preview of the coming examples and theoretical considerations we notice

that a Jacobi-Toeplitz matrix (ie three constant diagonals clustered around themain diagonal) satisfies the above commutator requirement Specifically take a b carbitrary complex numbers and define

M D

0BBBBB

a c 0 0

b a c 0

0 b a c0 0 b a

1CCCCCA

54 4 Exponential Orthogonal Polynomials

or in a close form M D bS C aI C cS We denote by S the unilateral shift thatis the matrix with 1 under the main diagonal and zero elsewhere We know thatŒSS D e0 ˝ e0 hence the self-commutator of M becomes

ŒMM D jcj2 jbj2e0 ˝ e0 D

0BBB

jcj2 jbj2 0 0 0 0 0

0 0 0

1CCCA

44 The Matrix Model of Quadrature Domains

The structure of the Hessenberg matrix touched in the last section is enhanced inthe case of a quadrature domain This topic was developed over two decades by theauthors and we only briefly comment below a few pertinent facts for the main bodyof these lecture notes Full details can be found in [40 80]

Let ˝ be a bounded quadrature domain of order d and let Ha˝ denote thed-dimensional analytic subspace of H ˝ The position operator Z leaves Ha˝

invariant and it is co-hyponormal on the larger Hilbert space H ˝ We considerthe scale of finite dimensional subspaces

Kn D spanfZkHa˝ W 0 k ng D spanfZkZm1 W 0 k n m 0gIn view of the commutation relation

ŒZZ D 1 ˝ 1

the operator Z leaves every subspace Kn invariantWe decompose the full space H ˝ into the hilbertian orthogonal sum

H ˝ D Ha˝˚ K1 K0˚ K2 K1˚ and accordingly Z inherits a block-matrix decomposition

Z D

0BBBBB

Z0 A0 0 0

0 Z1 A1 0

0 0 Z2 A2

0 0 0 Z3

1CCCCCA

The self-commutator identity yields

ŒZkZk C AkA

k Ak1Ak1 D 0 k 1

44 The Matrix Model of Quadrature Domains 55

and

AkZkC1 D Z

k Ak

with the initial condition

ŒZ0Z0 C A0A

0 D 1 ˝ 1

The invariance of the principal function to finite rank perturbations of Z impliesthat

dimKnC1 Kn D dimHa˝

and

ker An D 0

for all n 0 See [80] for detailsWe have the luxury to change the bases in the wandering spaces and identify them

all with the same Hilbert space of dimension d Moreover in this identification wecan assume that all transforms An n 0 are positive Consequently we obtain thesimilarity relations

ZkC1 D AkZkA1k k 0

The factorization of the exponential transform attached to these data yields forlarge values of jzj jwj

1 E˝zw D hZ z11 Z w11i D hZ0 z11 Z0 w11i

Therefore the spectrum of the matrix Z0 coincides with the quadrature nodesmultiplicity included We read from here that the domain ˝ coincides modulofinitely many points to the super level set of the localized resolvent of Z0

˝ D fz 2 C W kZ0 z11k gt 1g

Having the formula for the Cauchy transform of the uniform mass on ˝ embeddedinto the exponential transform factorization also gives a formula for the Schwarzfunction

Sz D z hZ0 z11 1i C hZ z11 1i

56 4 Exponential Orthogonal Polynomials

In general when regarded as a rational function the localized resolvent of amatrix appearing in the above computations carries a special algebraic structure

Proposition 42 Let A be a complex d d matrix with cyclic vector 2 Cd Then

kA z1k2 Dd1XkD0

jQkzj2jPzj2 (412)

where Pz is the minimal polynomial (of degree d) of A and Qkz are complexpolynomials subject to the exact degree condition

deg Qk D k 0 k d 1

The converse also holds true For proofs and a discussion of the geometricimplications of such a hermitian square decomposition see [37] An algebraic curveof equation

jPzj2 Dd1XkD1

jQkzj2

is known as a generalized lemniscate and it is suitable for studying the globalSchwarz reflection into it

In the setting of the functional model with ˝ is a quadrature domain of order dA D Z and D 1 then Ha˝ can be identified with C

d and (412) becomes thesame as (48)

Chapter 5Finite Central Truncations of Linear Operators

Abstract By interpreting the exponential orthogonal polynomials as characteristicpolynomials of finite central truncations of the underlying hyponormal operator oneopens a vast toolbox of Hilbert space geometry methods In particular we prove inthis chapter that trace class modifications of the hyponormal operator attached to adomain will not alter the convex hull of the support of any cluster point of the countin measures of the roots of the orthogonal polynomials As a sharp departure fromthe case of complex orthogonal polynomials associated to a Lebesgue space weprove that the convex hull of these supports is not affected by taking the union of anopen set with a disjoint quadrature domain However similar to the case of Bergmanorthogonal polynomials we prove that the exponential orthogonal polynomialssatisfy a three term relation only in the case of an ellipse Some general perturbationtheory arguments are collected in the last section

51 Trace Class Perturbations

A Hilbert space interpretation of the orthogonal polynomials considered in thepreceding sections touches the classical topics of the asymptotics of the spectra offinite central truncations of a linear bounded operator along the Krylov subspacesassociated to a privileged (cyclic) vector

We start by recalling (with proofs) some well-known facts Let A 2 L H be alinear bounded operator acting on the complex Hilbert space H and let 2 H be anon-zero vector We denote HnA the linear span of the vectors A An1and let n be the orthogonal projection of H onto this finite dimensional subspaceOf interest for our study is the asymptotics of the counting measures n ofthe spectra of the finite central truncations An D nAn or equivalently theasymptotics of the evaluations of these measures on complex analytic polynomials

Zpzdnz D tr pAn

n p 2 CŒz

copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_5

57

58 5 Finite Central Truncations of Linear Operators

Indeed the monic orthogonal polynomials Pn in question minimize the func-tional (semi-norm)

kqkA D kqAk q 2 CŒz

and the zeros of Pn (whenever they are unambiguously defined) coincide with thespectrum of An To be more specific the following well-known lemma holds

Lemma 51 Assume that HnA curren HnC1A and let the polynomial Pnz Dzn C qn1z deg qn1 n 1 satisfy

PnA HnA

Then detz An D Pnz

Proof Remark that for every k n 1 we have

Akn D nAnAn nAn D nAk

By the assumption HnA curren HnC1A the vectors An An1n are

linearly independent and they generate the subspace HnA that is is a cyclicvector for An According to the Cayley-Hamilton theorem the minimal polynomialof An coincides with its characteristic polynomial Qnz In particular

QnAn Akn k lt n

One step further for any k lt n one finds

hQnAAki D hQnA nAki D hQnAnAki D 0

Thus Qn D PnAn immediate consequence of the above observation is that the spectra of the

finite rank central truncations An are contained in the closure of the numerical rangeWA of A Indeed

An WAn WA

We recall that the numerical range of A is the set

WA D fhAx xi W x 2 H kxk D 1g

A basic theorem of Hausdorff and Toeplitz asserts that WA is a convex set whichcontains the spectrum of A in its closure

Next we prove that the asymptotics of the counting measures of the truncationsAn is not affected by trace-class perturbations Denote by jAj1 D tr

pAA the trace

norm of an operator A and by C1H the set of those A 2 H with jAj1 lt 1

51 Trace Class Perturbations 59

Proposition 51 Let AB 2 L H with AB of finite trace AB 2 C1H Thenfor every polynomial p 2 CŒz we have

limn1

tr pAn tr pBn

nD 0

Proof It suffices to prove the statement for a monomial pz D zk Denote C DA B the trace class difference between the two operators Using then the generalidentity

Akn Bk

n DkX

jD1Aj1

n An BnBkjn

it follows that there exists a polynomial Sku v with positive coefficients with theproperty

jtrAkn Bk

nj SkkAnk kBnkjAn Bnj1

Since jAn Bnj1 jCj1 one finds

jtrAkn Bk

nj SkkAk kBkjCj1and the proof is complete

Corollary 51 Let n 13n denote the counting measures of the spectra of Anrespectively Bn above Then

limn1Œ

Zdn

zZ

d13n

z D 0

uniformly on compact subsets which are disjoint of the convex hull of A[ BSimilarities which are implemented by almost unitary transformations (in the

trace-class sense) also leave invariant the asymptotics of our counting measures

Corollary 52 Let U 2 L H be a unitary operator and L 2 C1H a trace-class operator so that X D U C L is invertible Let A 2 L H be a linearbounded operator with a distinguished non-zero vector 2 H Denote B D X1AX D X1 and consider the finite central truncations An Bn along the subspacesHnA respectively HnB Then for every complex polynomial p 2 CŒz wehave

limn1

tr pAn tr pBn

nD 0

We put the above techniques at work and elaborate another proof of Theorem 41This goes as follows Let T 2 L H be a hyponormal operator and 2 H

60 5 Finite Central Truncations of Linear Operators

a distinguished vector The monic orthogonal polynomial with respect to theseminorm kpTk is denoted as above by Pnz Then the claim is that all zerosof Pn lie in the convex hull of the spectrum of T

Indeed assume that one zero z D does not belong to the convex hull of thespectrum of T Let ` denote a real line separating strictly from the convex setWT Denote by the symmetric point of with respect to this line Then theoperator T is invertible hyponormal and its norm coincides with the spectralradius Hence

kT T 1k lt 1

Consequently

kT T 1PnTk lt kPnTk

which contradicts the minimality of kPnTk

52 Padeacute Approximation Scheme

The specific positivity structure of the exponential transform of a bounded planardomain imposes an adapted Padeacute approximation scheme This rational approxima-tion becomes exact in the case of quadrature domains and it is useful in treating allsemi-normal operators which share the same principal function

We work with an irreducible hyponormal operator of T 2 L H with rank-oneself-commutator

ŒTT D ˝

The associated characteristic function that is the exponential transform of aprincipal function g is

Ezw D detT zT wT z1T w1 D

D 1 hT w1 T z1i D 1 1X

k`D0

bk`

zkC1w`C1

Fix a positive integer N and denote by TN the finite central truncation of theoperator T to the linear subspace generated by the vectors T TN1Then

hTkT`i D hTkN T

`N i k N 1 ` N or k N ` N 1

52 Padeacute Approximation Scheme 61

Thus it is natural to consider the rational function

ENzw D 1 hTN w1 T

N z1i

as an optimal approximate of Ezw in a neighborhood of the point at infinityRemark that

ENzw D QNzw

PNzPNw

where PN is the associated orthogonal polynomial whenever it is unambiguouslydefined and the polynomial kernel QNzw is positive semi-definite and has degreeat most N 1 in each variable

A minimal number of assumptions characterizes in fact the rational approxima-tion by EN as follows

Theorem 51 Let Ezw D 1P1k`D0

bk`

zkC1w`C1 be the exponential transform of ameasurable function of compact support g 0 g 1 attached to the hyponormaloperator T Fix a positive integer N

There exists a unique formal series

Ezw D 1 1X

k`D0

ck`

zkC1w`C1

with the matching property

ck` D bk` for 0 k N 1 0 ` N or 0 k N 0 ` N 1

and positivity and rank constraints

ck`1k`D0 0 rankck`

1k`D0 minN n

where n D rankbk`Nk`D0

In this case Ezw D ENzw Moreover Ezw D Ezw as formal series ifand only if the function g is the characteristic function of a quadrature domain oforder d N

Proof Assume the infinite matrix ck`1k`D0 is subject to the two conditions in the

statement Then either detck`N1k`D0 D detbk`

N1k`D0 D 0 or detck`

N1k`D0 gt 0

In the first case we know that E is the exponential transform of a quadraturedomain of order d N 1 and there exists a unique positive semi-definiteextension rank preserving extension of the matrix bk`

N1k`D0 Then necessarily

Ezw D ENzw D EzwIn the second situation condition detck`

Nk`D0 D 0 defines unambiguously the

entry cNN Then again there is a unique infinite matrix completion of ck` which

62 5 Finite Central Truncations of Linear Operators

preserves rank and semi-positivity In addition we identify

ck` D hT`N T

kN i

first for k ` N and then for all values of k `The difference between the exponential transform and its diagonal Padeacute approx-

imant above is easy to control outside the convex hull of the support of the originalfunction g

Corollary 53 Under the assumptions in the theorem above let K D conv suppgdenote the convex hull of the closed support of the function g and let F be a compactset disjoint of K Then

limN1 jENzw Ezwj D 0

uniformly for zw 2 F

Proof The closed support of the principal function g is equal to the spectrum ofthe irreducible hyponormal operator T Let c 2 C be an auxiliary point Since thespectral radius of T aI is equal to its norm there exists a center c and radius R gt 0so that K DcR and j cj gt R for all 2 F Let R0 D inf2F j cj andremark that R0 gt R as F is compact Then we can write Neumann series expansionsof the two kernels centered at c

Ezw D 1 hT c w c1 T c z c1i D

1 1X

k`D0

hT ck T c`iw ckC1z c`C1

According to the above theorem

Ezw ENzw D hT cN T cNiw cNC1z cNC1 hT

N cN TN cNiw cNC1z cNC1 C

1XkgtN or `gtN

hT ck T c`iw ckC1z c`C1

hTN ck TN c`iw ckC1z c`C1

Remark that kTN ck kT ck In conclusion for all zw 2 F we obtain

jEzw ENzwj 2R2N

R02NC

1XkgtN or `gtN

RkC`

R0kC`C2

Finally we record below a simple observation pertaining to the matrix approx-imation of the multiplier Z D Mz in the functional space H ˝ Specifically

53 Three Term Relation for the Orthogonal Polynomials 63

passing to the final central truncations Zn we obtain

Zn z11 1

zD npn

znC1 C O1

znC2

and

Zn z11 Dn1XkD0

qkzpk

Compare (337) or (45) We recall that pk are the orthogonal polynomials associ-ated to ˝ while qkz D h 1

z pki make up the dual basis see (46)

53 Three Term Relation for the Orthogonal Polynomials

We show in analogy with the known case of Bergman orthogonal polynomialsthat the ellipse is the only bounded domain for which the exponential orthogonalpolynomials satisfy a three term relation

From the very beginning we exclude the case of a quadrature domain wherehigher degree exponential orthogonal polynomials cannot be defined withoutambiguity

Theorem 52 Let˝ be a bounded open set in C which is not a quadrature domainThe exponential orthogonal polynomials satisfy a three term relation if and only if˝ is an ellipse

Proof Let T 2 L H denote the irreducible hyponormal operator with rank-oneself commutator and spectrum equal to the closure of˝ Since˝ is not a quadraturedomain the space H is spanned by the orthonormal system pnT n 0 wherepn are the exponential orthonormal polynomials and ŒTT D ˝ A three termrelation for the orthogonal polynomials is equivalent to the matrix representation ofT by three non-zero diagonals Indeed the assumption is

zpnz D cnC1pnC1zC anpnzC bnpn1z

where an bn cn are complex numbers and p1 D 0 Hence

TpnT D cnC1pnC1T C anpnT C bnpn1T

64 5 Finite Central Truncations of Linear Operators

The matrix representations of T and T are

T D

0BBBBB

a0 b1 0 0

c1 a1 b2 00 c2 a2 b3 0 0 c3 a3

1CCCCCA

respectively

T D

0BBBBB

a0 c1 0 0

b1 a1 c2 00 b2 a2 c3 0 0 b3 a3

1CCCCCA

The self-commutator is represented in the same basis as

ŒTT D

0BBBBB

r 0 0 0 0 0 0 0

0 0 0 0

0 0 0 0

1CCCCCA

where r gt 0Writing on the matrix elements the commutator equation yields a system of non-

linear equations

ja0j2 C jb1j2 D r C ja0j2 C jc1j2 jc1j2 C ja1j2 C jb2j2 D jb1j2 C ja1j2 C jc2j2

a0c1 C b1a1 D a0b1 C c1a1 a1c2 C b2a2 D a1b2 C c2a2

and

b1c2 D c1b2 b2c3 D c2b3

We infer from the first relations

jbkj2 D r C jckj2 k 1

in particular bk curren 0 k 1

53 Three Term Relation for the Orthogonal Polynomials 65

If there exists cn D 0 then the last string of relations imply ck D 0 for all k 1But then T D that is the cyclic space of T with respect to the vector hasdimension one and this occurs only if ˝ is a disk This case was excluded from thebeginning

We can assume therefore that all matrix entries ck k 1 are non-zero Then

jbkj2jbkC1j2 D jckj2

jckC1j2 D r C jckj2r C jckC1j2 k 1

This implies

jb1j D jb2j D jb3j D jc1j D jc2j D jc3j D

Further on we can pass to a unitary equivalence UTU without changing thespectrum of T or the assumptions on the three term recurrence relations With U Ddiag0 1 2 we achieve

b1 D b2 D b3 D D s gt 0

Then the third string of relations imply

c1 D c2 D c3 D D u 2 C

Finally the second string of relations yield

uak C sakC1 D uakC1 C sak k 0

Consequently

uak sak D ua0 sa0 k 0

Since juj curren s these equations have unique solution

a1 D a2 D a3 D D a

The translation T 7 T aI does not change the statement so we can assumea D 0 In conclusion T has zero on the main diagonal and constants on the borderingsubsuper diagonals Denoting by S the unilateral shift on `2N we obtain T DuS C S That is the spectrum of T is an ellipse

66 5 Finite Central Truncations of Linear Operators

54 Disjoint Unions of Domains

It is legitimate to ask what happens with the zeros of the exponential orthogonalpolynomials when two disjoint supporting sets are put together The case of Szegoumlor Bergman orthogonal polynomials was thoroughly studied by Widom [110]respectively Saff Stylianopoulos and the present authors [50]

Let Ai 2 L Hi i D 1 2 be two linear bounded operators and fix somenon-zero vectors i 2 Hi Assume that the spectra Ai i D 1 2 are disjointThe multiplicative property of the exponential transform leads to the followingconstruction suppose that there exists a linear operator A 2 L H with adistinguished vector 2 H so that

1 kA1 z11k21 kA2 z12k2 D 1 kA z1k2for jzj large enough The main question is what is the relation between theasymptotics of the spectra of the finite central truncations of A and those of A1A2along the subspaces HnA respectively HnAi i

To start investigating this question we polarize the identity above and rearrangethe terms

hA1 z11 A1 w11i C hA2 z12 A2 w12i D

hA z1 A w1iC

hA1 z11 ˝ A2 z12 A1 w11 ˝ A2 w12iRegarding the latter as the Gram matrix of a family of vectors we infer that there

exists an isometric transformation

V W H1 ˚ H2 H ˚ H1 ˝ H2

with the property

V

A1 z11A2 z12

D

A z1A1 z11 ˝ A2 z12

The tensor product of two resolvents can be linearized by the usual resolventequation trick Note first that the elementary operators I ˝ A2 A1 ˝ I commuteand their spectra are disjoint Hence I ˝ A2 A1 ˝ I is invertible by the spectralmapping theorem for analytic functional calculus of commuting pairs Then

A1 z1 ˝ I I ˝ A2 z1 D

A1 z1 ˝ II ˝ A2 z A1 z˝ II ˝ A2 z1 D

A1 z1 ˝ A2 z1ŒI ˝ A2 A1 ˝ I

54 Disjoint Unions of Domains 67

Hence

A1 z11 ˝ A2 z12 D

ŒI ˝ A2 A1 ˝ I1A1 z1 ˝ I I ˝ A2 z11 ˝ 2

By integrating the above identity along a large circle with the differential formpzdz we get for an arbitrary polynomial p 2 CŒz

V

pA11pA22

D

pApA1˝IpI˝A2

I˝A2A1˝I 1 ˝ 2

We know that a trace-class perturbation will not alter the asymptotics ofthe orthogonal polynomials associated to these pairs of operators and vectorsTherefore assuming that dim H2 lt 1 we can work only with polynomials pzwhich annihilate A2 W pA2 D 0 We obtain then an isometric map

WpA11 D

pAI ˝ A2 A1 ˝ I1pA11 ˝ 2

pA2 D 0

We introduce the operator D W H1 H1 ˝ H2

Dx D I ˝ A2 A1 ˝ I1x ˝ 2

and remark that kDxk kxk for x D pA11 pA22 D 0 Note also that

A1 ˝ ID D DA1 (51)

With these preparations we are ready to prove the following surprising resultabout the invisibility of quadrature domains in the asymptotics of the zeros ofexponential orthogonal polynomials associated to disjoint unions of open sets

Theorem 53 Let ˝ D ˝1 [ ˝2 be a disjoint union of a bounded open set ˝1

with a quadrature domain˝2 The zeros of the exponential orthogonal polynomialsassociated to ˝ cluster in the convex hull of ˝1

Proof Modulo changing the complex variables into the conjugate ones we areworking in the setting described above A1A2 are the cohyponormal operatorsattached to ˝1 respectively˝2 A is attached to ˝ etc

Let Pn denote the orthogonal polynomials attached to ˝ that is orthogonalizingthe semi-norm kpAk Since a finite rank perturbation does not affect the convexhull of the zero asymptotics we can work only in the subspace of polynomialsp 2 CŒz which annihilate A2 along the vector 2 that is pA22 D 0 In particularfor these polynomials we have

kpA11k2 kDpA11k2 D kpAk2

68 5 Finite Central Truncations of Linear Operators

or by polarization and using the intertwining relation (51)

hA1 cx xi hA1 c˝ IDxDxi D hAy yi

where c 2 C and x D pA11 y D pAAssume that r ReA1 c r for a non-negative r Then obviously ReA

c˝ I satisfies the same bounds and because

kxk2 kDxk2 D kyk2

we obtain

rkyk2 RehA cy yi rkyk2

This proves that any weak limit of the zeros of the orthogonal polynomialsPn has support contained in the numerical range of A1 hence the statement of thetheorem

Since the operator A1 ˝ I I ˝ A2 is cohyponormal invertible if dist˝1˝2 gt

0 and k2k2 D Area˝2 we can complement the above statement by thequantitative observation

kDk p

Area˝2p dist˝1˝2

Numerical experiments illustrating the asymptotic zero distribution in the caseof an external disk and also comparison with the corresponding behavior forBergman orthogonal polynomials can be found in Sects 781 and 782 belowFigs 711ndash714 The zeros ignore the disk in sharp contrast with the situationfor a disjoint union of two non-quadrature domains illustrated by Fig 715 inSect 7101

55 Perturbations of Finite Truncations

Let ˝ be a bounded quadrature domain with mother body (this concept to beprecisely defined in Sect 61) a positive measure supported on a compact subsetK ˝ Specifically we here just assume just that the functional f 7 R

˝fdA

( f 2 O˝) has a compact carrier (in˝) which by discussions in Sect 311 meansthat there exists and K as above such that

f dA DZ

Kf d f 2 O˝

We assume that ˝ is not a finite quadrature domain

55 Perturbations of Finite Truncations 69

The inner product in the space H ˝ can in this case be pushed to the set K aswe know

h f gi D 1

2

ZHzwf zf wdzdw

As in previous sections we denote by the same letter the positive operator

Hf w D 1

ZHzwf zdz

We will be interested in evaluating this operator on polynomials f 2 CŒz remarkingthat H is Hilbert-Schmidt (and even more smooth) on L2 due to the compactnessof K and the analyticityanti-analyticity of the integral kernel Hzw

We will perform simultaneously spectral analysis approximation in two non-equivalent norms Besides the inner product h i of the space H ˝ we alsoconsider the inner product in the Lebesgue space L2 The norm in H ˝

will be simply denoted k k while the norm in L2 carries a subscript k k2The orthonormal polynomials in H ˝ are denoted as before by pn

pnz D nzn C Ozn1

while the orthonormal polynomials in L2 are

qnz D nzn C Ozn1

The significance of the leading coefficients n n is classical

1n D inf

deg f n1 kzn f k 1n D inf

deg f n1 kzn f k2

Finally to fix notation we denote by n the orthogonal projection of H ˝ ontothe polynomials of degree less than or equal to n 1 and by n the correspondingorthogonal projection in L2 For an linear operator T on one of the two Hilbertspaces we denote Tn D nTn or Tn D nTn the respective compressions Asproved before the operator Z D Mz of multiplication by the variable on H ˝

has finite central truncations Zn with characteristic polynomials equal to pn whilethe normal operator A D Mz on L2 produces finite central truncations An whosecharacteristic polynomials are the orthogonal polynomials qn

Let f g 2 Cn1Œz be polynomials of degree less than or equal to n 1 Then

hZf gi D h f Zgi D Hf zg D zHf g D AHf g

70 5 Finite Central Truncations of Linear Operators

and one step further we can keep track of the orthogonal projections and insertwhenever possible the corresponding orthogonal projections

hZf gi D hnZn f gi Hf zg D nC1Hn f Ang etc

We end up with the identity

HnZn D nAnC1Hn D A

n Hn C nAnC1 nHn

Since˝ is not a finite point quadrature domain the operator Hn is strictly positiveon Cn1Œz

We expect in general that the difference

HnZn H1

n An D nAnC1 nHnH1

n

converges to zero in the operator topology which would provide the expectedasymptotics for the spectrum of Zn To be more specific we isolate the followinggeneral observation We denote by conv K the convex hull of the compact set K

Proposition 52 Assume in the above notation that

lim sup kH1n ZnHn Ank D r lt 1

Let nk 2 Znk k 1 be a sequence of spectral points converging to Then

dist conv K r

Proof We drop the subsequence notation and consider a unit vector un with theproperty

H1n ZnHnun D nun

Since A is a normal operator the point n D Anun un belongs to the numericalrange of A that is conv K But

jn nj D jH1n ZnHnun Anun unj kH1

n ZnHn Ank

and the statement follows by passing to the limitNext we analyze in more detail the defect operator D

n D H1n ZnHn An The

difference of two orthogonal projections in its expression is rank one

nC1 n D qn qn

whence

Dn WD nAnC1 nHnH1n D nAqn qnHnH1

n D nAqnH1n nHqn

55 Perturbations of Finite Truncations 71

The good news is that we can further simplify this rank one matrixFirst remark that

Aqn1 D zn1zn1 C Ozn1 D n1n

qnzC Ozn1

and consequently

nAqn qn1 D qnAqn1 D n1n

Since

nAqn qk D qn zqk D 0 k n 2

we infer

nAqn D n1n

qn1

The other factor in the difference operator Dn can be simplified as well For anarbitrary vector f one has

HnH1n f qn D f H1

n nHqn

We decompose in orthogonal components

Hqn D s C t deg s n 1 nt D 0

On the other hand there exists a polynomial h 2 Cn1Œx which satisfies

Hh D s C t0 nt0 D 0

By its definition s D Hnh hence

h D H1n nHqn

By subtracting the two equations we find that the polynomial qn h of degree equalto n satisfies Hqn h Cn1Œz in the inner product of L2 That is qn h isorthogonal to Cn1Œz in the space H ˝ Consequently qn h is a scalar multipleof pn We find

h D qn n

npn

by Cramerrsquos rule for computing the inverse of a matrix

72 5 Finite Central Truncations of Linear Operators

Putting all these computations together we arrive at the following statement

Theorem 54 Let ˝ be a bounded open set which admits a quadrature identity foranalytic functions with respect to a positive measure supported by a compact subsetK of ˝ If

limn1

n1n

kqn n

npnk2 D 0

then any weak limit of the counting measures of the exponential orthogonalpolynomials is supported by the convex hull of K

The case of an ellipse is extreme for the above theorem because the systems oforthogonal polynomials pn and qn coincide up to the right normalization thatis qn D n

npn for all n 0

For regular measures the general theory of orthogonal polynomialsimplies that the quotient n1

nconverges to 1=capK hence only condition

limn1 kqn nn

pnk2 D 0 suffices for the spectral asymptotics

Corollary 54 Assume under the hypotheses of the theorem that the closed supportK of the quadrature measure decomposes into a disjoint union K D fg [ K0 Thenany weak limit of the counting measures of the exponential orthogonal polynomialsis supported by the convex hull of K0

Proof We know that a finite rank perturbation of the operator Z will not change theasymptotics of the exponential orthogonal polynomials Then we repeat the proofof the theorem by considering orthogonal projections onto the maximal ideal ofpolynomials vanishing at Remarking that the vanishing condition is still valid forthe new sequence of projections

The computations of the preceding section can be better understood from thepoint of view of Cholesky decomposition of positive definite matrices The notationis the same In the end we will need to work with the monic orthogonal polynomialsse we denote for all n 0

Pnz D pnz

nD zn C nzn1 C lower order terms

Qnz D qnz

nD zn C ınzn1 C lower order terms

We still have hPnPki D QnQk D 0 for all k curren nThe connection between orthogonal polynomials and moment matrices is well

known and can be derived from the decompositions

zn D rnnpnzC rnn1pn1zC

zn D snnqnzC snn1qn1zC

55 Perturbations of Finite Truncations 73

which yield

hzn zki DX

jminnk

rnjrkj

respectively

zn zk DX

jminnk

snjskj

Denoting by B D hzn zki1nkD0 and N D zn zk1nkD0 the corresponding momentmatrices and by R D rj`

1j`D0 S D sj`

1j`D0 the lower triangular matrices above

we obtain Cholesky decompositions

B D RR N D SS

Note that the rows of the inverse matrices R1 and S1 coincide with thecoefficients of the orthogonal polynomials pn respectively qn as derived from theidentities

1 z z2 z3 T D R p0z p1z p2z T

1 z z2 z3 T D Sq0z q1z 22z T

The transition matrix C entering into the decomposition

pn DXkn

cnkqk

is therefore

C D R1S

Remark that C1 is Hilbert-Schmidt because

ınm D Hpn pm DXk`

cnkHqk q`cm`

or in closed matricial form

I D CHC

The quantitative defect in the spectral asymptotic theorem above is

kqn pn

cnnk22 D

n1XkD0

j cnk

cnnj2

74 5 Finite Central Truncations of Linear Operators

And we want in the best scenario that this sequence converges to zero One sufficientcondition is stated below

Proposition 53 Assume that the measure is regular and that the matrix Hassociated to the H-kernel with respect to the orthonormal basis of polynomialsin L2 admits the LDU decomposition

H D I C LDI C L

where D is a diagonal operator and L is a Hilbert-Schmidt strictly lower triangularoperator Then any weak limit of the counting measures of the exponentialorthogonal polynomials is supported by the convex hull of K D supp

Again the ellipse is relevant as in this case H D D

56 Real Central Truncations

There is flexibility in chopping out the quantized hyponormal operator T associatedto a bounded open set ˝ of the complex plane Leaving aside the Krylov spacesattached to T and the range of self-commutator we can envisage a ldquorealrdquo cut-offrather than the ldquocomplexrdquo truncations used throughout these notes

Quite specifically let ŒTT D ˝ be the irreducible hyponormal operatorwith principal function gT D ˝ We consider the linear subspaces

Vn D spanfTiTj maxi j ng

and the orthogonal projections n onto them Let Rn D nTn be the compression ofT to the finite dimensional subspace Vn Clearly n monotonically converges in thestrong operator topology to the identity Henceforth we call Rn the n-th order realcentral truncation of T

Note that due to the commutation relation ŒTT D ˝ we have

TVn VnC1 TVn VnC1

That is with respect to the chain Vn the matrix attached to the operator T is blockthree-diagonal

The quantized matrix model constructed for a quadrature domain cf Sect 44yields the following conclusion

Theorem 55 Let ˝ be a quadrature domain of order d with nodes a1 am andrespective multiplicities d1 dm The counting measures n of the spectra of thereal central truncations of the hyponormal operator attached to ˝ satisfy

w limnn D d1

dıa1 C d2

dıa2 C C dm

dıam

56 Real Central Truncations 75

Proof The staircase matrix model of T proved in Sect 44 (for the adjoint transposeZ) shows that

T D

0BBBBB

T0 0 0 0

T1 0 0

0 T2 0 0 T3

1CCCCCA

Recall that the diagonal blocks Tk are all similar and they have spectrum equalto fa1 amg with the same multiplicities fd1 dmg as the original quadraturedomain

We also know that the vectors T Td1 are linearly independent butTd is linear dependent of them For any integer n gt d we have using the notationof Sect 44

Vn D spanfTiTj maxi j ng D spanfTiHa˝ i ng D Kn

In other terms the real truncation Rn consists of the first d C 1 blocks of thestair-case matrix model of T Remark also that

dim Vn D n C 1d

Let pz be a complex polynomial The matrix pTn has a lower triangular block-structure with pTk 0 k n as diagonal blocks Therefore

tr pRn DnX

kD0tr pTk D n C 1pT0 D n C 1Œd1pa1C C dmpam

The normalized traces give exactly the value of the counting measure

Zp dn D tr pRn

dim VnD d1

dpa1C d2

dpa2C C dm

dpam

In conclusion we face a constant sequence of counting measures convergent tothe finite atomic measure in the statement The convergence established on complexpolynomials obviously extends to all real polynomials

It would be interesting to explore the following question Let ˝ be a domainsatisfying a generalized quadrature identity with positive measure 13 By approxi-mating 13 by a sequence of finite atomic positive measures 13n we get a sequence ofquadrature domains ˝ converging ldquoin momentsrdquo to ˝ The attached operators Trespectively Tn also converge in moments Can we compare the real truncations ofT to the real truncations of Tn

Chapter 6Mother Bodies

Abstract We outline the general theory for a certain kind of potential theoreticskeletons or lsquomother bodiesrsquo associated to a given domain The hope is generallyspeaking that such skeletons can be identified as attractors for zeros of orthogonalpolynomials and in a few cases such expectations have indeed been met theoret-ically andor experimentally For the exponential polynomials the success is ratherlimited so far but by building in enough flexibility in the models one expects in somenot so distant future to reach a reasonable matching In the present chapter we set updesirable properties (formulated as lsquoaxiomsrsquo) to be satisfied by mother bodies Sincethe search for potential theoretic skeletons is a highly ill-posed problem (related tothe Cauchy problem for an elliptic operator) very few domains admit mother bodiesbut for domains with piecewise algebraic boundaries there is a rather constructiveand efficient theory bearing in mind that the same class of domains is also amenablefor studying zeros of orthogonal polynomials

61 General

We have previously discussed the notion of carrier for the analytic functional f 7h f 1iH ˝ D 1

R˝ f dA f 2 O˝ see Sect 311 Of special interest are minimal

carriers which always exist and it is natural to conjecture that they have somethingto do with asymptotic locations of zeros of orthogonal polynomials

One thing which speaks against minimal carriers is that there may be too manyof them as was seen in an example in Sect 311 Therefore a more refined notion isdesirable Such a refinement may be based on turning from analytic test functionsto harmonic and subharmonic functions hence from complex analysis to potentialtheory In this area there is a more or less established notion of potential theoreticskeleton or ldquomother bodyrdquo to use a term coined by the Bulgarian geophysicistZidarov [113] and the group around him

Mother bodies have the advantage of not being too abundant (there may befinitely many of them for a given body but probably not continuous families) Theprice to be payed for this is that they do not always exist Existence is in factextremely rare in a general setting However for the types of domains discussedin this paper like domains with piecewise algebraic boundaries finitely manygood candidates can always be singled out and then it becomes a task of partly

copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_6

77

78 6 Mother Bodies

combinatorial nature to figure out which of these really are mother bodies or atleast are good enough for the purpose at hand In contrast to a carrier which is a seta mother body is a mass distribution (a measure) However it will turn out that onlythe support of this (again a set) will have a reasonable agreement with zero sets oforthogonal polynomials This will be exemplified in Chap 7

Informally a mother body for a given body (mass distribution) is a moreconcentrated body (a ldquoskeletonrdquo) which produces the same exterior gravitationalfield (or potential) as the given body The basic example which actually goesback to Isaac Newton (in the case of three dimensions) is the appropriate pointmass at the center of a massive homogenous ball Much of our inspiration forconsidering mother bodies comes directly from D Zidarov and members in hisgroup for example O Kounchev But also specific questions by HS Shapiro andconsiderations in general around quadrature domains have been formative (see[101])

First some notational issues We define the logarithmic potential of a measure as

Uz D 1

2

Zlog jz j d

so that U D Some variants of this notation will also be used for example ifthe measure has a density with respect to area measure (ie d D dA) we writeU and U˝ if D ˝ We shall also use

Cz D 1

Zd

zD 4

zUz

for the Cauchy transform of a measure so that Nz C D

The given body will be represented for us by a positive density 0 on abounded open set ˝ C extended by D 0 outside ˝ Thus the body is anabsolutely continuous measure with compact support represented by its densityfunction 2 L1C Our assumptions on ˝ will always include that ˝ equalsthe interior of its closure and that ˝ has area measure zero We may write theseassumptions as

˝e D ˝ j˝j D 0 (61)

Quite often we will assume more The case that will be mostly discussed is that ofa uniform density say D ˝ Ideal requirements for a mother body of werediscussed in [34] where the following list of desirable properties was singled out

Definition 61 A mother body for a given mass distribution 0 as above is ameasure satisfying the following requirements

61 General 79

M1

U D U in ˝e

M2

U U in all C

M3

0

M4

jsuppj D 0

M5

Every component of C n supp intersects ˝e

The positivity of has been stated as a separate axiom M3 because in somecontexts it turns out to be appropriate to keep open for signed measures if nogood positive measures can be found However further relaxations for exampleto distributions of higher order turns out to be no good because it allows for toomany mother bodies

It is obvious from the axioms that supp ˝ and in general supp will reachout to ˝ (at some points) However does not load ˝ ie ˝ D 0 Thiscan be deduced from a generalized version of Katorsquos inequality see [12 28] Indeedsetting u D UU so that u 0 by M2 this inequality shows that the restrictionof the measure u to fu D 0g is non-negative Under our assumptions this impliesthat D 0 on ˝ It is worth to notice also that u is lower semicontinuous (becauseU is) and that therefore u D 0 automatically holds on all ˝c (not only ˝e aswritten in M1)

The two inequality statements above M2 and M3 concern orderings whichare dual to each other with respect the pairing between potentials and measuresappearing in the definition of mutual energy

13energy DZ

Ud13 DZ

U13d

So the partial order in M2 is a natural ingredient in potential theory and in fact thisaxiom is necessary in order that one shall be able to reconstruct from by meansof the appropriate balayage process partial balayage For this process a desireddensity 0 has to be given in advance in all C Then one wants to sweep

80 6 Mother Bodies

satisfying M3 M4 to a body (measure) of the form (in terms of densities)

D ˝

for some open set˝ C (not known in advance) That is always possible providedthere is enough space under Specifically it is enough to assume that

Rd ltR

dA see [41] but to simplify the treatment it is convenient to impose bounds0 lt c1 c2 lt 1 The open set ˝ is in any case uniquely determined (up tonull-sets) by the requirement that M1 M2 shall hold

We shall not go deeply into this kind of potential theory but for later use weintroduce at least the notation

Bal D ˝ (62)

for the partial balayage 7 D ˝ We have assumed that satisfies M3and M4 In a different language (62) says that ˝ is a quadrature domain forsubharmonic functions with respect to (and the given density )

Z d

dA 2 SL1˝ (63)

This formulation requires some more care as for nullsets but we shall not go intosuch details In general we refer to [89] SL1˝ denotes the set of integrablesubharmonic functions in ˝

Like mother bodies also partial balayage can be traced back to Zidarov [113]at least as for discrete and numerical versions From a mathematical point ofview it has been (independently) developed by Sakai [89] and one of the presentauthors [35 42] It is closely related to weighted equilibrium distributions [86]obstacle problems [90 91] the ldquosmash sumrdquo [17] and stochastic processes suchas internal diffusion limited aggregation [71] as well as several growth processesin mathematical physics and corresponding issues in random matrix theory [57]Further examples of recent developments are [27 41]

Now the point we wish to make (eventually) in this work is that we want to matchasymptotic distribution of zeros of orthogonal polynomials ie weak limits of thecounting measures 13n with mother bodies for suitable choices (yet unclear) of In the case of Bergman polynomials there has been some progress in this respectIn that case the appropriate given body is not exactly of the above sort insteadit is according to general theories for classical orthogonal polynomials [103] theequilibrium measure of the domain˝ (or its closure) In place of mother body termssuch as ldquomadonna bodyrdquo or electrostatic skeleton has been used for such cases see[21 50] for example Despite the different nature of the given body much of thetheory in Sect 62 below applies also to such kinds of skeletons

62 Some General Properties of Mother Bodies 81

62 Some General Properties of Mother Bodies

We collect here a few general facts which are known about mother bodies Someof these facts (more precisely Propositions 61 63 64) are taken from [35]where they are stated for D ˝ but in an arbitrary number of dimensions Forconvenience we repeat these results here including proofs

We start with a simple observation which will repeatedly be referred to

Lemma 61 If is a signed measure with compact support then U and C arelocally integrable functions Hence the distributional properties of these functionsdepend only on their values almost everywhere For example if U or C vanishesexcept on a null-set then necessarily D 0

The same applies to U13 if 13 is a compactly supported distribution of order atmost one

Proof Since the fundamental logarithmic kernel is locally integrable as well as itsfirst order derivatives the first statement in the lemma follows by a direct applicationof Fubinirsquos theorem So U and C are locally integrable functions which then fullyrepresent the corresponding distributions in the usual way

A distribution 13 of order at most one is locally a sum of distributional derivativesof a measures Assume for example considering only one term in such a sum that13 D

x where is a (signed) measure Then defining the potential of 13 as theconvolution with the fundamental solution ie U13 D U13ı D 13 Uı we see thatU13 D

x Uı D x Uı Here the last factor again has a locally integrable

singularity and the last statement of the lemma follows from Fubinirsquos theorem asbefore

Proposition 61 Let be a mother body for Then among (signed) measures 1313j satisfying just M1 and M3 we have that

(i) supp is minimal as a set if supp 13 supp then 13 D (ii) is maximal with respect to the partial ordering by potentials if U13 U

holds everywhere then 13 D (iii) is an extremal element in the convex set of measures satisfying M1 M3

if D 12131 C 132 then D 131 D 132

Proof In view of Lemma 61 and axiom M4 (for ) it is enough to prove that therelevant potentials agree in C n supp

So let D be a component of C n supp and set w D U13 U (cases i and ii)w D U13j U (case iii) We shall then show in all cases that w D 0 in D Weobserve that D ˝e curren by M5 (for ) and that w D 0 in D ˝e by M1 (for and 13 13j)

In case i w is harmonic in D and we then directly infer that w D 0 in all D byharmonic continuation

In case ii we have w 0 and w 0 in D Hence either w gt 0 in all D orw D 0 in all D But the first alternative has already been excluded so we again getw D 0 in D

82 6 Mother Bodies

In case iii we have supp 12131 C 132 D supp 131 [ supp 132 Hence supp 13j

supp and we are back to case iThe next proposition strengthens i in Proposition 61 by saying that supp is

minimal not only among supports of mother bodies but even among carriers of theanalytic functional associated to the body

Proposition 62 If is a mother body for then supp is a minimal carrier forthe analytic functional f 7 R

f dA f 2 O˝

Proof Assume that K supp is a carrier for f 7 Rf dA We shall then prove

that K D supp in other words that D 0 in C n KSince C D C outside˝ D supp C provides an analytic extension of Cj˝e

to C n supp By assumption there is also an analytic continuation ˚ of Cj˝e toC n K Clearly ˚ D C in C n supp (axiom M5 is crucial for this conclusion)But C ˚ both being locally integrable in C n K (C by Lemma 61 and ˚ becauseit is analytic) and supp being a null-set it follows that ˚ D C as distributions inC n K Since ˚ in analytic in C n K we conclude that D 0 there as desired

Mother bodies are not always unique for example non-convex polygons withuniform density always have more than one mother body as shown in [43] (whileconvex polygons have exactly one) It is easy to strengthen the axioms for a motherbody so that strict uniqueness is always achieved but then the price is even more rareexistence of mother bodies Let us give one theorem in this direction by introducingthe axiom

M6 supp does not disconnect any open set

which is much stronger than M5 The axiom says more explicitly that for anyconnected open set D the set Dnsupp is also connected Thus in a generic situationfor a mother body with supp consisting of isolated points and curve segmentsM6 rules out the curve segments The consequence for uniqueness is the following

Proposition 63 If and 13 are mother bodies for and satisfies M6 then13 D

Proof Keeping the notations from the proof of Proposition 61 we have that if 13satisfies M6 then supp 13 does not disconnect D Therefore w D 0 in D n supp 13 byharmonic continuation hence w D 0 ae in D which is enough for the conclusion

With the standard axioms M1ndashM5 one can at least argue that mother bodiesshould not occur in continuous families If t 7 t is a continuous family ofmother bodies for such that the derivative Pt exists in a strong enough sense thenone expects this derivative to be a distribution of order at most one since looselyspeaking it is the infinitesimal difference between two distributions of order zero(ie measures) Strictly speaking to be a distribution of order at most one meansto be something which can be written as a spatial derivative of a measure to be aderivative with the respect to an external parameter like t is not enough in generalBut under some additional assumptions one can connect the two kinds of derivatives

62 Some General Properties of Mother Bodies 83

The following proposition is a rudimentary result on non-occurrence of continuousfamilies

Proposition 64 Assume that t 7 t is a family of mother bodies for some fixed which moves in the flow of a smooth vector field D z t in C Then the motherbodies are all the same t D 0 for all t

Proof That flows by can be taken to mean in differential geometric languagethat

tC L D 0

where L denotes the Lie derivative with respect to (see [24] for example) SinceL is a spatial derivative of first order L is a distribution of order at most onehence so is P by the equation

By Lemma 61 it now follows that U Pt 2 L1loc Clearly supp Pt supptSince Ut D U˝ in˝e by M1 for all t we conclude that U Pt D 0 in˝e Henceby harmonic continuation and M5 U Pt D 0 in all C n suppt ie almosteverywhere in C Thus Pt D 0 which is the desired conclusion

If is a mother body for then the quadrature formula

f dA DZ˝

f d f 2 O˝ (64)

holds In fact this is just a weaker version of (63) In particular and representthe same element in H ˝ In the definition of a mother body there is norequirement that shall have compact support in ˝ The reason is that one wantspolygons and other domains with corners to admit mother bodies

In the other direction even finite quadrature domains in the sense (341) do notalways admit mother bodies in the strict sense of Definition 61 and with D ˝ Indeed if

1

f dA DmX

kD1

nk1XjD0

ckjf jak (65)

then a necessary condition that D ˝ shall have a mother body is that nk D 1 andck0 gt 0 for all k But even that is not sufficient it may still happen that axiom M2fails for the only available candidate of mother body namely

D

mXkD1

ck0ıak

Example 61 Let f W D ˝ be a conformal map which is an entire function withf 0 D 0 Consider ˝ as a body with density one ie take D ˝ If f D a

84 6 Mother Bodies

then ˝ is a disk which is a quadrature domain and for which D a2ı0 is theunique mother body If f is a polynomial of degree 2 then ˝ is still a quadraturedomain with a multiple quadrature node at the origin but it has no mother bodysatisfying all of M1ndashM5 Indeed M2 and M3 fail

If f is not a polynomial (but still entire) then ˝ is not a quadrature domainand there is no mother body But the analytic functional in (347) still has thesingleton f0g as a carrier However there will be no distribution sitting exactly onf0g representing M only a hyperfunction (a Dirac multipole of infinite order)

Example 62 If a gt 0 is sufficiently large then there exists a quadrature domain ˝admitting the quadrature identity

f dA D af 0C i f 1C f C1 f 2 O˝ (66)

One may view the right member as something of the formR

f d but then will bea complex measure which mixes the real and imaginary parts of f As an analyticfunctional f 7 R

˝f dA has f1 0C1g as a minimal carrier but D ˝ does not

have any mother body (eg M2 M3 will be violated for )One can still find real-valued representing distributions (with small support) but

then one need to connect the points ˙1 For example writing f D uC iv and setting D Œ1C1 we have

i f 1C f C1 D iZ

f

xdx D i

Z

u

xdx C

Z

u

ydx

Taking real parts of (66) therefore givesZ˝

u dA D au0CZ

u

ydx

Here u runs over real-valued harmonic functions but of course complex-valuedfunctions u are allowed as well and then nothing prevents u from being analyticitself Hence we have a real-valued representation of the analytic functional f 7R˝

f dA by a distribution of order one with support on the line segment DŒ1C1

63 Reduction of Inner Product to Mother Body

What is special with the inner product in Ha˝ is that it in contrast to the L2-innerproduct in the Bergman space L2a˝ immediately collapses to any mother body for D ˝ Indeed using (64) gives

h f gi D 1

2

Hzwf zgw dzdw (67)

63 Reduction of Inner Product to Mother Body 85

Choosing here f D kz g D kw for zw 2 ˝e and using (338) gives

1 Fzw D hkz kwi D 1

2

Hu vdu

u z

dv

Nv Nw

Recall that kz D 1= z and that Fzw denotes the restriction of Ezw to˝e ˝e including analytic continuations of this Thus we see clearly that Fzwhas an analytic continuation to C n supp C n supp if is a mother body

Similarly Fzw extends to C n K C n K whenever K ˝ is a carrier forf 7 R

˝f dA This statement can be sharpened to become a full-fledged assertion on

regularity of free boundaries applying for example to the classical obstacle problem[75] We give some details on this in Sect 64 below

The above can be equivalently expressed with the inner product written on theform (325)

h f gi D 1

42

1 Fzwf zgw dzd Nw (68)

Here we have replaced the original Ezw in (325) equivalently (328) by itsanalytic continuation Fzw and then the path of integration can be shrunk tosurround just the support of any mother body with the mother body itself then beingrepresented by the jump of Fzw across the arising slits or by residues of polesif Fzw has point singularities In the integrals above f g 2 Ha˝ but forsimplicity we may think of f and g as being good analytic functions say in O˝

In terms of the Schwarz function see (220) the analytic continuation of Fzwis connected to Hzw by (224) ie by

Fzw D z SwSz NwHzw zw 2 ˝ n supp

Similarly is related to the singularities of Sz in a direct way eg simple polescorrespond to point masses and jumps between different branches give line sourcesexplicitly by formulas like (621) below Using these relationships the two forms ofthe inner product (67) and (68) can be identified

We remark that the information in the right member of (67) having both Hzwand present is actually redundant The function Hzw contains all informationof ˝ and hence of all mother bodies and in the other direction if is known andsatisfies at least axioms M1 M2 in the definition of a mother body then ˝ canbe reconstructed by a partial balayage as mentioned in Sect 61

So Hzw and are coupled to each other even though in a rather implicitway The redundancy may be explained in terms of moments (see Sect 22) asfollows complete knowledge of Hzw (or Ezw) is equivalent to knowledgeof all complex moments Mkj whereas knowledge of just means knowledgeof the harmonic moments Mk D Mk0 Indeed the complex moments are thecoefficients of the expansion of Ezw at infinity while the harmonic momentsare the coefficients of C˝z D Cz at infinity More specifically contains

86 6 Mother Bodies

information of singularities in a fairly explicit way while the remaining informationin Hzw can be considered to be of a more lsquosoftrsquo character

Part of the above discussion is also relevant the Bergman inner product whenthis is written on the form (327) Indeed in terms of Fzw this becomes

f gL2˝ D 1

42

log Fzwf zgw dzd Nw (69)

If F has an analytic continuation then also log F has it to a certain extent Howeverthis may become obstructed by branch-cuts because the logarithm is multivalued(and note that Fz z D 0 on ˝) Such branch cuts at least prevent the innerproduct from collapsing when˝ is a quadrature domain and in general they seem tohave the effect that zeros of Bergman orthogonal polynomials are less willing to godeeply into the domain compared to what is the case for exponential polynomials

64 Regularity of Some Free Boundaries

This section contains an outline of ideas behind the main result in [36] which isa theorem on analyticity of some free boundaries namely those boundaries whichadmit analytic continuation of the Cauchy transform The important point is that itassumes no a priori regularity of ˝ ˝ is from outset just a bounded open setHowever we shall here (for briefness) simplify matters a little following partly[38] but full details are given in [36] The statement when formulated in terms ofthe Cauchy kernel kz D 1= z is as follows

Theorem 61 Let ˝ C be a bounded open set and let K ˝ be compact Thenthe following assertions are equivalent

(i) The map C n˝ C given by

z 7 hkz 1i

extends analytically to C n K C(ii) The map C n˝2 C given by

zw 7 hkz kwi

extends analytically to C n K2 C(iii) The Hilbert space-valued map C n˝ H ˝ given by

z 7 kz

extends analytically to C n K H ˝

64 Regularity of Some Free Boundaries 87

Recall that in terms of Cauchy and exponential transforms hkz 1i D C˝zhkz kwi D 1 Ezw As for the Hilbert space-valued map we say that a map˚ W C n K H ˝ is analytic if and only if the function z 7 h˚z hi is analyticfor each h 2 H ˝ The three assertions say more precisely that there exist analyticfunctions f W C n K C F W C n K2 C ˚ W C n K H ˝ such thatin the respective cases hkz 1i D f z for z 2 C n ˝ hkz kwi D 1 Fzw forzw 2 C n˝ kz D ˚z for z 2 C n˝

Proof It is easy to see that iii ) ii ) i so we just prove that i ) iiiWe make the simplifying assumptions that (31) and (61) hold but as shown in [36]these assumptions can eventually be removed

Assuming then i let f z denote the analytic continuation of hkz 1i D C˝zto C n K C and we shall find an analytic continuation ˚z of kz itself It isconvenient to continue f further in an arbitrary fashion over K and to all C andthen think of f as the Cauchy transform of something living on K This somethingcan be taken to be a signed measure or even a smooth function if we just enlargeK a little This does not change anything in principle since this enlargement can bemade arbitrarily small and we may keep the notation K

Thus we assume that after the extension D fNz is a smooth function in C with

supp K (610)

This means that the assumption i takes the form

C˝ D C on C n˝ (611)

equivalently

hkz 1i D hkz 1i for z 2 C n˝

and we claim then that the analytic extension of kz itself is given by

˚z D kz (612)

Similarly the continuation of hkz kwi in ii of the theorem will be given by

1 Fzw D hkz kwi D h˚z ˚wi

That ˚ defined by (612) is in fact analytic as a map C n K H ˝ isimmediate from the definition of analyticity and from (610) So it just remainsto verify that ˚z D kz as elements in H ˝ for z 2 C n˝ There is an beautifulapproximation theorem [8] saying that for a completely arbitrary bounded open set˝ the finite linear combinations of the Cauchy kernels with poles outside ˝ aredense in the space of integrable analytic functions in ˝ The theorem is based onan ingenious construction due L Bers and L Ahlfors of mollifiers which exactly

88 6 Mother Bodies

fit the modulus of continuity for Cauchy transforms The theorem can be adapted toharmonic and subharmonic functions as well (cf [56]) and has in such forms beenof crucial importance in the theory of quadrature domains from the work of Sakai[89] and onwards A particular consequence is that the statement (611) is equivalentto the quadrature identity

h dA DZ

Kh dA (613)

holding for all integrable analytic functions h in ˝ Choosing in (613) the integrable analytic function

h DZ˝

Hzwkzw dAw

where z 2 ˝e and 2 L1˝ gives

hkz i D hkz i

Thus since L1˝ is dense in H ˝ kz D kz as elements in H ˝ for z hellip ˝ and by continuity also for z hellip ˝ This proves the theorem

It follows from the definition (21) of the exponential transform that Ez z D 0

for z 2 ˝ unless this is a point of zero density for˝ When the Cauchy transformC˝z and hence by Theorem 61 E˝zw has an analytic continuation across˝ then ˝ has positive density at all points of ˝ see [36] It therefore follows thatthe analytic continuation Fzw of Ezw in this case becomes a good definingfunction for ˝

Corollary 61 If the Cauchy transform of a bounded open set ˝ has an analyticcontinuation from the exterior of ˝ across ˝ to a compact set K ˝ then ˝ isnecessarily contained in a real analytic variety

˝ fz 2 C n K W Fz z D 0g

The first complete proofs of analyticity of boundaries admitting analytic con-tinuation of the Cauchy transform or boundaries having a one-sided Schwarzfunction were given by Sakai [92ndash94] For overviews of the regularity theory offree boundaries in general see eg [25 75] In a different context the exponentialtransform has much earlier been used implicitly in characterizations of boundariesof analytic varieties in C2 See [4 54]

65 Procedures for Finding Mother Bodies 89

65 Procedures for Finding Mother Bodies

Let be the density of a mass distribution positive and bounded in a domain ˝ zero outside ˝ and we shall describe some procedures for finding candidates ofmother bodies for For these to work one has to assume that the density is realanalytic in ˝ and that the boundary ˝ is at least piecewise analytic Some of themethods are implicit in the general theory of quadrature domains as presented forexample in [89 101] while other (those based on jumps of the Schwarz function)have been elaborated in [95] and similar papers

Reasoning backwards assume first that we already have a mother body whichreaches ˝ only at the non-smooth points (the ldquocornersrdquo) Then the function

u D U U (614)

is non-negative and satisfies

u D in ˝ (615)

u D jruj D 0 on ˝ (616)

In particular away from supp in ˝ we have

u D (617)

Going now in the other direction if is not known then we may start by tryingto solve the Cauchy problem (617) (616) in a neighborhood (in ˝) of the analyticparts of ˝ Unique local solutions do exist in view of the Cauchy-Kovalevskayatheorem Assuming that the domain of definitions of these local solutions cover allof ˝ we may then try to glue these pieces to a continuous function u in ˝ This uwill satisfy (616) and then we may simply define by (615) In lucky cases this will then be a mother body

An alternative but related procedure uses the Schwarz function Sz If D 1

in ˝ then the relationship between u and Sz is in one direction

Sz D Nz 4u

z (618)

and in the other direction

uz D 1

4jzj2 jz0j2 2Re

Z z

z0

Sd (619)

Here z0 2 ˝ and the relation holds in a neighborhood of that analytic piece of˝ to which z0 belongs The function u in (618) is sometimes called the modifiedSchwarz potential see [101]

90 6 Mother Bodies

In the general case one may first choose a fixed function ˚ satisfying

˚ D

ie ˚ satisfies (617) alone with no concern of boundary data Since all data arereal analytic we shall write and ˚ as D z Nz and ˚ D ˚z Nz with analyticdependence in each argument When D 1 the natural choice of˚ is˚z Nz D 1

4zNz

As one easily checks the relationship between u and Sz in general is

z˚z Sz D z˚z Nz u

z

which replaces (618) but only gives Sz implicitly from u and in the other direction

uz D ˚z Nz ˚z0 Nz0 2ReZ z

z0

z˚ Sd (620)

In these equations z˚ denotes the derivative of ˚ with respect to the first variableHere z0 2 ˝ and (620) holds in a neighborhood of z0 Compare [95] and also[94]

To find candidates for mother bodies one continues the branches of the Schwarzfunction as far as possible and then try to glue them However since Sz isanalytic one can never glue it to become continuous (because then it would beanalytic throughout ˝ which is impossible) In the generic case there will bejump discontinuities along line segments like branch cuts in the algebraic casePole singularities can also occur The mother body then comes from the jump ofSz across these line segments (plus residues for poles) the contribution from anoriented arc being

d D 2iŒz˚z Szjump dz along (621)

If s is an arc length parameter then replacing dz by dz=ds above gives the density of with respect to s along the arc The jump is defined as the value on the right-handside minus the value on the left-hand side The measure should be positive or atleast real and that requirement singles out at each point z 2 ˝ only finitely manypossible directions for a branch cut passing through the point the requirement forsuch a direction being

Re Œz˚z Szjump dz D 0 along

See further discussions in [95] On squaring (621) the requirement that shall bereal translates into a certain quadratic differential being asked to be positive Thusthe theory connects to the theory of trajectories of quadratic differentials (see [105])a direction which has been pursued in a random matrix context by Bleher and Silva[9]

65 Procedures for Finding Mother Bodies 91

We next give an example showing that the good property of carriers that theintersection of two convex carriers is again a (convex) carrier is not shared bysupports of mother bodies The example is inspired by the construction by Sakai[87] of two simply connected Jordan domains which have the same set of harmonicmoments

Example 63 Choose numbers 1 lt r lt R lt 1 and consider the two annuli

(AC D fr lt jz C 1j lt RgA D fr lt jz 1j lt Rg

Considered as bodies of density one they have the same potentials in the exteriorregions as the point masses R2r2ı1 and R2r2ıC1 respectively It followsthat the two mass distributions AC

CR2 r2ıC1 and ACR2 r2ı1 have

the same potentials far away say for jzj gt R C 1Now we disturb the above by replacing the first terms by ACnA

and AnAC

respectively This means that we remove some small pieces from the annuli butwhat is important is that we remove the same piece (namely AC A) from bothTherefore the two new mass distributions

(C D ACnA

C R2 r2ıC1 D AnAC

C R2 r2ı1

still have the same potentials for jzj gt R C 1The next step is that we construct mother bodies C and of ACnA

andAnAC

This is easily done using the procedures shown in Sect 65 For examplethe potential u in (614) is given as the minimum of the solutions of (615) (616)connected to the different boundary segments Specifically setting

uRz D 1

4jzj2 R2 R2 log

jzj2R2 (622)

for the solution of u D 1 in C u D jruj D 0 on jzj D R (and similarly for littler) we define u˙ by

(uCz D minACnA

fuRz 1 urz 1 uRzC1 urzC1g for z 2 AC n Auz D minAnAC

fuRz 1 urz 1 uRzC1 urzC1g for z 2 A n AC

Thenu˙ D 1 except on some sets where two of the potentials minimized over areequal where we get distributional contributions (negative measures) Defining then

(C D 1 uC D 1 u

we have Bal C 1 D ACnA Bal 1 D AnAC

92 6 Mother Bodies

Now C C R2 r2ıC1 and C R2 r2ı1 have the same exteriorpotentials as C and respectively Finally we sweep these mass distributions tobodies of constant density by partial balayage To fit our general setting we shouldhave density one but then we may need to first blow up the mother bodies by afactor t gt 1 The result can be written as

(Bal tC C R2 r2ıC1 1 D Bal tC 1 D ˝Ct

Bal t C R2 r2ı1 1 D Bal t 1 D ˝t

If here t gt 1 is sufficiently large then ˝Ct D ˝t This follows fromgeneral theory of partial balayage or quadrature domains Indeed when t is large˝˙ will necessarily be simply connected in fact essentially circular as one realizesby various comparison arguments or by the sharp ldquoinner normal theoremrdquo [44 45]And then the equality˝Ct D ˝t follows from uniqueness theorems originallydue to Sakai [89] (for example Corollary 92 in that text)

The conclusion of all this is that the domain ˝ D ˝Ct D ˝t has twodifferent mother bodies tC C R2 r2ıC1 and t C R2 r2ı1 and itis easy to see that the are not only different even the convex hulls of their supportsare different

Remark 61 Some previously known examples of domain having different motherbodies like Zidarovrsquos example [113] have the drawback in this context that theconvex hulls of their supports coincide

Chapter 7Examples

Abstract In this chapter we present the results of our numerical experimentsconcerning zeros of exponential polynomials with pictures indicating asymptoticdistributions (or at least the distribution of the first 50ndash100 zeros) We also makethe corresponding theoretical construction of mother bodies and compare the twoIn many cases there are reasonable but far from perfect agreements between thesets where zeros seem to accumulate and the supports of the corresponding motherbodies And here we reach terra incognito as there is no agreement between thedensities they seem rather to be complementary to each other In one case we havecomplete results with theoretical proofs namely for the ellipse Taking a standardellipse with foci ˙1 the zeros go to the focal segment with density proportional to1=

p1 x2 1 x 1 while the mother body for the ellipse with uniform mass

distribution has densityp1 x2 on the same segment

71 The Unit Disk

For the unit disk Hzw D 11z Nw and HaD degenerates to the one dimensional

space with inner product

h f gi D f 0g0

Set

enk D 1

k C 1znNzk

One computes that

henk ersi D(1 if n k D r s 0

0 otherwise

It follows that H D is generated by the anti-analytic functions fe00 e01 e02g Df Nzk

kC1 W k D 0 1 2 g and that this is an orthonormal basis It also follows thate00 D e11 D e22 D e01 D e12 D e23 D etc as elements in H D

copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_7

93

94 7 Examples

Note that on the other hand Hzw coincides in this case with Szegoumlrsquos kernelthat is the reproducing kernel of the Hardy space associated to the unit disk

72 The Annulus

For the annulus

˝ D fz 2 C W r lt jzj lt Rg

we have E˝zw D ED0R=ED0r which by (25) gives

H˝zw D z Nwz Nw r2R2 z Nw zw 2 ˝

Also

Gzw D(

zr2z Nw r lt jzj lt R jwj gt R

zR2z Nw r lt jzj lt R jwj lt r

The analytic space Ha˝ is generated by the powers zn z 2 Z and taking thenorm into account gives the orthonormal basis fen W n 2 Zg defined by

enz D8lt

zn

Rnp

R2r2 n lt 0

zn

rnp

R2r2 n 0

We can truncate the multiplier Z by the coordinate on the finite dimensionalsubspaces generated by zk n k n The result will be a weighted shift Zn withzero on the main diagonal and only the lower sub-diagonal non-null In particularZn is nilpotent and hence the counting measure n of its spectrum is simply ı0In conclusion all exponential orthogonal polynomials are monomials and the onlylimit measure of their zeros is ı0

Since ˝ is not a quadrature domain feng is actually an orthonormal basis in allH ˝ (see Theorem 31) Given an arbitrary f 2 H ˝ we can therefore expand

f DXn2Z

cnen jj f jj2 DXn2Z

jcnj2 lt 1 (71)

In the hope of being able to consider f as an analytic function we insert the variablez and convert the expansion into a power series

f z DXnlt0

cn

Rnp

R2 r2zn C

Xn0

cn

rnp

R2 r2zn (72)

73 Complements of Unbounded Quadrature Domains 95

Here the first term converges for jzj gt R lim supn1 jnj

pjcnj and the second termfor jzj lt r= lim supn1 jnj

pjcnj The lim sups here are 1 but nothing moreis guaranteed Taking for example cn D 1=jnj the first term in the expansion off z converges for jzj gt R and the second term for jzj lt r hence the whole seriesconverges nowhere

The orthonormal expansion (71) gives a one-to-one identification betweenelements f in H ˝ and `2Z-sequences of coefficients cn Therefore the corre-sponding power series expansion (72) gives a good picture of the nature of elementsin H ˝ from an analytic point of view they are simply formal power serieswith coefficients in an `2-space but with possibly empty convergence region So ingeneral there is no way to associate a value at any point for a ldquofunctionrdquo f 2 H ˝In particular there is no reproducing kernel for H ˝ If there had been this wouldhave been given by

Xn2Z

enzenw zw 2 ˝

(cf (340)) but this series converges nowhereThe annulus ˝ has a unique mother body sitting with uniform density on a

circle jzj D for certain in the interval r lt lt R namely that value for whichur D uR where ur uR are defined by (622) But as is clear from the abovenot even on this circle there are any continuous point evaluations for elements inH ˝

73 Complements of Unbounded Quadrature Domains

Let D be a quadrature domain with 0 2 D The inversion z 7 1=z then takes thecomplement of D to a bounded domain

˝ D inv De D fz 2 P W 1z

2 P n Dg

Since D is bounded we have 0 2 ˝ The exterior ˝e D inv D is what is calledan unbounded quadrature domain see in general [63 70 88 93 99 100] for thisnotion We shall not need much of the theory of unbounded quadrature domains wejust remark that the class of bounded and unbounded quadrature domains as a wholeis invariant under Moumlbius transformations (see in particular [100] and [93])

Let d be the order of the quadrature domain D Then by (344) the exteriorexponential transform of D is of the form

EDzw D FDzw D Qz NwPzPw

jzj jwj gtgt 1

96 7 Examples

where Pz a monic polynomial of degree d and Qz Nw is a polynomial of degreed in each of the variables Some more details on the structure of Qz Nw can beread off from (48) By using Lemma 21 together with (224) or more directly byformula (314) in [36] one obtains from FDzw the interior exponential transformof ˝

H˝zw D CQ 1z 0Q01Nw

1 zS01 NwS0Q 1z 1Nw

D Cpzpw

qz Nw (73)

Here Sz D SDz is the Schwarz function for D that branch which is single-valued meromorphic in D and equals Nz on D In addition C D H˝0 0 and p qare polynomials satisfying p0 D q0 0 D 1 Specifically

qz Nw D zd NwdQ1

z1

Nw (74)

pz D zdQ 1z 0

1 zS0D zd1 Q 1z 0

1z S0

Note that 1z S0 is a factor in Q 1z 0 because QS0 0 D 0 It follows that pzis a polynomial of degree at most d 1

Since Hzw is positive definite the zeros of pz must be outside ˝ This factcan also be proved directly by using arguments with the Schwarz function includinga valency statement in [101] It also follows that 1=qzw is positive definite in ˝

If D is connected and has m boundary components (m 1) the algebraic curveloc Q W Qzw D 0 has genus m 1 In fact this curve is (after completionin projective space P2 and resolution of singularities) canonically isomorphic tothe compact Riemann surface (Schottky double of D) obtained by completing Dwith a backside (a copy of D provided with the opposite structure) the two piecesglued together along D On the frontside the isomorphism is given by D 3 z 7z Sz 2 loc Q Recall that QDz Sz D 0 identically From this we obtain thetotal number of branch points of Sz considered as an algebraic function IndeedSz has d branches over the Riemann sphere and the Riemann-Hurwitz formula[22] shows that the number of branch points is

b D 2m C d 2 (75)

Turning to ˝ D inv De the Schwarz function for ˝ is related to that for Dby

S˝z D 1

SD1=z

and it has a single-valued branch in ˝e namely that branch which equals Nz on ˝ However continuing that branch into ˝ it will not be single-valued (unless d D 1)

73 Complements of Unbounded Quadrature Domains 97

Instead its structure of branch points will determine the mother body structure anymother body will consist of arcs which end up in these branch points

Notice that in the present situation all poles of S˝z are located outside ˝ soany mother body for˝ will consist solely of branch cuts and from (75) we see that2m C d 2 is an upper bound for the number of end points of these cuts

731 The Ellipse

The ellipse can be obtained as the complement of the inversion of a certain two pointquadrature domain known as the Neumann oval see [47 69 93 101] It is also aspecial case of the hypocycloid to be treated in the next subsection The values ofthe parameters in (75) are then d D 2 m D 1 b D 2

The standard ellipse

˝ D fz 2 C W x2

a2C y2

b2lt 1g

with half axes a gt b gt 0 has a unique mother body [102] it is the measuresupported by the focal segment Œc c (c D p

a2 b2 gt 0) given by

dx D 2ab

c2p

c2 x2 dx c lt x lt c

(For some higher dimensional aspects see [64]) The madonna body (skeleton forthe equilibrium measure) 13 for the ellipse has the same support but a differentdensity

d13 D dx

p

c2 x2 c lt x lt c (76)

The Schwarz function for the ellipse is

Sz D a2 C b2

c2z 2ab

c2

pz2 c2

that branch of the square root chosen which is positive for large positive values ofz The interior exponential transform Hzw is obtained from (73) with qz Nz D1 x2

a2 y2

b2(z D x C iy) and where pz turns out to be constant see also Sect 732

in this respect Specifically this gives

Hzw D C

4a2b2 C a2 b2z2 C Nw2 2a2 C b2z Nw

where C D 4a2b2H0 0 gt 0

98 7 Examples

It is known that the Bergman orthogonal polynomials have 13 as the unique weaklimit of their counting measures The same turns out to be true for the exponentialpolynomials

Proposition 71 Let 13n be the counting measures for the zeros of the exponentialpolynomials for the ellipse Then in the above notations

13n 13

as n 1

Proof The proof is based on hyponormal operator theory and goes as follows LetS 2 L `2N denote the unilateral shift operator

Sek D ekC1 k 0

where ek stands for the orthonormal basis of `2N Let 0 lt r lt 1 be a parameterand consider the operator T D rS C S Since ŒSS D e0 ˝ e0 we infer

ŒTT D ŒrS C S rS C S D 1 r2ŒSS D 1 r2e0 ˝ e0

Since the operators S and S commute modulo compact ones the essentialspectrum of T is equal to the set

essT D fr C 1

jj D 1g

that is it coincides with the ellipse of semiaxes 1˙ r Thus the spectrum of T is thesolid ellipse The focal segment for this ellipse is Œ2pr 2

pr (Fig 71)

The finite dimensional subspaces to compress T on are

HnT e0 D spanfe0 e1 en1g

and the associated truncated operators are

Tn D

0BBBBBBBB

0 r 0 0 0

1 0 r 0 0

0 1 0 r 0

0 0 0 0 r0 0 1 0

1CCCCCCCCA

This is a Jacobi matrix and it is well known that its characteristic polynomial isup to a normalizing factor equal to the Chebyshev polynomial of the second type

73 Complements of Unbounded Quadrature Domains 99

Fig 71 Zeros of the orthogonal polynomials Pn n D 10 20 30 for an ellipse

Unz

2p

r Recall that

Uncos D sinn C 1

sin

so that indeed the zeros of Unz

2p

r asymptotically distribute as in (76) ie

according to the probability distribution

1

d D dx

p4r x2

2pr lt x lt 2p

r

732 The Hypocycloid

A hypocycloid is a curve traced out from a point in a disk when this disk rolls insidea larger circle In case the point lies on the boundary of the disk the hypocycloidhas outward pointing cusps otherwise it is a smooth curve If the ratio between theradii of the two circles is an integer then the curve obtained is a closed curve andbounds a domain We shall consider such a hypocycloid domain ˝ centered at theorigin

Elementary considerations show that if the distance from the origin to the centerof the smaller disk is a gt 0 and the moving point zt sits on distance b gt 0 fromthe center of this smaller disk then the motion is given by

zt D aeit C beid1t

100 7 Examples

Here d gt 1 is the ratio between radius of the larger circle to that of the smaller oneWe assume that d is an integer so d 2 The geometry of the above configurationworks out only if

a d 1b (77)

The equality case here corresponds to the hypocycloid being singular with cuspsSetting D eit above we see that the hypocycloid simply is the image of the unit

circle under the rational function

D a C b1d

In addition (77) is exactly the condition for to be univalent in De Thus is

then a conformal map De ˝e subject to standard normalization at infinity (in

particular 1 D 1)After inversion z 7 1=z the exterior domain˝e turns into a bounded domain D

with conformal map W D D given by

D 1

1=D

a C bd

Since this is a rational function of order d D is a quadrature domain of order d Thed poles are located at the dth roots of a=b In particular we see that the multiplepole of order d 1 of at the origin has split into d simple poles for Since Dis a (bounded) quadrature domain ˝e is an unbounded quadrature domain with amultiple quadrature node at infinity

The number d above has the same meaning as in the beginning of this Sect 73and the number of boundary components of D or ˝ is m D 1 The boundary of Dis given by an equation

D W Qz Nz D 0

where the polynomial Qzw has degree d in each of the variables hence theboundary of ˝ is given by qz Nz D 0 with qzw as in (74) The total numberof branch points of each of SDz and S˝z is given by the Riemann-Hurwitzformula (75) ie equals b D 2m C d 2 D 2d 1

In addition to these branch points the curve loc Q has singular points Takingmultiplicities into account the total number of singular points is d 12d 1according to the genus formula [29] The quadrature nodes account for dd 1

singular points located at points of infinity of the two dimensional projective spaceP2 Further on there are d C 1 singular points visible in the real as isolated rootsz 2 C of Qz Nz D 0 or cusps on the boundary in the cusp case One of these pointsis the origin (see argument below) the point of inversion the remaining d pointsare located in D (or on D in the cusp case) on those radii from the origin whichare intermediate between the radii leading to the quadrature nodes The remaining

73 Complements of Unbounded Quadrature Domains 101

d12d1dC1D dd3 are not visible in the real The above statementsas well as some assertions below are elaborated in detail and proved [33]

Using that Qz Nz must be invariant under rotations generated by z 7 e2 i=d onefinds that Qzw more exactly is of the form

Qzw D ˛0 C ˛1zw C ˛2z2w2 C C ˛d1zd1wd1 C ˛dzdwd C ˇzd C Nwd

Because we have assumed that D is simply connected it also follows from potentialtheoretic consideration together with symmetries that ˛0 D 0 Indeed the functionu in (618) must have a stationary point at the origin hence SD0 D 0 and soQ0 0 D 0 And since Qz Nz 0 in D it follows that the origin is a singular pointon loc Q By normalization we also have ˛d D 1

Turning to qzw and pz see (74) it follows that

qzw D 1C ˛d1zw C ˛d2z2w2 C C ˛1zd1wd1 C ˇzd C ˇwd

where we have used that ˇ is real and

pz D zdQ1

z 0 D ˇ

In general pz has degree d 1 as mentioned after (74) and when the origin isa singular point it has always degree d 2 as a consequence of Q0 0 D 0 Butin the present case it is even better than so pz is simply a constant This makes theinterior exponential transform (73) to appear on the very simple form

H˝zw D C

1C ˛d1z Nw C ˛d2z2 Nw2 C C ˛1zd1 Nwd1 C ˇzd C ˇ Nw d

(78)

Since we started out from having uniformizations of the curves Qzw D 0 andqzw D 0 for example

q 1= N D 0 2 P (79)

we can easily determine the coefficients in (78) in terms of the coefficients a and bof The result for d D 3 is

H˝zw D C

a2bz3 C Nw3 b2z2 Nw2 a2b2 C a4 2b4z Nw C a2 b23

where we have changed the normalization in the denominator hence changed thevalue of C For any d 2 the values of the coefficients ˛j ˇ are obtained by solvinga linear system of equations obtained from the substitution (79) So this is quitestraight-forward Of course one can also find the polynomial qzw by classical

102 7 Examples

elimination theory without knowing anything a priori about qzw but that leadsto more difficult equations to solve

For d D 2 we are in the ellipse case discussed in terms of different methods andnotations in Sect 731 and in that case we could find the Schwarz function and themother body explicitly But already in the case d D 3 it is not so easy anymoreIt is difficult to write down the Schwarz functions SDz and S˝z explicitlysince this would involve solving a third degree algebraic equation However thelocations of the b D 2d 1 D 4 branch points can be estimated For examplefor S˝z the branch points are inside ˝ one at the origin and the other threeon the radii corresponding (under the inversion) to the radii just mentioned Thusany mother body will consist of arcs connecting these points and analysis of therequirements M1 M5 in Chap 6 leaves only one possibility open namelythat its support consists of the straight lines (radii) from the origin to the threebranch points outside the origin Figure 72 indicates that zeros of the exponentialpolynomials do converge to this configuration

Similar results have been obtained for other sequences of polynomials see forexample [20 55] and for a warning [85]

Fig 72 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the hypocycloid defined by D 2 C 1=82

74 Lemniscates 103

74 Lemniscates

For R gt 0 we consider the lemniscate

˝ D fz 2 C W jzm 1j lt Rmg

Thus the boundary is given by

zm 1Nzm 1 D R2m

which on solving for Nz gives the Schwarz function

Sz D m

szm 1C R2m

zm 1 (710)

the appropriate branch chosen Obviously˝ is symmetric under rotations by angle2=m

We start by computing the mother body There are three cases to consider

1 The disconnected case 0 lt R lt 1 ˝ then consists of m ldquoislandsrdquoBranch points for Sz z D 1 and 1 R2m1=m (the positive root) plus rotationsby 2=m of this The branch cuts giving rise to a real actually positive motherbody are the interval Œ1R2m1=m 1 ˝ plus the rotations of this The motherbody itself is

dx D sin m=

xm 1C R2m

xm 11=m dx 1 R2m1=m lt x lt 1

plus rotations by 2=m2 The critical case R D 1 ˝ still consists of m islands meeting at the origin

which now is a higher order branch point The branch cuts are 0 1 ˝ plusrotations and the formula for d is the same as above

3 The connected case 1 lt R lt 1In this case the only branch points contained in˝ are the mth roots of unity andthe branch cuts giving a real mother body are the radii from the origin to theseroots of unity The mother body itself is

dx D sin=m

xm 1C R2m

1 xm1=m dx 0 lt x lt 1

plus rotations

104 7 Examples

Fig 73 Zeros of the orthogonal polynomials for lemniscate with m D 3 and R D 09

These mother bodies seem to agree as far as the supports are concerned withlimits of counting measures found in numerical experiments (Fig 73)

One may compare with what is known for the Bergman polynomials In that case should be replaced by the equilibrium measure which is related to the exteriorGreenrsquos function and is easy to compute Indeed the Greenrsquos function is

g˝ez1 D 1

mlog jzm 1j log R

the equilibrium measure sits on the boundary and its density with respect to arclength is proportional to the normal derivative of the Greenrsquos function Precisely dA is to be replaced by the measure

1

2

jzjm1

Rmjdzj on ˝

75 Polygons 105

The unique mother body (ldquomadonna bodyrdquo) is in terms of the harmonic continua-tion of the above Greenrsquos function to all C

D 1

2g˝e1 D 1

m

mXkD1

ık

where D e2 i=mThe comparison we wish to make here is first of all that the madonna body

is completely different from the mother body for D ˝ and second thatfor the counting measures for the Bergman polynomials there is rather completeknowledge saying that certain subsequences converge to the madonna body butother subsequences (actually most of them) converge to an equilibrium measurefor a sublemniscate namely jzm 1j lt R2m (at least when 0 lt R lt 1) Forour exponential polynomials the entire sequence of counting measures seems toconverge to a measure having the same support as the mother body

75 Polygons

751 Computation of Mother Body

For convex polygons with D 1 in ˝ it is known [34] that

uz D 1

2dist z˝e2

for the unique mother body which sits on the ldquoridgerdquo ie the set of those points in˝ which have at least two closest neighbors on the boundary On each line segmentin the ridge the density of with respect to arc length is linear and it goes down tozero where the ridge reaches ˝ namely at the corner points

As for the supports of these mother bodies they are in reasonable but not perfectagreement with the numerical findings for the limits of the counting measures Thedensities do not agree however

752 Numerical Experiments

Asymptotic zeros for a square rectangle pentagon and hexagon are depicted inFigs 74 75 76 77)

106 7 Examples

Fig 74 Zeros of the orthogonal polynomials Pn n D 40 50 75 for the square with vertices atthe forth roots of unity

Fig 75 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the 2 1 rectangle withvertices at 2C i 2C i 2 i and 2 i

75 Polygons 107

Fig 76 Zeros of the orthogonal polynomials Pn n D 100 110 120 for the canonical pentagonwith vertices at the fifth roots of unity

Fig 77 Zeros of the orthogonal polynomials Pn n D 80 90 100 for the canonical hexagon withvertices at the sixth roots of unity

108 7 Examples

76 The Half-Disk and Disk with a Sector Removed

761 Computation of Mother Body

Let ˝ be the half-disk

˝ D fz 2 C W jzj lt 1 Re z gt 0g

The modified Schwarz potential is

u D minu1 u2

where uj solves the Cauchy problem (616) (617) with D ˝ for respectivelythe straight ( j D 1) and circular ( j D 2) part of the boundary

(u1z D 1

2Re z2

u2z D 14jzj2 log jzj2 1

It follows that the equation for the support of the mother body is

x2 y2 C logx2 C y2 D 1

This agrees almost exactly with where the zeros of the orthogonal polynomials arefound in numerical experiments See Fig 78

Considering a more general convex circular sector say

˝ D fz 2 C W jzj lt 1 j arg zj lt ˛g

where 0 lt ˛ lt 2

there will be three branches of u corresponding to the differentpart of ˝ to match the straight line segment in the first quadrant the circular arcand the line segment in the fourth quadrant contribute respectively with

8ltˆ

u1z D 12Im ei˛z2

u2z D 14jzj2 log jzj2 1

u3z D 12Im ei˛z2

76 The Half-Disk and Disk with a Sector Removed 109

Fig 78 Zeros of theorthogonal polynomials Pnn D 100 110 120 for thehalf-disk

The particular choice ˛ D 4

results in the explicit expressions

8ltˆ

u1z D 14x2 C y2 2xy

u2z D 14x2 C y2 logx2 C y2 1

u3z D 14x2 C y2 C 2xy

(711)

The modified Schwarz potential will in the above cases (any convex sector) be u Dminu1 u2 u3 and the presumably unique mother body D 1 u

Finally we may consider a non-convex sector say

˝ D fz 2 C W jzj lt 1 j arg zj lt 3

4g

The system (711) is then modified to

8ltˆ

u1z D 14x2 y2 2xy

u2z D 14x2 C y2 logx2 C y2 1

u3z D 14x2 y2 C 2xy

110 7 Examples

Fig 79 Zeros of the orthogonal polynomials Pn n D 60 80 100 for the 3=4-disk

It is still possible to glue u1 u2 u3 to one continuous function u in ˝ but thecorresponding measure D 1 u will no longer be positive it will be negativeon a line segment of the positive real axis starting at the origin Thus it is out ofquestion that can be the weak limit of some counting measures

There are however two (positive) measures which do satisfy all requirementsof a mother body These are obtained by decomposing the ˝ into a half disk plusa quarter disk and adding the mother bodies for these This can be done in twodifferent ways but none of the mother bodies obtained come close to agreeing withthe results of numerical experiments These are shown in Fig 79

762 Numerical Experiment

See Figs 78 and 79

77 Domain Bounded by Two Circular Arcs 111

77 Domain Bounded by Two Circular Arcs

Consider a domain˝ bounded by two circular arcs with centers on the real axis andmeeting at the points ˙i Denoting by a b 2 R the centers assumed distinct theequations of the circles are

Ca W jz aj2 D 1C a2

Cb W jz bj2 D 1C b2

The corresponding solutions ua ub of the local Cauchy problem (616) (617) with D 1 ie the functions given by (619) are

uaz D 1

4jz aj2 1C a2log jz aj2 C 1 log1C a2

similarly for ub Note that ua satisfiesua D 11Ca2ıa in all C ua D rua D 0

on Ca (similarly for ub)Since a curren b we may assume that a lt b and also that a lt 0 It is easiest to

think of the symmetric case that b D a but the analysis below does not reallyrequire that It is easy to see that given a and b there are four different domains ˝such that ˝ Ca [ Cb With Da Db denoting the open disks bounded by Ca Cb

respectively these domains are Da Db Da [ Db Da n Db Db n Da Set

L D fz 2 C W uaz D ubzg

bull For the convex lens domain ˝ab D Da Db the situation is similar to that ofa half-disk in Sect 76 the modified Schwarz potential is u D minua ub andthe unique mother body sits on ˝ab L the positive density with respect to thearc length measure there being the size of the jump of the normal derivative of uwhich is the same as jrub uaj (on ˝ L) Denote this mother body by ab

bull For the moon-shaped domain ˝ab D Da n Db the situation is somewhatsimilar to that of the lens domain the (presumably unique) mother body is apositive measure sitting on ˝ab L and the modified Schwarz potential still isminua ub where however it is now the restriction of ub to the exterior of Db

which comes inbull Similarly for ˝ba D Db n Dabull For˝aCb D Da [Db which is not convex the line segment Da DbL divides

the domain into two parts in such a way that the modified Schwarz potential uis represented by ua in the part containing the point a and by ub in the partcontaining b Within Da Db this gives u D maxua ub hence it is actually

112 7 Examples

Fig 710 Zeros of the orthogonal polynomials Pn n D 40 50 60 for ˝aCb with b D a D 1

opposite to the representation in the case of ˝ab The matching on Da Db L will now result in a negative contribution to the mother body more exactlythe contribution will be ab In addition there will be (positive) contributionsfrom the point masses at a and b In summary one mother body (which howeverviolates the positivity requirement iii in Chap 6) is

aCb D 1C a2ıa C 1C b2ıb ab

There are also two other mother bodies which fulfill all the requirements inChap 6 but which are decomposable in a non-desirable sense In the symmetriccase a C b D 0 they do not respect the symmetry of ˝aCb They are obtainedby simply adding the mother bodies of each piece in the decompositions (up tonull-sets) ˝aCb D Da [˝ba D Db [˝ab

771 Numerical Experiment

The symmetric case with b D a D 1 is illustrated in Fig 710

78 External Disk

In general if˝ is the disjoint union of two domains say˝ D ˝1[˝2˝1˝2 D then E˝zw D E˝1zwE2zw and for example

H˝zw D H˝1zwE˝2zw for zw 2 ˝1

Thus H˝zw has H˝1zw as a main term inside ˝1 but is still is influencedby ˝2 via E˝2zw However the singularity structure inside ˝1 is completelyindependent of ˝2 By singularity structure we mean objects like mother bodies j

78 External Disk 113

for ˝j ( j D 1 2) or singularities for analytic continuations across the boundary ofthe exterior versions Fjzw of Ejzw

To make this precise consider the analytic extension into ˝1 of

F˝zw D F˝1zwF˝2zw

assuming that ˝1 is analytic Denoting by S1z the Schwarz function for ˝1 thatanalytic extension is given by

F˝zw D z S1wS1z Nwz wNz Nw E˝1zwF˝2zw zw 2 ˝1

Here E˝1zw is defined precisely as in (21) and in the last factor we couldalso have written E˝2zw in place of F˝2zw The mentioned singularities areexactly the singularities of the Schwarz function S1z equivalently of the Cauchytransform C˝1z inside ˝1 The point we wish to make is that S1z and C˝1zare local objects completely independent of ˝2 in contrast to what is the casefor the exponential transform and even worse for the global spaces objects suchas the Bergman orthogonal polynomials as we shall see below In other wordsmother bodies and related structures are local objects when considering disjointunion of domains This makes it believable that also asymptotic zero distributionsfor orthogonal polynomials should also local objects at least approximately Andthis is also what is seen in our numerical experiments below

If ˝ is the disjoint union of a non quadrature domain and a disk then the diskwill probably not be seen by the asymptotic distribution of zeros because only onezero is needed to ldquokillrdquo the disk Similarly for the disjoint union of a quadraturedomain and a non quadrature domain the quadrature domain will (probably) beinvisible in the limit

781 Numerical Experiment Ellipse Plus Disk

The disjoint union of an ellipse and a disk case is in sharp contrast with the Bergmanspace picture where different ldquoislandrdquo affect at distance the distribution of zeros ofthe respective complex orthogonal polynomials see [50] (Figs 711 and 712)

The external curve in the Bergman space picture is a singular level line of theGreenrsquos function of the union of the two domains In this case its Schwarz reflectionin the two boundaries is partially responsible for the root distribution For details onthe Bergman zero distribution see [50]

782 Numerical Experiment Pentagon Plus Disk

The numerical experiments supporting the following two images of a pentagon andan external disk illustrate again the sharp contrast between the zero distribution of

114 7 Examples

Fig 711 Zeros of the exponential orthogonal polynomials Pn n D 10 15 20 for the disjointunion of an ellipse and a disk

Fig 712 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of an ellipse and a disk

Fig 713 Zeros of the exponential orthogonal polynomials Pn n D 40 60 80 for the disjointunion of a regular pentagon and a disk

complex orthogonal polynomials associated to the exponential transform respec-tively the Bergman space metric Like in the previous picture the external curvein the Bergman space picture is a singular level line of the Greenrsquos function of theexterior domain much responsible for the root distribution in the Bergman spacesituation (Figs 713 and 714)

79 Abelian Domains 115

Fig 714 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of a regular pentagon and a disk

79 Abelian Domains

We consider here the case that ˝ is a quadrature in a slightly extended sense forexample that

1

h dA D cZ a

ah dx C

Xk

ckhak (712)

holds for all integrable analytic functions h in ˝ with a c ck gt 0 We assumethat ˝ is simply connected and then the conformal map from the unit disk willcontain logarithmic terms to account for the line segment in addition to the rationalterms needed for the point evaluations See in general [16] (Ch 14) [32 107] (˝is an Abelian domain in the sense of [107]) With emphasis on multiply connecteddomains systematic constructions (analytical and numerical) of quadrature domainsfor sources along curves are given in [73]

The simplest possible case is obtained by taking f W D ˝ of the form

f D A log1C ˛

1 ˛C B (713)

where 0 lt ˛ lt 1 AB gt 0 This gives

1

h dA D AZ a

ah dx C 2˛AB h0

where a D A log 1C˛21˛2 C B˛ gt 0 This example has the slight disadvantage that the

quadrature node z D 0 lies on the support of the line integral If one wants to avoid

116 7 Examples

that a next simplest example can be taken as

f D A log1C ˛

1 ˛ C B

1C ˇ22 (714)

with 0 lt ˇ lt 1The computations are most easily performed by writing h as a derivative say

h D H0 whereby

1

h dA D 1

2i

H0zdzdNz D 1

2i

HzdNz

D 1

2i

ZD

H f df 1= N

which is easily computed as a sum of residuesRecall that Corollary 54 says that under certain assumptions isolated quadra-

ture nodes such as the ak in (712) are ignored in the asymptotics of the zeros

710 Disjoint Union of a Hexagon and a Hypocycloid

7101 Numerical Experiment

In Fig 715 we have an example of a disjoint union of two non-quadrature domainsand it indicates to what extent the asymptotic zero distributions in the two domainsinfluence each other Only in the case of small separation there will be anysubstantial influence

Fig 715 Zeros of theorthogonal polynomials Pnn D 50 60 70 for a disjointunion of a hexagon and ahypocycloid

711 A Square with a Disk Removed 117

711 A Square with a Disk Removed

Choosing for example

˝ D fz 2 C W jxj lt 1 jyj lt 1 jzj gt Rg

where 0 lt R lt 1 the modified Schwarz potential u is obtained as the minimum offive such potentials one for each part of the boundary

uz D 1

2minfjx 1j2 jx C 1j2 jy 1j2 jy C 1j2 1

2jzj2 R2 log

jzj2R2

R2g

The (presumably unique) mother body for the density D 1 is then obtainedfrom (615)

7111 Numerical Experiment

The zeros for this doubly connected domain are illustrated in Fig 716

Fig 716 Zeros of the orthogonal polynomials Pn n D 40 60 90 for ˝ as in Sect 711 withR D 025

Chapter 8Comparison with Classical Function Spaces

Abstract Two classical quantizations of planar shapes via Toeplitz operatorsacting on Bergman space respectively Hardy-Smirnov space are briefly comparedto the new hyponormal quantization developed in these lecture notes

81 Bergman Space

It is possible and desirable for a comparison basis to create Hilbert spaces analogousto H ˝ or Ha˝ with other positive definite kernels in place of Hzw Onenatural choice is the Bergman kernel Kzw producing a Hilbert space K ˝

with inner product

h f giK ˝ D 1

2

Kzwf zgwdAzdAw

Note that in the case of a quadrature domain ˝ the above sesquilinear form hasfinite rank We shall not pursue the analysis of this alternative scenario in this paperNote however that if one replaces in the above inner product the Bergman kernel byits complex conjugate then one recovers for analytic f and g the ordinary Bergmanspace inner product

1

2

Kzwf zgwdAzdAw D 1

f wgwdAw D h f gi2˝

Here the reproducing property

f w D 1

f zKzwdAz f 2 L2a˝ (81)

of the Bergman kernel was usedA further remark concerns the Friedrichs operator Let P W L2˝ L2a˝

denote the orthogonal projection onto the Bergman space ie the integral operator

given by the right member of (81) Then the linear transformation Pf D PNf is

copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_8

119

120 8 Comparison with Classical Function Spaces

analogous to our previously studied operator H D ˇ ı ˛ see (37)

Pf w D 1

f zKzw dAz f 2 L2˝

In particular the range consists of anti-analytic functions Conjugating the resultgives the Friedrichs operator f 7 PNf which hence has the representation (onswitching names of the variables)

PNf z D 1

Kzwf w dAw

It maps L2a˝ into itself but has the disadvantage of being linear only over R (sosometimes one studies its square instead)

Finally we may remark on extension properties to compact Riemann surfaceKeeping w 2 ˝ fixed it is well-known that Kzwdz considered as a differential inz 2 ˝ extends to a meromorphic differential on the Schottky double O of˝ with adouble pole at the mirror point of w as the only singularity In other words Kzwextends to a meromorphic section of the canonical line bundle on the compactRiemann surface O As such it is uniquely determined by the natural periodicityconditions it satisfies (the integrals over those cycles in a canonical homology basiswhich are complementary to those cycles which lie entirely in the plane vanish)The analysis can be extended to both variables simultaneously so that Kzwdzd Nwbecomes a meromorphic double differential on O O See for example [96] for theabove matters

The above is to be compared with the corresponding properties of Hzwdiscussed in Sect 24 for fixed w 2 ˝ it extends as a holomorphic section of thehyperplane section bundle on the compact Riemann surface P (etc)

82 Faber Polynomials

Faber polynomials have a rich history spanning over more than a century Theirimprint on univalent function theory and polynomial approximation in the complexdomain is long lasting The aim of the present section is to draw a parallelbetween Faber polynomials and the orthogonal polynomials associated to theexponential transform Without aiming at full generality we confine ourselves toover conservative smoothness assumptions

Let ˝ C be a connected and simply connected bounded domain with realanalytic smooth boundary D ˝ Let

z D w D a1w C a0 C a1w

C

82 Faber Polynomials 121

be a conformal mapping of P n D onto P n˝ normalized so that 1 D 1 and 01 gt 0 We denote by

w D z D c1z C c0 C c1z

C

the inverse conformal map convergent in a neighborhood of z D 1 Faberrsquospolynomial of degree n is the unique polynomial fn satisfying at the level of formalLaurent series

fn w D wn C Rnw1

where Rnz is a power series without constant termCauchyrsquos formula proves the generating series definition

0zz u

D1X

nD0

fnu

znC1

See for instance Ullman [106]We will show how to include this classical construction of polynomials attached

to a planar domain to our operator theory setting Specifically we consider theToeplitz operator with symbol

T h D P h h 2 H2T

Above H2 D H2T denotes the Hardy space of the unit disk with orthonormalbasis wk1kD0 and P W L2T d

2 H2 is the orthogonal projection often called the

Szegouml projection When analytically extending the functions from their boundaryvalues

Phz D 1

2

ZT

h

1 z

d

i

Proposition 81 Assume the Jordan curve is real analytic smooth Then theexterior conformal mapping analytically extends across the unit circle theToeplitz operator T has trace-class self-commutator and the following spectralpicture holds

T D ˝ essT D

with principal function g D ˝

122 8 Comparison with Classical Function Spaces

Proof Let S D Tz denote the unilateral shift on Hardy space Since the function is smooth on the circle we can write

T D a1S C a0 C a1S C

where the series is convergent in operator norm Moreover due to the smoothnessof it is well known that in this case that the commutator ŒT

T is trace-classWriting

Q D a1S C a2S2 C

we note that Q is an analytic Toeplitz operator hence subnormal Consequently theself-commutator ŒQQ is non-positive This implies the bound

ŒT T D a21ŒS

SC ŒQQ a211 ˝ 1

It is also well known that the essential spectrum of T is equal to the image of T by that is

Let 2 ˝ Then r curren 0 for all 2 T and r 1 Hence the Toeplitzoperator T r is Fredholm And so is its homothetic

r1T r D a1S C a0

rC a1

r2C

But the latter can be deformed (r 1) in the space of Fredholm operators to a1Shence it has Fredholm index equal to 1 This proves that ˝ T and

indT D 1 2 ˝

If hellip ˝ then the function is invertible on T and has winding numberzero Then a factorization of the symbol into a product of an analyticinvertible function inside the disk and one analytic and invertible outside the diskshows that T is invertible

The infinite Toeplitz matrix associated to T in the basis formed by themonomials is

T D

0BBB

a0 a1 a2 a1 a0 a10 a1 a0

1CCCA

The cyclic subspaces

HnC1 D spanf1T 1 Tn 1g D spanf1w wng

82 Faber Polynomials 123

form exactly the standard scale Let n denote the orthogonal projection of H2 ontoHn and set

T n D nT n

for the finite central truncation of the above Toeplitz matrixThe very definition of the Faber polynomial implies

Tfn 1 D wn n 0

On the other hand the inner product

Πp q WD h pT 1 qT 1i

is non-degenerate on complex polynomials p q 2 CŒz hence we can speak aboutthe associated orthonormal polynomials Specifically there exists for every non-negative integer n a polynomial Fn of degree n such that

FnT 1 D wn n 0

We will call them quantized Faber polynomialsHowever the other natural inner product

f p qg D hTpı 1Tqı 1i D PV1

2

ZT2

p eitq eis

1 eistdtds

has diagonal singularities comparable to the Hilbert space structure studied in theprevious chapters

As a matter of fact the Hessenberg matrix representing the multiplication by zin the basis fn1nD0 differs from the Toeplitz matrix associated to the inverse seriesz only by a rank-one perturbation More precisely adopting the normalizationa1 D c1 D 1 one knows that Faber polynomials fn are the characteristic polynomialsof the finite central truncations of the infinite matrix

X D

0BBBBB

c0 2c1 3c2 4c3 1 c0 c1 c20 1 c0 c1 0 0 1 c0

1CCCCCA

see Eiermann and Varga [20] The distribution of zeros and asymptotics of thecounting measures of the Faber polynomials fn1nD0 is understood in detail dueto many recent contributions notably Ullman [106] and Kuijlaars-Saff [68]

124 8 Comparison with Classical Function Spaces

The good news is that the zero asymptotics of the quantized Faber polynomialsis also well understood in the case of finite banded Toeplitz matrices that is forconformal mappings with finitely many negative modes

z D w D a1w C a0 C a1w

C C an

wn

More exactly the cluster of eigenvalues of the finite central truncations T n aswell as the asymptotics of the counting measures is understood in this case in termsof and relation with classical potential theory We refer to the classical works ofSchmidt-Spitzer Hirschman and Ullman amply commented and carefully exposedin the monograph by Boumlttcher and Grudsky [11]

For our essay this case is quite relevant as the complement of the domain ˝ isa quadrature domain on the Riemann sphere

In order to illustrate what it is at stake in the asymptotic analysis of the zeros ofFaber polynomials we reproduce from [106] and [68] a few fundamental results Let

0 D lim supn1

jcnj1=n

denote the radius of convergence of the inverse conformal mapping The fibres ofthe map

W fz W jzj gt 0g C

play a crucial role First we isolate after Ullman the complement of the range of

C0 D fw 2 C W 1fwg D g

This is a compact subset of the complex plane because the range of covers aneighborhood of the point at infinity Second among the points in the range of we distinguish the set C1 of those w 2 C with the property that 1w has asingle element of largest modulus say and there the map is non-ramified that is0 curren 0 Since is non-ramified at z D 1 the set C1 covers a neighborhood ofinfinity

Ullman proved that all limit points of the Faber polynomials fk are contained inthe complement of C1 and that every boundary point of C1 is a limit point of thesezeros [106] Further on combining methods of potential theory with approximationtechniques of Toeplitz matrices Kuijlaars and Saff [68] refined the above pictureas follows Denote the counting measures of the zeros of Faber polynomials fk byk k 1

If C0 has no interior then the sequence k converges in weak-star topology toa positive measure whose support is equal to C1 If in addition C D C0 [ C1then is the equilibrium measure of C0 If int C0 is non-empty and connected thena subsequence of k will have the same limiting behavior It goes without sayingthat computing the sets C0 and C1 is quite challenging even for rational conformalmappings

Appendix AHyponormal Operators

We gather below some basic facts used throughout the text about hyponormaloperators By definition a linear bounded operator T acting on a Hilbert space His called hyponormal if the commutator inequality

ŒTT D TT TT 0

holds true in the operator sense That is for every vector x 2 H one has

hTTx xi hTTx xi

or equivalently

kTxk kTxk x 2 H

Typical examples are subnormal operators and singular integral operators on theline with Cauchy type kernel Indeed if S D NjH is the restriction of a normaloperator to an invariant subspace H then

kSxk D kNxk D kNxk kPNxk D kSxk x 2 H

where P denotes the orthogonal projection of the larger Hilbert space onto HFor instance the multiplication Mz by the complex variable on the Bergman

space L2a˝ attached to a bounded planar domain˝ is subnormal hence hyponor-mal As for singular integral examples consider L2I dx where I is a closedinterval on the line Let a b 2 L1I with a D a ae Obviously the multiplicationoperator ŒXx D xx is self-adjoint on L2I dx The operator

ŒYx D axx bx

i

ZI

byy

y xdy

copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

125

126 A Hyponormal Operators

is well defined as a principal value and bounded on L2 by the well known continuityof the Hilbert transform Then

ŒXYx D bx

i

ZIbyydy

hence T D X C iY is a hyponormal operator

ŒTT D 2iŒXY 0

It was this very specific example of singular integral transforms which boosted theearly discoveries related to hyponormal operators

Proposition A1 The spectral radius of a hyponormal operator is equal to its norm

Proof It is known that the spectral radius of T can be computed as jTjsp Dlimn kTnk1=n We will prove that for a hyponormal operator T one has

kTnk D kTkn n 1

Indeed let x 2 H and fix a positive integer n By assumption

kTTnxk kTnC1xk

whence

kTTnk kTnC1k

Consequently

kTnk2 D kTnTnk kTn1TTnk kTn1kkTTnk

kTn1kkTnC1k D kTn1kkTnC1k

If we suppose kTpk D kTkp p n as an induction hypothesis we obtain

kTknC1 kTnC1k

which implies kTknC1 D kTnC1kThus there are no non-trivial quasi-nilpotent hyponormal operators

Proposition A2 A linear fractional transformation preserves the hyponormality ofan operator

A Hyponormal Operators 127

Proof Let T be a hyponormal operator and assume hellip T Then the operatorI T1 is bounded and

ŒI T1 I T1 D

I T1I T1ŒTTI T1I T1 0

An affine transformation obviously leaves hyponormal operators invariantAs a consequence of the spectral mapping theorem we infer

kI T1k D 1

dist T

This simple observation has a non-trivial consequence at the level of numericalrange

Proposition A3 Let T 2 L H be a hyponormal operator The closure of itsnumerical range coincides with the convex hull of its spectrum

WT D convT

Proof The inclusion convT WT holds in general Assume that there existsa point 2 WT which is not in the convex hull of the spectrum By an affinechange of variables we can assume that T is contained in a disk centered at zeroof radius r and jj gt r Since the spectral radius of T equals its norm we findkTk r and on the other hand

hTx xi D

for a unit vector x That is jj jhTx xij r a contradictionMore refined operations leave the class of hyponormal operators invariant For

instance take T D X C iY to be a hyponormal operator written in cartesian formand let S be a bounded operator in the commutant of X Then X C iSYS is alsohypo-normal

ŒX iSYSX C iSYS D 2iŒXSYS D S2iŒXYS D SŒTTS 0

In particular if S D EXı is the spectral projection associated to a Borel set ı Rone obtains a very useful cut-off operation of hyponormal operators One of the non-trivial implication is that in this case EXıTEXı is a hyponormal operate whosespectrum is localized to the band ı R C

In this respect it is worth recording a non-trivial spectral mapping projectionresult

128 A Hyponormal Operators

Theorem A1 (Putnam [82]) Let T D XCiY be a hyponormal operator written incartesian form The projection of the spectrum T onto the x-axis coincides withthe spectrum of X

Hence the spectrum of the cut-off operator EXıTEXı lies in the vertical bandwith ı as base See [74] for proofs and more details

One can reverse the flow from abstract to concrete prove first that the real andimaginary parts of a pure hyponormal operators have absolute continuous spectrumand then build a general one variable singular integral functional model In thisprocess one needs precise estimates We recall two of them

A deep inequality related to non-negative self-commutators was discovered byPutnam It asserts that for every hyponormal operator T one has

kŒTTk Area T

Thus every hyponormal operator with ldquothinrdquo spectrum is normal in particular ahyponormal finite dimensional matrix is automatically normal

As a matter of fact not only the norm but even the trace of a hyponormal operatorT enters into a similar inequality This bears the name of Berger and Shaw and itstates

TraceŒTT mT

Area T

where mT stands for the rational multiplicity of T that is the minimal number ofvectors hj 1 j mT so that f Thj span the whole Hilbert space on which Tacts where f is an arbitrary rational function analytic in a neighborhood of T

Using these inequalities and cartesian cut-off operations one can prove that thespectrum of a pure hyponormal operators has positive planar density at every pointof it As a matter of fact every compact subset of the complex plane with this densityproperty is the spectrum of a hyponormal operator

The main concern in this lecture notes is the class of hyponormal operatorswith rank-one self commutator Their classification and spectral analysis is classicalby now thanks to fundamental contributions of Pincus Carey L Brown HeltonHowe Clancey D Xia The monograph [74] contains an overview of the theory ofhyponormal operators and a couple of chapters are devoted to this class of operatorsWe confine ourselves to a few identities used in the main body of the lecture notes

Let T 2 L H be a linear bounded operator acting on a separable infinitedimensional space and possessing rank-one self-commutator

ŒTT D ˝

We also assume that T is irreducible that is the linear span of vectors TnTmnm 0 is dense in H Let zw 2 C be points outside the spectrum of T Then theresolvents T w1 and T z1 exist and the multiplicative commutator

T zT wT z1T w1

A Hyponormal Operators 129

is in the determinant class (that is the identity plus a trace-class operator) and

detT zT wT z1T w1 D

detŒI ˝ T z1T w1 D

1 hT z1T w1 i D

1 hT w1 T z1i

Mutatis mutantis we can perform the same operation on the multiplicativecommutator with reversed order of factors

detT wT zT w1T z1 D

detŒI C ˝ T w1T z1 D

1C hT w1T z1 i D

1C hT z1 T w1i

Since the product of the two commutators is the identity we infer

Œ1C hT z1 T w1iŒ1 hT w1 T z1i D 1 (A1)

The unitary equivalence orbit of the irreducible operator T subject to thecommutation relation ŒTT D ˝ is encoded into the germ at infinity of theanalytic-antianalytic determinantal function

Ezw D 1 hT w1 T z1i jzj jwj gt kTk

Hence also in the germ at infinity of the function

1

EzwD 1C hT z1 T w1i jzj jwj gt kTk

The main character of our study is the function E and its exponential representationas a double Cauchy transform

Theorem A2 (Pincus [76]) The integral representation

1 hT w1 T z1i D exp1

ZC

gdA

z w jzj jwj gt kTk

130 A Hyponormal Operators

establishes a one-to-one correspondence between all irreducible hyponormal oper-ators T with rank-one self-commutator ŒTT D ˝ and L1-classes of Borelmeasurable functions g W C Œ0 1 of compact support

For the original proof see [76] The function g is called the principal functionof the operator T and it can be regarded as a generalized Fredholm index which isdefined even for points of the essential spectrum

A simple and far reaching application of the operator counterparts of the abovedeterminants is the ldquodiagonalizationrdquo in a concrete functional model of the operatorsT respectively T Specifically let denote a circle centered at z D 0 of radiusR gt kTk Then Riesz functional calculus yields for any couple of polynomialsf g 2 CŒz

h f T gTi D 1

42

Z

Z

f ugvdudv

Eu v (A2)

while in complete symmetry

hgT f Ti D 1

42

Z

Z

f ugvEu vdudv (A3)

To illustrate the nature of the above integral representation we outline a novelproof of a classical inequality due to Ahlfors and Beurling Specifically if anessentially bounded function f on C is non-negative and integrable with respectto the two dimensional Lebesgue measure then

jZC

f wd Areaw

w zj2 kf k1kf k1

for all z 2 CIndeed we can assume that f has compact support and 0 f 1 ae hence

it is equal to the principal function of a hyponormal operator T with rank-one self-commutator ŒTT D ˝ Then

h T z1i D 1

ZC

f wd Areaw

w z

and on the other hand

kT z1k 1 z 2 C

and

kk2 D 1

ZC

f wd Areaw

A Hyponormal Operators 131

A remarkable and more symmetric formula involving functional calculi wasdiscovered by Helton and Howe [58] We state it in our context of rank-one self-commutator although it is true for trace-class self-commutators

traceΠpTT qTT D 1

ZC

J p qg dA p q 2 CŒz z (A4)

where J p q stands for the Jacobian of the two functions see [58 74] It was thisvery formula that was the source of Connesrsquo cyclic cohomology theory [15]

The principal function like the Fredholm index is functorial with respect toanalytic functional calculus Moreover it is invariant under Hilbert-Schmidt additiveperturbations and satisfies non-trivial bounds We reproduce below only one of theseinequalities For proofs and more comments see [74]

Theorem A3 (Berger [7]) Assume T S are hyponormal operators with trace-class self-commutator and let X be a trace-class operator with null kernel andcokernel If SX D XT then gS gT

In particular Bergerrsquos Theorem shows that the principal function of a cyclichyponormal operator is bounded by 1

In case the principal function g is the characteristic function of a bounded openset with real analytic smooth boundary the determinantal function also known asexponential transform Ezw analytically extends across the boundary as explainedin the main body of these notes This observation was used in the proof of a centralregularity result for free boundaries in two real dimensions cf Sect 64 in thesenotes

Among the early applications of the theory of the principal function anobservation of Basor and Helton [6] stands aside The two authors reproved andgeneralized the Szegouml limit theorem While today there are more refined variants ofthe theorem due to Widom and a few other authors the method used by Basor andHelton is relevant for the topics reviewed in Appendix We sketch below the mainidea

Let H2 D H2D denote Hardy space of the unit disk with orthogonal projectionP W L2T H2D A Toeplitz operator

T f D Pf f 2 H2

with continuous non-vanishing symbol 2 CT is known to be Fredholm withindex equal to negative of the winding number of along the unit circle Assumethat the symbol is smooth and has zero winding number Then the general theorybuilt around the Riemann-Hilbert problem yields a factorization

z D Czz z 2 T

where C is a smooth function on T which analytically extends to D while zis smooth and analytically extends to the complement of the disk and 1 D 1

132 A Hyponormal Operators

It is easy to check for instance on monomials that

T D TTC

Denote by Pn the orthogonal projection of H2 onto the linear span of 1 z znThe finite central truncation Tn D PnTPn is a n C1 n C1 Toeplitz matrix andso are the triangular matrices

TCn D PnTC

Pn D PnTC T

n D PnTPn D T

Pn

Note that TCn T

n D PnTCT

Pn is not equal to Tn exactly this discrepancy and theprincipal function formula proves Szegouml limit theorem Quite specifically let

G D exp1

2

ZT

logzdz

iz

be the geometric mean of the invertible symbol The logarithm above is definedon C n 1 0 so that log1 D 0 Moreover

G D 1

2

ZT

Czdz

iz1

2

ZT

zdz

iz

But the matrices TCn T

n are triangular with the identical entries equal to

12

RTCz dz

iz respectively 12

RTz dz

iz on the diagonal Hence

GnC1 D detTCn det T

n

Next linear algebra gives

Tn D PnTPn D PnTTC

Pn D PnTCT1

C

TTC

T1

TPn D

TCn PnT1

C

TTC

T1

PnTn

Therefore

det Tn

GnC1 D det Tn

det TCn det T

n

D PnT1C

TTC

T1

Pn

Due to the smoothness assumption

det T1C

TTC

T1

D det TTC

T1

T1C

D detTT1

A Hyponormal Operators 133

exists and is equal to the limit of the truncated determinants This observation plusHelton-Howe formula imply Szegouml-Widom limit Theorem

limn1

det Tn

GnC1 D detTT1 D exp1

ZD

JlogC logdA

Above J denotes the Jacobian of the two functions

Historical Notes

Quadrature domains were isolated in the work by Dov Aharonov and Harold SShapiro see in particular the seminal paper [1] Although originally motivated byunivalent function theory the central role of this class of semi-algebraic domainsfound unexpected reverberations in many areas of modern mathematics suchas fluid mechanics potential theory integrable systems free boundaries inverseproblems The collections of articles [19] offers a good glimpse on the status of thetheory of quadrature domains until 2005 A small selection of books survey articlesand more recent contributions are [16 26 46 70 89 101 107]

The idea of a potential theoretic skeleton goes right back to Isaac Newtonwho showed that the gravitational field produced by a homogenous ball coincidesoutside the ball by the field of a point mass located at the center of the ball Laterdevelopments involve for example a Preisschrift ldquoUumlber die analytische Fortsetzungdes Potentials ins Innere der anziehenden Massenrdquo by Herglotz available in [59](see also Chapter 1 in [101]) and in particular systematic work by DimiterZidarov and his collaborators on ldquoMaternal and most concentrated bodiesldquo (titleof Chapter III6 in [113]) The particular term ldquomother bodyrdquo was used informallyby O Kounchev for example and inspired by the ideas of this Bulgarian groupin geophysical potential theory an attempt to make the notion of a mother bodymathematically precise was made in [34] Some further developments can befound in [43 95 102] In recent years the ideas of a mother bodies relatedldquomadonna bodiesrdquo and other kinds of potential theoretic skeletons have turnedout to be relevant for asymptotic distributions of zeros of orthogonal polynomialseigenvalues of random matrices etc See for example [9 10 50]

Orthogonal polynomials have a long and glorious history spanning a centuryand a half Although originally streaming from real function theory questionssuch as extremal problems moment problems convergence of continued fractionseigenfunction expansions generating functions with a combinatorial flavor and soon complex variables turned out to be essential in studying the fine structure andasymptotic behavior of classical orthogonal polynomials The pioneering works of

copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

135

136 Historical Notes

Fekete Szegouml Carleman Bergman Gonchar Suetin Widom (to name only a fewkey contributors to the subject) laid the foundations of complex analytic and poten-tial theoretic interpretation of the qualitative aspects of orthogonal polynomialsThis trend continues to bloom today with notable impact on quantum mechanicsstatistical mechanics and approximation theory The authoritative monographs[86 103] gave the tone for all later developments of the potential theoretic andcomplex function theoretic aspects of orthogonal polynomials In spite of the factthat the orthogonality studied in the present notes and in particular the class ofassociated orthogonal polynomials does not strictly fit in the framework of theseinfluential works there are too many similarities not to seek in future works aunifying explanation

One of the first uses of the exponential transform outside operator theorywas to prove regularity of certain free boundaries in two dimensions [36] Theboundaries in question were more precisely boundaries of quadrature domains (ina general sense) and those arising in the related area of Hele-Shaw flow movingboundary problems (Laplacian growth) See [51] for the latter topic The exponentialtransform provided in these cases a simplified route compared to that of Sakai [92ndash94] One advantage with the exponential transform is that it directly gives a realanalytic defining function of the free boundary On the other hand as a tool infree boundary theory it is far less flexible than the general methods developed byL Caffarelli and others within the framework of nonlinear PDE

In general the theory of free boundaries and their regularity has been a highlyactive and rapidly developing area for at least half a century The regularity theoryis in general very difficult in particular in higher dimensions A few standardreferences are [14 25 65 75]

The notion of hyponormal operator was introduced by Halmos under a differentname in the article [52] After a necessary period of piling up the naive foundationswell exposed in Halmos problem book [53] Putnam raised the subject to a higherspeed by discovering his famous inequality and by regarding everything from theperspective of commutator algebra [82] It was Joel D Pincus [76] who pushedforward hyponormal and semi-normal operators to a novel direction of quantumscattering theory by isolating a remarkable spectral invariant known as the principalfunction Afterwards it was clear that explicit models of hyponormal operatorsdepart from classical analytic functional spaces by involving singular integraltransforms with kernels of Cauchy type The trace formula for commutators ofHelton and Howe [58] put the principal function into a totally new focus withlinks to global analysis concepts such as curvature invariants characteristic classesand index formulas Out of this phenomenology Alain Connes [15] invented cycliccohomology an important chapter of modern operator algebras In this respect ouressay falls within low dimensional cyclic cohomology theory A synthesis of thetheory of hyponormal operators can be found in the monograph [74]

The exponential transform arose as the characteristic function of a Hilbertspace operator with trace-class self-commutator Functions of a complex variableencoding in an invariant way the unitary equivalence class of an operator are knownas characteristic functions they played a prominent role in the classification of

Historical Notes 137

non-selfadjoint transformations streaming from the works of Moshe Livsic ondissipative operators and Nagy-Foias on contractive operators The lucid approachof Larry Brown [13] revealed the algebraic K-theoretic nature of the exponentialtransform as the determinant of a multiplicative commutator in an infinite dimen-sional setting On the other hand one can interpret the exponential transform inpurely function theoretic terms as a Riesz potential at critical exponent with clearbenefits for the multidimensional setting Or as a solution to a Riemann-Hilbertfactorization problem as in these notes very much in harmony with Pincusrsquo originalvision [76]

The Ritz-Galerkin method of converting an infinite dimensional and continuousoperator equation into a finite-dimensional discrete problem was widely usedand refined for more than a century in numerical analysis The more specificKrylov subspace approximation of a linear operator by its compressions to finitedimensional subspaces defined by the degree filtration of powers of the operatorsapplied to a cyclic vector is intimately linked to the theory of complex orthogonalpolynomials and has numerous supporters in the applied mathematics community[72] In particular the analysis and inversion of Toeplitz or Wiener-Hopf operatorsby their Krylov subspace compressions was thoroughly studied by several genera-tions of mathematicians see [11] for historical references and the intriguing (by itscomplexity and openness) picture of the field these days

Glossary

P D C [ f1g

DaR D fz 2 C W jz aj lt Rg D D D0 1

dA D dAz D dArea D dxdy

For˝ C a bounded open set

˝c D C n˝

˝e D C n˝ or P n˝ depending on context

j˝j D Area˝

f g2˝ D f gL2˝ D 1

f Ng dA Also k f kp˝ D jj f jjLp˝ (1 p 1)

L2a˝ Bergman space (analytic functions in L2˝)

DC Set of smooth test functions with compact support in C

OE Germs of functions holomorphic in an open set containing E C

Ezw The exponential transform of a bounded open set ˝ C Defined in allC C by (21)

Fzw The restriction of Ezw to ˝e ˝e and analytic continuations of thisSee (22)

Gzw A version of the exponential transform defined and analyticantianalyticin ˝ ˝e Gzw D Gw z See (23) (24)

Hzw The interior exponential transform defined and analyticantianalytic in˝ ˝ See (25)

C˝z C˝zw Cauchy transforms (ordinary and double) of ˝ Csee (28) (29)

copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

139

140 Glossary

Cz Cauchy transform of a measure Written as Cf if d D f dA See Sect 61

U Logarithmic potential of a measure Written as U˝ if d D ˝ dA SeeSect 61

Mkj Mk Bkj D bkj Complex harmonic and exponential moments see Sect 22

Sz The Schwarz function of a real analytic curve See (220)

H ˝ A Hilbert space associated to the exponential transform see Sect 31

Ha˝ The subspace of H ˝ generated by analytic functions see (36)

h f gi Inner product in a Hilbert space in general

h f gi D h f giH ˝ Standard inner product in H ˝ (and Ha˝) See (34)

hh f gii D h Nf NgiH ˝ See (322)

h f giPXX The Pincus-Xia-Xia inner product in Ha˝ See (326)

f gduality D 12 i

f zgzdz f 2 O˝ g 2 O˝e0

H The operator L2˝ L2˝ with kernel Hzw defined by

Hf w D 1

Hzwf zdAz w 2 ˝

See (37)

G The operator with kernel Gzw defined by

Gf w D 1

Gzwf zdAz w 2 ˝e

See (333)

Z The operator H ˝ H ˝ defined by Zf z D zf z

NZ The operator H ˝ H ˝ defined by NZf z D Nzf z

C The operator H ˝ H ˝ defined by Cf D Cf (Cauchy transform of f )

NC Related to C by NCf D CNf

L H The set of bounded linear operators on a Hilbert space H

C1H The set of those A 2 L H with jAj1 D trp

AA lt 1 (finite trace norm)

T Spectrum of an operator T 2 L H

WT D fhTx xi W x 2 H kxk D 1g the numerical range of an operator T 2L HMore special notations appear in the text

References

1 D Aharonov HS Shapiro Domains on which analytic functions satisfy quadratureidentities J Anal Math 30 39ndash73 (1976)

2 LV Ahlfors Complex Analysis An Introduction of the Theory of Analytic Functions of OneComplex Variable 2nd edn (McGraw-Hill New York 1966)

3 NI Akhiezer The Classical Moment Problem and Some Related Questions in Analysis(Hafner Publishing New York 1965) Translated by N Kemmer

4 H Alexander J Wermer Several Complex Variables and Banach Algebras Graduate Textsin Mathematics vol 35 3rd edn (Springer New York 1998)

5 M Andersson M Passare R Sigurdsson Complex Convexity and Analytic Functionals vol225 Progress in Mathematics (Birkhaumluser Basel 2004)

6 E Basor J William Helton A new proof of the Szego limit theorem and new results forToeplitz operators with discontinuous symbol J Operator Theory 3(1) 23ndash39 (1980)

7 CA Berger Intertwined operators and the Pincus principal function Integr Equ OperTheory 4(1) 1ndash9 (1981)

8 L Bers An approximation theorem J Anal Math 14 1ndash4 (1965)9 P Bleher G Silva The mother body phase transition in the normal matrix model (2016)

arXiv16010512410 R Boslash gvad B Shapiro On mother body measures with algebraic Cauchy transform Enseign

Math 62(1ndash2) 117ndash142 (2016)11 A Boumlttcher SM Grudsky Spectral Properties of Banded Toeplitz Matrices (Society for

Industrial and Applied Mathematics Philadelphia PA 2005)12 H Brezis AC Ponce Katorsquos inequality when u is a measure C R Math Acad Sci Paris

338(8) 599ndash604 (2004)13 LG Brown The Determinant Invariant for Operators with Trace Class Self Commutators

Lecture Notes in Mathematics vol 345 (Springer Berlin 1973) pp 210ndash22814 LA Caffarelli The obstacle problem revisited J Fourier Anal Appl 4(4ndash5) 383ndash402

(1998)15 A Connes Noncommutative Geometry (Academic San Diego CA 1994)16 PJ Davis The Schwarz Function and its Applications The Carus Mathematical Monographs

vol 17 (The Mathematical Association of America Buffalo NY 1974)17 P Diaconis W Fulton A growth model a game an algebra Lagrange inversion and

characteristic classes Rend Sem Mat Univ Politec Torino 49(1) 95ndash119 (1993) 1991Commutative algebra and algebraic geometry II (Italian) (Turin 1990)

18 WF Donoghue Jr Monotone Matrix Functions and Analytic Continuation (Springer NewYork Heidelberg 1974) Die Grundlehren der mathematischen Wissenschaften Band 207

copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

141

142 References

19 P Ebenfelt B Gustafsson D Khavinson M Putinar Preface in Quadrature Domainsand Their Applications Operator Theory Advances and Applications vol 156 (BirkhaumluserBasel 2005) pp viindashx

20 M Eiermann RS Varga Zeros and local extreme points of Faber polynomials associatedwith hypocycloidal domains Electron Trans Numer Anal 1 49ndash71 (1993) (electronic only)

21 A Eremenko E Lundberg K Ramachandran Electrstatic skeletons (2013)arXiv13095483

22 HM Farkas I Kra Riemann Surfaces Graduate Texts in Mathematics vol 71 2nd edn(Springer New York 1992)

23 RP Feynman AR Hibbs Quantum Mechanics and Path Integrals emended edition (DoverMineola NY 2010) Emended and with a preface by Daniel F Styer

24 T Frankel The Geometry of Physics 3rd edn (Cambridge University Press Cambridge2012) An introduction

25 A Friedman Variational Principles and Free-Boundary Problems Pure and AppliedMathematics (Wiley New York 1982) A Wiley-Interscience Publication

26 SJ Gardiner T Sjoumldin Quadrature domains for harmonic functions Bull Lond Math Soc39(4) 586ndash590 (2007)

27 SJ Gardiner T Sjoumldin Partial balayage and the exterior inverse problem of potential theoryin Potential Theory and Stochastics in Albac Theta Series in Advanced Mathematics (ThetaBucharest 2009) pp 111ndash123

28 SJ Gardiner T Sjoumldin Two-phase quadrature domains J Anal Math 116 335ndash354 (2012)29 P Griffiths J Harris Principles of Algebraic Geometry (Wiley-Interscience New York

1978) Pure and Applied Mathematics30 A Grothendieck Sur certains espaces de fonctions holomorphes I J Reine Angew Math

192 35ndash64 (1953)31 M Guidry Gauge Field Theories A Wiley-Interscience Publication (Wiley New York

1991) An introduction with applications32 B Gustafsson Quadrature identities and the Schottky double Acta Appl Math 1(3) 209ndash

240 (1983)33 B Gustafsson Singular and special points on quadrature domains from an algebraic

geometric point of view J Anal Math 51 91ndash117 (1988)34 B Gustafsson On mother bodies of convex polyhedra SIAM J Math Anal 29(5) 1106ndash

1117 (1998) (electronic)35 B Gustafsson Lectures on balayage in Clifford Algebras and Potential Theory Univ

Joensuu Dept Math Rep Ser vol 7 (University of Joensuu Joensuu 2004) pp 17ndash6336 B Gustafsson M Putinar An exponential transform and regularity of free boundaries in two

dimensions Ann Scuola Norm Sup Pisa Cl Sci (4) 26(3) 507ndash543 (1998)37 B Gustafsson M Putinar Linear analysis of quadrature domains II Isr J Math 119

187ndash216 (2000)38 B Gustafsson M Putinar Analytic continuation of Cauchy and exponential transforms

in Analytic Extension Formulas and Their Applications (Fukuoka 1999Kyoto 2000)International Society for Analysis Applications and Computation vol 9 (Kluwer Dordrecht2001) pp 47ndash57

39 B Gustafsson M Putinar Linear analysis of quadrature domains IV in QuadratureDomains and Their Applications Operator Theory Advances and Applications vol 156(Birkhaumluser Basel 2005) pp 173ndash194

40 B Gustafsson M Putinar Selected topics on quadrature domains Phys D 235(1ndash2) 90ndash100(2007)

41 B Gustafsson J Roos Partial balayage on riemannian manifolds (2016) arXiv16050310242 B Gustafsson M Sakai Properties of some balayage operators with applications to

quadrature domains and moving boundary problems Nonlinear Anal 22(10) 1221ndash1245(1994)

43 B Gustafsson M Sakai On potential-theoretic skeletons of polyhedra Geom Dedicata76(1) 1ndash30 (1999)

References 143

44 B Gustafsson M Sakai Sharp estimates of the curvature of some free boundaries in twodimensions Ann Acad Sci Fenn Math 28(1) 123ndash142 (2003)

45 B Gustafsson M Sakai On the curvature of the free boundary for the obstacle problem intwo dimensions Monatsh Math 142(1ndash2) 1ndash5 (2004)

46 B Gustafsson HS Shapiro What is a quadrature domain in Quadrature Domains andTheir Applications Operator Theory Advances and Applications vol 156 (Birkhaumluser Basel2005) pp 1ndash25

47 B Gustafsson VG Tkachev On the exponential transform of multi-sheeted algebraicdomains Comput Methods Funct Theory 11(2) 591ndash615 (2011)

48 B Gustafsson M Sakai HS Shapiro On domains in which harmonic functions satisfygeneralized mean value properties Potential Anal 7(1) 467ndash484 (1997)

49 B Gustafsson C He P Milanfar M Putinar Reconstructing planar domains from theirmoments Inverse Prob 16(4) 1053ndash1070 (2000)

50 B Gustafsson M Putinar EB Saff N Stylianopoulos Bergman polynomials on anarchipelago estimates zeros and shape reconstruction Adv Math 222(4) 1405ndash1460 (2009)

51 B Gustafsson R Teoderscu A Vasilrsquoevrsquo Classical and Stochastic Laplacian GrowthAdvances in Mathematical Fluid Mechanics (Birkhaumluser Basel 2014)

52 PR Halmos Normal dilations and extensions of operators Summa Brasil Math 2 125ndash134(1950)

53 PR Halmos A Hilbert Space Problem Book (D Van Nostrand Princeton NJ TorontoOntorio London 1967)

54 FR Harvey H Blaine Lawson Jr On boundaries of complex analytic varieties I AnnMath (2) 102(2) 223ndash290 (1975)

55 MX He EB Saff The zeros of Faber polynomials for an m-cusped hypocycloid J ApproxTheory 78(3) 410ndash432 (1994)

56 LI Hedberg Approximation in the mean by solutions of elliptic equations Duke Math J40 9ndash16 (1973)

57 H Hedenmalm N Makarov Coulomb gas ensembles and Laplacian growth Proc LondMath Soc (3) 106(4) 859ndash907 (2013)

58 JW Helton RE Howe Traces of commutators of integral operators Acta Math 135(3ndash4)271ndash305 (1975)

59 G Herglotz Gesammelte Schriften (Vandenhoeck amp Ruprecht Goumlttingen 1979) Withintroductory articles by Peter Bergmann S S Chern Ronald B Guenther Claus MuumlllerTheodor Schneider and H Wittich Edited and with a foreword by Hans Schwerdtfeger

60 L Houmlrmander The Analysis of Linear Partial Differential Operators I Grundlehren derMathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol256 (Springer Berlin 1983) Distribution theory and Fourier analysis

61 L Houmlrmander Notions of Convexity Progress in Mathematics vol 127 (Birkhaumluser BostonMA 1994)

62 K Huang Quantum Field Theory A Wiley-Interscience Publication (Wiley New York1998) From operators to path integrals

63 L Karp AS Margulis Newtonian potential theory for unbounded sources and applicationsto free boundary problems J Anal Math 70 1ndash63 (1996)

64 D Khavinson E Lundberg A tale of ellipsoids in potential theory Not Am Math Soc61(2) 148ndash156 (2014)

65 D Kinderlehrer G Stampacchia An Introduction to Variational Inequalities and TheirApplications Pure and Applied Mathematics vol 88 (Academic [Harcourt Brace JovanovichPublishers] New York-London 1980)

66 G Koumlthe Dualitaumlt in der Funktionentheorie J Reine Angew Math 191 30ndash49 (1953)67 MG Kreın AA Nudelrsquoman The Markov Moment Problem and Extremal Problems

(American Mathematical Society Providence RI 1977) Ideas and problems of PL Cebyševand AA Markov and their further development Translated from the Russian by D LouvishTranslations of Mathematical Monographs vol 50

144 References

68 ABJ Kuijlaars EB Saff Asymptotic distribution of the zeros of Faber polynomials MathProc Camb Philos Soc 118(3) 437ndash447 (1995)

69 JC Langer DA Singer Foci and foliations of real algebraic curves Milan J Math 75225ndash271 (2007)

70 S-Y Lee NG Makarov Topology of quadrature domains J Am Math Soc 29(2) 333ndash369(2016)

71 L Levine Y Peres Scaling limits for internal aggregation models with multiple sources JAnal Math 111 151ndash219 (2010)

72 J Liesen Z Strakoˇ s Krylov Subspace Methods Numerical Mathematics and ScientificComputation (Oxford University Press Oxford 2013) Principles and analysis

73 JS Marshall On the construction of multiply connected arc integral quadrature domainsComput Methods Funct Theory 14(1) 107ndash138 (2014)

74 M Martin M Putinar Lectures on Hyponormal Operators Operator Theory Advances andApplications vol 39 (Birkhaumluser Basel 1989)

75 A Petrosyan H Shahgholian N Uraltseva Regularity of Free Boundaries in Obstacle-Type Problems Graduate Studies in Mathematics vol 136 (American Mathematical SocietyProvidence RI 2012)

76 JD Pincus Commutators and systems of singular integral equations I Acta Math 121219ndash249 (1968)

77 JD Pincus D Xia JB Xia The analytic model of a hyponormal operator with rank oneself-commutator Integr Equ Oper Theory 7(4) 516ndash535 (1984)

78 J Polchinski String Theory Vol I Cambridge Monographs on Mathematical Physics(Cambridge University Press Cambridge 1998) An introduction to the bosonic string

79 M Putinar On a class of finitely determined planar domains Math Res Lett 1(3) 389ndash398(1994)

80 M Putinar Linear analysis of quadrature domains Ark Mat 33(2) 357ndash376 (1995)81 M Putinar Extremal solutions of the two-dimensional L-problem of moments J Funct

Anal 136(2) 331ndash364 (1996)82 CR Putnam Commutation Properties of Hilbert Space operators and Related Topics

Ergebnisse der Mathematik und ihrer Grenzgebiete Band 36 (Springer New York 1967)83 F Riesz BSz-Nagy Leccedilons drsquoanalyse fonctionnelle (Acadeacutemie des Sciences de Hongrie

Akadeacutemiai Kiadoacute Budapest 1952)84 C Rovelli Quantum Gravity Cambridge Monographs on Mathematical Physics (Cambridge

University Press Cambridge 2004) With a foreword by James Bjorken85 EB Saff NS Stylianopoulos Asymptotics for polynomial zeros beware of predictions

from plots Comput Methods Funct Theory 8(1ndash2) 385ndash407 (2008)86 EB Saff V Totik Logarithmic Potentials with External Fields Grundlehren der Math-

ematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol 316(Springer Berlin 1997) Appendix B by Thomas Bloom

87 M Sakai A moment problem on Jordan domains Proc Am Math Soc 70(1) 35ndash38 (1978)88 M Sakai Null quadrature domains J Anal Math 40 144ndash154 (1982) 198189 M Sakai Quadrature Domains Lecture Notes in Mathematics vol 934 (Springer Berlin

1982)90 M Sakai Applications of variational inequalities to the existence theorem on quadrature

domains Trans Am Math Soc 276(1) 267ndash279 (1983)91 M Sakai Solutions to the obstacle problem as Green potentials J Anal Math 44 97ndash116

(19841985)92 M Sakai Regularity of a boundary having a Schwarz function Acta Math 166(3ndash4) 263ndash

297 (1991)93 M Sakai Regularity of boundaries of quadrature domains in two dimensions SIAM J Math

Anal 24(2) 341ndash364 (1993)94 M Sakai Regularity of free boundaries in two dimensions Ann Scuola Norm Sup Pisa Cl

Sci (4) 20(3) 323ndash339 (1993)

References 145

95 TV Savina BYu Sternin VE Shatalov On a minimal element for a family of bodiesproducing the same external gravitational field Appl Anal 84(7) 649ndash668 (2005)

96 M Schiffer DC Spencer Functionals of Finite Riemann Surfaces (Princeton UniversityPress Princeton NJ 1954)

97 MD Schwartz Quantum Field Theory and the Standard Model (Cambridge UniversityPress Cambridge 2014)

98 J Sebastiatildeo e Silva Analytic functions and functional analysis Port Math 9 1ndash130 (1950)99 H Shahgholian Unbounded quadrature domains in Rn n 3 J Anal Math 56 281ndash291

(1991)100 HS Shapiro Unbounded quadrature domains in Complex Analysis I (College Park MD

1985ndash86) Lecture Notes in Mathematics vol 1275 (Springer Berlin 1987) pp 287ndash331101 HS Shapiro The Schwarz Function and its Generalization to Higher Dimensions University

of Arkansas Lecture Notes in the Mathematical Sciences vol 9 (Wiley New York 1992) AWiley-Interscience Publication

102 T Sjoumldin Mother bodies of algebraic domains in the complex plane Complex Var EllipticEqu 51(4) 357ndash369 (2006)

103 H Stahl V Totik General orthogonal polynomials volume 43 of Encyclopedia ofMathematics and its Applications Cambridge University Press Cambridge 1992

104 MH Stone Linear Transformations in Hilbert Space American Mathematical SocietyColloquium Publications vol 15 (American Mathematical Society Providence RI 1990)Reprint of the 1932 original

105 K Strebel Quadratic Differentials Ergebnisse der Mathematik und ihrer Grenzgebiete (3)[Results in Mathematics and Related Areas (3)] vol 5 (Springer Berlin 1984)

106 JL Ullman Studies in Faber polynomials I Trans Am Math Soc 94 515ndash528 (1960)107 AN Varchenko PI Etingof Why the Boundary of a Round Drop Becomes a Curve of Order

Four AMS University Lecture Series 3rd edn (American Mathematical Society ProvidenceRI 1992)

108 JL Walsh Interpolation and Approximation by Rational Functions in the Complex Domain4th edn American Mathematical Society Colloquium Publications vol XX (AmericanMathematical Society Providence RI 1965)

109 RO Wells Jr Differential Analysis on Complex Manifolds Prentice-Hall Series in ModernAnalysis (Prentice-Hall Englewood Cliffs NJ 1973)

110 H Widom Extremal polynomials associated with a system of curves in the complex planeAdv Math 3 127ndash232 (1969)

111 D Xia Analytic Theory of Subnormal Operators (World Scientific Hackensack NJ 2015)112 DV Yakubovich Real separated algebraic curves quadrature domains Ahlfors type

functions and operator theory J Funct Anal 236(1) 25ndash58 (2006)113 D Zidarov Inverse Gravimetric Problem in Geoprospecting and Geodesy Developments in

Solid Earth Geophysics vol 19 (Elsevier Amsterdam 1990)

Index

algebraic domain 40analytic continuation 86analytic functional 43analytic model 33 34analytic moment 11analyticity of free boundary 86annihilation and creation

operators 36annulus 94

Bergman inner product 33Bergman kernel 119Bergman space 119

Caley-Hamilton theorem 58canonical line bundle 120carrier (of analytic functional) 43Cauchy kernel 32Cauchy transform 8Cauchy transform (as an operator) 27characteristic polynomial 58Chebyshev polynomial 98Chern class 17Cholesky decomposition 72cohyponormal operator 28 31complex moment 11convex carrier 91counting measure 47 57cross ratio 10

defect operator 70determinant of an operator 29double Cauchy transform 8dual basis 38 50

electrostatic skeleton 80ellipse 63 97equilibrium measure 104exponential moment 11exponential transform 7

Faber polynomial 120Feynman integral 36finite central truncation 57finitely determined domain 40four variable exponential transform 10Fredhom index 130Friedrichs operator 119

generalized lemniscate 56genus formula 100Gram matrix 26Greenrsquos function 48 105 113

Hardy space 35harmonic moment 11Hessenberg matrix 52 123hyperfunction 43hyperplane section bundle 17hypocycloid 99hyponormal operator 31 125

Jacobi matrix 98Jacobi-Toeplitz matrix 53

lemniscate 103line bundle 16logarithmic potential 78

copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

147

148 Index

madonna body 80 105minimal carrier 77 82minimal convex carrier 43minimal polynomial 58modified Schwarz potential 89 108 117mother body 44 78

numerical range 58 70 127

order of a quadrature domain 41orthogonal polynomial 47

Padeacute approximation 60partial balayage 79plurisubharmonic function 51positive definite matrix 13preface viiprincipal function 31 130

quadratic differential 90quadrature domain 40quadrature domain for subharmonic functions

80quadrature domain in the wide sense 44quantized Faber polynomial 123

rational multiplicity 128real central truncation 74reproducing kernel 15ridge 105Riemann-Hilbert problem 18Riemann-Hurwitz formula 96 100

Schottky double 96 120Schurrsquos theorem 13Schwarz function 16Schwarz reflection 113shift operator 27Silva-Koumlthe-Grothendieck duality 37skeleton 78spectral radius 126symbol 121Szegouml limit theorem 131

three term relation 63Toeplitz matrix 122Toeplitz operator 121trace norm 58trace-class operator 29trace-class perturbation 58

unilateral shift 54 122

LECTURE NOTES IN MATHEMATICS 123Editors in Chief J-M Morel B Teissier

Editorial Policy

1 Lecture Notes aim to report new developments in all areas of mathematics and theirapplications ndash quickly informally and at a high level Mathematical texts analysing newdevelopments in modelling and numerical simulation are welcome

Manuscripts should be reasonably self-contained and rounded off Thus they may andoften will present not only results of the author but also related work by other people Theymay be based on specialised lecture courses Furthermore the manuscripts should providesufficient motivation examples and applications This clearly distinguishes Lecture Notesfrom journal articles or technical reports which normally are very concise Articlesintended for a journal but too long to be accepted by most journals usually do not havethis ldquolecture notesrdquo character For similar reasons it is unusual for doctoral theses to beaccepted for the Lecture Notes series though habilitation theses may be appropriate

2 Besides monographs multi-author manuscripts resulting from SUMMER SCHOOLS orsimilar INTENSIVE COURSES are welcome provided their objective was held to presentan active mathematical topic to an audience at the beginning or intermediate graduate level(a list of participants should be provided)

The resulting manuscript should not be just a collection of course notes but should requireadvance planning and coordination among the main lecturers The subject matter shoulddictate the structure of the book This structure should be motivated and explained ina scientific introduction and the notation references index and formulation of resultsshould be if possible unified by the editors Each contribution should have an abstractand an introduction referring to the other contributions In other words more preparatorywork must go into a multi-authored volume than simply assembling a disparate collectionof papers communicated at the event

3 Manuscripts should be submitted either online at wwweditorialmanagercomlnm toSpringerrsquos mathematics editorial in Heidelberg or electronically to one of the series edi-tors Authors should be aware that incomplete or insufficiently close-to-final manuscriptsalmost always result in longer refereeing times and nevertheless unclear refereesrsquo rec-ommendations making further refereeing of a final draft necessary The strict minimumamount of material that will be considered should include a detailed outline describingthe planned contents of each chapter a bibliography and several sample chapters Parallelsubmission of a manuscript to another publisher while under consideration for LNM is notacceptable and can lead to rejection

4 In general monographs will be sent out to at least 2 external referees for evaluation

A final decision to publish can be made only on the basis of the complete manuscripthowever a refereeing process leading to a preliminary decision can be based on a pre-finalor incomplete manuscript

Volume Editors of multi-author works are expected to arrange for the refereeing to theusual scientific standards of the individual contributions If the resulting reports can be

forwarded to the LNM Editorial Board this is very helpful If no reports are forwardedor if other questions remain unclear in respect of homogeneity etc the series editors maywish to consult external referees for an overall evaluation of the volume

5 Manuscripts should in general be submitted in English Final manuscripts should containat least 100 pages of mathematical text and should always include

ndash a table of contentsndash an informative introduction with adequate motivation and perhaps some historical

remarks it should be accessible to a reader not intimately familiar with the topictreated

ndash a subject index as a rule this is genuinely helpful for the readerndash For evaluation purposes manuscripts should be submitted as pdf files

6 Careful preparation of the manuscripts will help keep production time short besidesensuring satisfactory appearance of the finished book in print and online After accep-tance of the manuscript authors will be asked to prepare the final LaTeX source files(see LaTeX templates online httpswwwspringercomgbauthors-editorsbook-authors-editorsmanuscriptpreparation5636) plus the corresponding pdf- or zipped ps-file TheLaTeX source files are essential for producing the full-text online version of the booksee httplinkspringercombookseries304 for the existing online volumes of LNM) Thetechnical production of a Lecture Notes volume takes approximately 12 weeks Additionalinstructions if necessary are available on request from lnmspringercom

7 Authors receive a total of 30 free copies of their volume and free access to their book onSpringerLink but no royalties They are entitled to a discount of 333 on the price ofSpringer books purchased for their personal use if ordering directly from Springer

8 Commitment to publish is made by a Publishing Agreement contributing authors ofmultiauthor books are requested to sign a Consent to Publish form Springer-Verlagregisters the copyright for each volume Authors are free to reuse material contained intheir LNM volumes in later publications a brief written (or e-mail) request for formalpermission is sufficient

AddressesProfessor Jean-Michel Morel CMLA Eacutecole Normale Supeacuterieure de Cachan FranceE-mail moreljeanmichelgmailcom

Professor Bernard Teissier Equipe Geacuteomeacutetrie et DynamiqueInstitut de Matheacutematiques de Jussieu ndash Paris Rive Gauche Paris FranceE-mail bernardteissierimj-prgfr

Springer Ute McCrory Mathematics Heidelberg GermanyE-mail lnmspringercom

  • Preface
  • Contents
  • 1 Introduction
  • 2 The Exponential Transform
    • 21 Basic Definitions
    • 22 Moments
    • 23 Positive Definiteness Properties
    • 24 The Exponential Transform as a Section of a Line Bundle
    • 25 A Riemann-Hilbert Problem
      • 3 Hilbert Space Factorization
        • 31 Definitions and Generalities
        • 32 Restrictions and Extensions
        • 33 Linear Operators on H(Ω)
        • 34 A Functional Model for Hyponormal Operators
        • 35 Summary in Abstract Setting
        • 36 The Analytic Subspace Ha(Ω)
        • 37 The Analytic Model
        • 38 A Formal Comparison to Quantum Field Theory
        • 39 Silva-Koumlthe-Grothendieck Duality
        • 310 Quadrature Domains
        • 311 Analytic Functionals
          • 4 Exponential Orthogonal Polynomials
            • 41 Orthogonal Expansions
            • 42 Zeros of Orthogonal Polynomials
            • 43 The Hessenberg Matrices
            • 44 The Matrix Model of Quadrature Domains
              • 5 Finite Central Truncations of Linear Operators
                • 51 Trace Class Perturbations
                • 52 Padeacute Approximation Scheme
                • 53 Three Term Relation for the Orthogonal Polynomials
                • 54 Disjoint Unions of Domains
                • 55 Perturbations of Finite Truncations
                • 56 Real Central Truncations
                  • 6 Mother Bodies
                    • 61 General
                    • 62 Some General Properties of Mother Bodies
                    • 63 Reduction of Inner Product to Mother Body
                    • 64 Regularity of Some Free Boundaries
                    • 65 Procedures for Finding Mother Bodies
                      • 7 Examples
                        • 71 The Unit Disk
                        • 72 The Annulus
                        • 73 Complements of Unbounded Quadrature Domains
                          • 731 The Ellipse
                          • 732 The Hypocycloid
                            • 74 Lemniscates
                            • 75 Polygons
                              • 751 Computation of Mother Body
                              • 752 Numerical Experiments
                                • 76 The Half-Disk and Disk with a Sector Removed
                                  • 761 Computation of Mother Body
                                  • 762 Numerical Experiment
                                    • 77 Domain Bounded by Two Circular Arcs
                                      • 771 Numerical Experiment
                                        • 78 External Disk
                                          • 781 Numerical Experiment Ellipse Plus Disk
                                          • 782 Numerical Experiment Pentagon Plus Disk
                                            • 79 Abelian Domains
                                            • 710 Disjoint Union of a Hexagon and a Hypocycloid
                                              • 7101 Numerical Experiment
                                                • 711 A Square with a Disk Removed
                                                  • 7111 Numerical Experiment
                                                      • 8 Comparison with Classical Function Spaces
                                                        • 81 Bergman Space
                                                        • 82 Faber Polynomials
                                                          • A Hyponormal Operators
                                                          • Historical Notes
                                                          • Glossary
                                                          • References
                                                          • Index

    Lecture Notes in Mathematics 2199

    Editors-in-ChiefJean-Michel Morel CachanBernard Teissier Paris

    Advisory BoardMichel Brion GrenobleCamillo De Lellis ZurichAlessio Figalli ZurichDavar Khoshnevisan Salt Lake CityIoannis Kontoyiannis AthensGaacutebor Lugosi BarcelonaMark Podolskij AarhusSylvia Serfaty New YorkAnna Wienhard Heidelberg

    More information about this series at httpwwwspringercomseries304

    BjRorn Gustafsson bull Mihai Putinar

    Hyponormal Quantizationof Planar DomainsExponential Transform in Dimension Two

    123

    BjRorn GustafssonDepartment of MathematicsKTH Royal Institute of TechnologyStockholm Sweden

    Mihai PutinarMathematics DepartmentUniversity of CaliforniaSanta Barbara CA USA

    School of Mathematics Statisticsand Physics

    Newcastle UniversityUK

    ISSN 0075-8434 ISSN 1617-9692 (electronic)Lecture Notes in MathematicsISBN 978-3-319-65809-4 ISBN 978-3-319-65810-0 (eBook)DOI 101007978-3-319-65810-0

    Library of Congress Control Number 2017952198

    Mathematics Subject Classification (2010) Primary 47B20 Secondary 30C15 31A25 35Q15 44A60

    copy Springer International Publishing AG 2017This work is subject to copyright All rights are reserved by the Publisher whether the whole or part ofthe material is concerned specifically the rights of translation reprinting reuse of illustrations recitationbroadcasting reproduction on microfilms or in any other physical way and transmission or informationstorage and retrieval electronic adaptation computer software or by similar or dissimilar methodologynow known or hereafter developedThe use of general descriptive names registered names trademarks service marks etc in this publicationdoes not imply even in the absence of a specific statement that such names are exempt from the relevantprotective laws and regulations and therefore free for general useThe publisher the authors and the editors are safe to assume that the advice and information in this bookare believed to be true and accurate at the date of publication Neither the publisher nor the authors orthe editors give a warranty express or implied with respect to the material contained herein or for anyerrors or omissions that may have been made The publisher remains neutral with regard to jurisdictionalclaims in published maps and institutional affiliations

    Printed on acid-free paper

    This Springer imprint is published by Springer NatureThe registered company is Springer International Publishing AGThe registered company address is Gewerbestrasse 11 6330 Cham Switzerland

    Dedicated to Harold S Shapiro on theoccasion of his 90th birthday

    Preface

    A physicist a mathematician and a computer engineer look at a simple drawingThe physicist immediately sees it as the shape of a melting material with fjordsin formation with instability and bifurcations in the dynamics of the shrinkingshape The mathematician recognizes a real algebraic curve lying on a Riemannsurface belonging to a family of deformations with singularities cusps and causticsin its fibres The engineer happily decodes the picture in the frequency domainidentifying encrypted messages ready to be processed simplified and tuned Thepresent lecture notes touch such topics remaining however on the mathematicalside of the mirror

    During the last two decades the authors of this essay have contemplated variousaspects of quadrature domains a class of basic semi-algebraic sets in the complexplane As more and more intricate correspondences between potential theory fluidmechanics and operator theory were unveiled on this ground a need of unifyingvarious approximation schemes emerged This is the broad mathematical theme ofthese notes

    Having the advanced understanding of the asymptotics of complex orthogonalpolynomials or of finite central truncations of Toeplitz matrices as a solid basisof comparison we propose a novel approximation scheme for two-dimensional(shaded) domains bearing similarities and dissonances to the classical results Ournumerical experiments point out to yet another skeleton different than already stud-ied potential theoretic bodies The quantization of a shaded domain by a hyponormaloperator with rank-one self-commutator is opening a new perspective to Hilbertspace methods in the analysis of planar shapes Performing the approximation onan exotic space which is not a Lebesgue space associated with a canonical positivemeasure is both intriguing and challenging We stress that in these notes we do nottreat classical orthogonal polynomials in the complex domain such as those derivedfrom weighted Bergman or Hardy spaces

    A warning to the reader these are merely lectures notes demarcating a new andmostly uncharted territory Our aim is to open a new vista on the mathematicalaspects (analysis geometry approximation encoding) of 2D shapes carrying adegree of grey function The notes contain a good proportion of original results

    vii

    viii Preface

    or at least a novel arrangement of prior facts proved over two decades by the twoauthors Of course much remains to be done on both theoretical and numerical sidessome pertinent open questions are raised throughout the text

    During the rather long gestation of these notes we have benefited from thecontinuous support of our friend and old-time collaborator Nikos Stylianopoulos ofthe University of Cyprus at Nicosia He has produced with unmatched professionalskill the numerical experiments and many illustrations embedded into the text Weare grateful to him for his unconditional assistance We also thank the anonymousreferees for their criticism and encouragement

    Our collaborative work could not have been completed without the generous sup-port of several institutions The Royal Institute of Technology of Sweden Universityof California at Santa Barbara University of Cyprus Newcastle University (UK)and Nanyang Technological University of Singapore

    Stockholm Sweden Bjoumlrn GustafssonSanta Barbara CA USA Mihai PutinarJune 22 2017

    Contents

    1 Introduction 1

    2 The Exponential Transform 721 Basic Definitions 722 Moments 1123 Positive Definiteness Properties 1324 The Exponential Transform as a Section of a Line Bundle 1625 A Riemann-Hilbert Problem 18

    3 Hilbert Space Factorization 2331 Definitions and Generalities 2332 Restrictions and Extensions 2633 Linear Operators on H ˝ 2734 A Functional Model for Hyponormal Operators 3035 Summary in Abstract Setting 3136 The Analytic Subspace Ha˝ 3237 The Analytic Model 3438 A Formal Comparison to Quantum Field Theory 3539 Silva-Koumlthe-Grothendieck Duality 37310 Quadrature Domains 40311 Analytic Functionals 43

    4 Exponential Orthogonal Polynomials 4741 Orthogonal Expansions 4742 Zeros of Orthogonal Polynomials 5043 The Hessenberg Matrices 5244 The Matrix Model of Quadrature Domains 54

    5 Finite Central Truncations of Linear Operators 5751 Trace Class Perturbations 5752 Padeacute Approximation Scheme 6053 Three Term Relation for the Orthogonal Polynomials 6354 Disjoint Unions of Domains 66

    ix

    x Contents

    55 Perturbations of Finite Truncations 6856 Real Central Truncations 74

    6 Mother Bodies 7761 General 7762 Some General Properties of Mother Bodies 8163 Reduction of Inner Product to Mother Body 8464 Regularity of Some Free Boundaries 8665 Procedures for Finding Mother Bodies 89

    7 Examples 9371 The Unit Disk 9372 The Annulus 9473 Complements of Unbounded Quadrature Domains 95

    731 The Ellipse 97732 The Hypocycloid 99

    74 Lemniscates 10375 Polygons 105

    751 Computation of Mother Body 105752 Numerical Experiments 105

    76 The Half-Disk and Disk with a Sector Removed 108761 Computation of Mother Body 108762 Numerical Experiment 110

    77 Domain Bounded by Two Circular Arcs 111771 Numerical Experiment 112

    78 External Disk 112781 Numerical Experiment Ellipse Plus Disk 113782 Numerical Experiment Pentagon Plus Disk 113

    79 Abelian Domains 115710 Disjoint Union of a Hexagon and a Hypocycloid 116

    7101 Numerical Experiment 116711 A Square with a Disk Removed 117

    7111 Numerical Experiment 117

    8 Comparison with Classical Function Spaces 11981 Bergman Space 11982 Faber Polynomials 120

    A Hyponormal Operators 125

    Historical Notes 135

    Glossary 139

    References 141

    Index 147

    Chapter 1Introduction

    Abstract This chapter offers an overview of the main interlacing themes withemphasis on historical development and identification of the original sources

    When looking at a picture through a mathematical lens several intrinsic innerskeletons pop up They are sometimes called in a suggestive and colorful way theldquomother bodyrdquo or ldquomadonna bodyrdquo or ldquothe ridgerdquo or ldquocausticrdquo of the originalpicture Geometric or analytic features characterize these skeletons but in generalthey remain very shy displaying their shapes and qualitative features only afterchallenging technical obstacles are resolved For example the natural skeleton of adisk is its center the interval between the foci of an ellipse stands out as a canonicalridge For reasons to be discussed in these notes the internal bisector segments in atriangle form its ldquomother bodyrdquo Disagreement starts with a sector of a disk wherethe ldquobodiesrdquo (maternal madonna type or the one proposed below) are different Inthe scenario outlined in these notes a disjoint union of disks has their centers as anatural skeleton

    We start with the relevant question for nowadays visual civilization how totreat mathematically a two dimensional colored picture There are various ways ofencoding an image carrying various degrees of color A common approach havingthe geometric tomographic data as a source is to arrange them into a string ofcomplex numbers called moments

    Mk` DZC

    zkz`gzdAz 0 k ` lt N

    Above z 2 C is the complex variable dA is Lebesgue measure in C g 2 L1Cis a function of compact support and range into Œ0 1 (the shade function) and Ncan be infinity The ideal scenario of possessing complete information (ie N D1) permits a full reconstruction of the shaded image usually relying on stablealgorithms derived from integral operators inversion (Radon Fourier or Laplacetransforms) We do not touch in the present text such reconstruction methods

    Assume the more realistic scenario that we know only finitely many momentsthat is N lt 1 The first observation going back to the early works of Mark Kreinis that working in a prescribed window that is replacing above dA by the Lebesguemeasure supported by a compact set K C one can exactly recover the shade func-

    copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_1

    1

    2 1 Introduction

    tion g from moments Mk`N1k`D0 if and only if g has only values 0 and 1 and is the

    characteristic function of a subset of K described by a single polynomial inequality

    g D KS S D fz 2 CI pz z gt 0g

    Moreover the degree of the defining polynomial p is in this case less than N in zand in z For details see for instance [67] Thus there is no surprise that basic semi-algebraic sets pop-up when dealing with finitely many moments of a shade function

    The moment matrix Mk`N1k`D0 is obviously positive-semidefinite but it fulfills

    more subtle positivity constraints A classical way of understanding the latter is tointerpret the moment data in a Hilbert space context and possibly to isolate the ldquofreehidden parametersrdquo from the correlated entries Mk` This was the royal way in onevariable proposed and developed by the founders of Functional Analysis startingwith F Riesz M Riesz M Krein M Stone J von Neumann Following themseveral generations of mathematicians statisticians and engineers refined this classof inverse problems The monographs [3 83 104] stand aside for clarity and depthas the basic references for these topics

    When speaking about Hilbert space operators the word ldquoquantizationrdquo popsup as these infinite dimensional objects quantize their observable and geometrictangible spectra A variety of possible Hilbert space quantizations are in use todaythe standard Fock space representation of creation and annihilation operators thepseudo differential calculus in Euclidean space Toeplitz algebras Hankel operatorsto name only a few The present notes are not an exception with one distinctive markto make from the very beginning

    We quantize shaded images in two dimensions by linear and bounded Hilbertspace operators T 2 L H subject to the commutation relation

    ŒTT D ˝

    where ˝ is a non-negative rank-one operator The departure from the canonicalcommutation relation ŒTT D I is notable as we allow T to be bounded Theirreducible part of T containing the vector in its range is classified by the principalfunction g 2 L1C 0 g 1 ae the link between the two being offered by aremarkable determinantal formula discovered half a century ago by Pincus [76]

    detT zT wT z1T w1 D

    detŒI ˝ T z1T w1 D

    1 hT w1 T z1i D

    expΠ1

    ZC

    gdA

    z N Nw jzj jwj gt kTk

    1 Introduction 3

    Incidentally the additive analog of the above multiplicative representation knowntoday as Helton-Howe trace formula [58]

    traceŒpTT qTT D 1

    ZC

    J p qgdA p q 2 CŒz z

    where J stands for the Jacobian of the two polynomials was the source ofA Connesrsquo cyclic cohomology theory [15]

    Our mathematical journey starts here The exponential transform

    Egzw D expΠ1

    ZC

    gdA

    z N Nw

    of a compactly supported shade function can be defined for all values of zw 2C C It serves as a polarized potential (indeed a Riesz potential renormalized andevaluated at a critical exponent) its function theoretic properties provide amongother things an elegant treatment of the truncated moment problem alluded to aboveand an insight into the announced skeleton topics We soon depart from grey shadesand focus only on black and white photos that is we consider E˝zw in the specialcase of g D ˝ with ˝ a bounded open subset of C

    First are the positivity properties of E˝ The kernel 1E˝zw is positive semi-definite on C C and its spectral factorization hT w1 T z1i defineswithout ambiguity the ldquoquantizedrdquo entity the irreducible hyponormal operator Twith rank-one self-commutator having g D ˝ as principal function Already thissingles out the localized resolvent T z1 which is defined without ambiguityeven across the spectrum of T Moreover the germ at infinity of the pointwiseinverse diagonalizes T instead

    1

    E˝zwD 1C hT z1 T w1i jzj jwj gt kTk

    The experts will recognize here a very special feature not present in the case ofother natural ldquoquantizationsrdquo of˝ as the multiplication by the complex variable onBergman or Hardy-Smirnov space

    The spectral picture of the operator T associated as above to the open set˝ is very simple the spectrum coincides with the closure of ˝ the essentialspectrum is the boundary of ˝ (assuming no slits) and the Fredholm index atevery 2 ˝ is precisely equal to one Moreover in this case T is injectiveand dim kerT D 1 It is precisely the fact that T has many eigenvectorswhich makes the exponential transform viewed as a potential of the uniform masssupported on˝ more appropriate for inverse balayage In this direction we mentionthat the resolvent of T localized at the vector extends analytically across ˝as far as the Cauchy transform of ˝ extends When combined with the explicitfactorization of 1 E˝ in terms of this resolvent one obtains a novel proof ofSakairsquos regularity of free boundaries [36]

    4 1 Introduction

    Geometrically for analytic boundaries ˝ the kernel E˝zw can be intrinsi-cally defined as a solution of a Riemann-Hilbert factorization problem connectingE˝ to its canonical Schwarz reflections in each variable The relationship betweenthe exponential transform and Schwarz function Sz D z z 2 ˝ performing thereflection z 7 Sz in the boundary of ˝ is rather deep For instance the case ofquadrature domains that is when Sz is a meromorphic function in ˝ is detectedand characterized by the rationality of the exponential transform

    E˝zw D Qzw

    PzPw Q 2 CŒz z P 2 CŒz

    In addition the quantized object adds a convenient matrix degeneracy to the picture˝ is a quadrature domain if and only if the linear span H1 of the vectors Tk k 0 is finite dimensional In this case the denominator Pz entering in polarized formin the denominator of E˝zw is the minimal polynomial of TjH1

    Addingto these observation the remarkable fact that sequences of quadrature domainsapproximate in Hausdorff metric every planar domain we gain a precious insightinto a dense non-generic class yet finitely determined algebraicmatricial objectscentral for our study The topics of quadrature domains has reached maturity havingquite a few ramifications to fluid mechanics potential theory integrable systemsand statistical mechanics The collection of articles [19] offers an informative andaccessible panorama of the theory of quadrature domains

    The approximation scheme we pursue in the present notes is a Galerkin methodalong Krylov subspaces of the hyponormal operator T associated to a planar domainor shade function g Specifically one starts with the non-decreasing sequence offinite dimensional subspaces Hn D spanfTk W 0 k lt ng The compression Tn ofT to Hn has its spectrum identical to the zero set of the orthogonal polynomial pn ofdegree n derived from the inner product

    p q WD h pT qTi p q 2 CŒz

    Equivalently we can invoke a Padeacute approximation scheme applied to the exponen-tial transform which identifies in a remarkable algebraic identity these objects as aformal series at infinity

    E˝zw D 1 hTn w1 T

    n z1i C Rnzw

    with the residual series Rnzw involving only monomials zk1w`1 in the rangek ` D NN or maxk ` gt N There is no surprise that the denominator of therational approximate is precisely pnzpnw while the numerator is a rather specialpolynomial a weighted sum of hermitian squares of the form

    pnzpnwn1XjD0

    qjzqjw

    1 Introduction 5

    with deg qj D j for all j in the range 0 j lt n The algebraic curve given byequation jpnzj2 D Pn1

    jD0 jqjzj2 is called a generalized lemniscate and carriesa distinctive (real) geometry The cluster set of the spectra of the finite centraltruncations Tn make up a certain ldquoquantized ridgerdquo The approximation scheme isstationary that is Hn D HN n N for some positive integer N if and only if g isthe characteristic function of a quadrature domain

    The comparison with well studied similar approximation procedures eitherrelated to complex orthogonal polynomials Padeacute approximation in several vari-ables random matrix theory or finite central truncations of structured infinitematrices is in order In contrast to these frameworks in our case the inner productis not derived from a Lebesgue space hence the well established techniques ofpotential theory prevalent in the quasi-totality of orthogonal polynomial studiesare not available A welcome substitute is provided by the theory of hyponormaloperators which implies for instance that the zeros of the orthogonal polynomialspn are contained in the convex hull of the support of the shade function g Alsowe can prove by Hilbert space methods a rigidity result stating that the orthogonalpolynomials pn satisfy a three term relation if and only if g is the characteristicfunction of an ellipse

    In the present work we focus on bounded planar sets ˝ with real algebraicboundary In this case the exponential transform and its analytic continuation fromthe exterior region provides a canonical defining function of the boundary

    ˝ D fz 2 C E˝z z D 0g

    Moreover the rate of decay of E˝z z towards smooth parts of the boundary isasymptotically equivalent to distz ˝ qualifying the exponential transform asthe correct potential to invoke in image reconstruction The reconstruction algorithmwas already exposed in [49] and is not reproduced in the present notes The analyticextension properties of the localized resolvent T z1 and hence of theexponential transform is driven by the analytic continuation of the Schwarz functionof the boundary As a consequence the quantized ridge tends to lie deep inside theoriginal set ˝ A good third of our essay is devoted to a dozen of examples andnumerical experiments supporting such a behavior On the theoretical side we provea striking departure from the theory of complex orthogonal polynomials in Bergmanor Hardy-Smirnov spaces the quantized skeleton does not ldquoseerdquo external disks (ormore general external quadrature domains) The Glossary at the end of these notescontains a list of standard and ad-hoc notations

    Chapter 2The Exponential Transform

    Abstract The basic definitions of the exponential transform E˝zw of a planardomain ˝ C and various functions derived from it are recorded in this chapterThe exponential moments having the exponential transform as the generatingfunction are introduced In addition several positivity properties of the exponentialtransform are established Finally it is shown that the exponential transform asa function of z with w kept fixed can be characterized as being (part of) theunique holomorphic section of a certain line bundle over the Riemann sphere takinga prescribed value at infinity or alternatively as being the unique solution of acorresponding Riemann-Hilbert problem

    21 Basic Definitions

    Definition and many elementary properties of the exponential transform are listedin [36] We recall some of them here

    Definition 21 The exponential transform of a function g 2 L1C 0 g 1 isthe function defined at every point zw 2 C C by

    Egzw D exp Π1

    ZC

    g dA

    z N Nw (21)

    We shall almost exclusively work with the case that g is the characteristic functionof a bounded open set ˝ C and then we write E˝zw in place of E˝ zw Ifthe set ˝ is obvious from the context we may delete it from notation The singularintegral in the above definition may diverge for certain points on the diagonalz D w D a in this case we take Ega a D 0 by convention We note that thisregularization turns Eg into a separately continuous function on the whole C C

    The exponential transform E˝zw is analytic in z anti-analytic in w when thesevariables belong to the complement of ˝ henceforth denoted˝e whereas in otherparts of space it has a mixed behavior We shall sometimes denote the exterior partof the exponential transform as well as possible analytic continuations of it across˝ by Fzw

    Fzw D Ezw z 2 ˝e w 2 ˝e (22)

    copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_2

    7

    8 2 The Exponential Transform

    In the remaining parts of CC the following functions are analytic (more preciselyanalytic in z anti-analytic in w)

    Gzw D Ezw

    Nz D Ezw

    Nz Nw z 2 ˝ w 2 ˝e (23)

    Gzw D Ezw

    wD Ezw

    z w z 2 ˝e w 2 ˝ (24)

    Hzw D 2Ezw

    NzwD Ezw

    z wNz Nw z 2 ˝ w 2 ˝ (25)

    Note that Gzw D Gw z The same letters F G G H will be used for theanalytic continuations of these functions across ˝ when such continuations existThis occurs whenever ˝ consists of smooth real analytic curves

    The behavior at infinity is

    Ezw D 1 j˝jz Nw C Ojzj C jwj3 jzj jwj 1 (26)

    Ezw D 1 C˝z

    Nw C Ojwj2 jwj 1 (27)

    Here

    C˝z D 1

    dA

    zD 1

    2i

    d

    z^ d N (28)

    is the Cauchy transform of the characteristic function of ˝ Note that the expo-nential transform Ezw simply is the exponential of the double Cauchy transform

    C˝zw D 1

    2i

    d

    z^ d N

    N Nw (29)

    This is a locally integrable function on C C despite C˝z z D 1 for z D w 2˝ (and for most points with z D w 2 ˝) For more general functions g than thecharacteristic function of an open set we write the Cauchy transform as

    Cgz D 1

    Zg dA

    z

    It satisfies Cg=Nz D g in the sense of distributions and this property was used forthe second equalities in (23)ndash(25) (the first equalities there are just definitions)

    Taking distributional derivatives of C˝zw gives at least under some lightregularity assumption on ˝

    2C˝zw

    NzwD ız w˝z˝w zw 2 C (210)

    21 Basic Definitions 9

    and similarly

    2

    Nzw1 E˝zw D

    (H˝zw zw 2 ˝ ˝0 zw hellip ˝ ˝ (211)

    By combining this with the asymptotic behavior (26) one can represent 1 Ezwas a double Cauchy integral

    1 Ezw D 1

    2

    Hu vdAu

    u z

    dAv

    Nv Nw zw 2 C (212)

    The Cauchy and exponential transforms can also be written as boundary integralsin various ways For example the exterior and interior functions Fzw andHzw respectively can be expressed by the same formula

    exp Π1

    i

    log j wj d

    z D

    (Fzw zw 2 ˝e

    Hzw zw 2 ˝

    The proof is straight-forward A further remark is that the double Cauchy transformcan be viewed as a Dirichlet integral specifically its real part can be written as

    Re C˝zw D 1

    2

    d log j zj ^ d log j wj

    where the star is the Hodge star (dx D dy dy D dx) This gives an interpretationto the modulus of the exponential transform in terms of a mutual energy for ˝provided with uniform charge distribution

    Example 21 For the disk ˝ D DaR the analytic pieces of the exponentialtransform are

    Fzw D 1 R2

    z a Nw Na zw 2 DaRe DaRe

    Gzw D 1

    Nw Na zw 2 DaR DaRe

    Gzw D 1

    z a zw 2 DaRe DaR

    Hzw D 1

    R2 z a Nw Na zw 2 DaR DaR

    Clearly the functions F G G here admit analytic continuations so that the variablewhich is in DaRe extends its range to all of C n fag

    10 2 The Exponential Transform

    For later use we record the following formula an immediate consequence of thedefinition of Ezw and (25) if ˝1 ˝2 then

    H˝1zwE˝2n˝1zw D H˝2zw for zw 2 ˝1 (213)

    Combining with Example 21 we see that Hzw is essentially one over theexponential transform of the exterior domain In fact applying (213) to theinclusion˝ D0R for R sufficiently large gives

    H˝zw D 1

    R2 z NwED0Rn˝zw (214)

    Occasionally we shall need also the four variable exponential transform definedfor any open set ˝ in the Riemann sphere P D C [ f1g by

    E˝zwI a b D exp Œ1

    2i

    d

    z d

    a ^ d N

    N Nw d NN Nb

    D exp ŒC˝zwI a b D E˝zwE˝a b

    E˝z bE˝aw (215)

    Here

    C˝zwI a b D 1

    2i

    d

    z d

    a ^ d N

    N Nw d NN Nb

    Thus the two variable transform is recovered as Ezw D EzwI 11 Thefour variable transform behaves well under complementation and under Moumlbiustransformations Indeed denoting by z W a W w W b the classical cross ratio (see[2]) we have

    Lemma 21 For any open set ˝ P

    E˝zwI a bEPn˝zwI a b D EPzwI a b

    where

    EPzwI a b D jz W a W w W bj2 D ˇ z wa b

    z ba w

    ˇ2

    And for any Moumlbius map f we have

    Ef ˝ f z f wI f a f b D E˝zwI a b (216)

    Similarly for C˝zwI a b

    22 Moments 11

    Proof The first statement is obvious from the definition (215) To establish therelationship to the cross ratio one may use that the two variable exponentialtransform for a large disk D0R is (inside the disk)

    ED0Rzw D jz wj2R2 z Nw zw 2 D0R

    as is obtained from (25) together with Example 21 then insert this into (215) andfinally let R 1

    To prove (216) one just makes the obvious variable transformation in theintegral Then the required invariance follows from the identity

    f 0df f z

    f 0df f a

    D d

    z d

    a

    which is a consequence of both members being Abelian differentials on P withexactly the same poles (of order one) and residues

    The properties described in Lemma 21 indicate that the four variable exponentialtransform is a natural object to consider The two variable transform behaves in amore complicated way under Moumlbius maps And under other conformal maps thanMoumlbius maps there seems to be no good behavior for any version of the exponentialtransform

    22 Moments

    The following sets of moments will enter our discussions

    bull The complex moments

    Mkj D 1

    zkNzjdAz D zk zjL2˝

    (k j 0) make up the Gram matrix leading to the Bergman orthogonalpolynomials on˝

    bull The harmonic (or analytic) moments are

    Mk D Mk0 D 1

    zkdAz

    bull The exponential moments Bkj (sometimes to be denoted bkj) are defined by

    Xkj0

    Bkj

    zkC1 NwjC1 D 1 exp ŒXkj0

    Mkj

    zkC1 NwjC1 (217)

    12 2 The Exponential Transform

    and they make up the Gram matrix for what we will call exponential orthogonalpolynomials In Chap 3 we shall introduce an inner product h i D h iH ˝

    such that Bkj D hzk zji It is easy to see that Bk0 D Mk0 D Mk for all k 0

    Computation of the exponential moments for 0 k j N requires onlyknowledge of the complex moments for the same set of indices However for this towork out in a numerically efficient way it is necessary to use a recursive procedureThe following effective procedure was suggested to us by Roger Barnard

    Write (217) briefly at the level of formal power series

    B D 1 expM

    where

    B DXkj0

    Bkj

    zkC1 NwjC1 M DXkj0

    Mkj

    zkC1 NwjC1

    Then

    M

    z B

    zD B

    M

    z

    and inserting the power series and equating the coefficients for 1=zkC2 NwjC1 gives therecursion formula

    k C 1Mkj Bkj DXpq

    p C 1MpqBkp1jq1 k j 0

    where the sum ranges over 0 p lt k 0 q lt j This gives Bkj efficiently fromMpq with 0 p k 0 q j and the previously computed Bpq with 0 p lt k0 q lt j

    Note that B above is simply the power series expansion of 1 Ezw at infinityand M is similarly the power series of (minus) the double Cauchy transform (29)In summary the generating functions for the moments are

    1 E˝zw DXkj0

    Bkj

    zkC1 NwjC1

    C˝zw DXkj0

    Mkj

    zkC1 NwjC1

    C˝z DXk0

    Mk

    zkC1 DXk0

    Bk0

    zkC1

    23 Positive Definiteness Properties 13

    23 Positive Definiteness Properties

    As is known from the theory of hyponormal operators see [74] and is proveddirectly in [39] the exponential transform enjoys a number of positivity propertiesWe recall them here in slightly extended forms and with sketches of proofs

    Lemma 22 For arbitrary finite sequences of triples zk ak k 2 P P C wehave

    Xkj

    C˝zk zjI ak ajkNj 0 (218)

    with C1 as an allowed value for the left member If the sets fzkg and fakg aredisjoint and no repetitions occur among the zk then we have strict inequality gt 0unless all the k are zero

    Assuming that the left member in (218) is finite we also have

    Xkj

    kNj

    E˝zk zjI ak aj 0

    with the same remark as above on strict inequality

    Proof We have

    Xkj

    C˝zk zjI ak ajkj D 1

    Xkj

    k

    zk k

    ak

    j

    N Nzj

    j

    N Naj

    dA

    D 1

    jX

    k

    k

    zk k

    akj2 dA 0

    which proves (218) The statement about strict inequality also follows immediatelyAs a consequence of Schurrsquos theorem the exponential of a positive semidefinite

    matrix is again positive semidefinite (see [18] for example) Therefore

    Xkj

    kNj

    E˝zk zjI ak ajDXkj

    exp ŒC˝zk zjI ak ajkj 0

    under the stated assumptionsFrom the above we conclude the following for the two variable transforms

    Lemma 23 For any bounded open set ˝ C the following hold

    (i) C˝zw is positive definite for zw 2 ˝e(ii) 1

    Ezw is positive definite for zw 2 ˝e

    14 2 The Exponential Transform

    (iii) Hzw is positive definite for zw 2 ˝(iv) 1 Ezw is positive semidefinite for zw 2 C(v) 1

    Ezw 1 is positive semidefinite for zw 2 ˝e

    Proof i and ii follow immediately from the previous lemma by choosing ak D1 for all k To prove iii we choose some R gt 0 such that ˝ D0R anduse (214) Here the factor

    1

    R2 z Nw D1X

    kD0

    zk Nwk

    R2kC2 jzj jwj lt R

    is clearly positive definite while the other factor 1=ED0Rn˝zw is positivesemidefinite by ii Hence iii follows on using Schurrsquos theorem Next iv followsfrom iii by means of the representation (212) and v follows from ii and ivtogether with Schurrsquos theorem

    Remark 21 Whenever one has a positive definite function like Hzw in iii ofthe lemma then one can define a Hilbert space either by using it directly to definean inner product or by using it as a reproducing kernel These two methods canactually be identified via the linear map having Hzw as an integral kernel

    Since much of the text will be based on these ideas we explain here theunderlying philosophy using sums instead of integrals for simplicity of expositionLet the kernel in general be Kzw analytic in z anti-analytic in w Then oneHilbert space is generated by finite sums

    Pj ˛jızj with the inner product is defined

    by

    hX

    j

    ˛jızj X

    k

    ˇkıwk i DXjk

    ˛jKzjwk Nk

    In the case Kzw D Hzw this will be our main Hilbert space to be denotedH ˝

    This Hilbert space is thus generated by singular objects (Dirac distributions) andcan be rather strange However as Kzw is a quite regular function a much nicerHilbert space consisting of anti-analytic functions is obtained via the identificationmap (one-to-one by the assumed positive definiteness)

    Xj

    ˛jızj 7X

    j

    ˛jKzj

    for which the same inner product is kept ie

    hX

    j

    ˛jKzj X

    k

    ˇkKwk iRK DXjk

    ˛jKzjwk Nk

    23 Positive Definiteness Properties 15

    We have indexed the inner product by RK because the space now becomes areproducing kernel Hilbert space with in fact Kzw as the reproducing kernelsetting ˚ D P

    j ˛jKzj and letting the second factor be just Kw we have

    h˚Kw iRK D hX

    j

    ˛jKzj Kw iRK

    DX

    j

    ˛jKzjw D ˚w

    The above will be applied for the choice iii in Lemma 23 Kzw D HzwBut also the other choices in the lemma are interesting in particular for spacesof analytic functions i is related to the ordinary Bergman space see (327) iiand v give an inner product considered by Pincus-Xia-Xia [77] see (329) andSect 37 while iv gives the same as iii but with the inner product written in adifferent way see (328) and also (33)

    Next we specialize to comparison with disks and half-planes

    Lemma 24 Some specific positivity assertions are

    (i) If ˝ D0R then R2 z NwH˝zw is positive definite for zw 2 ˝ (ii) If ˝ D0 r D then 1 r2

    z Nw H˝zw is positive definite for zw 2 ˝ (iii) Assume that ˝ D where D is an open half-plane let a 2 D and let b D a

    be the reflected point with respect to D Then

    1 z a

    z b

    Nw NaNw Nb H˝zw zw 2 ˝

    is positive definite

    Proof For i we use that (by (213) and ii in Lemma 23)

    1

    HD0Rzw H˝zw D 1

    ED0Rn˝zw

    is positive definite for zw 2 ˝ and then insert HD0R D 1R2z Nw (see Example 21)

    For ii we similarly use that

    H˝zwED0rzw D H˝[D0rzw

    is positive definite for zw 2 ˝ and insert ED0r D 1 r2

    z Nw Finally for iii we use the formula (216) for how the four variable exponential

    transform changes under a Moumlbius map f We take this to be

    f D a

    b (219)

    16 2 The Exponential Transform

    which maps the half plane D onto the unit disk in particular f ˝ D Using that

    H˝zw D E˝zw

    jz wj2 D E˝zwI b bE˝z bE˝bw

    jz wj2 E˝b b

    by (25) (215) we then obtain

    1 z a

    z b

    Nw NaNw Nb H˝zw

    D 1 f zf w Ef ˝ f z f wI f b f b

    jf z f wj2 ˇ f z f w

    z w

    ˇ2 E˝z bE˝bw

    E˝b b

    D 1 f zf w Hf ˝ f z f w ja bj2E˝z bE˝bwjz bj2jw bj2E˝b b

    Here the last factor (the quotient) is of the form czw with c gt 0 hence ispositive definite and also the first factor is positive definite because it equals

    Hf ˝ f z f w

    HD f z f wD 1

    EDnf ˝ f z f w

    Thus part iii of the lemma follows

    24 The Exponential Transform as a Section of a Line Bundle

    In this section we assume that ˝ is fully real analytic with Schwarz function (see[16 101]) denoted Sz Thus Sz is analytic in a neighborhood of ˝ and satisfies

    Sz D Nz z 2 ˝ (220)

    The functions F G G H defined in terms of E by (22)ndash(25) are analyticin their domains of definition have analytic continuations across the boundariesand satisfy certain matching conditions on these boundaries Taking the analyticcontinuations into account the domains of definition cover all of P P and thematching conditions can be formulated as transition formulas defining holomorphicsections of certain line bundles These sections will then be uniquely determined bytheir behaviors at infinity This gives a new way of characterizing the exponentialtransform In an alternative and essentially equivalent language the exponentialtransform can be viewed as the unique solution of a certain Riemann-Hilbertproblem Below we shall make the above statements precise

    24 The Exponential Transform as a Section of a Line Bundle 17

    Let w 2 ˝e be fixed Then by the definitions (22) (23) (220) of F G and S

    GzwSz Nw D Fzw (221)

    for z 2 ˝ Here Gzw remains analytic as a function of z in some neighborhoodof ˝ say in U ˝ and Fzw similarly remains analytic for z in say V ˝cWith U V chosen appropriately Sz is analytic in U V and (221) remains validthere At the point of infinity (for z) we have F1w D 1

    We interpret the above as saying that the pair GwFw represents asection of the line bundle over P defined by the transition function Sz Nwz 2 U V The Chern class of this line bundle is

    ChernS Nw D 1

    2i

    d logSz Nw D 1

    2i

    d logNz Nw D 0

    Recall that the Chern class equals the difference between the number of zeros andthe number of poles for an arbitrary meromorphic section (not identically zero) andthat a line bundle on P is uniquely determined by its Chern class Having Chern classzero therefore means that the bundle is equivalent to the trivial bundle (transitionfunctions identically one) as is also evident from the way we started namely byhaving a non-vanishing holomorphic section It follows that the dimension of thespace of holomorphic sections equals one so any holomorphic section is determinedby its value at one point Therefore the holomorphic section GwFw isuniquely determined by the property that it takes the value one at infinity

    With w 2 ˝ a similar discussion applies to the pair HwGw Bydefinition of G and H we then have the transition relation

    HzwSz Nw D Gzw (222)

    thus with the same transition function Sz Nw as above However in the presentsituation the Chern class is C1 because w now is inside ˝ in the integrals aboveand the bundle is therefore equivalent to the hyperplane section bundle See [109][29] for the terminology Thus any nontrivial holomorphic section has exactly onezero and is uniquely determined by the value of its derivative at this zero Theparticular section HwGw vanishes at infinity with the expansion there

    Gzw D 1

    zC w C˝w

    1

    z2C Ojzj3 (223)

    as follows from the behavior of Ezw at infinity In particular the sectionHwGw is uniquely determined solely by these properties

    As a side remark the functions Gzw Gzw are not only analytic across˝ ˝ they are also non-vanishing (except at the point of infinity as exhibitedfor Gzw in (223)) Therefore the relations (221) and (222) give preciseinformation on the nature of the zeros of Fzw on ˝˝ and the corresponding

    18 2 The Exponential Transform

    singularities of Hzw there Note that 1=Hzw (which is similar to Fzw for atruncated exterior domain) is still holomorphic across ˝ ˝

    We summarize the above discussion

    Theorem 21 Assume that ˝ is analytic and let w 2 C n ˝ be fixed Then thefunction Sz Nw which is holomorphic and non-vanishing in a neighborhoodof ˝ defines a holomorphic line bundle w on P with respect to the covering˝ neighborhoodP n˝(i) If w 2 ˝e then w has Chern class zero hence it has a unique holomorphic

    and non-vanishing section which takes the value one at infinity This section isrepresented by the pair GwFw

    (ii) If w 2 ˝ then w has Chern class one hence it has a unique holomorphicsection which vanishes at infinity with derivative one there (ie behavior z1COz2 z 1) and has no other zeros This section is represented by thepair HwGw

    There is also a limiting version of the above for w 1 See Proposition 21below

    One may extend the above considerations by treating the two variables z andw jointly However in this case there will be a singular set namely the one-dimensional set D fzw 2 C2 W z D w 2 ˝g In fact in a neighborhoodof we have the relation

    Fzw D Sz Nwz SwHzw (224)

    but on itself the transition function Sz Nwz Sw thought to define a linebundle vanishes while Hzw becomes infinite Anyhow Fzw is well-behaved(analyticantianalytic) in a full neighborhood of The restricted conclusion will bethat the quadruple FGGH defines a holomorphicantiholomorphic sectionof a line bundle just in P P n

    25 A Riemann-Hilbert Problem

    We can interpret the factorization at interface formulas obtained so far as a Riemann-Hilbert problem with relations to hold on ˝ and with Nz in place of Sz

    GzwNz Nw D Fzw z 2 ˝ w 2 ˝e (225)

    HzwNz Nw D Gzw z 2 ˝ w 2 ˝ (226)

    Gzwz w D Fzw w 2 ˝ z 2 ˝e (227)

    Hzwz w D Gzw w 2 ˝ z 2 ˝ (228)

    25 A Riemann-Hilbert Problem 19

    This requires less regularity of ˝ and may therefore be convenient from somepoints of view The requirements at infinity are as before

    F1w D Fz1 D 1 (229)

    Gzw D 1Nw C Ojwj2 Gzw D 1z

    C Ojzj2 (230)

    A particular consequence of the last transition relation and (230) is thatZ˝

    Hzwz wd Nw DZ˝

    Gzwd Nw D 2i z 2 ˝

    After turning the first integral to an area integral this gives

    1

    HzwdAw D 1 z 2 ˝ (231)

    a formula which will be needed later onThe decomposition (22)ndash(25) of Ezw into analytic pieces can be extended

    to the four variable transform EzwI a b One practical way to formulate such astatement is to say that the function

    Nz NbNz Nw

    zw a

    w zw

    Na NwNa Nb

    ab z

    b ab EzwI a b

    is analytic in each component of P n ˝4 Here denotes the characteristicfunction of ˝

    D(1 2 ˝0 hellip ˝

    Cf Theorem 2 in [47]The relationships between the functions F G G and H can also be expressed

    by means of the Cauchy transform To this end we make the following observation

    Lemma 25 Assume f and g are holomorphic in ˝ h is holomorphic in ˝e allhaving continuous extensions to ˝ and that

    (Nzf zC gz D hz z 2 ˝hz 0 z 1

    (232)

    Then the combined function

    (Nzf zC gz z 2 ˝hz z 2 ˝e

    (233)

    20 2 The Exponential Transform

    is identical with the Cauchy transform of f more precisely of the function

    (f z z 2 ˝0 z 2 ˝e

    (234)

    Conversely for f holomorphic in˝ and continuous up to ˝ the Cauchy transformof (234) is of the form (233) with (232) holding

    Proof This is immediate from basic properties of the Cauchy transformIn the notations and assumptions of the lemma we may consider the Cauchy

    transform (in a restricted sense) simply as the map f 7 h in particular as a maptaking analytic functions in˝ to analytic functions in˝e As such a map it connectsin our context the different pieces F G G H of the exponential transform

    Example 22 With

    f z D Hzw

    gz D NwHzw

    hz D Gzw

    where w 2 ˝ is considered as a parameter we get

    CHwz D Gzw z 2 ˝e

    Thus

    Gzw D 1

    Hz vdAv

    Nv Nw z 2 ˝e w 2 ˝ (235)

    Example 23 With w 2 ˝e as parameter and

    f z D Gzw

    gz D 1C NwGzw

    hz D 1 Fzw

    it follows that

    CGwz D Fzw 1 z 2 ˝e

    Example 24 By taking the Cauchy transform in both variables one can pass directlyfrom Hzw to Fzw or even from Hzw to the complete transform Ezw by

    25 A Riemann-Hilbert Problem 21

    means of Eq (212) Similarly by considering the asymptotics at w D 1 or bycombining (28) with (231)

    C˝z D 1

    2

    Hu vdAu

    u zdAv z 2 C (236)

    In addition using (235) one finds that

    C˝z D 1

    Gzw dAw z 2 ˝e (237)

    As a final remark we mention that not only the exponential transform (ie theexponential of the double Cauchy transform (29)) but also the exponential of theone variable Cauchy transform (28) can be viewed as (part of) a section of a linebundle In fact taking f z D 1 in (232) gives hz D C˝z for z 2 ˝e andreplacing Nz by Sz on ˝ renders (232) on the form

    eSz egz D eC˝z (238)

    which by analytic continuation holds for z in a neighborhood of ˝ In (238) egz

    is just some non-vanishing holomorphic function in ˝ which we do not care muchabout while eC˝z is holomorphic and non-vanishing in ˝e regular at infinity andtaking the value one there

    Now we may view eSz as the transition function for a line bundle on P thenhaving Chern class zero It follows that there is a unique holomorphic cross sectionof that bundle which takes the value one at infinity And (238) says that therestriction to ˝e of that section is exactly the exponential of the Cauchy transformof ˝ In summary

    Proposition 21 With ˝ real analytic eSz defines a holomorphic line bundle onP with Chern class zero Its unique non-vanishing holomorphic section which takesthe value one at infinity is represented in ˝e by eC˝z

    Chapter 3Hilbert Space Factorization

    Abstract The positivity properties of the exponential transform define in a canon-ical way a Hilbert space H ˝ and a (co)hyponormal operator acting on it suchthat the exponential transform itself appears as a polarized compressed resolvent ofthis operator There are many variants of this procedure but they are all equivalentHistorically the process actually went in the opposite direction starting with anabstract Hilbert space and hyponormal operator with rank one self-commutatorthe exponential transform arose as a natural characteristic function obtained asthe determinant of the multiplicative commutator of the resolvent If one considersH ˝ as a function space the analytic functions in it are very weak ie have asmall norm and for a special class of domains the quadrature domains the analyticsubspace Ha˝ even collapses to a finite dimensional space Some more generalkinds of quadrature domains are discussed in terms of analytic functionals and wealso show that some integral operators based on the exponential transform can beinterpreted in terms of Silva-Koumlthe-Grothendieck duality

    31 Definitions and Generalities

    In the sequel we assume that Hzw is integrable

    jHzwjdAzdAw lt 1 (31)

    We do not know whether this always holds but as shown in [39] (appendix there) itholds at least when ˝ is Lipschitz in particular when it is piece-wise real analyticIf ˝ is fully real analytic one even has

    jHzwj2dAzdAw lt 1 (32)

    see again [39]In view of the positivity properties proved in Sect 23 one can define a positive

    semi-definite Hermitian form on the set DC of smooth test functions with compact

    copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_3

    23

    24 3 Hilbert Space Factorization

    support in C by

    h f gi D 1

    2

    ZC

    ZC

    1 EzwNf zgwdAzdAw (33)

    D 1

    42

    ZC

    ZC

    1 Ezwd f zdzdgwdw f g 2 DC

    We are following [38 39] here Several other choices of inner product are in usesee [74 77] as well as Sects 34 and 37 below

    The second expression above indicates that it is natural to consider fdz and gdzas differential forms and as such they need not have compact support it is enoughthat they are smooth also at infinity (ie smooth on all P) Upon partial integrationthe above formula becomes

    h f gi D 1

    2

    Hzwf zgwdAzdAw (34)

    hence h f gi depends only on the values of f and g in ˝ By (31) all functionsf g 2 L1˝ can be allowed in (34) and we have the estimate

    jj f jj Cjj f jj1˝ (35)

    where jj f jj2 D h f f i Also distributions and analytic functionals with compactsupport in ˝ can be allowed in (34)

    Despite Hzw being positive definite there are functions f 2 L1˝ for whichjj f jj D 0 for example any function of the form f D N with a test function withcompact support in ˝ Therefore to produce a Hilbert space having h i as innerproduct one first has to form a quotient space modulo the null vectors and thentake the completion of this The resulting Hilbert space will be denoted H ˝ It isalways infinite dimensional and separable When necessary we will write the innerproduct defined by (34) as h f gi D h f giH ˝ and similarly for the norm

    The construction above gives a natural map taking functions to their equivalenceclasses

    ˛ W L1˝ H ˝ (36)

    This map has (by definition) dense range but is not injective If ˝ is analytic sothat (32) holds (henceforth assumed) ˛ extends to

    ˛ W L2˝ H ˝

    The adjoint operator ˛0 goes the opposite way between the dual spaces

    ˛0 W H ˝0 L2˝0

    and is automatically injective (because ˛ has dense range)

    31 Definitions and Generalities 25

    Keeping the assumption (32) the adjoint map ˛0 has some concrete manifesta-tions For example representing functionals in the above Hilbert spaces by innerproducts it gives rise to a map

    ˇ W H ˝ L2˝

    which is bounded and injective Precomposing it with ˛ gives the operator

    H D ˇ ı ˛ W L2˝ L2˝

    We name it H because it has an explicit presentation as an integral operator withkernel Hzw

    Hf w D 1

    Hzwf zdAz w 2 ˝ f 2 L2˝ (37)

    By construction Hf only depends on the equivalence class of f 2 L2˝ in H ˝ie on ˛ f and we have

    h˛ f ˛giH ˝ D f HgL2˝ f g 2 L2˝ (38)

    It follows that H is a positive operator and it is also seen that its range consists onlyof anti-analytic functions in particular it is far from being surjective The norm ofH D ˇ ı ˛ as an operator is bounded above by jjHjjL2˝˝ and it also follows thatjj˛jj D jjˇjj pjjHjjL2˝˝

    As indicated in Remark 21 the one-to-one image of H ˝ under the map ˇis if the inner product in H ˝ is kept in ˇH ˝ a reproducing kernel Hilbertspace of anti-analytic functions having Hzw as the reproducing kernel

    Expanding (212) for large z and w gives

    1 Ezw D 1

    2

    Xkj0

    Hu vuk Nvj

    zkC1 NwjC1 dAudAv

    DXkj0

    hzk zjiH ˝

    zkC1 NwjC1

    Since on the other hand

    1 Ezw D 1 expΠ1

    dA

    z N Nw

    D 1 expŒXkj0

    zk zjL2˝

    zkC1 NwjC1 D 1 expŒXkj0

    Mkj

    zkC1 NwjC1

    26 3 Hilbert Space Factorization

    this confirms that the exponential moments defined by (217) make up the Grammatrix for the monomials in H ˝

    Bkj D hzk zjiH ˝

    For future needs we record here the following consequence of (231)

    hh 1iH ˝ D 1

    hdA h 2 H ˝ (39)

    Strictly speaking the left member here should have been written h˛h ˛1i butquite often we will consider ˛ as an identification map and suppress it from notationThe equivalence class in H ˝ of the constant function one will have a special rolelater on and we write it in bold ˛1 D 1

    32 Restrictions and Extensions

    The operator ˛ has a very big kernel and therefore it is not reasonable to considerH ˝ as a function space However the operator ˇ canonically embeds H ˝

    in a space of anti-analytic functions in ˝ and as we shall see in Sect 36 formost choices of ˝ the map ˛ embeds the functions analytic in a neighborhood of˝ in a dense subspace of H ˝ However the norm in H ˝ is much weakerthan traditional norms on spaces of analytic functions and there will usually be nocontinuous point evaluations for example

    A sign that H ˝ is not a good function space is that on considering aninclusion pair ˝1 ˝2 there is no continuous restriction operator H ˝2 H ˝1

    Example 31 Consider the inclusion D1 1 D 2 where 0 lt lt 1 Ingeneral if f is analytic and bounded in DaR we have (writing just f in placeof ˛ f ) jj f jjH DaR D Rj f aj Here we used Example 21 and the mean-valueproperty of analytic functions Thus for fnz D zn

    jj fnjjH D11 D 1 jj fnjjH D2 D 2n

    hence there is no constant C lt 1 such that jj fnjjH D11 Cjj fnjjH D2 for alln So at least the most naive way of trying to define a bounded restriction operatorH D 2 H D1 1 does not work

    On the other hand it is possible to define extension operators with bounded norm(actually norm one) In fact if ˝1 ˝2 and f 2 L1˝1 then on extending f byzero on ˝2 n˝1 we have

    jj f jjH ˝2 jj f jjH ˝1

    33 Linear Operators on H ˝ 27

    This is an immediate consequence of (213) and iv of Lemma 23 the latter appliedto 1 E˝2n˝1

    33 Linear Operators onH ˝

    Let Z be the ldquoshiftrdquo operator ie multiplication by the independent variable z onH ˝

    Z W H ˝ H ˝ Zf z D zf z (310)

    This is a bounded linear operator in fact its norm is

    jjZjj D supfjzj W z 2 ˝gHere the upper bound (ie the inequality ) follows from i of Lemma 24 whichimmediately gives the desired inequalityZ˝

    Hzwzf zwf wdAzdAw R2Z˝

    Hzwf zf wdAzdAw

    The lower bound follows by choosing f to have all its support close to a point z 2 ˝at which jzj nearly equals its supremum For example if Da ˝ then f DDa gives jj f jj D 2

    pHa a jjZf jj D a2

    pHa a

    If ˝ D0 r D then the inverse Z1f z D 1z f z exists and has norm

    jjZ1jj 1r by ii of Lemma 24 It is easy to see that equality holds if r is chosen

    largest possible hence jjZ1jj D 1=dist0˝ More generally if a hellip clos˝ thenZ a1 exists and has norm 1=dist a˝ Thus denoting by Z the spectrumof Z we have Z clos˝ In fact equality holds

    Z D clos˝ (311)

    By Z we denote the operator

    Zf z D Nzf z (312)

    by Z the adjoint of Z and by C the Cauchy transform considered as a linearoperator H ˝ H ˝

    Cgz D Cgz D 1

    gdA

    z z 2 ˝ (313)

    Finally 1 ˝ 1 denotes the operator

    1 ˝ 1 W h 7 hh 1i1

    28 3 Hilbert Space Factorization

    which is a positive multiple of the orthogonal projection onto the one-dimensionalsubspace spanned by 1 (the function identically equal to one)

    Proposition 31 The so defined operators are bounded on H ˝ and are relatedby

    Z D Z C C (314)

    ŒZC D 1 ˝ 1

    ŒZZ D 1 ˝ 1 (315)

    In particular Z is cohyponormal ie ŒZZ 0

    Proof Using partial integration with respect to w plus the Riemann-Hilbert rela-tion (228) we have

    hzf z gzi h f z Nzgzi D 1

    2

    Hzwz wf zgwdAzdAw

    D 1

    2

    Hzwz wf z

    wCgwdAzdAw

    D 1

    2i2

    Hzwz wf zCgwd NwdAzC

    C 1

    2

    Hzwf zCgwdAzdAw

    D 1

    2

    Gzwf zCgwd NwdAzC h f zCgzi

    Here the boundary integral in the first term vanishes because the integrand is anti-analytic with respect to w in ˝e and tends to zero as 1=jwj2 when jwj 1 inview of the asymptotics of Gzw (see (230)) and Cgw Thus we end up with theidentity

    hzf z gzi D h f z Nzgzi C h f zCgzi (316)

    This says that

    hZf gi D h f Z C Cgi

    ie we have proved (314) and thereby also that C is bounded (since Z obviouslyis bounded like Z) We emphasize that we did not use the definition of Hzw

    33 Linear Operators on H ˝ 29

    directly in the above computation only its property of being part of a section (anti-holomorphic section with respect to w to be precise) vanishing at infinity of a certainline bundle equivalently the solution of a Riemann-Hilbert problem

    Next we compute the commutator ŒZC D ZC CZ

    ŒZC f z D z 1

    f dA

    z 1

    f dA

    z

    D 1

    zf dA

    zD 1

    fdA D h f 1i 1 D 1 ˝ 1f z

    Since obviously ŒZZ D 0 the remaining statements of the proposition now followExpressing the exponential and Cauchy transforms in terms of the above

    operators we have for all zw 2 C

    1 E˝zw D hZ z11 Z w11i (317)

    C˝z D hZ z11 1i (318)

    These relations follow immediately from (212) (236) and the definition (34) ofthe inner product We may also identify the Cauchy kernel itself as an element inH ˝ as

    kz D Z z11 (319)

    The exponential moments appear are

    Bkj D hZk1Zj1i

    We mention next a determinantal formula for E˝zw in terms of Z

    E˝zw D detZ NwZ zZ Nw1Z z1 (320)

    valid for zw 2 ˝e This is proved in the same way as a similar formula inAppendix A namely by switching the first two factors and using that ŒZ zZ Nw D ŒZZ D 1 ˝ 1 which is a rank one projection Then the determinant comesout to be 1 hZ z11 Z w11i which is Ezw The determinant existsbecause it is of the form detI C K with K a trace-class operator and then thedefinition of the determinant reads

    detI C K D expŒtr logI C K D expŒtr1X

    jD1

    1 j1

    jKj

    30 3 Hilbert Space Factorization

    In our case the operator K has finite rank (rank one) and in such cases the productrule detAB D det A det B holds for determinants as above This gives thecomplementary formula

    1

    E˝zwD detZ zZ NwZ z1Z Nw1 (321)

    D 1C hZ Nw11 Z Nz11i

    34 A Functional Model for Hyponormal Operators

    The operator Z used above is cohyponormal but it is actually more common towork with models which involve hyponormal operators (see Appendix A and [74]in general for such operators) By minor modifications of the previous definitionsone easily arrives at the standard hyponormal operator T in this context The innerproduct is first to be modified to be

    hh f gii D 1

    2

    ZC

    ZC

    1 Ew zf zgwdAzdAw (322)

    D 1

    2

    Hw zf zgwdAzdAw D hNf NgiH ˝

    This gives rise to a Hilbert space which is equivalent to H ˝ in the sense thatconjugation f 7 Nf is an R-linear isometry between the two spaces In the newHilbert space we define the shifts Z Z and the Cauchy transform C as before by theformulas (310) (312) (313) and in addition we set

    Cf z D 1

    f dAN Nz z 2 ˝

    ie Cf D CNf Then it is straight-forward to check that

    hhZ C Cf gii D hh f Zgii

    This means that on defining an operator T by

    T D Z C C

    its adjoint with respect to the new inner product is

    T D Z

    35 Summary in Abstract Setting 31

    In addition one gets

    ŒTT D 1 ˝ 1

    in particular T is hyponormal The relations to the Cauchy and exponential transformare

    1 E˝zw D hhT Nw11 T Nz11ii (323)

    C˝z D hh1T Nz11ii

    the exponential moments appear as

    Bkj D hhTj1Tk1ii

    and the formula corresponding to (321) becomes

    1

    E˝zwD detT NwT zT Nw1T z1 (324)

    D 1C hhT z11 T w11ii

    for zw 2 ˝e See Appendix A for more details and references

    35 Summary in Abstract Setting

    For future needs we summarize the two functional models used so far with innerproducts connected by (322) in terms of an abstract Hilbert space H with a specialvector 0 curren 2 H as follows (this is the abstract version of 1) We work eitherwith a cohyponormal operator A (replacing Z) in H satisfying

    ŒAA D ˝

    or a hyponormal operator T satisfying

    ŒTT D ˝

    In either case it is assumed that the corresponding principal function (see [74]) isof the form g D ˙˝ (minus sign in the cohyponormal case) where ˝ C is abounded open set Using h i for the inner product in whatever case we are workingwith we have the basic relationships to the Cauchy and exponential transforms and

    32 3 Hilbert Space Factorization

    exponential moments given by

    1 E˝zw D hA z1 A w1iC˝z D hA z1 i

    Bkj D hAkAji

    respectively

    1 E˝zw D hT Nw1 T Nz1iC˝z D hT Nz1i

    Bkj D hTjTk

    i

    In addition we have the determinantal formulas

    E˝zw D detA NwA zA Nw1A z1

    D detT zT NwT z1T Nw1

    1

    E˝zwD detA zA NwA z1A Nw1

    D detT NwT zT Nw1T z1

    36 The Analytic SubspaceHa˝

    For any set E C we define

    OE D f(germs of) functions holomorphic in some open set containing Eg

    with the qualification that two such functions which agree on some neighborhoodof E shall be identified The analytic subspace of Ha˝ of H ˝ may be definedas

    Ha˝ D closH ˝˛O˝

    The Cauchy kernel kz D 1z clearly is in O˝ hence can be considered as

    an element of Ha˝ whenever z 2 ˝e The same for all polynomials Whenrestricting to O˝ the map ˛ is in most cases injective (namely when ˝ is not aquadrature domain see Theorem 31 below) therefore it is reasonable to write justf in place of ˛ f when f is analytic

    36 The Analytic Subspace Ha˝ 33

    For f g 2 O˝ the inner product can be written as a boundary integral

    h f gi D 1

    42

    1 Ezwf zgwdzd Nw f g 2 O˝ (325)

    This agrees with what is obtained from analytic functional calculus namely onwriting

    f Z D 1

    2i

    If zZ z1 dz

    where the path of integration surrounds the spectrum of Z ie the closure of ˝ Inserting (317) into (325) gives

    h f gi D h f Z1 gZ1i f g 2 O˝

    Translating this into a formula for T D Z and the inner product (322) gives

    hh f ı conj g ı conjii D hh f T1 gT1ii f g 2 Oconj˝

    where conj means conjugation for example f ı conjz D f Nz Thus in the leftmember one takes the inner product between anti-analytic functions in ˝ For Titself one gets a nicer inner product which is used in the analytic functional modelof J Pincus D Xia JB Xia [77 111] (see also Sect 37 below) It is defined by

    h f giPXX D hh f T1 gT1ii D (326)

    D 1

    42

    1

    Ezw 1f zgwdzd Nw f g 2 O˝

    where the second equality is a consequence of (324)We finally remark that the ordinary Bergman inner product can be written on the

    same form as (325)

    f gL2˝ D 1

    42

    C˝zwf zgwdzd Nw f g 2 O˝ (327)

    This follows by transforming the boundary integrals to area integrals andusing (210) If we rewrite (325) as

    h f giHa˝ D 1

    42

    eC˝zwf zgwdzd Nw f g 2 O˝ (328)

    we see that the difference between the two inner product just amounts to anexponentiation of the weight function This is the same relation as in (217) The

    34 3 Hilbert Space Factorization

    analytic model of Pincus-Xia-Xia can also be put into such a form by writing (326)as

    h f giPXX D 1

    42

    eC˝zwf zgwdzd Nw f g 2 O˝ (329)

    Here one has to be careful to approach the contour of integration ˝ from outside(the cases (327) and (328) are less sensitive) This is because eC˝zw D 1=Ezw(analytically continued across ˝ as 1=Fzw) has a pole at z D w 2 ˝ and themain contribution to the integral actually comes from the residue at this pole Seemore precisely Sect 37

    The above three inner products are quite different (327) is exactly the Bergmanspace inner product (ie L2 with respect to area measure) (329) is similar tothe HardySmirnovSzegouml space inner product (L2 with respect to arc length)while (328) gives the rather brittle space Ha˝

    37 The Analytic Model

    We have seen that the auxiliary Hilbert space H ˝ provides a natural diagonal-ization of the cohyponormal operators Z and T Here we shall see in some moredetail how the analytic model of Pincus-Xia-Xia [77] diagonalizes directly T on theHardy space of ˝ with the price of an inner space distortion

    We assume that the boundary ˝ is smooth and real analytic and recall (seeremarks before Theorem 21) that this means that Ezw analytically extends fromthe exterior across ˝ and we also know that this analytic continuation which wedenote Fzw as before satisfies

    F D 0 zF curren 0 2 ˝

    The partial derivative appearing here may by identified in terms of the functionsGzw and Gzw in (23) (24) as

    zF D G D G 2 ˝ (330)

    Let T be the irreducible hyponormal operator with rank-one self-commutatorhaving the characteristic function of ˝ as principal function and let bea collection of Jordan arcs in C n ˝ which are homologous to ˝ We maywork in the functional model H ˝ or in an abstract setting (Sect 35) therewill only be notational differences In notations of Sect 35 the determinantalidentity (324) together with Riesz functional calculus gives the Pincus-Xia-Xia

    38 A Formal Comparison to Quantum Field Theory 35

    inner product as

    h f giPXX D h f T gTi D 1

    42

    Z

    Z

    f zgw

    Ezwdzdw

    for any germs of analytic functions f g 2 O˝Fix the system of curves but deform to ˝ so that Ezw curren 0 for z 2

    and w 2 In this case Eww D 0 but in terms the analytic continuation Fzwof Ezw the function z 7 1=Fzw has just a simple pole at z D w 2 ˝ Theresidue there equals 1=zFww D 1=Gww (recall (330)) Denoting by asystem of curves homologous to but located just inside ˝ the residue theoremtherefore yields

    1

    42

    Z

    Z

    f zgw

    Fzwdzdw D 1

    2i

    Z

    f wgwd Nw

    Gww

    It is easy to see that d NwiGww is positive and hence equal to jdw

    jGwwj so all is all wehave for the squared norm

    k f Tk2 D 1

    2

    Z

    j f j2 jdjjG j C 1

    42

    Z

    Z

    f zf w

    Fzwdzdw

    Let H2˝ denote the Hardy space associated to the domain ˝ that is theclosure of O˝ in L2˝ jdzj The above integral decomposition implies that thenorm in the ldquoexoticrdquo space Ha˝ has the structure

    k f Tk2 D hN C Kf f i2˝

    where N is an invertible normal operator and K is a compact operator The strictpositivity of the norm k f Tk implies then that the Hardy space operator N C K DA is self-adjoint positive and invertible Hence

    k f TkH ˝ D kpAf k2˝

    38 A Formal Comparison to Quantum Field Theory

    A first remark is that the notation 1˝ 1 (or ˝ ) used for an operator for examplein (315) actually involves some misuse of notation since one of the functions 1 isto be considered as an element of the dual space (ie is a functional) In P Diracrsquosbra-[c]-ket notation used in quantum mechanics (ji for vectors hj for covectors)the same object would have been denoted j1i ˝ h1j taking into account also that

    36 3 Hilbert Space Factorization

    in quantum mechanics one puts the conjugation on the lefthand factor in innerproducts

    Staying within quantum theory Eq (315) is somewhat reminiscent of thecommutation relation for the annihilation and creation operators A and A sayin quantum field theory (see [31 97] for example) In that theory the right memberwould be the identity operator however which using Diracrsquos notation becomes

    ŒAA D1X

    jD0j ji ˝ h jj (331)

    where f jg is an arbitrary orthonormal basis for the Hilbert space used Thus theannihilation operator is also cohyponormal but is necessarily unbounded Oneadvantage with our rank one self-commutator cohyponormal operator Z is that itis bounded

    The inner product in Ha˝ gives when written on the form (328) someassociations to Feynman path integrals in quantum field theory Such integrals alsorepresent inner products interpreted as probability amplitudes for transitions forexample the probability h f tf j i tii that a quantum system initially at time ti in astate j i tii will at a later (final) time tf be observed to be in a state j f tf i Such anintegral may look like

    h f tf j i tii DZ

    DŒ˚eiSŒ˚ (332)

    where ˚ runs over paths in a configuration space SŒ˚ D Rd4xL Œ˚ denotes

    the action along the path ˚ here with L the Lagrangian in a four space-timedimensional context The integration is performed over all possible paths joiningthe given initial and final states with integration measure denoted DŒ˚ See[23 31 62 84 97] for example In string theory and conformal field theory theaction may be a pure Dirichlet integral in two dimensions see [78]

    If we compare with the inner product (328) for Ha˝ we see that the doubleCauchy transform C˝zw will have the role of being the action (up to a constantfactor) This is completely natural since C˝zw easily can be written as a Dirichletintegral and be interpreted as an energy (mutual energy actually for z curren w) Theclassical action has dimension energy time (the same as Planckrsquos constant bdquo) butwe have constants to play with The main difference however is that the classicalaction is a real-valued function so that the exponent iSŒ˚ is purely imaginarywhile our C˝zw is truly complex-valued On the other hand inserting Planckrsquosconstant the exponential in (332) becomes i

    bdquo SŒ˚ and in some contexts bdquo is allowedto take complex values or at least to approach the classical limit bdquo 0 throughcomplex values (cf [97] Sect 1424) One may alternatively compare (328) withthe partition function in quantum statistical mechanics which is similar to theFeynman integral but having a purely real exponential factor

    39 Silva-Koumlthe-Grothendieck Duality 37

    The two functions f and g in (328) correspond to the states j i tii and j f tf ieven though these are invisible in the right member of (332) They are hidden inthe boundary conditions for the integral but can be restored explicitly as is doneeg in [84] Chaps 5 and 9 One may also represent the time evolution from ti to tfexplicitly by inserting the appropriate unitary operator say eitf ti OH if the systemis governed by a time-independent Hamiltonian operator OH Then the left memberof (332) turns into h f jeitf ti OHj ii0 the subscript zero indicating that we nowhave a different inner product In our context this step could be compared with theinsertion of the operator H in (37) giving an L2-inner product

    The difficulty with Feynman integrals is that the integration is taken over aninfinite dimensional space of functions ˚ In practice one has to resort to finitedimensional approximations or perhaps to restrict to a class of functions dependingon finitely many parameters The latter is exactly what is the case in our innerproduct (328) where essentially only the functions

    ˚ D log z 2 ˝

    parametrized by z 2 ˝ appear after having written the integral as a Dirichletintegral The differential DŒ˚ reduces to just dz d Nw with integration along ˝˝

    So without claiming any deeper connections we can at least say that there aresome formal similarities between the inner product in Ha˝ and Feynman pathintegrals

    39 Silva-Koumlthe-Grothendieck Duality

    For some further representations of the inner product we introduce the integraloperator G with kernel Gzw

    Gf w D 1

    Gzwf zdAz w 2 ˝e f 2 O˝ (333)

    This operator takes any f 2 O˝ to an anti-analytic function Gf in ˝e vanishingat infinity This means that Gf 2 O˝e0 where O˝e0 denotes the space offunctions holomorphic in ˝e D P n ˝ and vanishing at infinity Recall next thatthere is a natural duality between O˝ and O˝e0 defined via the pairing

    f gduality D 1

    2i

    f zgzdz f 2 O˝ g 2 O˝e0 (334)

    which has been studied in depth by Silva [98] Koumlthe [66] Grothendieck [30] Tomake (334) more invariant one could view it as a pairing between the one-form fdzand the function g In any case f is holomorphic in some neighborhood of ˝ and

    38 3 Hilbert Space Factorization

    the integral should be moved slightly into ˝e to make sense The duality statementis that f gduality is a nondegenerate pairing between O˝ and O˝e0 whichexhibits each of these spaces as the dual space of the other

    By the definition (23) of the kernel Gzw we may write (333) as

    Gf w D 1

    2i

    dEzwf zdz D 1

    2i

    Fzwf zdz

    On using (325) this gives a representation of the inner product in Ha˝ as

    h f giHa˝ D 1

    2i

    Gf wgwd Nw D 1

    2i

    f zGgzdz

    Thus in terms of the Silva-Koumlthe-Grothendieck pairing

    h f giHa˝ D f Ggduality (335)

    A special consequence of (335) is that Gf only depends on the equivalence class off in Ha˝ and then that the map Ha˝ O˝e0 f 7 Gf is injective Therepresentation (335) may be compared with (38) which we may write simply as

    h f giHa˝ D Hf gL2˝ D f HgL2˝ f g 2 L2˝

    Example 32 Taking f D 1 in (333) gives using (237)

    G1w D C˝w w 2 ˝e

    Compare with the identity obtained from (231)

    H1 D 1

    Let now fpng (n D 0 1 2 ) be an orthonormal basis of Ha˝ so thathpk pji D ıkj Then using the above operator G we obtain a basis which is dualto fpng with respect to the pairing duality in (334) by setting

    qn D Gpn (336)

    Thus the qn are analytic functions in P n˝ vanishing at infinity and satisfying

    1

    2i

    pkzqjzdz D ıkj

    The minus sign can be avoided by replacing ˝ by P n˝

    39 Silva-Koumlthe-Grothendieck Duality 39

    This dual basis fqng can also be identified as the Fourier coefficients of theCauchy kernel

    kz D 1

    z 2 ˝

    where z 2 ˝e is to be regarded as a parameter Indeed these Fourier coefficients are

    hkz pni D k Gpnduality D kz qnduality

    D 1

    2i

    ZPn˝

    1

    zqnd D qnz

    So

    kz D1X

    nD0qnz pn

    which is an identity in Ha˝ It can be spelled out as

    1

    zD

    1XnD0

    pnqnz 2 ˝ (337)

    but then one has to be careful to notice that it only means that the differencebetween the right and left members has Ha˝-norm zero It is completely safeto insert (337) into (212) This gives for zw 2 ˝e

    1 Ezw D h 1

    z

    1

    wi D

    1XnD0

    qnzqnw (338)

    So far we have not assumed anything about fpng besides it being an orthonormalbasis Later on we shall work with orthonormal polynomials (pn a polynomial ofdegree n) but if we for now just assume that p0 is a constant function more precisely

    p0 Dr

    j˝j 1

    then we find that the first dual basis vector is essentially the Cauchy transform

    C˝z D h 1

    z 1i D

    rj˝j

    q0z (339)

    One may think of the two sides of (337) as representing the identity operator inHa˝ in two different ways with respect to the duality (334) The left member

    40 3 Hilbert Space Factorization

    is the Cauchy kernel which reproduces functions in Ha˝ by the Cauchy integralwhile the right member represents the identity as

    Ppn ˝ qn where fpng is a basis

    and fqng the corresponding dual basis (compare the right member in (331))Another representation of the identity in terms of the inner product in the Hilbert

    space itself isP

    pn ˝ Npn In the pointwise picture this spells out to

    1XnD0

    pnpnz z 2 ˝ (340)

    However here there is no pointwise convergence If Ha˝ were a Hilbert spacewhich had continuous point evaluations the sum would converge to the reproducingkernel for the space but as is clear from previous discussions there are rarely anycontinuous point evaluations in Ha˝ This can be further confirmed by examplesIn Sect 72 the elements of Ha˝ are explicitly characterized in terms of powerseries in the case that ˝ is an annulus And many of these series turn out to be justformal power series having no convergence region at all This applies in particularto (340) (no convergence region)

    310 Quadrature Domains

    We single out in the present section a family of domains which are exceptionalfor Ha˝ This is the class of (finite) quadrature domains also called finitelydetermined domains [79] or algebraic domains [107] A few general references are[1 46 89 101] here we give just a short summary of some basic properties Theoriginal definition used in [1] says that a bounded domain ˝ C is a quadraturedomain if there exist finitely many points ak 2 ˝ and coefficients ckj 2 C such that

    1

    h dA DmX

    kD1

    nk1XjD0

    ckjhjak (341)

    for every function h which is analytic and integrable in ˝ If ˝ is just a boundedopen set which satisfies the same requirements we will still call it a quadraturedomain

    Below is a list of equivalent requirements for a domain or open set to be aquadrature domain Strictly speaking the last two items iiindashiv are like theexponential transform itself insensitive for changes of ˝ by nullsets but onemay achieve equivalence in the pointwise sense by requiring that the domain ˝considered is complete with respect to area measure

    i The exterior Cauchy transform is a rational function ie there exists a rationalfunction Rz such that

    C˝z D Rz for all z 2 C n˝ (342)

    310 Quadrature Domains 41

    ii There exists a meromorphic function Sz in ˝ extending continuously to ˝with

    Sz D Nz for z 2 ˝ (343)

    This function Sz will be the Schwarz function (220) of ˝ [16 101]iii The exponential transform E˝zw is for zw large a rational function of the

    form

    E˝zw D Qz NwPzPw

    (344)

    where P and Q are polynomials in one and two variables respectivelyiv For some positive integer d there holds

    detBkj0kjd D 0

    Basic references for iiindashiv are [79ndash81] When the above conditions hold thenthe minimum possible number d in iv) the degree of P in iii and the numberof poles (counting multiplicities) of Sz in ˝ all coincide with the order of thequadrature domain ie the number d D Pm

    kD1 nk in (341) For Q see moreprecisely below

    If ˝ is connected and simply connected the above conditions indashiv are alsoequivalent to that any conformal map f W D ˝ is a rational function Thisstatement can be generalized to multiply connected domains in various ways seeeg [32 112]

    Quadrature domains play a special role for the space H ˝ eg they make theanalytic part Ha˝ to collapse almost completely For non-quadrature domains theanalytic functions are dense in H ˝ but they still make up a rather brittle part ofthe space and there are usually no continuous point evaluations for these analyticfunctions (an example is given in Sect 72) The following theorem makes some ofthe above statements precise

    Theorem 31 If ˝ is a not quadrature domain then the restriction of the map ˛ toO˝

    ˛jO˝ W O˝ H ˝

    is injective and has dense range In particular Ha˝ D H ˝If on the other hand ˝ is a quadrature domain then ˛jO˝ is neither injective

    nor has dense range Indeed the range is finite dimensional

    dimHa˝ D d

    where d is the order of the quadrature domain

    42 3 Hilbert Space Factorization

    Proof For the first statement we shall prove that˝ is a quadrature domain whenever˛jO˝ fails either to be injective or to have dense range

    So assume that ˛jO˝ is not injective This means that h f f i D 0 for some

    f 2 O˝ n f0g Multiplication by any rational function with poles outside ˝ is acontinuous operator in the H ˝-norm (see more precisely beginning of Sect 33)hence it follows that for any fixed w hellip ˝ the function 1

    zw f z is zero as an elementof H ˝ Using (39) this gives that the exterior Cauchy transform of f vanishes

    0 D h f z

    z w 1i D 1

    f zdAz

    z w w hellip ˝

    Invoking now Lemma 25 where in the formula (232) the exterior Cauchytransform of f is denoted h it follows that there exists a holomorphic function gin ˝ such that

    Nzf zC gz D 0 z 2 ˝

    Thus Sz D gzf z is a meromorphic function in ˝ satisfying (343) Hence ˝ is a

    quadrature domain whenever ˛jO˝ is not injectiveNext assume that the range of ˛jO˝ is not dense in H ˝ By the Hahn-Banach

    theorem the representation (38) of functionals and the definition (37) of H thismeans that there exists an analytic function f D Hg in ˝ which is not identicallyzero but which annihilates the analytic functions in the sense that

    f zhzdAz D 0 for all h 2 O˝

    Choosing hz D 1zw w hellip ˝ this gives the same relation as above hence we

    conclude again that ˝ is a quadrature domainWhen ˝ is a quadrature domain the inner product evaluated on O˝ takes the

    form

    h f giHa˝ DX

    0kjd

    Hak ajck Ncjf akgaj (345)

    by (341) Here we have for notational convenience assumed that in (341) all themultiplicities nk equal one Thus the inner product only involves the values of thefunctions at d points and it follows that ˛O˝ has finite dimension equal to dand it then also coincides with its closure Ha˝

    311 Analytic Functionals 43

    311 Analytic Functionals

    More general notions of quadrature domains may be discussed in terms of analyticfunctionals see [5 60 61] for this concept in general From a different point of viewthe term hyperfunction is also used thinking then on the concept as a generalizationof that of a distribution An analytic functional in an open set D C is simply alinear continuous functional on OD when this space is provided with the topologyof uniform convergence on compact sets Thus we denote the space of analyticfunctionals in D by O 0D A compact subset K D is a carrier for 2 O 0D iffor any open set K D an estimate

    jhj c sup

    jhj h 2 OD (346)

    holds By definition of an analytic functional such a compact carrier always existsOn choosing h D kz D z1 one gets the natural definition of Cauchy

    transform of an analytic functional 2 O 0D namely

    Cz D 1kz z 2 Dc

    Similarly one can define the double Cauchy transform the exponential transformetc One may also consider analytic functionals with compact carriers in ˝ aselements in H ˝ on defining the inner product by

    h 13i D 1

    2z ˝ N13wHzw 13 2 O 0˝

    This gives a version of the map ˛ in (36) going as

    ˛ W O 0˝ H ˝

    It is enough to use test functions of the form h D kz in the definition of an analyticfunctional hence K is a carrier for 2 O 0D if and only if the Cauchy transformC has an analytic extension from C n D to C n K in the sense that there exists ananalytic function in CnK which agrees with C in CnD This makes it easy to handlecarriers For example one sees that the intersection between two convex carriers isagain a carrier This is because the complement of the union of the two convex setsis a connected neighborhood of infinity ensuring that the Cauchy transform extendsunambiguously to this set and then the Cauchy transform extends further to thecomplement of the intersection of the two convex sets by unique choice betweenthe two analytic continuation which exist by assumption As a consequence thereis always a unique minimal convex carrier See [61] Sect 47 for more details Arelated statement is that if there exists a carrier located on a straight line then thereis a carrier on this line which is the smallest of all carriers on the line see [60]Proposition 916

    44 3 Hilbert Space Factorization

    Now our main concern will be the analytic functional in the left memberof (341) or in view of (39) the functional represented by 1 2 H ˝

    h 7 hh 1i D 1

    h dA h 2 OD (347)

    In this case K D ˝ is obviously a carrier with c D =Area˝ for any ˝ If ˝ is a quadrature domain with nodes a1 am 2 ˝ then also K D fa1 amgis a carrier but in general with a larger c Any carrier contains a carrier which isminimal with respect to set inclusion but there are usually many different minimalcarriers as the intersection between two carriers need not itself be a carrier In thecase of a quadrature domain as above K D fa1 amg is certainly a minimalcarrier but even in this case there are many other minimal carriers eg obtained bysweeping the mass sitting at the quadrature nodes to a surrounding curve

    If the functional in (347) has a carrier K which is compactly contained in˝ (notonly in D) then ˝ is a ldquoquadrature domain in the wide senserdquo in the terminologyof Shapiro [101] In such a case there exists for any K a complex-valuedmeasure in such that

    1

    h dA DZ

    h d h 2 OD (348)

    One can think of as representing an element in O 0D or in H ˝ In the lattercase (348) says that

    1 D as elements in H ˝

    One cannot in general assert that the measure is real-valued (signed)when (348) holds and even less that it is positive unless one increases the supportconsiderably If in the case of a finite quadrature domain some of the nodes havecoefficients which are non-real then one need to connect them by curves in orderto support a real-valued representing distribution and then thicken the curve toget a real-valued measure which then still will be just a is signed measure Thereason one has to connect points is that complex coefficients mix the real andimaginary parts of an analytic test function and one need curves to resolve this seeExample 62 To get a positive representing measure (which amounts to being ableto choose c D =Area˝ in (346)) one may have to thicken the support quite alot But it is indeed always possible to find such a measure with compact supportin ˝ provided there is a compact carrier in ˝ at all see [26 48]

    The search for minimal carriers which support positive measures leads to thenotion of potential theoretic skeleton or mother body to be discussed in Chap 6An illustrative example is the half-disk

    ˝ D fz 2 C W jzj lt 1 Re z gt 0g

    311 Analytic Functionals 45

    By partial integration combined with analytic continuation the Schwarz functionsof the two boundary arcs one easily writes (348) on the specific form

    1

    h dA DZ

    h d

    for any curve ˝ joining the points ˙i 2 ˝ Here D is a complex-valued measure on obtained from the jump ŒSz across between the twoSchwarz functions (precisely d D 1

    i ŒSz dz along ) Thus any such curve isa carrier for M in fact a minimal carrier One can also choose to be a real-valueddistribution of order one on

    So there are very many minimal carriers Taking the intersection of the convexhulls of them gives the unique minimal convex carrier namely the vertical segmentŒiCi This will however not be of much interest in connection with our mainproblem later on namely zeros of orthogonal polynomials What will be of moreinterest is that among all the above carriers there is a unique one which supportsa real-valued measure in fact a positive measure This is computed explicitly inSect 76 and found to agree quite well with our computational findings on locationsof zeros

    Chapter 4Exponential Orthogonal Polynomials

    Abstract This chapter contains some initial results obtained by direct or classicalmethods on the zeros of the exponential orthogonal polynomials For examplewe estimate the decay of coefficients of orthogonal expansion by using a result ofJL Walsh and we prove that the zeros always stay in the convex hull of the closureof the domain In addition we identify the zeros as also being eigenvalues of theappropriate Hessenberg matrices and we elaborate this connection further in thecase of quadrature domains

    41 Orthogonal Expansions

    If˝ is not a quadrature domain then the monomials f1 z z2 g are linearly inde-pendent in Ha˝ We shall consider the result of orthogonalizing this sequenceThe nth monic orthogonal polynomial which also can be characterized as the nthmonic polynomial of minimum norm will be denoted

    Pnz D zn C terms of lower degree D ˘ njD1z zj (41)

    z1 zn being the zeros of Pn Strictly speaking one should write zn1 znn The

    corresponding normalized polynomial is

    pnz D nzn C terms of lower degree n gt 0 (42)

    The counting measure is

    13n D 1

    n

    nXjD1

    ızj (43)

    We shall also use the notation

    Vn D VPn D fzn1 znn g (44)

    for this spectrum It is easy to see using (39) that z11 always is the center of massof ˝

    copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_4

    47

    48 4 Exponential Orthogonal Polynomials

    As will become clear in Chap 5 the zero set Vn can also be characterized as thespectrum of the shift operator Z when this is truncated to the subspace of Ha˝

    generated by f1Z1Z21 Zn11g It is also the spectrum of certain a Hessenbergmatrix see Sect 43 below

    If ˝ is a quadrature domain of order d then 1 z zd1 are still linearlyindependent and can be orthonormalized Thus P0 Pd1 exist and are uniquelydetermined One can also define Pd namely as the unique monic polynomial ofdegree d with jjPdjj D 0 Thus Pd D 0 as an element of Ha˝ It is easy to seethat the zeros of Pd are exactly the quadrature nodes multiplicities counted

    As is clear from the above if˝ is a quadrature domain then CŒz is always densein Ha˝ independent of the topology of ˝ However if ˝ is not a quadraturedomain then CŒz is dense in Ha˝ only under some topological assumptionSince the norm of Ha˝ is weaker than most standard norms on analytic functionsit is enough to assume that ˝ is simply connected in order to ensure denseness ofthe polynomials On the other hand polynomials are not dense if ˝ is an annulussee Example 72

    For most of this chapter we assume that ˝ is simply connected Then CŒz isdense in Ha˝ so the polynomials pn (see (42)) make up an orthonormal basis inHa˝ (even in H ˝ if ˝ is not a quadrature domain) and any f 2 Ha˝ canbe expanded

    f D1X

    nD0cnpn

    with coefficients given by

    cn D h f pni

    where h f pni D h f pniH ˝ Of course we haveP jckj2 D jj f jj2 lt 1 but if f is

    analytic in a larger domain there are better estimates of the coefficientsLet

    g˝ez1 D log jzj C harmonic z 2 ˝e

    be Greenrsquos function of the exterior domain (or open set) with a pole at infinityand having boundary values zero on ˝ Assuming that f is analytic in someneighborhood of ˝ define R D R f gt 0 to be the largest number such that f isanalytic in Cnfz 2 ˝e W g˝ez1 gt log Rg ie such that f is analytic in the unionof ˝ with the bounded components of C n˝ and in the unbounded component ofC n˝ up to the level line g˝ez1 D log R of g˝e1 Then we have

    Proposition 41 With notations and assumptions as above

    lim supn1

    jh f pnij1=n 1

    R f

    41 Orthogonal Expansions 49

    Proof The theorem is an immediate consequence of a result by Walsh [108] onuniform approximation with f as in the theorem there exist polynomials Qn (bestuniform approximants) of degree n such that

    lim supn1

    jj f QnjjL1˝1=n 1

    R f

    The rest is easy in view of the estimate (35) Since h f pni D h f Pn1kD0 ckpk pni

    we have with Qn as above

    jh f pnij jj f n1XkD0

    ckpkjjH ˝ jjf Qn1jjH ˝ Cjj f Qn1jjL1˝

    This gives the assertion of the propositionRecall from (337) the expansion of the Cauchy kernel

    kz D 1

    zD

    1XnD0

    qnzpn (45)

    where the coefficients

    qnz D h 1

    z pni (46)

    make up the dual basis with respect to the Silva-Koumlthe-Grothendieck pairing Nowthe pn are orthonormal polynomials but this does not mean that the qnz arepolynomials In fact they cannot be since they tend to zero as z 1 but if ˝ is aquadrature domain they are at least rational functions

    Expanding (46) near infinity in z gives since pn is orthogonal to allpolynomials of degree lt n

    qnz D 1X

    kD0

    hk pnizkC1 D 1

    nznC1 C O1

    znC2 (47)

    As a side remark from

    pnz1

    zD pn pnz

    zC pn

    1

    z

    one gets the somewhat remarkable identity

    pnzqnz D h 1

    zpn pni

    which makes sense at least for z 2 ˝e

    50 4 Exponential Orthogonal Polynomials

    As an application of Proposition 41 we have since kz is analytic (as a functionof ) in all C n fzg that the radius of analyticity R f for f D kz with z in theunbounded component of ˝e is

    Rkz D expŒg˝ez1

    If˝ is a quadrature domain of order d then the dual basis qn in (46) can be madefairly explicit Indeed using (344) and (47) one concludes that the sum in (338) isfinite

    1 Ezw Dd1XnD0

    qnzqnw

    and more precisely is of the form

    1 Ezw Dd1XkD0

    Qkz

    Pz

    Qkw

    Pw (48)

    where Qk is a polynomial of degree k (exactly) and Pz D Pdz is the monicpolynomial with zeros in the quadrature nodes as in (344) Cf [37] where thesame expansion was derived in a slightly different manner

    In summary the dual basis is in the case of a quadrature domain given by qn D 0

    for n d and

    qnz D Qdn1zPz

    for 0 n lt d

    42 Zeros of Orthogonal Polynomials

    The most direct way of characterizing the set of zeros of the monic orthogonal poly-nomials Pn is perhaps via the minimization problem that it solves Parametrizing ageneral monic polynomial of degree n by its zeros a1 an 2 C and setting

    Ina1 an D jjnY

    kD1z akjj2

    D 1

    2

    HzwnY

    kD1z ak

    nYjD1 Nw Naj dAzdAw (49)

    42 Zeros of Orthogonal Polynomials 51

    we arrive at the problem

    mina1an2C Ina1 an (410)

    for which the unique solution is aj D znj (j D 1 n) up to a permutation Thevariational formulation of this problem says exactly that the minimizer Pnz DQn

    kD1z zk is orthogonal to all polynomials of lower degreeOne readily checks that Ina1 an is a plurisubharmonic function of the

    variables a1 an In fact computing derivatives gives that

    2

    akNajIna1 an D h

    QniD1z ai

    z ak

    QniD1z ai

    z aji

    from which

    nXkjD1

    2

    akNajIna1 ank

    Nj

    D hnY

    iD1z ai

    nXkD1

    k

    z ak

    nYiD1z ai

    nXjD1

    j

    z aji 0

    that is the complex Hessian matrix is positive semidefiniteThe above statements are true for general Hilbert space norms but what is special

    for the space Ha˝ is that the integral (49) in the definition of Ina1 an canmany times be pushed down to a smaller set For example whenever ˝ is smoothreal analytic it can be pushed down to a compact subset of˝ because the functionalh 7 hh 1i D 1

    R˝ h dA h 2 OD in (347) will then have a carrier which is

    compact in ˝ and when ˝ is a quadrature domain the integral can be representeddirectly on the quadrature nodes

    Unfortunately it seems still difficult to push these facts to any specific conclusionby using directly the minimization of (49) For example it is evident from theexample to be given in Sect 76 that the zeros will generally not go into the uniqueminimal convex carrier of the analytic functional (347) Compare discussions at theend of Sect 311 What we can prove is only that they go into the convex hull of thedomain itself

    Theorem 41 If ˝ is not a quadrature domain then

    Vn conv ˝ (411)

    for all n D 1 2 If ˝ is a quadrature domain of order d then (411) holds for1 n d

    52 4 Exponential Orthogonal Polynomials

    Proof Let D be a half plane containing˝ We need to show that Pn has no zeros inDe So to derive a contradiction assume that b 2 De is a zero of Pn and let a 2 Dbe the reflected point with respect to D Then za

    zb Pnz is a monic polynomial ofdegree n different from Pnz even as an element in Ha˝ Thus

    jjPnzjj lt jj z a

    z bPnzjj

    On the other hand when iii of Lemma 24 is expressed in terms of the H ˝

    norm it shows that

    jjPnzjj jj z a

    z bPnzjj

    This contradiction proves the theoremFurther results on the zeros of the orthogonal polynomials obtained by operator

    theoretic methods will be given in Chap 5 In particular Theorem 41 will beproved again at the end of Sect 51

    43 The Hessenberg Matrices

    The zeros z1 zn can be characterized as being the eigenvalues of variousmatrices associated to ˝ for example matrices for truncated shift operators whichwe here discuss briefly from the point of view of Hessenberg matrices in acohyponormal setting Further studies related to hyponormal operator theory willfollow in Chap 5

    We start from (42) and use again Z for the operator of multiplication by z inHa˝ Then

    Zpkz DnX

    jD0hZpk pjipjz D

    nXjD0

    bkjpjz D

    Dn1XjD0

    bkjpjzC bknpnz 0 k n 1

    where the coefficients bkj D hZpk pji vanish whenever k C 1 lt j because pj isorthogonal to all polynomials of degree lt j Letting k run from zero to n 1 for a

    43 The Hessenberg Matrices 53

    given n this gives

    z

    0BBBBBBBBB

    p0zp1zp2z

    pn1z

    1CCCCCCCCCA

    D

    0BBBBBBBBB

    b00 b01 0 0 0 0

    b10 b11 b12 0 0 0

    b20 b21 b22 b23 0 0

    0 0

    bn2n1 0

    bn10 bn11 bn12 bn13 bn1n1 bn1n

    1CCCCCCCCCA

    0BBBBBBBBBB

    p0zp1zp2zp3z

    pn1zpnz

    1CCCCCCCCCCA

    D

    0BBBBB

    b00 b01 0 0 0

    b10 b11 b12 0 0

    b20 b21 b22 b23 0

    bn2n1

    bn10 bn11 bn12 bn13 bn1n1

    1CCCCCA

    0BBBBBBBB

    p0zp1zp2zp3z

    pn1z

    1CCCCCCCCA

    C pnz

    0BBBBBBBB

    0

    0

    0

    0

    bn1n

    1CCCCCCCCA

    The n n matrix in the last expression is a lower Hessenberg matrix Wenotice that each zero of pnz is an eigenvalue of it the corresponding eigenvectorbeing the column vector with entries p0z pn1z evaluated at that zero Thetranspose matrix which is an upper Hessenberg matrix has the same eigenvaluesand when extended to a full semi-infinite matrix call it M it becomes that matrixwhich represents the operator Z with respect to the basis fpng1

    nD0 in Ha˝ Thecommutation relation

    ŒMM D 1 ˝ 1 D

    0BBB

    0 0

    0 0 0

    0 0 0

    1CCCA

    then imposes stringent quadratic restrictions on the entries of MAs a preview of the coming examples and theoretical considerations we notice

    that a Jacobi-Toeplitz matrix (ie three constant diagonals clustered around themain diagonal) satisfies the above commutator requirement Specifically take a b carbitrary complex numbers and define

    M D

    0BBBBB

    a c 0 0

    b a c 0

    0 b a c0 0 b a

    1CCCCCA

    54 4 Exponential Orthogonal Polynomials

    or in a close form M D bS C aI C cS We denote by S the unilateral shift thatis the matrix with 1 under the main diagonal and zero elsewhere We know thatŒSS D e0 ˝ e0 hence the self-commutator of M becomes

    ŒMM D jcj2 jbj2e0 ˝ e0 D

    0BBB

    jcj2 jbj2 0 0 0 0 0

    0 0 0

    1CCCA

    44 The Matrix Model of Quadrature Domains

    The structure of the Hessenberg matrix touched in the last section is enhanced inthe case of a quadrature domain This topic was developed over two decades by theauthors and we only briefly comment below a few pertinent facts for the main bodyof these lecture notes Full details can be found in [40 80]

    Let ˝ be a bounded quadrature domain of order d and let Ha˝ denote thed-dimensional analytic subspace of H ˝ The position operator Z leaves Ha˝

    invariant and it is co-hyponormal on the larger Hilbert space H ˝ We considerthe scale of finite dimensional subspaces

    Kn D spanfZkHa˝ W 0 k ng D spanfZkZm1 W 0 k n m 0gIn view of the commutation relation

    ŒZZ D 1 ˝ 1

    the operator Z leaves every subspace Kn invariantWe decompose the full space H ˝ into the hilbertian orthogonal sum

    H ˝ D Ha˝˚ K1 K0˚ K2 K1˚ and accordingly Z inherits a block-matrix decomposition

    Z D

    0BBBBB

    Z0 A0 0 0

    0 Z1 A1 0

    0 0 Z2 A2

    0 0 0 Z3

    1CCCCCA

    The self-commutator identity yields

    ŒZkZk C AkA

    k Ak1Ak1 D 0 k 1

    44 The Matrix Model of Quadrature Domains 55

    and

    AkZkC1 D Z

    k Ak

    with the initial condition

    ŒZ0Z0 C A0A

    0 D 1 ˝ 1

    The invariance of the principal function to finite rank perturbations of Z impliesthat

    dimKnC1 Kn D dimHa˝

    and

    ker An D 0

    for all n 0 See [80] for detailsWe have the luxury to change the bases in the wandering spaces and identify them

    all with the same Hilbert space of dimension d Moreover in this identification wecan assume that all transforms An n 0 are positive Consequently we obtain thesimilarity relations

    ZkC1 D AkZkA1k k 0

    The factorization of the exponential transform attached to these data yields forlarge values of jzj jwj

    1 E˝zw D hZ z11 Z w11i D hZ0 z11 Z0 w11i

    Therefore the spectrum of the matrix Z0 coincides with the quadrature nodesmultiplicity included We read from here that the domain ˝ coincides modulofinitely many points to the super level set of the localized resolvent of Z0

    ˝ D fz 2 C W kZ0 z11k gt 1g

    Having the formula for the Cauchy transform of the uniform mass on ˝ embeddedinto the exponential transform factorization also gives a formula for the Schwarzfunction

    Sz D z hZ0 z11 1i C hZ z11 1i

    56 4 Exponential Orthogonal Polynomials

    In general when regarded as a rational function the localized resolvent of amatrix appearing in the above computations carries a special algebraic structure

    Proposition 42 Let A be a complex d d matrix with cyclic vector 2 Cd Then

    kA z1k2 Dd1XkD0

    jQkzj2jPzj2 (412)

    where Pz is the minimal polynomial (of degree d) of A and Qkz are complexpolynomials subject to the exact degree condition

    deg Qk D k 0 k d 1

    The converse also holds true For proofs and a discussion of the geometricimplications of such a hermitian square decomposition see [37] An algebraic curveof equation

    jPzj2 Dd1XkD1

    jQkzj2

    is known as a generalized lemniscate and it is suitable for studying the globalSchwarz reflection into it

    In the setting of the functional model with ˝ is a quadrature domain of order dA D Z and D 1 then Ha˝ can be identified with C

    d and (412) becomes thesame as (48)

    Chapter 5Finite Central Truncations of Linear Operators

    Abstract By interpreting the exponential orthogonal polynomials as characteristicpolynomials of finite central truncations of the underlying hyponormal operator oneopens a vast toolbox of Hilbert space geometry methods In particular we prove inthis chapter that trace class modifications of the hyponormal operator attached to adomain will not alter the convex hull of the support of any cluster point of the countin measures of the roots of the orthogonal polynomials As a sharp departure fromthe case of complex orthogonal polynomials associated to a Lebesgue space weprove that the convex hull of these supports is not affected by taking the union of anopen set with a disjoint quadrature domain However similar to the case of Bergmanorthogonal polynomials we prove that the exponential orthogonal polynomialssatisfy a three term relation only in the case of an ellipse Some general perturbationtheory arguments are collected in the last section

    51 Trace Class Perturbations

    A Hilbert space interpretation of the orthogonal polynomials considered in thepreceding sections touches the classical topics of the asymptotics of the spectra offinite central truncations of a linear bounded operator along the Krylov subspacesassociated to a privileged (cyclic) vector

    We start by recalling (with proofs) some well-known facts Let A 2 L H be alinear bounded operator acting on the complex Hilbert space H and let 2 H be anon-zero vector We denote HnA the linear span of the vectors A An1and let n be the orthogonal projection of H onto this finite dimensional subspaceOf interest for our study is the asymptotics of the counting measures n ofthe spectra of the finite central truncations An D nAn or equivalently theasymptotics of the evaluations of these measures on complex analytic polynomials

    Zpzdnz D tr pAn

    n p 2 CŒz

    copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_5

    57

    58 5 Finite Central Truncations of Linear Operators

    Indeed the monic orthogonal polynomials Pn in question minimize the func-tional (semi-norm)

    kqkA D kqAk q 2 CŒz

    and the zeros of Pn (whenever they are unambiguously defined) coincide with thespectrum of An To be more specific the following well-known lemma holds

    Lemma 51 Assume that HnA curren HnC1A and let the polynomial Pnz Dzn C qn1z deg qn1 n 1 satisfy

    PnA HnA

    Then detz An D Pnz

    Proof Remark that for every k n 1 we have

    Akn D nAnAn nAn D nAk

    By the assumption HnA curren HnC1A the vectors An An1n are

    linearly independent and they generate the subspace HnA that is is a cyclicvector for An According to the Cayley-Hamilton theorem the minimal polynomialof An coincides with its characteristic polynomial Qnz In particular

    QnAn Akn k lt n

    One step further for any k lt n one finds

    hQnAAki D hQnA nAki D hQnAnAki D 0

    Thus Qn D PnAn immediate consequence of the above observation is that the spectra of the

    finite rank central truncations An are contained in the closure of the numerical rangeWA of A Indeed

    An WAn WA

    We recall that the numerical range of A is the set

    WA D fhAx xi W x 2 H kxk D 1g

    A basic theorem of Hausdorff and Toeplitz asserts that WA is a convex set whichcontains the spectrum of A in its closure

    Next we prove that the asymptotics of the counting measures of the truncationsAn is not affected by trace-class perturbations Denote by jAj1 D tr

    pAA the trace

    norm of an operator A and by C1H the set of those A 2 H with jAj1 lt 1

    51 Trace Class Perturbations 59

    Proposition 51 Let AB 2 L H with AB of finite trace AB 2 C1H Thenfor every polynomial p 2 CŒz we have

    limn1

    tr pAn tr pBn

    nD 0

    Proof It suffices to prove the statement for a monomial pz D zk Denote C DA B the trace class difference between the two operators Using then the generalidentity

    Akn Bk

    n DkX

    jD1Aj1

    n An BnBkjn

    it follows that there exists a polynomial Sku v with positive coefficients with theproperty

    jtrAkn Bk

    nj SkkAnk kBnkjAn Bnj1

    Since jAn Bnj1 jCj1 one finds

    jtrAkn Bk

    nj SkkAk kBkjCj1and the proof is complete

    Corollary 51 Let n 13n denote the counting measures of the spectra of Anrespectively Bn above Then

    limn1Œ

    Zdn

    zZ

    d13n

    z D 0

    uniformly on compact subsets which are disjoint of the convex hull of A[ BSimilarities which are implemented by almost unitary transformations (in the

    trace-class sense) also leave invariant the asymptotics of our counting measures

    Corollary 52 Let U 2 L H be a unitary operator and L 2 C1H a trace-class operator so that X D U C L is invertible Let A 2 L H be a linearbounded operator with a distinguished non-zero vector 2 H Denote B D X1AX D X1 and consider the finite central truncations An Bn along the subspacesHnA respectively HnB Then for every complex polynomial p 2 CŒz wehave

    limn1

    tr pAn tr pBn

    nD 0

    We put the above techniques at work and elaborate another proof of Theorem 41This goes as follows Let T 2 L H be a hyponormal operator and 2 H

    60 5 Finite Central Truncations of Linear Operators

    a distinguished vector The monic orthogonal polynomial with respect to theseminorm kpTk is denoted as above by Pnz Then the claim is that all zerosof Pn lie in the convex hull of the spectrum of T

    Indeed assume that one zero z D does not belong to the convex hull of thespectrum of T Let ` denote a real line separating strictly from the convex setWT Denote by the symmetric point of with respect to this line Then theoperator T is invertible hyponormal and its norm coincides with the spectralradius Hence

    kT T 1k lt 1

    Consequently

    kT T 1PnTk lt kPnTk

    which contradicts the minimality of kPnTk

    52 Padeacute Approximation Scheme

    The specific positivity structure of the exponential transform of a bounded planardomain imposes an adapted Padeacute approximation scheme This rational approxima-tion becomes exact in the case of quadrature domains and it is useful in treating allsemi-normal operators which share the same principal function

    We work with an irreducible hyponormal operator of T 2 L H with rank-oneself-commutator

    ŒTT D ˝

    The associated characteristic function that is the exponential transform of aprincipal function g is

    Ezw D detT zT wT z1T w1 D

    D 1 hT w1 T z1i D 1 1X

    k`D0

    bk`

    zkC1w`C1

    Fix a positive integer N and denote by TN the finite central truncation of theoperator T to the linear subspace generated by the vectors T TN1Then

    hTkT`i D hTkN T

    `N i k N 1 ` N or k N ` N 1

    52 Padeacute Approximation Scheme 61

    Thus it is natural to consider the rational function

    ENzw D 1 hTN w1 T

    N z1i

    as an optimal approximate of Ezw in a neighborhood of the point at infinityRemark that

    ENzw D QNzw

    PNzPNw

    where PN is the associated orthogonal polynomial whenever it is unambiguouslydefined and the polynomial kernel QNzw is positive semi-definite and has degreeat most N 1 in each variable

    A minimal number of assumptions characterizes in fact the rational approxima-tion by EN as follows

    Theorem 51 Let Ezw D 1P1k`D0

    bk`

    zkC1w`C1 be the exponential transform of ameasurable function of compact support g 0 g 1 attached to the hyponormaloperator T Fix a positive integer N

    There exists a unique formal series

    Ezw D 1 1X

    k`D0

    ck`

    zkC1w`C1

    with the matching property

    ck` D bk` for 0 k N 1 0 ` N or 0 k N 0 ` N 1

    and positivity and rank constraints

    ck`1k`D0 0 rankck`

    1k`D0 minN n

    where n D rankbk`Nk`D0

    In this case Ezw D ENzw Moreover Ezw D Ezw as formal series ifand only if the function g is the characteristic function of a quadrature domain oforder d N

    Proof Assume the infinite matrix ck`1k`D0 is subject to the two conditions in the

    statement Then either detck`N1k`D0 D detbk`

    N1k`D0 D 0 or detck`

    N1k`D0 gt 0

    In the first case we know that E is the exponential transform of a quadraturedomain of order d N 1 and there exists a unique positive semi-definiteextension rank preserving extension of the matrix bk`

    N1k`D0 Then necessarily

    Ezw D ENzw D EzwIn the second situation condition detck`

    Nk`D0 D 0 defines unambiguously the

    entry cNN Then again there is a unique infinite matrix completion of ck` which

    62 5 Finite Central Truncations of Linear Operators

    preserves rank and semi-positivity In addition we identify

    ck` D hT`N T

    kN i

    first for k ` N and then for all values of k `The difference between the exponential transform and its diagonal Padeacute approx-

    imant above is easy to control outside the convex hull of the support of the originalfunction g

    Corollary 53 Under the assumptions in the theorem above let K D conv suppgdenote the convex hull of the closed support of the function g and let F be a compactset disjoint of K Then

    limN1 jENzw Ezwj D 0

    uniformly for zw 2 F

    Proof The closed support of the principal function g is equal to the spectrum ofthe irreducible hyponormal operator T Let c 2 C be an auxiliary point Since thespectral radius of T aI is equal to its norm there exists a center c and radius R gt 0so that K DcR and j cj gt R for all 2 F Let R0 D inf2F j cj andremark that R0 gt R as F is compact Then we can write Neumann series expansionsof the two kernels centered at c

    Ezw D 1 hT c w c1 T c z c1i D

    1 1X

    k`D0

    hT ck T c`iw ckC1z c`C1

    According to the above theorem

    Ezw ENzw D hT cN T cNiw cNC1z cNC1 hT

    N cN TN cNiw cNC1z cNC1 C

    1XkgtN or `gtN

    hT ck T c`iw ckC1z c`C1

    hTN ck TN c`iw ckC1z c`C1

    Remark that kTN ck kT ck In conclusion for all zw 2 F we obtain

    jEzw ENzwj 2R2N

    R02NC

    1XkgtN or `gtN

    RkC`

    R0kC`C2

    Finally we record below a simple observation pertaining to the matrix approx-imation of the multiplier Z D Mz in the functional space H ˝ Specifically

    53 Three Term Relation for the Orthogonal Polynomials 63

    passing to the final central truncations Zn we obtain

    Zn z11 1

    zD npn

    znC1 C O1

    znC2

    and

    Zn z11 Dn1XkD0

    qkzpk

    Compare (337) or (45) We recall that pk are the orthogonal polynomials associ-ated to ˝ while qkz D h 1

    z pki make up the dual basis see (46)

    53 Three Term Relation for the Orthogonal Polynomials

    We show in analogy with the known case of Bergman orthogonal polynomialsthat the ellipse is the only bounded domain for which the exponential orthogonalpolynomials satisfy a three term relation

    From the very beginning we exclude the case of a quadrature domain wherehigher degree exponential orthogonal polynomials cannot be defined withoutambiguity

    Theorem 52 Let˝ be a bounded open set in C which is not a quadrature domainThe exponential orthogonal polynomials satisfy a three term relation if and only if˝ is an ellipse

    Proof Let T 2 L H denote the irreducible hyponormal operator with rank-oneself commutator and spectrum equal to the closure of˝ Since˝ is not a quadraturedomain the space H is spanned by the orthonormal system pnT n 0 wherepn are the exponential orthonormal polynomials and ŒTT D ˝ A three termrelation for the orthogonal polynomials is equivalent to the matrix representation ofT by three non-zero diagonals Indeed the assumption is

    zpnz D cnC1pnC1zC anpnzC bnpn1z

    where an bn cn are complex numbers and p1 D 0 Hence

    TpnT D cnC1pnC1T C anpnT C bnpn1T

    64 5 Finite Central Truncations of Linear Operators

    The matrix representations of T and T are

    T D

    0BBBBB

    a0 b1 0 0

    c1 a1 b2 00 c2 a2 b3 0 0 c3 a3

    1CCCCCA

    respectively

    T D

    0BBBBB

    a0 c1 0 0

    b1 a1 c2 00 b2 a2 c3 0 0 b3 a3

    1CCCCCA

    The self-commutator is represented in the same basis as

    ŒTT D

    0BBBBB

    r 0 0 0 0 0 0 0

    0 0 0 0

    0 0 0 0

    1CCCCCA

    where r gt 0Writing on the matrix elements the commutator equation yields a system of non-

    linear equations

    ja0j2 C jb1j2 D r C ja0j2 C jc1j2 jc1j2 C ja1j2 C jb2j2 D jb1j2 C ja1j2 C jc2j2

    a0c1 C b1a1 D a0b1 C c1a1 a1c2 C b2a2 D a1b2 C c2a2

    and

    b1c2 D c1b2 b2c3 D c2b3

    We infer from the first relations

    jbkj2 D r C jckj2 k 1

    in particular bk curren 0 k 1

    53 Three Term Relation for the Orthogonal Polynomials 65

    If there exists cn D 0 then the last string of relations imply ck D 0 for all k 1But then T D that is the cyclic space of T with respect to the vector hasdimension one and this occurs only if ˝ is a disk This case was excluded from thebeginning

    We can assume therefore that all matrix entries ck k 1 are non-zero Then

    jbkj2jbkC1j2 D jckj2

    jckC1j2 D r C jckj2r C jckC1j2 k 1

    This implies

    jb1j D jb2j D jb3j D jc1j D jc2j D jc3j D

    Further on we can pass to a unitary equivalence UTU without changing thespectrum of T or the assumptions on the three term recurrence relations With U Ddiag0 1 2 we achieve

    b1 D b2 D b3 D D s gt 0

    Then the third string of relations imply

    c1 D c2 D c3 D D u 2 C

    Finally the second string of relations yield

    uak C sakC1 D uakC1 C sak k 0

    Consequently

    uak sak D ua0 sa0 k 0

    Since juj curren s these equations have unique solution

    a1 D a2 D a3 D D a

    The translation T 7 T aI does not change the statement so we can assumea D 0 In conclusion T has zero on the main diagonal and constants on the borderingsubsuper diagonals Denoting by S the unilateral shift on `2N we obtain T DuS C S That is the spectrum of T is an ellipse

    66 5 Finite Central Truncations of Linear Operators

    54 Disjoint Unions of Domains

    It is legitimate to ask what happens with the zeros of the exponential orthogonalpolynomials when two disjoint supporting sets are put together The case of Szegoumlor Bergman orthogonal polynomials was thoroughly studied by Widom [110]respectively Saff Stylianopoulos and the present authors [50]

    Let Ai 2 L Hi i D 1 2 be two linear bounded operators and fix somenon-zero vectors i 2 Hi Assume that the spectra Ai i D 1 2 are disjointThe multiplicative property of the exponential transform leads to the followingconstruction suppose that there exists a linear operator A 2 L H with adistinguished vector 2 H so that

    1 kA1 z11k21 kA2 z12k2 D 1 kA z1k2for jzj large enough The main question is what is the relation between theasymptotics of the spectra of the finite central truncations of A and those of A1A2along the subspaces HnA respectively HnAi i

    To start investigating this question we polarize the identity above and rearrangethe terms

    hA1 z11 A1 w11i C hA2 z12 A2 w12i D

    hA z1 A w1iC

    hA1 z11 ˝ A2 z12 A1 w11 ˝ A2 w12iRegarding the latter as the Gram matrix of a family of vectors we infer that there

    exists an isometric transformation

    V W H1 ˚ H2 H ˚ H1 ˝ H2

    with the property

    V

    A1 z11A2 z12

    D

    A z1A1 z11 ˝ A2 z12

    The tensor product of two resolvents can be linearized by the usual resolventequation trick Note first that the elementary operators I ˝ A2 A1 ˝ I commuteand their spectra are disjoint Hence I ˝ A2 A1 ˝ I is invertible by the spectralmapping theorem for analytic functional calculus of commuting pairs Then

    A1 z1 ˝ I I ˝ A2 z1 D

    A1 z1 ˝ II ˝ A2 z A1 z˝ II ˝ A2 z1 D

    A1 z1 ˝ A2 z1ŒI ˝ A2 A1 ˝ I

    54 Disjoint Unions of Domains 67

    Hence

    A1 z11 ˝ A2 z12 D

    ŒI ˝ A2 A1 ˝ I1A1 z1 ˝ I I ˝ A2 z11 ˝ 2

    By integrating the above identity along a large circle with the differential formpzdz we get for an arbitrary polynomial p 2 CŒz

    V

    pA11pA22

    D

    pApA1˝IpI˝A2

    I˝A2A1˝I 1 ˝ 2

    We know that a trace-class perturbation will not alter the asymptotics ofthe orthogonal polynomials associated to these pairs of operators and vectorsTherefore assuming that dim H2 lt 1 we can work only with polynomials pzwhich annihilate A2 W pA2 D 0 We obtain then an isometric map

    WpA11 D

    pAI ˝ A2 A1 ˝ I1pA11 ˝ 2

    pA2 D 0

    We introduce the operator D W H1 H1 ˝ H2

    Dx D I ˝ A2 A1 ˝ I1x ˝ 2

    and remark that kDxk kxk for x D pA11 pA22 D 0 Note also that

    A1 ˝ ID D DA1 (51)

    With these preparations we are ready to prove the following surprising resultabout the invisibility of quadrature domains in the asymptotics of the zeros ofexponential orthogonal polynomials associated to disjoint unions of open sets

    Theorem 53 Let ˝ D ˝1 [ ˝2 be a disjoint union of a bounded open set ˝1

    with a quadrature domain˝2 The zeros of the exponential orthogonal polynomialsassociated to ˝ cluster in the convex hull of ˝1

    Proof Modulo changing the complex variables into the conjugate ones we areworking in the setting described above A1A2 are the cohyponormal operatorsattached to ˝1 respectively˝2 A is attached to ˝ etc

    Let Pn denote the orthogonal polynomials attached to ˝ that is orthogonalizingthe semi-norm kpAk Since a finite rank perturbation does not affect the convexhull of the zero asymptotics we can work only in the subspace of polynomialsp 2 CŒz which annihilate A2 along the vector 2 that is pA22 D 0 In particularfor these polynomials we have

    kpA11k2 kDpA11k2 D kpAk2

    68 5 Finite Central Truncations of Linear Operators

    or by polarization and using the intertwining relation (51)

    hA1 cx xi hA1 c˝ IDxDxi D hAy yi

    where c 2 C and x D pA11 y D pAAssume that r ReA1 c r for a non-negative r Then obviously ReA

    c˝ I satisfies the same bounds and because

    kxk2 kDxk2 D kyk2

    we obtain

    rkyk2 RehA cy yi rkyk2

    This proves that any weak limit of the zeros of the orthogonal polynomialsPn has support contained in the numerical range of A1 hence the statement of thetheorem

    Since the operator A1 ˝ I I ˝ A2 is cohyponormal invertible if dist˝1˝2 gt

    0 and k2k2 D Area˝2 we can complement the above statement by thequantitative observation

    kDk p

    Area˝2p dist˝1˝2

    Numerical experiments illustrating the asymptotic zero distribution in the caseof an external disk and also comparison with the corresponding behavior forBergman orthogonal polynomials can be found in Sects 781 and 782 belowFigs 711ndash714 The zeros ignore the disk in sharp contrast with the situationfor a disjoint union of two non-quadrature domains illustrated by Fig 715 inSect 7101

    55 Perturbations of Finite Truncations

    Let ˝ be a bounded quadrature domain with mother body (this concept to beprecisely defined in Sect 61) a positive measure supported on a compact subsetK ˝ Specifically we here just assume just that the functional f 7 R

    ˝fdA

    ( f 2 O˝) has a compact carrier (in˝) which by discussions in Sect 311 meansthat there exists and K as above such that

    f dA DZ

    Kf d f 2 O˝

    We assume that ˝ is not a finite quadrature domain

    55 Perturbations of Finite Truncations 69

    The inner product in the space H ˝ can in this case be pushed to the set K aswe know

    h f gi D 1

    2

    ZHzwf zf wdzdw

    As in previous sections we denote by the same letter the positive operator

    Hf w D 1

    ZHzwf zdz

    We will be interested in evaluating this operator on polynomials f 2 CŒz remarkingthat H is Hilbert-Schmidt (and even more smooth) on L2 due to the compactnessof K and the analyticityanti-analyticity of the integral kernel Hzw

    We will perform simultaneously spectral analysis approximation in two non-equivalent norms Besides the inner product h i of the space H ˝ we alsoconsider the inner product in the Lebesgue space L2 The norm in H ˝

    will be simply denoted k k while the norm in L2 carries a subscript k k2The orthonormal polynomials in H ˝ are denoted as before by pn

    pnz D nzn C Ozn1

    while the orthonormal polynomials in L2 are

    qnz D nzn C Ozn1

    The significance of the leading coefficients n n is classical

    1n D inf

    deg f n1 kzn f k 1n D inf

    deg f n1 kzn f k2

    Finally to fix notation we denote by n the orthogonal projection of H ˝ ontothe polynomials of degree less than or equal to n 1 and by n the correspondingorthogonal projection in L2 For an linear operator T on one of the two Hilbertspaces we denote Tn D nTn or Tn D nTn the respective compressions Asproved before the operator Z D Mz of multiplication by the variable on H ˝

    has finite central truncations Zn with characteristic polynomials equal to pn whilethe normal operator A D Mz on L2 produces finite central truncations An whosecharacteristic polynomials are the orthogonal polynomials qn

    Let f g 2 Cn1Œz be polynomials of degree less than or equal to n 1 Then

    hZf gi D h f Zgi D Hf zg D zHf g D AHf g

    70 5 Finite Central Truncations of Linear Operators

    and one step further we can keep track of the orthogonal projections and insertwhenever possible the corresponding orthogonal projections

    hZf gi D hnZn f gi Hf zg D nC1Hn f Ang etc

    We end up with the identity

    HnZn D nAnC1Hn D A

    n Hn C nAnC1 nHn

    Since˝ is not a finite point quadrature domain the operator Hn is strictly positiveon Cn1Œz

    We expect in general that the difference

    HnZn H1

    n An D nAnC1 nHnH1

    n

    converges to zero in the operator topology which would provide the expectedasymptotics for the spectrum of Zn To be more specific we isolate the followinggeneral observation We denote by conv K the convex hull of the compact set K

    Proposition 52 Assume in the above notation that

    lim sup kH1n ZnHn Ank D r lt 1

    Let nk 2 Znk k 1 be a sequence of spectral points converging to Then

    dist conv K r

    Proof We drop the subsequence notation and consider a unit vector un with theproperty

    H1n ZnHnun D nun

    Since A is a normal operator the point n D Anun un belongs to the numericalrange of A that is conv K But

    jn nj D jH1n ZnHnun Anun unj kH1

    n ZnHn Ank

    and the statement follows by passing to the limitNext we analyze in more detail the defect operator D

    n D H1n ZnHn An The

    difference of two orthogonal projections in its expression is rank one

    nC1 n D qn qn

    whence

    Dn WD nAnC1 nHnH1n D nAqn qnHnH1

    n D nAqnH1n nHqn

    55 Perturbations of Finite Truncations 71

    The good news is that we can further simplify this rank one matrixFirst remark that

    Aqn1 D zn1zn1 C Ozn1 D n1n

    qnzC Ozn1

    and consequently

    nAqn qn1 D qnAqn1 D n1n

    Since

    nAqn qk D qn zqk D 0 k n 2

    we infer

    nAqn D n1n

    qn1

    The other factor in the difference operator Dn can be simplified as well For anarbitrary vector f one has

    HnH1n f qn D f H1

    n nHqn

    We decompose in orthogonal components

    Hqn D s C t deg s n 1 nt D 0

    On the other hand there exists a polynomial h 2 Cn1Œx which satisfies

    Hh D s C t0 nt0 D 0

    By its definition s D Hnh hence

    h D H1n nHqn

    By subtracting the two equations we find that the polynomial qn h of degree equalto n satisfies Hqn h Cn1Œz in the inner product of L2 That is qn h isorthogonal to Cn1Œz in the space H ˝ Consequently qn h is a scalar multipleof pn We find

    h D qn n

    npn

    by Cramerrsquos rule for computing the inverse of a matrix

    72 5 Finite Central Truncations of Linear Operators

    Putting all these computations together we arrive at the following statement

    Theorem 54 Let ˝ be a bounded open set which admits a quadrature identity foranalytic functions with respect to a positive measure supported by a compact subsetK of ˝ If

    limn1

    n1n

    kqn n

    npnk2 D 0

    then any weak limit of the counting measures of the exponential orthogonalpolynomials is supported by the convex hull of K

    The case of an ellipse is extreme for the above theorem because the systems oforthogonal polynomials pn and qn coincide up to the right normalization thatis qn D n

    npn for all n 0

    For regular measures the general theory of orthogonal polynomialsimplies that the quotient n1

    nconverges to 1=capK hence only condition

    limn1 kqn nn

    pnk2 D 0 suffices for the spectral asymptotics

    Corollary 54 Assume under the hypotheses of the theorem that the closed supportK of the quadrature measure decomposes into a disjoint union K D fg [ K0 Thenany weak limit of the counting measures of the exponential orthogonal polynomialsis supported by the convex hull of K0

    Proof We know that a finite rank perturbation of the operator Z will not change theasymptotics of the exponential orthogonal polynomials Then we repeat the proofof the theorem by considering orthogonal projections onto the maximal ideal ofpolynomials vanishing at Remarking that the vanishing condition is still valid forthe new sequence of projections

    The computations of the preceding section can be better understood from thepoint of view of Cholesky decomposition of positive definite matrices The notationis the same In the end we will need to work with the monic orthogonal polynomialsse we denote for all n 0

    Pnz D pnz

    nD zn C nzn1 C lower order terms

    Qnz D qnz

    nD zn C ınzn1 C lower order terms

    We still have hPnPki D QnQk D 0 for all k curren nThe connection between orthogonal polynomials and moment matrices is well

    known and can be derived from the decompositions

    zn D rnnpnzC rnn1pn1zC

    zn D snnqnzC snn1qn1zC

    55 Perturbations of Finite Truncations 73

    which yield

    hzn zki DX

    jminnk

    rnjrkj

    respectively

    zn zk DX

    jminnk

    snjskj

    Denoting by B D hzn zki1nkD0 and N D zn zk1nkD0 the corresponding momentmatrices and by R D rj`

    1j`D0 S D sj`

    1j`D0 the lower triangular matrices above

    we obtain Cholesky decompositions

    B D RR N D SS

    Note that the rows of the inverse matrices R1 and S1 coincide with thecoefficients of the orthogonal polynomials pn respectively qn as derived from theidentities

    1 z z2 z3 T D R p0z p1z p2z T

    1 z z2 z3 T D Sq0z q1z 22z T

    The transition matrix C entering into the decomposition

    pn DXkn

    cnkqk

    is therefore

    C D R1S

    Remark that C1 is Hilbert-Schmidt because

    ınm D Hpn pm DXk`

    cnkHqk q`cm`

    or in closed matricial form

    I D CHC

    The quantitative defect in the spectral asymptotic theorem above is

    kqn pn

    cnnk22 D

    n1XkD0

    j cnk

    cnnj2

    74 5 Finite Central Truncations of Linear Operators

    And we want in the best scenario that this sequence converges to zero One sufficientcondition is stated below

    Proposition 53 Assume that the measure is regular and that the matrix Hassociated to the H-kernel with respect to the orthonormal basis of polynomialsin L2 admits the LDU decomposition

    H D I C LDI C L

    where D is a diagonal operator and L is a Hilbert-Schmidt strictly lower triangularoperator Then any weak limit of the counting measures of the exponentialorthogonal polynomials is supported by the convex hull of K D supp

    Again the ellipse is relevant as in this case H D D

    56 Real Central Truncations

    There is flexibility in chopping out the quantized hyponormal operator T associatedto a bounded open set ˝ of the complex plane Leaving aside the Krylov spacesattached to T and the range of self-commutator we can envisage a ldquorealrdquo cut-offrather than the ldquocomplexrdquo truncations used throughout these notes

    Quite specifically let ŒTT D ˝ be the irreducible hyponormal operatorwith principal function gT D ˝ We consider the linear subspaces

    Vn D spanfTiTj maxi j ng

    and the orthogonal projections n onto them Let Rn D nTn be the compression ofT to the finite dimensional subspace Vn Clearly n monotonically converges in thestrong operator topology to the identity Henceforth we call Rn the n-th order realcentral truncation of T

    Note that due to the commutation relation ŒTT D ˝ we have

    TVn VnC1 TVn VnC1

    That is with respect to the chain Vn the matrix attached to the operator T is blockthree-diagonal

    The quantized matrix model constructed for a quadrature domain cf Sect 44yields the following conclusion

    Theorem 55 Let ˝ be a quadrature domain of order d with nodes a1 am andrespective multiplicities d1 dm The counting measures n of the spectra of thereal central truncations of the hyponormal operator attached to ˝ satisfy

    w limnn D d1

    dıa1 C d2

    dıa2 C C dm

    dıam

    56 Real Central Truncations 75

    Proof The staircase matrix model of T proved in Sect 44 (for the adjoint transposeZ) shows that

    T D

    0BBBBB

    T0 0 0 0

    T1 0 0

    0 T2 0 0 T3

    1CCCCCA

    Recall that the diagonal blocks Tk are all similar and they have spectrum equalto fa1 amg with the same multiplicities fd1 dmg as the original quadraturedomain

    We also know that the vectors T Td1 are linearly independent butTd is linear dependent of them For any integer n gt d we have using the notationof Sect 44

    Vn D spanfTiTj maxi j ng D spanfTiHa˝ i ng D Kn

    In other terms the real truncation Rn consists of the first d C 1 blocks of thestair-case matrix model of T Remark also that

    dim Vn D n C 1d

    Let pz be a complex polynomial The matrix pTn has a lower triangular block-structure with pTk 0 k n as diagonal blocks Therefore

    tr pRn DnX

    kD0tr pTk D n C 1pT0 D n C 1Œd1pa1C C dmpam

    The normalized traces give exactly the value of the counting measure

    Zp dn D tr pRn

    dim VnD d1

    dpa1C d2

    dpa2C C dm

    dpam

    In conclusion we face a constant sequence of counting measures convergent tothe finite atomic measure in the statement The convergence established on complexpolynomials obviously extends to all real polynomials

    It would be interesting to explore the following question Let ˝ be a domainsatisfying a generalized quadrature identity with positive measure 13 By approxi-mating 13 by a sequence of finite atomic positive measures 13n we get a sequence ofquadrature domains ˝ converging ldquoin momentsrdquo to ˝ The attached operators Trespectively Tn also converge in moments Can we compare the real truncations ofT to the real truncations of Tn

    Chapter 6Mother Bodies

    Abstract We outline the general theory for a certain kind of potential theoreticskeletons or lsquomother bodiesrsquo associated to a given domain The hope is generallyspeaking that such skeletons can be identified as attractors for zeros of orthogonalpolynomials and in a few cases such expectations have indeed been met theoret-ically andor experimentally For the exponential polynomials the success is ratherlimited so far but by building in enough flexibility in the models one expects in somenot so distant future to reach a reasonable matching In the present chapter we set updesirable properties (formulated as lsquoaxiomsrsquo) to be satisfied by mother bodies Sincethe search for potential theoretic skeletons is a highly ill-posed problem (related tothe Cauchy problem for an elliptic operator) very few domains admit mother bodiesbut for domains with piecewise algebraic boundaries there is a rather constructiveand efficient theory bearing in mind that the same class of domains is also amenablefor studying zeros of orthogonal polynomials

    61 General

    We have previously discussed the notion of carrier for the analytic functional f 7h f 1iH ˝ D 1

    R˝ f dA f 2 O˝ see Sect 311 Of special interest are minimal

    carriers which always exist and it is natural to conjecture that they have somethingto do with asymptotic locations of zeros of orthogonal polynomials

    One thing which speaks against minimal carriers is that there may be too manyof them as was seen in an example in Sect 311 Therefore a more refined notion isdesirable Such a refinement may be based on turning from analytic test functionsto harmonic and subharmonic functions hence from complex analysis to potentialtheory In this area there is a more or less established notion of potential theoreticskeleton or ldquomother bodyrdquo to use a term coined by the Bulgarian geophysicistZidarov [113] and the group around him

    Mother bodies have the advantage of not being too abundant (there may befinitely many of them for a given body but probably not continuous families) Theprice to be payed for this is that they do not always exist Existence is in factextremely rare in a general setting However for the types of domains discussedin this paper like domains with piecewise algebraic boundaries finitely manygood candidates can always be singled out and then it becomes a task of partly

    copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_6

    77

    78 6 Mother Bodies

    combinatorial nature to figure out which of these really are mother bodies or atleast are good enough for the purpose at hand In contrast to a carrier which is a seta mother body is a mass distribution (a measure) However it will turn out that onlythe support of this (again a set) will have a reasonable agreement with zero sets oforthogonal polynomials This will be exemplified in Chap 7

    Informally a mother body for a given body (mass distribution) is a moreconcentrated body (a ldquoskeletonrdquo) which produces the same exterior gravitationalfield (or potential) as the given body The basic example which actually goesback to Isaac Newton (in the case of three dimensions) is the appropriate pointmass at the center of a massive homogenous ball Much of our inspiration forconsidering mother bodies comes directly from D Zidarov and members in hisgroup for example O Kounchev But also specific questions by HS Shapiro andconsiderations in general around quadrature domains have been formative (see[101])

    First some notational issues We define the logarithmic potential of a measure as

    Uz D 1

    2

    Zlog jz j d

    so that U D Some variants of this notation will also be used for example ifthe measure has a density with respect to area measure (ie d D dA) we writeU and U˝ if D ˝ We shall also use

    Cz D 1

    Zd

    zD 4

    zUz

    for the Cauchy transform of a measure so that Nz C D

    The given body will be represented for us by a positive density 0 on abounded open set ˝ C extended by D 0 outside ˝ Thus the body is anabsolutely continuous measure with compact support represented by its densityfunction 2 L1C Our assumptions on ˝ will always include that ˝ equalsthe interior of its closure and that ˝ has area measure zero We may write theseassumptions as

    ˝e D ˝ j˝j D 0 (61)

    Quite often we will assume more The case that will be mostly discussed is that ofa uniform density say D ˝ Ideal requirements for a mother body of werediscussed in [34] where the following list of desirable properties was singled out

    Definition 61 A mother body for a given mass distribution 0 as above is ameasure satisfying the following requirements

    61 General 79

    M1

    U D U in ˝e

    M2

    U U in all C

    M3

    0

    M4

    jsuppj D 0

    M5

    Every component of C n supp intersects ˝e

    The positivity of has been stated as a separate axiom M3 because in somecontexts it turns out to be appropriate to keep open for signed measures if nogood positive measures can be found However further relaxations for exampleto distributions of higher order turns out to be no good because it allows for toomany mother bodies

    It is obvious from the axioms that supp ˝ and in general supp will reachout to ˝ (at some points) However does not load ˝ ie ˝ D 0 Thiscan be deduced from a generalized version of Katorsquos inequality see [12 28] Indeedsetting u D UU so that u 0 by M2 this inequality shows that the restrictionof the measure u to fu D 0g is non-negative Under our assumptions this impliesthat D 0 on ˝ It is worth to notice also that u is lower semicontinuous (becauseU is) and that therefore u D 0 automatically holds on all ˝c (not only ˝e aswritten in M1)

    The two inequality statements above M2 and M3 concern orderings whichare dual to each other with respect the pairing between potentials and measuresappearing in the definition of mutual energy

    13energy DZ

    Ud13 DZ

    U13d

    So the partial order in M2 is a natural ingredient in potential theory and in fact thisaxiom is necessary in order that one shall be able to reconstruct from by meansof the appropriate balayage process partial balayage For this process a desireddensity 0 has to be given in advance in all C Then one wants to sweep

    80 6 Mother Bodies

    satisfying M3 M4 to a body (measure) of the form (in terms of densities)

    D ˝

    for some open set˝ C (not known in advance) That is always possible providedthere is enough space under Specifically it is enough to assume that

    Rd ltR

    dA see [41] but to simplify the treatment it is convenient to impose bounds0 lt c1 c2 lt 1 The open set ˝ is in any case uniquely determined (up tonull-sets) by the requirement that M1 M2 shall hold

    We shall not go deeply into this kind of potential theory but for later use weintroduce at least the notation

    Bal D ˝ (62)

    for the partial balayage 7 D ˝ We have assumed that satisfies M3and M4 In a different language (62) says that ˝ is a quadrature domain forsubharmonic functions with respect to (and the given density )

    Z d

    dA 2 SL1˝ (63)

    This formulation requires some more care as for nullsets but we shall not go intosuch details In general we refer to [89] SL1˝ denotes the set of integrablesubharmonic functions in ˝

    Like mother bodies also partial balayage can be traced back to Zidarov [113]at least as for discrete and numerical versions From a mathematical point ofview it has been (independently) developed by Sakai [89] and one of the presentauthors [35 42] It is closely related to weighted equilibrium distributions [86]obstacle problems [90 91] the ldquosmash sumrdquo [17] and stochastic processes suchas internal diffusion limited aggregation [71] as well as several growth processesin mathematical physics and corresponding issues in random matrix theory [57]Further examples of recent developments are [27 41]

    Now the point we wish to make (eventually) in this work is that we want to matchasymptotic distribution of zeros of orthogonal polynomials ie weak limits of thecounting measures 13n with mother bodies for suitable choices (yet unclear) of In the case of Bergman polynomials there has been some progress in this respectIn that case the appropriate given body is not exactly of the above sort insteadit is according to general theories for classical orthogonal polynomials [103] theequilibrium measure of the domain˝ (or its closure) In place of mother body termssuch as ldquomadonna bodyrdquo or electrostatic skeleton has been used for such cases see[21 50] for example Despite the different nature of the given body much of thetheory in Sect 62 below applies also to such kinds of skeletons

    62 Some General Properties of Mother Bodies 81

    62 Some General Properties of Mother Bodies

    We collect here a few general facts which are known about mother bodies Someof these facts (more precisely Propositions 61 63 64) are taken from [35]where they are stated for D ˝ but in an arbitrary number of dimensions Forconvenience we repeat these results here including proofs

    We start with a simple observation which will repeatedly be referred to

    Lemma 61 If is a signed measure with compact support then U and C arelocally integrable functions Hence the distributional properties of these functionsdepend only on their values almost everywhere For example if U or C vanishesexcept on a null-set then necessarily D 0

    The same applies to U13 if 13 is a compactly supported distribution of order atmost one

    Proof Since the fundamental logarithmic kernel is locally integrable as well as itsfirst order derivatives the first statement in the lemma follows by a direct applicationof Fubinirsquos theorem So U and C are locally integrable functions which then fullyrepresent the corresponding distributions in the usual way

    A distribution 13 of order at most one is locally a sum of distributional derivativesof a measures Assume for example considering only one term in such a sum that13 D

    x where is a (signed) measure Then defining the potential of 13 as theconvolution with the fundamental solution ie U13 D U13ı D 13 Uı we see thatU13 D

    x Uı D x Uı Here the last factor again has a locally integrable

    singularity and the last statement of the lemma follows from Fubinirsquos theorem asbefore

    Proposition 61 Let be a mother body for Then among (signed) measures 1313j satisfying just M1 and M3 we have that

    (i) supp is minimal as a set if supp 13 supp then 13 D (ii) is maximal with respect to the partial ordering by potentials if U13 U

    holds everywhere then 13 D (iii) is an extremal element in the convex set of measures satisfying M1 M3

    if D 12131 C 132 then D 131 D 132

    Proof In view of Lemma 61 and axiom M4 (for ) it is enough to prove that therelevant potentials agree in C n supp

    So let D be a component of C n supp and set w D U13 U (cases i and ii)w D U13j U (case iii) We shall then show in all cases that w D 0 in D Weobserve that D ˝e curren by M5 (for ) and that w D 0 in D ˝e by M1 (for and 13 13j)

    In case i w is harmonic in D and we then directly infer that w D 0 in all D byharmonic continuation

    In case ii we have w 0 and w 0 in D Hence either w gt 0 in all D orw D 0 in all D But the first alternative has already been excluded so we again getw D 0 in D

    82 6 Mother Bodies

    In case iii we have supp 12131 C 132 D supp 131 [ supp 132 Hence supp 13j

    supp and we are back to case iThe next proposition strengthens i in Proposition 61 by saying that supp is

    minimal not only among supports of mother bodies but even among carriers of theanalytic functional associated to the body

    Proposition 62 If is a mother body for then supp is a minimal carrier forthe analytic functional f 7 R

    f dA f 2 O˝

    Proof Assume that K supp is a carrier for f 7 Rf dA We shall then prove

    that K D supp in other words that D 0 in C n KSince C D C outside˝ D supp C provides an analytic extension of Cj˝e

    to C n supp By assumption there is also an analytic continuation ˚ of Cj˝e toC n K Clearly ˚ D C in C n supp (axiom M5 is crucial for this conclusion)But C ˚ both being locally integrable in C n K (C by Lemma 61 and ˚ becauseit is analytic) and supp being a null-set it follows that ˚ D C as distributions inC n K Since ˚ in analytic in C n K we conclude that D 0 there as desired

    Mother bodies are not always unique for example non-convex polygons withuniform density always have more than one mother body as shown in [43] (whileconvex polygons have exactly one) It is easy to strengthen the axioms for a motherbody so that strict uniqueness is always achieved but then the price is even more rareexistence of mother bodies Let us give one theorem in this direction by introducingthe axiom

    M6 supp does not disconnect any open set

    which is much stronger than M5 The axiom says more explicitly that for anyconnected open set D the set Dnsupp is also connected Thus in a generic situationfor a mother body with supp consisting of isolated points and curve segmentsM6 rules out the curve segments The consequence for uniqueness is the following

    Proposition 63 If and 13 are mother bodies for and satisfies M6 then13 D

    Proof Keeping the notations from the proof of Proposition 61 we have that if 13satisfies M6 then supp 13 does not disconnect D Therefore w D 0 in D n supp 13 byharmonic continuation hence w D 0 ae in D which is enough for the conclusion

    With the standard axioms M1ndashM5 one can at least argue that mother bodiesshould not occur in continuous families If t 7 t is a continuous family ofmother bodies for such that the derivative Pt exists in a strong enough sense thenone expects this derivative to be a distribution of order at most one since looselyspeaking it is the infinitesimal difference between two distributions of order zero(ie measures) Strictly speaking to be a distribution of order at most one meansto be something which can be written as a spatial derivative of a measure to be aderivative with the respect to an external parameter like t is not enough in generalBut under some additional assumptions one can connect the two kinds of derivatives

    62 Some General Properties of Mother Bodies 83

    The following proposition is a rudimentary result on non-occurrence of continuousfamilies

    Proposition 64 Assume that t 7 t is a family of mother bodies for some fixed which moves in the flow of a smooth vector field D z t in C Then the motherbodies are all the same t D 0 for all t

    Proof That flows by can be taken to mean in differential geometric languagethat

    tC L D 0

    where L denotes the Lie derivative with respect to (see [24] for example) SinceL is a spatial derivative of first order L is a distribution of order at most onehence so is P by the equation

    By Lemma 61 it now follows that U Pt 2 L1loc Clearly supp Pt supptSince Ut D U˝ in˝e by M1 for all t we conclude that U Pt D 0 in˝e Henceby harmonic continuation and M5 U Pt D 0 in all C n suppt ie almosteverywhere in C Thus Pt D 0 which is the desired conclusion

    If is a mother body for then the quadrature formula

    f dA DZ˝

    f d f 2 O˝ (64)

    holds In fact this is just a weaker version of (63) In particular and representthe same element in H ˝ In the definition of a mother body there is norequirement that shall have compact support in ˝ The reason is that one wantspolygons and other domains with corners to admit mother bodies

    In the other direction even finite quadrature domains in the sense (341) do notalways admit mother bodies in the strict sense of Definition 61 and with D ˝ Indeed if

    1

    f dA DmX

    kD1

    nk1XjD0

    ckjf jak (65)

    then a necessary condition that D ˝ shall have a mother body is that nk D 1 andck0 gt 0 for all k But even that is not sufficient it may still happen that axiom M2fails for the only available candidate of mother body namely

    D

    mXkD1

    ck0ıak

    Example 61 Let f W D ˝ be a conformal map which is an entire function withf 0 D 0 Consider ˝ as a body with density one ie take D ˝ If f D a

    84 6 Mother Bodies

    then ˝ is a disk which is a quadrature domain and for which D a2ı0 is theunique mother body If f is a polynomial of degree 2 then ˝ is still a quadraturedomain with a multiple quadrature node at the origin but it has no mother bodysatisfying all of M1ndashM5 Indeed M2 and M3 fail

    If f is not a polynomial (but still entire) then ˝ is not a quadrature domainand there is no mother body But the analytic functional in (347) still has thesingleton f0g as a carrier However there will be no distribution sitting exactly onf0g representing M only a hyperfunction (a Dirac multipole of infinite order)

    Example 62 If a gt 0 is sufficiently large then there exists a quadrature domain ˝admitting the quadrature identity

    f dA D af 0C i f 1C f C1 f 2 O˝ (66)

    One may view the right member as something of the formR

    f d but then will bea complex measure which mixes the real and imaginary parts of f As an analyticfunctional f 7 R

    ˝f dA has f1 0C1g as a minimal carrier but D ˝ does not

    have any mother body (eg M2 M3 will be violated for )One can still find real-valued representing distributions (with small support) but

    then one need to connect the points ˙1 For example writing f D uC iv and setting D Œ1C1 we have

    i f 1C f C1 D iZ

    f

    xdx D i

    Z

    u

    xdx C

    Z

    u

    ydx

    Taking real parts of (66) therefore givesZ˝

    u dA D au0CZ

    u

    ydx

    Here u runs over real-valued harmonic functions but of course complex-valuedfunctions u are allowed as well and then nothing prevents u from being analyticitself Hence we have a real-valued representation of the analytic functional f 7R˝

    f dA by a distribution of order one with support on the line segment DŒ1C1

    63 Reduction of Inner Product to Mother Body

    What is special with the inner product in Ha˝ is that it in contrast to the L2-innerproduct in the Bergman space L2a˝ immediately collapses to any mother body for D ˝ Indeed using (64) gives

    h f gi D 1

    2

    Hzwf zgw dzdw (67)

    63 Reduction of Inner Product to Mother Body 85

    Choosing here f D kz g D kw for zw 2 ˝e and using (338) gives

    1 Fzw D hkz kwi D 1

    2

    Hu vdu

    u z

    dv

    Nv Nw

    Recall that kz D 1= z and that Fzw denotes the restriction of Ezw to˝e ˝e including analytic continuations of this Thus we see clearly that Fzwhas an analytic continuation to C n supp C n supp if is a mother body

    Similarly Fzw extends to C n K C n K whenever K ˝ is a carrier forf 7 R

    ˝f dA This statement can be sharpened to become a full-fledged assertion on

    regularity of free boundaries applying for example to the classical obstacle problem[75] We give some details on this in Sect 64 below

    The above can be equivalently expressed with the inner product written on theform (325)

    h f gi D 1

    42

    1 Fzwf zgw dzd Nw (68)

    Here we have replaced the original Ezw in (325) equivalently (328) by itsanalytic continuation Fzw and then the path of integration can be shrunk tosurround just the support of any mother body with the mother body itself then beingrepresented by the jump of Fzw across the arising slits or by residues of polesif Fzw has point singularities In the integrals above f g 2 Ha˝ but forsimplicity we may think of f and g as being good analytic functions say in O˝

    In terms of the Schwarz function see (220) the analytic continuation of Fzwis connected to Hzw by (224) ie by

    Fzw D z SwSz NwHzw zw 2 ˝ n supp

    Similarly is related to the singularities of Sz in a direct way eg simple polescorrespond to point masses and jumps between different branches give line sourcesexplicitly by formulas like (621) below Using these relationships the two forms ofthe inner product (67) and (68) can be identified

    We remark that the information in the right member of (67) having both Hzwand present is actually redundant The function Hzw contains all informationof ˝ and hence of all mother bodies and in the other direction if is known andsatisfies at least axioms M1 M2 in the definition of a mother body then ˝ canbe reconstructed by a partial balayage as mentioned in Sect 61

    So Hzw and are coupled to each other even though in a rather implicitway The redundancy may be explained in terms of moments (see Sect 22) asfollows complete knowledge of Hzw (or Ezw) is equivalent to knowledgeof all complex moments Mkj whereas knowledge of just means knowledgeof the harmonic moments Mk D Mk0 Indeed the complex moments are thecoefficients of the expansion of Ezw at infinity while the harmonic momentsare the coefficients of C˝z D Cz at infinity More specifically contains

    86 6 Mother Bodies

    information of singularities in a fairly explicit way while the remaining informationin Hzw can be considered to be of a more lsquosoftrsquo character

    Part of the above discussion is also relevant the Bergman inner product whenthis is written on the form (327) Indeed in terms of Fzw this becomes

    f gL2˝ D 1

    42

    log Fzwf zgw dzd Nw (69)

    If F has an analytic continuation then also log F has it to a certain extent Howeverthis may become obstructed by branch-cuts because the logarithm is multivalued(and note that Fz z D 0 on ˝) Such branch cuts at least prevent the innerproduct from collapsing when˝ is a quadrature domain and in general they seem tohave the effect that zeros of Bergman orthogonal polynomials are less willing to godeeply into the domain compared to what is the case for exponential polynomials

    64 Regularity of Some Free Boundaries

    This section contains an outline of ideas behind the main result in [36] which isa theorem on analyticity of some free boundaries namely those boundaries whichadmit analytic continuation of the Cauchy transform The important point is that itassumes no a priori regularity of ˝ ˝ is from outset just a bounded open setHowever we shall here (for briefness) simplify matters a little following partly[38] but full details are given in [36] The statement when formulated in terms ofthe Cauchy kernel kz D 1= z is as follows

    Theorem 61 Let ˝ C be a bounded open set and let K ˝ be compact Thenthe following assertions are equivalent

    (i) The map C n˝ C given by

    z 7 hkz 1i

    extends analytically to C n K C(ii) The map C n˝2 C given by

    zw 7 hkz kwi

    extends analytically to C n K2 C(iii) The Hilbert space-valued map C n˝ H ˝ given by

    z 7 kz

    extends analytically to C n K H ˝

    64 Regularity of Some Free Boundaries 87

    Recall that in terms of Cauchy and exponential transforms hkz 1i D C˝zhkz kwi D 1 Ezw As for the Hilbert space-valued map we say that a map˚ W C n K H ˝ is analytic if and only if the function z 7 h˚z hi is analyticfor each h 2 H ˝ The three assertions say more precisely that there exist analyticfunctions f W C n K C F W C n K2 C ˚ W C n K H ˝ such thatin the respective cases hkz 1i D f z for z 2 C n ˝ hkz kwi D 1 Fzw forzw 2 C n˝ kz D ˚z for z 2 C n˝

    Proof It is easy to see that iii ) ii ) i so we just prove that i ) iiiWe make the simplifying assumptions that (31) and (61) hold but as shown in [36]these assumptions can eventually be removed

    Assuming then i let f z denote the analytic continuation of hkz 1i D C˝zto C n K C and we shall find an analytic continuation ˚z of kz itself It isconvenient to continue f further in an arbitrary fashion over K and to all C andthen think of f as the Cauchy transform of something living on K This somethingcan be taken to be a signed measure or even a smooth function if we just enlargeK a little This does not change anything in principle since this enlargement can bemade arbitrarily small and we may keep the notation K

    Thus we assume that after the extension D fNz is a smooth function in C with

    supp K (610)

    This means that the assumption i takes the form

    C˝ D C on C n˝ (611)

    equivalently

    hkz 1i D hkz 1i for z 2 C n˝

    and we claim then that the analytic extension of kz itself is given by

    ˚z D kz (612)

    Similarly the continuation of hkz kwi in ii of the theorem will be given by

    1 Fzw D hkz kwi D h˚z ˚wi

    That ˚ defined by (612) is in fact analytic as a map C n K H ˝ isimmediate from the definition of analyticity and from (610) So it just remainsto verify that ˚z D kz as elements in H ˝ for z 2 C n˝ There is an beautifulapproximation theorem [8] saying that for a completely arbitrary bounded open set˝ the finite linear combinations of the Cauchy kernels with poles outside ˝ aredense in the space of integrable analytic functions in ˝ The theorem is based onan ingenious construction due L Bers and L Ahlfors of mollifiers which exactly

    88 6 Mother Bodies

    fit the modulus of continuity for Cauchy transforms The theorem can be adapted toharmonic and subharmonic functions as well (cf [56]) and has in such forms beenof crucial importance in the theory of quadrature domains from the work of Sakai[89] and onwards A particular consequence is that the statement (611) is equivalentto the quadrature identity

    h dA DZ

    Kh dA (613)

    holding for all integrable analytic functions h in ˝ Choosing in (613) the integrable analytic function

    h DZ˝

    Hzwkzw dAw

    where z 2 ˝e and 2 L1˝ gives

    hkz i D hkz i

    Thus since L1˝ is dense in H ˝ kz D kz as elements in H ˝ for z hellip ˝ and by continuity also for z hellip ˝ This proves the theorem

    It follows from the definition (21) of the exponential transform that Ez z D 0

    for z 2 ˝ unless this is a point of zero density for˝ When the Cauchy transformC˝z and hence by Theorem 61 E˝zw has an analytic continuation across˝ then ˝ has positive density at all points of ˝ see [36] It therefore follows thatthe analytic continuation Fzw of Ezw in this case becomes a good definingfunction for ˝

    Corollary 61 If the Cauchy transform of a bounded open set ˝ has an analyticcontinuation from the exterior of ˝ across ˝ to a compact set K ˝ then ˝ isnecessarily contained in a real analytic variety

    ˝ fz 2 C n K W Fz z D 0g

    The first complete proofs of analyticity of boundaries admitting analytic con-tinuation of the Cauchy transform or boundaries having a one-sided Schwarzfunction were given by Sakai [92ndash94] For overviews of the regularity theory offree boundaries in general see eg [25 75] In a different context the exponentialtransform has much earlier been used implicitly in characterizations of boundariesof analytic varieties in C2 See [4 54]

    65 Procedures for Finding Mother Bodies 89

    65 Procedures for Finding Mother Bodies

    Let be the density of a mass distribution positive and bounded in a domain ˝ zero outside ˝ and we shall describe some procedures for finding candidates ofmother bodies for For these to work one has to assume that the density is realanalytic in ˝ and that the boundary ˝ is at least piecewise analytic Some of themethods are implicit in the general theory of quadrature domains as presented forexample in [89 101] while other (those based on jumps of the Schwarz function)have been elaborated in [95] and similar papers

    Reasoning backwards assume first that we already have a mother body whichreaches ˝ only at the non-smooth points (the ldquocornersrdquo) Then the function

    u D U U (614)

    is non-negative and satisfies

    u D in ˝ (615)

    u D jruj D 0 on ˝ (616)

    In particular away from supp in ˝ we have

    u D (617)

    Going now in the other direction if is not known then we may start by tryingto solve the Cauchy problem (617) (616) in a neighborhood (in ˝) of the analyticparts of ˝ Unique local solutions do exist in view of the Cauchy-Kovalevskayatheorem Assuming that the domain of definitions of these local solutions cover allof ˝ we may then try to glue these pieces to a continuous function u in ˝ This uwill satisfy (616) and then we may simply define by (615) In lucky cases this will then be a mother body

    An alternative but related procedure uses the Schwarz function Sz If D 1

    in ˝ then the relationship between u and Sz is in one direction

    Sz D Nz 4u

    z (618)

    and in the other direction

    uz D 1

    4jzj2 jz0j2 2Re

    Z z

    z0

    Sd (619)

    Here z0 2 ˝ and the relation holds in a neighborhood of that analytic piece of˝ to which z0 belongs The function u in (618) is sometimes called the modifiedSchwarz potential see [101]

    90 6 Mother Bodies

    In the general case one may first choose a fixed function ˚ satisfying

    ˚ D

    ie ˚ satisfies (617) alone with no concern of boundary data Since all data arereal analytic we shall write and ˚ as D z Nz and ˚ D ˚z Nz with analyticdependence in each argument When D 1 the natural choice of˚ is˚z Nz D 1

    4zNz

    As one easily checks the relationship between u and Sz in general is

    z˚z Sz D z˚z Nz u

    z

    which replaces (618) but only gives Sz implicitly from u and in the other direction

    uz D ˚z Nz ˚z0 Nz0 2ReZ z

    z0

    z˚ Sd (620)

    In these equations z˚ denotes the derivative of ˚ with respect to the first variableHere z0 2 ˝ and (620) holds in a neighborhood of z0 Compare [95] and also[94]

    To find candidates for mother bodies one continues the branches of the Schwarzfunction as far as possible and then try to glue them However since Sz isanalytic one can never glue it to become continuous (because then it would beanalytic throughout ˝ which is impossible) In the generic case there will bejump discontinuities along line segments like branch cuts in the algebraic casePole singularities can also occur The mother body then comes from the jump ofSz across these line segments (plus residues for poles) the contribution from anoriented arc being

    d D 2iŒz˚z Szjump dz along (621)

    If s is an arc length parameter then replacing dz by dz=ds above gives the density of with respect to s along the arc The jump is defined as the value on the right-handside minus the value on the left-hand side The measure should be positive or atleast real and that requirement singles out at each point z 2 ˝ only finitely manypossible directions for a branch cut passing through the point the requirement forsuch a direction being

    Re Œz˚z Szjump dz D 0 along

    See further discussions in [95] On squaring (621) the requirement that shall bereal translates into a certain quadratic differential being asked to be positive Thusthe theory connects to the theory of trajectories of quadratic differentials (see [105])a direction which has been pursued in a random matrix context by Bleher and Silva[9]

    65 Procedures for Finding Mother Bodies 91

    We next give an example showing that the good property of carriers that theintersection of two convex carriers is again a (convex) carrier is not shared bysupports of mother bodies The example is inspired by the construction by Sakai[87] of two simply connected Jordan domains which have the same set of harmonicmoments

    Example 63 Choose numbers 1 lt r lt R lt 1 and consider the two annuli

    (AC D fr lt jz C 1j lt RgA D fr lt jz 1j lt Rg

    Considered as bodies of density one they have the same potentials in the exteriorregions as the point masses R2r2ı1 and R2r2ıC1 respectively It followsthat the two mass distributions AC

    CR2 r2ıC1 and ACR2 r2ı1 have

    the same potentials far away say for jzj gt R C 1Now we disturb the above by replacing the first terms by ACnA

    and AnAC

    respectively This means that we remove some small pieces from the annuli butwhat is important is that we remove the same piece (namely AC A) from bothTherefore the two new mass distributions

    (C D ACnA

    C R2 r2ıC1 D AnAC

    C R2 r2ı1

    still have the same potentials for jzj gt R C 1The next step is that we construct mother bodies C and of ACnA

    andAnAC

    This is easily done using the procedures shown in Sect 65 For examplethe potential u in (614) is given as the minimum of the solutions of (615) (616)connected to the different boundary segments Specifically setting

    uRz D 1

    4jzj2 R2 R2 log

    jzj2R2 (622)

    for the solution of u D 1 in C u D jruj D 0 on jzj D R (and similarly for littler) we define u˙ by

    (uCz D minACnA

    fuRz 1 urz 1 uRzC1 urzC1g for z 2 AC n Auz D minAnAC

    fuRz 1 urz 1 uRzC1 urzC1g for z 2 A n AC

    Thenu˙ D 1 except on some sets where two of the potentials minimized over areequal where we get distributional contributions (negative measures) Defining then

    (C D 1 uC D 1 u

    we have Bal C 1 D ACnA Bal 1 D AnAC

    92 6 Mother Bodies

    Now C C R2 r2ıC1 and C R2 r2ı1 have the same exteriorpotentials as C and respectively Finally we sweep these mass distributions tobodies of constant density by partial balayage To fit our general setting we shouldhave density one but then we may need to first blow up the mother bodies by afactor t gt 1 The result can be written as

    (Bal tC C R2 r2ıC1 1 D Bal tC 1 D ˝Ct

    Bal t C R2 r2ı1 1 D Bal t 1 D ˝t

    If here t gt 1 is sufficiently large then ˝Ct D ˝t This follows fromgeneral theory of partial balayage or quadrature domains Indeed when t is large˝˙ will necessarily be simply connected in fact essentially circular as one realizesby various comparison arguments or by the sharp ldquoinner normal theoremrdquo [44 45]And then the equality˝Ct D ˝t follows from uniqueness theorems originallydue to Sakai [89] (for example Corollary 92 in that text)

    The conclusion of all this is that the domain ˝ D ˝Ct D ˝t has twodifferent mother bodies tC C R2 r2ıC1 and t C R2 r2ı1 and itis easy to see that the are not only different even the convex hulls of their supportsare different

    Remark 61 Some previously known examples of domain having different motherbodies like Zidarovrsquos example [113] have the drawback in this context that theconvex hulls of their supports coincide

    Chapter 7Examples

    Abstract In this chapter we present the results of our numerical experimentsconcerning zeros of exponential polynomials with pictures indicating asymptoticdistributions (or at least the distribution of the first 50ndash100 zeros) We also makethe corresponding theoretical construction of mother bodies and compare the twoIn many cases there are reasonable but far from perfect agreements between thesets where zeros seem to accumulate and the supports of the corresponding motherbodies And here we reach terra incognito as there is no agreement between thedensities they seem rather to be complementary to each other In one case we havecomplete results with theoretical proofs namely for the ellipse Taking a standardellipse with foci ˙1 the zeros go to the focal segment with density proportional to1=

    p1 x2 1 x 1 while the mother body for the ellipse with uniform mass

    distribution has densityp1 x2 on the same segment

    71 The Unit Disk

    For the unit disk Hzw D 11z Nw and HaD degenerates to the one dimensional

    space with inner product

    h f gi D f 0g0

    Set

    enk D 1

    k C 1znNzk

    One computes that

    henk ersi D(1 if n k D r s 0

    0 otherwise

    It follows that H D is generated by the anti-analytic functions fe00 e01 e02g Df Nzk

    kC1 W k D 0 1 2 g and that this is an orthonormal basis It also follows thate00 D e11 D e22 D e01 D e12 D e23 D etc as elements in H D

    copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_7

    93

    94 7 Examples

    Note that on the other hand Hzw coincides in this case with Szegoumlrsquos kernelthat is the reproducing kernel of the Hardy space associated to the unit disk

    72 The Annulus

    For the annulus

    ˝ D fz 2 C W r lt jzj lt Rg

    we have E˝zw D ED0R=ED0r which by (25) gives

    H˝zw D z Nwz Nw r2R2 z Nw zw 2 ˝

    Also

    Gzw D(

    zr2z Nw r lt jzj lt R jwj gt R

    zR2z Nw r lt jzj lt R jwj lt r

    The analytic space Ha˝ is generated by the powers zn z 2 Z and taking thenorm into account gives the orthonormal basis fen W n 2 Zg defined by

    enz D8lt

    zn

    Rnp

    R2r2 n lt 0

    zn

    rnp

    R2r2 n 0

    We can truncate the multiplier Z by the coordinate on the finite dimensionalsubspaces generated by zk n k n The result will be a weighted shift Zn withzero on the main diagonal and only the lower sub-diagonal non-null In particularZn is nilpotent and hence the counting measure n of its spectrum is simply ı0In conclusion all exponential orthogonal polynomials are monomials and the onlylimit measure of their zeros is ı0

    Since ˝ is not a quadrature domain feng is actually an orthonormal basis in allH ˝ (see Theorem 31) Given an arbitrary f 2 H ˝ we can therefore expand

    f DXn2Z

    cnen jj f jj2 DXn2Z

    jcnj2 lt 1 (71)

    In the hope of being able to consider f as an analytic function we insert the variablez and convert the expansion into a power series

    f z DXnlt0

    cn

    Rnp

    R2 r2zn C

    Xn0

    cn

    rnp

    R2 r2zn (72)

    73 Complements of Unbounded Quadrature Domains 95

    Here the first term converges for jzj gt R lim supn1 jnj

    pjcnj and the second termfor jzj lt r= lim supn1 jnj

    pjcnj The lim sups here are 1 but nothing moreis guaranteed Taking for example cn D 1=jnj the first term in the expansion off z converges for jzj gt R and the second term for jzj lt r hence the whole seriesconverges nowhere

    The orthonormal expansion (71) gives a one-to-one identification betweenelements f in H ˝ and `2Z-sequences of coefficients cn Therefore the corre-sponding power series expansion (72) gives a good picture of the nature of elementsin H ˝ from an analytic point of view they are simply formal power serieswith coefficients in an `2-space but with possibly empty convergence region So ingeneral there is no way to associate a value at any point for a ldquofunctionrdquo f 2 H ˝In particular there is no reproducing kernel for H ˝ If there had been this wouldhave been given by

    Xn2Z

    enzenw zw 2 ˝

    (cf (340)) but this series converges nowhereThe annulus ˝ has a unique mother body sitting with uniform density on a

    circle jzj D for certain in the interval r lt lt R namely that value for whichur D uR where ur uR are defined by (622) But as is clear from the abovenot even on this circle there are any continuous point evaluations for elements inH ˝

    73 Complements of Unbounded Quadrature Domains

    Let D be a quadrature domain with 0 2 D The inversion z 7 1=z then takes thecomplement of D to a bounded domain

    ˝ D inv De D fz 2 P W 1z

    2 P n Dg

    Since D is bounded we have 0 2 ˝ The exterior ˝e D inv D is what is calledan unbounded quadrature domain see in general [63 70 88 93 99 100] for thisnotion We shall not need much of the theory of unbounded quadrature domains wejust remark that the class of bounded and unbounded quadrature domains as a wholeis invariant under Moumlbius transformations (see in particular [100] and [93])

    Let d be the order of the quadrature domain D Then by (344) the exteriorexponential transform of D is of the form

    EDzw D FDzw D Qz NwPzPw

    jzj jwj gtgt 1

    96 7 Examples

    where Pz a monic polynomial of degree d and Qz Nw is a polynomial of degreed in each of the variables Some more details on the structure of Qz Nw can beread off from (48) By using Lemma 21 together with (224) or more directly byformula (314) in [36] one obtains from FDzw the interior exponential transformof ˝

    H˝zw D CQ 1z 0Q01Nw

    1 zS01 NwS0Q 1z 1Nw

    D Cpzpw

    qz Nw (73)

    Here Sz D SDz is the Schwarz function for D that branch which is single-valued meromorphic in D and equals Nz on D In addition C D H˝0 0 and p qare polynomials satisfying p0 D q0 0 D 1 Specifically

    qz Nw D zd NwdQ1

    z1

    Nw (74)

    pz D zdQ 1z 0

    1 zS0D zd1 Q 1z 0

    1z S0

    Note that 1z S0 is a factor in Q 1z 0 because QS0 0 D 0 It follows that pzis a polynomial of degree at most d 1

    Since Hzw is positive definite the zeros of pz must be outside ˝ This factcan also be proved directly by using arguments with the Schwarz function includinga valency statement in [101] It also follows that 1=qzw is positive definite in ˝

    If D is connected and has m boundary components (m 1) the algebraic curveloc Q W Qzw D 0 has genus m 1 In fact this curve is (after completionin projective space P2 and resolution of singularities) canonically isomorphic tothe compact Riemann surface (Schottky double of D) obtained by completing Dwith a backside (a copy of D provided with the opposite structure) the two piecesglued together along D On the frontside the isomorphism is given by D 3 z 7z Sz 2 loc Q Recall that QDz Sz D 0 identically From this we obtain thetotal number of branch points of Sz considered as an algebraic function IndeedSz has d branches over the Riemann sphere and the Riemann-Hurwitz formula[22] shows that the number of branch points is

    b D 2m C d 2 (75)

    Turning to ˝ D inv De the Schwarz function for ˝ is related to that for Dby

    S˝z D 1

    SD1=z

    and it has a single-valued branch in ˝e namely that branch which equals Nz on ˝ However continuing that branch into ˝ it will not be single-valued (unless d D 1)

    73 Complements of Unbounded Quadrature Domains 97

    Instead its structure of branch points will determine the mother body structure anymother body will consist of arcs which end up in these branch points

    Notice that in the present situation all poles of S˝z are located outside ˝ soany mother body for˝ will consist solely of branch cuts and from (75) we see that2m C d 2 is an upper bound for the number of end points of these cuts

    731 The Ellipse

    The ellipse can be obtained as the complement of the inversion of a certain two pointquadrature domain known as the Neumann oval see [47 69 93 101] It is also aspecial case of the hypocycloid to be treated in the next subsection The values ofthe parameters in (75) are then d D 2 m D 1 b D 2

    The standard ellipse

    ˝ D fz 2 C W x2

    a2C y2

    b2lt 1g

    with half axes a gt b gt 0 has a unique mother body [102] it is the measuresupported by the focal segment Œc c (c D p

    a2 b2 gt 0) given by

    dx D 2ab

    c2p

    c2 x2 dx c lt x lt c

    (For some higher dimensional aspects see [64]) The madonna body (skeleton forthe equilibrium measure) 13 for the ellipse has the same support but a differentdensity

    d13 D dx

    p

    c2 x2 c lt x lt c (76)

    The Schwarz function for the ellipse is

    Sz D a2 C b2

    c2z 2ab

    c2

    pz2 c2

    that branch of the square root chosen which is positive for large positive values ofz The interior exponential transform Hzw is obtained from (73) with qz Nz D1 x2

    a2 y2

    b2(z D x C iy) and where pz turns out to be constant see also Sect 732

    in this respect Specifically this gives

    Hzw D C

    4a2b2 C a2 b2z2 C Nw2 2a2 C b2z Nw

    where C D 4a2b2H0 0 gt 0

    98 7 Examples

    It is known that the Bergman orthogonal polynomials have 13 as the unique weaklimit of their counting measures The same turns out to be true for the exponentialpolynomials

    Proposition 71 Let 13n be the counting measures for the zeros of the exponentialpolynomials for the ellipse Then in the above notations

    13n 13

    as n 1

    Proof The proof is based on hyponormal operator theory and goes as follows LetS 2 L `2N denote the unilateral shift operator

    Sek D ekC1 k 0

    where ek stands for the orthonormal basis of `2N Let 0 lt r lt 1 be a parameterand consider the operator T D rS C S Since ŒSS D e0 ˝ e0 we infer

    ŒTT D ŒrS C S rS C S D 1 r2ŒSS D 1 r2e0 ˝ e0

    Since the operators S and S commute modulo compact ones the essentialspectrum of T is equal to the set

    essT D fr C 1

    jj D 1g

    that is it coincides with the ellipse of semiaxes 1˙ r Thus the spectrum of T is thesolid ellipse The focal segment for this ellipse is Œ2pr 2

    pr (Fig 71)

    The finite dimensional subspaces to compress T on are

    HnT e0 D spanfe0 e1 en1g

    and the associated truncated operators are

    Tn D

    0BBBBBBBB

    0 r 0 0 0

    1 0 r 0 0

    0 1 0 r 0

    0 0 0 0 r0 0 1 0

    1CCCCCCCCA

    This is a Jacobi matrix and it is well known that its characteristic polynomial isup to a normalizing factor equal to the Chebyshev polynomial of the second type

    73 Complements of Unbounded Quadrature Domains 99

    Fig 71 Zeros of the orthogonal polynomials Pn n D 10 20 30 for an ellipse

    Unz

    2p

    r Recall that

    Uncos D sinn C 1

    sin

    so that indeed the zeros of Unz

    2p

    r asymptotically distribute as in (76) ie

    according to the probability distribution

    1

    d D dx

    p4r x2

    2pr lt x lt 2p

    r

    732 The Hypocycloid

    A hypocycloid is a curve traced out from a point in a disk when this disk rolls insidea larger circle In case the point lies on the boundary of the disk the hypocycloidhas outward pointing cusps otherwise it is a smooth curve If the ratio between theradii of the two circles is an integer then the curve obtained is a closed curve andbounds a domain We shall consider such a hypocycloid domain ˝ centered at theorigin

    Elementary considerations show that if the distance from the origin to the centerof the smaller disk is a gt 0 and the moving point zt sits on distance b gt 0 fromthe center of this smaller disk then the motion is given by

    zt D aeit C beid1t

    100 7 Examples

    Here d gt 1 is the ratio between radius of the larger circle to that of the smaller oneWe assume that d is an integer so d 2 The geometry of the above configurationworks out only if

    a d 1b (77)

    The equality case here corresponds to the hypocycloid being singular with cuspsSetting D eit above we see that the hypocycloid simply is the image of the unit

    circle under the rational function

    D a C b1d

    In addition (77) is exactly the condition for to be univalent in De Thus is

    then a conformal map De ˝e subject to standard normalization at infinity (in

    particular 1 D 1)After inversion z 7 1=z the exterior domain˝e turns into a bounded domain D

    with conformal map W D D given by

    D 1

    1=D

    a C bd

    Since this is a rational function of order d D is a quadrature domain of order d Thed poles are located at the dth roots of a=b In particular we see that the multiplepole of order d 1 of at the origin has split into d simple poles for Since Dis a (bounded) quadrature domain ˝e is an unbounded quadrature domain with amultiple quadrature node at infinity

    The number d above has the same meaning as in the beginning of this Sect 73and the number of boundary components of D or ˝ is m D 1 The boundary of Dis given by an equation

    D W Qz Nz D 0

    where the polynomial Qzw has degree d in each of the variables hence theboundary of ˝ is given by qz Nz D 0 with qzw as in (74) The total numberof branch points of each of SDz and S˝z is given by the Riemann-Hurwitzformula (75) ie equals b D 2m C d 2 D 2d 1

    In addition to these branch points the curve loc Q has singular points Takingmultiplicities into account the total number of singular points is d 12d 1according to the genus formula [29] The quadrature nodes account for dd 1

    singular points located at points of infinity of the two dimensional projective spaceP2 Further on there are d C 1 singular points visible in the real as isolated rootsz 2 C of Qz Nz D 0 or cusps on the boundary in the cusp case One of these pointsis the origin (see argument below) the point of inversion the remaining d pointsare located in D (or on D in the cusp case) on those radii from the origin whichare intermediate between the radii leading to the quadrature nodes The remaining

    73 Complements of Unbounded Quadrature Domains 101

    d12d1dC1D dd3 are not visible in the real The above statementsas well as some assertions below are elaborated in detail and proved [33]

    Using that Qz Nz must be invariant under rotations generated by z 7 e2 i=d onefinds that Qzw more exactly is of the form

    Qzw D ˛0 C ˛1zw C ˛2z2w2 C C ˛d1zd1wd1 C ˛dzdwd C ˇzd C Nwd

    Because we have assumed that D is simply connected it also follows from potentialtheoretic consideration together with symmetries that ˛0 D 0 Indeed the functionu in (618) must have a stationary point at the origin hence SD0 D 0 and soQ0 0 D 0 And since Qz Nz 0 in D it follows that the origin is a singular pointon loc Q By normalization we also have ˛d D 1

    Turning to qzw and pz see (74) it follows that

    qzw D 1C ˛d1zw C ˛d2z2w2 C C ˛1zd1wd1 C ˇzd C ˇwd

    where we have used that ˇ is real and

    pz D zdQ1

    z 0 D ˇ

    In general pz has degree d 1 as mentioned after (74) and when the origin isa singular point it has always degree d 2 as a consequence of Q0 0 D 0 Butin the present case it is even better than so pz is simply a constant This makes theinterior exponential transform (73) to appear on the very simple form

    H˝zw D C

    1C ˛d1z Nw C ˛d2z2 Nw2 C C ˛1zd1 Nwd1 C ˇzd C ˇ Nw d

    (78)

    Since we started out from having uniformizations of the curves Qzw D 0 andqzw D 0 for example

    q 1= N D 0 2 P (79)

    we can easily determine the coefficients in (78) in terms of the coefficients a and bof The result for d D 3 is

    H˝zw D C

    a2bz3 C Nw3 b2z2 Nw2 a2b2 C a4 2b4z Nw C a2 b23

    where we have changed the normalization in the denominator hence changed thevalue of C For any d 2 the values of the coefficients ˛j ˇ are obtained by solvinga linear system of equations obtained from the substitution (79) So this is quitestraight-forward Of course one can also find the polynomial qzw by classical

    102 7 Examples

    elimination theory without knowing anything a priori about qzw but that leadsto more difficult equations to solve

    For d D 2 we are in the ellipse case discussed in terms of different methods andnotations in Sect 731 and in that case we could find the Schwarz function and themother body explicitly But already in the case d D 3 it is not so easy anymoreIt is difficult to write down the Schwarz functions SDz and S˝z explicitlysince this would involve solving a third degree algebraic equation However thelocations of the b D 2d 1 D 4 branch points can be estimated For examplefor S˝z the branch points are inside ˝ one at the origin and the other threeon the radii corresponding (under the inversion) to the radii just mentioned Thusany mother body will consist of arcs connecting these points and analysis of therequirements M1 M5 in Chap 6 leaves only one possibility open namelythat its support consists of the straight lines (radii) from the origin to the threebranch points outside the origin Figure 72 indicates that zeros of the exponentialpolynomials do converge to this configuration

    Similar results have been obtained for other sequences of polynomials see forexample [20 55] and for a warning [85]

    Fig 72 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the hypocycloid defined by D 2 C 1=82

    74 Lemniscates 103

    74 Lemniscates

    For R gt 0 we consider the lemniscate

    ˝ D fz 2 C W jzm 1j lt Rmg

    Thus the boundary is given by

    zm 1Nzm 1 D R2m

    which on solving for Nz gives the Schwarz function

    Sz D m

    szm 1C R2m

    zm 1 (710)

    the appropriate branch chosen Obviously˝ is symmetric under rotations by angle2=m

    We start by computing the mother body There are three cases to consider

    1 The disconnected case 0 lt R lt 1 ˝ then consists of m ldquoislandsrdquoBranch points for Sz z D 1 and 1 R2m1=m (the positive root) plus rotationsby 2=m of this The branch cuts giving rise to a real actually positive motherbody are the interval Œ1R2m1=m 1 ˝ plus the rotations of this The motherbody itself is

    dx D sin m=

    xm 1C R2m

    xm 11=m dx 1 R2m1=m lt x lt 1

    plus rotations by 2=m2 The critical case R D 1 ˝ still consists of m islands meeting at the origin

    which now is a higher order branch point The branch cuts are 0 1 ˝ plusrotations and the formula for d is the same as above

    3 The connected case 1 lt R lt 1In this case the only branch points contained in˝ are the mth roots of unity andthe branch cuts giving a real mother body are the radii from the origin to theseroots of unity The mother body itself is

    dx D sin=m

    xm 1C R2m

    1 xm1=m dx 0 lt x lt 1

    plus rotations

    104 7 Examples

    Fig 73 Zeros of the orthogonal polynomials for lemniscate with m D 3 and R D 09

    These mother bodies seem to agree as far as the supports are concerned withlimits of counting measures found in numerical experiments (Fig 73)

    One may compare with what is known for the Bergman polynomials In that case should be replaced by the equilibrium measure which is related to the exteriorGreenrsquos function and is easy to compute Indeed the Greenrsquos function is

    g˝ez1 D 1

    mlog jzm 1j log R

    the equilibrium measure sits on the boundary and its density with respect to arclength is proportional to the normal derivative of the Greenrsquos function Precisely dA is to be replaced by the measure

    1

    2

    jzjm1

    Rmjdzj on ˝

    75 Polygons 105

    The unique mother body (ldquomadonna bodyrdquo) is in terms of the harmonic continua-tion of the above Greenrsquos function to all C

    D 1

    2g˝e1 D 1

    m

    mXkD1

    ık

    where D e2 i=mThe comparison we wish to make here is first of all that the madonna body

    is completely different from the mother body for D ˝ and second thatfor the counting measures for the Bergman polynomials there is rather completeknowledge saying that certain subsequences converge to the madonna body butother subsequences (actually most of them) converge to an equilibrium measurefor a sublemniscate namely jzm 1j lt R2m (at least when 0 lt R lt 1) Forour exponential polynomials the entire sequence of counting measures seems toconverge to a measure having the same support as the mother body

    75 Polygons

    751 Computation of Mother Body

    For convex polygons with D 1 in ˝ it is known [34] that

    uz D 1

    2dist z˝e2

    for the unique mother body which sits on the ldquoridgerdquo ie the set of those points in˝ which have at least two closest neighbors on the boundary On each line segmentin the ridge the density of with respect to arc length is linear and it goes down tozero where the ridge reaches ˝ namely at the corner points

    As for the supports of these mother bodies they are in reasonable but not perfectagreement with the numerical findings for the limits of the counting measures Thedensities do not agree however

    752 Numerical Experiments

    Asymptotic zeros for a square rectangle pentagon and hexagon are depicted inFigs 74 75 76 77)

    106 7 Examples

    Fig 74 Zeros of the orthogonal polynomials Pn n D 40 50 75 for the square with vertices atthe forth roots of unity

    Fig 75 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the 2 1 rectangle withvertices at 2C i 2C i 2 i and 2 i

    75 Polygons 107

    Fig 76 Zeros of the orthogonal polynomials Pn n D 100 110 120 for the canonical pentagonwith vertices at the fifth roots of unity

    Fig 77 Zeros of the orthogonal polynomials Pn n D 80 90 100 for the canonical hexagon withvertices at the sixth roots of unity

    108 7 Examples

    76 The Half-Disk and Disk with a Sector Removed

    761 Computation of Mother Body

    Let ˝ be the half-disk

    ˝ D fz 2 C W jzj lt 1 Re z gt 0g

    The modified Schwarz potential is

    u D minu1 u2

    where uj solves the Cauchy problem (616) (617) with D ˝ for respectivelythe straight ( j D 1) and circular ( j D 2) part of the boundary

    (u1z D 1

    2Re z2

    u2z D 14jzj2 log jzj2 1

    It follows that the equation for the support of the mother body is

    x2 y2 C logx2 C y2 D 1

    This agrees almost exactly with where the zeros of the orthogonal polynomials arefound in numerical experiments See Fig 78

    Considering a more general convex circular sector say

    ˝ D fz 2 C W jzj lt 1 j arg zj lt ˛g

    where 0 lt ˛ lt 2

    there will be three branches of u corresponding to the differentpart of ˝ to match the straight line segment in the first quadrant the circular arcand the line segment in the fourth quadrant contribute respectively with

    8ltˆ

    u1z D 12Im ei˛z2

    u2z D 14jzj2 log jzj2 1

    u3z D 12Im ei˛z2

    76 The Half-Disk and Disk with a Sector Removed 109

    Fig 78 Zeros of theorthogonal polynomials Pnn D 100 110 120 for thehalf-disk

    The particular choice ˛ D 4

    results in the explicit expressions

    8ltˆ

    u1z D 14x2 C y2 2xy

    u2z D 14x2 C y2 logx2 C y2 1

    u3z D 14x2 C y2 C 2xy

    (711)

    The modified Schwarz potential will in the above cases (any convex sector) be u Dminu1 u2 u3 and the presumably unique mother body D 1 u

    Finally we may consider a non-convex sector say

    ˝ D fz 2 C W jzj lt 1 j arg zj lt 3

    4g

    The system (711) is then modified to

    8ltˆ

    u1z D 14x2 y2 2xy

    u2z D 14x2 C y2 logx2 C y2 1

    u3z D 14x2 y2 C 2xy

    110 7 Examples

    Fig 79 Zeros of the orthogonal polynomials Pn n D 60 80 100 for the 3=4-disk

    It is still possible to glue u1 u2 u3 to one continuous function u in ˝ but thecorresponding measure D 1 u will no longer be positive it will be negativeon a line segment of the positive real axis starting at the origin Thus it is out ofquestion that can be the weak limit of some counting measures

    There are however two (positive) measures which do satisfy all requirementsof a mother body These are obtained by decomposing the ˝ into a half disk plusa quarter disk and adding the mother bodies for these This can be done in twodifferent ways but none of the mother bodies obtained come close to agreeing withthe results of numerical experiments These are shown in Fig 79

    762 Numerical Experiment

    See Figs 78 and 79

    77 Domain Bounded by Two Circular Arcs 111

    77 Domain Bounded by Two Circular Arcs

    Consider a domain˝ bounded by two circular arcs with centers on the real axis andmeeting at the points ˙i Denoting by a b 2 R the centers assumed distinct theequations of the circles are

    Ca W jz aj2 D 1C a2

    Cb W jz bj2 D 1C b2

    The corresponding solutions ua ub of the local Cauchy problem (616) (617) with D 1 ie the functions given by (619) are

    uaz D 1

    4jz aj2 1C a2log jz aj2 C 1 log1C a2

    similarly for ub Note that ua satisfiesua D 11Ca2ıa in all C ua D rua D 0

    on Ca (similarly for ub)Since a curren b we may assume that a lt b and also that a lt 0 It is easiest to

    think of the symmetric case that b D a but the analysis below does not reallyrequire that It is easy to see that given a and b there are four different domains ˝such that ˝ Ca [ Cb With Da Db denoting the open disks bounded by Ca Cb

    respectively these domains are Da Db Da [ Db Da n Db Db n Da Set

    L D fz 2 C W uaz D ubzg

    bull For the convex lens domain ˝ab D Da Db the situation is similar to that ofa half-disk in Sect 76 the modified Schwarz potential is u D minua ub andthe unique mother body sits on ˝ab L the positive density with respect to thearc length measure there being the size of the jump of the normal derivative of uwhich is the same as jrub uaj (on ˝ L) Denote this mother body by ab

    bull For the moon-shaped domain ˝ab D Da n Db the situation is somewhatsimilar to that of the lens domain the (presumably unique) mother body is apositive measure sitting on ˝ab L and the modified Schwarz potential still isminua ub where however it is now the restriction of ub to the exterior of Db

    which comes inbull Similarly for ˝ba D Db n Dabull For˝aCb D Da [Db which is not convex the line segment Da DbL divides

    the domain into two parts in such a way that the modified Schwarz potential uis represented by ua in the part containing the point a and by ub in the partcontaining b Within Da Db this gives u D maxua ub hence it is actually

    112 7 Examples

    Fig 710 Zeros of the orthogonal polynomials Pn n D 40 50 60 for ˝aCb with b D a D 1

    opposite to the representation in the case of ˝ab The matching on Da Db L will now result in a negative contribution to the mother body more exactlythe contribution will be ab In addition there will be (positive) contributionsfrom the point masses at a and b In summary one mother body (which howeverviolates the positivity requirement iii in Chap 6) is

    aCb D 1C a2ıa C 1C b2ıb ab

    There are also two other mother bodies which fulfill all the requirements inChap 6 but which are decomposable in a non-desirable sense In the symmetriccase a C b D 0 they do not respect the symmetry of ˝aCb They are obtainedby simply adding the mother bodies of each piece in the decompositions (up tonull-sets) ˝aCb D Da [˝ba D Db [˝ab

    771 Numerical Experiment

    The symmetric case with b D a D 1 is illustrated in Fig 710

    78 External Disk

    In general if˝ is the disjoint union of two domains say˝ D ˝1[˝2˝1˝2 D then E˝zw D E˝1zwE2zw and for example

    H˝zw D H˝1zwE˝2zw for zw 2 ˝1

    Thus H˝zw has H˝1zw as a main term inside ˝1 but is still is influencedby ˝2 via E˝2zw However the singularity structure inside ˝1 is completelyindependent of ˝2 By singularity structure we mean objects like mother bodies j

    78 External Disk 113

    for ˝j ( j D 1 2) or singularities for analytic continuations across the boundary ofthe exterior versions Fjzw of Ejzw

    To make this precise consider the analytic extension into ˝1 of

    F˝zw D F˝1zwF˝2zw

    assuming that ˝1 is analytic Denoting by S1z the Schwarz function for ˝1 thatanalytic extension is given by

    F˝zw D z S1wS1z Nwz wNz Nw E˝1zwF˝2zw zw 2 ˝1

    Here E˝1zw is defined precisely as in (21) and in the last factor we couldalso have written E˝2zw in place of F˝2zw The mentioned singularities areexactly the singularities of the Schwarz function S1z equivalently of the Cauchytransform C˝1z inside ˝1 The point we wish to make is that S1z and C˝1zare local objects completely independent of ˝2 in contrast to what is the casefor the exponential transform and even worse for the global spaces objects suchas the Bergman orthogonal polynomials as we shall see below In other wordsmother bodies and related structures are local objects when considering disjointunion of domains This makes it believable that also asymptotic zero distributionsfor orthogonal polynomials should also local objects at least approximately Andthis is also what is seen in our numerical experiments below

    If ˝ is the disjoint union of a non quadrature domain and a disk then the diskwill probably not be seen by the asymptotic distribution of zeros because only onezero is needed to ldquokillrdquo the disk Similarly for the disjoint union of a quadraturedomain and a non quadrature domain the quadrature domain will (probably) beinvisible in the limit

    781 Numerical Experiment Ellipse Plus Disk

    The disjoint union of an ellipse and a disk case is in sharp contrast with the Bergmanspace picture where different ldquoislandrdquo affect at distance the distribution of zeros ofthe respective complex orthogonal polynomials see [50] (Figs 711 and 712)

    The external curve in the Bergman space picture is a singular level line of theGreenrsquos function of the union of the two domains In this case its Schwarz reflectionin the two boundaries is partially responsible for the root distribution For details onthe Bergman zero distribution see [50]

    782 Numerical Experiment Pentagon Plus Disk

    The numerical experiments supporting the following two images of a pentagon andan external disk illustrate again the sharp contrast between the zero distribution of

    114 7 Examples

    Fig 711 Zeros of the exponential orthogonal polynomials Pn n D 10 15 20 for the disjointunion of an ellipse and a disk

    Fig 712 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of an ellipse and a disk

    Fig 713 Zeros of the exponential orthogonal polynomials Pn n D 40 60 80 for the disjointunion of a regular pentagon and a disk

    complex orthogonal polynomials associated to the exponential transform respec-tively the Bergman space metric Like in the previous picture the external curvein the Bergman space picture is a singular level line of the Greenrsquos function of theexterior domain much responsible for the root distribution in the Bergman spacesituation (Figs 713 and 714)

    79 Abelian Domains 115

    Fig 714 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of a regular pentagon and a disk

    79 Abelian Domains

    We consider here the case that ˝ is a quadrature in a slightly extended sense forexample that

    1

    h dA D cZ a

    ah dx C

    Xk

    ckhak (712)

    holds for all integrable analytic functions h in ˝ with a c ck gt 0 We assumethat ˝ is simply connected and then the conformal map from the unit disk willcontain logarithmic terms to account for the line segment in addition to the rationalterms needed for the point evaluations See in general [16] (Ch 14) [32 107] (˝is an Abelian domain in the sense of [107]) With emphasis on multiply connecteddomains systematic constructions (analytical and numerical) of quadrature domainsfor sources along curves are given in [73]

    The simplest possible case is obtained by taking f W D ˝ of the form

    f D A log1C ˛

    1 ˛C B (713)

    where 0 lt ˛ lt 1 AB gt 0 This gives

    1

    h dA D AZ a

    ah dx C 2˛AB h0

    where a D A log 1C˛21˛2 C B˛ gt 0 This example has the slight disadvantage that the

    quadrature node z D 0 lies on the support of the line integral If one wants to avoid

    116 7 Examples

    that a next simplest example can be taken as

    f D A log1C ˛

    1 ˛ C B

    1C ˇ22 (714)

    with 0 lt ˇ lt 1The computations are most easily performed by writing h as a derivative say

    h D H0 whereby

    1

    h dA D 1

    2i

    H0zdzdNz D 1

    2i

    HzdNz

    D 1

    2i

    ZD

    H f df 1= N

    which is easily computed as a sum of residuesRecall that Corollary 54 says that under certain assumptions isolated quadra-

    ture nodes such as the ak in (712) are ignored in the asymptotics of the zeros

    710 Disjoint Union of a Hexagon and a Hypocycloid

    7101 Numerical Experiment

    In Fig 715 we have an example of a disjoint union of two non-quadrature domainsand it indicates to what extent the asymptotic zero distributions in the two domainsinfluence each other Only in the case of small separation there will be anysubstantial influence

    Fig 715 Zeros of theorthogonal polynomials Pnn D 50 60 70 for a disjointunion of a hexagon and ahypocycloid

    711 A Square with a Disk Removed 117

    711 A Square with a Disk Removed

    Choosing for example

    ˝ D fz 2 C W jxj lt 1 jyj lt 1 jzj gt Rg

    where 0 lt R lt 1 the modified Schwarz potential u is obtained as the minimum offive such potentials one for each part of the boundary

    uz D 1

    2minfjx 1j2 jx C 1j2 jy 1j2 jy C 1j2 1

    2jzj2 R2 log

    jzj2R2

    R2g

    The (presumably unique) mother body for the density D 1 is then obtainedfrom (615)

    7111 Numerical Experiment

    The zeros for this doubly connected domain are illustrated in Fig 716

    Fig 716 Zeros of the orthogonal polynomials Pn n D 40 60 90 for ˝ as in Sect 711 withR D 025

    Chapter 8Comparison with Classical Function Spaces

    Abstract Two classical quantizations of planar shapes via Toeplitz operatorsacting on Bergman space respectively Hardy-Smirnov space are briefly comparedto the new hyponormal quantization developed in these lecture notes

    81 Bergman Space

    It is possible and desirable for a comparison basis to create Hilbert spaces analogousto H ˝ or Ha˝ with other positive definite kernels in place of Hzw Onenatural choice is the Bergman kernel Kzw producing a Hilbert space K ˝

    with inner product

    h f giK ˝ D 1

    2

    Kzwf zgwdAzdAw

    Note that in the case of a quadrature domain ˝ the above sesquilinear form hasfinite rank We shall not pursue the analysis of this alternative scenario in this paperNote however that if one replaces in the above inner product the Bergman kernel byits complex conjugate then one recovers for analytic f and g the ordinary Bergmanspace inner product

    1

    2

    Kzwf zgwdAzdAw D 1

    f wgwdAw D h f gi2˝

    Here the reproducing property

    f w D 1

    f zKzwdAz f 2 L2a˝ (81)

    of the Bergman kernel was usedA further remark concerns the Friedrichs operator Let P W L2˝ L2a˝

    denote the orthogonal projection onto the Bergman space ie the integral operator

    given by the right member of (81) Then the linear transformation Pf D PNf is

    copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_8

    119

    120 8 Comparison with Classical Function Spaces

    analogous to our previously studied operator H D ˇ ı ˛ see (37)

    Pf w D 1

    f zKzw dAz f 2 L2˝

    In particular the range consists of anti-analytic functions Conjugating the resultgives the Friedrichs operator f 7 PNf which hence has the representation (onswitching names of the variables)

    PNf z D 1

    Kzwf w dAw

    It maps L2a˝ into itself but has the disadvantage of being linear only over R (sosometimes one studies its square instead)

    Finally we may remark on extension properties to compact Riemann surfaceKeeping w 2 ˝ fixed it is well-known that Kzwdz considered as a differential inz 2 ˝ extends to a meromorphic differential on the Schottky double O of˝ with adouble pole at the mirror point of w as the only singularity In other words Kzwextends to a meromorphic section of the canonical line bundle on the compactRiemann surface O As such it is uniquely determined by the natural periodicityconditions it satisfies (the integrals over those cycles in a canonical homology basiswhich are complementary to those cycles which lie entirely in the plane vanish)The analysis can be extended to both variables simultaneously so that Kzwdzd Nwbecomes a meromorphic double differential on O O See for example [96] for theabove matters

    The above is to be compared with the corresponding properties of Hzwdiscussed in Sect 24 for fixed w 2 ˝ it extends as a holomorphic section of thehyperplane section bundle on the compact Riemann surface P (etc)

    82 Faber Polynomials

    Faber polynomials have a rich history spanning over more than a century Theirimprint on univalent function theory and polynomial approximation in the complexdomain is long lasting The aim of the present section is to draw a parallelbetween Faber polynomials and the orthogonal polynomials associated to theexponential transform Without aiming at full generality we confine ourselves toover conservative smoothness assumptions

    Let ˝ C be a connected and simply connected bounded domain with realanalytic smooth boundary D ˝ Let

    z D w D a1w C a0 C a1w

    C

    82 Faber Polynomials 121

    be a conformal mapping of P n D onto P n˝ normalized so that 1 D 1 and 01 gt 0 We denote by

    w D z D c1z C c0 C c1z

    C

    the inverse conformal map convergent in a neighborhood of z D 1 Faberrsquospolynomial of degree n is the unique polynomial fn satisfying at the level of formalLaurent series

    fn w D wn C Rnw1

    where Rnz is a power series without constant termCauchyrsquos formula proves the generating series definition

    0zz u

    D1X

    nD0

    fnu

    znC1

    See for instance Ullman [106]We will show how to include this classical construction of polynomials attached

    to a planar domain to our operator theory setting Specifically we consider theToeplitz operator with symbol

    T h D P h h 2 H2T

    Above H2 D H2T denotes the Hardy space of the unit disk with orthonormalbasis wk1kD0 and P W L2T d

    2 H2 is the orthogonal projection often called the

    Szegouml projection When analytically extending the functions from their boundaryvalues

    Phz D 1

    2

    ZT

    h

    1 z

    d

    i

    Proposition 81 Assume the Jordan curve is real analytic smooth Then theexterior conformal mapping analytically extends across the unit circle theToeplitz operator T has trace-class self-commutator and the following spectralpicture holds

    T D ˝ essT D

    with principal function g D ˝

    122 8 Comparison with Classical Function Spaces

    Proof Let S D Tz denote the unilateral shift on Hardy space Since the function is smooth on the circle we can write

    T D a1S C a0 C a1S C

    where the series is convergent in operator norm Moreover due to the smoothnessof it is well known that in this case that the commutator ŒT

    T is trace-classWriting

    Q D a1S C a2S2 C

    we note that Q is an analytic Toeplitz operator hence subnormal Consequently theself-commutator ŒQQ is non-positive This implies the bound

    ŒT T D a21ŒS

    SC ŒQQ a211 ˝ 1

    It is also well known that the essential spectrum of T is equal to the image of T by that is

    Let 2 ˝ Then r curren 0 for all 2 T and r 1 Hence the Toeplitzoperator T r is Fredholm And so is its homothetic

    r1T r D a1S C a0

    rC a1

    r2C

    But the latter can be deformed (r 1) in the space of Fredholm operators to a1Shence it has Fredholm index equal to 1 This proves that ˝ T and

    indT D 1 2 ˝

    If hellip ˝ then the function is invertible on T and has winding numberzero Then a factorization of the symbol into a product of an analyticinvertible function inside the disk and one analytic and invertible outside the diskshows that T is invertible

    The infinite Toeplitz matrix associated to T in the basis formed by themonomials is

    T D

    0BBB

    a0 a1 a2 a1 a0 a10 a1 a0

    1CCCA

    The cyclic subspaces

    HnC1 D spanf1T 1 Tn 1g D spanf1w wng

    82 Faber Polynomials 123

    form exactly the standard scale Let n denote the orthogonal projection of H2 ontoHn and set

    T n D nT n

    for the finite central truncation of the above Toeplitz matrixThe very definition of the Faber polynomial implies

    Tfn 1 D wn n 0

    On the other hand the inner product

    Πp q WD h pT 1 qT 1i

    is non-degenerate on complex polynomials p q 2 CŒz hence we can speak aboutthe associated orthonormal polynomials Specifically there exists for every non-negative integer n a polynomial Fn of degree n such that

    FnT 1 D wn n 0

    We will call them quantized Faber polynomialsHowever the other natural inner product

    f p qg D hTpı 1Tqı 1i D PV1

    2

    ZT2

    p eitq eis

    1 eistdtds

    has diagonal singularities comparable to the Hilbert space structure studied in theprevious chapters

    As a matter of fact the Hessenberg matrix representing the multiplication by zin the basis fn1nD0 differs from the Toeplitz matrix associated to the inverse seriesz only by a rank-one perturbation More precisely adopting the normalizationa1 D c1 D 1 one knows that Faber polynomials fn are the characteristic polynomialsof the finite central truncations of the infinite matrix

    X D

    0BBBBB

    c0 2c1 3c2 4c3 1 c0 c1 c20 1 c0 c1 0 0 1 c0

    1CCCCCA

    see Eiermann and Varga [20] The distribution of zeros and asymptotics of thecounting measures of the Faber polynomials fn1nD0 is understood in detail dueto many recent contributions notably Ullman [106] and Kuijlaars-Saff [68]

    124 8 Comparison with Classical Function Spaces

    The good news is that the zero asymptotics of the quantized Faber polynomialsis also well understood in the case of finite banded Toeplitz matrices that is forconformal mappings with finitely many negative modes

    z D w D a1w C a0 C a1w

    C C an

    wn

    More exactly the cluster of eigenvalues of the finite central truncations T n aswell as the asymptotics of the counting measures is understood in this case in termsof and relation with classical potential theory We refer to the classical works ofSchmidt-Spitzer Hirschman and Ullman amply commented and carefully exposedin the monograph by Boumlttcher and Grudsky [11]

    For our essay this case is quite relevant as the complement of the domain ˝ isa quadrature domain on the Riemann sphere

    In order to illustrate what it is at stake in the asymptotic analysis of the zeros ofFaber polynomials we reproduce from [106] and [68] a few fundamental results Let

    0 D lim supn1

    jcnj1=n

    denote the radius of convergence of the inverse conformal mapping The fibres ofthe map

    W fz W jzj gt 0g C

    play a crucial role First we isolate after Ullman the complement of the range of

    C0 D fw 2 C W 1fwg D g

    This is a compact subset of the complex plane because the range of covers aneighborhood of the point at infinity Second among the points in the range of we distinguish the set C1 of those w 2 C with the property that 1w has asingle element of largest modulus say and there the map is non-ramified that is0 curren 0 Since is non-ramified at z D 1 the set C1 covers a neighborhood ofinfinity

    Ullman proved that all limit points of the Faber polynomials fk are contained inthe complement of C1 and that every boundary point of C1 is a limit point of thesezeros [106] Further on combining methods of potential theory with approximationtechniques of Toeplitz matrices Kuijlaars and Saff [68] refined the above pictureas follows Denote the counting measures of the zeros of Faber polynomials fk byk k 1

    If C0 has no interior then the sequence k converges in weak-star topology toa positive measure whose support is equal to C1 If in addition C D C0 [ C1then is the equilibrium measure of C0 If int C0 is non-empty and connected thena subsequence of k will have the same limiting behavior It goes without sayingthat computing the sets C0 and C1 is quite challenging even for rational conformalmappings

    Appendix AHyponormal Operators

    We gather below some basic facts used throughout the text about hyponormaloperators By definition a linear bounded operator T acting on a Hilbert space His called hyponormal if the commutator inequality

    ŒTT D TT TT 0

    holds true in the operator sense That is for every vector x 2 H one has

    hTTx xi hTTx xi

    or equivalently

    kTxk kTxk x 2 H

    Typical examples are subnormal operators and singular integral operators on theline with Cauchy type kernel Indeed if S D NjH is the restriction of a normaloperator to an invariant subspace H then

    kSxk D kNxk D kNxk kPNxk D kSxk x 2 H

    where P denotes the orthogonal projection of the larger Hilbert space onto HFor instance the multiplication Mz by the complex variable on the Bergman

    space L2a˝ attached to a bounded planar domain˝ is subnormal hence hyponor-mal As for singular integral examples consider L2I dx where I is a closedinterval on the line Let a b 2 L1I with a D a ae Obviously the multiplicationoperator ŒXx D xx is self-adjoint on L2I dx The operator

    ŒYx D axx bx

    i

    ZI

    byy

    y xdy

    copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

    125

    126 A Hyponormal Operators

    is well defined as a principal value and bounded on L2 by the well known continuityof the Hilbert transform Then

    ŒXYx D bx

    i

    ZIbyydy

    hence T D X C iY is a hyponormal operator

    ŒTT D 2iŒXY 0

    It was this very specific example of singular integral transforms which boosted theearly discoveries related to hyponormal operators

    Proposition A1 The spectral radius of a hyponormal operator is equal to its norm

    Proof It is known that the spectral radius of T can be computed as jTjsp Dlimn kTnk1=n We will prove that for a hyponormal operator T one has

    kTnk D kTkn n 1

    Indeed let x 2 H and fix a positive integer n By assumption

    kTTnxk kTnC1xk

    whence

    kTTnk kTnC1k

    Consequently

    kTnk2 D kTnTnk kTn1TTnk kTn1kkTTnk

    kTn1kkTnC1k D kTn1kkTnC1k

    If we suppose kTpk D kTkp p n as an induction hypothesis we obtain

    kTknC1 kTnC1k

    which implies kTknC1 D kTnC1kThus there are no non-trivial quasi-nilpotent hyponormal operators

    Proposition A2 A linear fractional transformation preserves the hyponormality ofan operator

    A Hyponormal Operators 127

    Proof Let T be a hyponormal operator and assume hellip T Then the operatorI T1 is bounded and

    ŒI T1 I T1 D

    I T1I T1ŒTTI T1I T1 0

    An affine transformation obviously leaves hyponormal operators invariantAs a consequence of the spectral mapping theorem we infer

    kI T1k D 1

    dist T

    This simple observation has a non-trivial consequence at the level of numericalrange

    Proposition A3 Let T 2 L H be a hyponormal operator The closure of itsnumerical range coincides with the convex hull of its spectrum

    WT D convT

    Proof The inclusion convT WT holds in general Assume that there existsa point 2 WT which is not in the convex hull of the spectrum By an affinechange of variables we can assume that T is contained in a disk centered at zeroof radius r and jj gt r Since the spectral radius of T equals its norm we findkTk r and on the other hand

    hTx xi D

    for a unit vector x That is jj jhTx xij r a contradictionMore refined operations leave the class of hyponormal operators invariant For

    instance take T D X C iY to be a hyponormal operator written in cartesian formand let S be a bounded operator in the commutant of X Then X C iSYS is alsohypo-normal

    ŒX iSYSX C iSYS D 2iŒXSYS D S2iŒXYS D SŒTTS 0

    In particular if S D EXı is the spectral projection associated to a Borel set ı Rone obtains a very useful cut-off operation of hyponormal operators One of the non-trivial implication is that in this case EXıTEXı is a hyponormal operate whosespectrum is localized to the band ı R C

    In this respect it is worth recording a non-trivial spectral mapping projectionresult

    128 A Hyponormal Operators

    Theorem A1 (Putnam [82]) Let T D XCiY be a hyponormal operator written incartesian form The projection of the spectrum T onto the x-axis coincides withthe spectrum of X

    Hence the spectrum of the cut-off operator EXıTEXı lies in the vertical bandwith ı as base See [74] for proofs and more details

    One can reverse the flow from abstract to concrete prove first that the real andimaginary parts of a pure hyponormal operators have absolute continuous spectrumand then build a general one variable singular integral functional model In thisprocess one needs precise estimates We recall two of them

    A deep inequality related to non-negative self-commutators was discovered byPutnam It asserts that for every hyponormal operator T one has

    kŒTTk Area T

    Thus every hyponormal operator with ldquothinrdquo spectrum is normal in particular ahyponormal finite dimensional matrix is automatically normal

    As a matter of fact not only the norm but even the trace of a hyponormal operatorT enters into a similar inequality This bears the name of Berger and Shaw and itstates

    TraceŒTT mT

    Area T

    where mT stands for the rational multiplicity of T that is the minimal number ofvectors hj 1 j mT so that f Thj span the whole Hilbert space on which Tacts where f is an arbitrary rational function analytic in a neighborhood of T

    Using these inequalities and cartesian cut-off operations one can prove that thespectrum of a pure hyponormal operators has positive planar density at every pointof it As a matter of fact every compact subset of the complex plane with this densityproperty is the spectrum of a hyponormal operator

    The main concern in this lecture notes is the class of hyponormal operatorswith rank-one self commutator Their classification and spectral analysis is classicalby now thanks to fundamental contributions of Pincus Carey L Brown HeltonHowe Clancey D Xia The monograph [74] contains an overview of the theory ofhyponormal operators and a couple of chapters are devoted to this class of operatorsWe confine ourselves to a few identities used in the main body of the lecture notes

    Let T 2 L H be a linear bounded operator acting on a separable infinitedimensional space and possessing rank-one self-commutator

    ŒTT D ˝

    We also assume that T is irreducible that is the linear span of vectors TnTmnm 0 is dense in H Let zw 2 C be points outside the spectrum of T Then theresolvents T w1 and T z1 exist and the multiplicative commutator

    T zT wT z1T w1

    A Hyponormal Operators 129

    is in the determinant class (that is the identity plus a trace-class operator) and

    detT zT wT z1T w1 D

    detŒI ˝ T z1T w1 D

    1 hT z1T w1 i D

    1 hT w1 T z1i

    Mutatis mutantis we can perform the same operation on the multiplicativecommutator with reversed order of factors

    detT wT zT w1T z1 D

    detŒI C ˝ T w1T z1 D

    1C hT w1T z1 i D

    1C hT z1 T w1i

    Since the product of the two commutators is the identity we infer

    Œ1C hT z1 T w1iŒ1 hT w1 T z1i D 1 (A1)

    The unitary equivalence orbit of the irreducible operator T subject to thecommutation relation ŒTT D ˝ is encoded into the germ at infinity of theanalytic-antianalytic determinantal function

    Ezw D 1 hT w1 T z1i jzj jwj gt kTk

    Hence also in the germ at infinity of the function

    1

    EzwD 1C hT z1 T w1i jzj jwj gt kTk

    The main character of our study is the function E and its exponential representationas a double Cauchy transform

    Theorem A2 (Pincus [76]) The integral representation

    1 hT w1 T z1i D exp1

    ZC

    gdA

    z w jzj jwj gt kTk

    130 A Hyponormal Operators

    establishes a one-to-one correspondence between all irreducible hyponormal oper-ators T with rank-one self-commutator ŒTT D ˝ and L1-classes of Borelmeasurable functions g W C Œ0 1 of compact support

    For the original proof see [76] The function g is called the principal functionof the operator T and it can be regarded as a generalized Fredholm index which isdefined even for points of the essential spectrum

    A simple and far reaching application of the operator counterparts of the abovedeterminants is the ldquodiagonalizationrdquo in a concrete functional model of the operatorsT respectively T Specifically let denote a circle centered at z D 0 of radiusR gt kTk Then Riesz functional calculus yields for any couple of polynomialsf g 2 CŒz

    h f T gTi D 1

    42

    Z

    Z

    f ugvdudv

    Eu v (A2)

    while in complete symmetry

    hgT f Ti D 1

    42

    Z

    Z

    f ugvEu vdudv (A3)

    To illustrate the nature of the above integral representation we outline a novelproof of a classical inequality due to Ahlfors and Beurling Specifically if anessentially bounded function f on C is non-negative and integrable with respectto the two dimensional Lebesgue measure then

    jZC

    f wd Areaw

    w zj2 kf k1kf k1

    for all z 2 CIndeed we can assume that f has compact support and 0 f 1 ae hence

    it is equal to the principal function of a hyponormal operator T with rank-one self-commutator ŒTT D ˝ Then

    h T z1i D 1

    ZC

    f wd Areaw

    w z

    and on the other hand

    kT z1k 1 z 2 C

    and

    kk2 D 1

    ZC

    f wd Areaw

    A Hyponormal Operators 131

    A remarkable and more symmetric formula involving functional calculi wasdiscovered by Helton and Howe [58] We state it in our context of rank-one self-commutator although it is true for trace-class self-commutators

    traceΠpTT qTT D 1

    ZC

    J p qg dA p q 2 CŒz z (A4)

    where J p q stands for the Jacobian of the two functions see [58 74] It was thisvery formula that was the source of Connesrsquo cyclic cohomology theory [15]

    The principal function like the Fredholm index is functorial with respect toanalytic functional calculus Moreover it is invariant under Hilbert-Schmidt additiveperturbations and satisfies non-trivial bounds We reproduce below only one of theseinequalities For proofs and more comments see [74]

    Theorem A3 (Berger [7]) Assume T S are hyponormal operators with trace-class self-commutator and let X be a trace-class operator with null kernel andcokernel If SX D XT then gS gT

    In particular Bergerrsquos Theorem shows that the principal function of a cyclichyponormal operator is bounded by 1

    In case the principal function g is the characteristic function of a bounded openset with real analytic smooth boundary the determinantal function also known asexponential transform Ezw analytically extends across the boundary as explainedin the main body of these notes This observation was used in the proof of a centralregularity result for free boundaries in two real dimensions cf Sect 64 in thesenotes

    Among the early applications of the theory of the principal function anobservation of Basor and Helton [6] stands aside The two authors reproved andgeneralized the Szegouml limit theorem While today there are more refined variants ofthe theorem due to Widom and a few other authors the method used by Basor andHelton is relevant for the topics reviewed in Appendix We sketch below the mainidea

    Let H2 D H2D denote Hardy space of the unit disk with orthogonal projectionP W L2T H2D A Toeplitz operator

    T f D Pf f 2 H2

    with continuous non-vanishing symbol 2 CT is known to be Fredholm withindex equal to negative of the winding number of along the unit circle Assumethat the symbol is smooth and has zero winding number Then the general theorybuilt around the Riemann-Hilbert problem yields a factorization

    z D Czz z 2 T

    where C is a smooth function on T which analytically extends to D while zis smooth and analytically extends to the complement of the disk and 1 D 1

    132 A Hyponormal Operators

    It is easy to check for instance on monomials that

    T D TTC

    Denote by Pn the orthogonal projection of H2 onto the linear span of 1 z znThe finite central truncation Tn D PnTPn is a n C1 n C1 Toeplitz matrix andso are the triangular matrices

    TCn D PnTC

    Pn D PnTC T

    n D PnTPn D T

    Pn

    Note that TCn T

    n D PnTCT

    Pn is not equal to Tn exactly this discrepancy and theprincipal function formula proves Szegouml limit theorem Quite specifically let

    G D exp1

    2

    ZT

    logzdz

    iz

    be the geometric mean of the invertible symbol The logarithm above is definedon C n 1 0 so that log1 D 0 Moreover

    G D 1

    2

    ZT

    Czdz

    iz1

    2

    ZT

    zdz

    iz

    But the matrices TCn T

    n are triangular with the identical entries equal to

    12

    RTCz dz

    iz respectively 12

    RTz dz

    iz on the diagonal Hence

    GnC1 D detTCn det T

    n

    Next linear algebra gives

    Tn D PnTPn D PnTTC

    Pn D PnTCT1

    C

    TTC

    T1

    TPn D

    TCn PnT1

    C

    TTC

    T1

    PnTn

    Therefore

    det Tn

    GnC1 D det Tn

    det TCn det T

    n

    D PnT1C

    TTC

    T1

    Pn

    Due to the smoothness assumption

    det T1C

    TTC

    T1

    D det TTC

    T1

    T1C

    D detTT1

    A Hyponormal Operators 133

    exists and is equal to the limit of the truncated determinants This observation plusHelton-Howe formula imply Szegouml-Widom limit Theorem

    limn1

    det Tn

    GnC1 D detTT1 D exp1

    ZD

    JlogC logdA

    Above J denotes the Jacobian of the two functions

    Historical Notes

    Quadrature domains were isolated in the work by Dov Aharonov and Harold SShapiro see in particular the seminal paper [1] Although originally motivated byunivalent function theory the central role of this class of semi-algebraic domainsfound unexpected reverberations in many areas of modern mathematics suchas fluid mechanics potential theory integrable systems free boundaries inverseproblems The collections of articles [19] offers a good glimpse on the status of thetheory of quadrature domains until 2005 A small selection of books survey articlesand more recent contributions are [16 26 46 70 89 101 107]

    The idea of a potential theoretic skeleton goes right back to Isaac Newtonwho showed that the gravitational field produced by a homogenous ball coincidesoutside the ball by the field of a point mass located at the center of the ball Laterdevelopments involve for example a Preisschrift ldquoUumlber die analytische Fortsetzungdes Potentials ins Innere der anziehenden Massenrdquo by Herglotz available in [59](see also Chapter 1 in [101]) and in particular systematic work by DimiterZidarov and his collaborators on ldquoMaternal and most concentrated bodiesldquo (titleof Chapter III6 in [113]) The particular term ldquomother bodyrdquo was used informallyby O Kounchev for example and inspired by the ideas of this Bulgarian groupin geophysical potential theory an attempt to make the notion of a mother bodymathematically precise was made in [34] Some further developments can befound in [43 95 102] In recent years the ideas of a mother bodies relatedldquomadonna bodiesrdquo and other kinds of potential theoretic skeletons have turnedout to be relevant for asymptotic distributions of zeros of orthogonal polynomialseigenvalues of random matrices etc See for example [9 10 50]

    Orthogonal polynomials have a long and glorious history spanning a centuryand a half Although originally streaming from real function theory questionssuch as extremal problems moment problems convergence of continued fractionseigenfunction expansions generating functions with a combinatorial flavor and soon complex variables turned out to be essential in studying the fine structure andasymptotic behavior of classical orthogonal polynomials The pioneering works of

    copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

    135

    136 Historical Notes

    Fekete Szegouml Carleman Bergman Gonchar Suetin Widom (to name only a fewkey contributors to the subject) laid the foundations of complex analytic and poten-tial theoretic interpretation of the qualitative aspects of orthogonal polynomialsThis trend continues to bloom today with notable impact on quantum mechanicsstatistical mechanics and approximation theory The authoritative monographs[86 103] gave the tone for all later developments of the potential theoretic andcomplex function theoretic aspects of orthogonal polynomials In spite of the factthat the orthogonality studied in the present notes and in particular the class ofassociated orthogonal polynomials does not strictly fit in the framework of theseinfluential works there are too many similarities not to seek in future works aunifying explanation

    One of the first uses of the exponential transform outside operator theorywas to prove regularity of certain free boundaries in two dimensions [36] Theboundaries in question were more precisely boundaries of quadrature domains (ina general sense) and those arising in the related area of Hele-Shaw flow movingboundary problems (Laplacian growth) See [51] for the latter topic The exponentialtransform provided in these cases a simplified route compared to that of Sakai [92ndash94] One advantage with the exponential transform is that it directly gives a realanalytic defining function of the free boundary On the other hand as a tool infree boundary theory it is far less flexible than the general methods developed byL Caffarelli and others within the framework of nonlinear PDE

    In general the theory of free boundaries and their regularity has been a highlyactive and rapidly developing area for at least half a century The regularity theoryis in general very difficult in particular in higher dimensions A few standardreferences are [14 25 65 75]

    The notion of hyponormal operator was introduced by Halmos under a differentname in the article [52] After a necessary period of piling up the naive foundationswell exposed in Halmos problem book [53] Putnam raised the subject to a higherspeed by discovering his famous inequality and by regarding everything from theperspective of commutator algebra [82] It was Joel D Pincus [76] who pushedforward hyponormal and semi-normal operators to a novel direction of quantumscattering theory by isolating a remarkable spectral invariant known as the principalfunction Afterwards it was clear that explicit models of hyponormal operatorsdepart from classical analytic functional spaces by involving singular integraltransforms with kernels of Cauchy type The trace formula for commutators ofHelton and Howe [58] put the principal function into a totally new focus withlinks to global analysis concepts such as curvature invariants characteristic classesand index formulas Out of this phenomenology Alain Connes [15] invented cycliccohomology an important chapter of modern operator algebras In this respect ouressay falls within low dimensional cyclic cohomology theory A synthesis of thetheory of hyponormal operators can be found in the monograph [74]

    The exponential transform arose as the characteristic function of a Hilbertspace operator with trace-class self-commutator Functions of a complex variableencoding in an invariant way the unitary equivalence class of an operator are knownas characteristic functions they played a prominent role in the classification of

    Historical Notes 137

    non-selfadjoint transformations streaming from the works of Moshe Livsic ondissipative operators and Nagy-Foias on contractive operators The lucid approachof Larry Brown [13] revealed the algebraic K-theoretic nature of the exponentialtransform as the determinant of a multiplicative commutator in an infinite dimen-sional setting On the other hand one can interpret the exponential transform inpurely function theoretic terms as a Riesz potential at critical exponent with clearbenefits for the multidimensional setting Or as a solution to a Riemann-Hilbertfactorization problem as in these notes very much in harmony with Pincusrsquo originalvision [76]

    The Ritz-Galerkin method of converting an infinite dimensional and continuousoperator equation into a finite-dimensional discrete problem was widely usedand refined for more than a century in numerical analysis The more specificKrylov subspace approximation of a linear operator by its compressions to finitedimensional subspaces defined by the degree filtration of powers of the operatorsapplied to a cyclic vector is intimately linked to the theory of complex orthogonalpolynomials and has numerous supporters in the applied mathematics community[72] In particular the analysis and inversion of Toeplitz or Wiener-Hopf operatorsby their Krylov subspace compressions was thoroughly studied by several genera-tions of mathematicians see [11] for historical references and the intriguing (by itscomplexity and openness) picture of the field these days

    Glossary

    P D C [ f1g

    DaR D fz 2 C W jz aj lt Rg D D D0 1

    dA D dAz D dArea D dxdy

    For˝ C a bounded open set

    ˝c D C n˝

    ˝e D C n˝ or P n˝ depending on context

    j˝j D Area˝

    f g2˝ D f gL2˝ D 1

    f Ng dA Also k f kp˝ D jj f jjLp˝ (1 p 1)

    L2a˝ Bergman space (analytic functions in L2˝)

    DC Set of smooth test functions with compact support in C

    OE Germs of functions holomorphic in an open set containing E C

    Ezw The exponential transform of a bounded open set ˝ C Defined in allC C by (21)

    Fzw The restriction of Ezw to ˝e ˝e and analytic continuations of thisSee (22)

    Gzw A version of the exponential transform defined and analyticantianalyticin ˝ ˝e Gzw D Gw z See (23) (24)

    Hzw The interior exponential transform defined and analyticantianalytic in˝ ˝ See (25)

    C˝z C˝zw Cauchy transforms (ordinary and double) of ˝ Csee (28) (29)

    copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

    139

    140 Glossary

    Cz Cauchy transform of a measure Written as Cf if d D f dA See Sect 61

    U Logarithmic potential of a measure Written as U˝ if d D ˝ dA SeeSect 61

    Mkj Mk Bkj D bkj Complex harmonic and exponential moments see Sect 22

    Sz The Schwarz function of a real analytic curve See (220)

    H ˝ A Hilbert space associated to the exponential transform see Sect 31

    Ha˝ The subspace of H ˝ generated by analytic functions see (36)

    h f gi Inner product in a Hilbert space in general

    h f gi D h f giH ˝ Standard inner product in H ˝ (and Ha˝) See (34)

    hh f gii D h Nf NgiH ˝ See (322)

    h f giPXX The Pincus-Xia-Xia inner product in Ha˝ See (326)

    f gduality D 12 i

    f zgzdz f 2 O˝ g 2 O˝e0

    H The operator L2˝ L2˝ with kernel Hzw defined by

    Hf w D 1

    Hzwf zdAz w 2 ˝

    See (37)

    G The operator with kernel Gzw defined by

    Gf w D 1

    Gzwf zdAz w 2 ˝e

    See (333)

    Z The operator H ˝ H ˝ defined by Zf z D zf z

    NZ The operator H ˝ H ˝ defined by NZf z D Nzf z

    C The operator H ˝ H ˝ defined by Cf D Cf (Cauchy transform of f )

    NC Related to C by NCf D CNf

    L H The set of bounded linear operators on a Hilbert space H

    C1H The set of those A 2 L H with jAj1 D trp

    AA lt 1 (finite trace norm)

    T Spectrum of an operator T 2 L H

    WT D fhTx xi W x 2 H kxk D 1g the numerical range of an operator T 2L HMore special notations appear in the text

    References

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    2 LV Ahlfors Complex Analysis An Introduction of the Theory of Analytic Functions of OneComplex Variable 2nd edn (McGraw-Hill New York 1966)

    3 NI Akhiezer The Classical Moment Problem and Some Related Questions in Analysis(Hafner Publishing New York 1965) Translated by N Kemmer

    4 H Alexander J Wermer Several Complex Variables and Banach Algebras Graduate Textsin Mathematics vol 35 3rd edn (Springer New York 1998)

    5 M Andersson M Passare R Sigurdsson Complex Convexity and Analytic Functionals vol225 Progress in Mathematics (Birkhaumluser Basel 2004)

    6 E Basor J William Helton A new proof of the Szego limit theorem and new results forToeplitz operators with discontinuous symbol J Operator Theory 3(1) 23ndash39 (1980)

    7 CA Berger Intertwined operators and the Pincus principal function Integr Equ OperTheory 4(1) 1ndash9 (1981)

    8 L Bers An approximation theorem J Anal Math 14 1ndash4 (1965)9 P Bleher G Silva The mother body phase transition in the normal matrix model (2016)

    arXiv16010512410 R Boslash gvad B Shapiro On mother body measures with algebraic Cauchy transform Enseign

    Math 62(1ndash2) 117ndash142 (2016)11 A Boumlttcher SM Grudsky Spectral Properties of Banded Toeplitz Matrices (Society for

    Industrial and Applied Mathematics Philadelphia PA 2005)12 H Brezis AC Ponce Katorsquos inequality when u is a measure C R Math Acad Sci Paris

    338(8) 599ndash604 (2004)13 LG Brown The Determinant Invariant for Operators with Trace Class Self Commutators

    Lecture Notes in Mathematics vol 345 (Springer Berlin 1973) pp 210ndash22814 LA Caffarelli The obstacle problem revisited J Fourier Anal Appl 4(4ndash5) 383ndash402

    (1998)15 A Connes Noncommutative Geometry (Academic San Diego CA 1994)16 PJ Davis The Schwarz Function and its Applications The Carus Mathematical Monographs

    vol 17 (The Mathematical Association of America Buffalo NY 1974)17 P Diaconis W Fulton A growth model a game an algebra Lagrange inversion and

    characteristic classes Rend Sem Mat Univ Politec Torino 49(1) 95ndash119 (1993) 1991Commutative algebra and algebraic geometry II (Italian) (Turin 1990)

    18 WF Donoghue Jr Monotone Matrix Functions and Analytic Continuation (Springer NewYork Heidelberg 1974) Die Grundlehren der mathematischen Wissenschaften Band 207

    copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

    141

    142 References

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    20 M Eiermann RS Varga Zeros and local extreme points of Faber polynomials associatedwith hypocycloidal domains Electron Trans Numer Anal 1 49ndash71 (1993) (electronic only)

    21 A Eremenko E Lundberg K Ramachandran Electrstatic skeletons (2013)arXiv13095483

    22 HM Farkas I Kra Riemann Surfaces Graduate Texts in Mathematics vol 71 2nd edn(Springer New York 1992)

    23 RP Feynman AR Hibbs Quantum Mechanics and Path Integrals emended edition (DoverMineola NY 2010) Emended and with a preface by Daniel F Styer

    24 T Frankel The Geometry of Physics 3rd edn (Cambridge University Press Cambridge2012) An introduction

    25 A Friedman Variational Principles and Free-Boundary Problems Pure and AppliedMathematics (Wiley New York 1982) A Wiley-Interscience Publication

    26 SJ Gardiner T Sjoumldin Quadrature domains for harmonic functions Bull Lond Math Soc39(4) 586ndash590 (2007)

    27 SJ Gardiner T Sjoumldin Partial balayage and the exterior inverse problem of potential theoryin Potential Theory and Stochastics in Albac Theta Series in Advanced Mathematics (ThetaBucharest 2009) pp 111ndash123

    28 SJ Gardiner T Sjoumldin Two-phase quadrature domains J Anal Math 116 335ndash354 (2012)29 P Griffiths J Harris Principles of Algebraic Geometry (Wiley-Interscience New York

    1978) Pure and Applied Mathematics30 A Grothendieck Sur certains espaces de fonctions holomorphes I J Reine Angew Math

    192 35ndash64 (1953)31 M Guidry Gauge Field Theories A Wiley-Interscience Publication (Wiley New York

    1991) An introduction with applications32 B Gustafsson Quadrature identities and the Schottky double Acta Appl Math 1(3) 209ndash

    240 (1983)33 B Gustafsson Singular and special points on quadrature domains from an algebraic

    geometric point of view J Anal Math 51 91ndash117 (1988)34 B Gustafsson On mother bodies of convex polyhedra SIAM J Math Anal 29(5) 1106ndash

    1117 (1998) (electronic)35 B Gustafsson Lectures on balayage in Clifford Algebras and Potential Theory Univ

    Joensuu Dept Math Rep Ser vol 7 (University of Joensuu Joensuu 2004) pp 17ndash6336 B Gustafsson M Putinar An exponential transform and regularity of free boundaries in two

    dimensions Ann Scuola Norm Sup Pisa Cl Sci (4) 26(3) 507ndash543 (1998)37 B Gustafsson M Putinar Linear analysis of quadrature domains II Isr J Math 119

    187ndash216 (2000)38 B Gustafsson M Putinar Analytic continuation of Cauchy and exponential transforms

    in Analytic Extension Formulas and Their Applications (Fukuoka 1999Kyoto 2000)International Society for Analysis Applications and Computation vol 9 (Kluwer Dordrecht2001) pp 47ndash57

    39 B Gustafsson M Putinar Linear analysis of quadrature domains IV in QuadratureDomains and Their Applications Operator Theory Advances and Applications vol 156(Birkhaumluser Basel 2005) pp 173ndash194

    40 B Gustafsson M Putinar Selected topics on quadrature domains Phys D 235(1ndash2) 90ndash100(2007)

    41 B Gustafsson J Roos Partial balayage on riemannian manifolds (2016) arXiv16050310242 B Gustafsson M Sakai Properties of some balayage operators with applications to

    quadrature domains and moving boundary problems Nonlinear Anal 22(10) 1221ndash1245(1994)

    43 B Gustafsson M Sakai On potential-theoretic skeletons of polyhedra Geom Dedicata76(1) 1ndash30 (1999)

    References 143

    44 B Gustafsson M Sakai Sharp estimates of the curvature of some free boundaries in twodimensions Ann Acad Sci Fenn Math 28(1) 123ndash142 (2003)

    45 B Gustafsson M Sakai On the curvature of the free boundary for the obstacle problem intwo dimensions Monatsh Math 142(1ndash2) 1ndash5 (2004)

    46 B Gustafsson HS Shapiro What is a quadrature domain in Quadrature Domains andTheir Applications Operator Theory Advances and Applications vol 156 (Birkhaumluser Basel2005) pp 1ndash25

    47 B Gustafsson VG Tkachev On the exponential transform of multi-sheeted algebraicdomains Comput Methods Funct Theory 11(2) 591ndash615 (2011)

    48 B Gustafsson M Sakai HS Shapiro On domains in which harmonic functions satisfygeneralized mean value properties Potential Anal 7(1) 467ndash484 (1997)

    49 B Gustafsson C He P Milanfar M Putinar Reconstructing planar domains from theirmoments Inverse Prob 16(4) 1053ndash1070 (2000)

    50 B Gustafsson M Putinar EB Saff N Stylianopoulos Bergman polynomials on anarchipelago estimates zeros and shape reconstruction Adv Math 222(4) 1405ndash1460 (2009)

    51 B Gustafsson R Teoderscu A Vasilrsquoevrsquo Classical and Stochastic Laplacian GrowthAdvances in Mathematical Fluid Mechanics (Birkhaumluser Basel 2014)

    52 PR Halmos Normal dilations and extensions of operators Summa Brasil Math 2 125ndash134(1950)

    53 PR Halmos A Hilbert Space Problem Book (D Van Nostrand Princeton NJ TorontoOntorio London 1967)

    54 FR Harvey H Blaine Lawson Jr On boundaries of complex analytic varieties I AnnMath (2) 102(2) 223ndash290 (1975)

    55 MX He EB Saff The zeros of Faber polynomials for an m-cusped hypocycloid J ApproxTheory 78(3) 410ndash432 (1994)

    56 LI Hedberg Approximation in the mean by solutions of elliptic equations Duke Math J40 9ndash16 (1973)

    57 H Hedenmalm N Makarov Coulomb gas ensembles and Laplacian growth Proc LondMath Soc (3) 106(4) 859ndash907 (2013)

    58 JW Helton RE Howe Traces of commutators of integral operators Acta Math 135(3ndash4)271ndash305 (1975)

    59 G Herglotz Gesammelte Schriften (Vandenhoeck amp Ruprecht Goumlttingen 1979) Withintroductory articles by Peter Bergmann S S Chern Ronald B Guenther Claus MuumlllerTheodor Schneider and H Wittich Edited and with a foreword by Hans Schwerdtfeger

    60 L Houmlrmander The Analysis of Linear Partial Differential Operators I Grundlehren derMathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol256 (Springer Berlin 1983) Distribution theory and Fourier analysis

    61 L Houmlrmander Notions of Convexity Progress in Mathematics vol 127 (Birkhaumluser BostonMA 1994)

    62 K Huang Quantum Field Theory A Wiley-Interscience Publication (Wiley New York1998) From operators to path integrals

    63 L Karp AS Margulis Newtonian potential theory for unbounded sources and applicationsto free boundary problems J Anal Math 70 1ndash63 (1996)

    64 D Khavinson E Lundberg A tale of ellipsoids in potential theory Not Am Math Soc61(2) 148ndash156 (2014)

    65 D Kinderlehrer G Stampacchia An Introduction to Variational Inequalities and TheirApplications Pure and Applied Mathematics vol 88 (Academic [Harcourt Brace JovanovichPublishers] New York-London 1980)

    66 G Koumlthe Dualitaumlt in der Funktionentheorie J Reine Angew Math 191 30ndash49 (1953)67 MG Kreın AA Nudelrsquoman The Markov Moment Problem and Extremal Problems

    (American Mathematical Society Providence RI 1977) Ideas and problems of PL Cebyševand AA Markov and their further development Translated from the Russian by D LouvishTranslations of Mathematical Monographs vol 50

    144 References

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    69 JC Langer DA Singer Foci and foliations of real algebraic curves Milan J Math 75225ndash271 (2007)

    70 S-Y Lee NG Makarov Topology of quadrature domains J Am Math Soc 29(2) 333ndash369(2016)

    71 L Levine Y Peres Scaling limits for internal aggregation models with multiple sources JAnal Math 111 151ndash219 (2010)

    72 J Liesen Z Strakoˇ s Krylov Subspace Methods Numerical Mathematics and ScientificComputation (Oxford University Press Oxford 2013) Principles and analysis

    73 JS Marshall On the construction of multiply connected arc integral quadrature domainsComput Methods Funct Theory 14(1) 107ndash138 (2014)

    74 M Martin M Putinar Lectures on Hyponormal Operators Operator Theory Advances andApplications vol 39 (Birkhaumluser Basel 1989)

    75 A Petrosyan H Shahgholian N Uraltseva Regularity of Free Boundaries in Obstacle-Type Problems Graduate Studies in Mathematics vol 136 (American Mathematical SocietyProvidence RI 2012)

    76 JD Pincus Commutators and systems of singular integral equations I Acta Math 121219ndash249 (1968)

    77 JD Pincus D Xia JB Xia The analytic model of a hyponormal operator with rank oneself-commutator Integr Equ Oper Theory 7(4) 516ndash535 (1984)

    78 J Polchinski String Theory Vol I Cambridge Monographs on Mathematical Physics(Cambridge University Press Cambridge 1998) An introduction to the bosonic string

    79 M Putinar On a class of finitely determined planar domains Math Res Lett 1(3) 389ndash398(1994)

    80 M Putinar Linear analysis of quadrature domains Ark Mat 33(2) 357ndash376 (1995)81 M Putinar Extremal solutions of the two-dimensional L-problem of moments J Funct

    Anal 136(2) 331ndash364 (1996)82 CR Putnam Commutation Properties of Hilbert Space operators and Related Topics

    Ergebnisse der Mathematik und ihrer Grenzgebiete Band 36 (Springer New York 1967)83 F Riesz BSz-Nagy Leccedilons drsquoanalyse fonctionnelle (Acadeacutemie des Sciences de Hongrie

    Akadeacutemiai Kiadoacute Budapest 1952)84 C Rovelli Quantum Gravity Cambridge Monographs on Mathematical Physics (Cambridge

    University Press Cambridge 2004) With a foreword by James Bjorken85 EB Saff NS Stylianopoulos Asymptotics for polynomial zeros beware of predictions

    from plots Comput Methods Funct Theory 8(1ndash2) 385ndash407 (2008)86 EB Saff V Totik Logarithmic Potentials with External Fields Grundlehren der Math-

    ematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol 316(Springer Berlin 1997) Appendix B by Thomas Bloom

    87 M Sakai A moment problem on Jordan domains Proc Am Math Soc 70(1) 35ndash38 (1978)88 M Sakai Null quadrature domains J Anal Math 40 144ndash154 (1982) 198189 M Sakai Quadrature Domains Lecture Notes in Mathematics vol 934 (Springer Berlin

    1982)90 M Sakai Applications of variational inequalities to the existence theorem on quadrature

    domains Trans Am Math Soc 276(1) 267ndash279 (1983)91 M Sakai Solutions to the obstacle problem as Green potentials J Anal Math 44 97ndash116

    (19841985)92 M Sakai Regularity of a boundary having a Schwarz function Acta Math 166(3ndash4) 263ndash

    297 (1991)93 M Sakai Regularity of boundaries of quadrature domains in two dimensions SIAM J Math

    Anal 24(2) 341ndash364 (1993)94 M Sakai Regularity of free boundaries in two dimensions Ann Scuola Norm Sup Pisa Cl

    Sci (4) 20(3) 323ndash339 (1993)

    References 145

    95 TV Savina BYu Sternin VE Shatalov On a minimal element for a family of bodiesproducing the same external gravitational field Appl Anal 84(7) 649ndash668 (2005)

    96 M Schiffer DC Spencer Functionals of Finite Riemann Surfaces (Princeton UniversityPress Princeton NJ 1954)

    97 MD Schwartz Quantum Field Theory and the Standard Model (Cambridge UniversityPress Cambridge 2014)

    98 J Sebastiatildeo e Silva Analytic functions and functional analysis Port Math 9 1ndash130 (1950)99 H Shahgholian Unbounded quadrature domains in Rn n 3 J Anal Math 56 281ndash291

    (1991)100 HS Shapiro Unbounded quadrature domains in Complex Analysis I (College Park MD

    1985ndash86) Lecture Notes in Mathematics vol 1275 (Springer Berlin 1987) pp 287ndash331101 HS Shapiro The Schwarz Function and its Generalization to Higher Dimensions University

    of Arkansas Lecture Notes in the Mathematical Sciences vol 9 (Wiley New York 1992) AWiley-Interscience Publication

    102 T Sjoumldin Mother bodies of algebraic domains in the complex plane Complex Var EllipticEqu 51(4) 357ndash369 (2006)

    103 H Stahl V Totik General orthogonal polynomials volume 43 of Encyclopedia ofMathematics and its Applications Cambridge University Press Cambridge 1992

    104 MH Stone Linear Transformations in Hilbert Space American Mathematical SocietyColloquium Publications vol 15 (American Mathematical Society Providence RI 1990)Reprint of the 1932 original

    105 K Strebel Quadratic Differentials Ergebnisse der Mathematik und ihrer Grenzgebiete (3)[Results in Mathematics and Related Areas (3)] vol 5 (Springer Berlin 1984)

    106 JL Ullman Studies in Faber polynomials I Trans Am Math Soc 94 515ndash528 (1960)107 AN Varchenko PI Etingof Why the Boundary of a Round Drop Becomes a Curve of Order

    Four AMS University Lecture Series 3rd edn (American Mathematical Society ProvidenceRI 1992)

    108 JL Walsh Interpolation and Approximation by Rational Functions in the Complex Domain4th edn American Mathematical Society Colloquium Publications vol XX (AmericanMathematical Society Providence RI 1965)

    109 RO Wells Jr Differential Analysis on Complex Manifolds Prentice-Hall Series in ModernAnalysis (Prentice-Hall Englewood Cliffs NJ 1973)

    110 H Widom Extremal polynomials associated with a system of curves in the complex planeAdv Math 3 127ndash232 (1969)

    111 D Xia Analytic Theory of Subnormal Operators (World Scientific Hackensack NJ 2015)112 DV Yakubovich Real separated algebraic curves quadrature domains Ahlfors type

    functions and operator theory J Funct Anal 236(1) 25ndash58 (2006)113 D Zidarov Inverse Gravimetric Problem in Geoprospecting and Geodesy Developments in

    Solid Earth Geophysics vol 19 (Elsevier Amsterdam 1990)

    Index

    algebraic domain 40analytic continuation 86analytic functional 43analytic model 33 34analytic moment 11analyticity of free boundary 86annihilation and creation

    operators 36annulus 94

    Bergman inner product 33Bergman kernel 119Bergman space 119

    Caley-Hamilton theorem 58canonical line bundle 120carrier (of analytic functional) 43Cauchy kernel 32Cauchy transform 8Cauchy transform (as an operator) 27characteristic polynomial 58Chebyshev polynomial 98Chern class 17Cholesky decomposition 72cohyponormal operator 28 31complex moment 11convex carrier 91counting measure 47 57cross ratio 10

    defect operator 70determinant of an operator 29double Cauchy transform 8dual basis 38 50

    electrostatic skeleton 80ellipse 63 97equilibrium measure 104exponential moment 11exponential transform 7

    Faber polynomial 120Feynman integral 36finite central truncation 57finitely determined domain 40four variable exponential transform 10Fredhom index 130Friedrichs operator 119

    generalized lemniscate 56genus formula 100Gram matrix 26Greenrsquos function 48 105 113

    Hardy space 35harmonic moment 11Hessenberg matrix 52 123hyperfunction 43hyperplane section bundle 17hypocycloid 99hyponormal operator 31 125

    Jacobi matrix 98Jacobi-Toeplitz matrix 53

    lemniscate 103line bundle 16logarithmic potential 78

    copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

    147

    148 Index

    madonna body 80 105minimal carrier 77 82minimal convex carrier 43minimal polynomial 58modified Schwarz potential 89 108 117mother body 44 78

    numerical range 58 70 127

    order of a quadrature domain 41orthogonal polynomial 47

    Padeacute approximation 60partial balayage 79plurisubharmonic function 51positive definite matrix 13preface viiprincipal function 31 130

    quadratic differential 90quadrature domain 40quadrature domain for subharmonic functions

    80quadrature domain in the wide sense 44quantized Faber polynomial 123

    rational multiplicity 128real central truncation 74reproducing kernel 15ridge 105Riemann-Hilbert problem 18Riemann-Hurwitz formula 96 100

    Schottky double 96 120Schurrsquos theorem 13Schwarz function 16Schwarz reflection 113shift operator 27Silva-Koumlthe-Grothendieck duality 37skeleton 78spectral radius 126symbol 121Szegouml limit theorem 131

    three term relation 63Toeplitz matrix 122Toeplitz operator 121trace norm 58trace-class operator 29trace-class perturbation 58

    unilateral shift 54 122

    LECTURE NOTES IN MATHEMATICS 123Editors in Chief J-M Morel B Teissier

    Editorial Policy

    1 Lecture Notes aim to report new developments in all areas of mathematics and theirapplications ndash quickly informally and at a high level Mathematical texts analysing newdevelopments in modelling and numerical simulation are welcome

    Manuscripts should be reasonably self-contained and rounded off Thus they may andoften will present not only results of the author but also related work by other people Theymay be based on specialised lecture courses Furthermore the manuscripts should providesufficient motivation examples and applications This clearly distinguishes Lecture Notesfrom journal articles or technical reports which normally are very concise Articlesintended for a journal but too long to be accepted by most journals usually do not havethis ldquolecture notesrdquo character For similar reasons it is unusual for doctoral theses to beaccepted for the Lecture Notes series though habilitation theses may be appropriate

    2 Besides monographs multi-author manuscripts resulting from SUMMER SCHOOLS orsimilar INTENSIVE COURSES are welcome provided their objective was held to presentan active mathematical topic to an audience at the beginning or intermediate graduate level(a list of participants should be provided)

    The resulting manuscript should not be just a collection of course notes but should requireadvance planning and coordination among the main lecturers The subject matter shoulddictate the structure of the book This structure should be motivated and explained ina scientific introduction and the notation references index and formulation of resultsshould be if possible unified by the editors Each contribution should have an abstractand an introduction referring to the other contributions In other words more preparatorywork must go into a multi-authored volume than simply assembling a disparate collectionof papers communicated at the event

    3 Manuscripts should be submitted either online at wwweditorialmanagercomlnm toSpringerrsquos mathematics editorial in Heidelberg or electronically to one of the series edi-tors Authors should be aware that incomplete or insufficiently close-to-final manuscriptsalmost always result in longer refereeing times and nevertheless unclear refereesrsquo rec-ommendations making further refereeing of a final draft necessary The strict minimumamount of material that will be considered should include a detailed outline describingthe planned contents of each chapter a bibliography and several sample chapters Parallelsubmission of a manuscript to another publisher while under consideration for LNM is notacceptable and can lead to rejection

    4 In general monographs will be sent out to at least 2 external referees for evaluation

    A final decision to publish can be made only on the basis of the complete manuscripthowever a refereeing process leading to a preliminary decision can be based on a pre-finalor incomplete manuscript

    Volume Editors of multi-author works are expected to arrange for the refereeing to theusual scientific standards of the individual contributions If the resulting reports can be

    forwarded to the LNM Editorial Board this is very helpful If no reports are forwardedor if other questions remain unclear in respect of homogeneity etc the series editors maywish to consult external referees for an overall evaluation of the volume

    5 Manuscripts should in general be submitted in English Final manuscripts should containat least 100 pages of mathematical text and should always include

    ndash a table of contentsndash an informative introduction with adequate motivation and perhaps some historical

    remarks it should be accessible to a reader not intimately familiar with the topictreated

    ndash a subject index as a rule this is genuinely helpful for the readerndash For evaluation purposes manuscripts should be submitted as pdf files

    6 Careful preparation of the manuscripts will help keep production time short besidesensuring satisfactory appearance of the finished book in print and online After accep-tance of the manuscript authors will be asked to prepare the final LaTeX source files(see LaTeX templates online httpswwwspringercomgbauthors-editorsbook-authors-editorsmanuscriptpreparation5636) plus the corresponding pdf- or zipped ps-file TheLaTeX source files are essential for producing the full-text online version of the booksee httplinkspringercombookseries304 for the existing online volumes of LNM) Thetechnical production of a Lecture Notes volume takes approximately 12 weeks Additionalinstructions if necessary are available on request from lnmspringercom

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    AddressesProfessor Jean-Michel Morel CMLA Eacutecole Normale Supeacuterieure de Cachan FranceE-mail moreljeanmichelgmailcom

    Professor Bernard Teissier Equipe Geacuteomeacutetrie et DynamiqueInstitut de Matheacutematiques de Jussieu ndash Paris Rive Gauche Paris FranceE-mail bernardteissierimj-prgfr

    Springer Ute McCrory Mathematics Heidelberg GermanyE-mail lnmspringercom

    • Preface
    • Contents
    • 1 Introduction
    • 2 The Exponential Transform
      • 21 Basic Definitions
      • 22 Moments
      • 23 Positive Definiteness Properties
      • 24 The Exponential Transform as a Section of a Line Bundle
      • 25 A Riemann-Hilbert Problem
        • 3 Hilbert Space Factorization
          • 31 Definitions and Generalities
          • 32 Restrictions and Extensions
          • 33 Linear Operators on H(Ω)
          • 34 A Functional Model for Hyponormal Operators
          • 35 Summary in Abstract Setting
          • 36 The Analytic Subspace Ha(Ω)
          • 37 The Analytic Model
          • 38 A Formal Comparison to Quantum Field Theory
          • 39 Silva-Koumlthe-Grothendieck Duality
          • 310 Quadrature Domains
          • 311 Analytic Functionals
            • 4 Exponential Orthogonal Polynomials
              • 41 Orthogonal Expansions
              • 42 Zeros of Orthogonal Polynomials
              • 43 The Hessenberg Matrices
              • 44 The Matrix Model of Quadrature Domains
                • 5 Finite Central Truncations of Linear Operators
                  • 51 Trace Class Perturbations
                  • 52 Padeacute Approximation Scheme
                  • 53 Three Term Relation for the Orthogonal Polynomials
                  • 54 Disjoint Unions of Domains
                  • 55 Perturbations of Finite Truncations
                  • 56 Real Central Truncations
                    • 6 Mother Bodies
                      • 61 General
                      • 62 Some General Properties of Mother Bodies
                      • 63 Reduction of Inner Product to Mother Body
                      • 64 Regularity of Some Free Boundaries
                      • 65 Procedures for Finding Mother Bodies
                        • 7 Examples
                          • 71 The Unit Disk
                          • 72 The Annulus
                          • 73 Complements of Unbounded Quadrature Domains
                            • 731 The Ellipse
                            • 732 The Hypocycloid
                              • 74 Lemniscates
                              • 75 Polygons
                                • 751 Computation of Mother Body
                                • 752 Numerical Experiments
                                  • 76 The Half-Disk and Disk with a Sector Removed
                                    • 761 Computation of Mother Body
                                    • 762 Numerical Experiment
                                      • 77 Domain Bounded by Two Circular Arcs
                                        • 771 Numerical Experiment
                                          • 78 External Disk
                                            • 781 Numerical Experiment Ellipse Plus Disk
                                            • 782 Numerical Experiment Pentagon Plus Disk
                                              • 79 Abelian Domains
                                              • 710 Disjoint Union of a Hexagon and a Hypocycloid
                                                • 7101 Numerical Experiment
                                                  • 711 A Square with a Disk Removed
                                                    • 7111 Numerical Experiment
                                                        • 8 Comparison with Classical Function Spaces
                                                          • 81 Bergman Space
                                                          • 82 Faber Polynomials
                                                            • A Hyponormal Operators
                                                            • Historical Notes
                                                            • Glossary
                                                            • References
                                                            • Index

      More information about this series at httpwwwspringercomseries304

      BjRorn Gustafsson bull Mihai Putinar

      Hyponormal Quantizationof Planar DomainsExponential Transform in Dimension Two

      123

      BjRorn GustafssonDepartment of MathematicsKTH Royal Institute of TechnologyStockholm Sweden

      Mihai PutinarMathematics DepartmentUniversity of CaliforniaSanta Barbara CA USA

      School of Mathematics Statisticsand Physics

      Newcastle UniversityUK

      ISSN 0075-8434 ISSN 1617-9692 (electronic)Lecture Notes in MathematicsISBN 978-3-319-65809-4 ISBN 978-3-319-65810-0 (eBook)DOI 101007978-3-319-65810-0

      Library of Congress Control Number 2017952198

      Mathematics Subject Classification (2010) Primary 47B20 Secondary 30C15 31A25 35Q15 44A60

      copy Springer International Publishing AG 2017This work is subject to copyright All rights are reserved by the Publisher whether the whole or part ofthe material is concerned specifically the rights of translation reprinting reuse of illustrations recitationbroadcasting reproduction on microfilms or in any other physical way and transmission or informationstorage and retrieval electronic adaptation computer software or by similar or dissimilar methodologynow known or hereafter developedThe use of general descriptive names registered names trademarks service marks etc in this publicationdoes not imply even in the absence of a specific statement that such names are exempt from the relevantprotective laws and regulations and therefore free for general useThe publisher the authors and the editors are safe to assume that the advice and information in this bookare believed to be true and accurate at the date of publication Neither the publisher nor the authors orthe editors give a warranty express or implied with respect to the material contained herein or for anyerrors or omissions that may have been made The publisher remains neutral with regard to jurisdictionalclaims in published maps and institutional affiliations

      Printed on acid-free paper

      This Springer imprint is published by Springer NatureThe registered company is Springer International Publishing AGThe registered company address is Gewerbestrasse 11 6330 Cham Switzerland

      Dedicated to Harold S Shapiro on theoccasion of his 90th birthday

      Preface

      A physicist a mathematician and a computer engineer look at a simple drawingThe physicist immediately sees it as the shape of a melting material with fjordsin formation with instability and bifurcations in the dynamics of the shrinkingshape The mathematician recognizes a real algebraic curve lying on a Riemannsurface belonging to a family of deformations with singularities cusps and causticsin its fibres The engineer happily decodes the picture in the frequency domainidentifying encrypted messages ready to be processed simplified and tuned Thepresent lecture notes touch such topics remaining however on the mathematicalside of the mirror

      During the last two decades the authors of this essay have contemplated variousaspects of quadrature domains a class of basic semi-algebraic sets in the complexplane As more and more intricate correspondences between potential theory fluidmechanics and operator theory were unveiled on this ground a need of unifyingvarious approximation schemes emerged This is the broad mathematical theme ofthese notes

      Having the advanced understanding of the asymptotics of complex orthogonalpolynomials or of finite central truncations of Toeplitz matrices as a solid basisof comparison we propose a novel approximation scheme for two-dimensional(shaded) domains bearing similarities and dissonances to the classical results Ournumerical experiments point out to yet another skeleton different than already stud-ied potential theoretic bodies The quantization of a shaded domain by a hyponormaloperator with rank-one self-commutator is opening a new perspective to Hilbertspace methods in the analysis of planar shapes Performing the approximation onan exotic space which is not a Lebesgue space associated with a canonical positivemeasure is both intriguing and challenging We stress that in these notes we do nottreat classical orthogonal polynomials in the complex domain such as those derivedfrom weighted Bergman or Hardy spaces

      A warning to the reader these are merely lectures notes demarcating a new andmostly uncharted territory Our aim is to open a new vista on the mathematicalaspects (analysis geometry approximation encoding) of 2D shapes carrying adegree of grey function The notes contain a good proportion of original results

      vii

      viii Preface

      or at least a novel arrangement of prior facts proved over two decades by the twoauthors Of course much remains to be done on both theoretical and numerical sidessome pertinent open questions are raised throughout the text

      During the rather long gestation of these notes we have benefited from thecontinuous support of our friend and old-time collaborator Nikos Stylianopoulos ofthe University of Cyprus at Nicosia He has produced with unmatched professionalskill the numerical experiments and many illustrations embedded into the text Weare grateful to him for his unconditional assistance We also thank the anonymousreferees for their criticism and encouragement

      Our collaborative work could not have been completed without the generous sup-port of several institutions The Royal Institute of Technology of Sweden Universityof California at Santa Barbara University of Cyprus Newcastle University (UK)and Nanyang Technological University of Singapore

      Stockholm Sweden Bjoumlrn GustafssonSanta Barbara CA USA Mihai PutinarJune 22 2017

      Contents

      1 Introduction 1

      2 The Exponential Transform 721 Basic Definitions 722 Moments 1123 Positive Definiteness Properties 1324 The Exponential Transform as a Section of a Line Bundle 1625 A Riemann-Hilbert Problem 18

      3 Hilbert Space Factorization 2331 Definitions and Generalities 2332 Restrictions and Extensions 2633 Linear Operators on H ˝ 2734 A Functional Model for Hyponormal Operators 3035 Summary in Abstract Setting 3136 The Analytic Subspace Ha˝ 3237 The Analytic Model 3438 A Formal Comparison to Quantum Field Theory 3539 Silva-Koumlthe-Grothendieck Duality 37310 Quadrature Domains 40311 Analytic Functionals 43

      4 Exponential Orthogonal Polynomials 4741 Orthogonal Expansions 4742 Zeros of Orthogonal Polynomials 5043 The Hessenberg Matrices 5244 The Matrix Model of Quadrature Domains 54

      5 Finite Central Truncations of Linear Operators 5751 Trace Class Perturbations 5752 Padeacute Approximation Scheme 6053 Three Term Relation for the Orthogonal Polynomials 6354 Disjoint Unions of Domains 66

      ix

      x Contents

      55 Perturbations of Finite Truncations 6856 Real Central Truncations 74

      6 Mother Bodies 7761 General 7762 Some General Properties of Mother Bodies 8163 Reduction of Inner Product to Mother Body 8464 Regularity of Some Free Boundaries 8665 Procedures for Finding Mother Bodies 89

      7 Examples 9371 The Unit Disk 9372 The Annulus 9473 Complements of Unbounded Quadrature Domains 95

      731 The Ellipse 97732 The Hypocycloid 99

      74 Lemniscates 10375 Polygons 105

      751 Computation of Mother Body 105752 Numerical Experiments 105

      76 The Half-Disk and Disk with a Sector Removed 108761 Computation of Mother Body 108762 Numerical Experiment 110

      77 Domain Bounded by Two Circular Arcs 111771 Numerical Experiment 112

      78 External Disk 112781 Numerical Experiment Ellipse Plus Disk 113782 Numerical Experiment Pentagon Plus Disk 113

      79 Abelian Domains 115710 Disjoint Union of a Hexagon and a Hypocycloid 116

      7101 Numerical Experiment 116711 A Square with a Disk Removed 117

      7111 Numerical Experiment 117

      8 Comparison with Classical Function Spaces 11981 Bergman Space 11982 Faber Polynomials 120

      A Hyponormal Operators 125

      Historical Notes 135

      Glossary 139

      References 141

      Index 147

      Chapter 1Introduction

      Abstract This chapter offers an overview of the main interlacing themes withemphasis on historical development and identification of the original sources

      When looking at a picture through a mathematical lens several intrinsic innerskeletons pop up They are sometimes called in a suggestive and colorful way theldquomother bodyrdquo or ldquomadonna bodyrdquo or ldquothe ridgerdquo or ldquocausticrdquo of the originalpicture Geometric or analytic features characterize these skeletons but in generalthey remain very shy displaying their shapes and qualitative features only afterchallenging technical obstacles are resolved For example the natural skeleton of adisk is its center the interval between the foci of an ellipse stands out as a canonicalridge For reasons to be discussed in these notes the internal bisector segments in atriangle form its ldquomother bodyrdquo Disagreement starts with a sector of a disk wherethe ldquobodiesrdquo (maternal madonna type or the one proposed below) are different Inthe scenario outlined in these notes a disjoint union of disks has their centers as anatural skeleton

      We start with the relevant question for nowadays visual civilization how totreat mathematically a two dimensional colored picture There are various ways ofencoding an image carrying various degrees of color A common approach havingthe geometric tomographic data as a source is to arrange them into a string ofcomplex numbers called moments

      Mk` DZC

      zkz`gzdAz 0 k ` lt N

      Above z 2 C is the complex variable dA is Lebesgue measure in C g 2 L1Cis a function of compact support and range into Œ0 1 (the shade function) and Ncan be infinity The ideal scenario of possessing complete information (ie N D1) permits a full reconstruction of the shaded image usually relying on stablealgorithms derived from integral operators inversion (Radon Fourier or Laplacetransforms) We do not touch in the present text such reconstruction methods

      Assume the more realistic scenario that we know only finitely many momentsthat is N lt 1 The first observation going back to the early works of Mark Kreinis that working in a prescribed window that is replacing above dA by the Lebesguemeasure supported by a compact set K C one can exactly recover the shade func-

      copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_1

      1

      2 1 Introduction

      tion g from moments Mk`N1k`D0 if and only if g has only values 0 and 1 and is the

      characteristic function of a subset of K described by a single polynomial inequality

      g D KS S D fz 2 CI pz z gt 0g

      Moreover the degree of the defining polynomial p is in this case less than N in zand in z For details see for instance [67] Thus there is no surprise that basic semi-algebraic sets pop-up when dealing with finitely many moments of a shade function

      The moment matrix Mk`N1k`D0 is obviously positive-semidefinite but it fulfills

      more subtle positivity constraints A classical way of understanding the latter is tointerpret the moment data in a Hilbert space context and possibly to isolate the ldquofreehidden parametersrdquo from the correlated entries Mk` This was the royal way in onevariable proposed and developed by the founders of Functional Analysis startingwith F Riesz M Riesz M Krein M Stone J von Neumann Following themseveral generations of mathematicians statisticians and engineers refined this classof inverse problems The monographs [3 83 104] stand aside for clarity and depthas the basic references for these topics

      When speaking about Hilbert space operators the word ldquoquantizationrdquo popsup as these infinite dimensional objects quantize their observable and geometrictangible spectra A variety of possible Hilbert space quantizations are in use todaythe standard Fock space representation of creation and annihilation operators thepseudo differential calculus in Euclidean space Toeplitz algebras Hankel operatorsto name only a few The present notes are not an exception with one distinctive markto make from the very beginning

      We quantize shaded images in two dimensions by linear and bounded Hilbertspace operators T 2 L H subject to the commutation relation

      ŒTT D ˝

      where ˝ is a non-negative rank-one operator The departure from the canonicalcommutation relation ŒTT D I is notable as we allow T to be bounded Theirreducible part of T containing the vector in its range is classified by the principalfunction g 2 L1C 0 g 1 ae the link between the two being offered by aremarkable determinantal formula discovered half a century ago by Pincus [76]

      detT zT wT z1T w1 D

      detŒI ˝ T z1T w1 D

      1 hT w1 T z1i D

      expΠ1

      ZC

      gdA

      z N Nw jzj jwj gt kTk

      1 Introduction 3

      Incidentally the additive analog of the above multiplicative representation knowntoday as Helton-Howe trace formula [58]

      traceŒpTT qTT D 1

      ZC

      J p qgdA p q 2 CŒz z

      where J stands for the Jacobian of the two polynomials was the source ofA Connesrsquo cyclic cohomology theory [15]

      Our mathematical journey starts here The exponential transform

      Egzw D expΠ1

      ZC

      gdA

      z N Nw

      of a compactly supported shade function can be defined for all values of zw 2C C It serves as a polarized potential (indeed a Riesz potential renormalized andevaluated at a critical exponent) its function theoretic properties provide amongother things an elegant treatment of the truncated moment problem alluded to aboveand an insight into the announced skeleton topics We soon depart from grey shadesand focus only on black and white photos that is we consider E˝zw in the specialcase of g D ˝ with ˝ a bounded open subset of C

      First are the positivity properties of E˝ The kernel 1E˝zw is positive semi-definite on C C and its spectral factorization hT w1 T z1i defineswithout ambiguity the ldquoquantizedrdquo entity the irreducible hyponormal operator Twith rank-one self-commutator having g D ˝ as principal function Already thissingles out the localized resolvent T z1 which is defined without ambiguityeven across the spectrum of T Moreover the germ at infinity of the pointwiseinverse diagonalizes T instead

      1

      E˝zwD 1C hT z1 T w1i jzj jwj gt kTk

      The experts will recognize here a very special feature not present in the case ofother natural ldquoquantizationsrdquo of˝ as the multiplication by the complex variable onBergman or Hardy-Smirnov space

      The spectral picture of the operator T associated as above to the open set˝ is very simple the spectrum coincides with the closure of ˝ the essentialspectrum is the boundary of ˝ (assuming no slits) and the Fredholm index atevery 2 ˝ is precisely equal to one Moreover in this case T is injectiveand dim kerT D 1 It is precisely the fact that T has many eigenvectorswhich makes the exponential transform viewed as a potential of the uniform masssupported on˝ more appropriate for inverse balayage In this direction we mentionthat the resolvent of T localized at the vector extends analytically across ˝as far as the Cauchy transform of ˝ extends When combined with the explicitfactorization of 1 E˝ in terms of this resolvent one obtains a novel proof ofSakairsquos regularity of free boundaries [36]

      4 1 Introduction

      Geometrically for analytic boundaries ˝ the kernel E˝zw can be intrinsi-cally defined as a solution of a Riemann-Hilbert factorization problem connectingE˝ to its canonical Schwarz reflections in each variable The relationship betweenthe exponential transform and Schwarz function Sz D z z 2 ˝ performing thereflection z 7 Sz in the boundary of ˝ is rather deep For instance the case ofquadrature domains that is when Sz is a meromorphic function in ˝ is detectedand characterized by the rationality of the exponential transform

      E˝zw D Qzw

      PzPw Q 2 CŒz z P 2 CŒz

      In addition the quantized object adds a convenient matrix degeneracy to the picture˝ is a quadrature domain if and only if the linear span H1 of the vectors Tk k 0 is finite dimensional In this case the denominator Pz entering in polarized formin the denominator of E˝zw is the minimal polynomial of TjH1

      Addingto these observation the remarkable fact that sequences of quadrature domainsapproximate in Hausdorff metric every planar domain we gain a precious insightinto a dense non-generic class yet finitely determined algebraicmatricial objectscentral for our study The topics of quadrature domains has reached maturity havingquite a few ramifications to fluid mechanics potential theory integrable systemsand statistical mechanics The collection of articles [19] offers an informative andaccessible panorama of the theory of quadrature domains

      The approximation scheme we pursue in the present notes is a Galerkin methodalong Krylov subspaces of the hyponormal operator T associated to a planar domainor shade function g Specifically one starts with the non-decreasing sequence offinite dimensional subspaces Hn D spanfTk W 0 k lt ng The compression Tn ofT to Hn has its spectrum identical to the zero set of the orthogonal polynomial pn ofdegree n derived from the inner product

      p q WD h pT qTi p q 2 CŒz

      Equivalently we can invoke a Padeacute approximation scheme applied to the exponen-tial transform which identifies in a remarkable algebraic identity these objects as aformal series at infinity

      E˝zw D 1 hTn w1 T

      n z1i C Rnzw

      with the residual series Rnzw involving only monomials zk1w`1 in the rangek ` D NN or maxk ` gt N There is no surprise that the denominator of therational approximate is precisely pnzpnw while the numerator is a rather specialpolynomial a weighted sum of hermitian squares of the form

      pnzpnwn1XjD0

      qjzqjw

      1 Introduction 5

      with deg qj D j for all j in the range 0 j lt n The algebraic curve given byequation jpnzj2 D Pn1

      jD0 jqjzj2 is called a generalized lemniscate and carriesa distinctive (real) geometry The cluster set of the spectra of the finite centraltruncations Tn make up a certain ldquoquantized ridgerdquo The approximation scheme isstationary that is Hn D HN n N for some positive integer N if and only if g isthe characteristic function of a quadrature domain

      The comparison with well studied similar approximation procedures eitherrelated to complex orthogonal polynomials Padeacute approximation in several vari-ables random matrix theory or finite central truncations of structured infinitematrices is in order In contrast to these frameworks in our case the inner productis not derived from a Lebesgue space hence the well established techniques ofpotential theory prevalent in the quasi-totality of orthogonal polynomial studiesare not available A welcome substitute is provided by the theory of hyponormaloperators which implies for instance that the zeros of the orthogonal polynomialspn are contained in the convex hull of the support of the shade function g Alsowe can prove by Hilbert space methods a rigidity result stating that the orthogonalpolynomials pn satisfy a three term relation if and only if g is the characteristicfunction of an ellipse

      In the present work we focus on bounded planar sets ˝ with real algebraicboundary In this case the exponential transform and its analytic continuation fromthe exterior region provides a canonical defining function of the boundary

      ˝ D fz 2 C E˝z z D 0g

      Moreover the rate of decay of E˝z z towards smooth parts of the boundary isasymptotically equivalent to distz ˝ qualifying the exponential transform asthe correct potential to invoke in image reconstruction The reconstruction algorithmwas already exposed in [49] and is not reproduced in the present notes The analyticextension properties of the localized resolvent T z1 and hence of theexponential transform is driven by the analytic continuation of the Schwarz functionof the boundary As a consequence the quantized ridge tends to lie deep inside theoriginal set ˝ A good third of our essay is devoted to a dozen of examples andnumerical experiments supporting such a behavior On the theoretical side we provea striking departure from the theory of complex orthogonal polynomials in Bergmanor Hardy-Smirnov spaces the quantized skeleton does not ldquoseerdquo external disks (ormore general external quadrature domains) The Glossary at the end of these notescontains a list of standard and ad-hoc notations

      Chapter 2The Exponential Transform

      Abstract The basic definitions of the exponential transform E˝zw of a planardomain ˝ C and various functions derived from it are recorded in this chapterThe exponential moments having the exponential transform as the generatingfunction are introduced In addition several positivity properties of the exponentialtransform are established Finally it is shown that the exponential transform asa function of z with w kept fixed can be characterized as being (part of) theunique holomorphic section of a certain line bundle over the Riemann sphere takinga prescribed value at infinity or alternatively as being the unique solution of acorresponding Riemann-Hilbert problem

      21 Basic Definitions

      Definition and many elementary properties of the exponential transform are listedin [36] We recall some of them here

      Definition 21 The exponential transform of a function g 2 L1C 0 g 1 isthe function defined at every point zw 2 C C by

      Egzw D exp Π1

      ZC

      g dA

      z N Nw (21)

      We shall almost exclusively work with the case that g is the characteristic functionof a bounded open set ˝ C and then we write E˝zw in place of E˝ zw Ifthe set ˝ is obvious from the context we may delete it from notation The singularintegral in the above definition may diverge for certain points on the diagonalz D w D a in this case we take Ega a D 0 by convention We note that thisregularization turns Eg into a separately continuous function on the whole C C

      The exponential transform E˝zw is analytic in z anti-analytic in w when thesevariables belong to the complement of ˝ henceforth denoted˝e whereas in otherparts of space it has a mixed behavior We shall sometimes denote the exterior partof the exponential transform as well as possible analytic continuations of it across˝ by Fzw

      Fzw D Ezw z 2 ˝e w 2 ˝e (22)

      copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_2

      7

      8 2 The Exponential Transform

      In the remaining parts of CC the following functions are analytic (more preciselyanalytic in z anti-analytic in w)

      Gzw D Ezw

      Nz D Ezw

      Nz Nw z 2 ˝ w 2 ˝e (23)

      Gzw D Ezw

      wD Ezw

      z w z 2 ˝e w 2 ˝ (24)

      Hzw D 2Ezw

      NzwD Ezw

      z wNz Nw z 2 ˝ w 2 ˝ (25)

      Note that Gzw D Gw z The same letters F G G H will be used for theanalytic continuations of these functions across ˝ when such continuations existThis occurs whenever ˝ consists of smooth real analytic curves

      The behavior at infinity is

      Ezw D 1 j˝jz Nw C Ojzj C jwj3 jzj jwj 1 (26)

      Ezw D 1 C˝z

      Nw C Ojwj2 jwj 1 (27)

      Here

      C˝z D 1

      dA

      zD 1

      2i

      d

      z^ d N (28)

      is the Cauchy transform of the characteristic function of ˝ Note that the expo-nential transform Ezw simply is the exponential of the double Cauchy transform

      C˝zw D 1

      2i

      d

      z^ d N

      N Nw (29)

      This is a locally integrable function on C C despite C˝z z D 1 for z D w 2˝ (and for most points with z D w 2 ˝) For more general functions g than thecharacteristic function of an open set we write the Cauchy transform as

      Cgz D 1

      Zg dA

      z

      It satisfies Cg=Nz D g in the sense of distributions and this property was used forthe second equalities in (23)ndash(25) (the first equalities there are just definitions)

      Taking distributional derivatives of C˝zw gives at least under some lightregularity assumption on ˝

      2C˝zw

      NzwD ız w˝z˝w zw 2 C (210)

      21 Basic Definitions 9

      and similarly

      2

      Nzw1 E˝zw D

      (H˝zw zw 2 ˝ ˝0 zw hellip ˝ ˝ (211)

      By combining this with the asymptotic behavior (26) one can represent 1 Ezwas a double Cauchy integral

      1 Ezw D 1

      2

      Hu vdAu

      u z

      dAv

      Nv Nw zw 2 C (212)

      The Cauchy and exponential transforms can also be written as boundary integralsin various ways For example the exterior and interior functions Fzw andHzw respectively can be expressed by the same formula

      exp Π1

      i

      log j wj d

      z D

      (Fzw zw 2 ˝e

      Hzw zw 2 ˝

      The proof is straight-forward A further remark is that the double Cauchy transformcan be viewed as a Dirichlet integral specifically its real part can be written as

      Re C˝zw D 1

      2

      d log j zj ^ d log j wj

      where the star is the Hodge star (dx D dy dy D dx) This gives an interpretationto the modulus of the exponential transform in terms of a mutual energy for ˝provided with uniform charge distribution

      Example 21 For the disk ˝ D DaR the analytic pieces of the exponentialtransform are

      Fzw D 1 R2

      z a Nw Na zw 2 DaRe DaRe

      Gzw D 1

      Nw Na zw 2 DaR DaRe

      Gzw D 1

      z a zw 2 DaRe DaR

      Hzw D 1

      R2 z a Nw Na zw 2 DaR DaR

      Clearly the functions F G G here admit analytic continuations so that the variablewhich is in DaRe extends its range to all of C n fag

      10 2 The Exponential Transform

      For later use we record the following formula an immediate consequence of thedefinition of Ezw and (25) if ˝1 ˝2 then

      H˝1zwE˝2n˝1zw D H˝2zw for zw 2 ˝1 (213)

      Combining with Example 21 we see that Hzw is essentially one over theexponential transform of the exterior domain In fact applying (213) to theinclusion˝ D0R for R sufficiently large gives

      H˝zw D 1

      R2 z NwED0Rn˝zw (214)

      Occasionally we shall need also the four variable exponential transform definedfor any open set ˝ in the Riemann sphere P D C [ f1g by

      E˝zwI a b D exp Œ1

      2i

      d

      z d

      a ^ d N

      N Nw d NN Nb

      D exp ŒC˝zwI a b D E˝zwE˝a b

      E˝z bE˝aw (215)

      Here

      C˝zwI a b D 1

      2i

      d

      z d

      a ^ d N

      N Nw d NN Nb

      Thus the two variable transform is recovered as Ezw D EzwI 11 Thefour variable transform behaves well under complementation and under Moumlbiustransformations Indeed denoting by z W a W w W b the classical cross ratio (see[2]) we have

      Lemma 21 For any open set ˝ P

      E˝zwI a bEPn˝zwI a b D EPzwI a b

      where

      EPzwI a b D jz W a W w W bj2 D ˇ z wa b

      z ba w

      ˇ2

      And for any Moumlbius map f we have

      Ef ˝ f z f wI f a f b D E˝zwI a b (216)

      Similarly for C˝zwI a b

      22 Moments 11

      Proof The first statement is obvious from the definition (215) To establish therelationship to the cross ratio one may use that the two variable exponentialtransform for a large disk D0R is (inside the disk)

      ED0Rzw D jz wj2R2 z Nw zw 2 D0R

      as is obtained from (25) together with Example 21 then insert this into (215) andfinally let R 1

      To prove (216) one just makes the obvious variable transformation in theintegral Then the required invariance follows from the identity

      f 0df f z

      f 0df f a

      D d

      z d

      a

      which is a consequence of both members being Abelian differentials on P withexactly the same poles (of order one) and residues

      The properties described in Lemma 21 indicate that the four variable exponentialtransform is a natural object to consider The two variable transform behaves in amore complicated way under Moumlbius maps And under other conformal maps thanMoumlbius maps there seems to be no good behavior for any version of the exponentialtransform

      22 Moments

      The following sets of moments will enter our discussions

      bull The complex moments

      Mkj D 1

      zkNzjdAz D zk zjL2˝

      (k j 0) make up the Gram matrix leading to the Bergman orthogonalpolynomials on˝

      bull The harmonic (or analytic) moments are

      Mk D Mk0 D 1

      zkdAz

      bull The exponential moments Bkj (sometimes to be denoted bkj) are defined by

      Xkj0

      Bkj

      zkC1 NwjC1 D 1 exp ŒXkj0

      Mkj

      zkC1 NwjC1 (217)

      12 2 The Exponential Transform

      and they make up the Gram matrix for what we will call exponential orthogonalpolynomials In Chap 3 we shall introduce an inner product h i D h iH ˝

      such that Bkj D hzk zji It is easy to see that Bk0 D Mk0 D Mk for all k 0

      Computation of the exponential moments for 0 k j N requires onlyknowledge of the complex moments for the same set of indices However for this towork out in a numerically efficient way it is necessary to use a recursive procedureThe following effective procedure was suggested to us by Roger Barnard

      Write (217) briefly at the level of formal power series

      B D 1 expM

      where

      B DXkj0

      Bkj

      zkC1 NwjC1 M DXkj0

      Mkj

      zkC1 NwjC1

      Then

      M

      z B

      zD B

      M

      z

      and inserting the power series and equating the coefficients for 1=zkC2 NwjC1 gives therecursion formula

      k C 1Mkj Bkj DXpq

      p C 1MpqBkp1jq1 k j 0

      where the sum ranges over 0 p lt k 0 q lt j This gives Bkj efficiently fromMpq with 0 p k 0 q j and the previously computed Bpq with 0 p lt k0 q lt j

      Note that B above is simply the power series expansion of 1 Ezw at infinityand M is similarly the power series of (minus) the double Cauchy transform (29)In summary the generating functions for the moments are

      1 E˝zw DXkj0

      Bkj

      zkC1 NwjC1

      C˝zw DXkj0

      Mkj

      zkC1 NwjC1

      C˝z DXk0

      Mk

      zkC1 DXk0

      Bk0

      zkC1

      23 Positive Definiteness Properties 13

      23 Positive Definiteness Properties

      As is known from the theory of hyponormal operators see [74] and is proveddirectly in [39] the exponential transform enjoys a number of positivity propertiesWe recall them here in slightly extended forms and with sketches of proofs

      Lemma 22 For arbitrary finite sequences of triples zk ak k 2 P P C wehave

      Xkj

      C˝zk zjI ak ajkNj 0 (218)

      with C1 as an allowed value for the left member If the sets fzkg and fakg aredisjoint and no repetitions occur among the zk then we have strict inequality gt 0unless all the k are zero

      Assuming that the left member in (218) is finite we also have

      Xkj

      kNj

      E˝zk zjI ak aj 0

      with the same remark as above on strict inequality

      Proof We have

      Xkj

      C˝zk zjI ak ajkj D 1

      Xkj

      k

      zk k

      ak

      j

      N Nzj

      j

      N Naj

      dA

      D 1

      jX

      k

      k

      zk k

      akj2 dA 0

      which proves (218) The statement about strict inequality also follows immediatelyAs a consequence of Schurrsquos theorem the exponential of a positive semidefinite

      matrix is again positive semidefinite (see [18] for example) Therefore

      Xkj

      kNj

      E˝zk zjI ak ajDXkj

      exp ŒC˝zk zjI ak ajkj 0

      under the stated assumptionsFrom the above we conclude the following for the two variable transforms

      Lemma 23 For any bounded open set ˝ C the following hold

      (i) C˝zw is positive definite for zw 2 ˝e(ii) 1

      Ezw is positive definite for zw 2 ˝e

      14 2 The Exponential Transform

      (iii) Hzw is positive definite for zw 2 ˝(iv) 1 Ezw is positive semidefinite for zw 2 C(v) 1

      Ezw 1 is positive semidefinite for zw 2 ˝e

      Proof i and ii follow immediately from the previous lemma by choosing ak D1 for all k To prove iii we choose some R gt 0 such that ˝ D0R anduse (214) Here the factor

      1

      R2 z Nw D1X

      kD0

      zk Nwk

      R2kC2 jzj jwj lt R

      is clearly positive definite while the other factor 1=ED0Rn˝zw is positivesemidefinite by ii Hence iii follows on using Schurrsquos theorem Next iv followsfrom iii by means of the representation (212) and v follows from ii and ivtogether with Schurrsquos theorem

      Remark 21 Whenever one has a positive definite function like Hzw in iii ofthe lemma then one can define a Hilbert space either by using it directly to definean inner product or by using it as a reproducing kernel These two methods canactually be identified via the linear map having Hzw as an integral kernel

      Since much of the text will be based on these ideas we explain here theunderlying philosophy using sums instead of integrals for simplicity of expositionLet the kernel in general be Kzw analytic in z anti-analytic in w Then oneHilbert space is generated by finite sums

      Pj ˛jızj with the inner product is defined

      by

      hX

      j

      ˛jızj X

      k

      ˇkıwk i DXjk

      ˛jKzjwk Nk

      In the case Kzw D Hzw this will be our main Hilbert space to be denotedH ˝

      This Hilbert space is thus generated by singular objects (Dirac distributions) andcan be rather strange However as Kzw is a quite regular function a much nicerHilbert space consisting of anti-analytic functions is obtained via the identificationmap (one-to-one by the assumed positive definiteness)

      Xj

      ˛jızj 7X

      j

      ˛jKzj

      for which the same inner product is kept ie

      hX

      j

      ˛jKzj X

      k

      ˇkKwk iRK DXjk

      ˛jKzjwk Nk

      23 Positive Definiteness Properties 15

      We have indexed the inner product by RK because the space now becomes areproducing kernel Hilbert space with in fact Kzw as the reproducing kernelsetting ˚ D P

      j ˛jKzj and letting the second factor be just Kw we have

      h˚Kw iRK D hX

      j

      ˛jKzj Kw iRK

      DX

      j

      ˛jKzjw D ˚w

      The above will be applied for the choice iii in Lemma 23 Kzw D HzwBut also the other choices in the lemma are interesting in particular for spacesof analytic functions i is related to the ordinary Bergman space see (327) iiand v give an inner product considered by Pincus-Xia-Xia [77] see (329) andSect 37 while iv gives the same as iii but with the inner product written in adifferent way see (328) and also (33)

      Next we specialize to comparison with disks and half-planes

      Lemma 24 Some specific positivity assertions are

      (i) If ˝ D0R then R2 z NwH˝zw is positive definite for zw 2 ˝ (ii) If ˝ D0 r D then 1 r2

      z Nw H˝zw is positive definite for zw 2 ˝ (iii) Assume that ˝ D where D is an open half-plane let a 2 D and let b D a

      be the reflected point with respect to D Then

      1 z a

      z b

      Nw NaNw Nb H˝zw zw 2 ˝

      is positive definite

      Proof For i we use that (by (213) and ii in Lemma 23)

      1

      HD0Rzw H˝zw D 1

      ED0Rn˝zw

      is positive definite for zw 2 ˝ and then insert HD0R D 1R2z Nw (see Example 21)

      For ii we similarly use that

      H˝zwED0rzw D H˝[D0rzw

      is positive definite for zw 2 ˝ and insert ED0r D 1 r2

      z Nw Finally for iii we use the formula (216) for how the four variable exponential

      transform changes under a Moumlbius map f We take this to be

      f D a

      b (219)

      16 2 The Exponential Transform

      which maps the half plane D onto the unit disk in particular f ˝ D Using that

      H˝zw D E˝zw

      jz wj2 D E˝zwI b bE˝z bE˝bw

      jz wj2 E˝b b

      by (25) (215) we then obtain

      1 z a

      z b

      Nw NaNw Nb H˝zw

      D 1 f zf w Ef ˝ f z f wI f b f b

      jf z f wj2 ˇ f z f w

      z w

      ˇ2 E˝z bE˝bw

      E˝b b

      D 1 f zf w Hf ˝ f z f w ja bj2E˝z bE˝bwjz bj2jw bj2E˝b b

      Here the last factor (the quotient) is of the form czw with c gt 0 hence ispositive definite and also the first factor is positive definite because it equals

      Hf ˝ f z f w

      HD f z f wD 1

      EDnf ˝ f z f w

      Thus part iii of the lemma follows

      24 The Exponential Transform as a Section of a Line Bundle

      In this section we assume that ˝ is fully real analytic with Schwarz function (see[16 101]) denoted Sz Thus Sz is analytic in a neighborhood of ˝ and satisfies

      Sz D Nz z 2 ˝ (220)

      The functions F G G H defined in terms of E by (22)ndash(25) are analyticin their domains of definition have analytic continuations across the boundariesand satisfy certain matching conditions on these boundaries Taking the analyticcontinuations into account the domains of definition cover all of P P and thematching conditions can be formulated as transition formulas defining holomorphicsections of certain line bundles These sections will then be uniquely determined bytheir behaviors at infinity This gives a new way of characterizing the exponentialtransform In an alternative and essentially equivalent language the exponentialtransform can be viewed as the unique solution of a certain Riemann-Hilbertproblem Below we shall make the above statements precise

      24 The Exponential Transform as a Section of a Line Bundle 17

      Let w 2 ˝e be fixed Then by the definitions (22) (23) (220) of F G and S

      GzwSz Nw D Fzw (221)

      for z 2 ˝ Here Gzw remains analytic as a function of z in some neighborhoodof ˝ say in U ˝ and Fzw similarly remains analytic for z in say V ˝cWith U V chosen appropriately Sz is analytic in U V and (221) remains validthere At the point of infinity (for z) we have F1w D 1

      We interpret the above as saying that the pair GwFw represents asection of the line bundle over P defined by the transition function Sz Nwz 2 U V The Chern class of this line bundle is

      ChernS Nw D 1

      2i

      d logSz Nw D 1

      2i

      d logNz Nw D 0

      Recall that the Chern class equals the difference between the number of zeros andthe number of poles for an arbitrary meromorphic section (not identically zero) andthat a line bundle on P is uniquely determined by its Chern class Having Chern classzero therefore means that the bundle is equivalent to the trivial bundle (transitionfunctions identically one) as is also evident from the way we started namely byhaving a non-vanishing holomorphic section It follows that the dimension of thespace of holomorphic sections equals one so any holomorphic section is determinedby its value at one point Therefore the holomorphic section GwFw isuniquely determined by the property that it takes the value one at infinity

      With w 2 ˝ a similar discussion applies to the pair HwGw Bydefinition of G and H we then have the transition relation

      HzwSz Nw D Gzw (222)

      thus with the same transition function Sz Nw as above However in the presentsituation the Chern class is C1 because w now is inside ˝ in the integrals aboveand the bundle is therefore equivalent to the hyperplane section bundle See [109][29] for the terminology Thus any nontrivial holomorphic section has exactly onezero and is uniquely determined by the value of its derivative at this zero Theparticular section HwGw vanishes at infinity with the expansion there

      Gzw D 1

      zC w C˝w

      1

      z2C Ojzj3 (223)

      as follows from the behavior of Ezw at infinity In particular the sectionHwGw is uniquely determined solely by these properties

      As a side remark the functions Gzw Gzw are not only analytic across˝ ˝ they are also non-vanishing (except at the point of infinity as exhibitedfor Gzw in (223)) Therefore the relations (221) and (222) give preciseinformation on the nature of the zeros of Fzw on ˝˝ and the corresponding

      18 2 The Exponential Transform

      singularities of Hzw there Note that 1=Hzw (which is similar to Fzw for atruncated exterior domain) is still holomorphic across ˝ ˝

      We summarize the above discussion

      Theorem 21 Assume that ˝ is analytic and let w 2 C n ˝ be fixed Then thefunction Sz Nw which is holomorphic and non-vanishing in a neighborhoodof ˝ defines a holomorphic line bundle w on P with respect to the covering˝ neighborhoodP n˝(i) If w 2 ˝e then w has Chern class zero hence it has a unique holomorphic

      and non-vanishing section which takes the value one at infinity This section isrepresented by the pair GwFw

      (ii) If w 2 ˝ then w has Chern class one hence it has a unique holomorphicsection which vanishes at infinity with derivative one there (ie behavior z1COz2 z 1) and has no other zeros This section is represented by thepair HwGw

      There is also a limiting version of the above for w 1 See Proposition 21below

      One may extend the above considerations by treating the two variables z andw jointly However in this case there will be a singular set namely the one-dimensional set D fzw 2 C2 W z D w 2 ˝g In fact in a neighborhoodof we have the relation

      Fzw D Sz Nwz SwHzw (224)

      but on itself the transition function Sz Nwz Sw thought to define a linebundle vanishes while Hzw becomes infinite Anyhow Fzw is well-behaved(analyticantianalytic) in a full neighborhood of The restricted conclusion will bethat the quadruple FGGH defines a holomorphicantiholomorphic sectionof a line bundle just in P P n

      25 A Riemann-Hilbert Problem

      We can interpret the factorization at interface formulas obtained so far as a Riemann-Hilbert problem with relations to hold on ˝ and with Nz in place of Sz

      GzwNz Nw D Fzw z 2 ˝ w 2 ˝e (225)

      HzwNz Nw D Gzw z 2 ˝ w 2 ˝ (226)

      Gzwz w D Fzw w 2 ˝ z 2 ˝e (227)

      Hzwz w D Gzw w 2 ˝ z 2 ˝ (228)

      25 A Riemann-Hilbert Problem 19

      This requires less regularity of ˝ and may therefore be convenient from somepoints of view The requirements at infinity are as before

      F1w D Fz1 D 1 (229)

      Gzw D 1Nw C Ojwj2 Gzw D 1z

      C Ojzj2 (230)

      A particular consequence of the last transition relation and (230) is thatZ˝

      Hzwz wd Nw DZ˝

      Gzwd Nw D 2i z 2 ˝

      After turning the first integral to an area integral this gives

      1

      HzwdAw D 1 z 2 ˝ (231)

      a formula which will be needed later onThe decomposition (22)ndash(25) of Ezw into analytic pieces can be extended

      to the four variable transform EzwI a b One practical way to formulate such astatement is to say that the function

      Nz NbNz Nw

      zw a

      w zw

      Na NwNa Nb

      ab z

      b ab EzwI a b

      is analytic in each component of P n ˝4 Here denotes the characteristicfunction of ˝

      D(1 2 ˝0 hellip ˝

      Cf Theorem 2 in [47]The relationships between the functions F G G and H can also be expressed

      by means of the Cauchy transform To this end we make the following observation

      Lemma 25 Assume f and g are holomorphic in ˝ h is holomorphic in ˝e allhaving continuous extensions to ˝ and that

      (Nzf zC gz D hz z 2 ˝hz 0 z 1

      (232)

      Then the combined function

      (Nzf zC gz z 2 ˝hz z 2 ˝e

      (233)

      20 2 The Exponential Transform

      is identical with the Cauchy transform of f more precisely of the function

      (f z z 2 ˝0 z 2 ˝e

      (234)

      Conversely for f holomorphic in˝ and continuous up to ˝ the Cauchy transformof (234) is of the form (233) with (232) holding

      Proof This is immediate from basic properties of the Cauchy transformIn the notations and assumptions of the lemma we may consider the Cauchy

      transform (in a restricted sense) simply as the map f 7 h in particular as a maptaking analytic functions in˝ to analytic functions in˝e As such a map it connectsin our context the different pieces F G G H of the exponential transform

      Example 22 With

      f z D Hzw

      gz D NwHzw

      hz D Gzw

      where w 2 ˝ is considered as a parameter we get

      CHwz D Gzw z 2 ˝e

      Thus

      Gzw D 1

      Hz vdAv

      Nv Nw z 2 ˝e w 2 ˝ (235)

      Example 23 With w 2 ˝e as parameter and

      f z D Gzw

      gz D 1C NwGzw

      hz D 1 Fzw

      it follows that

      CGwz D Fzw 1 z 2 ˝e

      Example 24 By taking the Cauchy transform in both variables one can pass directlyfrom Hzw to Fzw or even from Hzw to the complete transform Ezw by

      25 A Riemann-Hilbert Problem 21

      means of Eq (212) Similarly by considering the asymptotics at w D 1 or bycombining (28) with (231)

      C˝z D 1

      2

      Hu vdAu

      u zdAv z 2 C (236)

      In addition using (235) one finds that

      C˝z D 1

      Gzw dAw z 2 ˝e (237)

      As a final remark we mention that not only the exponential transform (ie theexponential of the double Cauchy transform (29)) but also the exponential of theone variable Cauchy transform (28) can be viewed as (part of) a section of a linebundle In fact taking f z D 1 in (232) gives hz D C˝z for z 2 ˝e andreplacing Nz by Sz on ˝ renders (232) on the form

      eSz egz D eC˝z (238)

      which by analytic continuation holds for z in a neighborhood of ˝ In (238) egz

      is just some non-vanishing holomorphic function in ˝ which we do not care muchabout while eC˝z is holomorphic and non-vanishing in ˝e regular at infinity andtaking the value one there

      Now we may view eSz as the transition function for a line bundle on P thenhaving Chern class zero It follows that there is a unique holomorphic cross sectionof that bundle which takes the value one at infinity And (238) says that therestriction to ˝e of that section is exactly the exponential of the Cauchy transformof ˝ In summary

      Proposition 21 With ˝ real analytic eSz defines a holomorphic line bundle onP with Chern class zero Its unique non-vanishing holomorphic section which takesthe value one at infinity is represented in ˝e by eC˝z

      Chapter 3Hilbert Space Factorization

      Abstract The positivity properties of the exponential transform define in a canon-ical way a Hilbert space H ˝ and a (co)hyponormal operator acting on it suchthat the exponential transform itself appears as a polarized compressed resolvent ofthis operator There are many variants of this procedure but they are all equivalentHistorically the process actually went in the opposite direction starting with anabstract Hilbert space and hyponormal operator with rank one self-commutatorthe exponential transform arose as a natural characteristic function obtained asthe determinant of the multiplicative commutator of the resolvent If one considersH ˝ as a function space the analytic functions in it are very weak ie have asmall norm and for a special class of domains the quadrature domains the analyticsubspace Ha˝ even collapses to a finite dimensional space Some more generalkinds of quadrature domains are discussed in terms of analytic functionals and wealso show that some integral operators based on the exponential transform can beinterpreted in terms of Silva-Koumlthe-Grothendieck duality

      31 Definitions and Generalities

      In the sequel we assume that Hzw is integrable

      jHzwjdAzdAw lt 1 (31)

      We do not know whether this always holds but as shown in [39] (appendix there) itholds at least when ˝ is Lipschitz in particular when it is piece-wise real analyticIf ˝ is fully real analytic one even has

      jHzwj2dAzdAw lt 1 (32)

      see again [39]In view of the positivity properties proved in Sect 23 one can define a positive

      semi-definite Hermitian form on the set DC of smooth test functions with compact

      copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_3

      23

      24 3 Hilbert Space Factorization

      support in C by

      h f gi D 1

      2

      ZC

      ZC

      1 EzwNf zgwdAzdAw (33)

      D 1

      42

      ZC

      ZC

      1 Ezwd f zdzdgwdw f g 2 DC

      We are following [38 39] here Several other choices of inner product are in usesee [74 77] as well as Sects 34 and 37 below

      The second expression above indicates that it is natural to consider fdz and gdzas differential forms and as such they need not have compact support it is enoughthat they are smooth also at infinity (ie smooth on all P) Upon partial integrationthe above formula becomes

      h f gi D 1

      2

      Hzwf zgwdAzdAw (34)

      hence h f gi depends only on the values of f and g in ˝ By (31) all functionsf g 2 L1˝ can be allowed in (34) and we have the estimate

      jj f jj Cjj f jj1˝ (35)

      where jj f jj2 D h f f i Also distributions and analytic functionals with compactsupport in ˝ can be allowed in (34)

      Despite Hzw being positive definite there are functions f 2 L1˝ for whichjj f jj D 0 for example any function of the form f D N with a test function withcompact support in ˝ Therefore to produce a Hilbert space having h i as innerproduct one first has to form a quotient space modulo the null vectors and thentake the completion of this The resulting Hilbert space will be denoted H ˝ It isalways infinite dimensional and separable When necessary we will write the innerproduct defined by (34) as h f gi D h f giH ˝ and similarly for the norm

      The construction above gives a natural map taking functions to their equivalenceclasses

      ˛ W L1˝ H ˝ (36)

      This map has (by definition) dense range but is not injective If ˝ is analytic sothat (32) holds (henceforth assumed) ˛ extends to

      ˛ W L2˝ H ˝

      The adjoint operator ˛0 goes the opposite way between the dual spaces

      ˛0 W H ˝0 L2˝0

      and is automatically injective (because ˛ has dense range)

      31 Definitions and Generalities 25

      Keeping the assumption (32) the adjoint map ˛0 has some concrete manifesta-tions For example representing functionals in the above Hilbert spaces by innerproducts it gives rise to a map

      ˇ W H ˝ L2˝

      which is bounded and injective Precomposing it with ˛ gives the operator

      H D ˇ ı ˛ W L2˝ L2˝

      We name it H because it has an explicit presentation as an integral operator withkernel Hzw

      Hf w D 1

      Hzwf zdAz w 2 ˝ f 2 L2˝ (37)

      By construction Hf only depends on the equivalence class of f 2 L2˝ in H ˝ie on ˛ f and we have

      h˛ f ˛giH ˝ D f HgL2˝ f g 2 L2˝ (38)

      It follows that H is a positive operator and it is also seen that its range consists onlyof anti-analytic functions in particular it is far from being surjective The norm ofH D ˇ ı ˛ as an operator is bounded above by jjHjjL2˝˝ and it also follows thatjj˛jj D jjˇjj pjjHjjL2˝˝

      As indicated in Remark 21 the one-to-one image of H ˝ under the map ˇis if the inner product in H ˝ is kept in ˇH ˝ a reproducing kernel Hilbertspace of anti-analytic functions having Hzw as the reproducing kernel

      Expanding (212) for large z and w gives

      1 Ezw D 1

      2

      Xkj0

      Hu vuk Nvj

      zkC1 NwjC1 dAudAv

      DXkj0

      hzk zjiH ˝

      zkC1 NwjC1

      Since on the other hand

      1 Ezw D 1 expΠ1

      dA

      z N Nw

      D 1 expŒXkj0

      zk zjL2˝

      zkC1 NwjC1 D 1 expŒXkj0

      Mkj

      zkC1 NwjC1

      26 3 Hilbert Space Factorization

      this confirms that the exponential moments defined by (217) make up the Grammatrix for the monomials in H ˝

      Bkj D hzk zjiH ˝

      For future needs we record here the following consequence of (231)

      hh 1iH ˝ D 1

      hdA h 2 H ˝ (39)

      Strictly speaking the left member here should have been written h˛h ˛1i butquite often we will consider ˛ as an identification map and suppress it from notationThe equivalence class in H ˝ of the constant function one will have a special rolelater on and we write it in bold ˛1 D 1

      32 Restrictions and Extensions

      The operator ˛ has a very big kernel and therefore it is not reasonable to considerH ˝ as a function space However the operator ˇ canonically embeds H ˝

      in a space of anti-analytic functions in ˝ and as we shall see in Sect 36 formost choices of ˝ the map ˛ embeds the functions analytic in a neighborhood of˝ in a dense subspace of H ˝ However the norm in H ˝ is much weakerthan traditional norms on spaces of analytic functions and there will usually be nocontinuous point evaluations for example

      A sign that H ˝ is not a good function space is that on considering aninclusion pair ˝1 ˝2 there is no continuous restriction operator H ˝2 H ˝1

      Example 31 Consider the inclusion D1 1 D 2 where 0 lt lt 1 Ingeneral if f is analytic and bounded in DaR we have (writing just f in placeof ˛ f ) jj f jjH DaR D Rj f aj Here we used Example 21 and the mean-valueproperty of analytic functions Thus for fnz D zn

      jj fnjjH D11 D 1 jj fnjjH D2 D 2n

      hence there is no constant C lt 1 such that jj fnjjH D11 Cjj fnjjH D2 for alln So at least the most naive way of trying to define a bounded restriction operatorH D 2 H D1 1 does not work

      On the other hand it is possible to define extension operators with bounded norm(actually norm one) In fact if ˝1 ˝2 and f 2 L1˝1 then on extending f byzero on ˝2 n˝1 we have

      jj f jjH ˝2 jj f jjH ˝1

      33 Linear Operators on H ˝ 27

      This is an immediate consequence of (213) and iv of Lemma 23 the latter appliedto 1 E˝2n˝1

      33 Linear Operators onH ˝

      Let Z be the ldquoshiftrdquo operator ie multiplication by the independent variable z onH ˝

      Z W H ˝ H ˝ Zf z D zf z (310)

      This is a bounded linear operator in fact its norm is

      jjZjj D supfjzj W z 2 ˝gHere the upper bound (ie the inequality ) follows from i of Lemma 24 whichimmediately gives the desired inequalityZ˝

      Hzwzf zwf wdAzdAw R2Z˝

      Hzwf zf wdAzdAw

      The lower bound follows by choosing f to have all its support close to a point z 2 ˝at which jzj nearly equals its supremum For example if Da ˝ then f DDa gives jj f jj D 2

      pHa a jjZf jj D a2

      pHa a

      If ˝ D0 r D then the inverse Z1f z D 1z f z exists and has norm

      jjZ1jj 1r by ii of Lemma 24 It is easy to see that equality holds if r is chosen

      largest possible hence jjZ1jj D 1=dist0˝ More generally if a hellip clos˝ thenZ a1 exists and has norm 1=dist a˝ Thus denoting by Z the spectrumof Z we have Z clos˝ In fact equality holds

      Z D clos˝ (311)

      By Z we denote the operator

      Zf z D Nzf z (312)

      by Z the adjoint of Z and by C the Cauchy transform considered as a linearoperator H ˝ H ˝

      Cgz D Cgz D 1

      gdA

      z z 2 ˝ (313)

      Finally 1 ˝ 1 denotes the operator

      1 ˝ 1 W h 7 hh 1i1

      28 3 Hilbert Space Factorization

      which is a positive multiple of the orthogonal projection onto the one-dimensionalsubspace spanned by 1 (the function identically equal to one)

      Proposition 31 The so defined operators are bounded on H ˝ and are relatedby

      Z D Z C C (314)

      ŒZC D 1 ˝ 1

      ŒZZ D 1 ˝ 1 (315)

      In particular Z is cohyponormal ie ŒZZ 0

      Proof Using partial integration with respect to w plus the Riemann-Hilbert rela-tion (228) we have

      hzf z gzi h f z Nzgzi D 1

      2

      Hzwz wf zgwdAzdAw

      D 1

      2

      Hzwz wf z

      wCgwdAzdAw

      D 1

      2i2

      Hzwz wf zCgwd NwdAzC

      C 1

      2

      Hzwf zCgwdAzdAw

      D 1

      2

      Gzwf zCgwd NwdAzC h f zCgzi

      Here the boundary integral in the first term vanishes because the integrand is anti-analytic with respect to w in ˝e and tends to zero as 1=jwj2 when jwj 1 inview of the asymptotics of Gzw (see (230)) and Cgw Thus we end up with theidentity

      hzf z gzi D h f z Nzgzi C h f zCgzi (316)

      This says that

      hZf gi D h f Z C Cgi

      ie we have proved (314) and thereby also that C is bounded (since Z obviouslyis bounded like Z) We emphasize that we did not use the definition of Hzw

      33 Linear Operators on H ˝ 29

      directly in the above computation only its property of being part of a section (anti-holomorphic section with respect to w to be precise) vanishing at infinity of a certainline bundle equivalently the solution of a Riemann-Hilbert problem

      Next we compute the commutator ŒZC D ZC CZ

      ŒZC f z D z 1

      f dA

      z 1

      f dA

      z

      D 1

      zf dA

      zD 1

      fdA D h f 1i 1 D 1 ˝ 1f z

      Since obviously ŒZZ D 0 the remaining statements of the proposition now followExpressing the exponential and Cauchy transforms in terms of the above

      operators we have for all zw 2 C

      1 E˝zw D hZ z11 Z w11i (317)

      C˝z D hZ z11 1i (318)

      These relations follow immediately from (212) (236) and the definition (34) ofthe inner product We may also identify the Cauchy kernel itself as an element inH ˝ as

      kz D Z z11 (319)

      The exponential moments appear are

      Bkj D hZk1Zj1i

      We mention next a determinantal formula for E˝zw in terms of Z

      E˝zw D detZ NwZ zZ Nw1Z z1 (320)

      valid for zw 2 ˝e This is proved in the same way as a similar formula inAppendix A namely by switching the first two factors and using that ŒZ zZ Nw D ŒZZ D 1 ˝ 1 which is a rank one projection Then the determinant comesout to be 1 hZ z11 Z w11i which is Ezw The determinant existsbecause it is of the form detI C K with K a trace-class operator and then thedefinition of the determinant reads

      detI C K D expŒtr logI C K D expŒtr1X

      jD1

      1 j1

      jKj

      30 3 Hilbert Space Factorization

      In our case the operator K has finite rank (rank one) and in such cases the productrule detAB D det A det B holds for determinants as above This gives thecomplementary formula

      1

      E˝zwD detZ zZ NwZ z1Z Nw1 (321)

      D 1C hZ Nw11 Z Nz11i

      34 A Functional Model for Hyponormal Operators

      The operator Z used above is cohyponormal but it is actually more common towork with models which involve hyponormal operators (see Appendix A and [74]in general for such operators) By minor modifications of the previous definitionsone easily arrives at the standard hyponormal operator T in this context The innerproduct is first to be modified to be

      hh f gii D 1

      2

      ZC

      ZC

      1 Ew zf zgwdAzdAw (322)

      D 1

      2

      Hw zf zgwdAzdAw D hNf NgiH ˝

      This gives rise to a Hilbert space which is equivalent to H ˝ in the sense thatconjugation f 7 Nf is an R-linear isometry between the two spaces In the newHilbert space we define the shifts Z Z and the Cauchy transform C as before by theformulas (310) (312) (313) and in addition we set

      Cf z D 1

      f dAN Nz z 2 ˝

      ie Cf D CNf Then it is straight-forward to check that

      hhZ C Cf gii D hh f Zgii

      This means that on defining an operator T by

      T D Z C C

      its adjoint with respect to the new inner product is

      T D Z

      35 Summary in Abstract Setting 31

      In addition one gets

      ŒTT D 1 ˝ 1

      in particular T is hyponormal The relations to the Cauchy and exponential transformare

      1 E˝zw D hhT Nw11 T Nz11ii (323)

      C˝z D hh1T Nz11ii

      the exponential moments appear as

      Bkj D hhTj1Tk1ii

      and the formula corresponding to (321) becomes

      1

      E˝zwD detT NwT zT Nw1T z1 (324)

      D 1C hhT z11 T w11ii

      for zw 2 ˝e See Appendix A for more details and references

      35 Summary in Abstract Setting

      For future needs we summarize the two functional models used so far with innerproducts connected by (322) in terms of an abstract Hilbert space H with a specialvector 0 curren 2 H as follows (this is the abstract version of 1) We work eitherwith a cohyponormal operator A (replacing Z) in H satisfying

      ŒAA D ˝

      or a hyponormal operator T satisfying

      ŒTT D ˝

      In either case it is assumed that the corresponding principal function (see [74]) isof the form g D ˙˝ (minus sign in the cohyponormal case) where ˝ C is abounded open set Using h i for the inner product in whatever case we are workingwith we have the basic relationships to the Cauchy and exponential transforms and

      32 3 Hilbert Space Factorization

      exponential moments given by

      1 E˝zw D hA z1 A w1iC˝z D hA z1 i

      Bkj D hAkAji

      respectively

      1 E˝zw D hT Nw1 T Nz1iC˝z D hT Nz1i

      Bkj D hTjTk

      i

      In addition we have the determinantal formulas

      E˝zw D detA NwA zA Nw1A z1

      D detT zT NwT z1T Nw1

      1

      E˝zwD detA zA NwA z1A Nw1

      D detT NwT zT Nw1T z1

      36 The Analytic SubspaceHa˝

      For any set E C we define

      OE D f(germs of) functions holomorphic in some open set containing Eg

      with the qualification that two such functions which agree on some neighborhoodof E shall be identified The analytic subspace of Ha˝ of H ˝ may be definedas

      Ha˝ D closH ˝˛O˝

      The Cauchy kernel kz D 1z clearly is in O˝ hence can be considered as

      an element of Ha˝ whenever z 2 ˝e The same for all polynomials Whenrestricting to O˝ the map ˛ is in most cases injective (namely when ˝ is not aquadrature domain see Theorem 31 below) therefore it is reasonable to write justf in place of ˛ f when f is analytic

      36 The Analytic Subspace Ha˝ 33

      For f g 2 O˝ the inner product can be written as a boundary integral

      h f gi D 1

      42

      1 Ezwf zgwdzd Nw f g 2 O˝ (325)

      This agrees with what is obtained from analytic functional calculus namely onwriting

      f Z D 1

      2i

      If zZ z1 dz

      where the path of integration surrounds the spectrum of Z ie the closure of ˝ Inserting (317) into (325) gives

      h f gi D h f Z1 gZ1i f g 2 O˝

      Translating this into a formula for T D Z and the inner product (322) gives

      hh f ı conj g ı conjii D hh f T1 gT1ii f g 2 Oconj˝

      where conj means conjugation for example f ı conjz D f Nz Thus in the leftmember one takes the inner product between anti-analytic functions in ˝ For Titself one gets a nicer inner product which is used in the analytic functional modelof J Pincus D Xia JB Xia [77 111] (see also Sect 37 below) It is defined by

      h f giPXX D hh f T1 gT1ii D (326)

      D 1

      42

      1

      Ezw 1f zgwdzd Nw f g 2 O˝

      where the second equality is a consequence of (324)We finally remark that the ordinary Bergman inner product can be written on the

      same form as (325)

      f gL2˝ D 1

      42

      C˝zwf zgwdzd Nw f g 2 O˝ (327)

      This follows by transforming the boundary integrals to area integrals andusing (210) If we rewrite (325) as

      h f giHa˝ D 1

      42

      eC˝zwf zgwdzd Nw f g 2 O˝ (328)

      we see that the difference between the two inner product just amounts to anexponentiation of the weight function This is the same relation as in (217) The

      34 3 Hilbert Space Factorization

      analytic model of Pincus-Xia-Xia can also be put into such a form by writing (326)as

      h f giPXX D 1

      42

      eC˝zwf zgwdzd Nw f g 2 O˝ (329)

      Here one has to be careful to approach the contour of integration ˝ from outside(the cases (327) and (328) are less sensitive) This is because eC˝zw D 1=Ezw(analytically continued across ˝ as 1=Fzw) has a pole at z D w 2 ˝ and themain contribution to the integral actually comes from the residue at this pole Seemore precisely Sect 37

      The above three inner products are quite different (327) is exactly the Bergmanspace inner product (ie L2 with respect to area measure) (329) is similar tothe HardySmirnovSzegouml space inner product (L2 with respect to arc length)while (328) gives the rather brittle space Ha˝

      37 The Analytic Model

      We have seen that the auxiliary Hilbert space H ˝ provides a natural diagonal-ization of the cohyponormal operators Z and T Here we shall see in some moredetail how the analytic model of Pincus-Xia-Xia [77] diagonalizes directly T on theHardy space of ˝ with the price of an inner space distortion

      We assume that the boundary ˝ is smooth and real analytic and recall (seeremarks before Theorem 21) that this means that Ezw analytically extends fromthe exterior across ˝ and we also know that this analytic continuation which wedenote Fzw as before satisfies

      F D 0 zF curren 0 2 ˝

      The partial derivative appearing here may by identified in terms of the functionsGzw and Gzw in (23) (24) as

      zF D G D G 2 ˝ (330)

      Let T be the irreducible hyponormal operator with rank-one self-commutatorhaving the characteristic function of ˝ as principal function and let bea collection of Jordan arcs in C n ˝ which are homologous to ˝ We maywork in the functional model H ˝ or in an abstract setting (Sect 35) therewill only be notational differences In notations of Sect 35 the determinantalidentity (324) together with Riesz functional calculus gives the Pincus-Xia-Xia

      38 A Formal Comparison to Quantum Field Theory 35

      inner product as

      h f giPXX D h f T gTi D 1

      42

      Z

      Z

      f zgw

      Ezwdzdw

      for any germs of analytic functions f g 2 O˝Fix the system of curves but deform to ˝ so that Ezw curren 0 for z 2

      and w 2 In this case Eww D 0 but in terms the analytic continuation Fzwof Ezw the function z 7 1=Fzw has just a simple pole at z D w 2 ˝ Theresidue there equals 1=zFww D 1=Gww (recall (330)) Denoting by asystem of curves homologous to but located just inside ˝ the residue theoremtherefore yields

      1

      42

      Z

      Z

      f zgw

      Fzwdzdw D 1

      2i

      Z

      f wgwd Nw

      Gww

      It is easy to see that d NwiGww is positive and hence equal to jdw

      jGwwj so all is all wehave for the squared norm

      k f Tk2 D 1

      2

      Z

      j f j2 jdjjG j C 1

      42

      Z

      Z

      f zf w

      Fzwdzdw

      Let H2˝ denote the Hardy space associated to the domain ˝ that is theclosure of O˝ in L2˝ jdzj The above integral decomposition implies that thenorm in the ldquoexoticrdquo space Ha˝ has the structure

      k f Tk2 D hN C Kf f i2˝

      where N is an invertible normal operator and K is a compact operator The strictpositivity of the norm k f Tk implies then that the Hardy space operator N C K DA is self-adjoint positive and invertible Hence

      k f TkH ˝ D kpAf k2˝

      38 A Formal Comparison to Quantum Field Theory

      A first remark is that the notation 1˝ 1 (or ˝ ) used for an operator for examplein (315) actually involves some misuse of notation since one of the functions 1 isto be considered as an element of the dual space (ie is a functional) In P Diracrsquosbra-[c]-ket notation used in quantum mechanics (ji for vectors hj for covectors)the same object would have been denoted j1i ˝ h1j taking into account also that

      36 3 Hilbert Space Factorization

      in quantum mechanics one puts the conjugation on the lefthand factor in innerproducts

      Staying within quantum theory Eq (315) is somewhat reminiscent of thecommutation relation for the annihilation and creation operators A and A sayin quantum field theory (see [31 97] for example) In that theory the right memberwould be the identity operator however which using Diracrsquos notation becomes

      ŒAA D1X

      jD0j ji ˝ h jj (331)

      where f jg is an arbitrary orthonormal basis for the Hilbert space used Thus theannihilation operator is also cohyponormal but is necessarily unbounded Oneadvantage with our rank one self-commutator cohyponormal operator Z is that itis bounded

      The inner product in Ha˝ gives when written on the form (328) someassociations to Feynman path integrals in quantum field theory Such integrals alsorepresent inner products interpreted as probability amplitudes for transitions forexample the probability h f tf j i tii that a quantum system initially at time ti in astate j i tii will at a later (final) time tf be observed to be in a state j f tf i Such anintegral may look like

      h f tf j i tii DZ

      DŒ˚eiSŒ˚ (332)

      where ˚ runs over paths in a configuration space SŒ˚ D Rd4xL Œ˚ denotes

      the action along the path ˚ here with L the Lagrangian in a four space-timedimensional context The integration is performed over all possible paths joiningthe given initial and final states with integration measure denoted DŒ˚ See[23 31 62 84 97] for example In string theory and conformal field theory theaction may be a pure Dirichlet integral in two dimensions see [78]

      If we compare with the inner product (328) for Ha˝ we see that the doubleCauchy transform C˝zw will have the role of being the action (up to a constantfactor) This is completely natural since C˝zw easily can be written as a Dirichletintegral and be interpreted as an energy (mutual energy actually for z curren w) Theclassical action has dimension energy time (the same as Planckrsquos constant bdquo) butwe have constants to play with The main difference however is that the classicalaction is a real-valued function so that the exponent iSŒ˚ is purely imaginarywhile our C˝zw is truly complex-valued On the other hand inserting Planckrsquosconstant the exponential in (332) becomes i

      bdquo SŒ˚ and in some contexts bdquo is allowedto take complex values or at least to approach the classical limit bdquo 0 throughcomplex values (cf [97] Sect 1424) One may alternatively compare (328) withthe partition function in quantum statistical mechanics which is similar to theFeynman integral but having a purely real exponential factor

      39 Silva-Koumlthe-Grothendieck Duality 37

      The two functions f and g in (328) correspond to the states j i tii and j f tf ieven though these are invisible in the right member of (332) They are hidden inthe boundary conditions for the integral but can be restored explicitly as is doneeg in [84] Chaps 5 and 9 One may also represent the time evolution from ti to tfexplicitly by inserting the appropriate unitary operator say eitf ti OH if the systemis governed by a time-independent Hamiltonian operator OH Then the left memberof (332) turns into h f jeitf ti OHj ii0 the subscript zero indicating that we nowhave a different inner product In our context this step could be compared with theinsertion of the operator H in (37) giving an L2-inner product

      The difficulty with Feynman integrals is that the integration is taken over aninfinite dimensional space of functions ˚ In practice one has to resort to finitedimensional approximations or perhaps to restrict to a class of functions dependingon finitely many parameters The latter is exactly what is the case in our innerproduct (328) where essentially only the functions

      ˚ D log z 2 ˝

      parametrized by z 2 ˝ appear after having written the integral as a Dirichletintegral The differential DŒ˚ reduces to just dz d Nw with integration along ˝˝

      So without claiming any deeper connections we can at least say that there aresome formal similarities between the inner product in Ha˝ and Feynman pathintegrals

      39 Silva-Koumlthe-Grothendieck Duality

      For some further representations of the inner product we introduce the integraloperator G with kernel Gzw

      Gf w D 1

      Gzwf zdAz w 2 ˝e f 2 O˝ (333)

      This operator takes any f 2 O˝ to an anti-analytic function Gf in ˝e vanishingat infinity This means that Gf 2 O˝e0 where O˝e0 denotes the space offunctions holomorphic in ˝e D P n ˝ and vanishing at infinity Recall next thatthere is a natural duality between O˝ and O˝e0 defined via the pairing

      f gduality D 1

      2i

      f zgzdz f 2 O˝ g 2 O˝e0 (334)

      which has been studied in depth by Silva [98] Koumlthe [66] Grothendieck [30] Tomake (334) more invariant one could view it as a pairing between the one-form fdzand the function g In any case f is holomorphic in some neighborhood of ˝ and

      38 3 Hilbert Space Factorization

      the integral should be moved slightly into ˝e to make sense The duality statementis that f gduality is a nondegenerate pairing between O˝ and O˝e0 whichexhibits each of these spaces as the dual space of the other

      By the definition (23) of the kernel Gzw we may write (333) as

      Gf w D 1

      2i

      dEzwf zdz D 1

      2i

      Fzwf zdz

      On using (325) this gives a representation of the inner product in Ha˝ as

      h f giHa˝ D 1

      2i

      Gf wgwd Nw D 1

      2i

      f zGgzdz

      Thus in terms of the Silva-Koumlthe-Grothendieck pairing

      h f giHa˝ D f Ggduality (335)

      A special consequence of (335) is that Gf only depends on the equivalence class off in Ha˝ and then that the map Ha˝ O˝e0 f 7 Gf is injective Therepresentation (335) may be compared with (38) which we may write simply as

      h f giHa˝ D Hf gL2˝ D f HgL2˝ f g 2 L2˝

      Example 32 Taking f D 1 in (333) gives using (237)

      G1w D C˝w w 2 ˝e

      Compare with the identity obtained from (231)

      H1 D 1

      Let now fpng (n D 0 1 2 ) be an orthonormal basis of Ha˝ so thathpk pji D ıkj Then using the above operator G we obtain a basis which is dualto fpng with respect to the pairing duality in (334) by setting

      qn D Gpn (336)

      Thus the qn are analytic functions in P n˝ vanishing at infinity and satisfying

      1

      2i

      pkzqjzdz D ıkj

      The minus sign can be avoided by replacing ˝ by P n˝

      39 Silva-Koumlthe-Grothendieck Duality 39

      This dual basis fqng can also be identified as the Fourier coefficients of theCauchy kernel

      kz D 1

      z 2 ˝

      where z 2 ˝e is to be regarded as a parameter Indeed these Fourier coefficients are

      hkz pni D k Gpnduality D kz qnduality

      D 1

      2i

      ZPn˝

      1

      zqnd D qnz

      So

      kz D1X

      nD0qnz pn

      which is an identity in Ha˝ It can be spelled out as

      1

      zD

      1XnD0

      pnqnz 2 ˝ (337)

      but then one has to be careful to notice that it only means that the differencebetween the right and left members has Ha˝-norm zero It is completely safeto insert (337) into (212) This gives for zw 2 ˝e

      1 Ezw D h 1

      z

      1

      wi D

      1XnD0

      qnzqnw (338)

      So far we have not assumed anything about fpng besides it being an orthonormalbasis Later on we shall work with orthonormal polynomials (pn a polynomial ofdegree n) but if we for now just assume that p0 is a constant function more precisely

      p0 Dr

      j˝j 1

      then we find that the first dual basis vector is essentially the Cauchy transform

      C˝z D h 1

      z 1i D

      rj˝j

      q0z (339)

      One may think of the two sides of (337) as representing the identity operator inHa˝ in two different ways with respect to the duality (334) The left member

      40 3 Hilbert Space Factorization

      is the Cauchy kernel which reproduces functions in Ha˝ by the Cauchy integralwhile the right member represents the identity as

      Ppn ˝ qn where fpng is a basis

      and fqng the corresponding dual basis (compare the right member in (331))Another representation of the identity in terms of the inner product in the Hilbert

      space itself isP

      pn ˝ Npn In the pointwise picture this spells out to

      1XnD0

      pnpnz z 2 ˝ (340)

      However here there is no pointwise convergence If Ha˝ were a Hilbert spacewhich had continuous point evaluations the sum would converge to the reproducingkernel for the space but as is clear from previous discussions there are rarely anycontinuous point evaluations in Ha˝ This can be further confirmed by examplesIn Sect 72 the elements of Ha˝ are explicitly characterized in terms of powerseries in the case that ˝ is an annulus And many of these series turn out to be justformal power series having no convergence region at all This applies in particularto (340) (no convergence region)

      310 Quadrature Domains

      We single out in the present section a family of domains which are exceptionalfor Ha˝ This is the class of (finite) quadrature domains also called finitelydetermined domains [79] or algebraic domains [107] A few general references are[1 46 89 101] here we give just a short summary of some basic properties Theoriginal definition used in [1] says that a bounded domain ˝ C is a quadraturedomain if there exist finitely many points ak 2 ˝ and coefficients ckj 2 C such that

      1

      h dA DmX

      kD1

      nk1XjD0

      ckjhjak (341)

      for every function h which is analytic and integrable in ˝ If ˝ is just a boundedopen set which satisfies the same requirements we will still call it a quadraturedomain

      Below is a list of equivalent requirements for a domain or open set to be aquadrature domain Strictly speaking the last two items iiindashiv are like theexponential transform itself insensitive for changes of ˝ by nullsets but onemay achieve equivalence in the pointwise sense by requiring that the domain ˝considered is complete with respect to area measure

      i The exterior Cauchy transform is a rational function ie there exists a rationalfunction Rz such that

      C˝z D Rz for all z 2 C n˝ (342)

      310 Quadrature Domains 41

      ii There exists a meromorphic function Sz in ˝ extending continuously to ˝with

      Sz D Nz for z 2 ˝ (343)

      This function Sz will be the Schwarz function (220) of ˝ [16 101]iii The exponential transform E˝zw is for zw large a rational function of the

      form

      E˝zw D Qz NwPzPw

      (344)

      where P and Q are polynomials in one and two variables respectivelyiv For some positive integer d there holds

      detBkj0kjd D 0

      Basic references for iiindashiv are [79ndash81] When the above conditions hold thenthe minimum possible number d in iv) the degree of P in iii and the numberof poles (counting multiplicities) of Sz in ˝ all coincide with the order of thequadrature domain ie the number d D Pm

      kD1 nk in (341) For Q see moreprecisely below

      If ˝ is connected and simply connected the above conditions indashiv are alsoequivalent to that any conformal map f W D ˝ is a rational function Thisstatement can be generalized to multiply connected domains in various ways seeeg [32 112]

      Quadrature domains play a special role for the space H ˝ eg they make theanalytic part Ha˝ to collapse almost completely For non-quadrature domains theanalytic functions are dense in H ˝ but they still make up a rather brittle part ofthe space and there are usually no continuous point evaluations for these analyticfunctions (an example is given in Sect 72) The following theorem makes some ofthe above statements precise

      Theorem 31 If ˝ is a not quadrature domain then the restriction of the map ˛ toO˝

      ˛jO˝ W O˝ H ˝

      is injective and has dense range In particular Ha˝ D H ˝If on the other hand ˝ is a quadrature domain then ˛jO˝ is neither injective

      nor has dense range Indeed the range is finite dimensional

      dimHa˝ D d

      where d is the order of the quadrature domain

      42 3 Hilbert Space Factorization

      Proof For the first statement we shall prove that˝ is a quadrature domain whenever˛jO˝ fails either to be injective or to have dense range

      So assume that ˛jO˝ is not injective This means that h f f i D 0 for some

      f 2 O˝ n f0g Multiplication by any rational function with poles outside ˝ is acontinuous operator in the H ˝-norm (see more precisely beginning of Sect 33)hence it follows that for any fixed w hellip ˝ the function 1

      zw f z is zero as an elementof H ˝ Using (39) this gives that the exterior Cauchy transform of f vanishes

      0 D h f z

      z w 1i D 1

      f zdAz

      z w w hellip ˝

      Invoking now Lemma 25 where in the formula (232) the exterior Cauchytransform of f is denoted h it follows that there exists a holomorphic function gin ˝ such that

      Nzf zC gz D 0 z 2 ˝

      Thus Sz D gzf z is a meromorphic function in ˝ satisfying (343) Hence ˝ is a

      quadrature domain whenever ˛jO˝ is not injectiveNext assume that the range of ˛jO˝ is not dense in H ˝ By the Hahn-Banach

      theorem the representation (38) of functionals and the definition (37) of H thismeans that there exists an analytic function f D Hg in ˝ which is not identicallyzero but which annihilates the analytic functions in the sense that

      f zhzdAz D 0 for all h 2 O˝

      Choosing hz D 1zw w hellip ˝ this gives the same relation as above hence we

      conclude again that ˝ is a quadrature domainWhen ˝ is a quadrature domain the inner product evaluated on O˝ takes the

      form

      h f giHa˝ DX

      0kjd

      Hak ajck Ncjf akgaj (345)

      by (341) Here we have for notational convenience assumed that in (341) all themultiplicities nk equal one Thus the inner product only involves the values of thefunctions at d points and it follows that ˛O˝ has finite dimension equal to dand it then also coincides with its closure Ha˝

      311 Analytic Functionals 43

      311 Analytic Functionals

      More general notions of quadrature domains may be discussed in terms of analyticfunctionals see [5 60 61] for this concept in general From a different point of viewthe term hyperfunction is also used thinking then on the concept as a generalizationof that of a distribution An analytic functional in an open set D C is simply alinear continuous functional on OD when this space is provided with the topologyof uniform convergence on compact sets Thus we denote the space of analyticfunctionals in D by O 0D A compact subset K D is a carrier for 2 O 0D iffor any open set K D an estimate

      jhj c sup

      jhj h 2 OD (346)

      holds By definition of an analytic functional such a compact carrier always existsOn choosing h D kz D z1 one gets the natural definition of Cauchy

      transform of an analytic functional 2 O 0D namely

      Cz D 1kz z 2 Dc

      Similarly one can define the double Cauchy transform the exponential transformetc One may also consider analytic functionals with compact carriers in ˝ aselements in H ˝ on defining the inner product by

      h 13i D 1

      2z ˝ N13wHzw 13 2 O 0˝

      This gives a version of the map ˛ in (36) going as

      ˛ W O 0˝ H ˝

      It is enough to use test functions of the form h D kz in the definition of an analyticfunctional hence K is a carrier for 2 O 0D if and only if the Cauchy transformC has an analytic extension from C n D to C n K in the sense that there exists ananalytic function in CnK which agrees with C in CnD This makes it easy to handlecarriers For example one sees that the intersection between two convex carriers isagain a carrier This is because the complement of the union of the two convex setsis a connected neighborhood of infinity ensuring that the Cauchy transform extendsunambiguously to this set and then the Cauchy transform extends further to thecomplement of the intersection of the two convex sets by unique choice betweenthe two analytic continuation which exist by assumption As a consequence thereis always a unique minimal convex carrier See [61] Sect 47 for more details Arelated statement is that if there exists a carrier located on a straight line then thereis a carrier on this line which is the smallest of all carriers on the line see [60]Proposition 916

      44 3 Hilbert Space Factorization

      Now our main concern will be the analytic functional in the left memberof (341) or in view of (39) the functional represented by 1 2 H ˝

      h 7 hh 1i D 1

      h dA h 2 OD (347)

      In this case K D ˝ is obviously a carrier with c D =Area˝ for any ˝ If ˝ is a quadrature domain with nodes a1 am 2 ˝ then also K D fa1 amgis a carrier but in general with a larger c Any carrier contains a carrier which isminimal with respect to set inclusion but there are usually many different minimalcarriers as the intersection between two carriers need not itself be a carrier In thecase of a quadrature domain as above K D fa1 amg is certainly a minimalcarrier but even in this case there are many other minimal carriers eg obtained bysweeping the mass sitting at the quadrature nodes to a surrounding curve

      If the functional in (347) has a carrier K which is compactly contained in˝ (notonly in D) then ˝ is a ldquoquadrature domain in the wide senserdquo in the terminologyof Shapiro [101] In such a case there exists for any K a complex-valuedmeasure in such that

      1

      h dA DZ

      h d h 2 OD (348)

      One can think of as representing an element in O 0D or in H ˝ In the lattercase (348) says that

      1 D as elements in H ˝

      One cannot in general assert that the measure is real-valued (signed)when (348) holds and even less that it is positive unless one increases the supportconsiderably If in the case of a finite quadrature domain some of the nodes havecoefficients which are non-real then one need to connect them by curves in orderto support a real-valued representing distribution and then thicken the curve toget a real-valued measure which then still will be just a is signed measure Thereason one has to connect points is that complex coefficients mix the real andimaginary parts of an analytic test function and one need curves to resolve this seeExample 62 To get a positive representing measure (which amounts to being ableto choose c D =Area˝ in (346)) one may have to thicken the support quite alot But it is indeed always possible to find such a measure with compact supportin ˝ provided there is a compact carrier in ˝ at all see [26 48]

      The search for minimal carriers which support positive measures leads to thenotion of potential theoretic skeleton or mother body to be discussed in Chap 6An illustrative example is the half-disk

      ˝ D fz 2 C W jzj lt 1 Re z gt 0g

      311 Analytic Functionals 45

      By partial integration combined with analytic continuation the Schwarz functionsof the two boundary arcs one easily writes (348) on the specific form

      1

      h dA DZ

      h d

      for any curve ˝ joining the points ˙i 2 ˝ Here D is a complex-valued measure on obtained from the jump ŒSz across between the twoSchwarz functions (precisely d D 1

      i ŒSz dz along ) Thus any such curve isa carrier for M in fact a minimal carrier One can also choose to be a real-valueddistribution of order one on

      So there are very many minimal carriers Taking the intersection of the convexhulls of them gives the unique minimal convex carrier namely the vertical segmentŒiCi This will however not be of much interest in connection with our mainproblem later on namely zeros of orthogonal polynomials What will be of moreinterest is that among all the above carriers there is a unique one which supportsa real-valued measure in fact a positive measure This is computed explicitly inSect 76 and found to agree quite well with our computational findings on locationsof zeros

      Chapter 4Exponential Orthogonal Polynomials

      Abstract This chapter contains some initial results obtained by direct or classicalmethods on the zeros of the exponential orthogonal polynomials For examplewe estimate the decay of coefficients of orthogonal expansion by using a result ofJL Walsh and we prove that the zeros always stay in the convex hull of the closureof the domain In addition we identify the zeros as also being eigenvalues of theappropriate Hessenberg matrices and we elaborate this connection further in thecase of quadrature domains

      41 Orthogonal Expansions

      If˝ is not a quadrature domain then the monomials f1 z z2 g are linearly inde-pendent in Ha˝ We shall consider the result of orthogonalizing this sequenceThe nth monic orthogonal polynomial which also can be characterized as the nthmonic polynomial of minimum norm will be denoted

      Pnz D zn C terms of lower degree D ˘ njD1z zj (41)

      z1 zn being the zeros of Pn Strictly speaking one should write zn1 znn The

      corresponding normalized polynomial is

      pnz D nzn C terms of lower degree n gt 0 (42)

      The counting measure is

      13n D 1

      n

      nXjD1

      ızj (43)

      We shall also use the notation

      Vn D VPn D fzn1 znn g (44)

      for this spectrum It is easy to see using (39) that z11 always is the center of massof ˝

      copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_4

      47

      48 4 Exponential Orthogonal Polynomials

      As will become clear in Chap 5 the zero set Vn can also be characterized as thespectrum of the shift operator Z when this is truncated to the subspace of Ha˝

      generated by f1Z1Z21 Zn11g It is also the spectrum of certain a Hessenbergmatrix see Sect 43 below

      If ˝ is a quadrature domain of order d then 1 z zd1 are still linearlyindependent and can be orthonormalized Thus P0 Pd1 exist and are uniquelydetermined One can also define Pd namely as the unique monic polynomial ofdegree d with jjPdjj D 0 Thus Pd D 0 as an element of Ha˝ It is easy to seethat the zeros of Pd are exactly the quadrature nodes multiplicities counted

      As is clear from the above if˝ is a quadrature domain then CŒz is always densein Ha˝ independent of the topology of ˝ However if ˝ is not a quadraturedomain then CŒz is dense in Ha˝ only under some topological assumptionSince the norm of Ha˝ is weaker than most standard norms on analytic functionsit is enough to assume that ˝ is simply connected in order to ensure denseness ofthe polynomials On the other hand polynomials are not dense if ˝ is an annulussee Example 72

      For most of this chapter we assume that ˝ is simply connected Then CŒz isdense in Ha˝ so the polynomials pn (see (42)) make up an orthonormal basis inHa˝ (even in H ˝ if ˝ is not a quadrature domain) and any f 2 Ha˝ canbe expanded

      f D1X

      nD0cnpn

      with coefficients given by

      cn D h f pni

      where h f pni D h f pniH ˝ Of course we haveP jckj2 D jj f jj2 lt 1 but if f is

      analytic in a larger domain there are better estimates of the coefficientsLet

      g˝ez1 D log jzj C harmonic z 2 ˝e

      be Greenrsquos function of the exterior domain (or open set) with a pole at infinityand having boundary values zero on ˝ Assuming that f is analytic in someneighborhood of ˝ define R D R f gt 0 to be the largest number such that f isanalytic in Cnfz 2 ˝e W g˝ez1 gt log Rg ie such that f is analytic in the unionof ˝ with the bounded components of C n˝ and in the unbounded component ofC n˝ up to the level line g˝ez1 D log R of g˝e1 Then we have

      Proposition 41 With notations and assumptions as above

      lim supn1

      jh f pnij1=n 1

      R f

      41 Orthogonal Expansions 49

      Proof The theorem is an immediate consequence of a result by Walsh [108] onuniform approximation with f as in the theorem there exist polynomials Qn (bestuniform approximants) of degree n such that

      lim supn1

      jj f QnjjL1˝1=n 1

      R f

      The rest is easy in view of the estimate (35) Since h f pni D h f Pn1kD0 ckpk pni

      we have with Qn as above

      jh f pnij jj f n1XkD0

      ckpkjjH ˝ jjf Qn1jjH ˝ Cjj f Qn1jjL1˝

      This gives the assertion of the propositionRecall from (337) the expansion of the Cauchy kernel

      kz D 1

      zD

      1XnD0

      qnzpn (45)

      where the coefficients

      qnz D h 1

      z pni (46)

      make up the dual basis with respect to the Silva-Koumlthe-Grothendieck pairing Nowthe pn are orthonormal polynomials but this does not mean that the qnz arepolynomials In fact they cannot be since they tend to zero as z 1 but if ˝ is aquadrature domain they are at least rational functions

      Expanding (46) near infinity in z gives since pn is orthogonal to allpolynomials of degree lt n

      qnz D 1X

      kD0

      hk pnizkC1 D 1

      nznC1 C O1

      znC2 (47)

      As a side remark from

      pnz1

      zD pn pnz

      zC pn

      1

      z

      one gets the somewhat remarkable identity

      pnzqnz D h 1

      zpn pni

      which makes sense at least for z 2 ˝e

      50 4 Exponential Orthogonal Polynomials

      As an application of Proposition 41 we have since kz is analytic (as a functionof ) in all C n fzg that the radius of analyticity R f for f D kz with z in theunbounded component of ˝e is

      Rkz D expŒg˝ez1

      If˝ is a quadrature domain of order d then the dual basis qn in (46) can be madefairly explicit Indeed using (344) and (47) one concludes that the sum in (338) isfinite

      1 Ezw Dd1XnD0

      qnzqnw

      and more precisely is of the form

      1 Ezw Dd1XkD0

      Qkz

      Pz

      Qkw

      Pw (48)

      where Qk is a polynomial of degree k (exactly) and Pz D Pdz is the monicpolynomial with zeros in the quadrature nodes as in (344) Cf [37] where thesame expansion was derived in a slightly different manner

      In summary the dual basis is in the case of a quadrature domain given by qn D 0

      for n d and

      qnz D Qdn1zPz

      for 0 n lt d

      42 Zeros of Orthogonal Polynomials

      The most direct way of characterizing the set of zeros of the monic orthogonal poly-nomials Pn is perhaps via the minimization problem that it solves Parametrizing ageneral monic polynomial of degree n by its zeros a1 an 2 C and setting

      Ina1 an D jjnY

      kD1z akjj2

      D 1

      2

      HzwnY

      kD1z ak

      nYjD1 Nw Naj dAzdAw (49)

      42 Zeros of Orthogonal Polynomials 51

      we arrive at the problem

      mina1an2C Ina1 an (410)

      for which the unique solution is aj D znj (j D 1 n) up to a permutation Thevariational formulation of this problem says exactly that the minimizer Pnz DQn

      kD1z zk is orthogonal to all polynomials of lower degreeOne readily checks that Ina1 an is a plurisubharmonic function of the

      variables a1 an In fact computing derivatives gives that

      2

      akNajIna1 an D h

      QniD1z ai

      z ak

      QniD1z ai

      z aji

      from which

      nXkjD1

      2

      akNajIna1 ank

      Nj

      D hnY

      iD1z ai

      nXkD1

      k

      z ak

      nYiD1z ai

      nXjD1

      j

      z aji 0

      that is the complex Hessian matrix is positive semidefiniteThe above statements are true for general Hilbert space norms but what is special

      for the space Ha˝ is that the integral (49) in the definition of Ina1 an canmany times be pushed down to a smaller set For example whenever ˝ is smoothreal analytic it can be pushed down to a compact subset of˝ because the functionalh 7 hh 1i D 1

      R˝ h dA h 2 OD in (347) will then have a carrier which is

      compact in ˝ and when ˝ is a quadrature domain the integral can be representeddirectly on the quadrature nodes

      Unfortunately it seems still difficult to push these facts to any specific conclusionby using directly the minimization of (49) For example it is evident from theexample to be given in Sect 76 that the zeros will generally not go into the uniqueminimal convex carrier of the analytic functional (347) Compare discussions at theend of Sect 311 What we can prove is only that they go into the convex hull of thedomain itself

      Theorem 41 If ˝ is not a quadrature domain then

      Vn conv ˝ (411)

      for all n D 1 2 If ˝ is a quadrature domain of order d then (411) holds for1 n d

      52 4 Exponential Orthogonal Polynomials

      Proof Let D be a half plane containing˝ We need to show that Pn has no zeros inDe So to derive a contradiction assume that b 2 De is a zero of Pn and let a 2 Dbe the reflected point with respect to D Then za

      zb Pnz is a monic polynomial ofdegree n different from Pnz even as an element in Ha˝ Thus

      jjPnzjj lt jj z a

      z bPnzjj

      On the other hand when iii of Lemma 24 is expressed in terms of the H ˝

      norm it shows that

      jjPnzjj jj z a

      z bPnzjj

      This contradiction proves the theoremFurther results on the zeros of the orthogonal polynomials obtained by operator

      theoretic methods will be given in Chap 5 In particular Theorem 41 will beproved again at the end of Sect 51

      43 The Hessenberg Matrices

      The zeros z1 zn can be characterized as being the eigenvalues of variousmatrices associated to ˝ for example matrices for truncated shift operators whichwe here discuss briefly from the point of view of Hessenberg matrices in acohyponormal setting Further studies related to hyponormal operator theory willfollow in Chap 5

      We start from (42) and use again Z for the operator of multiplication by z inHa˝ Then

      Zpkz DnX

      jD0hZpk pjipjz D

      nXjD0

      bkjpjz D

      Dn1XjD0

      bkjpjzC bknpnz 0 k n 1

      where the coefficients bkj D hZpk pji vanish whenever k C 1 lt j because pj isorthogonal to all polynomials of degree lt j Letting k run from zero to n 1 for a

      43 The Hessenberg Matrices 53

      given n this gives

      z

      0BBBBBBBBB

      p0zp1zp2z

      pn1z

      1CCCCCCCCCA

      D

      0BBBBBBBBB

      b00 b01 0 0 0 0

      b10 b11 b12 0 0 0

      b20 b21 b22 b23 0 0

      0 0

      bn2n1 0

      bn10 bn11 bn12 bn13 bn1n1 bn1n

      1CCCCCCCCCA

      0BBBBBBBBBB

      p0zp1zp2zp3z

      pn1zpnz

      1CCCCCCCCCCA

      D

      0BBBBB

      b00 b01 0 0 0

      b10 b11 b12 0 0

      b20 b21 b22 b23 0

      bn2n1

      bn10 bn11 bn12 bn13 bn1n1

      1CCCCCA

      0BBBBBBBB

      p0zp1zp2zp3z

      pn1z

      1CCCCCCCCA

      C pnz

      0BBBBBBBB

      0

      0

      0

      0

      bn1n

      1CCCCCCCCA

      The n n matrix in the last expression is a lower Hessenberg matrix Wenotice that each zero of pnz is an eigenvalue of it the corresponding eigenvectorbeing the column vector with entries p0z pn1z evaluated at that zero Thetranspose matrix which is an upper Hessenberg matrix has the same eigenvaluesand when extended to a full semi-infinite matrix call it M it becomes that matrixwhich represents the operator Z with respect to the basis fpng1

      nD0 in Ha˝ Thecommutation relation

      ŒMM D 1 ˝ 1 D

      0BBB

      0 0

      0 0 0

      0 0 0

      1CCCA

      then imposes stringent quadratic restrictions on the entries of MAs a preview of the coming examples and theoretical considerations we notice

      that a Jacobi-Toeplitz matrix (ie three constant diagonals clustered around themain diagonal) satisfies the above commutator requirement Specifically take a b carbitrary complex numbers and define

      M D

      0BBBBB

      a c 0 0

      b a c 0

      0 b a c0 0 b a

      1CCCCCA

      54 4 Exponential Orthogonal Polynomials

      or in a close form M D bS C aI C cS We denote by S the unilateral shift thatis the matrix with 1 under the main diagonal and zero elsewhere We know thatŒSS D e0 ˝ e0 hence the self-commutator of M becomes

      ŒMM D jcj2 jbj2e0 ˝ e0 D

      0BBB

      jcj2 jbj2 0 0 0 0 0

      0 0 0

      1CCCA

      44 The Matrix Model of Quadrature Domains

      The structure of the Hessenberg matrix touched in the last section is enhanced inthe case of a quadrature domain This topic was developed over two decades by theauthors and we only briefly comment below a few pertinent facts for the main bodyof these lecture notes Full details can be found in [40 80]

      Let ˝ be a bounded quadrature domain of order d and let Ha˝ denote thed-dimensional analytic subspace of H ˝ The position operator Z leaves Ha˝

      invariant and it is co-hyponormal on the larger Hilbert space H ˝ We considerthe scale of finite dimensional subspaces

      Kn D spanfZkHa˝ W 0 k ng D spanfZkZm1 W 0 k n m 0gIn view of the commutation relation

      ŒZZ D 1 ˝ 1

      the operator Z leaves every subspace Kn invariantWe decompose the full space H ˝ into the hilbertian orthogonal sum

      H ˝ D Ha˝˚ K1 K0˚ K2 K1˚ and accordingly Z inherits a block-matrix decomposition

      Z D

      0BBBBB

      Z0 A0 0 0

      0 Z1 A1 0

      0 0 Z2 A2

      0 0 0 Z3

      1CCCCCA

      The self-commutator identity yields

      ŒZkZk C AkA

      k Ak1Ak1 D 0 k 1

      44 The Matrix Model of Quadrature Domains 55

      and

      AkZkC1 D Z

      k Ak

      with the initial condition

      ŒZ0Z0 C A0A

      0 D 1 ˝ 1

      The invariance of the principal function to finite rank perturbations of Z impliesthat

      dimKnC1 Kn D dimHa˝

      and

      ker An D 0

      for all n 0 See [80] for detailsWe have the luxury to change the bases in the wandering spaces and identify them

      all with the same Hilbert space of dimension d Moreover in this identification wecan assume that all transforms An n 0 are positive Consequently we obtain thesimilarity relations

      ZkC1 D AkZkA1k k 0

      The factorization of the exponential transform attached to these data yields forlarge values of jzj jwj

      1 E˝zw D hZ z11 Z w11i D hZ0 z11 Z0 w11i

      Therefore the spectrum of the matrix Z0 coincides with the quadrature nodesmultiplicity included We read from here that the domain ˝ coincides modulofinitely many points to the super level set of the localized resolvent of Z0

      ˝ D fz 2 C W kZ0 z11k gt 1g

      Having the formula for the Cauchy transform of the uniform mass on ˝ embeddedinto the exponential transform factorization also gives a formula for the Schwarzfunction

      Sz D z hZ0 z11 1i C hZ z11 1i

      56 4 Exponential Orthogonal Polynomials

      In general when regarded as a rational function the localized resolvent of amatrix appearing in the above computations carries a special algebraic structure

      Proposition 42 Let A be a complex d d matrix with cyclic vector 2 Cd Then

      kA z1k2 Dd1XkD0

      jQkzj2jPzj2 (412)

      where Pz is the minimal polynomial (of degree d) of A and Qkz are complexpolynomials subject to the exact degree condition

      deg Qk D k 0 k d 1

      The converse also holds true For proofs and a discussion of the geometricimplications of such a hermitian square decomposition see [37] An algebraic curveof equation

      jPzj2 Dd1XkD1

      jQkzj2

      is known as a generalized lemniscate and it is suitable for studying the globalSchwarz reflection into it

      In the setting of the functional model with ˝ is a quadrature domain of order dA D Z and D 1 then Ha˝ can be identified with C

      d and (412) becomes thesame as (48)

      Chapter 5Finite Central Truncations of Linear Operators

      Abstract By interpreting the exponential orthogonal polynomials as characteristicpolynomials of finite central truncations of the underlying hyponormal operator oneopens a vast toolbox of Hilbert space geometry methods In particular we prove inthis chapter that trace class modifications of the hyponormal operator attached to adomain will not alter the convex hull of the support of any cluster point of the countin measures of the roots of the orthogonal polynomials As a sharp departure fromthe case of complex orthogonal polynomials associated to a Lebesgue space weprove that the convex hull of these supports is not affected by taking the union of anopen set with a disjoint quadrature domain However similar to the case of Bergmanorthogonal polynomials we prove that the exponential orthogonal polynomialssatisfy a three term relation only in the case of an ellipse Some general perturbationtheory arguments are collected in the last section

      51 Trace Class Perturbations

      A Hilbert space interpretation of the orthogonal polynomials considered in thepreceding sections touches the classical topics of the asymptotics of the spectra offinite central truncations of a linear bounded operator along the Krylov subspacesassociated to a privileged (cyclic) vector

      We start by recalling (with proofs) some well-known facts Let A 2 L H be alinear bounded operator acting on the complex Hilbert space H and let 2 H be anon-zero vector We denote HnA the linear span of the vectors A An1and let n be the orthogonal projection of H onto this finite dimensional subspaceOf interest for our study is the asymptotics of the counting measures n ofthe spectra of the finite central truncations An D nAn or equivalently theasymptotics of the evaluations of these measures on complex analytic polynomials

      Zpzdnz D tr pAn

      n p 2 CŒz

      copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_5

      57

      58 5 Finite Central Truncations of Linear Operators

      Indeed the monic orthogonal polynomials Pn in question minimize the func-tional (semi-norm)

      kqkA D kqAk q 2 CŒz

      and the zeros of Pn (whenever they are unambiguously defined) coincide with thespectrum of An To be more specific the following well-known lemma holds

      Lemma 51 Assume that HnA curren HnC1A and let the polynomial Pnz Dzn C qn1z deg qn1 n 1 satisfy

      PnA HnA

      Then detz An D Pnz

      Proof Remark that for every k n 1 we have

      Akn D nAnAn nAn D nAk

      By the assumption HnA curren HnC1A the vectors An An1n are

      linearly independent and they generate the subspace HnA that is is a cyclicvector for An According to the Cayley-Hamilton theorem the minimal polynomialof An coincides with its characteristic polynomial Qnz In particular

      QnAn Akn k lt n

      One step further for any k lt n one finds

      hQnAAki D hQnA nAki D hQnAnAki D 0

      Thus Qn D PnAn immediate consequence of the above observation is that the spectra of the

      finite rank central truncations An are contained in the closure of the numerical rangeWA of A Indeed

      An WAn WA

      We recall that the numerical range of A is the set

      WA D fhAx xi W x 2 H kxk D 1g

      A basic theorem of Hausdorff and Toeplitz asserts that WA is a convex set whichcontains the spectrum of A in its closure

      Next we prove that the asymptotics of the counting measures of the truncationsAn is not affected by trace-class perturbations Denote by jAj1 D tr

      pAA the trace

      norm of an operator A and by C1H the set of those A 2 H with jAj1 lt 1

      51 Trace Class Perturbations 59

      Proposition 51 Let AB 2 L H with AB of finite trace AB 2 C1H Thenfor every polynomial p 2 CŒz we have

      limn1

      tr pAn tr pBn

      nD 0

      Proof It suffices to prove the statement for a monomial pz D zk Denote C DA B the trace class difference between the two operators Using then the generalidentity

      Akn Bk

      n DkX

      jD1Aj1

      n An BnBkjn

      it follows that there exists a polynomial Sku v with positive coefficients with theproperty

      jtrAkn Bk

      nj SkkAnk kBnkjAn Bnj1

      Since jAn Bnj1 jCj1 one finds

      jtrAkn Bk

      nj SkkAk kBkjCj1and the proof is complete

      Corollary 51 Let n 13n denote the counting measures of the spectra of Anrespectively Bn above Then

      limn1Œ

      Zdn

      zZ

      d13n

      z D 0

      uniformly on compact subsets which are disjoint of the convex hull of A[ BSimilarities which are implemented by almost unitary transformations (in the

      trace-class sense) also leave invariant the asymptotics of our counting measures

      Corollary 52 Let U 2 L H be a unitary operator and L 2 C1H a trace-class operator so that X D U C L is invertible Let A 2 L H be a linearbounded operator with a distinguished non-zero vector 2 H Denote B D X1AX D X1 and consider the finite central truncations An Bn along the subspacesHnA respectively HnB Then for every complex polynomial p 2 CŒz wehave

      limn1

      tr pAn tr pBn

      nD 0

      We put the above techniques at work and elaborate another proof of Theorem 41This goes as follows Let T 2 L H be a hyponormal operator and 2 H

      60 5 Finite Central Truncations of Linear Operators

      a distinguished vector The monic orthogonal polynomial with respect to theseminorm kpTk is denoted as above by Pnz Then the claim is that all zerosof Pn lie in the convex hull of the spectrum of T

      Indeed assume that one zero z D does not belong to the convex hull of thespectrum of T Let ` denote a real line separating strictly from the convex setWT Denote by the symmetric point of with respect to this line Then theoperator T is invertible hyponormal and its norm coincides with the spectralradius Hence

      kT T 1k lt 1

      Consequently

      kT T 1PnTk lt kPnTk

      which contradicts the minimality of kPnTk

      52 Padeacute Approximation Scheme

      The specific positivity structure of the exponential transform of a bounded planardomain imposes an adapted Padeacute approximation scheme This rational approxima-tion becomes exact in the case of quadrature domains and it is useful in treating allsemi-normal operators which share the same principal function

      We work with an irreducible hyponormal operator of T 2 L H with rank-oneself-commutator

      ŒTT D ˝

      The associated characteristic function that is the exponential transform of aprincipal function g is

      Ezw D detT zT wT z1T w1 D

      D 1 hT w1 T z1i D 1 1X

      k`D0

      bk`

      zkC1w`C1

      Fix a positive integer N and denote by TN the finite central truncation of theoperator T to the linear subspace generated by the vectors T TN1Then

      hTkT`i D hTkN T

      `N i k N 1 ` N or k N ` N 1

      52 Padeacute Approximation Scheme 61

      Thus it is natural to consider the rational function

      ENzw D 1 hTN w1 T

      N z1i

      as an optimal approximate of Ezw in a neighborhood of the point at infinityRemark that

      ENzw D QNzw

      PNzPNw

      where PN is the associated orthogonal polynomial whenever it is unambiguouslydefined and the polynomial kernel QNzw is positive semi-definite and has degreeat most N 1 in each variable

      A minimal number of assumptions characterizes in fact the rational approxima-tion by EN as follows

      Theorem 51 Let Ezw D 1P1k`D0

      bk`

      zkC1w`C1 be the exponential transform of ameasurable function of compact support g 0 g 1 attached to the hyponormaloperator T Fix a positive integer N

      There exists a unique formal series

      Ezw D 1 1X

      k`D0

      ck`

      zkC1w`C1

      with the matching property

      ck` D bk` for 0 k N 1 0 ` N or 0 k N 0 ` N 1

      and positivity and rank constraints

      ck`1k`D0 0 rankck`

      1k`D0 minN n

      where n D rankbk`Nk`D0

      In this case Ezw D ENzw Moreover Ezw D Ezw as formal series ifand only if the function g is the characteristic function of a quadrature domain oforder d N

      Proof Assume the infinite matrix ck`1k`D0 is subject to the two conditions in the

      statement Then either detck`N1k`D0 D detbk`

      N1k`D0 D 0 or detck`

      N1k`D0 gt 0

      In the first case we know that E is the exponential transform of a quadraturedomain of order d N 1 and there exists a unique positive semi-definiteextension rank preserving extension of the matrix bk`

      N1k`D0 Then necessarily

      Ezw D ENzw D EzwIn the second situation condition detck`

      Nk`D0 D 0 defines unambiguously the

      entry cNN Then again there is a unique infinite matrix completion of ck` which

      62 5 Finite Central Truncations of Linear Operators

      preserves rank and semi-positivity In addition we identify

      ck` D hT`N T

      kN i

      first for k ` N and then for all values of k `The difference between the exponential transform and its diagonal Padeacute approx-

      imant above is easy to control outside the convex hull of the support of the originalfunction g

      Corollary 53 Under the assumptions in the theorem above let K D conv suppgdenote the convex hull of the closed support of the function g and let F be a compactset disjoint of K Then

      limN1 jENzw Ezwj D 0

      uniformly for zw 2 F

      Proof The closed support of the principal function g is equal to the spectrum ofthe irreducible hyponormal operator T Let c 2 C be an auxiliary point Since thespectral radius of T aI is equal to its norm there exists a center c and radius R gt 0so that K DcR and j cj gt R for all 2 F Let R0 D inf2F j cj andremark that R0 gt R as F is compact Then we can write Neumann series expansionsof the two kernels centered at c

      Ezw D 1 hT c w c1 T c z c1i D

      1 1X

      k`D0

      hT ck T c`iw ckC1z c`C1

      According to the above theorem

      Ezw ENzw D hT cN T cNiw cNC1z cNC1 hT

      N cN TN cNiw cNC1z cNC1 C

      1XkgtN or `gtN

      hT ck T c`iw ckC1z c`C1

      hTN ck TN c`iw ckC1z c`C1

      Remark that kTN ck kT ck In conclusion for all zw 2 F we obtain

      jEzw ENzwj 2R2N

      R02NC

      1XkgtN or `gtN

      RkC`

      R0kC`C2

      Finally we record below a simple observation pertaining to the matrix approx-imation of the multiplier Z D Mz in the functional space H ˝ Specifically

      53 Three Term Relation for the Orthogonal Polynomials 63

      passing to the final central truncations Zn we obtain

      Zn z11 1

      zD npn

      znC1 C O1

      znC2

      and

      Zn z11 Dn1XkD0

      qkzpk

      Compare (337) or (45) We recall that pk are the orthogonal polynomials associ-ated to ˝ while qkz D h 1

      z pki make up the dual basis see (46)

      53 Three Term Relation for the Orthogonal Polynomials

      We show in analogy with the known case of Bergman orthogonal polynomialsthat the ellipse is the only bounded domain for which the exponential orthogonalpolynomials satisfy a three term relation

      From the very beginning we exclude the case of a quadrature domain wherehigher degree exponential orthogonal polynomials cannot be defined withoutambiguity

      Theorem 52 Let˝ be a bounded open set in C which is not a quadrature domainThe exponential orthogonal polynomials satisfy a three term relation if and only if˝ is an ellipse

      Proof Let T 2 L H denote the irreducible hyponormal operator with rank-oneself commutator and spectrum equal to the closure of˝ Since˝ is not a quadraturedomain the space H is spanned by the orthonormal system pnT n 0 wherepn are the exponential orthonormal polynomials and ŒTT D ˝ A three termrelation for the orthogonal polynomials is equivalent to the matrix representation ofT by three non-zero diagonals Indeed the assumption is

      zpnz D cnC1pnC1zC anpnzC bnpn1z

      where an bn cn are complex numbers and p1 D 0 Hence

      TpnT D cnC1pnC1T C anpnT C bnpn1T

      64 5 Finite Central Truncations of Linear Operators

      The matrix representations of T and T are

      T D

      0BBBBB

      a0 b1 0 0

      c1 a1 b2 00 c2 a2 b3 0 0 c3 a3

      1CCCCCA

      respectively

      T D

      0BBBBB

      a0 c1 0 0

      b1 a1 c2 00 b2 a2 c3 0 0 b3 a3

      1CCCCCA

      The self-commutator is represented in the same basis as

      ŒTT D

      0BBBBB

      r 0 0 0 0 0 0 0

      0 0 0 0

      0 0 0 0

      1CCCCCA

      where r gt 0Writing on the matrix elements the commutator equation yields a system of non-

      linear equations

      ja0j2 C jb1j2 D r C ja0j2 C jc1j2 jc1j2 C ja1j2 C jb2j2 D jb1j2 C ja1j2 C jc2j2

      a0c1 C b1a1 D a0b1 C c1a1 a1c2 C b2a2 D a1b2 C c2a2

      and

      b1c2 D c1b2 b2c3 D c2b3

      We infer from the first relations

      jbkj2 D r C jckj2 k 1

      in particular bk curren 0 k 1

      53 Three Term Relation for the Orthogonal Polynomials 65

      If there exists cn D 0 then the last string of relations imply ck D 0 for all k 1But then T D that is the cyclic space of T with respect to the vector hasdimension one and this occurs only if ˝ is a disk This case was excluded from thebeginning

      We can assume therefore that all matrix entries ck k 1 are non-zero Then

      jbkj2jbkC1j2 D jckj2

      jckC1j2 D r C jckj2r C jckC1j2 k 1

      This implies

      jb1j D jb2j D jb3j D jc1j D jc2j D jc3j D

      Further on we can pass to a unitary equivalence UTU without changing thespectrum of T or the assumptions on the three term recurrence relations With U Ddiag0 1 2 we achieve

      b1 D b2 D b3 D D s gt 0

      Then the third string of relations imply

      c1 D c2 D c3 D D u 2 C

      Finally the second string of relations yield

      uak C sakC1 D uakC1 C sak k 0

      Consequently

      uak sak D ua0 sa0 k 0

      Since juj curren s these equations have unique solution

      a1 D a2 D a3 D D a

      The translation T 7 T aI does not change the statement so we can assumea D 0 In conclusion T has zero on the main diagonal and constants on the borderingsubsuper diagonals Denoting by S the unilateral shift on `2N we obtain T DuS C S That is the spectrum of T is an ellipse

      66 5 Finite Central Truncations of Linear Operators

      54 Disjoint Unions of Domains

      It is legitimate to ask what happens with the zeros of the exponential orthogonalpolynomials when two disjoint supporting sets are put together The case of Szegoumlor Bergman orthogonal polynomials was thoroughly studied by Widom [110]respectively Saff Stylianopoulos and the present authors [50]

      Let Ai 2 L Hi i D 1 2 be two linear bounded operators and fix somenon-zero vectors i 2 Hi Assume that the spectra Ai i D 1 2 are disjointThe multiplicative property of the exponential transform leads to the followingconstruction suppose that there exists a linear operator A 2 L H with adistinguished vector 2 H so that

      1 kA1 z11k21 kA2 z12k2 D 1 kA z1k2for jzj large enough The main question is what is the relation between theasymptotics of the spectra of the finite central truncations of A and those of A1A2along the subspaces HnA respectively HnAi i

      To start investigating this question we polarize the identity above and rearrangethe terms

      hA1 z11 A1 w11i C hA2 z12 A2 w12i D

      hA z1 A w1iC

      hA1 z11 ˝ A2 z12 A1 w11 ˝ A2 w12iRegarding the latter as the Gram matrix of a family of vectors we infer that there

      exists an isometric transformation

      V W H1 ˚ H2 H ˚ H1 ˝ H2

      with the property

      V

      A1 z11A2 z12

      D

      A z1A1 z11 ˝ A2 z12

      The tensor product of two resolvents can be linearized by the usual resolventequation trick Note first that the elementary operators I ˝ A2 A1 ˝ I commuteand their spectra are disjoint Hence I ˝ A2 A1 ˝ I is invertible by the spectralmapping theorem for analytic functional calculus of commuting pairs Then

      A1 z1 ˝ I I ˝ A2 z1 D

      A1 z1 ˝ II ˝ A2 z A1 z˝ II ˝ A2 z1 D

      A1 z1 ˝ A2 z1ŒI ˝ A2 A1 ˝ I

      54 Disjoint Unions of Domains 67

      Hence

      A1 z11 ˝ A2 z12 D

      ŒI ˝ A2 A1 ˝ I1A1 z1 ˝ I I ˝ A2 z11 ˝ 2

      By integrating the above identity along a large circle with the differential formpzdz we get for an arbitrary polynomial p 2 CŒz

      V

      pA11pA22

      D

      pApA1˝IpI˝A2

      I˝A2A1˝I 1 ˝ 2

      We know that a trace-class perturbation will not alter the asymptotics ofthe orthogonal polynomials associated to these pairs of operators and vectorsTherefore assuming that dim H2 lt 1 we can work only with polynomials pzwhich annihilate A2 W pA2 D 0 We obtain then an isometric map

      WpA11 D

      pAI ˝ A2 A1 ˝ I1pA11 ˝ 2

      pA2 D 0

      We introduce the operator D W H1 H1 ˝ H2

      Dx D I ˝ A2 A1 ˝ I1x ˝ 2

      and remark that kDxk kxk for x D pA11 pA22 D 0 Note also that

      A1 ˝ ID D DA1 (51)

      With these preparations we are ready to prove the following surprising resultabout the invisibility of quadrature domains in the asymptotics of the zeros ofexponential orthogonal polynomials associated to disjoint unions of open sets

      Theorem 53 Let ˝ D ˝1 [ ˝2 be a disjoint union of a bounded open set ˝1

      with a quadrature domain˝2 The zeros of the exponential orthogonal polynomialsassociated to ˝ cluster in the convex hull of ˝1

      Proof Modulo changing the complex variables into the conjugate ones we areworking in the setting described above A1A2 are the cohyponormal operatorsattached to ˝1 respectively˝2 A is attached to ˝ etc

      Let Pn denote the orthogonal polynomials attached to ˝ that is orthogonalizingthe semi-norm kpAk Since a finite rank perturbation does not affect the convexhull of the zero asymptotics we can work only in the subspace of polynomialsp 2 CŒz which annihilate A2 along the vector 2 that is pA22 D 0 In particularfor these polynomials we have

      kpA11k2 kDpA11k2 D kpAk2

      68 5 Finite Central Truncations of Linear Operators

      or by polarization and using the intertwining relation (51)

      hA1 cx xi hA1 c˝ IDxDxi D hAy yi

      where c 2 C and x D pA11 y D pAAssume that r ReA1 c r for a non-negative r Then obviously ReA

      c˝ I satisfies the same bounds and because

      kxk2 kDxk2 D kyk2

      we obtain

      rkyk2 RehA cy yi rkyk2

      This proves that any weak limit of the zeros of the orthogonal polynomialsPn has support contained in the numerical range of A1 hence the statement of thetheorem

      Since the operator A1 ˝ I I ˝ A2 is cohyponormal invertible if dist˝1˝2 gt

      0 and k2k2 D Area˝2 we can complement the above statement by thequantitative observation

      kDk p

      Area˝2p dist˝1˝2

      Numerical experiments illustrating the asymptotic zero distribution in the caseof an external disk and also comparison with the corresponding behavior forBergman orthogonal polynomials can be found in Sects 781 and 782 belowFigs 711ndash714 The zeros ignore the disk in sharp contrast with the situationfor a disjoint union of two non-quadrature domains illustrated by Fig 715 inSect 7101

      55 Perturbations of Finite Truncations

      Let ˝ be a bounded quadrature domain with mother body (this concept to beprecisely defined in Sect 61) a positive measure supported on a compact subsetK ˝ Specifically we here just assume just that the functional f 7 R

      ˝fdA

      ( f 2 O˝) has a compact carrier (in˝) which by discussions in Sect 311 meansthat there exists and K as above such that

      f dA DZ

      Kf d f 2 O˝

      We assume that ˝ is not a finite quadrature domain

      55 Perturbations of Finite Truncations 69

      The inner product in the space H ˝ can in this case be pushed to the set K aswe know

      h f gi D 1

      2

      ZHzwf zf wdzdw

      As in previous sections we denote by the same letter the positive operator

      Hf w D 1

      ZHzwf zdz

      We will be interested in evaluating this operator on polynomials f 2 CŒz remarkingthat H is Hilbert-Schmidt (and even more smooth) on L2 due to the compactnessof K and the analyticityanti-analyticity of the integral kernel Hzw

      We will perform simultaneously spectral analysis approximation in two non-equivalent norms Besides the inner product h i of the space H ˝ we alsoconsider the inner product in the Lebesgue space L2 The norm in H ˝

      will be simply denoted k k while the norm in L2 carries a subscript k k2The orthonormal polynomials in H ˝ are denoted as before by pn

      pnz D nzn C Ozn1

      while the orthonormal polynomials in L2 are

      qnz D nzn C Ozn1

      The significance of the leading coefficients n n is classical

      1n D inf

      deg f n1 kzn f k 1n D inf

      deg f n1 kzn f k2

      Finally to fix notation we denote by n the orthogonal projection of H ˝ ontothe polynomials of degree less than or equal to n 1 and by n the correspondingorthogonal projection in L2 For an linear operator T on one of the two Hilbertspaces we denote Tn D nTn or Tn D nTn the respective compressions Asproved before the operator Z D Mz of multiplication by the variable on H ˝

      has finite central truncations Zn with characteristic polynomials equal to pn whilethe normal operator A D Mz on L2 produces finite central truncations An whosecharacteristic polynomials are the orthogonal polynomials qn

      Let f g 2 Cn1Œz be polynomials of degree less than or equal to n 1 Then

      hZf gi D h f Zgi D Hf zg D zHf g D AHf g

      70 5 Finite Central Truncations of Linear Operators

      and one step further we can keep track of the orthogonal projections and insertwhenever possible the corresponding orthogonal projections

      hZf gi D hnZn f gi Hf zg D nC1Hn f Ang etc

      We end up with the identity

      HnZn D nAnC1Hn D A

      n Hn C nAnC1 nHn

      Since˝ is not a finite point quadrature domain the operator Hn is strictly positiveon Cn1Œz

      We expect in general that the difference

      HnZn H1

      n An D nAnC1 nHnH1

      n

      converges to zero in the operator topology which would provide the expectedasymptotics for the spectrum of Zn To be more specific we isolate the followinggeneral observation We denote by conv K the convex hull of the compact set K

      Proposition 52 Assume in the above notation that

      lim sup kH1n ZnHn Ank D r lt 1

      Let nk 2 Znk k 1 be a sequence of spectral points converging to Then

      dist conv K r

      Proof We drop the subsequence notation and consider a unit vector un with theproperty

      H1n ZnHnun D nun

      Since A is a normal operator the point n D Anun un belongs to the numericalrange of A that is conv K But

      jn nj D jH1n ZnHnun Anun unj kH1

      n ZnHn Ank

      and the statement follows by passing to the limitNext we analyze in more detail the defect operator D

      n D H1n ZnHn An The

      difference of two orthogonal projections in its expression is rank one

      nC1 n D qn qn

      whence

      Dn WD nAnC1 nHnH1n D nAqn qnHnH1

      n D nAqnH1n nHqn

      55 Perturbations of Finite Truncations 71

      The good news is that we can further simplify this rank one matrixFirst remark that

      Aqn1 D zn1zn1 C Ozn1 D n1n

      qnzC Ozn1

      and consequently

      nAqn qn1 D qnAqn1 D n1n

      Since

      nAqn qk D qn zqk D 0 k n 2

      we infer

      nAqn D n1n

      qn1

      The other factor in the difference operator Dn can be simplified as well For anarbitrary vector f one has

      HnH1n f qn D f H1

      n nHqn

      We decompose in orthogonal components

      Hqn D s C t deg s n 1 nt D 0

      On the other hand there exists a polynomial h 2 Cn1Œx which satisfies

      Hh D s C t0 nt0 D 0

      By its definition s D Hnh hence

      h D H1n nHqn

      By subtracting the two equations we find that the polynomial qn h of degree equalto n satisfies Hqn h Cn1Œz in the inner product of L2 That is qn h isorthogonal to Cn1Œz in the space H ˝ Consequently qn h is a scalar multipleof pn We find

      h D qn n

      npn

      by Cramerrsquos rule for computing the inverse of a matrix

      72 5 Finite Central Truncations of Linear Operators

      Putting all these computations together we arrive at the following statement

      Theorem 54 Let ˝ be a bounded open set which admits a quadrature identity foranalytic functions with respect to a positive measure supported by a compact subsetK of ˝ If

      limn1

      n1n

      kqn n

      npnk2 D 0

      then any weak limit of the counting measures of the exponential orthogonalpolynomials is supported by the convex hull of K

      The case of an ellipse is extreme for the above theorem because the systems oforthogonal polynomials pn and qn coincide up to the right normalization thatis qn D n

      npn for all n 0

      For regular measures the general theory of orthogonal polynomialsimplies that the quotient n1

      nconverges to 1=capK hence only condition

      limn1 kqn nn

      pnk2 D 0 suffices for the spectral asymptotics

      Corollary 54 Assume under the hypotheses of the theorem that the closed supportK of the quadrature measure decomposes into a disjoint union K D fg [ K0 Thenany weak limit of the counting measures of the exponential orthogonal polynomialsis supported by the convex hull of K0

      Proof We know that a finite rank perturbation of the operator Z will not change theasymptotics of the exponential orthogonal polynomials Then we repeat the proofof the theorem by considering orthogonal projections onto the maximal ideal ofpolynomials vanishing at Remarking that the vanishing condition is still valid forthe new sequence of projections

      The computations of the preceding section can be better understood from thepoint of view of Cholesky decomposition of positive definite matrices The notationis the same In the end we will need to work with the monic orthogonal polynomialsse we denote for all n 0

      Pnz D pnz

      nD zn C nzn1 C lower order terms

      Qnz D qnz

      nD zn C ınzn1 C lower order terms

      We still have hPnPki D QnQk D 0 for all k curren nThe connection between orthogonal polynomials and moment matrices is well

      known and can be derived from the decompositions

      zn D rnnpnzC rnn1pn1zC

      zn D snnqnzC snn1qn1zC

      55 Perturbations of Finite Truncations 73

      which yield

      hzn zki DX

      jminnk

      rnjrkj

      respectively

      zn zk DX

      jminnk

      snjskj

      Denoting by B D hzn zki1nkD0 and N D zn zk1nkD0 the corresponding momentmatrices and by R D rj`

      1j`D0 S D sj`

      1j`D0 the lower triangular matrices above

      we obtain Cholesky decompositions

      B D RR N D SS

      Note that the rows of the inverse matrices R1 and S1 coincide with thecoefficients of the orthogonal polynomials pn respectively qn as derived from theidentities

      1 z z2 z3 T D R p0z p1z p2z T

      1 z z2 z3 T D Sq0z q1z 22z T

      The transition matrix C entering into the decomposition

      pn DXkn

      cnkqk

      is therefore

      C D R1S

      Remark that C1 is Hilbert-Schmidt because

      ınm D Hpn pm DXk`

      cnkHqk q`cm`

      or in closed matricial form

      I D CHC

      The quantitative defect in the spectral asymptotic theorem above is

      kqn pn

      cnnk22 D

      n1XkD0

      j cnk

      cnnj2

      74 5 Finite Central Truncations of Linear Operators

      And we want in the best scenario that this sequence converges to zero One sufficientcondition is stated below

      Proposition 53 Assume that the measure is regular and that the matrix Hassociated to the H-kernel with respect to the orthonormal basis of polynomialsin L2 admits the LDU decomposition

      H D I C LDI C L

      where D is a diagonal operator and L is a Hilbert-Schmidt strictly lower triangularoperator Then any weak limit of the counting measures of the exponentialorthogonal polynomials is supported by the convex hull of K D supp

      Again the ellipse is relevant as in this case H D D

      56 Real Central Truncations

      There is flexibility in chopping out the quantized hyponormal operator T associatedto a bounded open set ˝ of the complex plane Leaving aside the Krylov spacesattached to T and the range of self-commutator we can envisage a ldquorealrdquo cut-offrather than the ldquocomplexrdquo truncations used throughout these notes

      Quite specifically let ŒTT D ˝ be the irreducible hyponormal operatorwith principal function gT D ˝ We consider the linear subspaces

      Vn D spanfTiTj maxi j ng

      and the orthogonal projections n onto them Let Rn D nTn be the compression ofT to the finite dimensional subspace Vn Clearly n monotonically converges in thestrong operator topology to the identity Henceforth we call Rn the n-th order realcentral truncation of T

      Note that due to the commutation relation ŒTT D ˝ we have

      TVn VnC1 TVn VnC1

      That is with respect to the chain Vn the matrix attached to the operator T is blockthree-diagonal

      The quantized matrix model constructed for a quadrature domain cf Sect 44yields the following conclusion

      Theorem 55 Let ˝ be a quadrature domain of order d with nodes a1 am andrespective multiplicities d1 dm The counting measures n of the spectra of thereal central truncations of the hyponormal operator attached to ˝ satisfy

      w limnn D d1

      dıa1 C d2

      dıa2 C C dm

      dıam

      56 Real Central Truncations 75

      Proof The staircase matrix model of T proved in Sect 44 (for the adjoint transposeZ) shows that

      T D

      0BBBBB

      T0 0 0 0

      T1 0 0

      0 T2 0 0 T3

      1CCCCCA

      Recall that the diagonal blocks Tk are all similar and they have spectrum equalto fa1 amg with the same multiplicities fd1 dmg as the original quadraturedomain

      We also know that the vectors T Td1 are linearly independent butTd is linear dependent of them For any integer n gt d we have using the notationof Sect 44

      Vn D spanfTiTj maxi j ng D spanfTiHa˝ i ng D Kn

      In other terms the real truncation Rn consists of the first d C 1 blocks of thestair-case matrix model of T Remark also that

      dim Vn D n C 1d

      Let pz be a complex polynomial The matrix pTn has a lower triangular block-structure with pTk 0 k n as diagonal blocks Therefore

      tr pRn DnX

      kD0tr pTk D n C 1pT0 D n C 1Œd1pa1C C dmpam

      The normalized traces give exactly the value of the counting measure

      Zp dn D tr pRn

      dim VnD d1

      dpa1C d2

      dpa2C C dm

      dpam

      In conclusion we face a constant sequence of counting measures convergent tothe finite atomic measure in the statement The convergence established on complexpolynomials obviously extends to all real polynomials

      It would be interesting to explore the following question Let ˝ be a domainsatisfying a generalized quadrature identity with positive measure 13 By approxi-mating 13 by a sequence of finite atomic positive measures 13n we get a sequence ofquadrature domains ˝ converging ldquoin momentsrdquo to ˝ The attached operators Trespectively Tn also converge in moments Can we compare the real truncations ofT to the real truncations of Tn

      Chapter 6Mother Bodies

      Abstract We outline the general theory for a certain kind of potential theoreticskeletons or lsquomother bodiesrsquo associated to a given domain The hope is generallyspeaking that such skeletons can be identified as attractors for zeros of orthogonalpolynomials and in a few cases such expectations have indeed been met theoret-ically andor experimentally For the exponential polynomials the success is ratherlimited so far but by building in enough flexibility in the models one expects in somenot so distant future to reach a reasonable matching In the present chapter we set updesirable properties (formulated as lsquoaxiomsrsquo) to be satisfied by mother bodies Sincethe search for potential theoretic skeletons is a highly ill-posed problem (related tothe Cauchy problem for an elliptic operator) very few domains admit mother bodiesbut for domains with piecewise algebraic boundaries there is a rather constructiveand efficient theory bearing in mind that the same class of domains is also amenablefor studying zeros of orthogonal polynomials

      61 General

      We have previously discussed the notion of carrier for the analytic functional f 7h f 1iH ˝ D 1

      R˝ f dA f 2 O˝ see Sect 311 Of special interest are minimal

      carriers which always exist and it is natural to conjecture that they have somethingto do with asymptotic locations of zeros of orthogonal polynomials

      One thing which speaks against minimal carriers is that there may be too manyof them as was seen in an example in Sect 311 Therefore a more refined notion isdesirable Such a refinement may be based on turning from analytic test functionsto harmonic and subharmonic functions hence from complex analysis to potentialtheory In this area there is a more or less established notion of potential theoreticskeleton or ldquomother bodyrdquo to use a term coined by the Bulgarian geophysicistZidarov [113] and the group around him

      Mother bodies have the advantage of not being too abundant (there may befinitely many of them for a given body but probably not continuous families) Theprice to be payed for this is that they do not always exist Existence is in factextremely rare in a general setting However for the types of domains discussedin this paper like domains with piecewise algebraic boundaries finitely manygood candidates can always be singled out and then it becomes a task of partly

      copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_6

      77

      78 6 Mother Bodies

      combinatorial nature to figure out which of these really are mother bodies or atleast are good enough for the purpose at hand In contrast to a carrier which is a seta mother body is a mass distribution (a measure) However it will turn out that onlythe support of this (again a set) will have a reasonable agreement with zero sets oforthogonal polynomials This will be exemplified in Chap 7

      Informally a mother body for a given body (mass distribution) is a moreconcentrated body (a ldquoskeletonrdquo) which produces the same exterior gravitationalfield (or potential) as the given body The basic example which actually goesback to Isaac Newton (in the case of three dimensions) is the appropriate pointmass at the center of a massive homogenous ball Much of our inspiration forconsidering mother bodies comes directly from D Zidarov and members in hisgroup for example O Kounchev But also specific questions by HS Shapiro andconsiderations in general around quadrature domains have been formative (see[101])

      First some notational issues We define the logarithmic potential of a measure as

      Uz D 1

      2

      Zlog jz j d

      so that U D Some variants of this notation will also be used for example ifthe measure has a density with respect to area measure (ie d D dA) we writeU and U˝ if D ˝ We shall also use

      Cz D 1

      Zd

      zD 4

      zUz

      for the Cauchy transform of a measure so that Nz C D

      The given body will be represented for us by a positive density 0 on abounded open set ˝ C extended by D 0 outside ˝ Thus the body is anabsolutely continuous measure with compact support represented by its densityfunction 2 L1C Our assumptions on ˝ will always include that ˝ equalsthe interior of its closure and that ˝ has area measure zero We may write theseassumptions as

      ˝e D ˝ j˝j D 0 (61)

      Quite often we will assume more The case that will be mostly discussed is that ofa uniform density say D ˝ Ideal requirements for a mother body of werediscussed in [34] where the following list of desirable properties was singled out

      Definition 61 A mother body for a given mass distribution 0 as above is ameasure satisfying the following requirements

      61 General 79

      M1

      U D U in ˝e

      M2

      U U in all C

      M3

      0

      M4

      jsuppj D 0

      M5

      Every component of C n supp intersects ˝e

      The positivity of has been stated as a separate axiom M3 because in somecontexts it turns out to be appropriate to keep open for signed measures if nogood positive measures can be found However further relaxations for exampleto distributions of higher order turns out to be no good because it allows for toomany mother bodies

      It is obvious from the axioms that supp ˝ and in general supp will reachout to ˝ (at some points) However does not load ˝ ie ˝ D 0 Thiscan be deduced from a generalized version of Katorsquos inequality see [12 28] Indeedsetting u D UU so that u 0 by M2 this inequality shows that the restrictionof the measure u to fu D 0g is non-negative Under our assumptions this impliesthat D 0 on ˝ It is worth to notice also that u is lower semicontinuous (becauseU is) and that therefore u D 0 automatically holds on all ˝c (not only ˝e aswritten in M1)

      The two inequality statements above M2 and M3 concern orderings whichare dual to each other with respect the pairing between potentials and measuresappearing in the definition of mutual energy

      13energy DZ

      Ud13 DZ

      U13d

      So the partial order in M2 is a natural ingredient in potential theory and in fact thisaxiom is necessary in order that one shall be able to reconstruct from by meansof the appropriate balayage process partial balayage For this process a desireddensity 0 has to be given in advance in all C Then one wants to sweep

      80 6 Mother Bodies

      satisfying M3 M4 to a body (measure) of the form (in terms of densities)

      D ˝

      for some open set˝ C (not known in advance) That is always possible providedthere is enough space under Specifically it is enough to assume that

      Rd ltR

      dA see [41] but to simplify the treatment it is convenient to impose bounds0 lt c1 c2 lt 1 The open set ˝ is in any case uniquely determined (up tonull-sets) by the requirement that M1 M2 shall hold

      We shall not go deeply into this kind of potential theory but for later use weintroduce at least the notation

      Bal D ˝ (62)

      for the partial balayage 7 D ˝ We have assumed that satisfies M3and M4 In a different language (62) says that ˝ is a quadrature domain forsubharmonic functions with respect to (and the given density )

      Z d

      dA 2 SL1˝ (63)

      This formulation requires some more care as for nullsets but we shall not go intosuch details In general we refer to [89] SL1˝ denotes the set of integrablesubharmonic functions in ˝

      Like mother bodies also partial balayage can be traced back to Zidarov [113]at least as for discrete and numerical versions From a mathematical point ofview it has been (independently) developed by Sakai [89] and one of the presentauthors [35 42] It is closely related to weighted equilibrium distributions [86]obstacle problems [90 91] the ldquosmash sumrdquo [17] and stochastic processes suchas internal diffusion limited aggregation [71] as well as several growth processesin mathematical physics and corresponding issues in random matrix theory [57]Further examples of recent developments are [27 41]

      Now the point we wish to make (eventually) in this work is that we want to matchasymptotic distribution of zeros of orthogonal polynomials ie weak limits of thecounting measures 13n with mother bodies for suitable choices (yet unclear) of In the case of Bergman polynomials there has been some progress in this respectIn that case the appropriate given body is not exactly of the above sort insteadit is according to general theories for classical orthogonal polynomials [103] theequilibrium measure of the domain˝ (or its closure) In place of mother body termssuch as ldquomadonna bodyrdquo or electrostatic skeleton has been used for such cases see[21 50] for example Despite the different nature of the given body much of thetheory in Sect 62 below applies also to such kinds of skeletons

      62 Some General Properties of Mother Bodies 81

      62 Some General Properties of Mother Bodies

      We collect here a few general facts which are known about mother bodies Someof these facts (more precisely Propositions 61 63 64) are taken from [35]where they are stated for D ˝ but in an arbitrary number of dimensions Forconvenience we repeat these results here including proofs

      We start with a simple observation which will repeatedly be referred to

      Lemma 61 If is a signed measure with compact support then U and C arelocally integrable functions Hence the distributional properties of these functionsdepend only on their values almost everywhere For example if U or C vanishesexcept on a null-set then necessarily D 0

      The same applies to U13 if 13 is a compactly supported distribution of order atmost one

      Proof Since the fundamental logarithmic kernel is locally integrable as well as itsfirst order derivatives the first statement in the lemma follows by a direct applicationof Fubinirsquos theorem So U and C are locally integrable functions which then fullyrepresent the corresponding distributions in the usual way

      A distribution 13 of order at most one is locally a sum of distributional derivativesof a measures Assume for example considering only one term in such a sum that13 D

      x where is a (signed) measure Then defining the potential of 13 as theconvolution with the fundamental solution ie U13 D U13ı D 13 Uı we see thatU13 D

      x Uı D x Uı Here the last factor again has a locally integrable

      singularity and the last statement of the lemma follows from Fubinirsquos theorem asbefore

      Proposition 61 Let be a mother body for Then among (signed) measures 1313j satisfying just M1 and M3 we have that

      (i) supp is minimal as a set if supp 13 supp then 13 D (ii) is maximal with respect to the partial ordering by potentials if U13 U

      holds everywhere then 13 D (iii) is an extremal element in the convex set of measures satisfying M1 M3

      if D 12131 C 132 then D 131 D 132

      Proof In view of Lemma 61 and axiom M4 (for ) it is enough to prove that therelevant potentials agree in C n supp

      So let D be a component of C n supp and set w D U13 U (cases i and ii)w D U13j U (case iii) We shall then show in all cases that w D 0 in D Weobserve that D ˝e curren by M5 (for ) and that w D 0 in D ˝e by M1 (for and 13 13j)

      In case i w is harmonic in D and we then directly infer that w D 0 in all D byharmonic continuation

      In case ii we have w 0 and w 0 in D Hence either w gt 0 in all D orw D 0 in all D But the first alternative has already been excluded so we again getw D 0 in D

      82 6 Mother Bodies

      In case iii we have supp 12131 C 132 D supp 131 [ supp 132 Hence supp 13j

      supp and we are back to case iThe next proposition strengthens i in Proposition 61 by saying that supp is

      minimal not only among supports of mother bodies but even among carriers of theanalytic functional associated to the body

      Proposition 62 If is a mother body for then supp is a minimal carrier forthe analytic functional f 7 R

      f dA f 2 O˝

      Proof Assume that K supp is a carrier for f 7 Rf dA We shall then prove

      that K D supp in other words that D 0 in C n KSince C D C outside˝ D supp C provides an analytic extension of Cj˝e

      to C n supp By assumption there is also an analytic continuation ˚ of Cj˝e toC n K Clearly ˚ D C in C n supp (axiom M5 is crucial for this conclusion)But C ˚ both being locally integrable in C n K (C by Lemma 61 and ˚ becauseit is analytic) and supp being a null-set it follows that ˚ D C as distributions inC n K Since ˚ in analytic in C n K we conclude that D 0 there as desired

      Mother bodies are not always unique for example non-convex polygons withuniform density always have more than one mother body as shown in [43] (whileconvex polygons have exactly one) It is easy to strengthen the axioms for a motherbody so that strict uniqueness is always achieved but then the price is even more rareexistence of mother bodies Let us give one theorem in this direction by introducingthe axiom

      M6 supp does not disconnect any open set

      which is much stronger than M5 The axiom says more explicitly that for anyconnected open set D the set Dnsupp is also connected Thus in a generic situationfor a mother body with supp consisting of isolated points and curve segmentsM6 rules out the curve segments The consequence for uniqueness is the following

      Proposition 63 If and 13 are mother bodies for and satisfies M6 then13 D

      Proof Keeping the notations from the proof of Proposition 61 we have that if 13satisfies M6 then supp 13 does not disconnect D Therefore w D 0 in D n supp 13 byharmonic continuation hence w D 0 ae in D which is enough for the conclusion

      With the standard axioms M1ndashM5 one can at least argue that mother bodiesshould not occur in continuous families If t 7 t is a continuous family ofmother bodies for such that the derivative Pt exists in a strong enough sense thenone expects this derivative to be a distribution of order at most one since looselyspeaking it is the infinitesimal difference between two distributions of order zero(ie measures) Strictly speaking to be a distribution of order at most one meansto be something which can be written as a spatial derivative of a measure to be aderivative with the respect to an external parameter like t is not enough in generalBut under some additional assumptions one can connect the two kinds of derivatives

      62 Some General Properties of Mother Bodies 83

      The following proposition is a rudimentary result on non-occurrence of continuousfamilies

      Proposition 64 Assume that t 7 t is a family of mother bodies for some fixed which moves in the flow of a smooth vector field D z t in C Then the motherbodies are all the same t D 0 for all t

      Proof That flows by can be taken to mean in differential geometric languagethat

      tC L D 0

      where L denotes the Lie derivative with respect to (see [24] for example) SinceL is a spatial derivative of first order L is a distribution of order at most onehence so is P by the equation

      By Lemma 61 it now follows that U Pt 2 L1loc Clearly supp Pt supptSince Ut D U˝ in˝e by M1 for all t we conclude that U Pt D 0 in˝e Henceby harmonic continuation and M5 U Pt D 0 in all C n suppt ie almosteverywhere in C Thus Pt D 0 which is the desired conclusion

      If is a mother body for then the quadrature formula

      f dA DZ˝

      f d f 2 O˝ (64)

      holds In fact this is just a weaker version of (63) In particular and representthe same element in H ˝ In the definition of a mother body there is norequirement that shall have compact support in ˝ The reason is that one wantspolygons and other domains with corners to admit mother bodies

      In the other direction even finite quadrature domains in the sense (341) do notalways admit mother bodies in the strict sense of Definition 61 and with D ˝ Indeed if

      1

      f dA DmX

      kD1

      nk1XjD0

      ckjf jak (65)

      then a necessary condition that D ˝ shall have a mother body is that nk D 1 andck0 gt 0 for all k But even that is not sufficient it may still happen that axiom M2fails for the only available candidate of mother body namely

      D

      mXkD1

      ck0ıak

      Example 61 Let f W D ˝ be a conformal map which is an entire function withf 0 D 0 Consider ˝ as a body with density one ie take D ˝ If f D a

      84 6 Mother Bodies

      then ˝ is a disk which is a quadrature domain and for which D a2ı0 is theunique mother body If f is a polynomial of degree 2 then ˝ is still a quadraturedomain with a multiple quadrature node at the origin but it has no mother bodysatisfying all of M1ndashM5 Indeed M2 and M3 fail

      If f is not a polynomial (but still entire) then ˝ is not a quadrature domainand there is no mother body But the analytic functional in (347) still has thesingleton f0g as a carrier However there will be no distribution sitting exactly onf0g representing M only a hyperfunction (a Dirac multipole of infinite order)

      Example 62 If a gt 0 is sufficiently large then there exists a quadrature domain ˝admitting the quadrature identity

      f dA D af 0C i f 1C f C1 f 2 O˝ (66)

      One may view the right member as something of the formR

      f d but then will bea complex measure which mixes the real and imaginary parts of f As an analyticfunctional f 7 R

      ˝f dA has f1 0C1g as a minimal carrier but D ˝ does not

      have any mother body (eg M2 M3 will be violated for )One can still find real-valued representing distributions (with small support) but

      then one need to connect the points ˙1 For example writing f D uC iv and setting D Œ1C1 we have

      i f 1C f C1 D iZ

      f

      xdx D i

      Z

      u

      xdx C

      Z

      u

      ydx

      Taking real parts of (66) therefore givesZ˝

      u dA D au0CZ

      u

      ydx

      Here u runs over real-valued harmonic functions but of course complex-valuedfunctions u are allowed as well and then nothing prevents u from being analyticitself Hence we have a real-valued representation of the analytic functional f 7R˝

      f dA by a distribution of order one with support on the line segment DŒ1C1

      63 Reduction of Inner Product to Mother Body

      What is special with the inner product in Ha˝ is that it in contrast to the L2-innerproduct in the Bergman space L2a˝ immediately collapses to any mother body for D ˝ Indeed using (64) gives

      h f gi D 1

      2

      Hzwf zgw dzdw (67)

      63 Reduction of Inner Product to Mother Body 85

      Choosing here f D kz g D kw for zw 2 ˝e and using (338) gives

      1 Fzw D hkz kwi D 1

      2

      Hu vdu

      u z

      dv

      Nv Nw

      Recall that kz D 1= z and that Fzw denotes the restriction of Ezw to˝e ˝e including analytic continuations of this Thus we see clearly that Fzwhas an analytic continuation to C n supp C n supp if is a mother body

      Similarly Fzw extends to C n K C n K whenever K ˝ is a carrier forf 7 R

      ˝f dA This statement can be sharpened to become a full-fledged assertion on

      regularity of free boundaries applying for example to the classical obstacle problem[75] We give some details on this in Sect 64 below

      The above can be equivalently expressed with the inner product written on theform (325)

      h f gi D 1

      42

      1 Fzwf zgw dzd Nw (68)

      Here we have replaced the original Ezw in (325) equivalently (328) by itsanalytic continuation Fzw and then the path of integration can be shrunk tosurround just the support of any mother body with the mother body itself then beingrepresented by the jump of Fzw across the arising slits or by residues of polesif Fzw has point singularities In the integrals above f g 2 Ha˝ but forsimplicity we may think of f and g as being good analytic functions say in O˝

      In terms of the Schwarz function see (220) the analytic continuation of Fzwis connected to Hzw by (224) ie by

      Fzw D z SwSz NwHzw zw 2 ˝ n supp

      Similarly is related to the singularities of Sz in a direct way eg simple polescorrespond to point masses and jumps between different branches give line sourcesexplicitly by formulas like (621) below Using these relationships the two forms ofthe inner product (67) and (68) can be identified

      We remark that the information in the right member of (67) having both Hzwand present is actually redundant The function Hzw contains all informationof ˝ and hence of all mother bodies and in the other direction if is known andsatisfies at least axioms M1 M2 in the definition of a mother body then ˝ canbe reconstructed by a partial balayage as mentioned in Sect 61

      So Hzw and are coupled to each other even though in a rather implicitway The redundancy may be explained in terms of moments (see Sect 22) asfollows complete knowledge of Hzw (or Ezw) is equivalent to knowledgeof all complex moments Mkj whereas knowledge of just means knowledgeof the harmonic moments Mk D Mk0 Indeed the complex moments are thecoefficients of the expansion of Ezw at infinity while the harmonic momentsare the coefficients of C˝z D Cz at infinity More specifically contains

      86 6 Mother Bodies

      information of singularities in a fairly explicit way while the remaining informationin Hzw can be considered to be of a more lsquosoftrsquo character

      Part of the above discussion is also relevant the Bergman inner product whenthis is written on the form (327) Indeed in terms of Fzw this becomes

      f gL2˝ D 1

      42

      log Fzwf zgw dzd Nw (69)

      If F has an analytic continuation then also log F has it to a certain extent Howeverthis may become obstructed by branch-cuts because the logarithm is multivalued(and note that Fz z D 0 on ˝) Such branch cuts at least prevent the innerproduct from collapsing when˝ is a quadrature domain and in general they seem tohave the effect that zeros of Bergman orthogonal polynomials are less willing to godeeply into the domain compared to what is the case for exponential polynomials

      64 Regularity of Some Free Boundaries

      This section contains an outline of ideas behind the main result in [36] which isa theorem on analyticity of some free boundaries namely those boundaries whichadmit analytic continuation of the Cauchy transform The important point is that itassumes no a priori regularity of ˝ ˝ is from outset just a bounded open setHowever we shall here (for briefness) simplify matters a little following partly[38] but full details are given in [36] The statement when formulated in terms ofthe Cauchy kernel kz D 1= z is as follows

      Theorem 61 Let ˝ C be a bounded open set and let K ˝ be compact Thenthe following assertions are equivalent

      (i) The map C n˝ C given by

      z 7 hkz 1i

      extends analytically to C n K C(ii) The map C n˝2 C given by

      zw 7 hkz kwi

      extends analytically to C n K2 C(iii) The Hilbert space-valued map C n˝ H ˝ given by

      z 7 kz

      extends analytically to C n K H ˝

      64 Regularity of Some Free Boundaries 87

      Recall that in terms of Cauchy and exponential transforms hkz 1i D C˝zhkz kwi D 1 Ezw As for the Hilbert space-valued map we say that a map˚ W C n K H ˝ is analytic if and only if the function z 7 h˚z hi is analyticfor each h 2 H ˝ The three assertions say more precisely that there exist analyticfunctions f W C n K C F W C n K2 C ˚ W C n K H ˝ such thatin the respective cases hkz 1i D f z for z 2 C n ˝ hkz kwi D 1 Fzw forzw 2 C n˝ kz D ˚z for z 2 C n˝

      Proof It is easy to see that iii ) ii ) i so we just prove that i ) iiiWe make the simplifying assumptions that (31) and (61) hold but as shown in [36]these assumptions can eventually be removed

      Assuming then i let f z denote the analytic continuation of hkz 1i D C˝zto C n K C and we shall find an analytic continuation ˚z of kz itself It isconvenient to continue f further in an arbitrary fashion over K and to all C andthen think of f as the Cauchy transform of something living on K This somethingcan be taken to be a signed measure or even a smooth function if we just enlargeK a little This does not change anything in principle since this enlargement can bemade arbitrarily small and we may keep the notation K

      Thus we assume that after the extension D fNz is a smooth function in C with

      supp K (610)

      This means that the assumption i takes the form

      C˝ D C on C n˝ (611)

      equivalently

      hkz 1i D hkz 1i for z 2 C n˝

      and we claim then that the analytic extension of kz itself is given by

      ˚z D kz (612)

      Similarly the continuation of hkz kwi in ii of the theorem will be given by

      1 Fzw D hkz kwi D h˚z ˚wi

      That ˚ defined by (612) is in fact analytic as a map C n K H ˝ isimmediate from the definition of analyticity and from (610) So it just remainsto verify that ˚z D kz as elements in H ˝ for z 2 C n˝ There is an beautifulapproximation theorem [8] saying that for a completely arbitrary bounded open set˝ the finite linear combinations of the Cauchy kernels with poles outside ˝ aredense in the space of integrable analytic functions in ˝ The theorem is based onan ingenious construction due L Bers and L Ahlfors of mollifiers which exactly

      88 6 Mother Bodies

      fit the modulus of continuity for Cauchy transforms The theorem can be adapted toharmonic and subharmonic functions as well (cf [56]) and has in such forms beenof crucial importance in the theory of quadrature domains from the work of Sakai[89] and onwards A particular consequence is that the statement (611) is equivalentto the quadrature identity

      h dA DZ

      Kh dA (613)

      holding for all integrable analytic functions h in ˝ Choosing in (613) the integrable analytic function

      h DZ˝

      Hzwkzw dAw

      where z 2 ˝e and 2 L1˝ gives

      hkz i D hkz i

      Thus since L1˝ is dense in H ˝ kz D kz as elements in H ˝ for z hellip ˝ and by continuity also for z hellip ˝ This proves the theorem

      It follows from the definition (21) of the exponential transform that Ez z D 0

      for z 2 ˝ unless this is a point of zero density for˝ When the Cauchy transformC˝z and hence by Theorem 61 E˝zw has an analytic continuation across˝ then ˝ has positive density at all points of ˝ see [36] It therefore follows thatthe analytic continuation Fzw of Ezw in this case becomes a good definingfunction for ˝

      Corollary 61 If the Cauchy transform of a bounded open set ˝ has an analyticcontinuation from the exterior of ˝ across ˝ to a compact set K ˝ then ˝ isnecessarily contained in a real analytic variety

      ˝ fz 2 C n K W Fz z D 0g

      The first complete proofs of analyticity of boundaries admitting analytic con-tinuation of the Cauchy transform or boundaries having a one-sided Schwarzfunction were given by Sakai [92ndash94] For overviews of the regularity theory offree boundaries in general see eg [25 75] In a different context the exponentialtransform has much earlier been used implicitly in characterizations of boundariesof analytic varieties in C2 See [4 54]

      65 Procedures for Finding Mother Bodies 89

      65 Procedures for Finding Mother Bodies

      Let be the density of a mass distribution positive and bounded in a domain ˝ zero outside ˝ and we shall describe some procedures for finding candidates ofmother bodies for For these to work one has to assume that the density is realanalytic in ˝ and that the boundary ˝ is at least piecewise analytic Some of themethods are implicit in the general theory of quadrature domains as presented forexample in [89 101] while other (those based on jumps of the Schwarz function)have been elaborated in [95] and similar papers

      Reasoning backwards assume first that we already have a mother body whichreaches ˝ only at the non-smooth points (the ldquocornersrdquo) Then the function

      u D U U (614)

      is non-negative and satisfies

      u D in ˝ (615)

      u D jruj D 0 on ˝ (616)

      In particular away from supp in ˝ we have

      u D (617)

      Going now in the other direction if is not known then we may start by tryingto solve the Cauchy problem (617) (616) in a neighborhood (in ˝) of the analyticparts of ˝ Unique local solutions do exist in view of the Cauchy-Kovalevskayatheorem Assuming that the domain of definitions of these local solutions cover allof ˝ we may then try to glue these pieces to a continuous function u in ˝ This uwill satisfy (616) and then we may simply define by (615) In lucky cases this will then be a mother body

      An alternative but related procedure uses the Schwarz function Sz If D 1

      in ˝ then the relationship between u and Sz is in one direction

      Sz D Nz 4u

      z (618)

      and in the other direction

      uz D 1

      4jzj2 jz0j2 2Re

      Z z

      z0

      Sd (619)

      Here z0 2 ˝ and the relation holds in a neighborhood of that analytic piece of˝ to which z0 belongs The function u in (618) is sometimes called the modifiedSchwarz potential see [101]

      90 6 Mother Bodies

      In the general case one may first choose a fixed function ˚ satisfying

      ˚ D

      ie ˚ satisfies (617) alone with no concern of boundary data Since all data arereal analytic we shall write and ˚ as D z Nz and ˚ D ˚z Nz with analyticdependence in each argument When D 1 the natural choice of˚ is˚z Nz D 1

      4zNz

      As one easily checks the relationship between u and Sz in general is

      z˚z Sz D z˚z Nz u

      z

      which replaces (618) but only gives Sz implicitly from u and in the other direction

      uz D ˚z Nz ˚z0 Nz0 2ReZ z

      z0

      z˚ Sd (620)

      In these equations z˚ denotes the derivative of ˚ with respect to the first variableHere z0 2 ˝ and (620) holds in a neighborhood of z0 Compare [95] and also[94]

      To find candidates for mother bodies one continues the branches of the Schwarzfunction as far as possible and then try to glue them However since Sz isanalytic one can never glue it to become continuous (because then it would beanalytic throughout ˝ which is impossible) In the generic case there will bejump discontinuities along line segments like branch cuts in the algebraic casePole singularities can also occur The mother body then comes from the jump ofSz across these line segments (plus residues for poles) the contribution from anoriented arc being

      d D 2iŒz˚z Szjump dz along (621)

      If s is an arc length parameter then replacing dz by dz=ds above gives the density of with respect to s along the arc The jump is defined as the value on the right-handside minus the value on the left-hand side The measure should be positive or atleast real and that requirement singles out at each point z 2 ˝ only finitely manypossible directions for a branch cut passing through the point the requirement forsuch a direction being

      Re Œz˚z Szjump dz D 0 along

      See further discussions in [95] On squaring (621) the requirement that shall bereal translates into a certain quadratic differential being asked to be positive Thusthe theory connects to the theory of trajectories of quadratic differentials (see [105])a direction which has been pursued in a random matrix context by Bleher and Silva[9]

      65 Procedures for Finding Mother Bodies 91

      We next give an example showing that the good property of carriers that theintersection of two convex carriers is again a (convex) carrier is not shared bysupports of mother bodies The example is inspired by the construction by Sakai[87] of two simply connected Jordan domains which have the same set of harmonicmoments

      Example 63 Choose numbers 1 lt r lt R lt 1 and consider the two annuli

      (AC D fr lt jz C 1j lt RgA D fr lt jz 1j lt Rg

      Considered as bodies of density one they have the same potentials in the exteriorregions as the point masses R2r2ı1 and R2r2ıC1 respectively It followsthat the two mass distributions AC

      CR2 r2ıC1 and ACR2 r2ı1 have

      the same potentials far away say for jzj gt R C 1Now we disturb the above by replacing the first terms by ACnA

      and AnAC

      respectively This means that we remove some small pieces from the annuli butwhat is important is that we remove the same piece (namely AC A) from bothTherefore the two new mass distributions

      (C D ACnA

      C R2 r2ıC1 D AnAC

      C R2 r2ı1

      still have the same potentials for jzj gt R C 1The next step is that we construct mother bodies C and of ACnA

      andAnAC

      This is easily done using the procedures shown in Sect 65 For examplethe potential u in (614) is given as the minimum of the solutions of (615) (616)connected to the different boundary segments Specifically setting

      uRz D 1

      4jzj2 R2 R2 log

      jzj2R2 (622)

      for the solution of u D 1 in C u D jruj D 0 on jzj D R (and similarly for littler) we define u˙ by

      (uCz D minACnA

      fuRz 1 urz 1 uRzC1 urzC1g for z 2 AC n Auz D minAnAC

      fuRz 1 urz 1 uRzC1 urzC1g for z 2 A n AC

      Thenu˙ D 1 except on some sets where two of the potentials minimized over areequal where we get distributional contributions (negative measures) Defining then

      (C D 1 uC D 1 u

      we have Bal C 1 D ACnA Bal 1 D AnAC

      92 6 Mother Bodies

      Now C C R2 r2ıC1 and C R2 r2ı1 have the same exteriorpotentials as C and respectively Finally we sweep these mass distributions tobodies of constant density by partial balayage To fit our general setting we shouldhave density one but then we may need to first blow up the mother bodies by afactor t gt 1 The result can be written as

      (Bal tC C R2 r2ıC1 1 D Bal tC 1 D ˝Ct

      Bal t C R2 r2ı1 1 D Bal t 1 D ˝t

      If here t gt 1 is sufficiently large then ˝Ct D ˝t This follows fromgeneral theory of partial balayage or quadrature domains Indeed when t is large˝˙ will necessarily be simply connected in fact essentially circular as one realizesby various comparison arguments or by the sharp ldquoinner normal theoremrdquo [44 45]And then the equality˝Ct D ˝t follows from uniqueness theorems originallydue to Sakai [89] (for example Corollary 92 in that text)

      The conclusion of all this is that the domain ˝ D ˝Ct D ˝t has twodifferent mother bodies tC C R2 r2ıC1 and t C R2 r2ı1 and itis easy to see that the are not only different even the convex hulls of their supportsare different

      Remark 61 Some previously known examples of domain having different motherbodies like Zidarovrsquos example [113] have the drawback in this context that theconvex hulls of their supports coincide

      Chapter 7Examples

      Abstract In this chapter we present the results of our numerical experimentsconcerning zeros of exponential polynomials with pictures indicating asymptoticdistributions (or at least the distribution of the first 50ndash100 zeros) We also makethe corresponding theoretical construction of mother bodies and compare the twoIn many cases there are reasonable but far from perfect agreements between thesets where zeros seem to accumulate and the supports of the corresponding motherbodies And here we reach terra incognito as there is no agreement between thedensities they seem rather to be complementary to each other In one case we havecomplete results with theoretical proofs namely for the ellipse Taking a standardellipse with foci ˙1 the zeros go to the focal segment with density proportional to1=

      p1 x2 1 x 1 while the mother body for the ellipse with uniform mass

      distribution has densityp1 x2 on the same segment

      71 The Unit Disk

      For the unit disk Hzw D 11z Nw and HaD degenerates to the one dimensional

      space with inner product

      h f gi D f 0g0

      Set

      enk D 1

      k C 1znNzk

      One computes that

      henk ersi D(1 if n k D r s 0

      0 otherwise

      It follows that H D is generated by the anti-analytic functions fe00 e01 e02g Df Nzk

      kC1 W k D 0 1 2 g and that this is an orthonormal basis It also follows thate00 D e11 D e22 D e01 D e12 D e23 D etc as elements in H D

      copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_7

      93

      94 7 Examples

      Note that on the other hand Hzw coincides in this case with Szegoumlrsquos kernelthat is the reproducing kernel of the Hardy space associated to the unit disk

      72 The Annulus

      For the annulus

      ˝ D fz 2 C W r lt jzj lt Rg

      we have E˝zw D ED0R=ED0r which by (25) gives

      H˝zw D z Nwz Nw r2R2 z Nw zw 2 ˝

      Also

      Gzw D(

      zr2z Nw r lt jzj lt R jwj gt R

      zR2z Nw r lt jzj lt R jwj lt r

      The analytic space Ha˝ is generated by the powers zn z 2 Z and taking thenorm into account gives the orthonormal basis fen W n 2 Zg defined by

      enz D8lt

      zn

      Rnp

      R2r2 n lt 0

      zn

      rnp

      R2r2 n 0

      We can truncate the multiplier Z by the coordinate on the finite dimensionalsubspaces generated by zk n k n The result will be a weighted shift Zn withzero on the main diagonal and only the lower sub-diagonal non-null In particularZn is nilpotent and hence the counting measure n of its spectrum is simply ı0In conclusion all exponential orthogonal polynomials are monomials and the onlylimit measure of their zeros is ı0

      Since ˝ is not a quadrature domain feng is actually an orthonormal basis in allH ˝ (see Theorem 31) Given an arbitrary f 2 H ˝ we can therefore expand

      f DXn2Z

      cnen jj f jj2 DXn2Z

      jcnj2 lt 1 (71)

      In the hope of being able to consider f as an analytic function we insert the variablez and convert the expansion into a power series

      f z DXnlt0

      cn

      Rnp

      R2 r2zn C

      Xn0

      cn

      rnp

      R2 r2zn (72)

      73 Complements of Unbounded Quadrature Domains 95

      Here the first term converges for jzj gt R lim supn1 jnj

      pjcnj and the second termfor jzj lt r= lim supn1 jnj

      pjcnj The lim sups here are 1 but nothing moreis guaranteed Taking for example cn D 1=jnj the first term in the expansion off z converges for jzj gt R and the second term for jzj lt r hence the whole seriesconverges nowhere

      The orthonormal expansion (71) gives a one-to-one identification betweenelements f in H ˝ and `2Z-sequences of coefficients cn Therefore the corre-sponding power series expansion (72) gives a good picture of the nature of elementsin H ˝ from an analytic point of view they are simply formal power serieswith coefficients in an `2-space but with possibly empty convergence region So ingeneral there is no way to associate a value at any point for a ldquofunctionrdquo f 2 H ˝In particular there is no reproducing kernel for H ˝ If there had been this wouldhave been given by

      Xn2Z

      enzenw zw 2 ˝

      (cf (340)) but this series converges nowhereThe annulus ˝ has a unique mother body sitting with uniform density on a

      circle jzj D for certain in the interval r lt lt R namely that value for whichur D uR where ur uR are defined by (622) But as is clear from the abovenot even on this circle there are any continuous point evaluations for elements inH ˝

      73 Complements of Unbounded Quadrature Domains

      Let D be a quadrature domain with 0 2 D The inversion z 7 1=z then takes thecomplement of D to a bounded domain

      ˝ D inv De D fz 2 P W 1z

      2 P n Dg

      Since D is bounded we have 0 2 ˝ The exterior ˝e D inv D is what is calledan unbounded quadrature domain see in general [63 70 88 93 99 100] for thisnotion We shall not need much of the theory of unbounded quadrature domains wejust remark that the class of bounded and unbounded quadrature domains as a wholeis invariant under Moumlbius transformations (see in particular [100] and [93])

      Let d be the order of the quadrature domain D Then by (344) the exteriorexponential transform of D is of the form

      EDzw D FDzw D Qz NwPzPw

      jzj jwj gtgt 1

      96 7 Examples

      where Pz a monic polynomial of degree d and Qz Nw is a polynomial of degreed in each of the variables Some more details on the structure of Qz Nw can beread off from (48) By using Lemma 21 together with (224) or more directly byformula (314) in [36] one obtains from FDzw the interior exponential transformof ˝

      H˝zw D CQ 1z 0Q01Nw

      1 zS01 NwS0Q 1z 1Nw

      D Cpzpw

      qz Nw (73)

      Here Sz D SDz is the Schwarz function for D that branch which is single-valued meromorphic in D and equals Nz on D In addition C D H˝0 0 and p qare polynomials satisfying p0 D q0 0 D 1 Specifically

      qz Nw D zd NwdQ1

      z1

      Nw (74)

      pz D zdQ 1z 0

      1 zS0D zd1 Q 1z 0

      1z S0

      Note that 1z S0 is a factor in Q 1z 0 because QS0 0 D 0 It follows that pzis a polynomial of degree at most d 1

      Since Hzw is positive definite the zeros of pz must be outside ˝ This factcan also be proved directly by using arguments with the Schwarz function includinga valency statement in [101] It also follows that 1=qzw is positive definite in ˝

      If D is connected and has m boundary components (m 1) the algebraic curveloc Q W Qzw D 0 has genus m 1 In fact this curve is (after completionin projective space P2 and resolution of singularities) canonically isomorphic tothe compact Riemann surface (Schottky double of D) obtained by completing Dwith a backside (a copy of D provided with the opposite structure) the two piecesglued together along D On the frontside the isomorphism is given by D 3 z 7z Sz 2 loc Q Recall that QDz Sz D 0 identically From this we obtain thetotal number of branch points of Sz considered as an algebraic function IndeedSz has d branches over the Riemann sphere and the Riemann-Hurwitz formula[22] shows that the number of branch points is

      b D 2m C d 2 (75)

      Turning to ˝ D inv De the Schwarz function for ˝ is related to that for Dby

      S˝z D 1

      SD1=z

      and it has a single-valued branch in ˝e namely that branch which equals Nz on ˝ However continuing that branch into ˝ it will not be single-valued (unless d D 1)

      73 Complements of Unbounded Quadrature Domains 97

      Instead its structure of branch points will determine the mother body structure anymother body will consist of arcs which end up in these branch points

      Notice that in the present situation all poles of S˝z are located outside ˝ soany mother body for˝ will consist solely of branch cuts and from (75) we see that2m C d 2 is an upper bound for the number of end points of these cuts

      731 The Ellipse

      The ellipse can be obtained as the complement of the inversion of a certain two pointquadrature domain known as the Neumann oval see [47 69 93 101] It is also aspecial case of the hypocycloid to be treated in the next subsection The values ofthe parameters in (75) are then d D 2 m D 1 b D 2

      The standard ellipse

      ˝ D fz 2 C W x2

      a2C y2

      b2lt 1g

      with half axes a gt b gt 0 has a unique mother body [102] it is the measuresupported by the focal segment Œc c (c D p

      a2 b2 gt 0) given by

      dx D 2ab

      c2p

      c2 x2 dx c lt x lt c

      (For some higher dimensional aspects see [64]) The madonna body (skeleton forthe equilibrium measure) 13 for the ellipse has the same support but a differentdensity

      d13 D dx

      p

      c2 x2 c lt x lt c (76)

      The Schwarz function for the ellipse is

      Sz D a2 C b2

      c2z 2ab

      c2

      pz2 c2

      that branch of the square root chosen which is positive for large positive values ofz The interior exponential transform Hzw is obtained from (73) with qz Nz D1 x2

      a2 y2

      b2(z D x C iy) and where pz turns out to be constant see also Sect 732

      in this respect Specifically this gives

      Hzw D C

      4a2b2 C a2 b2z2 C Nw2 2a2 C b2z Nw

      where C D 4a2b2H0 0 gt 0

      98 7 Examples

      It is known that the Bergman orthogonal polynomials have 13 as the unique weaklimit of their counting measures The same turns out to be true for the exponentialpolynomials

      Proposition 71 Let 13n be the counting measures for the zeros of the exponentialpolynomials for the ellipse Then in the above notations

      13n 13

      as n 1

      Proof The proof is based on hyponormal operator theory and goes as follows LetS 2 L `2N denote the unilateral shift operator

      Sek D ekC1 k 0

      where ek stands for the orthonormal basis of `2N Let 0 lt r lt 1 be a parameterand consider the operator T D rS C S Since ŒSS D e0 ˝ e0 we infer

      ŒTT D ŒrS C S rS C S D 1 r2ŒSS D 1 r2e0 ˝ e0

      Since the operators S and S commute modulo compact ones the essentialspectrum of T is equal to the set

      essT D fr C 1

      jj D 1g

      that is it coincides with the ellipse of semiaxes 1˙ r Thus the spectrum of T is thesolid ellipse The focal segment for this ellipse is Œ2pr 2

      pr (Fig 71)

      The finite dimensional subspaces to compress T on are

      HnT e0 D spanfe0 e1 en1g

      and the associated truncated operators are

      Tn D

      0BBBBBBBB

      0 r 0 0 0

      1 0 r 0 0

      0 1 0 r 0

      0 0 0 0 r0 0 1 0

      1CCCCCCCCA

      This is a Jacobi matrix and it is well known that its characteristic polynomial isup to a normalizing factor equal to the Chebyshev polynomial of the second type

      73 Complements of Unbounded Quadrature Domains 99

      Fig 71 Zeros of the orthogonal polynomials Pn n D 10 20 30 for an ellipse

      Unz

      2p

      r Recall that

      Uncos D sinn C 1

      sin

      so that indeed the zeros of Unz

      2p

      r asymptotically distribute as in (76) ie

      according to the probability distribution

      1

      d D dx

      p4r x2

      2pr lt x lt 2p

      r

      732 The Hypocycloid

      A hypocycloid is a curve traced out from a point in a disk when this disk rolls insidea larger circle In case the point lies on the boundary of the disk the hypocycloidhas outward pointing cusps otherwise it is a smooth curve If the ratio between theradii of the two circles is an integer then the curve obtained is a closed curve andbounds a domain We shall consider such a hypocycloid domain ˝ centered at theorigin

      Elementary considerations show that if the distance from the origin to the centerof the smaller disk is a gt 0 and the moving point zt sits on distance b gt 0 fromthe center of this smaller disk then the motion is given by

      zt D aeit C beid1t

      100 7 Examples

      Here d gt 1 is the ratio between radius of the larger circle to that of the smaller oneWe assume that d is an integer so d 2 The geometry of the above configurationworks out only if

      a d 1b (77)

      The equality case here corresponds to the hypocycloid being singular with cuspsSetting D eit above we see that the hypocycloid simply is the image of the unit

      circle under the rational function

      D a C b1d

      In addition (77) is exactly the condition for to be univalent in De Thus is

      then a conformal map De ˝e subject to standard normalization at infinity (in

      particular 1 D 1)After inversion z 7 1=z the exterior domain˝e turns into a bounded domain D

      with conformal map W D D given by

      D 1

      1=D

      a C bd

      Since this is a rational function of order d D is a quadrature domain of order d Thed poles are located at the dth roots of a=b In particular we see that the multiplepole of order d 1 of at the origin has split into d simple poles for Since Dis a (bounded) quadrature domain ˝e is an unbounded quadrature domain with amultiple quadrature node at infinity

      The number d above has the same meaning as in the beginning of this Sect 73and the number of boundary components of D or ˝ is m D 1 The boundary of Dis given by an equation

      D W Qz Nz D 0

      where the polynomial Qzw has degree d in each of the variables hence theboundary of ˝ is given by qz Nz D 0 with qzw as in (74) The total numberof branch points of each of SDz and S˝z is given by the Riemann-Hurwitzformula (75) ie equals b D 2m C d 2 D 2d 1

      In addition to these branch points the curve loc Q has singular points Takingmultiplicities into account the total number of singular points is d 12d 1according to the genus formula [29] The quadrature nodes account for dd 1

      singular points located at points of infinity of the two dimensional projective spaceP2 Further on there are d C 1 singular points visible in the real as isolated rootsz 2 C of Qz Nz D 0 or cusps on the boundary in the cusp case One of these pointsis the origin (see argument below) the point of inversion the remaining d pointsare located in D (or on D in the cusp case) on those radii from the origin whichare intermediate between the radii leading to the quadrature nodes The remaining

      73 Complements of Unbounded Quadrature Domains 101

      d12d1dC1D dd3 are not visible in the real The above statementsas well as some assertions below are elaborated in detail and proved [33]

      Using that Qz Nz must be invariant under rotations generated by z 7 e2 i=d onefinds that Qzw more exactly is of the form

      Qzw D ˛0 C ˛1zw C ˛2z2w2 C C ˛d1zd1wd1 C ˛dzdwd C ˇzd C Nwd

      Because we have assumed that D is simply connected it also follows from potentialtheoretic consideration together with symmetries that ˛0 D 0 Indeed the functionu in (618) must have a stationary point at the origin hence SD0 D 0 and soQ0 0 D 0 And since Qz Nz 0 in D it follows that the origin is a singular pointon loc Q By normalization we also have ˛d D 1

      Turning to qzw and pz see (74) it follows that

      qzw D 1C ˛d1zw C ˛d2z2w2 C C ˛1zd1wd1 C ˇzd C ˇwd

      where we have used that ˇ is real and

      pz D zdQ1

      z 0 D ˇ

      In general pz has degree d 1 as mentioned after (74) and when the origin isa singular point it has always degree d 2 as a consequence of Q0 0 D 0 Butin the present case it is even better than so pz is simply a constant This makes theinterior exponential transform (73) to appear on the very simple form

      H˝zw D C

      1C ˛d1z Nw C ˛d2z2 Nw2 C C ˛1zd1 Nwd1 C ˇzd C ˇ Nw d

      (78)

      Since we started out from having uniformizations of the curves Qzw D 0 andqzw D 0 for example

      q 1= N D 0 2 P (79)

      we can easily determine the coefficients in (78) in terms of the coefficients a and bof The result for d D 3 is

      H˝zw D C

      a2bz3 C Nw3 b2z2 Nw2 a2b2 C a4 2b4z Nw C a2 b23

      where we have changed the normalization in the denominator hence changed thevalue of C For any d 2 the values of the coefficients ˛j ˇ are obtained by solvinga linear system of equations obtained from the substitution (79) So this is quitestraight-forward Of course one can also find the polynomial qzw by classical

      102 7 Examples

      elimination theory without knowing anything a priori about qzw but that leadsto more difficult equations to solve

      For d D 2 we are in the ellipse case discussed in terms of different methods andnotations in Sect 731 and in that case we could find the Schwarz function and themother body explicitly But already in the case d D 3 it is not so easy anymoreIt is difficult to write down the Schwarz functions SDz and S˝z explicitlysince this would involve solving a third degree algebraic equation However thelocations of the b D 2d 1 D 4 branch points can be estimated For examplefor S˝z the branch points are inside ˝ one at the origin and the other threeon the radii corresponding (under the inversion) to the radii just mentioned Thusany mother body will consist of arcs connecting these points and analysis of therequirements M1 M5 in Chap 6 leaves only one possibility open namelythat its support consists of the straight lines (radii) from the origin to the threebranch points outside the origin Figure 72 indicates that zeros of the exponentialpolynomials do converge to this configuration

      Similar results have been obtained for other sequences of polynomials see forexample [20 55] and for a warning [85]

      Fig 72 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the hypocycloid defined by D 2 C 1=82

      74 Lemniscates 103

      74 Lemniscates

      For R gt 0 we consider the lemniscate

      ˝ D fz 2 C W jzm 1j lt Rmg

      Thus the boundary is given by

      zm 1Nzm 1 D R2m

      which on solving for Nz gives the Schwarz function

      Sz D m

      szm 1C R2m

      zm 1 (710)

      the appropriate branch chosen Obviously˝ is symmetric under rotations by angle2=m

      We start by computing the mother body There are three cases to consider

      1 The disconnected case 0 lt R lt 1 ˝ then consists of m ldquoislandsrdquoBranch points for Sz z D 1 and 1 R2m1=m (the positive root) plus rotationsby 2=m of this The branch cuts giving rise to a real actually positive motherbody are the interval Œ1R2m1=m 1 ˝ plus the rotations of this The motherbody itself is

      dx D sin m=

      xm 1C R2m

      xm 11=m dx 1 R2m1=m lt x lt 1

      plus rotations by 2=m2 The critical case R D 1 ˝ still consists of m islands meeting at the origin

      which now is a higher order branch point The branch cuts are 0 1 ˝ plusrotations and the formula for d is the same as above

      3 The connected case 1 lt R lt 1In this case the only branch points contained in˝ are the mth roots of unity andthe branch cuts giving a real mother body are the radii from the origin to theseroots of unity The mother body itself is

      dx D sin=m

      xm 1C R2m

      1 xm1=m dx 0 lt x lt 1

      plus rotations

      104 7 Examples

      Fig 73 Zeros of the orthogonal polynomials for lemniscate with m D 3 and R D 09

      These mother bodies seem to agree as far as the supports are concerned withlimits of counting measures found in numerical experiments (Fig 73)

      One may compare with what is known for the Bergman polynomials In that case should be replaced by the equilibrium measure which is related to the exteriorGreenrsquos function and is easy to compute Indeed the Greenrsquos function is

      g˝ez1 D 1

      mlog jzm 1j log R

      the equilibrium measure sits on the boundary and its density with respect to arclength is proportional to the normal derivative of the Greenrsquos function Precisely dA is to be replaced by the measure

      1

      2

      jzjm1

      Rmjdzj on ˝

      75 Polygons 105

      The unique mother body (ldquomadonna bodyrdquo) is in terms of the harmonic continua-tion of the above Greenrsquos function to all C

      D 1

      2g˝e1 D 1

      m

      mXkD1

      ık

      where D e2 i=mThe comparison we wish to make here is first of all that the madonna body

      is completely different from the mother body for D ˝ and second thatfor the counting measures for the Bergman polynomials there is rather completeknowledge saying that certain subsequences converge to the madonna body butother subsequences (actually most of them) converge to an equilibrium measurefor a sublemniscate namely jzm 1j lt R2m (at least when 0 lt R lt 1) Forour exponential polynomials the entire sequence of counting measures seems toconverge to a measure having the same support as the mother body

      75 Polygons

      751 Computation of Mother Body

      For convex polygons with D 1 in ˝ it is known [34] that

      uz D 1

      2dist z˝e2

      for the unique mother body which sits on the ldquoridgerdquo ie the set of those points in˝ which have at least two closest neighbors on the boundary On each line segmentin the ridge the density of with respect to arc length is linear and it goes down tozero where the ridge reaches ˝ namely at the corner points

      As for the supports of these mother bodies they are in reasonable but not perfectagreement with the numerical findings for the limits of the counting measures Thedensities do not agree however

      752 Numerical Experiments

      Asymptotic zeros for a square rectangle pentagon and hexagon are depicted inFigs 74 75 76 77)

      106 7 Examples

      Fig 74 Zeros of the orthogonal polynomials Pn n D 40 50 75 for the square with vertices atthe forth roots of unity

      Fig 75 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the 2 1 rectangle withvertices at 2C i 2C i 2 i and 2 i

      75 Polygons 107

      Fig 76 Zeros of the orthogonal polynomials Pn n D 100 110 120 for the canonical pentagonwith vertices at the fifth roots of unity

      Fig 77 Zeros of the orthogonal polynomials Pn n D 80 90 100 for the canonical hexagon withvertices at the sixth roots of unity

      108 7 Examples

      76 The Half-Disk and Disk with a Sector Removed

      761 Computation of Mother Body

      Let ˝ be the half-disk

      ˝ D fz 2 C W jzj lt 1 Re z gt 0g

      The modified Schwarz potential is

      u D minu1 u2

      where uj solves the Cauchy problem (616) (617) with D ˝ for respectivelythe straight ( j D 1) and circular ( j D 2) part of the boundary

      (u1z D 1

      2Re z2

      u2z D 14jzj2 log jzj2 1

      It follows that the equation for the support of the mother body is

      x2 y2 C logx2 C y2 D 1

      This agrees almost exactly with where the zeros of the orthogonal polynomials arefound in numerical experiments See Fig 78

      Considering a more general convex circular sector say

      ˝ D fz 2 C W jzj lt 1 j arg zj lt ˛g

      where 0 lt ˛ lt 2

      there will be three branches of u corresponding to the differentpart of ˝ to match the straight line segment in the first quadrant the circular arcand the line segment in the fourth quadrant contribute respectively with

      8ltˆ

      u1z D 12Im ei˛z2

      u2z D 14jzj2 log jzj2 1

      u3z D 12Im ei˛z2

      76 The Half-Disk and Disk with a Sector Removed 109

      Fig 78 Zeros of theorthogonal polynomials Pnn D 100 110 120 for thehalf-disk

      The particular choice ˛ D 4

      results in the explicit expressions

      8ltˆ

      u1z D 14x2 C y2 2xy

      u2z D 14x2 C y2 logx2 C y2 1

      u3z D 14x2 C y2 C 2xy

      (711)

      The modified Schwarz potential will in the above cases (any convex sector) be u Dminu1 u2 u3 and the presumably unique mother body D 1 u

      Finally we may consider a non-convex sector say

      ˝ D fz 2 C W jzj lt 1 j arg zj lt 3

      4g

      The system (711) is then modified to

      8ltˆ

      u1z D 14x2 y2 2xy

      u2z D 14x2 C y2 logx2 C y2 1

      u3z D 14x2 y2 C 2xy

      110 7 Examples

      Fig 79 Zeros of the orthogonal polynomials Pn n D 60 80 100 for the 3=4-disk

      It is still possible to glue u1 u2 u3 to one continuous function u in ˝ but thecorresponding measure D 1 u will no longer be positive it will be negativeon a line segment of the positive real axis starting at the origin Thus it is out ofquestion that can be the weak limit of some counting measures

      There are however two (positive) measures which do satisfy all requirementsof a mother body These are obtained by decomposing the ˝ into a half disk plusa quarter disk and adding the mother bodies for these This can be done in twodifferent ways but none of the mother bodies obtained come close to agreeing withthe results of numerical experiments These are shown in Fig 79

      762 Numerical Experiment

      See Figs 78 and 79

      77 Domain Bounded by Two Circular Arcs 111

      77 Domain Bounded by Two Circular Arcs

      Consider a domain˝ bounded by two circular arcs with centers on the real axis andmeeting at the points ˙i Denoting by a b 2 R the centers assumed distinct theequations of the circles are

      Ca W jz aj2 D 1C a2

      Cb W jz bj2 D 1C b2

      The corresponding solutions ua ub of the local Cauchy problem (616) (617) with D 1 ie the functions given by (619) are

      uaz D 1

      4jz aj2 1C a2log jz aj2 C 1 log1C a2

      similarly for ub Note that ua satisfiesua D 11Ca2ıa in all C ua D rua D 0

      on Ca (similarly for ub)Since a curren b we may assume that a lt b and also that a lt 0 It is easiest to

      think of the symmetric case that b D a but the analysis below does not reallyrequire that It is easy to see that given a and b there are four different domains ˝such that ˝ Ca [ Cb With Da Db denoting the open disks bounded by Ca Cb

      respectively these domains are Da Db Da [ Db Da n Db Db n Da Set

      L D fz 2 C W uaz D ubzg

      bull For the convex lens domain ˝ab D Da Db the situation is similar to that ofa half-disk in Sect 76 the modified Schwarz potential is u D minua ub andthe unique mother body sits on ˝ab L the positive density with respect to thearc length measure there being the size of the jump of the normal derivative of uwhich is the same as jrub uaj (on ˝ L) Denote this mother body by ab

      bull For the moon-shaped domain ˝ab D Da n Db the situation is somewhatsimilar to that of the lens domain the (presumably unique) mother body is apositive measure sitting on ˝ab L and the modified Schwarz potential still isminua ub where however it is now the restriction of ub to the exterior of Db

      which comes inbull Similarly for ˝ba D Db n Dabull For˝aCb D Da [Db which is not convex the line segment Da DbL divides

      the domain into two parts in such a way that the modified Schwarz potential uis represented by ua in the part containing the point a and by ub in the partcontaining b Within Da Db this gives u D maxua ub hence it is actually

      112 7 Examples

      Fig 710 Zeros of the orthogonal polynomials Pn n D 40 50 60 for ˝aCb with b D a D 1

      opposite to the representation in the case of ˝ab The matching on Da Db L will now result in a negative contribution to the mother body more exactlythe contribution will be ab In addition there will be (positive) contributionsfrom the point masses at a and b In summary one mother body (which howeverviolates the positivity requirement iii in Chap 6) is

      aCb D 1C a2ıa C 1C b2ıb ab

      There are also two other mother bodies which fulfill all the requirements inChap 6 but which are decomposable in a non-desirable sense In the symmetriccase a C b D 0 they do not respect the symmetry of ˝aCb They are obtainedby simply adding the mother bodies of each piece in the decompositions (up tonull-sets) ˝aCb D Da [˝ba D Db [˝ab

      771 Numerical Experiment

      The symmetric case with b D a D 1 is illustrated in Fig 710

      78 External Disk

      In general if˝ is the disjoint union of two domains say˝ D ˝1[˝2˝1˝2 D then E˝zw D E˝1zwE2zw and for example

      H˝zw D H˝1zwE˝2zw for zw 2 ˝1

      Thus H˝zw has H˝1zw as a main term inside ˝1 but is still is influencedby ˝2 via E˝2zw However the singularity structure inside ˝1 is completelyindependent of ˝2 By singularity structure we mean objects like mother bodies j

      78 External Disk 113

      for ˝j ( j D 1 2) or singularities for analytic continuations across the boundary ofthe exterior versions Fjzw of Ejzw

      To make this precise consider the analytic extension into ˝1 of

      F˝zw D F˝1zwF˝2zw

      assuming that ˝1 is analytic Denoting by S1z the Schwarz function for ˝1 thatanalytic extension is given by

      F˝zw D z S1wS1z Nwz wNz Nw E˝1zwF˝2zw zw 2 ˝1

      Here E˝1zw is defined precisely as in (21) and in the last factor we couldalso have written E˝2zw in place of F˝2zw The mentioned singularities areexactly the singularities of the Schwarz function S1z equivalently of the Cauchytransform C˝1z inside ˝1 The point we wish to make is that S1z and C˝1zare local objects completely independent of ˝2 in contrast to what is the casefor the exponential transform and even worse for the global spaces objects suchas the Bergman orthogonal polynomials as we shall see below In other wordsmother bodies and related structures are local objects when considering disjointunion of domains This makes it believable that also asymptotic zero distributionsfor orthogonal polynomials should also local objects at least approximately Andthis is also what is seen in our numerical experiments below

      If ˝ is the disjoint union of a non quadrature domain and a disk then the diskwill probably not be seen by the asymptotic distribution of zeros because only onezero is needed to ldquokillrdquo the disk Similarly for the disjoint union of a quadraturedomain and a non quadrature domain the quadrature domain will (probably) beinvisible in the limit

      781 Numerical Experiment Ellipse Plus Disk

      The disjoint union of an ellipse and a disk case is in sharp contrast with the Bergmanspace picture where different ldquoislandrdquo affect at distance the distribution of zeros ofthe respective complex orthogonal polynomials see [50] (Figs 711 and 712)

      The external curve in the Bergman space picture is a singular level line of theGreenrsquos function of the union of the two domains In this case its Schwarz reflectionin the two boundaries is partially responsible for the root distribution For details onthe Bergman zero distribution see [50]

      782 Numerical Experiment Pentagon Plus Disk

      The numerical experiments supporting the following two images of a pentagon andan external disk illustrate again the sharp contrast between the zero distribution of

      114 7 Examples

      Fig 711 Zeros of the exponential orthogonal polynomials Pn n D 10 15 20 for the disjointunion of an ellipse and a disk

      Fig 712 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of an ellipse and a disk

      Fig 713 Zeros of the exponential orthogonal polynomials Pn n D 40 60 80 for the disjointunion of a regular pentagon and a disk

      complex orthogonal polynomials associated to the exponential transform respec-tively the Bergman space metric Like in the previous picture the external curvein the Bergman space picture is a singular level line of the Greenrsquos function of theexterior domain much responsible for the root distribution in the Bergman spacesituation (Figs 713 and 714)

      79 Abelian Domains 115

      Fig 714 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of a regular pentagon and a disk

      79 Abelian Domains

      We consider here the case that ˝ is a quadrature in a slightly extended sense forexample that

      1

      h dA D cZ a

      ah dx C

      Xk

      ckhak (712)

      holds for all integrable analytic functions h in ˝ with a c ck gt 0 We assumethat ˝ is simply connected and then the conformal map from the unit disk willcontain logarithmic terms to account for the line segment in addition to the rationalterms needed for the point evaluations See in general [16] (Ch 14) [32 107] (˝is an Abelian domain in the sense of [107]) With emphasis on multiply connecteddomains systematic constructions (analytical and numerical) of quadrature domainsfor sources along curves are given in [73]

      The simplest possible case is obtained by taking f W D ˝ of the form

      f D A log1C ˛

      1 ˛C B (713)

      where 0 lt ˛ lt 1 AB gt 0 This gives

      1

      h dA D AZ a

      ah dx C 2˛AB h0

      where a D A log 1C˛21˛2 C B˛ gt 0 This example has the slight disadvantage that the

      quadrature node z D 0 lies on the support of the line integral If one wants to avoid

      116 7 Examples

      that a next simplest example can be taken as

      f D A log1C ˛

      1 ˛ C B

      1C ˇ22 (714)

      with 0 lt ˇ lt 1The computations are most easily performed by writing h as a derivative say

      h D H0 whereby

      1

      h dA D 1

      2i

      H0zdzdNz D 1

      2i

      HzdNz

      D 1

      2i

      ZD

      H f df 1= N

      which is easily computed as a sum of residuesRecall that Corollary 54 says that under certain assumptions isolated quadra-

      ture nodes such as the ak in (712) are ignored in the asymptotics of the zeros

      710 Disjoint Union of a Hexagon and a Hypocycloid

      7101 Numerical Experiment

      In Fig 715 we have an example of a disjoint union of two non-quadrature domainsand it indicates to what extent the asymptotic zero distributions in the two domainsinfluence each other Only in the case of small separation there will be anysubstantial influence

      Fig 715 Zeros of theorthogonal polynomials Pnn D 50 60 70 for a disjointunion of a hexagon and ahypocycloid

      711 A Square with a Disk Removed 117

      711 A Square with a Disk Removed

      Choosing for example

      ˝ D fz 2 C W jxj lt 1 jyj lt 1 jzj gt Rg

      where 0 lt R lt 1 the modified Schwarz potential u is obtained as the minimum offive such potentials one for each part of the boundary

      uz D 1

      2minfjx 1j2 jx C 1j2 jy 1j2 jy C 1j2 1

      2jzj2 R2 log

      jzj2R2

      R2g

      The (presumably unique) mother body for the density D 1 is then obtainedfrom (615)

      7111 Numerical Experiment

      The zeros for this doubly connected domain are illustrated in Fig 716

      Fig 716 Zeros of the orthogonal polynomials Pn n D 40 60 90 for ˝ as in Sect 711 withR D 025

      Chapter 8Comparison with Classical Function Spaces

      Abstract Two classical quantizations of planar shapes via Toeplitz operatorsacting on Bergman space respectively Hardy-Smirnov space are briefly comparedto the new hyponormal quantization developed in these lecture notes

      81 Bergman Space

      It is possible and desirable for a comparison basis to create Hilbert spaces analogousto H ˝ or Ha˝ with other positive definite kernels in place of Hzw Onenatural choice is the Bergman kernel Kzw producing a Hilbert space K ˝

      with inner product

      h f giK ˝ D 1

      2

      Kzwf zgwdAzdAw

      Note that in the case of a quadrature domain ˝ the above sesquilinear form hasfinite rank We shall not pursue the analysis of this alternative scenario in this paperNote however that if one replaces in the above inner product the Bergman kernel byits complex conjugate then one recovers for analytic f and g the ordinary Bergmanspace inner product

      1

      2

      Kzwf zgwdAzdAw D 1

      f wgwdAw D h f gi2˝

      Here the reproducing property

      f w D 1

      f zKzwdAz f 2 L2a˝ (81)

      of the Bergman kernel was usedA further remark concerns the Friedrichs operator Let P W L2˝ L2a˝

      denote the orthogonal projection onto the Bergman space ie the integral operator

      given by the right member of (81) Then the linear transformation Pf D PNf is

      copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_8

      119

      120 8 Comparison with Classical Function Spaces

      analogous to our previously studied operator H D ˇ ı ˛ see (37)

      Pf w D 1

      f zKzw dAz f 2 L2˝

      In particular the range consists of anti-analytic functions Conjugating the resultgives the Friedrichs operator f 7 PNf which hence has the representation (onswitching names of the variables)

      PNf z D 1

      Kzwf w dAw

      It maps L2a˝ into itself but has the disadvantage of being linear only over R (sosometimes one studies its square instead)

      Finally we may remark on extension properties to compact Riemann surfaceKeeping w 2 ˝ fixed it is well-known that Kzwdz considered as a differential inz 2 ˝ extends to a meromorphic differential on the Schottky double O of˝ with adouble pole at the mirror point of w as the only singularity In other words Kzwextends to a meromorphic section of the canonical line bundle on the compactRiemann surface O As such it is uniquely determined by the natural periodicityconditions it satisfies (the integrals over those cycles in a canonical homology basiswhich are complementary to those cycles which lie entirely in the plane vanish)The analysis can be extended to both variables simultaneously so that Kzwdzd Nwbecomes a meromorphic double differential on O O See for example [96] for theabove matters

      The above is to be compared with the corresponding properties of Hzwdiscussed in Sect 24 for fixed w 2 ˝ it extends as a holomorphic section of thehyperplane section bundle on the compact Riemann surface P (etc)

      82 Faber Polynomials

      Faber polynomials have a rich history spanning over more than a century Theirimprint on univalent function theory and polynomial approximation in the complexdomain is long lasting The aim of the present section is to draw a parallelbetween Faber polynomials and the orthogonal polynomials associated to theexponential transform Without aiming at full generality we confine ourselves toover conservative smoothness assumptions

      Let ˝ C be a connected and simply connected bounded domain with realanalytic smooth boundary D ˝ Let

      z D w D a1w C a0 C a1w

      C

      82 Faber Polynomials 121

      be a conformal mapping of P n D onto P n˝ normalized so that 1 D 1 and 01 gt 0 We denote by

      w D z D c1z C c0 C c1z

      C

      the inverse conformal map convergent in a neighborhood of z D 1 Faberrsquospolynomial of degree n is the unique polynomial fn satisfying at the level of formalLaurent series

      fn w D wn C Rnw1

      where Rnz is a power series without constant termCauchyrsquos formula proves the generating series definition

      0zz u

      D1X

      nD0

      fnu

      znC1

      See for instance Ullman [106]We will show how to include this classical construction of polynomials attached

      to a planar domain to our operator theory setting Specifically we consider theToeplitz operator with symbol

      T h D P h h 2 H2T

      Above H2 D H2T denotes the Hardy space of the unit disk with orthonormalbasis wk1kD0 and P W L2T d

      2 H2 is the orthogonal projection often called the

      Szegouml projection When analytically extending the functions from their boundaryvalues

      Phz D 1

      2

      ZT

      h

      1 z

      d

      i

      Proposition 81 Assume the Jordan curve is real analytic smooth Then theexterior conformal mapping analytically extends across the unit circle theToeplitz operator T has trace-class self-commutator and the following spectralpicture holds

      T D ˝ essT D

      with principal function g D ˝

      122 8 Comparison with Classical Function Spaces

      Proof Let S D Tz denote the unilateral shift on Hardy space Since the function is smooth on the circle we can write

      T D a1S C a0 C a1S C

      where the series is convergent in operator norm Moreover due to the smoothnessof it is well known that in this case that the commutator ŒT

      T is trace-classWriting

      Q D a1S C a2S2 C

      we note that Q is an analytic Toeplitz operator hence subnormal Consequently theself-commutator ŒQQ is non-positive This implies the bound

      ŒT T D a21ŒS

      SC ŒQQ a211 ˝ 1

      It is also well known that the essential spectrum of T is equal to the image of T by that is

      Let 2 ˝ Then r curren 0 for all 2 T and r 1 Hence the Toeplitzoperator T r is Fredholm And so is its homothetic

      r1T r D a1S C a0

      rC a1

      r2C

      But the latter can be deformed (r 1) in the space of Fredholm operators to a1Shence it has Fredholm index equal to 1 This proves that ˝ T and

      indT D 1 2 ˝

      If hellip ˝ then the function is invertible on T and has winding numberzero Then a factorization of the symbol into a product of an analyticinvertible function inside the disk and one analytic and invertible outside the diskshows that T is invertible

      The infinite Toeplitz matrix associated to T in the basis formed by themonomials is

      T D

      0BBB

      a0 a1 a2 a1 a0 a10 a1 a0

      1CCCA

      The cyclic subspaces

      HnC1 D spanf1T 1 Tn 1g D spanf1w wng

      82 Faber Polynomials 123

      form exactly the standard scale Let n denote the orthogonal projection of H2 ontoHn and set

      T n D nT n

      for the finite central truncation of the above Toeplitz matrixThe very definition of the Faber polynomial implies

      Tfn 1 D wn n 0

      On the other hand the inner product

      Πp q WD h pT 1 qT 1i

      is non-degenerate on complex polynomials p q 2 CŒz hence we can speak aboutthe associated orthonormal polynomials Specifically there exists for every non-negative integer n a polynomial Fn of degree n such that

      FnT 1 D wn n 0

      We will call them quantized Faber polynomialsHowever the other natural inner product

      f p qg D hTpı 1Tqı 1i D PV1

      2

      ZT2

      p eitq eis

      1 eistdtds

      has diagonal singularities comparable to the Hilbert space structure studied in theprevious chapters

      As a matter of fact the Hessenberg matrix representing the multiplication by zin the basis fn1nD0 differs from the Toeplitz matrix associated to the inverse seriesz only by a rank-one perturbation More precisely adopting the normalizationa1 D c1 D 1 one knows that Faber polynomials fn are the characteristic polynomialsof the finite central truncations of the infinite matrix

      X D

      0BBBBB

      c0 2c1 3c2 4c3 1 c0 c1 c20 1 c0 c1 0 0 1 c0

      1CCCCCA

      see Eiermann and Varga [20] The distribution of zeros and asymptotics of thecounting measures of the Faber polynomials fn1nD0 is understood in detail dueto many recent contributions notably Ullman [106] and Kuijlaars-Saff [68]

      124 8 Comparison with Classical Function Spaces

      The good news is that the zero asymptotics of the quantized Faber polynomialsis also well understood in the case of finite banded Toeplitz matrices that is forconformal mappings with finitely many negative modes

      z D w D a1w C a0 C a1w

      C C an

      wn

      More exactly the cluster of eigenvalues of the finite central truncations T n aswell as the asymptotics of the counting measures is understood in this case in termsof and relation with classical potential theory We refer to the classical works ofSchmidt-Spitzer Hirschman and Ullman amply commented and carefully exposedin the monograph by Boumlttcher and Grudsky [11]

      For our essay this case is quite relevant as the complement of the domain ˝ isa quadrature domain on the Riemann sphere

      In order to illustrate what it is at stake in the asymptotic analysis of the zeros ofFaber polynomials we reproduce from [106] and [68] a few fundamental results Let

      0 D lim supn1

      jcnj1=n

      denote the radius of convergence of the inverse conformal mapping The fibres ofthe map

      W fz W jzj gt 0g C

      play a crucial role First we isolate after Ullman the complement of the range of

      C0 D fw 2 C W 1fwg D g

      This is a compact subset of the complex plane because the range of covers aneighborhood of the point at infinity Second among the points in the range of we distinguish the set C1 of those w 2 C with the property that 1w has asingle element of largest modulus say and there the map is non-ramified that is0 curren 0 Since is non-ramified at z D 1 the set C1 covers a neighborhood ofinfinity

      Ullman proved that all limit points of the Faber polynomials fk are contained inthe complement of C1 and that every boundary point of C1 is a limit point of thesezeros [106] Further on combining methods of potential theory with approximationtechniques of Toeplitz matrices Kuijlaars and Saff [68] refined the above pictureas follows Denote the counting measures of the zeros of Faber polynomials fk byk k 1

      If C0 has no interior then the sequence k converges in weak-star topology toa positive measure whose support is equal to C1 If in addition C D C0 [ C1then is the equilibrium measure of C0 If int C0 is non-empty and connected thena subsequence of k will have the same limiting behavior It goes without sayingthat computing the sets C0 and C1 is quite challenging even for rational conformalmappings

      Appendix AHyponormal Operators

      We gather below some basic facts used throughout the text about hyponormaloperators By definition a linear bounded operator T acting on a Hilbert space His called hyponormal if the commutator inequality

      ŒTT D TT TT 0

      holds true in the operator sense That is for every vector x 2 H one has

      hTTx xi hTTx xi

      or equivalently

      kTxk kTxk x 2 H

      Typical examples are subnormal operators and singular integral operators on theline with Cauchy type kernel Indeed if S D NjH is the restriction of a normaloperator to an invariant subspace H then

      kSxk D kNxk D kNxk kPNxk D kSxk x 2 H

      where P denotes the orthogonal projection of the larger Hilbert space onto HFor instance the multiplication Mz by the complex variable on the Bergman

      space L2a˝ attached to a bounded planar domain˝ is subnormal hence hyponor-mal As for singular integral examples consider L2I dx where I is a closedinterval on the line Let a b 2 L1I with a D a ae Obviously the multiplicationoperator ŒXx D xx is self-adjoint on L2I dx The operator

      ŒYx D axx bx

      i

      ZI

      byy

      y xdy

      copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

      125

      126 A Hyponormal Operators

      is well defined as a principal value and bounded on L2 by the well known continuityof the Hilbert transform Then

      ŒXYx D bx

      i

      ZIbyydy

      hence T D X C iY is a hyponormal operator

      ŒTT D 2iŒXY 0

      It was this very specific example of singular integral transforms which boosted theearly discoveries related to hyponormal operators

      Proposition A1 The spectral radius of a hyponormal operator is equal to its norm

      Proof It is known that the spectral radius of T can be computed as jTjsp Dlimn kTnk1=n We will prove that for a hyponormal operator T one has

      kTnk D kTkn n 1

      Indeed let x 2 H and fix a positive integer n By assumption

      kTTnxk kTnC1xk

      whence

      kTTnk kTnC1k

      Consequently

      kTnk2 D kTnTnk kTn1TTnk kTn1kkTTnk

      kTn1kkTnC1k D kTn1kkTnC1k

      If we suppose kTpk D kTkp p n as an induction hypothesis we obtain

      kTknC1 kTnC1k

      which implies kTknC1 D kTnC1kThus there are no non-trivial quasi-nilpotent hyponormal operators

      Proposition A2 A linear fractional transformation preserves the hyponormality ofan operator

      A Hyponormal Operators 127

      Proof Let T be a hyponormal operator and assume hellip T Then the operatorI T1 is bounded and

      ŒI T1 I T1 D

      I T1I T1ŒTTI T1I T1 0

      An affine transformation obviously leaves hyponormal operators invariantAs a consequence of the spectral mapping theorem we infer

      kI T1k D 1

      dist T

      This simple observation has a non-trivial consequence at the level of numericalrange

      Proposition A3 Let T 2 L H be a hyponormal operator The closure of itsnumerical range coincides with the convex hull of its spectrum

      WT D convT

      Proof The inclusion convT WT holds in general Assume that there existsa point 2 WT which is not in the convex hull of the spectrum By an affinechange of variables we can assume that T is contained in a disk centered at zeroof radius r and jj gt r Since the spectral radius of T equals its norm we findkTk r and on the other hand

      hTx xi D

      for a unit vector x That is jj jhTx xij r a contradictionMore refined operations leave the class of hyponormal operators invariant For

      instance take T D X C iY to be a hyponormal operator written in cartesian formand let S be a bounded operator in the commutant of X Then X C iSYS is alsohypo-normal

      ŒX iSYSX C iSYS D 2iŒXSYS D S2iŒXYS D SŒTTS 0

      In particular if S D EXı is the spectral projection associated to a Borel set ı Rone obtains a very useful cut-off operation of hyponormal operators One of the non-trivial implication is that in this case EXıTEXı is a hyponormal operate whosespectrum is localized to the band ı R C

      In this respect it is worth recording a non-trivial spectral mapping projectionresult

      128 A Hyponormal Operators

      Theorem A1 (Putnam [82]) Let T D XCiY be a hyponormal operator written incartesian form The projection of the spectrum T onto the x-axis coincides withthe spectrum of X

      Hence the spectrum of the cut-off operator EXıTEXı lies in the vertical bandwith ı as base See [74] for proofs and more details

      One can reverse the flow from abstract to concrete prove first that the real andimaginary parts of a pure hyponormal operators have absolute continuous spectrumand then build a general one variable singular integral functional model In thisprocess one needs precise estimates We recall two of them

      A deep inequality related to non-negative self-commutators was discovered byPutnam It asserts that for every hyponormal operator T one has

      kŒTTk Area T

      Thus every hyponormal operator with ldquothinrdquo spectrum is normal in particular ahyponormal finite dimensional matrix is automatically normal

      As a matter of fact not only the norm but even the trace of a hyponormal operatorT enters into a similar inequality This bears the name of Berger and Shaw and itstates

      TraceŒTT mT

      Area T

      where mT stands for the rational multiplicity of T that is the minimal number ofvectors hj 1 j mT so that f Thj span the whole Hilbert space on which Tacts where f is an arbitrary rational function analytic in a neighborhood of T

      Using these inequalities and cartesian cut-off operations one can prove that thespectrum of a pure hyponormal operators has positive planar density at every pointof it As a matter of fact every compact subset of the complex plane with this densityproperty is the spectrum of a hyponormal operator

      The main concern in this lecture notes is the class of hyponormal operatorswith rank-one self commutator Their classification and spectral analysis is classicalby now thanks to fundamental contributions of Pincus Carey L Brown HeltonHowe Clancey D Xia The monograph [74] contains an overview of the theory ofhyponormal operators and a couple of chapters are devoted to this class of operatorsWe confine ourselves to a few identities used in the main body of the lecture notes

      Let T 2 L H be a linear bounded operator acting on a separable infinitedimensional space and possessing rank-one self-commutator

      ŒTT D ˝

      We also assume that T is irreducible that is the linear span of vectors TnTmnm 0 is dense in H Let zw 2 C be points outside the spectrum of T Then theresolvents T w1 and T z1 exist and the multiplicative commutator

      T zT wT z1T w1

      A Hyponormal Operators 129

      is in the determinant class (that is the identity plus a trace-class operator) and

      detT zT wT z1T w1 D

      detŒI ˝ T z1T w1 D

      1 hT z1T w1 i D

      1 hT w1 T z1i

      Mutatis mutantis we can perform the same operation on the multiplicativecommutator with reversed order of factors

      detT wT zT w1T z1 D

      detŒI C ˝ T w1T z1 D

      1C hT w1T z1 i D

      1C hT z1 T w1i

      Since the product of the two commutators is the identity we infer

      Œ1C hT z1 T w1iŒ1 hT w1 T z1i D 1 (A1)

      The unitary equivalence orbit of the irreducible operator T subject to thecommutation relation ŒTT D ˝ is encoded into the germ at infinity of theanalytic-antianalytic determinantal function

      Ezw D 1 hT w1 T z1i jzj jwj gt kTk

      Hence also in the germ at infinity of the function

      1

      EzwD 1C hT z1 T w1i jzj jwj gt kTk

      The main character of our study is the function E and its exponential representationas a double Cauchy transform

      Theorem A2 (Pincus [76]) The integral representation

      1 hT w1 T z1i D exp1

      ZC

      gdA

      z w jzj jwj gt kTk

      130 A Hyponormal Operators

      establishes a one-to-one correspondence between all irreducible hyponormal oper-ators T with rank-one self-commutator ŒTT D ˝ and L1-classes of Borelmeasurable functions g W C Œ0 1 of compact support

      For the original proof see [76] The function g is called the principal functionof the operator T and it can be regarded as a generalized Fredholm index which isdefined even for points of the essential spectrum

      A simple and far reaching application of the operator counterparts of the abovedeterminants is the ldquodiagonalizationrdquo in a concrete functional model of the operatorsT respectively T Specifically let denote a circle centered at z D 0 of radiusR gt kTk Then Riesz functional calculus yields for any couple of polynomialsf g 2 CŒz

      h f T gTi D 1

      42

      Z

      Z

      f ugvdudv

      Eu v (A2)

      while in complete symmetry

      hgT f Ti D 1

      42

      Z

      Z

      f ugvEu vdudv (A3)

      To illustrate the nature of the above integral representation we outline a novelproof of a classical inequality due to Ahlfors and Beurling Specifically if anessentially bounded function f on C is non-negative and integrable with respectto the two dimensional Lebesgue measure then

      jZC

      f wd Areaw

      w zj2 kf k1kf k1

      for all z 2 CIndeed we can assume that f has compact support and 0 f 1 ae hence

      it is equal to the principal function of a hyponormal operator T with rank-one self-commutator ŒTT D ˝ Then

      h T z1i D 1

      ZC

      f wd Areaw

      w z

      and on the other hand

      kT z1k 1 z 2 C

      and

      kk2 D 1

      ZC

      f wd Areaw

      A Hyponormal Operators 131

      A remarkable and more symmetric formula involving functional calculi wasdiscovered by Helton and Howe [58] We state it in our context of rank-one self-commutator although it is true for trace-class self-commutators

      traceΠpTT qTT D 1

      ZC

      J p qg dA p q 2 CŒz z (A4)

      where J p q stands for the Jacobian of the two functions see [58 74] It was thisvery formula that was the source of Connesrsquo cyclic cohomology theory [15]

      The principal function like the Fredholm index is functorial with respect toanalytic functional calculus Moreover it is invariant under Hilbert-Schmidt additiveperturbations and satisfies non-trivial bounds We reproduce below only one of theseinequalities For proofs and more comments see [74]

      Theorem A3 (Berger [7]) Assume T S are hyponormal operators with trace-class self-commutator and let X be a trace-class operator with null kernel andcokernel If SX D XT then gS gT

      In particular Bergerrsquos Theorem shows that the principal function of a cyclichyponormal operator is bounded by 1

      In case the principal function g is the characteristic function of a bounded openset with real analytic smooth boundary the determinantal function also known asexponential transform Ezw analytically extends across the boundary as explainedin the main body of these notes This observation was used in the proof of a centralregularity result for free boundaries in two real dimensions cf Sect 64 in thesenotes

      Among the early applications of the theory of the principal function anobservation of Basor and Helton [6] stands aside The two authors reproved andgeneralized the Szegouml limit theorem While today there are more refined variants ofthe theorem due to Widom and a few other authors the method used by Basor andHelton is relevant for the topics reviewed in Appendix We sketch below the mainidea

      Let H2 D H2D denote Hardy space of the unit disk with orthogonal projectionP W L2T H2D A Toeplitz operator

      T f D Pf f 2 H2

      with continuous non-vanishing symbol 2 CT is known to be Fredholm withindex equal to negative of the winding number of along the unit circle Assumethat the symbol is smooth and has zero winding number Then the general theorybuilt around the Riemann-Hilbert problem yields a factorization

      z D Czz z 2 T

      where C is a smooth function on T which analytically extends to D while zis smooth and analytically extends to the complement of the disk and 1 D 1

      132 A Hyponormal Operators

      It is easy to check for instance on monomials that

      T D TTC

      Denote by Pn the orthogonal projection of H2 onto the linear span of 1 z znThe finite central truncation Tn D PnTPn is a n C1 n C1 Toeplitz matrix andso are the triangular matrices

      TCn D PnTC

      Pn D PnTC T

      n D PnTPn D T

      Pn

      Note that TCn T

      n D PnTCT

      Pn is not equal to Tn exactly this discrepancy and theprincipal function formula proves Szegouml limit theorem Quite specifically let

      G D exp1

      2

      ZT

      logzdz

      iz

      be the geometric mean of the invertible symbol The logarithm above is definedon C n 1 0 so that log1 D 0 Moreover

      G D 1

      2

      ZT

      Czdz

      iz1

      2

      ZT

      zdz

      iz

      But the matrices TCn T

      n are triangular with the identical entries equal to

      12

      RTCz dz

      iz respectively 12

      RTz dz

      iz on the diagonal Hence

      GnC1 D detTCn det T

      n

      Next linear algebra gives

      Tn D PnTPn D PnTTC

      Pn D PnTCT1

      C

      TTC

      T1

      TPn D

      TCn PnT1

      C

      TTC

      T1

      PnTn

      Therefore

      det Tn

      GnC1 D det Tn

      det TCn det T

      n

      D PnT1C

      TTC

      T1

      Pn

      Due to the smoothness assumption

      det T1C

      TTC

      T1

      D det TTC

      T1

      T1C

      D detTT1

      A Hyponormal Operators 133

      exists and is equal to the limit of the truncated determinants This observation plusHelton-Howe formula imply Szegouml-Widom limit Theorem

      limn1

      det Tn

      GnC1 D detTT1 D exp1

      ZD

      JlogC logdA

      Above J denotes the Jacobian of the two functions

      Historical Notes

      Quadrature domains were isolated in the work by Dov Aharonov and Harold SShapiro see in particular the seminal paper [1] Although originally motivated byunivalent function theory the central role of this class of semi-algebraic domainsfound unexpected reverberations in many areas of modern mathematics suchas fluid mechanics potential theory integrable systems free boundaries inverseproblems The collections of articles [19] offers a good glimpse on the status of thetheory of quadrature domains until 2005 A small selection of books survey articlesand more recent contributions are [16 26 46 70 89 101 107]

      The idea of a potential theoretic skeleton goes right back to Isaac Newtonwho showed that the gravitational field produced by a homogenous ball coincidesoutside the ball by the field of a point mass located at the center of the ball Laterdevelopments involve for example a Preisschrift ldquoUumlber die analytische Fortsetzungdes Potentials ins Innere der anziehenden Massenrdquo by Herglotz available in [59](see also Chapter 1 in [101]) and in particular systematic work by DimiterZidarov and his collaborators on ldquoMaternal and most concentrated bodiesldquo (titleof Chapter III6 in [113]) The particular term ldquomother bodyrdquo was used informallyby O Kounchev for example and inspired by the ideas of this Bulgarian groupin geophysical potential theory an attempt to make the notion of a mother bodymathematically precise was made in [34] Some further developments can befound in [43 95 102] In recent years the ideas of a mother bodies relatedldquomadonna bodiesrdquo and other kinds of potential theoretic skeletons have turnedout to be relevant for asymptotic distributions of zeros of orthogonal polynomialseigenvalues of random matrices etc See for example [9 10 50]

      Orthogonal polynomials have a long and glorious history spanning a centuryand a half Although originally streaming from real function theory questionssuch as extremal problems moment problems convergence of continued fractionseigenfunction expansions generating functions with a combinatorial flavor and soon complex variables turned out to be essential in studying the fine structure andasymptotic behavior of classical orthogonal polynomials The pioneering works of

      copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

      135

      136 Historical Notes

      Fekete Szegouml Carleman Bergman Gonchar Suetin Widom (to name only a fewkey contributors to the subject) laid the foundations of complex analytic and poten-tial theoretic interpretation of the qualitative aspects of orthogonal polynomialsThis trend continues to bloom today with notable impact on quantum mechanicsstatistical mechanics and approximation theory The authoritative monographs[86 103] gave the tone for all later developments of the potential theoretic andcomplex function theoretic aspects of orthogonal polynomials In spite of the factthat the orthogonality studied in the present notes and in particular the class ofassociated orthogonal polynomials does not strictly fit in the framework of theseinfluential works there are too many similarities not to seek in future works aunifying explanation

      One of the first uses of the exponential transform outside operator theorywas to prove regularity of certain free boundaries in two dimensions [36] Theboundaries in question were more precisely boundaries of quadrature domains (ina general sense) and those arising in the related area of Hele-Shaw flow movingboundary problems (Laplacian growth) See [51] for the latter topic The exponentialtransform provided in these cases a simplified route compared to that of Sakai [92ndash94] One advantage with the exponential transform is that it directly gives a realanalytic defining function of the free boundary On the other hand as a tool infree boundary theory it is far less flexible than the general methods developed byL Caffarelli and others within the framework of nonlinear PDE

      In general the theory of free boundaries and their regularity has been a highlyactive and rapidly developing area for at least half a century The regularity theoryis in general very difficult in particular in higher dimensions A few standardreferences are [14 25 65 75]

      The notion of hyponormal operator was introduced by Halmos under a differentname in the article [52] After a necessary period of piling up the naive foundationswell exposed in Halmos problem book [53] Putnam raised the subject to a higherspeed by discovering his famous inequality and by regarding everything from theperspective of commutator algebra [82] It was Joel D Pincus [76] who pushedforward hyponormal and semi-normal operators to a novel direction of quantumscattering theory by isolating a remarkable spectral invariant known as the principalfunction Afterwards it was clear that explicit models of hyponormal operatorsdepart from classical analytic functional spaces by involving singular integraltransforms with kernels of Cauchy type The trace formula for commutators ofHelton and Howe [58] put the principal function into a totally new focus withlinks to global analysis concepts such as curvature invariants characteristic classesand index formulas Out of this phenomenology Alain Connes [15] invented cycliccohomology an important chapter of modern operator algebras In this respect ouressay falls within low dimensional cyclic cohomology theory A synthesis of thetheory of hyponormal operators can be found in the monograph [74]

      The exponential transform arose as the characteristic function of a Hilbertspace operator with trace-class self-commutator Functions of a complex variableencoding in an invariant way the unitary equivalence class of an operator are knownas characteristic functions they played a prominent role in the classification of

      Historical Notes 137

      non-selfadjoint transformations streaming from the works of Moshe Livsic ondissipative operators and Nagy-Foias on contractive operators The lucid approachof Larry Brown [13] revealed the algebraic K-theoretic nature of the exponentialtransform as the determinant of a multiplicative commutator in an infinite dimen-sional setting On the other hand one can interpret the exponential transform inpurely function theoretic terms as a Riesz potential at critical exponent with clearbenefits for the multidimensional setting Or as a solution to a Riemann-Hilbertfactorization problem as in these notes very much in harmony with Pincusrsquo originalvision [76]

      The Ritz-Galerkin method of converting an infinite dimensional and continuousoperator equation into a finite-dimensional discrete problem was widely usedand refined for more than a century in numerical analysis The more specificKrylov subspace approximation of a linear operator by its compressions to finitedimensional subspaces defined by the degree filtration of powers of the operatorsapplied to a cyclic vector is intimately linked to the theory of complex orthogonalpolynomials and has numerous supporters in the applied mathematics community[72] In particular the analysis and inversion of Toeplitz or Wiener-Hopf operatorsby their Krylov subspace compressions was thoroughly studied by several genera-tions of mathematicians see [11] for historical references and the intriguing (by itscomplexity and openness) picture of the field these days

      Glossary

      P D C [ f1g

      DaR D fz 2 C W jz aj lt Rg D D D0 1

      dA D dAz D dArea D dxdy

      For˝ C a bounded open set

      ˝c D C n˝

      ˝e D C n˝ or P n˝ depending on context

      j˝j D Area˝

      f g2˝ D f gL2˝ D 1

      f Ng dA Also k f kp˝ D jj f jjLp˝ (1 p 1)

      L2a˝ Bergman space (analytic functions in L2˝)

      DC Set of smooth test functions with compact support in C

      OE Germs of functions holomorphic in an open set containing E C

      Ezw The exponential transform of a bounded open set ˝ C Defined in allC C by (21)

      Fzw The restriction of Ezw to ˝e ˝e and analytic continuations of thisSee (22)

      Gzw A version of the exponential transform defined and analyticantianalyticin ˝ ˝e Gzw D Gw z See (23) (24)

      Hzw The interior exponential transform defined and analyticantianalytic in˝ ˝ See (25)

      C˝z C˝zw Cauchy transforms (ordinary and double) of ˝ Csee (28) (29)

      copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

      139

      140 Glossary

      Cz Cauchy transform of a measure Written as Cf if d D f dA See Sect 61

      U Logarithmic potential of a measure Written as U˝ if d D ˝ dA SeeSect 61

      Mkj Mk Bkj D bkj Complex harmonic and exponential moments see Sect 22

      Sz The Schwarz function of a real analytic curve See (220)

      H ˝ A Hilbert space associated to the exponential transform see Sect 31

      Ha˝ The subspace of H ˝ generated by analytic functions see (36)

      h f gi Inner product in a Hilbert space in general

      h f gi D h f giH ˝ Standard inner product in H ˝ (and Ha˝) See (34)

      hh f gii D h Nf NgiH ˝ See (322)

      h f giPXX The Pincus-Xia-Xia inner product in Ha˝ See (326)

      f gduality D 12 i

      f zgzdz f 2 O˝ g 2 O˝e0

      H The operator L2˝ L2˝ with kernel Hzw defined by

      Hf w D 1

      Hzwf zdAz w 2 ˝

      See (37)

      G The operator with kernel Gzw defined by

      Gf w D 1

      Gzwf zdAz w 2 ˝e

      See (333)

      Z The operator H ˝ H ˝ defined by Zf z D zf z

      NZ The operator H ˝ H ˝ defined by NZf z D Nzf z

      C The operator H ˝ H ˝ defined by Cf D Cf (Cauchy transform of f )

      NC Related to C by NCf D CNf

      L H The set of bounded linear operators on a Hilbert space H

      C1H The set of those A 2 L H with jAj1 D trp

      AA lt 1 (finite trace norm)

      T Spectrum of an operator T 2 L H

      WT D fhTx xi W x 2 H kxk D 1g the numerical range of an operator T 2L HMore special notations appear in the text

      References

      1 D Aharonov HS Shapiro Domains on which analytic functions satisfy quadratureidentities J Anal Math 30 39ndash73 (1976)

      2 LV Ahlfors Complex Analysis An Introduction of the Theory of Analytic Functions of OneComplex Variable 2nd edn (McGraw-Hill New York 1966)

      3 NI Akhiezer The Classical Moment Problem and Some Related Questions in Analysis(Hafner Publishing New York 1965) Translated by N Kemmer

      4 H Alexander J Wermer Several Complex Variables and Banach Algebras Graduate Textsin Mathematics vol 35 3rd edn (Springer New York 1998)

      5 M Andersson M Passare R Sigurdsson Complex Convexity and Analytic Functionals vol225 Progress in Mathematics (Birkhaumluser Basel 2004)

      6 E Basor J William Helton A new proof of the Szego limit theorem and new results forToeplitz operators with discontinuous symbol J Operator Theory 3(1) 23ndash39 (1980)

      7 CA Berger Intertwined operators and the Pincus principal function Integr Equ OperTheory 4(1) 1ndash9 (1981)

      8 L Bers An approximation theorem J Anal Math 14 1ndash4 (1965)9 P Bleher G Silva The mother body phase transition in the normal matrix model (2016)

      arXiv16010512410 R Boslash gvad B Shapiro On mother body measures with algebraic Cauchy transform Enseign

      Math 62(1ndash2) 117ndash142 (2016)11 A Boumlttcher SM Grudsky Spectral Properties of Banded Toeplitz Matrices (Society for

      Industrial and Applied Mathematics Philadelphia PA 2005)12 H Brezis AC Ponce Katorsquos inequality when u is a measure C R Math Acad Sci Paris

      338(8) 599ndash604 (2004)13 LG Brown The Determinant Invariant for Operators with Trace Class Self Commutators

      Lecture Notes in Mathematics vol 345 (Springer Berlin 1973) pp 210ndash22814 LA Caffarelli The obstacle problem revisited J Fourier Anal Appl 4(4ndash5) 383ndash402

      (1998)15 A Connes Noncommutative Geometry (Academic San Diego CA 1994)16 PJ Davis The Schwarz Function and its Applications The Carus Mathematical Monographs

      vol 17 (The Mathematical Association of America Buffalo NY 1974)17 P Diaconis W Fulton A growth model a game an algebra Lagrange inversion and

      characteristic classes Rend Sem Mat Univ Politec Torino 49(1) 95ndash119 (1993) 1991Commutative algebra and algebraic geometry II (Italian) (Turin 1990)

      18 WF Donoghue Jr Monotone Matrix Functions and Analytic Continuation (Springer NewYork Heidelberg 1974) Die Grundlehren der mathematischen Wissenschaften Band 207

      copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

      141

      142 References

      19 P Ebenfelt B Gustafsson D Khavinson M Putinar Preface in Quadrature Domainsand Their Applications Operator Theory Advances and Applications vol 156 (BirkhaumluserBasel 2005) pp viindashx

      20 M Eiermann RS Varga Zeros and local extreme points of Faber polynomials associatedwith hypocycloidal domains Electron Trans Numer Anal 1 49ndash71 (1993) (electronic only)

      21 A Eremenko E Lundberg K Ramachandran Electrstatic skeletons (2013)arXiv13095483

      22 HM Farkas I Kra Riemann Surfaces Graduate Texts in Mathematics vol 71 2nd edn(Springer New York 1992)

      23 RP Feynman AR Hibbs Quantum Mechanics and Path Integrals emended edition (DoverMineola NY 2010) Emended and with a preface by Daniel F Styer

      24 T Frankel The Geometry of Physics 3rd edn (Cambridge University Press Cambridge2012) An introduction

      25 A Friedman Variational Principles and Free-Boundary Problems Pure and AppliedMathematics (Wiley New York 1982) A Wiley-Interscience Publication

      26 SJ Gardiner T Sjoumldin Quadrature domains for harmonic functions Bull Lond Math Soc39(4) 586ndash590 (2007)

      27 SJ Gardiner T Sjoumldin Partial balayage and the exterior inverse problem of potential theoryin Potential Theory and Stochastics in Albac Theta Series in Advanced Mathematics (ThetaBucharest 2009) pp 111ndash123

      28 SJ Gardiner T Sjoumldin Two-phase quadrature domains J Anal Math 116 335ndash354 (2012)29 P Griffiths J Harris Principles of Algebraic Geometry (Wiley-Interscience New York

      1978) Pure and Applied Mathematics30 A Grothendieck Sur certains espaces de fonctions holomorphes I J Reine Angew Math

      192 35ndash64 (1953)31 M Guidry Gauge Field Theories A Wiley-Interscience Publication (Wiley New York

      1991) An introduction with applications32 B Gustafsson Quadrature identities and the Schottky double Acta Appl Math 1(3) 209ndash

      240 (1983)33 B Gustafsson Singular and special points on quadrature domains from an algebraic

      geometric point of view J Anal Math 51 91ndash117 (1988)34 B Gustafsson On mother bodies of convex polyhedra SIAM J Math Anal 29(5) 1106ndash

      1117 (1998) (electronic)35 B Gustafsson Lectures on balayage in Clifford Algebras and Potential Theory Univ

      Joensuu Dept Math Rep Ser vol 7 (University of Joensuu Joensuu 2004) pp 17ndash6336 B Gustafsson M Putinar An exponential transform and regularity of free boundaries in two

      dimensions Ann Scuola Norm Sup Pisa Cl Sci (4) 26(3) 507ndash543 (1998)37 B Gustafsson M Putinar Linear analysis of quadrature domains II Isr J Math 119

      187ndash216 (2000)38 B Gustafsson M Putinar Analytic continuation of Cauchy and exponential transforms

      in Analytic Extension Formulas and Their Applications (Fukuoka 1999Kyoto 2000)International Society for Analysis Applications and Computation vol 9 (Kluwer Dordrecht2001) pp 47ndash57

      39 B Gustafsson M Putinar Linear analysis of quadrature domains IV in QuadratureDomains and Their Applications Operator Theory Advances and Applications vol 156(Birkhaumluser Basel 2005) pp 173ndash194

      40 B Gustafsson M Putinar Selected topics on quadrature domains Phys D 235(1ndash2) 90ndash100(2007)

      41 B Gustafsson J Roos Partial balayage on riemannian manifolds (2016) arXiv16050310242 B Gustafsson M Sakai Properties of some balayage operators with applications to

      quadrature domains and moving boundary problems Nonlinear Anal 22(10) 1221ndash1245(1994)

      43 B Gustafsson M Sakai On potential-theoretic skeletons of polyhedra Geom Dedicata76(1) 1ndash30 (1999)

      References 143

      44 B Gustafsson M Sakai Sharp estimates of the curvature of some free boundaries in twodimensions Ann Acad Sci Fenn Math 28(1) 123ndash142 (2003)

      45 B Gustafsson M Sakai On the curvature of the free boundary for the obstacle problem intwo dimensions Monatsh Math 142(1ndash2) 1ndash5 (2004)

      46 B Gustafsson HS Shapiro What is a quadrature domain in Quadrature Domains andTheir Applications Operator Theory Advances and Applications vol 156 (Birkhaumluser Basel2005) pp 1ndash25

      47 B Gustafsson VG Tkachev On the exponential transform of multi-sheeted algebraicdomains Comput Methods Funct Theory 11(2) 591ndash615 (2011)

      48 B Gustafsson M Sakai HS Shapiro On domains in which harmonic functions satisfygeneralized mean value properties Potential Anal 7(1) 467ndash484 (1997)

      49 B Gustafsson C He P Milanfar M Putinar Reconstructing planar domains from theirmoments Inverse Prob 16(4) 1053ndash1070 (2000)

      50 B Gustafsson M Putinar EB Saff N Stylianopoulos Bergman polynomials on anarchipelago estimates zeros and shape reconstruction Adv Math 222(4) 1405ndash1460 (2009)

      51 B Gustafsson R Teoderscu A Vasilrsquoevrsquo Classical and Stochastic Laplacian GrowthAdvances in Mathematical Fluid Mechanics (Birkhaumluser Basel 2014)

      52 PR Halmos Normal dilations and extensions of operators Summa Brasil Math 2 125ndash134(1950)

      53 PR Halmos A Hilbert Space Problem Book (D Van Nostrand Princeton NJ TorontoOntorio London 1967)

      54 FR Harvey H Blaine Lawson Jr On boundaries of complex analytic varieties I AnnMath (2) 102(2) 223ndash290 (1975)

      55 MX He EB Saff The zeros of Faber polynomials for an m-cusped hypocycloid J ApproxTheory 78(3) 410ndash432 (1994)

      56 LI Hedberg Approximation in the mean by solutions of elliptic equations Duke Math J40 9ndash16 (1973)

      57 H Hedenmalm N Makarov Coulomb gas ensembles and Laplacian growth Proc LondMath Soc (3) 106(4) 859ndash907 (2013)

      58 JW Helton RE Howe Traces of commutators of integral operators Acta Math 135(3ndash4)271ndash305 (1975)

      59 G Herglotz Gesammelte Schriften (Vandenhoeck amp Ruprecht Goumlttingen 1979) Withintroductory articles by Peter Bergmann S S Chern Ronald B Guenther Claus MuumlllerTheodor Schneider and H Wittich Edited and with a foreword by Hans Schwerdtfeger

      60 L Houmlrmander The Analysis of Linear Partial Differential Operators I Grundlehren derMathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol256 (Springer Berlin 1983) Distribution theory and Fourier analysis

      61 L Houmlrmander Notions of Convexity Progress in Mathematics vol 127 (Birkhaumluser BostonMA 1994)

      62 K Huang Quantum Field Theory A Wiley-Interscience Publication (Wiley New York1998) From operators to path integrals

      63 L Karp AS Margulis Newtonian potential theory for unbounded sources and applicationsto free boundary problems J Anal Math 70 1ndash63 (1996)

      64 D Khavinson E Lundberg A tale of ellipsoids in potential theory Not Am Math Soc61(2) 148ndash156 (2014)

      65 D Kinderlehrer G Stampacchia An Introduction to Variational Inequalities and TheirApplications Pure and Applied Mathematics vol 88 (Academic [Harcourt Brace JovanovichPublishers] New York-London 1980)

      66 G Koumlthe Dualitaumlt in der Funktionentheorie J Reine Angew Math 191 30ndash49 (1953)67 MG Kreın AA Nudelrsquoman The Markov Moment Problem and Extremal Problems

      (American Mathematical Society Providence RI 1977) Ideas and problems of PL Cebyševand AA Markov and their further development Translated from the Russian by D LouvishTranslations of Mathematical Monographs vol 50

      144 References

      68 ABJ Kuijlaars EB Saff Asymptotic distribution of the zeros of Faber polynomials MathProc Camb Philos Soc 118(3) 437ndash447 (1995)

      69 JC Langer DA Singer Foci and foliations of real algebraic curves Milan J Math 75225ndash271 (2007)

      70 S-Y Lee NG Makarov Topology of quadrature domains J Am Math Soc 29(2) 333ndash369(2016)

      71 L Levine Y Peres Scaling limits for internal aggregation models with multiple sources JAnal Math 111 151ndash219 (2010)

      72 J Liesen Z Strakoˇ s Krylov Subspace Methods Numerical Mathematics and ScientificComputation (Oxford University Press Oxford 2013) Principles and analysis

      73 JS Marshall On the construction of multiply connected arc integral quadrature domainsComput Methods Funct Theory 14(1) 107ndash138 (2014)

      74 M Martin M Putinar Lectures on Hyponormal Operators Operator Theory Advances andApplications vol 39 (Birkhaumluser Basel 1989)

      75 A Petrosyan H Shahgholian N Uraltseva Regularity of Free Boundaries in Obstacle-Type Problems Graduate Studies in Mathematics vol 136 (American Mathematical SocietyProvidence RI 2012)

      76 JD Pincus Commutators and systems of singular integral equations I Acta Math 121219ndash249 (1968)

      77 JD Pincus D Xia JB Xia The analytic model of a hyponormal operator with rank oneself-commutator Integr Equ Oper Theory 7(4) 516ndash535 (1984)

      78 J Polchinski String Theory Vol I Cambridge Monographs on Mathematical Physics(Cambridge University Press Cambridge 1998) An introduction to the bosonic string

      79 M Putinar On a class of finitely determined planar domains Math Res Lett 1(3) 389ndash398(1994)

      80 M Putinar Linear analysis of quadrature domains Ark Mat 33(2) 357ndash376 (1995)81 M Putinar Extremal solutions of the two-dimensional L-problem of moments J Funct

      Anal 136(2) 331ndash364 (1996)82 CR Putnam Commutation Properties of Hilbert Space operators and Related Topics

      Ergebnisse der Mathematik und ihrer Grenzgebiete Band 36 (Springer New York 1967)83 F Riesz BSz-Nagy Leccedilons drsquoanalyse fonctionnelle (Acadeacutemie des Sciences de Hongrie

      Akadeacutemiai Kiadoacute Budapest 1952)84 C Rovelli Quantum Gravity Cambridge Monographs on Mathematical Physics (Cambridge

      University Press Cambridge 2004) With a foreword by James Bjorken85 EB Saff NS Stylianopoulos Asymptotics for polynomial zeros beware of predictions

      from plots Comput Methods Funct Theory 8(1ndash2) 385ndash407 (2008)86 EB Saff V Totik Logarithmic Potentials with External Fields Grundlehren der Math-

      ematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol 316(Springer Berlin 1997) Appendix B by Thomas Bloom

      87 M Sakai A moment problem on Jordan domains Proc Am Math Soc 70(1) 35ndash38 (1978)88 M Sakai Null quadrature domains J Anal Math 40 144ndash154 (1982) 198189 M Sakai Quadrature Domains Lecture Notes in Mathematics vol 934 (Springer Berlin

      1982)90 M Sakai Applications of variational inequalities to the existence theorem on quadrature

      domains Trans Am Math Soc 276(1) 267ndash279 (1983)91 M Sakai Solutions to the obstacle problem as Green potentials J Anal Math 44 97ndash116

      (19841985)92 M Sakai Regularity of a boundary having a Schwarz function Acta Math 166(3ndash4) 263ndash

      297 (1991)93 M Sakai Regularity of boundaries of quadrature domains in two dimensions SIAM J Math

      Anal 24(2) 341ndash364 (1993)94 M Sakai Regularity of free boundaries in two dimensions Ann Scuola Norm Sup Pisa Cl

      Sci (4) 20(3) 323ndash339 (1993)

      References 145

      95 TV Savina BYu Sternin VE Shatalov On a minimal element for a family of bodiesproducing the same external gravitational field Appl Anal 84(7) 649ndash668 (2005)

      96 M Schiffer DC Spencer Functionals of Finite Riemann Surfaces (Princeton UniversityPress Princeton NJ 1954)

      97 MD Schwartz Quantum Field Theory and the Standard Model (Cambridge UniversityPress Cambridge 2014)

      98 J Sebastiatildeo e Silva Analytic functions and functional analysis Port Math 9 1ndash130 (1950)99 H Shahgholian Unbounded quadrature domains in Rn n 3 J Anal Math 56 281ndash291

      (1991)100 HS Shapiro Unbounded quadrature domains in Complex Analysis I (College Park MD

      1985ndash86) Lecture Notes in Mathematics vol 1275 (Springer Berlin 1987) pp 287ndash331101 HS Shapiro The Schwarz Function and its Generalization to Higher Dimensions University

      of Arkansas Lecture Notes in the Mathematical Sciences vol 9 (Wiley New York 1992) AWiley-Interscience Publication

      102 T Sjoumldin Mother bodies of algebraic domains in the complex plane Complex Var EllipticEqu 51(4) 357ndash369 (2006)

      103 H Stahl V Totik General orthogonal polynomials volume 43 of Encyclopedia ofMathematics and its Applications Cambridge University Press Cambridge 1992

      104 MH Stone Linear Transformations in Hilbert Space American Mathematical SocietyColloquium Publications vol 15 (American Mathematical Society Providence RI 1990)Reprint of the 1932 original

      105 K Strebel Quadratic Differentials Ergebnisse der Mathematik und ihrer Grenzgebiete (3)[Results in Mathematics and Related Areas (3)] vol 5 (Springer Berlin 1984)

      106 JL Ullman Studies in Faber polynomials I Trans Am Math Soc 94 515ndash528 (1960)107 AN Varchenko PI Etingof Why the Boundary of a Round Drop Becomes a Curve of Order

      Four AMS University Lecture Series 3rd edn (American Mathematical Society ProvidenceRI 1992)

      108 JL Walsh Interpolation and Approximation by Rational Functions in the Complex Domain4th edn American Mathematical Society Colloquium Publications vol XX (AmericanMathematical Society Providence RI 1965)

      109 RO Wells Jr Differential Analysis on Complex Manifolds Prentice-Hall Series in ModernAnalysis (Prentice-Hall Englewood Cliffs NJ 1973)

      110 H Widom Extremal polynomials associated with a system of curves in the complex planeAdv Math 3 127ndash232 (1969)

      111 D Xia Analytic Theory of Subnormal Operators (World Scientific Hackensack NJ 2015)112 DV Yakubovich Real separated algebraic curves quadrature domains Ahlfors type

      functions and operator theory J Funct Anal 236(1) 25ndash58 (2006)113 D Zidarov Inverse Gravimetric Problem in Geoprospecting and Geodesy Developments in

      Solid Earth Geophysics vol 19 (Elsevier Amsterdam 1990)

      Index

      algebraic domain 40analytic continuation 86analytic functional 43analytic model 33 34analytic moment 11analyticity of free boundary 86annihilation and creation

      operators 36annulus 94

      Bergman inner product 33Bergman kernel 119Bergman space 119

      Caley-Hamilton theorem 58canonical line bundle 120carrier (of analytic functional) 43Cauchy kernel 32Cauchy transform 8Cauchy transform (as an operator) 27characteristic polynomial 58Chebyshev polynomial 98Chern class 17Cholesky decomposition 72cohyponormal operator 28 31complex moment 11convex carrier 91counting measure 47 57cross ratio 10

      defect operator 70determinant of an operator 29double Cauchy transform 8dual basis 38 50

      electrostatic skeleton 80ellipse 63 97equilibrium measure 104exponential moment 11exponential transform 7

      Faber polynomial 120Feynman integral 36finite central truncation 57finitely determined domain 40four variable exponential transform 10Fredhom index 130Friedrichs operator 119

      generalized lemniscate 56genus formula 100Gram matrix 26Greenrsquos function 48 105 113

      Hardy space 35harmonic moment 11Hessenberg matrix 52 123hyperfunction 43hyperplane section bundle 17hypocycloid 99hyponormal operator 31 125

      Jacobi matrix 98Jacobi-Toeplitz matrix 53

      lemniscate 103line bundle 16logarithmic potential 78

      copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

      147

      148 Index

      madonna body 80 105minimal carrier 77 82minimal convex carrier 43minimal polynomial 58modified Schwarz potential 89 108 117mother body 44 78

      numerical range 58 70 127

      order of a quadrature domain 41orthogonal polynomial 47

      Padeacute approximation 60partial balayage 79plurisubharmonic function 51positive definite matrix 13preface viiprincipal function 31 130

      quadratic differential 90quadrature domain 40quadrature domain for subharmonic functions

      80quadrature domain in the wide sense 44quantized Faber polynomial 123

      rational multiplicity 128real central truncation 74reproducing kernel 15ridge 105Riemann-Hilbert problem 18Riemann-Hurwitz formula 96 100

      Schottky double 96 120Schurrsquos theorem 13Schwarz function 16Schwarz reflection 113shift operator 27Silva-Koumlthe-Grothendieck duality 37skeleton 78spectral radius 126symbol 121Szegouml limit theorem 131

      three term relation 63Toeplitz matrix 122Toeplitz operator 121trace norm 58trace-class operator 29trace-class perturbation 58

      unilateral shift 54 122

      LECTURE NOTES IN MATHEMATICS 123Editors in Chief J-M Morel B Teissier

      Editorial Policy

      1 Lecture Notes aim to report new developments in all areas of mathematics and theirapplications ndash quickly informally and at a high level Mathematical texts analysing newdevelopments in modelling and numerical simulation are welcome

      Manuscripts should be reasonably self-contained and rounded off Thus they may andoften will present not only results of the author but also related work by other people Theymay be based on specialised lecture courses Furthermore the manuscripts should providesufficient motivation examples and applications This clearly distinguishes Lecture Notesfrom journal articles or technical reports which normally are very concise Articlesintended for a journal but too long to be accepted by most journals usually do not havethis ldquolecture notesrdquo character For similar reasons it is unusual for doctoral theses to beaccepted for the Lecture Notes series though habilitation theses may be appropriate

      2 Besides monographs multi-author manuscripts resulting from SUMMER SCHOOLS orsimilar INTENSIVE COURSES are welcome provided their objective was held to presentan active mathematical topic to an audience at the beginning or intermediate graduate level(a list of participants should be provided)

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      3 Manuscripts should be submitted either online at wwweditorialmanagercomlnm toSpringerrsquos mathematics editorial in Heidelberg or electronically to one of the series edi-tors Authors should be aware that incomplete or insufficiently close-to-final manuscriptsalmost always result in longer refereeing times and nevertheless unclear refereesrsquo rec-ommendations making further refereeing of a final draft necessary The strict minimumamount of material that will be considered should include a detailed outline describingthe planned contents of each chapter a bibliography and several sample chapters Parallelsubmission of a manuscript to another publisher while under consideration for LNM is notacceptable and can lead to rejection

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      forwarded to the LNM Editorial Board this is very helpful If no reports are forwardedor if other questions remain unclear in respect of homogeneity etc the series editors maywish to consult external referees for an overall evaluation of the volume

      5 Manuscripts should in general be submitted in English Final manuscripts should containat least 100 pages of mathematical text and should always include

      ndash a table of contentsndash an informative introduction with adequate motivation and perhaps some historical

      remarks it should be accessible to a reader not intimately familiar with the topictreated

      ndash a subject index as a rule this is genuinely helpful for the readerndash For evaluation purposes manuscripts should be submitted as pdf files

      6 Careful preparation of the manuscripts will help keep production time short besidesensuring satisfactory appearance of the finished book in print and online After accep-tance of the manuscript authors will be asked to prepare the final LaTeX source files(see LaTeX templates online httpswwwspringercomgbauthors-editorsbook-authors-editorsmanuscriptpreparation5636) plus the corresponding pdf- or zipped ps-file TheLaTeX source files are essential for producing the full-text online version of the booksee httplinkspringercombookseries304 for the existing online volumes of LNM) Thetechnical production of a Lecture Notes volume takes approximately 12 weeks Additionalinstructions if necessary are available on request from lnmspringercom

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      AddressesProfessor Jean-Michel Morel CMLA Eacutecole Normale Supeacuterieure de Cachan FranceE-mail moreljeanmichelgmailcom

      Professor Bernard Teissier Equipe Geacuteomeacutetrie et DynamiqueInstitut de Matheacutematiques de Jussieu ndash Paris Rive Gauche Paris FranceE-mail bernardteissierimj-prgfr

      Springer Ute McCrory Mathematics Heidelberg GermanyE-mail lnmspringercom

      • Preface
      • Contents
      • 1 Introduction
      • 2 The Exponential Transform
        • 21 Basic Definitions
        • 22 Moments
        • 23 Positive Definiteness Properties
        • 24 The Exponential Transform as a Section of a Line Bundle
        • 25 A Riemann-Hilbert Problem
          • 3 Hilbert Space Factorization
            • 31 Definitions and Generalities
            • 32 Restrictions and Extensions
            • 33 Linear Operators on H(Ω)
            • 34 A Functional Model for Hyponormal Operators
            • 35 Summary in Abstract Setting
            • 36 The Analytic Subspace Ha(Ω)
            • 37 The Analytic Model
            • 38 A Formal Comparison to Quantum Field Theory
            • 39 Silva-Koumlthe-Grothendieck Duality
            • 310 Quadrature Domains
            • 311 Analytic Functionals
              • 4 Exponential Orthogonal Polynomials
                • 41 Orthogonal Expansions
                • 42 Zeros of Orthogonal Polynomials
                • 43 The Hessenberg Matrices
                • 44 The Matrix Model of Quadrature Domains
                  • 5 Finite Central Truncations of Linear Operators
                    • 51 Trace Class Perturbations
                    • 52 Padeacute Approximation Scheme
                    • 53 Three Term Relation for the Orthogonal Polynomials
                    • 54 Disjoint Unions of Domains
                    • 55 Perturbations of Finite Truncations
                    • 56 Real Central Truncations
                      • 6 Mother Bodies
                        • 61 General
                        • 62 Some General Properties of Mother Bodies
                        • 63 Reduction of Inner Product to Mother Body
                        • 64 Regularity of Some Free Boundaries
                        • 65 Procedures for Finding Mother Bodies
                          • 7 Examples
                            • 71 The Unit Disk
                            • 72 The Annulus
                            • 73 Complements of Unbounded Quadrature Domains
                              • 731 The Ellipse
                              • 732 The Hypocycloid
                                • 74 Lemniscates
                                • 75 Polygons
                                  • 751 Computation of Mother Body
                                  • 752 Numerical Experiments
                                    • 76 The Half-Disk and Disk with a Sector Removed
                                      • 761 Computation of Mother Body
                                      • 762 Numerical Experiment
                                        • 77 Domain Bounded by Two Circular Arcs
                                          • 771 Numerical Experiment
                                            • 78 External Disk
                                              • 781 Numerical Experiment Ellipse Plus Disk
                                              • 782 Numerical Experiment Pentagon Plus Disk
                                                • 79 Abelian Domains
                                                • 710 Disjoint Union of a Hexagon and a Hypocycloid
                                                  • 7101 Numerical Experiment
                                                    • 711 A Square with a Disk Removed
                                                      • 7111 Numerical Experiment
                                                          • 8 Comparison with Classical Function Spaces
                                                            • 81 Bergman Space
                                                            • 82 Faber Polynomials
                                                              • A Hyponormal Operators
                                                              • Historical Notes
                                                              • Glossary
                                                              • References
                                                              • Index

        BjRorn Gustafsson bull Mihai Putinar

        Hyponormal Quantizationof Planar DomainsExponential Transform in Dimension Two

        123

        BjRorn GustafssonDepartment of MathematicsKTH Royal Institute of TechnologyStockholm Sweden

        Mihai PutinarMathematics DepartmentUniversity of CaliforniaSanta Barbara CA USA

        School of Mathematics Statisticsand Physics

        Newcastle UniversityUK

        ISSN 0075-8434 ISSN 1617-9692 (electronic)Lecture Notes in MathematicsISBN 978-3-319-65809-4 ISBN 978-3-319-65810-0 (eBook)DOI 101007978-3-319-65810-0

        Library of Congress Control Number 2017952198

        Mathematics Subject Classification (2010) Primary 47B20 Secondary 30C15 31A25 35Q15 44A60

        copy Springer International Publishing AG 2017This work is subject to copyright All rights are reserved by the Publisher whether the whole or part ofthe material is concerned specifically the rights of translation reprinting reuse of illustrations recitationbroadcasting reproduction on microfilms or in any other physical way and transmission or informationstorage and retrieval electronic adaptation computer software or by similar or dissimilar methodologynow known or hereafter developedThe use of general descriptive names registered names trademarks service marks etc in this publicationdoes not imply even in the absence of a specific statement that such names are exempt from the relevantprotective laws and regulations and therefore free for general useThe publisher the authors and the editors are safe to assume that the advice and information in this bookare believed to be true and accurate at the date of publication Neither the publisher nor the authors orthe editors give a warranty express or implied with respect to the material contained herein or for anyerrors or omissions that may have been made The publisher remains neutral with regard to jurisdictionalclaims in published maps and institutional affiliations

        Printed on acid-free paper

        This Springer imprint is published by Springer NatureThe registered company is Springer International Publishing AGThe registered company address is Gewerbestrasse 11 6330 Cham Switzerland

        Dedicated to Harold S Shapiro on theoccasion of his 90th birthday

        Preface

        A physicist a mathematician and a computer engineer look at a simple drawingThe physicist immediately sees it as the shape of a melting material with fjordsin formation with instability and bifurcations in the dynamics of the shrinkingshape The mathematician recognizes a real algebraic curve lying on a Riemannsurface belonging to a family of deformations with singularities cusps and causticsin its fibres The engineer happily decodes the picture in the frequency domainidentifying encrypted messages ready to be processed simplified and tuned Thepresent lecture notes touch such topics remaining however on the mathematicalside of the mirror

        During the last two decades the authors of this essay have contemplated variousaspects of quadrature domains a class of basic semi-algebraic sets in the complexplane As more and more intricate correspondences between potential theory fluidmechanics and operator theory were unveiled on this ground a need of unifyingvarious approximation schemes emerged This is the broad mathematical theme ofthese notes

        Having the advanced understanding of the asymptotics of complex orthogonalpolynomials or of finite central truncations of Toeplitz matrices as a solid basisof comparison we propose a novel approximation scheme for two-dimensional(shaded) domains bearing similarities and dissonances to the classical results Ournumerical experiments point out to yet another skeleton different than already stud-ied potential theoretic bodies The quantization of a shaded domain by a hyponormaloperator with rank-one self-commutator is opening a new perspective to Hilbertspace methods in the analysis of planar shapes Performing the approximation onan exotic space which is not a Lebesgue space associated with a canonical positivemeasure is both intriguing and challenging We stress that in these notes we do nottreat classical orthogonal polynomials in the complex domain such as those derivedfrom weighted Bergman or Hardy spaces

        A warning to the reader these are merely lectures notes demarcating a new andmostly uncharted territory Our aim is to open a new vista on the mathematicalaspects (analysis geometry approximation encoding) of 2D shapes carrying adegree of grey function The notes contain a good proportion of original results

        vii

        viii Preface

        or at least a novel arrangement of prior facts proved over two decades by the twoauthors Of course much remains to be done on both theoretical and numerical sidessome pertinent open questions are raised throughout the text

        During the rather long gestation of these notes we have benefited from thecontinuous support of our friend and old-time collaborator Nikos Stylianopoulos ofthe University of Cyprus at Nicosia He has produced with unmatched professionalskill the numerical experiments and many illustrations embedded into the text Weare grateful to him for his unconditional assistance We also thank the anonymousreferees for their criticism and encouragement

        Our collaborative work could not have been completed without the generous sup-port of several institutions The Royal Institute of Technology of Sweden Universityof California at Santa Barbara University of Cyprus Newcastle University (UK)and Nanyang Technological University of Singapore

        Stockholm Sweden Bjoumlrn GustafssonSanta Barbara CA USA Mihai PutinarJune 22 2017

        Contents

        1 Introduction 1

        2 The Exponential Transform 721 Basic Definitions 722 Moments 1123 Positive Definiteness Properties 1324 The Exponential Transform as a Section of a Line Bundle 1625 A Riemann-Hilbert Problem 18

        3 Hilbert Space Factorization 2331 Definitions and Generalities 2332 Restrictions and Extensions 2633 Linear Operators on H ˝ 2734 A Functional Model for Hyponormal Operators 3035 Summary in Abstract Setting 3136 The Analytic Subspace Ha˝ 3237 The Analytic Model 3438 A Formal Comparison to Quantum Field Theory 3539 Silva-Koumlthe-Grothendieck Duality 37310 Quadrature Domains 40311 Analytic Functionals 43

        4 Exponential Orthogonal Polynomials 4741 Orthogonal Expansions 4742 Zeros of Orthogonal Polynomials 5043 The Hessenberg Matrices 5244 The Matrix Model of Quadrature Domains 54

        5 Finite Central Truncations of Linear Operators 5751 Trace Class Perturbations 5752 Padeacute Approximation Scheme 6053 Three Term Relation for the Orthogonal Polynomials 6354 Disjoint Unions of Domains 66

        ix

        x Contents

        55 Perturbations of Finite Truncations 6856 Real Central Truncations 74

        6 Mother Bodies 7761 General 7762 Some General Properties of Mother Bodies 8163 Reduction of Inner Product to Mother Body 8464 Regularity of Some Free Boundaries 8665 Procedures for Finding Mother Bodies 89

        7 Examples 9371 The Unit Disk 9372 The Annulus 9473 Complements of Unbounded Quadrature Domains 95

        731 The Ellipse 97732 The Hypocycloid 99

        74 Lemniscates 10375 Polygons 105

        751 Computation of Mother Body 105752 Numerical Experiments 105

        76 The Half-Disk and Disk with a Sector Removed 108761 Computation of Mother Body 108762 Numerical Experiment 110

        77 Domain Bounded by Two Circular Arcs 111771 Numerical Experiment 112

        78 External Disk 112781 Numerical Experiment Ellipse Plus Disk 113782 Numerical Experiment Pentagon Plus Disk 113

        79 Abelian Domains 115710 Disjoint Union of a Hexagon and a Hypocycloid 116

        7101 Numerical Experiment 116711 A Square with a Disk Removed 117

        7111 Numerical Experiment 117

        8 Comparison with Classical Function Spaces 11981 Bergman Space 11982 Faber Polynomials 120

        A Hyponormal Operators 125

        Historical Notes 135

        Glossary 139

        References 141

        Index 147

        Chapter 1Introduction

        Abstract This chapter offers an overview of the main interlacing themes withemphasis on historical development and identification of the original sources

        When looking at a picture through a mathematical lens several intrinsic innerskeletons pop up They are sometimes called in a suggestive and colorful way theldquomother bodyrdquo or ldquomadonna bodyrdquo or ldquothe ridgerdquo or ldquocausticrdquo of the originalpicture Geometric or analytic features characterize these skeletons but in generalthey remain very shy displaying their shapes and qualitative features only afterchallenging technical obstacles are resolved For example the natural skeleton of adisk is its center the interval between the foci of an ellipse stands out as a canonicalridge For reasons to be discussed in these notes the internal bisector segments in atriangle form its ldquomother bodyrdquo Disagreement starts with a sector of a disk wherethe ldquobodiesrdquo (maternal madonna type or the one proposed below) are different Inthe scenario outlined in these notes a disjoint union of disks has their centers as anatural skeleton

        We start with the relevant question for nowadays visual civilization how totreat mathematically a two dimensional colored picture There are various ways ofencoding an image carrying various degrees of color A common approach havingthe geometric tomographic data as a source is to arrange them into a string ofcomplex numbers called moments

        Mk` DZC

        zkz`gzdAz 0 k ` lt N

        Above z 2 C is the complex variable dA is Lebesgue measure in C g 2 L1Cis a function of compact support and range into Œ0 1 (the shade function) and Ncan be infinity The ideal scenario of possessing complete information (ie N D1) permits a full reconstruction of the shaded image usually relying on stablealgorithms derived from integral operators inversion (Radon Fourier or Laplacetransforms) We do not touch in the present text such reconstruction methods

        Assume the more realistic scenario that we know only finitely many momentsthat is N lt 1 The first observation going back to the early works of Mark Kreinis that working in a prescribed window that is replacing above dA by the Lebesguemeasure supported by a compact set K C one can exactly recover the shade func-

        copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_1

        1

        2 1 Introduction

        tion g from moments Mk`N1k`D0 if and only if g has only values 0 and 1 and is the

        characteristic function of a subset of K described by a single polynomial inequality

        g D KS S D fz 2 CI pz z gt 0g

        Moreover the degree of the defining polynomial p is in this case less than N in zand in z For details see for instance [67] Thus there is no surprise that basic semi-algebraic sets pop-up when dealing with finitely many moments of a shade function

        The moment matrix Mk`N1k`D0 is obviously positive-semidefinite but it fulfills

        more subtle positivity constraints A classical way of understanding the latter is tointerpret the moment data in a Hilbert space context and possibly to isolate the ldquofreehidden parametersrdquo from the correlated entries Mk` This was the royal way in onevariable proposed and developed by the founders of Functional Analysis startingwith F Riesz M Riesz M Krein M Stone J von Neumann Following themseveral generations of mathematicians statisticians and engineers refined this classof inverse problems The monographs [3 83 104] stand aside for clarity and depthas the basic references for these topics

        When speaking about Hilbert space operators the word ldquoquantizationrdquo popsup as these infinite dimensional objects quantize their observable and geometrictangible spectra A variety of possible Hilbert space quantizations are in use todaythe standard Fock space representation of creation and annihilation operators thepseudo differential calculus in Euclidean space Toeplitz algebras Hankel operatorsto name only a few The present notes are not an exception with one distinctive markto make from the very beginning

        We quantize shaded images in two dimensions by linear and bounded Hilbertspace operators T 2 L H subject to the commutation relation

        ŒTT D ˝

        where ˝ is a non-negative rank-one operator The departure from the canonicalcommutation relation ŒTT D I is notable as we allow T to be bounded Theirreducible part of T containing the vector in its range is classified by the principalfunction g 2 L1C 0 g 1 ae the link between the two being offered by aremarkable determinantal formula discovered half a century ago by Pincus [76]

        detT zT wT z1T w1 D

        detŒI ˝ T z1T w1 D

        1 hT w1 T z1i D

        expΠ1

        ZC

        gdA

        z N Nw jzj jwj gt kTk

        1 Introduction 3

        Incidentally the additive analog of the above multiplicative representation knowntoday as Helton-Howe trace formula [58]

        traceŒpTT qTT D 1

        ZC

        J p qgdA p q 2 CŒz z

        where J stands for the Jacobian of the two polynomials was the source ofA Connesrsquo cyclic cohomology theory [15]

        Our mathematical journey starts here The exponential transform

        Egzw D expΠ1

        ZC

        gdA

        z N Nw

        of a compactly supported shade function can be defined for all values of zw 2C C It serves as a polarized potential (indeed a Riesz potential renormalized andevaluated at a critical exponent) its function theoretic properties provide amongother things an elegant treatment of the truncated moment problem alluded to aboveand an insight into the announced skeleton topics We soon depart from grey shadesand focus only on black and white photos that is we consider E˝zw in the specialcase of g D ˝ with ˝ a bounded open subset of C

        First are the positivity properties of E˝ The kernel 1E˝zw is positive semi-definite on C C and its spectral factorization hT w1 T z1i defineswithout ambiguity the ldquoquantizedrdquo entity the irreducible hyponormal operator Twith rank-one self-commutator having g D ˝ as principal function Already thissingles out the localized resolvent T z1 which is defined without ambiguityeven across the spectrum of T Moreover the germ at infinity of the pointwiseinverse diagonalizes T instead

        1

        E˝zwD 1C hT z1 T w1i jzj jwj gt kTk

        The experts will recognize here a very special feature not present in the case ofother natural ldquoquantizationsrdquo of˝ as the multiplication by the complex variable onBergman or Hardy-Smirnov space

        The spectral picture of the operator T associated as above to the open set˝ is very simple the spectrum coincides with the closure of ˝ the essentialspectrum is the boundary of ˝ (assuming no slits) and the Fredholm index atevery 2 ˝ is precisely equal to one Moreover in this case T is injectiveand dim kerT D 1 It is precisely the fact that T has many eigenvectorswhich makes the exponential transform viewed as a potential of the uniform masssupported on˝ more appropriate for inverse balayage In this direction we mentionthat the resolvent of T localized at the vector extends analytically across ˝as far as the Cauchy transform of ˝ extends When combined with the explicitfactorization of 1 E˝ in terms of this resolvent one obtains a novel proof ofSakairsquos regularity of free boundaries [36]

        4 1 Introduction

        Geometrically for analytic boundaries ˝ the kernel E˝zw can be intrinsi-cally defined as a solution of a Riemann-Hilbert factorization problem connectingE˝ to its canonical Schwarz reflections in each variable The relationship betweenthe exponential transform and Schwarz function Sz D z z 2 ˝ performing thereflection z 7 Sz in the boundary of ˝ is rather deep For instance the case ofquadrature domains that is when Sz is a meromorphic function in ˝ is detectedand characterized by the rationality of the exponential transform

        E˝zw D Qzw

        PzPw Q 2 CŒz z P 2 CŒz

        In addition the quantized object adds a convenient matrix degeneracy to the picture˝ is a quadrature domain if and only if the linear span H1 of the vectors Tk k 0 is finite dimensional In this case the denominator Pz entering in polarized formin the denominator of E˝zw is the minimal polynomial of TjH1

        Addingto these observation the remarkable fact that sequences of quadrature domainsapproximate in Hausdorff metric every planar domain we gain a precious insightinto a dense non-generic class yet finitely determined algebraicmatricial objectscentral for our study The topics of quadrature domains has reached maturity havingquite a few ramifications to fluid mechanics potential theory integrable systemsand statistical mechanics The collection of articles [19] offers an informative andaccessible panorama of the theory of quadrature domains

        The approximation scheme we pursue in the present notes is a Galerkin methodalong Krylov subspaces of the hyponormal operator T associated to a planar domainor shade function g Specifically one starts with the non-decreasing sequence offinite dimensional subspaces Hn D spanfTk W 0 k lt ng The compression Tn ofT to Hn has its spectrum identical to the zero set of the orthogonal polynomial pn ofdegree n derived from the inner product

        p q WD h pT qTi p q 2 CŒz

        Equivalently we can invoke a Padeacute approximation scheme applied to the exponen-tial transform which identifies in a remarkable algebraic identity these objects as aformal series at infinity

        E˝zw D 1 hTn w1 T

        n z1i C Rnzw

        with the residual series Rnzw involving only monomials zk1w`1 in the rangek ` D NN or maxk ` gt N There is no surprise that the denominator of therational approximate is precisely pnzpnw while the numerator is a rather specialpolynomial a weighted sum of hermitian squares of the form

        pnzpnwn1XjD0

        qjzqjw

        1 Introduction 5

        with deg qj D j for all j in the range 0 j lt n The algebraic curve given byequation jpnzj2 D Pn1

        jD0 jqjzj2 is called a generalized lemniscate and carriesa distinctive (real) geometry The cluster set of the spectra of the finite centraltruncations Tn make up a certain ldquoquantized ridgerdquo The approximation scheme isstationary that is Hn D HN n N for some positive integer N if and only if g isthe characteristic function of a quadrature domain

        The comparison with well studied similar approximation procedures eitherrelated to complex orthogonal polynomials Padeacute approximation in several vari-ables random matrix theory or finite central truncations of structured infinitematrices is in order In contrast to these frameworks in our case the inner productis not derived from a Lebesgue space hence the well established techniques ofpotential theory prevalent in the quasi-totality of orthogonal polynomial studiesare not available A welcome substitute is provided by the theory of hyponormaloperators which implies for instance that the zeros of the orthogonal polynomialspn are contained in the convex hull of the support of the shade function g Alsowe can prove by Hilbert space methods a rigidity result stating that the orthogonalpolynomials pn satisfy a three term relation if and only if g is the characteristicfunction of an ellipse

        In the present work we focus on bounded planar sets ˝ with real algebraicboundary In this case the exponential transform and its analytic continuation fromthe exterior region provides a canonical defining function of the boundary

        ˝ D fz 2 C E˝z z D 0g

        Moreover the rate of decay of E˝z z towards smooth parts of the boundary isasymptotically equivalent to distz ˝ qualifying the exponential transform asthe correct potential to invoke in image reconstruction The reconstruction algorithmwas already exposed in [49] and is not reproduced in the present notes The analyticextension properties of the localized resolvent T z1 and hence of theexponential transform is driven by the analytic continuation of the Schwarz functionof the boundary As a consequence the quantized ridge tends to lie deep inside theoriginal set ˝ A good third of our essay is devoted to a dozen of examples andnumerical experiments supporting such a behavior On the theoretical side we provea striking departure from the theory of complex orthogonal polynomials in Bergmanor Hardy-Smirnov spaces the quantized skeleton does not ldquoseerdquo external disks (ormore general external quadrature domains) The Glossary at the end of these notescontains a list of standard and ad-hoc notations

        Chapter 2The Exponential Transform

        Abstract The basic definitions of the exponential transform E˝zw of a planardomain ˝ C and various functions derived from it are recorded in this chapterThe exponential moments having the exponential transform as the generatingfunction are introduced In addition several positivity properties of the exponentialtransform are established Finally it is shown that the exponential transform asa function of z with w kept fixed can be characterized as being (part of) theunique holomorphic section of a certain line bundle over the Riemann sphere takinga prescribed value at infinity or alternatively as being the unique solution of acorresponding Riemann-Hilbert problem

        21 Basic Definitions

        Definition and many elementary properties of the exponential transform are listedin [36] We recall some of them here

        Definition 21 The exponential transform of a function g 2 L1C 0 g 1 isthe function defined at every point zw 2 C C by

        Egzw D exp Π1

        ZC

        g dA

        z N Nw (21)

        We shall almost exclusively work with the case that g is the characteristic functionof a bounded open set ˝ C and then we write E˝zw in place of E˝ zw Ifthe set ˝ is obvious from the context we may delete it from notation The singularintegral in the above definition may diverge for certain points on the diagonalz D w D a in this case we take Ega a D 0 by convention We note that thisregularization turns Eg into a separately continuous function on the whole C C

        The exponential transform E˝zw is analytic in z anti-analytic in w when thesevariables belong to the complement of ˝ henceforth denoted˝e whereas in otherparts of space it has a mixed behavior We shall sometimes denote the exterior partof the exponential transform as well as possible analytic continuations of it across˝ by Fzw

        Fzw D Ezw z 2 ˝e w 2 ˝e (22)

        copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_2

        7

        8 2 The Exponential Transform

        In the remaining parts of CC the following functions are analytic (more preciselyanalytic in z anti-analytic in w)

        Gzw D Ezw

        Nz D Ezw

        Nz Nw z 2 ˝ w 2 ˝e (23)

        Gzw D Ezw

        wD Ezw

        z w z 2 ˝e w 2 ˝ (24)

        Hzw D 2Ezw

        NzwD Ezw

        z wNz Nw z 2 ˝ w 2 ˝ (25)

        Note that Gzw D Gw z The same letters F G G H will be used for theanalytic continuations of these functions across ˝ when such continuations existThis occurs whenever ˝ consists of smooth real analytic curves

        The behavior at infinity is

        Ezw D 1 j˝jz Nw C Ojzj C jwj3 jzj jwj 1 (26)

        Ezw D 1 C˝z

        Nw C Ojwj2 jwj 1 (27)

        Here

        C˝z D 1

        dA

        zD 1

        2i

        d

        z^ d N (28)

        is the Cauchy transform of the characteristic function of ˝ Note that the expo-nential transform Ezw simply is the exponential of the double Cauchy transform

        C˝zw D 1

        2i

        d

        z^ d N

        N Nw (29)

        This is a locally integrable function on C C despite C˝z z D 1 for z D w 2˝ (and for most points with z D w 2 ˝) For more general functions g than thecharacteristic function of an open set we write the Cauchy transform as

        Cgz D 1

        Zg dA

        z

        It satisfies Cg=Nz D g in the sense of distributions and this property was used forthe second equalities in (23)ndash(25) (the first equalities there are just definitions)

        Taking distributional derivatives of C˝zw gives at least under some lightregularity assumption on ˝

        2C˝zw

        NzwD ız w˝z˝w zw 2 C (210)

        21 Basic Definitions 9

        and similarly

        2

        Nzw1 E˝zw D

        (H˝zw zw 2 ˝ ˝0 zw hellip ˝ ˝ (211)

        By combining this with the asymptotic behavior (26) one can represent 1 Ezwas a double Cauchy integral

        1 Ezw D 1

        2

        Hu vdAu

        u z

        dAv

        Nv Nw zw 2 C (212)

        The Cauchy and exponential transforms can also be written as boundary integralsin various ways For example the exterior and interior functions Fzw andHzw respectively can be expressed by the same formula

        exp Π1

        i

        log j wj d

        z D

        (Fzw zw 2 ˝e

        Hzw zw 2 ˝

        The proof is straight-forward A further remark is that the double Cauchy transformcan be viewed as a Dirichlet integral specifically its real part can be written as

        Re C˝zw D 1

        2

        d log j zj ^ d log j wj

        where the star is the Hodge star (dx D dy dy D dx) This gives an interpretationto the modulus of the exponential transform in terms of a mutual energy for ˝provided with uniform charge distribution

        Example 21 For the disk ˝ D DaR the analytic pieces of the exponentialtransform are

        Fzw D 1 R2

        z a Nw Na zw 2 DaRe DaRe

        Gzw D 1

        Nw Na zw 2 DaR DaRe

        Gzw D 1

        z a zw 2 DaRe DaR

        Hzw D 1

        R2 z a Nw Na zw 2 DaR DaR

        Clearly the functions F G G here admit analytic continuations so that the variablewhich is in DaRe extends its range to all of C n fag

        10 2 The Exponential Transform

        For later use we record the following formula an immediate consequence of thedefinition of Ezw and (25) if ˝1 ˝2 then

        H˝1zwE˝2n˝1zw D H˝2zw for zw 2 ˝1 (213)

        Combining with Example 21 we see that Hzw is essentially one over theexponential transform of the exterior domain In fact applying (213) to theinclusion˝ D0R for R sufficiently large gives

        H˝zw D 1

        R2 z NwED0Rn˝zw (214)

        Occasionally we shall need also the four variable exponential transform definedfor any open set ˝ in the Riemann sphere P D C [ f1g by

        E˝zwI a b D exp Œ1

        2i

        d

        z d

        a ^ d N

        N Nw d NN Nb

        D exp ŒC˝zwI a b D E˝zwE˝a b

        E˝z bE˝aw (215)

        Here

        C˝zwI a b D 1

        2i

        d

        z d

        a ^ d N

        N Nw d NN Nb

        Thus the two variable transform is recovered as Ezw D EzwI 11 Thefour variable transform behaves well under complementation and under Moumlbiustransformations Indeed denoting by z W a W w W b the classical cross ratio (see[2]) we have

        Lemma 21 For any open set ˝ P

        E˝zwI a bEPn˝zwI a b D EPzwI a b

        where

        EPzwI a b D jz W a W w W bj2 D ˇ z wa b

        z ba w

        ˇ2

        And for any Moumlbius map f we have

        Ef ˝ f z f wI f a f b D E˝zwI a b (216)

        Similarly for C˝zwI a b

        22 Moments 11

        Proof The first statement is obvious from the definition (215) To establish therelationship to the cross ratio one may use that the two variable exponentialtransform for a large disk D0R is (inside the disk)

        ED0Rzw D jz wj2R2 z Nw zw 2 D0R

        as is obtained from (25) together with Example 21 then insert this into (215) andfinally let R 1

        To prove (216) one just makes the obvious variable transformation in theintegral Then the required invariance follows from the identity

        f 0df f z

        f 0df f a

        D d

        z d

        a

        which is a consequence of both members being Abelian differentials on P withexactly the same poles (of order one) and residues

        The properties described in Lemma 21 indicate that the four variable exponentialtransform is a natural object to consider The two variable transform behaves in amore complicated way under Moumlbius maps And under other conformal maps thanMoumlbius maps there seems to be no good behavior for any version of the exponentialtransform

        22 Moments

        The following sets of moments will enter our discussions

        bull The complex moments

        Mkj D 1

        zkNzjdAz D zk zjL2˝

        (k j 0) make up the Gram matrix leading to the Bergman orthogonalpolynomials on˝

        bull The harmonic (or analytic) moments are

        Mk D Mk0 D 1

        zkdAz

        bull The exponential moments Bkj (sometimes to be denoted bkj) are defined by

        Xkj0

        Bkj

        zkC1 NwjC1 D 1 exp ŒXkj0

        Mkj

        zkC1 NwjC1 (217)

        12 2 The Exponential Transform

        and they make up the Gram matrix for what we will call exponential orthogonalpolynomials In Chap 3 we shall introduce an inner product h i D h iH ˝

        such that Bkj D hzk zji It is easy to see that Bk0 D Mk0 D Mk for all k 0

        Computation of the exponential moments for 0 k j N requires onlyknowledge of the complex moments for the same set of indices However for this towork out in a numerically efficient way it is necessary to use a recursive procedureThe following effective procedure was suggested to us by Roger Barnard

        Write (217) briefly at the level of formal power series

        B D 1 expM

        where

        B DXkj0

        Bkj

        zkC1 NwjC1 M DXkj0

        Mkj

        zkC1 NwjC1

        Then

        M

        z B

        zD B

        M

        z

        and inserting the power series and equating the coefficients for 1=zkC2 NwjC1 gives therecursion formula

        k C 1Mkj Bkj DXpq

        p C 1MpqBkp1jq1 k j 0

        where the sum ranges over 0 p lt k 0 q lt j This gives Bkj efficiently fromMpq with 0 p k 0 q j and the previously computed Bpq with 0 p lt k0 q lt j

        Note that B above is simply the power series expansion of 1 Ezw at infinityand M is similarly the power series of (minus) the double Cauchy transform (29)In summary the generating functions for the moments are

        1 E˝zw DXkj0

        Bkj

        zkC1 NwjC1

        C˝zw DXkj0

        Mkj

        zkC1 NwjC1

        C˝z DXk0

        Mk

        zkC1 DXk0

        Bk0

        zkC1

        23 Positive Definiteness Properties 13

        23 Positive Definiteness Properties

        As is known from the theory of hyponormal operators see [74] and is proveddirectly in [39] the exponential transform enjoys a number of positivity propertiesWe recall them here in slightly extended forms and with sketches of proofs

        Lemma 22 For arbitrary finite sequences of triples zk ak k 2 P P C wehave

        Xkj

        C˝zk zjI ak ajkNj 0 (218)

        with C1 as an allowed value for the left member If the sets fzkg and fakg aredisjoint and no repetitions occur among the zk then we have strict inequality gt 0unless all the k are zero

        Assuming that the left member in (218) is finite we also have

        Xkj

        kNj

        E˝zk zjI ak aj 0

        with the same remark as above on strict inequality

        Proof We have

        Xkj

        C˝zk zjI ak ajkj D 1

        Xkj

        k

        zk k

        ak

        j

        N Nzj

        j

        N Naj

        dA

        D 1

        jX

        k

        k

        zk k

        akj2 dA 0

        which proves (218) The statement about strict inequality also follows immediatelyAs a consequence of Schurrsquos theorem the exponential of a positive semidefinite

        matrix is again positive semidefinite (see [18] for example) Therefore

        Xkj

        kNj

        E˝zk zjI ak ajDXkj

        exp ŒC˝zk zjI ak ajkj 0

        under the stated assumptionsFrom the above we conclude the following for the two variable transforms

        Lemma 23 For any bounded open set ˝ C the following hold

        (i) C˝zw is positive definite for zw 2 ˝e(ii) 1

        Ezw is positive definite for zw 2 ˝e

        14 2 The Exponential Transform

        (iii) Hzw is positive definite for zw 2 ˝(iv) 1 Ezw is positive semidefinite for zw 2 C(v) 1

        Ezw 1 is positive semidefinite for zw 2 ˝e

        Proof i and ii follow immediately from the previous lemma by choosing ak D1 for all k To prove iii we choose some R gt 0 such that ˝ D0R anduse (214) Here the factor

        1

        R2 z Nw D1X

        kD0

        zk Nwk

        R2kC2 jzj jwj lt R

        is clearly positive definite while the other factor 1=ED0Rn˝zw is positivesemidefinite by ii Hence iii follows on using Schurrsquos theorem Next iv followsfrom iii by means of the representation (212) and v follows from ii and ivtogether with Schurrsquos theorem

        Remark 21 Whenever one has a positive definite function like Hzw in iii ofthe lemma then one can define a Hilbert space either by using it directly to definean inner product or by using it as a reproducing kernel These two methods canactually be identified via the linear map having Hzw as an integral kernel

        Since much of the text will be based on these ideas we explain here theunderlying philosophy using sums instead of integrals for simplicity of expositionLet the kernel in general be Kzw analytic in z anti-analytic in w Then oneHilbert space is generated by finite sums

        Pj ˛jızj with the inner product is defined

        by

        hX

        j

        ˛jızj X

        k

        ˇkıwk i DXjk

        ˛jKzjwk Nk

        In the case Kzw D Hzw this will be our main Hilbert space to be denotedH ˝

        This Hilbert space is thus generated by singular objects (Dirac distributions) andcan be rather strange However as Kzw is a quite regular function a much nicerHilbert space consisting of anti-analytic functions is obtained via the identificationmap (one-to-one by the assumed positive definiteness)

        Xj

        ˛jızj 7X

        j

        ˛jKzj

        for which the same inner product is kept ie

        hX

        j

        ˛jKzj X

        k

        ˇkKwk iRK DXjk

        ˛jKzjwk Nk

        23 Positive Definiteness Properties 15

        We have indexed the inner product by RK because the space now becomes areproducing kernel Hilbert space with in fact Kzw as the reproducing kernelsetting ˚ D P

        j ˛jKzj and letting the second factor be just Kw we have

        h˚Kw iRK D hX

        j

        ˛jKzj Kw iRK

        DX

        j

        ˛jKzjw D ˚w

        The above will be applied for the choice iii in Lemma 23 Kzw D HzwBut also the other choices in the lemma are interesting in particular for spacesof analytic functions i is related to the ordinary Bergman space see (327) iiand v give an inner product considered by Pincus-Xia-Xia [77] see (329) andSect 37 while iv gives the same as iii but with the inner product written in adifferent way see (328) and also (33)

        Next we specialize to comparison with disks and half-planes

        Lemma 24 Some specific positivity assertions are

        (i) If ˝ D0R then R2 z NwH˝zw is positive definite for zw 2 ˝ (ii) If ˝ D0 r D then 1 r2

        z Nw H˝zw is positive definite for zw 2 ˝ (iii) Assume that ˝ D where D is an open half-plane let a 2 D and let b D a

        be the reflected point with respect to D Then

        1 z a

        z b

        Nw NaNw Nb H˝zw zw 2 ˝

        is positive definite

        Proof For i we use that (by (213) and ii in Lemma 23)

        1

        HD0Rzw H˝zw D 1

        ED0Rn˝zw

        is positive definite for zw 2 ˝ and then insert HD0R D 1R2z Nw (see Example 21)

        For ii we similarly use that

        H˝zwED0rzw D H˝[D0rzw

        is positive definite for zw 2 ˝ and insert ED0r D 1 r2

        z Nw Finally for iii we use the formula (216) for how the four variable exponential

        transform changes under a Moumlbius map f We take this to be

        f D a

        b (219)

        16 2 The Exponential Transform

        which maps the half plane D onto the unit disk in particular f ˝ D Using that

        H˝zw D E˝zw

        jz wj2 D E˝zwI b bE˝z bE˝bw

        jz wj2 E˝b b

        by (25) (215) we then obtain

        1 z a

        z b

        Nw NaNw Nb H˝zw

        D 1 f zf w Ef ˝ f z f wI f b f b

        jf z f wj2 ˇ f z f w

        z w

        ˇ2 E˝z bE˝bw

        E˝b b

        D 1 f zf w Hf ˝ f z f w ja bj2E˝z bE˝bwjz bj2jw bj2E˝b b

        Here the last factor (the quotient) is of the form czw with c gt 0 hence ispositive definite and also the first factor is positive definite because it equals

        Hf ˝ f z f w

        HD f z f wD 1

        EDnf ˝ f z f w

        Thus part iii of the lemma follows

        24 The Exponential Transform as a Section of a Line Bundle

        In this section we assume that ˝ is fully real analytic with Schwarz function (see[16 101]) denoted Sz Thus Sz is analytic in a neighborhood of ˝ and satisfies

        Sz D Nz z 2 ˝ (220)

        The functions F G G H defined in terms of E by (22)ndash(25) are analyticin their domains of definition have analytic continuations across the boundariesand satisfy certain matching conditions on these boundaries Taking the analyticcontinuations into account the domains of definition cover all of P P and thematching conditions can be formulated as transition formulas defining holomorphicsections of certain line bundles These sections will then be uniquely determined bytheir behaviors at infinity This gives a new way of characterizing the exponentialtransform In an alternative and essentially equivalent language the exponentialtransform can be viewed as the unique solution of a certain Riemann-Hilbertproblem Below we shall make the above statements precise

        24 The Exponential Transform as a Section of a Line Bundle 17

        Let w 2 ˝e be fixed Then by the definitions (22) (23) (220) of F G and S

        GzwSz Nw D Fzw (221)

        for z 2 ˝ Here Gzw remains analytic as a function of z in some neighborhoodof ˝ say in U ˝ and Fzw similarly remains analytic for z in say V ˝cWith U V chosen appropriately Sz is analytic in U V and (221) remains validthere At the point of infinity (for z) we have F1w D 1

        We interpret the above as saying that the pair GwFw represents asection of the line bundle over P defined by the transition function Sz Nwz 2 U V The Chern class of this line bundle is

        ChernS Nw D 1

        2i

        d logSz Nw D 1

        2i

        d logNz Nw D 0

        Recall that the Chern class equals the difference between the number of zeros andthe number of poles for an arbitrary meromorphic section (not identically zero) andthat a line bundle on P is uniquely determined by its Chern class Having Chern classzero therefore means that the bundle is equivalent to the trivial bundle (transitionfunctions identically one) as is also evident from the way we started namely byhaving a non-vanishing holomorphic section It follows that the dimension of thespace of holomorphic sections equals one so any holomorphic section is determinedby its value at one point Therefore the holomorphic section GwFw isuniquely determined by the property that it takes the value one at infinity

        With w 2 ˝ a similar discussion applies to the pair HwGw Bydefinition of G and H we then have the transition relation

        HzwSz Nw D Gzw (222)

        thus with the same transition function Sz Nw as above However in the presentsituation the Chern class is C1 because w now is inside ˝ in the integrals aboveand the bundle is therefore equivalent to the hyperplane section bundle See [109][29] for the terminology Thus any nontrivial holomorphic section has exactly onezero and is uniquely determined by the value of its derivative at this zero Theparticular section HwGw vanishes at infinity with the expansion there

        Gzw D 1

        zC w C˝w

        1

        z2C Ojzj3 (223)

        as follows from the behavior of Ezw at infinity In particular the sectionHwGw is uniquely determined solely by these properties

        As a side remark the functions Gzw Gzw are not only analytic across˝ ˝ they are also non-vanishing (except at the point of infinity as exhibitedfor Gzw in (223)) Therefore the relations (221) and (222) give preciseinformation on the nature of the zeros of Fzw on ˝˝ and the corresponding

        18 2 The Exponential Transform

        singularities of Hzw there Note that 1=Hzw (which is similar to Fzw for atruncated exterior domain) is still holomorphic across ˝ ˝

        We summarize the above discussion

        Theorem 21 Assume that ˝ is analytic and let w 2 C n ˝ be fixed Then thefunction Sz Nw which is holomorphic and non-vanishing in a neighborhoodof ˝ defines a holomorphic line bundle w on P with respect to the covering˝ neighborhoodP n˝(i) If w 2 ˝e then w has Chern class zero hence it has a unique holomorphic

        and non-vanishing section which takes the value one at infinity This section isrepresented by the pair GwFw

        (ii) If w 2 ˝ then w has Chern class one hence it has a unique holomorphicsection which vanishes at infinity with derivative one there (ie behavior z1COz2 z 1) and has no other zeros This section is represented by thepair HwGw

        There is also a limiting version of the above for w 1 See Proposition 21below

        One may extend the above considerations by treating the two variables z andw jointly However in this case there will be a singular set namely the one-dimensional set D fzw 2 C2 W z D w 2 ˝g In fact in a neighborhoodof we have the relation

        Fzw D Sz Nwz SwHzw (224)

        but on itself the transition function Sz Nwz Sw thought to define a linebundle vanishes while Hzw becomes infinite Anyhow Fzw is well-behaved(analyticantianalytic) in a full neighborhood of The restricted conclusion will bethat the quadruple FGGH defines a holomorphicantiholomorphic sectionof a line bundle just in P P n

        25 A Riemann-Hilbert Problem

        We can interpret the factorization at interface formulas obtained so far as a Riemann-Hilbert problem with relations to hold on ˝ and with Nz in place of Sz

        GzwNz Nw D Fzw z 2 ˝ w 2 ˝e (225)

        HzwNz Nw D Gzw z 2 ˝ w 2 ˝ (226)

        Gzwz w D Fzw w 2 ˝ z 2 ˝e (227)

        Hzwz w D Gzw w 2 ˝ z 2 ˝ (228)

        25 A Riemann-Hilbert Problem 19

        This requires less regularity of ˝ and may therefore be convenient from somepoints of view The requirements at infinity are as before

        F1w D Fz1 D 1 (229)

        Gzw D 1Nw C Ojwj2 Gzw D 1z

        C Ojzj2 (230)

        A particular consequence of the last transition relation and (230) is thatZ˝

        Hzwz wd Nw DZ˝

        Gzwd Nw D 2i z 2 ˝

        After turning the first integral to an area integral this gives

        1

        HzwdAw D 1 z 2 ˝ (231)

        a formula which will be needed later onThe decomposition (22)ndash(25) of Ezw into analytic pieces can be extended

        to the four variable transform EzwI a b One practical way to formulate such astatement is to say that the function

        Nz NbNz Nw

        zw a

        w zw

        Na NwNa Nb

        ab z

        b ab EzwI a b

        is analytic in each component of P n ˝4 Here denotes the characteristicfunction of ˝

        D(1 2 ˝0 hellip ˝

        Cf Theorem 2 in [47]The relationships between the functions F G G and H can also be expressed

        by means of the Cauchy transform To this end we make the following observation

        Lemma 25 Assume f and g are holomorphic in ˝ h is holomorphic in ˝e allhaving continuous extensions to ˝ and that

        (Nzf zC gz D hz z 2 ˝hz 0 z 1

        (232)

        Then the combined function

        (Nzf zC gz z 2 ˝hz z 2 ˝e

        (233)

        20 2 The Exponential Transform

        is identical with the Cauchy transform of f more precisely of the function

        (f z z 2 ˝0 z 2 ˝e

        (234)

        Conversely for f holomorphic in˝ and continuous up to ˝ the Cauchy transformof (234) is of the form (233) with (232) holding

        Proof This is immediate from basic properties of the Cauchy transformIn the notations and assumptions of the lemma we may consider the Cauchy

        transform (in a restricted sense) simply as the map f 7 h in particular as a maptaking analytic functions in˝ to analytic functions in˝e As such a map it connectsin our context the different pieces F G G H of the exponential transform

        Example 22 With

        f z D Hzw

        gz D NwHzw

        hz D Gzw

        where w 2 ˝ is considered as a parameter we get

        CHwz D Gzw z 2 ˝e

        Thus

        Gzw D 1

        Hz vdAv

        Nv Nw z 2 ˝e w 2 ˝ (235)

        Example 23 With w 2 ˝e as parameter and

        f z D Gzw

        gz D 1C NwGzw

        hz D 1 Fzw

        it follows that

        CGwz D Fzw 1 z 2 ˝e

        Example 24 By taking the Cauchy transform in both variables one can pass directlyfrom Hzw to Fzw or even from Hzw to the complete transform Ezw by

        25 A Riemann-Hilbert Problem 21

        means of Eq (212) Similarly by considering the asymptotics at w D 1 or bycombining (28) with (231)

        C˝z D 1

        2

        Hu vdAu

        u zdAv z 2 C (236)

        In addition using (235) one finds that

        C˝z D 1

        Gzw dAw z 2 ˝e (237)

        As a final remark we mention that not only the exponential transform (ie theexponential of the double Cauchy transform (29)) but also the exponential of theone variable Cauchy transform (28) can be viewed as (part of) a section of a linebundle In fact taking f z D 1 in (232) gives hz D C˝z for z 2 ˝e andreplacing Nz by Sz on ˝ renders (232) on the form

        eSz egz D eC˝z (238)

        which by analytic continuation holds for z in a neighborhood of ˝ In (238) egz

        is just some non-vanishing holomorphic function in ˝ which we do not care muchabout while eC˝z is holomorphic and non-vanishing in ˝e regular at infinity andtaking the value one there

        Now we may view eSz as the transition function for a line bundle on P thenhaving Chern class zero It follows that there is a unique holomorphic cross sectionof that bundle which takes the value one at infinity And (238) says that therestriction to ˝e of that section is exactly the exponential of the Cauchy transformof ˝ In summary

        Proposition 21 With ˝ real analytic eSz defines a holomorphic line bundle onP with Chern class zero Its unique non-vanishing holomorphic section which takesthe value one at infinity is represented in ˝e by eC˝z

        Chapter 3Hilbert Space Factorization

        Abstract The positivity properties of the exponential transform define in a canon-ical way a Hilbert space H ˝ and a (co)hyponormal operator acting on it suchthat the exponential transform itself appears as a polarized compressed resolvent ofthis operator There are many variants of this procedure but they are all equivalentHistorically the process actually went in the opposite direction starting with anabstract Hilbert space and hyponormal operator with rank one self-commutatorthe exponential transform arose as a natural characteristic function obtained asthe determinant of the multiplicative commutator of the resolvent If one considersH ˝ as a function space the analytic functions in it are very weak ie have asmall norm and for a special class of domains the quadrature domains the analyticsubspace Ha˝ even collapses to a finite dimensional space Some more generalkinds of quadrature domains are discussed in terms of analytic functionals and wealso show that some integral operators based on the exponential transform can beinterpreted in terms of Silva-Koumlthe-Grothendieck duality

        31 Definitions and Generalities

        In the sequel we assume that Hzw is integrable

        jHzwjdAzdAw lt 1 (31)

        We do not know whether this always holds but as shown in [39] (appendix there) itholds at least when ˝ is Lipschitz in particular when it is piece-wise real analyticIf ˝ is fully real analytic one even has

        jHzwj2dAzdAw lt 1 (32)

        see again [39]In view of the positivity properties proved in Sect 23 one can define a positive

        semi-definite Hermitian form on the set DC of smooth test functions with compact

        copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_3

        23

        24 3 Hilbert Space Factorization

        support in C by

        h f gi D 1

        2

        ZC

        ZC

        1 EzwNf zgwdAzdAw (33)

        D 1

        42

        ZC

        ZC

        1 Ezwd f zdzdgwdw f g 2 DC

        We are following [38 39] here Several other choices of inner product are in usesee [74 77] as well as Sects 34 and 37 below

        The second expression above indicates that it is natural to consider fdz and gdzas differential forms and as such they need not have compact support it is enoughthat they are smooth also at infinity (ie smooth on all P) Upon partial integrationthe above formula becomes

        h f gi D 1

        2

        Hzwf zgwdAzdAw (34)

        hence h f gi depends only on the values of f and g in ˝ By (31) all functionsf g 2 L1˝ can be allowed in (34) and we have the estimate

        jj f jj Cjj f jj1˝ (35)

        where jj f jj2 D h f f i Also distributions and analytic functionals with compactsupport in ˝ can be allowed in (34)

        Despite Hzw being positive definite there are functions f 2 L1˝ for whichjj f jj D 0 for example any function of the form f D N with a test function withcompact support in ˝ Therefore to produce a Hilbert space having h i as innerproduct one first has to form a quotient space modulo the null vectors and thentake the completion of this The resulting Hilbert space will be denoted H ˝ It isalways infinite dimensional and separable When necessary we will write the innerproduct defined by (34) as h f gi D h f giH ˝ and similarly for the norm

        The construction above gives a natural map taking functions to their equivalenceclasses

        ˛ W L1˝ H ˝ (36)

        This map has (by definition) dense range but is not injective If ˝ is analytic sothat (32) holds (henceforth assumed) ˛ extends to

        ˛ W L2˝ H ˝

        The adjoint operator ˛0 goes the opposite way between the dual spaces

        ˛0 W H ˝0 L2˝0

        and is automatically injective (because ˛ has dense range)

        31 Definitions and Generalities 25

        Keeping the assumption (32) the adjoint map ˛0 has some concrete manifesta-tions For example representing functionals in the above Hilbert spaces by innerproducts it gives rise to a map

        ˇ W H ˝ L2˝

        which is bounded and injective Precomposing it with ˛ gives the operator

        H D ˇ ı ˛ W L2˝ L2˝

        We name it H because it has an explicit presentation as an integral operator withkernel Hzw

        Hf w D 1

        Hzwf zdAz w 2 ˝ f 2 L2˝ (37)

        By construction Hf only depends on the equivalence class of f 2 L2˝ in H ˝ie on ˛ f and we have

        h˛ f ˛giH ˝ D f HgL2˝ f g 2 L2˝ (38)

        It follows that H is a positive operator and it is also seen that its range consists onlyof anti-analytic functions in particular it is far from being surjective The norm ofH D ˇ ı ˛ as an operator is bounded above by jjHjjL2˝˝ and it also follows thatjj˛jj D jjˇjj pjjHjjL2˝˝

        As indicated in Remark 21 the one-to-one image of H ˝ under the map ˇis if the inner product in H ˝ is kept in ˇH ˝ a reproducing kernel Hilbertspace of anti-analytic functions having Hzw as the reproducing kernel

        Expanding (212) for large z and w gives

        1 Ezw D 1

        2

        Xkj0

        Hu vuk Nvj

        zkC1 NwjC1 dAudAv

        DXkj0

        hzk zjiH ˝

        zkC1 NwjC1

        Since on the other hand

        1 Ezw D 1 expΠ1

        dA

        z N Nw

        D 1 expŒXkj0

        zk zjL2˝

        zkC1 NwjC1 D 1 expŒXkj0

        Mkj

        zkC1 NwjC1

        26 3 Hilbert Space Factorization

        this confirms that the exponential moments defined by (217) make up the Grammatrix for the monomials in H ˝

        Bkj D hzk zjiH ˝

        For future needs we record here the following consequence of (231)

        hh 1iH ˝ D 1

        hdA h 2 H ˝ (39)

        Strictly speaking the left member here should have been written h˛h ˛1i butquite often we will consider ˛ as an identification map and suppress it from notationThe equivalence class in H ˝ of the constant function one will have a special rolelater on and we write it in bold ˛1 D 1

        32 Restrictions and Extensions

        The operator ˛ has a very big kernel and therefore it is not reasonable to considerH ˝ as a function space However the operator ˇ canonically embeds H ˝

        in a space of anti-analytic functions in ˝ and as we shall see in Sect 36 formost choices of ˝ the map ˛ embeds the functions analytic in a neighborhood of˝ in a dense subspace of H ˝ However the norm in H ˝ is much weakerthan traditional norms on spaces of analytic functions and there will usually be nocontinuous point evaluations for example

        A sign that H ˝ is not a good function space is that on considering aninclusion pair ˝1 ˝2 there is no continuous restriction operator H ˝2 H ˝1

        Example 31 Consider the inclusion D1 1 D 2 where 0 lt lt 1 Ingeneral if f is analytic and bounded in DaR we have (writing just f in placeof ˛ f ) jj f jjH DaR D Rj f aj Here we used Example 21 and the mean-valueproperty of analytic functions Thus for fnz D zn

        jj fnjjH D11 D 1 jj fnjjH D2 D 2n

        hence there is no constant C lt 1 such that jj fnjjH D11 Cjj fnjjH D2 for alln So at least the most naive way of trying to define a bounded restriction operatorH D 2 H D1 1 does not work

        On the other hand it is possible to define extension operators with bounded norm(actually norm one) In fact if ˝1 ˝2 and f 2 L1˝1 then on extending f byzero on ˝2 n˝1 we have

        jj f jjH ˝2 jj f jjH ˝1

        33 Linear Operators on H ˝ 27

        This is an immediate consequence of (213) and iv of Lemma 23 the latter appliedto 1 E˝2n˝1

        33 Linear Operators onH ˝

        Let Z be the ldquoshiftrdquo operator ie multiplication by the independent variable z onH ˝

        Z W H ˝ H ˝ Zf z D zf z (310)

        This is a bounded linear operator in fact its norm is

        jjZjj D supfjzj W z 2 ˝gHere the upper bound (ie the inequality ) follows from i of Lemma 24 whichimmediately gives the desired inequalityZ˝

        Hzwzf zwf wdAzdAw R2Z˝

        Hzwf zf wdAzdAw

        The lower bound follows by choosing f to have all its support close to a point z 2 ˝at which jzj nearly equals its supremum For example if Da ˝ then f DDa gives jj f jj D 2

        pHa a jjZf jj D a2

        pHa a

        If ˝ D0 r D then the inverse Z1f z D 1z f z exists and has norm

        jjZ1jj 1r by ii of Lemma 24 It is easy to see that equality holds if r is chosen

        largest possible hence jjZ1jj D 1=dist0˝ More generally if a hellip clos˝ thenZ a1 exists and has norm 1=dist a˝ Thus denoting by Z the spectrumof Z we have Z clos˝ In fact equality holds

        Z D clos˝ (311)

        By Z we denote the operator

        Zf z D Nzf z (312)

        by Z the adjoint of Z and by C the Cauchy transform considered as a linearoperator H ˝ H ˝

        Cgz D Cgz D 1

        gdA

        z z 2 ˝ (313)

        Finally 1 ˝ 1 denotes the operator

        1 ˝ 1 W h 7 hh 1i1

        28 3 Hilbert Space Factorization

        which is a positive multiple of the orthogonal projection onto the one-dimensionalsubspace spanned by 1 (the function identically equal to one)

        Proposition 31 The so defined operators are bounded on H ˝ and are relatedby

        Z D Z C C (314)

        ŒZC D 1 ˝ 1

        ŒZZ D 1 ˝ 1 (315)

        In particular Z is cohyponormal ie ŒZZ 0

        Proof Using partial integration with respect to w plus the Riemann-Hilbert rela-tion (228) we have

        hzf z gzi h f z Nzgzi D 1

        2

        Hzwz wf zgwdAzdAw

        D 1

        2

        Hzwz wf z

        wCgwdAzdAw

        D 1

        2i2

        Hzwz wf zCgwd NwdAzC

        C 1

        2

        Hzwf zCgwdAzdAw

        D 1

        2

        Gzwf zCgwd NwdAzC h f zCgzi

        Here the boundary integral in the first term vanishes because the integrand is anti-analytic with respect to w in ˝e and tends to zero as 1=jwj2 when jwj 1 inview of the asymptotics of Gzw (see (230)) and Cgw Thus we end up with theidentity

        hzf z gzi D h f z Nzgzi C h f zCgzi (316)

        This says that

        hZf gi D h f Z C Cgi

        ie we have proved (314) and thereby also that C is bounded (since Z obviouslyis bounded like Z) We emphasize that we did not use the definition of Hzw

        33 Linear Operators on H ˝ 29

        directly in the above computation only its property of being part of a section (anti-holomorphic section with respect to w to be precise) vanishing at infinity of a certainline bundle equivalently the solution of a Riemann-Hilbert problem

        Next we compute the commutator ŒZC D ZC CZ

        ŒZC f z D z 1

        f dA

        z 1

        f dA

        z

        D 1

        zf dA

        zD 1

        fdA D h f 1i 1 D 1 ˝ 1f z

        Since obviously ŒZZ D 0 the remaining statements of the proposition now followExpressing the exponential and Cauchy transforms in terms of the above

        operators we have for all zw 2 C

        1 E˝zw D hZ z11 Z w11i (317)

        C˝z D hZ z11 1i (318)

        These relations follow immediately from (212) (236) and the definition (34) ofthe inner product We may also identify the Cauchy kernel itself as an element inH ˝ as

        kz D Z z11 (319)

        The exponential moments appear are

        Bkj D hZk1Zj1i

        We mention next a determinantal formula for E˝zw in terms of Z

        E˝zw D detZ NwZ zZ Nw1Z z1 (320)

        valid for zw 2 ˝e This is proved in the same way as a similar formula inAppendix A namely by switching the first two factors and using that ŒZ zZ Nw D ŒZZ D 1 ˝ 1 which is a rank one projection Then the determinant comesout to be 1 hZ z11 Z w11i which is Ezw The determinant existsbecause it is of the form detI C K with K a trace-class operator and then thedefinition of the determinant reads

        detI C K D expŒtr logI C K D expŒtr1X

        jD1

        1 j1

        jKj

        30 3 Hilbert Space Factorization

        In our case the operator K has finite rank (rank one) and in such cases the productrule detAB D det A det B holds for determinants as above This gives thecomplementary formula

        1

        E˝zwD detZ zZ NwZ z1Z Nw1 (321)

        D 1C hZ Nw11 Z Nz11i

        34 A Functional Model for Hyponormal Operators

        The operator Z used above is cohyponormal but it is actually more common towork with models which involve hyponormal operators (see Appendix A and [74]in general for such operators) By minor modifications of the previous definitionsone easily arrives at the standard hyponormal operator T in this context The innerproduct is first to be modified to be

        hh f gii D 1

        2

        ZC

        ZC

        1 Ew zf zgwdAzdAw (322)

        D 1

        2

        Hw zf zgwdAzdAw D hNf NgiH ˝

        This gives rise to a Hilbert space which is equivalent to H ˝ in the sense thatconjugation f 7 Nf is an R-linear isometry between the two spaces In the newHilbert space we define the shifts Z Z and the Cauchy transform C as before by theformulas (310) (312) (313) and in addition we set

        Cf z D 1

        f dAN Nz z 2 ˝

        ie Cf D CNf Then it is straight-forward to check that

        hhZ C Cf gii D hh f Zgii

        This means that on defining an operator T by

        T D Z C C

        its adjoint with respect to the new inner product is

        T D Z

        35 Summary in Abstract Setting 31

        In addition one gets

        ŒTT D 1 ˝ 1

        in particular T is hyponormal The relations to the Cauchy and exponential transformare

        1 E˝zw D hhT Nw11 T Nz11ii (323)

        C˝z D hh1T Nz11ii

        the exponential moments appear as

        Bkj D hhTj1Tk1ii

        and the formula corresponding to (321) becomes

        1

        E˝zwD detT NwT zT Nw1T z1 (324)

        D 1C hhT z11 T w11ii

        for zw 2 ˝e See Appendix A for more details and references

        35 Summary in Abstract Setting

        For future needs we summarize the two functional models used so far with innerproducts connected by (322) in terms of an abstract Hilbert space H with a specialvector 0 curren 2 H as follows (this is the abstract version of 1) We work eitherwith a cohyponormal operator A (replacing Z) in H satisfying

        ŒAA D ˝

        or a hyponormal operator T satisfying

        ŒTT D ˝

        In either case it is assumed that the corresponding principal function (see [74]) isof the form g D ˙˝ (minus sign in the cohyponormal case) where ˝ C is abounded open set Using h i for the inner product in whatever case we are workingwith we have the basic relationships to the Cauchy and exponential transforms and

        32 3 Hilbert Space Factorization

        exponential moments given by

        1 E˝zw D hA z1 A w1iC˝z D hA z1 i

        Bkj D hAkAji

        respectively

        1 E˝zw D hT Nw1 T Nz1iC˝z D hT Nz1i

        Bkj D hTjTk

        i

        In addition we have the determinantal formulas

        E˝zw D detA NwA zA Nw1A z1

        D detT zT NwT z1T Nw1

        1

        E˝zwD detA zA NwA z1A Nw1

        D detT NwT zT Nw1T z1

        36 The Analytic SubspaceHa˝

        For any set E C we define

        OE D f(germs of) functions holomorphic in some open set containing Eg

        with the qualification that two such functions which agree on some neighborhoodof E shall be identified The analytic subspace of Ha˝ of H ˝ may be definedas

        Ha˝ D closH ˝˛O˝

        The Cauchy kernel kz D 1z clearly is in O˝ hence can be considered as

        an element of Ha˝ whenever z 2 ˝e The same for all polynomials Whenrestricting to O˝ the map ˛ is in most cases injective (namely when ˝ is not aquadrature domain see Theorem 31 below) therefore it is reasonable to write justf in place of ˛ f when f is analytic

        36 The Analytic Subspace Ha˝ 33

        For f g 2 O˝ the inner product can be written as a boundary integral

        h f gi D 1

        42

        1 Ezwf zgwdzd Nw f g 2 O˝ (325)

        This agrees with what is obtained from analytic functional calculus namely onwriting

        f Z D 1

        2i

        If zZ z1 dz

        where the path of integration surrounds the spectrum of Z ie the closure of ˝ Inserting (317) into (325) gives

        h f gi D h f Z1 gZ1i f g 2 O˝

        Translating this into a formula for T D Z and the inner product (322) gives

        hh f ı conj g ı conjii D hh f T1 gT1ii f g 2 Oconj˝

        where conj means conjugation for example f ı conjz D f Nz Thus in the leftmember one takes the inner product between anti-analytic functions in ˝ For Titself one gets a nicer inner product which is used in the analytic functional modelof J Pincus D Xia JB Xia [77 111] (see also Sect 37 below) It is defined by

        h f giPXX D hh f T1 gT1ii D (326)

        D 1

        42

        1

        Ezw 1f zgwdzd Nw f g 2 O˝

        where the second equality is a consequence of (324)We finally remark that the ordinary Bergman inner product can be written on the

        same form as (325)

        f gL2˝ D 1

        42

        C˝zwf zgwdzd Nw f g 2 O˝ (327)

        This follows by transforming the boundary integrals to area integrals andusing (210) If we rewrite (325) as

        h f giHa˝ D 1

        42

        eC˝zwf zgwdzd Nw f g 2 O˝ (328)

        we see that the difference between the two inner product just amounts to anexponentiation of the weight function This is the same relation as in (217) The

        34 3 Hilbert Space Factorization

        analytic model of Pincus-Xia-Xia can also be put into such a form by writing (326)as

        h f giPXX D 1

        42

        eC˝zwf zgwdzd Nw f g 2 O˝ (329)

        Here one has to be careful to approach the contour of integration ˝ from outside(the cases (327) and (328) are less sensitive) This is because eC˝zw D 1=Ezw(analytically continued across ˝ as 1=Fzw) has a pole at z D w 2 ˝ and themain contribution to the integral actually comes from the residue at this pole Seemore precisely Sect 37

        The above three inner products are quite different (327) is exactly the Bergmanspace inner product (ie L2 with respect to area measure) (329) is similar tothe HardySmirnovSzegouml space inner product (L2 with respect to arc length)while (328) gives the rather brittle space Ha˝

        37 The Analytic Model

        We have seen that the auxiliary Hilbert space H ˝ provides a natural diagonal-ization of the cohyponormal operators Z and T Here we shall see in some moredetail how the analytic model of Pincus-Xia-Xia [77] diagonalizes directly T on theHardy space of ˝ with the price of an inner space distortion

        We assume that the boundary ˝ is smooth and real analytic and recall (seeremarks before Theorem 21) that this means that Ezw analytically extends fromthe exterior across ˝ and we also know that this analytic continuation which wedenote Fzw as before satisfies

        F D 0 zF curren 0 2 ˝

        The partial derivative appearing here may by identified in terms of the functionsGzw and Gzw in (23) (24) as

        zF D G D G 2 ˝ (330)

        Let T be the irreducible hyponormal operator with rank-one self-commutatorhaving the characteristic function of ˝ as principal function and let bea collection of Jordan arcs in C n ˝ which are homologous to ˝ We maywork in the functional model H ˝ or in an abstract setting (Sect 35) therewill only be notational differences In notations of Sect 35 the determinantalidentity (324) together with Riesz functional calculus gives the Pincus-Xia-Xia

        38 A Formal Comparison to Quantum Field Theory 35

        inner product as

        h f giPXX D h f T gTi D 1

        42

        Z

        Z

        f zgw

        Ezwdzdw

        for any germs of analytic functions f g 2 O˝Fix the system of curves but deform to ˝ so that Ezw curren 0 for z 2

        and w 2 In this case Eww D 0 but in terms the analytic continuation Fzwof Ezw the function z 7 1=Fzw has just a simple pole at z D w 2 ˝ Theresidue there equals 1=zFww D 1=Gww (recall (330)) Denoting by asystem of curves homologous to but located just inside ˝ the residue theoremtherefore yields

        1

        42

        Z

        Z

        f zgw

        Fzwdzdw D 1

        2i

        Z

        f wgwd Nw

        Gww

        It is easy to see that d NwiGww is positive and hence equal to jdw

        jGwwj so all is all wehave for the squared norm

        k f Tk2 D 1

        2

        Z

        j f j2 jdjjG j C 1

        42

        Z

        Z

        f zf w

        Fzwdzdw

        Let H2˝ denote the Hardy space associated to the domain ˝ that is theclosure of O˝ in L2˝ jdzj The above integral decomposition implies that thenorm in the ldquoexoticrdquo space Ha˝ has the structure

        k f Tk2 D hN C Kf f i2˝

        where N is an invertible normal operator and K is a compact operator The strictpositivity of the norm k f Tk implies then that the Hardy space operator N C K DA is self-adjoint positive and invertible Hence

        k f TkH ˝ D kpAf k2˝

        38 A Formal Comparison to Quantum Field Theory

        A first remark is that the notation 1˝ 1 (or ˝ ) used for an operator for examplein (315) actually involves some misuse of notation since one of the functions 1 isto be considered as an element of the dual space (ie is a functional) In P Diracrsquosbra-[c]-ket notation used in quantum mechanics (ji for vectors hj for covectors)the same object would have been denoted j1i ˝ h1j taking into account also that

        36 3 Hilbert Space Factorization

        in quantum mechanics one puts the conjugation on the lefthand factor in innerproducts

        Staying within quantum theory Eq (315) is somewhat reminiscent of thecommutation relation for the annihilation and creation operators A and A sayin quantum field theory (see [31 97] for example) In that theory the right memberwould be the identity operator however which using Diracrsquos notation becomes

        ŒAA D1X

        jD0j ji ˝ h jj (331)

        where f jg is an arbitrary orthonormal basis for the Hilbert space used Thus theannihilation operator is also cohyponormal but is necessarily unbounded Oneadvantage with our rank one self-commutator cohyponormal operator Z is that itis bounded

        The inner product in Ha˝ gives when written on the form (328) someassociations to Feynman path integrals in quantum field theory Such integrals alsorepresent inner products interpreted as probability amplitudes for transitions forexample the probability h f tf j i tii that a quantum system initially at time ti in astate j i tii will at a later (final) time tf be observed to be in a state j f tf i Such anintegral may look like

        h f tf j i tii DZ

        DŒ˚eiSŒ˚ (332)

        where ˚ runs over paths in a configuration space SŒ˚ D Rd4xL Œ˚ denotes

        the action along the path ˚ here with L the Lagrangian in a four space-timedimensional context The integration is performed over all possible paths joiningthe given initial and final states with integration measure denoted DŒ˚ See[23 31 62 84 97] for example In string theory and conformal field theory theaction may be a pure Dirichlet integral in two dimensions see [78]

        If we compare with the inner product (328) for Ha˝ we see that the doubleCauchy transform C˝zw will have the role of being the action (up to a constantfactor) This is completely natural since C˝zw easily can be written as a Dirichletintegral and be interpreted as an energy (mutual energy actually for z curren w) Theclassical action has dimension energy time (the same as Planckrsquos constant bdquo) butwe have constants to play with The main difference however is that the classicalaction is a real-valued function so that the exponent iSŒ˚ is purely imaginarywhile our C˝zw is truly complex-valued On the other hand inserting Planckrsquosconstant the exponential in (332) becomes i

        bdquo SŒ˚ and in some contexts bdquo is allowedto take complex values or at least to approach the classical limit bdquo 0 throughcomplex values (cf [97] Sect 1424) One may alternatively compare (328) withthe partition function in quantum statistical mechanics which is similar to theFeynman integral but having a purely real exponential factor

        39 Silva-Koumlthe-Grothendieck Duality 37

        The two functions f and g in (328) correspond to the states j i tii and j f tf ieven though these are invisible in the right member of (332) They are hidden inthe boundary conditions for the integral but can be restored explicitly as is doneeg in [84] Chaps 5 and 9 One may also represent the time evolution from ti to tfexplicitly by inserting the appropriate unitary operator say eitf ti OH if the systemis governed by a time-independent Hamiltonian operator OH Then the left memberof (332) turns into h f jeitf ti OHj ii0 the subscript zero indicating that we nowhave a different inner product In our context this step could be compared with theinsertion of the operator H in (37) giving an L2-inner product

        The difficulty with Feynman integrals is that the integration is taken over aninfinite dimensional space of functions ˚ In practice one has to resort to finitedimensional approximations or perhaps to restrict to a class of functions dependingon finitely many parameters The latter is exactly what is the case in our innerproduct (328) where essentially only the functions

        ˚ D log z 2 ˝

        parametrized by z 2 ˝ appear after having written the integral as a Dirichletintegral The differential DŒ˚ reduces to just dz d Nw with integration along ˝˝

        So without claiming any deeper connections we can at least say that there aresome formal similarities between the inner product in Ha˝ and Feynman pathintegrals

        39 Silva-Koumlthe-Grothendieck Duality

        For some further representations of the inner product we introduce the integraloperator G with kernel Gzw

        Gf w D 1

        Gzwf zdAz w 2 ˝e f 2 O˝ (333)

        This operator takes any f 2 O˝ to an anti-analytic function Gf in ˝e vanishingat infinity This means that Gf 2 O˝e0 where O˝e0 denotes the space offunctions holomorphic in ˝e D P n ˝ and vanishing at infinity Recall next thatthere is a natural duality between O˝ and O˝e0 defined via the pairing

        f gduality D 1

        2i

        f zgzdz f 2 O˝ g 2 O˝e0 (334)

        which has been studied in depth by Silva [98] Koumlthe [66] Grothendieck [30] Tomake (334) more invariant one could view it as a pairing between the one-form fdzand the function g In any case f is holomorphic in some neighborhood of ˝ and

        38 3 Hilbert Space Factorization

        the integral should be moved slightly into ˝e to make sense The duality statementis that f gduality is a nondegenerate pairing between O˝ and O˝e0 whichexhibits each of these spaces as the dual space of the other

        By the definition (23) of the kernel Gzw we may write (333) as

        Gf w D 1

        2i

        dEzwf zdz D 1

        2i

        Fzwf zdz

        On using (325) this gives a representation of the inner product in Ha˝ as

        h f giHa˝ D 1

        2i

        Gf wgwd Nw D 1

        2i

        f zGgzdz

        Thus in terms of the Silva-Koumlthe-Grothendieck pairing

        h f giHa˝ D f Ggduality (335)

        A special consequence of (335) is that Gf only depends on the equivalence class off in Ha˝ and then that the map Ha˝ O˝e0 f 7 Gf is injective Therepresentation (335) may be compared with (38) which we may write simply as

        h f giHa˝ D Hf gL2˝ D f HgL2˝ f g 2 L2˝

        Example 32 Taking f D 1 in (333) gives using (237)

        G1w D C˝w w 2 ˝e

        Compare with the identity obtained from (231)

        H1 D 1

        Let now fpng (n D 0 1 2 ) be an orthonormal basis of Ha˝ so thathpk pji D ıkj Then using the above operator G we obtain a basis which is dualto fpng with respect to the pairing duality in (334) by setting

        qn D Gpn (336)

        Thus the qn are analytic functions in P n˝ vanishing at infinity and satisfying

        1

        2i

        pkzqjzdz D ıkj

        The minus sign can be avoided by replacing ˝ by P n˝

        39 Silva-Koumlthe-Grothendieck Duality 39

        This dual basis fqng can also be identified as the Fourier coefficients of theCauchy kernel

        kz D 1

        z 2 ˝

        where z 2 ˝e is to be regarded as a parameter Indeed these Fourier coefficients are

        hkz pni D k Gpnduality D kz qnduality

        D 1

        2i

        ZPn˝

        1

        zqnd D qnz

        So

        kz D1X

        nD0qnz pn

        which is an identity in Ha˝ It can be spelled out as

        1

        zD

        1XnD0

        pnqnz 2 ˝ (337)

        but then one has to be careful to notice that it only means that the differencebetween the right and left members has Ha˝-norm zero It is completely safeto insert (337) into (212) This gives for zw 2 ˝e

        1 Ezw D h 1

        z

        1

        wi D

        1XnD0

        qnzqnw (338)

        So far we have not assumed anything about fpng besides it being an orthonormalbasis Later on we shall work with orthonormal polynomials (pn a polynomial ofdegree n) but if we for now just assume that p0 is a constant function more precisely

        p0 Dr

        j˝j 1

        then we find that the first dual basis vector is essentially the Cauchy transform

        C˝z D h 1

        z 1i D

        rj˝j

        q0z (339)

        One may think of the two sides of (337) as representing the identity operator inHa˝ in two different ways with respect to the duality (334) The left member

        40 3 Hilbert Space Factorization

        is the Cauchy kernel which reproduces functions in Ha˝ by the Cauchy integralwhile the right member represents the identity as

        Ppn ˝ qn where fpng is a basis

        and fqng the corresponding dual basis (compare the right member in (331))Another representation of the identity in terms of the inner product in the Hilbert

        space itself isP

        pn ˝ Npn In the pointwise picture this spells out to

        1XnD0

        pnpnz z 2 ˝ (340)

        However here there is no pointwise convergence If Ha˝ were a Hilbert spacewhich had continuous point evaluations the sum would converge to the reproducingkernel for the space but as is clear from previous discussions there are rarely anycontinuous point evaluations in Ha˝ This can be further confirmed by examplesIn Sect 72 the elements of Ha˝ are explicitly characterized in terms of powerseries in the case that ˝ is an annulus And many of these series turn out to be justformal power series having no convergence region at all This applies in particularto (340) (no convergence region)

        310 Quadrature Domains

        We single out in the present section a family of domains which are exceptionalfor Ha˝ This is the class of (finite) quadrature domains also called finitelydetermined domains [79] or algebraic domains [107] A few general references are[1 46 89 101] here we give just a short summary of some basic properties Theoriginal definition used in [1] says that a bounded domain ˝ C is a quadraturedomain if there exist finitely many points ak 2 ˝ and coefficients ckj 2 C such that

        1

        h dA DmX

        kD1

        nk1XjD0

        ckjhjak (341)

        for every function h which is analytic and integrable in ˝ If ˝ is just a boundedopen set which satisfies the same requirements we will still call it a quadraturedomain

        Below is a list of equivalent requirements for a domain or open set to be aquadrature domain Strictly speaking the last two items iiindashiv are like theexponential transform itself insensitive for changes of ˝ by nullsets but onemay achieve equivalence in the pointwise sense by requiring that the domain ˝considered is complete with respect to area measure

        i The exterior Cauchy transform is a rational function ie there exists a rationalfunction Rz such that

        C˝z D Rz for all z 2 C n˝ (342)

        310 Quadrature Domains 41

        ii There exists a meromorphic function Sz in ˝ extending continuously to ˝with

        Sz D Nz for z 2 ˝ (343)

        This function Sz will be the Schwarz function (220) of ˝ [16 101]iii The exponential transform E˝zw is for zw large a rational function of the

        form

        E˝zw D Qz NwPzPw

        (344)

        where P and Q are polynomials in one and two variables respectivelyiv For some positive integer d there holds

        detBkj0kjd D 0

        Basic references for iiindashiv are [79ndash81] When the above conditions hold thenthe minimum possible number d in iv) the degree of P in iii and the numberof poles (counting multiplicities) of Sz in ˝ all coincide with the order of thequadrature domain ie the number d D Pm

        kD1 nk in (341) For Q see moreprecisely below

        If ˝ is connected and simply connected the above conditions indashiv are alsoequivalent to that any conformal map f W D ˝ is a rational function Thisstatement can be generalized to multiply connected domains in various ways seeeg [32 112]

        Quadrature domains play a special role for the space H ˝ eg they make theanalytic part Ha˝ to collapse almost completely For non-quadrature domains theanalytic functions are dense in H ˝ but they still make up a rather brittle part ofthe space and there are usually no continuous point evaluations for these analyticfunctions (an example is given in Sect 72) The following theorem makes some ofthe above statements precise

        Theorem 31 If ˝ is a not quadrature domain then the restriction of the map ˛ toO˝

        ˛jO˝ W O˝ H ˝

        is injective and has dense range In particular Ha˝ D H ˝If on the other hand ˝ is a quadrature domain then ˛jO˝ is neither injective

        nor has dense range Indeed the range is finite dimensional

        dimHa˝ D d

        where d is the order of the quadrature domain

        42 3 Hilbert Space Factorization

        Proof For the first statement we shall prove that˝ is a quadrature domain whenever˛jO˝ fails either to be injective or to have dense range

        So assume that ˛jO˝ is not injective This means that h f f i D 0 for some

        f 2 O˝ n f0g Multiplication by any rational function with poles outside ˝ is acontinuous operator in the H ˝-norm (see more precisely beginning of Sect 33)hence it follows that for any fixed w hellip ˝ the function 1

        zw f z is zero as an elementof H ˝ Using (39) this gives that the exterior Cauchy transform of f vanishes

        0 D h f z

        z w 1i D 1

        f zdAz

        z w w hellip ˝

        Invoking now Lemma 25 where in the formula (232) the exterior Cauchytransform of f is denoted h it follows that there exists a holomorphic function gin ˝ such that

        Nzf zC gz D 0 z 2 ˝

        Thus Sz D gzf z is a meromorphic function in ˝ satisfying (343) Hence ˝ is a

        quadrature domain whenever ˛jO˝ is not injectiveNext assume that the range of ˛jO˝ is not dense in H ˝ By the Hahn-Banach

        theorem the representation (38) of functionals and the definition (37) of H thismeans that there exists an analytic function f D Hg in ˝ which is not identicallyzero but which annihilates the analytic functions in the sense that

        f zhzdAz D 0 for all h 2 O˝

        Choosing hz D 1zw w hellip ˝ this gives the same relation as above hence we

        conclude again that ˝ is a quadrature domainWhen ˝ is a quadrature domain the inner product evaluated on O˝ takes the

        form

        h f giHa˝ DX

        0kjd

        Hak ajck Ncjf akgaj (345)

        by (341) Here we have for notational convenience assumed that in (341) all themultiplicities nk equal one Thus the inner product only involves the values of thefunctions at d points and it follows that ˛O˝ has finite dimension equal to dand it then also coincides with its closure Ha˝

        311 Analytic Functionals 43

        311 Analytic Functionals

        More general notions of quadrature domains may be discussed in terms of analyticfunctionals see [5 60 61] for this concept in general From a different point of viewthe term hyperfunction is also used thinking then on the concept as a generalizationof that of a distribution An analytic functional in an open set D C is simply alinear continuous functional on OD when this space is provided with the topologyof uniform convergence on compact sets Thus we denote the space of analyticfunctionals in D by O 0D A compact subset K D is a carrier for 2 O 0D iffor any open set K D an estimate

        jhj c sup

        jhj h 2 OD (346)

        holds By definition of an analytic functional such a compact carrier always existsOn choosing h D kz D z1 one gets the natural definition of Cauchy

        transform of an analytic functional 2 O 0D namely

        Cz D 1kz z 2 Dc

        Similarly one can define the double Cauchy transform the exponential transformetc One may also consider analytic functionals with compact carriers in ˝ aselements in H ˝ on defining the inner product by

        h 13i D 1

        2z ˝ N13wHzw 13 2 O 0˝

        This gives a version of the map ˛ in (36) going as

        ˛ W O 0˝ H ˝

        It is enough to use test functions of the form h D kz in the definition of an analyticfunctional hence K is a carrier for 2 O 0D if and only if the Cauchy transformC has an analytic extension from C n D to C n K in the sense that there exists ananalytic function in CnK which agrees with C in CnD This makes it easy to handlecarriers For example one sees that the intersection between two convex carriers isagain a carrier This is because the complement of the union of the two convex setsis a connected neighborhood of infinity ensuring that the Cauchy transform extendsunambiguously to this set and then the Cauchy transform extends further to thecomplement of the intersection of the two convex sets by unique choice betweenthe two analytic continuation which exist by assumption As a consequence thereis always a unique minimal convex carrier See [61] Sect 47 for more details Arelated statement is that if there exists a carrier located on a straight line then thereis a carrier on this line which is the smallest of all carriers on the line see [60]Proposition 916

        44 3 Hilbert Space Factorization

        Now our main concern will be the analytic functional in the left memberof (341) or in view of (39) the functional represented by 1 2 H ˝

        h 7 hh 1i D 1

        h dA h 2 OD (347)

        In this case K D ˝ is obviously a carrier with c D =Area˝ for any ˝ If ˝ is a quadrature domain with nodes a1 am 2 ˝ then also K D fa1 amgis a carrier but in general with a larger c Any carrier contains a carrier which isminimal with respect to set inclusion but there are usually many different minimalcarriers as the intersection between two carriers need not itself be a carrier In thecase of a quadrature domain as above K D fa1 amg is certainly a minimalcarrier but even in this case there are many other minimal carriers eg obtained bysweeping the mass sitting at the quadrature nodes to a surrounding curve

        If the functional in (347) has a carrier K which is compactly contained in˝ (notonly in D) then ˝ is a ldquoquadrature domain in the wide senserdquo in the terminologyof Shapiro [101] In such a case there exists for any K a complex-valuedmeasure in such that

        1

        h dA DZ

        h d h 2 OD (348)

        One can think of as representing an element in O 0D or in H ˝ In the lattercase (348) says that

        1 D as elements in H ˝

        One cannot in general assert that the measure is real-valued (signed)when (348) holds and even less that it is positive unless one increases the supportconsiderably If in the case of a finite quadrature domain some of the nodes havecoefficients which are non-real then one need to connect them by curves in orderto support a real-valued representing distribution and then thicken the curve toget a real-valued measure which then still will be just a is signed measure Thereason one has to connect points is that complex coefficients mix the real andimaginary parts of an analytic test function and one need curves to resolve this seeExample 62 To get a positive representing measure (which amounts to being ableto choose c D =Area˝ in (346)) one may have to thicken the support quite alot But it is indeed always possible to find such a measure with compact supportin ˝ provided there is a compact carrier in ˝ at all see [26 48]

        The search for minimal carriers which support positive measures leads to thenotion of potential theoretic skeleton or mother body to be discussed in Chap 6An illustrative example is the half-disk

        ˝ D fz 2 C W jzj lt 1 Re z gt 0g

        311 Analytic Functionals 45

        By partial integration combined with analytic continuation the Schwarz functionsof the two boundary arcs one easily writes (348) on the specific form

        1

        h dA DZ

        h d

        for any curve ˝ joining the points ˙i 2 ˝ Here D is a complex-valued measure on obtained from the jump ŒSz across between the twoSchwarz functions (precisely d D 1

        i ŒSz dz along ) Thus any such curve isa carrier for M in fact a minimal carrier One can also choose to be a real-valueddistribution of order one on

        So there are very many minimal carriers Taking the intersection of the convexhulls of them gives the unique minimal convex carrier namely the vertical segmentŒiCi This will however not be of much interest in connection with our mainproblem later on namely zeros of orthogonal polynomials What will be of moreinterest is that among all the above carriers there is a unique one which supportsa real-valued measure in fact a positive measure This is computed explicitly inSect 76 and found to agree quite well with our computational findings on locationsof zeros

        Chapter 4Exponential Orthogonal Polynomials

        Abstract This chapter contains some initial results obtained by direct or classicalmethods on the zeros of the exponential orthogonal polynomials For examplewe estimate the decay of coefficients of orthogonal expansion by using a result ofJL Walsh and we prove that the zeros always stay in the convex hull of the closureof the domain In addition we identify the zeros as also being eigenvalues of theappropriate Hessenberg matrices and we elaborate this connection further in thecase of quadrature domains

        41 Orthogonal Expansions

        If˝ is not a quadrature domain then the monomials f1 z z2 g are linearly inde-pendent in Ha˝ We shall consider the result of orthogonalizing this sequenceThe nth monic orthogonal polynomial which also can be characterized as the nthmonic polynomial of minimum norm will be denoted

        Pnz D zn C terms of lower degree D ˘ njD1z zj (41)

        z1 zn being the zeros of Pn Strictly speaking one should write zn1 znn The

        corresponding normalized polynomial is

        pnz D nzn C terms of lower degree n gt 0 (42)

        The counting measure is

        13n D 1

        n

        nXjD1

        ızj (43)

        We shall also use the notation

        Vn D VPn D fzn1 znn g (44)

        for this spectrum It is easy to see using (39) that z11 always is the center of massof ˝

        copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_4

        47

        48 4 Exponential Orthogonal Polynomials

        As will become clear in Chap 5 the zero set Vn can also be characterized as thespectrum of the shift operator Z when this is truncated to the subspace of Ha˝

        generated by f1Z1Z21 Zn11g It is also the spectrum of certain a Hessenbergmatrix see Sect 43 below

        If ˝ is a quadrature domain of order d then 1 z zd1 are still linearlyindependent and can be orthonormalized Thus P0 Pd1 exist and are uniquelydetermined One can also define Pd namely as the unique monic polynomial ofdegree d with jjPdjj D 0 Thus Pd D 0 as an element of Ha˝ It is easy to seethat the zeros of Pd are exactly the quadrature nodes multiplicities counted

        As is clear from the above if˝ is a quadrature domain then CŒz is always densein Ha˝ independent of the topology of ˝ However if ˝ is not a quadraturedomain then CŒz is dense in Ha˝ only under some topological assumptionSince the norm of Ha˝ is weaker than most standard norms on analytic functionsit is enough to assume that ˝ is simply connected in order to ensure denseness ofthe polynomials On the other hand polynomials are not dense if ˝ is an annulussee Example 72

        For most of this chapter we assume that ˝ is simply connected Then CŒz isdense in Ha˝ so the polynomials pn (see (42)) make up an orthonormal basis inHa˝ (even in H ˝ if ˝ is not a quadrature domain) and any f 2 Ha˝ canbe expanded

        f D1X

        nD0cnpn

        with coefficients given by

        cn D h f pni

        where h f pni D h f pniH ˝ Of course we haveP jckj2 D jj f jj2 lt 1 but if f is

        analytic in a larger domain there are better estimates of the coefficientsLet

        g˝ez1 D log jzj C harmonic z 2 ˝e

        be Greenrsquos function of the exterior domain (or open set) with a pole at infinityand having boundary values zero on ˝ Assuming that f is analytic in someneighborhood of ˝ define R D R f gt 0 to be the largest number such that f isanalytic in Cnfz 2 ˝e W g˝ez1 gt log Rg ie such that f is analytic in the unionof ˝ with the bounded components of C n˝ and in the unbounded component ofC n˝ up to the level line g˝ez1 D log R of g˝e1 Then we have

        Proposition 41 With notations and assumptions as above

        lim supn1

        jh f pnij1=n 1

        R f

        41 Orthogonal Expansions 49

        Proof The theorem is an immediate consequence of a result by Walsh [108] onuniform approximation with f as in the theorem there exist polynomials Qn (bestuniform approximants) of degree n such that

        lim supn1

        jj f QnjjL1˝1=n 1

        R f

        The rest is easy in view of the estimate (35) Since h f pni D h f Pn1kD0 ckpk pni

        we have with Qn as above

        jh f pnij jj f n1XkD0

        ckpkjjH ˝ jjf Qn1jjH ˝ Cjj f Qn1jjL1˝

        This gives the assertion of the propositionRecall from (337) the expansion of the Cauchy kernel

        kz D 1

        zD

        1XnD0

        qnzpn (45)

        where the coefficients

        qnz D h 1

        z pni (46)

        make up the dual basis with respect to the Silva-Koumlthe-Grothendieck pairing Nowthe pn are orthonormal polynomials but this does not mean that the qnz arepolynomials In fact they cannot be since they tend to zero as z 1 but if ˝ is aquadrature domain they are at least rational functions

        Expanding (46) near infinity in z gives since pn is orthogonal to allpolynomials of degree lt n

        qnz D 1X

        kD0

        hk pnizkC1 D 1

        nznC1 C O1

        znC2 (47)

        As a side remark from

        pnz1

        zD pn pnz

        zC pn

        1

        z

        one gets the somewhat remarkable identity

        pnzqnz D h 1

        zpn pni

        which makes sense at least for z 2 ˝e

        50 4 Exponential Orthogonal Polynomials

        As an application of Proposition 41 we have since kz is analytic (as a functionof ) in all C n fzg that the radius of analyticity R f for f D kz with z in theunbounded component of ˝e is

        Rkz D expŒg˝ez1

        If˝ is a quadrature domain of order d then the dual basis qn in (46) can be madefairly explicit Indeed using (344) and (47) one concludes that the sum in (338) isfinite

        1 Ezw Dd1XnD0

        qnzqnw

        and more precisely is of the form

        1 Ezw Dd1XkD0

        Qkz

        Pz

        Qkw

        Pw (48)

        where Qk is a polynomial of degree k (exactly) and Pz D Pdz is the monicpolynomial with zeros in the quadrature nodes as in (344) Cf [37] where thesame expansion was derived in a slightly different manner

        In summary the dual basis is in the case of a quadrature domain given by qn D 0

        for n d and

        qnz D Qdn1zPz

        for 0 n lt d

        42 Zeros of Orthogonal Polynomials

        The most direct way of characterizing the set of zeros of the monic orthogonal poly-nomials Pn is perhaps via the minimization problem that it solves Parametrizing ageneral monic polynomial of degree n by its zeros a1 an 2 C and setting

        Ina1 an D jjnY

        kD1z akjj2

        D 1

        2

        HzwnY

        kD1z ak

        nYjD1 Nw Naj dAzdAw (49)

        42 Zeros of Orthogonal Polynomials 51

        we arrive at the problem

        mina1an2C Ina1 an (410)

        for which the unique solution is aj D znj (j D 1 n) up to a permutation Thevariational formulation of this problem says exactly that the minimizer Pnz DQn

        kD1z zk is orthogonal to all polynomials of lower degreeOne readily checks that Ina1 an is a plurisubharmonic function of the

        variables a1 an In fact computing derivatives gives that

        2

        akNajIna1 an D h

        QniD1z ai

        z ak

        QniD1z ai

        z aji

        from which

        nXkjD1

        2

        akNajIna1 ank

        Nj

        D hnY

        iD1z ai

        nXkD1

        k

        z ak

        nYiD1z ai

        nXjD1

        j

        z aji 0

        that is the complex Hessian matrix is positive semidefiniteThe above statements are true for general Hilbert space norms but what is special

        for the space Ha˝ is that the integral (49) in the definition of Ina1 an canmany times be pushed down to a smaller set For example whenever ˝ is smoothreal analytic it can be pushed down to a compact subset of˝ because the functionalh 7 hh 1i D 1

        R˝ h dA h 2 OD in (347) will then have a carrier which is

        compact in ˝ and when ˝ is a quadrature domain the integral can be representeddirectly on the quadrature nodes

        Unfortunately it seems still difficult to push these facts to any specific conclusionby using directly the minimization of (49) For example it is evident from theexample to be given in Sect 76 that the zeros will generally not go into the uniqueminimal convex carrier of the analytic functional (347) Compare discussions at theend of Sect 311 What we can prove is only that they go into the convex hull of thedomain itself

        Theorem 41 If ˝ is not a quadrature domain then

        Vn conv ˝ (411)

        for all n D 1 2 If ˝ is a quadrature domain of order d then (411) holds for1 n d

        52 4 Exponential Orthogonal Polynomials

        Proof Let D be a half plane containing˝ We need to show that Pn has no zeros inDe So to derive a contradiction assume that b 2 De is a zero of Pn and let a 2 Dbe the reflected point with respect to D Then za

        zb Pnz is a monic polynomial ofdegree n different from Pnz even as an element in Ha˝ Thus

        jjPnzjj lt jj z a

        z bPnzjj

        On the other hand when iii of Lemma 24 is expressed in terms of the H ˝

        norm it shows that

        jjPnzjj jj z a

        z bPnzjj

        This contradiction proves the theoremFurther results on the zeros of the orthogonal polynomials obtained by operator

        theoretic methods will be given in Chap 5 In particular Theorem 41 will beproved again at the end of Sect 51

        43 The Hessenberg Matrices

        The zeros z1 zn can be characterized as being the eigenvalues of variousmatrices associated to ˝ for example matrices for truncated shift operators whichwe here discuss briefly from the point of view of Hessenberg matrices in acohyponormal setting Further studies related to hyponormal operator theory willfollow in Chap 5

        We start from (42) and use again Z for the operator of multiplication by z inHa˝ Then

        Zpkz DnX

        jD0hZpk pjipjz D

        nXjD0

        bkjpjz D

        Dn1XjD0

        bkjpjzC bknpnz 0 k n 1

        where the coefficients bkj D hZpk pji vanish whenever k C 1 lt j because pj isorthogonal to all polynomials of degree lt j Letting k run from zero to n 1 for a

        43 The Hessenberg Matrices 53

        given n this gives

        z

        0BBBBBBBBB

        p0zp1zp2z

        pn1z

        1CCCCCCCCCA

        D

        0BBBBBBBBB

        b00 b01 0 0 0 0

        b10 b11 b12 0 0 0

        b20 b21 b22 b23 0 0

        0 0

        bn2n1 0

        bn10 bn11 bn12 bn13 bn1n1 bn1n

        1CCCCCCCCCA

        0BBBBBBBBBB

        p0zp1zp2zp3z

        pn1zpnz

        1CCCCCCCCCCA

        D

        0BBBBB

        b00 b01 0 0 0

        b10 b11 b12 0 0

        b20 b21 b22 b23 0

        bn2n1

        bn10 bn11 bn12 bn13 bn1n1

        1CCCCCA

        0BBBBBBBB

        p0zp1zp2zp3z

        pn1z

        1CCCCCCCCA

        C pnz

        0BBBBBBBB

        0

        0

        0

        0

        bn1n

        1CCCCCCCCA

        The n n matrix in the last expression is a lower Hessenberg matrix Wenotice that each zero of pnz is an eigenvalue of it the corresponding eigenvectorbeing the column vector with entries p0z pn1z evaluated at that zero Thetranspose matrix which is an upper Hessenberg matrix has the same eigenvaluesand when extended to a full semi-infinite matrix call it M it becomes that matrixwhich represents the operator Z with respect to the basis fpng1

        nD0 in Ha˝ Thecommutation relation

        ŒMM D 1 ˝ 1 D

        0BBB

        0 0

        0 0 0

        0 0 0

        1CCCA

        then imposes stringent quadratic restrictions on the entries of MAs a preview of the coming examples and theoretical considerations we notice

        that a Jacobi-Toeplitz matrix (ie three constant diagonals clustered around themain diagonal) satisfies the above commutator requirement Specifically take a b carbitrary complex numbers and define

        M D

        0BBBBB

        a c 0 0

        b a c 0

        0 b a c0 0 b a

        1CCCCCA

        54 4 Exponential Orthogonal Polynomials

        or in a close form M D bS C aI C cS We denote by S the unilateral shift thatis the matrix with 1 under the main diagonal and zero elsewhere We know thatŒSS D e0 ˝ e0 hence the self-commutator of M becomes

        ŒMM D jcj2 jbj2e0 ˝ e0 D

        0BBB

        jcj2 jbj2 0 0 0 0 0

        0 0 0

        1CCCA

        44 The Matrix Model of Quadrature Domains

        The structure of the Hessenberg matrix touched in the last section is enhanced inthe case of a quadrature domain This topic was developed over two decades by theauthors and we only briefly comment below a few pertinent facts for the main bodyof these lecture notes Full details can be found in [40 80]

        Let ˝ be a bounded quadrature domain of order d and let Ha˝ denote thed-dimensional analytic subspace of H ˝ The position operator Z leaves Ha˝

        invariant and it is co-hyponormal on the larger Hilbert space H ˝ We considerthe scale of finite dimensional subspaces

        Kn D spanfZkHa˝ W 0 k ng D spanfZkZm1 W 0 k n m 0gIn view of the commutation relation

        ŒZZ D 1 ˝ 1

        the operator Z leaves every subspace Kn invariantWe decompose the full space H ˝ into the hilbertian orthogonal sum

        H ˝ D Ha˝˚ K1 K0˚ K2 K1˚ and accordingly Z inherits a block-matrix decomposition

        Z D

        0BBBBB

        Z0 A0 0 0

        0 Z1 A1 0

        0 0 Z2 A2

        0 0 0 Z3

        1CCCCCA

        The self-commutator identity yields

        ŒZkZk C AkA

        k Ak1Ak1 D 0 k 1

        44 The Matrix Model of Quadrature Domains 55

        and

        AkZkC1 D Z

        k Ak

        with the initial condition

        ŒZ0Z0 C A0A

        0 D 1 ˝ 1

        The invariance of the principal function to finite rank perturbations of Z impliesthat

        dimKnC1 Kn D dimHa˝

        and

        ker An D 0

        for all n 0 See [80] for detailsWe have the luxury to change the bases in the wandering spaces and identify them

        all with the same Hilbert space of dimension d Moreover in this identification wecan assume that all transforms An n 0 are positive Consequently we obtain thesimilarity relations

        ZkC1 D AkZkA1k k 0

        The factorization of the exponential transform attached to these data yields forlarge values of jzj jwj

        1 E˝zw D hZ z11 Z w11i D hZ0 z11 Z0 w11i

        Therefore the spectrum of the matrix Z0 coincides with the quadrature nodesmultiplicity included We read from here that the domain ˝ coincides modulofinitely many points to the super level set of the localized resolvent of Z0

        ˝ D fz 2 C W kZ0 z11k gt 1g

        Having the formula for the Cauchy transform of the uniform mass on ˝ embeddedinto the exponential transform factorization also gives a formula for the Schwarzfunction

        Sz D z hZ0 z11 1i C hZ z11 1i

        56 4 Exponential Orthogonal Polynomials

        In general when regarded as a rational function the localized resolvent of amatrix appearing in the above computations carries a special algebraic structure

        Proposition 42 Let A be a complex d d matrix with cyclic vector 2 Cd Then

        kA z1k2 Dd1XkD0

        jQkzj2jPzj2 (412)

        where Pz is the minimal polynomial (of degree d) of A and Qkz are complexpolynomials subject to the exact degree condition

        deg Qk D k 0 k d 1

        The converse also holds true For proofs and a discussion of the geometricimplications of such a hermitian square decomposition see [37] An algebraic curveof equation

        jPzj2 Dd1XkD1

        jQkzj2

        is known as a generalized lemniscate and it is suitable for studying the globalSchwarz reflection into it

        In the setting of the functional model with ˝ is a quadrature domain of order dA D Z and D 1 then Ha˝ can be identified with C

        d and (412) becomes thesame as (48)

        Chapter 5Finite Central Truncations of Linear Operators

        Abstract By interpreting the exponential orthogonal polynomials as characteristicpolynomials of finite central truncations of the underlying hyponormal operator oneopens a vast toolbox of Hilbert space geometry methods In particular we prove inthis chapter that trace class modifications of the hyponormal operator attached to adomain will not alter the convex hull of the support of any cluster point of the countin measures of the roots of the orthogonal polynomials As a sharp departure fromthe case of complex orthogonal polynomials associated to a Lebesgue space weprove that the convex hull of these supports is not affected by taking the union of anopen set with a disjoint quadrature domain However similar to the case of Bergmanorthogonal polynomials we prove that the exponential orthogonal polynomialssatisfy a three term relation only in the case of an ellipse Some general perturbationtheory arguments are collected in the last section

        51 Trace Class Perturbations

        A Hilbert space interpretation of the orthogonal polynomials considered in thepreceding sections touches the classical topics of the asymptotics of the spectra offinite central truncations of a linear bounded operator along the Krylov subspacesassociated to a privileged (cyclic) vector

        We start by recalling (with proofs) some well-known facts Let A 2 L H be alinear bounded operator acting on the complex Hilbert space H and let 2 H be anon-zero vector We denote HnA the linear span of the vectors A An1and let n be the orthogonal projection of H onto this finite dimensional subspaceOf interest for our study is the asymptotics of the counting measures n ofthe spectra of the finite central truncations An D nAn or equivalently theasymptotics of the evaluations of these measures on complex analytic polynomials

        Zpzdnz D tr pAn

        n p 2 CŒz

        copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_5

        57

        58 5 Finite Central Truncations of Linear Operators

        Indeed the monic orthogonal polynomials Pn in question minimize the func-tional (semi-norm)

        kqkA D kqAk q 2 CŒz

        and the zeros of Pn (whenever they are unambiguously defined) coincide with thespectrum of An To be more specific the following well-known lemma holds

        Lemma 51 Assume that HnA curren HnC1A and let the polynomial Pnz Dzn C qn1z deg qn1 n 1 satisfy

        PnA HnA

        Then detz An D Pnz

        Proof Remark that for every k n 1 we have

        Akn D nAnAn nAn D nAk

        By the assumption HnA curren HnC1A the vectors An An1n are

        linearly independent and they generate the subspace HnA that is is a cyclicvector for An According to the Cayley-Hamilton theorem the minimal polynomialof An coincides with its characteristic polynomial Qnz In particular

        QnAn Akn k lt n

        One step further for any k lt n one finds

        hQnAAki D hQnA nAki D hQnAnAki D 0

        Thus Qn D PnAn immediate consequence of the above observation is that the spectra of the

        finite rank central truncations An are contained in the closure of the numerical rangeWA of A Indeed

        An WAn WA

        We recall that the numerical range of A is the set

        WA D fhAx xi W x 2 H kxk D 1g

        A basic theorem of Hausdorff and Toeplitz asserts that WA is a convex set whichcontains the spectrum of A in its closure

        Next we prove that the asymptotics of the counting measures of the truncationsAn is not affected by trace-class perturbations Denote by jAj1 D tr

        pAA the trace

        norm of an operator A and by C1H the set of those A 2 H with jAj1 lt 1

        51 Trace Class Perturbations 59

        Proposition 51 Let AB 2 L H with AB of finite trace AB 2 C1H Thenfor every polynomial p 2 CŒz we have

        limn1

        tr pAn tr pBn

        nD 0

        Proof It suffices to prove the statement for a monomial pz D zk Denote C DA B the trace class difference between the two operators Using then the generalidentity

        Akn Bk

        n DkX

        jD1Aj1

        n An BnBkjn

        it follows that there exists a polynomial Sku v with positive coefficients with theproperty

        jtrAkn Bk

        nj SkkAnk kBnkjAn Bnj1

        Since jAn Bnj1 jCj1 one finds

        jtrAkn Bk

        nj SkkAk kBkjCj1and the proof is complete

        Corollary 51 Let n 13n denote the counting measures of the spectra of Anrespectively Bn above Then

        limn1Œ

        Zdn

        zZ

        d13n

        z D 0

        uniformly on compact subsets which are disjoint of the convex hull of A[ BSimilarities which are implemented by almost unitary transformations (in the

        trace-class sense) also leave invariant the asymptotics of our counting measures

        Corollary 52 Let U 2 L H be a unitary operator and L 2 C1H a trace-class operator so that X D U C L is invertible Let A 2 L H be a linearbounded operator with a distinguished non-zero vector 2 H Denote B D X1AX D X1 and consider the finite central truncations An Bn along the subspacesHnA respectively HnB Then for every complex polynomial p 2 CŒz wehave

        limn1

        tr pAn tr pBn

        nD 0

        We put the above techniques at work and elaborate another proof of Theorem 41This goes as follows Let T 2 L H be a hyponormal operator and 2 H

        60 5 Finite Central Truncations of Linear Operators

        a distinguished vector The monic orthogonal polynomial with respect to theseminorm kpTk is denoted as above by Pnz Then the claim is that all zerosof Pn lie in the convex hull of the spectrum of T

        Indeed assume that one zero z D does not belong to the convex hull of thespectrum of T Let ` denote a real line separating strictly from the convex setWT Denote by the symmetric point of with respect to this line Then theoperator T is invertible hyponormal and its norm coincides with the spectralradius Hence

        kT T 1k lt 1

        Consequently

        kT T 1PnTk lt kPnTk

        which contradicts the minimality of kPnTk

        52 Padeacute Approximation Scheme

        The specific positivity structure of the exponential transform of a bounded planardomain imposes an adapted Padeacute approximation scheme This rational approxima-tion becomes exact in the case of quadrature domains and it is useful in treating allsemi-normal operators which share the same principal function

        We work with an irreducible hyponormal operator of T 2 L H with rank-oneself-commutator

        ŒTT D ˝

        The associated characteristic function that is the exponential transform of aprincipal function g is

        Ezw D detT zT wT z1T w1 D

        D 1 hT w1 T z1i D 1 1X

        k`D0

        bk`

        zkC1w`C1

        Fix a positive integer N and denote by TN the finite central truncation of theoperator T to the linear subspace generated by the vectors T TN1Then

        hTkT`i D hTkN T

        `N i k N 1 ` N or k N ` N 1

        52 Padeacute Approximation Scheme 61

        Thus it is natural to consider the rational function

        ENzw D 1 hTN w1 T

        N z1i

        as an optimal approximate of Ezw in a neighborhood of the point at infinityRemark that

        ENzw D QNzw

        PNzPNw

        where PN is the associated orthogonal polynomial whenever it is unambiguouslydefined and the polynomial kernel QNzw is positive semi-definite and has degreeat most N 1 in each variable

        A minimal number of assumptions characterizes in fact the rational approxima-tion by EN as follows

        Theorem 51 Let Ezw D 1P1k`D0

        bk`

        zkC1w`C1 be the exponential transform of ameasurable function of compact support g 0 g 1 attached to the hyponormaloperator T Fix a positive integer N

        There exists a unique formal series

        Ezw D 1 1X

        k`D0

        ck`

        zkC1w`C1

        with the matching property

        ck` D bk` for 0 k N 1 0 ` N or 0 k N 0 ` N 1

        and positivity and rank constraints

        ck`1k`D0 0 rankck`

        1k`D0 minN n

        where n D rankbk`Nk`D0

        In this case Ezw D ENzw Moreover Ezw D Ezw as formal series ifand only if the function g is the characteristic function of a quadrature domain oforder d N

        Proof Assume the infinite matrix ck`1k`D0 is subject to the two conditions in the

        statement Then either detck`N1k`D0 D detbk`

        N1k`D0 D 0 or detck`

        N1k`D0 gt 0

        In the first case we know that E is the exponential transform of a quadraturedomain of order d N 1 and there exists a unique positive semi-definiteextension rank preserving extension of the matrix bk`

        N1k`D0 Then necessarily

        Ezw D ENzw D EzwIn the second situation condition detck`

        Nk`D0 D 0 defines unambiguously the

        entry cNN Then again there is a unique infinite matrix completion of ck` which

        62 5 Finite Central Truncations of Linear Operators

        preserves rank and semi-positivity In addition we identify

        ck` D hT`N T

        kN i

        first for k ` N and then for all values of k `The difference between the exponential transform and its diagonal Padeacute approx-

        imant above is easy to control outside the convex hull of the support of the originalfunction g

        Corollary 53 Under the assumptions in the theorem above let K D conv suppgdenote the convex hull of the closed support of the function g and let F be a compactset disjoint of K Then

        limN1 jENzw Ezwj D 0

        uniformly for zw 2 F

        Proof The closed support of the principal function g is equal to the spectrum ofthe irreducible hyponormal operator T Let c 2 C be an auxiliary point Since thespectral radius of T aI is equal to its norm there exists a center c and radius R gt 0so that K DcR and j cj gt R for all 2 F Let R0 D inf2F j cj andremark that R0 gt R as F is compact Then we can write Neumann series expansionsof the two kernels centered at c

        Ezw D 1 hT c w c1 T c z c1i D

        1 1X

        k`D0

        hT ck T c`iw ckC1z c`C1

        According to the above theorem

        Ezw ENzw D hT cN T cNiw cNC1z cNC1 hT

        N cN TN cNiw cNC1z cNC1 C

        1XkgtN or `gtN

        hT ck T c`iw ckC1z c`C1

        hTN ck TN c`iw ckC1z c`C1

        Remark that kTN ck kT ck In conclusion for all zw 2 F we obtain

        jEzw ENzwj 2R2N

        R02NC

        1XkgtN or `gtN

        RkC`

        R0kC`C2

        Finally we record below a simple observation pertaining to the matrix approx-imation of the multiplier Z D Mz in the functional space H ˝ Specifically

        53 Three Term Relation for the Orthogonal Polynomials 63

        passing to the final central truncations Zn we obtain

        Zn z11 1

        zD npn

        znC1 C O1

        znC2

        and

        Zn z11 Dn1XkD0

        qkzpk

        Compare (337) or (45) We recall that pk are the orthogonal polynomials associ-ated to ˝ while qkz D h 1

        z pki make up the dual basis see (46)

        53 Three Term Relation for the Orthogonal Polynomials

        We show in analogy with the known case of Bergman orthogonal polynomialsthat the ellipse is the only bounded domain for which the exponential orthogonalpolynomials satisfy a three term relation

        From the very beginning we exclude the case of a quadrature domain wherehigher degree exponential orthogonal polynomials cannot be defined withoutambiguity

        Theorem 52 Let˝ be a bounded open set in C which is not a quadrature domainThe exponential orthogonal polynomials satisfy a three term relation if and only if˝ is an ellipse

        Proof Let T 2 L H denote the irreducible hyponormal operator with rank-oneself commutator and spectrum equal to the closure of˝ Since˝ is not a quadraturedomain the space H is spanned by the orthonormal system pnT n 0 wherepn are the exponential orthonormal polynomials and ŒTT D ˝ A three termrelation for the orthogonal polynomials is equivalent to the matrix representation ofT by three non-zero diagonals Indeed the assumption is

        zpnz D cnC1pnC1zC anpnzC bnpn1z

        where an bn cn are complex numbers and p1 D 0 Hence

        TpnT D cnC1pnC1T C anpnT C bnpn1T

        64 5 Finite Central Truncations of Linear Operators

        The matrix representations of T and T are

        T D

        0BBBBB

        a0 b1 0 0

        c1 a1 b2 00 c2 a2 b3 0 0 c3 a3

        1CCCCCA

        respectively

        T D

        0BBBBB

        a0 c1 0 0

        b1 a1 c2 00 b2 a2 c3 0 0 b3 a3

        1CCCCCA

        The self-commutator is represented in the same basis as

        ŒTT D

        0BBBBB

        r 0 0 0 0 0 0 0

        0 0 0 0

        0 0 0 0

        1CCCCCA

        where r gt 0Writing on the matrix elements the commutator equation yields a system of non-

        linear equations

        ja0j2 C jb1j2 D r C ja0j2 C jc1j2 jc1j2 C ja1j2 C jb2j2 D jb1j2 C ja1j2 C jc2j2

        a0c1 C b1a1 D a0b1 C c1a1 a1c2 C b2a2 D a1b2 C c2a2

        and

        b1c2 D c1b2 b2c3 D c2b3

        We infer from the first relations

        jbkj2 D r C jckj2 k 1

        in particular bk curren 0 k 1

        53 Three Term Relation for the Orthogonal Polynomials 65

        If there exists cn D 0 then the last string of relations imply ck D 0 for all k 1But then T D that is the cyclic space of T with respect to the vector hasdimension one and this occurs only if ˝ is a disk This case was excluded from thebeginning

        We can assume therefore that all matrix entries ck k 1 are non-zero Then

        jbkj2jbkC1j2 D jckj2

        jckC1j2 D r C jckj2r C jckC1j2 k 1

        This implies

        jb1j D jb2j D jb3j D jc1j D jc2j D jc3j D

        Further on we can pass to a unitary equivalence UTU without changing thespectrum of T or the assumptions on the three term recurrence relations With U Ddiag0 1 2 we achieve

        b1 D b2 D b3 D D s gt 0

        Then the third string of relations imply

        c1 D c2 D c3 D D u 2 C

        Finally the second string of relations yield

        uak C sakC1 D uakC1 C sak k 0

        Consequently

        uak sak D ua0 sa0 k 0

        Since juj curren s these equations have unique solution

        a1 D a2 D a3 D D a

        The translation T 7 T aI does not change the statement so we can assumea D 0 In conclusion T has zero on the main diagonal and constants on the borderingsubsuper diagonals Denoting by S the unilateral shift on `2N we obtain T DuS C S That is the spectrum of T is an ellipse

        66 5 Finite Central Truncations of Linear Operators

        54 Disjoint Unions of Domains

        It is legitimate to ask what happens with the zeros of the exponential orthogonalpolynomials when two disjoint supporting sets are put together The case of Szegoumlor Bergman orthogonal polynomials was thoroughly studied by Widom [110]respectively Saff Stylianopoulos and the present authors [50]

        Let Ai 2 L Hi i D 1 2 be two linear bounded operators and fix somenon-zero vectors i 2 Hi Assume that the spectra Ai i D 1 2 are disjointThe multiplicative property of the exponential transform leads to the followingconstruction suppose that there exists a linear operator A 2 L H with adistinguished vector 2 H so that

        1 kA1 z11k21 kA2 z12k2 D 1 kA z1k2for jzj large enough The main question is what is the relation between theasymptotics of the spectra of the finite central truncations of A and those of A1A2along the subspaces HnA respectively HnAi i

        To start investigating this question we polarize the identity above and rearrangethe terms

        hA1 z11 A1 w11i C hA2 z12 A2 w12i D

        hA z1 A w1iC

        hA1 z11 ˝ A2 z12 A1 w11 ˝ A2 w12iRegarding the latter as the Gram matrix of a family of vectors we infer that there

        exists an isometric transformation

        V W H1 ˚ H2 H ˚ H1 ˝ H2

        with the property

        V

        A1 z11A2 z12

        D

        A z1A1 z11 ˝ A2 z12

        The tensor product of two resolvents can be linearized by the usual resolventequation trick Note first that the elementary operators I ˝ A2 A1 ˝ I commuteand their spectra are disjoint Hence I ˝ A2 A1 ˝ I is invertible by the spectralmapping theorem for analytic functional calculus of commuting pairs Then

        A1 z1 ˝ I I ˝ A2 z1 D

        A1 z1 ˝ II ˝ A2 z A1 z˝ II ˝ A2 z1 D

        A1 z1 ˝ A2 z1ŒI ˝ A2 A1 ˝ I

        54 Disjoint Unions of Domains 67

        Hence

        A1 z11 ˝ A2 z12 D

        ŒI ˝ A2 A1 ˝ I1A1 z1 ˝ I I ˝ A2 z11 ˝ 2

        By integrating the above identity along a large circle with the differential formpzdz we get for an arbitrary polynomial p 2 CŒz

        V

        pA11pA22

        D

        pApA1˝IpI˝A2

        I˝A2A1˝I 1 ˝ 2

        We know that a trace-class perturbation will not alter the asymptotics ofthe orthogonal polynomials associated to these pairs of operators and vectorsTherefore assuming that dim H2 lt 1 we can work only with polynomials pzwhich annihilate A2 W pA2 D 0 We obtain then an isometric map

        WpA11 D

        pAI ˝ A2 A1 ˝ I1pA11 ˝ 2

        pA2 D 0

        We introduce the operator D W H1 H1 ˝ H2

        Dx D I ˝ A2 A1 ˝ I1x ˝ 2

        and remark that kDxk kxk for x D pA11 pA22 D 0 Note also that

        A1 ˝ ID D DA1 (51)

        With these preparations we are ready to prove the following surprising resultabout the invisibility of quadrature domains in the asymptotics of the zeros ofexponential orthogonal polynomials associated to disjoint unions of open sets

        Theorem 53 Let ˝ D ˝1 [ ˝2 be a disjoint union of a bounded open set ˝1

        with a quadrature domain˝2 The zeros of the exponential orthogonal polynomialsassociated to ˝ cluster in the convex hull of ˝1

        Proof Modulo changing the complex variables into the conjugate ones we areworking in the setting described above A1A2 are the cohyponormal operatorsattached to ˝1 respectively˝2 A is attached to ˝ etc

        Let Pn denote the orthogonal polynomials attached to ˝ that is orthogonalizingthe semi-norm kpAk Since a finite rank perturbation does not affect the convexhull of the zero asymptotics we can work only in the subspace of polynomialsp 2 CŒz which annihilate A2 along the vector 2 that is pA22 D 0 In particularfor these polynomials we have

        kpA11k2 kDpA11k2 D kpAk2

        68 5 Finite Central Truncations of Linear Operators

        or by polarization and using the intertwining relation (51)

        hA1 cx xi hA1 c˝ IDxDxi D hAy yi

        where c 2 C and x D pA11 y D pAAssume that r ReA1 c r for a non-negative r Then obviously ReA

        c˝ I satisfies the same bounds and because

        kxk2 kDxk2 D kyk2

        we obtain

        rkyk2 RehA cy yi rkyk2

        This proves that any weak limit of the zeros of the orthogonal polynomialsPn has support contained in the numerical range of A1 hence the statement of thetheorem

        Since the operator A1 ˝ I I ˝ A2 is cohyponormal invertible if dist˝1˝2 gt

        0 and k2k2 D Area˝2 we can complement the above statement by thequantitative observation

        kDk p

        Area˝2p dist˝1˝2

        Numerical experiments illustrating the asymptotic zero distribution in the caseof an external disk and also comparison with the corresponding behavior forBergman orthogonal polynomials can be found in Sects 781 and 782 belowFigs 711ndash714 The zeros ignore the disk in sharp contrast with the situationfor a disjoint union of two non-quadrature domains illustrated by Fig 715 inSect 7101

        55 Perturbations of Finite Truncations

        Let ˝ be a bounded quadrature domain with mother body (this concept to beprecisely defined in Sect 61) a positive measure supported on a compact subsetK ˝ Specifically we here just assume just that the functional f 7 R

        ˝fdA

        ( f 2 O˝) has a compact carrier (in˝) which by discussions in Sect 311 meansthat there exists and K as above such that

        f dA DZ

        Kf d f 2 O˝

        We assume that ˝ is not a finite quadrature domain

        55 Perturbations of Finite Truncations 69

        The inner product in the space H ˝ can in this case be pushed to the set K aswe know

        h f gi D 1

        2

        ZHzwf zf wdzdw

        As in previous sections we denote by the same letter the positive operator

        Hf w D 1

        ZHzwf zdz

        We will be interested in evaluating this operator on polynomials f 2 CŒz remarkingthat H is Hilbert-Schmidt (and even more smooth) on L2 due to the compactnessof K and the analyticityanti-analyticity of the integral kernel Hzw

        We will perform simultaneously spectral analysis approximation in two non-equivalent norms Besides the inner product h i of the space H ˝ we alsoconsider the inner product in the Lebesgue space L2 The norm in H ˝

        will be simply denoted k k while the norm in L2 carries a subscript k k2The orthonormal polynomials in H ˝ are denoted as before by pn

        pnz D nzn C Ozn1

        while the orthonormal polynomials in L2 are

        qnz D nzn C Ozn1

        The significance of the leading coefficients n n is classical

        1n D inf

        deg f n1 kzn f k 1n D inf

        deg f n1 kzn f k2

        Finally to fix notation we denote by n the orthogonal projection of H ˝ ontothe polynomials of degree less than or equal to n 1 and by n the correspondingorthogonal projection in L2 For an linear operator T on one of the two Hilbertspaces we denote Tn D nTn or Tn D nTn the respective compressions Asproved before the operator Z D Mz of multiplication by the variable on H ˝

        has finite central truncations Zn with characteristic polynomials equal to pn whilethe normal operator A D Mz on L2 produces finite central truncations An whosecharacteristic polynomials are the orthogonal polynomials qn

        Let f g 2 Cn1Œz be polynomials of degree less than or equal to n 1 Then

        hZf gi D h f Zgi D Hf zg D zHf g D AHf g

        70 5 Finite Central Truncations of Linear Operators

        and one step further we can keep track of the orthogonal projections and insertwhenever possible the corresponding orthogonal projections

        hZf gi D hnZn f gi Hf zg D nC1Hn f Ang etc

        We end up with the identity

        HnZn D nAnC1Hn D A

        n Hn C nAnC1 nHn

        Since˝ is not a finite point quadrature domain the operator Hn is strictly positiveon Cn1Œz

        We expect in general that the difference

        HnZn H1

        n An D nAnC1 nHnH1

        n

        converges to zero in the operator topology which would provide the expectedasymptotics for the spectrum of Zn To be more specific we isolate the followinggeneral observation We denote by conv K the convex hull of the compact set K

        Proposition 52 Assume in the above notation that

        lim sup kH1n ZnHn Ank D r lt 1

        Let nk 2 Znk k 1 be a sequence of spectral points converging to Then

        dist conv K r

        Proof We drop the subsequence notation and consider a unit vector un with theproperty

        H1n ZnHnun D nun

        Since A is a normal operator the point n D Anun un belongs to the numericalrange of A that is conv K But

        jn nj D jH1n ZnHnun Anun unj kH1

        n ZnHn Ank

        and the statement follows by passing to the limitNext we analyze in more detail the defect operator D

        n D H1n ZnHn An The

        difference of two orthogonal projections in its expression is rank one

        nC1 n D qn qn

        whence

        Dn WD nAnC1 nHnH1n D nAqn qnHnH1

        n D nAqnH1n nHqn

        55 Perturbations of Finite Truncations 71

        The good news is that we can further simplify this rank one matrixFirst remark that

        Aqn1 D zn1zn1 C Ozn1 D n1n

        qnzC Ozn1

        and consequently

        nAqn qn1 D qnAqn1 D n1n

        Since

        nAqn qk D qn zqk D 0 k n 2

        we infer

        nAqn D n1n

        qn1

        The other factor in the difference operator Dn can be simplified as well For anarbitrary vector f one has

        HnH1n f qn D f H1

        n nHqn

        We decompose in orthogonal components

        Hqn D s C t deg s n 1 nt D 0

        On the other hand there exists a polynomial h 2 Cn1Œx which satisfies

        Hh D s C t0 nt0 D 0

        By its definition s D Hnh hence

        h D H1n nHqn

        By subtracting the two equations we find that the polynomial qn h of degree equalto n satisfies Hqn h Cn1Œz in the inner product of L2 That is qn h isorthogonal to Cn1Œz in the space H ˝ Consequently qn h is a scalar multipleof pn We find

        h D qn n

        npn

        by Cramerrsquos rule for computing the inverse of a matrix

        72 5 Finite Central Truncations of Linear Operators

        Putting all these computations together we arrive at the following statement

        Theorem 54 Let ˝ be a bounded open set which admits a quadrature identity foranalytic functions with respect to a positive measure supported by a compact subsetK of ˝ If

        limn1

        n1n

        kqn n

        npnk2 D 0

        then any weak limit of the counting measures of the exponential orthogonalpolynomials is supported by the convex hull of K

        The case of an ellipse is extreme for the above theorem because the systems oforthogonal polynomials pn and qn coincide up to the right normalization thatis qn D n

        npn for all n 0

        For regular measures the general theory of orthogonal polynomialsimplies that the quotient n1

        nconverges to 1=capK hence only condition

        limn1 kqn nn

        pnk2 D 0 suffices for the spectral asymptotics

        Corollary 54 Assume under the hypotheses of the theorem that the closed supportK of the quadrature measure decomposes into a disjoint union K D fg [ K0 Thenany weak limit of the counting measures of the exponential orthogonal polynomialsis supported by the convex hull of K0

        Proof We know that a finite rank perturbation of the operator Z will not change theasymptotics of the exponential orthogonal polynomials Then we repeat the proofof the theorem by considering orthogonal projections onto the maximal ideal ofpolynomials vanishing at Remarking that the vanishing condition is still valid forthe new sequence of projections

        The computations of the preceding section can be better understood from thepoint of view of Cholesky decomposition of positive definite matrices The notationis the same In the end we will need to work with the monic orthogonal polynomialsse we denote for all n 0

        Pnz D pnz

        nD zn C nzn1 C lower order terms

        Qnz D qnz

        nD zn C ınzn1 C lower order terms

        We still have hPnPki D QnQk D 0 for all k curren nThe connection between orthogonal polynomials and moment matrices is well

        known and can be derived from the decompositions

        zn D rnnpnzC rnn1pn1zC

        zn D snnqnzC snn1qn1zC

        55 Perturbations of Finite Truncations 73

        which yield

        hzn zki DX

        jminnk

        rnjrkj

        respectively

        zn zk DX

        jminnk

        snjskj

        Denoting by B D hzn zki1nkD0 and N D zn zk1nkD0 the corresponding momentmatrices and by R D rj`

        1j`D0 S D sj`

        1j`D0 the lower triangular matrices above

        we obtain Cholesky decompositions

        B D RR N D SS

        Note that the rows of the inverse matrices R1 and S1 coincide with thecoefficients of the orthogonal polynomials pn respectively qn as derived from theidentities

        1 z z2 z3 T D R p0z p1z p2z T

        1 z z2 z3 T D Sq0z q1z 22z T

        The transition matrix C entering into the decomposition

        pn DXkn

        cnkqk

        is therefore

        C D R1S

        Remark that C1 is Hilbert-Schmidt because

        ınm D Hpn pm DXk`

        cnkHqk q`cm`

        or in closed matricial form

        I D CHC

        The quantitative defect in the spectral asymptotic theorem above is

        kqn pn

        cnnk22 D

        n1XkD0

        j cnk

        cnnj2

        74 5 Finite Central Truncations of Linear Operators

        And we want in the best scenario that this sequence converges to zero One sufficientcondition is stated below

        Proposition 53 Assume that the measure is regular and that the matrix Hassociated to the H-kernel with respect to the orthonormal basis of polynomialsin L2 admits the LDU decomposition

        H D I C LDI C L

        where D is a diagonal operator and L is a Hilbert-Schmidt strictly lower triangularoperator Then any weak limit of the counting measures of the exponentialorthogonal polynomials is supported by the convex hull of K D supp

        Again the ellipse is relevant as in this case H D D

        56 Real Central Truncations

        There is flexibility in chopping out the quantized hyponormal operator T associatedto a bounded open set ˝ of the complex plane Leaving aside the Krylov spacesattached to T and the range of self-commutator we can envisage a ldquorealrdquo cut-offrather than the ldquocomplexrdquo truncations used throughout these notes

        Quite specifically let ŒTT D ˝ be the irreducible hyponormal operatorwith principal function gT D ˝ We consider the linear subspaces

        Vn D spanfTiTj maxi j ng

        and the orthogonal projections n onto them Let Rn D nTn be the compression ofT to the finite dimensional subspace Vn Clearly n monotonically converges in thestrong operator topology to the identity Henceforth we call Rn the n-th order realcentral truncation of T

        Note that due to the commutation relation ŒTT D ˝ we have

        TVn VnC1 TVn VnC1

        That is with respect to the chain Vn the matrix attached to the operator T is blockthree-diagonal

        The quantized matrix model constructed for a quadrature domain cf Sect 44yields the following conclusion

        Theorem 55 Let ˝ be a quadrature domain of order d with nodes a1 am andrespective multiplicities d1 dm The counting measures n of the spectra of thereal central truncations of the hyponormal operator attached to ˝ satisfy

        w limnn D d1

        dıa1 C d2

        dıa2 C C dm

        dıam

        56 Real Central Truncations 75

        Proof The staircase matrix model of T proved in Sect 44 (for the adjoint transposeZ) shows that

        T D

        0BBBBB

        T0 0 0 0

        T1 0 0

        0 T2 0 0 T3

        1CCCCCA

        Recall that the diagonal blocks Tk are all similar and they have spectrum equalto fa1 amg with the same multiplicities fd1 dmg as the original quadraturedomain

        We also know that the vectors T Td1 are linearly independent butTd is linear dependent of them For any integer n gt d we have using the notationof Sect 44

        Vn D spanfTiTj maxi j ng D spanfTiHa˝ i ng D Kn

        In other terms the real truncation Rn consists of the first d C 1 blocks of thestair-case matrix model of T Remark also that

        dim Vn D n C 1d

        Let pz be a complex polynomial The matrix pTn has a lower triangular block-structure with pTk 0 k n as diagonal blocks Therefore

        tr pRn DnX

        kD0tr pTk D n C 1pT0 D n C 1Œd1pa1C C dmpam

        The normalized traces give exactly the value of the counting measure

        Zp dn D tr pRn

        dim VnD d1

        dpa1C d2

        dpa2C C dm

        dpam

        In conclusion we face a constant sequence of counting measures convergent tothe finite atomic measure in the statement The convergence established on complexpolynomials obviously extends to all real polynomials

        It would be interesting to explore the following question Let ˝ be a domainsatisfying a generalized quadrature identity with positive measure 13 By approxi-mating 13 by a sequence of finite atomic positive measures 13n we get a sequence ofquadrature domains ˝ converging ldquoin momentsrdquo to ˝ The attached operators Trespectively Tn also converge in moments Can we compare the real truncations ofT to the real truncations of Tn

        Chapter 6Mother Bodies

        Abstract We outline the general theory for a certain kind of potential theoreticskeletons or lsquomother bodiesrsquo associated to a given domain The hope is generallyspeaking that such skeletons can be identified as attractors for zeros of orthogonalpolynomials and in a few cases such expectations have indeed been met theoret-ically andor experimentally For the exponential polynomials the success is ratherlimited so far but by building in enough flexibility in the models one expects in somenot so distant future to reach a reasonable matching In the present chapter we set updesirable properties (formulated as lsquoaxiomsrsquo) to be satisfied by mother bodies Sincethe search for potential theoretic skeletons is a highly ill-posed problem (related tothe Cauchy problem for an elliptic operator) very few domains admit mother bodiesbut for domains with piecewise algebraic boundaries there is a rather constructiveand efficient theory bearing in mind that the same class of domains is also amenablefor studying zeros of orthogonal polynomials

        61 General

        We have previously discussed the notion of carrier for the analytic functional f 7h f 1iH ˝ D 1

        R˝ f dA f 2 O˝ see Sect 311 Of special interest are minimal

        carriers which always exist and it is natural to conjecture that they have somethingto do with asymptotic locations of zeros of orthogonal polynomials

        One thing which speaks against minimal carriers is that there may be too manyof them as was seen in an example in Sect 311 Therefore a more refined notion isdesirable Such a refinement may be based on turning from analytic test functionsto harmonic and subharmonic functions hence from complex analysis to potentialtheory In this area there is a more or less established notion of potential theoreticskeleton or ldquomother bodyrdquo to use a term coined by the Bulgarian geophysicistZidarov [113] and the group around him

        Mother bodies have the advantage of not being too abundant (there may befinitely many of them for a given body but probably not continuous families) Theprice to be payed for this is that they do not always exist Existence is in factextremely rare in a general setting However for the types of domains discussedin this paper like domains with piecewise algebraic boundaries finitely manygood candidates can always be singled out and then it becomes a task of partly

        copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_6

        77

        78 6 Mother Bodies

        combinatorial nature to figure out which of these really are mother bodies or atleast are good enough for the purpose at hand In contrast to a carrier which is a seta mother body is a mass distribution (a measure) However it will turn out that onlythe support of this (again a set) will have a reasonable agreement with zero sets oforthogonal polynomials This will be exemplified in Chap 7

        Informally a mother body for a given body (mass distribution) is a moreconcentrated body (a ldquoskeletonrdquo) which produces the same exterior gravitationalfield (or potential) as the given body The basic example which actually goesback to Isaac Newton (in the case of three dimensions) is the appropriate pointmass at the center of a massive homogenous ball Much of our inspiration forconsidering mother bodies comes directly from D Zidarov and members in hisgroup for example O Kounchev But also specific questions by HS Shapiro andconsiderations in general around quadrature domains have been formative (see[101])

        First some notational issues We define the logarithmic potential of a measure as

        Uz D 1

        2

        Zlog jz j d

        so that U D Some variants of this notation will also be used for example ifthe measure has a density with respect to area measure (ie d D dA) we writeU and U˝ if D ˝ We shall also use

        Cz D 1

        Zd

        zD 4

        zUz

        for the Cauchy transform of a measure so that Nz C D

        The given body will be represented for us by a positive density 0 on abounded open set ˝ C extended by D 0 outside ˝ Thus the body is anabsolutely continuous measure with compact support represented by its densityfunction 2 L1C Our assumptions on ˝ will always include that ˝ equalsthe interior of its closure and that ˝ has area measure zero We may write theseassumptions as

        ˝e D ˝ j˝j D 0 (61)

        Quite often we will assume more The case that will be mostly discussed is that ofa uniform density say D ˝ Ideal requirements for a mother body of werediscussed in [34] where the following list of desirable properties was singled out

        Definition 61 A mother body for a given mass distribution 0 as above is ameasure satisfying the following requirements

        61 General 79

        M1

        U D U in ˝e

        M2

        U U in all C

        M3

        0

        M4

        jsuppj D 0

        M5

        Every component of C n supp intersects ˝e

        The positivity of has been stated as a separate axiom M3 because in somecontexts it turns out to be appropriate to keep open for signed measures if nogood positive measures can be found However further relaxations for exampleto distributions of higher order turns out to be no good because it allows for toomany mother bodies

        It is obvious from the axioms that supp ˝ and in general supp will reachout to ˝ (at some points) However does not load ˝ ie ˝ D 0 Thiscan be deduced from a generalized version of Katorsquos inequality see [12 28] Indeedsetting u D UU so that u 0 by M2 this inequality shows that the restrictionof the measure u to fu D 0g is non-negative Under our assumptions this impliesthat D 0 on ˝ It is worth to notice also that u is lower semicontinuous (becauseU is) and that therefore u D 0 automatically holds on all ˝c (not only ˝e aswritten in M1)

        The two inequality statements above M2 and M3 concern orderings whichare dual to each other with respect the pairing between potentials and measuresappearing in the definition of mutual energy

        13energy DZ

        Ud13 DZ

        U13d

        So the partial order in M2 is a natural ingredient in potential theory and in fact thisaxiom is necessary in order that one shall be able to reconstruct from by meansof the appropriate balayage process partial balayage For this process a desireddensity 0 has to be given in advance in all C Then one wants to sweep

        80 6 Mother Bodies

        satisfying M3 M4 to a body (measure) of the form (in terms of densities)

        D ˝

        for some open set˝ C (not known in advance) That is always possible providedthere is enough space under Specifically it is enough to assume that

        Rd ltR

        dA see [41] but to simplify the treatment it is convenient to impose bounds0 lt c1 c2 lt 1 The open set ˝ is in any case uniquely determined (up tonull-sets) by the requirement that M1 M2 shall hold

        We shall not go deeply into this kind of potential theory but for later use weintroduce at least the notation

        Bal D ˝ (62)

        for the partial balayage 7 D ˝ We have assumed that satisfies M3and M4 In a different language (62) says that ˝ is a quadrature domain forsubharmonic functions with respect to (and the given density )

        Z d

        dA 2 SL1˝ (63)

        This formulation requires some more care as for nullsets but we shall not go intosuch details In general we refer to [89] SL1˝ denotes the set of integrablesubharmonic functions in ˝

        Like mother bodies also partial balayage can be traced back to Zidarov [113]at least as for discrete and numerical versions From a mathematical point ofview it has been (independently) developed by Sakai [89] and one of the presentauthors [35 42] It is closely related to weighted equilibrium distributions [86]obstacle problems [90 91] the ldquosmash sumrdquo [17] and stochastic processes suchas internal diffusion limited aggregation [71] as well as several growth processesin mathematical physics and corresponding issues in random matrix theory [57]Further examples of recent developments are [27 41]

        Now the point we wish to make (eventually) in this work is that we want to matchasymptotic distribution of zeros of orthogonal polynomials ie weak limits of thecounting measures 13n with mother bodies for suitable choices (yet unclear) of In the case of Bergman polynomials there has been some progress in this respectIn that case the appropriate given body is not exactly of the above sort insteadit is according to general theories for classical orthogonal polynomials [103] theequilibrium measure of the domain˝ (or its closure) In place of mother body termssuch as ldquomadonna bodyrdquo or electrostatic skeleton has been used for such cases see[21 50] for example Despite the different nature of the given body much of thetheory in Sect 62 below applies also to such kinds of skeletons

        62 Some General Properties of Mother Bodies 81

        62 Some General Properties of Mother Bodies

        We collect here a few general facts which are known about mother bodies Someof these facts (more precisely Propositions 61 63 64) are taken from [35]where they are stated for D ˝ but in an arbitrary number of dimensions Forconvenience we repeat these results here including proofs

        We start with a simple observation which will repeatedly be referred to

        Lemma 61 If is a signed measure with compact support then U and C arelocally integrable functions Hence the distributional properties of these functionsdepend only on their values almost everywhere For example if U or C vanishesexcept on a null-set then necessarily D 0

        The same applies to U13 if 13 is a compactly supported distribution of order atmost one

        Proof Since the fundamental logarithmic kernel is locally integrable as well as itsfirst order derivatives the first statement in the lemma follows by a direct applicationof Fubinirsquos theorem So U and C are locally integrable functions which then fullyrepresent the corresponding distributions in the usual way

        A distribution 13 of order at most one is locally a sum of distributional derivativesof a measures Assume for example considering only one term in such a sum that13 D

        x where is a (signed) measure Then defining the potential of 13 as theconvolution with the fundamental solution ie U13 D U13ı D 13 Uı we see thatU13 D

        x Uı D x Uı Here the last factor again has a locally integrable

        singularity and the last statement of the lemma follows from Fubinirsquos theorem asbefore

        Proposition 61 Let be a mother body for Then among (signed) measures 1313j satisfying just M1 and M3 we have that

        (i) supp is minimal as a set if supp 13 supp then 13 D (ii) is maximal with respect to the partial ordering by potentials if U13 U

        holds everywhere then 13 D (iii) is an extremal element in the convex set of measures satisfying M1 M3

        if D 12131 C 132 then D 131 D 132

        Proof In view of Lemma 61 and axiom M4 (for ) it is enough to prove that therelevant potentials agree in C n supp

        So let D be a component of C n supp and set w D U13 U (cases i and ii)w D U13j U (case iii) We shall then show in all cases that w D 0 in D Weobserve that D ˝e curren by M5 (for ) and that w D 0 in D ˝e by M1 (for and 13 13j)

        In case i w is harmonic in D and we then directly infer that w D 0 in all D byharmonic continuation

        In case ii we have w 0 and w 0 in D Hence either w gt 0 in all D orw D 0 in all D But the first alternative has already been excluded so we again getw D 0 in D

        82 6 Mother Bodies

        In case iii we have supp 12131 C 132 D supp 131 [ supp 132 Hence supp 13j

        supp and we are back to case iThe next proposition strengthens i in Proposition 61 by saying that supp is

        minimal not only among supports of mother bodies but even among carriers of theanalytic functional associated to the body

        Proposition 62 If is a mother body for then supp is a minimal carrier forthe analytic functional f 7 R

        f dA f 2 O˝

        Proof Assume that K supp is a carrier for f 7 Rf dA We shall then prove

        that K D supp in other words that D 0 in C n KSince C D C outside˝ D supp C provides an analytic extension of Cj˝e

        to C n supp By assumption there is also an analytic continuation ˚ of Cj˝e toC n K Clearly ˚ D C in C n supp (axiom M5 is crucial for this conclusion)But C ˚ both being locally integrable in C n K (C by Lemma 61 and ˚ becauseit is analytic) and supp being a null-set it follows that ˚ D C as distributions inC n K Since ˚ in analytic in C n K we conclude that D 0 there as desired

        Mother bodies are not always unique for example non-convex polygons withuniform density always have more than one mother body as shown in [43] (whileconvex polygons have exactly one) It is easy to strengthen the axioms for a motherbody so that strict uniqueness is always achieved but then the price is even more rareexistence of mother bodies Let us give one theorem in this direction by introducingthe axiom

        M6 supp does not disconnect any open set

        which is much stronger than M5 The axiom says more explicitly that for anyconnected open set D the set Dnsupp is also connected Thus in a generic situationfor a mother body with supp consisting of isolated points and curve segmentsM6 rules out the curve segments The consequence for uniqueness is the following

        Proposition 63 If and 13 are mother bodies for and satisfies M6 then13 D

        Proof Keeping the notations from the proof of Proposition 61 we have that if 13satisfies M6 then supp 13 does not disconnect D Therefore w D 0 in D n supp 13 byharmonic continuation hence w D 0 ae in D which is enough for the conclusion

        With the standard axioms M1ndashM5 one can at least argue that mother bodiesshould not occur in continuous families If t 7 t is a continuous family ofmother bodies for such that the derivative Pt exists in a strong enough sense thenone expects this derivative to be a distribution of order at most one since looselyspeaking it is the infinitesimal difference between two distributions of order zero(ie measures) Strictly speaking to be a distribution of order at most one meansto be something which can be written as a spatial derivative of a measure to be aderivative with the respect to an external parameter like t is not enough in generalBut under some additional assumptions one can connect the two kinds of derivatives

        62 Some General Properties of Mother Bodies 83

        The following proposition is a rudimentary result on non-occurrence of continuousfamilies

        Proposition 64 Assume that t 7 t is a family of mother bodies for some fixed which moves in the flow of a smooth vector field D z t in C Then the motherbodies are all the same t D 0 for all t

        Proof That flows by can be taken to mean in differential geometric languagethat

        tC L D 0

        where L denotes the Lie derivative with respect to (see [24] for example) SinceL is a spatial derivative of first order L is a distribution of order at most onehence so is P by the equation

        By Lemma 61 it now follows that U Pt 2 L1loc Clearly supp Pt supptSince Ut D U˝ in˝e by M1 for all t we conclude that U Pt D 0 in˝e Henceby harmonic continuation and M5 U Pt D 0 in all C n suppt ie almosteverywhere in C Thus Pt D 0 which is the desired conclusion

        If is a mother body for then the quadrature formula

        f dA DZ˝

        f d f 2 O˝ (64)

        holds In fact this is just a weaker version of (63) In particular and representthe same element in H ˝ In the definition of a mother body there is norequirement that shall have compact support in ˝ The reason is that one wantspolygons and other domains with corners to admit mother bodies

        In the other direction even finite quadrature domains in the sense (341) do notalways admit mother bodies in the strict sense of Definition 61 and with D ˝ Indeed if

        1

        f dA DmX

        kD1

        nk1XjD0

        ckjf jak (65)

        then a necessary condition that D ˝ shall have a mother body is that nk D 1 andck0 gt 0 for all k But even that is not sufficient it may still happen that axiom M2fails for the only available candidate of mother body namely

        D

        mXkD1

        ck0ıak

        Example 61 Let f W D ˝ be a conformal map which is an entire function withf 0 D 0 Consider ˝ as a body with density one ie take D ˝ If f D a

        84 6 Mother Bodies

        then ˝ is a disk which is a quadrature domain and for which D a2ı0 is theunique mother body If f is a polynomial of degree 2 then ˝ is still a quadraturedomain with a multiple quadrature node at the origin but it has no mother bodysatisfying all of M1ndashM5 Indeed M2 and M3 fail

        If f is not a polynomial (but still entire) then ˝ is not a quadrature domainand there is no mother body But the analytic functional in (347) still has thesingleton f0g as a carrier However there will be no distribution sitting exactly onf0g representing M only a hyperfunction (a Dirac multipole of infinite order)

        Example 62 If a gt 0 is sufficiently large then there exists a quadrature domain ˝admitting the quadrature identity

        f dA D af 0C i f 1C f C1 f 2 O˝ (66)

        One may view the right member as something of the formR

        f d but then will bea complex measure which mixes the real and imaginary parts of f As an analyticfunctional f 7 R

        ˝f dA has f1 0C1g as a minimal carrier but D ˝ does not

        have any mother body (eg M2 M3 will be violated for )One can still find real-valued representing distributions (with small support) but

        then one need to connect the points ˙1 For example writing f D uC iv and setting D Œ1C1 we have

        i f 1C f C1 D iZ

        f

        xdx D i

        Z

        u

        xdx C

        Z

        u

        ydx

        Taking real parts of (66) therefore givesZ˝

        u dA D au0CZ

        u

        ydx

        Here u runs over real-valued harmonic functions but of course complex-valuedfunctions u are allowed as well and then nothing prevents u from being analyticitself Hence we have a real-valued representation of the analytic functional f 7R˝

        f dA by a distribution of order one with support on the line segment DŒ1C1

        63 Reduction of Inner Product to Mother Body

        What is special with the inner product in Ha˝ is that it in contrast to the L2-innerproduct in the Bergman space L2a˝ immediately collapses to any mother body for D ˝ Indeed using (64) gives

        h f gi D 1

        2

        Hzwf zgw dzdw (67)

        63 Reduction of Inner Product to Mother Body 85

        Choosing here f D kz g D kw for zw 2 ˝e and using (338) gives

        1 Fzw D hkz kwi D 1

        2

        Hu vdu

        u z

        dv

        Nv Nw

        Recall that kz D 1= z and that Fzw denotes the restriction of Ezw to˝e ˝e including analytic continuations of this Thus we see clearly that Fzwhas an analytic continuation to C n supp C n supp if is a mother body

        Similarly Fzw extends to C n K C n K whenever K ˝ is a carrier forf 7 R

        ˝f dA This statement can be sharpened to become a full-fledged assertion on

        regularity of free boundaries applying for example to the classical obstacle problem[75] We give some details on this in Sect 64 below

        The above can be equivalently expressed with the inner product written on theform (325)

        h f gi D 1

        42

        1 Fzwf zgw dzd Nw (68)

        Here we have replaced the original Ezw in (325) equivalently (328) by itsanalytic continuation Fzw and then the path of integration can be shrunk tosurround just the support of any mother body with the mother body itself then beingrepresented by the jump of Fzw across the arising slits or by residues of polesif Fzw has point singularities In the integrals above f g 2 Ha˝ but forsimplicity we may think of f and g as being good analytic functions say in O˝

        In terms of the Schwarz function see (220) the analytic continuation of Fzwis connected to Hzw by (224) ie by

        Fzw D z SwSz NwHzw zw 2 ˝ n supp

        Similarly is related to the singularities of Sz in a direct way eg simple polescorrespond to point masses and jumps between different branches give line sourcesexplicitly by formulas like (621) below Using these relationships the two forms ofthe inner product (67) and (68) can be identified

        We remark that the information in the right member of (67) having both Hzwand present is actually redundant The function Hzw contains all informationof ˝ and hence of all mother bodies and in the other direction if is known andsatisfies at least axioms M1 M2 in the definition of a mother body then ˝ canbe reconstructed by a partial balayage as mentioned in Sect 61

        So Hzw and are coupled to each other even though in a rather implicitway The redundancy may be explained in terms of moments (see Sect 22) asfollows complete knowledge of Hzw (or Ezw) is equivalent to knowledgeof all complex moments Mkj whereas knowledge of just means knowledgeof the harmonic moments Mk D Mk0 Indeed the complex moments are thecoefficients of the expansion of Ezw at infinity while the harmonic momentsare the coefficients of C˝z D Cz at infinity More specifically contains

        86 6 Mother Bodies

        information of singularities in a fairly explicit way while the remaining informationin Hzw can be considered to be of a more lsquosoftrsquo character

        Part of the above discussion is also relevant the Bergman inner product whenthis is written on the form (327) Indeed in terms of Fzw this becomes

        f gL2˝ D 1

        42

        log Fzwf zgw dzd Nw (69)

        If F has an analytic continuation then also log F has it to a certain extent Howeverthis may become obstructed by branch-cuts because the logarithm is multivalued(and note that Fz z D 0 on ˝) Such branch cuts at least prevent the innerproduct from collapsing when˝ is a quadrature domain and in general they seem tohave the effect that zeros of Bergman orthogonal polynomials are less willing to godeeply into the domain compared to what is the case for exponential polynomials

        64 Regularity of Some Free Boundaries

        This section contains an outline of ideas behind the main result in [36] which isa theorem on analyticity of some free boundaries namely those boundaries whichadmit analytic continuation of the Cauchy transform The important point is that itassumes no a priori regularity of ˝ ˝ is from outset just a bounded open setHowever we shall here (for briefness) simplify matters a little following partly[38] but full details are given in [36] The statement when formulated in terms ofthe Cauchy kernel kz D 1= z is as follows

        Theorem 61 Let ˝ C be a bounded open set and let K ˝ be compact Thenthe following assertions are equivalent

        (i) The map C n˝ C given by

        z 7 hkz 1i

        extends analytically to C n K C(ii) The map C n˝2 C given by

        zw 7 hkz kwi

        extends analytically to C n K2 C(iii) The Hilbert space-valued map C n˝ H ˝ given by

        z 7 kz

        extends analytically to C n K H ˝

        64 Regularity of Some Free Boundaries 87

        Recall that in terms of Cauchy and exponential transforms hkz 1i D C˝zhkz kwi D 1 Ezw As for the Hilbert space-valued map we say that a map˚ W C n K H ˝ is analytic if and only if the function z 7 h˚z hi is analyticfor each h 2 H ˝ The three assertions say more precisely that there exist analyticfunctions f W C n K C F W C n K2 C ˚ W C n K H ˝ such thatin the respective cases hkz 1i D f z for z 2 C n ˝ hkz kwi D 1 Fzw forzw 2 C n˝ kz D ˚z for z 2 C n˝

        Proof It is easy to see that iii ) ii ) i so we just prove that i ) iiiWe make the simplifying assumptions that (31) and (61) hold but as shown in [36]these assumptions can eventually be removed

        Assuming then i let f z denote the analytic continuation of hkz 1i D C˝zto C n K C and we shall find an analytic continuation ˚z of kz itself It isconvenient to continue f further in an arbitrary fashion over K and to all C andthen think of f as the Cauchy transform of something living on K This somethingcan be taken to be a signed measure or even a smooth function if we just enlargeK a little This does not change anything in principle since this enlargement can bemade arbitrarily small and we may keep the notation K

        Thus we assume that after the extension D fNz is a smooth function in C with

        supp K (610)

        This means that the assumption i takes the form

        C˝ D C on C n˝ (611)

        equivalently

        hkz 1i D hkz 1i for z 2 C n˝

        and we claim then that the analytic extension of kz itself is given by

        ˚z D kz (612)

        Similarly the continuation of hkz kwi in ii of the theorem will be given by

        1 Fzw D hkz kwi D h˚z ˚wi

        That ˚ defined by (612) is in fact analytic as a map C n K H ˝ isimmediate from the definition of analyticity and from (610) So it just remainsto verify that ˚z D kz as elements in H ˝ for z 2 C n˝ There is an beautifulapproximation theorem [8] saying that for a completely arbitrary bounded open set˝ the finite linear combinations of the Cauchy kernels with poles outside ˝ aredense in the space of integrable analytic functions in ˝ The theorem is based onan ingenious construction due L Bers and L Ahlfors of mollifiers which exactly

        88 6 Mother Bodies

        fit the modulus of continuity for Cauchy transforms The theorem can be adapted toharmonic and subharmonic functions as well (cf [56]) and has in such forms beenof crucial importance in the theory of quadrature domains from the work of Sakai[89] and onwards A particular consequence is that the statement (611) is equivalentto the quadrature identity

        h dA DZ

        Kh dA (613)

        holding for all integrable analytic functions h in ˝ Choosing in (613) the integrable analytic function

        h DZ˝

        Hzwkzw dAw

        where z 2 ˝e and 2 L1˝ gives

        hkz i D hkz i

        Thus since L1˝ is dense in H ˝ kz D kz as elements in H ˝ for z hellip ˝ and by continuity also for z hellip ˝ This proves the theorem

        It follows from the definition (21) of the exponential transform that Ez z D 0

        for z 2 ˝ unless this is a point of zero density for˝ When the Cauchy transformC˝z and hence by Theorem 61 E˝zw has an analytic continuation across˝ then ˝ has positive density at all points of ˝ see [36] It therefore follows thatthe analytic continuation Fzw of Ezw in this case becomes a good definingfunction for ˝

        Corollary 61 If the Cauchy transform of a bounded open set ˝ has an analyticcontinuation from the exterior of ˝ across ˝ to a compact set K ˝ then ˝ isnecessarily contained in a real analytic variety

        ˝ fz 2 C n K W Fz z D 0g

        The first complete proofs of analyticity of boundaries admitting analytic con-tinuation of the Cauchy transform or boundaries having a one-sided Schwarzfunction were given by Sakai [92ndash94] For overviews of the regularity theory offree boundaries in general see eg [25 75] In a different context the exponentialtransform has much earlier been used implicitly in characterizations of boundariesof analytic varieties in C2 See [4 54]

        65 Procedures for Finding Mother Bodies 89

        65 Procedures for Finding Mother Bodies

        Let be the density of a mass distribution positive and bounded in a domain ˝ zero outside ˝ and we shall describe some procedures for finding candidates ofmother bodies for For these to work one has to assume that the density is realanalytic in ˝ and that the boundary ˝ is at least piecewise analytic Some of themethods are implicit in the general theory of quadrature domains as presented forexample in [89 101] while other (those based on jumps of the Schwarz function)have been elaborated in [95] and similar papers

        Reasoning backwards assume first that we already have a mother body whichreaches ˝ only at the non-smooth points (the ldquocornersrdquo) Then the function

        u D U U (614)

        is non-negative and satisfies

        u D in ˝ (615)

        u D jruj D 0 on ˝ (616)

        In particular away from supp in ˝ we have

        u D (617)

        Going now in the other direction if is not known then we may start by tryingto solve the Cauchy problem (617) (616) in a neighborhood (in ˝) of the analyticparts of ˝ Unique local solutions do exist in view of the Cauchy-Kovalevskayatheorem Assuming that the domain of definitions of these local solutions cover allof ˝ we may then try to glue these pieces to a continuous function u in ˝ This uwill satisfy (616) and then we may simply define by (615) In lucky cases this will then be a mother body

        An alternative but related procedure uses the Schwarz function Sz If D 1

        in ˝ then the relationship between u and Sz is in one direction

        Sz D Nz 4u

        z (618)

        and in the other direction

        uz D 1

        4jzj2 jz0j2 2Re

        Z z

        z0

        Sd (619)

        Here z0 2 ˝ and the relation holds in a neighborhood of that analytic piece of˝ to which z0 belongs The function u in (618) is sometimes called the modifiedSchwarz potential see [101]

        90 6 Mother Bodies

        In the general case one may first choose a fixed function ˚ satisfying

        ˚ D

        ie ˚ satisfies (617) alone with no concern of boundary data Since all data arereal analytic we shall write and ˚ as D z Nz and ˚ D ˚z Nz with analyticdependence in each argument When D 1 the natural choice of˚ is˚z Nz D 1

        4zNz

        As one easily checks the relationship between u and Sz in general is

        z˚z Sz D z˚z Nz u

        z

        which replaces (618) but only gives Sz implicitly from u and in the other direction

        uz D ˚z Nz ˚z0 Nz0 2ReZ z

        z0

        z˚ Sd (620)

        In these equations z˚ denotes the derivative of ˚ with respect to the first variableHere z0 2 ˝ and (620) holds in a neighborhood of z0 Compare [95] and also[94]

        To find candidates for mother bodies one continues the branches of the Schwarzfunction as far as possible and then try to glue them However since Sz isanalytic one can never glue it to become continuous (because then it would beanalytic throughout ˝ which is impossible) In the generic case there will bejump discontinuities along line segments like branch cuts in the algebraic casePole singularities can also occur The mother body then comes from the jump ofSz across these line segments (plus residues for poles) the contribution from anoriented arc being

        d D 2iŒz˚z Szjump dz along (621)

        If s is an arc length parameter then replacing dz by dz=ds above gives the density of with respect to s along the arc The jump is defined as the value on the right-handside minus the value on the left-hand side The measure should be positive or atleast real and that requirement singles out at each point z 2 ˝ only finitely manypossible directions for a branch cut passing through the point the requirement forsuch a direction being

        Re Œz˚z Szjump dz D 0 along

        See further discussions in [95] On squaring (621) the requirement that shall bereal translates into a certain quadratic differential being asked to be positive Thusthe theory connects to the theory of trajectories of quadratic differentials (see [105])a direction which has been pursued in a random matrix context by Bleher and Silva[9]

        65 Procedures for Finding Mother Bodies 91

        We next give an example showing that the good property of carriers that theintersection of two convex carriers is again a (convex) carrier is not shared bysupports of mother bodies The example is inspired by the construction by Sakai[87] of two simply connected Jordan domains which have the same set of harmonicmoments

        Example 63 Choose numbers 1 lt r lt R lt 1 and consider the two annuli

        (AC D fr lt jz C 1j lt RgA D fr lt jz 1j lt Rg

        Considered as bodies of density one they have the same potentials in the exteriorregions as the point masses R2r2ı1 and R2r2ıC1 respectively It followsthat the two mass distributions AC

        CR2 r2ıC1 and ACR2 r2ı1 have

        the same potentials far away say for jzj gt R C 1Now we disturb the above by replacing the first terms by ACnA

        and AnAC

        respectively This means that we remove some small pieces from the annuli butwhat is important is that we remove the same piece (namely AC A) from bothTherefore the two new mass distributions

        (C D ACnA

        C R2 r2ıC1 D AnAC

        C R2 r2ı1

        still have the same potentials for jzj gt R C 1The next step is that we construct mother bodies C and of ACnA

        andAnAC

        This is easily done using the procedures shown in Sect 65 For examplethe potential u in (614) is given as the minimum of the solutions of (615) (616)connected to the different boundary segments Specifically setting

        uRz D 1

        4jzj2 R2 R2 log

        jzj2R2 (622)

        for the solution of u D 1 in C u D jruj D 0 on jzj D R (and similarly for littler) we define u˙ by

        (uCz D minACnA

        fuRz 1 urz 1 uRzC1 urzC1g for z 2 AC n Auz D minAnAC

        fuRz 1 urz 1 uRzC1 urzC1g for z 2 A n AC

        Thenu˙ D 1 except on some sets where two of the potentials minimized over areequal where we get distributional contributions (negative measures) Defining then

        (C D 1 uC D 1 u

        we have Bal C 1 D ACnA Bal 1 D AnAC

        92 6 Mother Bodies

        Now C C R2 r2ıC1 and C R2 r2ı1 have the same exteriorpotentials as C and respectively Finally we sweep these mass distributions tobodies of constant density by partial balayage To fit our general setting we shouldhave density one but then we may need to first blow up the mother bodies by afactor t gt 1 The result can be written as

        (Bal tC C R2 r2ıC1 1 D Bal tC 1 D ˝Ct

        Bal t C R2 r2ı1 1 D Bal t 1 D ˝t

        If here t gt 1 is sufficiently large then ˝Ct D ˝t This follows fromgeneral theory of partial balayage or quadrature domains Indeed when t is large˝˙ will necessarily be simply connected in fact essentially circular as one realizesby various comparison arguments or by the sharp ldquoinner normal theoremrdquo [44 45]And then the equality˝Ct D ˝t follows from uniqueness theorems originallydue to Sakai [89] (for example Corollary 92 in that text)

        The conclusion of all this is that the domain ˝ D ˝Ct D ˝t has twodifferent mother bodies tC C R2 r2ıC1 and t C R2 r2ı1 and itis easy to see that the are not only different even the convex hulls of their supportsare different

        Remark 61 Some previously known examples of domain having different motherbodies like Zidarovrsquos example [113] have the drawback in this context that theconvex hulls of their supports coincide

        Chapter 7Examples

        Abstract In this chapter we present the results of our numerical experimentsconcerning zeros of exponential polynomials with pictures indicating asymptoticdistributions (or at least the distribution of the first 50ndash100 zeros) We also makethe corresponding theoretical construction of mother bodies and compare the twoIn many cases there are reasonable but far from perfect agreements between thesets where zeros seem to accumulate and the supports of the corresponding motherbodies And here we reach terra incognito as there is no agreement between thedensities they seem rather to be complementary to each other In one case we havecomplete results with theoretical proofs namely for the ellipse Taking a standardellipse with foci ˙1 the zeros go to the focal segment with density proportional to1=

        p1 x2 1 x 1 while the mother body for the ellipse with uniform mass

        distribution has densityp1 x2 on the same segment

        71 The Unit Disk

        For the unit disk Hzw D 11z Nw and HaD degenerates to the one dimensional

        space with inner product

        h f gi D f 0g0

        Set

        enk D 1

        k C 1znNzk

        One computes that

        henk ersi D(1 if n k D r s 0

        0 otherwise

        It follows that H D is generated by the anti-analytic functions fe00 e01 e02g Df Nzk

        kC1 W k D 0 1 2 g and that this is an orthonormal basis It also follows thate00 D e11 D e22 D e01 D e12 D e23 D etc as elements in H D

        copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_7

        93

        94 7 Examples

        Note that on the other hand Hzw coincides in this case with Szegoumlrsquos kernelthat is the reproducing kernel of the Hardy space associated to the unit disk

        72 The Annulus

        For the annulus

        ˝ D fz 2 C W r lt jzj lt Rg

        we have E˝zw D ED0R=ED0r which by (25) gives

        H˝zw D z Nwz Nw r2R2 z Nw zw 2 ˝

        Also

        Gzw D(

        zr2z Nw r lt jzj lt R jwj gt R

        zR2z Nw r lt jzj lt R jwj lt r

        The analytic space Ha˝ is generated by the powers zn z 2 Z and taking thenorm into account gives the orthonormal basis fen W n 2 Zg defined by

        enz D8lt

        zn

        Rnp

        R2r2 n lt 0

        zn

        rnp

        R2r2 n 0

        We can truncate the multiplier Z by the coordinate on the finite dimensionalsubspaces generated by zk n k n The result will be a weighted shift Zn withzero on the main diagonal and only the lower sub-diagonal non-null In particularZn is nilpotent and hence the counting measure n of its spectrum is simply ı0In conclusion all exponential orthogonal polynomials are monomials and the onlylimit measure of their zeros is ı0

        Since ˝ is not a quadrature domain feng is actually an orthonormal basis in allH ˝ (see Theorem 31) Given an arbitrary f 2 H ˝ we can therefore expand

        f DXn2Z

        cnen jj f jj2 DXn2Z

        jcnj2 lt 1 (71)

        In the hope of being able to consider f as an analytic function we insert the variablez and convert the expansion into a power series

        f z DXnlt0

        cn

        Rnp

        R2 r2zn C

        Xn0

        cn

        rnp

        R2 r2zn (72)

        73 Complements of Unbounded Quadrature Domains 95

        Here the first term converges for jzj gt R lim supn1 jnj

        pjcnj and the second termfor jzj lt r= lim supn1 jnj

        pjcnj The lim sups here are 1 but nothing moreis guaranteed Taking for example cn D 1=jnj the first term in the expansion off z converges for jzj gt R and the second term for jzj lt r hence the whole seriesconverges nowhere

        The orthonormal expansion (71) gives a one-to-one identification betweenelements f in H ˝ and `2Z-sequences of coefficients cn Therefore the corre-sponding power series expansion (72) gives a good picture of the nature of elementsin H ˝ from an analytic point of view they are simply formal power serieswith coefficients in an `2-space but with possibly empty convergence region So ingeneral there is no way to associate a value at any point for a ldquofunctionrdquo f 2 H ˝In particular there is no reproducing kernel for H ˝ If there had been this wouldhave been given by

        Xn2Z

        enzenw zw 2 ˝

        (cf (340)) but this series converges nowhereThe annulus ˝ has a unique mother body sitting with uniform density on a

        circle jzj D for certain in the interval r lt lt R namely that value for whichur D uR where ur uR are defined by (622) But as is clear from the abovenot even on this circle there are any continuous point evaluations for elements inH ˝

        73 Complements of Unbounded Quadrature Domains

        Let D be a quadrature domain with 0 2 D The inversion z 7 1=z then takes thecomplement of D to a bounded domain

        ˝ D inv De D fz 2 P W 1z

        2 P n Dg

        Since D is bounded we have 0 2 ˝ The exterior ˝e D inv D is what is calledan unbounded quadrature domain see in general [63 70 88 93 99 100] for thisnotion We shall not need much of the theory of unbounded quadrature domains wejust remark that the class of bounded and unbounded quadrature domains as a wholeis invariant under Moumlbius transformations (see in particular [100] and [93])

        Let d be the order of the quadrature domain D Then by (344) the exteriorexponential transform of D is of the form

        EDzw D FDzw D Qz NwPzPw

        jzj jwj gtgt 1

        96 7 Examples

        where Pz a monic polynomial of degree d and Qz Nw is a polynomial of degreed in each of the variables Some more details on the structure of Qz Nw can beread off from (48) By using Lemma 21 together with (224) or more directly byformula (314) in [36] one obtains from FDzw the interior exponential transformof ˝

        H˝zw D CQ 1z 0Q01Nw

        1 zS01 NwS0Q 1z 1Nw

        D Cpzpw

        qz Nw (73)

        Here Sz D SDz is the Schwarz function for D that branch which is single-valued meromorphic in D and equals Nz on D In addition C D H˝0 0 and p qare polynomials satisfying p0 D q0 0 D 1 Specifically

        qz Nw D zd NwdQ1

        z1

        Nw (74)

        pz D zdQ 1z 0

        1 zS0D zd1 Q 1z 0

        1z S0

        Note that 1z S0 is a factor in Q 1z 0 because QS0 0 D 0 It follows that pzis a polynomial of degree at most d 1

        Since Hzw is positive definite the zeros of pz must be outside ˝ This factcan also be proved directly by using arguments with the Schwarz function includinga valency statement in [101] It also follows that 1=qzw is positive definite in ˝

        If D is connected and has m boundary components (m 1) the algebraic curveloc Q W Qzw D 0 has genus m 1 In fact this curve is (after completionin projective space P2 and resolution of singularities) canonically isomorphic tothe compact Riemann surface (Schottky double of D) obtained by completing Dwith a backside (a copy of D provided with the opposite structure) the two piecesglued together along D On the frontside the isomorphism is given by D 3 z 7z Sz 2 loc Q Recall that QDz Sz D 0 identically From this we obtain thetotal number of branch points of Sz considered as an algebraic function IndeedSz has d branches over the Riemann sphere and the Riemann-Hurwitz formula[22] shows that the number of branch points is

        b D 2m C d 2 (75)

        Turning to ˝ D inv De the Schwarz function for ˝ is related to that for Dby

        S˝z D 1

        SD1=z

        and it has a single-valued branch in ˝e namely that branch which equals Nz on ˝ However continuing that branch into ˝ it will not be single-valued (unless d D 1)

        73 Complements of Unbounded Quadrature Domains 97

        Instead its structure of branch points will determine the mother body structure anymother body will consist of arcs which end up in these branch points

        Notice that in the present situation all poles of S˝z are located outside ˝ soany mother body for˝ will consist solely of branch cuts and from (75) we see that2m C d 2 is an upper bound for the number of end points of these cuts

        731 The Ellipse

        The ellipse can be obtained as the complement of the inversion of a certain two pointquadrature domain known as the Neumann oval see [47 69 93 101] It is also aspecial case of the hypocycloid to be treated in the next subsection The values ofthe parameters in (75) are then d D 2 m D 1 b D 2

        The standard ellipse

        ˝ D fz 2 C W x2

        a2C y2

        b2lt 1g

        with half axes a gt b gt 0 has a unique mother body [102] it is the measuresupported by the focal segment Œc c (c D p

        a2 b2 gt 0) given by

        dx D 2ab

        c2p

        c2 x2 dx c lt x lt c

        (For some higher dimensional aspects see [64]) The madonna body (skeleton forthe equilibrium measure) 13 for the ellipse has the same support but a differentdensity

        d13 D dx

        p

        c2 x2 c lt x lt c (76)

        The Schwarz function for the ellipse is

        Sz D a2 C b2

        c2z 2ab

        c2

        pz2 c2

        that branch of the square root chosen which is positive for large positive values ofz The interior exponential transform Hzw is obtained from (73) with qz Nz D1 x2

        a2 y2

        b2(z D x C iy) and where pz turns out to be constant see also Sect 732

        in this respect Specifically this gives

        Hzw D C

        4a2b2 C a2 b2z2 C Nw2 2a2 C b2z Nw

        where C D 4a2b2H0 0 gt 0

        98 7 Examples

        It is known that the Bergman orthogonal polynomials have 13 as the unique weaklimit of their counting measures The same turns out to be true for the exponentialpolynomials

        Proposition 71 Let 13n be the counting measures for the zeros of the exponentialpolynomials for the ellipse Then in the above notations

        13n 13

        as n 1

        Proof The proof is based on hyponormal operator theory and goes as follows LetS 2 L `2N denote the unilateral shift operator

        Sek D ekC1 k 0

        where ek stands for the orthonormal basis of `2N Let 0 lt r lt 1 be a parameterand consider the operator T D rS C S Since ŒSS D e0 ˝ e0 we infer

        ŒTT D ŒrS C S rS C S D 1 r2ŒSS D 1 r2e0 ˝ e0

        Since the operators S and S commute modulo compact ones the essentialspectrum of T is equal to the set

        essT D fr C 1

        jj D 1g

        that is it coincides with the ellipse of semiaxes 1˙ r Thus the spectrum of T is thesolid ellipse The focal segment for this ellipse is Œ2pr 2

        pr (Fig 71)

        The finite dimensional subspaces to compress T on are

        HnT e0 D spanfe0 e1 en1g

        and the associated truncated operators are

        Tn D

        0BBBBBBBB

        0 r 0 0 0

        1 0 r 0 0

        0 1 0 r 0

        0 0 0 0 r0 0 1 0

        1CCCCCCCCA

        This is a Jacobi matrix and it is well known that its characteristic polynomial isup to a normalizing factor equal to the Chebyshev polynomial of the second type

        73 Complements of Unbounded Quadrature Domains 99

        Fig 71 Zeros of the orthogonal polynomials Pn n D 10 20 30 for an ellipse

        Unz

        2p

        r Recall that

        Uncos D sinn C 1

        sin

        so that indeed the zeros of Unz

        2p

        r asymptotically distribute as in (76) ie

        according to the probability distribution

        1

        d D dx

        p4r x2

        2pr lt x lt 2p

        r

        732 The Hypocycloid

        A hypocycloid is a curve traced out from a point in a disk when this disk rolls insidea larger circle In case the point lies on the boundary of the disk the hypocycloidhas outward pointing cusps otherwise it is a smooth curve If the ratio between theradii of the two circles is an integer then the curve obtained is a closed curve andbounds a domain We shall consider such a hypocycloid domain ˝ centered at theorigin

        Elementary considerations show that if the distance from the origin to the centerof the smaller disk is a gt 0 and the moving point zt sits on distance b gt 0 fromthe center of this smaller disk then the motion is given by

        zt D aeit C beid1t

        100 7 Examples

        Here d gt 1 is the ratio between radius of the larger circle to that of the smaller oneWe assume that d is an integer so d 2 The geometry of the above configurationworks out only if

        a d 1b (77)

        The equality case here corresponds to the hypocycloid being singular with cuspsSetting D eit above we see that the hypocycloid simply is the image of the unit

        circle under the rational function

        D a C b1d

        In addition (77) is exactly the condition for to be univalent in De Thus is

        then a conformal map De ˝e subject to standard normalization at infinity (in

        particular 1 D 1)After inversion z 7 1=z the exterior domain˝e turns into a bounded domain D

        with conformal map W D D given by

        D 1

        1=D

        a C bd

        Since this is a rational function of order d D is a quadrature domain of order d Thed poles are located at the dth roots of a=b In particular we see that the multiplepole of order d 1 of at the origin has split into d simple poles for Since Dis a (bounded) quadrature domain ˝e is an unbounded quadrature domain with amultiple quadrature node at infinity

        The number d above has the same meaning as in the beginning of this Sect 73and the number of boundary components of D or ˝ is m D 1 The boundary of Dis given by an equation

        D W Qz Nz D 0

        where the polynomial Qzw has degree d in each of the variables hence theboundary of ˝ is given by qz Nz D 0 with qzw as in (74) The total numberof branch points of each of SDz and S˝z is given by the Riemann-Hurwitzformula (75) ie equals b D 2m C d 2 D 2d 1

        In addition to these branch points the curve loc Q has singular points Takingmultiplicities into account the total number of singular points is d 12d 1according to the genus formula [29] The quadrature nodes account for dd 1

        singular points located at points of infinity of the two dimensional projective spaceP2 Further on there are d C 1 singular points visible in the real as isolated rootsz 2 C of Qz Nz D 0 or cusps on the boundary in the cusp case One of these pointsis the origin (see argument below) the point of inversion the remaining d pointsare located in D (or on D in the cusp case) on those radii from the origin whichare intermediate between the radii leading to the quadrature nodes The remaining

        73 Complements of Unbounded Quadrature Domains 101

        d12d1dC1D dd3 are not visible in the real The above statementsas well as some assertions below are elaborated in detail and proved [33]

        Using that Qz Nz must be invariant under rotations generated by z 7 e2 i=d onefinds that Qzw more exactly is of the form

        Qzw D ˛0 C ˛1zw C ˛2z2w2 C C ˛d1zd1wd1 C ˛dzdwd C ˇzd C Nwd

        Because we have assumed that D is simply connected it also follows from potentialtheoretic consideration together with symmetries that ˛0 D 0 Indeed the functionu in (618) must have a stationary point at the origin hence SD0 D 0 and soQ0 0 D 0 And since Qz Nz 0 in D it follows that the origin is a singular pointon loc Q By normalization we also have ˛d D 1

        Turning to qzw and pz see (74) it follows that

        qzw D 1C ˛d1zw C ˛d2z2w2 C C ˛1zd1wd1 C ˇzd C ˇwd

        where we have used that ˇ is real and

        pz D zdQ1

        z 0 D ˇ

        In general pz has degree d 1 as mentioned after (74) and when the origin isa singular point it has always degree d 2 as a consequence of Q0 0 D 0 Butin the present case it is even better than so pz is simply a constant This makes theinterior exponential transform (73) to appear on the very simple form

        H˝zw D C

        1C ˛d1z Nw C ˛d2z2 Nw2 C C ˛1zd1 Nwd1 C ˇzd C ˇ Nw d

        (78)

        Since we started out from having uniformizations of the curves Qzw D 0 andqzw D 0 for example

        q 1= N D 0 2 P (79)

        we can easily determine the coefficients in (78) in terms of the coefficients a and bof The result for d D 3 is

        H˝zw D C

        a2bz3 C Nw3 b2z2 Nw2 a2b2 C a4 2b4z Nw C a2 b23

        where we have changed the normalization in the denominator hence changed thevalue of C For any d 2 the values of the coefficients ˛j ˇ are obtained by solvinga linear system of equations obtained from the substitution (79) So this is quitestraight-forward Of course one can also find the polynomial qzw by classical

        102 7 Examples

        elimination theory without knowing anything a priori about qzw but that leadsto more difficult equations to solve

        For d D 2 we are in the ellipse case discussed in terms of different methods andnotations in Sect 731 and in that case we could find the Schwarz function and themother body explicitly But already in the case d D 3 it is not so easy anymoreIt is difficult to write down the Schwarz functions SDz and S˝z explicitlysince this would involve solving a third degree algebraic equation However thelocations of the b D 2d 1 D 4 branch points can be estimated For examplefor S˝z the branch points are inside ˝ one at the origin and the other threeon the radii corresponding (under the inversion) to the radii just mentioned Thusany mother body will consist of arcs connecting these points and analysis of therequirements M1 M5 in Chap 6 leaves only one possibility open namelythat its support consists of the straight lines (radii) from the origin to the threebranch points outside the origin Figure 72 indicates that zeros of the exponentialpolynomials do converge to this configuration

        Similar results have been obtained for other sequences of polynomials see forexample [20 55] and for a warning [85]

        Fig 72 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the hypocycloid defined by D 2 C 1=82

        74 Lemniscates 103

        74 Lemniscates

        For R gt 0 we consider the lemniscate

        ˝ D fz 2 C W jzm 1j lt Rmg

        Thus the boundary is given by

        zm 1Nzm 1 D R2m

        which on solving for Nz gives the Schwarz function

        Sz D m

        szm 1C R2m

        zm 1 (710)

        the appropriate branch chosen Obviously˝ is symmetric under rotations by angle2=m

        We start by computing the mother body There are three cases to consider

        1 The disconnected case 0 lt R lt 1 ˝ then consists of m ldquoislandsrdquoBranch points for Sz z D 1 and 1 R2m1=m (the positive root) plus rotationsby 2=m of this The branch cuts giving rise to a real actually positive motherbody are the interval Œ1R2m1=m 1 ˝ plus the rotations of this The motherbody itself is

        dx D sin m=

        xm 1C R2m

        xm 11=m dx 1 R2m1=m lt x lt 1

        plus rotations by 2=m2 The critical case R D 1 ˝ still consists of m islands meeting at the origin

        which now is a higher order branch point The branch cuts are 0 1 ˝ plusrotations and the formula for d is the same as above

        3 The connected case 1 lt R lt 1In this case the only branch points contained in˝ are the mth roots of unity andthe branch cuts giving a real mother body are the radii from the origin to theseroots of unity The mother body itself is

        dx D sin=m

        xm 1C R2m

        1 xm1=m dx 0 lt x lt 1

        plus rotations

        104 7 Examples

        Fig 73 Zeros of the orthogonal polynomials for lemniscate with m D 3 and R D 09

        These mother bodies seem to agree as far as the supports are concerned withlimits of counting measures found in numerical experiments (Fig 73)

        One may compare with what is known for the Bergman polynomials In that case should be replaced by the equilibrium measure which is related to the exteriorGreenrsquos function and is easy to compute Indeed the Greenrsquos function is

        g˝ez1 D 1

        mlog jzm 1j log R

        the equilibrium measure sits on the boundary and its density with respect to arclength is proportional to the normal derivative of the Greenrsquos function Precisely dA is to be replaced by the measure

        1

        2

        jzjm1

        Rmjdzj on ˝

        75 Polygons 105

        The unique mother body (ldquomadonna bodyrdquo) is in terms of the harmonic continua-tion of the above Greenrsquos function to all C

        D 1

        2g˝e1 D 1

        m

        mXkD1

        ık

        where D e2 i=mThe comparison we wish to make here is first of all that the madonna body

        is completely different from the mother body for D ˝ and second thatfor the counting measures for the Bergman polynomials there is rather completeknowledge saying that certain subsequences converge to the madonna body butother subsequences (actually most of them) converge to an equilibrium measurefor a sublemniscate namely jzm 1j lt R2m (at least when 0 lt R lt 1) Forour exponential polynomials the entire sequence of counting measures seems toconverge to a measure having the same support as the mother body

        75 Polygons

        751 Computation of Mother Body

        For convex polygons with D 1 in ˝ it is known [34] that

        uz D 1

        2dist z˝e2

        for the unique mother body which sits on the ldquoridgerdquo ie the set of those points in˝ which have at least two closest neighbors on the boundary On each line segmentin the ridge the density of with respect to arc length is linear and it goes down tozero where the ridge reaches ˝ namely at the corner points

        As for the supports of these mother bodies they are in reasonable but not perfectagreement with the numerical findings for the limits of the counting measures Thedensities do not agree however

        752 Numerical Experiments

        Asymptotic zeros for a square rectangle pentagon and hexagon are depicted inFigs 74 75 76 77)

        106 7 Examples

        Fig 74 Zeros of the orthogonal polynomials Pn n D 40 50 75 for the square with vertices atthe forth roots of unity

        Fig 75 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the 2 1 rectangle withvertices at 2C i 2C i 2 i and 2 i

        75 Polygons 107

        Fig 76 Zeros of the orthogonal polynomials Pn n D 100 110 120 for the canonical pentagonwith vertices at the fifth roots of unity

        Fig 77 Zeros of the orthogonal polynomials Pn n D 80 90 100 for the canonical hexagon withvertices at the sixth roots of unity

        108 7 Examples

        76 The Half-Disk and Disk with a Sector Removed

        761 Computation of Mother Body

        Let ˝ be the half-disk

        ˝ D fz 2 C W jzj lt 1 Re z gt 0g

        The modified Schwarz potential is

        u D minu1 u2

        where uj solves the Cauchy problem (616) (617) with D ˝ for respectivelythe straight ( j D 1) and circular ( j D 2) part of the boundary

        (u1z D 1

        2Re z2

        u2z D 14jzj2 log jzj2 1

        It follows that the equation for the support of the mother body is

        x2 y2 C logx2 C y2 D 1

        This agrees almost exactly with where the zeros of the orthogonal polynomials arefound in numerical experiments See Fig 78

        Considering a more general convex circular sector say

        ˝ D fz 2 C W jzj lt 1 j arg zj lt ˛g

        where 0 lt ˛ lt 2

        there will be three branches of u corresponding to the differentpart of ˝ to match the straight line segment in the first quadrant the circular arcand the line segment in the fourth quadrant contribute respectively with

        8ltˆ

        u1z D 12Im ei˛z2

        u2z D 14jzj2 log jzj2 1

        u3z D 12Im ei˛z2

        76 The Half-Disk and Disk with a Sector Removed 109

        Fig 78 Zeros of theorthogonal polynomials Pnn D 100 110 120 for thehalf-disk

        The particular choice ˛ D 4

        results in the explicit expressions

        8ltˆ

        u1z D 14x2 C y2 2xy

        u2z D 14x2 C y2 logx2 C y2 1

        u3z D 14x2 C y2 C 2xy

        (711)

        The modified Schwarz potential will in the above cases (any convex sector) be u Dminu1 u2 u3 and the presumably unique mother body D 1 u

        Finally we may consider a non-convex sector say

        ˝ D fz 2 C W jzj lt 1 j arg zj lt 3

        4g

        The system (711) is then modified to

        8ltˆ

        u1z D 14x2 y2 2xy

        u2z D 14x2 C y2 logx2 C y2 1

        u3z D 14x2 y2 C 2xy

        110 7 Examples

        Fig 79 Zeros of the orthogonal polynomials Pn n D 60 80 100 for the 3=4-disk

        It is still possible to glue u1 u2 u3 to one continuous function u in ˝ but thecorresponding measure D 1 u will no longer be positive it will be negativeon a line segment of the positive real axis starting at the origin Thus it is out ofquestion that can be the weak limit of some counting measures

        There are however two (positive) measures which do satisfy all requirementsof a mother body These are obtained by decomposing the ˝ into a half disk plusa quarter disk and adding the mother bodies for these This can be done in twodifferent ways but none of the mother bodies obtained come close to agreeing withthe results of numerical experiments These are shown in Fig 79

        762 Numerical Experiment

        See Figs 78 and 79

        77 Domain Bounded by Two Circular Arcs 111

        77 Domain Bounded by Two Circular Arcs

        Consider a domain˝ bounded by two circular arcs with centers on the real axis andmeeting at the points ˙i Denoting by a b 2 R the centers assumed distinct theequations of the circles are

        Ca W jz aj2 D 1C a2

        Cb W jz bj2 D 1C b2

        The corresponding solutions ua ub of the local Cauchy problem (616) (617) with D 1 ie the functions given by (619) are

        uaz D 1

        4jz aj2 1C a2log jz aj2 C 1 log1C a2

        similarly for ub Note that ua satisfiesua D 11Ca2ıa in all C ua D rua D 0

        on Ca (similarly for ub)Since a curren b we may assume that a lt b and also that a lt 0 It is easiest to

        think of the symmetric case that b D a but the analysis below does not reallyrequire that It is easy to see that given a and b there are four different domains ˝such that ˝ Ca [ Cb With Da Db denoting the open disks bounded by Ca Cb

        respectively these domains are Da Db Da [ Db Da n Db Db n Da Set

        L D fz 2 C W uaz D ubzg

        bull For the convex lens domain ˝ab D Da Db the situation is similar to that ofa half-disk in Sect 76 the modified Schwarz potential is u D minua ub andthe unique mother body sits on ˝ab L the positive density with respect to thearc length measure there being the size of the jump of the normal derivative of uwhich is the same as jrub uaj (on ˝ L) Denote this mother body by ab

        bull For the moon-shaped domain ˝ab D Da n Db the situation is somewhatsimilar to that of the lens domain the (presumably unique) mother body is apositive measure sitting on ˝ab L and the modified Schwarz potential still isminua ub where however it is now the restriction of ub to the exterior of Db

        which comes inbull Similarly for ˝ba D Db n Dabull For˝aCb D Da [Db which is not convex the line segment Da DbL divides

        the domain into two parts in such a way that the modified Schwarz potential uis represented by ua in the part containing the point a and by ub in the partcontaining b Within Da Db this gives u D maxua ub hence it is actually

        112 7 Examples

        Fig 710 Zeros of the orthogonal polynomials Pn n D 40 50 60 for ˝aCb with b D a D 1

        opposite to the representation in the case of ˝ab The matching on Da Db L will now result in a negative contribution to the mother body more exactlythe contribution will be ab In addition there will be (positive) contributionsfrom the point masses at a and b In summary one mother body (which howeverviolates the positivity requirement iii in Chap 6) is

        aCb D 1C a2ıa C 1C b2ıb ab

        There are also two other mother bodies which fulfill all the requirements inChap 6 but which are decomposable in a non-desirable sense In the symmetriccase a C b D 0 they do not respect the symmetry of ˝aCb They are obtainedby simply adding the mother bodies of each piece in the decompositions (up tonull-sets) ˝aCb D Da [˝ba D Db [˝ab

        771 Numerical Experiment

        The symmetric case with b D a D 1 is illustrated in Fig 710

        78 External Disk

        In general if˝ is the disjoint union of two domains say˝ D ˝1[˝2˝1˝2 D then E˝zw D E˝1zwE2zw and for example

        H˝zw D H˝1zwE˝2zw for zw 2 ˝1

        Thus H˝zw has H˝1zw as a main term inside ˝1 but is still is influencedby ˝2 via E˝2zw However the singularity structure inside ˝1 is completelyindependent of ˝2 By singularity structure we mean objects like mother bodies j

        78 External Disk 113

        for ˝j ( j D 1 2) or singularities for analytic continuations across the boundary ofthe exterior versions Fjzw of Ejzw

        To make this precise consider the analytic extension into ˝1 of

        F˝zw D F˝1zwF˝2zw

        assuming that ˝1 is analytic Denoting by S1z the Schwarz function for ˝1 thatanalytic extension is given by

        F˝zw D z S1wS1z Nwz wNz Nw E˝1zwF˝2zw zw 2 ˝1

        Here E˝1zw is defined precisely as in (21) and in the last factor we couldalso have written E˝2zw in place of F˝2zw The mentioned singularities areexactly the singularities of the Schwarz function S1z equivalently of the Cauchytransform C˝1z inside ˝1 The point we wish to make is that S1z and C˝1zare local objects completely independent of ˝2 in contrast to what is the casefor the exponential transform and even worse for the global spaces objects suchas the Bergman orthogonal polynomials as we shall see below In other wordsmother bodies and related structures are local objects when considering disjointunion of domains This makes it believable that also asymptotic zero distributionsfor orthogonal polynomials should also local objects at least approximately Andthis is also what is seen in our numerical experiments below

        If ˝ is the disjoint union of a non quadrature domain and a disk then the diskwill probably not be seen by the asymptotic distribution of zeros because only onezero is needed to ldquokillrdquo the disk Similarly for the disjoint union of a quadraturedomain and a non quadrature domain the quadrature domain will (probably) beinvisible in the limit

        781 Numerical Experiment Ellipse Plus Disk

        The disjoint union of an ellipse and a disk case is in sharp contrast with the Bergmanspace picture where different ldquoislandrdquo affect at distance the distribution of zeros ofthe respective complex orthogonal polynomials see [50] (Figs 711 and 712)

        The external curve in the Bergman space picture is a singular level line of theGreenrsquos function of the union of the two domains In this case its Schwarz reflectionin the two boundaries is partially responsible for the root distribution For details onthe Bergman zero distribution see [50]

        782 Numerical Experiment Pentagon Plus Disk

        The numerical experiments supporting the following two images of a pentagon andan external disk illustrate again the sharp contrast between the zero distribution of

        114 7 Examples

        Fig 711 Zeros of the exponential orthogonal polynomials Pn n D 10 15 20 for the disjointunion of an ellipse and a disk

        Fig 712 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of an ellipse and a disk

        Fig 713 Zeros of the exponential orthogonal polynomials Pn n D 40 60 80 for the disjointunion of a regular pentagon and a disk

        complex orthogonal polynomials associated to the exponential transform respec-tively the Bergman space metric Like in the previous picture the external curvein the Bergman space picture is a singular level line of the Greenrsquos function of theexterior domain much responsible for the root distribution in the Bergman spacesituation (Figs 713 and 714)

        79 Abelian Domains 115

        Fig 714 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of a regular pentagon and a disk

        79 Abelian Domains

        We consider here the case that ˝ is a quadrature in a slightly extended sense forexample that

        1

        h dA D cZ a

        ah dx C

        Xk

        ckhak (712)

        holds for all integrable analytic functions h in ˝ with a c ck gt 0 We assumethat ˝ is simply connected and then the conformal map from the unit disk willcontain logarithmic terms to account for the line segment in addition to the rationalterms needed for the point evaluations See in general [16] (Ch 14) [32 107] (˝is an Abelian domain in the sense of [107]) With emphasis on multiply connecteddomains systematic constructions (analytical and numerical) of quadrature domainsfor sources along curves are given in [73]

        The simplest possible case is obtained by taking f W D ˝ of the form

        f D A log1C ˛

        1 ˛C B (713)

        where 0 lt ˛ lt 1 AB gt 0 This gives

        1

        h dA D AZ a

        ah dx C 2˛AB h0

        where a D A log 1C˛21˛2 C B˛ gt 0 This example has the slight disadvantage that the

        quadrature node z D 0 lies on the support of the line integral If one wants to avoid

        116 7 Examples

        that a next simplest example can be taken as

        f D A log1C ˛

        1 ˛ C B

        1C ˇ22 (714)

        with 0 lt ˇ lt 1The computations are most easily performed by writing h as a derivative say

        h D H0 whereby

        1

        h dA D 1

        2i

        H0zdzdNz D 1

        2i

        HzdNz

        D 1

        2i

        ZD

        H f df 1= N

        which is easily computed as a sum of residuesRecall that Corollary 54 says that under certain assumptions isolated quadra-

        ture nodes such as the ak in (712) are ignored in the asymptotics of the zeros

        710 Disjoint Union of a Hexagon and a Hypocycloid

        7101 Numerical Experiment

        In Fig 715 we have an example of a disjoint union of two non-quadrature domainsand it indicates to what extent the asymptotic zero distributions in the two domainsinfluence each other Only in the case of small separation there will be anysubstantial influence

        Fig 715 Zeros of theorthogonal polynomials Pnn D 50 60 70 for a disjointunion of a hexagon and ahypocycloid

        711 A Square with a Disk Removed 117

        711 A Square with a Disk Removed

        Choosing for example

        ˝ D fz 2 C W jxj lt 1 jyj lt 1 jzj gt Rg

        where 0 lt R lt 1 the modified Schwarz potential u is obtained as the minimum offive such potentials one for each part of the boundary

        uz D 1

        2minfjx 1j2 jx C 1j2 jy 1j2 jy C 1j2 1

        2jzj2 R2 log

        jzj2R2

        R2g

        The (presumably unique) mother body for the density D 1 is then obtainedfrom (615)

        7111 Numerical Experiment

        The zeros for this doubly connected domain are illustrated in Fig 716

        Fig 716 Zeros of the orthogonal polynomials Pn n D 40 60 90 for ˝ as in Sect 711 withR D 025

        Chapter 8Comparison with Classical Function Spaces

        Abstract Two classical quantizations of planar shapes via Toeplitz operatorsacting on Bergman space respectively Hardy-Smirnov space are briefly comparedto the new hyponormal quantization developed in these lecture notes

        81 Bergman Space

        It is possible and desirable for a comparison basis to create Hilbert spaces analogousto H ˝ or Ha˝ with other positive definite kernels in place of Hzw Onenatural choice is the Bergman kernel Kzw producing a Hilbert space K ˝

        with inner product

        h f giK ˝ D 1

        2

        Kzwf zgwdAzdAw

        Note that in the case of a quadrature domain ˝ the above sesquilinear form hasfinite rank We shall not pursue the analysis of this alternative scenario in this paperNote however that if one replaces in the above inner product the Bergman kernel byits complex conjugate then one recovers for analytic f and g the ordinary Bergmanspace inner product

        1

        2

        Kzwf zgwdAzdAw D 1

        f wgwdAw D h f gi2˝

        Here the reproducing property

        f w D 1

        f zKzwdAz f 2 L2a˝ (81)

        of the Bergman kernel was usedA further remark concerns the Friedrichs operator Let P W L2˝ L2a˝

        denote the orthogonal projection onto the Bergman space ie the integral operator

        given by the right member of (81) Then the linear transformation Pf D PNf is

        copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_8

        119

        120 8 Comparison with Classical Function Spaces

        analogous to our previously studied operator H D ˇ ı ˛ see (37)

        Pf w D 1

        f zKzw dAz f 2 L2˝

        In particular the range consists of anti-analytic functions Conjugating the resultgives the Friedrichs operator f 7 PNf which hence has the representation (onswitching names of the variables)

        PNf z D 1

        Kzwf w dAw

        It maps L2a˝ into itself but has the disadvantage of being linear only over R (sosometimes one studies its square instead)

        Finally we may remark on extension properties to compact Riemann surfaceKeeping w 2 ˝ fixed it is well-known that Kzwdz considered as a differential inz 2 ˝ extends to a meromorphic differential on the Schottky double O of˝ with adouble pole at the mirror point of w as the only singularity In other words Kzwextends to a meromorphic section of the canonical line bundle on the compactRiemann surface O As such it is uniquely determined by the natural periodicityconditions it satisfies (the integrals over those cycles in a canonical homology basiswhich are complementary to those cycles which lie entirely in the plane vanish)The analysis can be extended to both variables simultaneously so that Kzwdzd Nwbecomes a meromorphic double differential on O O See for example [96] for theabove matters

        The above is to be compared with the corresponding properties of Hzwdiscussed in Sect 24 for fixed w 2 ˝ it extends as a holomorphic section of thehyperplane section bundle on the compact Riemann surface P (etc)

        82 Faber Polynomials

        Faber polynomials have a rich history spanning over more than a century Theirimprint on univalent function theory and polynomial approximation in the complexdomain is long lasting The aim of the present section is to draw a parallelbetween Faber polynomials and the orthogonal polynomials associated to theexponential transform Without aiming at full generality we confine ourselves toover conservative smoothness assumptions

        Let ˝ C be a connected and simply connected bounded domain with realanalytic smooth boundary D ˝ Let

        z D w D a1w C a0 C a1w

        C

        82 Faber Polynomials 121

        be a conformal mapping of P n D onto P n˝ normalized so that 1 D 1 and 01 gt 0 We denote by

        w D z D c1z C c0 C c1z

        C

        the inverse conformal map convergent in a neighborhood of z D 1 Faberrsquospolynomial of degree n is the unique polynomial fn satisfying at the level of formalLaurent series

        fn w D wn C Rnw1

        where Rnz is a power series without constant termCauchyrsquos formula proves the generating series definition

        0zz u

        D1X

        nD0

        fnu

        znC1

        See for instance Ullman [106]We will show how to include this classical construction of polynomials attached

        to a planar domain to our operator theory setting Specifically we consider theToeplitz operator with symbol

        T h D P h h 2 H2T

        Above H2 D H2T denotes the Hardy space of the unit disk with orthonormalbasis wk1kD0 and P W L2T d

        2 H2 is the orthogonal projection often called the

        Szegouml projection When analytically extending the functions from their boundaryvalues

        Phz D 1

        2

        ZT

        h

        1 z

        d

        i

        Proposition 81 Assume the Jordan curve is real analytic smooth Then theexterior conformal mapping analytically extends across the unit circle theToeplitz operator T has trace-class self-commutator and the following spectralpicture holds

        T D ˝ essT D

        with principal function g D ˝

        122 8 Comparison with Classical Function Spaces

        Proof Let S D Tz denote the unilateral shift on Hardy space Since the function is smooth on the circle we can write

        T D a1S C a0 C a1S C

        where the series is convergent in operator norm Moreover due to the smoothnessof it is well known that in this case that the commutator ŒT

        T is trace-classWriting

        Q D a1S C a2S2 C

        we note that Q is an analytic Toeplitz operator hence subnormal Consequently theself-commutator ŒQQ is non-positive This implies the bound

        ŒT T D a21ŒS

        SC ŒQQ a211 ˝ 1

        It is also well known that the essential spectrum of T is equal to the image of T by that is

        Let 2 ˝ Then r curren 0 for all 2 T and r 1 Hence the Toeplitzoperator T r is Fredholm And so is its homothetic

        r1T r D a1S C a0

        rC a1

        r2C

        But the latter can be deformed (r 1) in the space of Fredholm operators to a1Shence it has Fredholm index equal to 1 This proves that ˝ T and

        indT D 1 2 ˝

        If hellip ˝ then the function is invertible on T and has winding numberzero Then a factorization of the symbol into a product of an analyticinvertible function inside the disk and one analytic and invertible outside the diskshows that T is invertible

        The infinite Toeplitz matrix associated to T in the basis formed by themonomials is

        T D

        0BBB

        a0 a1 a2 a1 a0 a10 a1 a0

        1CCCA

        The cyclic subspaces

        HnC1 D spanf1T 1 Tn 1g D spanf1w wng

        82 Faber Polynomials 123

        form exactly the standard scale Let n denote the orthogonal projection of H2 ontoHn and set

        T n D nT n

        for the finite central truncation of the above Toeplitz matrixThe very definition of the Faber polynomial implies

        Tfn 1 D wn n 0

        On the other hand the inner product

        Πp q WD h pT 1 qT 1i

        is non-degenerate on complex polynomials p q 2 CŒz hence we can speak aboutthe associated orthonormal polynomials Specifically there exists for every non-negative integer n a polynomial Fn of degree n such that

        FnT 1 D wn n 0

        We will call them quantized Faber polynomialsHowever the other natural inner product

        f p qg D hTpı 1Tqı 1i D PV1

        2

        ZT2

        p eitq eis

        1 eistdtds

        has diagonal singularities comparable to the Hilbert space structure studied in theprevious chapters

        As a matter of fact the Hessenberg matrix representing the multiplication by zin the basis fn1nD0 differs from the Toeplitz matrix associated to the inverse seriesz only by a rank-one perturbation More precisely adopting the normalizationa1 D c1 D 1 one knows that Faber polynomials fn are the characteristic polynomialsof the finite central truncations of the infinite matrix

        X D

        0BBBBB

        c0 2c1 3c2 4c3 1 c0 c1 c20 1 c0 c1 0 0 1 c0

        1CCCCCA

        see Eiermann and Varga [20] The distribution of zeros and asymptotics of thecounting measures of the Faber polynomials fn1nD0 is understood in detail dueto many recent contributions notably Ullman [106] and Kuijlaars-Saff [68]

        124 8 Comparison with Classical Function Spaces

        The good news is that the zero asymptotics of the quantized Faber polynomialsis also well understood in the case of finite banded Toeplitz matrices that is forconformal mappings with finitely many negative modes

        z D w D a1w C a0 C a1w

        C C an

        wn

        More exactly the cluster of eigenvalues of the finite central truncations T n aswell as the asymptotics of the counting measures is understood in this case in termsof and relation with classical potential theory We refer to the classical works ofSchmidt-Spitzer Hirschman and Ullman amply commented and carefully exposedin the monograph by Boumlttcher and Grudsky [11]

        For our essay this case is quite relevant as the complement of the domain ˝ isa quadrature domain on the Riemann sphere

        In order to illustrate what it is at stake in the asymptotic analysis of the zeros ofFaber polynomials we reproduce from [106] and [68] a few fundamental results Let

        0 D lim supn1

        jcnj1=n

        denote the radius of convergence of the inverse conformal mapping The fibres ofthe map

        W fz W jzj gt 0g C

        play a crucial role First we isolate after Ullman the complement of the range of

        C0 D fw 2 C W 1fwg D g

        This is a compact subset of the complex plane because the range of covers aneighborhood of the point at infinity Second among the points in the range of we distinguish the set C1 of those w 2 C with the property that 1w has asingle element of largest modulus say and there the map is non-ramified that is0 curren 0 Since is non-ramified at z D 1 the set C1 covers a neighborhood ofinfinity

        Ullman proved that all limit points of the Faber polynomials fk are contained inthe complement of C1 and that every boundary point of C1 is a limit point of thesezeros [106] Further on combining methods of potential theory with approximationtechniques of Toeplitz matrices Kuijlaars and Saff [68] refined the above pictureas follows Denote the counting measures of the zeros of Faber polynomials fk byk k 1

        If C0 has no interior then the sequence k converges in weak-star topology toa positive measure whose support is equal to C1 If in addition C D C0 [ C1then is the equilibrium measure of C0 If int C0 is non-empty and connected thena subsequence of k will have the same limiting behavior It goes without sayingthat computing the sets C0 and C1 is quite challenging even for rational conformalmappings

        Appendix AHyponormal Operators

        We gather below some basic facts used throughout the text about hyponormaloperators By definition a linear bounded operator T acting on a Hilbert space His called hyponormal if the commutator inequality

        ŒTT D TT TT 0

        holds true in the operator sense That is for every vector x 2 H one has

        hTTx xi hTTx xi

        or equivalently

        kTxk kTxk x 2 H

        Typical examples are subnormal operators and singular integral operators on theline with Cauchy type kernel Indeed if S D NjH is the restriction of a normaloperator to an invariant subspace H then

        kSxk D kNxk D kNxk kPNxk D kSxk x 2 H

        where P denotes the orthogonal projection of the larger Hilbert space onto HFor instance the multiplication Mz by the complex variable on the Bergman

        space L2a˝ attached to a bounded planar domain˝ is subnormal hence hyponor-mal As for singular integral examples consider L2I dx where I is a closedinterval on the line Let a b 2 L1I with a D a ae Obviously the multiplicationoperator ŒXx D xx is self-adjoint on L2I dx The operator

        ŒYx D axx bx

        i

        ZI

        byy

        y xdy

        copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

        125

        126 A Hyponormal Operators

        is well defined as a principal value and bounded on L2 by the well known continuityof the Hilbert transform Then

        ŒXYx D bx

        i

        ZIbyydy

        hence T D X C iY is a hyponormal operator

        ŒTT D 2iŒXY 0

        It was this very specific example of singular integral transforms which boosted theearly discoveries related to hyponormal operators

        Proposition A1 The spectral radius of a hyponormal operator is equal to its norm

        Proof It is known that the spectral radius of T can be computed as jTjsp Dlimn kTnk1=n We will prove that for a hyponormal operator T one has

        kTnk D kTkn n 1

        Indeed let x 2 H and fix a positive integer n By assumption

        kTTnxk kTnC1xk

        whence

        kTTnk kTnC1k

        Consequently

        kTnk2 D kTnTnk kTn1TTnk kTn1kkTTnk

        kTn1kkTnC1k D kTn1kkTnC1k

        If we suppose kTpk D kTkp p n as an induction hypothesis we obtain

        kTknC1 kTnC1k

        which implies kTknC1 D kTnC1kThus there are no non-trivial quasi-nilpotent hyponormal operators

        Proposition A2 A linear fractional transformation preserves the hyponormality ofan operator

        A Hyponormal Operators 127

        Proof Let T be a hyponormal operator and assume hellip T Then the operatorI T1 is bounded and

        ŒI T1 I T1 D

        I T1I T1ŒTTI T1I T1 0

        An affine transformation obviously leaves hyponormal operators invariantAs a consequence of the spectral mapping theorem we infer

        kI T1k D 1

        dist T

        This simple observation has a non-trivial consequence at the level of numericalrange

        Proposition A3 Let T 2 L H be a hyponormal operator The closure of itsnumerical range coincides with the convex hull of its spectrum

        WT D convT

        Proof The inclusion convT WT holds in general Assume that there existsa point 2 WT which is not in the convex hull of the spectrum By an affinechange of variables we can assume that T is contained in a disk centered at zeroof radius r and jj gt r Since the spectral radius of T equals its norm we findkTk r and on the other hand

        hTx xi D

        for a unit vector x That is jj jhTx xij r a contradictionMore refined operations leave the class of hyponormal operators invariant For

        instance take T D X C iY to be a hyponormal operator written in cartesian formand let S be a bounded operator in the commutant of X Then X C iSYS is alsohypo-normal

        ŒX iSYSX C iSYS D 2iŒXSYS D S2iŒXYS D SŒTTS 0

        In particular if S D EXı is the spectral projection associated to a Borel set ı Rone obtains a very useful cut-off operation of hyponormal operators One of the non-trivial implication is that in this case EXıTEXı is a hyponormal operate whosespectrum is localized to the band ı R C

        In this respect it is worth recording a non-trivial spectral mapping projectionresult

        128 A Hyponormal Operators

        Theorem A1 (Putnam [82]) Let T D XCiY be a hyponormal operator written incartesian form The projection of the spectrum T onto the x-axis coincides withthe spectrum of X

        Hence the spectrum of the cut-off operator EXıTEXı lies in the vertical bandwith ı as base See [74] for proofs and more details

        One can reverse the flow from abstract to concrete prove first that the real andimaginary parts of a pure hyponormal operators have absolute continuous spectrumand then build a general one variable singular integral functional model In thisprocess one needs precise estimates We recall two of them

        A deep inequality related to non-negative self-commutators was discovered byPutnam It asserts that for every hyponormal operator T one has

        kŒTTk Area T

        Thus every hyponormal operator with ldquothinrdquo spectrum is normal in particular ahyponormal finite dimensional matrix is automatically normal

        As a matter of fact not only the norm but even the trace of a hyponormal operatorT enters into a similar inequality This bears the name of Berger and Shaw and itstates

        TraceŒTT mT

        Area T

        where mT stands for the rational multiplicity of T that is the minimal number ofvectors hj 1 j mT so that f Thj span the whole Hilbert space on which Tacts where f is an arbitrary rational function analytic in a neighborhood of T

        Using these inequalities and cartesian cut-off operations one can prove that thespectrum of a pure hyponormal operators has positive planar density at every pointof it As a matter of fact every compact subset of the complex plane with this densityproperty is the spectrum of a hyponormal operator

        The main concern in this lecture notes is the class of hyponormal operatorswith rank-one self commutator Their classification and spectral analysis is classicalby now thanks to fundamental contributions of Pincus Carey L Brown HeltonHowe Clancey D Xia The monograph [74] contains an overview of the theory ofhyponormal operators and a couple of chapters are devoted to this class of operatorsWe confine ourselves to a few identities used in the main body of the lecture notes

        Let T 2 L H be a linear bounded operator acting on a separable infinitedimensional space and possessing rank-one self-commutator

        ŒTT D ˝

        We also assume that T is irreducible that is the linear span of vectors TnTmnm 0 is dense in H Let zw 2 C be points outside the spectrum of T Then theresolvents T w1 and T z1 exist and the multiplicative commutator

        T zT wT z1T w1

        A Hyponormal Operators 129

        is in the determinant class (that is the identity plus a trace-class operator) and

        detT zT wT z1T w1 D

        detŒI ˝ T z1T w1 D

        1 hT z1T w1 i D

        1 hT w1 T z1i

        Mutatis mutantis we can perform the same operation on the multiplicativecommutator with reversed order of factors

        detT wT zT w1T z1 D

        detŒI C ˝ T w1T z1 D

        1C hT w1T z1 i D

        1C hT z1 T w1i

        Since the product of the two commutators is the identity we infer

        Œ1C hT z1 T w1iŒ1 hT w1 T z1i D 1 (A1)

        The unitary equivalence orbit of the irreducible operator T subject to thecommutation relation ŒTT D ˝ is encoded into the germ at infinity of theanalytic-antianalytic determinantal function

        Ezw D 1 hT w1 T z1i jzj jwj gt kTk

        Hence also in the germ at infinity of the function

        1

        EzwD 1C hT z1 T w1i jzj jwj gt kTk

        The main character of our study is the function E and its exponential representationas a double Cauchy transform

        Theorem A2 (Pincus [76]) The integral representation

        1 hT w1 T z1i D exp1

        ZC

        gdA

        z w jzj jwj gt kTk

        130 A Hyponormal Operators

        establishes a one-to-one correspondence between all irreducible hyponormal oper-ators T with rank-one self-commutator ŒTT D ˝ and L1-classes of Borelmeasurable functions g W C Œ0 1 of compact support

        For the original proof see [76] The function g is called the principal functionof the operator T and it can be regarded as a generalized Fredholm index which isdefined even for points of the essential spectrum

        A simple and far reaching application of the operator counterparts of the abovedeterminants is the ldquodiagonalizationrdquo in a concrete functional model of the operatorsT respectively T Specifically let denote a circle centered at z D 0 of radiusR gt kTk Then Riesz functional calculus yields for any couple of polynomialsf g 2 CŒz

        h f T gTi D 1

        42

        Z

        Z

        f ugvdudv

        Eu v (A2)

        while in complete symmetry

        hgT f Ti D 1

        42

        Z

        Z

        f ugvEu vdudv (A3)

        To illustrate the nature of the above integral representation we outline a novelproof of a classical inequality due to Ahlfors and Beurling Specifically if anessentially bounded function f on C is non-negative and integrable with respectto the two dimensional Lebesgue measure then

        jZC

        f wd Areaw

        w zj2 kf k1kf k1

        for all z 2 CIndeed we can assume that f has compact support and 0 f 1 ae hence

        it is equal to the principal function of a hyponormal operator T with rank-one self-commutator ŒTT D ˝ Then

        h T z1i D 1

        ZC

        f wd Areaw

        w z

        and on the other hand

        kT z1k 1 z 2 C

        and

        kk2 D 1

        ZC

        f wd Areaw

        A Hyponormal Operators 131

        A remarkable and more symmetric formula involving functional calculi wasdiscovered by Helton and Howe [58] We state it in our context of rank-one self-commutator although it is true for trace-class self-commutators

        traceΠpTT qTT D 1

        ZC

        J p qg dA p q 2 CŒz z (A4)

        where J p q stands for the Jacobian of the two functions see [58 74] It was thisvery formula that was the source of Connesrsquo cyclic cohomology theory [15]

        The principal function like the Fredholm index is functorial with respect toanalytic functional calculus Moreover it is invariant under Hilbert-Schmidt additiveperturbations and satisfies non-trivial bounds We reproduce below only one of theseinequalities For proofs and more comments see [74]

        Theorem A3 (Berger [7]) Assume T S are hyponormal operators with trace-class self-commutator and let X be a trace-class operator with null kernel andcokernel If SX D XT then gS gT

        In particular Bergerrsquos Theorem shows that the principal function of a cyclichyponormal operator is bounded by 1

        In case the principal function g is the characteristic function of a bounded openset with real analytic smooth boundary the determinantal function also known asexponential transform Ezw analytically extends across the boundary as explainedin the main body of these notes This observation was used in the proof of a centralregularity result for free boundaries in two real dimensions cf Sect 64 in thesenotes

        Among the early applications of the theory of the principal function anobservation of Basor and Helton [6] stands aside The two authors reproved andgeneralized the Szegouml limit theorem While today there are more refined variants ofthe theorem due to Widom and a few other authors the method used by Basor andHelton is relevant for the topics reviewed in Appendix We sketch below the mainidea

        Let H2 D H2D denote Hardy space of the unit disk with orthogonal projectionP W L2T H2D A Toeplitz operator

        T f D Pf f 2 H2

        with continuous non-vanishing symbol 2 CT is known to be Fredholm withindex equal to negative of the winding number of along the unit circle Assumethat the symbol is smooth and has zero winding number Then the general theorybuilt around the Riemann-Hilbert problem yields a factorization

        z D Czz z 2 T

        where C is a smooth function on T which analytically extends to D while zis smooth and analytically extends to the complement of the disk and 1 D 1

        132 A Hyponormal Operators

        It is easy to check for instance on monomials that

        T D TTC

        Denote by Pn the orthogonal projection of H2 onto the linear span of 1 z znThe finite central truncation Tn D PnTPn is a n C1 n C1 Toeplitz matrix andso are the triangular matrices

        TCn D PnTC

        Pn D PnTC T

        n D PnTPn D T

        Pn

        Note that TCn T

        n D PnTCT

        Pn is not equal to Tn exactly this discrepancy and theprincipal function formula proves Szegouml limit theorem Quite specifically let

        G D exp1

        2

        ZT

        logzdz

        iz

        be the geometric mean of the invertible symbol The logarithm above is definedon C n 1 0 so that log1 D 0 Moreover

        G D 1

        2

        ZT

        Czdz

        iz1

        2

        ZT

        zdz

        iz

        But the matrices TCn T

        n are triangular with the identical entries equal to

        12

        RTCz dz

        iz respectively 12

        RTz dz

        iz on the diagonal Hence

        GnC1 D detTCn det T

        n

        Next linear algebra gives

        Tn D PnTPn D PnTTC

        Pn D PnTCT1

        C

        TTC

        T1

        TPn D

        TCn PnT1

        C

        TTC

        T1

        PnTn

        Therefore

        det Tn

        GnC1 D det Tn

        det TCn det T

        n

        D PnT1C

        TTC

        T1

        Pn

        Due to the smoothness assumption

        det T1C

        TTC

        T1

        D det TTC

        T1

        T1C

        D detTT1

        A Hyponormal Operators 133

        exists and is equal to the limit of the truncated determinants This observation plusHelton-Howe formula imply Szegouml-Widom limit Theorem

        limn1

        det Tn

        GnC1 D detTT1 D exp1

        ZD

        JlogC logdA

        Above J denotes the Jacobian of the two functions

        Historical Notes

        Quadrature domains were isolated in the work by Dov Aharonov and Harold SShapiro see in particular the seminal paper [1] Although originally motivated byunivalent function theory the central role of this class of semi-algebraic domainsfound unexpected reverberations in many areas of modern mathematics suchas fluid mechanics potential theory integrable systems free boundaries inverseproblems The collections of articles [19] offers a good glimpse on the status of thetheory of quadrature domains until 2005 A small selection of books survey articlesand more recent contributions are [16 26 46 70 89 101 107]

        The idea of a potential theoretic skeleton goes right back to Isaac Newtonwho showed that the gravitational field produced by a homogenous ball coincidesoutside the ball by the field of a point mass located at the center of the ball Laterdevelopments involve for example a Preisschrift ldquoUumlber die analytische Fortsetzungdes Potentials ins Innere der anziehenden Massenrdquo by Herglotz available in [59](see also Chapter 1 in [101]) and in particular systematic work by DimiterZidarov and his collaborators on ldquoMaternal and most concentrated bodiesldquo (titleof Chapter III6 in [113]) The particular term ldquomother bodyrdquo was used informallyby O Kounchev for example and inspired by the ideas of this Bulgarian groupin geophysical potential theory an attempt to make the notion of a mother bodymathematically precise was made in [34] Some further developments can befound in [43 95 102] In recent years the ideas of a mother bodies relatedldquomadonna bodiesrdquo and other kinds of potential theoretic skeletons have turnedout to be relevant for asymptotic distributions of zeros of orthogonal polynomialseigenvalues of random matrices etc See for example [9 10 50]

        Orthogonal polynomials have a long and glorious history spanning a centuryand a half Although originally streaming from real function theory questionssuch as extremal problems moment problems convergence of continued fractionseigenfunction expansions generating functions with a combinatorial flavor and soon complex variables turned out to be essential in studying the fine structure andasymptotic behavior of classical orthogonal polynomials The pioneering works of

        copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

        135

        136 Historical Notes

        Fekete Szegouml Carleman Bergman Gonchar Suetin Widom (to name only a fewkey contributors to the subject) laid the foundations of complex analytic and poten-tial theoretic interpretation of the qualitative aspects of orthogonal polynomialsThis trend continues to bloom today with notable impact on quantum mechanicsstatistical mechanics and approximation theory The authoritative monographs[86 103] gave the tone for all later developments of the potential theoretic andcomplex function theoretic aspects of orthogonal polynomials In spite of the factthat the orthogonality studied in the present notes and in particular the class ofassociated orthogonal polynomials does not strictly fit in the framework of theseinfluential works there are too many similarities not to seek in future works aunifying explanation

        One of the first uses of the exponential transform outside operator theorywas to prove regularity of certain free boundaries in two dimensions [36] Theboundaries in question were more precisely boundaries of quadrature domains (ina general sense) and those arising in the related area of Hele-Shaw flow movingboundary problems (Laplacian growth) See [51] for the latter topic The exponentialtransform provided in these cases a simplified route compared to that of Sakai [92ndash94] One advantage with the exponential transform is that it directly gives a realanalytic defining function of the free boundary On the other hand as a tool infree boundary theory it is far less flexible than the general methods developed byL Caffarelli and others within the framework of nonlinear PDE

        In general the theory of free boundaries and their regularity has been a highlyactive and rapidly developing area for at least half a century The regularity theoryis in general very difficult in particular in higher dimensions A few standardreferences are [14 25 65 75]

        The notion of hyponormal operator was introduced by Halmos under a differentname in the article [52] After a necessary period of piling up the naive foundationswell exposed in Halmos problem book [53] Putnam raised the subject to a higherspeed by discovering his famous inequality and by regarding everything from theperspective of commutator algebra [82] It was Joel D Pincus [76] who pushedforward hyponormal and semi-normal operators to a novel direction of quantumscattering theory by isolating a remarkable spectral invariant known as the principalfunction Afterwards it was clear that explicit models of hyponormal operatorsdepart from classical analytic functional spaces by involving singular integraltransforms with kernels of Cauchy type The trace formula for commutators ofHelton and Howe [58] put the principal function into a totally new focus withlinks to global analysis concepts such as curvature invariants characteristic classesand index formulas Out of this phenomenology Alain Connes [15] invented cycliccohomology an important chapter of modern operator algebras In this respect ouressay falls within low dimensional cyclic cohomology theory A synthesis of thetheory of hyponormal operators can be found in the monograph [74]

        The exponential transform arose as the characteristic function of a Hilbertspace operator with trace-class self-commutator Functions of a complex variableencoding in an invariant way the unitary equivalence class of an operator are knownas characteristic functions they played a prominent role in the classification of

        Historical Notes 137

        non-selfadjoint transformations streaming from the works of Moshe Livsic ondissipative operators and Nagy-Foias on contractive operators The lucid approachof Larry Brown [13] revealed the algebraic K-theoretic nature of the exponentialtransform as the determinant of a multiplicative commutator in an infinite dimen-sional setting On the other hand one can interpret the exponential transform inpurely function theoretic terms as a Riesz potential at critical exponent with clearbenefits for the multidimensional setting Or as a solution to a Riemann-Hilbertfactorization problem as in these notes very much in harmony with Pincusrsquo originalvision [76]

        The Ritz-Galerkin method of converting an infinite dimensional and continuousoperator equation into a finite-dimensional discrete problem was widely usedand refined for more than a century in numerical analysis The more specificKrylov subspace approximation of a linear operator by its compressions to finitedimensional subspaces defined by the degree filtration of powers of the operatorsapplied to a cyclic vector is intimately linked to the theory of complex orthogonalpolynomials and has numerous supporters in the applied mathematics community[72] In particular the analysis and inversion of Toeplitz or Wiener-Hopf operatorsby their Krylov subspace compressions was thoroughly studied by several genera-tions of mathematicians see [11] for historical references and the intriguing (by itscomplexity and openness) picture of the field these days

        Glossary

        P D C [ f1g

        DaR D fz 2 C W jz aj lt Rg D D D0 1

        dA D dAz D dArea D dxdy

        For˝ C a bounded open set

        ˝c D C n˝

        ˝e D C n˝ or P n˝ depending on context

        j˝j D Area˝

        f g2˝ D f gL2˝ D 1

        f Ng dA Also k f kp˝ D jj f jjLp˝ (1 p 1)

        L2a˝ Bergman space (analytic functions in L2˝)

        DC Set of smooth test functions with compact support in C

        OE Germs of functions holomorphic in an open set containing E C

        Ezw The exponential transform of a bounded open set ˝ C Defined in allC C by (21)

        Fzw The restriction of Ezw to ˝e ˝e and analytic continuations of thisSee (22)

        Gzw A version of the exponential transform defined and analyticantianalyticin ˝ ˝e Gzw D Gw z See (23) (24)

        Hzw The interior exponential transform defined and analyticantianalytic in˝ ˝ See (25)

        C˝z C˝zw Cauchy transforms (ordinary and double) of ˝ Csee (28) (29)

        copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

        139

        140 Glossary

        Cz Cauchy transform of a measure Written as Cf if d D f dA See Sect 61

        U Logarithmic potential of a measure Written as U˝ if d D ˝ dA SeeSect 61

        Mkj Mk Bkj D bkj Complex harmonic and exponential moments see Sect 22

        Sz The Schwarz function of a real analytic curve See (220)

        H ˝ A Hilbert space associated to the exponential transform see Sect 31

        Ha˝ The subspace of H ˝ generated by analytic functions see (36)

        h f gi Inner product in a Hilbert space in general

        h f gi D h f giH ˝ Standard inner product in H ˝ (and Ha˝) See (34)

        hh f gii D h Nf NgiH ˝ See (322)

        h f giPXX The Pincus-Xia-Xia inner product in Ha˝ See (326)

        f gduality D 12 i

        f zgzdz f 2 O˝ g 2 O˝e0

        H The operator L2˝ L2˝ with kernel Hzw defined by

        Hf w D 1

        Hzwf zdAz w 2 ˝

        See (37)

        G The operator with kernel Gzw defined by

        Gf w D 1

        Gzwf zdAz w 2 ˝e

        See (333)

        Z The operator H ˝ H ˝ defined by Zf z D zf z

        NZ The operator H ˝ H ˝ defined by NZf z D Nzf z

        C The operator H ˝ H ˝ defined by Cf D Cf (Cauchy transform of f )

        NC Related to C by NCf D CNf

        L H The set of bounded linear operators on a Hilbert space H

        C1H The set of those A 2 L H with jAj1 D trp

        AA lt 1 (finite trace norm)

        T Spectrum of an operator T 2 L H

        WT D fhTx xi W x 2 H kxk D 1g the numerical range of an operator T 2L HMore special notations appear in the text

        References

        1 D Aharonov HS Shapiro Domains on which analytic functions satisfy quadratureidentities J Anal Math 30 39ndash73 (1976)

        2 LV Ahlfors Complex Analysis An Introduction of the Theory of Analytic Functions of OneComplex Variable 2nd edn (McGraw-Hill New York 1966)

        3 NI Akhiezer The Classical Moment Problem and Some Related Questions in Analysis(Hafner Publishing New York 1965) Translated by N Kemmer

        4 H Alexander J Wermer Several Complex Variables and Banach Algebras Graduate Textsin Mathematics vol 35 3rd edn (Springer New York 1998)

        5 M Andersson M Passare R Sigurdsson Complex Convexity and Analytic Functionals vol225 Progress in Mathematics (Birkhaumluser Basel 2004)

        6 E Basor J William Helton A new proof of the Szego limit theorem and new results forToeplitz operators with discontinuous symbol J Operator Theory 3(1) 23ndash39 (1980)

        7 CA Berger Intertwined operators and the Pincus principal function Integr Equ OperTheory 4(1) 1ndash9 (1981)

        8 L Bers An approximation theorem J Anal Math 14 1ndash4 (1965)9 P Bleher G Silva The mother body phase transition in the normal matrix model (2016)

        arXiv16010512410 R Boslash gvad B Shapiro On mother body measures with algebraic Cauchy transform Enseign

        Math 62(1ndash2) 117ndash142 (2016)11 A Boumlttcher SM Grudsky Spectral Properties of Banded Toeplitz Matrices (Society for

        Industrial and Applied Mathematics Philadelphia PA 2005)12 H Brezis AC Ponce Katorsquos inequality when u is a measure C R Math Acad Sci Paris

        338(8) 599ndash604 (2004)13 LG Brown The Determinant Invariant for Operators with Trace Class Self Commutators

        Lecture Notes in Mathematics vol 345 (Springer Berlin 1973) pp 210ndash22814 LA Caffarelli The obstacle problem revisited J Fourier Anal Appl 4(4ndash5) 383ndash402

        (1998)15 A Connes Noncommutative Geometry (Academic San Diego CA 1994)16 PJ Davis The Schwarz Function and its Applications The Carus Mathematical Monographs

        vol 17 (The Mathematical Association of America Buffalo NY 1974)17 P Diaconis W Fulton A growth model a game an algebra Lagrange inversion and

        characteristic classes Rend Sem Mat Univ Politec Torino 49(1) 95ndash119 (1993) 1991Commutative algebra and algebraic geometry II (Italian) (Turin 1990)

        18 WF Donoghue Jr Monotone Matrix Functions and Analytic Continuation (Springer NewYork Heidelberg 1974) Die Grundlehren der mathematischen Wissenschaften Band 207

        copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

        141

        142 References

        19 P Ebenfelt B Gustafsson D Khavinson M Putinar Preface in Quadrature Domainsand Their Applications Operator Theory Advances and Applications vol 156 (BirkhaumluserBasel 2005) pp viindashx

        20 M Eiermann RS Varga Zeros and local extreme points of Faber polynomials associatedwith hypocycloidal domains Electron Trans Numer Anal 1 49ndash71 (1993) (electronic only)

        21 A Eremenko E Lundberg K Ramachandran Electrstatic skeletons (2013)arXiv13095483

        22 HM Farkas I Kra Riemann Surfaces Graduate Texts in Mathematics vol 71 2nd edn(Springer New York 1992)

        23 RP Feynman AR Hibbs Quantum Mechanics and Path Integrals emended edition (DoverMineola NY 2010) Emended and with a preface by Daniel F Styer

        24 T Frankel The Geometry of Physics 3rd edn (Cambridge University Press Cambridge2012) An introduction

        25 A Friedman Variational Principles and Free-Boundary Problems Pure and AppliedMathematics (Wiley New York 1982) A Wiley-Interscience Publication

        26 SJ Gardiner T Sjoumldin Quadrature domains for harmonic functions Bull Lond Math Soc39(4) 586ndash590 (2007)

        27 SJ Gardiner T Sjoumldin Partial balayage and the exterior inverse problem of potential theoryin Potential Theory and Stochastics in Albac Theta Series in Advanced Mathematics (ThetaBucharest 2009) pp 111ndash123

        28 SJ Gardiner T Sjoumldin Two-phase quadrature domains J Anal Math 116 335ndash354 (2012)29 P Griffiths J Harris Principles of Algebraic Geometry (Wiley-Interscience New York

        1978) Pure and Applied Mathematics30 A Grothendieck Sur certains espaces de fonctions holomorphes I J Reine Angew Math

        192 35ndash64 (1953)31 M Guidry Gauge Field Theories A Wiley-Interscience Publication (Wiley New York

        1991) An introduction with applications32 B Gustafsson Quadrature identities and the Schottky double Acta Appl Math 1(3) 209ndash

        240 (1983)33 B Gustafsson Singular and special points on quadrature domains from an algebraic

        geometric point of view J Anal Math 51 91ndash117 (1988)34 B Gustafsson On mother bodies of convex polyhedra SIAM J Math Anal 29(5) 1106ndash

        1117 (1998) (electronic)35 B Gustafsson Lectures on balayage in Clifford Algebras and Potential Theory Univ

        Joensuu Dept Math Rep Ser vol 7 (University of Joensuu Joensuu 2004) pp 17ndash6336 B Gustafsson M Putinar An exponential transform and regularity of free boundaries in two

        dimensions Ann Scuola Norm Sup Pisa Cl Sci (4) 26(3) 507ndash543 (1998)37 B Gustafsson M Putinar Linear analysis of quadrature domains II Isr J Math 119

        187ndash216 (2000)38 B Gustafsson M Putinar Analytic continuation of Cauchy and exponential transforms

        in Analytic Extension Formulas and Their Applications (Fukuoka 1999Kyoto 2000)International Society for Analysis Applications and Computation vol 9 (Kluwer Dordrecht2001) pp 47ndash57

        39 B Gustafsson M Putinar Linear analysis of quadrature domains IV in QuadratureDomains and Their Applications Operator Theory Advances and Applications vol 156(Birkhaumluser Basel 2005) pp 173ndash194

        40 B Gustafsson M Putinar Selected topics on quadrature domains Phys D 235(1ndash2) 90ndash100(2007)

        41 B Gustafsson J Roos Partial balayage on riemannian manifolds (2016) arXiv16050310242 B Gustafsson M Sakai Properties of some balayage operators with applications to

        quadrature domains and moving boundary problems Nonlinear Anal 22(10) 1221ndash1245(1994)

        43 B Gustafsson M Sakai On potential-theoretic skeletons of polyhedra Geom Dedicata76(1) 1ndash30 (1999)

        References 143

        44 B Gustafsson M Sakai Sharp estimates of the curvature of some free boundaries in twodimensions Ann Acad Sci Fenn Math 28(1) 123ndash142 (2003)

        45 B Gustafsson M Sakai On the curvature of the free boundary for the obstacle problem intwo dimensions Monatsh Math 142(1ndash2) 1ndash5 (2004)

        46 B Gustafsson HS Shapiro What is a quadrature domain in Quadrature Domains andTheir Applications Operator Theory Advances and Applications vol 156 (Birkhaumluser Basel2005) pp 1ndash25

        47 B Gustafsson VG Tkachev On the exponential transform of multi-sheeted algebraicdomains Comput Methods Funct Theory 11(2) 591ndash615 (2011)

        48 B Gustafsson M Sakai HS Shapiro On domains in which harmonic functions satisfygeneralized mean value properties Potential Anal 7(1) 467ndash484 (1997)

        49 B Gustafsson C He P Milanfar M Putinar Reconstructing planar domains from theirmoments Inverse Prob 16(4) 1053ndash1070 (2000)

        50 B Gustafsson M Putinar EB Saff N Stylianopoulos Bergman polynomials on anarchipelago estimates zeros and shape reconstruction Adv Math 222(4) 1405ndash1460 (2009)

        51 B Gustafsson R Teoderscu A Vasilrsquoevrsquo Classical and Stochastic Laplacian GrowthAdvances in Mathematical Fluid Mechanics (Birkhaumluser Basel 2014)

        52 PR Halmos Normal dilations and extensions of operators Summa Brasil Math 2 125ndash134(1950)

        53 PR Halmos A Hilbert Space Problem Book (D Van Nostrand Princeton NJ TorontoOntorio London 1967)

        54 FR Harvey H Blaine Lawson Jr On boundaries of complex analytic varieties I AnnMath (2) 102(2) 223ndash290 (1975)

        55 MX He EB Saff The zeros of Faber polynomials for an m-cusped hypocycloid J ApproxTheory 78(3) 410ndash432 (1994)

        56 LI Hedberg Approximation in the mean by solutions of elliptic equations Duke Math J40 9ndash16 (1973)

        57 H Hedenmalm N Makarov Coulomb gas ensembles and Laplacian growth Proc LondMath Soc (3) 106(4) 859ndash907 (2013)

        58 JW Helton RE Howe Traces of commutators of integral operators Acta Math 135(3ndash4)271ndash305 (1975)

        59 G Herglotz Gesammelte Schriften (Vandenhoeck amp Ruprecht Goumlttingen 1979) Withintroductory articles by Peter Bergmann S S Chern Ronald B Guenther Claus MuumlllerTheodor Schneider and H Wittich Edited and with a foreword by Hans Schwerdtfeger

        60 L Houmlrmander The Analysis of Linear Partial Differential Operators I Grundlehren derMathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol256 (Springer Berlin 1983) Distribution theory and Fourier analysis

        61 L Houmlrmander Notions of Convexity Progress in Mathematics vol 127 (Birkhaumluser BostonMA 1994)

        62 K Huang Quantum Field Theory A Wiley-Interscience Publication (Wiley New York1998) From operators to path integrals

        63 L Karp AS Margulis Newtonian potential theory for unbounded sources and applicationsto free boundary problems J Anal Math 70 1ndash63 (1996)

        64 D Khavinson E Lundberg A tale of ellipsoids in potential theory Not Am Math Soc61(2) 148ndash156 (2014)

        65 D Kinderlehrer G Stampacchia An Introduction to Variational Inequalities and TheirApplications Pure and Applied Mathematics vol 88 (Academic [Harcourt Brace JovanovichPublishers] New York-London 1980)

        66 G Koumlthe Dualitaumlt in der Funktionentheorie J Reine Angew Math 191 30ndash49 (1953)67 MG Kreın AA Nudelrsquoman The Markov Moment Problem and Extremal Problems

        (American Mathematical Society Providence RI 1977) Ideas and problems of PL Cebyševand AA Markov and their further development Translated from the Russian by D LouvishTranslations of Mathematical Monographs vol 50

        144 References

        68 ABJ Kuijlaars EB Saff Asymptotic distribution of the zeros of Faber polynomials MathProc Camb Philos Soc 118(3) 437ndash447 (1995)

        69 JC Langer DA Singer Foci and foliations of real algebraic curves Milan J Math 75225ndash271 (2007)

        70 S-Y Lee NG Makarov Topology of quadrature domains J Am Math Soc 29(2) 333ndash369(2016)

        71 L Levine Y Peres Scaling limits for internal aggregation models with multiple sources JAnal Math 111 151ndash219 (2010)

        72 J Liesen Z Strakoˇ s Krylov Subspace Methods Numerical Mathematics and ScientificComputation (Oxford University Press Oxford 2013) Principles and analysis

        73 JS Marshall On the construction of multiply connected arc integral quadrature domainsComput Methods Funct Theory 14(1) 107ndash138 (2014)

        74 M Martin M Putinar Lectures on Hyponormal Operators Operator Theory Advances andApplications vol 39 (Birkhaumluser Basel 1989)

        75 A Petrosyan H Shahgholian N Uraltseva Regularity of Free Boundaries in Obstacle-Type Problems Graduate Studies in Mathematics vol 136 (American Mathematical SocietyProvidence RI 2012)

        76 JD Pincus Commutators and systems of singular integral equations I Acta Math 121219ndash249 (1968)

        77 JD Pincus D Xia JB Xia The analytic model of a hyponormal operator with rank oneself-commutator Integr Equ Oper Theory 7(4) 516ndash535 (1984)

        78 J Polchinski String Theory Vol I Cambridge Monographs on Mathematical Physics(Cambridge University Press Cambridge 1998) An introduction to the bosonic string

        79 M Putinar On a class of finitely determined planar domains Math Res Lett 1(3) 389ndash398(1994)

        80 M Putinar Linear analysis of quadrature domains Ark Mat 33(2) 357ndash376 (1995)81 M Putinar Extremal solutions of the two-dimensional L-problem of moments J Funct

        Anal 136(2) 331ndash364 (1996)82 CR Putnam Commutation Properties of Hilbert Space operators and Related Topics

        Ergebnisse der Mathematik und ihrer Grenzgebiete Band 36 (Springer New York 1967)83 F Riesz BSz-Nagy Leccedilons drsquoanalyse fonctionnelle (Acadeacutemie des Sciences de Hongrie

        Akadeacutemiai Kiadoacute Budapest 1952)84 C Rovelli Quantum Gravity Cambridge Monographs on Mathematical Physics (Cambridge

        University Press Cambridge 2004) With a foreword by James Bjorken85 EB Saff NS Stylianopoulos Asymptotics for polynomial zeros beware of predictions

        from plots Comput Methods Funct Theory 8(1ndash2) 385ndash407 (2008)86 EB Saff V Totik Logarithmic Potentials with External Fields Grundlehren der Math-

        ematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol 316(Springer Berlin 1997) Appendix B by Thomas Bloom

        87 M Sakai A moment problem on Jordan domains Proc Am Math Soc 70(1) 35ndash38 (1978)88 M Sakai Null quadrature domains J Anal Math 40 144ndash154 (1982) 198189 M Sakai Quadrature Domains Lecture Notes in Mathematics vol 934 (Springer Berlin

        1982)90 M Sakai Applications of variational inequalities to the existence theorem on quadrature

        domains Trans Am Math Soc 276(1) 267ndash279 (1983)91 M Sakai Solutions to the obstacle problem as Green potentials J Anal Math 44 97ndash116

        (19841985)92 M Sakai Regularity of a boundary having a Schwarz function Acta Math 166(3ndash4) 263ndash

        297 (1991)93 M Sakai Regularity of boundaries of quadrature domains in two dimensions SIAM J Math

        Anal 24(2) 341ndash364 (1993)94 M Sakai Regularity of free boundaries in two dimensions Ann Scuola Norm Sup Pisa Cl

        Sci (4) 20(3) 323ndash339 (1993)

        References 145

        95 TV Savina BYu Sternin VE Shatalov On a minimal element for a family of bodiesproducing the same external gravitational field Appl Anal 84(7) 649ndash668 (2005)

        96 M Schiffer DC Spencer Functionals of Finite Riemann Surfaces (Princeton UniversityPress Princeton NJ 1954)

        97 MD Schwartz Quantum Field Theory and the Standard Model (Cambridge UniversityPress Cambridge 2014)

        98 J Sebastiatildeo e Silva Analytic functions and functional analysis Port Math 9 1ndash130 (1950)99 H Shahgholian Unbounded quadrature domains in Rn n 3 J Anal Math 56 281ndash291

        (1991)100 HS Shapiro Unbounded quadrature domains in Complex Analysis I (College Park MD

        1985ndash86) Lecture Notes in Mathematics vol 1275 (Springer Berlin 1987) pp 287ndash331101 HS Shapiro The Schwarz Function and its Generalization to Higher Dimensions University

        of Arkansas Lecture Notes in the Mathematical Sciences vol 9 (Wiley New York 1992) AWiley-Interscience Publication

        102 T Sjoumldin Mother bodies of algebraic domains in the complex plane Complex Var EllipticEqu 51(4) 357ndash369 (2006)

        103 H Stahl V Totik General orthogonal polynomials volume 43 of Encyclopedia ofMathematics and its Applications Cambridge University Press Cambridge 1992

        104 MH Stone Linear Transformations in Hilbert Space American Mathematical SocietyColloquium Publications vol 15 (American Mathematical Society Providence RI 1990)Reprint of the 1932 original

        105 K Strebel Quadratic Differentials Ergebnisse der Mathematik und ihrer Grenzgebiete (3)[Results in Mathematics and Related Areas (3)] vol 5 (Springer Berlin 1984)

        106 JL Ullman Studies in Faber polynomials I Trans Am Math Soc 94 515ndash528 (1960)107 AN Varchenko PI Etingof Why the Boundary of a Round Drop Becomes a Curve of Order

        Four AMS University Lecture Series 3rd edn (American Mathematical Society ProvidenceRI 1992)

        108 JL Walsh Interpolation and Approximation by Rational Functions in the Complex Domain4th edn American Mathematical Society Colloquium Publications vol XX (AmericanMathematical Society Providence RI 1965)

        109 RO Wells Jr Differential Analysis on Complex Manifolds Prentice-Hall Series in ModernAnalysis (Prentice-Hall Englewood Cliffs NJ 1973)

        110 H Widom Extremal polynomials associated with a system of curves in the complex planeAdv Math 3 127ndash232 (1969)

        111 D Xia Analytic Theory of Subnormal Operators (World Scientific Hackensack NJ 2015)112 DV Yakubovich Real separated algebraic curves quadrature domains Ahlfors type

        functions and operator theory J Funct Anal 236(1) 25ndash58 (2006)113 D Zidarov Inverse Gravimetric Problem in Geoprospecting and Geodesy Developments in

        Solid Earth Geophysics vol 19 (Elsevier Amsterdam 1990)

        Index

        algebraic domain 40analytic continuation 86analytic functional 43analytic model 33 34analytic moment 11analyticity of free boundary 86annihilation and creation

        operators 36annulus 94

        Bergman inner product 33Bergman kernel 119Bergman space 119

        Caley-Hamilton theorem 58canonical line bundle 120carrier (of analytic functional) 43Cauchy kernel 32Cauchy transform 8Cauchy transform (as an operator) 27characteristic polynomial 58Chebyshev polynomial 98Chern class 17Cholesky decomposition 72cohyponormal operator 28 31complex moment 11convex carrier 91counting measure 47 57cross ratio 10

        defect operator 70determinant of an operator 29double Cauchy transform 8dual basis 38 50

        electrostatic skeleton 80ellipse 63 97equilibrium measure 104exponential moment 11exponential transform 7

        Faber polynomial 120Feynman integral 36finite central truncation 57finitely determined domain 40four variable exponential transform 10Fredhom index 130Friedrichs operator 119

        generalized lemniscate 56genus formula 100Gram matrix 26Greenrsquos function 48 105 113

        Hardy space 35harmonic moment 11Hessenberg matrix 52 123hyperfunction 43hyperplane section bundle 17hypocycloid 99hyponormal operator 31 125

        Jacobi matrix 98Jacobi-Toeplitz matrix 53

        lemniscate 103line bundle 16logarithmic potential 78

        copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

        147

        148 Index

        madonna body 80 105minimal carrier 77 82minimal convex carrier 43minimal polynomial 58modified Schwarz potential 89 108 117mother body 44 78

        numerical range 58 70 127

        order of a quadrature domain 41orthogonal polynomial 47

        Padeacute approximation 60partial balayage 79plurisubharmonic function 51positive definite matrix 13preface viiprincipal function 31 130

        quadratic differential 90quadrature domain 40quadrature domain for subharmonic functions

        80quadrature domain in the wide sense 44quantized Faber polynomial 123

        rational multiplicity 128real central truncation 74reproducing kernel 15ridge 105Riemann-Hilbert problem 18Riemann-Hurwitz formula 96 100

        Schottky double 96 120Schurrsquos theorem 13Schwarz function 16Schwarz reflection 113shift operator 27Silva-Koumlthe-Grothendieck duality 37skeleton 78spectral radius 126symbol 121Szegouml limit theorem 131

        three term relation 63Toeplitz matrix 122Toeplitz operator 121trace norm 58trace-class operator 29trace-class perturbation 58

        unilateral shift 54 122

        LECTURE NOTES IN MATHEMATICS 123Editors in Chief J-M Morel B Teissier

        Editorial Policy

        1 Lecture Notes aim to report new developments in all areas of mathematics and theirapplications ndash quickly informally and at a high level Mathematical texts analysing newdevelopments in modelling and numerical simulation are welcome

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        remarks it should be accessible to a reader not intimately familiar with the topictreated

        ndash a subject index as a rule this is genuinely helpful for the readerndash For evaluation purposes manuscripts should be submitted as pdf files

        6 Careful preparation of the manuscripts will help keep production time short besidesensuring satisfactory appearance of the finished book in print and online After accep-tance of the manuscript authors will be asked to prepare the final LaTeX source files(see LaTeX templates online httpswwwspringercomgbauthors-editorsbook-authors-editorsmanuscriptpreparation5636) plus the corresponding pdf- or zipped ps-file TheLaTeX source files are essential for producing the full-text online version of the booksee httplinkspringercombookseries304 for the existing online volumes of LNM) Thetechnical production of a Lecture Notes volume takes approximately 12 weeks Additionalinstructions if necessary are available on request from lnmspringercom

        7 Authors receive a total of 30 free copies of their volume and free access to their book onSpringerLink but no royalties They are entitled to a discount of 333 on the price ofSpringer books purchased for their personal use if ordering directly from Springer

        8 Commitment to publish is made by a Publishing Agreement contributing authors ofmultiauthor books are requested to sign a Consent to Publish form Springer-Verlagregisters the copyright for each volume Authors are free to reuse material contained intheir LNM volumes in later publications a brief written (or e-mail) request for formalpermission is sufficient

        AddressesProfessor Jean-Michel Morel CMLA Eacutecole Normale Supeacuterieure de Cachan FranceE-mail moreljeanmichelgmailcom

        Professor Bernard Teissier Equipe Geacuteomeacutetrie et DynamiqueInstitut de Matheacutematiques de Jussieu ndash Paris Rive Gauche Paris FranceE-mail bernardteissierimj-prgfr

        Springer Ute McCrory Mathematics Heidelberg GermanyE-mail lnmspringercom

        • Preface
        • Contents
        • 1 Introduction
        • 2 The Exponential Transform
          • 21 Basic Definitions
          • 22 Moments
          • 23 Positive Definiteness Properties
          • 24 The Exponential Transform as a Section of a Line Bundle
          • 25 A Riemann-Hilbert Problem
            • 3 Hilbert Space Factorization
              • 31 Definitions and Generalities
              • 32 Restrictions and Extensions
              • 33 Linear Operators on H(Ω)
              • 34 A Functional Model for Hyponormal Operators
              • 35 Summary in Abstract Setting
              • 36 The Analytic Subspace Ha(Ω)
              • 37 The Analytic Model
              • 38 A Formal Comparison to Quantum Field Theory
              • 39 Silva-Koumlthe-Grothendieck Duality
              • 310 Quadrature Domains
              • 311 Analytic Functionals
                • 4 Exponential Orthogonal Polynomials
                  • 41 Orthogonal Expansions
                  • 42 Zeros of Orthogonal Polynomials
                  • 43 The Hessenberg Matrices
                  • 44 The Matrix Model of Quadrature Domains
                    • 5 Finite Central Truncations of Linear Operators
                      • 51 Trace Class Perturbations
                      • 52 Padeacute Approximation Scheme
                      • 53 Three Term Relation for the Orthogonal Polynomials
                      • 54 Disjoint Unions of Domains
                      • 55 Perturbations of Finite Truncations
                      • 56 Real Central Truncations
                        • 6 Mother Bodies
                          • 61 General
                          • 62 Some General Properties of Mother Bodies
                          • 63 Reduction of Inner Product to Mother Body
                          • 64 Regularity of Some Free Boundaries
                          • 65 Procedures for Finding Mother Bodies
                            • 7 Examples
                              • 71 The Unit Disk
                              • 72 The Annulus
                              • 73 Complements of Unbounded Quadrature Domains
                                • 731 The Ellipse
                                • 732 The Hypocycloid
                                  • 74 Lemniscates
                                  • 75 Polygons
                                    • 751 Computation of Mother Body
                                    • 752 Numerical Experiments
                                      • 76 The Half-Disk and Disk with a Sector Removed
                                        • 761 Computation of Mother Body
                                        • 762 Numerical Experiment
                                          • 77 Domain Bounded by Two Circular Arcs
                                            • 771 Numerical Experiment
                                              • 78 External Disk
                                                • 781 Numerical Experiment Ellipse Plus Disk
                                                • 782 Numerical Experiment Pentagon Plus Disk
                                                  • 79 Abelian Domains
                                                  • 710 Disjoint Union of a Hexagon and a Hypocycloid
                                                    • 7101 Numerical Experiment
                                                      • 711 A Square with a Disk Removed
                                                        • 7111 Numerical Experiment
                                                            • 8 Comparison with Classical Function Spaces
                                                              • 81 Bergman Space
                                                              • 82 Faber Polynomials
                                                                • A Hyponormal Operators
                                                                • Historical Notes
                                                                • Glossary
                                                                • References
                                                                • Index

          BjRorn GustafssonDepartment of MathematicsKTH Royal Institute of TechnologyStockholm Sweden

          Mihai PutinarMathematics DepartmentUniversity of CaliforniaSanta Barbara CA USA

          School of Mathematics Statisticsand Physics

          Newcastle UniversityUK

          ISSN 0075-8434 ISSN 1617-9692 (electronic)Lecture Notes in MathematicsISBN 978-3-319-65809-4 ISBN 978-3-319-65810-0 (eBook)DOI 101007978-3-319-65810-0

          Library of Congress Control Number 2017952198

          Mathematics Subject Classification (2010) Primary 47B20 Secondary 30C15 31A25 35Q15 44A60

          copy Springer International Publishing AG 2017This work is subject to copyright All rights are reserved by the Publisher whether the whole or part ofthe material is concerned specifically the rights of translation reprinting reuse of illustrations recitationbroadcasting reproduction on microfilms or in any other physical way and transmission or informationstorage and retrieval electronic adaptation computer software or by similar or dissimilar methodologynow known or hereafter developedThe use of general descriptive names registered names trademarks service marks etc in this publicationdoes not imply even in the absence of a specific statement that such names are exempt from the relevantprotective laws and regulations and therefore free for general useThe publisher the authors and the editors are safe to assume that the advice and information in this bookare believed to be true and accurate at the date of publication Neither the publisher nor the authors orthe editors give a warranty express or implied with respect to the material contained herein or for anyerrors or omissions that may have been made The publisher remains neutral with regard to jurisdictionalclaims in published maps and institutional affiliations

          Printed on acid-free paper

          This Springer imprint is published by Springer NatureThe registered company is Springer International Publishing AGThe registered company address is Gewerbestrasse 11 6330 Cham Switzerland

          Dedicated to Harold S Shapiro on theoccasion of his 90th birthday

          Preface

          A physicist a mathematician and a computer engineer look at a simple drawingThe physicist immediately sees it as the shape of a melting material with fjordsin formation with instability and bifurcations in the dynamics of the shrinkingshape The mathematician recognizes a real algebraic curve lying on a Riemannsurface belonging to a family of deformations with singularities cusps and causticsin its fibres The engineer happily decodes the picture in the frequency domainidentifying encrypted messages ready to be processed simplified and tuned Thepresent lecture notes touch such topics remaining however on the mathematicalside of the mirror

          During the last two decades the authors of this essay have contemplated variousaspects of quadrature domains a class of basic semi-algebraic sets in the complexplane As more and more intricate correspondences between potential theory fluidmechanics and operator theory were unveiled on this ground a need of unifyingvarious approximation schemes emerged This is the broad mathematical theme ofthese notes

          Having the advanced understanding of the asymptotics of complex orthogonalpolynomials or of finite central truncations of Toeplitz matrices as a solid basisof comparison we propose a novel approximation scheme for two-dimensional(shaded) domains bearing similarities and dissonances to the classical results Ournumerical experiments point out to yet another skeleton different than already stud-ied potential theoretic bodies The quantization of a shaded domain by a hyponormaloperator with rank-one self-commutator is opening a new perspective to Hilbertspace methods in the analysis of planar shapes Performing the approximation onan exotic space which is not a Lebesgue space associated with a canonical positivemeasure is both intriguing and challenging We stress that in these notes we do nottreat classical orthogonal polynomials in the complex domain such as those derivedfrom weighted Bergman or Hardy spaces

          A warning to the reader these are merely lectures notes demarcating a new andmostly uncharted territory Our aim is to open a new vista on the mathematicalaspects (analysis geometry approximation encoding) of 2D shapes carrying adegree of grey function The notes contain a good proportion of original results

          vii

          viii Preface

          or at least a novel arrangement of prior facts proved over two decades by the twoauthors Of course much remains to be done on both theoretical and numerical sidessome pertinent open questions are raised throughout the text

          During the rather long gestation of these notes we have benefited from thecontinuous support of our friend and old-time collaborator Nikos Stylianopoulos ofthe University of Cyprus at Nicosia He has produced with unmatched professionalskill the numerical experiments and many illustrations embedded into the text Weare grateful to him for his unconditional assistance We also thank the anonymousreferees for their criticism and encouragement

          Our collaborative work could not have been completed without the generous sup-port of several institutions The Royal Institute of Technology of Sweden Universityof California at Santa Barbara University of Cyprus Newcastle University (UK)and Nanyang Technological University of Singapore

          Stockholm Sweden Bjoumlrn GustafssonSanta Barbara CA USA Mihai PutinarJune 22 2017

          Contents

          1 Introduction 1

          2 The Exponential Transform 721 Basic Definitions 722 Moments 1123 Positive Definiteness Properties 1324 The Exponential Transform as a Section of a Line Bundle 1625 A Riemann-Hilbert Problem 18

          3 Hilbert Space Factorization 2331 Definitions and Generalities 2332 Restrictions and Extensions 2633 Linear Operators on H ˝ 2734 A Functional Model for Hyponormal Operators 3035 Summary in Abstract Setting 3136 The Analytic Subspace Ha˝ 3237 The Analytic Model 3438 A Formal Comparison to Quantum Field Theory 3539 Silva-Koumlthe-Grothendieck Duality 37310 Quadrature Domains 40311 Analytic Functionals 43

          4 Exponential Orthogonal Polynomials 4741 Orthogonal Expansions 4742 Zeros of Orthogonal Polynomials 5043 The Hessenberg Matrices 5244 The Matrix Model of Quadrature Domains 54

          5 Finite Central Truncations of Linear Operators 5751 Trace Class Perturbations 5752 Padeacute Approximation Scheme 6053 Three Term Relation for the Orthogonal Polynomials 6354 Disjoint Unions of Domains 66

          ix

          x Contents

          55 Perturbations of Finite Truncations 6856 Real Central Truncations 74

          6 Mother Bodies 7761 General 7762 Some General Properties of Mother Bodies 8163 Reduction of Inner Product to Mother Body 8464 Regularity of Some Free Boundaries 8665 Procedures for Finding Mother Bodies 89

          7 Examples 9371 The Unit Disk 9372 The Annulus 9473 Complements of Unbounded Quadrature Domains 95

          731 The Ellipse 97732 The Hypocycloid 99

          74 Lemniscates 10375 Polygons 105

          751 Computation of Mother Body 105752 Numerical Experiments 105

          76 The Half-Disk and Disk with a Sector Removed 108761 Computation of Mother Body 108762 Numerical Experiment 110

          77 Domain Bounded by Two Circular Arcs 111771 Numerical Experiment 112

          78 External Disk 112781 Numerical Experiment Ellipse Plus Disk 113782 Numerical Experiment Pentagon Plus Disk 113

          79 Abelian Domains 115710 Disjoint Union of a Hexagon and a Hypocycloid 116

          7101 Numerical Experiment 116711 A Square with a Disk Removed 117

          7111 Numerical Experiment 117

          8 Comparison with Classical Function Spaces 11981 Bergman Space 11982 Faber Polynomials 120

          A Hyponormal Operators 125

          Historical Notes 135

          Glossary 139

          References 141

          Index 147

          Chapter 1Introduction

          Abstract This chapter offers an overview of the main interlacing themes withemphasis on historical development and identification of the original sources

          When looking at a picture through a mathematical lens several intrinsic innerskeletons pop up They are sometimes called in a suggestive and colorful way theldquomother bodyrdquo or ldquomadonna bodyrdquo or ldquothe ridgerdquo or ldquocausticrdquo of the originalpicture Geometric or analytic features characterize these skeletons but in generalthey remain very shy displaying their shapes and qualitative features only afterchallenging technical obstacles are resolved For example the natural skeleton of adisk is its center the interval between the foci of an ellipse stands out as a canonicalridge For reasons to be discussed in these notes the internal bisector segments in atriangle form its ldquomother bodyrdquo Disagreement starts with a sector of a disk wherethe ldquobodiesrdquo (maternal madonna type or the one proposed below) are different Inthe scenario outlined in these notes a disjoint union of disks has their centers as anatural skeleton

          We start with the relevant question for nowadays visual civilization how totreat mathematically a two dimensional colored picture There are various ways ofencoding an image carrying various degrees of color A common approach havingthe geometric tomographic data as a source is to arrange them into a string ofcomplex numbers called moments

          Mk` DZC

          zkz`gzdAz 0 k ` lt N

          Above z 2 C is the complex variable dA is Lebesgue measure in C g 2 L1Cis a function of compact support and range into Œ0 1 (the shade function) and Ncan be infinity The ideal scenario of possessing complete information (ie N D1) permits a full reconstruction of the shaded image usually relying on stablealgorithms derived from integral operators inversion (Radon Fourier or Laplacetransforms) We do not touch in the present text such reconstruction methods

          Assume the more realistic scenario that we know only finitely many momentsthat is N lt 1 The first observation going back to the early works of Mark Kreinis that working in a prescribed window that is replacing above dA by the Lebesguemeasure supported by a compact set K C one can exactly recover the shade func-

          copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_1

          1

          2 1 Introduction

          tion g from moments Mk`N1k`D0 if and only if g has only values 0 and 1 and is the

          characteristic function of a subset of K described by a single polynomial inequality

          g D KS S D fz 2 CI pz z gt 0g

          Moreover the degree of the defining polynomial p is in this case less than N in zand in z For details see for instance [67] Thus there is no surprise that basic semi-algebraic sets pop-up when dealing with finitely many moments of a shade function

          The moment matrix Mk`N1k`D0 is obviously positive-semidefinite but it fulfills

          more subtle positivity constraints A classical way of understanding the latter is tointerpret the moment data in a Hilbert space context and possibly to isolate the ldquofreehidden parametersrdquo from the correlated entries Mk` This was the royal way in onevariable proposed and developed by the founders of Functional Analysis startingwith F Riesz M Riesz M Krein M Stone J von Neumann Following themseveral generations of mathematicians statisticians and engineers refined this classof inverse problems The monographs [3 83 104] stand aside for clarity and depthas the basic references for these topics

          When speaking about Hilbert space operators the word ldquoquantizationrdquo popsup as these infinite dimensional objects quantize their observable and geometrictangible spectra A variety of possible Hilbert space quantizations are in use todaythe standard Fock space representation of creation and annihilation operators thepseudo differential calculus in Euclidean space Toeplitz algebras Hankel operatorsto name only a few The present notes are not an exception with one distinctive markto make from the very beginning

          We quantize shaded images in two dimensions by linear and bounded Hilbertspace operators T 2 L H subject to the commutation relation

          ŒTT D ˝

          where ˝ is a non-negative rank-one operator The departure from the canonicalcommutation relation ŒTT D I is notable as we allow T to be bounded Theirreducible part of T containing the vector in its range is classified by the principalfunction g 2 L1C 0 g 1 ae the link between the two being offered by aremarkable determinantal formula discovered half a century ago by Pincus [76]

          detT zT wT z1T w1 D

          detŒI ˝ T z1T w1 D

          1 hT w1 T z1i D

          expΠ1

          ZC

          gdA

          z N Nw jzj jwj gt kTk

          1 Introduction 3

          Incidentally the additive analog of the above multiplicative representation knowntoday as Helton-Howe trace formula [58]

          traceŒpTT qTT D 1

          ZC

          J p qgdA p q 2 CŒz z

          where J stands for the Jacobian of the two polynomials was the source ofA Connesrsquo cyclic cohomology theory [15]

          Our mathematical journey starts here The exponential transform

          Egzw D expΠ1

          ZC

          gdA

          z N Nw

          of a compactly supported shade function can be defined for all values of zw 2C C It serves as a polarized potential (indeed a Riesz potential renormalized andevaluated at a critical exponent) its function theoretic properties provide amongother things an elegant treatment of the truncated moment problem alluded to aboveand an insight into the announced skeleton topics We soon depart from grey shadesand focus only on black and white photos that is we consider E˝zw in the specialcase of g D ˝ with ˝ a bounded open subset of C

          First are the positivity properties of E˝ The kernel 1E˝zw is positive semi-definite on C C and its spectral factorization hT w1 T z1i defineswithout ambiguity the ldquoquantizedrdquo entity the irreducible hyponormal operator Twith rank-one self-commutator having g D ˝ as principal function Already thissingles out the localized resolvent T z1 which is defined without ambiguityeven across the spectrum of T Moreover the germ at infinity of the pointwiseinverse diagonalizes T instead

          1

          E˝zwD 1C hT z1 T w1i jzj jwj gt kTk

          The experts will recognize here a very special feature not present in the case ofother natural ldquoquantizationsrdquo of˝ as the multiplication by the complex variable onBergman or Hardy-Smirnov space

          The spectral picture of the operator T associated as above to the open set˝ is very simple the spectrum coincides with the closure of ˝ the essentialspectrum is the boundary of ˝ (assuming no slits) and the Fredholm index atevery 2 ˝ is precisely equal to one Moreover in this case T is injectiveand dim kerT D 1 It is precisely the fact that T has many eigenvectorswhich makes the exponential transform viewed as a potential of the uniform masssupported on˝ more appropriate for inverse balayage In this direction we mentionthat the resolvent of T localized at the vector extends analytically across ˝as far as the Cauchy transform of ˝ extends When combined with the explicitfactorization of 1 E˝ in terms of this resolvent one obtains a novel proof ofSakairsquos regularity of free boundaries [36]

          4 1 Introduction

          Geometrically for analytic boundaries ˝ the kernel E˝zw can be intrinsi-cally defined as a solution of a Riemann-Hilbert factorization problem connectingE˝ to its canonical Schwarz reflections in each variable The relationship betweenthe exponential transform and Schwarz function Sz D z z 2 ˝ performing thereflection z 7 Sz in the boundary of ˝ is rather deep For instance the case ofquadrature domains that is when Sz is a meromorphic function in ˝ is detectedand characterized by the rationality of the exponential transform

          E˝zw D Qzw

          PzPw Q 2 CŒz z P 2 CŒz

          In addition the quantized object adds a convenient matrix degeneracy to the picture˝ is a quadrature domain if and only if the linear span H1 of the vectors Tk k 0 is finite dimensional In this case the denominator Pz entering in polarized formin the denominator of E˝zw is the minimal polynomial of TjH1

          Addingto these observation the remarkable fact that sequences of quadrature domainsapproximate in Hausdorff metric every planar domain we gain a precious insightinto a dense non-generic class yet finitely determined algebraicmatricial objectscentral for our study The topics of quadrature domains has reached maturity havingquite a few ramifications to fluid mechanics potential theory integrable systemsand statistical mechanics The collection of articles [19] offers an informative andaccessible panorama of the theory of quadrature domains

          The approximation scheme we pursue in the present notes is a Galerkin methodalong Krylov subspaces of the hyponormal operator T associated to a planar domainor shade function g Specifically one starts with the non-decreasing sequence offinite dimensional subspaces Hn D spanfTk W 0 k lt ng The compression Tn ofT to Hn has its spectrum identical to the zero set of the orthogonal polynomial pn ofdegree n derived from the inner product

          p q WD h pT qTi p q 2 CŒz

          Equivalently we can invoke a Padeacute approximation scheme applied to the exponen-tial transform which identifies in a remarkable algebraic identity these objects as aformal series at infinity

          E˝zw D 1 hTn w1 T

          n z1i C Rnzw

          with the residual series Rnzw involving only monomials zk1w`1 in the rangek ` D NN or maxk ` gt N There is no surprise that the denominator of therational approximate is precisely pnzpnw while the numerator is a rather specialpolynomial a weighted sum of hermitian squares of the form

          pnzpnwn1XjD0

          qjzqjw

          1 Introduction 5

          with deg qj D j for all j in the range 0 j lt n The algebraic curve given byequation jpnzj2 D Pn1

          jD0 jqjzj2 is called a generalized lemniscate and carriesa distinctive (real) geometry The cluster set of the spectra of the finite centraltruncations Tn make up a certain ldquoquantized ridgerdquo The approximation scheme isstationary that is Hn D HN n N for some positive integer N if and only if g isthe characteristic function of a quadrature domain

          The comparison with well studied similar approximation procedures eitherrelated to complex orthogonal polynomials Padeacute approximation in several vari-ables random matrix theory or finite central truncations of structured infinitematrices is in order In contrast to these frameworks in our case the inner productis not derived from a Lebesgue space hence the well established techniques ofpotential theory prevalent in the quasi-totality of orthogonal polynomial studiesare not available A welcome substitute is provided by the theory of hyponormaloperators which implies for instance that the zeros of the orthogonal polynomialspn are contained in the convex hull of the support of the shade function g Alsowe can prove by Hilbert space methods a rigidity result stating that the orthogonalpolynomials pn satisfy a three term relation if and only if g is the characteristicfunction of an ellipse

          In the present work we focus on bounded planar sets ˝ with real algebraicboundary In this case the exponential transform and its analytic continuation fromthe exterior region provides a canonical defining function of the boundary

          ˝ D fz 2 C E˝z z D 0g

          Moreover the rate of decay of E˝z z towards smooth parts of the boundary isasymptotically equivalent to distz ˝ qualifying the exponential transform asthe correct potential to invoke in image reconstruction The reconstruction algorithmwas already exposed in [49] and is not reproduced in the present notes The analyticextension properties of the localized resolvent T z1 and hence of theexponential transform is driven by the analytic continuation of the Schwarz functionof the boundary As a consequence the quantized ridge tends to lie deep inside theoriginal set ˝ A good third of our essay is devoted to a dozen of examples andnumerical experiments supporting such a behavior On the theoretical side we provea striking departure from the theory of complex orthogonal polynomials in Bergmanor Hardy-Smirnov spaces the quantized skeleton does not ldquoseerdquo external disks (ormore general external quadrature domains) The Glossary at the end of these notescontains a list of standard and ad-hoc notations

          Chapter 2The Exponential Transform

          Abstract The basic definitions of the exponential transform E˝zw of a planardomain ˝ C and various functions derived from it are recorded in this chapterThe exponential moments having the exponential transform as the generatingfunction are introduced In addition several positivity properties of the exponentialtransform are established Finally it is shown that the exponential transform asa function of z with w kept fixed can be characterized as being (part of) theunique holomorphic section of a certain line bundle over the Riemann sphere takinga prescribed value at infinity or alternatively as being the unique solution of acorresponding Riemann-Hilbert problem

          21 Basic Definitions

          Definition and many elementary properties of the exponential transform are listedin [36] We recall some of them here

          Definition 21 The exponential transform of a function g 2 L1C 0 g 1 isthe function defined at every point zw 2 C C by

          Egzw D exp Π1

          ZC

          g dA

          z N Nw (21)

          We shall almost exclusively work with the case that g is the characteristic functionof a bounded open set ˝ C and then we write E˝zw in place of E˝ zw Ifthe set ˝ is obvious from the context we may delete it from notation The singularintegral in the above definition may diverge for certain points on the diagonalz D w D a in this case we take Ega a D 0 by convention We note that thisregularization turns Eg into a separately continuous function on the whole C C

          The exponential transform E˝zw is analytic in z anti-analytic in w when thesevariables belong to the complement of ˝ henceforth denoted˝e whereas in otherparts of space it has a mixed behavior We shall sometimes denote the exterior partof the exponential transform as well as possible analytic continuations of it across˝ by Fzw

          Fzw D Ezw z 2 ˝e w 2 ˝e (22)

          copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_2

          7

          8 2 The Exponential Transform

          In the remaining parts of CC the following functions are analytic (more preciselyanalytic in z anti-analytic in w)

          Gzw D Ezw

          Nz D Ezw

          Nz Nw z 2 ˝ w 2 ˝e (23)

          Gzw D Ezw

          wD Ezw

          z w z 2 ˝e w 2 ˝ (24)

          Hzw D 2Ezw

          NzwD Ezw

          z wNz Nw z 2 ˝ w 2 ˝ (25)

          Note that Gzw D Gw z The same letters F G G H will be used for theanalytic continuations of these functions across ˝ when such continuations existThis occurs whenever ˝ consists of smooth real analytic curves

          The behavior at infinity is

          Ezw D 1 j˝jz Nw C Ojzj C jwj3 jzj jwj 1 (26)

          Ezw D 1 C˝z

          Nw C Ojwj2 jwj 1 (27)

          Here

          C˝z D 1

          dA

          zD 1

          2i

          d

          z^ d N (28)

          is the Cauchy transform of the characteristic function of ˝ Note that the expo-nential transform Ezw simply is the exponential of the double Cauchy transform

          C˝zw D 1

          2i

          d

          z^ d N

          N Nw (29)

          This is a locally integrable function on C C despite C˝z z D 1 for z D w 2˝ (and for most points with z D w 2 ˝) For more general functions g than thecharacteristic function of an open set we write the Cauchy transform as

          Cgz D 1

          Zg dA

          z

          It satisfies Cg=Nz D g in the sense of distributions and this property was used forthe second equalities in (23)ndash(25) (the first equalities there are just definitions)

          Taking distributional derivatives of C˝zw gives at least under some lightregularity assumption on ˝

          2C˝zw

          NzwD ız w˝z˝w zw 2 C (210)

          21 Basic Definitions 9

          and similarly

          2

          Nzw1 E˝zw D

          (H˝zw zw 2 ˝ ˝0 zw hellip ˝ ˝ (211)

          By combining this with the asymptotic behavior (26) one can represent 1 Ezwas a double Cauchy integral

          1 Ezw D 1

          2

          Hu vdAu

          u z

          dAv

          Nv Nw zw 2 C (212)

          The Cauchy and exponential transforms can also be written as boundary integralsin various ways For example the exterior and interior functions Fzw andHzw respectively can be expressed by the same formula

          exp Π1

          i

          log j wj d

          z D

          (Fzw zw 2 ˝e

          Hzw zw 2 ˝

          The proof is straight-forward A further remark is that the double Cauchy transformcan be viewed as a Dirichlet integral specifically its real part can be written as

          Re C˝zw D 1

          2

          d log j zj ^ d log j wj

          where the star is the Hodge star (dx D dy dy D dx) This gives an interpretationto the modulus of the exponential transform in terms of a mutual energy for ˝provided with uniform charge distribution

          Example 21 For the disk ˝ D DaR the analytic pieces of the exponentialtransform are

          Fzw D 1 R2

          z a Nw Na zw 2 DaRe DaRe

          Gzw D 1

          Nw Na zw 2 DaR DaRe

          Gzw D 1

          z a zw 2 DaRe DaR

          Hzw D 1

          R2 z a Nw Na zw 2 DaR DaR

          Clearly the functions F G G here admit analytic continuations so that the variablewhich is in DaRe extends its range to all of C n fag

          10 2 The Exponential Transform

          For later use we record the following formula an immediate consequence of thedefinition of Ezw and (25) if ˝1 ˝2 then

          H˝1zwE˝2n˝1zw D H˝2zw for zw 2 ˝1 (213)

          Combining with Example 21 we see that Hzw is essentially one over theexponential transform of the exterior domain In fact applying (213) to theinclusion˝ D0R for R sufficiently large gives

          H˝zw D 1

          R2 z NwED0Rn˝zw (214)

          Occasionally we shall need also the four variable exponential transform definedfor any open set ˝ in the Riemann sphere P D C [ f1g by

          E˝zwI a b D exp Œ1

          2i

          d

          z d

          a ^ d N

          N Nw d NN Nb

          D exp ŒC˝zwI a b D E˝zwE˝a b

          E˝z bE˝aw (215)

          Here

          C˝zwI a b D 1

          2i

          d

          z d

          a ^ d N

          N Nw d NN Nb

          Thus the two variable transform is recovered as Ezw D EzwI 11 Thefour variable transform behaves well under complementation and under Moumlbiustransformations Indeed denoting by z W a W w W b the classical cross ratio (see[2]) we have

          Lemma 21 For any open set ˝ P

          E˝zwI a bEPn˝zwI a b D EPzwI a b

          where

          EPzwI a b D jz W a W w W bj2 D ˇ z wa b

          z ba w

          ˇ2

          And for any Moumlbius map f we have

          Ef ˝ f z f wI f a f b D E˝zwI a b (216)

          Similarly for C˝zwI a b

          22 Moments 11

          Proof The first statement is obvious from the definition (215) To establish therelationship to the cross ratio one may use that the two variable exponentialtransform for a large disk D0R is (inside the disk)

          ED0Rzw D jz wj2R2 z Nw zw 2 D0R

          as is obtained from (25) together with Example 21 then insert this into (215) andfinally let R 1

          To prove (216) one just makes the obvious variable transformation in theintegral Then the required invariance follows from the identity

          f 0df f z

          f 0df f a

          D d

          z d

          a

          which is a consequence of both members being Abelian differentials on P withexactly the same poles (of order one) and residues

          The properties described in Lemma 21 indicate that the four variable exponentialtransform is a natural object to consider The two variable transform behaves in amore complicated way under Moumlbius maps And under other conformal maps thanMoumlbius maps there seems to be no good behavior for any version of the exponentialtransform

          22 Moments

          The following sets of moments will enter our discussions

          bull The complex moments

          Mkj D 1

          zkNzjdAz D zk zjL2˝

          (k j 0) make up the Gram matrix leading to the Bergman orthogonalpolynomials on˝

          bull The harmonic (or analytic) moments are

          Mk D Mk0 D 1

          zkdAz

          bull The exponential moments Bkj (sometimes to be denoted bkj) are defined by

          Xkj0

          Bkj

          zkC1 NwjC1 D 1 exp ŒXkj0

          Mkj

          zkC1 NwjC1 (217)

          12 2 The Exponential Transform

          and they make up the Gram matrix for what we will call exponential orthogonalpolynomials In Chap 3 we shall introduce an inner product h i D h iH ˝

          such that Bkj D hzk zji It is easy to see that Bk0 D Mk0 D Mk for all k 0

          Computation of the exponential moments for 0 k j N requires onlyknowledge of the complex moments for the same set of indices However for this towork out in a numerically efficient way it is necessary to use a recursive procedureThe following effective procedure was suggested to us by Roger Barnard

          Write (217) briefly at the level of formal power series

          B D 1 expM

          where

          B DXkj0

          Bkj

          zkC1 NwjC1 M DXkj0

          Mkj

          zkC1 NwjC1

          Then

          M

          z B

          zD B

          M

          z

          and inserting the power series and equating the coefficients for 1=zkC2 NwjC1 gives therecursion formula

          k C 1Mkj Bkj DXpq

          p C 1MpqBkp1jq1 k j 0

          where the sum ranges over 0 p lt k 0 q lt j This gives Bkj efficiently fromMpq with 0 p k 0 q j and the previously computed Bpq with 0 p lt k0 q lt j

          Note that B above is simply the power series expansion of 1 Ezw at infinityand M is similarly the power series of (minus) the double Cauchy transform (29)In summary the generating functions for the moments are

          1 E˝zw DXkj0

          Bkj

          zkC1 NwjC1

          C˝zw DXkj0

          Mkj

          zkC1 NwjC1

          C˝z DXk0

          Mk

          zkC1 DXk0

          Bk0

          zkC1

          23 Positive Definiteness Properties 13

          23 Positive Definiteness Properties

          As is known from the theory of hyponormal operators see [74] and is proveddirectly in [39] the exponential transform enjoys a number of positivity propertiesWe recall them here in slightly extended forms and with sketches of proofs

          Lemma 22 For arbitrary finite sequences of triples zk ak k 2 P P C wehave

          Xkj

          C˝zk zjI ak ajkNj 0 (218)

          with C1 as an allowed value for the left member If the sets fzkg and fakg aredisjoint and no repetitions occur among the zk then we have strict inequality gt 0unless all the k are zero

          Assuming that the left member in (218) is finite we also have

          Xkj

          kNj

          E˝zk zjI ak aj 0

          with the same remark as above on strict inequality

          Proof We have

          Xkj

          C˝zk zjI ak ajkj D 1

          Xkj

          k

          zk k

          ak

          j

          N Nzj

          j

          N Naj

          dA

          D 1

          jX

          k

          k

          zk k

          akj2 dA 0

          which proves (218) The statement about strict inequality also follows immediatelyAs a consequence of Schurrsquos theorem the exponential of a positive semidefinite

          matrix is again positive semidefinite (see [18] for example) Therefore

          Xkj

          kNj

          E˝zk zjI ak ajDXkj

          exp ŒC˝zk zjI ak ajkj 0

          under the stated assumptionsFrom the above we conclude the following for the two variable transforms

          Lemma 23 For any bounded open set ˝ C the following hold

          (i) C˝zw is positive definite for zw 2 ˝e(ii) 1

          Ezw is positive definite for zw 2 ˝e

          14 2 The Exponential Transform

          (iii) Hzw is positive definite for zw 2 ˝(iv) 1 Ezw is positive semidefinite for zw 2 C(v) 1

          Ezw 1 is positive semidefinite for zw 2 ˝e

          Proof i and ii follow immediately from the previous lemma by choosing ak D1 for all k To prove iii we choose some R gt 0 such that ˝ D0R anduse (214) Here the factor

          1

          R2 z Nw D1X

          kD0

          zk Nwk

          R2kC2 jzj jwj lt R

          is clearly positive definite while the other factor 1=ED0Rn˝zw is positivesemidefinite by ii Hence iii follows on using Schurrsquos theorem Next iv followsfrom iii by means of the representation (212) and v follows from ii and ivtogether with Schurrsquos theorem

          Remark 21 Whenever one has a positive definite function like Hzw in iii ofthe lemma then one can define a Hilbert space either by using it directly to definean inner product or by using it as a reproducing kernel These two methods canactually be identified via the linear map having Hzw as an integral kernel

          Since much of the text will be based on these ideas we explain here theunderlying philosophy using sums instead of integrals for simplicity of expositionLet the kernel in general be Kzw analytic in z anti-analytic in w Then oneHilbert space is generated by finite sums

          Pj ˛jızj with the inner product is defined

          by

          hX

          j

          ˛jızj X

          k

          ˇkıwk i DXjk

          ˛jKzjwk Nk

          In the case Kzw D Hzw this will be our main Hilbert space to be denotedH ˝

          This Hilbert space is thus generated by singular objects (Dirac distributions) andcan be rather strange However as Kzw is a quite regular function a much nicerHilbert space consisting of anti-analytic functions is obtained via the identificationmap (one-to-one by the assumed positive definiteness)

          Xj

          ˛jızj 7X

          j

          ˛jKzj

          for which the same inner product is kept ie

          hX

          j

          ˛jKzj X

          k

          ˇkKwk iRK DXjk

          ˛jKzjwk Nk

          23 Positive Definiteness Properties 15

          We have indexed the inner product by RK because the space now becomes areproducing kernel Hilbert space with in fact Kzw as the reproducing kernelsetting ˚ D P

          j ˛jKzj and letting the second factor be just Kw we have

          h˚Kw iRK D hX

          j

          ˛jKzj Kw iRK

          DX

          j

          ˛jKzjw D ˚w

          The above will be applied for the choice iii in Lemma 23 Kzw D HzwBut also the other choices in the lemma are interesting in particular for spacesof analytic functions i is related to the ordinary Bergman space see (327) iiand v give an inner product considered by Pincus-Xia-Xia [77] see (329) andSect 37 while iv gives the same as iii but with the inner product written in adifferent way see (328) and also (33)

          Next we specialize to comparison with disks and half-planes

          Lemma 24 Some specific positivity assertions are

          (i) If ˝ D0R then R2 z NwH˝zw is positive definite for zw 2 ˝ (ii) If ˝ D0 r D then 1 r2

          z Nw H˝zw is positive definite for zw 2 ˝ (iii) Assume that ˝ D where D is an open half-plane let a 2 D and let b D a

          be the reflected point with respect to D Then

          1 z a

          z b

          Nw NaNw Nb H˝zw zw 2 ˝

          is positive definite

          Proof For i we use that (by (213) and ii in Lemma 23)

          1

          HD0Rzw H˝zw D 1

          ED0Rn˝zw

          is positive definite for zw 2 ˝ and then insert HD0R D 1R2z Nw (see Example 21)

          For ii we similarly use that

          H˝zwED0rzw D H˝[D0rzw

          is positive definite for zw 2 ˝ and insert ED0r D 1 r2

          z Nw Finally for iii we use the formula (216) for how the four variable exponential

          transform changes under a Moumlbius map f We take this to be

          f D a

          b (219)

          16 2 The Exponential Transform

          which maps the half plane D onto the unit disk in particular f ˝ D Using that

          H˝zw D E˝zw

          jz wj2 D E˝zwI b bE˝z bE˝bw

          jz wj2 E˝b b

          by (25) (215) we then obtain

          1 z a

          z b

          Nw NaNw Nb H˝zw

          D 1 f zf w Ef ˝ f z f wI f b f b

          jf z f wj2 ˇ f z f w

          z w

          ˇ2 E˝z bE˝bw

          E˝b b

          D 1 f zf w Hf ˝ f z f w ja bj2E˝z bE˝bwjz bj2jw bj2E˝b b

          Here the last factor (the quotient) is of the form czw with c gt 0 hence ispositive definite and also the first factor is positive definite because it equals

          Hf ˝ f z f w

          HD f z f wD 1

          EDnf ˝ f z f w

          Thus part iii of the lemma follows

          24 The Exponential Transform as a Section of a Line Bundle

          In this section we assume that ˝ is fully real analytic with Schwarz function (see[16 101]) denoted Sz Thus Sz is analytic in a neighborhood of ˝ and satisfies

          Sz D Nz z 2 ˝ (220)

          The functions F G G H defined in terms of E by (22)ndash(25) are analyticin their domains of definition have analytic continuations across the boundariesand satisfy certain matching conditions on these boundaries Taking the analyticcontinuations into account the domains of definition cover all of P P and thematching conditions can be formulated as transition formulas defining holomorphicsections of certain line bundles These sections will then be uniquely determined bytheir behaviors at infinity This gives a new way of characterizing the exponentialtransform In an alternative and essentially equivalent language the exponentialtransform can be viewed as the unique solution of a certain Riemann-Hilbertproblem Below we shall make the above statements precise

          24 The Exponential Transform as a Section of a Line Bundle 17

          Let w 2 ˝e be fixed Then by the definitions (22) (23) (220) of F G and S

          GzwSz Nw D Fzw (221)

          for z 2 ˝ Here Gzw remains analytic as a function of z in some neighborhoodof ˝ say in U ˝ and Fzw similarly remains analytic for z in say V ˝cWith U V chosen appropriately Sz is analytic in U V and (221) remains validthere At the point of infinity (for z) we have F1w D 1

          We interpret the above as saying that the pair GwFw represents asection of the line bundle over P defined by the transition function Sz Nwz 2 U V The Chern class of this line bundle is

          ChernS Nw D 1

          2i

          d logSz Nw D 1

          2i

          d logNz Nw D 0

          Recall that the Chern class equals the difference between the number of zeros andthe number of poles for an arbitrary meromorphic section (not identically zero) andthat a line bundle on P is uniquely determined by its Chern class Having Chern classzero therefore means that the bundle is equivalent to the trivial bundle (transitionfunctions identically one) as is also evident from the way we started namely byhaving a non-vanishing holomorphic section It follows that the dimension of thespace of holomorphic sections equals one so any holomorphic section is determinedby its value at one point Therefore the holomorphic section GwFw isuniquely determined by the property that it takes the value one at infinity

          With w 2 ˝ a similar discussion applies to the pair HwGw Bydefinition of G and H we then have the transition relation

          HzwSz Nw D Gzw (222)

          thus with the same transition function Sz Nw as above However in the presentsituation the Chern class is C1 because w now is inside ˝ in the integrals aboveand the bundle is therefore equivalent to the hyperplane section bundle See [109][29] for the terminology Thus any nontrivial holomorphic section has exactly onezero and is uniquely determined by the value of its derivative at this zero Theparticular section HwGw vanishes at infinity with the expansion there

          Gzw D 1

          zC w C˝w

          1

          z2C Ojzj3 (223)

          as follows from the behavior of Ezw at infinity In particular the sectionHwGw is uniquely determined solely by these properties

          As a side remark the functions Gzw Gzw are not only analytic across˝ ˝ they are also non-vanishing (except at the point of infinity as exhibitedfor Gzw in (223)) Therefore the relations (221) and (222) give preciseinformation on the nature of the zeros of Fzw on ˝˝ and the corresponding

          18 2 The Exponential Transform

          singularities of Hzw there Note that 1=Hzw (which is similar to Fzw for atruncated exterior domain) is still holomorphic across ˝ ˝

          We summarize the above discussion

          Theorem 21 Assume that ˝ is analytic and let w 2 C n ˝ be fixed Then thefunction Sz Nw which is holomorphic and non-vanishing in a neighborhoodof ˝ defines a holomorphic line bundle w on P with respect to the covering˝ neighborhoodP n˝(i) If w 2 ˝e then w has Chern class zero hence it has a unique holomorphic

          and non-vanishing section which takes the value one at infinity This section isrepresented by the pair GwFw

          (ii) If w 2 ˝ then w has Chern class one hence it has a unique holomorphicsection which vanishes at infinity with derivative one there (ie behavior z1COz2 z 1) and has no other zeros This section is represented by thepair HwGw

          There is also a limiting version of the above for w 1 See Proposition 21below

          One may extend the above considerations by treating the two variables z andw jointly However in this case there will be a singular set namely the one-dimensional set D fzw 2 C2 W z D w 2 ˝g In fact in a neighborhoodof we have the relation

          Fzw D Sz Nwz SwHzw (224)

          but on itself the transition function Sz Nwz Sw thought to define a linebundle vanishes while Hzw becomes infinite Anyhow Fzw is well-behaved(analyticantianalytic) in a full neighborhood of The restricted conclusion will bethat the quadruple FGGH defines a holomorphicantiholomorphic sectionof a line bundle just in P P n

          25 A Riemann-Hilbert Problem

          We can interpret the factorization at interface formulas obtained so far as a Riemann-Hilbert problem with relations to hold on ˝ and with Nz in place of Sz

          GzwNz Nw D Fzw z 2 ˝ w 2 ˝e (225)

          HzwNz Nw D Gzw z 2 ˝ w 2 ˝ (226)

          Gzwz w D Fzw w 2 ˝ z 2 ˝e (227)

          Hzwz w D Gzw w 2 ˝ z 2 ˝ (228)

          25 A Riemann-Hilbert Problem 19

          This requires less regularity of ˝ and may therefore be convenient from somepoints of view The requirements at infinity are as before

          F1w D Fz1 D 1 (229)

          Gzw D 1Nw C Ojwj2 Gzw D 1z

          C Ojzj2 (230)

          A particular consequence of the last transition relation and (230) is thatZ˝

          Hzwz wd Nw DZ˝

          Gzwd Nw D 2i z 2 ˝

          After turning the first integral to an area integral this gives

          1

          HzwdAw D 1 z 2 ˝ (231)

          a formula which will be needed later onThe decomposition (22)ndash(25) of Ezw into analytic pieces can be extended

          to the four variable transform EzwI a b One practical way to formulate such astatement is to say that the function

          Nz NbNz Nw

          zw a

          w zw

          Na NwNa Nb

          ab z

          b ab EzwI a b

          is analytic in each component of P n ˝4 Here denotes the characteristicfunction of ˝

          D(1 2 ˝0 hellip ˝

          Cf Theorem 2 in [47]The relationships between the functions F G G and H can also be expressed

          by means of the Cauchy transform To this end we make the following observation

          Lemma 25 Assume f and g are holomorphic in ˝ h is holomorphic in ˝e allhaving continuous extensions to ˝ and that

          (Nzf zC gz D hz z 2 ˝hz 0 z 1

          (232)

          Then the combined function

          (Nzf zC gz z 2 ˝hz z 2 ˝e

          (233)

          20 2 The Exponential Transform

          is identical with the Cauchy transform of f more precisely of the function

          (f z z 2 ˝0 z 2 ˝e

          (234)

          Conversely for f holomorphic in˝ and continuous up to ˝ the Cauchy transformof (234) is of the form (233) with (232) holding

          Proof This is immediate from basic properties of the Cauchy transformIn the notations and assumptions of the lemma we may consider the Cauchy

          transform (in a restricted sense) simply as the map f 7 h in particular as a maptaking analytic functions in˝ to analytic functions in˝e As such a map it connectsin our context the different pieces F G G H of the exponential transform

          Example 22 With

          f z D Hzw

          gz D NwHzw

          hz D Gzw

          where w 2 ˝ is considered as a parameter we get

          CHwz D Gzw z 2 ˝e

          Thus

          Gzw D 1

          Hz vdAv

          Nv Nw z 2 ˝e w 2 ˝ (235)

          Example 23 With w 2 ˝e as parameter and

          f z D Gzw

          gz D 1C NwGzw

          hz D 1 Fzw

          it follows that

          CGwz D Fzw 1 z 2 ˝e

          Example 24 By taking the Cauchy transform in both variables one can pass directlyfrom Hzw to Fzw or even from Hzw to the complete transform Ezw by

          25 A Riemann-Hilbert Problem 21

          means of Eq (212) Similarly by considering the asymptotics at w D 1 or bycombining (28) with (231)

          C˝z D 1

          2

          Hu vdAu

          u zdAv z 2 C (236)

          In addition using (235) one finds that

          C˝z D 1

          Gzw dAw z 2 ˝e (237)

          As a final remark we mention that not only the exponential transform (ie theexponential of the double Cauchy transform (29)) but also the exponential of theone variable Cauchy transform (28) can be viewed as (part of) a section of a linebundle In fact taking f z D 1 in (232) gives hz D C˝z for z 2 ˝e andreplacing Nz by Sz on ˝ renders (232) on the form

          eSz egz D eC˝z (238)

          which by analytic continuation holds for z in a neighborhood of ˝ In (238) egz

          is just some non-vanishing holomorphic function in ˝ which we do not care muchabout while eC˝z is holomorphic and non-vanishing in ˝e regular at infinity andtaking the value one there

          Now we may view eSz as the transition function for a line bundle on P thenhaving Chern class zero It follows that there is a unique holomorphic cross sectionof that bundle which takes the value one at infinity And (238) says that therestriction to ˝e of that section is exactly the exponential of the Cauchy transformof ˝ In summary

          Proposition 21 With ˝ real analytic eSz defines a holomorphic line bundle onP with Chern class zero Its unique non-vanishing holomorphic section which takesthe value one at infinity is represented in ˝e by eC˝z

          Chapter 3Hilbert Space Factorization

          Abstract The positivity properties of the exponential transform define in a canon-ical way a Hilbert space H ˝ and a (co)hyponormal operator acting on it suchthat the exponential transform itself appears as a polarized compressed resolvent ofthis operator There are many variants of this procedure but they are all equivalentHistorically the process actually went in the opposite direction starting with anabstract Hilbert space and hyponormal operator with rank one self-commutatorthe exponential transform arose as a natural characteristic function obtained asthe determinant of the multiplicative commutator of the resolvent If one considersH ˝ as a function space the analytic functions in it are very weak ie have asmall norm and for a special class of domains the quadrature domains the analyticsubspace Ha˝ even collapses to a finite dimensional space Some more generalkinds of quadrature domains are discussed in terms of analytic functionals and wealso show that some integral operators based on the exponential transform can beinterpreted in terms of Silva-Koumlthe-Grothendieck duality

          31 Definitions and Generalities

          In the sequel we assume that Hzw is integrable

          jHzwjdAzdAw lt 1 (31)

          We do not know whether this always holds but as shown in [39] (appendix there) itholds at least when ˝ is Lipschitz in particular when it is piece-wise real analyticIf ˝ is fully real analytic one even has

          jHzwj2dAzdAw lt 1 (32)

          see again [39]In view of the positivity properties proved in Sect 23 one can define a positive

          semi-definite Hermitian form on the set DC of smooth test functions with compact

          copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_3

          23

          24 3 Hilbert Space Factorization

          support in C by

          h f gi D 1

          2

          ZC

          ZC

          1 EzwNf zgwdAzdAw (33)

          D 1

          42

          ZC

          ZC

          1 Ezwd f zdzdgwdw f g 2 DC

          We are following [38 39] here Several other choices of inner product are in usesee [74 77] as well as Sects 34 and 37 below

          The second expression above indicates that it is natural to consider fdz and gdzas differential forms and as such they need not have compact support it is enoughthat they are smooth also at infinity (ie smooth on all P) Upon partial integrationthe above formula becomes

          h f gi D 1

          2

          Hzwf zgwdAzdAw (34)

          hence h f gi depends only on the values of f and g in ˝ By (31) all functionsf g 2 L1˝ can be allowed in (34) and we have the estimate

          jj f jj Cjj f jj1˝ (35)

          where jj f jj2 D h f f i Also distributions and analytic functionals with compactsupport in ˝ can be allowed in (34)

          Despite Hzw being positive definite there are functions f 2 L1˝ for whichjj f jj D 0 for example any function of the form f D N with a test function withcompact support in ˝ Therefore to produce a Hilbert space having h i as innerproduct one first has to form a quotient space modulo the null vectors and thentake the completion of this The resulting Hilbert space will be denoted H ˝ It isalways infinite dimensional and separable When necessary we will write the innerproduct defined by (34) as h f gi D h f giH ˝ and similarly for the norm

          The construction above gives a natural map taking functions to their equivalenceclasses

          ˛ W L1˝ H ˝ (36)

          This map has (by definition) dense range but is not injective If ˝ is analytic sothat (32) holds (henceforth assumed) ˛ extends to

          ˛ W L2˝ H ˝

          The adjoint operator ˛0 goes the opposite way between the dual spaces

          ˛0 W H ˝0 L2˝0

          and is automatically injective (because ˛ has dense range)

          31 Definitions and Generalities 25

          Keeping the assumption (32) the adjoint map ˛0 has some concrete manifesta-tions For example representing functionals in the above Hilbert spaces by innerproducts it gives rise to a map

          ˇ W H ˝ L2˝

          which is bounded and injective Precomposing it with ˛ gives the operator

          H D ˇ ı ˛ W L2˝ L2˝

          We name it H because it has an explicit presentation as an integral operator withkernel Hzw

          Hf w D 1

          Hzwf zdAz w 2 ˝ f 2 L2˝ (37)

          By construction Hf only depends on the equivalence class of f 2 L2˝ in H ˝ie on ˛ f and we have

          h˛ f ˛giH ˝ D f HgL2˝ f g 2 L2˝ (38)

          It follows that H is a positive operator and it is also seen that its range consists onlyof anti-analytic functions in particular it is far from being surjective The norm ofH D ˇ ı ˛ as an operator is bounded above by jjHjjL2˝˝ and it also follows thatjj˛jj D jjˇjj pjjHjjL2˝˝

          As indicated in Remark 21 the one-to-one image of H ˝ under the map ˇis if the inner product in H ˝ is kept in ˇH ˝ a reproducing kernel Hilbertspace of anti-analytic functions having Hzw as the reproducing kernel

          Expanding (212) for large z and w gives

          1 Ezw D 1

          2

          Xkj0

          Hu vuk Nvj

          zkC1 NwjC1 dAudAv

          DXkj0

          hzk zjiH ˝

          zkC1 NwjC1

          Since on the other hand

          1 Ezw D 1 expΠ1

          dA

          z N Nw

          D 1 expŒXkj0

          zk zjL2˝

          zkC1 NwjC1 D 1 expŒXkj0

          Mkj

          zkC1 NwjC1

          26 3 Hilbert Space Factorization

          this confirms that the exponential moments defined by (217) make up the Grammatrix for the monomials in H ˝

          Bkj D hzk zjiH ˝

          For future needs we record here the following consequence of (231)

          hh 1iH ˝ D 1

          hdA h 2 H ˝ (39)

          Strictly speaking the left member here should have been written h˛h ˛1i butquite often we will consider ˛ as an identification map and suppress it from notationThe equivalence class in H ˝ of the constant function one will have a special rolelater on and we write it in bold ˛1 D 1

          32 Restrictions and Extensions

          The operator ˛ has a very big kernel and therefore it is not reasonable to considerH ˝ as a function space However the operator ˇ canonically embeds H ˝

          in a space of anti-analytic functions in ˝ and as we shall see in Sect 36 formost choices of ˝ the map ˛ embeds the functions analytic in a neighborhood of˝ in a dense subspace of H ˝ However the norm in H ˝ is much weakerthan traditional norms on spaces of analytic functions and there will usually be nocontinuous point evaluations for example

          A sign that H ˝ is not a good function space is that on considering aninclusion pair ˝1 ˝2 there is no continuous restriction operator H ˝2 H ˝1

          Example 31 Consider the inclusion D1 1 D 2 where 0 lt lt 1 Ingeneral if f is analytic and bounded in DaR we have (writing just f in placeof ˛ f ) jj f jjH DaR D Rj f aj Here we used Example 21 and the mean-valueproperty of analytic functions Thus for fnz D zn

          jj fnjjH D11 D 1 jj fnjjH D2 D 2n

          hence there is no constant C lt 1 such that jj fnjjH D11 Cjj fnjjH D2 for alln So at least the most naive way of trying to define a bounded restriction operatorH D 2 H D1 1 does not work

          On the other hand it is possible to define extension operators with bounded norm(actually norm one) In fact if ˝1 ˝2 and f 2 L1˝1 then on extending f byzero on ˝2 n˝1 we have

          jj f jjH ˝2 jj f jjH ˝1

          33 Linear Operators on H ˝ 27

          This is an immediate consequence of (213) and iv of Lemma 23 the latter appliedto 1 E˝2n˝1

          33 Linear Operators onH ˝

          Let Z be the ldquoshiftrdquo operator ie multiplication by the independent variable z onH ˝

          Z W H ˝ H ˝ Zf z D zf z (310)

          This is a bounded linear operator in fact its norm is

          jjZjj D supfjzj W z 2 ˝gHere the upper bound (ie the inequality ) follows from i of Lemma 24 whichimmediately gives the desired inequalityZ˝

          Hzwzf zwf wdAzdAw R2Z˝

          Hzwf zf wdAzdAw

          The lower bound follows by choosing f to have all its support close to a point z 2 ˝at which jzj nearly equals its supremum For example if Da ˝ then f DDa gives jj f jj D 2

          pHa a jjZf jj D a2

          pHa a

          If ˝ D0 r D then the inverse Z1f z D 1z f z exists and has norm

          jjZ1jj 1r by ii of Lemma 24 It is easy to see that equality holds if r is chosen

          largest possible hence jjZ1jj D 1=dist0˝ More generally if a hellip clos˝ thenZ a1 exists and has norm 1=dist a˝ Thus denoting by Z the spectrumof Z we have Z clos˝ In fact equality holds

          Z D clos˝ (311)

          By Z we denote the operator

          Zf z D Nzf z (312)

          by Z the adjoint of Z and by C the Cauchy transform considered as a linearoperator H ˝ H ˝

          Cgz D Cgz D 1

          gdA

          z z 2 ˝ (313)

          Finally 1 ˝ 1 denotes the operator

          1 ˝ 1 W h 7 hh 1i1

          28 3 Hilbert Space Factorization

          which is a positive multiple of the orthogonal projection onto the one-dimensionalsubspace spanned by 1 (the function identically equal to one)

          Proposition 31 The so defined operators are bounded on H ˝ and are relatedby

          Z D Z C C (314)

          ŒZC D 1 ˝ 1

          ŒZZ D 1 ˝ 1 (315)

          In particular Z is cohyponormal ie ŒZZ 0

          Proof Using partial integration with respect to w plus the Riemann-Hilbert rela-tion (228) we have

          hzf z gzi h f z Nzgzi D 1

          2

          Hzwz wf zgwdAzdAw

          D 1

          2

          Hzwz wf z

          wCgwdAzdAw

          D 1

          2i2

          Hzwz wf zCgwd NwdAzC

          C 1

          2

          Hzwf zCgwdAzdAw

          D 1

          2

          Gzwf zCgwd NwdAzC h f zCgzi

          Here the boundary integral in the first term vanishes because the integrand is anti-analytic with respect to w in ˝e and tends to zero as 1=jwj2 when jwj 1 inview of the asymptotics of Gzw (see (230)) and Cgw Thus we end up with theidentity

          hzf z gzi D h f z Nzgzi C h f zCgzi (316)

          This says that

          hZf gi D h f Z C Cgi

          ie we have proved (314) and thereby also that C is bounded (since Z obviouslyis bounded like Z) We emphasize that we did not use the definition of Hzw

          33 Linear Operators on H ˝ 29

          directly in the above computation only its property of being part of a section (anti-holomorphic section with respect to w to be precise) vanishing at infinity of a certainline bundle equivalently the solution of a Riemann-Hilbert problem

          Next we compute the commutator ŒZC D ZC CZ

          ŒZC f z D z 1

          f dA

          z 1

          f dA

          z

          D 1

          zf dA

          zD 1

          fdA D h f 1i 1 D 1 ˝ 1f z

          Since obviously ŒZZ D 0 the remaining statements of the proposition now followExpressing the exponential and Cauchy transforms in terms of the above

          operators we have for all zw 2 C

          1 E˝zw D hZ z11 Z w11i (317)

          C˝z D hZ z11 1i (318)

          These relations follow immediately from (212) (236) and the definition (34) ofthe inner product We may also identify the Cauchy kernel itself as an element inH ˝ as

          kz D Z z11 (319)

          The exponential moments appear are

          Bkj D hZk1Zj1i

          We mention next a determinantal formula for E˝zw in terms of Z

          E˝zw D detZ NwZ zZ Nw1Z z1 (320)

          valid for zw 2 ˝e This is proved in the same way as a similar formula inAppendix A namely by switching the first two factors and using that ŒZ zZ Nw D ŒZZ D 1 ˝ 1 which is a rank one projection Then the determinant comesout to be 1 hZ z11 Z w11i which is Ezw The determinant existsbecause it is of the form detI C K with K a trace-class operator and then thedefinition of the determinant reads

          detI C K D expŒtr logI C K D expŒtr1X

          jD1

          1 j1

          jKj

          30 3 Hilbert Space Factorization

          In our case the operator K has finite rank (rank one) and in such cases the productrule detAB D det A det B holds for determinants as above This gives thecomplementary formula

          1

          E˝zwD detZ zZ NwZ z1Z Nw1 (321)

          D 1C hZ Nw11 Z Nz11i

          34 A Functional Model for Hyponormal Operators

          The operator Z used above is cohyponormal but it is actually more common towork with models which involve hyponormal operators (see Appendix A and [74]in general for such operators) By minor modifications of the previous definitionsone easily arrives at the standard hyponormal operator T in this context The innerproduct is first to be modified to be

          hh f gii D 1

          2

          ZC

          ZC

          1 Ew zf zgwdAzdAw (322)

          D 1

          2

          Hw zf zgwdAzdAw D hNf NgiH ˝

          This gives rise to a Hilbert space which is equivalent to H ˝ in the sense thatconjugation f 7 Nf is an R-linear isometry between the two spaces In the newHilbert space we define the shifts Z Z and the Cauchy transform C as before by theformulas (310) (312) (313) and in addition we set

          Cf z D 1

          f dAN Nz z 2 ˝

          ie Cf D CNf Then it is straight-forward to check that

          hhZ C Cf gii D hh f Zgii

          This means that on defining an operator T by

          T D Z C C

          its adjoint with respect to the new inner product is

          T D Z

          35 Summary in Abstract Setting 31

          In addition one gets

          ŒTT D 1 ˝ 1

          in particular T is hyponormal The relations to the Cauchy and exponential transformare

          1 E˝zw D hhT Nw11 T Nz11ii (323)

          C˝z D hh1T Nz11ii

          the exponential moments appear as

          Bkj D hhTj1Tk1ii

          and the formula corresponding to (321) becomes

          1

          E˝zwD detT NwT zT Nw1T z1 (324)

          D 1C hhT z11 T w11ii

          for zw 2 ˝e See Appendix A for more details and references

          35 Summary in Abstract Setting

          For future needs we summarize the two functional models used so far with innerproducts connected by (322) in terms of an abstract Hilbert space H with a specialvector 0 curren 2 H as follows (this is the abstract version of 1) We work eitherwith a cohyponormal operator A (replacing Z) in H satisfying

          ŒAA D ˝

          or a hyponormal operator T satisfying

          ŒTT D ˝

          In either case it is assumed that the corresponding principal function (see [74]) isof the form g D ˙˝ (minus sign in the cohyponormal case) where ˝ C is abounded open set Using h i for the inner product in whatever case we are workingwith we have the basic relationships to the Cauchy and exponential transforms and

          32 3 Hilbert Space Factorization

          exponential moments given by

          1 E˝zw D hA z1 A w1iC˝z D hA z1 i

          Bkj D hAkAji

          respectively

          1 E˝zw D hT Nw1 T Nz1iC˝z D hT Nz1i

          Bkj D hTjTk

          i

          In addition we have the determinantal formulas

          E˝zw D detA NwA zA Nw1A z1

          D detT zT NwT z1T Nw1

          1

          E˝zwD detA zA NwA z1A Nw1

          D detT NwT zT Nw1T z1

          36 The Analytic SubspaceHa˝

          For any set E C we define

          OE D f(germs of) functions holomorphic in some open set containing Eg

          with the qualification that two such functions which agree on some neighborhoodof E shall be identified The analytic subspace of Ha˝ of H ˝ may be definedas

          Ha˝ D closH ˝˛O˝

          The Cauchy kernel kz D 1z clearly is in O˝ hence can be considered as

          an element of Ha˝ whenever z 2 ˝e The same for all polynomials Whenrestricting to O˝ the map ˛ is in most cases injective (namely when ˝ is not aquadrature domain see Theorem 31 below) therefore it is reasonable to write justf in place of ˛ f when f is analytic

          36 The Analytic Subspace Ha˝ 33

          For f g 2 O˝ the inner product can be written as a boundary integral

          h f gi D 1

          42

          1 Ezwf zgwdzd Nw f g 2 O˝ (325)

          This agrees with what is obtained from analytic functional calculus namely onwriting

          f Z D 1

          2i

          If zZ z1 dz

          where the path of integration surrounds the spectrum of Z ie the closure of ˝ Inserting (317) into (325) gives

          h f gi D h f Z1 gZ1i f g 2 O˝

          Translating this into a formula for T D Z and the inner product (322) gives

          hh f ı conj g ı conjii D hh f T1 gT1ii f g 2 Oconj˝

          where conj means conjugation for example f ı conjz D f Nz Thus in the leftmember one takes the inner product between anti-analytic functions in ˝ For Titself one gets a nicer inner product which is used in the analytic functional modelof J Pincus D Xia JB Xia [77 111] (see also Sect 37 below) It is defined by

          h f giPXX D hh f T1 gT1ii D (326)

          D 1

          42

          1

          Ezw 1f zgwdzd Nw f g 2 O˝

          where the second equality is a consequence of (324)We finally remark that the ordinary Bergman inner product can be written on the

          same form as (325)

          f gL2˝ D 1

          42

          C˝zwf zgwdzd Nw f g 2 O˝ (327)

          This follows by transforming the boundary integrals to area integrals andusing (210) If we rewrite (325) as

          h f giHa˝ D 1

          42

          eC˝zwf zgwdzd Nw f g 2 O˝ (328)

          we see that the difference between the two inner product just amounts to anexponentiation of the weight function This is the same relation as in (217) The

          34 3 Hilbert Space Factorization

          analytic model of Pincus-Xia-Xia can also be put into such a form by writing (326)as

          h f giPXX D 1

          42

          eC˝zwf zgwdzd Nw f g 2 O˝ (329)

          Here one has to be careful to approach the contour of integration ˝ from outside(the cases (327) and (328) are less sensitive) This is because eC˝zw D 1=Ezw(analytically continued across ˝ as 1=Fzw) has a pole at z D w 2 ˝ and themain contribution to the integral actually comes from the residue at this pole Seemore precisely Sect 37

          The above three inner products are quite different (327) is exactly the Bergmanspace inner product (ie L2 with respect to area measure) (329) is similar tothe HardySmirnovSzegouml space inner product (L2 with respect to arc length)while (328) gives the rather brittle space Ha˝

          37 The Analytic Model

          We have seen that the auxiliary Hilbert space H ˝ provides a natural diagonal-ization of the cohyponormal operators Z and T Here we shall see in some moredetail how the analytic model of Pincus-Xia-Xia [77] diagonalizes directly T on theHardy space of ˝ with the price of an inner space distortion

          We assume that the boundary ˝ is smooth and real analytic and recall (seeremarks before Theorem 21) that this means that Ezw analytically extends fromthe exterior across ˝ and we also know that this analytic continuation which wedenote Fzw as before satisfies

          F D 0 zF curren 0 2 ˝

          The partial derivative appearing here may by identified in terms of the functionsGzw and Gzw in (23) (24) as

          zF D G D G 2 ˝ (330)

          Let T be the irreducible hyponormal operator with rank-one self-commutatorhaving the characteristic function of ˝ as principal function and let bea collection of Jordan arcs in C n ˝ which are homologous to ˝ We maywork in the functional model H ˝ or in an abstract setting (Sect 35) therewill only be notational differences In notations of Sect 35 the determinantalidentity (324) together with Riesz functional calculus gives the Pincus-Xia-Xia

          38 A Formal Comparison to Quantum Field Theory 35

          inner product as

          h f giPXX D h f T gTi D 1

          42

          Z

          Z

          f zgw

          Ezwdzdw

          for any germs of analytic functions f g 2 O˝Fix the system of curves but deform to ˝ so that Ezw curren 0 for z 2

          and w 2 In this case Eww D 0 but in terms the analytic continuation Fzwof Ezw the function z 7 1=Fzw has just a simple pole at z D w 2 ˝ Theresidue there equals 1=zFww D 1=Gww (recall (330)) Denoting by asystem of curves homologous to but located just inside ˝ the residue theoremtherefore yields

          1

          42

          Z

          Z

          f zgw

          Fzwdzdw D 1

          2i

          Z

          f wgwd Nw

          Gww

          It is easy to see that d NwiGww is positive and hence equal to jdw

          jGwwj so all is all wehave for the squared norm

          k f Tk2 D 1

          2

          Z

          j f j2 jdjjG j C 1

          42

          Z

          Z

          f zf w

          Fzwdzdw

          Let H2˝ denote the Hardy space associated to the domain ˝ that is theclosure of O˝ in L2˝ jdzj The above integral decomposition implies that thenorm in the ldquoexoticrdquo space Ha˝ has the structure

          k f Tk2 D hN C Kf f i2˝

          where N is an invertible normal operator and K is a compact operator The strictpositivity of the norm k f Tk implies then that the Hardy space operator N C K DA is self-adjoint positive and invertible Hence

          k f TkH ˝ D kpAf k2˝

          38 A Formal Comparison to Quantum Field Theory

          A first remark is that the notation 1˝ 1 (or ˝ ) used for an operator for examplein (315) actually involves some misuse of notation since one of the functions 1 isto be considered as an element of the dual space (ie is a functional) In P Diracrsquosbra-[c]-ket notation used in quantum mechanics (ji for vectors hj for covectors)the same object would have been denoted j1i ˝ h1j taking into account also that

          36 3 Hilbert Space Factorization

          in quantum mechanics one puts the conjugation on the lefthand factor in innerproducts

          Staying within quantum theory Eq (315) is somewhat reminiscent of thecommutation relation for the annihilation and creation operators A and A sayin quantum field theory (see [31 97] for example) In that theory the right memberwould be the identity operator however which using Diracrsquos notation becomes

          ŒAA D1X

          jD0j ji ˝ h jj (331)

          where f jg is an arbitrary orthonormal basis for the Hilbert space used Thus theannihilation operator is also cohyponormal but is necessarily unbounded Oneadvantage with our rank one self-commutator cohyponormal operator Z is that itis bounded

          The inner product in Ha˝ gives when written on the form (328) someassociations to Feynman path integrals in quantum field theory Such integrals alsorepresent inner products interpreted as probability amplitudes for transitions forexample the probability h f tf j i tii that a quantum system initially at time ti in astate j i tii will at a later (final) time tf be observed to be in a state j f tf i Such anintegral may look like

          h f tf j i tii DZ

          DŒ˚eiSŒ˚ (332)

          where ˚ runs over paths in a configuration space SŒ˚ D Rd4xL Œ˚ denotes

          the action along the path ˚ here with L the Lagrangian in a four space-timedimensional context The integration is performed over all possible paths joiningthe given initial and final states with integration measure denoted DŒ˚ See[23 31 62 84 97] for example In string theory and conformal field theory theaction may be a pure Dirichlet integral in two dimensions see [78]

          If we compare with the inner product (328) for Ha˝ we see that the doubleCauchy transform C˝zw will have the role of being the action (up to a constantfactor) This is completely natural since C˝zw easily can be written as a Dirichletintegral and be interpreted as an energy (mutual energy actually for z curren w) Theclassical action has dimension energy time (the same as Planckrsquos constant bdquo) butwe have constants to play with The main difference however is that the classicalaction is a real-valued function so that the exponent iSŒ˚ is purely imaginarywhile our C˝zw is truly complex-valued On the other hand inserting Planckrsquosconstant the exponential in (332) becomes i

          bdquo SŒ˚ and in some contexts bdquo is allowedto take complex values or at least to approach the classical limit bdquo 0 throughcomplex values (cf [97] Sect 1424) One may alternatively compare (328) withthe partition function in quantum statistical mechanics which is similar to theFeynman integral but having a purely real exponential factor

          39 Silva-Koumlthe-Grothendieck Duality 37

          The two functions f and g in (328) correspond to the states j i tii and j f tf ieven though these are invisible in the right member of (332) They are hidden inthe boundary conditions for the integral but can be restored explicitly as is doneeg in [84] Chaps 5 and 9 One may also represent the time evolution from ti to tfexplicitly by inserting the appropriate unitary operator say eitf ti OH if the systemis governed by a time-independent Hamiltonian operator OH Then the left memberof (332) turns into h f jeitf ti OHj ii0 the subscript zero indicating that we nowhave a different inner product In our context this step could be compared with theinsertion of the operator H in (37) giving an L2-inner product

          The difficulty with Feynman integrals is that the integration is taken over aninfinite dimensional space of functions ˚ In practice one has to resort to finitedimensional approximations or perhaps to restrict to a class of functions dependingon finitely many parameters The latter is exactly what is the case in our innerproduct (328) where essentially only the functions

          ˚ D log z 2 ˝

          parametrized by z 2 ˝ appear after having written the integral as a Dirichletintegral The differential DŒ˚ reduces to just dz d Nw with integration along ˝˝

          So without claiming any deeper connections we can at least say that there aresome formal similarities between the inner product in Ha˝ and Feynman pathintegrals

          39 Silva-Koumlthe-Grothendieck Duality

          For some further representations of the inner product we introduce the integraloperator G with kernel Gzw

          Gf w D 1

          Gzwf zdAz w 2 ˝e f 2 O˝ (333)

          This operator takes any f 2 O˝ to an anti-analytic function Gf in ˝e vanishingat infinity This means that Gf 2 O˝e0 where O˝e0 denotes the space offunctions holomorphic in ˝e D P n ˝ and vanishing at infinity Recall next thatthere is a natural duality between O˝ and O˝e0 defined via the pairing

          f gduality D 1

          2i

          f zgzdz f 2 O˝ g 2 O˝e0 (334)

          which has been studied in depth by Silva [98] Koumlthe [66] Grothendieck [30] Tomake (334) more invariant one could view it as a pairing between the one-form fdzand the function g In any case f is holomorphic in some neighborhood of ˝ and

          38 3 Hilbert Space Factorization

          the integral should be moved slightly into ˝e to make sense The duality statementis that f gduality is a nondegenerate pairing between O˝ and O˝e0 whichexhibits each of these spaces as the dual space of the other

          By the definition (23) of the kernel Gzw we may write (333) as

          Gf w D 1

          2i

          dEzwf zdz D 1

          2i

          Fzwf zdz

          On using (325) this gives a representation of the inner product in Ha˝ as

          h f giHa˝ D 1

          2i

          Gf wgwd Nw D 1

          2i

          f zGgzdz

          Thus in terms of the Silva-Koumlthe-Grothendieck pairing

          h f giHa˝ D f Ggduality (335)

          A special consequence of (335) is that Gf only depends on the equivalence class off in Ha˝ and then that the map Ha˝ O˝e0 f 7 Gf is injective Therepresentation (335) may be compared with (38) which we may write simply as

          h f giHa˝ D Hf gL2˝ D f HgL2˝ f g 2 L2˝

          Example 32 Taking f D 1 in (333) gives using (237)

          G1w D C˝w w 2 ˝e

          Compare with the identity obtained from (231)

          H1 D 1

          Let now fpng (n D 0 1 2 ) be an orthonormal basis of Ha˝ so thathpk pji D ıkj Then using the above operator G we obtain a basis which is dualto fpng with respect to the pairing duality in (334) by setting

          qn D Gpn (336)

          Thus the qn are analytic functions in P n˝ vanishing at infinity and satisfying

          1

          2i

          pkzqjzdz D ıkj

          The minus sign can be avoided by replacing ˝ by P n˝

          39 Silva-Koumlthe-Grothendieck Duality 39

          This dual basis fqng can also be identified as the Fourier coefficients of theCauchy kernel

          kz D 1

          z 2 ˝

          where z 2 ˝e is to be regarded as a parameter Indeed these Fourier coefficients are

          hkz pni D k Gpnduality D kz qnduality

          D 1

          2i

          ZPn˝

          1

          zqnd D qnz

          So

          kz D1X

          nD0qnz pn

          which is an identity in Ha˝ It can be spelled out as

          1

          zD

          1XnD0

          pnqnz 2 ˝ (337)

          but then one has to be careful to notice that it only means that the differencebetween the right and left members has Ha˝-norm zero It is completely safeto insert (337) into (212) This gives for zw 2 ˝e

          1 Ezw D h 1

          z

          1

          wi D

          1XnD0

          qnzqnw (338)

          So far we have not assumed anything about fpng besides it being an orthonormalbasis Later on we shall work with orthonormal polynomials (pn a polynomial ofdegree n) but if we for now just assume that p0 is a constant function more precisely

          p0 Dr

          j˝j 1

          then we find that the first dual basis vector is essentially the Cauchy transform

          C˝z D h 1

          z 1i D

          rj˝j

          q0z (339)

          One may think of the two sides of (337) as representing the identity operator inHa˝ in two different ways with respect to the duality (334) The left member

          40 3 Hilbert Space Factorization

          is the Cauchy kernel which reproduces functions in Ha˝ by the Cauchy integralwhile the right member represents the identity as

          Ppn ˝ qn where fpng is a basis

          and fqng the corresponding dual basis (compare the right member in (331))Another representation of the identity in terms of the inner product in the Hilbert

          space itself isP

          pn ˝ Npn In the pointwise picture this spells out to

          1XnD0

          pnpnz z 2 ˝ (340)

          However here there is no pointwise convergence If Ha˝ were a Hilbert spacewhich had continuous point evaluations the sum would converge to the reproducingkernel for the space but as is clear from previous discussions there are rarely anycontinuous point evaluations in Ha˝ This can be further confirmed by examplesIn Sect 72 the elements of Ha˝ are explicitly characterized in terms of powerseries in the case that ˝ is an annulus And many of these series turn out to be justformal power series having no convergence region at all This applies in particularto (340) (no convergence region)

          310 Quadrature Domains

          We single out in the present section a family of domains which are exceptionalfor Ha˝ This is the class of (finite) quadrature domains also called finitelydetermined domains [79] or algebraic domains [107] A few general references are[1 46 89 101] here we give just a short summary of some basic properties Theoriginal definition used in [1] says that a bounded domain ˝ C is a quadraturedomain if there exist finitely many points ak 2 ˝ and coefficients ckj 2 C such that

          1

          h dA DmX

          kD1

          nk1XjD0

          ckjhjak (341)

          for every function h which is analytic and integrable in ˝ If ˝ is just a boundedopen set which satisfies the same requirements we will still call it a quadraturedomain

          Below is a list of equivalent requirements for a domain or open set to be aquadrature domain Strictly speaking the last two items iiindashiv are like theexponential transform itself insensitive for changes of ˝ by nullsets but onemay achieve equivalence in the pointwise sense by requiring that the domain ˝considered is complete with respect to area measure

          i The exterior Cauchy transform is a rational function ie there exists a rationalfunction Rz such that

          C˝z D Rz for all z 2 C n˝ (342)

          310 Quadrature Domains 41

          ii There exists a meromorphic function Sz in ˝ extending continuously to ˝with

          Sz D Nz for z 2 ˝ (343)

          This function Sz will be the Schwarz function (220) of ˝ [16 101]iii The exponential transform E˝zw is for zw large a rational function of the

          form

          E˝zw D Qz NwPzPw

          (344)

          where P and Q are polynomials in one and two variables respectivelyiv For some positive integer d there holds

          detBkj0kjd D 0

          Basic references for iiindashiv are [79ndash81] When the above conditions hold thenthe minimum possible number d in iv) the degree of P in iii and the numberof poles (counting multiplicities) of Sz in ˝ all coincide with the order of thequadrature domain ie the number d D Pm

          kD1 nk in (341) For Q see moreprecisely below

          If ˝ is connected and simply connected the above conditions indashiv are alsoequivalent to that any conformal map f W D ˝ is a rational function Thisstatement can be generalized to multiply connected domains in various ways seeeg [32 112]

          Quadrature domains play a special role for the space H ˝ eg they make theanalytic part Ha˝ to collapse almost completely For non-quadrature domains theanalytic functions are dense in H ˝ but they still make up a rather brittle part ofthe space and there are usually no continuous point evaluations for these analyticfunctions (an example is given in Sect 72) The following theorem makes some ofthe above statements precise

          Theorem 31 If ˝ is a not quadrature domain then the restriction of the map ˛ toO˝

          ˛jO˝ W O˝ H ˝

          is injective and has dense range In particular Ha˝ D H ˝If on the other hand ˝ is a quadrature domain then ˛jO˝ is neither injective

          nor has dense range Indeed the range is finite dimensional

          dimHa˝ D d

          where d is the order of the quadrature domain

          42 3 Hilbert Space Factorization

          Proof For the first statement we shall prove that˝ is a quadrature domain whenever˛jO˝ fails either to be injective or to have dense range

          So assume that ˛jO˝ is not injective This means that h f f i D 0 for some

          f 2 O˝ n f0g Multiplication by any rational function with poles outside ˝ is acontinuous operator in the H ˝-norm (see more precisely beginning of Sect 33)hence it follows that for any fixed w hellip ˝ the function 1

          zw f z is zero as an elementof H ˝ Using (39) this gives that the exterior Cauchy transform of f vanishes

          0 D h f z

          z w 1i D 1

          f zdAz

          z w w hellip ˝

          Invoking now Lemma 25 where in the formula (232) the exterior Cauchytransform of f is denoted h it follows that there exists a holomorphic function gin ˝ such that

          Nzf zC gz D 0 z 2 ˝

          Thus Sz D gzf z is a meromorphic function in ˝ satisfying (343) Hence ˝ is a

          quadrature domain whenever ˛jO˝ is not injectiveNext assume that the range of ˛jO˝ is not dense in H ˝ By the Hahn-Banach

          theorem the representation (38) of functionals and the definition (37) of H thismeans that there exists an analytic function f D Hg in ˝ which is not identicallyzero but which annihilates the analytic functions in the sense that

          f zhzdAz D 0 for all h 2 O˝

          Choosing hz D 1zw w hellip ˝ this gives the same relation as above hence we

          conclude again that ˝ is a quadrature domainWhen ˝ is a quadrature domain the inner product evaluated on O˝ takes the

          form

          h f giHa˝ DX

          0kjd

          Hak ajck Ncjf akgaj (345)

          by (341) Here we have for notational convenience assumed that in (341) all themultiplicities nk equal one Thus the inner product only involves the values of thefunctions at d points and it follows that ˛O˝ has finite dimension equal to dand it then also coincides with its closure Ha˝

          311 Analytic Functionals 43

          311 Analytic Functionals

          More general notions of quadrature domains may be discussed in terms of analyticfunctionals see [5 60 61] for this concept in general From a different point of viewthe term hyperfunction is also used thinking then on the concept as a generalizationof that of a distribution An analytic functional in an open set D C is simply alinear continuous functional on OD when this space is provided with the topologyof uniform convergence on compact sets Thus we denote the space of analyticfunctionals in D by O 0D A compact subset K D is a carrier for 2 O 0D iffor any open set K D an estimate

          jhj c sup

          jhj h 2 OD (346)

          holds By definition of an analytic functional such a compact carrier always existsOn choosing h D kz D z1 one gets the natural definition of Cauchy

          transform of an analytic functional 2 O 0D namely

          Cz D 1kz z 2 Dc

          Similarly one can define the double Cauchy transform the exponential transformetc One may also consider analytic functionals with compact carriers in ˝ aselements in H ˝ on defining the inner product by

          h 13i D 1

          2z ˝ N13wHzw 13 2 O 0˝

          This gives a version of the map ˛ in (36) going as

          ˛ W O 0˝ H ˝

          It is enough to use test functions of the form h D kz in the definition of an analyticfunctional hence K is a carrier for 2 O 0D if and only if the Cauchy transformC has an analytic extension from C n D to C n K in the sense that there exists ananalytic function in CnK which agrees with C in CnD This makes it easy to handlecarriers For example one sees that the intersection between two convex carriers isagain a carrier This is because the complement of the union of the two convex setsis a connected neighborhood of infinity ensuring that the Cauchy transform extendsunambiguously to this set and then the Cauchy transform extends further to thecomplement of the intersection of the two convex sets by unique choice betweenthe two analytic continuation which exist by assumption As a consequence thereis always a unique minimal convex carrier See [61] Sect 47 for more details Arelated statement is that if there exists a carrier located on a straight line then thereis a carrier on this line which is the smallest of all carriers on the line see [60]Proposition 916

          44 3 Hilbert Space Factorization

          Now our main concern will be the analytic functional in the left memberof (341) or in view of (39) the functional represented by 1 2 H ˝

          h 7 hh 1i D 1

          h dA h 2 OD (347)

          In this case K D ˝ is obviously a carrier with c D =Area˝ for any ˝ If ˝ is a quadrature domain with nodes a1 am 2 ˝ then also K D fa1 amgis a carrier but in general with a larger c Any carrier contains a carrier which isminimal with respect to set inclusion but there are usually many different minimalcarriers as the intersection between two carriers need not itself be a carrier In thecase of a quadrature domain as above K D fa1 amg is certainly a minimalcarrier but even in this case there are many other minimal carriers eg obtained bysweeping the mass sitting at the quadrature nodes to a surrounding curve

          If the functional in (347) has a carrier K which is compactly contained in˝ (notonly in D) then ˝ is a ldquoquadrature domain in the wide senserdquo in the terminologyof Shapiro [101] In such a case there exists for any K a complex-valuedmeasure in such that

          1

          h dA DZ

          h d h 2 OD (348)

          One can think of as representing an element in O 0D or in H ˝ In the lattercase (348) says that

          1 D as elements in H ˝

          One cannot in general assert that the measure is real-valued (signed)when (348) holds and even less that it is positive unless one increases the supportconsiderably If in the case of a finite quadrature domain some of the nodes havecoefficients which are non-real then one need to connect them by curves in orderto support a real-valued representing distribution and then thicken the curve toget a real-valued measure which then still will be just a is signed measure Thereason one has to connect points is that complex coefficients mix the real andimaginary parts of an analytic test function and one need curves to resolve this seeExample 62 To get a positive representing measure (which amounts to being ableto choose c D =Area˝ in (346)) one may have to thicken the support quite alot But it is indeed always possible to find such a measure with compact supportin ˝ provided there is a compact carrier in ˝ at all see [26 48]

          The search for minimal carriers which support positive measures leads to thenotion of potential theoretic skeleton or mother body to be discussed in Chap 6An illustrative example is the half-disk

          ˝ D fz 2 C W jzj lt 1 Re z gt 0g

          311 Analytic Functionals 45

          By partial integration combined with analytic continuation the Schwarz functionsof the two boundary arcs one easily writes (348) on the specific form

          1

          h dA DZ

          h d

          for any curve ˝ joining the points ˙i 2 ˝ Here D is a complex-valued measure on obtained from the jump ŒSz across between the twoSchwarz functions (precisely d D 1

          i ŒSz dz along ) Thus any such curve isa carrier for M in fact a minimal carrier One can also choose to be a real-valueddistribution of order one on

          So there are very many minimal carriers Taking the intersection of the convexhulls of them gives the unique minimal convex carrier namely the vertical segmentŒiCi This will however not be of much interest in connection with our mainproblem later on namely zeros of orthogonal polynomials What will be of moreinterest is that among all the above carriers there is a unique one which supportsa real-valued measure in fact a positive measure This is computed explicitly inSect 76 and found to agree quite well with our computational findings on locationsof zeros

          Chapter 4Exponential Orthogonal Polynomials

          Abstract This chapter contains some initial results obtained by direct or classicalmethods on the zeros of the exponential orthogonal polynomials For examplewe estimate the decay of coefficients of orthogonal expansion by using a result ofJL Walsh and we prove that the zeros always stay in the convex hull of the closureof the domain In addition we identify the zeros as also being eigenvalues of theappropriate Hessenberg matrices and we elaborate this connection further in thecase of quadrature domains

          41 Orthogonal Expansions

          If˝ is not a quadrature domain then the monomials f1 z z2 g are linearly inde-pendent in Ha˝ We shall consider the result of orthogonalizing this sequenceThe nth monic orthogonal polynomial which also can be characterized as the nthmonic polynomial of minimum norm will be denoted

          Pnz D zn C terms of lower degree D ˘ njD1z zj (41)

          z1 zn being the zeros of Pn Strictly speaking one should write zn1 znn The

          corresponding normalized polynomial is

          pnz D nzn C terms of lower degree n gt 0 (42)

          The counting measure is

          13n D 1

          n

          nXjD1

          ızj (43)

          We shall also use the notation

          Vn D VPn D fzn1 znn g (44)

          for this spectrum It is easy to see using (39) that z11 always is the center of massof ˝

          copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_4

          47

          48 4 Exponential Orthogonal Polynomials

          As will become clear in Chap 5 the zero set Vn can also be characterized as thespectrum of the shift operator Z when this is truncated to the subspace of Ha˝

          generated by f1Z1Z21 Zn11g It is also the spectrum of certain a Hessenbergmatrix see Sect 43 below

          If ˝ is a quadrature domain of order d then 1 z zd1 are still linearlyindependent and can be orthonormalized Thus P0 Pd1 exist and are uniquelydetermined One can also define Pd namely as the unique monic polynomial ofdegree d with jjPdjj D 0 Thus Pd D 0 as an element of Ha˝ It is easy to seethat the zeros of Pd are exactly the quadrature nodes multiplicities counted

          As is clear from the above if˝ is a quadrature domain then CŒz is always densein Ha˝ independent of the topology of ˝ However if ˝ is not a quadraturedomain then CŒz is dense in Ha˝ only under some topological assumptionSince the norm of Ha˝ is weaker than most standard norms on analytic functionsit is enough to assume that ˝ is simply connected in order to ensure denseness ofthe polynomials On the other hand polynomials are not dense if ˝ is an annulussee Example 72

          For most of this chapter we assume that ˝ is simply connected Then CŒz isdense in Ha˝ so the polynomials pn (see (42)) make up an orthonormal basis inHa˝ (even in H ˝ if ˝ is not a quadrature domain) and any f 2 Ha˝ canbe expanded

          f D1X

          nD0cnpn

          with coefficients given by

          cn D h f pni

          where h f pni D h f pniH ˝ Of course we haveP jckj2 D jj f jj2 lt 1 but if f is

          analytic in a larger domain there are better estimates of the coefficientsLet

          g˝ez1 D log jzj C harmonic z 2 ˝e

          be Greenrsquos function of the exterior domain (or open set) with a pole at infinityand having boundary values zero on ˝ Assuming that f is analytic in someneighborhood of ˝ define R D R f gt 0 to be the largest number such that f isanalytic in Cnfz 2 ˝e W g˝ez1 gt log Rg ie such that f is analytic in the unionof ˝ with the bounded components of C n˝ and in the unbounded component ofC n˝ up to the level line g˝ez1 D log R of g˝e1 Then we have

          Proposition 41 With notations and assumptions as above

          lim supn1

          jh f pnij1=n 1

          R f

          41 Orthogonal Expansions 49

          Proof The theorem is an immediate consequence of a result by Walsh [108] onuniform approximation with f as in the theorem there exist polynomials Qn (bestuniform approximants) of degree n such that

          lim supn1

          jj f QnjjL1˝1=n 1

          R f

          The rest is easy in view of the estimate (35) Since h f pni D h f Pn1kD0 ckpk pni

          we have with Qn as above

          jh f pnij jj f n1XkD0

          ckpkjjH ˝ jjf Qn1jjH ˝ Cjj f Qn1jjL1˝

          This gives the assertion of the propositionRecall from (337) the expansion of the Cauchy kernel

          kz D 1

          zD

          1XnD0

          qnzpn (45)

          where the coefficients

          qnz D h 1

          z pni (46)

          make up the dual basis with respect to the Silva-Koumlthe-Grothendieck pairing Nowthe pn are orthonormal polynomials but this does not mean that the qnz arepolynomials In fact they cannot be since they tend to zero as z 1 but if ˝ is aquadrature domain they are at least rational functions

          Expanding (46) near infinity in z gives since pn is orthogonal to allpolynomials of degree lt n

          qnz D 1X

          kD0

          hk pnizkC1 D 1

          nznC1 C O1

          znC2 (47)

          As a side remark from

          pnz1

          zD pn pnz

          zC pn

          1

          z

          one gets the somewhat remarkable identity

          pnzqnz D h 1

          zpn pni

          which makes sense at least for z 2 ˝e

          50 4 Exponential Orthogonal Polynomials

          As an application of Proposition 41 we have since kz is analytic (as a functionof ) in all C n fzg that the radius of analyticity R f for f D kz with z in theunbounded component of ˝e is

          Rkz D expŒg˝ez1

          If˝ is a quadrature domain of order d then the dual basis qn in (46) can be madefairly explicit Indeed using (344) and (47) one concludes that the sum in (338) isfinite

          1 Ezw Dd1XnD0

          qnzqnw

          and more precisely is of the form

          1 Ezw Dd1XkD0

          Qkz

          Pz

          Qkw

          Pw (48)

          where Qk is a polynomial of degree k (exactly) and Pz D Pdz is the monicpolynomial with zeros in the quadrature nodes as in (344) Cf [37] where thesame expansion was derived in a slightly different manner

          In summary the dual basis is in the case of a quadrature domain given by qn D 0

          for n d and

          qnz D Qdn1zPz

          for 0 n lt d

          42 Zeros of Orthogonal Polynomials

          The most direct way of characterizing the set of zeros of the monic orthogonal poly-nomials Pn is perhaps via the minimization problem that it solves Parametrizing ageneral monic polynomial of degree n by its zeros a1 an 2 C and setting

          Ina1 an D jjnY

          kD1z akjj2

          D 1

          2

          HzwnY

          kD1z ak

          nYjD1 Nw Naj dAzdAw (49)

          42 Zeros of Orthogonal Polynomials 51

          we arrive at the problem

          mina1an2C Ina1 an (410)

          for which the unique solution is aj D znj (j D 1 n) up to a permutation Thevariational formulation of this problem says exactly that the minimizer Pnz DQn

          kD1z zk is orthogonal to all polynomials of lower degreeOne readily checks that Ina1 an is a plurisubharmonic function of the

          variables a1 an In fact computing derivatives gives that

          2

          akNajIna1 an D h

          QniD1z ai

          z ak

          QniD1z ai

          z aji

          from which

          nXkjD1

          2

          akNajIna1 ank

          Nj

          D hnY

          iD1z ai

          nXkD1

          k

          z ak

          nYiD1z ai

          nXjD1

          j

          z aji 0

          that is the complex Hessian matrix is positive semidefiniteThe above statements are true for general Hilbert space norms but what is special

          for the space Ha˝ is that the integral (49) in the definition of Ina1 an canmany times be pushed down to a smaller set For example whenever ˝ is smoothreal analytic it can be pushed down to a compact subset of˝ because the functionalh 7 hh 1i D 1

          R˝ h dA h 2 OD in (347) will then have a carrier which is

          compact in ˝ and when ˝ is a quadrature domain the integral can be representeddirectly on the quadrature nodes

          Unfortunately it seems still difficult to push these facts to any specific conclusionby using directly the minimization of (49) For example it is evident from theexample to be given in Sect 76 that the zeros will generally not go into the uniqueminimal convex carrier of the analytic functional (347) Compare discussions at theend of Sect 311 What we can prove is only that they go into the convex hull of thedomain itself

          Theorem 41 If ˝ is not a quadrature domain then

          Vn conv ˝ (411)

          for all n D 1 2 If ˝ is a quadrature domain of order d then (411) holds for1 n d

          52 4 Exponential Orthogonal Polynomials

          Proof Let D be a half plane containing˝ We need to show that Pn has no zeros inDe So to derive a contradiction assume that b 2 De is a zero of Pn and let a 2 Dbe the reflected point with respect to D Then za

          zb Pnz is a monic polynomial ofdegree n different from Pnz even as an element in Ha˝ Thus

          jjPnzjj lt jj z a

          z bPnzjj

          On the other hand when iii of Lemma 24 is expressed in terms of the H ˝

          norm it shows that

          jjPnzjj jj z a

          z bPnzjj

          This contradiction proves the theoremFurther results on the zeros of the orthogonal polynomials obtained by operator

          theoretic methods will be given in Chap 5 In particular Theorem 41 will beproved again at the end of Sect 51

          43 The Hessenberg Matrices

          The zeros z1 zn can be characterized as being the eigenvalues of variousmatrices associated to ˝ for example matrices for truncated shift operators whichwe here discuss briefly from the point of view of Hessenberg matrices in acohyponormal setting Further studies related to hyponormal operator theory willfollow in Chap 5

          We start from (42) and use again Z for the operator of multiplication by z inHa˝ Then

          Zpkz DnX

          jD0hZpk pjipjz D

          nXjD0

          bkjpjz D

          Dn1XjD0

          bkjpjzC bknpnz 0 k n 1

          where the coefficients bkj D hZpk pji vanish whenever k C 1 lt j because pj isorthogonal to all polynomials of degree lt j Letting k run from zero to n 1 for a

          43 The Hessenberg Matrices 53

          given n this gives

          z

          0BBBBBBBBB

          p0zp1zp2z

          pn1z

          1CCCCCCCCCA

          D

          0BBBBBBBBB

          b00 b01 0 0 0 0

          b10 b11 b12 0 0 0

          b20 b21 b22 b23 0 0

          0 0

          bn2n1 0

          bn10 bn11 bn12 bn13 bn1n1 bn1n

          1CCCCCCCCCA

          0BBBBBBBBBB

          p0zp1zp2zp3z

          pn1zpnz

          1CCCCCCCCCCA

          D

          0BBBBB

          b00 b01 0 0 0

          b10 b11 b12 0 0

          b20 b21 b22 b23 0

          bn2n1

          bn10 bn11 bn12 bn13 bn1n1

          1CCCCCA

          0BBBBBBBB

          p0zp1zp2zp3z

          pn1z

          1CCCCCCCCA

          C pnz

          0BBBBBBBB

          0

          0

          0

          0

          bn1n

          1CCCCCCCCA

          The n n matrix in the last expression is a lower Hessenberg matrix Wenotice that each zero of pnz is an eigenvalue of it the corresponding eigenvectorbeing the column vector with entries p0z pn1z evaluated at that zero Thetranspose matrix which is an upper Hessenberg matrix has the same eigenvaluesand when extended to a full semi-infinite matrix call it M it becomes that matrixwhich represents the operator Z with respect to the basis fpng1

          nD0 in Ha˝ Thecommutation relation

          ŒMM D 1 ˝ 1 D

          0BBB

          0 0

          0 0 0

          0 0 0

          1CCCA

          then imposes stringent quadratic restrictions on the entries of MAs a preview of the coming examples and theoretical considerations we notice

          that a Jacobi-Toeplitz matrix (ie three constant diagonals clustered around themain diagonal) satisfies the above commutator requirement Specifically take a b carbitrary complex numbers and define

          M D

          0BBBBB

          a c 0 0

          b a c 0

          0 b a c0 0 b a

          1CCCCCA

          54 4 Exponential Orthogonal Polynomials

          or in a close form M D bS C aI C cS We denote by S the unilateral shift thatis the matrix with 1 under the main diagonal and zero elsewhere We know thatŒSS D e0 ˝ e0 hence the self-commutator of M becomes

          ŒMM D jcj2 jbj2e0 ˝ e0 D

          0BBB

          jcj2 jbj2 0 0 0 0 0

          0 0 0

          1CCCA

          44 The Matrix Model of Quadrature Domains

          The structure of the Hessenberg matrix touched in the last section is enhanced inthe case of a quadrature domain This topic was developed over two decades by theauthors and we only briefly comment below a few pertinent facts for the main bodyof these lecture notes Full details can be found in [40 80]

          Let ˝ be a bounded quadrature domain of order d and let Ha˝ denote thed-dimensional analytic subspace of H ˝ The position operator Z leaves Ha˝

          invariant and it is co-hyponormal on the larger Hilbert space H ˝ We considerthe scale of finite dimensional subspaces

          Kn D spanfZkHa˝ W 0 k ng D spanfZkZm1 W 0 k n m 0gIn view of the commutation relation

          ŒZZ D 1 ˝ 1

          the operator Z leaves every subspace Kn invariantWe decompose the full space H ˝ into the hilbertian orthogonal sum

          H ˝ D Ha˝˚ K1 K0˚ K2 K1˚ and accordingly Z inherits a block-matrix decomposition

          Z D

          0BBBBB

          Z0 A0 0 0

          0 Z1 A1 0

          0 0 Z2 A2

          0 0 0 Z3

          1CCCCCA

          The self-commutator identity yields

          ŒZkZk C AkA

          k Ak1Ak1 D 0 k 1

          44 The Matrix Model of Quadrature Domains 55

          and

          AkZkC1 D Z

          k Ak

          with the initial condition

          ŒZ0Z0 C A0A

          0 D 1 ˝ 1

          The invariance of the principal function to finite rank perturbations of Z impliesthat

          dimKnC1 Kn D dimHa˝

          and

          ker An D 0

          for all n 0 See [80] for detailsWe have the luxury to change the bases in the wandering spaces and identify them

          all with the same Hilbert space of dimension d Moreover in this identification wecan assume that all transforms An n 0 are positive Consequently we obtain thesimilarity relations

          ZkC1 D AkZkA1k k 0

          The factorization of the exponential transform attached to these data yields forlarge values of jzj jwj

          1 E˝zw D hZ z11 Z w11i D hZ0 z11 Z0 w11i

          Therefore the spectrum of the matrix Z0 coincides with the quadrature nodesmultiplicity included We read from here that the domain ˝ coincides modulofinitely many points to the super level set of the localized resolvent of Z0

          ˝ D fz 2 C W kZ0 z11k gt 1g

          Having the formula for the Cauchy transform of the uniform mass on ˝ embeddedinto the exponential transform factorization also gives a formula for the Schwarzfunction

          Sz D z hZ0 z11 1i C hZ z11 1i

          56 4 Exponential Orthogonal Polynomials

          In general when regarded as a rational function the localized resolvent of amatrix appearing in the above computations carries a special algebraic structure

          Proposition 42 Let A be a complex d d matrix with cyclic vector 2 Cd Then

          kA z1k2 Dd1XkD0

          jQkzj2jPzj2 (412)

          where Pz is the minimal polynomial (of degree d) of A and Qkz are complexpolynomials subject to the exact degree condition

          deg Qk D k 0 k d 1

          The converse also holds true For proofs and a discussion of the geometricimplications of such a hermitian square decomposition see [37] An algebraic curveof equation

          jPzj2 Dd1XkD1

          jQkzj2

          is known as a generalized lemniscate and it is suitable for studying the globalSchwarz reflection into it

          In the setting of the functional model with ˝ is a quadrature domain of order dA D Z and D 1 then Ha˝ can be identified with C

          d and (412) becomes thesame as (48)

          Chapter 5Finite Central Truncations of Linear Operators

          Abstract By interpreting the exponential orthogonal polynomials as characteristicpolynomials of finite central truncations of the underlying hyponormal operator oneopens a vast toolbox of Hilbert space geometry methods In particular we prove inthis chapter that trace class modifications of the hyponormal operator attached to adomain will not alter the convex hull of the support of any cluster point of the countin measures of the roots of the orthogonal polynomials As a sharp departure fromthe case of complex orthogonal polynomials associated to a Lebesgue space weprove that the convex hull of these supports is not affected by taking the union of anopen set with a disjoint quadrature domain However similar to the case of Bergmanorthogonal polynomials we prove that the exponential orthogonal polynomialssatisfy a three term relation only in the case of an ellipse Some general perturbationtheory arguments are collected in the last section

          51 Trace Class Perturbations

          A Hilbert space interpretation of the orthogonal polynomials considered in thepreceding sections touches the classical topics of the asymptotics of the spectra offinite central truncations of a linear bounded operator along the Krylov subspacesassociated to a privileged (cyclic) vector

          We start by recalling (with proofs) some well-known facts Let A 2 L H be alinear bounded operator acting on the complex Hilbert space H and let 2 H be anon-zero vector We denote HnA the linear span of the vectors A An1and let n be the orthogonal projection of H onto this finite dimensional subspaceOf interest for our study is the asymptotics of the counting measures n ofthe spectra of the finite central truncations An D nAn or equivalently theasymptotics of the evaluations of these measures on complex analytic polynomials

          Zpzdnz D tr pAn

          n p 2 CŒz

          copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_5

          57

          58 5 Finite Central Truncations of Linear Operators

          Indeed the monic orthogonal polynomials Pn in question minimize the func-tional (semi-norm)

          kqkA D kqAk q 2 CŒz

          and the zeros of Pn (whenever they are unambiguously defined) coincide with thespectrum of An To be more specific the following well-known lemma holds

          Lemma 51 Assume that HnA curren HnC1A and let the polynomial Pnz Dzn C qn1z deg qn1 n 1 satisfy

          PnA HnA

          Then detz An D Pnz

          Proof Remark that for every k n 1 we have

          Akn D nAnAn nAn D nAk

          By the assumption HnA curren HnC1A the vectors An An1n are

          linearly independent and they generate the subspace HnA that is is a cyclicvector for An According to the Cayley-Hamilton theorem the minimal polynomialof An coincides with its characteristic polynomial Qnz In particular

          QnAn Akn k lt n

          One step further for any k lt n one finds

          hQnAAki D hQnA nAki D hQnAnAki D 0

          Thus Qn D PnAn immediate consequence of the above observation is that the spectra of the

          finite rank central truncations An are contained in the closure of the numerical rangeWA of A Indeed

          An WAn WA

          We recall that the numerical range of A is the set

          WA D fhAx xi W x 2 H kxk D 1g

          A basic theorem of Hausdorff and Toeplitz asserts that WA is a convex set whichcontains the spectrum of A in its closure

          Next we prove that the asymptotics of the counting measures of the truncationsAn is not affected by trace-class perturbations Denote by jAj1 D tr

          pAA the trace

          norm of an operator A and by C1H the set of those A 2 H with jAj1 lt 1

          51 Trace Class Perturbations 59

          Proposition 51 Let AB 2 L H with AB of finite trace AB 2 C1H Thenfor every polynomial p 2 CŒz we have

          limn1

          tr pAn tr pBn

          nD 0

          Proof It suffices to prove the statement for a monomial pz D zk Denote C DA B the trace class difference between the two operators Using then the generalidentity

          Akn Bk

          n DkX

          jD1Aj1

          n An BnBkjn

          it follows that there exists a polynomial Sku v with positive coefficients with theproperty

          jtrAkn Bk

          nj SkkAnk kBnkjAn Bnj1

          Since jAn Bnj1 jCj1 one finds

          jtrAkn Bk

          nj SkkAk kBkjCj1and the proof is complete

          Corollary 51 Let n 13n denote the counting measures of the spectra of Anrespectively Bn above Then

          limn1Œ

          Zdn

          zZ

          d13n

          z D 0

          uniformly on compact subsets which are disjoint of the convex hull of A[ BSimilarities which are implemented by almost unitary transformations (in the

          trace-class sense) also leave invariant the asymptotics of our counting measures

          Corollary 52 Let U 2 L H be a unitary operator and L 2 C1H a trace-class operator so that X D U C L is invertible Let A 2 L H be a linearbounded operator with a distinguished non-zero vector 2 H Denote B D X1AX D X1 and consider the finite central truncations An Bn along the subspacesHnA respectively HnB Then for every complex polynomial p 2 CŒz wehave

          limn1

          tr pAn tr pBn

          nD 0

          We put the above techniques at work and elaborate another proof of Theorem 41This goes as follows Let T 2 L H be a hyponormal operator and 2 H

          60 5 Finite Central Truncations of Linear Operators

          a distinguished vector The monic orthogonal polynomial with respect to theseminorm kpTk is denoted as above by Pnz Then the claim is that all zerosof Pn lie in the convex hull of the spectrum of T

          Indeed assume that one zero z D does not belong to the convex hull of thespectrum of T Let ` denote a real line separating strictly from the convex setWT Denote by the symmetric point of with respect to this line Then theoperator T is invertible hyponormal and its norm coincides with the spectralradius Hence

          kT T 1k lt 1

          Consequently

          kT T 1PnTk lt kPnTk

          which contradicts the minimality of kPnTk

          52 Padeacute Approximation Scheme

          The specific positivity structure of the exponential transform of a bounded planardomain imposes an adapted Padeacute approximation scheme This rational approxima-tion becomes exact in the case of quadrature domains and it is useful in treating allsemi-normal operators which share the same principal function

          We work with an irreducible hyponormal operator of T 2 L H with rank-oneself-commutator

          ŒTT D ˝

          The associated characteristic function that is the exponential transform of aprincipal function g is

          Ezw D detT zT wT z1T w1 D

          D 1 hT w1 T z1i D 1 1X

          k`D0

          bk`

          zkC1w`C1

          Fix a positive integer N and denote by TN the finite central truncation of theoperator T to the linear subspace generated by the vectors T TN1Then

          hTkT`i D hTkN T

          `N i k N 1 ` N or k N ` N 1

          52 Padeacute Approximation Scheme 61

          Thus it is natural to consider the rational function

          ENzw D 1 hTN w1 T

          N z1i

          as an optimal approximate of Ezw in a neighborhood of the point at infinityRemark that

          ENzw D QNzw

          PNzPNw

          where PN is the associated orthogonal polynomial whenever it is unambiguouslydefined and the polynomial kernel QNzw is positive semi-definite and has degreeat most N 1 in each variable

          A minimal number of assumptions characterizes in fact the rational approxima-tion by EN as follows

          Theorem 51 Let Ezw D 1P1k`D0

          bk`

          zkC1w`C1 be the exponential transform of ameasurable function of compact support g 0 g 1 attached to the hyponormaloperator T Fix a positive integer N

          There exists a unique formal series

          Ezw D 1 1X

          k`D0

          ck`

          zkC1w`C1

          with the matching property

          ck` D bk` for 0 k N 1 0 ` N or 0 k N 0 ` N 1

          and positivity and rank constraints

          ck`1k`D0 0 rankck`

          1k`D0 minN n

          where n D rankbk`Nk`D0

          In this case Ezw D ENzw Moreover Ezw D Ezw as formal series ifand only if the function g is the characteristic function of a quadrature domain oforder d N

          Proof Assume the infinite matrix ck`1k`D0 is subject to the two conditions in the

          statement Then either detck`N1k`D0 D detbk`

          N1k`D0 D 0 or detck`

          N1k`D0 gt 0

          In the first case we know that E is the exponential transform of a quadraturedomain of order d N 1 and there exists a unique positive semi-definiteextension rank preserving extension of the matrix bk`

          N1k`D0 Then necessarily

          Ezw D ENzw D EzwIn the second situation condition detck`

          Nk`D0 D 0 defines unambiguously the

          entry cNN Then again there is a unique infinite matrix completion of ck` which

          62 5 Finite Central Truncations of Linear Operators

          preserves rank and semi-positivity In addition we identify

          ck` D hT`N T

          kN i

          first for k ` N and then for all values of k `The difference between the exponential transform and its diagonal Padeacute approx-

          imant above is easy to control outside the convex hull of the support of the originalfunction g

          Corollary 53 Under the assumptions in the theorem above let K D conv suppgdenote the convex hull of the closed support of the function g and let F be a compactset disjoint of K Then

          limN1 jENzw Ezwj D 0

          uniformly for zw 2 F

          Proof The closed support of the principal function g is equal to the spectrum ofthe irreducible hyponormal operator T Let c 2 C be an auxiliary point Since thespectral radius of T aI is equal to its norm there exists a center c and radius R gt 0so that K DcR and j cj gt R for all 2 F Let R0 D inf2F j cj andremark that R0 gt R as F is compact Then we can write Neumann series expansionsof the two kernels centered at c

          Ezw D 1 hT c w c1 T c z c1i D

          1 1X

          k`D0

          hT ck T c`iw ckC1z c`C1

          According to the above theorem

          Ezw ENzw D hT cN T cNiw cNC1z cNC1 hT

          N cN TN cNiw cNC1z cNC1 C

          1XkgtN or `gtN

          hT ck T c`iw ckC1z c`C1

          hTN ck TN c`iw ckC1z c`C1

          Remark that kTN ck kT ck In conclusion for all zw 2 F we obtain

          jEzw ENzwj 2R2N

          R02NC

          1XkgtN or `gtN

          RkC`

          R0kC`C2

          Finally we record below a simple observation pertaining to the matrix approx-imation of the multiplier Z D Mz in the functional space H ˝ Specifically

          53 Three Term Relation for the Orthogonal Polynomials 63

          passing to the final central truncations Zn we obtain

          Zn z11 1

          zD npn

          znC1 C O1

          znC2

          and

          Zn z11 Dn1XkD0

          qkzpk

          Compare (337) or (45) We recall that pk are the orthogonal polynomials associ-ated to ˝ while qkz D h 1

          z pki make up the dual basis see (46)

          53 Three Term Relation for the Orthogonal Polynomials

          We show in analogy with the known case of Bergman orthogonal polynomialsthat the ellipse is the only bounded domain for which the exponential orthogonalpolynomials satisfy a three term relation

          From the very beginning we exclude the case of a quadrature domain wherehigher degree exponential orthogonal polynomials cannot be defined withoutambiguity

          Theorem 52 Let˝ be a bounded open set in C which is not a quadrature domainThe exponential orthogonal polynomials satisfy a three term relation if and only if˝ is an ellipse

          Proof Let T 2 L H denote the irreducible hyponormal operator with rank-oneself commutator and spectrum equal to the closure of˝ Since˝ is not a quadraturedomain the space H is spanned by the orthonormal system pnT n 0 wherepn are the exponential orthonormal polynomials and ŒTT D ˝ A three termrelation for the orthogonal polynomials is equivalent to the matrix representation ofT by three non-zero diagonals Indeed the assumption is

          zpnz D cnC1pnC1zC anpnzC bnpn1z

          where an bn cn are complex numbers and p1 D 0 Hence

          TpnT D cnC1pnC1T C anpnT C bnpn1T

          64 5 Finite Central Truncations of Linear Operators

          The matrix representations of T and T are

          T D

          0BBBBB

          a0 b1 0 0

          c1 a1 b2 00 c2 a2 b3 0 0 c3 a3

          1CCCCCA

          respectively

          T D

          0BBBBB

          a0 c1 0 0

          b1 a1 c2 00 b2 a2 c3 0 0 b3 a3

          1CCCCCA

          The self-commutator is represented in the same basis as

          ŒTT D

          0BBBBB

          r 0 0 0 0 0 0 0

          0 0 0 0

          0 0 0 0

          1CCCCCA

          where r gt 0Writing on the matrix elements the commutator equation yields a system of non-

          linear equations

          ja0j2 C jb1j2 D r C ja0j2 C jc1j2 jc1j2 C ja1j2 C jb2j2 D jb1j2 C ja1j2 C jc2j2

          a0c1 C b1a1 D a0b1 C c1a1 a1c2 C b2a2 D a1b2 C c2a2

          and

          b1c2 D c1b2 b2c3 D c2b3

          We infer from the first relations

          jbkj2 D r C jckj2 k 1

          in particular bk curren 0 k 1

          53 Three Term Relation for the Orthogonal Polynomials 65

          If there exists cn D 0 then the last string of relations imply ck D 0 for all k 1But then T D that is the cyclic space of T with respect to the vector hasdimension one and this occurs only if ˝ is a disk This case was excluded from thebeginning

          We can assume therefore that all matrix entries ck k 1 are non-zero Then

          jbkj2jbkC1j2 D jckj2

          jckC1j2 D r C jckj2r C jckC1j2 k 1

          This implies

          jb1j D jb2j D jb3j D jc1j D jc2j D jc3j D

          Further on we can pass to a unitary equivalence UTU without changing thespectrum of T or the assumptions on the three term recurrence relations With U Ddiag0 1 2 we achieve

          b1 D b2 D b3 D D s gt 0

          Then the third string of relations imply

          c1 D c2 D c3 D D u 2 C

          Finally the second string of relations yield

          uak C sakC1 D uakC1 C sak k 0

          Consequently

          uak sak D ua0 sa0 k 0

          Since juj curren s these equations have unique solution

          a1 D a2 D a3 D D a

          The translation T 7 T aI does not change the statement so we can assumea D 0 In conclusion T has zero on the main diagonal and constants on the borderingsubsuper diagonals Denoting by S the unilateral shift on `2N we obtain T DuS C S That is the spectrum of T is an ellipse

          66 5 Finite Central Truncations of Linear Operators

          54 Disjoint Unions of Domains

          It is legitimate to ask what happens with the zeros of the exponential orthogonalpolynomials when two disjoint supporting sets are put together The case of Szegoumlor Bergman orthogonal polynomials was thoroughly studied by Widom [110]respectively Saff Stylianopoulos and the present authors [50]

          Let Ai 2 L Hi i D 1 2 be two linear bounded operators and fix somenon-zero vectors i 2 Hi Assume that the spectra Ai i D 1 2 are disjointThe multiplicative property of the exponential transform leads to the followingconstruction suppose that there exists a linear operator A 2 L H with adistinguished vector 2 H so that

          1 kA1 z11k21 kA2 z12k2 D 1 kA z1k2for jzj large enough The main question is what is the relation between theasymptotics of the spectra of the finite central truncations of A and those of A1A2along the subspaces HnA respectively HnAi i

          To start investigating this question we polarize the identity above and rearrangethe terms

          hA1 z11 A1 w11i C hA2 z12 A2 w12i D

          hA z1 A w1iC

          hA1 z11 ˝ A2 z12 A1 w11 ˝ A2 w12iRegarding the latter as the Gram matrix of a family of vectors we infer that there

          exists an isometric transformation

          V W H1 ˚ H2 H ˚ H1 ˝ H2

          with the property

          V

          A1 z11A2 z12

          D

          A z1A1 z11 ˝ A2 z12

          The tensor product of two resolvents can be linearized by the usual resolventequation trick Note first that the elementary operators I ˝ A2 A1 ˝ I commuteand their spectra are disjoint Hence I ˝ A2 A1 ˝ I is invertible by the spectralmapping theorem for analytic functional calculus of commuting pairs Then

          A1 z1 ˝ I I ˝ A2 z1 D

          A1 z1 ˝ II ˝ A2 z A1 z˝ II ˝ A2 z1 D

          A1 z1 ˝ A2 z1ŒI ˝ A2 A1 ˝ I

          54 Disjoint Unions of Domains 67

          Hence

          A1 z11 ˝ A2 z12 D

          ŒI ˝ A2 A1 ˝ I1A1 z1 ˝ I I ˝ A2 z11 ˝ 2

          By integrating the above identity along a large circle with the differential formpzdz we get for an arbitrary polynomial p 2 CŒz

          V

          pA11pA22

          D

          pApA1˝IpI˝A2

          I˝A2A1˝I 1 ˝ 2

          We know that a trace-class perturbation will not alter the asymptotics ofthe orthogonal polynomials associated to these pairs of operators and vectorsTherefore assuming that dim H2 lt 1 we can work only with polynomials pzwhich annihilate A2 W pA2 D 0 We obtain then an isometric map

          WpA11 D

          pAI ˝ A2 A1 ˝ I1pA11 ˝ 2

          pA2 D 0

          We introduce the operator D W H1 H1 ˝ H2

          Dx D I ˝ A2 A1 ˝ I1x ˝ 2

          and remark that kDxk kxk for x D pA11 pA22 D 0 Note also that

          A1 ˝ ID D DA1 (51)

          With these preparations we are ready to prove the following surprising resultabout the invisibility of quadrature domains in the asymptotics of the zeros ofexponential orthogonal polynomials associated to disjoint unions of open sets

          Theorem 53 Let ˝ D ˝1 [ ˝2 be a disjoint union of a bounded open set ˝1

          with a quadrature domain˝2 The zeros of the exponential orthogonal polynomialsassociated to ˝ cluster in the convex hull of ˝1

          Proof Modulo changing the complex variables into the conjugate ones we areworking in the setting described above A1A2 are the cohyponormal operatorsattached to ˝1 respectively˝2 A is attached to ˝ etc

          Let Pn denote the orthogonal polynomials attached to ˝ that is orthogonalizingthe semi-norm kpAk Since a finite rank perturbation does not affect the convexhull of the zero asymptotics we can work only in the subspace of polynomialsp 2 CŒz which annihilate A2 along the vector 2 that is pA22 D 0 In particularfor these polynomials we have

          kpA11k2 kDpA11k2 D kpAk2

          68 5 Finite Central Truncations of Linear Operators

          or by polarization and using the intertwining relation (51)

          hA1 cx xi hA1 c˝ IDxDxi D hAy yi

          where c 2 C and x D pA11 y D pAAssume that r ReA1 c r for a non-negative r Then obviously ReA

          c˝ I satisfies the same bounds and because

          kxk2 kDxk2 D kyk2

          we obtain

          rkyk2 RehA cy yi rkyk2

          This proves that any weak limit of the zeros of the orthogonal polynomialsPn has support contained in the numerical range of A1 hence the statement of thetheorem

          Since the operator A1 ˝ I I ˝ A2 is cohyponormal invertible if dist˝1˝2 gt

          0 and k2k2 D Area˝2 we can complement the above statement by thequantitative observation

          kDk p

          Area˝2p dist˝1˝2

          Numerical experiments illustrating the asymptotic zero distribution in the caseof an external disk and also comparison with the corresponding behavior forBergman orthogonal polynomials can be found in Sects 781 and 782 belowFigs 711ndash714 The zeros ignore the disk in sharp contrast with the situationfor a disjoint union of two non-quadrature domains illustrated by Fig 715 inSect 7101

          55 Perturbations of Finite Truncations

          Let ˝ be a bounded quadrature domain with mother body (this concept to beprecisely defined in Sect 61) a positive measure supported on a compact subsetK ˝ Specifically we here just assume just that the functional f 7 R

          ˝fdA

          ( f 2 O˝) has a compact carrier (in˝) which by discussions in Sect 311 meansthat there exists and K as above such that

          f dA DZ

          Kf d f 2 O˝

          We assume that ˝ is not a finite quadrature domain

          55 Perturbations of Finite Truncations 69

          The inner product in the space H ˝ can in this case be pushed to the set K aswe know

          h f gi D 1

          2

          ZHzwf zf wdzdw

          As in previous sections we denote by the same letter the positive operator

          Hf w D 1

          ZHzwf zdz

          We will be interested in evaluating this operator on polynomials f 2 CŒz remarkingthat H is Hilbert-Schmidt (and even more smooth) on L2 due to the compactnessof K and the analyticityanti-analyticity of the integral kernel Hzw

          We will perform simultaneously spectral analysis approximation in two non-equivalent norms Besides the inner product h i of the space H ˝ we alsoconsider the inner product in the Lebesgue space L2 The norm in H ˝

          will be simply denoted k k while the norm in L2 carries a subscript k k2The orthonormal polynomials in H ˝ are denoted as before by pn

          pnz D nzn C Ozn1

          while the orthonormal polynomials in L2 are

          qnz D nzn C Ozn1

          The significance of the leading coefficients n n is classical

          1n D inf

          deg f n1 kzn f k 1n D inf

          deg f n1 kzn f k2

          Finally to fix notation we denote by n the orthogonal projection of H ˝ ontothe polynomials of degree less than or equal to n 1 and by n the correspondingorthogonal projection in L2 For an linear operator T on one of the two Hilbertspaces we denote Tn D nTn or Tn D nTn the respective compressions Asproved before the operator Z D Mz of multiplication by the variable on H ˝

          has finite central truncations Zn with characteristic polynomials equal to pn whilethe normal operator A D Mz on L2 produces finite central truncations An whosecharacteristic polynomials are the orthogonal polynomials qn

          Let f g 2 Cn1Œz be polynomials of degree less than or equal to n 1 Then

          hZf gi D h f Zgi D Hf zg D zHf g D AHf g

          70 5 Finite Central Truncations of Linear Operators

          and one step further we can keep track of the orthogonal projections and insertwhenever possible the corresponding orthogonal projections

          hZf gi D hnZn f gi Hf zg D nC1Hn f Ang etc

          We end up with the identity

          HnZn D nAnC1Hn D A

          n Hn C nAnC1 nHn

          Since˝ is not a finite point quadrature domain the operator Hn is strictly positiveon Cn1Œz

          We expect in general that the difference

          HnZn H1

          n An D nAnC1 nHnH1

          n

          converges to zero in the operator topology which would provide the expectedasymptotics for the spectrum of Zn To be more specific we isolate the followinggeneral observation We denote by conv K the convex hull of the compact set K

          Proposition 52 Assume in the above notation that

          lim sup kH1n ZnHn Ank D r lt 1

          Let nk 2 Znk k 1 be a sequence of spectral points converging to Then

          dist conv K r

          Proof We drop the subsequence notation and consider a unit vector un with theproperty

          H1n ZnHnun D nun

          Since A is a normal operator the point n D Anun un belongs to the numericalrange of A that is conv K But

          jn nj D jH1n ZnHnun Anun unj kH1

          n ZnHn Ank

          and the statement follows by passing to the limitNext we analyze in more detail the defect operator D

          n D H1n ZnHn An The

          difference of two orthogonal projections in its expression is rank one

          nC1 n D qn qn

          whence

          Dn WD nAnC1 nHnH1n D nAqn qnHnH1

          n D nAqnH1n nHqn

          55 Perturbations of Finite Truncations 71

          The good news is that we can further simplify this rank one matrixFirst remark that

          Aqn1 D zn1zn1 C Ozn1 D n1n

          qnzC Ozn1

          and consequently

          nAqn qn1 D qnAqn1 D n1n

          Since

          nAqn qk D qn zqk D 0 k n 2

          we infer

          nAqn D n1n

          qn1

          The other factor in the difference operator Dn can be simplified as well For anarbitrary vector f one has

          HnH1n f qn D f H1

          n nHqn

          We decompose in orthogonal components

          Hqn D s C t deg s n 1 nt D 0

          On the other hand there exists a polynomial h 2 Cn1Œx which satisfies

          Hh D s C t0 nt0 D 0

          By its definition s D Hnh hence

          h D H1n nHqn

          By subtracting the two equations we find that the polynomial qn h of degree equalto n satisfies Hqn h Cn1Œz in the inner product of L2 That is qn h isorthogonal to Cn1Œz in the space H ˝ Consequently qn h is a scalar multipleof pn We find

          h D qn n

          npn

          by Cramerrsquos rule for computing the inverse of a matrix

          72 5 Finite Central Truncations of Linear Operators

          Putting all these computations together we arrive at the following statement

          Theorem 54 Let ˝ be a bounded open set which admits a quadrature identity foranalytic functions with respect to a positive measure supported by a compact subsetK of ˝ If

          limn1

          n1n

          kqn n

          npnk2 D 0

          then any weak limit of the counting measures of the exponential orthogonalpolynomials is supported by the convex hull of K

          The case of an ellipse is extreme for the above theorem because the systems oforthogonal polynomials pn and qn coincide up to the right normalization thatis qn D n

          npn for all n 0

          For regular measures the general theory of orthogonal polynomialsimplies that the quotient n1

          nconverges to 1=capK hence only condition

          limn1 kqn nn

          pnk2 D 0 suffices for the spectral asymptotics

          Corollary 54 Assume under the hypotheses of the theorem that the closed supportK of the quadrature measure decomposes into a disjoint union K D fg [ K0 Thenany weak limit of the counting measures of the exponential orthogonal polynomialsis supported by the convex hull of K0

          Proof We know that a finite rank perturbation of the operator Z will not change theasymptotics of the exponential orthogonal polynomials Then we repeat the proofof the theorem by considering orthogonal projections onto the maximal ideal ofpolynomials vanishing at Remarking that the vanishing condition is still valid forthe new sequence of projections

          The computations of the preceding section can be better understood from thepoint of view of Cholesky decomposition of positive definite matrices The notationis the same In the end we will need to work with the monic orthogonal polynomialsse we denote for all n 0

          Pnz D pnz

          nD zn C nzn1 C lower order terms

          Qnz D qnz

          nD zn C ınzn1 C lower order terms

          We still have hPnPki D QnQk D 0 for all k curren nThe connection between orthogonal polynomials and moment matrices is well

          known and can be derived from the decompositions

          zn D rnnpnzC rnn1pn1zC

          zn D snnqnzC snn1qn1zC

          55 Perturbations of Finite Truncations 73

          which yield

          hzn zki DX

          jminnk

          rnjrkj

          respectively

          zn zk DX

          jminnk

          snjskj

          Denoting by B D hzn zki1nkD0 and N D zn zk1nkD0 the corresponding momentmatrices and by R D rj`

          1j`D0 S D sj`

          1j`D0 the lower triangular matrices above

          we obtain Cholesky decompositions

          B D RR N D SS

          Note that the rows of the inverse matrices R1 and S1 coincide with thecoefficients of the orthogonal polynomials pn respectively qn as derived from theidentities

          1 z z2 z3 T D R p0z p1z p2z T

          1 z z2 z3 T D Sq0z q1z 22z T

          The transition matrix C entering into the decomposition

          pn DXkn

          cnkqk

          is therefore

          C D R1S

          Remark that C1 is Hilbert-Schmidt because

          ınm D Hpn pm DXk`

          cnkHqk q`cm`

          or in closed matricial form

          I D CHC

          The quantitative defect in the spectral asymptotic theorem above is

          kqn pn

          cnnk22 D

          n1XkD0

          j cnk

          cnnj2

          74 5 Finite Central Truncations of Linear Operators

          And we want in the best scenario that this sequence converges to zero One sufficientcondition is stated below

          Proposition 53 Assume that the measure is regular and that the matrix Hassociated to the H-kernel with respect to the orthonormal basis of polynomialsin L2 admits the LDU decomposition

          H D I C LDI C L

          where D is a diagonal operator and L is a Hilbert-Schmidt strictly lower triangularoperator Then any weak limit of the counting measures of the exponentialorthogonal polynomials is supported by the convex hull of K D supp

          Again the ellipse is relevant as in this case H D D

          56 Real Central Truncations

          There is flexibility in chopping out the quantized hyponormal operator T associatedto a bounded open set ˝ of the complex plane Leaving aside the Krylov spacesattached to T and the range of self-commutator we can envisage a ldquorealrdquo cut-offrather than the ldquocomplexrdquo truncations used throughout these notes

          Quite specifically let ŒTT D ˝ be the irreducible hyponormal operatorwith principal function gT D ˝ We consider the linear subspaces

          Vn D spanfTiTj maxi j ng

          and the orthogonal projections n onto them Let Rn D nTn be the compression ofT to the finite dimensional subspace Vn Clearly n monotonically converges in thestrong operator topology to the identity Henceforth we call Rn the n-th order realcentral truncation of T

          Note that due to the commutation relation ŒTT D ˝ we have

          TVn VnC1 TVn VnC1

          That is with respect to the chain Vn the matrix attached to the operator T is blockthree-diagonal

          The quantized matrix model constructed for a quadrature domain cf Sect 44yields the following conclusion

          Theorem 55 Let ˝ be a quadrature domain of order d with nodes a1 am andrespective multiplicities d1 dm The counting measures n of the spectra of thereal central truncations of the hyponormal operator attached to ˝ satisfy

          w limnn D d1

          dıa1 C d2

          dıa2 C C dm

          dıam

          56 Real Central Truncations 75

          Proof The staircase matrix model of T proved in Sect 44 (for the adjoint transposeZ) shows that

          T D

          0BBBBB

          T0 0 0 0

          T1 0 0

          0 T2 0 0 T3

          1CCCCCA

          Recall that the diagonal blocks Tk are all similar and they have spectrum equalto fa1 amg with the same multiplicities fd1 dmg as the original quadraturedomain

          We also know that the vectors T Td1 are linearly independent butTd is linear dependent of them For any integer n gt d we have using the notationof Sect 44

          Vn D spanfTiTj maxi j ng D spanfTiHa˝ i ng D Kn

          In other terms the real truncation Rn consists of the first d C 1 blocks of thestair-case matrix model of T Remark also that

          dim Vn D n C 1d

          Let pz be a complex polynomial The matrix pTn has a lower triangular block-structure with pTk 0 k n as diagonal blocks Therefore

          tr pRn DnX

          kD0tr pTk D n C 1pT0 D n C 1Œd1pa1C C dmpam

          The normalized traces give exactly the value of the counting measure

          Zp dn D tr pRn

          dim VnD d1

          dpa1C d2

          dpa2C C dm

          dpam

          In conclusion we face a constant sequence of counting measures convergent tothe finite atomic measure in the statement The convergence established on complexpolynomials obviously extends to all real polynomials

          It would be interesting to explore the following question Let ˝ be a domainsatisfying a generalized quadrature identity with positive measure 13 By approxi-mating 13 by a sequence of finite atomic positive measures 13n we get a sequence ofquadrature domains ˝ converging ldquoin momentsrdquo to ˝ The attached operators Trespectively Tn also converge in moments Can we compare the real truncations ofT to the real truncations of Tn

          Chapter 6Mother Bodies

          Abstract We outline the general theory for a certain kind of potential theoreticskeletons or lsquomother bodiesrsquo associated to a given domain The hope is generallyspeaking that such skeletons can be identified as attractors for zeros of orthogonalpolynomials and in a few cases such expectations have indeed been met theoret-ically andor experimentally For the exponential polynomials the success is ratherlimited so far but by building in enough flexibility in the models one expects in somenot so distant future to reach a reasonable matching In the present chapter we set updesirable properties (formulated as lsquoaxiomsrsquo) to be satisfied by mother bodies Sincethe search for potential theoretic skeletons is a highly ill-posed problem (related tothe Cauchy problem for an elliptic operator) very few domains admit mother bodiesbut for domains with piecewise algebraic boundaries there is a rather constructiveand efficient theory bearing in mind that the same class of domains is also amenablefor studying zeros of orthogonal polynomials

          61 General

          We have previously discussed the notion of carrier for the analytic functional f 7h f 1iH ˝ D 1

          R˝ f dA f 2 O˝ see Sect 311 Of special interest are minimal

          carriers which always exist and it is natural to conjecture that they have somethingto do with asymptotic locations of zeros of orthogonal polynomials

          One thing which speaks against minimal carriers is that there may be too manyof them as was seen in an example in Sect 311 Therefore a more refined notion isdesirable Such a refinement may be based on turning from analytic test functionsto harmonic and subharmonic functions hence from complex analysis to potentialtheory In this area there is a more or less established notion of potential theoreticskeleton or ldquomother bodyrdquo to use a term coined by the Bulgarian geophysicistZidarov [113] and the group around him

          Mother bodies have the advantage of not being too abundant (there may befinitely many of them for a given body but probably not continuous families) Theprice to be payed for this is that they do not always exist Existence is in factextremely rare in a general setting However for the types of domains discussedin this paper like domains with piecewise algebraic boundaries finitely manygood candidates can always be singled out and then it becomes a task of partly

          copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_6

          77

          78 6 Mother Bodies

          combinatorial nature to figure out which of these really are mother bodies or atleast are good enough for the purpose at hand In contrast to a carrier which is a seta mother body is a mass distribution (a measure) However it will turn out that onlythe support of this (again a set) will have a reasonable agreement with zero sets oforthogonal polynomials This will be exemplified in Chap 7

          Informally a mother body for a given body (mass distribution) is a moreconcentrated body (a ldquoskeletonrdquo) which produces the same exterior gravitationalfield (or potential) as the given body The basic example which actually goesback to Isaac Newton (in the case of three dimensions) is the appropriate pointmass at the center of a massive homogenous ball Much of our inspiration forconsidering mother bodies comes directly from D Zidarov and members in hisgroup for example O Kounchev But also specific questions by HS Shapiro andconsiderations in general around quadrature domains have been formative (see[101])

          First some notational issues We define the logarithmic potential of a measure as

          Uz D 1

          2

          Zlog jz j d

          so that U D Some variants of this notation will also be used for example ifthe measure has a density with respect to area measure (ie d D dA) we writeU and U˝ if D ˝ We shall also use

          Cz D 1

          Zd

          zD 4

          zUz

          for the Cauchy transform of a measure so that Nz C D

          The given body will be represented for us by a positive density 0 on abounded open set ˝ C extended by D 0 outside ˝ Thus the body is anabsolutely continuous measure with compact support represented by its densityfunction 2 L1C Our assumptions on ˝ will always include that ˝ equalsthe interior of its closure and that ˝ has area measure zero We may write theseassumptions as

          ˝e D ˝ j˝j D 0 (61)

          Quite often we will assume more The case that will be mostly discussed is that ofa uniform density say D ˝ Ideal requirements for a mother body of werediscussed in [34] where the following list of desirable properties was singled out

          Definition 61 A mother body for a given mass distribution 0 as above is ameasure satisfying the following requirements

          61 General 79

          M1

          U D U in ˝e

          M2

          U U in all C

          M3

          0

          M4

          jsuppj D 0

          M5

          Every component of C n supp intersects ˝e

          The positivity of has been stated as a separate axiom M3 because in somecontexts it turns out to be appropriate to keep open for signed measures if nogood positive measures can be found However further relaxations for exampleto distributions of higher order turns out to be no good because it allows for toomany mother bodies

          It is obvious from the axioms that supp ˝ and in general supp will reachout to ˝ (at some points) However does not load ˝ ie ˝ D 0 Thiscan be deduced from a generalized version of Katorsquos inequality see [12 28] Indeedsetting u D UU so that u 0 by M2 this inequality shows that the restrictionof the measure u to fu D 0g is non-negative Under our assumptions this impliesthat D 0 on ˝ It is worth to notice also that u is lower semicontinuous (becauseU is) and that therefore u D 0 automatically holds on all ˝c (not only ˝e aswritten in M1)

          The two inequality statements above M2 and M3 concern orderings whichare dual to each other with respect the pairing between potentials and measuresappearing in the definition of mutual energy

          13energy DZ

          Ud13 DZ

          U13d

          So the partial order in M2 is a natural ingredient in potential theory and in fact thisaxiom is necessary in order that one shall be able to reconstruct from by meansof the appropriate balayage process partial balayage For this process a desireddensity 0 has to be given in advance in all C Then one wants to sweep

          80 6 Mother Bodies

          satisfying M3 M4 to a body (measure) of the form (in terms of densities)

          D ˝

          for some open set˝ C (not known in advance) That is always possible providedthere is enough space under Specifically it is enough to assume that

          Rd ltR

          dA see [41] but to simplify the treatment it is convenient to impose bounds0 lt c1 c2 lt 1 The open set ˝ is in any case uniquely determined (up tonull-sets) by the requirement that M1 M2 shall hold

          We shall not go deeply into this kind of potential theory but for later use weintroduce at least the notation

          Bal D ˝ (62)

          for the partial balayage 7 D ˝ We have assumed that satisfies M3and M4 In a different language (62) says that ˝ is a quadrature domain forsubharmonic functions with respect to (and the given density )

          Z d

          dA 2 SL1˝ (63)

          This formulation requires some more care as for nullsets but we shall not go intosuch details In general we refer to [89] SL1˝ denotes the set of integrablesubharmonic functions in ˝

          Like mother bodies also partial balayage can be traced back to Zidarov [113]at least as for discrete and numerical versions From a mathematical point ofview it has been (independently) developed by Sakai [89] and one of the presentauthors [35 42] It is closely related to weighted equilibrium distributions [86]obstacle problems [90 91] the ldquosmash sumrdquo [17] and stochastic processes suchas internal diffusion limited aggregation [71] as well as several growth processesin mathematical physics and corresponding issues in random matrix theory [57]Further examples of recent developments are [27 41]

          Now the point we wish to make (eventually) in this work is that we want to matchasymptotic distribution of zeros of orthogonal polynomials ie weak limits of thecounting measures 13n with mother bodies for suitable choices (yet unclear) of In the case of Bergman polynomials there has been some progress in this respectIn that case the appropriate given body is not exactly of the above sort insteadit is according to general theories for classical orthogonal polynomials [103] theequilibrium measure of the domain˝ (or its closure) In place of mother body termssuch as ldquomadonna bodyrdquo or electrostatic skeleton has been used for such cases see[21 50] for example Despite the different nature of the given body much of thetheory in Sect 62 below applies also to such kinds of skeletons

          62 Some General Properties of Mother Bodies 81

          62 Some General Properties of Mother Bodies

          We collect here a few general facts which are known about mother bodies Someof these facts (more precisely Propositions 61 63 64) are taken from [35]where they are stated for D ˝ but in an arbitrary number of dimensions Forconvenience we repeat these results here including proofs

          We start with a simple observation which will repeatedly be referred to

          Lemma 61 If is a signed measure with compact support then U and C arelocally integrable functions Hence the distributional properties of these functionsdepend only on their values almost everywhere For example if U or C vanishesexcept on a null-set then necessarily D 0

          The same applies to U13 if 13 is a compactly supported distribution of order atmost one

          Proof Since the fundamental logarithmic kernel is locally integrable as well as itsfirst order derivatives the first statement in the lemma follows by a direct applicationof Fubinirsquos theorem So U and C are locally integrable functions which then fullyrepresent the corresponding distributions in the usual way

          A distribution 13 of order at most one is locally a sum of distributional derivativesof a measures Assume for example considering only one term in such a sum that13 D

          x where is a (signed) measure Then defining the potential of 13 as theconvolution with the fundamental solution ie U13 D U13ı D 13 Uı we see thatU13 D

          x Uı D x Uı Here the last factor again has a locally integrable

          singularity and the last statement of the lemma follows from Fubinirsquos theorem asbefore

          Proposition 61 Let be a mother body for Then among (signed) measures 1313j satisfying just M1 and M3 we have that

          (i) supp is minimal as a set if supp 13 supp then 13 D (ii) is maximal with respect to the partial ordering by potentials if U13 U

          holds everywhere then 13 D (iii) is an extremal element in the convex set of measures satisfying M1 M3

          if D 12131 C 132 then D 131 D 132

          Proof In view of Lemma 61 and axiom M4 (for ) it is enough to prove that therelevant potentials agree in C n supp

          So let D be a component of C n supp and set w D U13 U (cases i and ii)w D U13j U (case iii) We shall then show in all cases that w D 0 in D Weobserve that D ˝e curren by M5 (for ) and that w D 0 in D ˝e by M1 (for and 13 13j)

          In case i w is harmonic in D and we then directly infer that w D 0 in all D byharmonic continuation

          In case ii we have w 0 and w 0 in D Hence either w gt 0 in all D orw D 0 in all D But the first alternative has already been excluded so we again getw D 0 in D

          82 6 Mother Bodies

          In case iii we have supp 12131 C 132 D supp 131 [ supp 132 Hence supp 13j

          supp and we are back to case iThe next proposition strengthens i in Proposition 61 by saying that supp is

          minimal not only among supports of mother bodies but even among carriers of theanalytic functional associated to the body

          Proposition 62 If is a mother body for then supp is a minimal carrier forthe analytic functional f 7 R

          f dA f 2 O˝

          Proof Assume that K supp is a carrier for f 7 Rf dA We shall then prove

          that K D supp in other words that D 0 in C n KSince C D C outside˝ D supp C provides an analytic extension of Cj˝e

          to C n supp By assumption there is also an analytic continuation ˚ of Cj˝e toC n K Clearly ˚ D C in C n supp (axiom M5 is crucial for this conclusion)But C ˚ both being locally integrable in C n K (C by Lemma 61 and ˚ becauseit is analytic) and supp being a null-set it follows that ˚ D C as distributions inC n K Since ˚ in analytic in C n K we conclude that D 0 there as desired

          Mother bodies are not always unique for example non-convex polygons withuniform density always have more than one mother body as shown in [43] (whileconvex polygons have exactly one) It is easy to strengthen the axioms for a motherbody so that strict uniqueness is always achieved but then the price is even more rareexistence of mother bodies Let us give one theorem in this direction by introducingthe axiom

          M6 supp does not disconnect any open set

          which is much stronger than M5 The axiom says more explicitly that for anyconnected open set D the set Dnsupp is also connected Thus in a generic situationfor a mother body with supp consisting of isolated points and curve segmentsM6 rules out the curve segments The consequence for uniqueness is the following

          Proposition 63 If and 13 are mother bodies for and satisfies M6 then13 D

          Proof Keeping the notations from the proof of Proposition 61 we have that if 13satisfies M6 then supp 13 does not disconnect D Therefore w D 0 in D n supp 13 byharmonic continuation hence w D 0 ae in D which is enough for the conclusion

          With the standard axioms M1ndashM5 one can at least argue that mother bodiesshould not occur in continuous families If t 7 t is a continuous family ofmother bodies for such that the derivative Pt exists in a strong enough sense thenone expects this derivative to be a distribution of order at most one since looselyspeaking it is the infinitesimal difference between two distributions of order zero(ie measures) Strictly speaking to be a distribution of order at most one meansto be something which can be written as a spatial derivative of a measure to be aderivative with the respect to an external parameter like t is not enough in generalBut under some additional assumptions one can connect the two kinds of derivatives

          62 Some General Properties of Mother Bodies 83

          The following proposition is a rudimentary result on non-occurrence of continuousfamilies

          Proposition 64 Assume that t 7 t is a family of mother bodies for some fixed which moves in the flow of a smooth vector field D z t in C Then the motherbodies are all the same t D 0 for all t

          Proof That flows by can be taken to mean in differential geometric languagethat

          tC L D 0

          where L denotes the Lie derivative with respect to (see [24] for example) SinceL is a spatial derivative of first order L is a distribution of order at most onehence so is P by the equation

          By Lemma 61 it now follows that U Pt 2 L1loc Clearly supp Pt supptSince Ut D U˝ in˝e by M1 for all t we conclude that U Pt D 0 in˝e Henceby harmonic continuation and M5 U Pt D 0 in all C n suppt ie almosteverywhere in C Thus Pt D 0 which is the desired conclusion

          If is a mother body for then the quadrature formula

          f dA DZ˝

          f d f 2 O˝ (64)

          holds In fact this is just a weaker version of (63) In particular and representthe same element in H ˝ In the definition of a mother body there is norequirement that shall have compact support in ˝ The reason is that one wantspolygons and other domains with corners to admit mother bodies

          In the other direction even finite quadrature domains in the sense (341) do notalways admit mother bodies in the strict sense of Definition 61 and with D ˝ Indeed if

          1

          f dA DmX

          kD1

          nk1XjD0

          ckjf jak (65)

          then a necessary condition that D ˝ shall have a mother body is that nk D 1 andck0 gt 0 for all k But even that is not sufficient it may still happen that axiom M2fails for the only available candidate of mother body namely

          D

          mXkD1

          ck0ıak

          Example 61 Let f W D ˝ be a conformal map which is an entire function withf 0 D 0 Consider ˝ as a body with density one ie take D ˝ If f D a

          84 6 Mother Bodies

          then ˝ is a disk which is a quadrature domain and for which D a2ı0 is theunique mother body If f is a polynomial of degree 2 then ˝ is still a quadraturedomain with a multiple quadrature node at the origin but it has no mother bodysatisfying all of M1ndashM5 Indeed M2 and M3 fail

          If f is not a polynomial (but still entire) then ˝ is not a quadrature domainand there is no mother body But the analytic functional in (347) still has thesingleton f0g as a carrier However there will be no distribution sitting exactly onf0g representing M only a hyperfunction (a Dirac multipole of infinite order)

          Example 62 If a gt 0 is sufficiently large then there exists a quadrature domain ˝admitting the quadrature identity

          f dA D af 0C i f 1C f C1 f 2 O˝ (66)

          One may view the right member as something of the formR

          f d but then will bea complex measure which mixes the real and imaginary parts of f As an analyticfunctional f 7 R

          ˝f dA has f1 0C1g as a minimal carrier but D ˝ does not

          have any mother body (eg M2 M3 will be violated for )One can still find real-valued representing distributions (with small support) but

          then one need to connect the points ˙1 For example writing f D uC iv and setting D Œ1C1 we have

          i f 1C f C1 D iZ

          f

          xdx D i

          Z

          u

          xdx C

          Z

          u

          ydx

          Taking real parts of (66) therefore givesZ˝

          u dA D au0CZ

          u

          ydx

          Here u runs over real-valued harmonic functions but of course complex-valuedfunctions u are allowed as well and then nothing prevents u from being analyticitself Hence we have a real-valued representation of the analytic functional f 7R˝

          f dA by a distribution of order one with support on the line segment DŒ1C1

          63 Reduction of Inner Product to Mother Body

          What is special with the inner product in Ha˝ is that it in contrast to the L2-innerproduct in the Bergman space L2a˝ immediately collapses to any mother body for D ˝ Indeed using (64) gives

          h f gi D 1

          2

          Hzwf zgw dzdw (67)

          63 Reduction of Inner Product to Mother Body 85

          Choosing here f D kz g D kw for zw 2 ˝e and using (338) gives

          1 Fzw D hkz kwi D 1

          2

          Hu vdu

          u z

          dv

          Nv Nw

          Recall that kz D 1= z and that Fzw denotes the restriction of Ezw to˝e ˝e including analytic continuations of this Thus we see clearly that Fzwhas an analytic continuation to C n supp C n supp if is a mother body

          Similarly Fzw extends to C n K C n K whenever K ˝ is a carrier forf 7 R

          ˝f dA This statement can be sharpened to become a full-fledged assertion on

          regularity of free boundaries applying for example to the classical obstacle problem[75] We give some details on this in Sect 64 below

          The above can be equivalently expressed with the inner product written on theform (325)

          h f gi D 1

          42

          1 Fzwf zgw dzd Nw (68)

          Here we have replaced the original Ezw in (325) equivalently (328) by itsanalytic continuation Fzw and then the path of integration can be shrunk tosurround just the support of any mother body with the mother body itself then beingrepresented by the jump of Fzw across the arising slits or by residues of polesif Fzw has point singularities In the integrals above f g 2 Ha˝ but forsimplicity we may think of f and g as being good analytic functions say in O˝

          In terms of the Schwarz function see (220) the analytic continuation of Fzwis connected to Hzw by (224) ie by

          Fzw D z SwSz NwHzw zw 2 ˝ n supp

          Similarly is related to the singularities of Sz in a direct way eg simple polescorrespond to point masses and jumps between different branches give line sourcesexplicitly by formulas like (621) below Using these relationships the two forms ofthe inner product (67) and (68) can be identified

          We remark that the information in the right member of (67) having both Hzwand present is actually redundant The function Hzw contains all informationof ˝ and hence of all mother bodies and in the other direction if is known andsatisfies at least axioms M1 M2 in the definition of a mother body then ˝ canbe reconstructed by a partial balayage as mentioned in Sect 61

          So Hzw and are coupled to each other even though in a rather implicitway The redundancy may be explained in terms of moments (see Sect 22) asfollows complete knowledge of Hzw (or Ezw) is equivalent to knowledgeof all complex moments Mkj whereas knowledge of just means knowledgeof the harmonic moments Mk D Mk0 Indeed the complex moments are thecoefficients of the expansion of Ezw at infinity while the harmonic momentsare the coefficients of C˝z D Cz at infinity More specifically contains

          86 6 Mother Bodies

          information of singularities in a fairly explicit way while the remaining informationin Hzw can be considered to be of a more lsquosoftrsquo character

          Part of the above discussion is also relevant the Bergman inner product whenthis is written on the form (327) Indeed in terms of Fzw this becomes

          f gL2˝ D 1

          42

          log Fzwf zgw dzd Nw (69)

          If F has an analytic continuation then also log F has it to a certain extent Howeverthis may become obstructed by branch-cuts because the logarithm is multivalued(and note that Fz z D 0 on ˝) Such branch cuts at least prevent the innerproduct from collapsing when˝ is a quadrature domain and in general they seem tohave the effect that zeros of Bergman orthogonal polynomials are less willing to godeeply into the domain compared to what is the case for exponential polynomials

          64 Regularity of Some Free Boundaries

          This section contains an outline of ideas behind the main result in [36] which isa theorem on analyticity of some free boundaries namely those boundaries whichadmit analytic continuation of the Cauchy transform The important point is that itassumes no a priori regularity of ˝ ˝ is from outset just a bounded open setHowever we shall here (for briefness) simplify matters a little following partly[38] but full details are given in [36] The statement when formulated in terms ofthe Cauchy kernel kz D 1= z is as follows

          Theorem 61 Let ˝ C be a bounded open set and let K ˝ be compact Thenthe following assertions are equivalent

          (i) The map C n˝ C given by

          z 7 hkz 1i

          extends analytically to C n K C(ii) The map C n˝2 C given by

          zw 7 hkz kwi

          extends analytically to C n K2 C(iii) The Hilbert space-valued map C n˝ H ˝ given by

          z 7 kz

          extends analytically to C n K H ˝

          64 Regularity of Some Free Boundaries 87

          Recall that in terms of Cauchy and exponential transforms hkz 1i D C˝zhkz kwi D 1 Ezw As for the Hilbert space-valued map we say that a map˚ W C n K H ˝ is analytic if and only if the function z 7 h˚z hi is analyticfor each h 2 H ˝ The three assertions say more precisely that there exist analyticfunctions f W C n K C F W C n K2 C ˚ W C n K H ˝ such thatin the respective cases hkz 1i D f z for z 2 C n ˝ hkz kwi D 1 Fzw forzw 2 C n˝ kz D ˚z for z 2 C n˝

          Proof It is easy to see that iii ) ii ) i so we just prove that i ) iiiWe make the simplifying assumptions that (31) and (61) hold but as shown in [36]these assumptions can eventually be removed

          Assuming then i let f z denote the analytic continuation of hkz 1i D C˝zto C n K C and we shall find an analytic continuation ˚z of kz itself It isconvenient to continue f further in an arbitrary fashion over K and to all C andthen think of f as the Cauchy transform of something living on K This somethingcan be taken to be a signed measure or even a smooth function if we just enlargeK a little This does not change anything in principle since this enlargement can bemade arbitrarily small and we may keep the notation K

          Thus we assume that after the extension D fNz is a smooth function in C with

          supp K (610)

          This means that the assumption i takes the form

          C˝ D C on C n˝ (611)

          equivalently

          hkz 1i D hkz 1i for z 2 C n˝

          and we claim then that the analytic extension of kz itself is given by

          ˚z D kz (612)

          Similarly the continuation of hkz kwi in ii of the theorem will be given by

          1 Fzw D hkz kwi D h˚z ˚wi

          That ˚ defined by (612) is in fact analytic as a map C n K H ˝ isimmediate from the definition of analyticity and from (610) So it just remainsto verify that ˚z D kz as elements in H ˝ for z 2 C n˝ There is an beautifulapproximation theorem [8] saying that for a completely arbitrary bounded open set˝ the finite linear combinations of the Cauchy kernels with poles outside ˝ aredense in the space of integrable analytic functions in ˝ The theorem is based onan ingenious construction due L Bers and L Ahlfors of mollifiers which exactly

          88 6 Mother Bodies

          fit the modulus of continuity for Cauchy transforms The theorem can be adapted toharmonic and subharmonic functions as well (cf [56]) and has in such forms beenof crucial importance in the theory of quadrature domains from the work of Sakai[89] and onwards A particular consequence is that the statement (611) is equivalentto the quadrature identity

          h dA DZ

          Kh dA (613)

          holding for all integrable analytic functions h in ˝ Choosing in (613) the integrable analytic function

          h DZ˝

          Hzwkzw dAw

          where z 2 ˝e and 2 L1˝ gives

          hkz i D hkz i

          Thus since L1˝ is dense in H ˝ kz D kz as elements in H ˝ for z hellip ˝ and by continuity also for z hellip ˝ This proves the theorem

          It follows from the definition (21) of the exponential transform that Ez z D 0

          for z 2 ˝ unless this is a point of zero density for˝ When the Cauchy transformC˝z and hence by Theorem 61 E˝zw has an analytic continuation across˝ then ˝ has positive density at all points of ˝ see [36] It therefore follows thatthe analytic continuation Fzw of Ezw in this case becomes a good definingfunction for ˝

          Corollary 61 If the Cauchy transform of a bounded open set ˝ has an analyticcontinuation from the exterior of ˝ across ˝ to a compact set K ˝ then ˝ isnecessarily contained in a real analytic variety

          ˝ fz 2 C n K W Fz z D 0g

          The first complete proofs of analyticity of boundaries admitting analytic con-tinuation of the Cauchy transform or boundaries having a one-sided Schwarzfunction were given by Sakai [92ndash94] For overviews of the regularity theory offree boundaries in general see eg [25 75] In a different context the exponentialtransform has much earlier been used implicitly in characterizations of boundariesof analytic varieties in C2 See [4 54]

          65 Procedures for Finding Mother Bodies 89

          65 Procedures for Finding Mother Bodies

          Let be the density of a mass distribution positive and bounded in a domain ˝ zero outside ˝ and we shall describe some procedures for finding candidates ofmother bodies for For these to work one has to assume that the density is realanalytic in ˝ and that the boundary ˝ is at least piecewise analytic Some of themethods are implicit in the general theory of quadrature domains as presented forexample in [89 101] while other (those based on jumps of the Schwarz function)have been elaborated in [95] and similar papers

          Reasoning backwards assume first that we already have a mother body whichreaches ˝ only at the non-smooth points (the ldquocornersrdquo) Then the function

          u D U U (614)

          is non-negative and satisfies

          u D in ˝ (615)

          u D jruj D 0 on ˝ (616)

          In particular away from supp in ˝ we have

          u D (617)

          Going now in the other direction if is not known then we may start by tryingto solve the Cauchy problem (617) (616) in a neighborhood (in ˝) of the analyticparts of ˝ Unique local solutions do exist in view of the Cauchy-Kovalevskayatheorem Assuming that the domain of definitions of these local solutions cover allof ˝ we may then try to glue these pieces to a continuous function u in ˝ This uwill satisfy (616) and then we may simply define by (615) In lucky cases this will then be a mother body

          An alternative but related procedure uses the Schwarz function Sz If D 1

          in ˝ then the relationship between u and Sz is in one direction

          Sz D Nz 4u

          z (618)

          and in the other direction

          uz D 1

          4jzj2 jz0j2 2Re

          Z z

          z0

          Sd (619)

          Here z0 2 ˝ and the relation holds in a neighborhood of that analytic piece of˝ to which z0 belongs The function u in (618) is sometimes called the modifiedSchwarz potential see [101]

          90 6 Mother Bodies

          In the general case one may first choose a fixed function ˚ satisfying

          ˚ D

          ie ˚ satisfies (617) alone with no concern of boundary data Since all data arereal analytic we shall write and ˚ as D z Nz and ˚ D ˚z Nz with analyticdependence in each argument When D 1 the natural choice of˚ is˚z Nz D 1

          4zNz

          As one easily checks the relationship between u and Sz in general is

          z˚z Sz D z˚z Nz u

          z

          which replaces (618) but only gives Sz implicitly from u and in the other direction

          uz D ˚z Nz ˚z0 Nz0 2ReZ z

          z0

          z˚ Sd (620)

          In these equations z˚ denotes the derivative of ˚ with respect to the first variableHere z0 2 ˝ and (620) holds in a neighborhood of z0 Compare [95] and also[94]

          To find candidates for mother bodies one continues the branches of the Schwarzfunction as far as possible and then try to glue them However since Sz isanalytic one can never glue it to become continuous (because then it would beanalytic throughout ˝ which is impossible) In the generic case there will bejump discontinuities along line segments like branch cuts in the algebraic casePole singularities can also occur The mother body then comes from the jump ofSz across these line segments (plus residues for poles) the contribution from anoriented arc being

          d D 2iŒz˚z Szjump dz along (621)

          If s is an arc length parameter then replacing dz by dz=ds above gives the density of with respect to s along the arc The jump is defined as the value on the right-handside minus the value on the left-hand side The measure should be positive or atleast real and that requirement singles out at each point z 2 ˝ only finitely manypossible directions for a branch cut passing through the point the requirement forsuch a direction being

          Re Œz˚z Szjump dz D 0 along

          See further discussions in [95] On squaring (621) the requirement that shall bereal translates into a certain quadratic differential being asked to be positive Thusthe theory connects to the theory of trajectories of quadratic differentials (see [105])a direction which has been pursued in a random matrix context by Bleher and Silva[9]

          65 Procedures for Finding Mother Bodies 91

          We next give an example showing that the good property of carriers that theintersection of two convex carriers is again a (convex) carrier is not shared bysupports of mother bodies The example is inspired by the construction by Sakai[87] of two simply connected Jordan domains which have the same set of harmonicmoments

          Example 63 Choose numbers 1 lt r lt R lt 1 and consider the two annuli

          (AC D fr lt jz C 1j lt RgA D fr lt jz 1j lt Rg

          Considered as bodies of density one they have the same potentials in the exteriorregions as the point masses R2r2ı1 and R2r2ıC1 respectively It followsthat the two mass distributions AC

          CR2 r2ıC1 and ACR2 r2ı1 have

          the same potentials far away say for jzj gt R C 1Now we disturb the above by replacing the first terms by ACnA

          and AnAC

          respectively This means that we remove some small pieces from the annuli butwhat is important is that we remove the same piece (namely AC A) from bothTherefore the two new mass distributions

          (C D ACnA

          C R2 r2ıC1 D AnAC

          C R2 r2ı1

          still have the same potentials for jzj gt R C 1The next step is that we construct mother bodies C and of ACnA

          andAnAC

          This is easily done using the procedures shown in Sect 65 For examplethe potential u in (614) is given as the minimum of the solutions of (615) (616)connected to the different boundary segments Specifically setting

          uRz D 1

          4jzj2 R2 R2 log

          jzj2R2 (622)

          for the solution of u D 1 in C u D jruj D 0 on jzj D R (and similarly for littler) we define u˙ by

          (uCz D minACnA

          fuRz 1 urz 1 uRzC1 urzC1g for z 2 AC n Auz D minAnAC

          fuRz 1 urz 1 uRzC1 urzC1g for z 2 A n AC

          Thenu˙ D 1 except on some sets where two of the potentials minimized over areequal where we get distributional contributions (negative measures) Defining then

          (C D 1 uC D 1 u

          we have Bal C 1 D ACnA Bal 1 D AnAC

          92 6 Mother Bodies

          Now C C R2 r2ıC1 and C R2 r2ı1 have the same exteriorpotentials as C and respectively Finally we sweep these mass distributions tobodies of constant density by partial balayage To fit our general setting we shouldhave density one but then we may need to first blow up the mother bodies by afactor t gt 1 The result can be written as

          (Bal tC C R2 r2ıC1 1 D Bal tC 1 D ˝Ct

          Bal t C R2 r2ı1 1 D Bal t 1 D ˝t

          If here t gt 1 is sufficiently large then ˝Ct D ˝t This follows fromgeneral theory of partial balayage or quadrature domains Indeed when t is large˝˙ will necessarily be simply connected in fact essentially circular as one realizesby various comparison arguments or by the sharp ldquoinner normal theoremrdquo [44 45]And then the equality˝Ct D ˝t follows from uniqueness theorems originallydue to Sakai [89] (for example Corollary 92 in that text)

          The conclusion of all this is that the domain ˝ D ˝Ct D ˝t has twodifferent mother bodies tC C R2 r2ıC1 and t C R2 r2ı1 and itis easy to see that the are not only different even the convex hulls of their supportsare different

          Remark 61 Some previously known examples of domain having different motherbodies like Zidarovrsquos example [113] have the drawback in this context that theconvex hulls of their supports coincide

          Chapter 7Examples

          Abstract In this chapter we present the results of our numerical experimentsconcerning zeros of exponential polynomials with pictures indicating asymptoticdistributions (or at least the distribution of the first 50ndash100 zeros) We also makethe corresponding theoretical construction of mother bodies and compare the twoIn many cases there are reasonable but far from perfect agreements between thesets where zeros seem to accumulate and the supports of the corresponding motherbodies And here we reach terra incognito as there is no agreement between thedensities they seem rather to be complementary to each other In one case we havecomplete results with theoretical proofs namely for the ellipse Taking a standardellipse with foci ˙1 the zeros go to the focal segment with density proportional to1=

          p1 x2 1 x 1 while the mother body for the ellipse with uniform mass

          distribution has densityp1 x2 on the same segment

          71 The Unit Disk

          For the unit disk Hzw D 11z Nw and HaD degenerates to the one dimensional

          space with inner product

          h f gi D f 0g0

          Set

          enk D 1

          k C 1znNzk

          One computes that

          henk ersi D(1 if n k D r s 0

          0 otherwise

          It follows that H D is generated by the anti-analytic functions fe00 e01 e02g Df Nzk

          kC1 W k D 0 1 2 g and that this is an orthonormal basis It also follows thate00 D e11 D e22 D e01 D e12 D e23 D etc as elements in H D

          copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_7

          93

          94 7 Examples

          Note that on the other hand Hzw coincides in this case with Szegoumlrsquos kernelthat is the reproducing kernel of the Hardy space associated to the unit disk

          72 The Annulus

          For the annulus

          ˝ D fz 2 C W r lt jzj lt Rg

          we have E˝zw D ED0R=ED0r which by (25) gives

          H˝zw D z Nwz Nw r2R2 z Nw zw 2 ˝

          Also

          Gzw D(

          zr2z Nw r lt jzj lt R jwj gt R

          zR2z Nw r lt jzj lt R jwj lt r

          The analytic space Ha˝ is generated by the powers zn z 2 Z and taking thenorm into account gives the orthonormal basis fen W n 2 Zg defined by

          enz D8lt

          zn

          Rnp

          R2r2 n lt 0

          zn

          rnp

          R2r2 n 0

          We can truncate the multiplier Z by the coordinate on the finite dimensionalsubspaces generated by zk n k n The result will be a weighted shift Zn withzero on the main diagonal and only the lower sub-diagonal non-null In particularZn is nilpotent and hence the counting measure n of its spectrum is simply ı0In conclusion all exponential orthogonal polynomials are monomials and the onlylimit measure of their zeros is ı0

          Since ˝ is not a quadrature domain feng is actually an orthonormal basis in allH ˝ (see Theorem 31) Given an arbitrary f 2 H ˝ we can therefore expand

          f DXn2Z

          cnen jj f jj2 DXn2Z

          jcnj2 lt 1 (71)

          In the hope of being able to consider f as an analytic function we insert the variablez and convert the expansion into a power series

          f z DXnlt0

          cn

          Rnp

          R2 r2zn C

          Xn0

          cn

          rnp

          R2 r2zn (72)

          73 Complements of Unbounded Quadrature Domains 95

          Here the first term converges for jzj gt R lim supn1 jnj

          pjcnj and the second termfor jzj lt r= lim supn1 jnj

          pjcnj The lim sups here are 1 but nothing moreis guaranteed Taking for example cn D 1=jnj the first term in the expansion off z converges for jzj gt R and the second term for jzj lt r hence the whole seriesconverges nowhere

          The orthonormal expansion (71) gives a one-to-one identification betweenelements f in H ˝ and `2Z-sequences of coefficients cn Therefore the corre-sponding power series expansion (72) gives a good picture of the nature of elementsin H ˝ from an analytic point of view they are simply formal power serieswith coefficients in an `2-space but with possibly empty convergence region So ingeneral there is no way to associate a value at any point for a ldquofunctionrdquo f 2 H ˝In particular there is no reproducing kernel for H ˝ If there had been this wouldhave been given by

          Xn2Z

          enzenw zw 2 ˝

          (cf (340)) but this series converges nowhereThe annulus ˝ has a unique mother body sitting with uniform density on a

          circle jzj D for certain in the interval r lt lt R namely that value for whichur D uR where ur uR are defined by (622) But as is clear from the abovenot even on this circle there are any continuous point evaluations for elements inH ˝

          73 Complements of Unbounded Quadrature Domains

          Let D be a quadrature domain with 0 2 D The inversion z 7 1=z then takes thecomplement of D to a bounded domain

          ˝ D inv De D fz 2 P W 1z

          2 P n Dg

          Since D is bounded we have 0 2 ˝ The exterior ˝e D inv D is what is calledan unbounded quadrature domain see in general [63 70 88 93 99 100] for thisnotion We shall not need much of the theory of unbounded quadrature domains wejust remark that the class of bounded and unbounded quadrature domains as a wholeis invariant under Moumlbius transformations (see in particular [100] and [93])

          Let d be the order of the quadrature domain D Then by (344) the exteriorexponential transform of D is of the form

          EDzw D FDzw D Qz NwPzPw

          jzj jwj gtgt 1

          96 7 Examples

          where Pz a monic polynomial of degree d and Qz Nw is a polynomial of degreed in each of the variables Some more details on the structure of Qz Nw can beread off from (48) By using Lemma 21 together with (224) or more directly byformula (314) in [36] one obtains from FDzw the interior exponential transformof ˝

          H˝zw D CQ 1z 0Q01Nw

          1 zS01 NwS0Q 1z 1Nw

          D Cpzpw

          qz Nw (73)

          Here Sz D SDz is the Schwarz function for D that branch which is single-valued meromorphic in D and equals Nz on D In addition C D H˝0 0 and p qare polynomials satisfying p0 D q0 0 D 1 Specifically

          qz Nw D zd NwdQ1

          z1

          Nw (74)

          pz D zdQ 1z 0

          1 zS0D zd1 Q 1z 0

          1z S0

          Note that 1z S0 is a factor in Q 1z 0 because QS0 0 D 0 It follows that pzis a polynomial of degree at most d 1

          Since Hzw is positive definite the zeros of pz must be outside ˝ This factcan also be proved directly by using arguments with the Schwarz function includinga valency statement in [101] It also follows that 1=qzw is positive definite in ˝

          If D is connected and has m boundary components (m 1) the algebraic curveloc Q W Qzw D 0 has genus m 1 In fact this curve is (after completionin projective space P2 and resolution of singularities) canonically isomorphic tothe compact Riemann surface (Schottky double of D) obtained by completing Dwith a backside (a copy of D provided with the opposite structure) the two piecesglued together along D On the frontside the isomorphism is given by D 3 z 7z Sz 2 loc Q Recall that QDz Sz D 0 identically From this we obtain thetotal number of branch points of Sz considered as an algebraic function IndeedSz has d branches over the Riemann sphere and the Riemann-Hurwitz formula[22] shows that the number of branch points is

          b D 2m C d 2 (75)

          Turning to ˝ D inv De the Schwarz function for ˝ is related to that for Dby

          S˝z D 1

          SD1=z

          and it has a single-valued branch in ˝e namely that branch which equals Nz on ˝ However continuing that branch into ˝ it will not be single-valued (unless d D 1)

          73 Complements of Unbounded Quadrature Domains 97

          Instead its structure of branch points will determine the mother body structure anymother body will consist of arcs which end up in these branch points

          Notice that in the present situation all poles of S˝z are located outside ˝ soany mother body for˝ will consist solely of branch cuts and from (75) we see that2m C d 2 is an upper bound for the number of end points of these cuts

          731 The Ellipse

          The ellipse can be obtained as the complement of the inversion of a certain two pointquadrature domain known as the Neumann oval see [47 69 93 101] It is also aspecial case of the hypocycloid to be treated in the next subsection The values ofthe parameters in (75) are then d D 2 m D 1 b D 2

          The standard ellipse

          ˝ D fz 2 C W x2

          a2C y2

          b2lt 1g

          with half axes a gt b gt 0 has a unique mother body [102] it is the measuresupported by the focal segment Œc c (c D p

          a2 b2 gt 0) given by

          dx D 2ab

          c2p

          c2 x2 dx c lt x lt c

          (For some higher dimensional aspects see [64]) The madonna body (skeleton forthe equilibrium measure) 13 for the ellipse has the same support but a differentdensity

          d13 D dx

          p

          c2 x2 c lt x lt c (76)

          The Schwarz function for the ellipse is

          Sz D a2 C b2

          c2z 2ab

          c2

          pz2 c2

          that branch of the square root chosen which is positive for large positive values ofz The interior exponential transform Hzw is obtained from (73) with qz Nz D1 x2

          a2 y2

          b2(z D x C iy) and where pz turns out to be constant see also Sect 732

          in this respect Specifically this gives

          Hzw D C

          4a2b2 C a2 b2z2 C Nw2 2a2 C b2z Nw

          where C D 4a2b2H0 0 gt 0

          98 7 Examples

          It is known that the Bergman orthogonal polynomials have 13 as the unique weaklimit of their counting measures The same turns out to be true for the exponentialpolynomials

          Proposition 71 Let 13n be the counting measures for the zeros of the exponentialpolynomials for the ellipse Then in the above notations

          13n 13

          as n 1

          Proof The proof is based on hyponormal operator theory and goes as follows LetS 2 L `2N denote the unilateral shift operator

          Sek D ekC1 k 0

          where ek stands for the orthonormal basis of `2N Let 0 lt r lt 1 be a parameterand consider the operator T D rS C S Since ŒSS D e0 ˝ e0 we infer

          ŒTT D ŒrS C S rS C S D 1 r2ŒSS D 1 r2e0 ˝ e0

          Since the operators S and S commute modulo compact ones the essentialspectrum of T is equal to the set

          essT D fr C 1

          jj D 1g

          that is it coincides with the ellipse of semiaxes 1˙ r Thus the spectrum of T is thesolid ellipse The focal segment for this ellipse is Œ2pr 2

          pr (Fig 71)

          The finite dimensional subspaces to compress T on are

          HnT e0 D spanfe0 e1 en1g

          and the associated truncated operators are

          Tn D

          0BBBBBBBB

          0 r 0 0 0

          1 0 r 0 0

          0 1 0 r 0

          0 0 0 0 r0 0 1 0

          1CCCCCCCCA

          This is a Jacobi matrix and it is well known that its characteristic polynomial isup to a normalizing factor equal to the Chebyshev polynomial of the second type

          73 Complements of Unbounded Quadrature Domains 99

          Fig 71 Zeros of the orthogonal polynomials Pn n D 10 20 30 for an ellipse

          Unz

          2p

          r Recall that

          Uncos D sinn C 1

          sin

          so that indeed the zeros of Unz

          2p

          r asymptotically distribute as in (76) ie

          according to the probability distribution

          1

          d D dx

          p4r x2

          2pr lt x lt 2p

          r

          732 The Hypocycloid

          A hypocycloid is a curve traced out from a point in a disk when this disk rolls insidea larger circle In case the point lies on the boundary of the disk the hypocycloidhas outward pointing cusps otherwise it is a smooth curve If the ratio between theradii of the two circles is an integer then the curve obtained is a closed curve andbounds a domain We shall consider such a hypocycloid domain ˝ centered at theorigin

          Elementary considerations show that if the distance from the origin to the centerof the smaller disk is a gt 0 and the moving point zt sits on distance b gt 0 fromthe center of this smaller disk then the motion is given by

          zt D aeit C beid1t

          100 7 Examples

          Here d gt 1 is the ratio between radius of the larger circle to that of the smaller oneWe assume that d is an integer so d 2 The geometry of the above configurationworks out only if

          a d 1b (77)

          The equality case here corresponds to the hypocycloid being singular with cuspsSetting D eit above we see that the hypocycloid simply is the image of the unit

          circle under the rational function

          D a C b1d

          In addition (77) is exactly the condition for to be univalent in De Thus is

          then a conformal map De ˝e subject to standard normalization at infinity (in

          particular 1 D 1)After inversion z 7 1=z the exterior domain˝e turns into a bounded domain D

          with conformal map W D D given by

          D 1

          1=D

          a C bd

          Since this is a rational function of order d D is a quadrature domain of order d Thed poles are located at the dth roots of a=b In particular we see that the multiplepole of order d 1 of at the origin has split into d simple poles for Since Dis a (bounded) quadrature domain ˝e is an unbounded quadrature domain with amultiple quadrature node at infinity

          The number d above has the same meaning as in the beginning of this Sect 73and the number of boundary components of D or ˝ is m D 1 The boundary of Dis given by an equation

          D W Qz Nz D 0

          where the polynomial Qzw has degree d in each of the variables hence theboundary of ˝ is given by qz Nz D 0 with qzw as in (74) The total numberof branch points of each of SDz and S˝z is given by the Riemann-Hurwitzformula (75) ie equals b D 2m C d 2 D 2d 1

          In addition to these branch points the curve loc Q has singular points Takingmultiplicities into account the total number of singular points is d 12d 1according to the genus formula [29] The quadrature nodes account for dd 1

          singular points located at points of infinity of the two dimensional projective spaceP2 Further on there are d C 1 singular points visible in the real as isolated rootsz 2 C of Qz Nz D 0 or cusps on the boundary in the cusp case One of these pointsis the origin (see argument below) the point of inversion the remaining d pointsare located in D (or on D in the cusp case) on those radii from the origin whichare intermediate between the radii leading to the quadrature nodes The remaining

          73 Complements of Unbounded Quadrature Domains 101

          d12d1dC1D dd3 are not visible in the real The above statementsas well as some assertions below are elaborated in detail and proved [33]

          Using that Qz Nz must be invariant under rotations generated by z 7 e2 i=d onefinds that Qzw more exactly is of the form

          Qzw D ˛0 C ˛1zw C ˛2z2w2 C C ˛d1zd1wd1 C ˛dzdwd C ˇzd C Nwd

          Because we have assumed that D is simply connected it also follows from potentialtheoretic consideration together with symmetries that ˛0 D 0 Indeed the functionu in (618) must have a stationary point at the origin hence SD0 D 0 and soQ0 0 D 0 And since Qz Nz 0 in D it follows that the origin is a singular pointon loc Q By normalization we also have ˛d D 1

          Turning to qzw and pz see (74) it follows that

          qzw D 1C ˛d1zw C ˛d2z2w2 C C ˛1zd1wd1 C ˇzd C ˇwd

          where we have used that ˇ is real and

          pz D zdQ1

          z 0 D ˇ

          In general pz has degree d 1 as mentioned after (74) and when the origin isa singular point it has always degree d 2 as a consequence of Q0 0 D 0 Butin the present case it is even better than so pz is simply a constant This makes theinterior exponential transform (73) to appear on the very simple form

          H˝zw D C

          1C ˛d1z Nw C ˛d2z2 Nw2 C C ˛1zd1 Nwd1 C ˇzd C ˇ Nw d

          (78)

          Since we started out from having uniformizations of the curves Qzw D 0 andqzw D 0 for example

          q 1= N D 0 2 P (79)

          we can easily determine the coefficients in (78) in terms of the coefficients a and bof The result for d D 3 is

          H˝zw D C

          a2bz3 C Nw3 b2z2 Nw2 a2b2 C a4 2b4z Nw C a2 b23

          where we have changed the normalization in the denominator hence changed thevalue of C For any d 2 the values of the coefficients ˛j ˇ are obtained by solvinga linear system of equations obtained from the substitution (79) So this is quitestraight-forward Of course one can also find the polynomial qzw by classical

          102 7 Examples

          elimination theory without knowing anything a priori about qzw but that leadsto more difficult equations to solve

          For d D 2 we are in the ellipse case discussed in terms of different methods andnotations in Sect 731 and in that case we could find the Schwarz function and themother body explicitly But already in the case d D 3 it is not so easy anymoreIt is difficult to write down the Schwarz functions SDz and S˝z explicitlysince this would involve solving a third degree algebraic equation However thelocations of the b D 2d 1 D 4 branch points can be estimated For examplefor S˝z the branch points are inside ˝ one at the origin and the other threeon the radii corresponding (under the inversion) to the radii just mentioned Thusany mother body will consist of arcs connecting these points and analysis of therequirements M1 M5 in Chap 6 leaves only one possibility open namelythat its support consists of the straight lines (radii) from the origin to the threebranch points outside the origin Figure 72 indicates that zeros of the exponentialpolynomials do converge to this configuration

          Similar results have been obtained for other sequences of polynomials see forexample [20 55] and for a warning [85]

          Fig 72 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the hypocycloid defined by D 2 C 1=82

          74 Lemniscates 103

          74 Lemniscates

          For R gt 0 we consider the lemniscate

          ˝ D fz 2 C W jzm 1j lt Rmg

          Thus the boundary is given by

          zm 1Nzm 1 D R2m

          which on solving for Nz gives the Schwarz function

          Sz D m

          szm 1C R2m

          zm 1 (710)

          the appropriate branch chosen Obviously˝ is symmetric under rotations by angle2=m

          We start by computing the mother body There are three cases to consider

          1 The disconnected case 0 lt R lt 1 ˝ then consists of m ldquoislandsrdquoBranch points for Sz z D 1 and 1 R2m1=m (the positive root) plus rotationsby 2=m of this The branch cuts giving rise to a real actually positive motherbody are the interval Œ1R2m1=m 1 ˝ plus the rotations of this The motherbody itself is

          dx D sin m=

          xm 1C R2m

          xm 11=m dx 1 R2m1=m lt x lt 1

          plus rotations by 2=m2 The critical case R D 1 ˝ still consists of m islands meeting at the origin

          which now is a higher order branch point The branch cuts are 0 1 ˝ plusrotations and the formula for d is the same as above

          3 The connected case 1 lt R lt 1In this case the only branch points contained in˝ are the mth roots of unity andthe branch cuts giving a real mother body are the radii from the origin to theseroots of unity The mother body itself is

          dx D sin=m

          xm 1C R2m

          1 xm1=m dx 0 lt x lt 1

          plus rotations

          104 7 Examples

          Fig 73 Zeros of the orthogonal polynomials for lemniscate with m D 3 and R D 09

          These mother bodies seem to agree as far as the supports are concerned withlimits of counting measures found in numerical experiments (Fig 73)

          One may compare with what is known for the Bergman polynomials In that case should be replaced by the equilibrium measure which is related to the exteriorGreenrsquos function and is easy to compute Indeed the Greenrsquos function is

          g˝ez1 D 1

          mlog jzm 1j log R

          the equilibrium measure sits on the boundary and its density with respect to arclength is proportional to the normal derivative of the Greenrsquos function Precisely dA is to be replaced by the measure

          1

          2

          jzjm1

          Rmjdzj on ˝

          75 Polygons 105

          The unique mother body (ldquomadonna bodyrdquo) is in terms of the harmonic continua-tion of the above Greenrsquos function to all C

          D 1

          2g˝e1 D 1

          m

          mXkD1

          ık

          where D e2 i=mThe comparison we wish to make here is first of all that the madonna body

          is completely different from the mother body for D ˝ and second thatfor the counting measures for the Bergman polynomials there is rather completeknowledge saying that certain subsequences converge to the madonna body butother subsequences (actually most of them) converge to an equilibrium measurefor a sublemniscate namely jzm 1j lt R2m (at least when 0 lt R lt 1) Forour exponential polynomials the entire sequence of counting measures seems toconverge to a measure having the same support as the mother body

          75 Polygons

          751 Computation of Mother Body

          For convex polygons with D 1 in ˝ it is known [34] that

          uz D 1

          2dist z˝e2

          for the unique mother body which sits on the ldquoridgerdquo ie the set of those points in˝ which have at least two closest neighbors on the boundary On each line segmentin the ridge the density of with respect to arc length is linear and it goes down tozero where the ridge reaches ˝ namely at the corner points

          As for the supports of these mother bodies they are in reasonable but not perfectagreement with the numerical findings for the limits of the counting measures Thedensities do not agree however

          752 Numerical Experiments

          Asymptotic zeros for a square rectangle pentagon and hexagon are depicted inFigs 74 75 76 77)

          106 7 Examples

          Fig 74 Zeros of the orthogonal polynomials Pn n D 40 50 75 for the square with vertices atthe forth roots of unity

          Fig 75 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the 2 1 rectangle withvertices at 2C i 2C i 2 i and 2 i

          75 Polygons 107

          Fig 76 Zeros of the orthogonal polynomials Pn n D 100 110 120 for the canonical pentagonwith vertices at the fifth roots of unity

          Fig 77 Zeros of the orthogonal polynomials Pn n D 80 90 100 for the canonical hexagon withvertices at the sixth roots of unity

          108 7 Examples

          76 The Half-Disk and Disk with a Sector Removed

          761 Computation of Mother Body

          Let ˝ be the half-disk

          ˝ D fz 2 C W jzj lt 1 Re z gt 0g

          The modified Schwarz potential is

          u D minu1 u2

          where uj solves the Cauchy problem (616) (617) with D ˝ for respectivelythe straight ( j D 1) and circular ( j D 2) part of the boundary

          (u1z D 1

          2Re z2

          u2z D 14jzj2 log jzj2 1

          It follows that the equation for the support of the mother body is

          x2 y2 C logx2 C y2 D 1

          This agrees almost exactly with where the zeros of the orthogonal polynomials arefound in numerical experiments See Fig 78

          Considering a more general convex circular sector say

          ˝ D fz 2 C W jzj lt 1 j arg zj lt ˛g

          where 0 lt ˛ lt 2

          there will be three branches of u corresponding to the differentpart of ˝ to match the straight line segment in the first quadrant the circular arcand the line segment in the fourth quadrant contribute respectively with

          8ltˆ

          u1z D 12Im ei˛z2

          u2z D 14jzj2 log jzj2 1

          u3z D 12Im ei˛z2

          76 The Half-Disk and Disk with a Sector Removed 109

          Fig 78 Zeros of theorthogonal polynomials Pnn D 100 110 120 for thehalf-disk

          The particular choice ˛ D 4

          results in the explicit expressions

          8ltˆ

          u1z D 14x2 C y2 2xy

          u2z D 14x2 C y2 logx2 C y2 1

          u3z D 14x2 C y2 C 2xy

          (711)

          The modified Schwarz potential will in the above cases (any convex sector) be u Dminu1 u2 u3 and the presumably unique mother body D 1 u

          Finally we may consider a non-convex sector say

          ˝ D fz 2 C W jzj lt 1 j arg zj lt 3

          4g

          The system (711) is then modified to

          8ltˆ

          u1z D 14x2 y2 2xy

          u2z D 14x2 C y2 logx2 C y2 1

          u3z D 14x2 y2 C 2xy

          110 7 Examples

          Fig 79 Zeros of the orthogonal polynomials Pn n D 60 80 100 for the 3=4-disk

          It is still possible to glue u1 u2 u3 to one continuous function u in ˝ but thecorresponding measure D 1 u will no longer be positive it will be negativeon a line segment of the positive real axis starting at the origin Thus it is out ofquestion that can be the weak limit of some counting measures

          There are however two (positive) measures which do satisfy all requirementsof a mother body These are obtained by decomposing the ˝ into a half disk plusa quarter disk and adding the mother bodies for these This can be done in twodifferent ways but none of the mother bodies obtained come close to agreeing withthe results of numerical experiments These are shown in Fig 79

          762 Numerical Experiment

          See Figs 78 and 79

          77 Domain Bounded by Two Circular Arcs 111

          77 Domain Bounded by Two Circular Arcs

          Consider a domain˝ bounded by two circular arcs with centers on the real axis andmeeting at the points ˙i Denoting by a b 2 R the centers assumed distinct theequations of the circles are

          Ca W jz aj2 D 1C a2

          Cb W jz bj2 D 1C b2

          The corresponding solutions ua ub of the local Cauchy problem (616) (617) with D 1 ie the functions given by (619) are

          uaz D 1

          4jz aj2 1C a2log jz aj2 C 1 log1C a2

          similarly for ub Note that ua satisfiesua D 11Ca2ıa in all C ua D rua D 0

          on Ca (similarly for ub)Since a curren b we may assume that a lt b and also that a lt 0 It is easiest to

          think of the symmetric case that b D a but the analysis below does not reallyrequire that It is easy to see that given a and b there are four different domains ˝such that ˝ Ca [ Cb With Da Db denoting the open disks bounded by Ca Cb

          respectively these domains are Da Db Da [ Db Da n Db Db n Da Set

          L D fz 2 C W uaz D ubzg

          bull For the convex lens domain ˝ab D Da Db the situation is similar to that ofa half-disk in Sect 76 the modified Schwarz potential is u D minua ub andthe unique mother body sits on ˝ab L the positive density with respect to thearc length measure there being the size of the jump of the normal derivative of uwhich is the same as jrub uaj (on ˝ L) Denote this mother body by ab

          bull For the moon-shaped domain ˝ab D Da n Db the situation is somewhatsimilar to that of the lens domain the (presumably unique) mother body is apositive measure sitting on ˝ab L and the modified Schwarz potential still isminua ub where however it is now the restriction of ub to the exterior of Db

          which comes inbull Similarly for ˝ba D Db n Dabull For˝aCb D Da [Db which is not convex the line segment Da DbL divides

          the domain into two parts in such a way that the modified Schwarz potential uis represented by ua in the part containing the point a and by ub in the partcontaining b Within Da Db this gives u D maxua ub hence it is actually

          112 7 Examples

          Fig 710 Zeros of the orthogonal polynomials Pn n D 40 50 60 for ˝aCb with b D a D 1

          opposite to the representation in the case of ˝ab The matching on Da Db L will now result in a negative contribution to the mother body more exactlythe contribution will be ab In addition there will be (positive) contributionsfrom the point masses at a and b In summary one mother body (which howeverviolates the positivity requirement iii in Chap 6) is

          aCb D 1C a2ıa C 1C b2ıb ab

          There are also two other mother bodies which fulfill all the requirements inChap 6 but which are decomposable in a non-desirable sense In the symmetriccase a C b D 0 they do not respect the symmetry of ˝aCb They are obtainedby simply adding the mother bodies of each piece in the decompositions (up tonull-sets) ˝aCb D Da [˝ba D Db [˝ab

          771 Numerical Experiment

          The symmetric case with b D a D 1 is illustrated in Fig 710

          78 External Disk

          In general if˝ is the disjoint union of two domains say˝ D ˝1[˝2˝1˝2 D then E˝zw D E˝1zwE2zw and for example

          H˝zw D H˝1zwE˝2zw for zw 2 ˝1

          Thus H˝zw has H˝1zw as a main term inside ˝1 but is still is influencedby ˝2 via E˝2zw However the singularity structure inside ˝1 is completelyindependent of ˝2 By singularity structure we mean objects like mother bodies j

          78 External Disk 113

          for ˝j ( j D 1 2) or singularities for analytic continuations across the boundary ofthe exterior versions Fjzw of Ejzw

          To make this precise consider the analytic extension into ˝1 of

          F˝zw D F˝1zwF˝2zw

          assuming that ˝1 is analytic Denoting by S1z the Schwarz function for ˝1 thatanalytic extension is given by

          F˝zw D z S1wS1z Nwz wNz Nw E˝1zwF˝2zw zw 2 ˝1

          Here E˝1zw is defined precisely as in (21) and in the last factor we couldalso have written E˝2zw in place of F˝2zw The mentioned singularities areexactly the singularities of the Schwarz function S1z equivalently of the Cauchytransform C˝1z inside ˝1 The point we wish to make is that S1z and C˝1zare local objects completely independent of ˝2 in contrast to what is the casefor the exponential transform and even worse for the global spaces objects suchas the Bergman orthogonal polynomials as we shall see below In other wordsmother bodies and related structures are local objects when considering disjointunion of domains This makes it believable that also asymptotic zero distributionsfor orthogonal polynomials should also local objects at least approximately Andthis is also what is seen in our numerical experiments below

          If ˝ is the disjoint union of a non quadrature domain and a disk then the diskwill probably not be seen by the asymptotic distribution of zeros because only onezero is needed to ldquokillrdquo the disk Similarly for the disjoint union of a quadraturedomain and a non quadrature domain the quadrature domain will (probably) beinvisible in the limit

          781 Numerical Experiment Ellipse Plus Disk

          The disjoint union of an ellipse and a disk case is in sharp contrast with the Bergmanspace picture where different ldquoislandrdquo affect at distance the distribution of zeros ofthe respective complex orthogonal polynomials see [50] (Figs 711 and 712)

          The external curve in the Bergman space picture is a singular level line of theGreenrsquos function of the union of the two domains In this case its Schwarz reflectionin the two boundaries is partially responsible for the root distribution For details onthe Bergman zero distribution see [50]

          782 Numerical Experiment Pentagon Plus Disk

          The numerical experiments supporting the following two images of a pentagon andan external disk illustrate again the sharp contrast between the zero distribution of

          114 7 Examples

          Fig 711 Zeros of the exponential orthogonal polynomials Pn n D 10 15 20 for the disjointunion of an ellipse and a disk

          Fig 712 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of an ellipse and a disk

          Fig 713 Zeros of the exponential orthogonal polynomials Pn n D 40 60 80 for the disjointunion of a regular pentagon and a disk

          complex orthogonal polynomials associated to the exponential transform respec-tively the Bergman space metric Like in the previous picture the external curvein the Bergman space picture is a singular level line of the Greenrsquos function of theexterior domain much responsible for the root distribution in the Bergman spacesituation (Figs 713 and 714)

          79 Abelian Domains 115

          Fig 714 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of a regular pentagon and a disk

          79 Abelian Domains

          We consider here the case that ˝ is a quadrature in a slightly extended sense forexample that

          1

          h dA D cZ a

          ah dx C

          Xk

          ckhak (712)

          holds for all integrable analytic functions h in ˝ with a c ck gt 0 We assumethat ˝ is simply connected and then the conformal map from the unit disk willcontain logarithmic terms to account for the line segment in addition to the rationalterms needed for the point evaluations See in general [16] (Ch 14) [32 107] (˝is an Abelian domain in the sense of [107]) With emphasis on multiply connecteddomains systematic constructions (analytical and numerical) of quadrature domainsfor sources along curves are given in [73]

          The simplest possible case is obtained by taking f W D ˝ of the form

          f D A log1C ˛

          1 ˛C B (713)

          where 0 lt ˛ lt 1 AB gt 0 This gives

          1

          h dA D AZ a

          ah dx C 2˛AB h0

          where a D A log 1C˛21˛2 C B˛ gt 0 This example has the slight disadvantage that the

          quadrature node z D 0 lies on the support of the line integral If one wants to avoid

          116 7 Examples

          that a next simplest example can be taken as

          f D A log1C ˛

          1 ˛ C B

          1C ˇ22 (714)

          with 0 lt ˇ lt 1The computations are most easily performed by writing h as a derivative say

          h D H0 whereby

          1

          h dA D 1

          2i

          H0zdzdNz D 1

          2i

          HzdNz

          D 1

          2i

          ZD

          H f df 1= N

          which is easily computed as a sum of residuesRecall that Corollary 54 says that under certain assumptions isolated quadra-

          ture nodes such as the ak in (712) are ignored in the asymptotics of the zeros

          710 Disjoint Union of a Hexagon and a Hypocycloid

          7101 Numerical Experiment

          In Fig 715 we have an example of a disjoint union of two non-quadrature domainsand it indicates to what extent the asymptotic zero distributions in the two domainsinfluence each other Only in the case of small separation there will be anysubstantial influence

          Fig 715 Zeros of theorthogonal polynomials Pnn D 50 60 70 for a disjointunion of a hexagon and ahypocycloid

          711 A Square with a Disk Removed 117

          711 A Square with a Disk Removed

          Choosing for example

          ˝ D fz 2 C W jxj lt 1 jyj lt 1 jzj gt Rg

          where 0 lt R lt 1 the modified Schwarz potential u is obtained as the minimum offive such potentials one for each part of the boundary

          uz D 1

          2minfjx 1j2 jx C 1j2 jy 1j2 jy C 1j2 1

          2jzj2 R2 log

          jzj2R2

          R2g

          The (presumably unique) mother body for the density D 1 is then obtainedfrom (615)

          7111 Numerical Experiment

          The zeros for this doubly connected domain are illustrated in Fig 716

          Fig 716 Zeros of the orthogonal polynomials Pn n D 40 60 90 for ˝ as in Sect 711 withR D 025

          Chapter 8Comparison with Classical Function Spaces

          Abstract Two classical quantizations of planar shapes via Toeplitz operatorsacting on Bergman space respectively Hardy-Smirnov space are briefly comparedto the new hyponormal quantization developed in these lecture notes

          81 Bergman Space

          It is possible and desirable for a comparison basis to create Hilbert spaces analogousto H ˝ or Ha˝ with other positive definite kernels in place of Hzw Onenatural choice is the Bergman kernel Kzw producing a Hilbert space K ˝

          with inner product

          h f giK ˝ D 1

          2

          Kzwf zgwdAzdAw

          Note that in the case of a quadrature domain ˝ the above sesquilinear form hasfinite rank We shall not pursue the analysis of this alternative scenario in this paperNote however that if one replaces in the above inner product the Bergman kernel byits complex conjugate then one recovers for analytic f and g the ordinary Bergmanspace inner product

          1

          2

          Kzwf zgwdAzdAw D 1

          f wgwdAw D h f gi2˝

          Here the reproducing property

          f w D 1

          f zKzwdAz f 2 L2a˝ (81)

          of the Bergman kernel was usedA further remark concerns the Friedrichs operator Let P W L2˝ L2a˝

          denote the orthogonal projection onto the Bergman space ie the integral operator

          given by the right member of (81) Then the linear transformation Pf D PNf is

          copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_8

          119

          120 8 Comparison with Classical Function Spaces

          analogous to our previously studied operator H D ˇ ı ˛ see (37)

          Pf w D 1

          f zKzw dAz f 2 L2˝

          In particular the range consists of anti-analytic functions Conjugating the resultgives the Friedrichs operator f 7 PNf which hence has the representation (onswitching names of the variables)

          PNf z D 1

          Kzwf w dAw

          It maps L2a˝ into itself but has the disadvantage of being linear only over R (sosometimes one studies its square instead)

          Finally we may remark on extension properties to compact Riemann surfaceKeeping w 2 ˝ fixed it is well-known that Kzwdz considered as a differential inz 2 ˝ extends to a meromorphic differential on the Schottky double O of˝ with adouble pole at the mirror point of w as the only singularity In other words Kzwextends to a meromorphic section of the canonical line bundle on the compactRiemann surface O As such it is uniquely determined by the natural periodicityconditions it satisfies (the integrals over those cycles in a canonical homology basiswhich are complementary to those cycles which lie entirely in the plane vanish)The analysis can be extended to both variables simultaneously so that Kzwdzd Nwbecomes a meromorphic double differential on O O See for example [96] for theabove matters

          The above is to be compared with the corresponding properties of Hzwdiscussed in Sect 24 for fixed w 2 ˝ it extends as a holomorphic section of thehyperplane section bundle on the compact Riemann surface P (etc)

          82 Faber Polynomials

          Faber polynomials have a rich history spanning over more than a century Theirimprint on univalent function theory and polynomial approximation in the complexdomain is long lasting The aim of the present section is to draw a parallelbetween Faber polynomials and the orthogonal polynomials associated to theexponential transform Without aiming at full generality we confine ourselves toover conservative smoothness assumptions

          Let ˝ C be a connected and simply connected bounded domain with realanalytic smooth boundary D ˝ Let

          z D w D a1w C a0 C a1w

          C

          82 Faber Polynomials 121

          be a conformal mapping of P n D onto P n˝ normalized so that 1 D 1 and 01 gt 0 We denote by

          w D z D c1z C c0 C c1z

          C

          the inverse conformal map convergent in a neighborhood of z D 1 Faberrsquospolynomial of degree n is the unique polynomial fn satisfying at the level of formalLaurent series

          fn w D wn C Rnw1

          where Rnz is a power series without constant termCauchyrsquos formula proves the generating series definition

          0zz u

          D1X

          nD0

          fnu

          znC1

          See for instance Ullman [106]We will show how to include this classical construction of polynomials attached

          to a planar domain to our operator theory setting Specifically we consider theToeplitz operator with symbol

          T h D P h h 2 H2T

          Above H2 D H2T denotes the Hardy space of the unit disk with orthonormalbasis wk1kD0 and P W L2T d

          2 H2 is the orthogonal projection often called the

          Szegouml projection When analytically extending the functions from their boundaryvalues

          Phz D 1

          2

          ZT

          h

          1 z

          d

          i

          Proposition 81 Assume the Jordan curve is real analytic smooth Then theexterior conformal mapping analytically extends across the unit circle theToeplitz operator T has trace-class self-commutator and the following spectralpicture holds

          T D ˝ essT D

          with principal function g D ˝

          122 8 Comparison with Classical Function Spaces

          Proof Let S D Tz denote the unilateral shift on Hardy space Since the function is smooth on the circle we can write

          T D a1S C a0 C a1S C

          where the series is convergent in operator norm Moreover due to the smoothnessof it is well known that in this case that the commutator ŒT

          T is trace-classWriting

          Q D a1S C a2S2 C

          we note that Q is an analytic Toeplitz operator hence subnormal Consequently theself-commutator ŒQQ is non-positive This implies the bound

          ŒT T D a21ŒS

          SC ŒQQ a211 ˝ 1

          It is also well known that the essential spectrum of T is equal to the image of T by that is

          Let 2 ˝ Then r curren 0 for all 2 T and r 1 Hence the Toeplitzoperator T r is Fredholm And so is its homothetic

          r1T r D a1S C a0

          rC a1

          r2C

          But the latter can be deformed (r 1) in the space of Fredholm operators to a1Shence it has Fredholm index equal to 1 This proves that ˝ T and

          indT D 1 2 ˝

          If hellip ˝ then the function is invertible on T and has winding numberzero Then a factorization of the symbol into a product of an analyticinvertible function inside the disk and one analytic and invertible outside the diskshows that T is invertible

          The infinite Toeplitz matrix associated to T in the basis formed by themonomials is

          T D

          0BBB

          a0 a1 a2 a1 a0 a10 a1 a0

          1CCCA

          The cyclic subspaces

          HnC1 D spanf1T 1 Tn 1g D spanf1w wng

          82 Faber Polynomials 123

          form exactly the standard scale Let n denote the orthogonal projection of H2 ontoHn and set

          T n D nT n

          for the finite central truncation of the above Toeplitz matrixThe very definition of the Faber polynomial implies

          Tfn 1 D wn n 0

          On the other hand the inner product

          Πp q WD h pT 1 qT 1i

          is non-degenerate on complex polynomials p q 2 CŒz hence we can speak aboutthe associated orthonormal polynomials Specifically there exists for every non-negative integer n a polynomial Fn of degree n such that

          FnT 1 D wn n 0

          We will call them quantized Faber polynomialsHowever the other natural inner product

          f p qg D hTpı 1Tqı 1i D PV1

          2

          ZT2

          p eitq eis

          1 eistdtds

          has diagonal singularities comparable to the Hilbert space structure studied in theprevious chapters

          As a matter of fact the Hessenberg matrix representing the multiplication by zin the basis fn1nD0 differs from the Toeplitz matrix associated to the inverse seriesz only by a rank-one perturbation More precisely adopting the normalizationa1 D c1 D 1 one knows that Faber polynomials fn are the characteristic polynomialsof the finite central truncations of the infinite matrix

          X D

          0BBBBB

          c0 2c1 3c2 4c3 1 c0 c1 c20 1 c0 c1 0 0 1 c0

          1CCCCCA

          see Eiermann and Varga [20] The distribution of zeros and asymptotics of thecounting measures of the Faber polynomials fn1nD0 is understood in detail dueto many recent contributions notably Ullman [106] and Kuijlaars-Saff [68]

          124 8 Comparison with Classical Function Spaces

          The good news is that the zero asymptotics of the quantized Faber polynomialsis also well understood in the case of finite banded Toeplitz matrices that is forconformal mappings with finitely many negative modes

          z D w D a1w C a0 C a1w

          C C an

          wn

          More exactly the cluster of eigenvalues of the finite central truncations T n aswell as the asymptotics of the counting measures is understood in this case in termsof and relation with classical potential theory We refer to the classical works ofSchmidt-Spitzer Hirschman and Ullman amply commented and carefully exposedin the monograph by Boumlttcher and Grudsky [11]

          For our essay this case is quite relevant as the complement of the domain ˝ isa quadrature domain on the Riemann sphere

          In order to illustrate what it is at stake in the asymptotic analysis of the zeros ofFaber polynomials we reproduce from [106] and [68] a few fundamental results Let

          0 D lim supn1

          jcnj1=n

          denote the radius of convergence of the inverse conformal mapping The fibres ofthe map

          W fz W jzj gt 0g C

          play a crucial role First we isolate after Ullman the complement of the range of

          C0 D fw 2 C W 1fwg D g

          This is a compact subset of the complex plane because the range of covers aneighborhood of the point at infinity Second among the points in the range of we distinguish the set C1 of those w 2 C with the property that 1w has asingle element of largest modulus say and there the map is non-ramified that is0 curren 0 Since is non-ramified at z D 1 the set C1 covers a neighborhood ofinfinity

          Ullman proved that all limit points of the Faber polynomials fk are contained inthe complement of C1 and that every boundary point of C1 is a limit point of thesezeros [106] Further on combining methods of potential theory with approximationtechniques of Toeplitz matrices Kuijlaars and Saff [68] refined the above pictureas follows Denote the counting measures of the zeros of Faber polynomials fk byk k 1

          If C0 has no interior then the sequence k converges in weak-star topology toa positive measure whose support is equal to C1 If in addition C D C0 [ C1then is the equilibrium measure of C0 If int C0 is non-empty and connected thena subsequence of k will have the same limiting behavior It goes without sayingthat computing the sets C0 and C1 is quite challenging even for rational conformalmappings

          Appendix AHyponormal Operators

          We gather below some basic facts used throughout the text about hyponormaloperators By definition a linear bounded operator T acting on a Hilbert space His called hyponormal if the commutator inequality

          ŒTT D TT TT 0

          holds true in the operator sense That is for every vector x 2 H one has

          hTTx xi hTTx xi

          or equivalently

          kTxk kTxk x 2 H

          Typical examples are subnormal operators and singular integral operators on theline with Cauchy type kernel Indeed if S D NjH is the restriction of a normaloperator to an invariant subspace H then

          kSxk D kNxk D kNxk kPNxk D kSxk x 2 H

          where P denotes the orthogonal projection of the larger Hilbert space onto HFor instance the multiplication Mz by the complex variable on the Bergman

          space L2a˝ attached to a bounded planar domain˝ is subnormal hence hyponor-mal As for singular integral examples consider L2I dx where I is a closedinterval on the line Let a b 2 L1I with a D a ae Obviously the multiplicationoperator ŒXx D xx is self-adjoint on L2I dx The operator

          ŒYx D axx bx

          i

          ZI

          byy

          y xdy

          copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

          125

          126 A Hyponormal Operators

          is well defined as a principal value and bounded on L2 by the well known continuityof the Hilbert transform Then

          ŒXYx D bx

          i

          ZIbyydy

          hence T D X C iY is a hyponormal operator

          ŒTT D 2iŒXY 0

          It was this very specific example of singular integral transforms which boosted theearly discoveries related to hyponormal operators

          Proposition A1 The spectral radius of a hyponormal operator is equal to its norm

          Proof It is known that the spectral radius of T can be computed as jTjsp Dlimn kTnk1=n We will prove that for a hyponormal operator T one has

          kTnk D kTkn n 1

          Indeed let x 2 H and fix a positive integer n By assumption

          kTTnxk kTnC1xk

          whence

          kTTnk kTnC1k

          Consequently

          kTnk2 D kTnTnk kTn1TTnk kTn1kkTTnk

          kTn1kkTnC1k D kTn1kkTnC1k

          If we suppose kTpk D kTkp p n as an induction hypothesis we obtain

          kTknC1 kTnC1k

          which implies kTknC1 D kTnC1kThus there are no non-trivial quasi-nilpotent hyponormal operators

          Proposition A2 A linear fractional transformation preserves the hyponormality ofan operator

          A Hyponormal Operators 127

          Proof Let T be a hyponormal operator and assume hellip T Then the operatorI T1 is bounded and

          ŒI T1 I T1 D

          I T1I T1ŒTTI T1I T1 0

          An affine transformation obviously leaves hyponormal operators invariantAs a consequence of the spectral mapping theorem we infer

          kI T1k D 1

          dist T

          This simple observation has a non-trivial consequence at the level of numericalrange

          Proposition A3 Let T 2 L H be a hyponormal operator The closure of itsnumerical range coincides with the convex hull of its spectrum

          WT D convT

          Proof The inclusion convT WT holds in general Assume that there existsa point 2 WT which is not in the convex hull of the spectrum By an affinechange of variables we can assume that T is contained in a disk centered at zeroof radius r and jj gt r Since the spectral radius of T equals its norm we findkTk r and on the other hand

          hTx xi D

          for a unit vector x That is jj jhTx xij r a contradictionMore refined operations leave the class of hyponormal operators invariant For

          instance take T D X C iY to be a hyponormal operator written in cartesian formand let S be a bounded operator in the commutant of X Then X C iSYS is alsohypo-normal

          ŒX iSYSX C iSYS D 2iŒXSYS D S2iŒXYS D SŒTTS 0

          In particular if S D EXı is the spectral projection associated to a Borel set ı Rone obtains a very useful cut-off operation of hyponormal operators One of the non-trivial implication is that in this case EXıTEXı is a hyponormal operate whosespectrum is localized to the band ı R C

          In this respect it is worth recording a non-trivial spectral mapping projectionresult

          128 A Hyponormal Operators

          Theorem A1 (Putnam [82]) Let T D XCiY be a hyponormal operator written incartesian form The projection of the spectrum T onto the x-axis coincides withthe spectrum of X

          Hence the spectrum of the cut-off operator EXıTEXı lies in the vertical bandwith ı as base See [74] for proofs and more details

          One can reverse the flow from abstract to concrete prove first that the real andimaginary parts of a pure hyponormal operators have absolute continuous spectrumand then build a general one variable singular integral functional model In thisprocess one needs precise estimates We recall two of them

          A deep inequality related to non-negative self-commutators was discovered byPutnam It asserts that for every hyponormal operator T one has

          kŒTTk Area T

          Thus every hyponormal operator with ldquothinrdquo spectrum is normal in particular ahyponormal finite dimensional matrix is automatically normal

          As a matter of fact not only the norm but even the trace of a hyponormal operatorT enters into a similar inequality This bears the name of Berger and Shaw and itstates

          TraceŒTT mT

          Area T

          where mT stands for the rational multiplicity of T that is the minimal number ofvectors hj 1 j mT so that f Thj span the whole Hilbert space on which Tacts where f is an arbitrary rational function analytic in a neighborhood of T

          Using these inequalities and cartesian cut-off operations one can prove that thespectrum of a pure hyponormal operators has positive planar density at every pointof it As a matter of fact every compact subset of the complex plane with this densityproperty is the spectrum of a hyponormal operator

          The main concern in this lecture notes is the class of hyponormal operatorswith rank-one self commutator Their classification and spectral analysis is classicalby now thanks to fundamental contributions of Pincus Carey L Brown HeltonHowe Clancey D Xia The monograph [74] contains an overview of the theory ofhyponormal operators and a couple of chapters are devoted to this class of operatorsWe confine ourselves to a few identities used in the main body of the lecture notes

          Let T 2 L H be a linear bounded operator acting on a separable infinitedimensional space and possessing rank-one self-commutator

          ŒTT D ˝

          We also assume that T is irreducible that is the linear span of vectors TnTmnm 0 is dense in H Let zw 2 C be points outside the spectrum of T Then theresolvents T w1 and T z1 exist and the multiplicative commutator

          T zT wT z1T w1

          A Hyponormal Operators 129

          is in the determinant class (that is the identity plus a trace-class operator) and

          detT zT wT z1T w1 D

          detŒI ˝ T z1T w1 D

          1 hT z1T w1 i D

          1 hT w1 T z1i

          Mutatis mutantis we can perform the same operation on the multiplicativecommutator with reversed order of factors

          detT wT zT w1T z1 D

          detŒI C ˝ T w1T z1 D

          1C hT w1T z1 i D

          1C hT z1 T w1i

          Since the product of the two commutators is the identity we infer

          Œ1C hT z1 T w1iŒ1 hT w1 T z1i D 1 (A1)

          The unitary equivalence orbit of the irreducible operator T subject to thecommutation relation ŒTT D ˝ is encoded into the germ at infinity of theanalytic-antianalytic determinantal function

          Ezw D 1 hT w1 T z1i jzj jwj gt kTk

          Hence also in the germ at infinity of the function

          1

          EzwD 1C hT z1 T w1i jzj jwj gt kTk

          The main character of our study is the function E and its exponential representationas a double Cauchy transform

          Theorem A2 (Pincus [76]) The integral representation

          1 hT w1 T z1i D exp1

          ZC

          gdA

          z w jzj jwj gt kTk

          130 A Hyponormal Operators

          establishes a one-to-one correspondence between all irreducible hyponormal oper-ators T with rank-one self-commutator ŒTT D ˝ and L1-classes of Borelmeasurable functions g W C Œ0 1 of compact support

          For the original proof see [76] The function g is called the principal functionof the operator T and it can be regarded as a generalized Fredholm index which isdefined even for points of the essential spectrum

          A simple and far reaching application of the operator counterparts of the abovedeterminants is the ldquodiagonalizationrdquo in a concrete functional model of the operatorsT respectively T Specifically let denote a circle centered at z D 0 of radiusR gt kTk Then Riesz functional calculus yields for any couple of polynomialsf g 2 CŒz

          h f T gTi D 1

          42

          Z

          Z

          f ugvdudv

          Eu v (A2)

          while in complete symmetry

          hgT f Ti D 1

          42

          Z

          Z

          f ugvEu vdudv (A3)

          To illustrate the nature of the above integral representation we outline a novelproof of a classical inequality due to Ahlfors and Beurling Specifically if anessentially bounded function f on C is non-negative and integrable with respectto the two dimensional Lebesgue measure then

          jZC

          f wd Areaw

          w zj2 kf k1kf k1

          for all z 2 CIndeed we can assume that f has compact support and 0 f 1 ae hence

          it is equal to the principal function of a hyponormal operator T with rank-one self-commutator ŒTT D ˝ Then

          h T z1i D 1

          ZC

          f wd Areaw

          w z

          and on the other hand

          kT z1k 1 z 2 C

          and

          kk2 D 1

          ZC

          f wd Areaw

          A Hyponormal Operators 131

          A remarkable and more symmetric formula involving functional calculi wasdiscovered by Helton and Howe [58] We state it in our context of rank-one self-commutator although it is true for trace-class self-commutators

          traceΠpTT qTT D 1

          ZC

          J p qg dA p q 2 CŒz z (A4)

          where J p q stands for the Jacobian of the two functions see [58 74] It was thisvery formula that was the source of Connesrsquo cyclic cohomology theory [15]

          The principal function like the Fredholm index is functorial with respect toanalytic functional calculus Moreover it is invariant under Hilbert-Schmidt additiveperturbations and satisfies non-trivial bounds We reproduce below only one of theseinequalities For proofs and more comments see [74]

          Theorem A3 (Berger [7]) Assume T S are hyponormal operators with trace-class self-commutator and let X be a trace-class operator with null kernel andcokernel If SX D XT then gS gT

          In particular Bergerrsquos Theorem shows that the principal function of a cyclichyponormal operator is bounded by 1

          In case the principal function g is the characteristic function of a bounded openset with real analytic smooth boundary the determinantal function also known asexponential transform Ezw analytically extends across the boundary as explainedin the main body of these notes This observation was used in the proof of a centralregularity result for free boundaries in two real dimensions cf Sect 64 in thesenotes

          Among the early applications of the theory of the principal function anobservation of Basor and Helton [6] stands aside The two authors reproved andgeneralized the Szegouml limit theorem While today there are more refined variants ofthe theorem due to Widom and a few other authors the method used by Basor andHelton is relevant for the topics reviewed in Appendix We sketch below the mainidea

          Let H2 D H2D denote Hardy space of the unit disk with orthogonal projectionP W L2T H2D A Toeplitz operator

          T f D Pf f 2 H2

          with continuous non-vanishing symbol 2 CT is known to be Fredholm withindex equal to negative of the winding number of along the unit circle Assumethat the symbol is smooth and has zero winding number Then the general theorybuilt around the Riemann-Hilbert problem yields a factorization

          z D Czz z 2 T

          where C is a smooth function on T which analytically extends to D while zis smooth and analytically extends to the complement of the disk and 1 D 1

          132 A Hyponormal Operators

          It is easy to check for instance on monomials that

          T D TTC

          Denote by Pn the orthogonal projection of H2 onto the linear span of 1 z znThe finite central truncation Tn D PnTPn is a n C1 n C1 Toeplitz matrix andso are the triangular matrices

          TCn D PnTC

          Pn D PnTC T

          n D PnTPn D T

          Pn

          Note that TCn T

          n D PnTCT

          Pn is not equal to Tn exactly this discrepancy and theprincipal function formula proves Szegouml limit theorem Quite specifically let

          G D exp1

          2

          ZT

          logzdz

          iz

          be the geometric mean of the invertible symbol The logarithm above is definedon C n 1 0 so that log1 D 0 Moreover

          G D 1

          2

          ZT

          Czdz

          iz1

          2

          ZT

          zdz

          iz

          But the matrices TCn T

          n are triangular with the identical entries equal to

          12

          RTCz dz

          iz respectively 12

          RTz dz

          iz on the diagonal Hence

          GnC1 D detTCn det T

          n

          Next linear algebra gives

          Tn D PnTPn D PnTTC

          Pn D PnTCT1

          C

          TTC

          T1

          TPn D

          TCn PnT1

          C

          TTC

          T1

          PnTn

          Therefore

          det Tn

          GnC1 D det Tn

          det TCn det T

          n

          D PnT1C

          TTC

          T1

          Pn

          Due to the smoothness assumption

          det T1C

          TTC

          T1

          D det TTC

          T1

          T1C

          D detTT1

          A Hyponormal Operators 133

          exists and is equal to the limit of the truncated determinants This observation plusHelton-Howe formula imply Szegouml-Widom limit Theorem

          limn1

          det Tn

          GnC1 D detTT1 D exp1

          ZD

          JlogC logdA

          Above J denotes the Jacobian of the two functions

          Historical Notes

          Quadrature domains were isolated in the work by Dov Aharonov and Harold SShapiro see in particular the seminal paper [1] Although originally motivated byunivalent function theory the central role of this class of semi-algebraic domainsfound unexpected reverberations in many areas of modern mathematics suchas fluid mechanics potential theory integrable systems free boundaries inverseproblems The collections of articles [19] offers a good glimpse on the status of thetheory of quadrature domains until 2005 A small selection of books survey articlesand more recent contributions are [16 26 46 70 89 101 107]

          The idea of a potential theoretic skeleton goes right back to Isaac Newtonwho showed that the gravitational field produced by a homogenous ball coincidesoutside the ball by the field of a point mass located at the center of the ball Laterdevelopments involve for example a Preisschrift ldquoUumlber die analytische Fortsetzungdes Potentials ins Innere der anziehenden Massenrdquo by Herglotz available in [59](see also Chapter 1 in [101]) and in particular systematic work by DimiterZidarov and his collaborators on ldquoMaternal and most concentrated bodiesldquo (titleof Chapter III6 in [113]) The particular term ldquomother bodyrdquo was used informallyby O Kounchev for example and inspired by the ideas of this Bulgarian groupin geophysical potential theory an attempt to make the notion of a mother bodymathematically precise was made in [34] Some further developments can befound in [43 95 102] In recent years the ideas of a mother bodies relatedldquomadonna bodiesrdquo and other kinds of potential theoretic skeletons have turnedout to be relevant for asymptotic distributions of zeros of orthogonal polynomialseigenvalues of random matrices etc See for example [9 10 50]

          Orthogonal polynomials have a long and glorious history spanning a centuryand a half Although originally streaming from real function theory questionssuch as extremal problems moment problems convergence of continued fractionseigenfunction expansions generating functions with a combinatorial flavor and soon complex variables turned out to be essential in studying the fine structure andasymptotic behavior of classical orthogonal polynomials The pioneering works of

          copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

          135

          136 Historical Notes

          Fekete Szegouml Carleman Bergman Gonchar Suetin Widom (to name only a fewkey contributors to the subject) laid the foundations of complex analytic and poten-tial theoretic interpretation of the qualitative aspects of orthogonal polynomialsThis trend continues to bloom today with notable impact on quantum mechanicsstatistical mechanics and approximation theory The authoritative monographs[86 103] gave the tone for all later developments of the potential theoretic andcomplex function theoretic aspects of orthogonal polynomials In spite of the factthat the orthogonality studied in the present notes and in particular the class ofassociated orthogonal polynomials does not strictly fit in the framework of theseinfluential works there are too many similarities not to seek in future works aunifying explanation

          One of the first uses of the exponential transform outside operator theorywas to prove regularity of certain free boundaries in two dimensions [36] Theboundaries in question were more precisely boundaries of quadrature domains (ina general sense) and those arising in the related area of Hele-Shaw flow movingboundary problems (Laplacian growth) See [51] for the latter topic The exponentialtransform provided in these cases a simplified route compared to that of Sakai [92ndash94] One advantage with the exponential transform is that it directly gives a realanalytic defining function of the free boundary On the other hand as a tool infree boundary theory it is far less flexible than the general methods developed byL Caffarelli and others within the framework of nonlinear PDE

          In general the theory of free boundaries and their regularity has been a highlyactive and rapidly developing area for at least half a century The regularity theoryis in general very difficult in particular in higher dimensions A few standardreferences are [14 25 65 75]

          The notion of hyponormal operator was introduced by Halmos under a differentname in the article [52] After a necessary period of piling up the naive foundationswell exposed in Halmos problem book [53] Putnam raised the subject to a higherspeed by discovering his famous inequality and by regarding everything from theperspective of commutator algebra [82] It was Joel D Pincus [76] who pushedforward hyponormal and semi-normal operators to a novel direction of quantumscattering theory by isolating a remarkable spectral invariant known as the principalfunction Afterwards it was clear that explicit models of hyponormal operatorsdepart from classical analytic functional spaces by involving singular integraltransforms with kernels of Cauchy type The trace formula for commutators ofHelton and Howe [58] put the principal function into a totally new focus withlinks to global analysis concepts such as curvature invariants characteristic classesand index formulas Out of this phenomenology Alain Connes [15] invented cycliccohomology an important chapter of modern operator algebras In this respect ouressay falls within low dimensional cyclic cohomology theory A synthesis of thetheory of hyponormal operators can be found in the monograph [74]

          The exponential transform arose as the characteristic function of a Hilbertspace operator with trace-class self-commutator Functions of a complex variableencoding in an invariant way the unitary equivalence class of an operator are knownas characteristic functions they played a prominent role in the classification of

          Historical Notes 137

          non-selfadjoint transformations streaming from the works of Moshe Livsic ondissipative operators and Nagy-Foias on contractive operators The lucid approachof Larry Brown [13] revealed the algebraic K-theoretic nature of the exponentialtransform as the determinant of a multiplicative commutator in an infinite dimen-sional setting On the other hand one can interpret the exponential transform inpurely function theoretic terms as a Riesz potential at critical exponent with clearbenefits for the multidimensional setting Or as a solution to a Riemann-Hilbertfactorization problem as in these notes very much in harmony with Pincusrsquo originalvision [76]

          The Ritz-Galerkin method of converting an infinite dimensional and continuousoperator equation into a finite-dimensional discrete problem was widely usedand refined for more than a century in numerical analysis The more specificKrylov subspace approximation of a linear operator by its compressions to finitedimensional subspaces defined by the degree filtration of powers of the operatorsapplied to a cyclic vector is intimately linked to the theory of complex orthogonalpolynomials and has numerous supporters in the applied mathematics community[72] In particular the analysis and inversion of Toeplitz or Wiener-Hopf operatorsby their Krylov subspace compressions was thoroughly studied by several genera-tions of mathematicians see [11] for historical references and the intriguing (by itscomplexity and openness) picture of the field these days

          Glossary

          P D C [ f1g

          DaR D fz 2 C W jz aj lt Rg D D D0 1

          dA D dAz D dArea D dxdy

          For˝ C a bounded open set

          ˝c D C n˝

          ˝e D C n˝ or P n˝ depending on context

          j˝j D Area˝

          f g2˝ D f gL2˝ D 1

          f Ng dA Also k f kp˝ D jj f jjLp˝ (1 p 1)

          L2a˝ Bergman space (analytic functions in L2˝)

          DC Set of smooth test functions with compact support in C

          OE Germs of functions holomorphic in an open set containing E C

          Ezw The exponential transform of a bounded open set ˝ C Defined in allC C by (21)

          Fzw The restriction of Ezw to ˝e ˝e and analytic continuations of thisSee (22)

          Gzw A version of the exponential transform defined and analyticantianalyticin ˝ ˝e Gzw D Gw z See (23) (24)

          Hzw The interior exponential transform defined and analyticantianalytic in˝ ˝ See (25)

          C˝z C˝zw Cauchy transforms (ordinary and double) of ˝ Csee (28) (29)

          copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

          139

          140 Glossary

          Cz Cauchy transform of a measure Written as Cf if d D f dA See Sect 61

          U Logarithmic potential of a measure Written as U˝ if d D ˝ dA SeeSect 61

          Mkj Mk Bkj D bkj Complex harmonic and exponential moments see Sect 22

          Sz The Schwarz function of a real analytic curve See (220)

          H ˝ A Hilbert space associated to the exponential transform see Sect 31

          Ha˝ The subspace of H ˝ generated by analytic functions see (36)

          h f gi Inner product in a Hilbert space in general

          h f gi D h f giH ˝ Standard inner product in H ˝ (and Ha˝) See (34)

          hh f gii D h Nf NgiH ˝ See (322)

          h f giPXX The Pincus-Xia-Xia inner product in Ha˝ See (326)

          f gduality D 12 i

          f zgzdz f 2 O˝ g 2 O˝e0

          H The operator L2˝ L2˝ with kernel Hzw defined by

          Hf w D 1

          Hzwf zdAz w 2 ˝

          See (37)

          G The operator with kernel Gzw defined by

          Gf w D 1

          Gzwf zdAz w 2 ˝e

          See (333)

          Z The operator H ˝ H ˝ defined by Zf z D zf z

          NZ The operator H ˝ H ˝ defined by NZf z D Nzf z

          C The operator H ˝ H ˝ defined by Cf D Cf (Cauchy transform of f )

          NC Related to C by NCf D CNf

          L H The set of bounded linear operators on a Hilbert space H

          C1H The set of those A 2 L H with jAj1 D trp

          AA lt 1 (finite trace norm)

          T Spectrum of an operator T 2 L H

          WT D fhTx xi W x 2 H kxk D 1g the numerical range of an operator T 2L HMore special notations appear in the text

          References

          1 D Aharonov HS Shapiro Domains on which analytic functions satisfy quadratureidentities J Anal Math 30 39ndash73 (1976)

          2 LV Ahlfors Complex Analysis An Introduction of the Theory of Analytic Functions of OneComplex Variable 2nd edn (McGraw-Hill New York 1966)

          3 NI Akhiezer The Classical Moment Problem and Some Related Questions in Analysis(Hafner Publishing New York 1965) Translated by N Kemmer

          4 H Alexander J Wermer Several Complex Variables and Banach Algebras Graduate Textsin Mathematics vol 35 3rd edn (Springer New York 1998)

          5 M Andersson M Passare R Sigurdsson Complex Convexity and Analytic Functionals vol225 Progress in Mathematics (Birkhaumluser Basel 2004)

          6 E Basor J William Helton A new proof of the Szego limit theorem and new results forToeplitz operators with discontinuous symbol J Operator Theory 3(1) 23ndash39 (1980)

          7 CA Berger Intertwined operators and the Pincus principal function Integr Equ OperTheory 4(1) 1ndash9 (1981)

          8 L Bers An approximation theorem J Anal Math 14 1ndash4 (1965)9 P Bleher G Silva The mother body phase transition in the normal matrix model (2016)

          arXiv16010512410 R Boslash gvad B Shapiro On mother body measures with algebraic Cauchy transform Enseign

          Math 62(1ndash2) 117ndash142 (2016)11 A Boumlttcher SM Grudsky Spectral Properties of Banded Toeplitz Matrices (Society for

          Industrial and Applied Mathematics Philadelphia PA 2005)12 H Brezis AC Ponce Katorsquos inequality when u is a measure C R Math Acad Sci Paris

          338(8) 599ndash604 (2004)13 LG Brown The Determinant Invariant for Operators with Trace Class Self Commutators

          Lecture Notes in Mathematics vol 345 (Springer Berlin 1973) pp 210ndash22814 LA Caffarelli The obstacle problem revisited J Fourier Anal Appl 4(4ndash5) 383ndash402

          (1998)15 A Connes Noncommutative Geometry (Academic San Diego CA 1994)16 PJ Davis The Schwarz Function and its Applications The Carus Mathematical Monographs

          vol 17 (The Mathematical Association of America Buffalo NY 1974)17 P Diaconis W Fulton A growth model a game an algebra Lagrange inversion and

          characteristic classes Rend Sem Mat Univ Politec Torino 49(1) 95ndash119 (1993) 1991Commutative algebra and algebraic geometry II (Italian) (Turin 1990)

          18 WF Donoghue Jr Monotone Matrix Functions and Analytic Continuation (Springer NewYork Heidelberg 1974) Die Grundlehren der mathematischen Wissenschaften Band 207

          copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

          141

          142 References

          19 P Ebenfelt B Gustafsson D Khavinson M Putinar Preface in Quadrature Domainsand Their Applications Operator Theory Advances and Applications vol 156 (BirkhaumluserBasel 2005) pp viindashx

          20 M Eiermann RS Varga Zeros and local extreme points of Faber polynomials associatedwith hypocycloidal domains Electron Trans Numer Anal 1 49ndash71 (1993) (electronic only)

          21 A Eremenko E Lundberg K Ramachandran Electrstatic skeletons (2013)arXiv13095483

          22 HM Farkas I Kra Riemann Surfaces Graduate Texts in Mathematics vol 71 2nd edn(Springer New York 1992)

          23 RP Feynman AR Hibbs Quantum Mechanics and Path Integrals emended edition (DoverMineola NY 2010) Emended and with a preface by Daniel F Styer

          24 T Frankel The Geometry of Physics 3rd edn (Cambridge University Press Cambridge2012) An introduction

          25 A Friedman Variational Principles and Free-Boundary Problems Pure and AppliedMathematics (Wiley New York 1982) A Wiley-Interscience Publication

          26 SJ Gardiner T Sjoumldin Quadrature domains for harmonic functions Bull Lond Math Soc39(4) 586ndash590 (2007)

          27 SJ Gardiner T Sjoumldin Partial balayage and the exterior inverse problem of potential theoryin Potential Theory and Stochastics in Albac Theta Series in Advanced Mathematics (ThetaBucharest 2009) pp 111ndash123

          28 SJ Gardiner T Sjoumldin Two-phase quadrature domains J Anal Math 116 335ndash354 (2012)29 P Griffiths J Harris Principles of Algebraic Geometry (Wiley-Interscience New York

          1978) Pure and Applied Mathematics30 A Grothendieck Sur certains espaces de fonctions holomorphes I J Reine Angew Math

          192 35ndash64 (1953)31 M Guidry Gauge Field Theories A Wiley-Interscience Publication (Wiley New York

          1991) An introduction with applications32 B Gustafsson Quadrature identities and the Schottky double Acta Appl Math 1(3) 209ndash

          240 (1983)33 B Gustafsson Singular and special points on quadrature domains from an algebraic

          geometric point of view J Anal Math 51 91ndash117 (1988)34 B Gustafsson On mother bodies of convex polyhedra SIAM J Math Anal 29(5) 1106ndash

          1117 (1998) (electronic)35 B Gustafsson Lectures on balayage in Clifford Algebras and Potential Theory Univ

          Joensuu Dept Math Rep Ser vol 7 (University of Joensuu Joensuu 2004) pp 17ndash6336 B Gustafsson M Putinar An exponential transform and regularity of free boundaries in two

          dimensions Ann Scuola Norm Sup Pisa Cl Sci (4) 26(3) 507ndash543 (1998)37 B Gustafsson M Putinar Linear analysis of quadrature domains II Isr J Math 119

          187ndash216 (2000)38 B Gustafsson M Putinar Analytic continuation of Cauchy and exponential transforms

          in Analytic Extension Formulas and Their Applications (Fukuoka 1999Kyoto 2000)International Society for Analysis Applications and Computation vol 9 (Kluwer Dordrecht2001) pp 47ndash57

          39 B Gustafsson M Putinar Linear analysis of quadrature domains IV in QuadratureDomains and Their Applications Operator Theory Advances and Applications vol 156(Birkhaumluser Basel 2005) pp 173ndash194

          40 B Gustafsson M Putinar Selected topics on quadrature domains Phys D 235(1ndash2) 90ndash100(2007)

          41 B Gustafsson J Roos Partial balayage on riemannian manifolds (2016) arXiv16050310242 B Gustafsson M Sakai Properties of some balayage operators with applications to

          quadrature domains and moving boundary problems Nonlinear Anal 22(10) 1221ndash1245(1994)

          43 B Gustafsson M Sakai On potential-theoretic skeletons of polyhedra Geom Dedicata76(1) 1ndash30 (1999)

          References 143

          44 B Gustafsson M Sakai Sharp estimates of the curvature of some free boundaries in twodimensions Ann Acad Sci Fenn Math 28(1) 123ndash142 (2003)

          45 B Gustafsson M Sakai On the curvature of the free boundary for the obstacle problem intwo dimensions Monatsh Math 142(1ndash2) 1ndash5 (2004)

          46 B Gustafsson HS Shapiro What is a quadrature domain in Quadrature Domains andTheir Applications Operator Theory Advances and Applications vol 156 (Birkhaumluser Basel2005) pp 1ndash25

          47 B Gustafsson VG Tkachev On the exponential transform of multi-sheeted algebraicdomains Comput Methods Funct Theory 11(2) 591ndash615 (2011)

          48 B Gustafsson M Sakai HS Shapiro On domains in which harmonic functions satisfygeneralized mean value properties Potential Anal 7(1) 467ndash484 (1997)

          49 B Gustafsson C He P Milanfar M Putinar Reconstructing planar domains from theirmoments Inverse Prob 16(4) 1053ndash1070 (2000)

          50 B Gustafsson M Putinar EB Saff N Stylianopoulos Bergman polynomials on anarchipelago estimates zeros and shape reconstruction Adv Math 222(4) 1405ndash1460 (2009)

          51 B Gustafsson R Teoderscu A Vasilrsquoevrsquo Classical and Stochastic Laplacian GrowthAdvances in Mathematical Fluid Mechanics (Birkhaumluser Basel 2014)

          52 PR Halmos Normal dilations and extensions of operators Summa Brasil Math 2 125ndash134(1950)

          53 PR Halmos A Hilbert Space Problem Book (D Van Nostrand Princeton NJ TorontoOntorio London 1967)

          54 FR Harvey H Blaine Lawson Jr On boundaries of complex analytic varieties I AnnMath (2) 102(2) 223ndash290 (1975)

          55 MX He EB Saff The zeros of Faber polynomials for an m-cusped hypocycloid J ApproxTheory 78(3) 410ndash432 (1994)

          56 LI Hedberg Approximation in the mean by solutions of elliptic equations Duke Math J40 9ndash16 (1973)

          57 H Hedenmalm N Makarov Coulomb gas ensembles and Laplacian growth Proc LondMath Soc (3) 106(4) 859ndash907 (2013)

          58 JW Helton RE Howe Traces of commutators of integral operators Acta Math 135(3ndash4)271ndash305 (1975)

          59 G Herglotz Gesammelte Schriften (Vandenhoeck amp Ruprecht Goumlttingen 1979) Withintroductory articles by Peter Bergmann S S Chern Ronald B Guenther Claus MuumlllerTheodor Schneider and H Wittich Edited and with a foreword by Hans Schwerdtfeger

          60 L Houmlrmander The Analysis of Linear Partial Differential Operators I Grundlehren derMathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol256 (Springer Berlin 1983) Distribution theory and Fourier analysis

          61 L Houmlrmander Notions of Convexity Progress in Mathematics vol 127 (Birkhaumluser BostonMA 1994)

          62 K Huang Quantum Field Theory A Wiley-Interscience Publication (Wiley New York1998) From operators to path integrals

          63 L Karp AS Margulis Newtonian potential theory for unbounded sources and applicationsto free boundary problems J Anal Math 70 1ndash63 (1996)

          64 D Khavinson E Lundberg A tale of ellipsoids in potential theory Not Am Math Soc61(2) 148ndash156 (2014)

          65 D Kinderlehrer G Stampacchia An Introduction to Variational Inequalities and TheirApplications Pure and Applied Mathematics vol 88 (Academic [Harcourt Brace JovanovichPublishers] New York-London 1980)

          66 G Koumlthe Dualitaumlt in der Funktionentheorie J Reine Angew Math 191 30ndash49 (1953)67 MG Kreın AA Nudelrsquoman The Markov Moment Problem and Extremal Problems

          (American Mathematical Society Providence RI 1977) Ideas and problems of PL Cebyševand AA Markov and their further development Translated from the Russian by D LouvishTranslations of Mathematical Monographs vol 50

          144 References

          68 ABJ Kuijlaars EB Saff Asymptotic distribution of the zeros of Faber polynomials MathProc Camb Philos Soc 118(3) 437ndash447 (1995)

          69 JC Langer DA Singer Foci and foliations of real algebraic curves Milan J Math 75225ndash271 (2007)

          70 S-Y Lee NG Makarov Topology of quadrature domains J Am Math Soc 29(2) 333ndash369(2016)

          71 L Levine Y Peres Scaling limits for internal aggregation models with multiple sources JAnal Math 111 151ndash219 (2010)

          72 J Liesen Z Strakoˇ s Krylov Subspace Methods Numerical Mathematics and ScientificComputation (Oxford University Press Oxford 2013) Principles and analysis

          73 JS Marshall On the construction of multiply connected arc integral quadrature domainsComput Methods Funct Theory 14(1) 107ndash138 (2014)

          74 M Martin M Putinar Lectures on Hyponormal Operators Operator Theory Advances andApplications vol 39 (Birkhaumluser Basel 1989)

          75 A Petrosyan H Shahgholian N Uraltseva Regularity of Free Boundaries in Obstacle-Type Problems Graduate Studies in Mathematics vol 136 (American Mathematical SocietyProvidence RI 2012)

          76 JD Pincus Commutators and systems of singular integral equations I Acta Math 121219ndash249 (1968)

          77 JD Pincus D Xia JB Xia The analytic model of a hyponormal operator with rank oneself-commutator Integr Equ Oper Theory 7(4) 516ndash535 (1984)

          78 J Polchinski String Theory Vol I Cambridge Monographs on Mathematical Physics(Cambridge University Press Cambridge 1998) An introduction to the bosonic string

          79 M Putinar On a class of finitely determined planar domains Math Res Lett 1(3) 389ndash398(1994)

          80 M Putinar Linear analysis of quadrature domains Ark Mat 33(2) 357ndash376 (1995)81 M Putinar Extremal solutions of the two-dimensional L-problem of moments J Funct

          Anal 136(2) 331ndash364 (1996)82 CR Putnam Commutation Properties of Hilbert Space operators and Related Topics

          Ergebnisse der Mathematik und ihrer Grenzgebiete Band 36 (Springer New York 1967)83 F Riesz BSz-Nagy Leccedilons drsquoanalyse fonctionnelle (Acadeacutemie des Sciences de Hongrie

          Akadeacutemiai Kiadoacute Budapest 1952)84 C Rovelli Quantum Gravity Cambridge Monographs on Mathematical Physics (Cambridge

          University Press Cambridge 2004) With a foreword by James Bjorken85 EB Saff NS Stylianopoulos Asymptotics for polynomial zeros beware of predictions

          from plots Comput Methods Funct Theory 8(1ndash2) 385ndash407 (2008)86 EB Saff V Totik Logarithmic Potentials with External Fields Grundlehren der Math-

          ematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol 316(Springer Berlin 1997) Appendix B by Thomas Bloom

          87 M Sakai A moment problem on Jordan domains Proc Am Math Soc 70(1) 35ndash38 (1978)88 M Sakai Null quadrature domains J Anal Math 40 144ndash154 (1982) 198189 M Sakai Quadrature Domains Lecture Notes in Mathematics vol 934 (Springer Berlin

          1982)90 M Sakai Applications of variational inequalities to the existence theorem on quadrature

          domains Trans Am Math Soc 276(1) 267ndash279 (1983)91 M Sakai Solutions to the obstacle problem as Green potentials J Anal Math 44 97ndash116

          (19841985)92 M Sakai Regularity of a boundary having a Schwarz function Acta Math 166(3ndash4) 263ndash

          297 (1991)93 M Sakai Regularity of boundaries of quadrature domains in two dimensions SIAM J Math

          Anal 24(2) 341ndash364 (1993)94 M Sakai Regularity of free boundaries in two dimensions Ann Scuola Norm Sup Pisa Cl

          Sci (4) 20(3) 323ndash339 (1993)

          References 145

          95 TV Savina BYu Sternin VE Shatalov On a minimal element for a family of bodiesproducing the same external gravitational field Appl Anal 84(7) 649ndash668 (2005)

          96 M Schiffer DC Spencer Functionals of Finite Riemann Surfaces (Princeton UniversityPress Princeton NJ 1954)

          97 MD Schwartz Quantum Field Theory and the Standard Model (Cambridge UniversityPress Cambridge 2014)

          98 J Sebastiatildeo e Silva Analytic functions and functional analysis Port Math 9 1ndash130 (1950)99 H Shahgholian Unbounded quadrature domains in Rn n 3 J Anal Math 56 281ndash291

          (1991)100 HS Shapiro Unbounded quadrature domains in Complex Analysis I (College Park MD

          1985ndash86) Lecture Notes in Mathematics vol 1275 (Springer Berlin 1987) pp 287ndash331101 HS Shapiro The Schwarz Function and its Generalization to Higher Dimensions University

          of Arkansas Lecture Notes in the Mathematical Sciences vol 9 (Wiley New York 1992) AWiley-Interscience Publication

          102 T Sjoumldin Mother bodies of algebraic domains in the complex plane Complex Var EllipticEqu 51(4) 357ndash369 (2006)

          103 H Stahl V Totik General orthogonal polynomials volume 43 of Encyclopedia ofMathematics and its Applications Cambridge University Press Cambridge 1992

          104 MH Stone Linear Transformations in Hilbert Space American Mathematical SocietyColloquium Publications vol 15 (American Mathematical Society Providence RI 1990)Reprint of the 1932 original

          105 K Strebel Quadratic Differentials Ergebnisse der Mathematik und ihrer Grenzgebiete (3)[Results in Mathematics and Related Areas (3)] vol 5 (Springer Berlin 1984)

          106 JL Ullman Studies in Faber polynomials I Trans Am Math Soc 94 515ndash528 (1960)107 AN Varchenko PI Etingof Why the Boundary of a Round Drop Becomes a Curve of Order

          Four AMS University Lecture Series 3rd edn (American Mathematical Society ProvidenceRI 1992)

          108 JL Walsh Interpolation and Approximation by Rational Functions in the Complex Domain4th edn American Mathematical Society Colloquium Publications vol XX (AmericanMathematical Society Providence RI 1965)

          109 RO Wells Jr Differential Analysis on Complex Manifolds Prentice-Hall Series in ModernAnalysis (Prentice-Hall Englewood Cliffs NJ 1973)

          110 H Widom Extremal polynomials associated with a system of curves in the complex planeAdv Math 3 127ndash232 (1969)

          111 D Xia Analytic Theory of Subnormal Operators (World Scientific Hackensack NJ 2015)112 DV Yakubovich Real separated algebraic curves quadrature domains Ahlfors type

          functions and operator theory J Funct Anal 236(1) 25ndash58 (2006)113 D Zidarov Inverse Gravimetric Problem in Geoprospecting and Geodesy Developments in

          Solid Earth Geophysics vol 19 (Elsevier Amsterdam 1990)

          Index

          algebraic domain 40analytic continuation 86analytic functional 43analytic model 33 34analytic moment 11analyticity of free boundary 86annihilation and creation

          operators 36annulus 94

          Bergman inner product 33Bergman kernel 119Bergman space 119

          Caley-Hamilton theorem 58canonical line bundle 120carrier (of analytic functional) 43Cauchy kernel 32Cauchy transform 8Cauchy transform (as an operator) 27characteristic polynomial 58Chebyshev polynomial 98Chern class 17Cholesky decomposition 72cohyponormal operator 28 31complex moment 11convex carrier 91counting measure 47 57cross ratio 10

          defect operator 70determinant of an operator 29double Cauchy transform 8dual basis 38 50

          electrostatic skeleton 80ellipse 63 97equilibrium measure 104exponential moment 11exponential transform 7

          Faber polynomial 120Feynman integral 36finite central truncation 57finitely determined domain 40four variable exponential transform 10Fredhom index 130Friedrichs operator 119

          generalized lemniscate 56genus formula 100Gram matrix 26Greenrsquos function 48 105 113

          Hardy space 35harmonic moment 11Hessenberg matrix 52 123hyperfunction 43hyperplane section bundle 17hypocycloid 99hyponormal operator 31 125

          Jacobi matrix 98Jacobi-Toeplitz matrix 53

          lemniscate 103line bundle 16logarithmic potential 78

          copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

          147

          148 Index

          madonna body 80 105minimal carrier 77 82minimal convex carrier 43minimal polynomial 58modified Schwarz potential 89 108 117mother body 44 78

          numerical range 58 70 127

          order of a quadrature domain 41orthogonal polynomial 47

          Padeacute approximation 60partial balayage 79plurisubharmonic function 51positive definite matrix 13preface viiprincipal function 31 130

          quadratic differential 90quadrature domain 40quadrature domain for subharmonic functions

          80quadrature domain in the wide sense 44quantized Faber polynomial 123

          rational multiplicity 128real central truncation 74reproducing kernel 15ridge 105Riemann-Hilbert problem 18Riemann-Hurwitz formula 96 100

          Schottky double 96 120Schurrsquos theorem 13Schwarz function 16Schwarz reflection 113shift operator 27Silva-Koumlthe-Grothendieck duality 37skeleton 78spectral radius 126symbol 121Szegouml limit theorem 131

          three term relation 63Toeplitz matrix 122Toeplitz operator 121trace norm 58trace-class operator 29trace-class perturbation 58

          unilateral shift 54 122

          LECTURE NOTES IN MATHEMATICS 123Editors in Chief J-M Morel B Teissier

          Editorial Policy

          1 Lecture Notes aim to report new developments in all areas of mathematics and theirapplications ndash quickly informally and at a high level Mathematical texts analysing newdevelopments in modelling and numerical simulation are welcome

          Manuscripts should be reasonably self-contained and rounded off Thus they may andoften will present not only results of the author but also related work by other people Theymay be based on specialised lecture courses Furthermore the manuscripts should providesufficient motivation examples and applications This clearly distinguishes Lecture Notesfrom journal articles or technical reports which normally are very concise Articlesintended for a journal but too long to be accepted by most journals usually do not havethis ldquolecture notesrdquo character For similar reasons it is unusual for doctoral theses to beaccepted for the Lecture Notes series though habilitation theses may be appropriate

          2 Besides monographs multi-author manuscripts resulting from SUMMER SCHOOLS orsimilar INTENSIVE COURSES are welcome provided their objective was held to presentan active mathematical topic to an audience at the beginning or intermediate graduate level(a list of participants should be provided)

          The resulting manuscript should not be just a collection of course notes but should requireadvance planning and coordination among the main lecturers The subject matter shoulddictate the structure of the book This structure should be motivated and explained ina scientific introduction and the notation references index and formulation of resultsshould be if possible unified by the editors Each contribution should have an abstractand an introduction referring to the other contributions In other words more preparatorywork must go into a multi-authored volume than simply assembling a disparate collectionof papers communicated at the event

          3 Manuscripts should be submitted either online at wwweditorialmanagercomlnm toSpringerrsquos mathematics editorial in Heidelberg or electronically to one of the series edi-tors Authors should be aware that incomplete or insufficiently close-to-final manuscriptsalmost always result in longer refereeing times and nevertheless unclear refereesrsquo rec-ommendations making further refereeing of a final draft necessary The strict minimumamount of material that will be considered should include a detailed outline describingthe planned contents of each chapter a bibliography and several sample chapters Parallelsubmission of a manuscript to another publisher while under consideration for LNM is notacceptable and can lead to rejection

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          A final decision to publish can be made only on the basis of the complete manuscripthowever a refereeing process leading to a preliminary decision can be based on a pre-finalor incomplete manuscript

          Volume Editors of multi-author works are expected to arrange for the refereeing to theusual scientific standards of the individual contributions If the resulting reports can be

          forwarded to the LNM Editorial Board this is very helpful If no reports are forwardedor if other questions remain unclear in respect of homogeneity etc the series editors maywish to consult external referees for an overall evaluation of the volume

          5 Manuscripts should in general be submitted in English Final manuscripts should containat least 100 pages of mathematical text and should always include

          ndash a table of contentsndash an informative introduction with adequate motivation and perhaps some historical

          remarks it should be accessible to a reader not intimately familiar with the topictreated

          ndash a subject index as a rule this is genuinely helpful for the readerndash For evaluation purposes manuscripts should be submitted as pdf files

          6 Careful preparation of the manuscripts will help keep production time short besidesensuring satisfactory appearance of the finished book in print and online After accep-tance of the manuscript authors will be asked to prepare the final LaTeX source files(see LaTeX templates online httpswwwspringercomgbauthors-editorsbook-authors-editorsmanuscriptpreparation5636) plus the corresponding pdf- or zipped ps-file TheLaTeX source files are essential for producing the full-text online version of the booksee httplinkspringercombookseries304 for the existing online volumes of LNM) Thetechnical production of a Lecture Notes volume takes approximately 12 weeks Additionalinstructions if necessary are available on request from lnmspringercom

          7 Authors receive a total of 30 free copies of their volume and free access to their book onSpringerLink but no royalties They are entitled to a discount of 333 on the price ofSpringer books purchased for their personal use if ordering directly from Springer

          8 Commitment to publish is made by a Publishing Agreement contributing authors ofmultiauthor books are requested to sign a Consent to Publish form Springer-Verlagregisters the copyright for each volume Authors are free to reuse material contained intheir LNM volumes in later publications a brief written (or e-mail) request for formalpermission is sufficient

          AddressesProfessor Jean-Michel Morel CMLA Eacutecole Normale Supeacuterieure de Cachan FranceE-mail moreljeanmichelgmailcom

          Professor Bernard Teissier Equipe Geacuteomeacutetrie et DynamiqueInstitut de Matheacutematiques de Jussieu ndash Paris Rive Gauche Paris FranceE-mail bernardteissierimj-prgfr

          Springer Ute McCrory Mathematics Heidelberg GermanyE-mail lnmspringercom

          • Preface
          • Contents
          • 1 Introduction
          • 2 The Exponential Transform
            • 21 Basic Definitions
            • 22 Moments
            • 23 Positive Definiteness Properties
            • 24 The Exponential Transform as a Section of a Line Bundle
            • 25 A Riemann-Hilbert Problem
              • 3 Hilbert Space Factorization
                • 31 Definitions and Generalities
                • 32 Restrictions and Extensions
                • 33 Linear Operators on H(Ω)
                • 34 A Functional Model for Hyponormal Operators
                • 35 Summary in Abstract Setting
                • 36 The Analytic Subspace Ha(Ω)
                • 37 The Analytic Model
                • 38 A Formal Comparison to Quantum Field Theory
                • 39 Silva-Koumlthe-Grothendieck Duality
                • 310 Quadrature Domains
                • 311 Analytic Functionals
                  • 4 Exponential Orthogonal Polynomials
                    • 41 Orthogonal Expansions
                    • 42 Zeros of Orthogonal Polynomials
                    • 43 The Hessenberg Matrices
                    • 44 The Matrix Model of Quadrature Domains
                      • 5 Finite Central Truncations of Linear Operators
                        • 51 Trace Class Perturbations
                        • 52 Padeacute Approximation Scheme
                        • 53 Three Term Relation for the Orthogonal Polynomials
                        • 54 Disjoint Unions of Domains
                        • 55 Perturbations of Finite Truncations
                        • 56 Real Central Truncations
                          • 6 Mother Bodies
                            • 61 General
                            • 62 Some General Properties of Mother Bodies
                            • 63 Reduction of Inner Product to Mother Body
                            • 64 Regularity of Some Free Boundaries
                            • 65 Procedures for Finding Mother Bodies
                              • 7 Examples
                                • 71 The Unit Disk
                                • 72 The Annulus
                                • 73 Complements of Unbounded Quadrature Domains
                                  • 731 The Ellipse
                                  • 732 The Hypocycloid
                                    • 74 Lemniscates
                                    • 75 Polygons
                                      • 751 Computation of Mother Body
                                      • 752 Numerical Experiments
                                        • 76 The Half-Disk and Disk with a Sector Removed
                                          • 761 Computation of Mother Body
                                          • 762 Numerical Experiment
                                            • 77 Domain Bounded by Two Circular Arcs
                                              • 771 Numerical Experiment
                                                • 78 External Disk
                                                  • 781 Numerical Experiment Ellipse Plus Disk
                                                  • 782 Numerical Experiment Pentagon Plus Disk
                                                    • 79 Abelian Domains
                                                    • 710 Disjoint Union of a Hexagon and a Hypocycloid
                                                      • 7101 Numerical Experiment
                                                        • 711 A Square with a Disk Removed
                                                          • 7111 Numerical Experiment
                                                              • 8 Comparison with Classical Function Spaces
                                                                • 81 Bergman Space
                                                                • 82 Faber Polynomials
                                                                  • A Hyponormal Operators
                                                                  • Historical Notes
                                                                  • Glossary
                                                                  • References
                                                                  • Index

            Dedicated to Harold S Shapiro on theoccasion of his 90th birthday

            Preface

            A physicist a mathematician and a computer engineer look at a simple drawingThe physicist immediately sees it as the shape of a melting material with fjordsin formation with instability and bifurcations in the dynamics of the shrinkingshape The mathematician recognizes a real algebraic curve lying on a Riemannsurface belonging to a family of deformations with singularities cusps and causticsin its fibres The engineer happily decodes the picture in the frequency domainidentifying encrypted messages ready to be processed simplified and tuned Thepresent lecture notes touch such topics remaining however on the mathematicalside of the mirror

            During the last two decades the authors of this essay have contemplated variousaspects of quadrature domains a class of basic semi-algebraic sets in the complexplane As more and more intricate correspondences between potential theory fluidmechanics and operator theory were unveiled on this ground a need of unifyingvarious approximation schemes emerged This is the broad mathematical theme ofthese notes

            Having the advanced understanding of the asymptotics of complex orthogonalpolynomials or of finite central truncations of Toeplitz matrices as a solid basisof comparison we propose a novel approximation scheme for two-dimensional(shaded) domains bearing similarities and dissonances to the classical results Ournumerical experiments point out to yet another skeleton different than already stud-ied potential theoretic bodies The quantization of a shaded domain by a hyponormaloperator with rank-one self-commutator is opening a new perspective to Hilbertspace methods in the analysis of planar shapes Performing the approximation onan exotic space which is not a Lebesgue space associated with a canonical positivemeasure is both intriguing and challenging We stress that in these notes we do nottreat classical orthogonal polynomials in the complex domain such as those derivedfrom weighted Bergman or Hardy spaces

            A warning to the reader these are merely lectures notes demarcating a new andmostly uncharted territory Our aim is to open a new vista on the mathematicalaspects (analysis geometry approximation encoding) of 2D shapes carrying adegree of grey function The notes contain a good proportion of original results

            vii

            viii Preface

            or at least a novel arrangement of prior facts proved over two decades by the twoauthors Of course much remains to be done on both theoretical and numerical sidessome pertinent open questions are raised throughout the text

            During the rather long gestation of these notes we have benefited from thecontinuous support of our friend and old-time collaborator Nikos Stylianopoulos ofthe University of Cyprus at Nicosia He has produced with unmatched professionalskill the numerical experiments and many illustrations embedded into the text Weare grateful to him for his unconditional assistance We also thank the anonymousreferees for their criticism and encouragement

            Our collaborative work could not have been completed without the generous sup-port of several institutions The Royal Institute of Technology of Sweden Universityof California at Santa Barbara University of Cyprus Newcastle University (UK)and Nanyang Technological University of Singapore

            Stockholm Sweden Bjoumlrn GustafssonSanta Barbara CA USA Mihai PutinarJune 22 2017

            Contents

            1 Introduction 1

            2 The Exponential Transform 721 Basic Definitions 722 Moments 1123 Positive Definiteness Properties 1324 The Exponential Transform as a Section of a Line Bundle 1625 A Riemann-Hilbert Problem 18

            3 Hilbert Space Factorization 2331 Definitions and Generalities 2332 Restrictions and Extensions 2633 Linear Operators on H ˝ 2734 A Functional Model for Hyponormal Operators 3035 Summary in Abstract Setting 3136 The Analytic Subspace Ha˝ 3237 The Analytic Model 3438 A Formal Comparison to Quantum Field Theory 3539 Silva-Koumlthe-Grothendieck Duality 37310 Quadrature Domains 40311 Analytic Functionals 43

            4 Exponential Orthogonal Polynomials 4741 Orthogonal Expansions 4742 Zeros of Orthogonal Polynomials 5043 The Hessenberg Matrices 5244 The Matrix Model of Quadrature Domains 54

            5 Finite Central Truncations of Linear Operators 5751 Trace Class Perturbations 5752 Padeacute Approximation Scheme 6053 Three Term Relation for the Orthogonal Polynomials 6354 Disjoint Unions of Domains 66

            ix

            x Contents

            55 Perturbations of Finite Truncations 6856 Real Central Truncations 74

            6 Mother Bodies 7761 General 7762 Some General Properties of Mother Bodies 8163 Reduction of Inner Product to Mother Body 8464 Regularity of Some Free Boundaries 8665 Procedures for Finding Mother Bodies 89

            7 Examples 9371 The Unit Disk 9372 The Annulus 9473 Complements of Unbounded Quadrature Domains 95

            731 The Ellipse 97732 The Hypocycloid 99

            74 Lemniscates 10375 Polygons 105

            751 Computation of Mother Body 105752 Numerical Experiments 105

            76 The Half-Disk and Disk with a Sector Removed 108761 Computation of Mother Body 108762 Numerical Experiment 110

            77 Domain Bounded by Two Circular Arcs 111771 Numerical Experiment 112

            78 External Disk 112781 Numerical Experiment Ellipse Plus Disk 113782 Numerical Experiment Pentagon Plus Disk 113

            79 Abelian Domains 115710 Disjoint Union of a Hexagon and a Hypocycloid 116

            7101 Numerical Experiment 116711 A Square with a Disk Removed 117

            7111 Numerical Experiment 117

            8 Comparison with Classical Function Spaces 11981 Bergman Space 11982 Faber Polynomials 120

            A Hyponormal Operators 125

            Historical Notes 135

            Glossary 139

            References 141

            Index 147

            Chapter 1Introduction

            Abstract This chapter offers an overview of the main interlacing themes withemphasis on historical development and identification of the original sources

            When looking at a picture through a mathematical lens several intrinsic innerskeletons pop up They are sometimes called in a suggestive and colorful way theldquomother bodyrdquo or ldquomadonna bodyrdquo or ldquothe ridgerdquo or ldquocausticrdquo of the originalpicture Geometric or analytic features characterize these skeletons but in generalthey remain very shy displaying their shapes and qualitative features only afterchallenging technical obstacles are resolved For example the natural skeleton of adisk is its center the interval between the foci of an ellipse stands out as a canonicalridge For reasons to be discussed in these notes the internal bisector segments in atriangle form its ldquomother bodyrdquo Disagreement starts with a sector of a disk wherethe ldquobodiesrdquo (maternal madonna type or the one proposed below) are different Inthe scenario outlined in these notes a disjoint union of disks has their centers as anatural skeleton

            We start with the relevant question for nowadays visual civilization how totreat mathematically a two dimensional colored picture There are various ways ofencoding an image carrying various degrees of color A common approach havingthe geometric tomographic data as a source is to arrange them into a string ofcomplex numbers called moments

            Mk` DZC

            zkz`gzdAz 0 k ` lt N

            Above z 2 C is the complex variable dA is Lebesgue measure in C g 2 L1Cis a function of compact support and range into Œ0 1 (the shade function) and Ncan be infinity The ideal scenario of possessing complete information (ie N D1) permits a full reconstruction of the shaded image usually relying on stablealgorithms derived from integral operators inversion (Radon Fourier or Laplacetransforms) We do not touch in the present text such reconstruction methods

            Assume the more realistic scenario that we know only finitely many momentsthat is N lt 1 The first observation going back to the early works of Mark Kreinis that working in a prescribed window that is replacing above dA by the Lebesguemeasure supported by a compact set K C one can exactly recover the shade func-

            copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_1

            1

            2 1 Introduction

            tion g from moments Mk`N1k`D0 if and only if g has only values 0 and 1 and is the

            characteristic function of a subset of K described by a single polynomial inequality

            g D KS S D fz 2 CI pz z gt 0g

            Moreover the degree of the defining polynomial p is in this case less than N in zand in z For details see for instance [67] Thus there is no surprise that basic semi-algebraic sets pop-up when dealing with finitely many moments of a shade function

            The moment matrix Mk`N1k`D0 is obviously positive-semidefinite but it fulfills

            more subtle positivity constraints A classical way of understanding the latter is tointerpret the moment data in a Hilbert space context and possibly to isolate the ldquofreehidden parametersrdquo from the correlated entries Mk` This was the royal way in onevariable proposed and developed by the founders of Functional Analysis startingwith F Riesz M Riesz M Krein M Stone J von Neumann Following themseveral generations of mathematicians statisticians and engineers refined this classof inverse problems The monographs [3 83 104] stand aside for clarity and depthas the basic references for these topics

            When speaking about Hilbert space operators the word ldquoquantizationrdquo popsup as these infinite dimensional objects quantize their observable and geometrictangible spectra A variety of possible Hilbert space quantizations are in use todaythe standard Fock space representation of creation and annihilation operators thepseudo differential calculus in Euclidean space Toeplitz algebras Hankel operatorsto name only a few The present notes are not an exception with one distinctive markto make from the very beginning

            We quantize shaded images in two dimensions by linear and bounded Hilbertspace operators T 2 L H subject to the commutation relation

            ŒTT D ˝

            where ˝ is a non-negative rank-one operator The departure from the canonicalcommutation relation ŒTT D I is notable as we allow T to be bounded Theirreducible part of T containing the vector in its range is classified by the principalfunction g 2 L1C 0 g 1 ae the link between the two being offered by aremarkable determinantal formula discovered half a century ago by Pincus [76]

            detT zT wT z1T w1 D

            detŒI ˝ T z1T w1 D

            1 hT w1 T z1i D

            expΠ1

            ZC

            gdA

            z N Nw jzj jwj gt kTk

            1 Introduction 3

            Incidentally the additive analog of the above multiplicative representation knowntoday as Helton-Howe trace formula [58]

            traceŒpTT qTT D 1

            ZC

            J p qgdA p q 2 CŒz z

            where J stands for the Jacobian of the two polynomials was the source ofA Connesrsquo cyclic cohomology theory [15]

            Our mathematical journey starts here The exponential transform

            Egzw D expΠ1

            ZC

            gdA

            z N Nw

            of a compactly supported shade function can be defined for all values of zw 2C C It serves as a polarized potential (indeed a Riesz potential renormalized andevaluated at a critical exponent) its function theoretic properties provide amongother things an elegant treatment of the truncated moment problem alluded to aboveand an insight into the announced skeleton topics We soon depart from grey shadesand focus only on black and white photos that is we consider E˝zw in the specialcase of g D ˝ with ˝ a bounded open subset of C

            First are the positivity properties of E˝ The kernel 1E˝zw is positive semi-definite on C C and its spectral factorization hT w1 T z1i defineswithout ambiguity the ldquoquantizedrdquo entity the irreducible hyponormal operator Twith rank-one self-commutator having g D ˝ as principal function Already thissingles out the localized resolvent T z1 which is defined without ambiguityeven across the spectrum of T Moreover the germ at infinity of the pointwiseinverse diagonalizes T instead

            1

            E˝zwD 1C hT z1 T w1i jzj jwj gt kTk

            The experts will recognize here a very special feature not present in the case ofother natural ldquoquantizationsrdquo of˝ as the multiplication by the complex variable onBergman or Hardy-Smirnov space

            The spectral picture of the operator T associated as above to the open set˝ is very simple the spectrum coincides with the closure of ˝ the essentialspectrum is the boundary of ˝ (assuming no slits) and the Fredholm index atevery 2 ˝ is precisely equal to one Moreover in this case T is injectiveand dim kerT D 1 It is precisely the fact that T has many eigenvectorswhich makes the exponential transform viewed as a potential of the uniform masssupported on˝ more appropriate for inverse balayage In this direction we mentionthat the resolvent of T localized at the vector extends analytically across ˝as far as the Cauchy transform of ˝ extends When combined with the explicitfactorization of 1 E˝ in terms of this resolvent one obtains a novel proof ofSakairsquos regularity of free boundaries [36]

            4 1 Introduction

            Geometrically for analytic boundaries ˝ the kernel E˝zw can be intrinsi-cally defined as a solution of a Riemann-Hilbert factorization problem connectingE˝ to its canonical Schwarz reflections in each variable The relationship betweenthe exponential transform and Schwarz function Sz D z z 2 ˝ performing thereflection z 7 Sz in the boundary of ˝ is rather deep For instance the case ofquadrature domains that is when Sz is a meromorphic function in ˝ is detectedand characterized by the rationality of the exponential transform

            E˝zw D Qzw

            PzPw Q 2 CŒz z P 2 CŒz

            In addition the quantized object adds a convenient matrix degeneracy to the picture˝ is a quadrature domain if and only if the linear span H1 of the vectors Tk k 0 is finite dimensional In this case the denominator Pz entering in polarized formin the denominator of E˝zw is the minimal polynomial of TjH1

            Addingto these observation the remarkable fact that sequences of quadrature domainsapproximate in Hausdorff metric every planar domain we gain a precious insightinto a dense non-generic class yet finitely determined algebraicmatricial objectscentral for our study The topics of quadrature domains has reached maturity havingquite a few ramifications to fluid mechanics potential theory integrable systemsand statistical mechanics The collection of articles [19] offers an informative andaccessible panorama of the theory of quadrature domains

            The approximation scheme we pursue in the present notes is a Galerkin methodalong Krylov subspaces of the hyponormal operator T associated to a planar domainor shade function g Specifically one starts with the non-decreasing sequence offinite dimensional subspaces Hn D spanfTk W 0 k lt ng The compression Tn ofT to Hn has its spectrum identical to the zero set of the orthogonal polynomial pn ofdegree n derived from the inner product

            p q WD h pT qTi p q 2 CŒz

            Equivalently we can invoke a Padeacute approximation scheme applied to the exponen-tial transform which identifies in a remarkable algebraic identity these objects as aformal series at infinity

            E˝zw D 1 hTn w1 T

            n z1i C Rnzw

            with the residual series Rnzw involving only monomials zk1w`1 in the rangek ` D NN or maxk ` gt N There is no surprise that the denominator of therational approximate is precisely pnzpnw while the numerator is a rather specialpolynomial a weighted sum of hermitian squares of the form

            pnzpnwn1XjD0

            qjzqjw

            1 Introduction 5

            with deg qj D j for all j in the range 0 j lt n The algebraic curve given byequation jpnzj2 D Pn1

            jD0 jqjzj2 is called a generalized lemniscate and carriesa distinctive (real) geometry The cluster set of the spectra of the finite centraltruncations Tn make up a certain ldquoquantized ridgerdquo The approximation scheme isstationary that is Hn D HN n N for some positive integer N if and only if g isthe characteristic function of a quadrature domain

            The comparison with well studied similar approximation procedures eitherrelated to complex orthogonal polynomials Padeacute approximation in several vari-ables random matrix theory or finite central truncations of structured infinitematrices is in order In contrast to these frameworks in our case the inner productis not derived from a Lebesgue space hence the well established techniques ofpotential theory prevalent in the quasi-totality of orthogonal polynomial studiesare not available A welcome substitute is provided by the theory of hyponormaloperators which implies for instance that the zeros of the orthogonal polynomialspn are contained in the convex hull of the support of the shade function g Alsowe can prove by Hilbert space methods a rigidity result stating that the orthogonalpolynomials pn satisfy a three term relation if and only if g is the characteristicfunction of an ellipse

            In the present work we focus on bounded planar sets ˝ with real algebraicboundary In this case the exponential transform and its analytic continuation fromthe exterior region provides a canonical defining function of the boundary

            ˝ D fz 2 C E˝z z D 0g

            Moreover the rate of decay of E˝z z towards smooth parts of the boundary isasymptotically equivalent to distz ˝ qualifying the exponential transform asthe correct potential to invoke in image reconstruction The reconstruction algorithmwas already exposed in [49] and is not reproduced in the present notes The analyticextension properties of the localized resolvent T z1 and hence of theexponential transform is driven by the analytic continuation of the Schwarz functionof the boundary As a consequence the quantized ridge tends to lie deep inside theoriginal set ˝ A good third of our essay is devoted to a dozen of examples andnumerical experiments supporting such a behavior On the theoretical side we provea striking departure from the theory of complex orthogonal polynomials in Bergmanor Hardy-Smirnov spaces the quantized skeleton does not ldquoseerdquo external disks (ormore general external quadrature domains) The Glossary at the end of these notescontains a list of standard and ad-hoc notations

            Chapter 2The Exponential Transform

            Abstract The basic definitions of the exponential transform E˝zw of a planardomain ˝ C and various functions derived from it are recorded in this chapterThe exponential moments having the exponential transform as the generatingfunction are introduced In addition several positivity properties of the exponentialtransform are established Finally it is shown that the exponential transform asa function of z with w kept fixed can be characterized as being (part of) theunique holomorphic section of a certain line bundle over the Riemann sphere takinga prescribed value at infinity or alternatively as being the unique solution of acorresponding Riemann-Hilbert problem

            21 Basic Definitions

            Definition and many elementary properties of the exponential transform are listedin [36] We recall some of them here

            Definition 21 The exponential transform of a function g 2 L1C 0 g 1 isthe function defined at every point zw 2 C C by

            Egzw D exp Π1

            ZC

            g dA

            z N Nw (21)

            We shall almost exclusively work with the case that g is the characteristic functionof a bounded open set ˝ C and then we write E˝zw in place of E˝ zw Ifthe set ˝ is obvious from the context we may delete it from notation The singularintegral in the above definition may diverge for certain points on the diagonalz D w D a in this case we take Ega a D 0 by convention We note that thisregularization turns Eg into a separately continuous function on the whole C C

            The exponential transform E˝zw is analytic in z anti-analytic in w when thesevariables belong to the complement of ˝ henceforth denoted˝e whereas in otherparts of space it has a mixed behavior We shall sometimes denote the exterior partof the exponential transform as well as possible analytic continuations of it across˝ by Fzw

            Fzw D Ezw z 2 ˝e w 2 ˝e (22)

            copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_2

            7

            8 2 The Exponential Transform

            In the remaining parts of CC the following functions are analytic (more preciselyanalytic in z anti-analytic in w)

            Gzw D Ezw

            Nz D Ezw

            Nz Nw z 2 ˝ w 2 ˝e (23)

            Gzw D Ezw

            wD Ezw

            z w z 2 ˝e w 2 ˝ (24)

            Hzw D 2Ezw

            NzwD Ezw

            z wNz Nw z 2 ˝ w 2 ˝ (25)

            Note that Gzw D Gw z The same letters F G G H will be used for theanalytic continuations of these functions across ˝ when such continuations existThis occurs whenever ˝ consists of smooth real analytic curves

            The behavior at infinity is

            Ezw D 1 j˝jz Nw C Ojzj C jwj3 jzj jwj 1 (26)

            Ezw D 1 C˝z

            Nw C Ojwj2 jwj 1 (27)

            Here

            C˝z D 1

            dA

            zD 1

            2i

            d

            z^ d N (28)

            is the Cauchy transform of the characteristic function of ˝ Note that the expo-nential transform Ezw simply is the exponential of the double Cauchy transform

            C˝zw D 1

            2i

            d

            z^ d N

            N Nw (29)

            This is a locally integrable function on C C despite C˝z z D 1 for z D w 2˝ (and for most points with z D w 2 ˝) For more general functions g than thecharacteristic function of an open set we write the Cauchy transform as

            Cgz D 1

            Zg dA

            z

            It satisfies Cg=Nz D g in the sense of distributions and this property was used forthe second equalities in (23)ndash(25) (the first equalities there are just definitions)

            Taking distributional derivatives of C˝zw gives at least under some lightregularity assumption on ˝

            2C˝zw

            NzwD ız w˝z˝w zw 2 C (210)

            21 Basic Definitions 9

            and similarly

            2

            Nzw1 E˝zw D

            (H˝zw zw 2 ˝ ˝0 zw hellip ˝ ˝ (211)

            By combining this with the asymptotic behavior (26) one can represent 1 Ezwas a double Cauchy integral

            1 Ezw D 1

            2

            Hu vdAu

            u z

            dAv

            Nv Nw zw 2 C (212)

            The Cauchy and exponential transforms can also be written as boundary integralsin various ways For example the exterior and interior functions Fzw andHzw respectively can be expressed by the same formula

            exp Π1

            i

            log j wj d

            z D

            (Fzw zw 2 ˝e

            Hzw zw 2 ˝

            The proof is straight-forward A further remark is that the double Cauchy transformcan be viewed as a Dirichlet integral specifically its real part can be written as

            Re C˝zw D 1

            2

            d log j zj ^ d log j wj

            where the star is the Hodge star (dx D dy dy D dx) This gives an interpretationto the modulus of the exponential transform in terms of a mutual energy for ˝provided with uniform charge distribution

            Example 21 For the disk ˝ D DaR the analytic pieces of the exponentialtransform are

            Fzw D 1 R2

            z a Nw Na zw 2 DaRe DaRe

            Gzw D 1

            Nw Na zw 2 DaR DaRe

            Gzw D 1

            z a zw 2 DaRe DaR

            Hzw D 1

            R2 z a Nw Na zw 2 DaR DaR

            Clearly the functions F G G here admit analytic continuations so that the variablewhich is in DaRe extends its range to all of C n fag

            10 2 The Exponential Transform

            For later use we record the following formula an immediate consequence of thedefinition of Ezw and (25) if ˝1 ˝2 then

            H˝1zwE˝2n˝1zw D H˝2zw for zw 2 ˝1 (213)

            Combining with Example 21 we see that Hzw is essentially one over theexponential transform of the exterior domain In fact applying (213) to theinclusion˝ D0R for R sufficiently large gives

            H˝zw D 1

            R2 z NwED0Rn˝zw (214)

            Occasionally we shall need also the four variable exponential transform definedfor any open set ˝ in the Riemann sphere P D C [ f1g by

            E˝zwI a b D exp Œ1

            2i

            d

            z d

            a ^ d N

            N Nw d NN Nb

            D exp ŒC˝zwI a b D E˝zwE˝a b

            E˝z bE˝aw (215)

            Here

            C˝zwI a b D 1

            2i

            d

            z d

            a ^ d N

            N Nw d NN Nb

            Thus the two variable transform is recovered as Ezw D EzwI 11 Thefour variable transform behaves well under complementation and under Moumlbiustransformations Indeed denoting by z W a W w W b the classical cross ratio (see[2]) we have

            Lemma 21 For any open set ˝ P

            E˝zwI a bEPn˝zwI a b D EPzwI a b

            where

            EPzwI a b D jz W a W w W bj2 D ˇ z wa b

            z ba w

            ˇ2

            And for any Moumlbius map f we have

            Ef ˝ f z f wI f a f b D E˝zwI a b (216)

            Similarly for C˝zwI a b

            22 Moments 11

            Proof The first statement is obvious from the definition (215) To establish therelationship to the cross ratio one may use that the two variable exponentialtransform for a large disk D0R is (inside the disk)

            ED0Rzw D jz wj2R2 z Nw zw 2 D0R

            as is obtained from (25) together with Example 21 then insert this into (215) andfinally let R 1

            To prove (216) one just makes the obvious variable transformation in theintegral Then the required invariance follows from the identity

            f 0df f z

            f 0df f a

            D d

            z d

            a

            which is a consequence of both members being Abelian differentials on P withexactly the same poles (of order one) and residues

            The properties described in Lemma 21 indicate that the four variable exponentialtransform is a natural object to consider The two variable transform behaves in amore complicated way under Moumlbius maps And under other conformal maps thanMoumlbius maps there seems to be no good behavior for any version of the exponentialtransform

            22 Moments

            The following sets of moments will enter our discussions

            bull The complex moments

            Mkj D 1

            zkNzjdAz D zk zjL2˝

            (k j 0) make up the Gram matrix leading to the Bergman orthogonalpolynomials on˝

            bull The harmonic (or analytic) moments are

            Mk D Mk0 D 1

            zkdAz

            bull The exponential moments Bkj (sometimes to be denoted bkj) are defined by

            Xkj0

            Bkj

            zkC1 NwjC1 D 1 exp ŒXkj0

            Mkj

            zkC1 NwjC1 (217)

            12 2 The Exponential Transform

            and they make up the Gram matrix for what we will call exponential orthogonalpolynomials In Chap 3 we shall introduce an inner product h i D h iH ˝

            such that Bkj D hzk zji It is easy to see that Bk0 D Mk0 D Mk for all k 0

            Computation of the exponential moments for 0 k j N requires onlyknowledge of the complex moments for the same set of indices However for this towork out in a numerically efficient way it is necessary to use a recursive procedureThe following effective procedure was suggested to us by Roger Barnard

            Write (217) briefly at the level of formal power series

            B D 1 expM

            where

            B DXkj0

            Bkj

            zkC1 NwjC1 M DXkj0

            Mkj

            zkC1 NwjC1

            Then

            M

            z B

            zD B

            M

            z

            and inserting the power series and equating the coefficients for 1=zkC2 NwjC1 gives therecursion formula

            k C 1Mkj Bkj DXpq

            p C 1MpqBkp1jq1 k j 0

            where the sum ranges over 0 p lt k 0 q lt j This gives Bkj efficiently fromMpq with 0 p k 0 q j and the previously computed Bpq with 0 p lt k0 q lt j

            Note that B above is simply the power series expansion of 1 Ezw at infinityand M is similarly the power series of (minus) the double Cauchy transform (29)In summary the generating functions for the moments are

            1 E˝zw DXkj0

            Bkj

            zkC1 NwjC1

            C˝zw DXkj0

            Mkj

            zkC1 NwjC1

            C˝z DXk0

            Mk

            zkC1 DXk0

            Bk0

            zkC1

            23 Positive Definiteness Properties 13

            23 Positive Definiteness Properties

            As is known from the theory of hyponormal operators see [74] and is proveddirectly in [39] the exponential transform enjoys a number of positivity propertiesWe recall them here in slightly extended forms and with sketches of proofs

            Lemma 22 For arbitrary finite sequences of triples zk ak k 2 P P C wehave

            Xkj

            C˝zk zjI ak ajkNj 0 (218)

            with C1 as an allowed value for the left member If the sets fzkg and fakg aredisjoint and no repetitions occur among the zk then we have strict inequality gt 0unless all the k are zero

            Assuming that the left member in (218) is finite we also have

            Xkj

            kNj

            E˝zk zjI ak aj 0

            with the same remark as above on strict inequality

            Proof We have

            Xkj

            C˝zk zjI ak ajkj D 1

            Xkj

            k

            zk k

            ak

            j

            N Nzj

            j

            N Naj

            dA

            D 1

            jX

            k

            k

            zk k

            akj2 dA 0

            which proves (218) The statement about strict inequality also follows immediatelyAs a consequence of Schurrsquos theorem the exponential of a positive semidefinite

            matrix is again positive semidefinite (see [18] for example) Therefore

            Xkj

            kNj

            E˝zk zjI ak ajDXkj

            exp ŒC˝zk zjI ak ajkj 0

            under the stated assumptionsFrom the above we conclude the following for the two variable transforms

            Lemma 23 For any bounded open set ˝ C the following hold

            (i) C˝zw is positive definite for zw 2 ˝e(ii) 1

            Ezw is positive definite for zw 2 ˝e

            14 2 The Exponential Transform

            (iii) Hzw is positive definite for zw 2 ˝(iv) 1 Ezw is positive semidefinite for zw 2 C(v) 1

            Ezw 1 is positive semidefinite for zw 2 ˝e

            Proof i and ii follow immediately from the previous lemma by choosing ak D1 for all k To prove iii we choose some R gt 0 such that ˝ D0R anduse (214) Here the factor

            1

            R2 z Nw D1X

            kD0

            zk Nwk

            R2kC2 jzj jwj lt R

            is clearly positive definite while the other factor 1=ED0Rn˝zw is positivesemidefinite by ii Hence iii follows on using Schurrsquos theorem Next iv followsfrom iii by means of the representation (212) and v follows from ii and ivtogether with Schurrsquos theorem

            Remark 21 Whenever one has a positive definite function like Hzw in iii ofthe lemma then one can define a Hilbert space either by using it directly to definean inner product or by using it as a reproducing kernel These two methods canactually be identified via the linear map having Hzw as an integral kernel

            Since much of the text will be based on these ideas we explain here theunderlying philosophy using sums instead of integrals for simplicity of expositionLet the kernel in general be Kzw analytic in z anti-analytic in w Then oneHilbert space is generated by finite sums

            Pj ˛jızj with the inner product is defined

            by

            hX

            j

            ˛jızj X

            k

            ˇkıwk i DXjk

            ˛jKzjwk Nk

            In the case Kzw D Hzw this will be our main Hilbert space to be denotedH ˝

            This Hilbert space is thus generated by singular objects (Dirac distributions) andcan be rather strange However as Kzw is a quite regular function a much nicerHilbert space consisting of anti-analytic functions is obtained via the identificationmap (one-to-one by the assumed positive definiteness)

            Xj

            ˛jızj 7X

            j

            ˛jKzj

            for which the same inner product is kept ie

            hX

            j

            ˛jKzj X

            k

            ˇkKwk iRK DXjk

            ˛jKzjwk Nk

            23 Positive Definiteness Properties 15

            We have indexed the inner product by RK because the space now becomes areproducing kernel Hilbert space with in fact Kzw as the reproducing kernelsetting ˚ D P

            j ˛jKzj and letting the second factor be just Kw we have

            h˚Kw iRK D hX

            j

            ˛jKzj Kw iRK

            DX

            j

            ˛jKzjw D ˚w

            The above will be applied for the choice iii in Lemma 23 Kzw D HzwBut also the other choices in the lemma are interesting in particular for spacesof analytic functions i is related to the ordinary Bergman space see (327) iiand v give an inner product considered by Pincus-Xia-Xia [77] see (329) andSect 37 while iv gives the same as iii but with the inner product written in adifferent way see (328) and also (33)

            Next we specialize to comparison with disks and half-planes

            Lemma 24 Some specific positivity assertions are

            (i) If ˝ D0R then R2 z NwH˝zw is positive definite for zw 2 ˝ (ii) If ˝ D0 r D then 1 r2

            z Nw H˝zw is positive definite for zw 2 ˝ (iii) Assume that ˝ D where D is an open half-plane let a 2 D and let b D a

            be the reflected point with respect to D Then

            1 z a

            z b

            Nw NaNw Nb H˝zw zw 2 ˝

            is positive definite

            Proof For i we use that (by (213) and ii in Lemma 23)

            1

            HD0Rzw H˝zw D 1

            ED0Rn˝zw

            is positive definite for zw 2 ˝ and then insert HD0R D 1R2z Nw (see Example 21)

            For ii we similarly use that

            H˝zwED0rzw D H˝[D0rzw

            is positive definite for zw 2 ˝ and insert ED0r D 1 r2

            z Nw Finally for iii we use the formula (216) for how the four variable exponential

            transform changes under a Moumlbius map f We take this to be

            f D a

            b (219)

            16 2 The Exponential Transform

            which maps the half plane D onto the unit disk in particular f ˝ D Using that

            H˝zw D E˝zw

            jz wj2 D E˝zwI b bE˝z bE˝bw

            jz wj2 E˝b b

            by (25) (215) we then obtain

            1 z a

            z b

            Nw NaNw Nb H˝zw

            D 1 f zf w Ef ˝ f z f wI f b f b

            jf z f wj2 ˇ f z f w

            z w

            ˇ2 E˝z bE˝bw

            E˝b b

            D 1 f zf w Hf ˝ f z f w ja bj2E˝z bE˝bwjz bj2jw bj2E˝b b

            Here the last factor (the quotient) is of the form czw with c gt 0 hence ispositive definite and also the first factor is positive definite because it equals

            Hf ˝ f z f w

            HD f z f wD 1

            EDnf ˝ f z f w

            Thus part iii of the lemma follows

            24 The Exponential Transform as a Section of a Line Bundle

            In this section we assume that ˝ is fully real analytic with Schwarz function (see[16 101]) denoted Sz Thus Sz is analytic in a neighborhood of ˝ and satisfies

            Sz D Nz z 2 ˝ (220)

            The functions F G G H defined in terms of E by (22)ndash(25) are analyticin their domains of definition have analytic continuations across the boundariesand satisfy certain matching conditions on these boundaries Taking the analyticcontinuations into account the domains of definition cover all of P P and thematching conditions can be formulated as transition formulas defining holomorphicsections of certain line bundles These sections will then be uniquely determined bytheir behaviors at infinity This gives a new way of characterizing the exponentialtransform In an alternative and essentially equivalent language the exponentialtransform can be viewed as the unique solution of a certain Riemann-Hilbertproblem Below we shall make the above statements precise

            24 The Exponential Transform as a Section of a Line Bundle 17

            Let w 2 ˝e be fixed Then by the definitions (22) (23) (220) of F G and S

            GzwSz Nw D Fzw (221)

            for z 2 ˝ Here Gzw remains analytic as a function of z in some neighborhoodof ˝ say in U ˝ and Fzw similarly remains analytic for z in say V ˝cWith U V chosen appropriately Sz is analytic in U V and (221) remains validthere At the point of infinity (for z) we have F1w D 1

            We interpret the above as saying that the pair GwFw represents asection of the line bundle over P defined by the transition function Sz Nwz 2 U V The Chern class of this line bundle is

            ChernS Nw D 1

            2i

            d logSz Nw D 1

            2i

            d logNz Nw D 0

            Recall that the Chern class equals the difference between the number of zeros andthe number of poles for an arbitrary meromorphic section (not identically zero) andthat a line bundle on P is uniquely determined by its Chern class Having Chern classzero therefore means that the bundle is equivalent to the trivial bundle (transitionfunctions identically one) as is also evident from the way we started namely byhaving a non-vanishing holomorphic section It follows that the dimension of thespace of holomorphic sections equals one so any holomorphic section is determinedby its value at one point Therefore the holomorphic section GwFw isuniquely determined by the property that it takes the value one at infinity

            With w 2 ˝ a similar discussion applies to the pair HwGw Bydefinition of G and H we then have the transition relation

            HzwSz Nw D Gzw (222)

            thus with the same transition function Sz Nw as above However in the presentsituation the Chern class is C1 because w now is inside ˝ in the integrals aboveand the bundle is therefore equivalent to the hyperplane section bundle See [109][29] for the terminology Thus any nontrivial holomorphic section has exactly onezero and is uniquely determined by the value of its derivative at this zero Theparticular section HwGw vanishes at infinity with the expansion there

            Gzw D 1

            zC w C˝w

            1

            z2C Ojzj3 (223)

            as follows from the behavior of Ezw at infinity In particular the sectionHwGw is uniquely determined solely by these properties

            As a side remark the functions Gzw Gzw are not only analytic across˝ ˝ they are also non-vanishing (except at the point of infinity as exhibitedfor Gzw in (223)) Therefore the relations (221) and (222) give preciseinformation on the nature of the zeros of Fzw on ˝˝ and the corresponding

            18 2 The Exponential Transform

            singularities of Hzw there Note that 1=Hzw (which is similar to Fzw for atruncated exterior domain) is still holomorphic across ˝ ˝

            We summarize the above discussion

            Theorem 21 Assume that ˝ is analytic and let w 2 C n ˝ be fixed Then thefunction Sz Nw which is holomorphic and non-vanishing in a neighborhoodof ˝ defines a holomorphic line bundle w on P with respect to the covering˝ neighborhoodP n˝(i) If w 2 ˝e then w has Chern class zero hence it has a unique holomorphic

            and non-vanishing section which takes the value one at infinity This section isrepresented by the pair GwFw

            (ii) If w 2 ˝ then w has Chern class one hence it has a unique holomorphicsection which vanishes at infinity with derivative one there (ie behavior z1COz2 z 1) and has no other zeros This section is represented by thepair HwGw

            There is also a limiting version of the above for w 1 See Proposition 21below

            One may extend the above considerations by treating the two variables z andw jointly However in this case there will be a singular set namely the one-dimensional set D fzw 2 C2 W z D w 2 ˝g In fact in a neighborhoodof we have the relation

            Fzw D Sz Nwz SwHzw (224)

            but on itself the transition function Sz Nwz Sw thought to define a linebundle vanishes while Hzw becomes infinite Anyhow Fzw is well-behaved(analyticantianalytic) in a full neighborhood of The restricted conclusion will bethat the quadruple FGGH defines a holomorphicantiholomorphic sectionof a line bundle just in P P n

            25 A Riemann-Hilbert Problem

            We can interpret the factorization at interface formulas obtained so far as a Riemann-Hilbert problem with relations to hold on ˝ and with Nz in place of Sz

            GzwNz Nw D Fzw z 2 ˝ w 2 ˝e (225)

            HzwNz Nw D Gzw z 2 ˝ w 2 ˝ (226)

            Gzwz w D Fzw w 2 ˝ z 2 ˝e (227)

            Hzwz w D Gzw w 2 ˝ z 2 ˝ (228)

            25 A Riemann-Hilbert Problem 19

            This requires less regularity of ˝ and may therefore be convenient from somepoints of view The requirements at infinity are as before

            F1w D Fz1 D 1 (229)

            Gzw D 1Nw C Ojwj2 Gzw D 1z

            C Ojzj2 (230)

            A particular consequence of the last transition relation and (230) is thatZ˝

            Hzwz wd Nw DZ˝

            Gzwd Nw D 2i z 2 ˝

            After turning the first integral to an area integral this gives

            1

            HzwdAw D 1 z 2 ˝ (231)

            a formula which will be needed later onThe decomposition (22)ndash(25) of Ezw into analytic pieces can be extended

            to the four variable transform EzwI a b One practical way to formulate such astatement is to say that the function

            Nz NbNz Nw

            zw a

            w zw

            Na NwNa Nb

            ab z

            b ab EzwI a b

            is analytic in each component of P n ˝4 Here denotes the characteristicfunction of ˝

            D(1 2 ˝0 hellip ˝

            Cf Theorem 2 in [47]The relationships between the functions F G G and H can also be expressed

            by means of the Cauchy transform To this end we make the following observation

            Lemma 25 Assume f and g are holomorphic in ˝ h is holomorphic in ˝e allhaving continuous extensions to ˝ and that

            (Nzf zC gz D hz z 2 ˝hz 0 z 1

            (232)

            Then the combined function

            (Nzf zC gz z 2 ˝hz z 2 ˝e

            (233)

            20 2 The Exponential Transform

            is identical with the Cauchy transform of f more precisely of the function

            (f z z 2 ˝0 z 2 ˝e

            (234)

            Conversely for f holomorphic in˝ and continuous up to ˝ the Cauchy transformof (234) is of the form (233) with (232) holding

            Proof This is immediate from basic properties of the Cauchy transformIn the notations and assumptions of the lemma we may consider the Cauchy

            transform (in a restricted sense) simply as the map f 7 h in particular as a maptaking analytic functions in˝ to analytic functions in˝e As such a map it connectsin our context the different pieces F G G H of the exponential transform

            Example 22 With

            f z D Hzw

            gz D NwHzw

            hz D Gzw

            where w 2 ˝ is considered as a parameter we get

            CHwz D Gzw z 2 ˝e

            Thus

            Gzw D 1

            Hz vdAv

            Nv Nw z 2 ˝e w 2 ˝ (235)

            Example 23 With w 2 ˝e as parameter and

            f z D Gzw

            gz D 1C NwGzw

            hz D 1 Fzw

            it follows that

            CGwz D Fzw 1 z 2 ˝e

            Example 24 By taking the Cauchy transform in both variables one can pass directlyfrom Hzw to Fzw or even from Hzw to the complete transform Ezw by

            25 A Riemann-Hilbert Problem 21

            means of Eq (212) Similarly by considering the asymptotics at w D 1 or bycombining (28) with (231)

            C˝z D 1

            2

            Hu vdAu

            u zdAv z 2 C (236)

            In addition using (235) one finds that

            C˝z D 1

            Gzw dAw z 2 ˝e (237)

            As a final remark we mention that not only the exponential transform (ie theexponential of the double Cauchy transform (29)) but also the exponential of theone variable Cauchy transform (28) can be viewed as (part of) a section of a linebundle In fact taking f z D 1 in (232) gives hz D C˝z for z 2 ˝e andreplacing Nz by Sz on ˝ renders (232) on the form

            eSz egz D eC˝z (238)

            which by analytic continuation holds for z in a neighborhood of ˝ In (238) egz

            is just some non-vanishing holomorphic function in ˝ which we do not care muchabout while eC˝z is holomorphic and non-vanishing in ˝e regular at infinity andtaking the value one there

            Now we may view eSz as the transition function for a line bundle on P thenhaving Chern class zero It follows that there is a unique holomorphic cross sectionof that bundle which takes the value one at infinity And (238) says that therestriction to ˝e of that section is exactly the exponential of the Cauchy transformof ˝ In summary

            Proposition 21 With ˝ real analytic eSz defines a holomorphic line bundle onP with Chern class zero Its unique non-vanishing holomorphic section which takesthe value one at infinity is represented in ˝e by eC˝z

            Chapter 3Hilbert Space Factorization

            Abstract The positivity properties of the exponential transform define in a canon-ical way a Hilbert space H ˝ and a (co)hyponormal operator acting on it suchthat the exponential transform itself appears as a polarized compressed resolvent ofthis operator There are many variants of this procedure but they are all equivalentHistorically the process actually went in the opposite direction starting with anabstract Hilbert space and hyponormal operator with rank one self-commutatorthe exponential transform arose as a natural characteristic function obtained asthe determinant of the multiplicative commutator of the resolvent If one considersH ˝ as a function space the analytic functions in it are very weak ie have asmall norm and for a special class of domains the quadrature domains the analyticsubspace Ha˝ even collapses to a finite dimensional space Some more generalkinds of quadrature domains are discussed in terms of analytic functionals and wealso show that some integral operators based on the exponential transform can beinterpreted in terms of Silva-Koumlthe-Grothendieck duality

            31 Definitions and Generalities

            In the sequel we assume that Hzw is integrable

            jHzwjdAzdAw lt 1 (31)

            We do not know whether this always holds but as shown in [39] (appendix there) itholds at least when ˝ is Lipschitz in particular when it is piece-wise real analyticIf ˝ is fully real analytic one even has

            jHzwj2dAzdAw lt 1 (32)

            see again [39]In view of the positivity properties proved in Sect 23 one can define a positive

            semi-definite Hermitian form on the set DC of smooth test functions with compact

            copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_3

            23

            24 3 Hilbert Space Factorization

            support in C by

            h f gi D 1

            2

            ZC

            ZC

            1 EzwNf zgwdAzdAw (33)

            D 1

            42

            ZC

            ZC

            1 Ezwd f zdzdgwdw f g 2 DC

            We are following [38 39] here Several other choices of inner product are in usesee [74 77] as well as Sects 34 and 37 below

            The second expression above indicates that it is natural to consider fdz and gdzas differential forms and as such they need not have compact support it is enoughthat they are smooth also at infinity (ie smooth on all P) Upon partial integrationthe above formula becomes

            h f gi D 1

            2

            Hzwf zgwdAzdAw (34)

            hence h f gi depends only on the values of f and g in ˝ By (31) all functionsf g 2 L1˝ can be allowed in (34) and we have the estimate

            jj f jj Cjj f jj1˝ (35)

            where jj f jj2 D h f f i Also distributions and analytic functionals with compactsupport in ˝ can be allowed in (34)

            Despite Hzw being positive definite there are functions f 2 L1˝ for whichjj f jj D 0 for example any function of the form f D N with a test function withcompact support in ˝ Therefore to produce a Hilbert space having h i as innerproduct one first has to form a quotient space modulo the null vectors and thentake the completion of this The resulting Hilbert space will be denoted H ˝ It isalways infinite dimensional and separable When necessary we will write the innerproduct defined by (34) as h f gi D h f giH ˝ and similarly for the norm

            The construction above gives a natural map taking functions to their equivalenceclasses

            ˛ W L1˝ H ˝ (36)

            This map has (by definition) dense range but is not injective If ˝ is analytic sothat (32) holds (henceforth assumed) ˛ extends to

            ˛ W L2˝ H ˝

            The adjoint operator ˛0 goes the opposite way between the dual spaces

            ˛0 W H ˝0 L2˝0

            and is automatically injective (because ˛ has dense range)

            31 Definitions and Generalities 25

            Keeping the assumption (32) the adjoint map ˛0 has some concrete manifesta-tions For example representing functionals in the above Hilbert spaces by innerproducts it gives rise to a map

            ˇ W H ˝ L2˝

            which is bounded and injective Precomposing it with ˛ gives the operator

            H D ˇ ı ˛ W L2˝ L2˝

            We name it H because it has an explicit presentation as an integral operator withkernel Hzw

            Hf w D 1

            Hzwf zdAz w 2 ˝ f 2 L2˝ (37)

            By construction Hf only depends on the equivalence class of f 2 L2˝ in H ˝ie on ˛ f and we have

            h˛ f ˛giH ˝ D f HgL2˝ f g 2 L2˝ (38)

            It follows that H is a positive operator and it is also seen that its range consists onlyof anti-analytic functions in particular it is far from being surjective The norm ofH D ˇ ı ˛ as an operator is bounded above by jjHjjL2˝˝ and it also follows thatjj˛jj D jjˇjj pjjHjjL2˝˝

            As indicated in Remark 21 the one-to-one image of H ˝ under the map ˇis if the inner product in H ˝ is kept in ˇH ˝ a reproducing kernel Hilbertspace of anti-analytic functions having Hzw as the reproducing kernel

            Expanding (212) for large z and w gives

            1 Ezw D 1

            2

            Xkj0

            Hu vuk Nvj

            zkC1 NwjC1 dAudAv

            DXkj0

            hzk zjiH ˝

            zkC1 NwjC1

            Since on the other hand

            1 Ezw D 1 expΠ1

            dA

            z N Nw

            D 1 expŒXkj0

            zk zjL2˝

            zkC1 NwjC1 D 1 expŒXkj0

            Mkj

            zkC1 NwjC1

            26 3 Hilbert Space Factorization

            this confirms that the exponential moments defined by (217) make up the Grammatrix for the monomials in H ˝

            Bkj D hzk zjiH ˝

            For future needs we record here the following consequence of (231)

            hh 1iH ˝ D 1

            hdA h 2 H ˝ (39)

            Strictly speaking the left member here should have been written h˛h ˛1i butquite often we will consider ˛ as an identification map and suppress it from notationThe equivalence class in H ˝ of the constant function one will have a special rolelater on and we write it in bold ˛1 D 1

            32 Restrictions and Extensions

            The operator ˛ has a very big kernel and therefore it is not reasonable to considerH ˝ as a function space However the operator ˇ canonically embeds H ˝

            in a space of anti-analytic functions in ˝ and as we shall see in Sect 36 formost choices of ˝ the map ˛ embeds the functions analytic in a neighborhood of˝ in a dense subspace of H ˝ However the norm in H ˝ is much weakerthan traditional norms on spaces of analytic functions and there will usually be nocontinuous point evaluations for example

            A sign that H ˝ is not a good function space is that on considering aninclusion pair ˝1 ˝2 there is no continuous restriction operator H ˝2 H ˝1

            Example 31 Consider the inclusion D1 1 D 2 where 0 lt lt 1 Ingeneral if f is analytic and bounded in DaR we have (writing just f in placeof ˛ f ) jj f jjH DaR D Rj f aj Here we used Example 21 and the mean-valueproperty of analytic functions Thus for fnz D zn

            jj fnjjH D11 D 1 jj fnjjH D2 D 2n

            hence there is no constant C lt 1 such that jj fnjjH D11 Cjj fnjjH D2 for alln So at least the most naive way of trying to define a bounded restriction operatorH D 2 H D1 1 does not work

            On the other hand it is possible to define extension operators with bounded norm(actually norm one) In fact if ˝1 ˝2 and f 2 L1˝1 then on extending f byzero on ˝2 n˝1 we have

            jj f jjH ˝2 jj f jjH ˝1

            33 Linear Operators on H ˝ 27

            This is an immediate consequence of (213) and iv of Lemma 23 the latter appliedto 1 E˝2n˝1

            33 Linear Operators onH ˝

            Let Z be the ldquoshiftrdquo operator ie multiplication by the independent variable z onH ˝

            Z W H ˝ H ˝ Zf z D zf z (310)

            This is a bounded linear operator in fact its norm is

            jjZjj D supfjzj W z 2 ˝gHere the upper bound (ie the inequality ) follows from i of Lemma 24 whichimmediately gives the desired inequalityZ˝

            Hzwzf zwf wdAzdAw R2Z˝

            Hzwf zf wdAzdAw

            The lower bound follows by choosing f to have all its support close to a point z 2 ˝at which jzj nearly equals its supremum For example if Da ˝ then f DDa gives jj f jj D 2

            pHa a jjZf jj D a2

            pHa a

            If ˝ D0 r D then the inverse Z1f z D 1z f z exists and has norm

            jjZ1jj 1r by ii of Lemma 24 It is easy to see that equality holds if r is chosen

            largest possible hence jjZ1jj D 1=dist0˝ More generally if a hellip clos˝ thenZ a1 exists and has norm 1=dist a˝ Thus denoting by Z the spectrumof Z we have Z clos˝ In fact equality holds

            Z D clos˝ (311)

            By Z we denote the operator

            Zf z D Nzf z (312)

            by Z the adjoint of Z and by C the Cauchy transform considered as a linearoperator H ˝ H ˝

            Cgz D Cgz D 1

            gdA

            z z 2 ˝ (313)

            Finally 1 ˝ 1 denotes the operator

            1 ˝ 1 W h 7 hh 1i1

            28 3 Hilbert Space Factorization

            which is a positive multiple of the orthogonal projection onto the one-dimensionalsubspace spanned by 1 (the function identically equal to one)

            Proposition 31 The so defined operators are bounded on H ˝ and are relatedby

            Z D Z C C (314)

            ŒZC D 1 ˝ 1

            ŒZZ D 1 ˝ 1 (315)

            In particular Z is cohyponormal ie ŒZZ 0

            Proof Using partial integration with respect to w plus the Riemann-Hilbert rela-tion (228) we have

            hzf z gzi h f z Nzgzi D 1

            2

            Hzwz wf zgwdAzdAw

            D 1

            2

            Hzwz wf z

            wCgwdAzdAw

            D 1

            2i2

            Hzwz wf zCgwd NwdAzC

            C 1

            2

            Hzwf zCgwdAzdAw

            D 1

            2

            Gzwf zCgwd NwdAzC h f zCgzi

            Here the boundary integral in the first term vanishes because the integrand is anti-analytic with respect to w in ˝e and tends to zero as 1=jwj2 when jwj 1 inview of the asymptotics of Gzw (see (230)) and Cgw Thus we end up with theidentity

            hzf z gzi D h f z Nzgzi C h f zCgzi (316)

            This says that

            hZf gi D h f Z C Cgi

            ie we have proved (314) and thereby also that C is bounded (since Z obviouslyis bounded like Z) We emphasize that we did not use the definition of Hzw

            33 Linear Operators on H ˝ 29

            directly in the above computation only its property of being part of a section (anti-holomorphic section with respect to w to be precise) vanishing at infinity of a certainline bundle equivalently the solution of a Riemann-Hilbert problem

            Next we compute the commutator ŒZC D ZC CZ

            ŒZC f z D z 1

            f dA

            z 1

            f dA

            z

            D 1

            zf dA

            zD 1

            fdA D h f 1i 1 D 1 ˝ 1f z

            Since obviously ŒZZ D 0 the remaining statements of the proposition now followExpressing the exponential and Cauchy transforms in terms of the above

            operators we have for all zw 2 C

            1 E˝zw D hZ z11 Z w11i (317)

            C˝z D hZ z11 1i (318)

            These relations follow immediately from (212) (236) and the definition (34) ofthe inner product We may also identify the Cauchy kernel itself as an element inH ˝ as

            kz D Z z11 (319)

            The exponential moments appear are

            Bkj D hZk1Zj1i

            We mention next a determinantal formula for E˝zw in terms of Z

            E˝zw D detZ NwZ zZ Nw1Z z1 (320)

            valid for zw 2 ˝e This is proved in the same way as a similar formula inAppendix A namely by switching the first two factors and using that ŒZ zZ Nw D ŒZZ D 1 ˝ 1 which is a rank one projection Then the determinant comesout to be 1 hZ z11 Z w11i which is Ezw The determinant existsbecause it is of the form detI C K with K a trace-class operator and then thedefinition of the determinant reads

            detI C K D expŒtr logI C K D expŒtr1X

            jD1

            1 j1

            jKj

            30 3 Hilbert Space Factorization

            In our case the operator K has finite rank (rank one) and in such cases the productrule detAB D det A det B holds for determinants as above This gives thecomplementary formula

            1

            E˝zwD detZ zZ NwZ z1Z Nw1 (321)

            D 1C hZ Nw11 Z Nz11i

            34 A Functional Model for Hyponormal Operators

            The operator Z used above is cohyponormal but it is actually more common towork with models which involve hyponormal operators (see Appendix A and [74]in general for such operators) By minor modifications of the previous definitionsone easily arrives at the standard hyponormal operator T in this context The innerproduct is first to be modified to be

            hh f gii D 1

            2

            ZC

            ZC

            1 Ew zf zgwdAzdAw (322)

            D 1

            2

            Hw zf zgwdAzdAw D hNf NgiH ˝

            This gives rise to a Hilbert space which is equivalent to H ˝ in the sense thatconjugation f 7 Nf is an R-linear isometry between the two spaces In the newHilbert space we define the shifts Z Z and the Cauchy transform C as before by theformulas (310) (312) (313) and in addition we set

            Cf z D 1

            f dAN Nz z 2 ˝

            ie Cf D CNf Then it is straight-forward to check that

            hhZ C Cf gii D hh f Zgii

            This means that on defining an operator T by

            T D Z C C

            its adjoint with respect to the new inner product is

            T D Z

            35 Summary in Abstract Setting 31

            In addition one gets

            ŒTT D 1 ˝ 1

            in particular T is hyponormal The relations to the Cauchy and exponential transformare

            1 E˝zw D hhT Nw11 T Nz11ii (323)

            C˝z D hh1T Nz11ii

            the exponential moments appear as

            Bkj D hhTj1Tk1ii

            and the formula corresponding to (321) becomes

            1

            E˝zwD detT NwT zT Nw1T z1 (324)

            D 1C hhT z11 T w11ii

            for zw 2 ˝e See Appendix A for more details and references

            35 Summary in Abstract Setting

            For future needs we summarize the two functional models used so far with innerproducts connected by (322) in terms of an abstract Hilbert space H with a specialvector 0 curren 2 H as follows (this is the abstract version of 1) We work eitherwith a cohyponormal operator A (replacing Z) in H satisfying

            ŒAA D ˝

            or a hyponormal operator T satisfying

            ŒTT D ˝

            In either case it is assumed that the corresponding principal function (see [74]) isof the form g D ˙˝ (minus sign in the cohyponormal case) where ˝ C is abounded open set Using h i for the inner product in whatever case we are workingwith we have the basic relationships to the Cauchy and exponential transforms and

            32 3 Hilbert Space Factorization

            exponential moments given by

            1 E˝zw D hA z1 A w1iC˝z D hA z1 i

            Bkj D hAkAji

            respectively

            1 E˝zw D hT Nw1 T Nz1iC˝z D hT Nz1i

            Bkj D hTjTk

            i

            In addition we have the determinantal formulas

            E˝zw D detA NwA zA Nw1A z1

            D detT zT NwT z1T Nw1

            1

            E˝zwD detA zA NwA z1A Nw1

            D detT NwT zT Nw1T z1

            36 The Analytic SubspaceHa˝

            For any set E C we define

            OE D f(germs of) functions holomorphic in some open set containing Eg

            with the qualification that two such functions which agree on some neighborhoodof E shall be identified The analytic subspace of Ha˝ of H ˝ may be definedas

            Ha˝ D closH ˝˛O˝

            The Cauchy kernel kz D 1z clearly is in O˝ hence can be considered as

            an element of Ha˝ whenever z 2 ˝e The same for all polynomials Whenrestricting to O˝ the map ˛ is in most cases injective (namely when ˝ is not aquadrature domain see Theorem 31 below) therefore it is reasonable to write justf in place of ˛ f when f is analytic

            36 The Analytic Subspace Ha˝ 33

            For f g 2 O˝ the inner product can be written as a boundary integral

            h f gi D 1

            42

            1 Ezwf zgwdzd Nw f g 2 O˝ (325)

            This agrees with what is obtained from analytic functional calculus namely onwriting

            f Z D 1

            2i

            If zZ z1 dz

            where the path of integration surrounds the spectrum of Z ie the closure of ˝ Inserting (317) into (325) gives

            h f gi D h f Z1 gZ1i f g 2 O˝

            Translating this into a formula for T D Z and the inner product (322) gives

            hh f ı conj g ı conjii D hh f T1 gT1ii f g 2 Oconj˝

            where conj means conjugation for example f ı conjz D f Nz Thus in the leftmember one takes the inner product between anti-analytic functions in ˝ For Titself one gets a nicer inner product which is used in the analytic functional modelof J Pincus D Xia JB Xia [77 111] (see also Sect 37 below) It is defined by

            h f giPXX D hh f T1 gT1ii D (326)

            D 1

            42

            1

            Ezw 1f zgwdzd Nw f g 2 O˝

            where the second equality is a consequence of (324)We finally remark that the ordinary Bergman inner product can be written on the

            same form as (325)

            f gL2˝ D 1

            42

            C˝zwf zgwdzd Nw f g 2 O˝ (327)

            This follows by transforming the boundary integrals to area integrals andusing (210) If we rewrite (325) as

            h f giHa˝ D 1

            42

            eC˝zwf zgwdzd Nw f g 2 O˝ (328)

            we see that the difference between the two inner product just amounts to anexponentiation of the weight function This is the same relation as in (217) The

            34 3 Hilbert Space Factorization

            analytic model of Pincus-Xia-Xia can also be put into such a form by writing (326)as

            h f giPXX D 1

            42

            eC˝zwf zgwdzd Nw f g 2 O˝ (329)

            Here one has to be careful to approach the contour of integration ˝ from outside(the cases (327) and (328) are less sensitive) This is because eC˝zw D 1=Ezw(analytically continued across ˝ as 1=Fzw) has a pole at z D w 2 ˝ and themain contribution to the integral actually comes from the residue at this pole Seemore precisely Sect 37

            The above three inner products are quite different (327) is exactly the Bergmanspace inner product (ie L2 with respect to area measure) (329) is similar tothe HardySmirnovSzegouml space inner product (L2 with respect to arc length)while (328) gives the rather brittle space Ha˝

            37 The Analytic Model

            We have seen that the auxiliary Hilbert space H ˝ provides a natural diagonal-ization of the cohyponormal operators Z and T Here we shall see in some moredetail how the analytic model of Pincus-Xia-Xia [77] diagonalizes directly T on theHardy space of ˝ with the price of an inner space distortion

            We assume that the boundary ˝ is smooth and real analytic and recall (seeremarks before Theorem 21) that this means that Ezw analytically extends fromthe exterior across ˝ and we also know that this analytic continuation which wedenote Fzw as before satisfies

            F D 0 zF curren 0 2 ˝

            The partial derivative appearing here may by identified in terms of the functionsGzw and Gzw in (23) (24) as

            zF D G D G 2 ˝ (330)

            Let T be the irreducible hyponormal operator with rank-one self-commutatorhaving the characteristic function of ˝ as principal function and let bea collection of Jordan arcs in C n ˝ which are homologous to ˝ We maywork in the functional model H ˝ or in an abstract setting (Sect 35) therewill only be notational differences In notations of Sect 35 the determinantalidentity (324) together with Riesz functional calculus gives the Pincus-Xia-Xia

            38 A Formal Comparison to Quantum Field Theory 35

            inner product as

            h f giPXX D h f T gTi D 1

            42

            Z

            Z

            f zgw

            Ezwdzdw

            for any germs of analytic functions f g 2 O˝Fix the system of curves but deform to ˝ so that Ezw curren 0 for z 2

            and w 2 In this case Eww D 0 but in terms the analytic continuation Fzwof Ezw the function z 7 1=Fzw has just a simple pole at z D w 2 ˝ Theresidue there equals 1=zFww D 1=Gww (recall (330)) Denoting by asystem of curves homologous to but located just inside ˝ the residue theoremtherefore yields

            1

            42

            Z

            Z

            f zgw

            Fzwdzdw D 1

            2i

            Z

            f wgwd Nw

            Gww

            It is easy to see that d NwiGww is positive and hence equal to jdw

            jGwwj so all is all wehave for the squared norm

            k f Tk2 D 1

            2

            Z

            j f j2 jdjjG j C 1

            42

            Z

            Z

            f zf w

            Fzwdzdw

            Let H2˝ denote the Hardy space associated to the domain ˝ that is theclosure of O˝ in L2˝ jdzj The above integral decomposition implies that thenorm in the ldquoexoticrdquo space Ha˝ has the structure

            k f Tk2 D hN C Kf f i2˝

            where N is an invertible normal operator and K is a compact operator The strictpositivity of the norm k f Tk implies then that the Hardy space operator N C K DA is self-adjoint positive and invertible Hence

            k f TkH ˝ D kpAf k2˝

            38 A Formal Comparison to Quantum Field Theory

            A first remark is that the notation 1˝ 1 (or ˝ ) used for an operator for examplein (315) actually involves some misuse of notation since one of the functions 1 isto be considered as an element of the dual space (ie is a functional) In P Diracrsquosbra-[c]-ket notation used in quantum mechanics (ji for vectors hj for covectors)the same object would have been denoted j1i ˝ h1j taking into account also that

            36 3 Hilbert Space Factorization

            in quantum mechanics one puts the conjugation on the lefthand factor in innerproducts

            Staying within quantum theory Eq (315) is somewhat reminiscent of thecommutation relation for the annihilation and creation operators A and A sayin quantum field theory (see [31 97] for example) In that theory the right memberwould be the identity operator however which using Diracrsquos notation becomes

            ŒAA D1X

            jD0j ji ˝ h jj (331)

            where f jg is an arbitrary orthonormal basis for the Hilbert space used Thus theannihilation operator is also cohyponormal but is necessarily unbounded Oneadvantage with our rank one self-commutator cohyponormal operator Z is that itis bounded

            The inner product in Ha˝ gives when written on the form (328) someassociations to Feynman path integrals in quantum field theory Such integrals alsorepresent inner products interpreted as probability amplitudes for transitions forexample the probability h f tf j i tii that a quantum system initially at time ti in astate j i tii will at a later (final) time tf be observed to be in a state j f tf i Such anintegral may look like

            h f tf j i tii DZ

            DŒ˚eiSŒ˚ (332)

            where ˚ runs over paths in a configuration space SŒ˚ D Rd4xL Œ˚ denotes

            the action along the path ˚ here with L the Lagrangian in a four space-timedimensional context The integration is performed over all possible paths joiningthe given initial and final states with integration measure denoted DŒ˚ See[23 31 62 84 97] for example In string theory and conformal field theory theaction may be a pure Dirichlet integral in two dimensions see [78]

            If we compare with the inner product (328) for Ha˝ we see that the doubleCauchy transform C˝zw will have the role of being the action (up to a constantfactor) This is completely natural since C˝zw easily can be written as a Dirichletintegral and be interpreted as an energy (mutual energy actually for z curren w) Theclassical action has dimension energy time (the same as Planckrsquos constant bdquo) butwe have constants to play with The main difference however is that the classicalaction is a real-valued function so that the exponent iSŒ˚ is purely imaginarywhile our C˝zw is truly complex-valued On the other hand inserting Planckrsquosconstant the exponential in (332) becomes i

            bdquo SŒ˚ and in some contexts bdquo is allowedto take complex values or at least to approach the classical limit bdquo 0 throughcomplex values (cf [97] Sect 1424) One may alternatively compare (328) withthe partition function in quantum statistical mechanics which is similar to theFeynman integral but having a purely real exponential factor

            39 Silva-Koumlthe-Grothendieck Duality 37

            The two functions f and g in (328) correspond to the states j i tii and j f tf ieven though these are invisible in the right member of (332) They are hidden inthe boundary conditions for the integral but can be restored explicitly as is doneeg in [84] Chaps 5 and 9 One may also represent the time evolution from ti to tfexplicitly by inserting the appropriate unitary operator say eitf ti OH if the systemis governed by a time-independent Hamiltonian operator OH Then the left memberof (332) turns into h f jeitf ti OHj ii0 the subscript zero indicating that we nowhave a different inner product In our context this step could be compared with theinsertion of the operator H in (37) giving an L2-inner product

            The difficulty with Feynman integrals is that the integration is taken over aninfinite dimensional space of functions ˚ In practice one has to resort to finitedimensional approximations or perhaps to restrict to a class of functions dependingon finitely many parameters The latter is exactly what is the case in our innerproduct (328) where essentially only the functions

            ˚ D log z 2 ˝

            parametrized by z 2 ˝ appear after having written the integral as a Dirichletintegral The differential DŒ˚ reduces to just dz d Nw with integration along ˝˝

            So without claiming any deeper connections we can at least say that there aresome formal similarities between the inner product in Ha˝ and Feynman pathintegrals

            39 Silva-Koumlthe-Grothendieck Duality

            For some further representations of the inner product we introduce the integraloperator G with kernel Gzw

            Gf w D 1

            Gzwf zdAz w 2 ˝e f 2 O˝ (333)

            This operator takes any f 2 O˝ to an anti-analytic function Gf in ˝e vanishingat infinity This means that Gf 2 O˝e0 where O˝e0 denotes the space offunctions holomorphic in ˝e D P n ˝ and vanishing at infinity Recall next thatthere is a natural duality between O˝ and O˝e0 defined via the pairing

            f gduality D 1

            2i

            f zgzdz f 2 O˝ g 2 O˝e0 (334)

            which has been studied in depth by Silva [98] Koumlthe [66] Grothendieck [30] Tomake (334) more invariant one could view it as a pairing between the one-form fdzand the function g In any case f is holomorphic in some neighborhood of ˝ and

            38 3 Hilbert Space Factorization

            the integral should be moved slightly into ˝e to make sense The duality statementis that f gduality is a nondegenerate pairing between O˝ and O˝e0 whichexhibits each of these spaces as the dual space of the other

            By the definition (23) of the kernel Gzw we may write (333) as

            Gf w D 1

            2i

            dEzwf zdz D 1

            2i

            Fzwf zdz

            On using (325) this gives a representation of the inner product in Ha˝ as

            h f giHa˝ D 1

            2i

            Gf wgwd Nw D 1

            2i

            f zGgzdz

            Thus in terms of the Silva-Koumlthe-Grothendieck pairing

            h f giHa˝ D f Ggduality (335)

            A special consequence of (335) is that Gf only depends on the equivalence class off in Ha˝ and then that the map Ha˝ O˝e0 f 7 Gf is injective Therepresentation (335) may be compared with (38) which we may write simply as

            h f giHa˝ D Hf gL2˝ D f HgL2˝ f g 2 L2˝

            Example 32 Taking f D 1 in (333) gives using (237)

            G1w D C˝w w 2 ˝e

            Compare with the identity obtained from (231)

            H1 D 1

            Let now fpng (n D 0 1 2 ) be an orthonormal basis of Ha˝ so thathpk pji D ıkj Then using the above operator G we obtain a basis which is dualto fpng with respect to the pairing duality in (334) by setting

            qn D Gpn (336)

            Thus the qn are analytic functions in P n˝ vanishing at infinity and satisfying

            1

            2i

            pkzqjzdz D ıkj

            The minus sign can be avoided by replacing ˝ by P n˝

            39 Silva-Koumlthe-Grothendieck Duality 39

            This dual basis fqng can also be identified as the Fourier coefficients of theCauchy kernel

            kz D 1

            z 2 ˝

            where z 2 ˝e is to be regarded as a parameter Indeed these Fourier coefficients are

            hkz pni D k Gpnduality D kz qnduality

            D 1

            2i

            ZPn˝

            1

            zqnd D qnz

            So

            kz D1X

            nD0qnz pn

            which is an identity in Ha˝ It can be spelled out as

            1

            zD

            1XnD0

            pnqnz 2 ˝ (337)

            but then one has to be careful to notice that it only means that the differencebetween the right and left members has Ha˝-norm zero It is completely safeto insert (337) into (212) This gives for zw 2 ˝e

            1 Ezw D h 1

            z

            1

            wi D

            1XnD0

            qnzqnw (338)

            So far we have not assumed anything about fpng besides it being an orthonormalbasis Later on we shall work with orthonormal polynomials (pn a polynomial ofdegree n) but if we for now just assume that p0 is a constant function more precisely

            p0 Dr

            j˝j 1

            then we find that the first dual basis vector is essentially the Cauchy transform

            C˝z D h 1

            z 1i D

            rj˝j

            q0z (339)

            One may think of the two sides of (337) as representing the identity operator inHa˝ in two different ways with respect to the duality (334) The left member

            40 3 Hilbert Space Factorization

            is the Cauchy kernel which reproduces functions in Ha˝ by the Cauchy integralwhile the right member represents the identity as

            Ppn ˝ qn where fpng is a basis

            and fqng the corresponding dual basis (compare the right member in (331))Another representation of the identity in terms of the inner product in the Hilbert

            space itself isP

            pn ˝ Npn In the pointwise picture this spells out to

            1XnD0

            pnpnz z 2 ˝ (340)

            However here there is no pointwise convergence If Ha˝ were a Hilbert spacewhich had continuous point evaluations the sum would converge to the reproducingkernel for the space but as is clear from previous discussions there are rarely anycontinuous point evaluations in Ha˝ This can be further confirmed by examplesIn Sect 72 the elements of Ha˝ are explicitly characterized in terms of powerseries in the case that ˝ is an annulus And many of these series turn out to be justformal power series having no convergence region at all This applies in particularto (340) (no convergence region)

            310 Quadrature Domains

            We single out in the present section a family of domains which are exceptionalfor Ha˝ This is the class of (finite) quadrature domains also called finitelydetermined domains [79] or algebraic domains [107] A few general references are[1 46 89 101] here we give just a short summary of some basic properties Theoriginal definition used in [1] says that a bounded domain ˝ C is a quadraturedomain if there exist finitely many points ak 2 ˝ and coefficients ckj 2 C such that

            1

            h dA DmX

            kD1

            nk1XjD0

            ckjhjak (341)

            for every function h which is analytic and integrable in ˝ If ˝ is just a boundedopen set which satisfies the same requirements we will still call it a quadraturedomain

            Below is a list of equivalent requirements for a domain or open set to be aquadrature domain Strictly speaking the last two items iiindashiv are like theexponential transform itself insensitive for changes of ˝ by nullsets but onemay achieve equivalence in the pointwise sense by requiring that the domain ˝considered is complete with respect to area measure

            i The exterior Cauchy transform is a rational function ie there exists a rationalfunction Rz such that

            C˝z D Rz for all z 2 C n˝ (342)

            310 Quadrature Domains 41

            ii There exists a meromorphic function Sz in ˝ extending continuously to ˝with

            Sz D Nz for z 2 ˝ (343)

            This function Sz will be the Schwarz function (220) of ˝ [16 101]iii The exponential transform E˝zw is for zw large a rational function of the

            form

            E˝zw D Qz NwPzPw

            (344)

            where P and Q are polynomials in one and two variables respectivelyiv For some positive integer d there holds

            detBkj0kjd D 0

            Basic references for iiindashiv are [79ndash81] When the above conditions hold thenthe minimum possible number d in iv) the degree of P in iii and the numberof poles (counting multiplicities) of Sz in ˝ all coincide with the order of thequadrature domain ie the number d D Pm

            kD1 nk in (341) For Q see moreprecisely below

            If ˝ is connected and simply connected the above conditions indashiv are alsoequivalent to that any conformal map f W D ˝ is a rational function Thisstatement can be generalized to multiply connected domains in various ways seeeg [32 112]

            Quadrature domains play a special role for the space H ˝ eg they make theanalytic part Ha˝ to collapse almost completely For non-quadrature domains theanalytic functions are dense in H ˝ but they still make up a rather brittle part ofthe space and there are usually no continuous point evaluations for these analyticfunctions (an example is given in Sect 72) The following theorem makes some ofthe above statements precise

            Theorem 31 If ˝ is a not quadrature domain then the restriction of the map ˛ toO˝

            ˛jO˝ W O˝ H ˝

            is injective and has dense range In particular Ha˝ D H ˝If on the other hand ˝ is a quadrature domain then ˛jO˝ is neither injective

            nor has dense range Indeed the range is finite dimensional

            dimHa˝ D d

            where d is the order of the quadrature domain

            42 3 Hilbert Space Factorization

            Proof For the first statement we shall prove that˝ is a quadrature domain whenever˛jO˝ fails either to be injective or to have dense range

            So assume that ˛jO˝ is not injective This means that h f f i D 0 for some

            f 2 O˝ n f0g Multiplication by any rational function with poles outside ˝ is acontinuous operator in the H ˝-norm (see more precisely beginning of Sect 33)hence it follows that for any fixed w hellip ˝ the function 1

            zw f z is zero as an elementof H ˝ Using (39) this gives that the exterior Cauchy transform of f vanishes

            0 D h f z

            z w 1i D 1

            f zdAz

            z w w hellip ˝

            Invoking now Lemma 25 where in the formula (232) the exterior Cauchytransform of f is denoted h it follows that there exists a holomorphic function gin ˝ such that

            Nzf zC gz D 0 z 2 ˝

            Thus Sz D gzf z is a meromorphic function in ˝ satisfying (343) Hence ˝ is a

            quadrature domain whenever ˛jO˝ is not injectiveNext assume that the range of ˛jO˝ is not dense in H ˝ By the Hahn-Banach

            theorem the representation (38) of functionals and the definition (37) of H thismeans that there exists an analytic function f D Hg in ˝ which is not identicallyzero but which annihilates the analytic functions in the sense that

            f zhzdAz D 0 for all h 2 O˝

            Choosing hz D 1zw w hellip ˝ this gives the same relation as above hence we

            conclude again that ˝ is a quadrature domainWhen ˝ is a quadrature domain the inner product evaluated on O˝ takes the

            form

            h f giHa˝ DX

            0kjd

            Hak ajck Ncjf akgaj (345)

            by (341) Here we have for notational convenience assumed that in (341) all themultiplicities nk equal one Thus the inner product only involves the values of thefunctions at d points and it follows that ˛O˝ has finite dimension equal to dand it then also coincides with its closure Ha˝

            311 Analytic Functionals 43

            311 Analytic Functionals

            More general notions of quadrature domains may be discussed in terms of analyticfunctionals see [5 60 61] for this concept in general From a different point of viewthe term hyperfunction is also used thinking then on the concept as a generalizationof that of a distribution An analytic functional in an open set D C is simply alinear continuous functional on OD when this space is provided with the topologyof uniform convergence on compact sets Thus we denote the space of analyticfunctionals in D by O 0D A compact subset K D is a carrier for 2 O 0D iffor any open set K D an estimate

            jhj c sup

            jhj h 2 OD (346)

            holds By definition of an analytic functional such a compact carrier always existsOn choosing h D kz D z1 one gets the natural definition of Cauchy

            transform of an analytic functional 2 O 0D namely

            Cz D 1kz z 2 Dc

            Similarly one can define the double Cauchy transform the exponential transformetc One may also consider analytic functionals with compact carriers in ˝ aselements in H ˝ on defining the inner product by

            h 13i D 1

            2z ˝ N13wHzw 13 2 O 0˝

            This gives a version of the map ˛ in (36) going as

            ˛ W O 0˝ H ˝

            It is enough to use test functions of the form h D kz in the definition of an analyticfunctional hence K is a carrier for 2 O 0D if and only if the Cauchy transformC has an analytic extension from C n D to C n K in the sense that there exists ananalytic function in CnK which agrees with C in CnD This makes it easy to handlecarriers For example one sees that the intersection between two convex carriers isagain a carrier This is because the complement of the union of the two convex setsis a connected neighborhood of infinity ensuring that the Cauchy transform extendsunambiguously to this set and then the Cauchy transform extends further to thecomplement of the intersection of the two convex sets by unique choice betweenthe two analytic continuation which exist by assumption As a consequence thereis always a unique minimal convex carrier See [61] Sect 47 for more details Arelated statement is that if there exists a carrier located on a straight line then thereis a carrier on this line which is the smallest of all carriers on the line see [60]Proposition 916

            44 3 Hilbert Space Factorization

            Now our main concern will be the analytic functional in the left memberof (341) or in view of (39) the functional represented by 1 2 H ˝

            h 7 hh 1i D 1

            h dA h 2 OD (347)

            In this case K D ˝ is obviously a carrier with c D =Area˝ for any ˝ If ˝ is a quadrature domain with nodes a1 am 2 ˝ then also K D fa1 amgis a carrier but in general with a larger c Any carrier contains a carrier which isminimal with respect to set inclusion but there are usually many different minimalcarriers as the intersection between two carriers need not itself be a carrier In thecase of a quadrature domain as above K D fa1 amg is certainly a minimalcarrier but even in this case there are many other minimal carriers eg obtained bysweeping the mass sitting at the quadrature nodes to a surrounding curve

            If the functional in (347) has a carrier K which is compactly contained in˝ (notonly in D) then ˝ is a ldquoquadrature domain in the wide senserdquo in the terminologyof Shapiro [101] In such a case there exists for any K a complex-valuedmeasure in such that

            1

            h dA DZ

            h d h 2 OD (348)

            One can think of as representing an element in O 0D or in H ˝ In the lattercase (348) says that

            1 D as elements in H ˝

            One cannot in general assert that the measure is real-valued (signed)when (348) holds and even less that it is positive unless one increases the supportconsiderably If in the case of a finite quadrature domain some of the nodes havecoefficients which are non-real then one need to connect them by curves in orderto support a real-valued representing distribution and then thicken the curve toget a real-valued measure which then still will be just a is signed measure Thereason one has to connect points is that complex coefficients mix the real andimaginary parts of an analytic test function and one need curves to resolve this seeExample 62 To get a positive representing measure (which amounts to being ableto choose c D =Area˝ in (346)) one may have to thicken the support quite alot But it is indeed always possible to find such a measure with compact supportin ˝ provided there is a compact carrier in ˝ at all see [26 48]

            The search for minimal carriers which support positive measures leads to thenotion of potential theoretic skeleton or mother body to be discussed in Chap 6An illustrative example is the half-disk

            ˝ D fz 2 C W jzj lt 1 Re z gt 0g

            311 Analytic Functionals 45

            By partial integration combined with analytic continuation the Schwarz functionsof the two boundary arcs one easily writes (348) on the specific form

            1

            h dA DZ

            h d

            for any curve ˝ joining the points ˙i 2 ˝ Here D is a complex-valued measure on obtained from the jump ŒSz across between the twoSchwarz functions (precisely d D 1

            i ŒSz dz along ) Thus any such curve isa carrier for M in fact a minimal carrier One can also choose to be a real-valueddistribution of order one on

            So there are very many minimal carriers Taking the intersection of the convexhulls of them gives the unique minimal convex carrier namely the vertical segmentŒiCi This will however not be of much interest in connection with our mainproblem later on namely zeros of orthogonal polynomials What will be of moreinterest is that among all the above carriers there is a unique one which supportsa real-valued measure in fact a positive measure This is computed explicitly inSect 76 and found to agree quite well with our computational findings on locationsof zeros

            Chapter 4Exponential Orthogonal Polynomials

            Abstract This chapter contains some initial results obtained by direct or classicalmethods on the zeros of the exponential orthogonal polynomials For examplewe estimate the decay of coefficients of orthogonal expansion by using a result ofJL Walsh and we prove that the zeros always stay in the convex hull of the closureof the domain In addition we identify the zeros as also being eigenvalues of theappropriate Hessenberg matrices and we elaborate this connection further in thecase of quadrature domains

            41 Orthogonal Expansions

            If˝ is not a quadrature domain then the monomials f1 z z2 g are linearly inde-pendent in Ha˝ We shall consider the result of orthogonalizing this sequenceThe nth monic orthogonal polynomial which also can be characterized as the nthmonic polynomial of minimum norm will be denoted

            Pnz D zn C terms of lower degree D ˘ njD1z zj (41)

            z1 zn being the zeros of Pn Strictly speaking one should write zn1 znn The

            corresponding normalized polynomial is

            pnz D nzn C terms of lower degree n gt 0 (42)

            The counting measure is

            13n D 1

            n

            nXjD1

            ızj (43)

            We shall also use the notation

            Vn D VPn D fzn1 znn g (44)

            for this spectrum It is easy to see using (39) that z11 always is the center of massof ˝

            copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_4

            47

            48 4 Exponential Orthogonal Polynomials

            As will become clear in Chap 5 the zero set Vn can also be characterized as thespectrum of the shift operator Z when this is truncated to the subspace of Ha˝

            generated by f1Z1Z21 Zn11g It is also the spectrum of certain a Hessenbergmatrix see Sect 43 below

            If ˝ is a quadrature domain of order d then 1 z zd1 are still linearlyindependent and can be orthonormalized Thus P0 Pd1 exist and are uniquelydetermined One can also define Pd namely as the unique monic polynomial ofdegree d with jjPdjj D 0 Thus Pd D 0 as an element of Ha˝ It is easy to seethat the zeros of Pd are exactly the quadrature nodes multiplicities counted

            As is clear from the above if˝ is a quadrature domain then CŒz is always densein Ha˝ independent of the topology of ˝ However if ˝ is not a quadraturedomain then CŒz is dense in Ha˝ only under some topological assumptionSince the norm of Ha˝ is weaker than most standard norms on analytic functionsit is enough to assume that ˝ is simply connected in order to ensure denseness ofthe polynomials On the other hand polynomials are not dense if ˝ is an annulussee Example 72

            For most of this chapter we assume that ˝ is simply connected Then CŒz isdense in Ha˝ so the polynomials pn (see (42)) make up an orthonormal basis inHa˝ (even in H ˝ if ˝ is not a quadrature domain) and any f 2 Ha˝ canbe expanded

            f D1X

            nD0cnpn

            with coefficients given by

            cn D h f pni

            where h f pni D h f pniH ˝ Of course we haveP jckj2 D jj f jj2 lt 1 but if f is

            analytic in a larger domain there are better estimates of the coefficientsLet

            g˝ez1 D log jzj C harmonic z 2 ˝e

            be Greenrsquos function of the exterior domain (or open set) with a pole at infinityand having boundary values zero on ˝ Assuming that f is analytic in someneighborhood of ˝ define R D R f gt 0 to be the largest number such that f isanalytic in Cnfz 2 ˝e W g˝ez1 gt log Rg ie such that f is analytic in the unionof ˝ with the bounded components of C n˝ and in the unbounded component ofC n˝ up to the level line g˝ez1 D log R of g˝e1 Then we have

            Proposition 41 With notations and assumptions as above

            lim supn1

            jh f pnij1=n 1

            R f

            41 Orthogonal Expansions 49

            Proof The theorem is an immediate consequence of a result by Walsh [108] onuniform approximation with f as in the theorem there exist polynomials Qn (bestuniform approximants) of degree n such that

            lim supn1

            jj f QnjjL1˝1=n 1

            R f

            The rest is easy in view of the estimate (35) Since h f pni D h f Pn1kD0 ckpk pni

            we have with Qn as above

            jh f pnij jj f n1XkD0

            ckpkjjH ˝ jjf Qn1jjH ˝ Cjj f Qn1jjL1˝

            This gives the assertion of the propositionRecall from (337) the expansion of the Cauchy kernel

            kz D 1

            zD

            1XnD0

            qnzpn (45)

            where the coefficients

            qnz D h 1

            z pni (46)

            make up the dual basis with respect to the Silva-Koumlthe-Grothendieck pairing Nowthe pn are orthonormal polynomials but this does not mean that the qnz arepolynomials In fact they cannot be since they tend to zero as z 1 but if ˝ is aquadrature domain they are at least rational functions

            Expanding (46) near infinity in z gives since pn is orthogonal to allpolynomials of degree lt n

            qnz D 1X

            kD0

            hk pnizkC1 D 1

            nznC1 C O1

            znC2 (47)

            As a side remark from

            pnz1

            zD pn pnz

            zC pn

            1

            z

            one gets the somewhat remarkable identity

            pnzqnz D h 1

            zpn pni

            which makes sense at least for z 2 ˝e

            50 4 Exponential Orthogonal Polynomials

            As an application of Proposition 41 we have since kz is analytic (as a functionof ) in all C n fzg that the radius of analyticity R f for f D kz with z in theunbounded component of ˝e is

            Rkz D expŒg˝ez1

            If˝ is a quadrature domain of order d then the dual basis qn in (46) can be madefairly explicit Indeed using (344) and (47) one concludes that the sum in (338) isfinite

            1 Ezw Dd1XnD0

            qnzqnw

            and more precisely is of the form

            1 Ezw Dd1XkD0

            Qkz

            Pz

            Qkw

            Pw (48)

            where Qk is a polynomial of degree k (exactly) and Pz D Pdz is the monicpolynomial with zeros in the quadrature nodes as in (344) Cf [37] where thesame expansion was derived in a slightly different manner

            In summary the dual basis is in the case of a quadrature domain given by qn D 0

            for n d and

            qnz D Qdn1zPz

            for 0 n lt d

            42 Zeros of Orthogonal Polynomials

            The most direct way of characterizing the set of zeros of the monic orthogonal poly-nomials Pn is perhaps via the minimization problem that it solves Parametrizing ageneral monic polynomial of degree n by its zeros a1 an 2 C and setting

            Ina1 an D jjnY

            kD1z akjj2

            D 1

            2

            HzwnY

            kD1z ak

            nYjD1 Nw Naj dAzdAw (49)

            42 Zeros of Orthogonal Polynomials 51

            we arrive at the problem

            mina1an2C Ina1 an (410)

            for which the unique solution is aj D znj (j D 1 n) up to a permutation Thevariational formulation of this problem says exactly that the minimizer Pnz DQn

            kD1z zk is orthogonal to all polynomials of lower degreeOne readily checks that Ina1 an is a plurisubharmonic function of the

            variables a1 an In fact computing derivatives gives that

            2

            akNajIna1 an D h

            QniD1z ai

            z ak

            QniD1z ai

            z aji

            from which

            nXkjD1

            2

            akNajIna1 ank

            Nj

            D hnY

            iD1z ai

            nXkD1

            k

            z ak

            nYiD1z ai

            nXjD1

            j

            z aji 0

            that is the complex Hessian matrix is positive semidefiniteThe above statements are true for general Hilbert space norms but what is special

            for the space Ha˝ is that the integral (49) in the definition of Ina1 an canmany times be pushed down to a smaller set For example whenever ˝ is smoothreal analytic it can be pushed down to a compact subset of˝ because the functionalh 7 hh 1i D 1

            R˝ h dA h 2 OD in (347) will then have a carrier which is

            compact in ˝ and when ˝ is a quadrature domain the integral can be representeddirectly on the quadrature nodes

            Unfortunately it seems still difficult to push these facts to any specific conclusionby using directly the minimization of (49) For example it is evident from theexample to be given in Sect 76 that the zeros will generally not go into the uniqueminimal convex carrier of the analytic functional (347) Compare discussions at theend of Sect 311 What we can prove is only that they go into the convex hull of thedomain itself

            Theorem 41 If ˝ is not a quadrature domain then

            Vn conv ˝ (411)

            for all n D 1 2 If ˝ is a quadrature domain of order d then (411) holds for1 n d

            52 4 Exponential Orthogonal Polynomials

            Proof Let D be a half plane containing˝ We need to show that Pn has no zeros inDe So to derive a contradiction assume that b 2 De is a zero of Pn and let a 2 Dbe the reflected point with respect to D Then za

            zb Pnz is a monic polynomial ofdegree n different from Pnz even as an element in Ha˝ Thus

            jjPnzjj lt jj z a

            z bPnzjj

            On the other hand when iii of Lemma 24 is expressed in terms of the H ˝

            norm it shows that

            jjPnzjj jj z a

            z bPnzjj

            This contradiction proves the theoremFurther results on the zeros of the orthogonal polynomials obtained by operator

            theoretic methods will be given in Chap 5 In particular Theorem 41 will beproved again at the end of Sect 51

            43 The Hessenberg Matrices

            The zeros z1 zn can be characterized as being the eigenvalues of variousmatrices associated to ˝ for example matrices for truncated shift operators whichwe here discuss briefly from the point of view of Hessenberg matrices in acohyponormal setting Further studies related to hyponormal operator theory willfollow in Chap 5

            We start from (42) and use again Z for the operator of multiplication by z inHa˝ Then

            Zpkz DnX

            jD0hZpk pjipjz D

            nXjD0

            bkjpjz D

            Dn1XjD0

            bkjpjzC bknpnz 0 k n 1

            where the coefficients bkj D hZpk pji vanish whenever k C 1 lt j because pj isorthogonal to all polynomials of degree lt j Letting k run from zero to n 1 for a

            43 The Hessenberg Matrices 53

            given n this gives

            z

            0BBBBBBBBB

            p0zp1zp2z

            pn1z

            1CCCCCCCCCA

            D

            0BBBBBBBBB

            b00 b01 0 0 0 0

            b10 b11 b12 0 0 0

            b20 b21 b22 b23 0 0

            0 0

            bn2n1 0

            bn10 bn11 bn12 bn13 bn1n1 bn1n

            1CCCCCCCCCA

            0BBBBBBBBBB

            p0zp1zp2zp3z

            pn1zpnz

            1CCCCCCCCCCA

            D

            0BBBBB

            b00 b01 0 0 0

            b10 b11 b12 0 0

            b20 b21 b22 b23 0

            bn2n1

            bn10 bn11 bn12 bn13 bn1n1

            1CCCCCA

            0BBBBBBBB

            p0zp1zp2zp3z

            pn1z

            1CCCCCCCCA

            C pnz

            0BBBBBBBB

            0

            0

            0

            0

            bn1n

            1CCCCCCCCA

            The n n matrix in the last expression is a lower Hessenberg matrix Wenotice that each zero of pnz is an eigenvalue of it the corresponding eigenvectorbeing the column vector with entries p0z pn1z evaluated at that zero Thetranspose matrix which is an upper Hessenberg matrix has the same eigenvaluesand when extended to a full semi-infinite matrix call it M it becomes that matrixwhich represents the operator Z with respect to the basis fpng1

            nD0 in Ha˝ Thecommutation relation

            ŒMM D 1 ˝ 1 D

            0BBB

            0 0

            0 0 0

            0 0 0

            1CCCA

            then imposes stringent quadratic restrictions on the entries of MAs a preview of the coming examples and theoretical considerations we notice

            that a Jacobi-Toeplitz matrix (ie three constant diagonals clustered around themain diagonal) satisfies the above commutator requirement Specifically take a b carbitrary complex numbers and define

            M D

            0BBBBB

            a c 0 0

            b a c 0

            0 b a c0 0 b a

            1CCCCCA

            54 4 Exponential Orthogonal Polynomials

            or in a close form M D bS C aI C cS We denote by S the unilateral shift thatis the matrix with 1 under the main diagonal and zero elsewhere We know thatŒSS D e0 ˝ e0 hence the self-commutator of M becomes

            ŒMM D jcj2 jbj2e0 ˝ e0 D

            0BBB

            jcj2 jbj2 0 0 0 0 0

            0 0 0

            1CCCA

            44 The Matrix Model of Quadrature Domains

            The structure of the Hessenberg matrix touched in the last section is enhanced inthe case of a quadrature domain This topic was developed over two decades by theauthors and we only briefly comment below a few pertinent facts for the main bodyof these lecture notes Full details can be found in [40 80]

            Let ˝ be a bounded quadrature domain of order d and let Ha˝ denote thed-dimensional analytic subspace of H ˝ The position operator Z leaves Ha˝

            invariant and it is co-hyponormal on the larger Hilbert space H ˝ We considerthe scale of finite dimensional subspaces

            Kn D spanfZkHa˝ W 0 k ng D spanfZkZm1 W 0 k n m 0gIn view of the commutation relation

            ŒZZ D 1 ˝ 1

            the operator Z leaves every subspace Kn invariantWe decompose the full space H ˝ into the hilbertian orthogonal sum

            H ˝ D Ha˝˚ K1 K0˚ K2 K1˚ and accordingly Z inherits a block-matrix decomposition

            Z D

            0BBBBB

            Z0 A0 0 0

            0 Z1 A1 0

            0 0 Z2 A2

            0 0 0 Z3

            1CCCCCA

            The self-commutator identity yields

            ŒZkZk C AkA

            k Ak1Ak1 D 0 k 1

            44 The Matrix Model of Quadrature Domains 55

            and

            AkZkC1 D Z

            k Ak

            with the initial condition

            ŒZ0Z0 C A0A

            0 D 1 ˝ 1

            The invariance of the principal function to finite rank perturbations of Z impliesthat

            dimKnC1 Kn D dimHa˝

            and

            ker An D 0

            for all n 0 See [80] for detailsWe have the luxury to change the bases in the wandering spaces and identify them

            all with the same Hilbert space of dimension d Moreover in this identification wecan assume that all transforms An n 0 are positive Consequently we obtain thesimilarity relations

            ZkC1 D AkZkA1k k 0

            The factorization of the exponential transform attached to these data yields forlarge values of jzj jwj

            1 E˝zw D hZ z11 Z w11i D hZ0 z11 Z0 w11i

            Therefore the spectrum of the matrix Z0 coincides with the quadrature nodesmultiplicity included We read from here that the domain ˝ coincides modulofinitely many points to the super level set of the localized resolvent of Z0

            ˝ D fz 2 C W kZ0 z11k gt 1g

            Having the formula for the Cauchy transform of the uniform mass on ˝ embeddedinto the exponential transform factorization also gives a formula for the Schwarzfunction

            Sz D z hZ0 z11 1i C hZ z11 1i

            56 4 Exponential Orthogonal Polynomials

            In general when regarded as a rational function the localized resolvent of amatrix appearing in the above computations carries a special algebraic structure

            Proposition 42 Let A be a complex d d matrix with cyclic vector 2 Cd Then

            kA z1k2 Dd1XkD0

            jQkzj2jPzj2 (412)

            where Pz is the minimal polynomial (of degree d) of A and Qkz are complexpolynomials subject to the exact degree condition

            deg Qk D k 0 k d 1

            The converse also holds true For proofs and a discussion of the geometricimplications of such a hermitian square decomposition see [37] An algebraic curveof equation

            jPzj2 Dd1XkD1

            jQkzj2

            is known as a generalized lemniscate and it is suitable for studying the globalSchwarz reflection into it

            In the setting of the functional model with ˝ is a quadrature domain of order dA D Z and D 1 then Ha˝ can be identified with C

            d and (412) becomes thesame as (48)

            Chapter 5Finite Central Truncations of Linear Operators

            Abstract By interpreting the exponential orthogonal polynomials as characteristicpolynomials of finite central truncations of the underlying hyponormal operator oneopens a vast toolbox of Hilbert space geometry methods In particular we prove inthis chapter that trace class modifications of the hyponormal operator attached to adomain will not alter the convex hull of the support of any cluster point of the countin measures of the roots of the orthogonal polynomials As a sharp departure fromthe case of complex orthogonal polynomials associated to a Lebesgue space weprove that the convex hull of these supports is not affected by taking the union of anopen set with a disjoint quadrature domain However similar to the case of Bergmanorthogonal polynomials we prove that the exponential orthogonal polynomialssatisfy a three term relation only in the case of an ellipse Some general perturbationtheory arguments are collected in the last section

            51 Trace Class Perturbations

            A Hilbert space interpretation of the orthogonal polynomials considered in thepreceding sections touches the classical topics of the asymptotics of the spectra offinite central truncations of a linear bounded operator along the Krylov subspacesassociated to a privileged (cyclic) vector

            We start by recalling (with proofs) some well-known facts Let A 2 L H be alinear bounded operator acting on the complex Hilbert space H and let 2 H be anon-zero vector We denote HnA the linear span of the vectors A An1and let n be the orthogonal projection of H onto this finite dimensional subspaceOf interest for our study is the asymptotics of the counting measures n ofthe spectra of the finite central truncations An D nAn or equivalently theasymptotics of the evaluations of these measures on complex analytic polynomials

            Zpzdnz D tr pAn

            n p 2 CŒz

            copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_5

            57

            58 5 Finite Central Truncations of Linear Operators

            Indeed the monic orthogonal polynomials Pn in question minimize the func-tional (semi-norm)

            kqkA D kqAk q 2 CŒz

            and the zeros of Pn (whenever they are unambiguously defined) coincide with thespectrum of An To be more specific the following well-known lemma holds

            Lemma 51 Assume that HnA curren HnC1A and let the polynomial Pnz Dzn C qn1z deg qn1 n 1 satisfy

            PnA HnA

            Then detz An D Pnz

            Proof Remark that for every k n 1 we have

            Akn D nAnAn nAn D nAk

            By the assumption HnA curren HnC1A the vectors An An1n are

            linearly independent and they generate the subspace HnA that is is a cyclicvector for An According to the Cayley-Hamilton theorem the minimal polynomialof An coincides with its characteristic polynomial Qnz In particular

            QnAn Akn k lt n

            One step further for any k lt n one finds

            hQnAAki D hQnA nAki D hQnAnAki D 0

            Thus Qn D PnAn immediate consequence of the above observation is that the spectra of the

            finite rank central truncations An are contained in the closure of the numerical rangeWA of A Indeed

            An WAn WA

            We recall that the numerical range of A is the set

            WA D fhAx xi W x 2 H kxk D 1g

            A basic theorem of Hausdorff and Toeplitz asserts that WA is a convex set whichcontains the spectrum of A in its closure

            Next we prove that the asymptotics of the counting measures of the truncationsAn is not affected by trace-class perturbations Denote by jAj1 D tr

            pAA the trace

            norm of an operator A and by C1H the set of those A 2 H with jAj1 lt 1

            51 Trace Class Perturbations 59

            Proposition 51 Let AB 2 L H with AB of finite trace AB 2 C1H Thenfor every polynomial p 2 CŒz we have

            limn1

            tr pAn tr pBn

            nD 0

            Proof It suffices to prove the statement for a monomial pz D zk Denote C DA B the trace class difference between the two operators Using then the generalidentity

            Akn Bk

            n DkX

            jD1Aj1

            n An BnBkjn

            it follows that there exists a polynomial Sku v with positive coefficients with theproperty

            jtrAkn Bk

            nj SkkAnk kBnkjAn Bnj1

            Since jAn Bnj1 jCj1 one finds

            jtrAkn Bk

            nj SkkAk kBkjCj1and the proof is complete

            Corollary 51 Let n 13n denote the counting measures of the spectra of Anrespectively Bn above Then

            limn1Œ

            Zdn

            zZ

            d13n

            z D 0

            uniformly on compact subsets which are disjoint of the convex hull of A[ BSimilarities which are implemented by almost unitary transformations (in the

            trace-class sense) also leave invariant the asymptotics of our counting measures

            Corollary 52 Let U 2 L H be a unitary operator and L 2 C1H a trace-class operator so that X D U C L is invertible Let A 2 L H be a linearbounded operator with a distinguished non-zero vector 2 H Denote B D X1AX D X1 and consider the finite central truncations An Bn along the subspacesHnA respectively HnB Then for every complex polynomial p 2 CŒz wehave

            limn1

            tr pAn tr pBn

            nD 0

            We put the above techniques at work and elaborate another proof of Theorem 41This goes as follows Let T 2 L H be a hyponormal operator and 2 H

            60 5 Finite Central Truncations of Linear Operators

            a distinguished vector The monic orthogonal polynomial with respect to theseminorm kpTk is denoted as above by Pnz Then the claim is that all zerosof Pn lie in the convex hull of the spectrum of T

            Indeed assume that one zero z D does not belong to the convex hull of thespectrum of T Let ` denote a real line separating strictly from the convex setWT Denote by the symmetric point of with respect to this line Then theoperator T is invertible hyponormal and its norm coincides with the spectralradius Hence

            kT T 1k lt 1

            Consequently

            kT T 1PnTk lt kPnTk

            which contradicts the minimality of kPnTk

            52 Padeacute Approximation Scheme

            The specific positivity structure of the exponential transform of a bounded planardomain imposes an adapted Padeacute approximation scheme This rational approxima-tion becomes exact in the case of quadrature domains and it is useful in treating allsemi-normal operators which share the same principal function

            We work with an irreducible hyponormal operator of T 2 L H with rank-oneself-commutator

            ŒTT D ˝

            The associated characteristic function that is the exponential transform of aprincipal function g is

            Ezw D detT zT wT z1T w1 D

            D 1 hT w1 T z1i D 1 1X

            k`D0

            bk`

            zkC1w`C1

            Fix a positive integer N and denote by TN the finite central truncation of theoperator T to the linear subspace generated by the vectors T TN1Then

            hTkT`i D hTkN T

            `N i k N 1 ` N or k N ` N 1

            52 Padeacute Approximation Scheme 61

            Thus it is natural to consider the rational function

            ENzw D 1 hTN w1 T

            N z1i

            as an optimal approximate of Ezw in a neighborhood of the point at infinityRemark that

            ENzw D QNzw

            PNzPNw

            where PN is the associated orthogonal polynomial whenever it is unambiguouslydefined and the polynomial kernel QNzw is positive semi-definite and has degreeat most N 1 in each variable

            A minimal number of assumptions characterizes in fact the rational approxima-tion by EN as follows

            Theorem 51 Let Ezw D 1P1k`D0

            bk`

            zkC1w`C1 be the exponential transform of ameasurable function of compact support g 0 g 1 attached to the hyponormaloperator T Fix a positive integer N

            There exists a unique formal series

            Ezw D 1 1X

            k`D0

            ck`

            zkC1w`C1

            with the matching property

            ck` D bk` for 0 k N 1 0 ` N or 0 k N 0 ` N 1

            and positivity and rank constraints

            ck`1k`D0 0 rankck`

            1k`D0 minN n

            where n D rankbk`Nk`D0

            In this case Ezw D ENzw Moreover Ezw D Ezw as formal series ifand only if the function g is the characteristic function of a quadrature domain oforder d N

            Proof Assume the infinite matrix ck`1k`D0 is subject to the two conditions in the

            statement Then either detck`N1k`D0 D detbk`

            N1k`D0 D 0 or detck`

            N1k`D0 gt 0

            In the first case we know that E is the exponential transform of a quadraturedomain of order d N 1 and there exists a unique positive semi-definiteextension rank preserving extension of the matrix bk`

            N1k`D0 Then necessarily

            Ezw D ENzw D EzwIn the second situation condition detck`

            Nk`D0 D 0 defines unambiguously the

            entry cNN Then again there is a unique infinite matrix completion of ck` which

            62 5 Finite Central Truncations of Linear Operators

            preserves rank and semi-positivity In addition we identify

            ck` D hT`N T

            kN i

            first for k ` N and then for all values of k `The difference between the exponential transform and its diagonal Padeacute approx-

            imant above is easy to control outside the convex hull of the support of the originalfunction g

            Corollary 53 Under the assumptions in the theorem above let K D conv suppgdenote the convex hull of the closed support of the function g and let F be a compactset disjoint of K Then

            limN1 jENzw Ezwj D 0

            uniformly for zw 2 F

            Proof The closed support of the principal function g is equal to the spectrum ofthe irreducible hyponormal operator T Let c 2 C be an auxiliary point Since thespectral radius of T aI is equal to its norm there exists a center c and radius R gt 0so that K DcR and j cj gt R for all 2 F Let R0 D inf2F j cj andremark that R0 gt R as F is compact Then we can write Neumann series expansionsof the two kernels centered at c

            Ezw D 1 hT c w c1 T c z c1i D

            1 1X

            k`D0

            hT ck T c`iw ckC1z c`C1

            According to the above theorem

            Ezw ENzw D hT cN T cNiw cNC1z cNC1 hT

            N cN TN cNiw cNC1z cNC1 C

            1XkgtN or `gtN

            hT ck T c`iw ckC1z c`C1

            hTN ck TN c`iw ckC1z c`C1

            Remark that kTN ck kT ck In conclusion for all zw 2 F we obtain

            jEzw ENzwj 2R2N

            R02NC

            1XkgtN or `gtN

            RkC`

            R0kC`C2

            Finally we record below a simple observation pertaining to the matrix approx-imation of the multiplier Z D Mz in the functional space H ˝ Specifically

            53 Three Term Relation for the Orthogonal Polynomials 63

            passing to the final central truncations Zn we obtain

            Zn z11 1

            zD npn

            znC1 C O1

            znC2

            and

            Zn z11 Dn1XkD0

            qkzpk

            Compare (337) or (45) We recall that pk are the orthogonal polynomials associ-ated to ˝ while qkz D h 1

            z pki make up the dual basis see (46)

            53 Three Term Relation for the Orthogonal Polynomials

            We show in analogy with the known case of Bergman orthogonal polynomialsthat the ellipse is the only bounded domain for which the exponential orthogonalpolynomials satisfy a three term relation

            From the very beginning we exclude the case of a quadrature domain wherehigher degree exponential orthogonal polynomials cannot be defined withoutambiguity

            Theorem 52 Let˝ be a bounded open set in C which is not a quadrature domainThe exponential orthogonal polynomials satisfy a three term relation if and only if˝ is an ellipse

            Proof Let T 2 L H denote the irreducible hyponormal operator with rank-oneself commutator and spectrum equal to the closure of˝ Since˝ is not a quadraturedomain the space H is spanned by the orthonormal system pnT n 0 wherepn are the exponential orthonormal polynomials and ŒTT D ˝ A three termrelation for the orthogonal polynomials is equivalent to the matrix representation ofT by three non-zero diagonals Indeed the assumption is

            zpnz D cnC1pnC1zC anpnzC bnpn1z

            where an bn cn are complex numbers and p1 D 0 Hence

            TpnT D cnC1pnC1T C anpnT C bnpn1T

            64 5 Finite Central Truncations of Linear Operators

            The matrix representations of T and T are

            T D

            0BBBBB

            a0 b1 0 0

            c1 a1 b2 00 c2 a2 b3 0 0 c3 a3

            1CCCCCA

            respectively

            T D

            0BBBBB

            a0 c1 0 0

            b1 a1 c2 00 b2 a2 c3 0 0 b3 a3

            1CCCCCA

            The self-commutator is represented in the same basis as

            ŒTT D

            0BBBBB

            r 0 0 0 0 0 0 0

            0 0 0 0

            0 0 0 0

            1CCCCCA

            where r gt 0Writing on the matrix elements the commutator equation yields a system of non-

            linear equations

            ja0j2 C jb1j2 D r C ja0j2 C jc1j2 jc1j2 C ja1j2 C jb2j2 D jb1j2 C ja1j2 C jc2j2

            a0c1 C b1a1 D a0b1 C c1a1 a1c2 C b2a2 D a1b2 C c2a2

            and

            b1c2 D c1b2 b2c3 D c2b3

            We infer from the first relations

            jbkj2 D r C jckj2 k 1

            in particular bk curren 0 k 1

            53 Three Term Relation for the Orthogonal Polynomials 65

            If there exists cn D 0 then the last string of relations imply ck D 0 for all k 1But then T D that is the cyclic space of T with respect to the vector hasdimension one and this occurs only if ˝ is a disk This case was excluded from thebeginning

            We can assume therefore that all matrix entries ck k 1 are non-zero Then

            jbkj2jbkC1j2 D jckj2

            jckC1j2 D r C jckj2r C jckC1j2 k 1

            This implies

            jb1j D jb2j D jb3j D jc1j D jc2j D jc3j D

            Further on we can pass to a unitary equivalence UTU without changing thespectrum of T or the assumptions on the three term recurrence relations With U Ddiag0 1 2 we achieve

            b1 D b2 D b3 D D s gt 0

            Then the third string of relations imply

            c1 D c2 D c3 D D u 2 C

            Finally the second string of relations yield

            uak C sakC1 D uakC1 C sak k 0

            Consequently

            uak sak D ua0 sa0 k 0

            Since juj curren s these equations have unique solution

            a1 D a2 D a3 D D a

            The translation T 7 T aI does not change the statement so we can assumea D 0 In conclusion T has zero on the main diagonal and constants on the borderingsubsuper diagonals Denoting by S the unilateral shift on `2N we obtain T DuS C S That is the spectrum of T is an ellipse

            66 5 Finite Central Truncations of Linear Operators

            54 Disjoint Unions of Domains

            It is legitimate to ask what happens with the zeros of the exponential orthogonalpolynomials when two disjoint supporting sets are put together The case of Szegoumlor Bergman orthogonal polynomials was thoroughly studied by Widom [110]respectively Saff Stylianopoulos and the present authors [50]

            Let Ai 2 L Hi i D 1 2 be two linear bounded operators and fix somenon-zero vectors i 2 Hi Assume that the spectra Ai i D 1 2 are disjointThe multiplicative property of the exponential transform leads to the followingconstruction suppose that there exists a linear operator A 2 L H with adistinguished vector 2 H so that

            1 kA1 z11k21 kA2 z12k2 D 1 kA z1k2for jzj large enough The main question is what is the relation between theasymptotics of the spectra of the finite central truncations of A and those of A1A2along the subspaces HnA respectively HnAi i

            To start investigating this question we polarize the identity above and rearrangethe terms

            hA1 z11 A1 w11i C hA2 z12 A2 w12i D

            hA z1 A w1iC

            hA1 z11 ˝ A2 z12 A1 w11 ˝ A2 w12iRegarding the latter as the Gram matrix of a family of vectors we infer that there

            exists an isometric transformation

            V W H1 ˚ H2 H ˚ H1 ˝ H2

            with the property

            V

            A1 z11A2 z12

            D

            A z1A1 z11 ˝ A2 z12

            The tensor product of two resolvents can be linearized by the usual resolventequation trick Note first that the elementary operators I ˝ A2 A1 ˝ I commuteand their spectra are disjoint Hence I ˝ A2 A1 ˝ I is invertible by the spectralmapping theorem for analytic functional calculus of commuting pairs Then

            A1 z1 ˝ I I ˝ A2 z1 D

            A1 z1 ˝ II ˝ A2 z A1 z˝ II ˝ A2 z1 D

            A1 z1 ˝ A2 z1ŒI ˝ A2 A1 ˝ I

            54 Disjoint Unions of Domains 67

            Hence

            A1 z11 ˝ A2 z12 D

            ŒI ˝ A2 A1 ˝ I1A1 z1 ˝ I I ˝ A2 z11 ˝ 2

            By integrating the above identity along a large circle with the differential formpzdz we get for an arbitrary polynomial p 2 CŒz

            V

            pA11pA22

            D

            pApA1˝IpI˝A2

            I˝A2A1˝I 1 ˝ 2

            We know that a trace-class perturbation will not alter the asymptotics ofthe orthogonal polynomials associated to these pairs of operators and vectorsTherefore assuming that dim H2 lt 1 we can work only with polynomials pzwhich annihilate A2 W pA2 D 0 We obtain then an isometric map

            WpA11 D

            pAI ˝ A2 A1 ˝ I1pA11 ˝ 2

            pA2 D 0

            We introduce the operator D W H1 H1 ˝ H2

            Dx D I ˝ A2 A1 ˝ I1x ˝ 2

            and remark that kDxk kxk for x D pA11 pA22 D 0 Note also that

            A1 ˝ ID D DA1 (51)

            With these preparations we are ready to prove the following surprising resultabout the invisibility of quadrature domains in the asymptotics of the zeros ofexponential orthogonal polynomials associated to disjoint unions of open sets

            Theorem 53 Let ˝ D ˝1 [ ˝2 be a disjoint union of a bounded open set ˝1

            with a quadrature domain˝2 The zeros of the exponential orthogonal polynomialsassociated to ˝ cluster in the convex hull of ˝1

            Proof Modulo changing the complex variables into the conjugate ones we areworking in the setting described above A1A2 are the cohyponormal operatorsattached to ˝1 respectively˝2 A is attached to ˝ etc

            Let Pn denote the orthogonal polynomials attached to ˝ that is orthogonalizingthe semi-norm kpAk Since a finite rank perturbation does not affect the convexhull of the zero asymptotics we can work only in the subspace of polynomialsp 2 CŒz which annihilate A2 along the vector 2 that is pA22 D 0 In particularfor these polynomials we have

            kpA11k2 kDpA11k2 D kpAk2

            68 5 Finite Central Truncations of Linear Operators

            or by polarization and using the intertwining relation (51)

            hA1 cx xi hA1 c˝ IDxDxi D hAy yi

            where c 2 C and x D pA11 y D pAAssume that r ReA1 c r for a non-negative r Then obviously ReA

            c˝ I satisfies the same bounds and because

            kxk2 kDxk2 D kyk2

            we obtain

            rkyk2 RehA cy yi rkyk2

            This proves that any weak limit of the zeros of the orthogonal polynomialsPn has support contained in the numerical range of A1 hence the statement of thetheorem

            Since the operator A1 ˝ I I ˝ A2 is cohyponormal invertible if dist˝1˝2 gt

            0 and k2k2 D Area˝2 we can complement the above statement by thequantitative observation

            kDk p

            Area˝2p dist˝1˝2

            Numerical experiments illustrating the asymptotic zero distribution in the caseof an external disk and also comparison with the corresponding behavior forBergman orthogonal polynomials can be found in Sects 781 and 782 belowFigs 711ndash714 The zeros ignore the disk in sharp contrast with the situationfor a disjoint union of two non-quadrature domains illustrated by Fig 715 inSect 7101

            55 Perturbations of Finite Truncations

            Let ˝ be a bounded quadrature domain with mother body (this concept to beprecisely defined in Sect 61) a positive measure supported on a compact subsetK ˝ Specifically we here just assume just that the functional f 7 R

            ˝fdA

            ( f 2 O˝) has a compact carrier (in˝) which by discussions in Sect 311 meansthat there exists and K as above such that

            f dA DZ

            Kf d f 2 O˝

            We assume that ˝ is not a finite quadrature domain

            55 Perturbations of Finite Truncations 69

            The inner product in the space H ˝ can in this case be pushed to the set K aswe know

            h f gi D 1

            2

            ZHzwf zf wdzdw

            As in previous sections we denote by the same letter the positive operator

            Hf w D 1

            ZHzwf zdz

            We will be interested in evaluating this operator on polynomials f 2 CŒz remarkingthat H is Hilbert-Schmidt (and even more smooth) on L2 due to the compactnessof K and the analyticityanti-analyticity of the integral kernel Hzw

            We will perform simultaneously spectral analysis approximation in two non-equivalent norms Besides the inner product h i of the space H ˝ we alsoconsider the inner product in the Lebesgue space L2 The norm in H ˝

            will be simply denoted k k while the norm in L2 carries a subscript k k2The orthonormal polynomials in H ˝ are denoted as before by pn

            pnz D nzn C Ozn1

            while the orthonormal polynomials in L2 are

            qnz D nzn C Ozn1

            The significance of the leading coefficients n n is classical

            1n D inf

            deg f n1 kzn f k 1n D inf

            deg f n1 kzn f k2

            Finally to fix notation we denote by n the orthogonal projection of H ˝ ontothe polynomials of degree less than or equal to n 1 and by n the correspondingorthogonal projection in L2 For an linear operator T on one of the two Hilbertspaces we denote Tn D nTn or Tn D nTn the respective compressions Asproved before the operator Z D Mz of multiplication by the variable on H ˝

            has finite central truncations Zn with characteristic polynomials equal to pn whilethe normal operator A D Mz on L2 produces finite central truncations An whosecharacteristic polynomials are the orthogonal polynomials qn

            Let f g 2 Cn1Œz be polynomials of degree less than or equal to n 1 Then

            hZf gi D h f Zgi D Hf zg D zHf g D AHf g

            70 5 Finite Central Truncations of Linear Operators

            and one step further we can keep track of the orthogonal projections and insertwhenever possible the corresponding orthogonal projections

            hZf gi D hnZn f gi Hf zg D nC1Hn f Ang etc

            We end up with the identity

            HnZn D nAnC1Hn D A

            n Hn C nAnC1 nHn

            Since˝ is not a finite point quadrature domain the operator Hn is strictly positiveon Cn1Œz

            We expect in general that the difference

            HnZn H1

            n An D nAnC1 nHnH1

            n

            converges to zero in the operator topology which would provide the expectedasymptotics for the spectrum of Zn To be more specific we isolate the followinggeneral observation We denote by conv K the convex hull of the compact set K

            Proposition 52 Assume in the above notation that

            lim sup kH1n ZnHn Ank D r lt 1

            Let nk 2 Znk k 1 be a sequence of spectral points converging to Then

            dist conv K r

            Proof We drop the subsequence notation and consider a unit vector un with theproperty

            H1n ZnHnun D nun

            Since A is a normal operator the point n D Anun un belongs to the numericalrange of A that is conv K But

            jn nj D jH1n ZnHnun Anun unj kH1

            n ZnHn Ank

            and the statement follows by passing to the limitNext we analyze in more detail the defect operator D

            n D H1n ZnHn An The

            difference of two orthogonal projections in its expression is rank one

            nC1 n D qn qn

            whence

            Dn WD nAnC1 nHnH1n D nAqn qnHnH1

            n D nAqnH1n nHqn

            55 Perturbations of Finite Truncations 71

            The good news is that we can further simplify this rank one matrixFirst remark that

            Aqn1 D zn1zn1 C Ozn1 D n1n

            qnzC Ozn1

            and consequently

            nAqn qn1 D qnAqn1 D n1n

            Since

            nAqn qk D qn zqk D 0 k n 2

            we infer

            nAqn D n1n

            qn1

            The other factor in the difference operator Dn can be simplified as well For anarbitrary vector f one has

            HnH1n f qn D f H1

            n nHqn

            We decompose in orthogonal components

            Hqn D s C t deg s n 1 nt D 0

            On the other hand there exists a polynomial h 2 Cn1Œx which satisfies

            Hh D s C t0 nt0 D 0

            By its definition s D Hnh hence

            h D H1n nHqn

            By subtracting the two equations we find that the polynomial qn h of degree equalto n satisfies Hqn h Cn1Œz in the inner product of L2 That is qn h isorthogonal to Cn1Œz in the space H ˝ Consequently qn h is a scalar multipleof pn We find

            h D qn n

            npn

            by Cramerrsquos rule for computing the inverse of a matrix

            72 5 Finite Central Truncations of Linear Operators

            Putting all these computations together we arrive at the following statement

            Theorem 54 Let ˝ be a bounded open set which admits a quadrature identity foranalytic functions with respect to a positive measure supported by a compact subsetK of ˝ If

            limn1

            n1n

            kqn n

            npnk2 D 0

            then any weak limit of the counting measures of the exponential orthogonalpolynomials is supported by the convex hull of K

            The case of an ellipse is extreme for the above theorem because the systems oforthogonal polynomials pn and qn coincide up to the right normalization thatis qn D n

            npn for all n 0

            For regular measures the general theory of orthogonal polynomialsimplies that the quotient n1

            nconverges to 1=capK hence only condition

            limn1 kqn nn

            pnk2 D 0 suffices for the spectral asymptotics

            Corollary 54 Assume under the hypotheses of the theorem that the closed supportK of the quadrature measure decomposes into a disjoint union K D fg [ K0 Thenany weak limit of the counting measures of the exponential orthogonal polynomialsis supported by the convex hull of K0

            Proof We know that a finite rank perturbation of the operator Z will not change theasymptotics of the exponential orthogonal polynomials Then we repeat the proofof the theorem by considering orthogonal projections onto the maximal ideal ofpolynomials vanishing at Remarking that the vanishing condition is still valid forthe new sequence of projections

            The computations of the preceding section can be better understood from thepoint of view of Cholesky decomposition of positive definite matrices The notationis the same In the end we will need to work with the monic orthogonal polynomialsse we denote for all n 0

            Pnz D pnz

            nD zn C nzn1 C lower order terms

            Qnz D qnz

            nD zn C ınzn1 C lower order terms

            We still have hPnPki D QnQk D 0 for all k curren nThe connection between orthogonal polynomials and moment matrices is well

            known and can be derived from the decompositions

            zn D rnnpnzC rnn1pn1zC

            zn D snnqnzC snn1qn1zC

            55 Perturbations of Finite Truncations 73

            which yield

            hzn zki DX

            jminnk

            rnjrkj

            respectively

            zn zk DX

            jminnk

            snjskj

            Denoting by B D hzn zki1nkD0 and N D zn zk1nkD0 the corresponding momentmatrices and by R D rj`

            1j`D0 S D sj`

            1j`D0 the lower triangular matrices above

            we obtain Cholesky decompositions

            B D RR N D SS

            Note that the rows of the inverse matrices R1 and S1 coincide with thecoefficients of the orthogonal polynomials pn respectively qn as derived from theidentities

            1 z z2 z3 T D R p0z p1z p2z T

            1 z z2 z3 T D Sq0z q1z 22z T

            The transition matrix C entering into the decomposition

            pn DXkn

            cnkqk

            is therefore

            C D R1S

            Remark that C1 is Hilbert-Schmidt because

            ınm D Hpn pm DXk`

            cnkHqk q`cm`

            or in closed matricial form

            I D CHC

            The quantitative defect in the spectral asymptotic theorem above is

            kqn pn

            cnnk22 D

            n1XkD0

            j cnk

            cnnj2

            74 5 Finite Central Truncations of Linear Operators

            And we want in the best scenario that this sequence converges to zero One sufficientcondition is stated below

            Proposition 53 Assume that the measure is regular and that the matrix Hassociated to the H-kernel with respect to the orthonormal basis of polynomialsin L2 admits the LDU decomposition

            H D I C LDI C L

            where D is a diagonal operator and L is a Hilbert-Schmidt strictly lower triangularoperator Then any weak limit of the counting measures of the exponentialorthogonal polynomials is supported by the convex hull of K D supp

            Again the ellipse is relevant as in this case H D D

            56 Real Central Truncations

            There is flexibility in chopping out the quantized hyponormal operator T associatedto a bounded open set ˝ of the complex plane Leaving aside the Krylov spacesattached to T and the range of self-commutator we can envisage a ldquorealrdquo cut-offrather than the ldquocomplexrdquo truncations used throughout these notes

            Quite specifically let ŒTT D ˝ be the irreducible hyponormal operatorwith principal function gT D ˝ We consider the linear subspaces

            Vn D spanfTiTj maxi j ng

            and the orthogonal projections n onto them Let Rn D nTn be the compression ofT to the finite dimensional subspace Vn Clearly n monotonically converges in thestrong operator topology to the identity Henceforth we call Rn the n-th order realcentral truncation of T

            Note that due to the commutation relation ŒTT D ˝ we have

            TVn VnC1 TVn VnC1

            That is with respect to the chain Vn the matrix attached to the operator T is blockthree-diagonal

            The quantized matrix model constructed for a quadrature domain cf Sect 44yields the following conclusion

            Theorem 55 Let ˝ be a quadrature domain of order d with nodes a1 am andrespective multiplicities d1 dm The counting measures n of the spectra of thereal central truncations of the hyponormal operator attached to ˝ satisfy

            w limnn D d1

            dıa1 C d2

            dıa2 C C dm

            dıam

            56 Real Central Truncations 75

            Proof The staircase matrix model of T proved in Sect 44 (for the adjoint transposeZ) shows that

            T D

            0BBBBB

            T0 0 0 0

            T1 0 0

            0 T2 0 0 T3

            1CCCCCA

            Recall that the diagonal blocks Tk are all similar and they have spectrum equalto fa1 amg with the same multiplicities fd1 dmg as the original quadraturedomain

            We also know that the vectors T Td1 are linearly independent butTd is linear dependent of them For any integer n gt d we have using the notationof Sect 44

            Vn D spanfTiTj maxi j ng D spanfTiHa˝ i ng D Kn

            In other terms the real truncation Rn consists of the first d C 1 blocks of thestair-case matrix model of T Remark also that

            dim Vn D n C 1d

            Let pz be a complex polynomial The matrix pTn has a lower triangular block-structure with pTk 0 k n as diagonal blocks Therefore

            tr pRn DnX

            kD0tr pTk D n C 1pT0 D n C 1Œd1pa1C C dmpam

            The normalized traces give exactly the value of the counting measure

            Zp dn D tr pRn

            dim VnD d1

            dpa1C d2

            dpa2C C dm

            dpam

            In conclusion we face a constant sequence of counting measures convergent tothe finite atomic measure in the statement The convergence established on complexpolynomials obviously extends to all real polynomials

            It would be interesting to explore the following question Let ˝ be a domainsatisfying a generalized quadrature identity with positive measure 13 By approxi-mating 13 by a sequence of finite atomic positive measures 13n we get a sequence ofquadrature domains ˝ converging ldquoin momentsrdquo to ˝ The attached operators Trespectively Tn also converge in moments Can we compare the real truncations ofT to the real truncations of Tn

            Chapter 6Mother Bodies

            Abstract We outline the general theory for a certain kind of potential theoreticskeletons or lsquomother bodiesrsquo associated to a given domain The hope is generallyspeaking that such skeletons can be identified as attractors for zeros of orthogonalpolynomials and in a few cases such expectations have indeed been met theoret-ically andor experimentally For the exponential polynomials the success is ratherlimited so far but by building in enough flexibility in the models one expects in somenot so distant future to reach a reasonable matching In the present chapter we set updesirable properties (formulated as lsquoaxiomsrsquo) to be satisfied by mother bodies Sincethe search for potential theoretic skeletons is a highly ill-posed problem (related tothe Cauchy problem for an elliptic operator) very few domains admit mother bodiesbut for domains with piecewise algebraic boundaries there is a rather constructiveand efficient theory bearing in mind that the same class of domains is also amenablefor studying zeros of orthogonal polynomials

            61 General

            We have previously discussed the notion of carrier for the analytic functional f 7h f 1iH ˝ D 1

            R˝ f dA f 2 O˝ see Sect 311 Of special interest are minimal

            carriers which always exist and it is natural to conjecture that they have somethingto do with asymptotic locations of zeros of orthogonal polynomials

            One thing which speaks against minimal carriers is that there may be too manyof them as was seen in an example in Sect 311 Therefore a more refined notion isdesirable Such a refinement may be based on turning from analytic test functionsto harmonic and subharmonic functions hence from complex analysis to potentialtheory In this area there is a more or less established notion of potential theoreticskeleton or ldquomother bodyrdquo to use a term coined by the Bulgarian geophysicistZidarov [113] and the group around him

            Mother bodies have the advantage of not being too abundant (there may befinitely many of them for a given body but probably not continuous families) Theprice to be payed for this is that they do not always exist Existence is in factextremely rare in a general setting However for the types of domains discussedin this paper like domains with piecewise algebraic boundaries finitely manygood candidates can always be singled out and then it becomes a task of partly

            copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_6

            77

            78 6 Mother Bodies

            combinatorial nature to figure out which of these really are mother bodies or atleast are good enough for the purpose at hand In contrast to a carrier which is a seta mother body is a mass distribution (a measure) However it will turn out that onlythe support of this (again a set) will have a reasonable agreement with zero sets oforthogonal polynomials This will be exemplified in Chap 7

            Informally a mother body for a given body (mass distribution) is a moreconcentrated body (a ldquoskeletonrdquo) which produces the same exterior gravitationalfield (or potential) as the given body The basic example which actually goesback to Isaac Newton (in the case of three dimensions) is the appropriate pointmass at the center of a massive homogenous ball Much of our inspiration forconsidering mother bodies comes directly from D Zidarov and members in hisgroup for example O Kounchev But also specific questions by HS Shapiro andconsiderations in general around quadrature domains have been formative (see[101])

            First some notational issues We define the logarithmic potential of a measure as

            Uz D 1

            2

            Zlog jz j d

            so that U D Some variants of this notation will also be used for example ifthe measure has a density with respect to area measure (ie d D dA) we writeU and U˝ if D ˝ We shall also use

            Cz D 1

            Zd

            zD 4

            zUz

            for the Cauchy transform of a measure so that Nz C D

            The given body will be represented for us by a positive density 0 on abounded open set ˝ C extended by D 0 outside ˝ Thus the body is anabsolutely continuous measure with compact support represented by its densityfunction 2 L1C Our assumptions on ˝ will always include that ˝ equalsthe interior of its closure and that ˝ has area measure zero We may write theseassumptions as

            ˝e D ˝ j˝j D 0 (61)

            Quite often we will assume more The case that will be mostly discussed is that ofa uniform density say D ˝ Ideal requirements for a mother body of werediscussed in [34] where the following list of desirable properties was singled out

            Definition 61 A mother body for a given mass distribution 0 as above is ameasure satisfying the following requirements

            61 General 79

            M1

            U D U in ˝e

            M2

            U U in all C

            M3

            0

            M4

            jsuppj D 0

            M5

            Every component of C n supp intersects ˝e

            The positivity of has been stated as a separate axiom M3 because in somecontexts it turns out to be appropriate to keep open for signed measures if nogood positive measures can be found However further relaxations for exampleto distributions of higher order turns out to be no good because it allows for toomany mother bodies

            It is obvious from the axioms that supp ˝ and in general supp will reachout to ˝ (at some points) However does not load ˝ ie ˝ D 0 Thiscan be deduced from a generalized version of Katorsquos inequality see [12 28] Indeedsetting u D UU so that u 0 by M2 this inequality shows that the restrictionof the measure u to fu D 0g is non-negative Under our assumptions this impliesthat D 0 on ˝ It is worth to notice also that u is lower semicontinuous (becauseU is) and that therefore u D 0 automatically holds on all ˝c (not only ˝e aswritten in M1)

            The two inequality statements above M2 and M3 concern orderings whichare dual to each other with respect the pairing between potentials and measuresappearing in the definition of mutual energy

            13energy DZ

            Ud13 DZ

            U13d

            So the partial order in M2 is a natural ingredient in potential theory and in fact thisaxiom is necessary in order that one shall be able to reconstruct from by meansof the appropriate balayage process partial balayage For this process a desireddensity 0 has to be given in advance in all C Then one wants to sweep

            80 6 Mother Bodies

            satisfying M3 M4 to a body (measure) of the form (in terms of densities)

            D ˝

            for some open set˝ C (not known in advance) That is always possible providedthere is enough space under Specifically it is enough to assume that

            Rd ltR

            dA see [41] but to simplify the treatment it is convenient to impose bounds0 lt c1 c2 lt 1 The open set ˝ is in any case uniquely determined (up tonull-sets) by the requirement that M1 M2 shall hold

            We shall not go deeply into this kind of potential theory but for later use weintroduce at least the notation

            Bal D ˝ (62)

            for the partial balayage 7 D ˝ We have assumed that satisfies M3and M4 In a different language (62) says that ˝ is a quadrature domain forsubharmonic functions with respect to (and the given density )

            Z d

            dA 2 SL1˝ (63)

            This formulation requires some more care as for nullsets but we shall not go intosuch details In general we refer to [89] SL1˝ denotes the set of integrablesubharmonic functions in ˝

            Like mother bodies also partial balayage can be traced back to Zidarov [113]at least as for discrete and numerical versions From a mathematical point ofview it has been (independently) developed by Sakai [89] and one of the presentauthors [35 42] It is closely related to weighted equilibrium distributions [86]obstacle problems [90 91] the ldquosmash sumrdquo [17] and stochastic processes suchas internal diffusion limited aggregation [71] as well as several growth processesin mathematical physics and corresponding issues in random matrix theory [57]Further examples of recent developments are [27 41]

            Now the point we wish to make (eventually) in this work is that we want to matchasymptotic distribution of zeros of orthogonal polynomials ie weak limits of thecounting measures 13n with mother bodies for suitable choices (yet unclear) of In the case of Bergman polynomials there has been some progress in this respectIn that case the appropriate given body is not exactly of the above sort insteadit is according to general theories for classical orthogonal polynomials [103] theequilibrium measure of the domain˝ (or its closure) In place of mother body termssuch as ldquomadonna bodyrdquo or electrostatic skeleton has been used for such cases see[21 50] for example Despite the different nature of the given body much of thetheory in Sect 62 below applies also to such kinds of skeletons

            62 Some General Properties of Mother Bodies 81

            62 Some General Properties of Mother Bodies

            We collect here a few general facts which are known about mother bodies Someof these facts (more precisely Propositions 61 63 64) are taken from [35]where they are stated for D ˝ but in an arbitrary number of dimensions Forconvenience we repeat these results here including proofs

            We start with a simple observation which will repeatedly be referred to

            Lemma 61 If is a signed measure with compact support then U and C arelocally integrable functions Hence the distributional properties of these functionsdepend only on their values almost everywhere For example if U or C vanishesexcept on a null-set then necessarily D 0

            The same applies to U13 if 13 is a compactly supported distribution of order atmost one

            Proof Since the fundamental logarithmic kernel is locally integrable as well as itsfirst order derivatives the first statement in the lemma follows by a direct applicationof Fubinirsquos theorem So U and C are locally integrable functions which then fullyrepresent the corresponding distributions in the usual way

            A distribution 13 of order at most one is locally a sum of distributional derivativesof a measures Assume for example considering only one term in such a sum that13 D

            x where is a (signed) measure Then defining the potential of 13 as theconvolution with the fundamental solution ie U13 D U13ı D 13 Uı we see thatU13 D

            x Uı D x Uı Here the last factor again has a locally integrable

            singularity and the last statement of the lemma follows from Fubinirsquos theorem asbefore

            Proposition 61 Let be a mother body for Then among (signed) measures 1313j satisfying just M1 and M3 we have that

            (i) supp is minimal as a set if supp 13 supp then 13 D (ii) is maximal with respect to the partial ordering by potentials if U13 U

            holds everywhere then 13 D (iii) is an extremal element in the convex set of measures satisfying M1 M3

            if D 12131 C 132 then D 131 D 132

            Proof In view of Lemma 61 and axiom M4 (for ) it is enough to prove that therelevant potentials agree in C n supp

            So let D be a component of C n supp and set w D U13 U (cases i and ii)w D U13j U (case iii) We shall then show in all cases that w D 0 in D Weobserve that D ˝e curren by M5 (for ) and that w D 0 in D ˝e by M1 (for and 13 13j)

            In case i w is harmonic in D and we then directly infer that w D 0 in all D byharmonic continuation

            In case ii we have w 0 and w 0 in D Hence either w gt 0 in all D orw D 0 in all D But the first alternative has already been excluded so we again getw D 0 in D

            82 6 Mother Bodies

            In case iii we have supp 12131 C 132 D supp 131 [ supp 132 Hence supp 13j

            supp and we are back to case iThe next proposition strengthens i in Proposition 61 by saying that supp is

            minimal not only among supports of mother bodies but even among carriers of theanalytic functional associated to the body

            Proposition 62 If is a mother body for then supp is a minimal carrier forthe analytic functional f 7 R

            f dA f 2 O˝

            Proof Assume that K supp is a carrier for f 7 Rf dA We shall then prove

            that K D supp in other words that D 0 in C n KSince C D C outside˝ D supp C provides an analytic extension of Cj˝e

            to C n supp By assumption there is also an analytic continuation ˚ of Cj˝e toC n K Clearly ˚ D C in C n supp (axiom M5 is crucial for this conclusion)But C ˚ both being locally integrable in C n K (C by Lemma 61 and ˚ becauseit is analytic) and supp being a null-set it follows that ˚ D C as distributions inC n K Since ˚ in analytic in C n K we conclude that D 0 there as desired

            Mother bodies are not always unique for example non-convex polygons withuniform density always have more than one mother body as shown in [43] (whileconvex polygons have exactly one) It is easy to strengthen the axioms for a motherbody so that strict uniqueness is always achieved but then the price is even more rareexistence of mother bodies Let us give one theorem in this direction by introducingthe axiom

            M6 supp does not disconnect any open set

            which is much stronger than M5 The axiom says more explicitly that for anyconnected open set D the set Dnsupp is also connected Thus in a generic situationfor a mother body with supp consisting of isolated points and curve segmentsM6 rules out the curve segments The consequence for uniqueness is the following

            Proposition 63 If and 13 are mother bodies for and satisfies M6 then13 D

            Proof Keeping the notations from the proof of Proposition 61 we have that if 13satisfies M6 then supp 13 does not disconnect D Therefore w D 0 in D n supp 13 byharmonic continuation hence w D 0 ae in D which is enough for the conclusion

            With the standard axioms M1ndashM5 one can at least argue that mother bodiesshould not occur in continuous families If t 7 t is a continuous family ofmother bodies for such that the derivative Pt exists in a strong enough sense thenone expects this derivative to be a distribution of order at most one since looselyspeaking it is the infinitesimal difference between two distributions of order zero(ie measures) Strictly speaking to be a distribution of order at most one meansto be something which can be written as a spatial derivative of a measure to be aderivative with the respect to an external parameter like t is not enough in generalBut under some additional assumptions one can connect the two kinds of derivatives

            62 Some General Properties of Mother Bodies 83

            The following proposition is a rudimentary result on non-occurrence of continuousfamilies

            Proposition 64 Assume that t 7 t is a family of mother bodies for some fixed which moves in the flow of a smooth vector field D z t in C Then the motherbodies are all the same t D 0 for all t

            Proof That flows by can be taken to mean in differential geometric languagethat

            tC L D 0

            where L denotes the Lie derivative with respect to (see [24] for example) SinceL is a spatial derivative of first order L is a distribution of order at most onehence so is P by the equation

            By Lemma 61 it now follows that U Pt 2 L1loc Clearly supp Pt supptSince Ut D U˝ in˝e by M1 for all t we conclude that U Pt D 0 in˝e Henceby harmonic continuation and M5 U Pt D 0 in all C n suppt ie almosteverywhere in C Thus Pt D 0 which is the desired conclusion

            If is a mother body for then the quadrature formula

            f dA DZ˝

            f d f 2 O˝ (64)

            holds In fact this is just a weaker version of (63) In particular and representthe same element in H ˝ In the definition of a mother body there is norequirement that shall have compact support in ˝ The reason is that one wantspolygons and other domains with corners to admit mother bodies

            In the other direction even finite quadrature domains in the sense (341) do notalways admit mother bodies in the strict sense of Definition 61 and with D ˝ Indeed if

            1

            f dA DmX

            kD1

            nk1XjD0

            ckjf jak (65)

            then a necessary condition that D ˝ shall have a mother body is that nk D 1 andck0 gt 0 for all k But even that is not sufficient it may still happen that axiom M2fails for the only available candidate of mother body namely

            D

            mXkD1

            ck0ıak

            Example 61 Let f W D ˝ be a conformal map which is an entire function withf 0 D 0 Consider ˝ as a body with density one ie take D ˝ If f D a

            84 6 Mother Bodies

            then ˝ is a disk which is a quadrature domain and for which D a2ı0 is theunique mother body If f is a polynomial of degree 2 then ˝ is still a quadraturedomain with a multiple quadrature node at the origin but it has no mother bodysatisfying all of M1ndashM5 Indeed M2 and M3 fail

            If f is not a polynomial (but still entire) then ˝ is not a quadrature domainand there is no mother body But the analytic functional in (347) still has thesingleton f0g as a carrier However there will be no distribution sitting exactly onf0g representing M only a hyperfunction (a Dirac multipole of infinite order)

            Example 62 If a gt 0 is sufficiently large then there exists a quadrature domain ˝admitting the quadrature identity

            f dA D af 0C i f 1C f C1 f 2 O˝ (66)

            One may view the right member as something of the formR

            f d but then will bea complex measure which mixes the real and imaginary parts of f As an analyticfunctional f 7 R

            ˝f dA has f1 0C1g as a minimal carrier but D ˝ does not

            have any mother body (eg M2 M3 will be violated for )One can still find real-valued representing distributions (with small support) but

            then one need to connect the points ˙1 For example writing f D uC iv and setting D Œ1C1 we have

            i f 1C f C1 D iZ

            f

            xdx D i

            Z

            u

            xdx C

            Z

            u

            ydx

            Taking real parts of (66) therefore givesZ˝

            u dA D au0CZ

            u

            ydx

            Here u runs over real-valued harmonic functions but of course complex-valuedfunctions u are allowed as well and then nothing prevents u from being analyticitself Hence we have a real-valued representation of the analytic functional f 7R˝

            f dA by a distribution of order one with support on the line segment DŒ1C1

            63 Reduction of Inner Product to Mother Body

            What is special with the inner product in Ha˝ is that it in contrast to the L2-innerproduct in the Bergman space L2a˝ immediately collapses to any mother body for D ˝ Indeed using (64) gives

            h f gi D 1

            2

            Hzwf zgw dzdw (67)

            63 Reduction of Inner Product to Mother Body 85

            Choosing here f D kz g D kw for zw 2 ˝e and using (338) gives

            1 Fzw D hkz kwi D 1

            2

            Hu vdu

            u z

            dv

            Nv Nw

            Recall that kz D 1= z and that Fzw denotes the restriction of Ezw to˝e ˝e including analytic continuations of this Thus we see clearly that Fzwhas an analytic continuation to C n supp C n supp if is a mother body

            Similarly Fzw extends to C n K C n K whenever K ˝ is a carrier forf 7 R

            ˝f dA This statement can be sharpened to become a full-fledged assertion on

            regularity of free boundaries applying for example to the classical obstacle problem[75] We give some details on this in Sect 64 below

            The above can be equivalently expressed with the inner product written on theform (325)

            h f gi D 1

            42

            1 Fzwf zgw dzd Nw (68)

            Here we have replaced the original Ezw in (325) equivalently (328) by itsanalytic continuation Fzw and then the path of integration can be shrunk tosurround just the support of any mother body with the mother body itself then beingrepresented by the jump of Fzw across the arising slits or by residues of polesif Fzw has point singularities In the integrals above f g 2 Ha˝ but forsimplicity we may think of f and g as being good analytic functions say in O˝

            In terms of the Schwarz function see (220) the analytic continuation of Fzwis connected to Hzw by (224) ie by

            Fzw D z SwSz NwHzw zw 2 ˝ n supp

            Similarly is related to the singularities of Sz in a direct way eg simple polescorrespond to point masses and jumps between different branches give line sourcesexplicitly by formulas like (621) below Using these relationships the two forms ofthe inner product (67) and (68) can be identified

            We remark that the information in the right member of (67) having both Hzwand present is actually redundant The function Hzw contains all informationof ˝ and hence of all mother bodies and in the other direction if is known andsatisfies at least axioms M1 M2 in the definition of a mother body then ˝ canbe reconstructed by a partial balayage as mentioned in Sect 61

            So Hzw and are coupled to each other even though in a rather implicitway The redundancy may be explained in terms of moments (see Sect 22) asfollows complete knowledge of Hzw (or Ezw) is equivalent to knowledgeof all complex moments Mkj whereas knowledge of just means knowledgeof the harmonic moments Mk D Mk0 Indeed the complex moments are thecoefficients of the expansion of Ezw at infinity while the harmonic momentsare the coefficients of C˝z D Cz at infinity More specifically contains

            86 6 Mother Bodies

            information of singularities in a fairly explicit way while the remaining informationin Hzw can be considered to be of a more lsquosoftrsquo character

            Part of the above discussion is also relevant the Bergman inner product whenthis is written on the form (327) Indeed in terms of Fzw this becomes

            f gL2˝ D 1

            42

            log Fzwf zgw dzd Nw (69)

            If F has an analytic continuation then also log F has it to a certain extent Howeverthis may become obstructed by branch-cuts because the logarithm is multivalued(and note that Fz z D 0 on ˝) Such branch cuts at least prevent the innerproduct from collapsing when˝ is a quadrature domain and in general they seem tohave the effect that zeros of Bergman orthogonal polynomials are less willing to godeeply into the domain compared to what is the case for exponential polynomials

            64 Regularity of Some Free Boundaries

            This section contains an outline of ideas behind the main result in [36] which isa theorem on analyticity of some free boundaries namely those boundaries whichadmit analytic continuation of the Cauchy transform The important point is that itassumes no a priori regularity of ˝ ˝ is from outset just a bounded open setHowever we shall here (for briefness) simplify matters a little following partly[38] but full details are given in [36] The statement when formulated in terms ofthe Cauchy kernel kz D 1= z is as follows

            Theorem 61 Let ˝ C be a bounded open set and let K ˝ be compact Thenthe following assertions are equivalent

            (i) The map C n˝ C given by

            z 7 hkz 1i

            extends analytically to C n K C(ii) The map C n˝2 C given by

            zw 7 hkz kwi

            extends analytically to C n K2 C(iii) The Hilbert space-valued map C n˝ H ˝ given by

            z 7 kz

            extends analytically to C n K H ˝

            64 Regularity of Some Free Boundaries 87

            Recall that in terms of Cauchy and exponential transforms hkz 1i D C˝zhkz kwi D 1 Ezw As for the Hilbert space-valued map we say that a map˚ W C n K H ˝ is analytic if and only if the function z 7 h˚z hi is analyticfor each h 2 H ˝ The three assertions say more precisely that there exist analyticfunctions f W C n K C F W C n K2 C ˚ W C n K H ˝ such thatin the respective cases hkz 1i D f z for z 2 C n ˝ hkz kwi D 1 Fzw forzw 2 C n˝ kz D ˚z for z 2 C n˝

            Proof It is easy to see that iii ) ii ) i so we just prove that i ) iiiWe make the simplifying assumptions that (31) and (61) hold but as shown in [36]these assumptions can eventually be removed

            Assuming then i let f z denote the analytic continuation of hkz 1i D C˝zto C n K C and we shall find an analytic continuation ˚z of kz itself It isconvenient to continue f further in an arbitrary fashion over K and to all C andthen think of f as the Cauchy transform of something living on K This somethingcan be taken to be a signed measure or even a smooth function if we just enlargeK a little This does not change anything in principle since this enlargement can bemade arbitrarily small and we may keep the notation K

            Thus we assume that after the extension D fNz is a smooth function in C with

            supp K (610)

            This means that the assumption i takes the form

            C˝ D C on C n˝ (611)

            equivalently

            hkz 1i D hkz 1i for z 2 C n˝

            and we claim then that the analytic extension of kz itself is given by

            ˚z D kz (612)

            Similarly the continuation of hkz kwi in ii of the theorem will be given by

            1 Fzw D hkz kwi D h˚z ˚wi

            That ˚ defined by (612) is in fact analytic as a map C n K H ˝ isimmediate from the definition of analyticity and from (610) So it just remainsto verify that ˚z D kz as elements in H ˝ for z 2 C n˝ There is an beautifulapproximation theorem [8] saying that for a completely arbitrary bounded open set˝ the finite linear combinations of the Cauchy kernels with poles outside ˝ aredense in the space of integrable analytic functions in ˝ The theorem is based onan ingenious construction due L Bers and L Ahlfors of mollifiers which exactly

            88 6 Mother Bodies

            fit the modulus of continuity for Cauchy transforms The theorem can be adapted toharmonic and subharmonic functions as well (cf [56]) and has in such forms beenof crucial importance in the theory of quadrature domains from the work of Sakai[89] and onwards A particular consequence is that the statement (611) is equivalentto the quadrature identity

            h dA DZ

            Kh dA (613)

            holding for all integrable analytic functions h in ˝ Choosing in (613) the integrable analytic function

            h DZ˝

            Hzwkzw dAw

            where z 2 ˝e and 2 L1˝ gives

            hkz i D hkz i

            Thus since L1˝ is dense in H ˝ kz D kz as elements in H ˝ for z hellip ˝ and by continuity also for z hellip ˝ This proves the theorem

            It follows from the definition (21) of the exponential transform that Ez z D 0

            for z 2 ˝ unless this is a point of zero density for˝ When the Cauchy transformC˝z and hence by Theorem 61 E˝zw has an analytic continuation across˝ then ˝ has positive density at all points of ˝ see [36] It therefore follows thatthe analytic continuation Fzw of Ezw in this case becomes a good definingfunction for ˝

            Corollary 61 If the Cauchy transform of a bounded open set ˝ has an analyticcontinuation from the exterior of ˝ across ˝ to a compact set K ˝ then ˝ isnecessarily contained in a real analytic variety

            ˝ fz 2 C n K W Fz z D 0g

            The first complete proofs of analyticity of boundaries admitting analytic con-tinuation of the Cauchy transform or boundaries having a one-sided Schwarzfunction were given by Sakai [92ndash94] For overviews of the regularity theory offree boundaries in general see eg [25 75] In a different context the exponentialtransform has much earlier been used implicitly in characterizations of boundariesof analytic varieties in C2 See [4 54]

            65 Procedures for Finding Mother Bodies 89

            65 Procedures for Finding Mother Bodies

            Let be the density of a mass distribution positive and bounded in a domain ˝ zero outside ˝ and we shall describe some procedures for finding candidates ofmother bodies for For these to work one has to assume that the density is realanalytic in ˝ and that the boundary ˝ is at least piecewise analytic Some of themethods are implicit in the general theory of quadrature domains as presented forexample in [89 101] while other (those based on jumps of the Schwarz function)have been elaborated in [95] and similar papers

            Reasoning backwards assume first that we already have a mother body whichreaches ˝ only at the non-smooth points (the ldquocornersrdquo) Then the function

            u D U U (614)

            is non-negative and satisfies

            u D in ˝ (615)

            u D jruj D 0 on ˝ (616)

            In particular away from supp in ˝ we have

            u D (617)

            Going now in the other direction if is not known then we may start by tryingto solve the Cauchy problem (617) (616) in a neighborhood (in ˝) of the analyticparts of ˝ Unique local solutions do exist in view of the Cauchy-Kovalevskayatheorem Assuming that the domain of definitions of these local solutions cover allof ˝ we may then try to glue these pieces to a continuous function u in ˝ This uwill satisfy (616) and then we may simply define by (615) In lucky cases this will then be a mother body

            An alternative but related procedure uses the Schwarz function Sz If D 1

            in ˝ then the relationship between u and Sz is in one direction

            Sz D Nz 4u

            z (618)

            and in the other direction

            uz D 1

            4jzj2 jz0j2 2Re

            Z z

            z0

            Sd (619)

            Here z0 2 ˝ and the relation holds in a neighborhood of that analytic piece of˝ to which z0 belongs The function u in (618) is sometimes called the modifiedSchwarz potential see [101]

            90 6 Mother Bodies

            In the general case one may first choose a fixed function ˚ satisfying

            ˚ D

            ie ˚ satisfies (617) alone with no concern of boundary data Since all data arereal analytic we shall write and ˚ as D z Nz and ˚ D ˚z Nz with analyticdependence in each argument When D 1 the natural choice of˚ is˚z Nz D 1

            4zNz

            As one easily checks the relationship between u and Sz in general is

            z˚z Sz D z˚z Nz u

            z

            which replaces (618) but only gives Sz implicitly from u and in the other direction

            uz D ˚z Nz ˚z0 Nz0 2ReZ z

            z0

            z˚ Sd (620)

            In these equations z˚ denotes the derivative of ˚ with respect to the first variableHere z0 2 ˝ and (620) holds in a neighborhood of z0 Compare [95] and also[94]

            To find candidates for mother bodies one continues the branches of the Schwarzfunction as far as possible and then try to glue them However since Sz isanalytic one can never glue it to become continuous (because then it would beanalytic throughout ˝ which is impossible) In the generic case there will bejump discontinuities along line segments like branch cuts in the algebraic casePole singularities can also occur The mother body then comes from the jump ofSz across these line segments (plus residues for poles) the contribution from anoriented arc being

            d D 2iŒz˚z Szjump dz along (621)

            If s is an arc length parameter then replacing dz by dz=ds above gives the density of with respect to s along the arc The jump is defined as the value on the right-handside minus the value on the left-hand side The measure should be positive or atleast real and that requirement singles out at each point z 2 ˝ only finitely manypossible directions for a branch cut passing through the point the requirement forsuch a direction being

            Re Œz˚z Szjump dz D 0 along

            See further discussions in [95] On squaring (621) the requirement that shall bereal translates into a certain quadratic differential being asked to be positive Thusthe theory connects to the theory of trajectories of quadratic differentials (see [105])a direction which has been pursued in a random matrix context by Bleher and Silva[9]

            65 Procedures for Finding Mother Bodies 91

            We next give an example showing that the good property of carriers that theintersection of two convex carriers is again a (convex) carrier is not shared bysupports of mother bodies The example is inspired by the construction by Sakai[87] of two simply connected Jordan domains which have the same set of harmonicmoments

            Example 63 Choose numbers 1 lt r lt R lt 1 and consider the two annuli

            (AC D fr lt jz C 1j lt RgA D fr lt jz 1j lt Rg

            Considered as bodies of density one they have the same potentials in the exteriorregions as the point masses R2r2ı1 and R2r2ıC1 respectively It followsthat the two mass distributions AC

            CR2 r2ıC1 and ACR2 r2ı1 have

            the same potentials far away say for jzj gt R C 1Now we disturb the above by replacing the first terms by ACnA

            and AnAC

            respectively This means that we remove some small pieces from the annuli butwhat is important is that we remove the same piece (namely AC A) from bothTherefore the two new mass distributions

            (C D ACnA

            C R2 r2ıC1 D AnAC

            C R2 r2ı1

            still have the same potentials for jzj gt R C 1The next step is that we construct mother bodies C and of ACnA

            andAnAC

            This is easily done using the procedures shown in Sect 65 For examplethe potential u in (614) is given as the minimum of the solutions of (615) (616)connected to the different boundary segments Specifically setting

            uRz D 1

            4jzj2 R2 R2 log

            jzj2R2 (622)

            for the solution of u D 1 in C u D jruj D 0 on jzj D R (and similarly for littler) we define u˙ by

            (uCz D minACnA

            fuRz 1 urz 1 uRzC1 urzC1g for z 2 AC n Auz D minAnAC

            fuRz 1 urz 1 uRzC1 urzC1g for z 2 A n AC

            Thenu˙ D 1 except on some sets where two of the potentials minimized over areequal where we get distributional contributions (negative measures) Defining then

            (C D 1 uC D 1 u

            we have Bal C 1 D ACnA Bal 1 D AnAC

            92 6 Mother Bodies

            Now C C R2 r2ıC1 and C R2 r2ı1 have the same exteriorpotentials as C and respectively Finally we sweep these mass distributions tobodies of constant density by partial balayage To fit our general setting we shouldhave density one but then we may need to first blow up the mother bodies by afactor t gt 1 The result can be written as

            (Bal tC C R2 r2ıC1 1 D Bal tC 1 D ˝Ct

            Bal t C R2 r2ı1 1 D Bal t 1 D ˝t

            If here t gt 1 is sufficiently large then ˝Ct D ˝t This follows fromgeneral theory of partial balayage or quadrature domains Indeed when t is large˝˙ will necessarily be simply connected in fact essentially circular as one realizesby various comparison arguments or by the sharp ldquoinner normal theoremrdquo [44 45]And then the equality˝Ct D ˝t follows from uniqueness theorems originallydue to Sakai [89] (for example Corollary 92 in that text)

            The conclusion of all this is that the domain ˝ D ˝Ct D ˝t has twodifferent mother bodies tC C R2 r2ıC1 and t C R2 r2ı1 and itis easy to see that the are not only different even the convex hulls of their supportsare different

            Remark 61 Some previously known examples of domain having different motherbodies like Zidarovrsquos example [113] have the drawback in this context that theconvex hulls of their supports coincide

            Chapter 7Examples

            Abstract In this chapter we present the results of our numerical experimentsconcerning zeros of exponential polynomials with pictures indicating asymptoticdistributions (or at least the distribution of the first 50ndash100 zeros) We also makethe corresponding theoretical construction of mother bodies and compare the twoIn many cases there are reasonable but far from perfect agreements between thesets where zeros seem to accumulate and the supports of the corresponding motherbodies And here we reach terra incognito as there is no agreement between thedensities they seem rather to be complementary to each other In one case we havecomplete results with theoretical proofs namely for the ellipse Taking a standardellipse with foci ˙1 the zeros go to the focal segment with density proportional to1=

            p1 x2 1 x 1 while the mother body for the ellipse with uniform mass

            distribution has densityp1 x2 on the same segment

            71 The Unit Disk

            For the unit disk Hzw D 11z Nw and HaD degenerates to the one dimensional

            space with inner product

            h f gi D f 0g0

            Set

            enk D 1

            k C 1znNzk

            One computes that

            henk ersi D(1 if n k D r s 0

            0 otherwise

            It follows that H D is generated by the anti-analytic functions fe00 e01 e02g Df Nzk

            kC1 W k D 0 1 2 g and that this is an orthonormal basis It also follows thate00 D e11 D e22 D e01 D e12 D e23 D etc as elements in H D

            copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_7

            93

            94 7 Examples

            Note that on the other hand Hzw coincides in this case with Szegoumlrsquos kernelthat is the reproducing kernel of the Hardy space associated to the unit disk

            72 The Annulus

            For the annulus

            ˝ D fz 2 C W r lt jzj lt Rg

            we have E˝zw D ED0R=ED0r which by (25) gives

            H˝zw D z Nwz Nw r2R2 z Nw zw 2 ˝

            Also

            Gzw D(

            zr2z Nw r lt jzj lt R jwj gt R

            zR2z Nw r lt jzj lt R jwj lt r

            The analytic space Ha˝ is generated by the powers zn z 2 Z and taking thenorm into account gives the orthonormal basis fen W n 2 Zg defined by

            enz D8lt

            zn

            Rnp

            R2r2 n lt 0

            zn

            rnp

            R2r2 n 0

            We can truncate the multiplier Z by the coordinate on the finite dimensionalsubspaces generated by zk n k n The result will be a weighted shift Zn withzero on the main diagonal and only the lower sub-diagonal non-null In particularZn is nilpotent and hence the counting measure n of its spectrum is simply ı0In conclusion all exponential orthogonal polynomials are monomials and the onlylimit measure of their zeros is ı0

            Since ˝ is not a quadrature domain feng is actually an orthonormal basis in allH ˝ (see Theorem 31) Given an arbitrary f 2 H ˝ we can therefore expand

            f DXn2Z

            cnen jj f jj2 DXn2Z

            jcnj2 lt 1 (71)

            In the hope of being able to consider f as an analytic function we insert the variablez and convert the expansion into a power series

            f z DXnlt0

            cn

            Rnp

            R2 r2zn C

            Xn0

            cn

            rnp

            R2 r2zn (72)

            73 Complements of Unbounded Quadrature Domains 95

            Here the first term converges for jzj gt R lim supn1 jnj

            pjcnj and the second termfor jzj lt r= lim supn1 jnj

            pjcnj The lim sups here are 1 but nothing moreis guaranteed Taking for example cn D 1=jnj the first term in the expansion off z converges for jzj gt R and the second term for jzj lt r hence the whole seriesconverges nowhere

            The orthonormal expansion (71) gives a one-to-one identification betweenelements f in H ˝ and `2Z-sequences of coefficients cn Therefore the corre-sponding power series expansion (72) gives a good picture of the nature of elementsin H ˝ from an analytic point of view they are simply formal power serieswith coefficients in an `2-space but with possibly empty convergence region So ingeneral there is no way to associate a value at any point for a ldquofunctionrdquo f 2 H ˝In particular there is no reproducing kernel for H ˝ If there had been this wouldhave been given by

            Xn2Z

            enzenw zw 2 ˝

            (cf (340)) but this series converges nowhereThe annulus ˝ has a unique mother body sitting with uniform density on a

            circle jzj D for certain in the interval r lt lt R namely that value for whichur D uR where ur uR are defined by (622) But as is clear from the abovenot even on this circle there are any continuous point evaluations for elements inH ˝

            73 Complements of Unbounded Quadrature Domains

            Let D be a quadrature domain with 0 2 D The inversion z 7 1=z then takes thecomplement of D to a bounded domain

            ˝ D inv De D fz 2 P W 1z

            2 P n Dg

            Since D is bounded we have 0 2 ˝ The exterior ˝e D inv D is what is calledan unbounded quadrature domain see in general [63 70 88 93 99 100] for thisnotion We shall not need much of the theory of unbounded quadrature domains wejust remark that the class of bounded and unbounded quadrature domains as a wholeis invariant under Moumlbius transformations (see in particular [100] and [93])

            Let d be the order of the quadrature domain D Then by (344) the exteriorexponential transform of D is of the form

            EDzw D FDzw D Qz NwPzPw

            jzj jwj gtgt 1

            96 7 Examples

            where Pz a monic polynomial of degree d and Qz Nw is a polynomial of degreed in each of the variables Some more details on the structure of Qz Nw can beread off from (48) By using Lemma 21 together with (224) or more directly byformula (314) in [36] one obtains from FDzw the interior exponential transformof ˝

            H˝zw D CQ 1z 0Q01Nw

            1 zS01 NwS0Q 1z 1Nw

            D Cpzpw

            qz Nw (73)

            Here Sz D SDz is the Schwarz function for D that branch which is single-valued meromorphic in D and equals Nz on D In addition C D H˝0 0 and p qare polynomials satisfying p0 D q0 0 D 1 Specifically

            qz Nw D zd NwdQ1

            z1

            Nw (74)

            pz D zdQ 1z 0

            1 zS0D zd1 Q 1z 0

            1z S0

            Note that 1z S0 is a factor in Q 1z 0 because QS0 0 D 0 It follows that pzis a polynomial of degree at most d 1

            Since Hzw is positive definite the zeros of pz must be outside ˝ This factcan also be proved directly by using arguments with the Schwarz function includinga valency statement in [101] It also follows that 1=qzw is positive definite in ˝

            If D is connected and has m boundary components (m 1) the algebraic curveloc Q W Qzw D 0 has genus m 1 In fact this curve is (after completionin projective space P2 and resolution of singularities) canonically isomorphic tothe compact Riemann surface (Schottky double of D) obtained by completing Dwith a backside (a copy of D provided with the opposite structure) the two piecesglued together along D On the frontside the isomorphism is given by D 3 z 7z Sz 2 loc Q Recall that QDz Sz D 0 identically From this we obtain thetotal number of branch points of Sz considered as an algebraic function IndeedSz has d branches over the Riemann sphere and the Riemann-Hurwitz formula[22] shows that the number of branch points is

            b D 2m C d 2 (75)

            Turning to ˝ D inv De the Schwarz function for ˝ is related to that for Dby

            S˝z D 1

            SD1=z

            and it has a single-valued branch in ˝e namely that branch which equals Nz on ˝ However continuing that branch into ˝ it will not be single-valued (unless d D 1)

            73 Complements of Unbounded Quadrature Domains 97

            Instead its structure of branch points will determine the mother body structure anymother body will consist of arcs which end up in these branch points

            Notice that in the present situation all poles of S˝z are located outside ˝ soany mother body for˝ will consist solely of branch cuts and from (75) we see that2m C d 2 is an upper bound for the number of end points of these cuts

            731 The Ellipse

            The ellipse can be obtained as the complement of the inversion of a certain two pointquadrature domain known as the Neumann oval see [47 69 93 101] It is also aspecial case of the hypocycloid to be treated in the next subsection The values ofthe parameters in (75) are then d D 2 m D 1 b D 2

            The standard ellipse

            ˝ D fz 2 C W x2

            a2C y2

            b2lt 1g

            with half axes a gt b gt 0 has a unique mother body [102] it is the measuresupported by the focal segment Œc c (c D p

            a2 b2 gt 0) given by

            dx D 2ab

            c2p

            c2 x2 dx c lt x lt c

            (For some higher dimensional aspects see [64]) The madonna body (skeleton forthe equilibrium measure) 13 for the ellipse has the same support but a differentdensity

            d13 D dx

            p

            c2 x2 c lt x lt c (76)

            The Schwarz function for the ellipse is

            Sz D a2 C b2

            c2z 2ab

            c2

            pz2 c2

            that branch of the square root chosen which is positive for large positive values ofz The interior exponential transform Hzw is obtained from (73) with qz Nz D1 x2

            a2 y2

            b2(z D x C iy) and where pz turns out to be constant see also Sect 732

            in this respect Specifically this gives

            Hzw D C

            4a2b2 C a2 b2z2 C Nw2 2a2 C b2z Nw

            where C D 4a2b2H0 0 gt 0

            98 7 Examples

            It is known that the Bergman orthogonal polynomials have 13 as the unique weaklimit of their counting measures The same turns out to be true for the exponentialpolynomials

            Proposition 71 Let 13n be the counting measures for the zeros of the exponentialpolynomials for the ellipse Then in the above notations

            13n 13

            as n 1

            Proof The proof is based on hyponormal operator theory and goes as follows LetS 2 L `2N denote the unilateral shift operator

            Sek D ekC1 k 0

            where ek stands for the orthonormal basis of `2N Let 0 lt r lt 1 be a parameterand consider the operator T D rS C S Since ŒSS D e0 ˝ e0 we infer

            ŒTT D ŒrS C S rS C S D 1 r2ŒSS D 1 r2e0 ˝ e0

            Since the operators S and S commute modulo compact ones the essentialspectrum of T is equal to the set

            essT D fr C 1

            jj D 1g

            that is it coincides with the ellipse of semiaxes 1˙ r Thus the spectrum of T is thesolid ellipse The focal segment for this ellipse is Œ2pr 2

            pr (Fig 71)

            The finite dimensional subspaces to compress T on are

            HnT e0 D spanfe0 e1 en1g

            and the associated truncated operators are

            Tn D

            0BBBBBBBB

            0 r 0 0 0

            1 0 r 0 0

            0 1 0 r 0

            0 0 0 0 r0 0 1 0

            1CCCCCCCCA

            This is a Jacobi matrix and it is well known that its characteristic polynomial isup to a normalizing factor equal to the Chebyshev polynomial of the second type

            73 Complements of Unbounded Quadrature Domains 99

            Fig 71 Zeros of the orthogonal polynomials Pn n D 10 20 30 for an ellipse

            Unz

            2p

            r Recall that

            Uncos D sinn C 1

            sin

            so that indeed the zeros of Unz

            2p

            r asymptotically distribute as in (76) ie

            according to the probability distribution

            1

            d D dx

            p4r x2

            2pr lt x lt 2p

            r

            732 The Hypocycloid

            A hypocycloid is a curve traced out from a point in a disk when this disk rolls insidea larger circle In case the point lies on the boundary of the disk the hypocycloidhas outward pointing cusps otherwise it is a smooth curve If the ratio between theradii of the two circles is an integer then the curve obtained is a closed curve andbounds a domain We shall consider such a hypocycloid domain ˝ centered at theorigin

            Elementary considerations show that if the distance from the origin to the centerof the smaller disk is a gt 0 and the moving point zt sits on distance b gt 0 fromthe center of this smaller disk then the motion is given by

            zt D aeit C beid1t

            100 7 Examples

            Here d gt 1 is the ratio between radius of the larger circle to that of the smaller oneWe assume that d is an integer so d 2 The geometry of the above configurationworks out only if

            a d 1b (77)

            The equality case here corresponds to the hypocycloid being singular with cuspsSetting D eit above we see that the hypocycloid simply is the image of the unit

            circle under the rational function

            D a C b1d

            In addition (77) is exactly the condition for to be univalent in De Thus is

            then a conformal map De ˝e subject to standard normalization at infinity (in

            particular 1 D 1)After inversion z 7 1=z the exterior domain˝e turns into a bounded domain D

            with conformal map W D D given by

            D 1

            1=D

            a C bd

            Since this is a rational function of order d D is a quadrature domain of order d Thed poles are located at the dth roots of a=b In particular we see that the multiplepole of order d 1 of at the origin has split into d simple poles for Since Dis a (bounded) quadrature domain ˝e is an unbounded quadrature domain with amultiple quadrature node at infinity

            The number d above has the same meaning as in the beginning of this Sect 73and the number of boundary components of D or ˝ is m D 1 The boundary of Dis given by an equation

            D W Qz Nz D 0

            where the polynomial Qzw has degree d in each of the variables hence theboundary of ˝ is given by qz Nz D 0 with qzw as in (74) The total numberof branch points of each of SDz and S˝z is given by the Riemann-Hurwitzformula (75) ie equals b D 2m C d 2 D 2d 1

            In addition to these branch points the curve loc Q has singular points Takingmultiplicities into account the total number of singular points is d 12d 1according to the genus formula [29] The quadrature nodes account for dd 1

            singular points located at points of infinity of the two dimensional projective spaceP2 Further on there are d C 1 singular points visible in the real as isolated rootsz 2 C of Qz Nz D 0 or cusps on the boundary in the cusp case One of these pointsis the origin (see argument below) the point of inversion the remaining d pointsare located in D (or on D in the cusp case) on those radii from the origin whichare intermediate between the radii leading to the quadrature nodes The remaining

            73 Complements of Unbounded Quadrature Domains 101

            d12d1dC1D dd3 are not visible in the real The above statementsas well as some assertions below are elaborated in detail and proved [33]

            Using that Qz Nz must be invariant under rotations generated by z 7 e2 i=d onefinds that Qzw more exactly is of the form

            Qzw D ˛0 C ˛1zw C ˛2z2w2 C C ˛d1zd1wd1 C ˛dzdwd C ˇzd C Nwd

            Because we have assumed that D is simply connected it also follows from potentialtheoretic consideration together with symmetries that ˛0 D 0 Indeed the functionu in (618) must have a stationary point at the origin hence SD0 D 0 and soQ0 0 D 0 And since Qz Nz 0 in D it follows that the origin is a singular pointon loc Q By normalization we also have ˛d D 1

            Turning to qzw and pz see (74) it follows that

            qzw D 1C ˛d1zw C ˛d2z2w2 C C ˛1zd1wd1 C ˇzd C ˇwd

            where we have used that ˇ is real and

            pz D zdQ1

            z 0 D ˇ

            In general pz has degree d 1 as mentioned after (74) and when the origin isa singular point it has always degree d 2 as a consequence of Q0 0 D 0 Butin the present case it is even better than so pz is simply a constant This makes theinterior exponential transform (73) to appear on the very simple form

            H˝zw D C

            1C ˛d1z Nw C ˛d2z2 Nw2 C C ˛1zd1 Nwd1 C ˇzd C ˇ Nw d

            (78)

            Since we started out from having uniformizations of the curves Qzw D 0 andqzw D 0 for example

            q 1= N D 0 2 P (79)

            we can easily determine the coefficients in (78) in terms of the coefficients a and bof The result for d D 3 is

            H˝zw D C

            a2bz3 C Nw3 b2z2 Nw2 a2b2 C a4 2b4z Nw C a2 b23

            where we have changed the normalization in the denominator hence changed thevalue of C For any d 2 the values of the coefficients ˛j ˇ are obtained by solvinga linear system of equations obtained from the substitution (79) So this is quitestraight-forward Of course one can also find the polynomial qzw by classical

            102 7 Examples

            elimination theory without knowing anything a priori about qzw but that leadsto more difficult equations to solve

            For d D 2 we are in the ellipse case discussed in terms of different methods andnotations in Sect 731 and in that case we could find the Schwarz function and themother body explicitly But already in the case d D 3 it is not so easy anymoreIt is difficult to write down the Schwarz functions SDz and S˝z explicitlysince this would involve solving a third degree algebraic equation However thelocations of the b D 2d 1 D 4 branch points can be estimated For examplefor S˝z the branch points are inside ˝ one at the origin and the other threeon the radii corresponding (under the inversion) to the radii just mentioned Thusany mother body will consist of arcs connecting these points and analysis of therequirements M1 M5 in Chap 6 leaves only one possibility open namelythat its support consists of the straight lines (radii) from the origin to the threebranch points outside the origin Figure 72 indicates that zeros of the exponentialpolynomials do converge to this configuration

            Similar results have been obtained for other sequences of polynomials see forexample [20 55] and for a warning [85]

            Fig 72 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the hypocycloid defined by D 2 C 1=82

            74 Lemniscates 103

            74 Lemniscates

            For R gt 0 we consider the lemniscate

            ˝ D fz 2 C W jzm 1j lt Rmg

            Thus the boundary is given by

            zm 1Nzm 1 D R2m

            which on solving for Nz gives the Schwarz function

            Sz D m

            szm 1C R2m

            zm 1 (710)

            the appropriate branch chosen Obviously˝ is symmetric under rotations by angle2=m

            We start by computing the mother body There are three cases to consider

            1 The disconnected case 0 lt R lt 1 ˝ then consists of m ldquoislandsrdquoBranch points for Sz z D 1 and 1 R2m1=m (the positive root) plus rotationsby 2=m of this The branch cuts giving rise to a real actually positive motherbody are the interval Œ1R2m1=m 1 ˝ plus the rotations of this The motherbody itself is

            dx D sin m=

            xm 1C R2m

            xm 11=m dx 1 R2m1=m lt x lt 1

            plus rotations by 2=m2 The critical case R D 1 ˝ still consists of m islands meeting at the origin

            which now is a higher order branch point The branch cuts are 0 1 ˝ plusrotations and the formula for d is the same as above

            3 The connected case 1 lt R lt 1In this case the only branch points contained in˝ are the mth roots of unity andthe branch cuts giving a real mother body are the radii from the origin to theseroots of unity The mother body itself is

            dx D sin=m

            xm 1C R2m

            1 xm1=m dx 0 lt x lt 1

            plus rotations

            104 7 Examples

            Fig 73 Zeros of the orthogonal polynomials for lemniscate with m D 3 and R D 09

            These mother bodies seem to agree as far as the supports are concerned withlimits of counting measures found in numerical experiments (Fig 73)

            One may compare with what is known for the Bergman polynomials In that case should be replaced by the equilibrium measure which is related to the exteriorGreenrsquos function and is easy to compute Indeed the Greenrsquos function is

            g˝ez1 D 1

            mlog jzm 1j log R

            the equilibrium measure sits on the boundary and its density with respect to arclength is proportional to the normal derivative of the Greenrsquos function Precisely dA is to be replaced by the measure

            1

            2

            jzjm1

            Rmjdzj on ˝

            75 Polygons 105

            The unique mother body (ldquomadonna bodyrdquo) is in terms of the harmonic continua-tion of the above Greenrsquos function to all C

            D 1

            2g˝e1 D 1

            m

            mXkD1

            ık

            where D e2 i=mThe comparison we wish to make here is first of all that the madonna body

            is completely different from the mother body for D ˝ and second thatfor the counting measures for the Bergman polynomials there is rather completeknowledge saying that certain subsequences converge to the madonna body butother subsequences (actually most of them) converge to an equilibrium measurefor a sublemniscate namely jzm 1j lt R2m (at least when 0 lt R lt 1) Forour exponential polynomials the entire sequence of counting measures seems toconverge to a measure having the same support as the mother body

            75 Polygons

            751 Computation of Mother Body

            For convex polygons with D 1 in ˝ it is known [34] that

            uz D 1

            2dist z˝e2

            for the unique mother body which sits on the ldquoridgerdquo ie the set of those points in˝ which have at least two closest neighbors on the boundary On each line segmentin the ridge the density of with respect to arc length is linear and it goes down tozero where the ridge reaches ˝ namely at the corner points

            As for the supports of these mother bodies they are in reasonable but not perfectagreement with the numerical findings for the limits of the counting measures Thedensities do not agree however

            752 Numerical Experiments

            Asymptotic zeros for a square rectangle pentagon and hexagon are depicted inFigs 74 75 76 77)

            106 7 Examples

            Fig 74 Zeros of the orthogonal polynomials Pn n D 40 50 75 for the square with vertices atthe forth roots of unity

            Fig 75 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the 2 1 rectangle withvertices at 2C i 2C i 2 i and 2 i

            75 Polygons 107

            Fig 76 Zeros of the orthogonal polynomials Pn n D 100 110 120 for the canonical pentagonwith vertices at the fifth roots of unity

            Fig 77 Zeros of the orthogonal polynomials Pn n D 80 90 100 for the canonical hexagon withvertices at the sixth roots of unity

            108 7 Examples

            76 The Half-Disk and Disk with a Sector Removed

            761 Computation of Mother Body

            Let ˝ be the half-disk

            ˝ D fz 2 C W jzj lt 1 Re z gt 0g

            The modified Schwarz potential is

            u D minu1 u2

            where uj solves the Cauchy problem (616) (617) with D ˝ for respectivelythe straight ( j D 1) and circular ( j D 2) part of the boundary

            (u1z D 1

            2Re z2

            u2z D 14jzj2 log jzj2 1

            It follows that the equation for the support of the mother body is

            x2 y2 C logx2 C y2 D 1

            This agrees almost exactly with where the zeros of the orthogonal polynomials arefound in numerical experiments See Fig 78

            Considering a more general convex circular sector say

            ˝ D fz 2 C W jzj lt 1 j arg zj lt ˛g

            where 0 lt ˛ lt 2

            there will be three branches of u corresponding to the differentpart of ˝ to match the straight line segment in the first quadrant the circular arcand the line segment in the fourth quadrant contribute respectively with

            8ltˆ

            u1z D 12Im ei˛z2

            u2z D 14jzj2 log jzj2 1

            u3z D 12Im ei˛z2

            76 The Half-Disk and Disk with a Sector Removed 109

            Fig 78 Zeros of theorthogonal polynomials Pnn D 100 110 120 for thehalf-disk

            The particular choice ˛ D 4

            results in the explicit expressions

            8ltˆ

            u1z D 14x2 C y2 2xy

            u2z D 14x2 C y2 logx2 C y2 1

            u3z D 14x2 C y2 C 2xy

            (711)

            The modified Schwarz potential will in the above cases (any convex sector) be u Dminu1 u2 u3 and the presumably unique mother body D 1 u

            Finally we may consider a non-convex sector say

            ˝ D fz 2 C W jzj lt 1 j arg zj lt 3

            4g

            The system (711) is then modified to

            8ltˆ

            u1z D 14x2 y2 2xy

            u2z D 14x2 C y2 logx2 C y2 1

            u3z D 14x2 y2 C 2xy

            110 7 Examples

            Fig 79 Zeros of the orthogonal polynomials Pn n D 60 80 100 for the 3=4-disk

            It is still possible to glue u1 u2 u3 to one continuous function u in ˝ but thecorresponding measure D 1 u will no longer be positive it will be negativeon a line segment of the positive real axis starting at the origin Thus it is out ofquestion that can be the weak limit of some counting measures

            There are however two (positive) measures which do satisfy all requirementsof a mother body These are obtained by decomposing the ˝ into a half disk plusa quarter disk and adding the mother bodies for these This can be done in twodifferent ways but none of the mother bodies obtained come close to agreeing withthe results of numerical experiments These are shown in Fig 79

            762 Numerical Experiment

            See Figs 78 and 79

            77 Domain Bounded by Two Circular Arcs 111

            77 Domain Bounded by Two Circular Arcs

            Consider a domain˝ bounded by two circular arcs with centers on the real axis andmeeting at the points ˙i Denoting by a b 2 R the centers assumed distinct theequations of the circles are

            Ca W jz aj2 D 1C a2

            Cb W jz bj2 D 1C b2

            The corresponding solutions ua ub of the local Cauchy problem (616) (617) with D 1 ie the functions given by (619) are

            uaz D 1

            4jz aj2 1C a2log jz aj2 C 1 log1C a2

            similarly for ub Note that ua satisfiesua D 11Ca2ıa in all C ua D rua D 0

            on Ca (similarly for ub)Since a curren b we may assume that a lt b and also that a lt 0 It is easiest to

            think of the symmetric case that b D a but the analysis below does not reallyrequire that It is easy to see that given a and b there are four different domains ˝such that ˝ Ca [ Cb With Da Db denoting the open disks bounded by Ca Cb

            respectively these domains are Da Db Da [ Db Da n Db Db n Da Set

            L D fz 2 C W uaz D ubzg

            bull For the convex lens domain ˝ab D Da Db the situation is similar to that ofa half-disk in Sect 76 the modified Schwarz potential is u D minua ub andthe unique mother body sits on ˝ab L the positive density with respect to thearc length measure there being the size of the jump of the normal derivative of uwhich is the same as jrub uaj (on ˝ L) Denote this mother body by ab

            bull For the moon-shaped domain ˝ab D Da n Db the situation is somewhatsimilar to that of the lens domain the (presumably unique) mother body is apositive measure sitting on ˝ab L and the modified Schwarz potential still isminua ub where however it is now the restriction of ub to the exterior of Db

            which comes inbull Similarly for ˝ba D Db n Dabull For˝aCb D Da [Db which is not convex the line segment Da DbL divides

            the domain into two parts in such a way that the modified Schwarz potential uis represented by ua in the part containing the point a and by ub in the partcontaining b Within Da Db this gives u D maxua ub hence it is actually

            112 7 Examples

            Fig 710 Zeros of the orthogonal polynomials Pn n D 40 50 60 for ˝aCb with b D a D 1

            opposite to the representation in the case of ˝ab The matching on Da Db L will now result in a negative contribution to the mother body more exactlythe contribution will be ab In addition there will be (positive) contributionsfrom the point masses at a and b In summary one mother body (which howeverviolates the positivity requirement iii in Chap 6) is

            aCb D 1C a2ıa C 1C b2ıb ab

            There are also two other mother bodies which fulfill all the requirements inChap 6 but which are decomposable in a non-desirable sense In the symmetriccase a C b D 0 they do not respect the symmetry of ˝aCb They are obtainedby simply adding the mother bodies of each piece in the decompositions (up tonull-sets) ˝aCb D Da [˝ba D Db [˝ab

            771 Numerical Experiment

            The symmetric case with b D a D 1 is illustrated in Fig 710

            78 External Disk

            In general if˝ is the disjoint union of two domains say˝ D ˝1[˝2˝1˝2 D then E˝zw D E˝1zwE2zw and for example

            H˝zw D H˝1zwE˝2zw for zw 2 ˝1

            Thus H˝zw has H˝1zw as a main term inside ˝1 but is still is influencedby ˝2 via E˝2zw However the singularity structure inside ˝1 is completelyindependent of ˝2 By singularity structure we mean objects like mother bodies j

            78 External Disk 113

            for ˝j ( j D 1 2) or singularities for analytic continuations across the boundary ofthe exterior versions Fjzw of Ejzw

            To make this precise consider the analytic extension into ˝1 of

            F˝zw D F˝1zwF˝2zw

            assuming that ˝1 is analytic Denoting by S1z the Schwarz function for ˝1 thatanalytic extension is given by

            F˝zw D z S1wS1z Nwz wNz Nw E˝1zwF˝2zw zw 2 ˝1

            Here E˝1zw is defined precisely as in (21) and in the last factor we couldalso have written E˝2zw in place of F˝2zw The mentioned singularities areexactly the singularities of the Schwarz function S1z equivalently of the Cauchytransform C˝1z inside ˝1 The point we wish to make is that S1z and C˝1zare local objects completely independent of ˝2 in contrast to what is the casefor the exponential transform and even worse for the global spaces objects suchas the Bergman orthogonal polynomials as we shall see below In other wordsmother bodies and related structures are local objects when considering disjointunion of domains This makes it believable that also asymptotic zero distributionsfor orthogonal polynomials should also local objects at least approximately Andthis is also what is seen in our numerical experiments below

            If ˝ is the disjoint union of a non quadrature domain and a disk then the diskwill probably not be seen by the asymptotic distribution of zeros because only onezero is needed to ldquokillrdquo the disk Similarly for the disjoint union of a quadraturedomain and a non quadrature domain the quadrature domain will (probably) beinvisible in the limit

            781 Numerical Experiment Ellipse Plus Disk

            The disjoint union of an ellipse and a disk case is in sharp contrast with the Bergmanspace picture where different ldquoislandrdquo affect at distance the distribution of zeros ofthe respective complex orthogonal polynomials see [50] (Figs 711 and 712)

            The external curve in the Bergman space picture is a singular level line of theGreenrsquos function of the union of the two domains In this case its Schwarz reflectionin the two boundaries is partially responsible for the root distribution For details onthe Bergman zero distribution see [50]

            782 Numerical Experiment Pentagon Plus Disk

            The numerical experiments supporting the following two images of a pentagon andan external disk illustrate again the sharp contrast between the zero distribution of

            114 7 Examples

            Fig 711 Zeros of the exponential orthogonal polynomials Pn n D 10 15 20 for the disjointunion of an ellipse and a disk

            Fig 712 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of an ellipse and a disk

            Fig 713 Zeros of the exponential orthogonal polynomials Pn n D 40 60 80 for the disjointunion of a regular pentagon and a disk

            complex orthogonal polynomials associated to the exponential transform respec-tively the Bergman space metric Like in the previous picture the external curvein the Bergman space picture is a singular level line of the Greenrsquos function of theexterior domain much responsible for the root distribution in the Bergman spacesituation (Figs 713 and 714)

            79 Abelian Domains 115

            Fig 714 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of a regular pentagon and a disk

            79 Abelian Domains

            We consider here the case that ˝ is a quadrature in a slightly extended sense forexample that

            1

            h dA D cZ a

            ah dx C

            Xk

            ckhak (712)

            holds for all integrable analytic functions h in ˝ with a c ck gt 0 We assumethat ˝ is simply connected and then the conformal map from the unit disk willcontain logarithmic terms to account for the line segment in addition to the rationalterms needed for the point evaluations See in general [16] (Ch 14) [32 107] (˝is an Abelian domain in the sense of [107]) With emphasis on multiply connecteddomains systematic constructions (analytical and numerical) of quadrature domainsfor sources along curves are given in [73]

            The simplest possible case is obtained by taking f W D ˝ of the form

            f D A log1C ˛

            1 ˛C B (713)

            where 0 lt ˛ lt 1 AB gt 0 This gives

            1

            h dA D AZ a

            ah dx C 2˛AB h0

            where a D A log 1C˛21˛2 C B˛ gt 0 This example has the slight disadvantage that the

            quadrature node z D 0 lies on the support of the line integral If one wants to avoid

            116 7 Examples

            that a next simplest example can be taken as

            f D A log1C ˛

            1 ˛ C B

            1C ˇ22 (714)

            with 0 lt ˇ lt 1The computations are most easily performed by writing h as a derivative say

            h D H0 whereby

            1

            h dA D 1

            2i

            H0zdzdNz D 1

            2i

            HzdNz

            D 1

            2i

            ZD

            H f df 1= N

            which is easily computed as a sum of residuesRecall that Corollary 54 says that under certain assumptions isolated quadra-

            ture nodes such as the ak in (712) are ignored in the asymptotics of the zeros

            710 Disjoint Union of a Hexagon and a Hypocycloid

            7101 Numerical Experiment

            In Fig 715 we have an example of a disjoint union of two non-quadrature domainsand it indicates to what extent the asymptotic zero distributions in the two domainsinfluence each other Only in the case of small separation there will be anysubstantial influence

            Fig 715 Zeros of theorthogonal polynomials Pnn D 50 60 70 for a disjointunion of a hexagon and ahypocycloid

            711 A Square with a Disk Removed 117

            711 A Square with a Disk Removed

            Choosing for example

            ˝ D fz 2 C W jxj lt 1 jyj lt 1 jzj gt Rg

            where 0 lt R lt 1 the modified Schwarz potential u is obtained as the minimum offive such potentials one for each part of the boundary

            uz D 1

            2minfjx 1j2 jx C 1j2 jy 1j2 jy C 1j2 1

            2jzj2 R2 log

            jzj2R2

            R2g

            The (presumably unique) mother body for the density D 1 is then obtainedfrom (615)

            7111 Numerical Experiment

            The zeros for this doubly connected domain are illustrated in Fig 716

            Fig 716 Zeros of the orthogonal polynomials Pn n D 40 60 90 for ˝ as in Sect 711 withR D 025

            Chapter 8Comparison with Classical Function Spaces

            Abstract Two classical quantizations of planar shapes via Toeplitz operatorsacting on Bergman space respectively Hardy-Smirnov space are briefly comparedto the new hyponormal quantization developed in these lecture notes

            81 Bergman Space

            It is possible and desirable for a comparison basis to create Hilbert spaces analogousto H ˝ or Ha˝ with other positive definite kernels in place of Hzw Onenatural choice is the Bergman kernel Kzw producing a Hilbert space K ˝

            with inner product

            h f giK ˝ D 1

            2

            Kzwf zgwdAzdAw

            Note that in the case of a quadrature domain ˝ the above sesquilinear form hasfinite rank We shall not pursue the analysis of this alternative scenario in this paperNote however that if one replaces in the above inner product the Bergman kernel byits complex conjugate then one recovers for analytic f and g the ordinary Bergmanspace inner product

            1

            2

            Kzwf zgwdAzdAw D 1

            f wgwdAw D h f gi2˝

            Here the reproducing property

            f w D 1

            f zKzwdAz f 2 L2a˝ (81)

            of the Bergman kernel was usedA further remark concerns the Friedrichs operator Let P W L2˝ L2a˝

            denote the orthogonal projection onto the Bergman space ie the integral operator

            given by the right member of (81) Then the linear transformation Pf D PNf is

            copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_8

            119

            120 8 Comparison with Classical Function Spaces

            analogous to our previously studied operator H D ˇ ı ˛ see (37)

            Pf w D 1

            f zKzw dAz f 2 L2˝

            In particular the range consists of anti-analytic functions Conjugating the resultgives the Friedrichs operator f 7 PNf which hence has the representation (onswitching names of the variables)

            PNf z D 1

            Kzwf w dAw

            It maps L2a˝ into itself but has the disadvantage of being linear only over R (sosometimes one studies its square instead)

            Finally we may remark on extension properties to compact Riemann surfaceKeeping w 2 ˝ fixed it is well-known that Kzwdz considered as a differential inz 2 ˝ extends to a meromorphic differential on the Schottky double O of˝ with adouble pole at the mirror point of w as the only singularity In other words Kzwextends to a meromorphic section of the canonical line bundle on the compactRiemann surface O As such it is uniquely determined by the natural periodicityconditions it satisfies (the integrals over those cycles in a canonical homology basiswhich are complementary to those cycles which lie entirely in the plane vanish)The analysis can be extended to both variables simultaneously so that Kzwdzd Nwbecomes a meromorphic double differential on O O See for example [96] for theabove matters

            The above is to be compared with the corresponding properties of Hzwdiscussed in Sect 24 for fixed w 2 ˝ it extends as a holomorphic section of thehyperplane section bundle on the compact Riemann surface P (etc)

            82 Faber Polynomials

            Faber polynomials have a rich history spanning over more than a century Theirimprint on univalent function theory and polynomial approximation in the complexdomain is long lasting The aim of the present section is to draw a parallelbetween Faber polynomials and the orthogonal polynomials associated to theexponential transform Without aiming at full generality we confine ourselves toover conservative smoothness assumptions

            Let ˝ C be a connected and simply connected bounded domain with realanalytic smooth boundary D ˝ Let

            z D w D a1w C a0 C a1w

            C

            82 Faber Polynomials 121

            be a conformal mapping of P n D onto P n˝ normalized so that 1 D 1 and 01 gt 0 We denote by

            w D z D c1z C c0 C c1z

            C

            the inverse conformal map convergent in a neighborhood of z D 1 Faberrsquospolynomial of degree n is the unique polynomial fn satisfying at the level of formalLaurent series

            fn w D wn C Rnw1

            where Rnz is a power series without constant termCauchyrsquos formula proves the generating series definition

            0zz u

            D1X

            nD0

            fnu

            znC1

            See for instance Ullman [106]We will show how to include this classical construction of polynomials attached

            to a planar domain to our operator theory setting Specifically we consider theToeplitz operator with symbol

            T h D P h h 2 H2T

            Above H2 D H2T denotes the Hardy space of the unit disk with orthonormalbasis wk1kD0 and P W L2T d

            2 H2 is the orthogonal projection often called the

            Szegouml projection When analytically extending the functions from their boundaryvalues

            Phz D 1

            2

            ZT

            h

            1 z

            d

            i

            Proposition 81 Assume the Jordan curve is real analytic smooth Then theexterior conformal mapping analytically extends across the unit circle theToeplitz operator T has trace-class self-commutator and the following spectralpicture holds

            T D ˝ essT D

            with principal function g D ˝

            122 8 Comparison with Classical Function Spaces

            Proof Let S D Tz denote the unilateral shift on Hardy space Since the function is smooth on the circle we can write

            T D a1S C a0 C a1S C

            where the series is convergent in operator norm Moreover due to the smoothnessof it is well known that in this case that the commutator ŒT

            T is trace-classWriting

            Q D a1S C a2S2 C

            we note that Q is an analytic Toeplitz operator hence subnormal Consequently theself-commutator ŒQQ is non-positive This implies the bound

            ŒT T D a21ŒS

            SC ŒQQ a211 ˝ 1

            It is also well known that the essential spectrum of T is equal to the image of T by that is

            Let 2 ˝ Then r curren 0 for all 2 T and r 1 Hence the Toeplitzoperator T r is Fredholm And so is its homothetic

            r1T r D a1S C a0

            rC a1

            r2C

            But the latter can be deformed (r 1) in the space of Fredholm operators to a1Shence it has Fredholm index equal to 1 This proves that ˝ T and

            indT D 1 2 ˝

            If hellip ˝ then the function is invertible on T and has winding numberzero Then a factorization of the symbol into a product of an analyticinvertible function inside the disk and one analytic and invertible outside the diskshows that T is invertible

            The infinite Toeplitz matrix associated to T in the basis formed by themonomials is

            T D

            0BBB

            a0 a1 a2 a1 a0 a10 a1 a0

            1CCCA

            The cyclic subspaces

            HnC1 D spanf1T 1 Tn 1g D spanf1w wng

            82 Faber Polynomials 123

            form exactly the standard scale Let n denote the orthogonal projection of H2 ontoHn and set

            T n D nT n

            for the finite central truncation of the above Toeplitz matrixThe very definition of the Faber polynomial implies

            Tfn 1 D wn n 0

            On the other hand the inner product

            Πp q WD h pT 1 qT 1i

            is non-degenerate on complex polynomials p q 2 CŒz hence we can speak aboutthe associated orthonormal polynomials Specifically there exists for every non-negative integer n a polynomial Fn of degree n such that

            FnT 1 D wn n 0

            We will call them quantized Faber polynomialsHowever the other natural inner product

            f p qg D hTpı 1Tqı 1i D PV1

            2

            ZT2

            p eitq eis

            1 eistdtds

            has diagonal singularities comparable to the Hilbert space structure studied in theprevious chapters

            As a matter of fact the Hessenberg matrix representing the multiplication by zin the basis fn1nD0 differs from the Toeplitz matrix associated to the inverse seriesz only by a rank-one perturbation More precisely adopting the normalizationa1 D c1 D 1 one knows that Faber polynomials fn are the characteristic polynomialsof the finite central truncations of the infinite matrix

            X D

            0BBBBB

            c0 2c1 3c2 4c3 1 c0 c1 c20 1 c0 c1 0 0 1 c0

            1CCCCCA

            see Eiermann and Varga [20] The distribution of zeros and asymptotics of thecounting measures of the Faber polynomials fn1nD0 is understood in detail dueto many recent contributions notably Ullman [106] and Kuijlaars-Saff [68]

            124 8 Comparison with Classical Function Spaces

            The good news is that the zero asymptotics of the quantized Faber polynomialsis also well understood in the case of finite banded Toeplitz matrices that is forconformal mappings with finitely many negative modes

            z D w D a1w C a0 C a1w

            C C an

            wn

            More exactly the cluster of eigenvalues of the finite central truncations T n aswell as the asymptotics of the counting measures is understood in this case in termsof and relation with classical potential theory We refer to the classical works ofSchmidt-Spitzer Hirschman and Ullman amply commented and carefully exposedin the monograph by Boumlttcher and Grudsky [11]

            For our essay this case is quite relevant as the complement of the domain ˝ isa quadrature domain on the Riemann sphere

            In order to illustrate what it is at stake in the asymptotic analysis of the zeros ofFaber polynomials we reproduce from [106] and [68] a few fundamental results Let

            0 D lim supn1

            jcnj1=n

            denote the radius of convergence of the inverse conformal mapping The fibres ofthe map

            W fz W jzj gt 0g C

            play a crucial role First we isolate after Ullman the complement of the range of

            C0 D fw 2 C W 1fwg D g

            This is a compact subset of the complex plane because the range of covers aneighborhood of the point at infinity Second among the points in the range of we distinguish the set C1 of those w 2 C with the property that 1w has asingle element of largest modulus say and there the map is non-ramified that is0 curren 0 Since is non-ramified at z D 1 the set C1 covers a neighborhood ofinfinity

            Ullman proved that all limit points of the Faber polynomials fk are contained inthe complement of C1 and that every boundary point of C1 is a limit point of thesezeros [106] Further on combining methods of potential theory with approximationtechniques of Toeplitz matrices Kuijlaars and Saff [68] refined the above pictureas follows Denote the counting measures of the zeros of Faber polynomials fk byk k 1

            If C0 has no interior then the sequence k converges in weak-star topology toa positive measure whose support is equal to C1 If in addition C D C0 [ C1then is the equilibrium measure of C0 If int C0 is non-empty and connected thena subsequence of k will have the same limiting behavior It goes without sayingthat computing the sets C0 and C1 is quite challenging even for rational conformalmappings

            Appendix AHyponormal Operators

            We gather below some basic facts used throughout the text about hyponormaloperators By definition a linear bounded operator T acting on a Hilbert space His called hyponormal if the commutator inequality

            ŒTT D TT TT 0

            holds true in the operator sense That is for every vector x 2 H one has

            hTTx xi hTTx xi

            or equivalently

            kTxk kTxk x 2 H

            Typical examples are subnormal operators and singular integral operators on theline with Cauchy type kernel Indeed if S D NjH is the restriction of a normaloperator to an invariant subspace H then

            kSxk D kNxk D kNxk kPNxk D kSxk x 2 H

            where P denotes the orthogonal projection of the larger Hilbert space onto HFor instance the multiplication Mz by the complex variable on the Bergman

            space L2a˝ attached to a bounded planar domain˝ is subnormal hence hyponor-mal As for singular integral examples consider L2I dx where I is a closedinterval on the line Let a b 2 L1I with a D a ae Obviously the multiplicationoperator ŒXx D xx is self-adjoint on L2I dx The operator

            ŒYx D axx bx

            i

            ZI

            byy

            y xdy

            copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

            125

            126 A Hyponormal Operators

            is well defined as a principal value and bounded on L2 by the well known continuityof the Hilbert transform Then

            ŒXYx D bx

            i

            ZIbyydy

            hence T D X C iY is a hyponormal operator

            ŒTT D 2iŒXY 0

            It was this very specific example of singular integral transforms which boosted theearly discoveries related to hyponormal operators

            Proposition A1 The spectral radius of a hyponormal operator is equal to its norm

            Proof It is known that the spectral radius of T can be computed as jTjsp Dlimn kTnk1=n We will prove that for a hyponormal operator T one has

            kTnk D kTkn n 1

            Indeed let x 2 H and fix a positive integer n By assumption

            kTTnxk kTnC1xk

            whence

            kTTnk kTnC1k

            Consequently

            kTnk2 D kTnTnk kTn1TTnk kTn1kkTTnk

            kTn1kkTnC1k D kTn1kkTnC1k

            If we suppose kTpk D kTkp p n as an induction hypothesis we obtain

            kTknC1 kTnC1k

            which implies kTknC1 D kTnC1kThus there are no non-trivial quasi-nilpotent hyponormal operators

            Proposition A2 A linear fractional transformation preserves the hyponormality ofan operator

            A Hyponormal Operators 127

            Proof Let T be a hyponormal operator and assume hellip T Then the operatorI T1 is bounded and

            ŒI T1 I T1 D

            I T1I T1ŒTTI T1I T1 0

            An affine transformation obviously leaves hyponormal operators invariantAs a consequence of the spectral mapping theorem we infer

            kI T1k D 1

            dist T

            This simple observation has a non-trivial consequence at the level of numericalrange

            Proposition A3 Let T 2 L H be a hyponormal operator The closure of itsnumerical range coincides with the convex hull of its spectrum

            WT D convT

            Proof The inclusion convT WT holds in general Assume that there existsa point 2 WT which is not in the convex hull of the spectrum By an affinechange of variables we can assume that T is contained in a disk centered at zeroof radius r and jj gt r Since the spectral radius of T equals its norm we findkTk r and on the other hand

            hTx xi D

            for a unit vector x That is jj jhTx xij r a contradictionMore refined operations leave the class of hyponormal operators invariant For

            instance take T D X C iY to be a hyponormal operator written in cartesian formand let S be a bounded operator in the commutant of X Then X C iSYS is alsohypo-normal

            ŒX iSYSX C iSYS D 2iŒXSYS D S2iŒXYS D SŒTTS 0

            In particular if S D EXı is the spectral projection associated to a Borel set ı Rone obtains a very useful cut-off operation of hyponormal operators One of the non-trivial implication is that in this case EXıTEXı is a hyponormal operate whosespectrum is localized to the band ı R C

            In this respect it is worth recording a non-trivial spectral mapping projectionresult

            128 A Hyponormal Operators

            Theorem A1 (Putnam [82]) Let T D XCiY be a hyponormal operator written incartesian form The projection of the spectrum T onto the x-axis coincides withthe spectrum of X

            Hence the spectrum of the cut-off operator EXıTEXı lies in the vertical bandwith ı as base See [74] for proofs and more details

            One can reverse the flow from abstract to concrete prove first that the real andimaginary parts of a pure hyponormal operators have absolute continuous spectrumand then build a general one variable singular integral functional model In thisprocess one needs precise estimates We recall two of them

            A deep inequality related to non-negative self-commutators was discovered byPutnam It asserts that for every hyponormal operator T one has

            kŒTTk Area T

            Thus every hyponormal operator with ldquothinrdquo spectrum is normal in particular ahyponormal finite dimensional matrix is automatically normal

            As a matter of fact not only the norm but even the trace of a hyponormal operatorT enters into a similar inequality This bears the name of Berger and Shaw and itstates

            TraceŒTT mT

            Area T

            where mT stands for the rational multiplicity of T that is the minimal number ofvectors hj 1 j mT so that f Thj span the whole Hilbert space on which Tacts where f is an arbitrary rational function analytic in a neighborhood of T

            Using these inequalities and cartesian cut-off operations one can prove that thespectrum of a pure hyponormal operators has positive planar density at every pointof it As a matter of fact every compact subset of the complex plane with this densityproperty is the spectrum of a hyponormal operator

            The main concern in this lecture notes is the class of hyponormal operatorswith rank-one self commutator Their classification and spectral analysis is classicalby now thanks to fundamental contributions of Pincus Carey L Brown HeltonHowe Clancey D Xia The monograph [74] contains an overview of the theory ofhyponormal operators and a couple of chapters are devoted to this class of operatorsWe confine ourselves to a few identities used in the main body of the lecture notes

            Let T 2 L H be a linear bounded operator acting on a separable infinitedimensional space and possessing rank-one self-commutator

            ŒTT D ˝

            We also assume that T is irreducible that is the linear span of vectors TnTmnm 0 is dense in H Let zw 2 C be points outside the spectrum of T Then theresolvents T w1 and T z1 exist and the multiplicative commutator

            T zT wT z1T w1

            A Hyponormal Operators 129

            is in the determinant class (that is the identity plus a trace-class operator) and

            detT zT wT z1T w1 D

            detŒI ˝ T z1T w1 D

            1 hT z1T w1 i D

            1 hT w1 T z1i

            Mutatis mutantis we can perform the same operation on the multiplicativecommutator with reversed order of factors

            detT wT zT w1T z1 D

            detŒI C ˝ T w1T z1 D

            1C hT w1T z1 i D

            1C hT z1 T w1i

            Since the product of the two commutators is the identity we infer

            Œ1C hT z1 T w1iŒ1 hT w1 T z1i D 1 (A1)

            The unitary equivalence orbit of the irreducible operator T subject to thecommutation relation ŒTT D ˝ is encoded into the germ at infinity of theanalytic-antianalytic determinantal function

            Ezw D 1 hT w1 T z1i jzj jwj gt kTk

            Hence also in the germ at infinity of the function

            1

            EzwD 1C hT z1 T w1i jzj jwj gt kTk

            The main character of our study is the function E and its exponential representationas a double Cauchy transform

            Theorem A2 (Pincus [76]) The integral representation

            1 hT w1 T z1i D exp1

            ZC

            gdA

            z w jzj jwj gt kTk

            130 A Hyponormal Operators

            establishes a one-to-one correspondence between all irreducible hyponormal oper-ators T with rank-one self-commutator ŒTT D ˝ and L1-classes of Borelmeasurable functions g W C Œ0 1 of compact support

            For the original proof see [76] The function g is called the principal functionof the operator T and it can be regarded as a generalized Fredholm index which isdefined even for points of the essential spectrum

            A simple and far reaching application of the operator counterparts of the abovedeterminants is the ldquodiagonalizationrdquo in a concrete functional model of the operatorsT respectively T Specifically let denote a circle centered at z D 0 of radiusR gt kTk Then Riesz functional calculus yields for any couple of polynomialsf g 2 CŒz

            h f T gTi D 1

            42

            Z

            Z

            f ugvdudv

            Eu v (A2)

            while in complete symmetry

            hgT f Ti D 1

            42

            Z

            Z

            f ugvEu vdudv (A3)

            To illustrate the nature of the above integral representation we outline a novelproof of a classical inequality due to Ahlfors and Beurling Specifically if anessentially bounded function f on C is non-negative and integrable with respectto the two dimensional Lebesgue measure then

            jZC

            f wd Areaw

            w zj2 kf k1kf k1

            for all z 2 CIndeed we can assume that f has compact support and 0 f 1 ae hence

            it is equal to the principal function of a hyponormal operator T with rank-one self-commutator ŒTT D ˝ Then

            h T z1i D 1

            ZC

            f wd Areaw

            w z

            and on the other hand

            kT z1k 1 z 2 C

            and

            kk2 D 1

            ZC

            f wd Areaw

            A Hyponormal Operators 131

            A remarkable and more symmetric formula involving functional calculi wasdiscovered by Helton and Howe [58] We state it in our context of rank-one self-commutator although it is true for trace-class self-commutators

            traceΠpTT qTT D 1

            ZC

            J p qg dA p q 2 CŒz z (A4)

            where J p q stands for the Jacobian of the two functions see [58 74] It was thisvery formula that was the source of Connesrsquo cyclic cohomology theory [15]

            The principal function like the Fredholm index is functorial with respect toanalytic functional calculus Moreover it is invariant under Hilbert-Schmidt additiveperturbations and satisfies non-trivial bounds We reproduce below only one of theseinequalities For proofs and more comments see [74]

            Theorem A3 (Berger [7]) Assume T S are hyponormal operators with trace-class self-commutator and let X be a trace-class operator with null kernel andcokernel If SX D XT then gS gT

            In particular Bergerrsquos Theorem shows that the principal function of a cyclichyponormal operator is bounded by 1

            In case the principal function g is the characteristic function of a bounded openset with real analytic smooth boundary the determinantal function also known asexponential transform Ezw analytically extends across the boundary as explainedin the main body of these notes This observation was used in the proof of a centralregularity result for free boundaries in two real dimensions cf Sect 64 in thesenotes

            Among the early applications of the theory of the principal function anobservation of Basor and Helton [6] stands aside The two authors reproved andgeneralized the Szegouml limit theorem While today there are more refined variants ofthe theorem due to Widom and a few other authors the method used by Basor andHelton is relevant for the topics reviewed in Appendix We sketch below the mainidea

            Let H2 D H2D denote Hardy space of the unit disk with orthogonal projectionP W L2T H2D A Toeplitz operator

            T f D Pf f 2 H2

            with continuous non-vanishing symbol 2 CT is known to be Fredholm withindex equal to negative of the winding number of along the unit circle Assumethat the symbol is smooth and has zero winding number Then the general theorybuilt around the Riemann-Hilbert problem yields a factorization

            z D Czz z 2 T

            where C is a smooth function on T which analytically extends to D while zis smooth and analytically extends to the complement of the disk and 1 D 1

            132 A Hyponormal Operators

            It is easy to check for instance on monomials that

            T D TTC

            Denote by Pn the orthogonal projection of H2 onto the linear span of 1 z znThe finite central truncation Tn D PnTPn is a n C1 n C1 Toeplitz matrix andso are the triangular matrices

            TCn D PnTC

            Pn D PnTC T

            n D PnTPn D T

            Pn

            Note that TCn T

            n D PnTCT

            Pn is not equal to Tn exactly this discrepancy and theprincipal function formula proves Szegouml limit theorem Quite specifically let

            G D exp1

            2

            ZT

            logzdz

            iz

            be the geometric mean of the invertible symbol The logarithm above is definedon C n 1 0 so that log1 D 0 Moreover

            G D 1

            2

            ZT

            Czdz

            iz1

            2

            ZT

            zdz

            iz

            But the matrices TCn T

            n are triangular with the identical entries equal to

            12

            RTCz dz

            iz respectively 12

            RTz dz

            iz on the diagonal Hence

            GnC1 D detTCn det T

            n

            Next linear algebra gives

            Tn D PnTPn D PnTTC

            Pn D PnTCT1

            C

            TTC

            T1

            TPn D

            TCn PnT1

            C

            TTC

            T1

            PnTn

            Therefore

            det Tn

            GnC1 D det Tn

            det TCn det T

            n

            D PnT1C

            TTC

            T1

            Pn

            Due to the smoothness assumption

            det T1C

            TTC

            T1

            D det TTC

            T1

            T1C

            D detTT1

            A Hyponormal Operators 133

            exists and is equal to the limit of the truncated determinants This observation plusHelton-Howe formula imply Szegouml-Widom limit Theorem

            limn1

            det Tn

            GnC1 D detTT1 D exp1

            ZD

            JlogC logdA

            Above J denotes the Jacobian of the two functions

            Historical Notes

            Quadrature domains were isolated in the work by Dov Aharonov and Harold SShapiro see in particular the seminal paper [1] Although originally motivated byunivalent function theory the central role of this class of semi-algebraic domainsfound unexpected reverberations in many areas of modern mathematics suchas fluid mechanics potential theory integrable systems free boundaries inverseproblems The collections of articles [19] offers a good glimpse on the status of thetheory of quadrature domains until 2005 A small selection of books survey articlesand more recent contributions are [16 26 46 70 89 101 107]

            The idea of a potential theoretic skeleton goes right back to Isaac Newtonwho showed that the gravitational field produced by a homogenous ball coincidesoutside the ball by the field of a point mass located at the center of the ball Laterdevelopments involve for example a Preisschrift ldquoUumlber die analytische Fortsetzungdes Potentials ins Innere der anziehenden Massenrdquo by Herglotz available in [59](see also Chapter 1 in [101]) and in particular systematic work by DimiterZidarov and his collaborators on ldquoMaternal and most concentrated bodiesldquo (titleof Chapter III6 in [113]) The particular term ldquomother bodyrdquo was used informallyby O Kounchev for example and inspired by the ideas of this Bulgarian groupin geophysical potential theory an attempt to make the notion of a mother bodymathematically precise was made in [34] Some further developments can befound in [43 95 102] In recent years the ideas of a mother bodies relatedldquomadonna bodiesrdquo and other kinds of potential theoretic skeletons have turnedout to be relevant for asymptotic distributions of zeros of orthogonal polynomialseigenvalues of random matrices etc See for example [9 10 50]

            Orthogonal polynomials have a long and glorious history spanning a centuryand a half Although originally streaming from real function theory questionssuch as extremal problems moment problems convergence of continued fractionseigenfunction expansions generating functions with a combinatorial flavor and soon complex variables turned out to be essential in studying the fine structure andasymptotic behavior of classical orthogonal polynomials The pioneering works of

            copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

            135

            136 Historical Notes

            Fekete Szegouml Carleman Bergman Gonchar Suetin Widom (to name only a fewkey contributors to the subject) laid the foundations of complex analytic and poten-tial theoretic interpretation of the qualitative aspects of orthogonal polynomialsThis trend continues to bloom today with notable impact on quantum mechanicsstatistical mechanics and approximation theory The authoritative monographs[86 103] gave the tone for all later developments of the potential theoretic andcomplex function theoretic aspects of orthogonal polynomials In spite of the factthat the orthogonality studied in the present notes and in particular the class ofassociated orthogonal polynomials does not strictly fit in the framework of theseinfluential works there are too many similarities not to seek in future works aunifying explanation

            One of the first uses of the exponential transform outside operator theorywas to prove regularity of certain free boundaries in two dimensions [36] Theboundaries in question were more precisely boundaries of quadrature domains (ina general sense) and those arising in the related area of Hele-Shaw flow movingboundary problems (Laplacian growth) See [51] for the latter topic The exponentialtransform provided in these cases a simplified route compared to that of Sakai [92ndash94] One advantage with the exponential transform is that it directly gives a realanalytic defining function of the free boundary On the other hand as a tool infree boundary theory it is far less flexible than the general methods developed byL Caffarelli and others within the framework of nonlinear PDE

            In general the theory of free boundaries and their regularity has been a highlyactive and rapidly developing area for at least half a century The regularity theoryis in general very difficult in particular in higher dimensions A few standardreferences are [14 25 65 75]

            The notion of hyponormal operator was introduced by Halmos under a differentname in the article [52] After a necessary period of piling up the naive foundationswell exposed in Halmos problem book [53] Putnam raised the subject to a higherspeed by discovering his famous inequality and by regarding everything from theperspective of commutator algebra [82] It was Joel D Pincus [76] who pushedforward hyponormal and semi-normal operators to a novel direction of quantumscattering theory by isolating a remarkable spectral invariant known as the principalfunction Afterwards it was clear that explicit models of hyponormal operatorsdepart from classical analytic functional spaces by involving singular integraltransforms with kernels of Cauchy type The trace formula for commutators ofHelton and Howe [58] put the principal function into a totally new focus withlinks to global analysis concepts such as curvature invariants characteristic classesand index formulas Out of this phenomenology Alain Connes [15] invented cycliccohomology an important chapter of modern operator algebras In this respect ouressay falls within low dimensional cyclic cohomology theory A synthesis of thetheory of hyponormal operators can be found in the monograph [74]

            The exponential transform arose as the characteristic function of a Hilbertspace operator with trace-class self-commutator Functions of a complex variableencoding in an invariant way the unitary equivalence class of an operator are knownas characteristic functions they played a prominent role in the classification of

            Historical Notes 137

            non-selfadjoint transformations streaming from the works of Moshe Livsic ondissipative operators and Nagy-Foias on contractive operators The lucid approachof Larry Brown [13] revealed the algebraic K-theoretic nature of the exponentialtransform as the determinant of a multiplicative commutator in an infinite dimen-sional setting On the other hand one can interpret the exponential transform inpurely function theoretic terms as a Riesz potential at critical exponent with clearbenefits for the multidimensional setting Or as a solution to a Riemann-Hilbertfactorization problem as in these notes very much in harmony with Pincusrsquo originalvision [76]

            The Ritz-Galerkin method of converting an infinite dimensional and continuousoperator equation into a finite-dimensional discrete problem was widely usedand refined for more than a century in numerical analysis The more specificKrylov subspace approximation of a linear operator by its compressions to finitedimensional subspaces defined by the degree filtration of powers of the operatorsapplied to a cyclic vector is intimately linked to the theory of complex orthogonalpolynomials and has numerous supporters in the applied mathematics community[72] In particular the analysis and inversion of Toeplitz or Wiener-Hopf operatorsby their Krylov subspace compressions was thoroughly studied by several genera-tions of mathematicians see [11] for historical references and the intriguing (by itscomplexity and openness) picture of the field these days

            Glossary

            P D C [ f1g

            DaR D fz 2 C W jz aj lt Rg D D D0 1

            dA D dAz D dArea D dxdy

            For˝ C a bounded open set

            ˝c D C n˝

            ˝e D C n˝ or P n˝ depending on context

            j˝j D Area˝

            f g2˝ D f gL2˝ D 1

            f Ng dA Also k f kp˝ D jj f jjLp˝ (1 p 1)

            L2a˝ Bergman space (analytic functions in L2˝)

            DC Set of smooth test functions with compact support in C

            OE Germs of functions holomorphic in an open set containing E C

            Ezw The exponential transform of a bounded open set ˝ C Defined in allC C by (21)

            Fzw The restriction of Ezw to ˝e ˝e and analytic continuations of thisSee (22)

            Gzw A version of the exponential transform defined and analyticantianalyticin ˝ ˝e Gzw D Gw z See (23) (24)

            Hzw The interior exponential transform defined and analyticantianalytic in˝ ˝ See (25)

            C˝z C˝zw Cauchy transforms (ordinary and double) of ˝ Csee (28) (29)

            copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

            139

            140 Glossary

            Cz Cauchy transform of a measure Written as Cf if d D f dA See Sect 61

            U Logarithmic potential of a measure Written as U˝ if d D ˝ dA SeeSect 61

            Mkj Mk Bkj D bkj Complex harmonic and exponential moments see Sect 22

            Sz The Schwarz function of a real analytic curve See (220)

            H ˝ A Hilbert space associated to the exponential transform see Sect 31

            Ha˝ The subspace of H ˝ generated by analytic functions see (36)

            h f gi Inner product in a Hilbert space in general

            h f gi D h f giH ˝ Standard inner product in H ˝ (and Ha˝) See (34)

            hh f gii D h Nf NgiH ˝ See (322)

            h f giPXX The Pincus-Xia-Xia inner product in Ha˝ See (326)

            f gduality D 12 i

            f zgzdz f 2 O˝ g 2 O˝e0

            H The operator L2˝ L2˝ with kernel Hzw defined by

            Hf w D 1

            Hzwf zdAz w 2 ˝

            See (37)

            G The operator with kernel Gzw defined by

            Gf w D 1

            Gzwf zdAz w 2 ˝e

            See (333)

            Z The operator H ˝ H ˝ defined by Zf z D zf z

            NZ The operator H ˝ H ˝ defined by NZf z D Nzf z

            C The operator H ˝ H ˝ defined by Cf D Cf (Cauchy transform of f )

            NC Related to C by NCf D CNf

            L H The set of bounded linear operators on a Hilbert space H

            C1H The set of those A 2 L H with jAj1 D trp

            AA lt 1 (finite trace norm)

            T Spectrum of an operator T 2 L H

            WT D fhTx xi W x 2 H kxk D 1g the numerical range of an operator T 2L HMore special notations appear in the text

            References

            1 D Aharonov HS Shapiro Domains on which analytic functions satisfy quadratureidentities J Anal Math 30 39ndash73 (1976)

            2 LV Ahlfors Complex Analysis An Introduction of the Theory of Analytic Functions of OneComplex Variable 2nd edn (McGraw-Hill New York 1966)

            3 NI Akhiezer The Classical Moment Problem and Some Related Questions in Analysis(Hafner Publishing New York 1965) Translated by N Kemmer

            4 H Alexander J Wermer Several Complex Variables and Banach Algebras Graduate Textsin Mathematics vol 35 3rd edn (Springer New York 1998)

            5 M Andersson M Passare R Sigurdsson Complex Convexity and Analytic Functionals vol225 Progress in Mathematics (Birkhaumluser Basel 2004)

            6 E Basor J William Helton A new proof of the Szego limit theorem and new results forToeplitz operators with discontinuous symbol J Operator Theory 3(1) 23ndash39 (1980)

            7 CA Berger Intertwined operators and the Pincus principal function Integr Equ OperTheory 4(1) 1ndash9 (1981)

            8 L Bers An approximation theorem J Anal Math 14 1ndash4 (1965)9 P Bleher G Silva The mother body phase transition in the normal matrix model (2016)

            arXiv16010512410 R Boslash gvad B Shapiro On mother body measures with algebraic Cauchy transform Enseign

            Math 62(1ndash2) 117ndash142 (2016)11 A Boumlttcher SM Grudsky Spectral Properties of Banded Toeplitz Matrices (Society for

            Industrial and Applied Mathematics Philadelphia PA 2005)12 H Brezis AC Ponce Katorsquos inequality when u is a measure C R Math Acad Sci Paris

            338(8) 599ndash604 (2004)13 LG Brown The Determinant Invariant for Operators with Trace Class Self Commutators

            Lecture Notes in Mathematics vol 345 (Springer Berlin 1973) pp 210ndash22814 LA Caffarelli The obstacle problem revisited J Fourier Anal Appl 4(4ndash5) 383ndash402

            (1998)15 A Connes Noncommutative Geometry (Academic San Diego CA 1994)16 PJ Davis The Schwarz Function and its Applications The Carus Mathematical Monographs

            vol 17 (The Mathematical Association of America Buffalo NY 1974)17 P Diaconis W Fulton A growth model a game an algebra Lagrange inversion and

            characteristic classes Rend Sem Mat Univ Politec Torino 49(1) 95ndash119 (1993) 1991Commutative algebra and algebraic geometry II (Italian) (Turin 1990)

            18 WF Donoghue Jr Monotone Matrix Functions and Analytic Continuation (Springer NewYork Heidelberg 1974) Die Grundlehren der mathematischen Wissenschaften Band 207

            copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

            141

            142 References

            19 P Ebenfelt B Gustafsson D Khavinson M Putinar Preface in Quadrature Domainsand Their Applications Operator Theory Advances and Applications vol 156 (BirkhaumluserBasel 2005) pp viindashx

            20 M Eiermann RS Varga Zeros and local extreme points of Faber polynomials associatedwith hypocycloidal domains Electron Trans Numer Anal 1 49ndash71 (1993) (electronic only)

            21 A Eremenko E Lundberg K Ramachandran Electrstatic skeletons (2013)arXiv13095483

            22 HM Farkas I Kra Riemann Surfaces Graduate Texts in Mathematics vol 71 2nd edn(Springer New York 1992)

            23 RP Feynman AR Hibbs Quantum Mechanics and Path Integrals emended edition (DoverMineola NY 2010) Emended and with a preface by Daniel F Styer

            24 T Frankel The Geometry of Physics 3rd edn (Cambridge University Press Cambridge2012) An introduction

            25 A Friedman Variational Principles and Free-Boundary Problems Pure and AppliedMathematics (Wiley New York 1982) A Wiley-Interscience Publication

            26 SJ Gardiner T Sjoumldin Quadrature domains for harmonic functions Bull Lond Math Soc39(4) 586ndash590 (2007)

            27 SJ Gardiner T Sjoumldin Partial balayage and the exterior inverse problem of potential theoryin Potential Theory and Stochastics in Albac Theta Series in Advanced Mathematics (ThetaBucharest 2009) pp 111ndash123

            28 SJ Gardiner T Sjoumldin Two-phase quadrature domains J Anal Math 116 335ndash354 (2012)29 P Griffiths J Harris Principles of Algebraic Geometry (Wiley-Interscience New York

            1978) Pure and Applied Mathematics30 A Grothendieck Sur certains espaces de fonctions holomorphes I J Reine Angew Math

            192 35ndash64 (1953)31 M Guidry Gauge Field Theories A Wiley-Interscience Publication (Wiley New York

            1991) An introduction with applications32 B Gustafsson Quadrature identities and the Schottky double Acta Appl Math 1(3) 209ndash

            240 (1983)33 B Gustafsson Singular and special points on quadrature domains from an algebraic

            geometric point of view J Anal Math 51 91ndash117 (1988)34 B Gustafsson On mother bodies of convex polyhedra SIAM J Math Anal 29(5) 1106ndash

            1117 (1998) (electronic)35 B Gustafsson Lectures on balayage in Clifford Algebras and Potential Theory Univ

            Joensuu Dept Math Rep Ser vol 7 (University of Joensuu Joensuu 2004) pp 17ndash6336 B Gustafsson M Putinar An exponential transform and regularity of free boundaries in two

            dimensions Ann Scuola Norm Sup Pisa Cl Sci (4) 26(3) 507ndash543 (1998)37 B Gustafsson M Putinar Linear analysis of quadrature domains II Isr J Math 119

            187ndash216 (2000)38 B Gustafsson M Putinar Analytic continuation of Cauchy and exponential transforms

            in Analytic Extension Formulas and Their Applications (Fukuoka 1999Kyoto 2000)International Society for Analysis Applications and Computation vol 9 (Kluwer Dordrecht2001) pp 47ndash57

            39 B Gustafsson M Putinar Linear analysis of quadrature domains IV in QuadratureDomains and Their Applications Operator Theory Advances and Applications vol 156(Birkhaumluser Basel 2005) pp 173ndash194

            40 B Gustafsson M Putinar Selected topics on quadrature domains Phys D 235(1ndash2) 90ndash100(2007)

            41 B Gustafsson J Roos Partial balayage on riemannian manifolds (2016) arXiv16050310242 B Gustafsson M Sakai Properties of some balayage operators with applications to

            quadrature domains and moving boundary problems Nonlinear Anal 22(10) 1221ndash1245(1994)

            43 B Gustafsson M Sakai On potential-theoretic skeletons of polyhedra Geom Dedicata76(1) 1ndash30 (1999)

            References 143

            44 B Gustafsson M Sakai Sharp estimates of the curvature of some free boundaries in twodimensions Ann Acad Sci Fenn Math 28(1) 123ndash142 (2003)

            45 B Gustafsson M Sakai On the curvature of the free boundary for the obstacle problem intwo dimensions Monatsh Math 142(1ndash2) 1ndash5 (2004)

            46 B Gustafsson HS Shapiro What is a quadrature domain in Quadrature Domains andTheir Applications Operator Theory Advances and Applications vol 156 (Birkhaumluser Basel2005) pp 1ndash25

            47 B Gustafsson VG Tkachev On the exponential transform of multi-sheeted algebraicdomains Comput Methods Funct Theory 11(2) 591ndash615 (2011)

            48 B Gustafsson M Sakai HS Shapiro On domains in which harmonic functions satisfygeneralized mean value properties Potential Anal 7(1) 467ndash484 (1997)

            49 B Gustafsson C He P Milanfar M Putinar Reconstructing planar domains from theirmoments Inverse Prob 16(4) 1053ndash1070 (2000)

            50 B Gustafsson M Putinar EB Saff N Stylianopoulos Bergman polynomials on anarchipelago estimates zeros and shape reconstruction Adv Math 222(4) 1405ndash1460 (2009)

            51 B Gustafsson R Teoderscu A Vasilrsquoevrsquo Classical and Stochastic Laplacian GrowthAdvances in Mathematical Fluid Mechanics (Birkhaumluser Basel 2014)

            52 PR Halmos Normal dilations and extensions of operators Summa Brasil Math 2 125ndash134(1950)

            53 PR Halmos A Hilbert Space Problem Book (D Van Nostrand Princeton NJ TorontoOntorio London 1967)

            54 FR Harvey H Blaine Lawson Jr On boundaries of complex analytic varieties I AnnMath (2) 102(2) 223ndash290 (1975)

            55 MX He EB Saff The zeros of Faber polynomials for an m-cusped hypocycloid J ApproxTheory 78(3) 410ndash432 (1994)

            56 LI Hedberg Approximation in the mean by solutions of elliptic equations Duke Math J40 9ndash16 (1973)

            57 H Hedenmalm N Makarov Coulomb gas ensembles and Laplacian growth Proc LondMath Soc (3) 106(4) 859ndash907 (2013)

            58 JW Helton RE Howe Traces of commutators of integral operators Acta Math 135(3ndash4)271ndash305 (1975)

            59 G Herglotz Gesammelte Schriften (Vandenhoeck amp Ruprecht Goumlttingen 1979) Withintroductory articles by Peter Bergmann S S Chern Ronald B Guenther Claus MuumlllerTheodor Schneider and H Wittich Edited and with a foreword by Hans Schwerdtfeger

            60 L Houmlrmander The Analysis of Linear Partial Differential Operators I Grundlehren derMathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol256 (Springer Berlin 1983) Distribution theory and Fourier analysis

            61 L Houmlrmander Notions of Convexity Progress in Mathematics vol 127 (Birkhaumluser BostonMA 1994)

            62 K Huang Quantum Field Theory A Wiley-Interscience Publication (Wiley New York1998) From operators to path integrals

            63 L Karp AS Margulis Newtonian potential theory for unbounded sources and applicationsto free boundary problems J Anal Math 70 1ndash63 (1996)

            64 D Khavinson E Lundberg A tale of ellipsoids in potential theory Not Am Math Soc61(2) 148ndash156 (2014)

            65 D Kinderlehrer G Stampacchia An Introduction to Variational Inequalities and TheirApplications Pure and Applied Mathematics vol 88 (Academic [Harcourt Brace JovanovichPublishers] New York-London 1980)

            66 G Koumlthe Dualitaumlt in der Funktionentheorie J Reine Angew Math 191 30ndash49 (1953)67 MG Kreın AA Nudelrsquoman The Markov Moment Problem and Extremal Problems

            (American Mathematical Society Providence RI 1977) Ideas and problems of PL Cebyševand AA Markov and their further development Translated from the Russian by D LouvishTranslations of Mathematical Monographs vol 50

            144 References

            68 ABJ Kuijlaars EB Saff Asymptotic distribution of the zeros of Faber polynomials MathProc Camb Philos Soc 118(3) 437ndash447 (1995)

            69 JC Langer DA Singer Foci and foliations of real algebraic curves Milan J Math 75225ndash271 (2007)

            70 S-Y Lee NG Makarov Topology of quadrature domains J Am Math Soc 29(2) 333ndash369(2016)

            71 L Levine Y Peres Scaling limits for internal aggregation models with multiple sources JAnal Math 111 151ndash219 (2010)

            72 J Liesen Z Strakoˇ s Krylov Subspace Methods Numerical Mathematics and ScientificComputation (Oxford University Press Oxford 2013) Principles and analysis

            73 JS Marshall On the construction of multiply connected arc integral quadrature domainsComput Methods Funct Theory 14(1) 107ndash138 (2014)

            74 M Martin M Putinar Lectures on Hyponormal Operators Operator Theory Advances andApplications vol 39 (Birkhaumluser Basel 1989)

            75 A Petrosyan H Shahgholian N Uraltseva Regularity of Free Boundaries in Obstacle-Type Problems Graduate Studies in Mathematics vol 136 (American Mathematical SocietyProvidence RI 2012)

            76 JD Pincus Commutators and systems of singular integral equations I Acta Math 121219ndash249 (1968)

            77 JD Pincus D Xia JB Xia The analytic model of a hyponormal operator with rank oneself-commutator Integr Equ Oper Theory 7(4) 516ndash535 (1984)

            78 J Polchinski String Theory Vol I Cambridge Monographs on Mathematical Physics(Cambridge University Press Cambridge 1998) An introduction to the bosonic string

            79 M Putinar On a class of finitely determined planar domains Math Res Lett 1(3) 389ndash398(1994)

            80 M Putinar Linear analysis of quadrature domains Ark Mat 33(2) 357ndash376 (1995)81 M Putinar Extremal solutions of the two-dimensional L-problem of moments J Funct

            Anal 136(2) 331ndash364 (1996)82 CR Putnam Commutation Properties of Hilbert Space operators and Related Topics

            Ergebnisse der Mathematik und ihrer Grenzgebiete Band 36 (Springer New York 1967)83 F Riesz BSz-Nagy Leccedilons drsquoanalyse fonctionnelle (Acadeacutemie des Sciences de Hongrie

            Akadeacutemiai Kiadoacute Budapest 1952)84 C Rovelli Quantum Gravity Cambridge Monographs on Mathematical Physics (Cambridge

            University Press Cambridge 2004) With a foreword by James Bjorken85 EB Saff NS Stylianopoulos Asymptotics for polynomial zeros beware of predictions

            from plots Comput Methods Funct Theory 8(1ndash2) 385ndash407 (2008)86 EB Saff V Totik Logarithmic Potentials with External Fields Grundlehren der Math-

            ematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol 316(Springer Berlin 1997) Appendix B by Thomas Bloom

            87 M Sakai A moment problem on Jordan domains Proc Am Math Soc 70(1) 35ndash38 (1978)88 M Sakai Null quadrature domains J Anal Math 40 144ndash154 (1982) 198189 M Sakai Quadrature Domains Lecture Notes in Mathematics vol 934 (Springer Berlin

            1982)90 M Sakai Applications of variational inequalities to the existence theorem on quadrature

            domains Trans Am Math Soc 276(1) 267ndash279 (1983)91 M Sakai Solutions to the obstacle problem as Green potentials J Anal Math 44 97ndash116

            (19841985)92 M Sakai Regularity of a boundary having a Schwarz function Acta Math 166(3ndash4) 263ndash

            297 (1991)93 M Sakai Regularity of boundaries of quadrature domains in two dimensions SIAM J Math

            Anal 24(2) 341ndash364 (1993)94 M Sakai Regularity of free boundaries in two dimensions Ann Scuola Norm Sup Pisa Cl

            Sci (4) 20(3) 323ndash339 (1993)

            References 145

            95 TV Savina BYu Sternin VE Shatalov On a minimal element for a family of bodiesproducing the same external gravitational field Appl Anal 84(7) 649ndash668 (2005)

            96 M Schiffer DC Spencer Functionals of Finite Riemann Surfaces (Princeton UniversityPress Princeton NJ 1954)

            97 MD Schwartz Quantum Field Theory and the Standard Model (Cambridge UniversityPress Cambridge 2014)

            98 J Sebastiatildeo e Silva Analytic functions and functional analysis Port Math 9 1ndash130 (1950)99 H Shahgholian Unbounded quadrature domains in Rn n 3 J Anal Math 56 281ndash291

            (1991)100 HS Shapiro Unbounded quadrature domains in Complex Analysis I (College Park MD

            1985ndash86) Lecture Notes in Mathematics vol 1275 (Springer Berlin 1987) pp 287ndash331101 HS Shapiro The Schwarz Function and its Generalization to Higher Dimensions University

            of Arkansas Lecture Notes in the Mathematical Sciences vol 9 (Wiley New York 1992) AWiley-Interscience Publication

            102 T Sjoumldin Mother bodies of algebraic domains in the complex plane Complex Var EllipticEqu 51(4) 357ndash369 (2006)

            103 H Stahl V Totik General orthogonal polynomials volume 43 of Encyclopedia ofMathematics and its Applications Cambridge University Press Cambridge 1992

            104 MH Stone Linear Transformations in Hilbert Space American Mathematical SocietyColloquium Publications vol 15 (American Mathematical Society Providence RI 1990)Reprint of the 1932 original

            105 K Strebel Quadratic Differentials Ergebnisse der Mathematik und ihrer Grenzgebiete (3)[Results in Mathematics and Related Areas (3)] vol 5 (Springer Berlin 1984)

            106 JL Ullman Studies in Faber polynomials I Trans Am Math Soc 94 515ndash528 (1960)107 AN Varchenko PI Etingof Why the Boundary of a Round Drop Becomes a Curve of Order

            Four AMS University Lecture Series 3rd edn (American Mathematical Society ProvidenceRI 1992)

            108 JL Walsh Interpolation and Approximation by Rational Functions in the Complex Domain4th edn American Mathematical Society Colloquium Publications vol XX (AmericanMathematical Society Providence RI 1965)

            109 RO Wells Jr Differential Analysis on Complex Manifolds Prentice-Hall Series in ModernAnalysis (Prentice-Hall Englewood Cliffs NJ 1973)

            110 H Widom Extremal polynomials associated with a system of curves in the complex planeAdv Math 3 127ndash232 (1969)

            111 D Xia Analytic Theory of Subnormal Operators (World Scientific Hackensack NJ 2015)112 DV Yakubovich Real separated algebraic curves quadrature domains Ahlfors type

            functions and operator theory J Funct Anal 236(1) 25ndash58 (2006)113 D Zidarov Inverse Gravimetric Problem in Geoprospecting and Geodesy Developments in

            Solid Earth Geophysics vol 19 (Elsevier Amsterdam 1990)

            Index

            algebraic domain 40analytic continuation 86analytic functional 43analytic model 33 34analytic moment 11analyticity of free boundary 86annihilation and creation

            operators 36annulus 94

            Bergman inner product 33Bergman kernel 119Bergman space 119

            Caley-Hamilton theorem 58canonical line bundle 120carrier (of analytic functional) 43Cauchy kernel 32Cauchy transform 8Cauchy transform (as an operator) 27characteristic polynomial 58Chebyshev polynomial 98Chern class 17Cholesky decomposition 72cohyponormal operator 28 31complex moment 11convex carrier 91counting measure 47 57cross ratio 10

            defect operator 70determinant of an operator 29double Cauchy transform 8dual basis 38 50

            electrostatic skeleton 80ellipse 63 97equilibrium measure 104exponential moment 11exponential transform 7

            Faber polynomial 120Feynman integral 36finite central truncation 57finitely determined domain 40four variable exponential transform 10Fredhom index 130Friedrichs operator 119

            generalized lemniscate 56genus formula 100Gram matrix 26Greenrsquos function 48 105 113

            Hardy space 35harmonic moment 11Hessenberg matrix 52 123hyperfunction 43hyperplane section bundle 17hypocycloid 99hyponormal operator 31 125

            Jacobi matrix 98Jacobi-Toeplitz matrix 53

            lemniscate 103line bundle 16logarithmic potential 78

            copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

            147

            148 Index

            madonna body 80 105minimal carrier 77 82minimal convex carrier 43minimal polynomial 58modified Schwarz potential 89 108 117mother body 44 78

            numerical range 58 70 127

            order of a quadrature domain 41orthogonal polynomial 47

            Padeacute approximation 60partial balayage 79plurisubharmonic function 51positive definite matrix 13preface viiprincipal function 31 130

            quadratic differential 90quadrature domain 40quadrature domain for subharmonic functions

            80quadrature domain in the wide sense 44quantized Faber polynomial 123

            rational multiplicity 128real central truncation 74reproducing kernel 15ridge 105Riemann-Hilbert problem 18Riemann-Hurwitz formula 96 100

            Schottky double 96 120Schurrsquos theorem 13Schwarz function 16Schwarz reflection 113shift operator 27Silva-Koumlthe-Grothendieck duality 37skeleton 78spectral radius 126symbol 121Szegouml limit theorem 131

            three term relation 63Toeplitz matrix 122Toeplitz operator 121trace norm 58trace-class operator 29trace-class perturbation 58

            unilateral shift 54 122

            LECTURE NOTES IN MATHEMATICS 123Editors in Chief J-M Morel B Teissier

            Editorial Policy

            1 Lecture Notes aim to report new developments in all areas of mathematics and theirapplications ndash quickly informally and at a high level Mathematical texts analysing newdevelopments in modelling and numerical simulation are welcome

            Manuscripts should be reasonably self-contained and rounded off Thus they may andoften will present not only results of the author but also related work by other people Theymay be based on specialised lecture courses Furthermore the manuscripts should providesufficient motivation examples and applications This clearly distinguishes Lecture Notesfrom journal articles or technical reports which normally are very concise Articlesintended for a journal but too long to be accepted by most journals usually do not havethis ldquolecture notesrdquo character For similar reasons it is unusual for doctoral theses to beaccepted for the Lecture Notes series though habilitation theses may be appropriate

            2 Besides monographs multi-author manuscripts resulting from SUMMER SCHOOLS orsimilar INTENSIVE COURSES are welcome provided their objective was held to presentan active mathematical topic to an audience at the beginning or intermediate graduate level(a list of participants should be provided)

            The resulting manuscript should not be just a collection of course notes but should requireadvance planning and coordination among the main lecturers The subject matter shoulddictate the structure of the book This structure should be motivated and explained ina scientific introduction and the notation references index and formulation of resultsshould be if possible unified by the editors Each contribution should have an abstractand an introduction referring to the other contributions In other words more preparatorywork must go into a multi-authored volume than simply assembling a disparate collectionof papers communicated at the event

            3 Manuscripts should be submitted either online at wwweditorialmanagercomlnm toSpringerrsquos mathematics editorial in Heidelberg or electronically to one of the series edi-tors Authors should be aware that incomplete or insufficiently close-to-final manuscriptsalmost always result in longer refereeing times and nevertheless unclear refereesrsquo rec-ommendations making further refereeing of a final draft necessary The strict minimumamount of material that will be considered should include a detailed outline describingthe planned contents of each chapter a bibliography and several sample chapters Parallelsubmission of a manuscript to another publisher while under consideration for LNM is notacceptable and can lead to rejection

            4 In general monographs will be sent out to at least 2 external referees for evaluation

            A final decision to publish can be made only on the basis of the complete manuscripthowever a refereeing process leading to a preliminary decision can be based on a pre-finalor incomplete manuscript

            Volume Editors of multi-author works are expected to arrange for the refereeing to theusual scientific standards of the individual contributions If the resulting reports can be

            forwarded to the LNM Editorial Board this is very helpful If no reports are forwardedor if other questions remain unclear in respect of homogeneity etc the series editors maywish to consult external referees for an overall evaluation of the volume

            5 Manuscripts should in general be submitted in English Final manuscripts should containat least 100 pages of mathematical text and should always include

            ndash a table of contentsndash an informative introduction with adequate motivation and perhaps some historical

            remarks it should be accessible to a reader not intimately familiar with the topictreated

            ndash a subject index as a rule this is genuinely helpful for the readerndash For evaluation purposes manuscripts should be submitted as pdf files

            6 Careful preparation of the manuscripts will help keep production time short besidesensuring satisfactory appearance of the finished book in print and online After accep-tance of the manuscript authors will be asked to prepare the final LaTeX source files(see LaTeX templates online httpswwwspringercomgbauthors-editorsbook-authors-editorsmanuscriptpreparation5636) plus the corresponding pdf- or zipped ps-file TheLaTeX source files are essential for producing the full-text online version of the booksee httplinkspringercombookseries304 for the existing online volumes of LNM) Thetechnical production of a Lecture Notes volume takes approximately 12 weeks Additionalinstructions if necessary are available on request from lnmspringercom

            7 Authors receive a total of 30 free copies of their volume and free access to their book onSpringerLink but no royalties They are entitled to a discount of 333 on the price ofSpringer books purchased for their personal use if ordering directly from Springer

            8 Commitment to publish is made by a Publishing Agreement contributing authors ofmultiauthor books are requested to sign a Consent to Publish form Springer-Verlagregisters the copyright for each volume Authors are free to reuse material contained intheir LNM volumes in later publications a brief written (or e-mail) request for formalpermission is sufficient

            AddressesProfessor Jean-Michel Morel CMLA Eacutecole Normale Supeacuterieure de Cachan FranceE-mail moreljeanmichelgmailcom

            Professor Bernard Teissier Equipe Geacuteomeacutetrie et DynamiqueInstitut de Matheacutematiques de Jussieu ndash Paris Rive Gauche Paris FranceE-mail bernardteissierimj-prgfr

            Springer Ute McCrory Mathematics Heidelberg GermanyE-mail lnmspringercom

            • Preface
            • Contents
            • 1 Introduction
            • 2 The Exponential Transform
              • 21 Basic Definitions
              • 22 Moments
              • 23 Positive Definiteness Properties
              • 24 The Exponential Transform as a Section of a Line Bundle
              • 25 A Riemann-Hilbert Problem
                • 3 Hilbert Space Factorization
                  • 31 Definitions and Generalities
                  • 32 Restrictions and Extensions
                  • 33 Linear Operators on H(Ω)
                  • 34 A Functional Model for Hyponormal Operators
                  • 35 Summary in Abstract Setting
                  • 36 The Analytic Subspace Ha(Ω)
                  • 37 The Analytic Model
                  • 38 A Formal Comparison to Quantum Field Theory
                  • 39 Silva-Koumlthe-Grothendieck Duality
                  • 310 Quadrature Domains
                  • 311 Analytic Functionals
                    • 4 Exponential Orthogonal Polynomials
                      • 41 Orthogonal Expansions
                      • 42 Zeros of Orthogonal Polynomials
                      • 43 The Hessenberg Matrices
                      • 44 The Matrix Model of Quadrature Domains
                        • 5 Finite Central Truncations of Linear Operators
                          • 51 Trace Class Perturbations
                          • 52 Padeacute Approximation Scheme
                          • 53 Three Term Relation for the Orthogonal Polynomials
                          • 54 Disjoint Unions of Domains
                          • 55 Perturbations of Finite Truncations
                          • 56 Real Central Truncations
                            • 6 Mother Bodies
                              • 61 General
                              • 62 Some General Properties of Mother Bodies
                              • 63 Reduction of Inner Product to Mother Body
                              • 64 Regularity of Some Free Boundaries
                              • 65 Procedures for Finding Mother Bodies
                                • 7 Examples
                                  • 71 The Unit Disk
                                  • 72 The Annulus
                                  • 73 Complements of Unbounded Quadrature Domains
                                    • 731 The Ellipse
                                    • 732 The Hypocycloid
                                      • 74 Lemniscates
                                      • 75 Polygons
                                        • 751 Computation of Mother Body
                                        • 752 Numerical Experiments
                                          • 76 The Half-Disk and Disk with a Sector Removed
                                            • 761 Computation of Mother Body
                                            • 762 Numerical Experiment
                                              • 77 Domain Bounded by Two Circular Arcs
                                                • 771 Numerical Experiment
                                                  • 78 External Disk
                                                    • 781 Numerical Experiment Ellipse Plus Disk
                                                    • 782 Numerical Experiment Pentagon Plus Disk
                                                      • 79 Abelian Domains
                                                      • 710 Disjoint Union of a Hexagon and a Hypocycloid
                                                        • 7101 Numerical Experiment
                                                          • 711 A Square with a Disk Removed
                                                            • 7111 Numerical Experiment
                                                                • 8 Comparison with Classical Function Spaces
                                                                  • 81 Bergman Space
                                                                  • 82 Faber Polynomials
                                                                    • A Hyponormal Operators
                                                                    • Historical Notes
                                                                    • Glossary
                                                                    • References
                                                                    • Index

              Preface

              A physicist a mathematician and a computer engineer look at a simple drawingThe physicist immediately sees it as the shape of a melting material with fjordsin formation with instability and bifurcations in the dynamics of the shrinkingshape The mathematician recognizes a real algebraic curve lying on a Riemannsurface belonging to a family of deformations with singularities cusps and causticsin its fibres The engineer happily decodes the picture in the frequency domainidentifying encrypted messages ready to be processed simplified and tuned Thepresent lecture notes touch such topics remaining however on the mathematicalside of the mirror

              During the last two decades the authors of this essay have contemplated variousaspects of quadrature domains a class of basic semi-algebraic sets in the complexplane As more and more intricate correspondences between potential theory fluidmechanics and operator theory were unveiled on this ground a need of unifyingvarious approximation schemes emerged This is the broad mathematical theme ofthese notes

              Having the advanced understanding of the asymptotics of complex orthogonalpolynomials or of finite central truncations of Toeplitz matrices as a solid basisof comparison we propose a novel approximation scheme for two-dimensional(shaded) domains bearing similarities and dissonances to the classical results Ournumerical experiments point out to yet another skeleton different than already stud-ied potential theoretic bodies The quantization of a shaded domain by a hyponormaloperator with rank-one self-commutator is opening a new perspective to Hilbertspace methods in the analysis of planar shapes Performing the approximation onan exotic space which is not a Lebesgue space associated with a canonical positivemeasure is both intriguing and challenging We stress that in these notes we do nottreat classical orthogonal polynomials in the complex domain such as those derivedfrom weighted Bergman or Hardy spaces

              A warning to the reader these are merely lectures notes demarcating a new andmostly uncharted territory Our aim is to open a new vista on the mathematicalaspects (analysis geometry approximation encoding) of 2D shapes carrying adegree of grey function The notes contain a good proportion of original results

              vii

              viii Preface

              or at least a novel arrangement of prior facts proved over two decades by the twoauthors Of course much remains to be done on both theoretical and numerical sidessome pertinent open questions are raised throughout the text

              During the rather long gestation of these notes we have benefited from thecontinuous support of our friend and old-time collaborator Nikos Stylianopoulos ofthe University of Cyprus at Nicosia He has produced with unmatched professionalskill the numerical experiments and many illustrations embedded into the text Weare grateful to him for his unconditional assistance We also thank the anonymousreferees for their criticism and encouragement

              Our collaborative work could not have been completed without the generous sup-port of several institutions The Royal Institute of Technology of Sweden Universityof California at Santa Barbara University of Cyprus Newcastle University (UK)and Nanyang Technological University of Singapore

              Stockholm Sweden Bjoumlrn GustafssonSanta Barbara CA USA Mihai PutinarJune 22 2017

              Contents

              1 Introduction 1

              2 The Exponential Transform 721 Basic Definitions 722 Moments 1123 Positive Definiteness Properties 1324 The Exponential Transform as a Section of a Line Bundle 1625 A Riemann-Hilbert Problem 18

              3 Hilbert Space Factorization 2331 Definitions and Generalities 2332 Restrictions and Extensions 2633 Linear Operators on H ˝ 2734 A Functional Model for Hyponormal Operators 3035 Summary in Abstract Setting 3136 The Analytic Subspace Ha˝ 3237 The Analytic Model 3438 A Formal Comparison to Quantum Field Theory 3539 Silva-Koumlthe-Grothendieck Duality 37310 Quadrature Domains 40311 Analytic Functionals 43

              4 Exponential Orthogonal Polynomials 4741 Orthogonal Expansions 4742 Zeros of Orthogonal Polynomials 5043 The Hessenberg Matrices 5244 The Matrix Model of Quadrature Domains 54

              5 Finite Central Truncations of Linear Operators 5751 Trace Class Perturbations 5752 Padeacute Approximation Scheme 6053 Three Term Relation for the Orthogonal Polynomials 6354 Disjoint Unions of Domains 66

              ix

              x Contents

              55 Perturbations of Finite Truncations 6856 Real Central Truncations 74

              6 Mother Bodies 7761 General 7762 Some General Properties of Mother Bodies 8163 Reduction of Inner Product to Mother Body 8464 Regularity of Some Free Boundaries 8665 Procedures for Finding Mother Bodies 89

              7 Examples 9371 The Unit Disk 9372 The Annulus 9473 Complements of Unbounded Quadrature Domains 95

              731 The Ellipse 97732 The Hypocycloid 99

              74 Lemniscates 10375 Polygons 105

              751 Computation of Mother Body 105752 Numerical Experiments 105

              76 The Half-Disk and Disk with a Sector Removed 108761 Computation of Mother Body 108762 Numerical Experiment 110

              77 Domain Bounded by Two Circular Arcs 111771 Numerical Experiment 112

              78 External Disk 112781 Numerical Experiment Ellipse Plus Disk 113782 Numerical Experiment Pentagon Plus Disk 113

              79 Abelian Domains 115710 Disjoint Union of a Hexagon and a Hypocycloid 116

              7101 Numerical Experiment 116711 A Square with a Disk Removed 117

              7111 Numerical Experiment 117

              8 Comparison with Classical Function Spaces 11981 Bergman Space 11982 Faber Polynomials 120

              A Hyponormal Operators 125

              Historical Notes 135

              Glossary 139

              References 141

              Index 147

              Chapter 1Introduction

              Abstract This chapter offers an overview of the main interlacing themes withemphasis on historical development and identification of the original sources

              When looking at a picture through a mathematical lens several intrinsic innerskeletons pop up They are sometimes called in a suggestive and colorful way theldquomother bodyrdquo or ldquomadonna bodyrdquo or ldquothe ridgerdquo or ldquocausticrdquo of the originalpicture Geometric or analytic features characterize these skeletons but in generalthey remain very shy displaying their shapes and qualitative features only afterchallenging technical obstacles are resolved For example the natural skeleton of adisk is its center the interval between the foci of an ellipse stands out as a canonicalridge For reasons to be discussed in these notes the internal bisector segments in atriangle form its ldquomother bodyrdquo Disagreement starts with a sector of a disk wherethe ldquobodiesrdquo (maternal madonna type or the one proposed below) are different Inthe scenario outlined in these notes a disjoint union of disks has their centers as anatural skeleton

              We start with the relevant question for nowadays visual civilization how totreat mathematically a two dimensional colored picture There are various ways ofencoding an image carrying various degrees of color A common approach havingthe geometric tomographic data as a source is to arrange them into a string ofcomplex numbers called moments

              Mk` DZC

              zkz`gzdAz 0 k ` lt N

              Above z 2 C is the complex variable dA is Lebesgue measure in C g 2 L1Cis a function of compact support and range into Œ0 1 (the shade function) and Ncan be infinity The ideal scenario of possessing complete information (ie N D1) permits a full reconstruction of the shaded image usually relying on stablealgorithms derived from integral operators inversion (Radon Fourier or Laplacetransforms) We do not touch in the present text such reconstruction methods

              Assume the more realistic scenario that we know only finitely many momentsthat is N lt 1 The first observation going back to the early works of Mark Kreinis that working in a prescribed window that is replacing above dA by the Lebesguemeasure supported by a compact set K C one can exactly recover the shade func-

              copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_1

              1

              2 1 Introduction

              tion g from moments Mk`N1k`D0 if and only if g has only values 0 and 1 and is the

              characteristic function of a subset of K described by a single polynomial inequality

              g D KS S D fz 2 CI pz z gt 0g

              Moreover the degree of the defining polynomial p is in this case less than N in zand in z For details see for instance [67] Thus there is no surprise that basic semi-algebraic sets pop-up when dealing with finitely many moments of a shade function

              The moment matrix Mk`N1k`D0 is obviously positive-semidefinite but it fulfills

              more subtle positivity constraints A classical way of understanding the latter is tointerpret the moment data in a Hilbert space context and possibly to isolate the ldquofreehidden parametersrdquo from the correlated entries Mk` This was the royal way in onevariable proposed and developed by the founders of Functional Analysis startingwith F Riesz M Riesz M Krein M Stone J von Neumann Following themseveral generations of mathematicians statisticians and engineers refined this classof inverse problems The monographs [3 83 104] stand aside for clarity and depthas the basic references for these topics

              When speaking about Hilbert space operators the word ldquoquantizationrdquo popsup as these infinite dimensional objects quantize their observable and geometrictangible spectra A variety of possible Hilbert space quantizations are in use todaythe standard Fock space representation of creation and annihilation operators thepseudo differential calculus in Euclidean space Toeplitz algebras Hankel operatorsto name only a few The present notes are not an exception with one distinctive markto make from the very beginning

              We quantize shaded images in two dimensions by linear and bounded Hilbertspace operators T 2 L H subject to the commutation relation

              ŒTT D ˝

              where ˝ is a non-negative rank-one operator The departure from the canonicalcommutation relation ŒTT D I is notable as we allow T to be bounded Theirreducible part of T containing the vector in its range is classified by the principalfunction g 2 L1C 0 g 1 ae the link between the two being offered by aremarkable determinantal formula discovered half a century ago by Pincus [76]

              detT zT wT z1T w1 D

              detŒI ˝ T z1T w1 D

              1 hT w1 T z1i D

              expΠ1

              ZC

              gdA

              z N Nw jzj jwj gt kTk

              1 Introduction 3

              Incidentally the additive analog of the above multiplicative representation knowntoday as Helton-Howe trace formula [58]

              traceŒpTT qTT D 1

              ZC

              J p qgdA p q 2 CŒz z

              where J stands for the Jacobian of the two polynomials was the source ofA Connesrsquo cyclic cohomology theory [15]

              Our mathematical journey starts here The exponential transform

              Egzw D expΠ1

              ZC

              gdA

              z N Nw

              of a compactly supported shade function can be defined for all values of zw 2C C It serves as a polarized potential (indeed a Riesz potential renormalized andevaluated at a critical exponent) its function theoretic properties provide amongother things an elegant treatment of the truncated moment problem alluded to aboveand an insight into the announced skeleton topics We soon depart from grey shadesand focus only on black and white photos that is we consider E˝zw in the specialcase of g D ˝ with ˝ a bounded open subset of C

              First are the positivity properties of E˝ The kernel 1E˝zw is positive semi-definite on C C and its spectral factorization hT w1 T z1i defineswithout ambiguity the ldquoquantizedrdquo entity the irreducible hyponormal operator Twith rank-one self-commutator having g D ˝ as principal function Already thissingles out the localized resolvent T z1 which is defined without ambiguityeven across the spectrum of T Moreover the germ at infinity of the pointwiseinverse diagonalizes T instead

              1

              E˝zwD 1C hT z1 T w1i jzj jwj gt kTk

              The experts will recognize here a very special feature not present in the case ofother natural ldquoquantizationsrdquo of˝ as the multiplication by the complex variable onBergman or Hardy-Smirnov space

              The spectral picture of the operator T associated as above to the open set˝ is very simple the spectrum coincides with the closure of ˝ the essentialspectrum is the boundary of ˝ (assuming no slits) and the Fredholm index atevery 2 ˝ is precisely equal to one Moreover in this case T is injectiveand dim kerT D 1 It is precisely the fact that T has many eigenvectorswhich makes the exponential transform viewed as a potential of the uniform masssupported on˝ more appropriate for inverse balayage In this direction we mentionthat the resolvent of T localized at the vector extends analytically across ˝as far as the Cauchy transform of ˝ extends When combined with the explicitfactorization of 1 E˝ in terms of this resolvent one obtains a novel proof ofSakairsquos regularity of free boundaries [36]

              4 1 Introduction

              Geometrically for analytic boundaries ˝ the kernel E˝zw can be intrinsi-cally defined as a solution of a Riemann-Hilbert factorization problem connectingE˝ to its canonical Schwarz reflections in each variable The relationship betweenthe exponential transform and Schwarz function Sz D z z 2 ˝ performing thereflection z 7 Sz in the boundary of ˝ is rather deep For instance the case ofquadrature domains that is when Sz is a meromorphic function in ˝ is detectedand characterized by the rationality of the exponential transform

              E˝zw D Qzw

              PzPw Q 2 CŒz z P 2 CŒz

              In addition the quantized object adds a convenient matrix degeneracy to the picture˝ is a quadrature domain if and only if the linear span H1 of the vectors Tk k 0 is finite dimensional In this case the denominator Pz entering in polarized formin the denominator of E˝zw is the minimal polynomial of TjH1

              Addingto these observation the remarkable fact that sequences of quadrature domainsapproximate in Hausdorff metric every planar domain we gain a precious insightinto a dense non-generic class yet finitely determined algebraicmatricial objectscentral for our study The topics of quadrature domains has reached maturity havingquite a few ramifications to fluid mechanics potential theory integrable systemsand statistical mechanics The collection of articles [19] offers an informative andaccessible panorama of the theory of quadrature domains

              The approximation scheme we pursue in the present notes is a Galerkin methodalong Krylov subspaces of the hyponormal operator T associated to a planar domainor shade function g Specifically one starts with the non-decreasing sequence offinite dimensional subspaces Hn D spanfTk W 0 k lt ng The compression Tn ofT to Hn has its spectrum identical to the zero set of the orthogonal polynomial pn ofdegree n derived from the inner product

              p q WD h pT qTi p q 2 CŒz

              Equivalently we can invoke a Padeacute approximation scheme applied to the exponen-tial transform which identifies in a remarkable algebraic identity these objects as aformal series at infinity

              E˝zw D 1 hTn w1 T

              n z1i C Rnzw

              with the residual series Rnzw involving only monomials zk1w`1 in the rangek ` D NN or maxk ` gt N There is no surprise that the denominator of therational approximate is precisely pnzpnw while the numerator is a rather specialpolynomial a weighted sum of hermitian squares of the form

              pnzpnwn1XjD0

              qjzqjw

              1 Introduction 5

              with deg qj D j for all j in the range 0 j lt n The algebraic curve given byequation jpnzj2 D Pn1

              jD0 jqjzj2 is called a generalized lemniscate and carriesa distinctive (real) geometry The cluster set of the spectra of the finite centraltruncations Tn make up a certain ldquoquantized ridgerdquo The approximation scheme isstationary that is Hn D HN n N for some positive integer N if and only if g isthe characteristic function of a quadrature domain

              The comparison with well studied similar approximation procedures eitherrelated to complex orthogonal polynomials Padeacute approximation in several vari-ables random matrix theory or finite central truncations of structured infinitematrices is in order In contrast to these frameworks in our case the inner productis not derived from a Lebesgue space hence the well established techniques ofpotential theory prevalent in the quasi-totality of orthogonal polynomial studiesare not available A welcome substitute is provided by the theory of hyponormaloperators which implies for instance that the zeros of the orthogonal polynomialspn are contained in the convex hull of the support of the shade function g Alsowe can prove by Hilbert space methods a rigidity result stating that the orthogonalpolynomials pn satisfy a three term relation if and only if g is the characteristicfunction of an ellipse

              In the present work we focus on bounded planar sets ˝ with real algebraicboundary In this case the exponential transform and its analytic continuation fromthe exterior region provides a canonical defining function of the boundary

              ˝ D fz 2 C E˝z z D 0g

              Moreover the rate of decay of E˝z z towards smooth parts of the boundary isasymptotically equivalent to distz ˝ qualifying the exponential transform asthe correct potential to invoke in image reconstruction The reconstruction algorithmwas already exposed in [49] and is not reproduced in the present notes The analyticextension properties of the localized resolvent T z1 and hence of theexponential transform is driven by the analytic continuation of the Schwarz functionof the boundary As a consequence the quantized ridge tends to lie deep inside theoriginal set ˝ A good third of our essay is devoted to a dozen of examples andnumerical experiments supporting such a behavior On the theoretical side we provea striking departure from the theory of complex orthogonal polynomials in Bergmanor Hardy-Smirnov spaces the quantized skeleton does not ldquoseerdquo external disks (ormore general external quadrature domains) The Glossary at the end of these notescontains a list of standard and ad-hoc notations

              Chapter 2The Exponential Transform

              Abstract The basic definitions of the exponential transform E˝zw of a planardomain ˝ C and various functions derived from it are recorded in this chapterThe exponential moments having the exponential transform as the generatingfunction are introduced In addition several positivity properties of the exponentialtransform are established Finally it is shown that the exponential transform asa function of z with w kept fixed can be characterized as being (part of) theunique holomorphic section of a certain line bundle over the Riemann sphere takinga prescribed value at infinity or alternatively as being the unique solution of acorresponding Riemann-Hilbert problem

              21 Basic Definitions

              Definition and many elementary properties of the exponential transform are listedin [36] We recall some of them here

              Definition 21 The exponential transform of a function g 2 L1C 0 g 1 isthe function defined at every point zw 2 C C by

              Egzw D exp Π1

              ZC

              g dA

              z N Nw (21)

              We shall almost exclusively work with the case that g is the characteristic functionof a bounded open set ˝ C and then we write E˝zw in place of E˝ zw Ifthe set ˝ is obvious from the context we may delete it from notation The singularintegral in the above definition may diverge for certain points on the diagonalz D w D a in this case we take Ega a D 0 by convention We note that thisregularization turns Eg into a separately continuous function on the whole C C

              The exponential transform E˝zw is analytic in z anti-analytic in w when thesevariables belong to the complement of ˝ henceforth denoted˝e whereas in otherparts of space it has a mixed behavior We shall sometimes denote the exterior partof the exponential transform as well as possible analytic continuations of it across˝ by Fzw

              Fzw D Ezw z 2 ˝e w 2 ˝e (22)

              copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_2

              7

              8 2 The Exponential Transform

              In the remaining parts of CC the following functions are analytic (more preciselyanalytic in z anti-analytic in w)

              Gzw D Ezw

              Nz D Ezw

              Nz Nw z 2 ˝ w 2 ˝e (23)

              Gzw D Ezw

              wD Ezw

              z w z 2 ˝e w 2 ˝ (24)

              Hzw D 2Ezw

              NzwD Ezw

              z wNz Nw z 2 ˝ w 2 ˝ (25)

              Note that Gzw D Gw z The same letters F G G H will be used for theanalytic continuations of these functions across ˝ when such continuations existThis occurs whenever ˝ consists of smooth real analytic curves

              The behavior at infinity is

              Ezw D 1 j˝jz Nw C Ojzj C jwj3 jzj jwj 1 (26)

              Ezw D 1 C˝z

              Nw C Ojwj2 jwj 1 (27)

              Here

              C˝z D 1

              dA

              zD 1

              2i

              d

              z^ d N (28)

              is the Cauchy transform of the characteristic function of ˝ Note that the expo-nential transform Ezw simply is the exponential of the double Cauchy transform

              C˝zw D 1

              2i

              d

              z^ d N

              N Nw (29)

              This is a locally integrable function on C C despite C˝z z D 1 for z D w 2˝ (and for most points with z D w 2 ˝) For more general functions g than thecharacteristic function of an open set we write the Cauchy transform as

              Cgz D 1

              Zg dA

              z

              It satisfies Cg=Nz D g in the sense of distributions and this property was used forthe second equalities in (23)ndash(25) (the first equalities there are just definitions)

              Taking distributional derivatives of C˝zw gives at least under some lightregularity assumption on ˝

              2C˝zw

              NzwD ız w˝z˝w zw 2 C (210)

              21 Basic Definitions 9

              and similarly

              2

              Nzw1 E˝zw D

              (H˝zw zw 2 ˝ ˝0 zw hellip ˝ ˝ (211)

              By combining this with the asymptotic behavior (26) one can represent 1 Ezwas a double Cauchy integral

              1 Ezw D 1

              2

              Hu vdAu

              u z

              dAv

              Nv Nw zw 2 C (212)

              The Cauchy and exponential transforms can also be written as boundary integralsin various ways For example the exterior and interior functions Fzw andHzw respectively can be expressed by the same formula

              exp Π1

              i

              log j wj d

              z D

              (Fzw zw 2 ˝e

              Hzw zw 2 ˝

              The proof is straight-forward A further remark is that the double Cauchy transformcan be viewed as a Dirichlet integral specifically its real part can be written as

              Re C˝zw D 1

              2

              d log j zj ^ d log j wj

              where the star is the Hodge star (dx D dy dy D dx) This gives an interpretationto the modulus of the exponential transform in terms of a mutual energy for ˝provided with uniform charge distribution

              Example 21 For the disk ˝ D DaR the analytic pieces of the exponentialtransform are

              Fzw D 1 R2

              z a Nw Na zw 2 DaRe DaRe

              Gzw D 1

              Nw Na zw 2 DaR DaRe

              Gzw D 1

              z a zw 2 DaRe DaR

              Hzw D 1

              R2 z a Nw Na zw 2 DaR DaR

              Clearly the functions F G G here admit analytic continuations so that the variablewhich is in DaRe extends its range to all of C n fag

              10 2 The Exponential Transform

              For later use we record the following formula an immediate consequence of thedefinition of Ezw and (25) if ˝1 ˝2 then

              H˝1zwE˝2n˝1zw D H˝2zw for zw 2 ˝1 (213)

              Combining with Example 21 we see that Hzw is essentially one over theexponential transform of the exterior domain In fact applying (213) to theinclusion˝ D0R for R sufficiently large gives

              H˝zw D 1

              R2 z NwED0Rn˝zw (214)

              Occasionally we shall need also the four variable exponential transform definedfor any open set ˝ in the Riemann sphere P D C [ f1g by

              E˝zwI a b D exp Œ1

              2i

              d

              z d

              a ^ d N

              N Nw d NN Nb

              D exp ŒC˝zwI a b D E˝zwE˝a b

              E˝z bE˝aw (215)

              Here

              C˝zwI a b D 1

              2i

              d

              z d

              a ^ d N

              N Nw d NN Nb

              Thus the two variable transform is recovered as Ezw D EzwI 11 Thefour variable transform behaves well under complementation and under Moumlbiustransformations Indeed denoting by z W a W w W b the classical cross ratio (see[2]) we have

              Lemma 21 For any open set ˝ P

              E˝zwI a bEPn˝zwI a b D EPzwI a b

              where

              EPzwI a b D jz W a W w W bj2 D ˇ z wa b

              z ba w

              ˇ2

              And for any Moumlbius map f we have

              Ef ˝ f z f wI f a f b D E˝zwI a b (216)

              Similarly for C˝zwI a b

              22 Moments 11

              Proof The first statement is obvious from the definition (215) To establish therelationship to the cross ratio one may use that the two variable exponentialtransform for a large disk D0R is (inside the disk)

              ED0Rzw D jz wj2R2 z Nw zw 2 D0R

              as is obtained from (25) together with Example 21 then insert this into (215) andfinally let R 1

              To prove (216) one just makes the obvious variable transformation in theintegral Then the required invariance follows from the identity

              f 0df f z

              f 0df f a

              D d

              z d

              a

              which is a consequence of both members being Abelian differentials on P withexactly the same poles (of order one) and residues

              The properties described in Lemma 21 indicate that the four variable exponentialtransform is a natural object to consider The two variable transform behaves in amore complicated way under Moumlbius maps And under other conformal maps thanMoumlbius maps there seems to be no good behavior for any version of the exponentialtransform

              22 Moments

              The following sets of moments will enter our discussions

              bull The complex moments

              Mkj D 1

              zkNzjdAz D zk zjL2˝

              (k j 0) make up the Gram matrix leading to the Bergman orthogonalpolynomials on˝

              bull The harmonic (or analytic) moments are

              Mk D Mk0 D 1

              zkdAz

              bull The exponential moments Bkj (sometimes to be denoted bkj) are defined by

              Xkj0

              Bkj

              zkC1 NwjC1 D 1 exp ŒXkj0

              Mkj

              zkC1 NwjC1 (217)

              12 2 The Exponential Transform

              and they make up the Gram matrix for what we will call exponential orthogonalpolynomials In Chap 3 we shall introduce an inner product h i D h iH ˝

              such that Bkj D hzk zji It is easy to see that Bk0 D Mk0 D Mk for all k 0

              Computation of the exponential moments for 0 k j N requires onlyknowledge of the complex moments for the same set of indices However for this towork out in a numerically efficient way it is necessary to use a recursive procedureThe following effective procedure was suggested to us by Roger Barnard

              Write (217) briefly at the level of formal power series

              B D 1 expM

              where

              B DXkj0

              Bkj

              zkC1 NwjC1 M DXkj0

              Mkj

              zkC1 NwjC1

              Then

              M

              z B

              zD B

              M

              z

              and inserting the power series and equating the coefficients for 1=zkC2 NwjC1 gives therecursion formula

              k C 1Mkj Bkj DXpq

              p C 1MpqBkp1jq1 k j 0

              where the sum ranges over 0 p lt k 0 q lt j This gives Bkj efficiently fromMpq with 0 p k 0 q j and the previously computed Bpq with 0 p lt k0 q lt j

              Note that B above is simply the power series expansion of 1 Ezw at infinityand M is similarly the power series of (minus) the double Cauchy transform (29)In summary the generating functions for the moments are

              1 E˝zw DXkj0

              Bkj

              zkC1 NwjC1

              C˝zw DXkj0

              Mkj

              zkC1 NwjC1

              C˝z DXk0

              Mk

              zkC1 DXk0

              Bk0

              zkC1

              23 Positive Definiteness Properties 13

              23 Positive Definiteness Properties

              As is known from the theory of hyponormal operators see [74] and is proveddirectly in [39] the exponential transform enjoys a number of positivity propertiesWe recall them here in slightly extended forms and with sketches of proofs

              Lemma 22 For arbitrary finite sequences of triples zk ak k 2 P P C wehave

              Xkj

              C˝zk zjI ak ajkNj 0 (218)

              with C1 as an allowed value for the left member If the sets fzkg and fakg aredisjoint and no repetitions occur among the zk then we have strict inequality gt 0unless all the k are zero

              Assuming that the left member in (218) is finite we also have

              Xkj

              kNj

              E˝zk zjI ak aj 0

              with the same remark as above on strict inequality

              Proof We have

              Xkj

              C˝zk zjI ak ajkj D 1

              Xkj

              k

              zk k

              ak

              j

              N Nzj

              j

              N Naj

              dA

              D 1

              jX

              k

              k

              zk k

              akj2 dA 0

              which proves (218) The statement about strict inequality also follows immediatelyAs a consequence of Schurrsquos theorem the exponential of a positive semidefinite

              matrix is again positive semidefinite (see [18] for example) Therefore

              Xkj

              kNj

              E˝zk zjI ak ajDXkj

              exp ŒC˝zk zjI ak ajkj 0

              under the stated assumptionsFrom the above we conclude the following for the two variable transforms

              Lemma 23 For any bounded open set ˝ C the following hold

              (i) C˝zw is positive definite for zw 2 ˝e(ii) 1

              Ezw is positive definite for zw 2 ˝e

              14 2 The Exponential Transform

              (iii) Hzw is positive definite for zw 2 ˝(iv) 1 Ezw is positive semidefinite for zw 2 C(v) 1

              Ezw 1 is positive semidefinite for zw 2 ˝e

              Proof i and ii follow immediately from the previous lemma by choosing ak D1 for all k To prove iii we choose some R gt 0 such that ˝ D0R anduse (214) Here the factor

              1

              R2 z Nw D1X

              kD0

              zk Nwk

              R2kC2 jzj jwj lt R

              is clearly positive definite while the other factor 1=ED0Rn˝zw is positivesemidefinite by ii Hence iii follows on using Schurrsquos theorem Next iv followsfrom iii by means of the representation (212) and v follows from ii and ivtogether with Schurrsquos theorem

              Remark 21 Whenever one has a positive definite function like Hzw in iii ofthe lemma then one can define a Hilbert space either by using it directly to definean inner product or by using it as a reproducing kernel These two methods canactually be identified via the linear map having Hzw as an integral kernel

              Since much of the text will be based on these ideas we explain here theunderlying philosophy using sums instead of integrals for simplicity of expositionLet the kernel in general be Kzw analytic in z anti-analytic in w Then oneHilbert space is generated by finite sums

              Pj ˛jızj with the inner product is defined

              by

              hX

              j

              ˛jızj X

              k

              ˇkıwk i DXjk

              ˛jKzjwk Nk

              In the case Kzw D Hzw this will be our main Hilbert space to be denotedH ˝

              This Hilbert space is thus generated by singular objects (Dirac distributions) andcan be rather strange However as Kzw is a quite regular function a much nicerHilbert space consisting of anti-analytic functions is obtained via the identificationmap (one-to-one by the assumed positive definiteness)

              Xj

              ˛jızj 7X

              j

              ˛jKzj

              for which the same inner product is kept ie

              hX

              j

              ˛jKzj X

              k

              ˇkKwk iRK DXjk

              ˛jKzjwk Nk

              23 Positive Definiteness Properties 15

              We have indexed the inner product by RK because the space now becomes areproducing kernel Hilbert space with in fact Kzw as the reproducing kernelsetting ˚ D P

              j ˛jKzj and letting the second factor be just Kw we have

              h˚Kw iRK D hX

              j

              ˛jKzj Kw iRK

              DX

              j

              ˛jKzjw D ˚w

              The above will be applied for the choice iii in Lemma 23 Kzw D HzwBut also the other choices in the lemma are interesting in particular for spacesof analytic functions i is related to the ordinary Bergman space see (327) iiand v give an inner product considered by Pincus-Xia-Xia [77] see (329) andSect 37 while iv gives the same as iii but with the inner product written in adifferent way see (328) and also (33)

              Next we specialize to comparison with disks and half-planes

              Lemma 24 Some specific positivity assertions are

              (i) If ˝ D0R then R2 z NwH˝zw is positive definite for zw 2 ˝ (ii) If ˝ D0 r D then 1 r2

              z Nw H˝zw is positive definite for zw 2 ˝ (iii) Assume that ˝ D where D is an open half-plane let a 2 D and let b D a

              be the reflected point with respect to D Then

              1 z a

              z b

              Nw NaNw Nb H˝zw zw 2 ˝

              is positive definite

              Proof For i we use that (by (213) and ii in Lemma 23)

              1

              HD0Rzw H˝zw D 1

              ED0Rn˝zw

              is positive definite for zw 2 ˝ and then insert HD0R D 1R2z Nw (see Example 21)

              For ii we similarly use that

              H˝zwED0rzw D H˝[D0rzw

              is positive definite for zw 2 ˝ and insert ED0r D 1 r2

              z Nw Finally for iii we use the formula (216) for how the four variable exponential

              transform changes under a Moumlbius map f We take this to be

              f D a

              b (219)

              16 2 The Exponential Transform

              which maps the half plane D onto the unit disk in particular f ˝ D Using that

              H˝zw D E˝zw

              jz wj2 D E˝zwI b bE˝z bE˝bw

              jz wj2 E˝b b

              by (25) (215) we then obtain

              1 z a

              z b

              Nw NaNw Nb H˝zw

              D 1 f zf w Ef ˝ f z f wI f b f b

              jf z f wj2 ˇ f z f w

              z w

              ˇ2 E˝z bE˝bw

              E˝b b

              D 1 f zf w Hf ˝ f z f w ja bj2E˝z bE˝bwjz bj2jw bj2E˝b b

              Here the last factor (the quotient) is of the form czw with c gt 0 hence ispositive definite and also the first factor is positive definite because it equals

              Hf ˝ f z f w

              HD f z f wD 1

              EDnf ˝ f z f w

              Thus part iii of the lemma follows

              24 The Exponential Transform as a Section of a Line Bundle

              In this section we assume that ˝ is fully real analytic with Schwarz function (see[16 101]) denoted Sz Thus Sz is analytic in a neighborhood of ˝ and satisfies

              Sz D Nz z 2 ˝ (220)

              The functions F G G H defined in terms of E by (22)ndash(25) are analyticin their domains of definition have analytic continuations across the boundariesand satisfy certain matching conditions on these boundaries Taking the analyticcontinuations into account the domains of definition cover all of P P and thematching conditions can be formulated as transition formulas defining holomorphicsections of certain line bundles These sections will then be uniquely determined bytheir behaviors at infinity This gives a new way of characterizing the exponentialtransform In an alternative and essentially equivalent language the exponentialtransform can be viewed as the unique solution of a certain Riemann-Hilbertproblem Below we shall make the above statements precise

              24 The Exponential Transform as a Section of a Line Bundle 17

              Let w 2 ˝e be fixed Then by the definitions (22) (23) (220) of F G and S

              GzwSz Nw D Fzw (221)

              for z 2 ˝ Here Gzw remains analytic as a function of z in some neighborhoodof ˝ say in U ˝ and Fzw similarly remains analytic for z in say V ˝cWith U V chosen appropriately Sz is analytic in U V and (221) remains validthere At the point of infinity (for z) we have F1w D 1

              We interpret the above as saying that the pair GwFw represents asection of the line bundle over P defined by the transition function Sz Nwz 2 U V The Chern class of this line bundle is

              ChernS Nw D 1

              2i

              d logSz Nw D 1

              2i

              d logNz Nw D 0

              Recall that the Chern class equals the difference between the number of zeros andthe number of poles for an arbitrary meromorphic section (not identically zero) andthat a line bundle on P is uniquely determined by its Chern class Having Chern classzero therefore means that the bundle is equivalent to the trivial bundle (transitionfunctions identically one) as is also evident from the way we started namely byhaving a non-vanishing holomorphic section It follows that the dimension of thespace of holomorphic sections equals one so any holomorphic section is determinedby its value at one point Therefore the holomorphic section GwFw isuniquely determined by the property that it takes the value one at infinity

              With w 2 ˝ a similar discussion applies to the pair HwGw Bydefinition of G and H we then have the transition relation

              HzwSz Nw D Gzw (222)

              thus with the same transition function Sz Nw as above However in the presentsituation the Chern class is C1 because w now is inside ˝ in the integrals aboveand the bundle is therefore equivalent to the hyperplane section bundle See [109][29] for the terminology Thus any nontrivial holomorphic section has exactly onezero and is uniquely determined by the value of its derivative at this zero Theparticular section HwGw vanishes at infinity with the expansion there

              Gzw D 1

              zC w C˝w

              1

              z2C Ojzj3 (223)

              as follows from the behavior of Ezw at infinity In particular the sectionHwGw is uniquely determined solely by these properties

              As a side remark the functions Gzw Gzw are not only analytic across˝ ˝ they are also non-vanishing (except at the point of infinity as exhibitedfor Gzw in (223)) Therefore the relations (221) and (222) give preciseinformation on the nature of the zeros of Fzw on ˝˝ and the corresponding

              18 2 The Exponential Transform

              singularities of Hzw there Note that 1=Hzw (which is similar to Fzw for atruncated exterior domain) is still holomorphic across ˝ ˝

              We summarize the above discussion

              Theorem 21 Assume that ˝ is analytic and let w 2 C n ˝ be fixed Then thefunction Sz Nw which is holomorphic and non-vanishing in a neighborhoodof ˝ defines a holomorphic line bundle w on P with respect to the covering˝ neighborhoodP n˝(i) If w 2 ˝e then w has Chern class zero hence it has a unique holomorphic

              and non-vanishing section which takes the value one at infinity This section isrepresented by the pair GwFw

              (ii) If w 2 ˝ then w has Chern class one hence it has a unique holomorphicsection which vanishes at infinity with derivative one there (ie behavior z1COz2 z 1) and has no other zeros This section is represented by thepair HwGw

              There is also a limiting version of the above for w 1 See Proposition 21below

              One may extend the above considerations by treating the two variables z andw jointly However in this case there will be a singular set namely the one-dimensional set D fzw 2 C2 W z D w 2 ˝g In fact in a neighborhoodof we have the relation

              Fzw D Sz Nwz SwHzw (224)

              but on itself the transition function Sz Nwz Sw thought to define a linebundle vanishes while Hzw becomes infinite Anyhow Fzw is well-behaved(analyticantianalytic) in a full neighborhood of The restricted conclusion will bethat the quadruple FGGH defines a holomorphicantiholomorphic sectionof a line bundle just in P P n

              25 A Riemann-Hilbert Problem

              We can interpret the factorization at interface formulas obtained so far as a Riemann-Hilbert problem with relations to hold on ˝ and with Nz in place of Sz

              GzwNz Nw D Fzw z 2 ˝ w 2 ˝e (225)

              HzwNz Nw D Gzw z 2 ˝ w 2 ˝ (226)

              Gzwz w D Fzw w 2 ˝ z 2 ˝e (227)

              Hzwz w D Gzw w 2 ˝ z 2 ˝ (228)

              25 A Riemann-Hilbert Problem 19

              This requires less regularity of ˝ and may therefore be convenient from somepoints of view The requirements at infinity are as before

              F1w D Fz1 D 1 (229)

              Gzw D 1Nw C Ojwj2 Gzw D 1z

              C Ojzj2 (230)

              A particular consequence of the last transition relation and (230) is thatZ˝

              Hzwz wd Nw DZ˝

              Gzwd Nw D 2i z 2 ˝

              After turning the first integral to an area integral this gives

              1

              HzwdAw D 1 z 2 ˝ (231)

              a formula which will be needed later onThe decomposition (22)ndash(25) of Ezw into analytic pieces can be extended

              to the four variable transform EzwI a b One practical way to formulate such astatement is to say that the function

              Nz NbNz Nw

              zw a

              w zw

              Na NwNa Nb

              ab z

              b ab EzwI a b

              is analytic in each component of P n ˝4 Here denotes the characteristicfunction of ˝

              D(1 2 ˝0 hellip ˝

              Cf Theorem 2 in [47]The relationships between the functions F G G and H can also be expressed

              by means of the Cauchy transform To this end we make the following observation

              Lemma 25 Assume f and g are holomorphic in ˝ h is holomorphic in ˝e allhaving continuous extensions to ˝ and that

              (Nzf zC gz D hz z 2 ˝hz 0 z 1

              (232)

              Then the combined function

              (Nzf zC gz z 2 ˝hz z 2 ˝e

              (233)

              20 2 The Exponential Transform

              is identical with the Cauchy transform of f more precisely of the function

              (f z z 2 ˝0 z 2 ˝e

              (234)

              Conversely for f holomorphic in˝ and continuous up to ˝ the Cauchy transformof (234) is of the form (233) with (232) holding

              Proof This is immediate from basic properties of the Cauchy transformIn the notations and assumptions of the lemma we may consider the Cauchy

              transform (in a restricted sense) simply as the map f 7 h in particular as a maptaking analytic functions in˝ to analytic functions in˝e As such a map it connectsin our context the different pieces F G G H of the exponential transform

              Example 22 With

              f z D Hzw

              gz D NwHzw

              hz D Gzw

              where w 2 ˝ is considered as a parameter we get

              CHwz D Gzw z 2 ˝e

              Thus

              Gzw D 1

              Hz vdAv

              Nv Nw z 2 ˝e w 2 ˝ (235)

              Example 23 With w 2 ˝e as parameter and

              f z D Gzw

              gz D 1C NwGzw

              hz D 1 Fzw

              it follows that

              CGwz D Fzw 1 z 2 ˝e

              Example 24 By taking the Cauchy transform in both variables one can pass directlyfrom Hzw to Fzw or even from Hzw to the complete transform Ezw by

              25 A Riemann-Hilbert Problem 21

              means of Eq (212) Similarly by considering the asymptotics at w D 1 or bycombining (28) with (231)

              C˝z D 1

              2

              Hu vdAu

              u zdAv z 2 C (236)

              In addition using (235) one finds that

              C˝z D 1

              Gzw dAw z 2 ˝e (237)

              As a final remark we mention that not only the exponential transform (ie theexponential of the double Cauchy transform (29)) but also the exponential of theone variable Cauchy transform (28) can be viewed as (part of) a section of a linebundle In fact taking f z D 1 in (232) gives hz D C˝z for z 2 ˝e andreplacing Nz by Sz on ˝ renders (232) on the form

              eSz egz D eC˝z (238)

              which by analytic continuation holds for z in a neighborhood of ˝ In (238) egz

              is just some non-vanishing holomorphic function in ˝ which we do not care muchabout while eC˝z is holomorphic and non-vanishing in ˝e regular at infinity andtaking the value one there

              Now we may view eSz as the transition function for a line bundle on P thenhaving Chern class zero It follows that there is a unique holomorphic cross sectionof that bundle which takes the value one at infinity And (238) says that therestriction to ˝e of that section is exactly the exponential of the Cauchy transformof ˝ In summary

              Proposition 21 With ˝ real analytic eSz defines a holomorphic line bundle onP with Chern class zero Its unique non-vanishing holomorphic section which takesthe value one at infinity is represented in ˝e by eC˝z

              Chapter 3Hilbert Space Factorization

              Abstract The positivity properties of the exponential transform define in a canon-ical way a Hilbert space H ˝ and a (co)hyponormal operator acting on it suchthat the exponential transform itself appears as a polarized compressed resolvent ofthis operator There are many variants of this procedure but they are all equivalentHistorically the process actually went in the opposite direction starting with anabstract Hilbert space and hyponormal operator with rank one self-commutatorthe exponential transform arose as a natural characteristic function obtained asthe determinant of the multiplicative commutator of the resolvent If one considersH ˝ as a function space the analytic functions in it are very weak ie have asmall norm and for a special class of domains the quadrature domains the analyticsubspace Ha˝ even collapses to a finite dimensional space Some more generalkinds of quadrature domains are discussed in terms of analytic functionals and wealso show that some integral operators based on the exponential transform can beinterpreted in terms of Silva-Koumlthe-Grothendieck duality

              31 Definitions and Generalities

              In the sequel we assume that Hzw is integrable

              jHzwjdAzdAw lt 1 (31)

              We do not know whether this always holds but as shown in [39] (appendix there) itholds at least when ˝ is Lipschitz in particular when it is piece-wise real analyticIf ˝ is fully real analytic one even has

              jHzwj2dAzdAw lt 1 (32)

              see again [39]In view of the positivity properties proved in Sect 23 one can define a positive

              semi-definite Hermitian form on the set DC of smooth test functions with compact

              copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_3

              23

              24 3 Hilbert Space Factorization

              support in C by

              h f gi D 1

              2

              ZC

              ZC

              1 EzwNf zgwdAzdAw (33)

              D 1

              42

              ZC

              ZC

              1 Ezwd f zdzdgwdw f g 2 DC

              We are following [38 39] here Several other choices of inner product are in usesee [74 77] as well as Sects 34 and 37 below

              The second expression above indicates that it is natural to consider fdz and gdzas differential forms and as such they need not have compact support it is enoughthat they are smooth also at infinity (ie smooth on all P) Upon partial integrationthe above formula becomes

              h f gi D 1

              2

              Hzwf zgwdAzdAw (34)

              hence h f gi depends only on the values of f and g in ˝ By (31) all functionsf g 2 L1˝ can be allowed in (34) and we have the estimate

              jj f jj Cjj f jj1˝ (35)

              where jj f jj2 D h f f i Also distributions and analytic functionals with compactsupport in ˝ can be allowed in (34)

              Despite Hzw being positive definite there are functions f 2 L1˝ for whichjj f jj D 0 for example any function of the form f D N with a test function withcompact support in ˝ Therefore to produce a Hilbert space having h i as innerproduct one first has to form a quotient space modulo the null vectors and thentake the completion of this The resulting Hilbert space will be denoted H ˝ It isalways infinite dimensional and separable When necessary we will write the innerproduct defined by (34) as h f gi D h f giH ˝ and similarly for the norm

              The construction above gives a natural map taking functions to their equivalenceclasses

              ˛ W L1˝ H ˝ (36)

              This map has (by definition) dense range but is not injective If ˝ is analytic sothat (32) holds (henceforth assumed) ˛ extends to

              ˛ W L2˝ H ˝

              The adjoint operator ˛0 goes the opposite way between the dual spaces

              ˛0 W H ˝0 L2˝0

              and is automatically injective (because ˛ has dense range)

              31 Definitions and Generalities 25

              Keeping the assumption (32) the adjoint map ˛0 has some concrete manifesta-tions For example representing functionals in the above Hilbert spaces by innerproducts it gives rise to a map

              ˇ W H ˝ L2˝

              which is bounded and injective Precomposing it with ˛ gives the operator

              H D ˇ ı ˛ W L2˝ L2˝

              We name it H because it has an explicit presentation as an integral operator withkernel Hzw

              Hf w D 1

              Hzwf zdAz w 2 ˝ f 2 L2˝ (37)

              By construction Hf only depends on the equivalence class of f 2 L2˝ in H ˝ie on ˛ f and we have

              h˛ f ˛giH ˝ D f HgL2˝ f g 2 L2˝ (38)

              It follows that H is a positive operator and it is also seen that its range consists onlyof anti-analytic functions in particular it is far from being surjective The norm ofH D ˇ ı ˛ as an operator is bounded above by jjHjjL2˝˝ and it also follows thatjj˛jj D jjˇjj pjjHjjL2˝˝

              As indicated in Remark 21 the one-to-one image of H ˝ under the map ˇis if the inner product in H ˝ is kept in ˇH ˝ a reproducing kernel Hilbertspace of anti-analytic functions having Hzw as the reproducing kernel

              Expanding (212) for large z and w gives

              1 Ezw D 1

              2

              Xkj0

              Hu vuk Nvj

              zkC1 NwjC1 dAudAv

              DXkj0

              hzk zjiH ˝

              zkC1 NwjC1

              Since on the other hand

              1 Ezw D 1 expΠ1

              dA

              z N Nw

              D 1 expŒXkj0

              zk zjL2˝

              zkC1 NwjC1 D 1 expŒXkj0

              Mkj

              zkC1 NwjC1

              26 3 Hilbert Space Factorization

              this confirms that the exponential moments defined by (217) make up the Grammatrix for the monomials in H ˝

              Bkj D hzk zjiH ˝

              For future needs we record here the following consequence of (231)

              hh 1iH ˝ D 1

              hdA h 2 H ˝ (39)

              Strictly speaking the left member here should have been written h˛h ˛1i butquite often we will consider ˛ as an identification map and suppress it from notationThe equivalence class in H ˝ of the constant function one will have a special rolelater on and we write it in bold ˛1 D 1

              32 Restrictions and Extensions

              The operator ˛ has a very big kernel and therefore it is not reasonable to considerH ˝ as a function space However the operator ˇ canonically embeds H ˝

              in a space of anti-analytic functions in ˝ and as we shall see in Sect 36 formost choices of ˝ the map ˛ embeds the functions analytic in a neighborhood of˝ in a dense subspace of H ˝ However the norm in H ˝ is much weakerthan traditional norms on spaces of analytic functions and there will usually be nocontinuous point evaluations for example

              A sign that H ˝ is not a good function space is that on considering aninclusion pair ˝1 ˝2 there is no continuous restriction operator H ˝2 H ˝1

              Example 31 Consider the inclusion D1 1 D 2 where 0 lt lt 1 Ingeneral if f is analytic and bounded in DaR we have (writing just f in placeof ˛ f ) jj f jjH DaR D Rj f aj Here we used Example 21 and the mean-valueproperty of analytic functions Thus for fnz D zn

              jj fnjjH D11 D 1 jj fnjjH D2 D 2n

              hence there is no constant C lt 1 such that jj fnjjH D11 Cjj fnjjH D2 for alln So at least the most naive way of trying to define a bounded restriction operatorH D 2 H D1 1 does not work

              On the other hand it is possible to define extension operators with bounded norm(actually norm one) In fact if ˝1 ˝2 and f 2 L1˝1 then on extending f byzero on ˝2 n˝1 we have

              jj f jjH ˝2 jj f jjH ˝1

              33 Linear Operators on H ˝ 27

              This is an immediate consequence of (213) and iv of Lemma 23 the latter appliedto 1 E˝2n˝1

              33 Linear Operators onH ˝

              Let Z be the ldquoshiftrdquo operator ie multiplication by the independent variable z onH ˝

              Z W H ˝ H ˝ Zf z D zf z (310)

              This is a bounded linear operator in fact its norm is

              jjZjj D supfjzj W z 2 ˝gHere the upper bound (ie the inequality ) follows from i of Lemma 24 whichimmediately gives the desired inequalityZ˝

              Hzwzf zwf wdAzdAw R2Z˝

              Hzwf zf wdAzdAw

              The lower bound follows by choosing f to have all its support close to a point z 2 ˝at which jzj nearly equals its supremum For example if Da ˝ then f DDa gives jj f jj D 2

              pHa a jjZf jj D a2

              pHa a

              If ˝ D0 r D then the inverse Z1f z D 1z f z exists and has norm

              jjZ1jj 1r by ii of Lemma 24 It is easy to see that equality holds if r is chosen

              largest possible hence jjZ1jj D 1=dist0˝ More generally if a hellip clos˝ thenZ a1 exists and has norm 1=dist a˝ Thus denoting by Z the spectrumof Z we have Z clos˝ In fact equality holds

              Z D clos˝ (311)

              By Z we denote the operator

              Zf z D Nzf z (312)

              by Z the adjoint of Z and by C the Cauchy transform considered as a linearoperator H ˝ H ˝

              Cgz D Cgz D 1

              gdA

              z z 2 ˝ (313)

              Finally 1 ˝ 1 denotes the operator

              1 ˝ 1 W h 7 hh 1i1

              28 3 Hilbert Space Factorization

              which is a positive multiple of the orthogonal projection onto the one-dimensionalsubspace spanned by 1 (the function identically equal to one)

              Proposition 31 The so defined operators are bounded on H ˝ and are relatedby

              Z D Z C C (314)

              ŒZC D 1 ˝ 1

              ŒZZ D 1 ˝ 1 (315)

              In particular Z is cohyponormal ie ŒZZ 0

              Proof Using partial integration with respect to w plus the Riemann-Hilbert rela-tion (228) we have

              hzf z gzi h f z Nzgzi D 1

              2

              Hzwz wf zgwdAzdAw

              D 1

              2

              Hzwz wf z

              wCgwdAzdAw

              D 1

              2i2

              Hzwz wf zCgwd NwdAzC

              C 1

              2

              Hzwf zCgwdAzdAw

              D 1

              2

              Gzwf zCgwd NwdAzC h f zCgzi

              Here the boundary integral in the first term vanishes because the integrand is anti-analytic with respect to w in ˝e and tends to zero as 1=jwj2 when jwj 1 inview of the asymptotics of Gzw (see (230)) and Cgw Thus we end up with theidentity

              hzf z gzi D h f z Nzgzi C h f zCgzi (316)

              This says that

              hZf gi D h f Z C Cgi

              ie we have proved (314) and thereby also that C is bounded (since Z obviouslyis bounded like Z) We emphasize that we did not use the definition of Hzw

              33 Linear Operators on H ˝ 29

              directly in the above computation only its property of being part of a section (anti-holomorphic section with respect to w to be precise) vanishing at infinity of a certainline bundle equivalently the solution of a Riemann-Hilbert problem

              Next we compute the commutator ŒZC D ZC CZ

              ŒZC f z D z 1

              f dA

              z 1

              f dA

              z

              D 1

              zf dA

              zD 1

              fdA D h f 1i 1 D 1 ˝ 1f z

              Since obviously ŒZZ D 0 the remaining statements of the proposition now followExpressing the exponential and Cauchy transforms in terms of the above

              operators we have for all zw 2 C

              1 E˝zw D hZ z11 Z w11i (317)

              C˝z D hZ z11 1i (318)

              These relations follow immediately from (212) (236) and the definition (34) ofthe inner product We may also identify the Cauchy kernel itself as an element inH ˝ as

              kz D Z z11 (319)

              The exponential moments appear are

              Bkj D hZk1Zj1i

              We mention next a determinantal formula for E˝zw in terms of Z

              E˝zw D detZ NwZ zZ Nw1Z z1 (320)

              valid for zw 2 ˝e This is proved in the same way as a similar formula inAppendix A namely by switching the first two factors and using that ŒZ zZ Nw D ŒZZ D 1 ˝ 1 which is a rank one projection Then the determinant comesout to be 1 hZ z11 Z w11i which is Ezw The determinant existsbecause it is of the form detI C K with K a trace-class operator and then thedefinition of the determinant reads

              detI C K D expŒtr logI C K D expŒtr1X

              jD1

              1 j1

              jKj

              30 3 Hilbert Space Factorization

              In our case the operator K has finite rank (rank one) and in such cases the productrule detAB D det A det B holds for determinants as above This gives thecomplementary formula

              1

              E˝zwD detZ zZ NwZ z1Z Nw1 (321)

              D 1C hZ Nw11 Z Nz11i

              34 A Functional Model for Hyponormal Operators

              The operator Z used above is cohyponormal but it is actually more common towork with models which involve hyponormal operators (see Appendix A and [74]in general for such operators) By minor modifications of the previous definitionsone easily arrives at the standard hyponormal operator T in this context The innerproduct is first to be modified to be

              hh f gii D 1

              2

              ZC

              ZC

              1 Ew zf zgwdAzdAw (322)

              D 1

              2

              Hw zf zgwdAzdAw D hNf NgiH ˝

              This gives rise to a Hilbert space which is equivalent to H ˝ in the sense thatconjugation f 7 Nf is an R-linear isometry between the two spaces In the newHilbert space we define the shifts Z Z and the Cauchy transform C as before by theformulas (310) (312) (313) and in addition we set

              Cf z D 1

              f dAN Nz z 2 ˝

              ie Cf D CNf Then it is straight-forward to check that

              hhZ C Cf gii D hh f Zgii

              This means that on defining an operator T by

              T D Z C C

              its adjoint with respect to the new inner product is

              T D Z

              35 Summary in Abstract Setting 31

              In addition one gets

              ŒTT D 1 ˝ 1

              in particular T is hyponormal The relations to the Cauchy and exponential transformare

              1 E˝zw D hhT Nw11 T Nz11ii (323)

              C˝z D hh1T Nz11ii

              the exponential moments appear as

              Bkj D hhTj1Tk1ii

              and the formula corresponding to (321) becomes

              1

              E˝zwD detT NwT zT Nw1T z1 (324)

              D 1C hhT z11 T w11ii

              for zw 2 ˝e See Appendix A for more details and references

              35 Summary in Abstract Setting

              For future needs we summarize the two functional models used so far with innerproducts connected by (322) in terms of an abstract Hilbert space H with a specialvector 0 curren 2 H as follows (this is the abstract version of 1) We work eitherwith a cohyponormal operator A (replacing Z) in H satisfying

              ŒAA D ˝

              or a hyponormal operator T satisfying

              ŒTT D ˝

              In either case it is assumed that the corresponding principal function (see [74]) isof the form g D ˙˝ (minus sign in the cohyponormal case) where ˝ C is abounded open set Using h i for the inner product in whatever case we are workingwith we have the basic relationships to the Cauchy and exponential transforms and

              32 3 Hilbert Space Factorization

              exponential moments given by

              1 E˝zw D hA z1 A w1iC˝z D hA z1 i

              Bkj D hAkAji

              respectively

              1 E˝zw D hT Nw1 T Nz1iC˝z D hT Nz1i

              Bkj D hTjTk

              i

              In addition we have the determinantal formulas

              E˝zw D detA NwA zA Nw1A z1

              D detT zT NwT z1T Nw1

              1

              E˝zwD detA zA NwA z1A Nw1

              D detT NwT zT Nw1T z1

              36 The Analytic SubspaceHa˝

              For any set E C we define

              OE D f(germs of) functions holomorphic in some open set containing Eg

              with the qualification that two such functions which agree on some neighborhoodof E shall be identified The analytic subspace of Ha˝ of H ˝ may be definedas

              Ha˝ D closH ˝˛O˝

              The Cauchy kernel kz D 1z clearly is in O˝ hence can be considered as

              an element of Ha˝ whenever z 2 ˝e The same for all polynomials Whenrestricting to O˝ the map ˛ is in most cases injective (namely when ˝ is not aquadrature domain see Theorem 31 below) therefore it is reasonable to write justf in place of ˛ f when f is analytic

              36 The Analytic Subspace Ha˝ 33

              For f g 2 O˝ the inner product can be written as a boundary integral

              h f gi D 1

              42

              1 Ezwf zgwdzd Nw f g 2 O˝ (325)

              This agrees with what is obtained from analytic functional calculus namely onwriting

              f Z D 1

              2i

              If zZ z1 dz

              where the path of integration surrounds the spectrum of Z ie the closure of ˝ Inserting (317) into (325) gives

              h f gi D h f Z1 gZ1i f g 2 O˝

              Translating this into a formula for T D Z and the inner product (322) gives

              hh f ı conj g ı conjii D hh f T1 gT1ii f g 2 Oconj˝

              where conj means conjugation for example f ı conjz D f Nz Thus in the leftmember one takes the inner product between anti-analytic functions in ˝ For Titself one gets a nicer inner product which is used in the analytic functional modelof J Pincus D Xia JB Xia [77 111] (see also Sect 37 below) It is defined by

              h f giPXX D hh f T1 gT1ii D (326)

              D 1

              42

              1

              Ezw 1f zgwdzd Nw f g 2 O˝

              where the second equality is a consequence of (324)We finally remark that the ordinary Bergman inner product can be written on the

              same form as (325)

              f gL2˝ D 1

              42

              C˝zwf zgwdzd Nw f g 2 O˝ (327)

              This follows by transforming the boundary integrals to area integrals andusing (210) If we rewrite (325) as

              h f giHa˝ D 1

              42

              eC˝zwf zgwdzd Nw f g 2 O˝ (328)

              we see that the difference between the two inner product just amounts to anexponentiation of the weight function This is the same relation as in (217) The

              34 3 Hilbert Space Factorization

              analytic model of Pincus-Xia-Xia can also be put into such a form by writing (326)as

              h f giPXX D 1

              42

              eC˝zwf zgwdzd Nw f g 2 O˝ (329)

              Here one has to be careful to approach the contour of integration ˝ from outside(the cases (327) and (328) are less sensitive) This is because eC˝zw D 1=Ezw(analytically continued across ˝ as 1=Fzw) has a pole at z D w 2 ˝ and themain contribution to the integral actually comes from the residue at this pole Seemore precisely Sect 37

              The above three inner products are quite different (327) is exactly the Bergmanspace inner product (ie L2 with respect to area measure) (329) is similar tothe HardySmirnovSzegouml space inner product (L2 with respect to arc length)while (328) gives the rather brittle space Ha˝

              37 The Analytic Model

              We have seen that the auxiliary Hilbert space H ˝ provides a natural diagonal-ization of the cohyponormal operators Z and T Here we shall see in some moredetail how the analytic model of Pincus-Xia-Xia [77] diagonalizes directly T on theHardy space of ˝ with the price of an inner space distortion

              We assume that the boundary ˝ is smooth and real analytic and recall (seeremarks before Theorem 21) that this means that Ezw analytically extends fromthe exterior across ˝ and we also know that this analytic continuation which wedenote Fzw as before satisfies

              F D 0 zF curren 0 2 ˝

              The partial derivative appearing here may by identified in terms of the functionsGzw and Gzw in (23) (24) as

              zF D G D G 2 ˝ (330)

              Let T be the irreducible hyponormal operator with rank-one self-commutatorhaving the characteristic function of ˝ as principal function and let bea collection of Jordan arcs in C n ˝ which are homologous to ˝ We maywork in the functional model H ˝ or in an abstract setting (Sect 35) therewill only be notational differences In notations of Sect 35 the determinantalidentity (324) together with Riesz functional calculus gives the Pincus-Xia-Xia

              38 A Formal Comparison to Quantum Field Theory 35

              inner product as

              h f giPXX D h f T gTi D 1

              42

              Z

              Z

              f zgw

              Ezwdzdw

              for any germs of analytic functions f g 2 O˝Fix the system of curves but deform to ˝ so that Ezw curren 0 for z 2

              and w 2 In this case Eww D 0 but in terms the analytic continuation Fzwof Ezw the function z 7 1=Fzw has just a simple pole at z D w 2 ˝ Theresidue there equals 1=zFww D 1=Gww (recall (330)) Denoting by asystem of curves homologous to but located just inside ˝ the residue theoremtherefore yields

              1

              42

              Z

              Z

              f zgw

              Fzwdzdw D 1

              2i

              Z

              f wgwd Nw

              Gww

              It is easy to see that d NwiGww is positive and hence equal to jdw

              jGwwj so all is all wehave for the squared norm

              k f Tk2 D 1

              2

              Z

              j f j2 jdjjG j C 1

              42

              Z

              Z

              f zf w

              Fzwdzdw

              Let H2˝ denote the Hardy space associated to the domain ˝ that is theclosure of O˝ in L2˝ jdzj The above integral decomposition implies that thenorm in the ldquoexoticrdquo space Ha˝ has the structure

              k f Tk2 D hN C Kf f i2˝

              where N is an invertible normal operator and K is a compact operator The strictpositivity of the norm k f Tk implies then that the Hardy space operator N C K DA is self-adjoint positive and invertible Hence

              k f TkH ˝ D kpAf k2˝

              38 A Formal Comparison to Quantum Field Theory

              A first remark is that the notation 1˝ 1 (or ˝ ) used for an operator for examplein (315) actually involves some misuse of notation since one of the functions 1 isto be considered as an element of the dual space (ie is a functional) In P Diracrsquosbra-[c]-ket notation used in quantum mechanics (ji for vectors hj for covectors)the same object would have been denoted j1i ˝ h1j taking into account also that

              36 3 Hilbert Space Factorization

              in quantum mechanics one puts the conjugation on the lefthand factor in innerproducts

              Staying within quantum theory Eq (315) is somewhat reminiscent of thecommutation relation for the annihilation and creation operators A and A sayin quantum field theory (see [31 97] for example) In that theory the right memberwould be the identity operator however which using Diracrsquos notation becomes

              ŒAA D1X

              jD0j ji ˝ h jj (331)

              where f jg is an arbitrary orthonormal basis for the Hilbert space used Thus theannihilation operator is also cohyponormal but is necessarily unbounded Oneadvantage with our rank one self-commutator cohyponormal operator Z is that itis bounded

              The inner product in Ha˝ gives when written on the form (328) someassociations to Feynman path integrals in quantum field theory Such integrals alsorepresent inner products interpreted as probability amplitudes for transitions forexample the probability h f tf j i tii that a quantum system initially at time ti in astate j i tii will at a later (final) time tf be observed to be in a state j f tf i Such anintegral may look like

              h f tf j i tii DZ

              DŒ˚eiSŒ˚ (332)

              where ˚ runs over paths in a configuration space SŒ˚ D Rd4xL Œ˚ denotes

              the action along the path ˚ here with L the Lagrangian in a four space-timedimensional context The integration is performed over all possible paths joiningthe given initial and final states with integration measure denoted DŒ˚ See[23 31 62 84 97] for example In string theory and conformal field theory theaction may be a pure Dirichlet integral in two dimensions see [78]

              If we compare with the inner product (328) for Ha˝ we see that the doubleCauchy transform C˝zw will have the role of being the action (up to a constantfactor) This is completely natural since C˝zw easily can be written as a Dirichletintegral and be interpreted as an energy (mutual energy actually for z curren w) Theclassical action has dimension energy time (the same as Planckrsquos constant bdquo) butwe have constants to play with The main difference however is that the classicalaction is a real-valued function so that the exponent iSŒ˚ is purely imaginarywhile our C˝zw is truly complex-valued On the other hand inserting Planckrsquosconstant the exponential in (332) becomes i

              bdquo SŒ˚ and in some contexts bdquo is allowedto take complex values or at least to approach the classical limit bdquo 0 throughcomplex values (cf [97] Sect 1424) One may alternatively compare (328) withthe partition function in quantum statistical mechanics which is similar to theFeynman integral but having a purely real exponential factor

              39 Silva-Koumlthe-Grothendieck Duality 37

              The two functions f and g in (328) correspond to the states j i tii and j f tf ieven though these are invisible in the right member of (332) They are hidden inthe boundary conditions for the integral but can be restored explicitly as is doneeg in [84] Chaps 5 and 9 One may also represent the time evolution from ti to tfexplicitly by inserting the appropriate unitary operator say eitf ti OH if the systemis governed by a time-independent Hamiltonian operator OH Then the left memberof (332) turns into h f jeitf ti OHj ii0 the subscript zero indicating that we nowhave a different inner product In our context this step could be compared with theinsertion of the operator H in (37) giving an L2-inner product

              The difficulty with Feynman integrals is that the integration is taken over aninfinite dimensional space of functions ˚ In practice one has to resort to finitedimensional approximations or perhaps to restrict to a class of functions dependingon finitely many parameters The latter is exactly what is the case in our innerproduct (328) where essentially only the functions

              ˚ D log z 2 ˝

              parametrized by z 2 ˝ appear after having written the integral as a Dirichletintegral The differential DŒ˚ reduces to just dz d Nw with integration along ˝˝

              So without claiming any deeper connections we can at least say that there aresome formal similarities between the inner product in Ha˝ and Feynman pathintegrals

              39 Silva-Koumlthe-Grothendieck Duality

              For some further representations of the inner product we introduce the integraloperator G with kernel Gzw

              Gf w D 1

              Gzwf zdAz w 2 ˝e f 2 O˝ (333)

              This operator takes any f 2 O˝ to an anti-analytic function Gf in ˝e vanishingat infinity This means that Gf 2 O˝e0 where O˝e0 denotes the space offunctions holomorphic in ˝e D P n ˝ and vanishing at infinity Recall next thatthere is a natural duality between O˝ and O˝e0 defined via the pairing

              f gduality D 1

              2i

              f zgzdz f 2 O˝ g 2 O˝e0 (334)

              which has been studied in depth by Silva [98] Koumlthe [66] Grothendieck [30] Tomake (334) more invariant one could view it as a pairing between the one-form fdzand the function g In any case f is holomorphic in some neighborhood of ˝ and

              38 3 Hilbert Space Factorization

              the integral should be moved slightly into ˝e to make sense The duality statementis that f gduality is a nondegenerate pairing between O˝ and O˝e0 whichexhibits each of these spaces as the dual space of the other

              By the definition (23) of the kernel Gzw we may write (333) as

              Gf w D 1

              2i

              dEzwf zdz D 1

              2i

              Fzwf zdz

              On using (325) this gives a representation of the inner product in Ha˝ as

              h f giHa˝ D 1

              2i

              Gf wgwd Nw D 1

              2i

              f zGgzdz

              Thus in terms of the Silva-Koumlthe-Grothendieck pairing

              h f giHa˝ D f Ggduality (335)

              A special consequence of (335) is that Gf only depends on the equivalence class off in Ha˝ and then that the map Ha˝ O˝e0 f 7 Gf is injective Therepresentation (335) may be compared with (38) which we may write simply as

              h f giHa˝ D Hf gL2˝ D f HgL2˝ f g 2 L2˝

              Example 32 Taking f D 1 in (333) gives using (237)

              G1w D C˝w w 2 ˝e

              Compare with the identity obtained from (231)

              H1 D 1

              Let now fpng (n D 0 1 2 ) be an orthonormal basis of Ha˝ so thathpk pji D ıkj Then using the above operator G we obtain a basis which is dualto fpng with respect to the pairing duality in (334) by setting

              qn D Gpn (336)

              Thus the qn are analytic functions in P n˝ vanishing at infinity and satisfying

              1

              2i

              pkzqjzdz D ıkj

              The minus sign can be avoided by replacing ˝ by P n˝

              39 Silva-Koumlthe-Grothendieck Duality 39

              This dual basis fqng can also be identified as the Fourier coefficients of theCauchy kernel

              kz D 1

              z 2 ˝

              where z 2 ˝e is to be regarded as a parameter Indeed these Fourier coefficients are

              hkz pni D k Gpnduality D kz qnduality

              D 1

              2i

              ZPn˝

              1

              zqnd D qnz

              So

              kz D1X

              nD0qnz pn

              which is an identity in Ha˝ It can be spelled out as

              1

              zD

              1XnD0

              pnqnz 2 ˝ (337)

              but then one has to be careful to notice that it only means that the differencebetween the right and left members has Ha˝-norm zero It is completely safeto insert (337) into (212) This gives for zw 2 ˝e

              1 Ezw D h 1

              z

              1

              wi D

              1XnD0

              qnzqnw (338)

              So far we have not assumed anything about fpng besides it being an orthonormalbasis Later on we shall work with orthonormal polynomials (pn a polynomial ofdegree n) but if we for now just assume that p0 is a constant function more precisely

              p0 Dr

              j˝j 1

              then we find that the first dual basis vector is essentially the Cauchy transform

              C˝z D h 1

              z 1i D

              rj˝j

              q0z (339)

              One may think of the two sides of (337) as representing the identity operator inHa˝ in two different ways with respect to the duality (334) The left member

              40 3 Hilbert Space Factorization

              is the Cauchy kernel which reproduces functions in Ha˝ by the Cauchy integralwhile the right member represents the identity as

              Ppn ˝ qn where fpng is a basis

              and fqng the corresponding dual basis (compare the right member in (331))Another representation of the identity in terms of the inner product in the Hilbert

              space itself isP

              pn ˝ Npn In the pointwise picture this spells out to

              1XnD0

              pnpnz z 2 ˝ (340)

              However here there is no pointwise convergence If Ha˝ were a Hilbert spacewhich had continuous point evaluations the sum would converge to the reproducingkernel for the space but as is clear from previous discussions there are rarely anycontinuous point evaluations in Ha˝ This can be further confirmed by examplesIn Sect 72 the elements of Ha˝ are explicitly characterized in terms of powerseries in the case that ˝ is an annulus And many of these series turn out to be justformal power series having no convergence region at all This applies in particularto (340) (no convergence region)

              310 Quadrature Domains

              We single out in the present section a family of domains which are exceptionalfor Ha˝ This is the class of (finite) quadrature domains also called finitelydetermined domains [79] or algebraic domains [107] A few general references are[1 46 89 101] here we give just a short summary of some basic properties Theoriginal definition used in [1] says that a bounded domain ˝ C is a quadraturedomain if there exist finitely many points ak 2 ˝ and coefficients ckj 2 C such that

              1

              h dA DmX

              kD1

              nk1XjD0

              ckjhjak (341)

              for every function h which is analytic and integrable in ˝ If ˝ is just a boundedopen set which satisfies the same requirements we will still call it a quadraturedomain

              Below is a list of equivalent requirements for a domain or open set to be aquadrature domain Strictly speaking the last two items iiindashiv are like theexponential transform itself insensitive for changes of ˝ by nullsets but onemay achieve equivalence in the pointwise sense by requiring that the domain ˝considered is complete with respect to area measure

              i The exterior Cauchy transform is a rational function ie there exists a rationalfunction Rz such that

              C˝z D Rz for all z 2 C n˝ (342)

              310 Quadrature Domains 41

              ii There exists a meromorphic function Sz in ˝ extending continuously to ˝with

              Sz D Nz for z 2 ˝ (343)

              This function Sz will be the Schwarz function (220) of ˝ [16 101]iii The exponential transform E˝zw is for zw large a rational function of the

              form

              E˝zw D Qz NwPzPw

              (344)

              where P and Q are polynomials in one and two variables respectivelyiv For some positive integer d there holds

              detBkj0kjd D 0

              Basic references for iiindashiv are [79ndash81] When the above conditions hold thenthe minimum possible number d in iv) the degree of P in iii and the numberof poles (counting multiplicities) of Sz in ˝ all coincide with the order of thequadrature domain ie the number d D Pm

              kD1 nk in (341) For Q see moreprecisely below

              If ˝ is connected and simply connected the above conditions indashiv are alsoequivalent to that any conformal map f W D ˝ is a rational function Thisstatement can be generalized to multiply connected domains in various ways seeeg [32 112]

              Quadrature domains play a special role for the space H ˝ eg they make theanalytic part Ha˝ to collapse almost completely For non-quadrature domains theanalytic functions are dense in H ˝ but they still make up a rather brittle part ofthe space and there are usually no continuous point evaluations for these analyticfunctions (an example is given in Sect 72) The following theorem makes some ofthe above statements precise

              Theorem 31 If ˝ is a not quadrature domain then the restriction of the map ˛ toO˝

              ˛jO˝ W O˝ H ˝

              is injective and has dense range In particular Ha˝ D H ˝If on the other hand ˝ is a quadrature domain then ˛jO˝ is neither injective

              nor has dense range Indeed the range is finite dimensional

              dimHa˝ D d

              where d is the order of the quadrature domain

              42 3 Hilbert Space Factorization

              Proof For the first statement we shall prove that˝ is a quadrature domain whenever˛jO˝ fails either to be injective or to have dense range

              So assume that ˛jO˝ is not injective This means that h f f i D 0 for some

              f 2 O˝ n f0g Multiplication by any rational function with poles outside ˝ is acontinuous operator in the H ˝-norm (see more precisely beginning of Sect 33)hence it follows that for any fixed w hellip ˝ the function 1

              zw f z is zero as an elementof H ˝ Using (39) this gives that the exterior Cauchy transform of f vanishes

              0 D h f z

              z w 1i D 1

              f zdAz

              z w w hellip ˝

              Invoking now Lemma 25 where in the formula (232) the exterior Cauchytransform of f is denoted h it follows that there exists a holomorphic function gin ˝ such that

              Nzf zC gz D 0 z 2 ˝

              Thus Sz D gzf z is a meromorphic function in ˝ satisfying (343) Hence ˝ is a

              quadrature domain whenever ˛jO˝ is not injectiveNext assume that the range of ˛jO˝ is not dense in H ˝ By the Hahn-Banach

              theorem the representation (38) of functionals and the definition (37) of H thismeans that there exists an analytic function f D Hg in ˝ which is not identicallyzero but which annihilates the analytic functions in the sense that

              f zhzdAz D 0 for all h 2 O˝

              Choosing hz D 1zw w hellip ˝ this gives the same relation as above hence we

              conclude again that ˝ is a quadrature domainWhen ˝ is a quadrature domain the inner product evaluated on O˝ takes the

              form

              h f giHa˝ DX

              0kjd

              Hak ajck Ncjf akgaj (345)

              by (341) Here we have for notational convenience assumed that in (341) all themultiplicities nk equal one Thus the inner product only involves the values of thefunctions at d points and it follows that ˛O˝ has finite dimension equal to dand it then also coincides with its closure Ha˝

              311 Analytic Functionals 43

              311 Analytic Functionals

              More general notions of quadrature domains may be discussed in terms of analyticfunctionals see [5 60 61] for this concept in general From a different point of viewthe term hyperfunction is also used thinking then on the concept as a generalizationof that of a distribution An analytic functional in an open set D C is simply alinear continuous functional on OD when this space is provided with the topologyof uniform convergence on compact sets Thus we denote the space of analyticfunctionals in D by O 0D A compact subset K D is a carrier for 2 O 0D iffor any open set K D an estimate

              jhj c sup

              jhj h 2 OD (346)

              holds By definition of an analytic functional such a compact carrier always existsOn choosing h D kz D z1 one gets the natural definition of Cauchy

              transform of an analytic functional 2 O 0D namely

              Cz D 1kz z 2 Dc

              Similarly one can define the double Cauchy transform the exponential transformetc One may also consider analytic functionals with compact carriers in ˝ aselements in H ˝ on defining the inner product by

              h 13i D 1

              2z ˝ N13wHzw 13 2 O 0˝

              This gives a version of the map ˛ in (36) going as

              ˛ W O 0˝ H ˝

              It is enough to use test functions of the form h D kz in the definition of an analyticfunctional hence K is a carrier for 2 O 0D if and only if the Cauchy transformC has an analytic extension from C n D to C n K in the sense that there exists ananalytic function in CnK which agrees with C in CnD This makes it easy to handlecarriers For example one sees that the intersection between two convex carriers isagain a carrier This is because the complement of the union of the two convex setsis a connected neighborhood of infinity ensuring that the Cauchy transform extendsunambiguously to this set and then the Cauchy transform extends further to thecomplement of the intersection of the two convex sets by unique choice betweenthe two analytic continuation which exist by assumption As a consequence thereis always a unique minimal convex carrier See [61] Sect 47 for more details Arelated statement is that if there exists a carrier located on a straight line then thereis a carrier on this line which is the smallest of all carriers on the line see [60]Proposition 916

              44 3 Hilbert Space Factorization

              Now our main concern will be the analytic functional in the left memberof (341) or in view of (39) the functional represented by 1 2 H ˝

              h 7 hh 1i D 1

              h dA h 2 OD (347)

              In this case K D ˝ is obviously a carrier with c D =Area˝ for any ˝ If ˝ is a quadrature domain with nodes a1 am 2 ˝ then also K D fa1 amgis a carrier but in general with a larger c Any carrier contains a carrier which isminimal with respect to set inclusion but there are usually many different minimalcarriers as the intersection between two carriers need not itself be a carrier In thecase of a quadrature domain as above K D fa1 amg is certainly a minimalcarrier but even in this case there are many other minimal carriers eg obtained bysweeping the mass sitting at the quadrature nodes to a surrounding curve

              If the functional in (347) has a carrier K which is compactly contained in˝ (notonly in D) then ˝ is a ldquoquadrature domain in the wide senserdquo in the terminologyof Shapiro [101] In such a case there exists for any K a complex-valuedmeasure in such that

              1

              h dA DZ

              h d h 2 OD (348)

              One can think of as representing an element in O 0D or in H ˝ In the lattercase (348) says that

              1 D as elements in H ˝

              One cannot in general assert that the measure is real-valued (signed)when (348) holds and even less that it is positive unless one increases the supportconsiderably If in the case of a finite quadrature domain some of the nodes havecoefficients which are non-real then one need to connect them by curves in orderto support a real-valued representing distribution and then thicken the curve toget a real-valued measure which then still will be just a is signed measure Thereason one has to connect points is that complex coefficients mix the real andimaginary parts of an analytic test function and one need curves to resolve this seeExample 62 To get a positive representing measure (which amounts to being ableto choose c D =Area˝ in (346)) one may have to thicken the support quite alot But it is indeed always possible to find such a measure with compact supportin ˝ provided there is a compact carrier in ˝ at all see [26 48]

              The search for minimal carriers which support positive measures leads to thenotion of potential theoretic skeleton or mother body to be discussed in Chap 6An illustrative example is the half-disk

              ˝ D fz 2 C W jzj lt 1 Re z gt 0g

              311 Analytic Functionals 45

              By partial integration combined with analytic continuation the Schwarz functionsof the two boundary arcs one easily writes (348) on the specific form

              1

              h dA DZ

              h d

              for any curve ˝ joining the points ˙i 2 ˝ Here D is a complex-valued measure on obtained from the jump ŒSz across between the twoSchwarz functions (precisely d D 1

              i ŒSz dz along ) Thus any such curve isa carrier for M in fact a minimal carrier One can also choose to be a real-valueddistribution of order one on

              So there are very many minimal carriers Taking the intersection of the convexhulls of them gives the unique minimal convex carrier namely the vertical segmentŒiCi This will however not be of much interest in connection with our mainproblem later on namely zeros of orthogonal polynomials What will be of moreinterest is that among all the above carriers there is a unique one which supportsa real-valued measure in fact a positive measure This is computed explicitly inSect 76 and found to agree quite well with our computational findings on locationsof zeros

              Chapter 4Exponential Orthogonal Polynomials

              Abstract This chapter contains some initial results obtained by direct or classicalmethods on the zeros of the exponential orthogonal polynomials For examplewe estimate the decay of coefficients of orthogonal expansion by using a result ofJL Walsh and we prove that the zeros always stay in the convex hull of the closureof the domain In addition we identify the zeros as also being eigenvalues of theappropriate Hessenberg matrices and we elaborate this connection further in thecase of quadrature domains

              41 Orthogonal Expansions

              If˝ is not a quadrature domain then the monomials f1 z z2 g are linearly inde-pendent in Ha˝ We shall consider the result of orthogonalizing this sequenceThe nth monic orthogonal polynomial which also can be characterized as the nthmonic polynomial of minimum norm will be denoted

              Pnz D zn C terms of lower degree D ˘ njD1z zj (41)

              z1 zn being the zeros of Pn Strictly speaking one should write zn1 znn The

              corresponding normalized polynomial is

              pnz D nzn C terms of lower degree n gt 0 (42)

              The counting measure is

              13n D 1

              n

              nXjD1

              ızj (43)

              We shall also use the notation

              Vn D VPn D fzn1 znn g (44)

              for this spectrum It is easy to see using (39) that z11 always is the center of massof ˝

              copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_4

              47

              48 4 Exponential Orthogonal Polynomials

              As will become clear in Chap 5 the zero set Vn can also be characterized as thespectrum of the shift operator Z when this is truncated to the subspace of Ha˝

              generated by f1Z1Z21 Zn11g It is also the spectrum of certain a Hessenbergmatrix see Sect 43 below

              If ˝ is a quadrature domain of order d then 1 z zd1 are still linearlyindependent and can be orthonormalized Thus P0 Pd1 exist and are uniquelydetermined One can also define Pd namely as the unique monic polynomial ofdegree d with jjPdjj D 0 Thus Pd D 0 as an element of Ha˝ It is easy to seethat the zeros of Pd are exactly the quadrature nodes multiplicities counted

              As is clear from the above if˝ is a quadrature domain then CŒz is always densein Ha˝ independent of the topology of ˝ However if ˝ is not a quadraturedomain then CŒz is dense in Ha˝ only under some topological assumptionSince the norm of Ha˝ is weaker than most standard norms on analytic functionsit is enough to assume that ˝ is simply connected in order to ensure denseness ofthe polynomials On the other hand polynomials are not dense if ˝ is an annulussee Example 72

              For most of this chapter we assume that ˝ is simply connected Then CŒz isdense in Ha˝ so the polynomials pn (see (42)) make up an orthonormal basis inHa˝ (even in H ˝ if ˝ is not a quadrature domain) and any f 2 Ha˝ canbe expanded

              f D1X

              nD0cnpn

              with coefficients given by

              cn D h f pni

              where h f pni D h f pniH ˝ Of course we haveP jckj2 D jj f jj2 lt 1 but if f is

              analytic in a larger domain there are better estimates of the coefficientsLet

              g˝ez1 D log jzj C harmonic z 2 ˝e

              be Greenrsquos function of the exterior domain (or open set) with a pole at infinityand having boundary values zero on ˝ Assuming that f is analytic in someneighborhood of ˝ define R D R f gt 0 to be the largest number such that f isanalytic in Cnfz 2 ˝e W g˝ez1 gt log Rg ie such that f is analytic in the unionof ˝ with the bounded components of C n˝ and in the unbounded component ofC n˝ up to the level line g˝ez1 D log R of g˝e1 Then we have

              Proposition 41 With notations and assumptions as above

              lim supn1

              jh f pnij1=n 1

              R f

              41 Orthogonal Expansions 49

              Proof The theorem is an immediate consequence of a result by Walsh [108] onuniform approximation with f as in the theorem there exist polynomials Qn (bestuniform approximants) of degree n such that

              lim supn1

              jj f QnjjL1˝1=n 1

              R f

              The rest is easy in view of the estimate (35) Since h f pni D h f Pn1kD0 ckpk pni

              we have with Qn as above

              jh f pnij jj f n1XkD0

              ckpkjjH ˝ jjf Qn1jjH ˝ Cjj f Qn1jjL1˝

              This gives the assertion of the propositionRecall from (337) the expansion of the Cauchy kernel

              kz D 1

              zD

              1XnD0

              qnzpn (45)

              where the coefficients

              qnz D h 1

              z pni (46)

              make up the dual basis with respect to the Silva-Koumlthe-Grothendieck pairing Nowthe pn are orthonormal polynomials but this does not mean that the qnz arepolynomials In fact they cannot be since they tend to zero as z 1 but if ˝ is aquadrature domain they are at least rational functions

              Expanding (46) near infinity in z gives since pn is orthogonal to allpolynomials of degree lt n

              qnz D 1X

              kD0

              hk pnizkC1 D 1

              nznC1 C O1

              znC2 (47)

              As a side remark from

              pnz1

              zD pn pnz

              zC pn

              1

              z

              one gets the somewhat remarkable identity

              pnzqnz D h 1

              zpn pni

              which makes sense at least for z 2 ˝e

              50 4 Exponential Orthogonal Polynomials

              As an application of Proposition 41 we have since kz is analytic (as a functionof ) in all C n fzg that the radius of analyticity R f for f D kz with z in theunbounded component of ˝e is

              Rkz D expŒg˝ez1

              If˝ is a quadrature domain of order d then the dual basis qn in (46) can be madefairly explicit Indeed using (344) and (47) one concludes that the sum in (338) isfinite

              1 Ezw Dd1XnD0

              qnzqnw

              and more precisely is of the form

              1 Ezw Dd1XkD0

              Qkz

              Pz

              Qkw

              Pw (48)

              where Qk is a polynomial of degree k (exactly) and Pz D Pdz is the monicpolynomial with zeros in the quadrature nodes as in (344) Cf [37] where thesame expansion was derived in a slightly different manner

              In summary the dual basis is in the case of a quadrature domain given by qn D 0

              for n d and

              qnz D Qdn1zPz

              for 0 n lt d

              42 Zeros of Orthogonal Polynomials

              The most direct way of characterizing the set of zeros of the monic orthogonal poly-nomials Pn is perhaps via the minimization problem that it solves Parametrizing ageneral monic polynomial of degree n by its zeros a1 an 2 C and setting

              Ina1 an D jjnY

              kD1z akjj2

              D 1

              2

              HzwnY

              kD1z ak

              nYjD1 Nw Naj dAzdAw (49)

              42 Zeros of Orthogonal Polynomials 51

              we arrive at the problem

              mina1an2C Ina1 an (410)

              for which the unique solution is aj D znj (j D 1 n) up to a permutation Thevariational formulation of this problem says exactly that the minimizer Pnz DQn

              kD1z zk is orthogonal to all polynomials of lower degreeOne readily checks that Ina1 an is a plurisubharmonic function of the

              variables a1 an In fact computing derivatives gives that

              2

              akNajIna1 an D h

              QniD1z ai

              z ak

              QniD1z ai

              z aji

              from which

              nXkjD1

              2

              akNajIna1 ank

              Nj

              D hnY

              iD1z ai

              nXkD1

              k

              z ak

              nYiD1z ai

              nXjD1

              j

              z aji 0

              that is the complex Hessian matrix is positive semidefiniteThe above statements are true for general Hilbert space norms but what is special

              for the space Ha˝ is that the integral (49) in the definition of Ina1 an canmany times be pushed down to a smaller set For example whenever ˝ is smoothreal analytic it can be pushed down to a compact subset of˝ because the functionalh 7 hh 1i D 1

              R˝ h dA h 2 OD in (347) will then have a carrier which is

              compact in ˝ and when ˝ is a quadrature domain the integral can be representeddirectly on the quadrature nodes

              Unfortunately it seems still difficult to push these facts to any specific conclusionby using directly the minimization of (49) For example it is evident from theexample to be given in Sect 76 that the zeros will generally not go into the uniqueminimal convex carrier of the analytic functional (347) Compare discussions at theend of Sect 311 What we can prove is only that they go into the convex hull of thedomain itself

              Theorem 41 If ˝ is not a quadrature domain then

              Vn conv ˝ (411)

              for all n D 1 2 If ˝ is a quadrature domain of order d then (411) holds for1 n d

              52 4 Exponential Orthogonal Polynomials

              Proof Let D be a half plane containing˝ We need to show that Pn has no zeros inDe So to derive a contradiction assume that b 2 De is a zero of Pn and let a 2 Dbe the reflected point with respect to D Then za

              zb Pnz is a monic polynomial ofdegree n different from Pnz even as an element in Ha˝ Thus

              jjPnzjj lt jj z a

              z bPnzjj

              On the other hand when iii of Lemma 24 is expressed in terms of the H ˝

              norm it shows that

              jjPnzjj jj z a

              z bPnzjj

              This contradiction proves the theoremFurther results on the zeros of the orthogonal polynomials obtained by operator

              theoretic methods will be given in Chap 5 In particular Theorem 41 will beproved again at the end of Sect 51

              43 The Hessenberg Matrices

              The zeros z1 zn can be characterized as being the eigenvalues of variousmatrices associated to ˝ for example matrices for truncated shift operators whichwe here discuss briefly from the point of view of Hessenberg matrices in acohyponormal setting Further studies related to hyponormal operator theory willfollow in Chap 5

              We start from (42) and use again Z for the operator of multiplication by z inHa˝ Then

              Zpkz DnX

              jD0hZpk pjipjz D

              nXjD0

              bkjpjz D

              Dn1XjD0

              bkjpjzC bknpnz 0 k n 1

              where the coefficients bkj D hZpk pji vanish whenever k C 1 lt j because pj isorthogonal to all polynomials of degree lt j Letting k run from zero to n 1 for a

              43 The Hessenberg Matrices 53

              given n this gives

              z

              0BBBBBBBBB

              p0zp1zp2z

              pn1z

              1CCCCCCCCCA

              D

              0BBBBBBBBB

              b00 b01 0 0 0 0

              b10 b11 b12 0 0 0

              b20 b21 b22 b23 0 0

              0 0

              bn2n1 0

              bn10 bn11 bn12 bn13 bn1n1 bn1n

              1CCCCCCCCCA

              0BBBBBBBBBB

              p0zp1zp2zp3z

              pn1zpnz

              1CCCCCCCCCCA

              D

              0BBBBB

              b00 b01 0 0 0

              b10 b11 b12 0 0

              b20 b21 b22 b23 0

              bn2n1

              bn10 bn11 bn12 bn13 bn1n1

              1CCCCCA

              0BBBBBBBB

              p0zp1zp2zp3z

              pn1z

              1CCCCCCCCA

              C pnz

              0BBBBBBBB

              0

              0

              0

              0

              bn1n

              1CCCCCCCCA

              The n n matrix in the last expression is a lower Hessenberg matrix Wenotice that each zero of pnz is an eigenvalue of it the corresponding eigenvectorbeing the column vector with entries p0z pn1z evaluated at that zero Thetranspose matrix which is an upper Hessenberg matrix has the same eigenvaluesand when extended to a full semi-infinite matrix call it M it becomes that matrixwhich represents the operator Z with respect to the basis fpng1

              nD0 in Ha˝ Thecommutation relation

              ŒMM D 1 ˝ 1 D

              0BBB

              0 0

              0 0 0

              0 0 0

              1CCCA

              then imposes stringent quadratic restrictions on the entries of MAs a preview of the coming examples and theoretical considerations we notice

              that a Jacobi-Toeplitz matrix (ie three constant diagonals clustered around themain diagonal) satisfies the above commutator requirement Specifically take a b carbitrary complex numbers and define

              M D

              0BBBBB

              a c 0 0

              b a c 0

              0 b a c0 0 b a

              1CCCCCA

              54 4 Exponential Orthogonal Polynomials

              or in a close form M D bS C aI C cS We denote by S the unilateral shift thatis the matrix with 1 under the main diagonal and zero elsewhere We know thatŒSS D e0 ˝ e0 hence the self-commutator of M becomes

              ŒMM D jcj2 jbj2e0 ˝ e0 D

              0BBB

              jcj2 jbj2 0 0 0 0 0

              0 0 0

              1CCCA

              44 The Matrix Model of Quadrature Domains

              The structure of the Hessenberg matrix touched in the last section is enhanced inthe case of a quadrature domain This topic was developed over two decades by theauthors and we only briefly comment below a few pertinent facts for the main bodyof these lecture notes Full details can be found in [40 80]

              Let ˝ be a bounded quadrature domain of order d and let Ha˝ denote thed-dimensional analytic subspace of H ˝ The position operator Z leaves Ha˝

              invariant and it is co-hyponormal on the larger Hilbert space H ˝ We considerthe scale of finite dimensional subspaces

              Kn D spanfZkHa˝ W 0 k ng D spanfZkZm1 W 0 k n m 0gIn view of the commutation relation

              ŒZZ D 1 ˝ 1

              the operator Z leaves every subspace Kn invariantWe decompose the full space H ˝ into the hilbertian orthogonal sum

              H ˝ D Ha˝˚ K1 K0˚ K2 K1˚ and accordingly Z inherits a block-matrix decomposition

              Z D

              0BBBBB

              Z0 A0 0 0

              0 Z1 A1 0

              0 0 Z2 A2

              0 0 0 Z3

              1CCCCCA

              The self-commutator identity yields

              ŒZkZk C AkA

              k Ak1Ak1 D 0 k 1

              44 The Matrix Model of Quadrature Domains 55

              and

              AkZkC1 D Z

              k Ak

              with the initial condition

              ŒZ0Z0 C A0A

              0 D 1 ˝ 1

              The invariance of the principal function to finite rank perturbations of Z impliesthat

              dimKnC1 Kn D dimHa˝

              and

              ker An D 0

              for all n 0 See [80] for detailsWe have the luxury to change the bases in the wandering spaces and identify them

              all with the same Hilbert space of dimension d Moreover in this identification wecan assume that all transforms An n 0 are positive Consequently we obtain thesimilarity relations

              ZkC1 D AkZkA1k k 0

              The factorization of the exponential transform attached to these data yields forlarge values of jzj jwj

              1 E˝zw D hZ z11 Z w11i D hZ0 z11 Z0 w11i

              Therefore the spectrum of the matrix Z0 coincides with the quadrature nodesmultiplicity included We read from here that the domain ˝ coincides modulofinitely many points to the super level set of the localized resolvent of Z0

              ˝ D fz 2 C W kZ0 z11k gt 1g

              Having the formula for the Cauchy transform of the uniform mass on ˝ embeddedinto the exponential transform factorization also gives a formula for the Schwarzfunction

              Sz D z hZ0 z11 1i C hZ z11 1i

              56 4 Exponential Orthogonal Polynomials

              In general when regarded as a rational function the localized resolvent of amatrix appearing in the above computations carries a special algebraic structure

              Proposition 42 Let A be a complex d d matrix with cyclic vector 2 Cd Then

              kA z1k2 Dd1XkD0

              jQkzj2jPzj2 (412)

              where Pz is the minimal polynomial (of degree d) of A and Qkz are complexpolynomials subject to the exact degree condition

              deg Qk D k 0 k d 1

              The converse also holds true For proofs and a discussion of the geometricimplications of such a hermitian square decomposition see [37] An algebraic curveof equation

              jPzj2 Dd1XkD1

              jQkzj2

              is known as a generalized lemniscate and it is suitable for studying the globalSchwarz reflection into it

              In the setting of the functional model with ˝ is a quadrature domain of order dA D Z and D 1 then Ha˝ can be identified with C

              d and (412) becomes thesame as (48)

              Chapter 5Finite Central Truncations of Linear Operators

              Abstract By interpreting the exponential orthogonal polynomials as characteristicpolynomials of finite central truncations of the underlying hyponormal operator oneopens a vast toolbox of Hilbert space geometry methods In particular we prove inthis chapter that trace class modifications of the hyponormal operator attached to adomain will not alter the convex hull of the support of any cluster point of the countin measures of the roots of the orthogonal polynomials As a sharp departure fromthe case of complex orthogonal polynomials associated to a Lebesgue space weprove that the convex hull of these supports is not affected by taking the union of anopen set with a disjoint quadrature domain However similar to the case of Bergmanorthogonal polynomials we prove that the exponential orthogonal polynomialssatisfy a three term relation only in the case of an ellipse Some general perturbationtheory arguments are collected in the last section

              51 Trace Class Perturbations

              A Hilbert space interpretation of the orthogonal polynomials considered in thepreceding sections touches the classical topics of the asymptotics of the spectra offinite central truncations of a linear bounded operator along the Krylov subspacesassociated to a privileged (cyclic) vector

              We start by recalling (with proofs) some well-known facts Let A 2 L H be alinear bounded operator acting on the complex Hilbert space H and let 2 H be anon-zero vector We denote HnA the linear span of the vectors A An1and let n be the orthogonal projection of H onto this finite dimensional subspaceOf interest for our study is the asymptotics of the counting measures n ofthe spectra of the finite central truncations An D nAn or equivalently theasymptotics of the evaluations of these measures on complex analytic polynomials

              Zpzdnz D tr pAn

              n p 2 CŒz

              copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_5

              57

              58 5 Finite Central Truncations of Linear Operators

              Indeed the monic orthogonal polynomials Pn in question minimize the func-tional (semi-norm)

              kqkA D kqAk q 2 CŒz

              and the zeros of Pn (whenever they are unambiguously defined) coincide with thespectrum of An To be more specific the following well-known lemma holds

              Lemma 51 Assume that HnA curren HnC1A and let the polynomial Pnz Dzn C qn1z deg qn1 n 1 satisfy

              PnA HnA

              Then detz An D Pnz

              Proof Remark that for every k n 1 we have

              Akn D nAnAn nAn D nAk

              By the assumption HnA curren HnC1A the vectors An An1n are

              linearly independent and they generate the subspace HnA that is is a cyclicvector for An According to the Cayley-Hamilton theorem the minimal polynomialof An coincides with its characteristic polynomial Qnz In particular

              QnAn Akn k lt n

              One step further for any k lt n one finds

              hQnAAki D hQnA nAki D hQnAnAki D 0

              Thus Qn D PnAn immediate consequence of the above observation is that the spectra of the

              finite rank central truncations An are contained in the closure of the numerical rangeWA of A Indeed

              An WAn WA

              We recall that the numerical range of A is the set

              WA D fhAx xi W x 2 H kxk D 1g

              A basic theorem of Hausdorff and Toeplitz asserts that WA is a convex set whichcontains the spectrum of A in its closure

              Next we prove that the asymptotics of the counting measures of the truncationsAn is not affected by trace-class perturbations Denote by jAj1 D tr

              pAA the trace

              norm of an operator A and by C1H the set of those A 2 H with jAj1 lt 1

              51 Trace Class Perturbations 59

              Proposition 51 Let AB 2 L H with AB of finite trace AB 2 C1H Thenfor every polynomial p 2 CŒz we have

              limn1

              tr pAn tr pBn

              nD 0

              Proof It suffices to prove the statement for a monomial pz D zk Denote C DA B the trace class difference between the two operators Using then the generalidentity

              Akn Bk

              n DkX

              jD1Aj1

              n An BnBkjn

              it follows that there exists a polynomial Sku v with positive coefficients with theproperty

              jtrAkn Bk

              nj SkkAnk kBnkjAn Bnj1

              Since jAn Bnj1 jCj1 one finds

              jtrAkn Bk

              nj SkkAk kBkjCj1and the proof is complete

              Corollary 51 Let n 13n denote the counting measures of the spectra of Anrespectively Bn above Then

              limn1Œ

              Zdn

              zZ

              d13n

              z D 0

              uniformly on compact subsets which are disjoint of the convex hull of A[ BSimilarities which are implemented by almost unitary transformations (in the

              trace-class sense) also leave invariant the asymptotics of our counting measures

              Corollary 52 Let U 2 L H be a unitary operator and L 2 C1H a trace-class operator so that X D U C L is invertible Let A 2 L H be a linearbounded operator with a distinguished non-zero vector 2 H Denote B D X1AX D X1 and consider the finite central truncations An Bn along the subspacesHnA respectively HnB Then for every complex polynomial p 2 CŒz wehave

              limn1

              tr pAn tr pBn

              nD 0

              We put the above techniques at work and elaborate another proof of Theorem 41This goes as follows Let T 2 L H be a hyponormal operator and 2 H

              60 5 Finite Central Truncations of Linear Operators

              a distinguished vector The monic orthogonal polynomial with respect to theseminorm kpTk is denoted as above by Pnz Then the claim is that all zerosof Pn lie in the convex hull of the spectrum of T

              Indeed assume that one zero z D does not belong to the convex hull of thespectrum of T Let ` denote a real line separating strictly from the convex setWT Denote by the symmetric point of with respect to this line Then theoperator T is invertible hyponormal and its norm coincides with the spectralradius Hence

              kT T 1k lt 1

              Consequently

              kT T 1PnTk lt kPnTk

              which contradicts the minimality of kPnTk

              52 Padeacute Approximation Scheme

              The specific positivity structure of the exponential transform of a bounded planardomain imposes an adapted Padeacute approximation scheme This rational approxima-tion becomes exact in the case of quadrature domains and it is useful in treating allsemi-normal operators which share the same principal function

              We work with an irreducible hyponormal operator of T 2 L H with rank-oneself-commutator

              ŒTT D ˝

              The associated characteristic function that is the exponential transform of aprincipal function g is

              Ezw D detT zT wT z1T w1 D

              D 1 hT w1 T z1i D 1 1X

              k`D0

              bk`

              zkC1w`C1

              Fix a positive integer N and denote by TN the finite central truncation of theoperator T to the linear subspace generated by the vectors T TN1Then

              hTkT`i D hTkN T

              `N i k N 1 ` N or k N ` N 1

              52 Padeacute Approximation Scheme 61

              Thus it is natural to consider the rational function

              ENzw D 1 hTN w1 T

              N z1i

              as an optimal approximate of Ezw in a neighborhood of the point at infinityRemark that

              ENzw D QNzw

              PNzPNw

              where PN is the associated orthogonal polynomial whenever it is unambiguouslydefined and the polynomial kernel QNzw is positive semi-definite and has degreeat most N 1 in each variable

              A minimal number of assumptions characterizes in fact the rational approxima-tion by EN as follows

              Theorem 51 Let Ezw D 1P1k`D0

              bk`

              zkC1w`C1 be the exponential transform of ameasurable function of compact support g 0 g 1 attached to the hyponormaloperator T Fix a positive integer N

              There exists a unique formal series

              Ezw D 1 1X

              k`D0

              ck`

              zkC1w`C1

              with the matching property

              ck` D bk` for 0 k N 1 0 ` N or 0 k N 0 ` N 1

              and positivity and rank constraints

              ck`1k`D0 0 rankck`

              1k`D0 minN n

              where n D rankbk`Nk`D0

              In this case Ezw D ENzw Moreover Ezw D Ezw as formal series ifand only if the function g is the characteristic function of a quadrature domain oforder d N

              Proof Assume the infinite matrix ck`1k`D0 is subject to the two conditions in the

              statement Then either detck`N1k`D0 D detbk`

              N1k`D0 D 0 or detck`

              N1k`D0 gt 0

              In the first case we know that E is the exponential transform of a quadraturedomain of order d N 1 and there exists a unique positive semi-definiteextension rank preserving extension of the matrix bk`

              N1k`D0 Then necessarily

              Ezw D ENzw D EzwIn the second situation condition detck`

              Nk`D0 D 0 defines unambiguously the

              entry cNN Then again there is a unique infinite matrix completion of ck` which

              62 5 Finite Central Truncations of Linear Operators

              preserves rank and semi-positivity In addition we identify

              ck` D hT`N T

              kN i

              first for k ` N and then for all values of k `The difference between the exponential transform and its diagonal Padeacute approx-

              imant above is easy to control outside the convex hull of the support of the originalfunction g

              Corollary 53 Under the assumptions in the theorem above let K D conv suppgdenote the convex hull of the closed support of the function g and let F be a compactset disjoint of K Then

              limN1 jENzw Ezwj D 0

              uniformly for zw 2 F

              Proof The closed support of the principal function g is equal to the spectrum ofthe irreducible hyponormal operator T Let c 2 C be an auxiliary point Since thespectral radius of T aI is equal to its norm there exists a center c and radius R gt 0so that K DcR and j cj gt R for all 2 F Let R0 D inf2F j cj andremark that R0 gt R as F is compact Then we can write Neumann series expansionsof the two kernels centered at c

              Ezw D 1 hT c w c1 T c z c1i D

              1 1X

              k`D0

              hT ck T c`iw ckC1z c`C1

              According to the above theorem

              Ezw ENzw D hT cN T cNiw cNC1z cNC1 hT

              N cN TN cNiw cNC1z cNC1 C

              1XkgtN or `gtN

              hT ck T c`iw ckC1z c`C1

              hTN ck TN c`iw ckC1z c`C1

              Remark that kTN ck kT ck In conclusion for all zw 2 F we obtain

              jEzw ENzwj 2R2N

              R02NC

              1XkgtN or `gtN

              RkC`

              R0kC`C2

              Finally we record below a simple observation pertaining to the matrix approx-imation of the multiplier Z D Mz in the functional space H ˝ Specifically

              53 Three Term Relation for the Orthogonal Polynomials 63

              passing to the final central truncations Zn we obtain

              Zn z11 1

              zD npn

              znC1 C O1

              znC2

              and

              Zn z11 Dn1XkD0

              qkzpk

              Compare (337) or (45) We recall that pk are the orthogonal polynomials associ-ated to ˝ while qkz D h 1

              z pki make up the dual basis see (46)

              53 Three Term Relation for the Orthogonal Polynomials

              We show in analogy with the known case of Bergman orthogonal polynomialsthat the ellipse is the only bounded domain for which the exponential orthogonalpolynomials satisfy a three term relation

              From the very beginning we exclude the case of a quadrature domain wherehigher degree exponential orthogonal polynomials cannot be defined withoutambiguity

              Theorem 52 Let˝ be a bounded open set in C which is not a quadrature domainThe exponential orthogonal polynomials satisfy a three term relation if and only if˝ is an ellipse

              Proof Let T 2 L H denote the irreducible hyponormal operator with rank-oneself commutator and spectrum equal to the closure of˝ Since˝ is not a quadraturedomain the space H is spanned by the orthonormal system pnT n 0 wherepn are the exponential orthonormal polynomials and ŒTT D ˝ A three termrelation for the orthogonal polynomials is equivalent to the matrix representation ofT by three non-zero diagonals Indeed the assumption is

              zpnz D cnC1pnC1zC anpnzC bnpn1z

              where an bn cn are complex numbers and p1 D 0 Hence

              TpnT D cnC1pnC1T C anpnT C bnpn1T

              64 5 Finite Central Truncations of Linear Operators

              The matrix representations of T and T are

              T D

              0BBBBB

              a0 b1 0 0

              c1 a1 b2 00 c2 a2 b3 0 0 c3 a3

              1CCCCCA

              respectively

              T D

              0BBBBB

              a0 c1 0 0

              b1 a1 c2 00 b2 a2 c3 0 0 b3 a3

              1CCCCCA

              The self-commutator is represented in the same basis as

              ŒTT D

              0BBBBB

              r 0 0 0 0 0 0 0

              0 0 0 0

              0 0 0 0

              1CCCCCA

              where r gt 0Writing on the matrix elements the commutator equation yields a system of non-

              linear equations

              ja0j2 C jb1j2 D r C ja0j2 C jc1j2 jc1j2 C ja1j2 C jb2j2 D jb1j2 C ja1j2 C jc2j2

              a0c1 C b1a1 D a0b1 C c1a1 a1c2 C b2a2 D a1b2 C c2a2

              and

              b1c2 D c1b2 b2c3 D c2b3

              We infer from the first relations

              jbkj2 D r C jckj2 k 1

              in particular bk curren 0 k 1

              53 Three Term Relation for the Orthogonal Polynomials 65

              If there exists cn D 0 then the last string of relations imply ck D 0 for all k 1But then T D that is the cyclic space of T with respect to the vector hasdimension one and this occurs only if ˝ is a disk This case was excluded from thebeginning

              We can assume therefore that all matrix entries ck k 1 are non-zero Then

              jbkj2jbkC1j2 D jckj2

              jckC1j2 D r C jckj2r C jckC1j2 k 1

              This implies

              jb1j D jb2j D jb3j D jc1j D jc2j D jc3j D

              Further on we can pass to a unitary equivalence UTU without changing thespectrum of T or the assumptions on the three term recurrence relations With U Ddiag0 1 2 we achieve

              b1 D b2 D b3 D D s gt 0

              Then the third string of relations imply

              c1 D c2 D c3 D D u 2 C

              Finally the second string of relations yield

              uak C sakC1 D uakC1 C sak k 0

              Consequently

              uak sak D ua0 sa0 k 0

              Since juj curren s these equations have unique solution

              a1 D a2 D a3 D D a

              The translation T 7 T aI does not change the statement so we can assumea D 0 In conclusion T has zero on the main diagonal and constants on the borderingsubsuper diagonals Denoting by S the unilateral shift on `2N we obtain T DuS C S That is the spectrum of T is an ellipse

              66 5 Finite Central Truncations of Linear Operators

              54 Disjoint Unions of Domains

              It is legitimate to ask what happens with the zeros of the exponential orthogonalpolynomials when two disjoint supporting sets are put together The case of Szegoumlor Bergman orthogonal polynomials was thoroughly studied by Widom [110]respectively Saff Stylianopoulos and the present authors [50]

              Let Ai 2 L Hi i D 1 2 be two linear bounded operators and fix somenon-zero vectors i 2 Hi Assume that the spectra Ai i D 1 2 are disjointThe multiplicative property of the exponential transform leads to the followingconstruction suppose that there exists a linear operator A 2 L H with adistinguished vector 2 H so that

              1 kA1 z11k21 kA2 z12k2 D 1 kA z1k2for jzj large enough The main question is what is the relation between theasymptotics of the spectra of the finite central truncations of A and those of A1A2along the subspaces HnA respectively HnAi i

              To start investigating this question we polarize the identity above and rearrangethe terms

              hA1 z11 A1 w11i C hA2 z12 A2 w12i D

              hA z1 A w1iC

              hA1 z11 ˝ A2 z12 A1 w11 ˝ A2 w12iRegarding the latter as the Gram matrix of a family of vectors we infer that there

              exists an isometric transformation

              V W H1 ˚ H2 H ˚ H1 ˝ H2

              with the property

              V

              A1 z11A2 z12

              D

              A z1A1 z11 ˝ A2 z12

              The tensor product of two resolvents can be linearized by the usual resolventequation trick Note first that the elementary operators I ˝ A2 A1 ˝ I commuteand their spectra are disjoint Hence I ˝ A2 A1 ˝ I is invertible by the spectralmapping theorem for analytic functional calculus of commuting pairs Then

              A1 z1 ˝ I I ˝ A2 z1 D

              A1 z1 ˝ II ˝ A2 z A1 z˝ II ˝ A2 z1 D

              A1 z1 ˝ A2 z1ŒI ˝ A2 A1 ˝ I

              54 Disjoint Unions of Domains 67

              Hence

              A1 z11 ˝ A2 z12 D

              ŒI ˝ A2 A1 ˝ I1A1 z1 ˝ I I ˝ A2 z11 ˝ 2

              By integrating the above identity along a large circle with the differential formpzdz we get for an arbitrary polynomial p 2 CŒz

              V

              pA11pA22

              D

              pApA1˝IpI˝A2

              I˝A2A1˝I 1 ˝ 2

              We know that a trace-class perturbation will not alter the asymptotics ofthe orthogonal polynomials associated to these pairs of operators and vectorsTherefore assuming that dim H2 lt 1 we can work only with polynomials pzwhich annihilate A2 W pA2 D 0 We obtain then an isometric map

              WpA11 D

              pAI ˝ A2 A1 ˝ I1pA11 ˝ 2

              pA2 D 0

              We introduce the operator D W H1 H1 ˝ H2

              Dx D I ˝ A2 A1 ˝ I1x ˝ 2

              and remark that kDxk kxk for x D pA11 pA22 D 0 Note also that

              A1 ˝ ID D DA1 (51)

              With these preparations we are ready to prove the following surprising resultabout the invisibility of quadrature domains in the asymptotics of the zeros ofexponential orthogonal polynomials associated to disjoint unions of open sets

              Theorem 53 Let ˝ D ˝1 [ ˝2 be a disjoint union of a bounded open set ˝1

              with a quadrature domain˝2 The zeros of the exponential orthogonal polynomialsassociated to ˝ cluster in the convex hull of ˝1

              Proof Modulo changing the complex variables into the conjugate ones we areworking in the setting described above A1A2 are the cohyponormal operatorsattached to ˝1 respectively˝2 A is attached to ˝ etc

              Let Pn denote the orthogonal polynomials attached to ˝ that is orthogonalizingthe semi-norm kpAk Since a finite rank perturbation does not affect the convexhull of the zero asymptotics we can work only in the subspace of polynomialsp 2 CŒz which annihilate A2 along the vector 2 that is pA22 D 0 In particularfor these polynomials we have

              kpA11k2 kDpA11k2 D kpAk2

              68 5 Finite Central Truncations of Linear Operators

              or by polarization and using the intertwining relation (51)

              hA1 cx xi hA1 c˝ IDxDxi D hAy yi

              where c 2 C and x D pA11 y D pAAssume that r ReA1 c r for a non-negative r Then obviously ReA

              c˝ I satisfies the same bounds and because

              kxk2 kDxk2 D kyk2

              we obtain

              rkyk2 RehA cy yi rkyk2

              This proves that any weak limit of the zeros of the orthogonal polynomialsPn has support contained in the numerical range of A1 hence the statement of thetheorem

              Since the operator A1 ˝ I I ˝ A2 is cohyponormal invertible if dist˝1˝2 gt

              0 and k2k2 D Area˝2 we can complement the above statement by thequantitative observation

              kDk p

              Area˝2p dist˝1˝2

              Numerical experiments illustrating the asymptotic zero distribution in the caseof an external disk and also comparison with the corresponding behavior forBergman orthogonal polynomials can be found in Sects 781 and 782 belowFigs 711ndash714 The zeros ignore the disk in sharp contrast with the situationfor a disjoint union of two non-quadrature domains illustrated by Fig 715 inSect 7101

              55 Perturbations of Finite Truncations

              Let ˝ be a bounded quadrature domain with mother body (this concept to beprecisely defined in Sect 61) a positive measure supported on a compact subsetK ˝ Specifically we here just assume just that the functional f 7 R

              ˝fdA

              ( f 2 O˝) has a compact carrier (in˝) which by discussions in Sect 311 meansthat there exists and K as above such that

              f dA DZ

              Kf d f 2 O˝

              We assume that ˝ is not a finite quadrature domain

              55 Perturbations of Finite Truncations 69

              The inner product in the space H ˝ can in this case be pushed to the set K aswe know

              h f gi D 1

              2

              ZHzwf zf wdzdw

              As in previous sections we denote by the same letter the positive operator

              Hf w D 1

              ZHzwf zdz

              We will be interested in evaluating this operator on polynomials f 2 CŒz remarkingthat H is Hilbert-Schmidt (and even more smooth) on L2 due to the compactnessof K and the analyticityanti-analyticity of the integral kernel Hzw

              We will perform simultaneously spectral analysis approximation in two non-equivalent norms Besides the inner product h i of the space H ˝ we alsoconsider the inner product in the Lebesgue space L2 The norm in H ˝

              will be simply denoted k k while the norm in L2 carries a subscript k k2The orthonormal polynomials in H ˝ are denoted as before by pn

              pnz D nzn C Ozn1

              while the orthonormal polynomials in L2 are

              qnz D nzn C Ozn1

              The significance of the leading coefficients n n is classical

              1n D inf

              deg f n1 kzn f k 1n D inf

              deg f n1 kzn f k2

              Finally to fix notation we denote by n the orthogonal projection of H ˝ ontothe polynomials of degree less than or equal to n 1 and by n the correspondingorthogonal projection in L2 For an linear operator T on one of the two Hilbertspaces we denote Tn D nTn or Tn D nTn the respective compressions Asproved before the operator Z D Mz of multiplication by the variable on H ˝

              has finite central truncations Zn with characteristic polynomials equal to pn whilethe normal operator A D Mz on L2 produces finite central truncations An whosecharacteristic polynomials are the orthogonal polynomials qn

              Let f g 2 Cn1Œz be polynomials of degree less than or equal to n 1 Then

              hZf gi D h f Zgi D Hf zg D zHf g D AHf g

              70 5 Finite Central Truncations of Linear Operators

              and one step further we can keep track of the orthogonal projections and insertwhenever possible the corresponding orthogonal projections

              hZf gi D hnZn f gi Hf zg D nC1Hn f Ang etc

              We end up with the identity

              HnZn D nAnC1Hn D A

              n Hn C nAnC1 nHn

              Since˝ is not a finite point quadrature domain the operator Hn is strictly positiveon Cn1Œz

              We expect in general that the difference

              HnZn H1

              n An D nAnC1 nHnH1

              n

              converges to zero in the operator topology which would provide the expectedasymptotics for the spectrum of Zn To be more specific we isolate the followinggeneral observation We denote by conv K the convex hull of the compact set K

              Proposition 52 Assume in the above notation that

              lim sup kH1n ZnHn Ank D r lt 1

              Let nk 2 Znk k 1 be a sequence of spectral points converging to Then

              dist conv K r

              Proof We drop the subsequence notation and consider a unit vector un with theproperty

              H1n ZnHnun D nun

              Since A is a normal operator the point n D Anun un belongs to the numericalrange of A that is conv K But

              jn nj D jH1n ZnHnun Anun unj kH1

              n ZnHn Ank

              and the statement follows by passing to the limitNext we analyze in more detail the defect operator D

              n D H1n ZnHn An The

              difference of two orthogonal projections in its expression is rank one

              nC1 n D qn qn

              whence

              Dn WD nAnC1 nHnH1n D nAqn qnHnH1

              n D nAqnH1n nHqn

              55 Perturbations of Finite Truncations 71

              The good news is that we can further simplify this rank one matrixFirst remark that

              Aqn1 D zn1zn1 C Ozn1 D n1n

              qnzC Ozn1

              and consequently

              nAqn qn1 D qnAqn1 D n1n

              Since

              nAqn qk D qn zqk D 0 k n 2

              we infer

              nAqn D n1n

              qn1

              The other factor in the difference operator Dn can be simplified as well For anarbitrary vector f one has

              HnH1n f qn D f H1

              n nHqn

              We decompose in orthogonal components

              Hqn D s C t deg s n 1 nt D 0

              On the other hand there exists a polynomial h 2 Cn1Œx which satisfies

              Hh D s C t0 nt0 D 0

              By its definition s D Hnh hence

              h D H1n nHqn

              By subtracting the two equations we find that the polynomial qn h of degree equalto n satisfies Hqn h Cn1Œz in the inner product of L2 That is qn h isorthogonal to Cn1Œz in the space H ˝ Consequently qn h is a scalar multipleof pn We find

              h D qn n

              npn

              by Cramerrsquos rule for computing the inverse of a matrix

              72 5 Finite Central Truncations of Linear Operators

              Putting all these computations together we arrive at the following statement

              Theorem 54 Let ˝ be a bounded open set which admits a quadrature identity foranalytic functions with respect to a positive measure supported by a compact subsetK of ˝ If

              limn1

              n1n

              kqn n

              npnk2 D 0

              then any weak limit of the counting measures of the exponential orthogonalpolynomials is supported by the convex hull of K

              The case of an ellipse is extreme for the above theorem because the systems oforthogonal polynomials pn and qn coincide up to the right normalization thatis qn D n

              npn for all n 0

              For regular measures the general theory of orthogonal polynomialsimplies that the quotient n1

              nconverges to 1=capK hence only condition

              limn1 kqn nn

              pnk2 D 0 suffices for the spectral asymptotics

              Corollary 54 Assume under the hypotheses of the theorem that the closed supportK of the quadrature measure decomposes into a disjoint union K D fg [ K0 Thenany weak limit of the counting measures of the exponential orthogonal polynomialsis supported by the convex hull of K0

              Proof We know that a finite rank perturbation of the operator Z will not change theasymptotics of the exponential orthogonal polynomials Then we repeat the proofof the theorem by considering orthogonal projections onto the maximal ideal ofpolynomials vanishing at Remarking that the vanishing condition is still valid forthe new sequence of projections

              The computations of the preceding section can be better understood from thepoint of view of Cholesky decomposition of positive definite matrices The notationis the same In the end we will need to work with the monic orthogonal polynomialsse we denote for all n 0

              Pnz D pnz

              nD zn C nzn1 C lower order terms

              Qnz D qnz

              nD zn C ınzn1 C lower order terms

              We still have hPnPki D QnQk D 0 for all k curren nThe connection between orthogonal polynomials and moment matrices is well

              known and can be derived from the decompositions

              zn D rnnpnzC rnn1pn1zC

              zn D snnqnzC snn1qn1zC

              55 Perturbations of Finite Truncations 73

              which yield

              hzn zki DX

              jminnk

              rnjrkj

              respectively

              zn zk DX

              jminnk

              snjskj

              Denoting by B D hzn zki1nkD0 and N D zn zk1nkD0 the corresponding momentmatrices and by R D rj`

              1j`D0 S D sj`

              1j`D0 the lower triangular matrices above

              we obtain Cholesky decompositions

              B D RR N D SS

              Note that the rows of the inverse matrices R1 and S1 coincide with thecoefficients of the orthogonal polynomials pn respectively qn as derived from theidentities

              1 z z2 z3 T D R p0z p1z p2z T

              1 z z2 z3 T D Sq0z q1z 22z T

              The transition matrix C entering into the decomposition

              pn DXkn

              cnkqk

              is therefore

              C D R1S

              Remark that C1 is Hilbert-Schmidt because

              ınm D Hpn pm DXk`

              cnkHqk q`cm`

              or in closed matricial form

              I D CHC

              The quantitative defect in the spectral asymptotic theorem above is

              kqn pn

              cnnk22 D

              n1XkD0

              j cnk

              cnnj2

              74 5 Finite Central Truncations of Linear Operators

              And we want in the best scenario that this sequence converges to zero One sufficientcondition is stated below

              Proposition 53 Assume that the measure is regular and that the matrix Hassociated to the H-kernel with respect to the orthonormal basis of polynomialsin L2 admits the LDU decomposition

              H D I C LDI C L

              where D is a diagonal operator and L is a Hilbert-Schmidt strictly lower triangularoperator Then any weak limit of the counting measures of the exponentialorthogonal polynomials is supported by the convex hull of K D supp

              Again the ellipse is relevant as in this case H D D

              56 Real Central Truncations

              There is flexibility in chopping out the quantized hyponormal operator T associatedto a bounded open set ˝ of the complex plane Leaving aside the Krylov spacesattached to T and the range of self-commutator we can envisage a ldquorealrdquo cut-offrather than the ldquocomplexrdquo truncations used throughout these notes

              Quite specifically let ŒTT D ˝ be the irreducible hyponormal operatorwith principal function gT D ˝ We consider the linear subspaces

              Vn D spanfTiTj maxi j ng

              and the orthogonal projections n onto them Let Rn D nTn be the compression ofT to the finite dimensional subspace Vn Clearly n monotonically converges in thestrong operator topology to the identity Henceforth we call Rn the n-th order realcentral truncation of T

              Note that due to the commutation relation ŒTT D ˝ we have

              TVn VnC1 TVn VnC1

              That is with respect to the chain Vn the matrix attached to the operator T is blockthree-diagonal

              The quantized matrix model constructed for a quadrature domain cf Sect 44yields the following conclusion

              Theorem 55 Let ˝ be a quadrature domain of order d with nodes a1 am andrespective multiplicities d1 dm The counting measures n of the spectra of thereal central truncations of the hyponormal operator attached to ˝ satisfy

              w limnn D d1

              dıa1 C d2

              dıa2 C C dm

              dıam

              56 Real Central Truncations 75

              Proof The staircase matrix model of T proved in Sect 44 (for the adjoint transposeZ) shows that

              T D

              0BBBBB

              T0 0 0 0

              T1 0 0

              0 T2 0 0 T3

              1CCCCCA

              Recall that the diagonal blocks Tk are all similar and they have spectrum equalto fa1 amg with the same multiplicities fd1 dmg as the original quadraturedomain

              We also know that the vectors T Td1 are linearly independent butTd is linear dependent of them For any integer n gt d we have using the notationof Sect 44

              Vn D spanfTiTj maxi j ng D spanfTiHa˝ i ng D Kn

              In other terms the real truncation Rn consists of the first d C 1 blocks of thestair-case matrix model of T Remark also that

              dim Vn D n C 1d

              Let pz be a complex polynomial The matrix pTn has a lower triangular block-structure with pTk 0 k n as diagonal blocks Therefore

              tr pRn DnX

              kD0tr pTk D n C 1pT0 D n C 1Œd1pa1C C dmpam

              The normalized traces give exactly the value of the counting measure

              Zp dn D tr pRn

              dim VnD d1

              dpa1C d2

              dpa2C C dm

              dpam

              In conclusion we face a constant sequence of counting measures convergent tothe finite atomic measure in the statement The convergence established on complexpolynomials obviously extends to all real polynomials

              It would be interesting to explore the following question Let ˝ be a domainsatisfying a generalized quadrature identity with positive measure 13 By approxi-mating 13 by a sequence of finite atomic positive measures 13n we get a sequence ofquadrature domains ˝ converging ldquoin momentsrdquo to ˝ The attached operators Trespectively Tn also converge in moments Can we compare the real truncations ofT to the real truncations of Tn

              Chapter 6Mother Bodies

              Abstract We outline the general theory for a certain kind of potential theoreticskeletons or lsquomother bodiesrsquo associated to a given domain The hope is generallyspeaking that such skeletons can be identified as attractors for zeros of orthogonalpolynomials and in a few cases such expectations have indeed been met theoret-ically andor experimentally For the exponential polynomials the success is ratherlimited so far but by building in enough flexibility in the models one expects in somenot so distant future to reach a reasonable matching In the present chapter we set updesirable properties (formulated as lsquoaxiomsrsquo) to be satisfied by mother bodies Sincethe search for potential theoretic skeletons is a highly ill-posed problem (related tothe Cauchy problem for an elliptic operator) very few domains admit mother bodiesbut for domains with piecewise algebraic boundaries there is a rather constructiveand efficient theory bearing in mind that the same class of domains is also amenablefor studying zeros of orthogonal polynomials

              61 General

              We have previously discussed the notion of carrier for the analytic functional f 7h f 1iH ˝ D 1

              R˝ f dA f 2 O˝ see Sect 311 Of special interest are minimal

              carriers which always exist and it is natural to conjecture that they have somethingto do with asymptotic locations of zeros of orthogonal polynomials

              One thing which speaks against minimal carriers is that there may be too manyof them as was seen in an example in Sect 311 Therefore a more refined notion isdesirable Such a refinement may be based on turning from analytic test functionsto harmonic and subharmonic functions hence from complex analysis to potentialtheory In this area there is a more or less established notion of potential theoreticskeleton or ldquomother bodyrdquo to use a term coined by the Bulgarian geophysicistZidarov [113] and the group around him

              Mother bodies have the advantage of not being too abundant (there may befinitely many of them for a given body but probably not continuous families) Theprice to be payed for this is that they do not always exist Existence is in factextremely rare in a general setting However for the types of domains discussedin this paper like domains with piecewise algebraic boundaries finitely manygood candidates can always be singled out and then it becomes a task of partly

              copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_6

              77

              78 6 Mother Bodies

              combinatorial nature to figure out which of these really are mother bodies or atleast are good enough for the purpose at hand In contrast to a carrier which is a seta mother body is a mass distribution (a measure) However it will turn out that onlythe support of this (again a set) will have a reasonable agreement with zero sets oforthogonal polynomials This will be exemplified in Chap 7

              Informally a mother body for a given body (mass distribution) is a moreconcentrated body (a ldquoskeletonrdquo) which produces the same exterior gravitationalfield (or potential) as the given body The basic example which actually goesback to Isaac Newton (in the case of three dimensions) is the appropriate pointmass at the center of a massive homogenous ball Much of our inspiration forconsidering mother bodies comes directly from D Zidarov and members in hisgroup for example O Kounchev But also specific questions by HS Shapiro andconsiderations in general around quadrature domains have been formative (see[101])

              First some notational issues We define the logarithmic potential of a measure as

              Uz D 1

              2

              Zlog jz j d

              so that U D Some variants of this notation will also be used for example ifthe measure has a density with respect to area measure (ie d D dA) we writeU and U˝ if D ˝ We shall also use

              Cz D 1

              Zd

              zD 4

              zUz

              for the Cauchy transform of a measure so that Nz C D

              The given body will be represented for us by a positive density 0 on abounded open set ˝ C extended by D 0 outside ˝ Thus the body is anabsolutely continuous measure with compact support represented by its densityfunction 2 L1C Our assumptions on ˝ will always include that ˝ equalsthe interior of its closure and that ˝ has area measure zero We may write theseassumptions as

              ˝e D ˝ j˝j D 0 (61)

              Quite often we will assume more The case that will be mostly discussed is that ofa uniform density say D ˝ Ideal requirements for a mother body of werediscussed in [34] where the following list of desirable properties was singled out

              Definition 61 A mother body for a given mass distribution 0 as above is ameasure satisfying the following requirements

              61 General 79

              M1

              U D U in ˝e

              M2

              U U in all C

              M3

              0

              M4

              jsuppj D 0

              M5

              Every component of C n supp intersects ˝e

              The positivity of has been stated as a separate axiom M3 because in somecontexts it turns out to be appropriate to keep open for signed measures if nogood positive measures can be found However further relaxations for exampleto distributions of higher order turns out to be no good because it allows for toomany mother bodies

              It is obvious from the axioms that supp ˝ and in general supp will reachout to ˝ (at some points) However does not load ˝ ie ˝ D 0 Thiscan be deduced from a generalized version of Katorsquos inequality see [12 28] Indeedsetting u D UU so that u 0 by M2 this inequality shows that the restrictionof the measure u to fu D 0g is non-negative Under our assumptions this impliesthat D 0 on ˝ It is worth to notice also that u is lower semicontinuous (becauseU is) and that therefore u D 0 automatically holds on all ˝c (not only ˝e aswritten in M1)

              The two inequality statements above M2 and M3 concern orderings whichare dual to each other with respect the pairing between potentials and measuresappearing in the definition of mutual energy

              13energy DZ

              Ud13 DZ

              U13d

              So the partial order in M2 is a natural ingredient in potential theory and in fact thisaxiom is necessary in order that one shall be able to reconstruct from by meansof the appropriate balayage process partial balayage For this process a desireddensity 0 has to be given in advance in all C Then one wants to sweep

              80 6 Mother Bodies

              satisfying M3 M4 to a body (measure) of the form (in terms of densities)

              D ˝

              for some open set˝ C (not known in advance) That is always possible providedthere is enough space under Specifically it is enough to assume that

              Rd ltR

              dA see [41] but to simplify the treatment it is convenient to impose bounds0 lt c1 c2 lt 1 The open set ˝ is in any case uniquely determined (up tonull-sets) by the requirement that M1 M2 shall hold

              We shall not go deeply into this kind of potential theory but for later use weintroduce at least the notation

              Bal D ˝ (62)

              for the partial balayage 7 D ˝ We have assumed that satisfies M3and M4 In a different language (62) says that ˝ is a quadrature domain forsubharmonic functions with respect to (and the given density )

              Z d

              dA 2 SL1˝ (63)

              This formulation requires some more care as for nullsets but we shall not go intosuch details In general we refer to [89] SL1˝ denotes the set of integrablesubharmonic functions in ˝

              Like mother bodies also partial balayage can be traced back to Zidarov [113]at least as for discrete and numerical versions From a mathematical point ofview it has been (independently) developed by Sakai [89] and one of the presentauthors [35 42] It is closely related to weighted equilibrium distributions [86]obstacle problems [90 91] the ldquosmash sumrdquo [17] and stochastic processes suchas internal diffusion limited aggregation [71] as well as several growth processesin mathematical physics and corresponding issues in random matrix theory [57]Further examples of recent developments are [27 41]

              Now the point we wish to make (eventually) in this work is that we want to matchasymptotic distribution of zeros of orthogonal polynomials ie weak limits of thecounting measures 13n with mother bodies for suitable choices (yet unclear) of In the case of Bergman polynomials there has been some progress in this respectIn that case the appropriate given body is not exactly of the above sort insteadit is according to general theories for classical orthogonal polynomials [103] theequilibrium measure of the domain˝ (or its closure) In place of mother body termssuch as ldquomadonna bodyrdquo or electrostatic skeleton has been used for such cases see[21 50] for example Despite the different nature of the given body much of thetheory in Sect 62 below applies also to such kinds of skeletons

              62 Some General Properties of Mother Bodies 81

              62 Some General Properties of Mother Bodies

              We collect here a few general facts which are known about mother bodies Someof these facts (more precisely Propositions 61 63 64) are taken from [35]where they are stated for D ˝ but in an arbitrary number of dimensions Forconvenience we repeat these results here including proofs

              We start with a simple observation which will repeatedly be referred to

              Lemma 61 If is a signed measure with compact support then U and C arelocally integrable functions Hence the distributional properties of these functionsdepend only on their values almost everywhere For example if U or C vanishesexcept on a null-set then necessarily D 0

              The same applies to U13 if 13 is a compactly supported distribution of order atmost one

              Proof Since the fundamental logarithmic kernel is locally integrable as well as itsfirst order derivatives the first statement in the lemma follows by a direct applicationof Fubinirsquos theorem So U and C are locally integrable functions which then fullyrepresent the corresponding distributions in the usual way

              A distribution 13 of order at most one is locally a sum of distributional derivativesof a measures Assume for example considering only one term in such a sum that13 D

              x where is a (signed) measure Then defining the potential of 13 as theconvolution with the fundamental solution ie U13 D U13ı D 13 Uı we see thatU13 D

              x Uı D x Uı Here the last factor again has a locally integrable

              singularity and the last statement of the lemma follows from Fubinirsquos theorem asbefore

              Proposition 61 Let be a mother body for Then among (signed) measures 1313j satisfying just M1 and M3 we have that

              (i) supp is minimal as a set if supp 13 supp then 13 D (ii) is maximal with respect to the partial ordering by potentials if U13 U

              holds everywhere then 13 D (iii) is an extremal element in the convex set of measures satisfying M1 M3

              if D 12131 C 132 then D 131 D 132

              Proof In view of Lemma 61 and axiom M4 (for ) it is enough to prove that therelevant potentials agree in C n supp

              So let D be a component of C n supp and set w D U13 U (cases i and ii)w D U13j U (case iii) We shall then show in all cases that w D 0 in D Weobserve that D ˝e curren by M5 (for ) and that w D 0 in D ˝e by M1 (for and 13 13j)

              In case i w is harmonic in D and we then directly infer that w D 0 in all D byharmonic continuation

              In case ii we have w 0 and w 0 in D Hence either w gt 0 in all D orw D 0 in all D But the first alternative has already been excluded so we again getw D 0 in D

              82 6 Mother Bodies

              In case iii we have supp 12131 C 132 D supp 131 [ supp 132 Hence supp 13j

              supp and we are back to case iThe next proposition strengthens i in Proposition 61 by saying that supp is

              minimal not only among supports of mother bodies but even among carriers of theanalytic functional associated to the body

              Proposition 62 If is a mother body for then supp is a minimal carrier forthe analytic functional f 7 R

              f dA f 2 O˝

              Proof Assume that K supp is a carrier for f 7 Rf dA We shall then prove

              that K D supp in other words that D 0 in C n KSince C D C outside˝ D supp C provides an analytic extension of Cj˝e

              to C n supp By assumption there is also an analytic continuation ˚ of Cj˝e toC n K Clearly ˚ D C in C n supp (axiom M5 is crucial for this conclusion)But C ˚ both being locally integrable in C n K (C by Lemma 61 and ˚ becauseit is analytic) and supp being a null-set it follows that ˚ D C as distributions inC n K Since ˚ in analytic in C n K we conclude that D 0 there as desired

              Mother bodies are not always unique for example non-convex polygons withuniform density always have more than one mother body as shown in [43] (whileconvex polygons have exactly one) It is easy to strengthen the axioms for a motherbody so that strict uniqueness is always achieved but then the price is even more rareexistence of mother bodies Let us give one theorem in this direction by introducingthe axiom

              M6 supp does not disconnect any open set

              which is much stronger than M5 The axiom says more explicitly that for anyconnected open set D the set Dnsupp is also connected Thus in a generic situationfor a mother body with supp consisting of isolated points and curve segmentsM6 rules out the curve segments The consequence for uniqueness is the following

              Proposition 63 If and 13 are mother bodies for and satisfies M6 then13 D

              Proof Keeping the notations from the proof of Proposition 61 we have that if 13satisfies M6 then supp 13 does not disconnect D Therefore w D 0 in D n supp 13 byharmonic continuation hence w D 0 ae in D which is enough for the conclusion

              With the standard axioms M1ndashM5 one can at least argue that mother bodiesshould not occur in continuous families If t 7 t is a continuous family ofmother bodies for such that the derivative Pt exists in a strong enough sense thenone expects this derivative to be a distribution of order at most one since looselyspeaking it is the infinitesimal difference between two distributions of order zero(ie measures) Strictly speaking to be a distribution of order at most one meansto be something which can be written as a spatial derivative of a measure to be aderivative with the respect to an external parameter like t is not enough in generalBut under some additional assumptions one can connect the two kinds of derivatives

              62 Some General Properties of Mother Bodies 83

              The following proposition is a rudimentary result on non-occurrence of continuousfamilies

              Proposition 64 Assume that t 7 t is a family of mother bodies for some fixed which moves in the flow of a smooth vector field D z t in C Then the motherbodies are all the same t D 0 for all t

              Proof That flows by can be taken to mean in differential geometric languagethat

              tC L D 0

              where L denotes the Lie derivative with respect to (see [24] for example) SinceL is a spatial derivative of first order L is a distribution of order at most onehence so is P by the equation

              By Lemma 61 it now follows that U Pt 2 L1loc Clearly supp Pt supptSince Ut D U˝ in˝e by M1 for all t we conclude that U Pt D 0 in˝e Henceby harmonic continuation and M5 U Pt D 0 in all C n suppt ie almosteverywhere in C Thus Pt D 0 which is the desired conclusion

              If is a mother body for then the quadrature formula

              f dA DZ˝

              f d f 2 O˝ (64)

              holds In fact this is just a weaker version of (63) In particular and representthe same element in H ˝ In the definition of a mother body there is norequirement that shall have compact support in ˝ The reason is that one wantspolygons and other domains with corners to admit mother bodies

              In the other direction even finite quadrature domains in the sense (341) do notalways admit mother bodies in the strict sense of Definition 61 and with D ˝ Indeed if

              1

              f dA DmX

              kD1

              nk1XjD0

              ckjf jak (65)

              then a necessary condition that D ˝ shall have a mother body is that nk D 1 andck0 gt 0 for all k But even that is not sufficient it may still happen that axiom M2fails for the only available candidate of mother body namely

              D

              mXkD1

              ck0ıak

              Example 61 Let f W D ˝ be a conformal map which is an entire function withf 0 D 0 Consider ˝ as a body with density one ie take D ˝ If f D a

              84 6 Mother Bodies

              then ˝ is a disk which is a quadrature domain and for which D a2ı0 is theunique mother body If f is a polynomial of degree 2 then ˝ is still a quadraturedomain with a multiple quadrature node at the origin but it has no mother bodysatisfying all of M1ndashM5 Indeed M2 and M3 fail

              If f is not a polynomial (but still entire) then ˝ is not a quadrature domainand there is no mother body But the analytic functional in (347) still has thesingleton f0g as a carrier However there will be no distribution sitting exactly onf0g representing M only a hyperfunction (a Dirac multipole of infinite order)

              Example 62 If a gt 0 is sufficiently large then there exists a quadrature domain ˝admitting the quadrature identity

              f dA D af 0C i f 1C f C1 f 2 O˝ (66)

              One may view the right member as something of the formR

              f d but then will bea complex measure which mixes the real and imaginary parts of f As an analyticfunctional f 7 R

              ˝f dA has f1 0C1g as a minimal carrier but D ˝ does not

              have any mother body (eg M2 M3 will be violated for )One can still find real-valued representing distributions (with small support) but

              then one need to connect the points ˙1 For example writing f D uC iv and setting D Œ1C1 we have

              i f 1C f C1 D iZ

              f

              xdx D i

              Z

              u

              xdx C

              Z

              u

              ydx

              Taking real parts of (66) therefore givesZ˝

              u dA D au0CZ

              u

              ydx

              Here u runs over real-valued harmonic functions but of course complex-valuedfunctions u are allowed as well and then nothing prevents u from being analyticitself Hence we have a real-valued representation of the analytic functional f 7R˝

              f dA by a distribution of order one with support on the line segment DŒ1C1

              63 Reduction of Inner Product to Mother Body

              What is special with the inner product in Ha˝ is that it in contrast to the L2-innerproduct in the Bergman space L2a˝ immediately collapses to any mother body for D ˝ Indeed using (64) gives

              h f gi D 1

              2

              Hzwf zgw dzdw (67)

              63 Reduction of Inner Product to Mother Body 85

              Choosing here f D kz g D kw for zw 2 ˝e and using (338) gives

              1 Fzw D hkz kwi D 1

              2

              Hu vdu

              u z

              dv

              Nv Nw

              Recall that kz D 1= z and that Fzw denotes the restriction of Ezw to˝e ˝e including analytic continuations of this Thus we see clearly that Fzwhas an analytic continuation to C n supp C n supp if is a mother body

              Similarly Fzw extends to C n K C n K whenever K ˝ is a carrier forf 7 R

              ˝f dA This statement can be sharpened to become a full-fledged assertion on

              regularity of free boundaries applying for example to the classical obstacle problem[75] We give some details on this in Sect 64 below

              The above can be equivalently expressed with the inner product written on theform (325)

              h f gi D 1

              42

              1 Fzwf zgw dzd Nw (68)

              Here we have replaced the original Ezw in (325) equivalently (328) by itsanalytic continuation Fzw and then the path of integration can be shrunk tosurround just the support of any mother body with the mother body itself then beingrepresented by the jump of Fzw across the arising slits or by residues of polesif Fzw has point singularities In the integrals above f g 2 Ha˝ but forsimplicity we may think of f and g as being good analytic functions say in O˝

              In terms of the Schwarz function see (220) the analytic continuation of Fzwis connected to Hzw by (224) ie by

              Fzw D z SwSz NwHzw zw 2 ˝ n supp

              Similarly is related to the singularities of Sz in a direct way eg simple polescorrespond to point masses and jumps between different branches give line sourcesexplicitly by formulas like (621) below Using these relationships the two forms ofthe inner product (67) and (68) can be identified

              We remark that the information in the right member of (67) having both Hzwand present is actually redundant The function Hzw contains all informationof ˝ and hence of all mother bodies and in the other direction if is known andsatisfies at least axioms M1 M2 in the definition of a mother body then ˝ canbe reconstructed by a partial balayage as mentioned in Sect 61

              So Hzw and are coupled to each other even though in a rather implicitway The redundancy may be explained in terms of moments (see Sect 22) asfollows complete knowledge of Hzw (or Ezw) is equivalent to knowledgeof all complex moments Mkj whereas knowledge of just means knowledgeof the harmonic moments Mk D Mk0 Indeed the complex moments are thecoefficients of the expansion of Ezw at infinity while the harmonic momentsare the coefficients of C˝z D Cz at infinity More specifically contains

              86 6 Mother Bodies

              information of singularities in a fairly explicit way while the remaining informationin Hzw can be considered to be of a more lsquosoftrsquo character

              Part of the above discussion is also relevant the Bergman inner product whenthis is written on the form (327) Indeed in terms of Fzw this becomes

              f gL2˝ D 1

              42

              log Fzwf zgw dzd Nw (69)

              If F has an analytic continuation then also log F has it to a certain extent Howeverthis may become obstructed by branch-cuts because the logarithm is multivalued(and note that Fz z D 0 on ˝) Such branch cuts at least prevent the innerproduct from collapsing when˝ is a quadrature domain and in general they seem tohave the effect that zeros of Bergman orthogonal polynomials are less willing to godeeply into the domain compared to what is the case for exponential polynomials

              64 Regularity of Some Free Boundaries

              This section contains an outline of ideas behind the main result in [36] which isa theorem on analyticity of some free boundaries namely those boundaries whichadmit analytic continuation of the Cauchy transform The important point is that itassumes no a priori regularity of ˝ ˝ is from outset just a bounded open setHowever we shall here (for briefness) simplify matters a little following partly[38] but full details are given in [36] The statement when formulated in terms ofthe Cauchy kernel kz D 1= z is as follows

              Theorem 61 Let ˝ C be a bounded open set and let K ˝ be compact Thenthe following assertions are equivalent

              (i) The map C n˝ C given by

              z 7 hkz 1i

              extends analytically to C n K C(ii) The map C n˝2 C given by

              zw 7 hkz kwi

              extends analytically to C n K2 C(iii) The Hilbert space-valued map C n˝ H ˝ given by

              z 7 kz

              extends analytically to C n K H ˝

              64 Regularity of Some Free Boundaries 87

              Recall that in terms of Cauchy and exponential transforms hkz 1i D C˝zhkz kwi D 1 Ezw As for the Hilbert space-valued map we say that a map˚ W C n K H ˝ is analytic if and only if the function z 7 h˚z hi is analyticfor each h 2 H ˝ The three assertions say more precisely that there exist analyticfunctions f W C n K C F W C n K2 C ˚ W C n K H ˝ such thatin the respective cases hkz 1i D f z for z 2 C n ˝ hkz kwi D 1 Fzw forzw 2 C n˝ kz D ˚z for z 2 C n˝

              Proof It is easy to see that iii ) ii ) i so we just prove that i ) iiiWe make the simplifying assumptions that (31) and (61) hold but as shown in [36]these assumptions can eventually be removed

              Assuming then i let f z denote the analytic continuation of hkz 1i D C˝zto C n K C and we shall find an analytic continuation ˚z of kz itself It isconvenient to continue f further in an arbitrary fashion over K and to all C andthen think of f as the Cauchy transform of something living on K This somethingcan be taken to be a signed measure or even a smooth function if we just enlargeK a little This does not change anything in principle since this enlargement can bemade arbitrarily small and we may keep the notation K

              Thus we assume that after the extension D fNz is a smooth function in C with

              supp K (610)

              This means that the assumption i takes the form

              C˝ D C on C n˝ (611)

              equivalently

              hkz 1i D hkz 1i for z 2 C n˝

              and we claim then that the analytic extension of kz itself is given by

              ˚z D kz (612)

              Similarly the continuation of hkz kwi in ii of the theorem will be given by

              1 Fzw D hkz kwi D h˚z ˚wi

              That ˚ defined by (612) is in fact analytic as a map C n K H ˝ isimmediate from the definition of analyticity and from (610) So it just remainsto verify that ˚z D kz as elements in H ˝ for z 2 C n˝ There is an beautifulapproximation theorem [8] saying that for a completely arbitrary bounded open set˝ the finite linear combinations of the Cauchy kernels with poles outside ˝ aredense in the space of integrable analytic functions in ˝ The theorem is based onan ingenious construction due L Bers and L Ahlfors of mollifiers which exactly

              88 6 Mother Bodies

              fit the modulus of continuity for Cauchy transforms The theorem can be adapted toharmonic and subharmonic functions as well (cf [56]) and has in such forms beenof crucial importance in the theory of quadrature domains from the work of Sakai[89] and onwards A particular consequence is that the statement (611) is equivalentto the quadrature identity

              h dA DZ

              Kh dA (613)

              holding for all integrable analytic functions h in ˝ Choosing in (613) the integrable analytic function

              h DZ˝

              Hzwkzw dAw

              where z 2 ˝e and 2 L1˝ gives

              hkz i D hkz i

              Thus since L1˝ is dense in H ˝ kz D kz as elements in H ˝ for z hellip ˝ and by continuity also for z hellip ˝ This proves the theorem

              It follows from the definition (21) of the exponential transform that Ez z D 0

              for z 2 ˝ unless this is a point of zero density for˝ When the Cauchy transformC˝z and hence by Theorem 61 E˝zw has an analytic continuation across˝ then ˝ has positive density at all points of ˝ see [36] It therefore follows thatthe analytic continuation Fzw of Ezw in this case becomes a good definingfunction for ˝

              Corollary 61 If the Cauchy transform of a bounded open set ˝ has an analyticcontinuation from the exterior of ˝ across ˝ to a compact set K ˝ then ˝ isnecessarily contained in a real analytic variety

              ˝ fz 2 C n K W Fz z D 0g

              The first complete proofs of analyticity of boundaries admitting analytic con-tinuation of the Cauchy transform or boundaries having a one-sided Schwarzfunction were given by Sakai [92ndash94] For overviews of the regularity theory offree boundaries in general see eg [25 75] In a different context the exponentialtransform has much earlier been used implicitly in characterizations of boundariesof analytic varieties in C2 See [4 54]

              65 Procedures for Finding Mother Bodies 89

              65 Procedures for Finding Mother Bodies

              Let be the density of a mass distribution positive and bounded in a domain ˝ zero outside ˝ and we shall describe some procedures for finding candidates ofmother bodies for For these to work one has to assume that the density is realanalytic in ˝ and that the boundary ˝ is at least piecewise analytic Some of themethods are implicit in the general theory of quadrature domains as presented forexample in [89 101] while other (those based on jumps of the Schwarz function)have been elaborated in [95] and similar papers

              Reasoning backwards assume first that we already have a mother body whichreaches ˝ only at the non-smooth points (the ldquocornersrdquo) Then the function

              u D U U (614)

              is non-negative and satisfies

              u D in ˝ (615)

              u D jruj D 0 on ˝ (616)

              In particular away from supp in ˝ we have

              u D (617)

              Going now in the other direction if is not known then we may start by tryingto solve the Cauchy problem (617) (616) in a neighborhood (in ˝) of the analyticparts of ˝ Unique local solutions do exist in view of the Cauchy-Kovalevskayatheorem Assuming that the domain of definitions of these local solutions cover allof ˝ we may then try to glue these pieces to a continuous function u in ˝ This uwill satisfy (616) and then we may simply define by (615) In lucky cases this will then be a mother body

              An alternative but related procedure uses the Schwarz function Sz If D 1

              in ˝ then the relationship between u and Sz is in one direction

              Sz D Nz 4u

              z (618)

              and in the other direction

              uz D 1

              4jzj2 jz0j2 2Re

              Z z

              z0

              Sd (619)

              Here z0 2 ˝ and the relation holds in a neighborhood of that analytic piece of˝ to which z0 belongs The function u in (618) is sometimes called the modifiedSchwarz potential see [101]

              90 6 Mother Bodies

              In the general case one may first choose a fixed function ˚ satisfying

              ˚ D

              ie ˚ satisfies (617) alone with no concern of boundary data Since all data arereal analytic we shall write and ˚ as D z Nz and ˚ D ˚z Nz with analyticdependence in each argument When D 1 the natural choice of˚ is˚z Nz D 1

              4zNz

              As one easily checks the relationship between u and Sz in general is

              z˚z Sz D z˚z Nz u

              z

              which replaces (618) but only gives Sz implicitly from u and in the other direction

              uz D ˚z Nz ˚z0 Nz0 2ReZ z

              z0

              z˚ Sd (620)

              In these equations z˚ denotes the derivative of ˚ with respect to the first variableHere z0 2 ˝ and (620) holds in a neighborhood of z0 Compare [95] and also[94]

              To find candidates for mother bodies one continues the branches of the Schwarzfunction as far as possible and then try to glue them However since Sz isanalytic one can never glue it to become continuous (because then it would beanalytic throughout ˝ which is impossible) In the generic case there will bejump discontinuities along line segments like branch cuts in the algebraic casePole singularities can also occur The mother body then comes from the jump ofSz across these line segments (plus residues for poles) the contribution from anoriented arc being

              d D 2iŒz˚z Szjump dz along (621)

              If s is an arc length parameter then replacing dz by dz=ds above gives the density of with respect to s along the arc The jump is defined as the value on the right-handside minus the value on the left-hand side The measure should be positive or atleast real and that requirement singles out at each point z 2 ˝ only finitely manypossible directions for a branch cut passing through the point the requirement forsuch a direction being

              Re Œz˚z Szjump dz D 0 along

              See further discussions in [95] On squaring (621) the requirement that shall bereal translates into a certain quadratic differential being asked to be positive Thusthe theory connects to the theory of trajectories of quadratic differentials (see [105])a direction which has been pursued in a random matrix context by Bleher and Silva[9]

              65 Procedures for Finding Mother Bodies 91

              We next give an example showing that the good property of carriers that theintersection of two convex carriers is again a (convex) carrier is not shared bysupports of mother bodies The example is inspired by the construction by Sakai[87] of two simply connected Jordan domains which have the same set of harmonicmoments

              Example 63 Choose numbers 1 lt r lt R lt 1 and consider the two annuli

              (AC D fr lt jz C 1j lt RgA D fr lt jz 1j lt Rg

              Considered as bodies of density one they have the same potentials in the exteriorregions as the point masses R2r2ı1 and R2r2ıC1 respectively It followsthat the two mass distributions AC

              CR2 r2ıC1 and ACR2 r2ı1 have

              the same potentials far away say for jzj gt R C 1Now we disturb the above by replacing the first terms by ACnA

              and AnAC

              respectively This means that we remove some small pieces from the annuli butwhat is important is that we remove the same piece (namely AC A) from bothTherefore the two new mass distributions

              (C D ACnA

              C R2 r2ıC1 D AnAC

              C R2 r2ı1

              still have the same potentials for jzj gt R C 1The next step is that we construct mother bodies C and of ACnA

              andAnAC

              This is easily done using the procedures shown in Sect 65 For examplethe potential u in (614) is given as the minimum of the solutions of (615) (616)connected to the different boundary segments Specifically setting

              uRz D 1

              4jzj2 R2 R2 log

              jzj2R2 (622)

              for the solution of u D 1 in C u D jruj D 0 on jzj D R (and similarly for littler) we define u˙ by

              (uCz D minACnA

              fuRz 1 urz 1 uRzC1 urzC1g for z 2 AC n Auz D minAnAC

              fuRz 1 urz 1 uRzC1 urzC1g for z 2 A n AC

              Thenu˙ D 1 except on some sets where two of the potentials minimized over areequal where we get distributional contributions (negative measures) Defining then

              (C D 1 uC D 1 u

              we have Bal C 1 D ACnA Bal 1 D AnAC

              92 6 Mother Bodies

              Now C C R2 r2ıC1 and C R2 r2ı1 have the same exteriorpotentials as C and respectively Finally we sweep these mass distributions tobodies of constant density by partial balayage To fit our general setting we shouldhave density one but then we may need to first blow up the mother bodies by afactor t gt 1 The result can be written as

              (Bal tC C R2 r2ıC1 1 D Bal tC 1 D ˝Ct

              Bal t C R2 r2ı1 1 D Bal t 1 D ˝t

              If here t gt 1 is sufficiently large then ˝Ct D ˝t This follows fromgeneral theory of partial balayage or quadrature domains Indeed when t is large˝˙ will necessarily be simply connected in fact essentially circular as one realizesby various comparison arguments or by the sharp ldquoinner normal theoremrdquo [44 45]And then the equality˝Ct D ˝t follows from uniqueness theorems originallydue to Sakai [89] (for example Corollary 92 in that text)

              The conclusion of all this is that the domain ˝ D ˝Ct D ˝t has twodifferent mother bodies tC C R2 r2ıC1 and t C R2 r2ı1 and itis easy to see that the are not only different even the convex hulls of their supportsare different

              Remark 61 Some previously known examples of domain having different motherbodies like Zidarovrsquos example [113] have the drawback in this context that theconvex hulls of their supports coincide

              Chapter 7Examples

              Abstract In this chapter we present the results of our numerical experimentsconcerning zeros of exponential polynomials with pictures indicating asymptoticdistributions (or at least the distribution of the first 50ndash100 zeros) We also makethe corresponding theoretical construction of mother bodies and compare the twoIn many cases there are reasonable but far from perfect agreements between thesets where zeros seem to accumulate and the supports of the corresponding motherbodies And here we reach terra incognito as there is no agreement between thedensities they seem rather to be complementary to each other In one case we havecomplete results with theoretical proofs namely for the ellipse Taking a standardellipse with foci ˙1 the zeros go to the focal segment with density proportional to1=

              p1 x2 1 x 1 while the mother body for the ellipse with uniform mass

              distribution has densityp1 x2 on the same segment

              71 The Unit Disk

              For the unit disk Hzw D 11z Nw and HaD degenerates to the one dimensional

              space with inner product

              h f gi D f 0g0

              Set

              enk D 1

              k C 1znNzk

              One computes that

              henk ersi D(1 if n k D r s 0

              0 otherwise

              It follows that H D is generated by the anti-analytic functions fe00 e01 e02g Df Nzk

              kC1 W k D 0 1 2 g and that this is an orthonormal basis It also follows thate00 D e11 D e22 D e01 D e12 D e23 D etc as elements in H D

              copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_7

              93

              94 7 Examples

              Note that on the other hand Hzw coincides in this case with Szegoumlrsquos kernelthat is the reproducing kernel of the Hardy space associated to the unit disk

              72 The Annulus

              For the annulus

              ˝ D fz 2 C W r lt jzj lt Rg

              we have E˝zw D ED0R=ED0r which by (25) gives

              H˝zw D z Nwz Nw r2R2 z Nw zw 2 ˝

              Also

              Gzw D(

              zr2z Nw r lt jzj lt R jwj gt R

              zR2z Nw r lt jzj lt R jwj lt r

              The analytic space Ha˝ is generated by the powers zn z 2 Z and taking thenorm into account gives the orthonormal basis fen W n 2 Zg defined by

              enz D8lt

              zn

              Rnp

              R2r2 n lt 0

              zn

              rnp

              R2r2 n 0

              We can truncate the multiplier Z by the coordinate on the finite dimensionalsubspaces generated by zk n k n The result will be a weighted shift Zn withzero on the main diagonal and only the lower sub-diagonal non-null In particularZn is nilpotent and hence the counting measure n of its spectrum is simply ı0In conclusion all exponential orthogonal polynomials are monomials and the onlylimit measure of their zeros is ı0

              Since ˝ is not a quadrature domain feng is actually an orthonormal basis in allH ˝ (see Theorem 31) Given an arbitrary f 2 H ˝ we can therefore expand

              f DXn2Z

              cnen jj f jj2 DXn2Z

              jcnj2 lt 1 (71)

              In the hope of being able to consider f as an analytic function we insert the variablez and convert the expansion into a power series

              f z DXnlt0

              cn

              Rnp

              R2 r2zn C

              Xn0

              cn

              rnp

              R2 r2zn (72)

              73 Complements of Unbounded Quadrature Domains 95

              Here the first term converges for jzj gt R lim supn1 jnj

              pjcnj and the second termfor jzj lt r= lim supn1 jnj

              pjcnj The lim sups here are 1 but nothing moreis guaranteed Taking for example cn D 1=jnj the first term in the expansion off z converges for jzj gt R and the second term for jzj lt r hence the whole seriesconverges nowhere

              The orthonormal expansion (71) gives a one-to-one identification betweenelements f in H ˝ and `2Z-sequences of coefficients cn Therefore the corre-sponding power series expansion (72) gives a good picture of the nature of elementsin H ˝ from an analytic point of view they are simply formal power serieswith coefficients in an `2-space but with possibly empty convergence region So ingeneral there is no way to associate a value at any point for a ldquofunctionrdquo f 2 H ˝In particular there is no reproducing kernel for H ˝ If there had been this wouldhave been given by

              Xn2Z

              enzenw zw 2 ˝

              (cf (340)) but this series converges nowhereThe annulus ˝ has a unique mother body sitting with uniform density on a

              circle jzj D for certain in the interval r lt lt R namely that value for whichur D uR where ur uR are defined by (622) But as is clear from the abovenot even on this circle there are any continuous point evaluations for elements inH ˝

              73 Complements of Unbounded Quadrature Domains

              Let D be a quadrature domain with 0 2 D The inversion z 7 1=z then takes thecomplement of D to a bounded domain

              ˝ D inv De D fz 2 P W 1z

              2 P n Dg

              Since D is bounded we have 0 2 ˝ The exterior ˝e D inv D is what is calledan unbounded quadrature domain see in general [63 70 88 93 99 100] for thisnotion We shall not need much of the theory of unbounded quadrature domains wejust remark that the class of bounded and unbounded quadrature domains as a wholeis invariant under Moumlbius transformations (see in particular [100] and [93])

              Let d be the order of the quadrature domain D Then by (344) the exteriorexponential transform of D is of the form

              EDzw D FDzw D Qz NwPzPw

              jzj jwj gtgt 1

              96 7 Examples

              where Pz a monic polynomial of degree d and Qz Nw is a polynomial of degreed in each of the variables Some more details on the structure of Qz Nw can beread off from (48) By using Lemma 21 together with (224) or more directly byformula (314) in [36] one obtains from FDzw the interior exponential transformof ˝

              H˝zw D CQ 1z 0Q01Nw

              1 zS01 NwS0Q 1z 1Nw

              D Cpzpw

              qz Nw (73)

              Here Sz D SDz is the Schwarz function for D that branch which is single-valued meromorphic in D and equals Nz on D In addition C D H˝0 0 and p qare polynomials satisfying p0 D q0 0 D 1 Specifically

              qz Nw D zd NwdQ1

              z1

              Nw (74)

              pz D zdQ 1z 0

              1 zS0D zd1 Q 1z 0

              1z S0

              Note that 1z S0 is a factor in Q 1z 0 because QS0 0 D 0 It follows that pzis a polynomial of degree at most d 1

              Since Hzw is positive definite the zeros of pz must be outside ˝ This factcan also be proved directly by using arguments with the Schwarz function includinga valency statement in [101] It also follows that 1=qzw is positive definite in ˝

              If D is connected and has m boundary components (m 1) the algebraic curveloc Q W Qzw D 0 has genus m 1 In fact this curve is (after completionin projective space P2 and resolution of singularities) canonically isomorphic tothe compact Riemann surface (Schottky double of D) obtained by completing Dwith a backside (a copy of D provided with the opposite structure) the two piecesglued together along D On the frontside the isomorphism is given by D 3 z 7z Sz 2 loc Q Recall that QDz Sz D 0 identically From this we obtain thetotal number of branch points of Sz considered as an algebraic function IndeedSz has d branches over the Riemann sphere and the Riemann-Hurwitz formula[22] shows that the number of branch points is

              b D 2m C d 2 (75)

              Turning to ˝ D inv De the Schwarz function for ˝ is related to that for Dby

              S˝z D 1

              SD1=z

              and it has a single-valued branch in ˝e namely that branch which equals Nz on ˝ However continuing that branch into ˝ it will not be single-valued (unless d D 1)

              73 Complements of Unbounded Quadrature Domains 97

              Instead its structure of branch points will determine the mother body structure anymother body will consist of arcs which end up in these branch points

              Notice that in the present situation all poles of S˝z are located outside ˝ soany mother body for˝ will consist solely of branch cuts and from (75) we see that2m C d 2 is an upper bound for the number of end points of these cuts

              731 The Ellipse

              The ellipse can be obtained as the complement of the inversion of a certain two pointquadrature domain known as the Neumann oval see [47 69 93 101] It is also aspecial case of the hypocycloid to be treated in the next subsection The values ofthe parameters in (75) are then d D 2 m D 1 b D 2

              The standard ellipse

              ˝ D fz 2 C W x2

              a2C y2

              b2lt 1g

              with half axes a gt b gt 0 has a unique mother body [102] it is the measuresupported by the focal segment Œc c (c D p

              a2 b2 gt 0) given by

              dx D 2ab

              c2p

              c2 x2 dx c lt x lt c

              (For some higher dimensional aspects see [64]) The madonna body (skeleton forthe equilibrium measure) 13 for the ellipse has the same support but a differentdensity

              d13 D dx

              p

              c2 x2 c lt x lt c (76)

              The Schwarz function for the ellipse is

              Sz D a2 C b2

              c2z 2ab

              c2

              pz2 c2

              that branch of the square root chosen which is positive for large positive values ofz The interior exponential transform Hzw is obtained from (73) with qz Nz D1 x2

              a2 y2

              b2(z D x C iy) and where pz turns out to be constant see also Sect 732

              in this respect Specifically this gives

              Hzw D C

              4a2b2 C a2 b2z2 C Nw2 2a2 C b2z Nw

              where C D 4a2b2H0 0 gt 0

              98 7 Examples

              It is known that the Bergman orthogonal polynomials have 13 as the unique weaklimit of their counting measures The same turns out to be true for the exponentialpolynomials

              Proposition 71 Let 13n be the counting measures for the zeros of the exponentialpolynomials for the ellipse Then in the above notations

              13n 13

              as n 1

              Proof The proof is based on hyponormal operator theory and goes as follows LetS 2 L `2N denote the unilateral shift operator

              Sek D ekC1 k 0

              where ek stands for the orthonormal basis of `2N Let 0 lt r lt 1 be a parameterand consider the operator T D rS C S Since ŒSS D e0 ˝ e0 we infer

              ŒTT D ŒrS C S rS C S D 1 r2ŒSS D 1 r2e0 ˝ e0

              Since the operators S and S commute modulo compact ones the essentialspectrum of T is equal to the set

              essT D fr C 1

              jj D 1g

              that is it coincides with the ellipse of semiaxes 1˙ r Thus the spectrum of T is thesolid ellipse The focal segment for this ellipse is Œ2pr 2

              pr (Fig 71)

              The finite dimensional subspaces to compress T on are

              HnT e0 D spanfe0 e1 en1g

              and the associated truncated operators are

              Tn D

              0BBBBBBBB

              0 r 0 0 0

              1 0 r 0 0

              0 1 0 r 0

              0 0 0 0 r0 0 1 0

              1CCCCCCCCA

              This is a Jacobi matrix and it is well known that its characteristic polynomial isup to a normalizing factor equal to the Chebyshev polynomial of the second type

              73 Complements of Unbounded Quadrature Domains 99

              Fig 71 Zeros of the orthogonal polynomials Pn n D 10 20 30 for an ellipse

              Unz

              2p

              r Recall that

              Uncos D sinn C 1

              sin

              so that indeed the zeros of Unz

              2p

              r asymptotically distribute as in (76) ie

              according to the probability distribution

              1

              d D dx

              p4r x2

              2pr lt x lt 2p

              r

              732 The Hypocycloid

              A hypocycloid is a curve traced out from a point in a disk when this disk rolls insidea larger circle In case the point lies on the boundary of the disk the hypocycloidhas outward pointing cusps otherwise it is a smooth curve If the ratio between theradii of the two circles is an integer then the curve obtained is a closed curve andbounds a domain We shall consider such a hypocycloid domain ˝ centered at theorigin

              Elementary considerations show that if the distance from the origin to the centerof the smaller disk is a gt 0 and the moving point zt sits on distance b gt 0 fromthe center of this smaller disk then the motion is given by

              zt D aeit C beid1t

              100 7 Examples

              Here d gt 1 is the ratio between radius of the larger circle to that of the smaller oneWe assume that d is an integer so d 2 The geometry of the above configurationworks out only if

              a d 1b (77)

              The equality case here corresponds to the hypocycloid being singular with cuspsSetting D eit above we see that the hypocycloid simply is the image of the unit

              circle under the rational function

              D a C b1d

              In addition (77) is exactly the condition for to be univalent in De Thus is

              then a conformal map De ˝e subject to standard normalization at infinity (in

              particular 1 D 1)After inversion z 7 1=z the exterior domain˝e turns into a bounded domain D

              with conformal map W D D given by

              D 1

              1=D

              a C bd

              Since this is a rational function of order d D is a quadrature domain of order d Thed poles are located at the dth roots of a=b In particular we see that the multiplepole of order d 1 of at the origin has split into d simple poles for Since Dis a (bounded) quadrature domain ˝e is an unbounded quadrature domain with amultiple quadrature node at infinity

              The number d above has the same meaning as in the beginning of this Sect 73and the number of boundary components of D or ˝ is m D 1 The boundary of Dis given by an equation

              D W Qz Nz D 0

              where the polynomial Qzw has degree d in each of the variables hence theboundary of ˝ is given by qz Nz D 0 with qzw as in (74) The total numberof branch points of each of SDz and S˝z is given by the Riemann-Hurwitzformula (75) ie equals b D 2m C d 2 D 2d 1

              In addition to these branch points the curve loc Q has singular points Takingmultiplicities into account the total number of singular points is d 12d 1according to the genus formula [29] The quadrature nodes account for dd 1

              singular points located at points of infinity of the two dimensional projective spaceP2 Further on there are d C 1 singular points visible in the real as isolated rootsz 2 C of Qz Nz D 0 or cusps on the boundary in the cusp case One of these pointsis the origin (see argument below) the point of inversion the remaining d pointsare located in D (or on D in the cusp case) on those radii from the origin whichare intermediate between the radii leading to the quadrature nodes The remaining

              73 Complements of Unbounded Quadrature Domains 101

              d12d1dC1D dd3 are not visible in the real The above statementsas well as some assertions below are elaborated in detail and proved [33]

              Using that Qz Nz must be invariant under rotations generated by z 7 e2 i=d onefinds that Qzw more exactly is of the form

              Qzw D ˛0 C ˛1zw C ˛2z2w2 C C ˛d1zd1wd1 C ˛dzdwd C ˇzd C Nwd

              Because we have assumed that D is simply connected it also follows from potentialtheoretic consideration together with symmetries that ˛0 D 0 Indeed the functionu in (618) must have a stationary point at the origin hence SD0 D 0 and soQ0 0 D 0 And since Qz Nz 0 in D it follows that the origin is a singular pointon loc Q By normalization we also have ˛d D 1

              Turning to qzw and pz see (74) it follows that

              qzw D 1C ˛d1zw C ˛d2z2w2 C C ˛1zd1wd1 C ˇzd C ˇwd

              where we have used that ˇ is real and

              pz D zdQ1

              z 0 D ˇ

              In general pz has degree d 1 as mentioned after (74) and when the origin isa singular point it has always degree d 2 as a consequence of Q0 0 D 0 Butin the present case it is even better than so pz is simply a constant This makes theinterior exponential transform (73) to appear on the very simple form

              H˝zw D C

              1C ˛d1z Nw C ˛d2z2 Nw2 C C ˛1zd1 Nwd1 C ˇzd C ˇ Nw d

              (78)

              Since we started out from having uniformizations of the curves Qzw D 0 andqzw D 0 for example

              q 1= N D 0 2 P (79)

              we can easily determine the coefficients in (78) in terms of the coefficients a and bof The result for d D 3 is

              H˝zw D C

              a2bz3 C Nw3 b2z2 Nw2 a2b2 C a4 2b4z Nw C a2 b23

              where we have changed the normalization in the denominator hence changed thevalue of C For any d 2 the values of the coefficients ˛j ˇ are obtained by solvinga linear system of equations obtained from the substitution (79) So this is quitestraight-forward Of course one can also find the polynomial qzw by classical

              102 7 Examples

              elimination theory without knowing anything a priori about qzw but that leadsto more difficult equations to solve

              For d D 2 we are in the ellipse case discussed in terms of different methods andnotations in Sect 731 and in that case we could find the Schwarz function and themother body explicitly But already in the case d D 3 it is not so easy anymoreIt is difficult to write down the Schwarz functions SDz and S˝z explicitlysince this would involve solving a third degree algebraic equation However thelocations of the b D 2d 1 D 4 branch points can be estimated For examplefor S˝z the branch points are inside ˝ one at the origin and the other threeon the radii corresponding (under the inversion) to the radii just mentioned Thusany mother body will consist of arcs connecting these points and analysis of therequirements M1 M5 in Chap 6 leaves only one possibility open namelythat its support consists of the straight lines (radii) from the origin to the threebranch points outside the origin Figure 72 indicates that zeros of the exponentialpolynomials do converge to this configuration

              Similar results have been obtained for other sequences of polynomials see forexample [20 55] and for a warning [85]

              Fig 72 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the hypocycloid defined by D 2 C 1=82

              74 Lemniscates 103

              74 Lemniscates

              For R gt 0 we consider the lemniscate

              ˝ D fz 2 C W jzm 1j lt Rmg

              Thus the boundary is given by

              zm 1Nzm 1 D R2m

              which on solving for Nz gives the Schwarz function

              Sz D m

              szm 1C R2m

              zm 1 (710)

              the appropriate branch chosen Obviously˝ is symmetric under rotations by angle2=m

              We start by computing the mother body There are three cases to consider

              1 The disconnected case 0 lt R lt 1 ˝ then consists of m ldquoislandsrdquoBranch points for Sz z D 1 and 1 R2m1=m (the positive root) plus rotationsby 2=m of this The branch cuts giving rise to a real actually positive motherbody are the interval Œ1R2m1=m 1 ˝ plus the rotations of this The motherbody itself is

              dx D sin m=

              xm 1C R2m

              xm 11=m dx 1 R2m1=m lt x lt 1

              plus rotations by 2=m2 The critical case R D 1 ˝ still consists of m islands meeting at the origin

              which now is a higher order branch point The branch cuts are 0 1 ˝ plusrotations and the formula for d is the same as above

              3 The connected case 1 lt R lt 1In this case the only branch points contained in˝ are the mth roots of unity andthe branch cuts giving a real mother body are the radii from the origin to theseroots of unity The mother body itself is

              dx D sin=m

              xm 1C R2m

              1 xm1=m dx 0 lt x lt 1

              plus rotations

              104 7 Examples

              Fig 73 Zeros of the orthogonal polynomials for lemniscate with m D 3 and R D 09

              These mother bodies seem to agree as far as the supports are concerned withlimits of counting measures found in numerical experiments (Fig 73)

              One may compare with what is known for the Bergman polynomials In that case should be replaced by the equilibrium measure which is related to the exteriorGreenrsquos function and is easy to compute Indeed the Greenrsquos function is

              g˝ez1 D 1

              mlog jzm 1j log R

              the equilibrium measure sits on the boundary and its density with respect to arclength is proportional to the normal derivative of the Greenrsquos function Precisely dA is to be replaced by the measure

              1

              2

              jzjm1

              Rmjdzj on ˝

              75 Polygons 105

              The unique mother body (ldquomadonna bodyrdquo) is in terms of the harmonic continua-tion of the above Greenrsquos function to all C

              D 1

              2g˝e1 D 1

              m

              mXkD1

              ık

              where D e2 i=mThe comparison we wish to make here is first of all that the madonna body

              is completely different from the mother body for D ˝ and second thatfor the counting measures for the Bergman polynomials there is rather completeknowledge saying that certain subsequences converge to the madonna body butother subsequences (actually most of them) converge to an equilibrium measurefor a sublemniscate namely jzm 1j lt R2m (at least when 0 lt R lt 1) Forour exponential polynomials the entire sequence of counting measures seems toconverge to a measure having the same support as the mother body

              75 Polygons

              751 Computation of Mother Body

              For convex polygons with D 1 in ˝ it is known [34] that

              uz D 1

              2dist z˝e2

              for the unique mother body which sits on the ldquoridgerdquo ie the set of those points in˝ which have at least two closest neighbors on the boundary On each line segmentin the ridge the density of with respect to arc length is linear and it goes down tozero where the ridge reaches ˝ namely at the corner points

              As for the supports of these mother bodies they are in reasonable but not perfectagreement with the numerical findings for the limits of the counting measures Thedensities do not agree however

              752 Numerical Experiments

              Asymptotic zeros for a square rectangle pentagon and hexagon are depicted inFigs 74 75 76 77)

              106 7 Examples

              Fig 74 Zeros of the orthogonal polynomials Pn n D 40 50 75 for the square with vertices atthe forth roots of unity

              Fig 75 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the 2 1 rectangle withvertices at 2C i 2C i 2 i and 2 i

              75 Polygons 107

              Fig 76 Zeros of the orthogonal polynomials Pn n D 100 110 120 for the canonical pentagonwith vertices at the fifth roots of unity

              Fig 77 Zeros of the orthogonal polynomials Pn n D 80 90 100 for the canonical hexagon withvertices at the sixth roots of unity

              108 7 Examples

              76 The Half-Disk and Disk with a Sector Removed

              761 Computation of Mother Body

              Let ˝ be the half-disk

              ˝ D fz 2 C W jzj lt 1 Re z gt 0g

              The modified Schwarz potential is

              u D minu1 u2

              where uj solves the Cauchy problem (616) (617) with D ˝ for respectivelythe straight ( j D 1) and circular ( j D 2) part of the boundary

              (u1z D 1

              2Re z2

              u2z D 14jzj2 log jzj2 1

              It follows that the equation for the support of the mother body is

              x2 y2 C logx2 C y2 D 1

              This agrees almost exactly with where the zeros of the orthogonal polynomials arefound in numerical experiments See Fig 78

              Considering a more general convex circular sector say

              ˝ D fz 2 C W jzj lt 1 j arg zj lt ˛g

              where 0 lt ˛ lt 2

              there will be three branches of u corresponding to the differentpart of ˝ to match the straight line segment in the first quadrant the circular arcand the line segment in the fourth quadrant contribute respectively with

              8ltˆ

              u1z D 12Im ei˛z2

              u2z D 14jzj2 log jzj2 1

              u3z D 12Im ei˛z2

              76 The Half-Disk and Disk with a Sector Removed 109

              Fig 78 Zeros of theorthogonal polynomials Pnn D 100 110 120 for thehalf-disk

              The particular choice ˛ D 4

              results in the explicit expressions

              8ltˆ

              u1z D 14x2 C y2 2xy

              u2z D 14x2 C y2 logx2 C y2 1

              u3z D 14x2 C y2 C 2xy

              (711)

              The modified Schwarz potential will in the above cases (any convex sector) be u Dminu1 u2 u3 and the presumably unique mother body D 1 u

              Finally we may consider a non-convex sector say

              ˝ D fz 2 C W jzj lt 1 j arg zj lt 3

              4g

              The system (711) is then modified to

              8ltˆ

              u1z D 14x2 y2 2xy

              u2z D 14x2 C y2 logx2 C y2 1

              u3z D 14x2 y2 C 2xy

              110 7 Examples

              Fig 79 Zeros of the orthogonal polynomials Pn n D 60 80 100 for the 3=4-disk

              It is still possible to glue u1 u2 u3 to one continuous function u in ˝ but thecorresponding measure D 1 u will no longer be positive it will be negativeon a line segment of the positive real axis starting at the origin Thus it is out ofquestion that can be the weak limit of some counting measures

              There are however two (positive) measures which do satisfy all requirementsof a mother body These are obtained by decomposing the ˝ into a half disk plusa quarter disk and adding the mother bodies for these This can be done in twodifferent ways but none of the mother bodies obtained come close to agreeing withthe results of numerical experiments These are shown in Fig 79

              762 Numerical Experiment

              See Figs 78 and 79

              77 Domain Bounded by Two Circular Arcs 111

              77 Domain Bounded by Two Circular Arcs

              Consider a domain˝ bounded by two circular arcs with centers on the real axis andmeeting at the points ˙i Denoting by a b 2 R the centers assumed distinct theequations of the circles are

              Ca W jz aj2 D 1C a2

              Cb W jz bj2 D 1C b2

              The corresponding solutions ua ub of the local Cauchy problem (616) (617) with D 1 ie the functions given by (619) are

              uaz D 1

              4jz aj2 1C a2log jz aj2 C 1 log1C a2

              similarly for ub Note that ua satisfiesua D 11Ca2ıa in all C ua D rua D 0

              on Ca (similarly for ub)Since a curren b we may assume that a lt b and also that a lt 0 It is easiest to

              think of the symmetric case that b D a but the analysis below does not reallyrequire that It is easy to see that given a and b there are four different domains ˝such that ˝ Ca [ Cb With Da Db denoting the open disks bounded by Ca Cb

              respectively these domains are Da Db Da [ Db Da n Db Db n Da Set

              L D fz 2 C W uaz D ubzg

              bull For the convex lens domain ˝ab D Da Db the situation is similar to that ofa half-disk in Sect 76 the modified Schwarz potential is u D minua ub andthe unique mother body sits on ˝ab L the positive density with respect to thearc length measure there being the size of the jump of the normal derivative of uwhich is the same as jrub uaj (on ˝ L) Denote this mother body by ab

              bull For the moon-shaped domain ˝ab D Da n Db the situation is somewhatsimilar to that of the lens domain the (presumably unique) mother body is apositive measure sitting on ˝ab L and the modified Schwarz potential still isminua ub where however it is now the restriction of ub to the exterior of Db

              which comes inbull Similarly for ˝ba D Db n Dabull For˝aCb D Da [Db which is not convex the line segment Da DbL divides

              the domain into two parts in such a way that the modified Schwarz potential uis represented by ua in the part containing the point a and by ub in the partcontaining b Within Da Db this gives u D maxua ub hence it is actually

              112 7 Examples

              Fig 710 Zeros of the orthogonal polynomials Pn n D 40 50 60 for ˝aCb with b D a D 1

              opposite to the representation in the case of ˝ab The matching on Da Db L will now result in a negative contribution to the mother body more exactlythe contribution will be ab In addition there will be (positive) contributionsfrom the point masses at a and b In summary one mother body (which howeverviolates the positivity requirement iii in Chap 6) is

              aCb D 1C a2ıa C 1C b2ıb ab

              There are also two other mother bodies which fulfill all the requirements inChap 6 but which are decomposable in a non-desirable sense In the symmetriccase a C b D 0 they do not respect the symmetry of ˝aCb They are obtainedby simply adding the mother bodies of each piece in the decompositions (up tonull-sets) ˝aCb D Da [˝ba D Db [˝ab

              771 Numerical Experiment

              The symmetric case with b D a D 1 is illustrated in Fig 710

              78 External Disk

              In general if˝ is the disjoint union of two domains say˝ D ˝1[˝2˝1˝2 D then E˝zw D E˝1zwE2zw and for example

              H˝zw D H˝1zwE˝2zw for zw 2 ˝1

              Thus H˝zw has H˝1zw as a main term inside ˝1 but is still is influencedby ˝2 via E˝2zw However the singularity structure inside ˝1 is completelyindependent of ˝2 By singularity structure we mean objects like mother bodies j

              78 External Disk 113

              for ˝j ( j D 1 2) or singularities for analytic continuations across the boundary ofthe exterior versions Fjzw of Ejzw

              To make this precise consider the analytic extension into ˝1 of

              F˝zw D F˝1zwF˝2zw

              assuming that ˝1 is analytic Denoting by S1z the Schwarz function for ˝1 thatanalytic extension is given by

              F˝zw D z S1wS1z Nwz wNz Nw E˝1zwF˝2zw zw 2 ˝1

              Here E˝1zw is defined precisely as in (21) and in the last factor we couldalso have written E˝2zw in place of F˝2zw The mentioned singularities areexactly the singularities of the Schwarz function S1z equivalently of the Cauchytransform C˝1z inside ˝1 The point we wish to make is that S1z and C˝1zare local objects completely independent of ˝2 in contrast to what is the casefor the exponential transform and even worse for the global spaces objects suchas the Bergman orthogonal polynomials as we shall see below In other wordsmother bodies and related structures are local objects when considering disjointunion of domains This makes it believable that also asymptotic zero distributionsfor orthogonal polynomials should also local objects at least approximately Andthis is also what is seen in our numerical experiments below

              If ˝ is the disjoint union of a non quadrature domain and a disk then the diskwill probably not be seen by the asymptotic distribution of zeros because only onezero is needed to ldquokillrdquo the disk Similarly for the disjoint union of a quadraturedomain and a non quadrature domain the quadrature domain will (probably) beinvisible in the limit

              781 Numerical Experiment Ellipse Plus Disk

              The disjoint union of an ellipse and a disk case is in sharp contrast with the Bergmanspace picture where different ldquoislandrdquo affect at distance the distribution of zeros ofthe respective complex orthogonal polynomials see [50] (Figs 711 and 712)

              The external curve in the Bergman space picture is a singular level line of theGreenrsquos function of the union of the two domains In this case its Schwarz reflectionin the two boundaries is partially responsible for the root distribution For details onthe Bergman zero distribution see [50]

              782 Numerical Experiment Pentagon Plus Disk

              The numerical experiments supporting the following two images of a pentagon andan external disk illustrate again the sharp contrast between the zero distribution of

              114 7 Examples

              Fig 711 Zeros of the exponential orthogonal polynomials Pn n D 10 15 20 for the disjointunion of an ellipse and a disk

              Fig 712 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of an ellipse and a disk

              Fig 713 Zeros of the exponential orthogonal polynomials Pn n D 40 60 80 for the disjointunion of a regular pentagon and a disk

              complex orthogonal polynomials associated to the exponential transform respec-tively the Bergman space metric Like in the previous picture the external curvein the Bergman space picture is a singular level line of the Greenrsquos function of theexterior domain much responsible for the root distribution in the Bergman spacesituation (Figs 713 and 714)

              79 Abelian Domains 115

              Fig 714 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of a regular pentagon and a disk

              79 Abelian Domains

              We consider here the case that ˝ is a quadrature in a slightly extended sense forexample that

              1

              h dA D cZ a

              ah dx C

              Xk

              ckhak (712)

              holds for all integrable analytic functions h in ˝ with a c ck gt 0 We assumethat ˝ is simply connected and then the conformal map from the unit disk willcontain logarithmic terms to account for the line segment in addition to the rationalterms needed for the point evaluations See in general [16] (Ch 14) [32 107] (˝is an Abelian domain in the sense of [107]) With emphasis on multiply connecteddomains systematic constructions (analytical and numerical) of quadrature domainsfor sources along curves are given in [73]

              The simplest possible case is obtained by taking f W D ˝ of the form

              f D A log1C ˛

              1 ˛C B (713)

              where 0 lt ˛ lt 1 AB gt 0 This gives

              1

              h dA D AZ a

              ah dx C 2˛AB h0

              where a D A log 1C˛21˛2 C B˛ gt 0 This example has the slight disadvantage that the

              quadrature node z D 0 lies on the support of the line integral If one wants to avoid

              116 7 Examples

              that a next simplest example can be taken as

              f D A log1C ˛

              1 ˛ C B

              1C ˇ22 (714)

              with 0 lt ˇ lt 1The computations are most easily performed by writing h as a derivative say

              h D H0 whereby

              1

              h dA D 1

              2i

              H0zdzdNz D 1

              2i

              HzdNz

              D 1

              2i

              ZD

              H f df 1= N

              which is easily computed as a sum of residuesRecall that Corollary 54 says that under certain assumptions isolated quadra-

              ture nodes such as the ak in (712) are ignored in the asymptotics of the zeros

              710 Disjoint Union of a Hexagon and a Hypocycloid

              7101 Numerical Experiment

              In Fig 715 we have an example of a disjoint union of two non-quadrature domainsand it indicates to what extent the asymptotic zero distributions in the two domainsinfluence each other Only in the case of small separation there will be anysubstantial influence

              Fig 715 Zeros of theorthogonal polynomials Pnn D 50 60 70 for a disjointunion of a hexagon and ahypocycloid

              711 A Square with a Disk Removed 117

              711 A Square with a Disk Removed

              Choosing for example

              ˝ D fz 2 C W jxj lt 1 jyj lt 1 jzj gt Rg

              where 0 lt R lt 1 the modified Schwarz potential u is obtained as the minimum offive such potentials one for each part of the boundary

              uz D 1

              2minfjx 1j2 jx C 1j2 jy 1j2 jy C 1j2 1

              2jzj2 R2 log

              jzj2R2

              R2g

              The (presumably unique) mother body for the density D 1 is then obtainedfrom (615)

              7111 Numerical Experiment

              The zeros for this doubly connected domain are illustrated in Fig 716

              Fig 716 Zeros of the orthogonal polynomials Pn n D 40 60 90 for ˝ as in Sect 711 withR D 025

              Chapter 8Comparison with Classical Function Spaces

              Abstract Two classical quantizations of planar shapes via Toeplitz operatorsacting on Bergman space respectively Hardy-Smirnov space are briefly comparedto the new hyponormal quantization developed in these lecture notes

              81 Bergman Space

              It is possible and desirable for a comparison basis to create Hilbert spaces analogousto H ˝ or Ha˝ with other positive definite kernels in place of Hzw Onenatural choice is the Bergman kernel Kzw producing a Hilbert space K ˝

              with inner product

              h f giK ˝ D 1

              2

              Kzwf zgwdAzdAw

              Note that in the case of a quadrature domain ˝ the above sesquilinear form hasfinite rank We shall not pursue the analysis of this alternative scenario in this paperNote however that if one replaces in the above inner product the Bergman kernel byits complex conjugate then one recovers for analytic f and g the ordinary Bergmanspace inner product

              1

              2

              Kzwf zgwdAzdAw D 1

              f wgwdAw D h f gi2˝

              Here the reproducing property

              f w D 1

              f zKzwdAz f 2 L2a˝ (81)

              of the Bergman kernel was usedA further remark concerns the Friedrichs operator Let P W L2˝ L2a˝

              denote the orthogonal projection onto the Bergman space ie the integral operator

              given by the right member of (81) Then the linear transformation Pf D PNf is

              copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_8

              119

              120 8 Comparison with Classical Function Spaces

              analogous to our previously studied operator H D ˇ ı ˛ see (37)

              Pf w D 1

              f zKzw dAz f 2 L2˝

              In particular the range consists of anti-analytic functions Conjugating the resultgives the Friedrichs operator f 7 PNf which hence has the representation (onswitching names of the variables)

              PNf z D 1

              Kzwf w dAw

              It maps L2a˝ into itself but has the disadvantage of being linear only over R (sosometimes one studies its square instead)

              Finally we may remark on extension properties to compact Riemann surfaceKeeping w 2 ˝ fixed it is well-known that Kzwdz considered as a differential inz 2 ˝ extends to a meromorphic differential on the Schottky double O of˝ with adouble pole at the mirror point of w as the only singularity In other words Kzwextends to a meromorphic section of the canonical line bundle on the compactRiemann surface O As such it is uniquely determined by the natural periodicityconditions it satisfies (the integrals over those cycles in a canonical homology basiswhich are complementary to those cycles which lie entirely in the plane vanish)The analysis can be extended to both variables simultaneously so that Kzwdzd Nwbecomes a meromorphic double differential on O O See for example [96] for theabove matters

              The above is to be compared with the corresponding properties of Hzwdiscussed in Sect 24 for fixed w 2 ˝ it extends as a holomorphic section of thehyperplane section bundle on the compact Riemann surface P (etc)

              82 Faber Polynomials

              Faber polynomials have a rich history spanning over more than a century Theirimprint on univalent function theory and polynomial approximation in the complexdomain is long lasting The aim of the present section is to draw a parallelbetween Faber polynomials and the orthogonal polynomials associated to theexponential transform Without aiming at full generality we confine ourselves toover conservative smoothness assumptions

              Let ˝ C be a connected and simply connected bounded domain with realanalytic smooth boundary D ˝ Let

              z D w D a1w C a0 C a1w

              C

              82 Faber Polynomials 121

              be a conformal mapping of P n D onto P n˝ normalized so that 1 D 1 and 01 gt 0 We denote by

              w D z D c1z C c0 C c1z

              C

              the inverse conformal map convergent in a neighborhood of z D 1 Faberrsquospolynomial of degree n is the unique polynomial fn satisfying at the level of formalLaurent series

              fn w D wn C Rnw1

              where Rnz is a power series without constant termCauchyrsquos formula proves the generating series definition

              0zz u

              D1X

              nD0

              fnu

              znC1

              See for instance Ullman [106]We will show how to include this classical construction of polynomials attached

              to a planar domain to our operator theory setting Specifically we consider theToeplitz operator with symbol

              T h D P h h 2 H2T

              Above H2 D H2T denotes the Hardy space of the unit disk with orthonormalbasis wk1kD0 and P W L2T d

              2 H2 is the orthogonal projection often called the

              Szegouml projection When analytically extending the functions from their boundaryvalues

              Phz D 1

              2

              ZT

              h

              1 z

              d

              i

              Proposition 81 Assume the Jordan curve is real analytic smooth Then theexterior conformal mapping analytically extends across the unit circle theToeplitz operator T has trace-class self-commutator and the following spectralpicture holds

              T D ˝ essT D

              with principal function g D ˝

              122 8 Comparison with Classical Function Spaces

              Proof Let S D Tz denote the unilateral shift on Hardy space Since the function is smooth on the circle we can write

              T D a1S C a0 C a1S C

              where the series is convergent in operator norm Moreover due to the smoothnessof it is well known that in this case that the commutator ŒT

              T is trace-classWriting

              Q D a1S C a2S2 C

              we note that Q is an analytic Toeplitz operator hence subnormal Consequently theself-commutator ŒQQ is non-positive This implies the bound

              ŒT T D a21ŒS

              SC ŒQQ a211 ˝ 1

              It is also well known that the essential spectrum of T is equal to the image of T by that is

              Let 2 ˝ Then r curren 0 for all 2 T and r 1 Hence the Toeplitzoperator T r is Fredholm And so is its homothetic

              r1T r D a1S C a0

              rC a1

              r2C

              But the latter can be deformed (r 1) in the space of Fredholm operators to a1Shence it has Fredholm index equal to 1 This proves that ˝ T and

              indT D 1 2 ˝

              If hellip ˝ then the function is invertible on T and has winding numberzero Then a factorization of the symbol into a product of an analyticinvertible function inside the disk and one analytic and invertible outside the diskshows that T is invertible

              The infinite Toeplitz matrix associated to T in the basis formed by themonomials is

              T D

              0BBB

              a0 a1 a2 a1 a0 a10 a1 a0

              1CCCA

              The cyclic subspaces

              HnC1 D spanf1T 1 Tn 1g D spanf1w wng

              82 Faber Polynomials 123

              form exactly the standard scale Let n denote the orthogonal projection of H2 ontoHn and set

              T n D nT n

              for the finite central truncation of the above Toeplitz matrixThe very definition of the Faber polynomial implies

              Tfn 1 D wn n 0

              On the other hand the inner product

              Πp q WD h pT 1 qT 1i

              is non-degenerate on complex polynomials p q 2 CŒz hence we can speak aboutthe associated orthonormal polynomials Specifically there exists for every non-negative integer n a polynomial Fn of degree n such that

              FnT 1 D wn n 0

              We will call them quantized Faber polynomialsHowever the other natural inner product

              f p qg D hTpı 1Tqı 1i D PV1

              2

              ZT2

              p eitq eis

              1 eistdtds

              has diagonal singularities comparable to the Hilbert space structure studied in theprevious chapters

              As a matter of fact the Hessenberg matrix representing the multiplication by zin the basis fn1nD0 differs from the Toeplitz matrix associated to the inverse seriesz only by a rank-one perturbation More precisely adopting the normalizationa1 D c1 D 1 one knows that Faber polynomials fn are the characteristic polynomialsof the finite central truncations of the infinite matrix

              X D

              0BBBBB

              c0 2c1 3c2 4c3 1 c0 c1 c20 1 c0 c1 0 0 1 c0

              1CCCCCA

              see Eiermann and Varga [20] The distribution of zeros and asymptotics of thecounting measures of the Faber polynomials fn1nD0 is understood in detail dueto many recent contributions notably Ullman [106] and Kuijlaars-Saff [68]

              124 8 Comparison with Classical Function Spaces

              The good news is that the zero asymptotics of the quantized Faber polynomialsis also well understood in the case of finite banded Toeplitz matrices that is forconformal mappings with finitely many negative modes

              z D w D a1w C a0 C a1w

              C C an

              wn

              More exactly the cluster of eigenvalues of the finite central truncations T n aswell as the asymptotics of the counting measures is understood in this case in termsof and relation with classical potential theory We refer to the classical works ofSchmidt-Spitzer Hirschman and Ullman amply commented and carefully exposedin the monograph by Boumlttcher and Grudsky [11]

              For our essay this case is quite relevant as the complement of the domain ˝ isa quadrature domain on the Riemann sphere

              In order to illustrate what it is at stake in the asymptotic analysis of the zeros ofFaber polynomials we reproduce from [106] and [68] a few fundamental results Let

              0 D lim supn1

              jcnj1=n

              denote the radius of convergence of the inverse conformal mapping The fibres ofthe map

              W fz W jzj gt 0g C

              play a crucial role First we isolate after Ullman the complement of the range of

              C0 D fw 2 C W 1fwg D g

              This is a compact subset of the complex plane because the range of covers aneighborhood of the point at infinity Second among the points in the range of we distinguish the set C1 of those w 2 C with the property that 1w has asingle element of largest modulus say and there the map is non-ramified that is0 curren 0 Since is non-ramified at z D 1 the set C1 covers a neighborhood ofinfinity

              Ullman proved that all limit points of the Faber polynomials fk are contained inthe complement of C1 and that every boundary point of C1 is a limit point of thesezeros [106] Further on combining methods of potential theory with approximationtechniques of Toeplitz matrices Kuijlaars and Saff [68] refined the above pictureas follows Denote the counting measures of the zeros of Faber polynomials fk byk k 1

              If C0 has no interior then the sequence k converges in weak-star topology toa positive measure whose support is equal to C1 If in addition C D C0 [ C1then is the equilibrium measure of C0 If int C0 is non-empty and connected thena subsequence of k will have the same limiting behavior It goes without sayingthat computing the sets C0 and C1 is quite challenging even for rational conformalmappings

              Appendix AHyponormal Operators

              We gather below some basic facts used throughout the text about hyponormaloperators By definition a linear bounded operator T acting on a Hilbert space His called hyponormal if the commutator inequality

              ŒTT D TT TT 0

              holds true in the operator sense That is for every vector x 2 H one has

              hTTx xi hTTx xi

              or equivalently

              kTxk kTxk x 2 H

              Typical examples are subnormal operators and singular integral operators on theline with Cauchy type kernel Indeed if S D NjH is the restriction of a normaloperator to an invariant subspace H then

              kSxk D kNxk D kNxk kPNxk D kSxk x 2 H

              where P denotes the orthogonal projection of the larger Hilbert space onto HFor instance the multiplication Mz by the complex variable on the Bergman

              space L2a˝ attached to a bounded planar domain˝ is subnormal hence hyponor-mal As for singular integral examples consider L2I dx where I is a closedinterval on the line Let a b 2 L1I with a D a ae Obviously the multiplicationoperator ŒXx D xx is self-adjoint on L2I dx The operator

              ŒYx D axx bx

              i

              ZI

              byy

              y xdy

              copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

              125

              126 A Hyponormal Operators

              is well defined as a principal value and bounded on L2 by the well known continuityof the Hilbert transform Then

              ŒXYx D bx

              i

              ZIbyydy

              hence T D X C iY is a hyponormal operator

              ŒTT D 2iŒXY 0

              It was this very specific example of singular integral transforms which boosted theearly discoveries related to hyponormal operators

              Proposition A1 The spectral radius of a hyponormal operator is equal to its norm

              Proof It is known that the spectral radius of T can be computed as jTjsp Dlimn kTnk1=n We will prove that for a hyponormal operator T one has

              kTnk D kTkn n 1

              Indeed let x 2 H and fix a positive integer n By assumption

              kTTnxk kTnC1xk

              whence

              kTTnk kTnC1k

              Consequently

              kTnk2 D kTnTnk kTn1TTnk kTn1kkTTnk

              kTn1kkTnC1k D kTn1kkTnC1k

              If we suppose kTpk D kTkp p n as an induction hypothesis we obtain

              kTknC1 kTnC1k

              which implies kTknC1 D kTnC1kThus there are no non-trivial quasi-nilpotent hyponormal operators

              Proposition A2 A linear fractional transformation preserves the hyponormality ofan operator

              A Hyponormal Operators 127

              Proof Let T be a hyponormal operator and assume hellip T Then the operatorI T1 is bounded and

              ŒI T1 I T1 D

              I T1I T1ŒTTI T1I T1 0

              An affine transformation obviously leaves hyponormal operators invariantAs a consequence of the spectral mapping theorem we infer

              kI T1k D 1

              dist T

              This simple observation has a non-trivial consequence at the level of numericalrange

              Proposition A3 Let T 2 L H be a hyponormal operator The closure of itsnumerical range coincides with the convex hull of its spectrum

              WT D convT

              Proof The inclusion convT WT holds in general Assume that there existsa point 2 WT which is not in the convex hull of the spectrum By an affinechange of variables we can assume that T is contained in a disk centered at zeroof radius r and jj gt r Since the spectral radius of T equals its norm we findkTk r and on the other hand

              hTx xi D

              for a unit vector x That is jj jhTx xij r a contradictionMore refined operations leave the class of hyponormal operators invariant For

              instance take T D X C iY to be a hyponormal operator written in cartesian formand let S be a bounded operator in the commutant of X Then X C iSYS is alsohypo-normal

              ŒX iSYSX C iSYS D 2iŒXSYS D S2iŒXYS D SŒTTS 0

              In particular if S D EXı is the spectral projection associated to a Borel set ı Rone obtains a very useful cut-off operation of hyponormal operators One of the non-trivial implication is that in this case EXıTEXı is a hyponormal operate whosespectrum is localized to the band ı R C

              In this respect it is worth recording a non-trivial spectral mapping projectionresult

              128 A Hyponormal Operators

              Theorem A1 (Putnam [82]) Let T D XCiY be a hyponormal operator written incartesian form The projection of the spectrum T onto the x-axis coincides withthe spectrum of X

              Hence the spectrum of the cut-off operator EXıTEXı lies in the vertical bandwith ı as base See [74] for proofs and more details

              One can reverse the flow from abstract to concrete prove first that the real andimaginary parts of a pure hyponormal operators have absolute continuous spectrumand then build a general one variable singular integral functional model In thisprocess one needs precise estimates We recall two of them

              A deep inequality related to non-negative self-commutators was discovered byPutnam It asserts that for every hyponormal operator T one has

              kŒTTk Area T

              Thus every hyponormal operator with ldquothinrdquo spectrum is normal in particular ahyponormal finite dimensional matrix is automatically normal

              As a matter of fact not only the norm but even the trace of a hyponormal operatorT enters into a similar inequality This bears the name of Berger and Shaw and itstates

              TraceŒTT mT

              Area T

              where mT stands for the rational multiplicity of T that is the minimal number ofvectors hj 1 j mT so that f Thj span the whole Hilbert space on which Tacts where f is an arbitrary rational function analytic in a neighborhood of T

              Using these inequalities and cartesian cut-off operations one can prove that thespectrum of a pure hyponormal operators has positive planar density at every pointof it As a matter of fact every compact subset of the complex plane with this densityproperty is the spectrum of a hyponormal operator

              The main concern in this lecture notes is the class of hyponormal operatorswith rank-one self commutator Their classification and spectral analysis is classicalby now thanks to fundamental contributions of Pincus Carey L Brown HeltonHowe Clancey D Xia The monograph [74] contains an overview of the theory ofhyponormal operators and a couple of chapters are devoted to this class of operatorsWe confine ourselves to a few identities used in the main body of the lecture notes

              Let T 2 L H be a linear bounded operator acting on a separable infinitedimensional space and possessing rank-one self-commutator

              ŒTT D ˝

              We also assume that T is irreducible that is the linear span of vectors TnTmnm 0 is dense in H Let zw 2 C be points outside the spectrum of T Then theresolvents T w1 and T z1 exist and the multiplicative commutator

              T zT wT z1T w1

              A Hyponormal Operators 129

              is in the determinant class (that is the identity plus a trace-class operator) and

              detT zT wT z1T w1 D

              detŒI ˝ T z1T w1 D

              1 hT z1T w1 i D

              1 hT w1 T z1i

              Mutatis mutantis we can perform the same operation on the multiplicativecommutator with reversed order of factors

              detT wT zT w1T z1 D

              detŒI C ˝ T w1T z1 D

              1C hT w1T z1 i D

              1C hT z1 T w1i

              Since the product of the two commutators is the identity we infer

              Œ1C hT z1 T w1iŒ1 hT w1 T z1i D 1 (A1)

              The unitary equivalence orbit of the irreducible operator T subject to thecommutation relation ŒTT D ˝ is encoded into the germ at infinity of theanalytic-antianalytic determinantal function

              Ezw D 1 hT w1 T z1i jzj jwj gt kTk

              Hence also in the germ at infinity of the function

              1

              EzwD 1C hT z1 T w1i jzj jwj gt kTk

              The main character of our study is the function E and its exponential representationas a double Cauchy transform

              Theorem A2 (Pincus [76]) The integral representation

              1 hT w1 T z1i D exp1

              ZC

              gdA

              z w jzj jwj gt kTk

              130 A Hyponormal Operators

              establishes a one-to-one correspondence between all irreducible hyponormal oper-ators T with rank-one self-commutator ŒTT D ˝ and L1-classes of Borelmeasurable functions g W C Œ0 1 of compact support

              For the original proof see [76] The function g is called the principal functionof the operator T and it can be regarded as a generalized Fredholm index which isdefined even for points of the essential spectrum

              A simple and far reaching application of the operator counterparts of the abovedeterminants is the ldquodiagonalizationrdquo in a concrete functional model of the operatorsT respectively T Specifically let denote a circle centered at z D 0 of radiusR gt kTk Then Riesz functional calculus yields for any couple of polynomialsf g 2 CŒz

              h f T gTi D 1

              42

              Z

              Z

              f ugvdudv

              Eu v (A2)

              while in complete symmetry

              hgT f Ti D 1

              42

              Z

              Z

              f ugvEu vdudv (A3)

              To illustrate the nature of the above integral representation we outline a novelproof of a classical inequality due to Ahlfors and Beurling Specifically if anessentially bounded function f on C is non-negative and integrable with respectto the two dimensional Lebesgue measure then

              jZC

              f wd Areaw

              w zj2 kf k1kf k1

              for all z 2 CIndeed we can assume that f has compact support and 0 f 1 ae hence

              it is equal to the principal function of a hyponormal operator T with rank-one self-commutator ŒTT D ˝ Then

              h T z1i D 1

              ZC

              f wd Areaw

              w z

              and on the other hand

              kT z1k 1 z 2 C

              and

              kk2 D 1

              ZC

              f wd Areaw

              A Hyponormal Operators 131

              A remarkable and more symmetric formula involving functional calculi wasdiscovered by Helton and Howe [58] We state it in our context of rank-one self-commutator although it is true for trace-class self-commutators

              traceΠpTT qTT D 1

              ZC

              J p qg dA p q 2 CŒz z (A4)

              where J p q stands for the Jacobian of the two functions see [58 74] It was thisvery formula that was the source of Connesrsquo cyclic cohomology theory [15]

              The principal function like the Fredholm index is functorial with respect toanalytic functional calculus Moreover it is invariant under Hilbert-Schmidt additiveperturbations and satisfies non-trivial bounds We reproduce below only one of theseinequalities For proofs and more comments see [74]

              Theorem A3 (Berger [7]) Assume T S are hyponormal operators with trace-class self-commutator and let X be a trace-class operator with null kernel andcokernel If SX D XT then gS gT

              In particular Bergerrsquos Theorem shows that the principal function of a cyclichyponormal operator is bounded by 1

              In case the principal function g is the characteristic function of a bounded openset with real analytic smooth boundary the determinantal function also known asexponential transform Ezw analytically extends across the boundary as explainedin the main body of these notes This observation was used in the proof of a centralregularity result for free boundaries in two real dimensions cf Sect 64 in thesenotes

              Among the early applications of the theory of the principal function anobservation of Basor and Helton [6] stands aside The two authors reproved andgeneralized the Szegouml limit theorem While today there are more refined variants ofthe theorem due to Widom and a few other authors the method used by Basor andHelton is relevant for the topics reviewed in Appendix We sketch below the mainidea

              Let H2 D H2D denote Hardy space of the unit disk with orthogonal projectionP W L2T H2D A Toeplitz operator

              T f D Pf f 2 H2

              with continuous non-vanishing symbol 2 CT is known to be Fredholm withindex equal to negative of the winding number of along the unit circle Assumethat the symbol is smooth and has zero winding number Then the general theorybuilt around the Riemann-Hilbert problem yields a factorization

              z D Czz z 2 T

              where C is a smooth function on T which analytically extends to D while zis smooth and analytically extends to the complement of the disk and 1 D 1

              132 A Hyponormal Operators

              It is easy to check for instance on monomials that

              T D TTC

              Denote by Pn the orthogonal projection of H2 onto the linear span of 1 z znThe finite central truncation Tn D PnTPn is a n C1 n C1 Toeplitz matrix andso are the triangular matrices

              TCn D PnTC

              Pn D PnTC T

              n D PnTPn D T

              Pn

              Note that TCn T

              n D PnTCT

              Pn is not equal to Tn exactly this discrepancy and theprincipal function formula proves Szegouml limit theorem Quite specifically let

              G D exp1

              2

              ZT

              logzdz

              iz

              be the geometric mean of the invertible symbol The logarithm above is definedon C n 1 0 so that log1 D 0 Moreover

              G D 1

              2

              ZT

              Czdz

              iz1

              2

              ZT

              zdz

              iz

              But the matrices TCn T

              n are triangular with the identical entries equal to

              12

              RTCz dz

              iz respectively 12

              RTz dz

              iz on the diagonal Hence

              GnC1 D detTCn det T

              n

              Next linear algebra gives

              Tn D PnTPn D PnTTC

              Pn D PnTCT1

              C

              TTC

              T1

              TPn D

              TCn PnT1

              C

              TTC

              T1

              PnTn

              Therefore

              det Tn

              GnC1 D det Tn

              det TCn det T

              n

              D PnT1C

              TTC

              T1

              Pn

              Due to the smoothness assumption

              det T1C

              TTC

              T1

              D det TTC

              T1

              T1C

              D detTT1

              A Hyponormal Operators 133

              exists and is equal to the limit of the truncated determinants This observation plusHelton-Howe formula imply Szegouml-Widom limit Theorem

              limn1

              det Tn

              GnC1 D detTT1 D exp1

              ZD

              JlogC logdA

              Above J denotes the Jacobian of the two functions

              Historical Notes

              Quadrature domains were isolated in the work by Dov Aharonov and Harold SShapiro see in particular the seminal paper [1] Although originally motivated byunivalent function theory the central role of this class of semi-algebraic domainsfound unexpected reverberations in many areas of modern mathematics suchas fluid mechanics potential theory integrable systems free boundaries inverseproblems The collections of articles [19] offers a good glimpse on the status of thetheory of quadrature domains until 2005 A small selection of books survey articlesand more recent contributions are [16 26 46 70 89 101 107]

              The idea of a potential theoretic skeleton goes right back to Isaac Newtonwho showed that the gravitational field produced by a homogenous ball coincidesoutside the ball by the field of a point mass located at the center of the ball Laterdevelopments involve for example a Preisschrift ldquoUumlber die analytische Fortsetzungdes Potentials ins Innere der anziehenden Massenrdquo by Herglotz available in [59](see also Chapter 1 in [101]) and in particular systematic work by DimiterZidarov and his collaborators on ldquoMaternal and most concentrated bodiesldquo (titleof Chapter III6 in [113]) The particular term ldquomother bodyrdquo was used informallyby O Kounchev for example and inspired by the ideas of this Bulgarian groupin geophysical potential theory an attempt to make the notion of a mother bodymathematically precise was made in [34] Some further developments can befound in [43 95 102] In recent years the ideas of a mother bodies relatedldquomadonna bodiesrdquo and other kinds of potential theoretic skeletons have turnedout to be relevant for asymptotic distributions of zeros of orthogonal polynomialseigenvalues of random matrices etc See for example [9 10 50]

              Orthogonal polynomials have a long and glorious history spanning a centuryand a half Although originally streaming from real function theory questionssuch as extremal problems moment problems convergence of continued fractionseigenfunction expansions generating functions with a combinatorial flavor and soon complex variables turned out to be essential in studying the fine structure andasymptotic behavior of classical orthogonal polynomials The pioneering works of

              copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

              135

              136 Historical Notes

              Fekete Szegouml Carleman Bergman Gonchar Suetin Widom (to name only a fewkey contributors to the subject) laid the foundations of complex analytic and poten-tial theoretic interpretation of the qualitative aspects of orthogonal polynomialsThis trend continues to bloom today with notable impact on quantum mechanicsstatistical mechanics and approximation theory The authoritative monographs[86 103] gave the tone for all later developments of the potential theoretic andcomplex function theoretic aspects of orthogonal polynomials In spite of the factthat the orthogonality studied in the present notes and in particular the class ofassociated orthogonal polynomials does not strictly fit in the framework of theseinfluential works there are too many similarities not to seek in future works aunifying explanation

              One of the first uses of the exponential transform outside operator theorywas to prove regularity of certain free boundaries in two dimensions [36] Theboundaries in question were more precisely boundaries of quadrature domains (ina general sense) and those arising in the related area of Hele-Shaw flow movingboundary problems (Laplacian growth) See [51] for the latter topic The exponentialtransform provided in these cases a simplified route compared to that of Sakai [92ndash94] One advantage with the exponential transform is that it directly gives a realanalytic defining function of the free boundary On the other hand as a tool infree boundary theory it is far less flexible than the general methods developed byL Caffarelli and others within the framework of nonlinear PDE

              In general the theory of free boundaries and their regularity has been a highlyactive and rapidly developing area for at least half a century The regularity theoryis in general very difficult in particular in higher dimensions A few standardreferences are [14 25 65 75]

              The notion of hyponormal operator was introduced by Halmos under a differentname in the article [52] After a necessary period of piling up the naive foundationswell exposed in Halmos problem book [53] Putnam raised the subject to a higherspeed by discovering his famous inequality and by regarding everything from theperspective of commutator algebra [82] It was Joel D Pincus [76] who pushedforward hyponormal and semi-normal operators to a novel direction of quantumscattering theory by isolating a remarkable spectral invariant known as the principalfunction Afterwards it was clear that explicit models of hyponormal operatorsdepart from classical analytic functional spaces by involving singular integraltransforms with kernels of Cauchy type The trace formula for commutators ofHelton and Howe [58] put the principal function into a totally new focus withlinks to global analysis concepts such as curvature invariants characteristic classesand index formulas Out of this phenomenology Alain Connes [15] invented cycliccohomology an important chapter of modern operator algebras In this respect ouressay falls within low dimensional cyclic cohomology theory A synthesis of thetheory of hyponormal operators can be found in the monograph [74]

              The exponential transform arose as the characteristic function of a Hilbertspace operator with trace-class self-commutator Functions of a complex variableencoding in an invariant way the unitary equivalence class of an operator are knownas characteristic functions they played a prominent role in the classification of

              Historical Notes 137

              non-selfadjoint transformations streaming from the works of Moshe Livsic ondissipative operators and Nagy-Foias on contractive operators The lucid approachof Larry Brown [13] revealed the algebraic K-theoretic nature of the exponentialtransform as the determinant of a multiplicative commutator in an infinite dimen-sional setting On the other hand one can interpret the exponential transform inpurely function theoretic terms as a Riesz potential at critical exponent with clearbenefits for the multidimensional setting Or as a solution to a Riemann-Hilbertfactorization problem as in these notes very much in harmony with Pincusrsquo originalvision [76]

              The Ritz-Galerkin method of converting an infinite dimensional and continuousoperator equation into a finite-dimensional discrete problem was widely usedand refined for more than a century in numerical analysis The more specificKrylov subspace approximation of a linear operator by its compressions to finitedimensional subspaces defined by the degree filtration of powers of the operatorsapplied to a cyclic vector is intimately linked to the theory of complex orthogonalpolynomials and has numerous supporters in the applied mathematics community[72] In particular the analysis and inversion of Toeplitz or Wiener-Hopf operatorsby their Krylov subspace compressions was thoroughly studied by several genera-tions of mathematicians see [11] for historical references and the intriguing (by itscomplexity and openness) picture of the field these days

              Glossary

              P D C [ f1g

              DaR D fz 2 C W jz aj lt Rg D D D0 1

              dA D dAz D dArea D dxdy

              For˝ C a bounded open set

              ˝c D C n˝

              ˝e D C n˝ or P n˝ depending on context

              j˝j D Area˝

              f g2˝ D f gL2˝ D 1

              f Ng dA Also k f kp˝ D jj f jjLp˝ (1 p 1)

              L2a˝ Bergman space (analytic functions in L2˝)

              DC Set of smooth test functions with compact support in C

              OE Germs of functions holomorphic in an open set containing E C

              Ezw The exponential transform of a bounded open set ˝ C Defined in allC C by (21)

              Fzw The restriction of Ezw to ˝e ˝e and analytic continuations of thisSee (22)

              Gzw A version of the exponential transform defined and analyticantianalyticin ˝ ˝e Gzw D Gw z See (23) (24)

              Hzw The interior exponential transform defined and analyticantianalytic in˝ ˝ See (25)

              C˝z C˝zw Cauchy transforms (ordinary and double) of ˝ Csee (28) (29)

              copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

              139

              140 Glossary

              Cz Cauchy transform of a measure Written as Cf if d D f dA See Sect 61

              U Logarithmic potential of a measure Written as U˝ if d D ˝ dA SeeSect 61

              Mkj Mk Bkj D bkj Complex harmonic and exponential moments see Sect 22

              Sz The Schwarz function of a real analytic curve See (220)

              H ˝ A Hilbert space associated to the exponential transform see Sect 31

              Ha˝ The subspace of H ˝ generated by analytic functions see (36)

              h f gi Inner product in a Hilbert space in general

              h f gi D h f giH ˝ Standard inner product in H ˝ (and Ha˝) See (34)

              hh f gii D h Nf NgiH ˝ See (322)

              h f giPXX The Pincus-Xia-Xia inner product in Ha˝ See (326)

              f gduality D 12 i

              f zgzdz f 2 O˝ g 2 O˝e0

              H The operator L2˝ L2˝ with kernel Hzw defined by

              Hf w D 1

              Hzwf zdAz w 2 ˝

              See (37)

              G The operator with kernel Gzw defined by

              Gf w D 1

              Gzwf zdAz w 2 ˝e

              See (333)

              Z The operator H ˝ H ˝ defined by Zf z D zf z

              NZ The operator H ˝ H ˝ defined by NZf z D Nzf z

              C The operator H ˝ H ˝ defined by Cf D Cf (Cauchy transform of f )

              NC Related to C by NCf D CNf

              L H The set of bounded linear operators on a Hilbert space H

              C1H The set of those A 2 L H with jAj1 D trp

              AA lt 1 (finite trace norm)

              T Spectrum of an operator T 2 L H

              WT D fhTx xi W x 2 H kxk D 1g the numerical range of an operator T 2L HMore special notations appear in the text

              References

              1 D Aharonov HS Shapiro Domains on which analytic functions satisfy quadratureidentities J Anal Math 30 39ndash73 (1976)

              2 LV Ahlfors Complex Analysis An Introduction of the Theory of Analytic Functions of OneComplex Variable 2nd edn (McGraw-Hill New York 1966)

              3 NI Akhiezer The Classical Moment Problem and Some Related Questions in Analysis(Hafner Publishing New York 1965) Translated by N Kemmer

              4 H Alexander J Wermer Several Complex Variables and Banach Algebras Graduate Textsin Mathematics vol 35 3rd edn (Springer New York 1998)

              5 M Andersson M Passare R Sigurdsson Complex Convexity and Analytic Functionals vol225 Progress in Mathematics (Birkhaumluser Basel 2004)

              6 E Basor J William Helton A new proof of the Szego limit theorem and new results forToeplitz operators with discontinuous symbol J Operator Theory 3(1) 23ndash39 (1980)

              7 CA Berger Intertwined operators and the Pincus principal function Integr Equ OperTheory 4(1) 1ndash9 (1981)

              8 L Bers An approximation theorem J Anal Math 14 1ndash4 (1965)9 P Bleher G Silva The mother body phase transition in the normal matrix model (2016)

              arXiv16010512410 R Boslash gvad B Shapiro On mother body measures with algebraic Cauchy transform Enseign

              Math 62(1ndash2) 117ndash142 (2016)11 A Boumlttcher SM Grudsky Spectral Properties of Banded Toeplitz Matrices (Society for

              Industrial and Applied Mathematics Philadelphia PA 2005)12 H Brezis AC Ponce Katorsquos inequality when u is a measure C R Math Acad Sci Paris

              338(8) 599ndash604 (2004)13 LG Brown The Determinant Invariant for Operators with Trace Class Self Commutators

              Lecture Notes in Mathematics vol 345 (Springer Berlin 1973) pp 210ndash22814 LA Caffarelli The obstacle problem revisited J Fourier Anal Appl 4(4ndash5) 383ndash402

              (1998)15 A Connes Noncommutative Geometry (Academic San Diego CA 1994)16 PJ Davis The Schwarz Function and its Applications The Carus Mathematical Monographs

              vol 17 (The Mathematical Association of America Buffalo NY 1974)17 P Diaconis W Fulton A growth model a game an algebra Lagrange inversion and

              characteristic classes Rend Sem Mat Univ Politec Torino 49(1) 95ndash119 (1993) 1991Commutative algebra and algebraic geometry II (Italian) (Turin 1990)

              18 WF Donoghue Jr Monotone Matrix Functions and Analytic Continuation (Springer NewYork Heidelberg 1974) Die Grundlehren der mathematischen Wissenschaften Band 207

              copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

              141

              142 References

              19 P Ebenfelt B Gustafsson D Khavinson M Putinar Preface in Quadrature Domainsand Their Applications Operator Theory Advances and Applications vol 156 (BirkhaumluserBasel 2005) pp viindashx

              20 M Eiermann RS Varga Zeros and local extreme points of Faber polynomials associatedwith hypocycloidal domains Electron Trans Numer Anal 1 49ndash71 (1993) (electronic only)

              21 A Eremenko E Lundberg K Ramachandran Electrstatic skeletons (2013)arXiv13095483

              22 HM Farkas I Kra Riemann Surfaces Graduate Texts in Mathematics vol 71 2nd edn(Springer New York 1992)

              23 RP Feynman AR Hibbs Quantum Mechanics and Path Integrals emended edition (DoverMineola NY 2010) Emended and with a preface by Daniel F Styer

              24 T Frankel The Geometry of Physics 3rd edn (Cambridge University Press Cambridge2012) An introduction

              25 A Friedman Variational Principles and Free-Boundary Problems Pure and AppliedMathematics (Wiley New York 1982) A Wiley-Interscience Publication

              26 SJ Gardiner T Sjoumldin Quadrature domains for harmonic functions Bull Lond Math Soc39(4) 586ndash590 (2007)

              27 SJ Gardiner T Sjoumldin Partial balayage and the exterior inverse problem of potential theoryin Potential Theory and Stochastics in Albac Theta Series in Advanced Mathematics (ThetaBucharest 2009) pp 111ndash123

              28 SJ Gardiner T Sjoumldin Two-phase quadrature domains J Anal Math 116 335ndash354 (2012)29 P Griffiths J Harris Principles of Algebraic Geometry (Wiley-Interscience New York

              1978) Pure and Applied Mathematics30 A Grothendieck Sur certains espaces de fonctions holomorphes I J Reine Angew Math

              192 35ndash64 (1953)31 M Guidry Gauge Field Theories A Wiley-Interscience Publication (Wiley New York

              1991) An introduction with applications32 B Gustafsson Quadrature identities and the Schottky double Acta Appl Math 1(3) 209ndash

              240 (1983)33 B Gustafsson Singular and special points on quadrature domains from an algebraic

              geometric point of view J Anal Math 51 91ndash117 (1988)34 B Gustafsson On mother bodies of convex polyhedra SIAM J Math Anal 29(5) 1106ndash

              1117 (1998) (electronic)35 B Gustafsson Lectures on balayage in Clifford Algebras and Potential Theory Univ

              Joensuu Dept Math Rep Ser vol 7 (University of Joensuu Joensuu 2004) pp 17ndash6336 B Gustafsson M Putinar An exponential transform and regularity of free boundaries in two

              dimensions Ann Scuola Norm Sup Pisa Cl Sci (4) 26(3) 507ndash543 (1998)37 B Gustafsson M Putinar Linear analysis of quadrature domains II Isr J Math 119

              187ndash216 (2000)38 B Gustafsson M Putinar Analytic continuation of Cauchy and exponential transforms

              in Analytic Extension Formulas and Their Applications (Fukuoka 1999Kyoto 2000)International Society for Analysis Applications and Computation vol 9 (Kluwer Dordrecht2001) pp 47ndash57

              39 B Gustafsson M Putinar Linear analysis of quadrature domains IV in QuadratureDomains and Their Applications Operator Theory Advances and Applications vol 156(Birkhaumluser Basel 2005) pp 173ndash194

              40 B Gustafsson M Putinar Selected topics on quadrature domains Phys D 235(1ndash2) 90ndash100(2007)

              41 B Gustafsson J Roos Partial balayage on riemannian manifolds (2016) arXiv16050310242 B Gustafsson M Sakai Properties of some balayage operators with applications to

              quadrature domains and moving boundary problems Nonlinear Anal 22(10) 1221ndash1245(1994)

              43 B Gustafsson M Sakai On potential-theoretic skeletons of polyhedra Geom Dedicata76(1) 1ndash30 (1999)

              References 143

              44 B Gustafsson M Sakai Sharp estimates of the curvature of some free boundaries in twodimensions Ann Acad Sci Fenn Math 28(1) 123ndash142 (2003)

              45 B Gustafsson M Sakai On the curvature of the free boundary for the obstacle problem intwo dimensions Monatsh Math 142(1ndash2) 1ndash5 (2004)

              46 B Gustafsson HS Shapiro What is a quadrature domain in Quadrature Domains andTheir Applications Operator Theory Advances and Applications vol 156 (Birkhaumluser Basel2005) pp 1ndash25

              47 B Gustafsson VG Tkachev On the exponential transform of multi-sheeted algebraicdomains Comput Methods Funct Theory 11(2) 591ndash615 (2011)

              48 B Gustafsson M Sakai HS Shapiro On domains in which harmonic functions satisfygeneralized mean value properties Potential Anal 7(1) 467ndash484 (1997)

              49 B Gustafsson C He P Milanfar M Putinar Reconstructing planar domains from theirmoments Inverse Prob 16(4) 1053ndash1070 (2000)

              50 B Gustafsson M Putinar EB Saff N Stylianopoulos Bergman polynomials on anarchipelago estimates zeros and shape reconstruction Adv Math 222(4) 1405ndash1460 (2009)

              51 B Gustafsson R Teoderscu A Vasilrsquoevrsquo Classical and Stochastic Laplacian GrowthAdvances in Mathematical Fluid Mechanics (Birkhaumluser Basel 2014)

              52 PR Halmos Normal dilations and extensions of operators Summa Brasil Math 2 125ndash134(1950)

              53 PR Halmos A Hilbert Space Problem Book (D Van Nostrand Princeton NJ TorontoOntorio London 1967)

              54 FR Harvey H Blaine Lawson Jr On boundaries of complex analytic varieties I AnnMath (2) 102(2) 223ndash290 (1975)

              55 MX He EB Saff The zeros of Faber polynomials for an m-cusped hypocycloid J ApproxTheory 78(3) 410ndash432 (1994)

              56 LI Hedberg Approximation in the mean by solutions of elliptic equations Duke Math J40 9ndash16 (1973)

              57 H Hedenmalm N Makarov Coulomb gas ensembles and Laplacian growth Proc LondMath Soc (3) 106(4) 859ndash907 (2013)

              58 JW Helton RE Howe Traces of commutators of integral operators Acta Math 135(3ndash4)271ndash305 (1975)

              59 G Herglotz Gesammelte Schriften (Vandenhoeck amp Ruprecht Goumlttingen 1979) Withintroductory articles by Peter Bergmann S S Chern Ronald B Guenther Claus MuumlllerTheodor Schneider and H Wittich Edited and with a foreword by Hans Schwerdtfeger

              60 L Houmlrmander The Analysis of Linear Partial Differential Operators I Grundlehren derMathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol256 (Springer Berlin 1983) Distribution theory and Fourier analysis

              61 L Houmlrmander Notions of Convexity Progress in Mathematics vol 127 (Birkhaumluser BostonMA 1994)

              62 K Huang Quantum Field Theory A Wiley-Interscience Publication (Wiley New York1998) From operators to path integrals

              63 L Karp AS Margulis Newtonian potential theory for unbounded sources and applicationsto free boundary problems J Anal Math 70 1ndash63 (1996)

              64 D Khavinson E Lundberg A tale of ellipsoids in potential theory Not Am Math Soc61(2) 148ndash156 (2014)

              65 D Kinderlehrer G Stampacchia An Introduction to Variational Inequalities and TheirApplications Pure and Applied Mathematics vol 88 (Academic [Harcourt Brace JovanovichPublishers] New York-London 1980)

              66 G Koumlthe Dualitaumlt in der Funktionentheorie J Reine Angew Math 191 30ndash49 (1953)67 MG Kreın AA Nudelrsquoman The Markov Moment Problem and Extremal Problems

              (American Mathematical Society Providence RI 1977) Ideas and problems of PL Cebyševand AA Markov and their further development Translated from the Russian by D LouvishTranslations of Mathematical Monographs vol 50

              144 References

              68 ABJ Kuijlaars EB Saff Asymptotic distribution of the zeros of Faber polynomials MathProc Camb Philos Soc 118(3) 437ndash447 (1995)

              69 JC Langer DA Singer Foci and foliations of real algebraic curves Milan J Math 75225ndash271 (2007)

              70 S-Y Lee NG Makarov Topology of quadrature domains J Am Math Soc 29(2) 333ndash369(2016)

              71 L Levine Y Peres Scaling limits for internal aggregation models with multiple sources JAnal Math 111 151ndash219 (2010)

              72 J Liesen Z Strakoˇ s Krylov Subspace Methods Numerical Mathematics and ScientificComputation (Oxford University Press Oxford 2013) Principles and analysis

              73 JS Marshall On the construction of multiply connected arc integral quadrature domainsComput Methods Funct Theory 14(1) 107ndash138 (2014)

              74 M Martin M Putinar Lectures on Hyponormal Operators Operator Theory Advances andApplications vol 39 (Birkhaumluser Basel 1989)

              75 A Petrosyan H Shahgholian N Uraltseva Regularity of Free Boundaries in Obstacle-Type Problems Graduate Studies in Mathematics vol 136 (American Mathematical SocietyProvidence RI 2012)

              76 JD Pincus Commutators and systems of singular integral equations I Acta Math 121219ndash249 (1968)

              77 JD Pincus D Xia JB Xia The analytic model of a hyponormal operator with rank oneself-commutator Integr Equ Oper Theory 7(4) 516ndash535 (1984)

              78 J Polchinski String Theory Vol I Cambridge Monographs on Mathematical Physics(Cambridge University Press Cambridge 1998) An introduction to the bosonic string

              79 M Putinar On a class of finitely determined planar domains Math Res Lett 1(3) 389ndash398(1994)

              80 M Putinar Linear analysis of quadrature domains Ark Mat 33(2) 357ndash376 (1995)81 M Putinar Extremal solutions of the two-dimensional L-problem of moments J Funct

              Anal 136(2) 331ndash364 (1996)82 CR Putnam Commutation Properties of Hilbert Space operators and Related Topics

              Ergebnisse der Mathematik und ihrer Grenzgebiete Band 36 (Springer New York 1967)83 F Riesz BSz-Nagy Leccedilons drsquoanalyse fonctionnelle (Acadeacutemie des Sciences de Hongrie

              Akadeacutemiai Kiadoacute Budapest 1952)84 C Rovelli Quantum Gravity Cambridge Monographs on Mathematical Physics (Cambridge

              University Press Cambridge 2004) With a foreword by James Bjorken85 EB Saff NS Stylianopoulos Asymptotics for polynomial zeros beware of predictions

              from plots Comput Methods Funct Theory 8(1ndash2) 385ndash407 (2008)86 EB Saff V Totik Logarithmic Potentials with External Fields Grundlehren der Math-

              ematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol 316(Springer Berlin 1997) Appendix B by Thomas Bloom

              87 M Sakai A moment problem on Jordan domains Proc Am Math Soc 70(1) 35ndash38 (1978)88 M Sakai Null quadrature domains J Anal Math 40 144ndash154 (1982) 198189 M Sakai Quadrature Domains Lecture Notes in Mathematics vol 934 (Springer Berlin

              1982)90 M Sakai Applications of variational inequalities to the existence theorem on quadrature

              domains Trans Am Math Soc 276(1) 267ndash279 (1983)91 M Sakai Solutions to the obstacle problem as Green potentials J Anal Math 44 97ndash116

              (19841985)92 M Sakai Regularity of a boundary having a Schwarz function Acta Math 166(3ndash4) 263ndash

              297 (1991)93 M Sakai Regularity of boundaries of quadrature domains in two dimensions SIAM J Math

              Anal 24(2) 341ndash364 (1993)94 M Sakai Regularity of free boundaries in two dimensions Ann Scuola Norm Sup Pisa Cl

              Sci (4) 20(3) 323ndash339 (1993)

              References 145

              95 TV Savina BYu Sternin VE Shatalov On a minimal element for a family of bodiesproducing the same external gravitational field Appl Anal 84(7) 649ndash668 (2005)

              96 M Schiffer DC Spencer Functionals of Finite Riemann Surfaces (Princeton UniversityPress Princeton NJ 1954)

              97 MD Schwartz Quantum Field Theory and the Standard Model (Cambridge UniversityPress Cambridge 2014)

              98 J Sebastiatildeo e Silva Analytic functions and functional analysis Port Math 9 1ndash130 (1950)99 H Shahgholian Unbounded quadrature domains in Rn n 3 J Anal Math 56 281ndash291

              (1991)100 HS Shapiro Unbounded quadrature domains in Complex Analysis I (College Park MD

              1985ndash86) Lecture Notes in Mathematics vol 1275 (Springer Berlin 1987) pp 287ndash331101 HS Shapiro The Schwarz Function and its Generalization to Higher Dimensions University

              of Arkansas Lecture Notes in the Mathematical Sciences vol 9 (Wiley New York 1992) AWiley-Interscience Publication

              102 T Sjoumldin Mother bodies of algebraic domains in the complex plane Complex Var EllipticEqu 51(4) 357ndash369 (2006)

              103 H Stahl V Totik General orthogonal polynomials volume 43 of Encyclopedia ofMathematics and its Applications Cambridge University Press Cambridge 1992

              104 MH Stone Linear Transformations in Hilbert Space American Mathematical SocietyColloquium Publications vol 15 (American Mathematical Society Providence RI 1990)Reprint of the 1932 original

              105 K Strebel Quadratic Differentials Ergebnisse der Mathematik und ihrer Grenzgebiete (3)[Results in Mathematics and Related Areas (3)] vol 5 (Springer Berlin 1984)

              106 JL Ullman Studies in Faber polynomials I Trans Am Math Soc 94 515ndash528 (1960)107 AN Varchenko PI Etingof Why the Boundary of a Round Drop Becomes a Curve of Order

              Four AMS University Lecture Series 3rd edn (American Mathematical Society ProvidenceRI 1992)

              108 JL Walsh Interpolation and Approximation by Rational Functions in the Complex Domain4th edn American Mathematical Society Colloquium Publications vol XX (AmericanMathematical Society Providence RI 1965)

              109 RO Wells Jr Differential Analysis on Complex Manifolds Prentice-Hall Series in ModernAnalysis (Prentice-Hall Englewood Cliffs NJ 1973)

              110 H Widom Extremal polynomials associated with a system of curves in the complex planeAdv Math 3 127ndash232 (1969)

              111 D Xia Analytic Theory of Subnormal Operators (World Scientific Hackensack NJ 2015)112 DV Yakubovich Real separated algebraic curves quadrature domains Ahlfors type

              functions and operator theory J Funct Anal 236(1) 25ndash58 (2006)113 D Zidarov Inverse Gravimetric Problem in Geoprospecting and Geodesy Developments in

              Solid Earth Geophysics vol 19 (Elsevier Amsterdam 1990)

              Index

              algebraic domain 40analytic continuation 86analytic functional 43analytic model 33 34analytic moment 11analyticity of free boundary 86annihilation and creation

              operators 36annulus 94

              Bergman inner product 33Bergman kernel 119Bergman space 119

              Caley-Hamilton theorem 58canonical line bundle 120carrier (of analytic functional) 43Cauchy kernel 32Cauchy transform 8Cauchy transform (as an operator) 27characteristic polynomial 58Chebyshev polynomial 98Chern class 17Cholesky decomposition 72cohyponormal operator 28 31complex moment 11convex carrier 91counting measure 47 57cross ratio 10

              defect operator 70determinant of an operator 29double Cauchy transform 8dual basis 38 50

              electrostatic skeleton 80ellipse 63 97equilibrium measure 104exponential moment 11exponential transform 7

              Faber polynomial 120Feynman integral 36finite central truncation 57finitely determined domain 40four variable exponential transform 10Fredhom index 130Friedrichs operator 119

              generalized lemniscate 56genus formula 100Gram matrix 26Greenrsquos function 48 105 113

              Hardy space 35harmonic moment 11Hessenberg matrix 52 123hyperfunction 43hyperplane section bundle 17hypocycloid 99hyponormal operator 31 125

              Jacobi matrix 98Jacobi-Toeplitz matrix 53

              lemniscate 103line bundle 16logarithmic potential 78

              copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

              147

              148 Index

              madonna body 80 105minimal carrier 77 82minimal convex carrier 43minimal polynomial 58modified Schwarz potential 89 108 117mother body 44 78

              numerical range 58 70 127

              order of a quadrature domain 41orthogonal polynomial 47

              Padeacute approximation 60partial balayage 79plurisubharmonic function 51positive definite matrix 13preface viiprincipal function 31 130

              quadratic differential 90quadrature domain 40quadrature domain for subharmonic functions

              80quadrature domain in the wide sense 44quantized Faber polynomial 123

              rational multiplicity 128real central truncation 74reproducing kernel 15ridge 105Riemann-Hilbert problem 18Riemann-Hurwitz formula 96 100

              Schottky double 96 120Schurrsquos theorem 13Schwarz function 16Schwarz reflection 113shift operator 27Silva-Koumlthe-Grothendieck duality 37skeleton 78spectral radius 126symbol 121Szegouml limit theorem 131

              three term relation 63Toeplitz matrix 122Toeplitz operator 121trace norm 58trace-class operator 29trace-class perturbation 58

              unilateral shift 54 122

              LECTURE NOTES IN MATHEMATICS 123Editors in Chief J-M Morel B Teissier

              Editorial Policy

              1 Lecture Notes aim to report new developments in all areas of mathematics and theirapplications ndash quickly informally and at a high level Mathematical texts analysing newdevelopments in modelling and numerical simulation are welcome

              Manuscripts should be reasonably self-contained and rounded off Thus they may andoften will present not only results of the author but also related work by other people Theymay be based on specialised lecture courses Furthermore the manuscripts should providesufficient motivation examples and applications This clearly distinguishes Lecture Notesfrom journal articles or technical reports which normally are very concise Articlesintended for a journal but too long to be accepted by most journals usually do not havethis ldquolecture notesrdquo character For similar reasons it is unusual for doctoral theses to beaccepted for the Lecture Notes series though habilitation theses may be appropriate

              2 Besides monographs multi-author manuscripts resulting from SUMMER SCHOOLS orsimilar INTENSIVE COURSES are welcome provided their objective was held to presentan active mathematical topic to an audience at the beginning or intermediate graduate level(a list of participants should be provided)

              The resulting manuscript should not be just a collection of course notes but should requireadvance planning and coordination among the main lecturers The subject matter shoulddictate the structure of the book This structure should be motivated and explained ina scientific introduction and the notation references index and formulation of resultsshould be if possible unified by the editors Each contribution should have an abstractand an introduction referring to the other contributions In other words more preparatorywork must go into a multi-authored volume than simply assembling a disparate collectionof papers communicated at the event

              3 Manuscripts should be submitted either online at wwweditorialmanagercomlnm toSpringerrsquos mathematics editorial in Heidelberg or electronically to one of the series edi-tors Authors should be aware that incomplete or insufficiently close-to-final manuscriptsalmost always result in longer refereeing times and nevertheless unclear refereesrsquo rec-ommendations making further refereeing of a final draft necessary The strict minimumamount of material that will be considered should include a detailed outline describingthe planned contents of each chapter a bibliography and several sample chapters Parallelsubmission of a manuscript to another publisher while under consideration for LNM is notacceptable and can lead to rejection

              4 In general monographs will be sent out to at least 2 external referees for evaluation

              A final decision to publish can be made only on the basis of the complete manuscripthowever a refereeing process leading to a preliminary decision can be based on a pre-finalor incomplete manuscript

              Volume Editors of multi-author works are expected to arrange for the refereeing to theusual scientific standards of the individual contributions If the resulting reports can be

              forwarded to the LNM Editorial Board this is very helpful If no reports are forwardedor if other questions remain unclear in respect of homogeneity etc the series editors maywish to consult external referees for an overall evaluation of the volume

              5 Manuscripts should in general be submitted in English Final manuscripts should containat least 100 pages of mathematical text and should always include

              ndash a table of contentsndash an informative introduction with adequate motivation and perhaps some historical

              remarks it should be accessible to a reader not intimately familiar with the topictreated

              ndash a subject index as a rule this is genuinely helpful for the readerndash For evaluation purposes manuscripts should be submitted as pdf files

              6 Careful preparation of the manuscripts will help keep production time short besidesensuring satisfactory appearance of the finished book in print and online After accep-tance of the manuscript authors will be asked to prepare the final LaTeX source files(see LaTeX templates online httpswwwspringercomgbauthors-editorsbook-authors-editorsmanuscriptpreparation5636) plus the corresponding pdf- or zipped ps-file TheLaTeX source files are essential for producing the full-text online version of the booksee httplinkspringercombookseries304 for the existing online volumes of LNM) Thetechnical production of a Lecture Notes volume takes approximately 12 weeks Additionalinstructions if necessary are available on request from lnmspringercom

              7 Authors receive a total of 30 free copies of their volume and free access to their book onSpringerLink but no royalties They are entitled to a discount of 333 on the price ofSpringer books purchased for their personal use if ordering directly from Springer

              8 Commitment to publish is made by a Publishing Agreement contributing authors ofmultiauthor books are requested to sign a Consent to Publish form Springer-Verlagregisters the copyright for each volume Authors are free to reuse material contained intheir LNM volumes in later publications a brief written (or e-mail) request for formalpermission is sufficient

              AddressesProfessor Jean-Michel Morel CMLA Eacutecole Normale Supeacuterieure de Cachan FranceE-mail moreljeanmichelgmailcom

              Professor Bernard Teissier Equipe Geacuteomeacutetrie et DynamiqueInstitut de Matheacutematiques de Jussieu ndash Paris Rive Gauche Paris FranceE-mail bernardteissierimj-prgfr

              Springer Ute McCrory Mathematics Heidelberg GermanyE-mail lnmspringercom

              • Preface
              • Contents
              • 1 Introduction
              • 2 The Exponential Transform
                • 21 Basic Definitions
                • 22 Moments
                • 23 Positive Definiteness Properties
                • 24 The Exponential Transform as a Section of a Line Bundle
                • 25 A Riemann-Hilbert Problem
                  • 3 Hilbert Space Factorization
                    • 31 Definitions and Generalities
                    • 32 Restrictions and Extensions
                    • 33 Linear Operators on H(Ω)
                    • 34 A Functional Model for Hyponormal Operators
                    • 35 Summary in Abstract Setting
                    • 36 The Analytic Subspace Ha(Ω)
                    • 37 The Analytic Model
                    • 38 A Formal Comparison to Quantum Field Theory
                    • 39 Silva-Koumlthe-Grothendieck Duality
                    • 310 Quadrature Domains
                    • 311 Analytic Functionals
                      • 4 Exponential Orthogonal Polynomials
                        • 41 Orthogonal Expansions
                        • 42 Zeros of Orthogonal Polynomials
                        • 43 The Hessenberg Matrices
                        • 44 The Matrix Model of Quadrature Domains
                          • 5 Finite Central Truncations of Linear Operators
                            • 51 Trace Class Perturbations
                            • 52 Padeacute Approximation Scheme
                            • 53 Three Term Relation for the Orthogonal Polynomials
                            • 54 Disjoint Unions of Domains
                            • 55 Perturbations of Finite Truncations
                            • 56 Real Central Truncations
                              • 6 Mother Bodies
                                • 61 General
                                • 62 Some General Properties of Mother Bodies
                                • 63 Reduction of Inner Product to Mother Body
                                • 64 Regularity of Some Free Boundaries
                                • 65 Procedures for Finding Mother Bodies
                                  • 7 Examples
                                    • 71 The Unit Disk
                                    • 72 The Annulus
                                    • 73 Complements of Unbounded Quadrature Domains
                                      • 731 The Ellipse
                                      • 732 The Hypocycloid
                                        • 74 Lemniscates
                                        • 75 Polygons
                                          • 751 Computation of Mother Body
                                          • 752 Numerical Experiments
                                            • 76 The Half-Disk and Disk with a Sector Removed
                                              • 761 Computation of Mother Body
                                              • 762 Numerical Experiment
                                                • 77 Domain Bounded by Two Circular Arcs
                                                  • 771 Numerical Experiment
                                                    • 78 External Disk
                                                      • 781 Numerical Experiment Ellipse Plus Disk
                                                      • 782 Numerical Experiment Pentagon Plus Disk
                                                        • 79 Abelian Domains
                                                        • 710 Disjoint Union of a Hexagon and a Hypocycloid
                                                          • 7101 Numerical Experiment
                                                            • 711 A Square with a Disk Removed
                                                              • 7111 Numerical Experiment
                                                                  • 8 Comparison with Classical Function Spaces
                                                                    • 81 Bergman Space
                                                                    • 82 Faber Polynomials
                                                                      • A Hyponormal Operators
                                                                      • Historical Notes
                                                                      • Glossary
                                                                      • References
                                                                      • Index

                viii Preface

                or at least a novel arrangement of prior facts proved over two decades by the twoauthors Of course much remains to be done on both theoretical and numerical sidessome pertinent open questions are raised throughout the text

                During the rather long gestation of these notes we have benefited from thecontinuous support of our friend and old-time collaborator Nikos Stylianopoulos ofthe University of Cyprus at Nicosia He has produced with unmatched professionalskill the numerical experiments and many illustrations embedded into the text Weare grateful to him for his unconditional assistance We also thank the anonymousreferees for their criticism and encouragement

                Our collaborative work could not have been completed without the generous sup-port of several institutions The Royal Institute of Technology of Sweden Universityof California at Santa Barbara University of Cyprus Newcastle University (UK)and Nanyang Technological University of Singapore

                Stockholm Sweden Bjoumlrn GustafssonSanta Barbara CA USA Mihai PutinarJune 22 2017

                Contents

                1 Introduction 1

                2 The Exponential Transform 721 Basic Definitions 722 Moments 1123 Positive Definiteness Properties 1324 The Exponential Transform as a Section of a Line Bundle 1625 A Riemann-Hilbert Problem 18

                3 Hilbert Space Factorization 2331 Definitions and Generalities 2332 Restrictions and Extensions 2633 Linear Operators on H ˝ 2734 A Functional Model for Hyponormal Operators 3035 Summary in Abstract Setting 3136 The Analytic Subspace Ha˝ 3237 The Analytic Model 3438 A Formal Comparison to Quantum Field Theory 3539 Silva-Koumlthe-Grothendieck Duality 37310 Quadrature Domains 40311 Analytic Functionals 43

                4 Exponential Orthogonal Polynomials 4741 Orthogonal Expansions 4742 Zeros of Orthogonal Polynomials 5043 The Hessenberg Matrices 5244 The Matrix Model of Quadrature Domains 54

                5 Finite Central Truncations of Linear Operators 5751 Trace Class Perturbations 5752 Padeacute Approximation Scheme 6053 Three Term Relation for the Orthogonal Polynomials 6354 Disjoint Unions of Domains 66

                ix

                x Contents

                55 Perturbations of Finite Truncations 6856 Real Central Truncations 74

                6 Mother Bodies 7761 General 7762 Some General Properties of Mother Bodies 8163 Reduction of Inner Product to Mother Body 8464 Regularity of Some Free Boundaries 8665 Procedures for Finding Mother Bodies 89

                7 Examples 9371 The Unit Disk 9372 The Annulus 9473 Complements of Unbounded Quadrature Domains 95

                731 The Ellipse 97732 The Hypocycloid 99

                74 Lemniscates 10375 Polygons 105

                751 Computation of Mother Body 105752 Numerical Experiments 105

                76 The Half-Disk and Disk with a Sector Removed 108761 Computation of Mother Body 108762 Numerical Experiment 110

                77 Domain Bounded by Two Circular Arcs 111771 Numerical Experiment 112

                78 External Disk 112781 Numerical Experiment Ellipse Plus Disk 113782 Numerical Experiment Pentagon Plus Disk 113

                79 Abelian Domains 115710 Disjoint Union of a Hexagon and a Hypocycloid 116

                7101 Numerical Experiment 116711 A Square with a Disk Removed 117

                7111 Numerical Experiment 117

                8 Comparison with Classical Function Spaces 11981 Bergman Space 11982 Faber Polynomials 120

                A Hyponormal Operators 125

                Historical Notes 135

                Glossary 139

                References 141

                Index 147

                Chapter 1Introduction

                Abstract This chapter offers an overview of the main interlacing themes withemphasis on historical development and identification of the original sources

                When looking at a picture through a mathematical lens several intrinsic innerskeletons pop up They are sometimes called in a suggestive and colorful way theldquomother bodyrdquo or ldquomadonna bodyrdquo or ldquothe ridgerdquo or ldquocausticrdquo of the originalpicture Geometric or analytic features characterize these skeletons but in generalthey remain very shy displaying their shapes and qualitative features only afterchallenging technical obstacles are resolved For example the natural skeleton of adisk is its center the interval between the foci of an ellipse stands out as a canonicalridge For reasons to be discussed in these notes the internal bisector segments in atriangle form its ldquomother bodyrdquo Disagreement starts with a sector of a disk wherethe ldquobodiesrdquo (maternal madonna type or the one proposed below) are different Inthe scenario outlined in these notes a disjoint union of disks has their centers as anatural skeleton

                We start with the relevant question for nowadays visual civilization how totreat mathematically a two dimensional colored picture There are various ways ofencoding an image carrying various degrees of color A common approach havingthe geometric tomographic data as a source is to arrange them into a string ofcomplex numbers called moments

                Mk` DZC

                zkz`gzdAz 0 k ` lt N

                Above z 2 C is the complex variable dA is Lebesgue measure in C g 2 L1Cis a function of compact support and range into Œ0 1 (the shade function) and Ncan be infinity The ideal scenario of possessing complete information (ie N D1) permits a full reconstruction of the shaded image usually relying on stablealgorithms derived from integral operators inversion (Radon Fourier or Laplacetransforms) We do not touch in the present text such reconstruction methods

                Assume the more realistic scenario that we know only finitely many momentsthat is N lt 1 The first observation going back to the early works of Mark Kreinis that working in a prescribed window that is replacing above dA by the Lebesguemeasure supported by a compact set K C one can exactly recover the shade func-

                copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_1

                1

                2 1 Introduction

                tion g from moments Mk`N1k`D0 if and only if g has only values 0 and 1 and is the

                characteristic function of a subset of K described by a single polynomial inequality

                g D KS S D fz 2 CI pz z gt 0g

                Moreover the degree of the defining polynomial p is in this case less than N in zand in z For details see for instance [67] Thus there is no surprise that basic semi-algebraic sets pop-up when dealing with finitely many moments of a shade function

                The moment matrix Mk`N1k`D0 is obviously positive-semidefinite but it fulfills

                more subtle positivity constraints A classical way of understanding the latter is tointerpret the moment data in a Hilbert space context and possibly to isolate the ldquofreehidden parametersrdquo from the correlated entries Mk` This was the royal way in onevariable proposed and developed by the founders of Functional Analysis startingwith F Riesz M Riesz M Krein M Stone J von Neumann Following themseveral generations of mathematicians statisticians and engineers refined this classof inverse problems The monographs [3 83 104] stand aside for clarity and depthas the basic references for these topics

                When speaking about Hilbert space operators the word ldquoquantizationrdquo popsup as these infinite dimensional objects quantize their observable and geometrictangible spectra A variety of possible Hilbert space quantizations are in use todaythe standard Fock space representation of creation and annihilation operators thepseudo differential calculus in Euclidean space Toeplitz algebras Hankel operatorsto name only a few The present notes are not an exception with one distinctive markto make from the very beginning

                We quantize shaded images in two dimensions by linear and bounded Hilbertspace operators T 2 L H subject to the commutation relation

                ŒTT D ˝

                where ˝ is a non-negative rank-one operator The departure from the canonicalcommutation relation ŒTT D I is notable as we allow T to be bounded Theirreducible part of T containing the vector in its range is classified by the principalfunction g 2 L1C 0 g 1 ae the link between the two being offered by aremarkable determinantal formula discovered half a century ago by Pincus [76]

                detT zT wT z1T w1 D

                detŒI ˝ T z1T w1 D

                1 hT w1 T z1i D

                expΠ1

                ZC

                gdA

                z N Nw jzj jwj gt kTk

                1 Introduction 3

                Incidentally the additive analog of the above multiplicative representation knowntoday as Helton-Howe trace formula [58]

                traceŒpTT qTT D 1

                ZC

                J p qgdA p q 2 CŒz z

                where J stands for the Jacobian of the two polynomials was the source ofA Connesrsquo cyclic cohomology theory [15]

                Our mathematical journey starts here The exponential transform

                Egzw D expΠ1

                ZC

                gdA

                z N Nw

                of a compactly supported shade function can be defined for all values of zw 2C C It serves as a polarized potential (indeed a Riesz potential renormalized andevaluated at a critical exponent) its function theoretic properties provide amongother things an elegant treatment of the truncated moment problem alluded to aboveand an insight into the announced skeleton topics We soon depart from grey shadesand focus only on black and white photos that is we consider E˝zw in the specialcase of g D ˝ with ˝ a bounded open subset of C

                First are the positivity properties of E˝ The kernel 1E˝zw is positive semi-definite on C C and its spectral factorization hT w1 T z1i defineswithout ambiguity the ldquoquantizedrdquo entity the irreducible hyponormal operator Twith rank-one self-commutator having g D ˝ as principal function Already thissingles out the localized resolvent T z1 which is defined without ambiguityeven across the spectrum of T Moreover the germ at infinity of the pointwiseinverse diagonalizes T instead

                1

                E˝zwD 1C hT z1 T w1i jzj jwj gt kTk

                The experts will recognize here a very special feature not present in the case ofother natural ldquoquantizationsrdquo of˝ as the multiplication by the complex variable onBergman or Hardy-Smirnov space

                The spectral picture of the operator T associated as above to the open set˝ is very simple the spectrum coincides with the closure of ˝ the essentialspectrum is the boundary of ˝ (assuming no slits) and the Fredholm index atevery 2 ˝ is precisely equal to one Moreover in this case T is injectiveand dim kerT D 1 It is precisely the fact that T has many eigenvectorswhich makes the exponential transform viewed as a potential of the uniform masssupported on˝ more appropriate for inverse balayage In this direction we mentionthat the resolvent of T localized at the vector extends analytically across ˝as far as the Cauchy transform of ˝ extends When combined with the explicitfactorization of 1 E˝ in terms of this resolvent one obtains a novel proof ofSakairsquos regularity of free boundaries [36]

                4 1 Introduction

                Geometrically for analytic boundaries ˝ the kernel E˝zw can be intrinsi-cally defined as a solution of a Riemann-Hilbert factorization problem connectingE˝ to its canonical Schwarz reflections in each variable The relationship betweenthe exponential transform and Schwarz function Sz D z z 2 ˝ performing thereflection z 7 Sz in the boundary of ˝ is rather deep For instance the case ofquadrature domains that is when Sz is a meromorphic function in ˝ is detectedand characterized by the rationality of the exponential transform

                E˝zw D Qzw

                PzPw Q 2 CŒz z P 2 CŒz

                In addition the quantized object adds a convenient matrix degeneracy to the picture˝ is a quadrature domain if and only if the linear span H1 of the vectors Tk k 0 is finite dimensional In this case the denominator Pz entering in polarized formin the denominator of E˝zw is the minimal polynomial of TjH1

                Addingto these observation the remarkable fact that sequences of quadrature domainsapproximate in Hausdorff metric every planar domain we gain a precious insightinto a dense non-generic class yet finitely determined algebraicmatricial objectscentral for our study The topics of quadrature domains has reached maturity havingquite a few ramifications to fluid mechanics potential theory integrable systemsand statistical mechanics The collection of articles [19] offers an informative andaccessible panorama of the theory of quadrature domains

                The approximation scheme we pursue in the present notes is a Galerkin methodalong Krylov subspaces of the hyponormal operator T associated to a planar domainor shade function g Specifically one starts with the non-decreasing sequence offinite dimensional subspaces Hn D spanfTk W 0 k lt ng The compression Tn ofT to Hn has its spectrum identical to the zero set of the orthogonal polynomial pn ofdegree n derived from the inner product

                p q WD h pT qTi p q 2 CŒz

                Equivalently we can invoke a Padeacute approximation scheme applied to the exponen-tial transform which identifies in a remarkable algebraic identity these objects as aformal series at infinity

                E˝zw D 1 hTn w1 T

                n z1i C Rnzw

                with the residual series Rnzw involving only monomials zk1w`1 in the rangek ` D NN or maxk ` gt N There is no surprise that the denominator of therational approximate is precisely pnzpnw while the numerator is a rather specialpolynomial a weighted sum of hermitian squares of the form

                pnzpnwn1XjD0

                qjzqjw

                1 Introduction 5

                with deg qj D j for all j in the range 0 j lt n The algebraic curve given byequation jpnzj2 D Pn1

                jD0 jqjzj2 is called a generalized lemniscate and carriesa distinctive (real) geometry The cluster set of the spectra of the finite centraltruncations Tn make up a certain ldquoquantized ridgerdquo The approximation scheme isstationary that is Hn D HN n N for some positive integer N if and only if g isthe characteristic function of a quadrature domain

                The comparison with well studied similar approximation procedures eitherrelated to complex orthogonal polynomials Padeacute approximation in several vari-ables random matrix theory or finite central truncations of structured infinitematrices is in order In contrast to these frameworks in our case the inner productis not derived from a Lebesgue space hence the well established techniques ofpotential theory prevalent in the quasi-totality of orthogonal polynomial studiesare not available A welcome substitute is provided by the theory of hyponormaloperators which implies for instance that the zeros of the orthogonal polynomialspn are contained in the convex hull of the support of the shade function g Alsowe can prove by Hilbert space methods a rigidity result stating that the orthogonalpolynomials pn satisfy a three term relation if and only if g is the characteristicfunction of an ellipse

                In the present work we focus on bounded planar sets ˝ with real algebraicboundary In this case the exponential transform and its analytic continuation fromthe exterior region provides a canonical defining function of the boundary

                ˝ D fz 2 C E˝z z D 0g

                Moreover the rate of decay of E˝z z towards smooth parts of the boundary isasymptotically equivalent to distz ˝ qualifying the exponential transform asthe correct potential to invoke in image reconstruction The reconstruction algorithmwas already exposed in [49] and is not reproduced in the present notes The analyticextension properties of the localized resolvent T z1 and hence of theexponential transform is driven by the analytic continuation of the Schwarz functionof the boundary As a consequence the quantized ridge tends to lie deep inside theoriginal set ˝ A good third of our essay is devoted to a dozen of examples andnumerical experiments supporting such a behavior On the theoretical side we provea striking departure from the theory of complex orthogonal polynomials in Bergmanor Hardy-Smirnov spaces the quantized skeleton does not ldquoseerdquo external disks (ormore general external quadrature domains) The Glossary at the end of these notescontains a list of standard and ad-hoc notations

                Chapter 2The Exponential Transform

                Abstract The basic definitions of the exponential transform E˝zw of a planardomain ˝ C and various functions derived from it are recorded in this chapterThe exponential moments having the exponential transform as the generatingfunction are introduced In addition several positivity properties of the exponentialtransform are established Finally it is shown that the exponential transform asa function of z with w kept fixed can be characterized as being (part of) theunique holomorphic section of a certain line bundle over the Riemann sphere takinga prescribed value at infinity or alternatively as being the unique solution of acorresponding Riemann-Hilbert problem

                21 Basic Definitions

                Definition and many elementary properties of the exponential transform are listedin [36] We recall some of them here

                Definition 21 The exponential transform of a function g 2 L1C 0 g 1 isthe function defined at every point zw 2 C C by

                Egzw D exp Π1

                ZC

                g dA

                z N Nw (21)

                We shall almost exclusively work with the case that g is the characteristic functionof a bounded open set ˝ C and then we write E˝zw in place of E˝ zw Ifthe set ˝ is obvious from the context we may delete it from notation The singularintegral in the above definition may diverge for certain points on the diagonalz D w D a in this case we take Ega a D 0 by convention We note that thisregularization turns Eg into a separately continuous function on the whole C C

                The exponential transform E˝zw is analytic in z anti-analytic in w when thesevariables belong to the complement of ˝ henceforth denoted˝e whereas in otherparts of space it has a mixed behavior We shall sometimes denote the exterior partof the exponential transform as well as possible analytic continuations of it across˝ by Fzw

                Fzw D Ezw z 2 ˝e w 2 ˝e (22)

                copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_2

                7

                8 2 The Exponential Transform

                In the remaining parts of CC the following functions are analytic (more preciselyanalytic in z anti-analytic in w)

                Gzw D Ezw

                Nz D Ezw

                Nz Nw z 2 ˝ w 2 ˝e (23)

                Gzw D Ezw

                wD Ezw

                z w z 2 ˝e w 2 ˝ (24)

                Hzw D 2Ezw

                NzwD Ezw

                z wNz Nw z 2 ˝ w 2 ˝ (25)

                Note that Gzw D Gw z The same letters F G G H will be used for theanalytic continuations of these functions across ˝ when such continuations existThis occurs whenever ˝ consists of smooth real analytic curves

                The behavior at infinity is

                Ezw D 1 j˝jz Nw C Ojzj C jwj3 jzj jwj 1 (26)

                Ezw D 1 C˝z

                Nw C Ojwj2 jwj 1 (27)

                Here

                C˝z D 1

                dA

                zD 1

                2i

                d

                z^ d N (28)

                is the Cauchy transform of the characteristic function of ˝ Note that the expo-nential transform Ezw simply is the exponential of the double Cauchy transform

                C˝zw D 1

                2i

                d

                z^ d N

                N Nw (29)

                This is a locally integrable function on C C despite C˝z z D 1 for z D w 2˝ (and for most points with z D w 2 ˝) For more general functions g than thecharacteristic function of an open set we write the Cauchy transform as

                Cgz D 1

                Zg dA

                z

                It satisfies Cg=Nz D g in the sense of distributions and this property was used forthe second equalities in (23)ndash(25) (the first equalities there are just definitions)

                Taking distributional derivatives of C˝zw gives at least under some lightregularity assumption on ˝

                2C˝zw

                NzwD ız w˝z˝w zw 2 C (210)

                21 Basic Definitions 9

                and similarly

                2

                Nzw1 E˝zw D

                (H˝zw zw 2 ˝ ˝0 zw hellip ˝ ˝ (211)

                By combining this with the asymptotic behavior (26) one can represent 1 Ezwas a double Cauchy integral

                1 Ezw D 1

                2

                Hu vdAu

                u z

                dAv

                Nv Nw zw 2 C (212)

                The Cauchy and exponential transforms can also be written as boundary integralsin various ways For example the exterior and interior functions Fzw andHzw respectively can be expressed by the same formula

                exp Π1

                i

                log j wj d

                z D

                (Fzw zw 2 ˝e

                Hzw zw 2 ˝

                The proof is straight-forward A further remark is that the double Cauchy transformcan be viewed as a Dirichlet integral specifically its real part can be written as

                Re C˝zw D 1

                2

                d log j zj ^ d log j wj

                where the star is the Hodge star (dx D dy dy D dx) This gives an interpretationto the modulus of the exponential transform in terms of a mutual energy for ˝provided with uniform charge distribution

                Example 21 For the disk ˝ D DaR the analytic pieces of the exponentialtransform are

                Fzw D 1 R2

                z a Nw Na zw 2 DaRe DaRe

                Gzw D 1

                Nw Na zw 2 DaR DaRe

                Gzw D 1

                z a zw 2 DaRe DaR

                Hzw D 1

                R2 z a Nw Na zw 2 DaR DaR

                Clearly the functions F G G here admit analytic continuations so that the variablewhich is in DaRe extends its range to all of C n fag

                10 2 The Exponential Transform

                For later use we record the following formula an immediate consequence of thedefinition of Ezw and (25) if ˝1 ˝2 then

                H˝1zwE˝2n˝1zw D H˝2zw for zw 2 ˝1 (213)

                Combining with Example 21 we see that Hzw is essentially one over theexponential transform of the exterior domain In fact applying (213) to theinclusion˝ D0R for R sufficiently large gives

                H˝zw D 1

                R2 z NwED0Rn˝zw (214)

                Occasionally we shall need also the four variable exponential transform definedfor any open set ˝ in the Riemann sphere P D C [ f1g by

                E˝zwI a b D exp Œ1

                2i

                d

                z d

                a ^ d N

                N Nw d NN Nb

                D exp ŒC˝zwI a b D E˝zwE˝a b

                E˝z bE˝aw (215)

                Here

                C˝zwI a b D 1

                2i

                d

                z d

                a ^ d N

                N Nw d NN Nb

                Thus the two variable transform is recovered as Ezw D EzwI 11 Thefour variable transform behaves well under complementation and under Moumlbiustransformations Indeed denoting by z W a W w W b the classical cross ratio (see[2]) we have

                Lemma 21 For any open set ˝ P

                E˝zwI a bEPn˝zwI a b D EPzwI a b

                where

                EPzwI a b D jz W a W w W bj2 D ˇ z wa b

                z ba w

                ˇ2

                And for any Moumlbius map f we have

                Ef ˝ f z f wI f a f b D E˝zwI a b (216)

                Similarly for C˝zwI a b

                22 Moments 11

                Proof The first statement is obvious from the definition (215) To establish therelationship to the cross ratio one may use that the two variable exponentialtransform for a large disk D0R is (inside the disk)

                ED0Rzw D jz wj2R2 z Nw zw 2 D0R

                as is obtained from (25) together with Example 21 then insert this into (215) andfinally let R 1

                To prove (216) one just makes the obvious variable transformation in theintegral Then the required invariance follows from the identity

                f 0df f z

                f 0df f a

                D d

                z d

                a

                which is a consequence of both members being Abelian differentials on P withexactly the same poles (of order one) and residues

                The properties described in Lemma 21 indicate that the four variable exponentialtransform is a natural object to consider The two variable transform behaves in amore complicated way under Moumlbius maps And under other conformal maps thanMoumlbius maps there seems to be no good behavior for any version of the exponentialtransform

                22 Moments

                The following sets of moments will enter our discussions

                bull The complex moments

                Mkj D 1

                zkNzjdAz D zk zjL2˝

                (k j 0) make up the Gram matrix leading to the Bergman orthogonalpolynomials on˝

                bull The harmonic (or analytic) moments are

                Mk D Mk0 D 1

                zkdAz

                bull The exponential moments Bkj (sometimes to be denoted bkj) are defined by

                Xkj0

                Bkj

                zkC1 NwjC1 D 1 exp ŒXkj0

                Mkj

                zkC1 NwjC1 (217)

                12 2 The Exponential Transform

                and they make up the Gram matrix for what we will call exponential orthogonalpolynomials In Chap 3 we shall introduce an inner product h i D h iH ˝

                such that Bkj D hzk zji It is easy to see that Bk0 D Mk0 D Mk for all k 0

                Computation of the exponential moments for 0 k j N requires onlyknowledge of the complex moments for the same set of indices However for this towork out in a numerically efficient way it is necessary to use a recursive procedureThe following effective procedure was suggested to us by Roger Barnard

                Write (217) briefly at the level of formal power series

                B D 1 expM

                where

                B DXkj0

                Bkj

                zkC1 NwjC1 M DXkj0

                Mkj

                zkC1 NwjC1

                Then

                M

                z B

                zD B

                M

                z

                and inserting the power series and equating the coefficients for 1=zkC2 NwjC1 gives therecursion formula

                k C 1Mkj Bkj DXpq

                p C 1MpqBkp1jq1 k j 0

                where the sum ranges over 0 p lt k 0 q lt j This gives Bkj efficiently fromMpq with 0 p k 0 q j and the previously computed Bpq with 0 p lt k0 q lt j

                Note that B above is simply the power series expansion of 1 Ezw at infinityand M is similarly the power series of (minus) the double Cauchy transform (29)In summary the generating functions for the moments are

                1 E˝zw DXkj0

                Bkj

                zkC1 NwjC1

                C˝zw DXkj0

                Mkj

                zkC1 NwjC1

                C˝z DXk0

                Mk

                zkC1 DXk0

                Bk0

                zkC1

                23 Positive Definiteness Properties 13

                23 Positive Definiteness Properties

                As is known from the theory of hyponormal operators see [74] and is proveddirectly in [39] the exponential transform enjoys a number of positivity propertiesWe recall them here in slightly extended forms and with sketches of proofs

                Lemma 22 For arbitrary finite sequences of triples zk ak k 2 P P C wehave

                Xkj

                C˝zk zjI ak ajkNj 0 (218)

                with C1 as an allowed value for the left member If the sets fzkg and fakg aredisjoint and no repetitions occur among the zk then we have strict inequality gt 0unless all the k are zero

                Assuming that the left member in (218) is finite we also have

                Xkj

                kNj

                E˝zk zjI ak aj 0

                with the same remark as above on strict inequality

                Proof We have

                Xkj

                C˝zk zjI ak ajkj D 1

                Xkj

                k

                zk k

                ak

                j

                N Nzj

                j

                N Naj

                dA

                D 1

                jX

                k

                k

                zk k

                akj2 dA 0

                which proves (218) The statement about strict inequality also follows immediatelyAs a consequence of Schurrsquos theorem the exponential of a positive semidefinite

                matrix is again positive semidefinite (see [18] for example) Therefore

                Xkj

                kNj

                E˝zk zjI ak ajDXkj

                exp ŒC˝zk zjI ak ajkj 0

                under the stated assumptionsFrom the above we conclude the following for the two variable transforms

                Lemma 23 For any bounded open set ˝ C the following hold

                (i) C˝zw is positive definite for zw 2 ˝e(ii) 1

                Ezw is positive definite for zw 2 ˝e

                14 2 The Exponential Transform

                (iii) Hzw is positive definite for zw 2 ˝(iv) 1 Ezw is positive semidefinite for zw 2 C(v) 1

                Ezw 1 is positive semidefinite for zw 2 ˝e

                Proof i and ii follow immediately from the previous lemma by choosing ak D1 for all k To prove iii we choose some R gt 0 such that ˝ D0R anduse (214) Here the factor

                1

                R2 z Nw D1X

                kD0

                zk Nwk

                R2kC2 jzj jwj lt R

                is clearly positive definite while the other factor 1=ED0Rn˝zw is positivesemidefinite by ii Hence iii follows on using Schurrsquos theorem Next iv followsfrom iii by means of the representation (212) and v follows from ii and ivtogether with Schurrsquos theorem

                Remark 21 Whenever one has a positive definite function like Hzw in iii ofthe lemma then one can define a Hilbert space either by using it directly to definean inner product or by using it as a reproducing kernel These two methods canactually be identified via the linear map having Hzw as an integral kernel

                Since much of the text will be based on these ideas we explain here theunderlying philosophy using sums instead of integrals for simplicity of expositionLet the kernel in general be Kzw analytic in z anti-analytic in w Then oneHilbert space is generated by finite sums

                Pj ˛jızj with the inner product is defined

                by

                hX

                j

                ˛jızj X

                k

                ˇkıwk i DXjk

                ˛jKzjwk Nk

                In the case Kzw D Hzw this will be our main Hilbert space to be denotedH ˝

                This Hilbert space is thus generated by singular objects (Dirac distributions) andcan be rather strange However as Kzw is a quite regular function a much nicerHilbert space consisting of anti-analytic functions is obtained via the identificationmap (one-to-one by the assumed positive definiteness)

                Xj

                ˛jızj 7X

                j

                ˛jKzj

                for which the same inner product is kept ie

                hX

                j

                ˛jKzj X

                k

                ˇkKwk iRK DXjk

                ˛jKzjwk Nk

                23 Positive Definiteness Properties 15

                We have indexed the inner product by RK because the space now becomes areproducing kernel Hilbert space with in fact Kzw as the reproducing kernelsetting ˚ D P

                j ˛jKzj and letting the second factor be just Kw we have

                h˚Kw iRK D hX

                j

                ˛jKzj Kw iRK

                DX

                j

                ˛jKzjw D ˚w

                The above will be applied for the choice iii in Lemma 23 Kzw D HzwBut also the other choices in the lemma are interesting in particular for spacesof analytic functions i is related to the ordinary Bergman space see (327) iiand v give an inner product considered by Pincus-Xia-Xia [77] see (329) andSect 37 while iv gives the same as iii but with the inner product written in adifferent way see (328) and also (33)

                Next we specialize to comparison with disks and half-planes

                Lemma 24 Some specific positivity assertions are

                (i) If ˝ D0R then R2 z NwH˝zw is positive definite for zw 2 ˝ (ii) If ˝ D0 r D then 1 r2

                z Nw H˝zw is positive definite for zw 2 ˝ (iii) Assume that ˝ D where D is an open half-plane let a 2 D and let b D a

                be the reflected point with respect to D Then

                1 z a

                z b

                Nw NaNw Nb H˝zw zw 2 ˝

                is positive definite

                Proof For i we use that (by (213) and ii in Lemma 23)

                1

                HD0Rzw H˝zw D 1

                ED0Rn˝zw

                is positive definite for zw 2 ˝ and then insert HD0R D 1R2z Nw (see Example 21)

                For ii we similarly use that

                H˝zwED0rzw D H˝[D0rzw

                is positive definite for zw 2 ˝ and insert ED0r D 1 r2

                z Nw Finally for iii we use the formula (216) for how the four variable exponential

                transform changes under a Moumlbius map f We take this to be

                f D a

                b (219)

                16 2 The Exponential Transform

                which maps the half plane D onto the unit disk in particular f ˝ D Using that

                H˝zw D E˝zw

                jz wj2 D E˝zwI b bE˝z bE˝bw

                jz wj2 E˝b b

                by (25) (215) we then obtain

                1 z a

                z b

                Nw NaNw Nb H˝zw

                D 1 f zf w Ef ˝ f z f wI f b f b

                jf z f wj2 ˇ f z f w

                z w

                ˇ2 E˝z bE˝bw

                E˝b b

                D 1 f zf w Hf ˝ f z f w ja bj2E˝z bE˝bwjz bj2jw bj2E˝b b

                Here the last factor (the quotient) is of the form czw with c gt 0 hence ispositive definite and also the first factor is positive definite because it equals

                Hf ˝ f z f w

                HD f z f wD 1

                EDnf ˝ f z f w

                Thus part iii of the lemma follows

                24 The Exponential Transform as a Section of a Line Bundle

                In this section we assume that ˝ is fully real analytic with Schwarz function (see[16 101]) denoted Sz Thus Sz is analytic in a neighborhood of ˝ and satisfies

                Sz D Nz z 2 ˝ (220)

                The functions F G G H defined in terms of E by (22)ndash(25) are analyticin their domains of definition have analytic continuations across the boundariesand satisfy certain matching conditions on these boundaries Taking the analyticcontinuations into account the domains of definition cover all of P P and thematching conditions can be formulated as transition formulas defining holomorphicsections of certain line bundles These sections will then be uniquely determined bytheir behaviors at infinity This gives a new way of characterizing the exponentialtransform In an alternative and essentially equivalent language the exponentialtransform can be viewed as the unique solution of a certain Riemann-Hilbertproblem Below we shall make the above statements precise

                24 The Exponential Transform as a Section of a Line Bundle 17

                Let w 2 ˝e be fixed Then by the definitions (22) (23) (220) of F G and S

                GzwSz Nw D Fzw (221)

                for z 2 ˝ Here Gzw remains analytic as a function of z in some neighborhoodof ˝ say in U ˝ and Fzw similarly remains analytic for z in say V ˝cWith U V chosen appropriately Sz is analytic in U V and (221) remains validthere At the point of infinity (for z) we have F1w D 1

                We interpret the above as saying that the pair GwFw represents asection of the line bundle over P defined by the transition function Sz Nwz 2 U V The Chern class of this line bundle is

                ChernS Nw D 1

                2i

                d logSz Nw D 1

                2i

                d logNz Nw D 0

                Recall that the Chern class equals the difference between the number of zeros andthe number of poles for an arbitrary meromorphic section (not identically zero) andthat a line bundle on P is uniquely determined by its Chern class Having Chern classzero therefore means that the bundle is equivalent to the trivial bundle (transitionfunctions identically one) as is also evident from the way we started namely byhaving a non-vanishing holomorphic section It follows that the dimension of thespace of holomorphic sections equals one so any holomorphic section is determinedby its value at one point Therefore the holomorphic section GwFw isuniquely determined by the property that it takes the value one at infinity

                With w 2 ˝ a similar discussion applies to the pair HwGw Bydefinition of G and H we then have the transition relation

                HzwSz Nw D Gzw (222)

                thus with the same transition function Sz Nw as above However in the presentsituation the Chern class is C1 because w now is inside ˝ in the integrals aboveand the bundle is therefore equivalent to the hyperplane section bundle See [109][29] for the terminology Thus any nontrivial holomorphic section has exactly onezero and is uniquely determined by the value of its derivative at this zero Theparticular section HwGw vanishes at infinity with the expansion there

                Gzw D 1

                zC w C˝w

                1

                z2C Ojzj3 (223)

                as follows from the behavior of Ezw at infinity In particular the sectionHwGw is uniquely determined solely by these properties

                As a side remark the functions Gzw Gzw are not only analytic across˝ ˝ they are also non-vanishing (except at the point of infinity as exhibitedfor Gzw in (223)) Therefore the relations (221) and (222) give preciseinformation on the nature of the zeros of Fzw on ˝˝ and the corresponding

                18 2 The Exponential Transform

                singularities of Hzw there Note that 1=Hzw (which is similar to Fzw for atruncated exterior domain) is still holomorphic across ˝ ˝

                We summarize the above discussion

                Theorem 21 Assume that ˝ is analytic and let w 2 C n ˝ be fixed Then thefunction Sz Nw which is holomorphic and non-vanishing in a neighborhoodof ˝ defines a holomorphic line bundle w on P with respect to the covering˝ neighborhoodP n˝(i) If w 2 ˝e then w has Chern class zero hence it has a unique holomorphic

                and non-vanishing section which takes the value one at infinity This section isrepresented by the pair GwFw

                (ii) If w 2 ˝ then w has Chern class one hence it has a unique holomorphicsection which vanishes at infinity with derivative one there (ie behavior z1COz2 z 1) and has no other zeros This section is represented by thepair HwGw

                There is also a limiting version of the above for w 1 See Proposition 21below

                One may extend the above considerations by treating the two variables z andw jointly However in this case there will be a singular set namely the one-dimensional set D fzw 2 C2 W z D w 2 ˝g In fact in a neighborhoodof we have the relation

                Fzw D Sz Nwz SwHzw (224)

                but on itself the transition function Sz Nwz Sw thought to define a linebundle vanishes while Hzw becomes infinite Anyhow Fzw is well-behaved(analyticantianalytic) in a full neighborhood of The restricted conclusion will bethat the quadruple FGGH defines a holomorphicantiholomorphic sectionof a line bundle just in P P n

                25 A Riemann-Hilbert Problem

                We can interpret the factorization at interface formulas obtained so far as a Riemann-Hilbert problem with relations to hold on ˝ and with Nz in place of Sz

                GzwNz Nw D Fzw z 2 ˝ w 2 ˝e (225)

                HzwNz Nw D Gzw z 2 ˝ w 2 ˝ (226)

                Gzwz w D Fzw w 2 ˝ z 2 ˝e (227)

                Hzwz w D Gzw w 2 ˝ z 2 ˝ (228)

                25 A Riemann-Hilbert Problem 19

                This requires less regularity of ˝ and may therefore be convenient from somepoints of view The requirements at infinity are as before

                F1w D Fz1 D 1 (229)

                Gzw D 1Nw C Ojwj2 Gzw D 1z

                C Ojzj2 (230)

                A particular consequence of the last transition relation and (230) is thatZ˝

                Hzwz wd Nw DZ˝

                Gzwd Nw D 2i z 2 ˝

                After turning the first integral to an area integral this gives

                1

                HzwdAw D 1 z 2 ˝ (231)

                a formula which will be needed later onThe decomposition (22)ndash(25) of Ezw into analytic pieces can be extended

                to the four variable transform EzwI a b One practical way to formulate such astatement is to say that the function

                Nz NbNz Nw

                zw a

                w zw

                Na NwNa Nb

                ab z

                b ab EzwI a b

                is analytic in each component of P n ˝4 Here denotes the characteristicfunction of ˝

                D(1 2 ˝0 hellip ˝

                Cf Theorem 2 in [47]The relationships between the functions F G G and H can also be expressed

                by means of the Cauchy transform To this end we make the following observation

                Lemma 25 Assume f and g are holomorphic in ˝ h is holomorphic in ˝e allhaving continuous extensions to ˝ and that

                (Nzf zC gz D hz z 2 ˝hz 0 z 1

                (232)

                Then the combined function

                (Nzf zC gz z 2 ˝hz z 2 ˝e

                (233)

                20 2 The Exponential Transform

                is identical with the Cauchy transform of f more precisely of the function

                (f z z 2 ˝0 z 2 ˝e

                (234)

                Conversely for f holomorphic in˝ and continuous up to ˝ the Cauchy transformof (234) is of the form (233) with (232) holding

                Proof This is immediate from basic properties of the Cauchy transformIn the notations and assumptions of the lemma we may consider the Cauchy

                transform (in a restricted sense) simply as the map f 7 h in particular as a maptaking analytic functions in˝ to analytic functions in˝e As such a map it connectsin our context the different pieces F G G H of the exponential transform

                Example 22 With

                f z D Hzw

                gz D NwHzw

                hz D Gzw

                where w 2 ˝ is considered as a parameter we get

                CHwz D Gzw z 2 ˝e

                Thus

                Gzw D 1

                Hz vdAv

                Nv Nw z 2 ˝e w 2 ˝ (235)

                Example 23 With w 2 ˝e as parameter and

                f z D Gzw

                gz D 1C NwGzw

                hz D 1 Fzw

                it follows that

                CGwz D Fzw 1 z 2 ˝e

                Example 24 By taking the Cauchy transform in both variables one can pass directlyfrom Hzw to Fzw or even from Hzw to the complete transform Ezw by

                25 A Riemann-Hilbert Problem 21

                means of Eq (212) Similarly by considering the asymptotics at w D 1 or bycombining (28) with (231)

                C˝z D 1

                2

                Hu vdAu

                u zdAv z 2 C (236)

                In addition using (235) one finds that

                C˝z D 1

                Gzw dAw z 2 ˝e (237)

                As a final remark we mention that not only the exponential transform (ie theexponential of the double Cauchy transform (29)) but also the exponential of theone variable Cauchy transform (28) can be viewed as (part of) a section of a linebundle In fact taking f z D 1 in (232) gives hz D C˝z for z 2 ˝e andreplacing Nz by Sz on ˝ renders (232) on the form

                eSz egz D eC˝z (238)

                which by analytic continuation holds for z in a neighborhood of ˝ In (238) egz

                is just some non-vanishing holomorphic function in ˝ which we do not care muchabout while eC˝z is holomorphic and non-vanishing in ˝e regular at infinity andtaking the value one there

                Now we may view eSz as the transition function for a line bundle on P thenhaving Chern class zero It follows that there is a unique holomorphic cross sectionof that bundle which takes the value one at infinity And (238) says that therestriction to ˝e of that section is exactly the exponential of the Cauchy transformof ˝ In summary

                Proposition 21 With ˝ real analytic eSz defines a holomorphic line bundle onP with Chern class zero Its unique non-vanishing holomorphic section which takesthe value one at infinity is represented in ˝e by eC˝z

                Chapter 3Hilbert Space Factorization

                Abstract The positivity properties of the exponential transform define in a canon-ical way a Hilbert space H ˝ and a (co)hyponormal operator acting on it suchthat the exponential transform itself appears as a polarized compressed resolvent ofthis operator There are many variants of this procedure but they are all equivalentHistorically the process actually went in the opposite direction starting with anabstract Hilbert space and hyponormal operator with rank one self-commutatorthe exponential transform arose as a natural characteristic function obtained asthe determinant of the multiplicative commutator of the resolvent If one considersH ˝ as a function space the analytic functions in it are very weak ie have asmall norm and for a special class of domains the quadrature domains the analyticsubspace Ha˝ even collapses to a finite dimensional space Some more generalkinds of quadrature domains are discussed in terms of analytic functionals and wealso show that some integral operators based on the exponential transform can beinterpreted in terms of Silva-Koumlthe-Grothendieck duality

                31 Definitions and Generalities

                In the sequel we assume that Hzw is integrable

                jHzwjdAzdAw lt 1 (31)

                We do not know whether this always holds but as shown in [39] (appendix there) itholds at least when ˝ is Lipschitz in particular when it is piece-wise real analyticIf ˝ is fully real analytic one even has

                jHzwj2dAzdAw lt 1 (32)

                see again [39]In view of the positivity properties proved in Sect 23 one can define a positive

                semi-definite Hermitian form on the set DC of smooth test functions with compact

                copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_3

                23

                24 3 Hilbert Space Factorization

                support in C by

                h f gi D 1

                2

                ZC

                ZC

                1 EzwNf zgwdAzdAw (33)

                D 1

                42

                ZC

                ZC

                1 Ezwd f zdzdgwdw f g 2 DC

                We are following [38 39] here Several other choices of inner product are in usesee [74 77] as well as Sects 34 and 37 below

                The second expression above indicates that it is natural to consider fdz and gdzas differential forms and as such they need not have compact support it is enoughthat they are smooth also at infinity (ie smooth on all P) Upon partial integrationthe above formula becomes

                h f gi D 1

                2

                Hzwf zgwdAzdAw (34)

                hence h f gi depends only on the values of f and g in ˝ By (31) all functionsf g 2 L1˝ can be allowed in (34) and we have the estimate

                jj f jj Cjj f jj1˝ (35)

                where jj f jj2 D h f f i Also distributions and analytic functionals with compactsupport in ˝ can be allowed in (34)

                Despite Hzw being positive definite there are functions f 2 L1˝ for whichjj f jj D 0 for example any function of the form f D N with a test function withcompact support in ˝ Therefore to produce a Hilbert space having h i as innerproduct one first has to form a quotient space modulo the null vectors and thentake the completion of this The resulting Hilbert space will be denoted H ˝ It isalways infinite dimensional and separable When necessary we will write the innerproduct defined by (34) as h f gi D h f giH ˝ and similarly for the norm

                The construction above gives a natural map taking functions to their equivalenceclasses

                ˛ W L1˝ H ˝ (36)

                This map has (by definition) dense range but is not injective If ˝ is analytic sothat (32) holds (henceforth assumed) ˛ extends to

                ˛ W L2˝ H ˝

                The adjoint operator ˛0 goes the opposite way between the dual spaces

                ˛0 W H ˝0 L2˝0

                and is automatically injective (because ˛ has dense range)

                31 Definitions and Generalities 25

                Keeping the assumption (32) the adjoint map ˛0 has some concrete manifesta-tions For example representing functionals in the above Hilbert spaces by innerproducts it gives rise to a map

                ˇ W H ˝ L2˝

                which is bounded and injective Precomposing it with ˛ gives the operator

                H D ˇ ı ˛ W L2˝ L2˝

                We name it H because it has an explicit presentation as an integral operator withkernel Hzw

                Hf w D 1

                Hzwf zdAz w 2 ˝ f 2 L2˝ (37)

                By construction Hf only depends on the equivalence class of f 2 L2˝ in H ˝ie on ˛ f and we have

                h˛ f ˛giH ˝ D f HgL2˝ f g 2 L2˝ (38)

                It follows that H is a positive operator and it is also seen that its range consists onlyof anti-analytic functions in particular it is far from being surjective The norm ofH D ˇ ı ˛ as an operator is bounded above by jjHjjL2˝˝ and it also follows thatjj˛jj D jjˇjj pjjHjjL2˝˝

                As indicated in Remark 21 the one-to-one image of H ˝ under the map ˇis if the inner product in H ˝ is kept in ˇH ˝ a reproducing kernel Hilbertspace of anti-analytic functions having Hzw as the reproducing kernel

                Expanding (212) for large z and w gives

                1 Ezw D 1

                2

                Xkj0

                Hu vuk Nvj

                zkC1 NwjC1 dAudAv

                DXkj0

                hzk zjiH ˝

                zkC1 NwjC1

                Since on the other hand

                1 Ezw D 1 expΠ1

                dA

                z N Nw

                D 1 expŒXkj0

                zk zjL2˝

                zkC1 NwjC1 D 1 expŒXkj0

                Mkj

                zkC1 NwjC1

                26 3 Hilbert Space Factorization

                this confirms that the exponential moments defined by (217) make up the Grammatrix for the monomials in H ˝

                Bkj D hzk zjiH ˝

                For future needs we record here the following consequence of (231)

                hh 1iH ˝ D 1

                hdA h 2 H ˝ (39)

                Strictly speaking the left member here should have been written h˛h ˛1i butquite often we will consider ˛ as an identification map and suppress it from notationThe equivalence class in H ˝ of the constant function one will have a special rolelater on and we write it in bold ˛1 D 1

                32 Restrictions and Extensions

                The operator ˛ has a very big kernel and therefore it is not reasonable to considerH ˝ as a function space However the operator ˇ canonically embeds H ˝

                in a space of anti-analytic functions in ˝ and as we shall see in Sect 36 formost choices of ˝ the map ˛ embeds the functions analytic in a neighborhood of˝ in a dense subspace of H ˝ However the norm in H ˝ is much weakerthan traditional norms on spaces of analytic functions and there will usually be nocontinuous point evaluations for example

                A sign that H ˝ is not a good function space is that on considering aninclusion pair ˝1 ˝2 there is no continuous restriction operator H ˝2 H ˝1

                Example 31 Consider the inclusion D1 1 D 2 where 0 lt lt 1 Ingeneral if f is analytic and bounded in DaR we have (writing just f in placeof ˛ f ) jj f jjH DaR D Rj f aj Here we used Example 21 and the mean-valueproperty of analytic functions Thus for fnz D zn

                jj fnjjH D11 D 1 jj fnjjH D2 D 2n

                hence there is no constant C lt 1 such that jj fnjjH D11 Cjj fnjjH D2 for alln So at least the most naive way of trying to define a bounded restriction operatorH D 2 H D1 1 does not work

                On the other hand it is possible to define extension operators with bounded norm(actually norm one) In fact if ˝1 ˝2 and f 2 L1˝1 then on extending f byzero on ˝2 n˝1 we have

                jj f jjH ˝2 jj f jjH ˝1

                33 Linear Operators on H ˝ 27

                This is an immediate consequence of (213) and iv of Lemma 23 the latter appliedto 1 E˝2n˝1

                33 Linear Operators onH ˝

                Let Z be the ldquoshiftrdquo operator ie multiplication by the independent variable z onH ˝

                Z W H ˝ H ˝ Zf z D zf z (310)

                This is a bounded linear operator in fact its norm is

                jjZjj D supfjzj W z 2 ˝gHere the upper bound (ie the inequality ) follows from i of Lemma 24 whichimmediately gives the desired inequalityZ˝

                Hzwzf zwf wdAzdAw R2Z˝

                Hzwf zf wdAzdAw

                The lower bound follows by choosing f to have all its support close to a point z 2 ˝at which jzj nearly equals its supremum For example if Da ˝ then f DDa gives jj f jj D 2

                pHa a jjZf jj D a2

                pHa a

                If ˝ D0 r D then the inverse Z1f z D 1z f z exists and has norm

                jjZ1jj 1r by ii of Lemma 24 It is easy to see that equality holds if r is chosen

                largest possible hence jjZ1jj D 1=dist0˝ More generally if a hellip clos˝ thenZ a1 exists and has norm 1=dist a˝ Thus denoting by Z the spectrumof Z we have Z clos˝ In fact equality holds

                Z D clos˝ (311)

                By Z we denote the operator

                Zf z D Nzf z (312)

                by Z the adjoint of Z and by C the Cauchy transform considered as a linearoperator H ˝ H ˝

                Cgz D Cgz D 1

                gdA

                z z 2 ˝ (313)

                Finally 1 ˝ 1 denotes the operator

                1 ˝ 1 W h 7 hh 1i1

                28 3 Hilbert Space Factorization

                which is a positive multiple of the orthogonal projection onto the one-dimensionalsubspace spanned by 1 (the function identically equal to one)

                Proposition 31 The so defined operators are bounded on H ˝ and are relatedby

                Z D Z C C (314)

                ŒZC D 1 ˝ 1

                ŒZZ D 1 ˝ 1 (315)

                In particular Z is cohyponormal ie ŒZZ 0

                Proof Using partial integration with respect to w plus the Riemann-Hilbert rela-tion (228) we have

                hzf z gzi h f z Nzgzi D 1

                2

                Hzwz wf zgwdAzdAw

                D 1

                2

                Hzwz wf z

                wCgwdAzdAw

                D 1

                2i2

                Hzwz wf zCgwd NwdAzC

                C 1

                2

                Hzwf zCgwdAzdAw

                D 1

                2

                Gzwf zCgwd NwdAzC h f zCgzi

                Here the boundary integral in the first term vanishes because the integrand is anti-analytic with respect to w in ˝e and tends to zero as 1=jwj2 when jwj 1 inview of the asymptotics of Gzw (see (230)) and Cgw Thus we end up with theidentity

                hzf z gzi D h f z Nzgzi C h f zCgzi (316)

                This says that

                hZf gi D h f Z C Cgi

                ie we have proved (314) and thereby also that C is bounded (since Z obviouslyis bounded like Z) We emphasize that we did not use the definition of Hzw

                33 Linear Operators on H ˝ 29

                directly in the above computation only its property of being part of a section (anti-holomorphic section with respect to w to be precise) vanishing at infinity of a certainline bundle equivalently the solution of a Riemann-Hilbert problem

                Next we compute the commutator ŒZC D ZC CZ

                ŒZC f z D z 1

                f dA

                z 1

                f dA

                z

                D 1

                zf dA

                zD 1

                fdA D h f 1i 1 D 1 ˝ 1f z

                Since obviously ŒZZ D 0 the remaining statements of the proposition now followExpressing the exponential and Cauchy transforms in terms of the above

                operators we have for all zw 2 C

                1 E˝zw D hZ z11 Z w11i (317)

                C˝z D hZ z11 1i (318)

                These relations follow immediately from (212) (236) and the definition (34) ofthe inner product We may also identify the Cauchy kernel itself as an element inH ˝ as

                kz D Z z11 (319)

                The exponential moments appear are

                Bkj D hZk1Zj1i

                We mention next a determinantal formula for E˝zw in terms of Z

                E˝zw D detZ NwZ zZ Nw1Z z1 (320)

                valid for zw 2 ˝e This is proved in the same way as a similar formula inAppendix A namely by switching the first two factors and using that ŒZ zZ Nw D ŒZZ D 1 ˝ 1 which is a rank one projection Then the determinant comesout to be 1 hZ z11 Z w11i which is Ezw The determinant existsbecause it is of the form detI C K with K a trace-class operator and then thedefinition of the determinant reads

                detI C K D expŒtr logI C K D expŒtr1X

                jD1

                1 j1

                jKj

                30 3 Hilbert Space Factorization

                In our case the operator K has finite rank (rank one) and in such cases the productrule detAB D det A det B holds for determinants as above This gives thecomplementary formula

                1

                E˝zwD detZ zZ NwZ z1Z Nw1 (321)

                D 1C hZ Nw11 Z Nz11i

                34 A Functional Model for Hyponormal Operators

                The operator Z used above is cohyponormal but it is actually more common towork with models which involve hyponormal operators (see Appendix A and [74]in general for such operators) By minor modifications of the previous definitionsone easily arrives at the standard hyponormal operator T in this context The innerproduct is first to be modified to be

                hh f gii D 1

                2

                ZC

                ZC

                1 Ew zf zgwdAzdAw (322)

                D 1

                2

                Hw zf zgwdAzdAw D hNf NgiH ˝

                This gives rise to a Hilbert space which is equivalent to H ˝ in the sense thatconjugation f 7 Nf is an R-linear isometry between the two spaces In the newHilbert space we define the shifts Z Z and the Cauchy transform C as before by theformulas (310) (312) (313) and in addition we set

                Cf z D 1

                f dAN Nz z 2 ˝

                ie Cf D CNf Then it is straight-forward to check that

                hhZ C Cf gii D hh f Zgii

                This means that on defining an operator T by

                T D Z C C

                its adjoint with respect to the new inner product is

                T D Z

                35 Summary in Abstract Setting 31

                In addition one gets

                ŒTT D 1 ˝ 1

                in particular T is hyponormal The relations to the Cauchy and exponential transformare

                1 E˝zw D hhT Nw11 T Nz11ii (323)

                C˝z D hh1T Nz11ii

                the exponential moments appear as

                Bkj D hhTj1Tk1ii

                and the formula corresponding to (321) becomes

                1

                E˝zwD detT NwT zT Nw1T z1 (324)

                D 1C hhT z11 T w11ii

                for zw 2 ˝e See Appendix A for more details and references

                35 Summary in Abstract Setting

                For future needs we summarize the two functional models used so far with innerproducts connected by (322) in terms of an abstract Hilbert space H with a specialvector 0 curren 2 H as follows (this is the abstract version of 1) We work eitherwith a cohyponormal operator A (replacing Z) in H satisfying

                ŒAA D ˝

                or a hyponormal operator T satisfying

                ŒTT D ˝

                In either case it is assumed that the corresponding principal function (see [74]) isof the form g D ˙˝ (minus sign in the cohyponormal case) where ˝ C is abounded open set Using h i for the inner product in whatever case we are workingwith we have the basic relationships to the Cauchy and exponential transforms and

                32 3 Hilbert Space Factorization

                exponential moments given by

                1 E˝zw D hA z1 A w1iC˝z D hA z1 i

                Bkj D hAkAji

                respectively

                1 E˝zw D hT Nw1 T Nz1iC˝z D hT Nz1i

                Bkj D hTjTk

                i

                In addition we have the determinantal formulas

                E˝zw D detA NwA zA Nw1A z1

                D detT zT NwT z1T Nw1

                1

                E˝zwD detA zA NwA z1A Nw1

                D detT NwT zT Nw1T z1

                36 The Analytic SubspaceHa˝

                For any set E C we define

                OE D f(germs of) functions holomorphic in some open set containing Eg

                with the qualification that two such functions which agree on some neighborhoodof E shall be identified The analytic subspace of Ha˝ of H ˝ may be definedas

                Ha˝ D closH ˝˛O˝

                The Cauchy kernel kz D 1z clearly is in O˝ hence can be considered as

                an element of Ha˝ whenever z 2 ˝e The same for all polynomials Whenrestricting to O˝ the map ˛ is in most cases injective (namely when ˝ is not aquadrature domain see Theorem 31 below) therefore it is reasonable to write justf in place of ˛ f when f is analytic

                36 The Analytic Subspace Ha˝ 33

                For f g 2 O˝ the inner product can be written as a boundary integral

                h f gi D 1

                42

                1 Ezwf zgwdzd Nw f g 2 O˝ (325)

                This agrees with what is obtained from analytic functional calculus namely onwriting

                f Z D 1

                2i

                If zZ z1 dz

                where the path of integration surrounds the spectrum of Z ie the closure of ˝ Inserting (317) into (325) gives

                h f gi D h f Z1 gZ1i f g 2 O˝

                Translating this into a formula for T D Z and the inner product (322) gives

                hh f ı conj g ı conjii D hh f T1 gT1ii f g 2 Oconj˝

                where conj means conjugation for example f ı conjz D f Nz Thus in the leftmember one takes the inner product between anti-analytic functions in ˝ For Titself one gets a nicer inner product which is used in the analytic functional modelof J Pincus D Xia JB Xia [77 111] (see also Sect 37 below) It is defined by

                h f giPXX D hh f T1 gT1ii D (326)

                D 1

                42

                1

                Ezw 1f zgwdzd Nw f g 2 O˝

                where the second equality is a consequence of (324)We finally remark that the ordinary Bergman inner product can be written on the

                same form as (325)

                f gL2˝ D 1

                42

                C˝zwf zgwdzd Nw f g 2 O˝ (327)

                This follows by transforming the boundary integrals to area integrals andusing (210) If we rewrite (325) as

                h f giHa˝ D 1

                42

                eC˝zwf zgwdzd Nw f g 2 O˝ (328)

                we see that the difference between the two inner product just amounts to anexponentiation of the weight function This is the same relation as in (217) The

                34 3 Hilbert Space Factorization

                analytic model of Pincus-Xia-Xia can also be put into such a form by writing (326)as

                h f giPXX D 1

                42

                eC˝zwf zgwdzd Nw f g 2 O˝ (329)

                Here one has to be careful to approach the contour of integration ˝ from outside(the cases (327) and (328) are less sensitive) This is because eC˝zw D 1=Ezw(analytically continued across ˝ as 1=Fzw) has a pole at z D w 2 ˝ and themain contribution to the integral actually comes from the residue at this pole Seemore precisely Sect 37

                The above three inner products are quite different (327) is exactly the Bergmanspace inner product (ie L2 with respect to area measure) (329) is similar tothe HardySmirnovSzegouml space inner product (L2 with respect to arc length)while (328) gives the rather brittle space Ha˝

                37 The Analytic Model

                We have seen that the auxiliary Hilbert space H ˝ provides a natural diagonal-ization of the cohyponormal operators Z and T Here we shall see in some moredetail how the analytic model of Pincus-Xia-Xia [77] diagonalizes directly T on theHardy space of ˝ with the price of an inner space distortion

                We assume that the boundary ˝ is smooth and real analytic and recall (seeremarks before Theorem 21) that this means that Ezw analytically extends fromthe exterior across ˝ and we also know that this analytic continuation which wedenote Fzw as before satisfies

                F D 0 zF curren 0 2 ˝

                The partial derivative appearing here may by identified in terms of the functionsGzw and Gzw in (23) (24) as

                zF D G D G 2 ˝ (330)

                Let T be the irreducible hyponormal operator with rank-one self-commutatorhaving the characteristic function of ˝ as principal function and let bea collection of Jordan arcs in C n ˝ which are homologous to ˝ We maywork in the functional model H ˝ or in an abstract setting (Sect 35) therewill only be notational differences In notations of Sect 35 the determinantalidentity (324) together with Riesz functional calculus gives the Pincus-Xia-Xia

                38 A Formal Comparison to Quantum Field Theory 35

                inner product as

                h f giPXX D h f T gTi D 1

                42

                Z

                Z

                f zgw

                Ezwdzdw

                for any germs of analytic functions f g 2 O˝Fix the system of curves but deform to ˝ so that Ezw curren 0 for z 2

                and w 2 In this case Eww D 0 but in terms the analytic continuation Fzwof Ezw the function z 7 1=Fzw has just a simple pole at z D w 2 ˝ Theresidue there equals 1=zFww D 1=Gww (recall (330)) Denoting by asystem of curves homologous to but located just inside ˝ the residue theoremtherefore yields

                1

                42

                Z

                Z

                f zgw

                Fzwdzdw D 1

                2i

                Z

                f wgwd Nw

                Gww

                It is easy to see that d NwiGww is positive and hence equal to jdw

                jGwwj so all is all wehave for the squared norm

                k f Tk2 D 1

                2

                Z

                j f j2 jdjjG j C 1

                42

                Z

                Z

                f zf w

                Fzwdzdw

                Let H2˝ denote the Hardy space associated to the domain ˝ that is theclosure of O˝ in L2˝ jdzj The above integral decomposition implies that thenorm in the ldquoexoticrdquo space Ha˝ has the structure

                k f Tk2 D hN C Kf f i2˝

                where N is an invertible normal operator and K is a compact operator The strictpositivity of the norm k f Tk implies then that the Hardy space operator N C K DA is self-adjoint positive and invertible Hence

                k f TkH ˝ D kpAf k2˝

                38 A Formal Comparison to Quantum Field Theory

                A first remark is that the notation 1˝ 1 (or ˝ ) used for an operator for examplein (315) actually involves some misuse of notation since one of the functions 1 isto be considered as an element of the dual space (ie is a functional) In P Diracrsquosbra-[c]-ket notation used in quantum mechanics (ji for vectors hj for covectors)the same object would have been denoted j1i ˝ h1j taking into account also that

                36 3 Hilbert Space Factorization

                in quantum mechanics one puts the conjugation on the lefthand factor in innerproducts

                Staying within quantum theory Eq (315) is somewhat reminiscent of thecommutation relation for the annihilation and creation operators A and A sayin quantum field theory (see [31 97] for example) In that theory the right memberwould be the identity operator however which using Diracrsquos notation becomes

                ŒAA D1X

                jD0j ji ˝ h jj (331)

                where f jg is an arbitrary orthonormal basis for the Hilbert space used Thus theannihilation operator is also cohyponormal but is necessarily unbounded Oneadvantage with our rank one self-commutator cohyponormal operator Z is that itis bounded

                The inner product in Ha˝ gives when written on the form (328) someassociations to Feynman path integrals in quantum field theory Such integrals alsorepresent inner products interpreted as probability amplitudes for transitions forexample the probability h f tf j i tii that a quantum system initially at time ti in astate j i tii will at a later (final) time tf be observed to be in a state j f tf i Such anintegral may look like

                h f tf j i tii DZ

                DŒ˚eiSŒ˚ (332)

                where ˚ runs over paths in a configuration space SŒ˚ D Rd4xL Œ˚ denotes

                the action along the path ˚ here with L the Lagrangian in a four space-timedimensional context The integration is performed over all possible paths joiningthe given initial and final states with integration measure denoted DŒ˚ See[23 31 62 84 97] for example In string theory and conformal field theory theaction may be a pure Dirichlet integral in two dimensions see [78]

                If we compare with the inner product (328) for Ha˝ we see that the doubleCauchy transform C˝zw will have the role of being the action (up to a constantfactor) This is completely natural since C˝zw easily can be written as a Dirichletintegral and be interpreted as an energy (mutual energy actually for z curren w) Theclassical action has dimension energy time (the same as Planckrsquos constant bdquo) butwe have constants to play with The main difference however is that the classicalaction is a real-valued function so that the exponent iSŒ˚ is purely imaginarywhile our C˝zw is truly complex-valued On the other hand inserting Planckrsquosconstant the exponential in (332) becomes i

                bdquo SŒ˚ and in some contexts bdquo is allowedto take complex values or at least to approach the classical limit bdquo 0 throughcomplex values (cf [97] Sect 1424) One may alternatively compare (328) withthe partition function in quantum statistical mechanics which is similar to theFeynman integral but having a purely real exponential factor

                39 Silva-Koumlthe-Grothendieck Duality 37

                The two functions f and g in (328) correspond to the states j i tii and j f tf ieven though these are invisible in the right member of (332) They are hidden inthe boundary conditions for the integral but can be restored explicitly as is doneeg in [84] Chaps 5 and 9 One may also represent the time evolution from ti to tfexplicitly by inserting the appropriate unitary operator say eitf ti OH if the systemis governed by a time-independent Hamiltonian operator OH Then the left memberof (332) turns into h f jeitf ti OHj ii0 the subscript zero indicating that we nowhave a different inner product In our context this step could be compared with theinsertion of the operator H in (37) giving an L2-inner product

                The difficulty with Feynman integrals is that the integration is taken over aninfinite dimensional space of functions ˚ In practice one has to resort to finitedimensional approximations or perhaps to restrict to a class of functions dependingon finitely many parameters The latter is exactly what is the case in our innerproduct (328) where essentially only the functions

                ˚ D log z 2 ˝

                parametrized by z 2 ˝ appear after having written the integral as a Dirichletintegral The differential DŒ˚ reduces to just dz d Nw with integration along ˝˝

                So without claiming any deeper connections we can at least say that there aresome formal similarities between the inner product in Ha˝ and Feynman pathintegrals

                39 Silva-Koumlthe-Grothendieck Duality

                For some further representations of the inner product we introduce the integraloperator G with kernel Gzw

                Gf w D 1

                Gzwf zdAz w 2 ˝e f 2 O˝ (333)

                This operator takes any f 2 O˝ to an anti-analytic function Gf in ˝e vanishingat infinity This means that Gf 2 O˝e0 where O˝e0 denotes the space offunctions holomorphic in ˝e D P n ˝ and vanishing at infinity Recall next thatthere is a natural duality between O˝ and O˝e0 defined via the pairing

                f gduality D 1

                2i

                f zgzdz f 2 O˝ g 2 O˝e0 (334)

                which has been studied in depth by Silva [98] Koumlthe [66] Grothendieck [30] Tomake (334) more invariant one could view it as a pairing between the one-form fdzand the function g In any case f is holomorphic in some neighborhood of ˝ and

                38 3 Hilbert Space Factorization

                the integral should be moved slightly into ˝e to make sense The duality statementis that f gduality is a nondegenerate pairing between O˝ and O˝e0 whichexhibits each of these spaces as the dual space of the other

                By the definition (23) of the kernel Gzw we may write (333) as

                Gf w D 1

                2i

                dEzwf zdz D 1

                2i

                Fzwf zdz

                On using (325) this gives a representation of the inner product in Ha˝ as

                h f giHa˝ D 1

                2i

                Gf wgwd Nw D 1

                2i

                f zGgzdz

                Thus in terms of the Silva-Koumlthe-Grothendieck pairing

                h f giHa˝ D f Ggduality (335)

                A special consequence of (335) is that Gf only depends on the equivalence class off in Ha˝ and then that the map Ha˝ O˝e0 f 7 Gf is injective Therepresentation (335) may be compared with (38) which we may write simply as

                h f giHa˝ D Hf gL2˝ D f HgL2˝ f g 2 L2˝

                Example 32 Taking f D 1 in (333) gives using (237)

                G1w D C˝w w 2 ˝e

                Compare with the identity obtained from (231)

                H1 D 1

                Let now fpng (n D 0 1 2 ) be an orthonormal basis of Ha˝ so thathpk pji D ıkj Then using the above operator G we obtain a basis which is dualto fpng with respect to the pairing duality in (334) by setting

                qn D Gpn (336)

                Thus the qn are analytic functions in P n˝ vanishing at infinity and satisfying

                1

                2i

                pkzqjzdz D ıkj

                The minus sign can be avoided by replacing ˝ by P n˝

                39 Silva-Koumlthe-Grothendieck Duality 39

                This dual basis fqng can also be identified as the Fourier coefficients of theCauchy kernel

                kz D 1

                z 2 ˝

                where z 2 ˝e is to be regarded as a parameter Indeed these Fourier coefficients are

                hkz pni D k Gpnduality D kz qnduality

                D 1

                2i

                ZPn˝

                1

                zqnd D qnz

                So

                kz D1X

                nD0qnz pn

                which is an identity in Ha˝ It can be spelled out as

                1

                zD

                1XnD0

                pnqnz 2 ˝ (337)

                but then one has to be careful to notice that it only means that the differencebetween the right and left members has Ha˝-norm zero It is completely safeto insert (337) into (212) This gives for zw 2 ˝e

                1 Ezw D h 1

                z

                1

                wi D

                1XnD0

                qnzqnw (338)

                So far we have not assumed anything about fpng besides it being an orthonormalbasis Later on we shall work with orthonormal polynomials (pn a polynomial ofdegree n) but if we for now just assume that p0 is a constant function more precisely

                p0 Dr

                j˝j 1

                then we find that the first dual basis vector is essentially the Cauchy transform

                C˝z D h 1

                z 1i D

                rj˝j

                q0z (339)

                One may think of the two sides of (337) as representing the identity operator inHa˝ in two different ways with respect to the duality (334) The left member

                40 3 Hilbert Space Factorization

                is the Cauchy kernel which reproduces functions in Ha˝ by the Cauchy integralwhile the right member represents the identity as

                Ppn ˝ qn where fpng is a basis

                and fqng the corresponding dual basis (compare the right member in (331))Another representation of the identity in terms of the inner product in the Hilbert

                space itself isP

                pn ˝ Npn In the pointwise picture this spells out to

                1XnD0

                pnpnz z 2 ˝ (340)

                However here there is no pointwise convergence If Ha˝ were a Hilbert spacewhich had continuous point evaluations the sum would converge to the reproducingkernel for the space but as is clear from previous discussions there are rarely anycontinuous point evaluations in Ha˝ This can be further confirmed by examplesIn Sect 72 the elements of Ha˝ are explicitly characterized in terms of powerseries in the case that ˝ is an annulus And many of these series turn out to be justformal power series having no convergence region at all This applies in particularto (340) (no convergence region)

                310 Quadrature Domains

                We single out in the present section a family of domains which are exceptionalfor Ha˝ This is the class of (finite) quadrature domains also called finitelydetermined domains [79] or algebraic domains [107] A few general references are[1 46 89 101] here we give just a short summary of some basic properties Theoriginal definition used in [1] says that a bounded domain ˝ C is a quadraturedomain if there exist finitely many points ak 2 ˝ and coefficients ckj 2 C such that

                1

                h dA DmX

                kD1

                nk1XjD0

                ckjhjak (341)

                for every function h which is analytic and integrable in ˝ If ˝ is just a boundedopen set which satisfies the same requirements we will still call it a quadraturedomain

                Below is a list of equivalent requirements for a domain or open set to be aquadrature domain Strictly speaking the last two items iiindashiv are like theexponential transform itself insensitive for changes of ˝ by nullsets but onemay achieve equivalence in the pointwise sense by requiring that the domain ˝considered is complete with respect to area measure

                i The exterior Cauchy transform is a rational function ie there exists a rationalfunction Rz such that

                C˝z D Rz for all z 2 C n˝ (342)

                310 Quadrature Domains 41

                ii There exists a meromorphic function Sz in ˝ extending continuously to ˝with

                Sz D Nz for z 2 ˝ (343)

                This function Sz will be the Schwarz function (220) of ˝ [16 101]iii The exponential transform E˝zw is for zw large a rational function of the

                form

                E˝zw D Qz NwPzPw

                (344)

                where P and Q are polynomials in one and two variables respectivelyiv For some positive integer d there holds

                detBkj0kjd D 0

                Basic references for iiindashiv are [79ndash81] When the above conditions hold thenthe minimum possible number d in iv) the degree of P in iii and the numberof poles (counting multiplicities) of Sz in ˝ all coincide with the order of thequadrature domain ie the number d D Pm

                kD1 nk in (341) For Q see moreprecisely below

                If ˝ is connected and simply connected the above conditions indashiv are alsoequivalent to that any conformal map f W D ˝ is a rational function Thisstatement can be generalized to multiply connected domains in various ways seeeg [32 112]

                Quadrature domains play a special role for the space H ˝ eg they make theanalytic part Ha˝ to collapse almost completely For non-quadrature domains theanalytic functions are dense in H ˝ but they still make up a rather brittle part ofthe space and there are usually no continuous point evaluations for these analyticfunctions (an example is given in Sect 72) The following theorem makes some ofthe above statements precise

                Theorem 31 If ˝ is a not quadrature domain then the restriction of the map ˛ toO˝

                ˛jO˝ W O˝ H ˝

                is injective and has dense range In particular Ha˝ D H ˝If on the other hand ˝ is a quadrature domain then ˛jO˝ is neither injective

                nor has dense range Indeed the range is finite dimensional

                dimHa˝ D d

                where d is the order of the quadrature domain

                42 3 Hilbert Space Factorization

                Proof For the first statement we shall prove that˝ is a quadrature domain whenever˛jO˝ fails either to be injective or to have dense range

                So assume that ˛jO˝ is not injective This means that h f f i D 0 for some

                f 2 O˝ n f0g Multiplication by any rational function with poles outside ˝ is acontinuous operator in the H ˝-norm (see more precisely beginning of Sect 33)hence it follows that for any fixed w hellip ˝ the function 1

                zw f z is zero as an elementof H ˝ Using (39) this gives that the exterior Cauchy transform of f vanishes

                0 D h f z

                z w 1i D 1

                f zdAz

                z w w hellip ˝

                Invoking now Lemma 25 where in the formula (232) the exterior Cauchytransform of f is denoted h it follows that there exists a holomorphic function gin ˝ such that

                Nzf zC gz D 0 z 2 ˝

                Thus Sz D gzf z is a meromorphic function in ˝ satisfying (343) Hence ˝ is a

                quadrature domain whenever ˛jO˝ is not injectiveNext assume that the range of ˛jO˝ is not dense in H ˝ By the Hahn-Banach

                theorem the representation (38) of functionals and the definition (37) of H thismeans that there exists an analytic function f D Hg in ˝ which is not identicallyzero but which annihilates the analytic functions in the sense that

                f zhzdAz D 0 for all h 2 O˝

                Choosing hz D 1zw w hellip ˝ this gives the same relation as above hence we

                conclude again that ˝ is a quadrature domainWhen ˝ is a quadrature domain the inner product evaluated on O˝ takes the

                form

                h f giHa˝ DX

                0kjd

                Hak ajck Ncjf akgaj (345)

                by (341) Here we have for notational convenience assumed that in (341) all themultiplicities nk equal one Thus the inner product only involves the values of thefunctions at d points and it follows that ˛O˝ has finite dimension equal to dand it then also coincides with its closure Ha˝

                311 Analytic Functionals 43

                311 Analytic Functionals

                More general notions of quadrature domains may be discussed in terms of analyticfunctionals see [5 60 61] for this concept in general From a different point of viewthe term hyperfunction is also used thinking then on the concept as a generalizationof that of a distribution An analytic functional in an open set D C is simply alinear continuous functional on OD when this space is provided with the topologyof uniform convergence on compact sets Thus we denote the space of analyticfunctionals in D by O 0D A compact subset K D is a carrier for 2 O 0D iffor any open set K D an estimate

                jhj c sup

                jhj h 2 OD (346)

                holds By definition of an analytic functional such a compact carrier always existsOn choosing h D kz D z1 one gets the natural definition of Cauchy

                transform of an analytic functional 2 O 0D namely

                Cz D 1kz z 2 Dc

                Similarly one can define the double Cauchy transform the exponential transformetc One may also consider analytic functionals with compact carriers in ˝ aselements in H ˝ on defining the inner product by

                h 13i D 1

                2z ˝ N13wHzw 13 2 O 0˝

                This gives a version of the map ˛ in (36) going as

                ˛ W O 0˝ H ˝

                It is enough to use test functions of the form h D kz in the definition of an analyticfunctional hence K is a carrier for 2 O 0D if and only if the Cauchy transformC has an analytic extension from C n D to C n K in the sense that there exists ananalytic function in CnK which agrees with C in CnD This makes it easy to handlecarriers For example one sees that the intersection between two convex carriers isagain a carrier This is because the complement of the union of the two convex setsis a connected neighborhood of infinity ensuring that the Cauchy transform extendsunambiguously to this set and then the Cauchy transform extends further to thecomplement of the intersection of the two convex sets by unique choice betweenthe two analytic continuation which exist by assumption As a consequence thereis always a unique minimal convex carrier See [61] Sect 47 for more details Arelated statement is that if there exists a carrier located on a straight line then thereis a carrier on this line which is the smallest of all carriers on the line see [60]Proposition 916

                44 3 Hilbert Space Factorization

                Now our main concern will be the analytic functional in the left memberof (341) or in view of (39) the functional represented by 1 2 H ˝

                h 7 hh 1i D 1

                h dA h 2 OD (347)

                In this case K D ˝ is obviously a carrier with c D =Area˝ for any ˝ If ˝ is a quadrature domain with nodes a1 am 2 ˝ then also K D fa1 amgis a carrier but in general with a larger c Any carrier contains a carrier which isminimal with respect to set inclusion but there are usually many different minimalcarriers as the intersection between two carriers need not itself be a carrier In thecase of a quadrature domain as above K D fa1 amg is certainly a minimalcarrier but even in this case there are many other minimal carriers eg obtained bysweeping the mass sitting at the quadrature nodes to a surrounding curve

                If the functional in (347) has a carrier K which is compactly contained in˝ (notonly in D) then ˝ is a ldquoquadrature domain in the wide senserdquo in the terminologyof Shapiro [101] In such a case there exists for any K a complex-valuedmeasure in such that

                1

                h dA DZ

                h d h 2 OD (348)

                One can think of as representing an element in O 0D or in H ˝ In the lattercase (348) says that

                1 D as elements in H ˝

                One cannot in general assert that the measure is real-valued (signed)when (348) holds and even less that it is positive unless one increases the supportconsiderably If in the case of a finite quadrature domain some of the nodes havecoefficients which are non-real then one need to connect them by curves in orderto support a real-valued representing distribution and then thicken the curve toget a real-valued measure which then still will be just a is signed measure Thereason one has to connect points is that complex coefficients mix the real andimaginary parts of an analytic test function and one need curves to resolve this seeExample 62 To get a positive representing measure (which amounts to being ableto choose c D =Area˝ in (346)) one may have to thicken the support quite alot But it is indeed always possible to find such a measure with compact supportin ˝ provided there is a compact carrier in ˝ at all see [26 48]

                The search for minimal carriers which support positive measures leads to thenotion of potential theoretic skeleton or mother body to be discussed in Chap 6An illustrative example is the half-disk

                ˝ D fz 2 C W jzj lt 1 Re z gt 0g

                311 Analytic Functionals 45

                By partial integration combined with analytic continuation the Schwarz functionsof the two boundary arcs one easily writes (348) on the specific form

                1

                h dA DZ

                h d

                for any curve ˝ joining the points ˙i 2 ˝ Here D is a complex-valued measure on obtained from the jump ŒSz across between the twoSchwarz functions (precisely d D 1

                i ŒSz dz along ) Thus any such curve isa carrier for M in fact a minimal carrier One can also choose to be a real-valueddistribution of order one on

                So there are very many minimal carriers Taking the intersection of the convexhulls of them gives the unique minimal convex carrier namely the vertical segmentŒiCi This will however not be of much interest in connection with our mainproblem later on namely zeros of orthogonal polynomials What will be of moreinterest is that among all the above carriers there is a unique one which supportsa real-valued measure in fact a positive measure This is computed explicitly inSect 76 and found to agree quite well with our computational findings on locationsof zeros

                Chapter 4Exponential Orthogonal Polynomials

                Abstract This chapter contains some initial results obtained by direct or classicalmethods on the zeros of the exponential orthogonal polynomials For examplewe estimate the decay of coefficients of orthogonal expansion by using a result ofJL Walsh and we prove that the zeros always stay in the convex hull of the closureof the domain In addition we identify the zeros as also being eigenvalues of theappropriate Hessenberg matrices and we elaborate this connection further in thecase of quadrature domains

                41 Orthogonal Expansions

                If˝ is not a quadrature domain then the monomials f1 z z2 g are linearly inde-pendent in Ha˝ We shall consider the result of orthogonalizing this sequenceThe nth monic orthogonal polynomial which also can be characterized as the nthmonic polynomial of minimum norm will be denoted

                Pnz D zn C terms of lower degree D ˘ njD1z zj (41)

                z1 zn being the zeros of Pn Strictly speaking one should write zn1 znn The

                corresponding normalized polynomial is

                pnz D nzn C terms of lower degree n gt 0 (42)

                The counting measure is

                13n D 1

                n

                nXjD1

                ızj (43)

                We shall also use the notation

                Vn D VPn D fzn1 znn g (44)

                for this spectrum It is easy to see using (39) that z11 always is the center of massof ˝

                copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_4

                47

                48 4 Exponential Orthogonal Polynomials

                As will become clear in Chap 5 the zero set Vn can also be characterized as thespectrum of the shift operator Z when this is truncated to the subspace of Ha˝

                generated by f1Z1Z21 Zn11g It is also the spectrum of certain a Hessenbergmatrix see Sect 43 below

                If ˝ is a quadrature domain of order d then 1 z zd1 are still linearlyindependent and can be orthonormalized Thus P0 Pd1 exist and are uniquelydetermined One can also define Pd namely as the unique monic polynomial ofdegree d with jjPdjj D 0 Thus Pd D 0 as an element of Ha˝ It is easy to seethat the zeros of Pd are exactly the quadrature nodes multiplicities counted

                As is clear from the above if˝ is a quadrature domain then CŒz is always densein Ha˝ independent of the topology of ˝ However if ˝ is not a quadraturedomain then CŒz is dense in Ha˝ only under some topological assumptionSince the norm of Ha˝ is weaker than most standard norms on analytic functionsit is enough to assume that ˝ is simply connected in order to ensure denseness ofthe polynomials On the other hand polynomials are not dense if ˝ is an annulussee Example 72

                For most of this chapter we assume that ˝ is simply connected Then CŒz isdense in Ha˝ so the polynomials pn (see (42)) make up an orthonormal basis inHa˝ (even in H ˝ if ˝ is not a quadrature domain) and any f 2 Ha˝ canbe expanded

                f D1X

                nD0cnpn

                with coefficients given by

                cn D h f pni

                where h f pni D h f pniH ˝ Of course we haveP jckj2 D jj f jj2 lt 1 but if f is

                analytic in a larger domain there are better estimates of the coefficientsLet

                g˝ez1 D log jzj C harmonic z 2 ˝e

                be Greenrsquos function of the exterior domain (or open set) with a pole at infinityand having boundary values zero on ˝ Assuming that f is analytic in someneighborhood of ˝ define R D R f gt 0 to be the largest number such that f isanalytic in Cnfz 2 ˝e W g˝ez1 gt log Rg ie such that f is analytic in the unionof ˝ with the bounded components of C n˝ and in the unbounded component ofC n˝ up to the level line g˝ez1 D log R of g˝e1 Then we have

                Proposition 41 With notations and assumptions as above

                lim supn1

                jh f pnij1=n 1

                R f

                41 Orthogonal Expansions 49

                Proof The theorem is an immediate consequence of a result by Walsh [108] onuniform approximation with f as in the theorem there exist polynomials Qn (bestuniform approximants) of degree n such that

                lim supn1

                jj f QnjjL1˝1=n 1

                R f

                The rest is easy in view of the estimate (35) Since h f pni D h f Pn1kD0 ckpk pni

                we have with Qn as above

                jh f pnij jj f n1XkD0

                ckpkjjH ˝ jjf Qn1jjH ˝ Cjj f Qn1jjL1˝

                This gives the assertion of the propositionRecall from (337) the expansion of the Cauchy kernel

                kz D 1

                zD

                1XnD0

                qnzpn (45)

                where the coefficients

                qnz D h 1

                z pni (46)

                make up the dual basis with respect to the Silva-Koumlthe-Grothendieck pairing Nowthe pn are orthonormal polynomials but this does not mean that the qnz arepolynomials In fact they cannot be since they tend to zero as z 1 but if ˝ is aquadrature domain they are at least rational functions

                Expanding (46) near infinity in z gives since pn is orthogonal to allpolynomials of degree lt n

                qnz D 1X

                kD0

                hk pnizkC1 D 1

                nznC1 C O1

                znC2 (47)

                As a side remark from

                pnz1

                zD pn pnz

                zC pn

                1

                z

                one gets the somewhat remarkable identity

                pnzqnz D h 1

                zpn pni

                which makes sense at least for z 2 ˝e

                50 4 Exponential Orthogonal Polynomials

                As an application of Proposition 41 we have since kz is analytic (as a functionof ) in all C n fzg that the radius of analyticity R f for f D kz with z in theunbounded component of ˝e is

                Rkz D expŒg˝ez1

                If˝ is a quadrature domain of order d then the dual basis qn in (46) can be madefairly explicit Indeed using (344) and (47) one concludes that the sum in (338) isfinite

                1 Ezw Dd1XnD0

                qnzqnw

                and more precisely is of the form

                1 Ezw Dd1XkD0

                Qkz

                Pz

                Qkw

                Pw (48)

                where Qk is a polynomial of degree k (exactly) and Pz D Pdz is the monicpolynomial with zeros in the quadrature nodes as in (344) Cf [37] where thesame expansion was derived in a slightly different manner

                In summary the dual basis is in the case of a quadrature domain given by qn D 0

                for n d and

                qnz D Qdn1zPz

                for 0 n lt d

                42 Zeros of Orthogonal Polynomials

                The most direct way of characterizing the set of zeros of the monic orthogonal poly-nomials Pn is perhaps via the minimization problem that it solves Parametrizing ageneral monic polynomial of degree n by its zeros a1 an 2 C and setting

                Ina1 an D jjnY

                kD1z akjj2

                D 1

                2

                HzwnY

                kD1z ak

                nYjD1 Nw Naj dAzdAw (49)

                42 Zeros of Orthogonal Polynomials 51

                we arrive at the problem

                mina1an2C Ina1 an (410)

                for which the unique solution is aj D znj (j D 1 n) up to a permutation Thevariational formulation of this problem says exactly that the minimizer Pnz DQn

                kD1z zk is orthogonal to all polynomials of lower degreeOne readily checks that Ina1 an is a plurisubharmonic function of the

                variables a1 an In fact computing derivatives gives that

                2

                akNajIna1 an D h

                QniD1z ai

                z ak

                QniD1z ai

                z aji

                from which

                nXkjD1

                2

                akNajIna1 ank

                Nj

                D hnY

                iD1z ai

                nXkD1

                k

                z ak

                nYiD1z ai

                nXjD1

                j

                z aji 0

                that is the complex Hessian matrix is positive semidefiniteThe above statements are true for general Hilbert space norms but what is special

                for the space Ha˝ is that the integral (49) in the definition of Ina1 an canmany times be pushed down to a smaller set For example whenever ˝ is smoothreal analytic it can be pushed down to a compact subset of˝ because the functionalh 7 hh 1i D 1

                R˝ h dA h 2 OD in (347) will then have a carrier which is

                compact in ˝ and when ˝ is a quadrature domain the integral can be representeddirectly on the quadrature nodes

                Unfortunately it seems still difficult to push these facts to any specific conclusionby using directly the minimization of (49) For example it is evident from theexample to be given in Sect 76 that the zeros will generally not go into the uniqueminimal convex carrier of the analytic functional (347) Compare discussions at theend of Sect 311 What we can prove is only that they go into the convex hull of thedomain itself

                Theorem 41 If ˝ is not a quadrature domain then

                Vn conv ˝ (411)

                for all n D 1 2 If ˝ is a quadrature domain of order d then (411) holds for1 n d

                52 4 Exponential Orthogonal Polynomials

                Proof Let D be a half plane containing˝ We need to show that Pn has no zeros inDe So to derive a contradiction assume that b 2 De is a zero of Pn and let a 2 Dbe the reflected point with respect to D Then za

                zb Pnz is a monic polynomial ofdegree n different from Pnz even as an element in Ha˝ Thus

                jjPnzjj lt jj z a

                z bPnzjj

                On the other hand when iii of Lemma 24 is expressed in terms of the H ˝

                norm it shows that

                jjPnzjj jj z a

                z bPnzjj

                This contradiction proves the theoremFurther results on the zeros of the orthogonal polynomials obtained by operator

                theoretic methods will be given in Chap 5 In particular Theorem 41 will beproved again at the end of Sect 51

                43 The Hessenberg Matrices

                The zeros z1 zn can be characterized as being the eigenvalues of variousmatrices associated to ˝ for example matrices for truncated shift operators whichwe here discuss briefly from the point of view of Hessenberg matrices in acohyponormal setting Further studies related to hyponormal operator theory willfollow in Chap 5

                We start from (42) and use again Z for the operator of multiplication by z inHa˝ Then

                Zpkz DnX

                jD0hZpk pjipjz D

                nXjD0

                bkjpjz D

                Dn1XjD0

                bkjpjzC bknpnz 0 k n 1

                where the coefficients bkj D hZpk pji vanish whenever k C 1 lt j because pj isorthogonal to all polynomials of degree lt j Letting k run from zero to n 1 for a

                43 The Hessenberg Matrices 53

                given n this gives

                z

                0BBBBBBBBB

                p0zp1zp2z

                pn1z

                1CCCCCCCCCA

                D

                0BBBBBBBBB

                b00 b01 0 0 0 0

                b10 b11 b12 0 0 0

                b20 b21 b22 b23 0 0

                0 0

                bn2n1 0

                bn10 bn11 bn12 bn13 bn1n1 bn1n

                1CCCCCCCCCA

                0BBBBBBBBBB

                p0zp1zp2zp3z

                pn1zpnz

                1CCCCCCCCCCA

                D

                0BBBBB

                b00 b01 0 0 0

                b10 b11 b12 0 0

                b20 b21 b22 b23 0

                bn2n1

                bn10 bn11 bn12 bn13 bn1n1

                1CCCCCA

                0BBBBBBBB

                p0zp1zp2zp3z

                pn1z

                1CCCCCCCCA

                C pnz

                0BBBBBBBB

                0

                0

                0

                0

                bn1n

                1CCCCCCCCA

                The n n matrix in the last expression is a lower Hessenberg matrix Wenotice that each zero of pnz is an eigenvalue of it the corresponding eigenvectorbeing the column vector with entries p0z pn1z evaluated at that zero Thetranspose matrix which is an upper Hessenberg matrix has the same eigenvaluesand when extended to a full semi-infinite matrix call it M it becomes that matrixwhich represents the operator Z with respect to the basis fpng1

                nD0 in Ha˝ Thecommutation relation

                ŒMM D 1 ˝ 1 D

                0BBB

                0 0

                0 0 0

                0 0 0

                1CCCA

                then imposes stringent quadratic restrictions on the entries of MAs a preview of the coming examples and theoretical considerations we notice

                that a Jacobi-Toeplitz matrix (ie three constant diagonals clustered around themain diagonal) satisfies the above commutator requirement Specifically take a b carbitrary complex numbers and define

                M D

                0BBBBB

                a c 0 0

                b a c 0

                0 b a c0 0 b a

                1CCCCCA

                54 4 Exponential Orthogonal Polynomials

                or in a close form M D bS C aI C cS We denote by S the unilateral shift thatis the matrix with 1 under the main diagonal and zero elsewhere We know thatŒSS D e0 ˝ e0 hence the self-commutator of M becomes

                ŒMM D jcj2 jbj2e0 ˝ e0 D

                0BBB

                jcj2 jbj2 0 0 0 0 0

                0 0 0

                1CCCA

                44 The Matrix Model of Quadrature Domains

                The structure of the Hessenberg matrix touched in the last section is enhanced inthe case of a quadrature domain This topic was developed over two decades by theauthors and we only briefly comment below a few pertinent facts for the main bodyof these lecture notes Full details can be found in [40 80]

                Let ˝ be a bounded quadrature domain of order d and let Ha˝ denote thed-dimensional analytic subspace of H ˝ The position operator Z leaves Ha˝

                invariant and it is co-hyponormal on the larger Hilbert space H ˝ We considerthe scale of finite dimensional subspaces

                Kn D spanfZkHa˝ W 0 k ng D spanfZkZm1 W 0 k n m 0gIn view of the commutation relation

                ŒZZ D 1 ˝ 1

                the operator Z leaves every subspace Kn invariantWe decompose the full space H ˝ into the hilbertian orthogonal sum

                H ˝ D Ha˝˚ K1 K0˚ K2 K1˚ and accordingly Z inherits a block-matrix decomposition

                Z D

                0BBBBB

                Z0 A0 0 0

                0 Z1 A1 0

                0 0 Z2 A2

                0 0 0 Z3

                1CCCCCA

                The self-commutator identity yields

                ŒZkZk C AkA

                k Ak1Ak1 D 0 k 1

                44 The Matrix Model of Quadrature Domains 55

                and

                AkZkC1 D Z

                k Ak

                with the initial condition

                ŒZ0Z0 C A0A

                0 D 1 ˝ 1

                The invariance of the principal function to finite rank perturbations of Z impliesthat

                dimKnC1 Kn D dimHa˝

                and

                ker An D 0

                for all n 0 See [80] for detailsWe have the luxury to change the bases in the wandering spaces and identify them

                all with the same Hilbert space of dimension d Moreover in this identification wecan assume that all transforms An n 0 are positive Consequently we obtain thesimilarity relations

                ZkC1 D AkZkA1k k 0

                The factorization of the exponential transform attached to these data yields forlarge values of jzj jwj

                1 E˝zw D hZ z11 Z w11i D hZ0 z11 Z0 w11i

                Therefore the spectrum of the matrix Z0 coincides with the quadrature nodesmultiplicity included We read from here that the domain ˝ coincides modulofinitely many points to the super level set of the localized resolvent of Z0

                ˝ D fz 2 C W kZ0 z11k gt 1g

                Having the formula for the Cauchy transform of the uniform mass on ˝ embeddedinto the exponential transform factorization also gives a formula for the Schwarzfunction

                Sz D z hZ0 z11 1i C hZ z11 1i

                56 4 Exponential Orthogonal Polynomials

                In general when regarded as a rational function the localized resolvent of amatrix appearing in the above computations carries a special algebraic structure

                Proposition 42 Let A be a complex d d matrix with cyclic vector 2 Cd Then

                kA z1k2 Dd1XkD0

                jQkzj2jPzj2 (412)

                where Pz is the minimal polynomial (of degree d) of A and Qkz are complexpolynomials subject to the exact degree condition

                deg Qk D k 0 k d 1

                The converse also holds true For proofs and a discussion of the geometricimplications of such a hermitian square decomposition see [37] An algebraic curveof equation

                jPzj2 Dd1XkD1

                jQkzj2

                is known as a generalized lemniscate and it is suitable for studying the globalSchwarz reflection into it

                In the setting of the functional model with ˝ is a quadrature domain of order dA D Z and D 1 then Ha˝ can be identified with C

                d and (412) becomes thesame as (48)

                Chapter 5Finite Central Truncations of Linear Operators

                Abstract By interpreting the exponential orthogonal polynomials as characteristicpolynomials of finite central truncations of the underlying hyponormal operator oneopens a vast toolbox of Hilbert space geometry methods In particular we prove inthis chapter that trace class modifications of the hyponormal operator attached to adomain will not alter the convex hull of the support of any cluster point of the countin measures of the roots of the orthogonal polynomials As a sharp departure fromthe case of complex orthogonal polynomials associated to a Lebesgue space weprove that the convex hull of these supports is not affected by taking the union of anopen set with a disjoint quadrature domain However similar to the case of Bergmanorthogonal polynomials we prove that the exponential orthogonal polynomialssatisfy a three term relation only in the case of an ellipse Some general perturbationtheory arguments are collected in the last section

                51 Trace Class Perturbations

                A Hilbert space interpretation of the orthogonal polynomials considered in thepreceding sections touches the classical topics of the asymptotics of the spectra offinite central truncations of a linear bounded operator along the Krylov subspacesassociated to a privileged (cyclic) vector

                We start by recalling (with proofs) some well-known facts Let A 2 L H be alinear bounded operator acting on the complex Hilbert space H and let 2 H be anon-zero vector We denote HnA the linear span of the vectors A An1and let n be the orthogonal projection of H onto this finite dimensional subspaceOf interest for our study is the asymptotics of the counting measures n ofthe spectra of the finite central truncations An D nAn or equivalently theasymptotics of the evaluations of these measures on complex analytic polynomials

                Zpzdnz D tr pAn

                n p 2 CŒz

                copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_5

                57

                58 5 Finite Central Truncations of Linear Operators

                Indeed the monic orthogonal polynomials Pn in question minimize the func-tional (semi-norm)

                kqkA D kqAk q 2 CŒz

                and the zeros of Pn (whenever they are unambiguously defined) coincide with thespectrum of An To be more specific the following well-known lemma holds

                Lemma 51 Assume that HnA curren HnC1A and let the polynomial Pnz Dzn C qn1z deg qn1 n 1 satisfy

                PnA HnA

                Then detz An D Pnz

                Proof Remark that for every k n 1 we have

                Akn D nAnAn nAn D nAk

                By the assumption HnA curren HnC1A the vectors An An1n are

                linearly independent and they generate the subspace HnA that is is a cyclicvector for An According to the Cayley-Hamilton theorem the minimal polynomialof An coincides with its characteristic polynomial Qnz In particular

                QnAn Akn k lt n

                One step further for any k lt n one finds

                hQnAAki D hQnA nAki D hQnAnAki D 0

                Thus Qn D PnAn immediate consequence of the above observation is that the spectra of the

                finite rank central truncations An are contained in the closure of the numerical rangeWA of A Indeed

                An WAn WA

                We recall that the numerical range of A is the set

                WA D fhAx xi W x 2 H kxk D 1g

                A basic theorem of Hausdorff and Toeplitz asserts that WA is a convex set whichcontains the spectrum of A in its closure

                Next we prove that the asymptotics of the counting measures of the truncationsAn is not affected by trace-class perturbations Denote by jAj1 D tr

                pAA the trace

                norm of an operator A and by C1H the set of those A 2 H with jAj1 lt 1

                51 Trace Class Perturbations 59

                Proposition 51 Let AB 2 L H with AB of finite trace AB 2 C1H Thenfor every polynomial p 2 CŒz we have

                limn1

                tr pAn tr pBn

                nD 0

                Proof It suffices to prove the statement for a monomial pz D zk Denote C DA B the trace class difference between the two operators Using then the generalidentity

                Akn Bk

                n DkX

                jD1Aj1

                n An BnBkjn

                it follows that there exists a polynomial Sku v with positive coefficients with theproperty

                jtrAkn Bk

                nj SkkAnk kBnkjAn Bnj1

                Since jAn Bnj1 jCj1 one finds

                jtrAkn Bk

                nj SkkAk kBkjCj1and the proof is complete

                Corollary 51 Let n 13n denote the counting measures of the spectra of Anrespectively Bn above Then

                limn1Œ

                Zdn

                zZ

                d13n

                z D 0

                uniformly on compact subsets which are disjoint of the convex hull of A[ BSimilarities which are implemented by almost unitary transformations (in the

                trace-class sense) also leave invariant the asymptotics of our counting measures

                Corollary 52 Let U 2 L H be a unitary operator and L 2 C1H a trace-class operator so that X D U C L is invertible Let A 2 L H be a linearbounded operator with a distinguished non-zero vector 2 H Denote B D X1AX D X1 and consider the finite central truncations An Bn along the subspacesHnA respectively HnB Then for every complex polynomial p 2 CŒz wehave

                limn1

                tr pAn tr pBn

                nD 0

                We put the above techniques at work and elaborate another proof of Theorem 41This goes as follows Let T 2 L H be a hyponormal operator and 2 H

                60 5 Finite Central Truncations of Linear Operators

                a distinguished vector The monic orthogonal polynomial with respect to theseminorm kpTk is denoted as above by Pnz Then the claim is that all zerosof Pn lie in the convex hull of the spectrum of T

                Indeed assume that one zero z D does not belong to the convex hull of thespectrum of T Let ` denote a real line separating strictly from the convex setWT Denote by the symmetric point of with respect to this line Then theoperator T is invertible hyponormal and its norm coincides with the spectralradius Hence

                kT T 1k lt 1

                Consequently

                kT T 1PnTk lt kPnTk

                which contradicts the minimality of kPnTk

                52 Padeacute Approximation Scheme

                The specific positivity structure of the exponential transform of a bounded planardomain imposes an adapted Padeacute approximation scheme This rational approxima-tion becomes exact in the case of quadrature domains and it is useful in treating allsemi-normal operators which share the same principal function

                We work with an irreducible hyponormal operator of T 2 L H with rank-oneself-commutator

                ŒTT D ˝

                The associated characteristic function that is the exponential transform of aprincipal function g is

                Ezw D detT zT wT z1T w1 D

                D 1 hT w1 T z1i D 1 1X

                k`D0

                bk`

                zkC1w`C1

                Fix a positive integer N and denote by TN the finite central truncation of theoperator T to the linear subspace generated by the vectors T TN1Then

                hTkT`i D hTkN T

                `N i k N 1 ` N or k N ` N 1

                52 Padeacute Approximation Scheme 61

                Thus it is natural to consider the rational function

                ENzw D 1 hTN w1 T

                N z1i

                as an optimal approximate of Ezw in a neighborhood of the point at infinityRemark that

                ENzw D QNzw

                PNzPNw

                where PN is the associated orthogonal polynomial whenever it is unambiguouslydefined and the polynomial kernel QNzw is positive semi-definite and has degreeat most N 1 in each variable

                A minimal number of assumptions characterizes in fact the rational approxima-tion by EN as follows

                Theorem 51 Let Ezw D 1P1k`D0

                bk`

                zkC1w`C1 be the exponential transform of ameasurable function of compact support g 0 g 1 attached to the hyponormaloperator T Fix a positive integer N

                There exists a unique formal series

                Ezw D 1 1X

                k`D0

                ck`

                zkC1w`C1

                with the matching property

                ck` D bk` for 0 k N 1 0 ` N or 0 k N 0 ` N 1

                and positivity and rank constraints

                ck`1k`D0 0 rankck`

                1k`D0 minN n

                where n D rankbk`Nk`D0

                In this case Ezw D ENzw Moreover Ezw D Ezw as formal series ifand only if the function g is the characteristic function of a quadrature domain oforder d N

                Proof Assume the infinite matrix ck`1k`D0 is subject to the two conditions in the

                statement Then either detck`N1k`D0 D detbk`

                N1k`D0 D 0 or detck`

                N1k`D0 gt 0

                In the first case we know that E is the exponential transform of a quadraturedomain of order d N 1 and there exists a unique positive semi-definiteextension rank preserving extension of the matrix bk`

                N1k`D0 Then necessarily

                Ezw D ENzw D EzwIn the second situation condition detck`

                Nk`D0 D 0 defines unambiguously the

                entry cNN Then again there is a unique infinite matrix completion of ck` which

                62 5 Finite Central Truncations of Linear Operators

                preserves rank and semi-positivity In addition we identify

                ck` D hT`N T

                kN i

                first for k ` N and then for all values of k `The difference between the exponential transform and its diagonal Padeacute approx-

                imant above is easy to control outside the convex hull of the support of the originalfunction g

                Corollary 53 Under the assumptions in the theorem above let K D conv suppgdenote the convex hull of the closed support of the function g and let F be a compactset disjoint of K Then

                limN1 jENzw Ezwj D 0

                uniformly for zw 2 F

                Proof The closed support of the principal function g is equal to the spectrum ofthe irreducible hyponormal operator T Let c 2 C be an auxiliary point Since thespectral radius of T aI is equal to its norm there exists a center c and radius R gt 0so that K DcR and j cj gt R for all 2 F Let R0 D inf2F j cj andremark that R0 gt R as F is compact Then we can write Neumann series expansionsof the two kernels centered at c

                Ezw D 1 hT c w c1 T c z c1i D

                1 1X

                k`D0

                hT ck T c`iw ckC1z c`C1

                According to the above theorem

                Ezw ENzw D hT cN T cNiw cNC1z cNC1 hT

                N cN TN cNiw cNC1z cNC1 C

                1XkgtN or `gtN

                hT ck T c`iw ckC1z c`C1

                hTN ck TN c`iw ckC1z c`C1

                Remark that kTN ck kT ck In conclusion for all zw 2 F we obtain

                jEzw ENzwj 2R2N

                R02NC

                1XkgtN or `gtN

                RkC`

                R0kC`C2

                Finally we record below a simple observation pertaining to the matrix approx-imation of the multiplier Z D Mz in the functional space H ˝ Specifically

                53 Three Term Relation for the Orthogonal Polynomials 63

                passing to the final central truncations Zn we obtain

                Zn z11 1

                zD npn

                znC1 C O1

                znC2

                and

                Zn z11 Dn1XkD0

                qkzpk

                Compare (337) or (45) We recall that pk are the orthogonal polynomials associ-ated to ˝ while qkz D h 1

                z pki make up the dual basis see (46)

                53 Three Term Relation for the Orthogonal Polynomials

                We show in analogy with the known case of Bergman orthogonal polynomialsthat the ellipse is the only bounded domain for which the exponential orthogonalpolynomials satisfy a three term relation

                From the very beginning we exclude the case of a quadrature domain wherehigher degree exponential orthogonal polynomials cannot be defined withoutambiguity

                Theorem 52 Let˝ be a bounded open set in C which is not a quadrature domainThe exponential orthogonal polynomials satisfy a three term relation if and only if˝ is an ellipse

                Proof Let T 2 L H denote the irreducible hyponormal operator with rank-oneself commutator and spectrum equal to the closure of˝ Since˝ is not a quadraturedomain the space H is spanned by the orthonormal system pnT n 0 wherepn are the exponential orthonormal polynomials and ŒTT D ˝ A three termrelation for the orthogonal polynomials is equivalent to the matrix representation ofT by three non-zero diagonals Indeed the assumption is

                zpnz D cnC1pnC1zC anpnzC bnpn1z

                where an bn cn are complex numbers and p1 D 0 Hence

                TpnT D cnC1pnC1T C anpnT C bnpn1T

                64 5 Finite Central Truncations of Linear Operators

                The matrix representations of T and T are

                T D

                0BBBBB

                a0 b1 0 0

                c1 a1 b2 00 c2 a2 b3 0 0 c3 a3

                1CCCCCA

                respectively

                T D

                0BBBBB

                a0 c1 0 0

                b1 a1 c2 00 b2 a2 c3 0 0 b3 a3

                1CCCCCA

                The self-commutator is represented in the same basis as

                ŒTT D

                0BBBBB

                r 0 0 0 0 0 0 0

                0 0 0 0

                0 0 0 0

                1CCCCCA

                where r gt 0Writing on the matrix elements the commutator equation yields a system of non-

                linear equations

                ja0j2 C jb1j2 D r C ja0j2 C jc1j2 jc1j2 C ja1j2 C jb2j2 D jb1j2 C ja1j2 C jc2j2

                a0c1 C b1a1 D a0b1 C c1a1 a1c2 C b2a2 D a1b2 C c2a2

                and

                b1c2 D c1b2 b2c3 D c2b3

                We infer from the first relations

                jbkj2 D r C jckj2 k 1

                in particular bk curren 0 k 1

                53 Three Term Relation for the Orthogonal Polynomials 65

                If there exists cn D 0 then the last string of relations imply ck D 0 for all k 1But then T D that is the cyclic space of T with respect to the vector hasdimension one and this occurs only if ˝ is a disk This case was excluded from thebeginning

                We can assume therefore that all matrix entries ck k 1 are non-zero Then

                jbkj2jbkC1j2 D jckj2

                jckC1j2 D r C jckj2r C jckC1j2 k 1

                This implies

                jb1j D jb2j D jb3j D jc1j D jc2j D jc3j D

                Further on we can pass to a unitary equivalence UTU without changing thespectrum of T or the assumptions on the three term recurrence relations With U Ddiag0 1 2 we achieve

                b1 D b2 D b3 D D s gt 0

                Then the third string of relations imply

                c1 D c2 D c3 D D u 2 C

                Finally the second string of relations yield

                uak C sakC1 D uakC1 C sak k 0

                Consequently

                uak sak D ua0 sa0 k 0

                Since juj curren s these equations have unique solution

                a1 D a2 D a3 D D a

                The translation T 7 T aI does not change the statement so we can assumea D 0 In conclusion T has zero on the main diagonal and constants on the borderingsubsuper diagonals Denoting by S the unilateral shift on `2N we obtain T DuS C S That is the spectrum of T is an ellipse

                66 5 Finite Central Truncations of Linear Operators

                54 Disjoint Unions of Domains

                It is legitimate to ask what happens with the zeros of the exponential orthogonalpolynomials when two disjoint supporting sets are put together The case of Szegoumlor Bergman orthogonal polynomials was thoroughly studied by Widom [110]respectively Saff Stylianopoulos and the present authors [50]

                Let Ai 2 L Hi i D 1 2 be two linear bounded operators and fix somenon-zero vectors i 2 Hi Assume that the spectra Ai i D 1 2 are disjointThe multiplicative property of the exponential transform leads to the followingconstruction suppose that there exists a linear operator A 2 L H with adistinguished vector 2 H so that

                1 kA1 z11k21 kA2 z12k2 D 1 kA z1k2for jzj large enough The main question is what is the relation between theasymptotics of the spectra of the finite central truncations of A and those of A1A2along the subspaces HnA respectively HnAi i

                To start investigating this question we polarize the identity above and rearrangethe terms

                hA1 z11 A1 w11i C hA2 z12 A2 w12i D

                hA z1 A w1iC

                hA1 z11 ˝ A2 z12 A1 w11 ˝ A2 w12iRegarding the latter as the Gram matrix of a family of vectors we infer that there

                exists an isometric transformation

                V W H1 ˚ H2 H ˚ H1 ˝ H2

                with the property

                V

                A1 z11A2 z12

                D

                A z1A1 z11 ˝ A2 z12

                The tensor product of two resolvents can be linearized by the usual resolventequation trick Note first that the elementary operators I ˝ A2 A1 ˝ I commuteand their spectra are disjoint Hence I ˝ A2 A1 ˝ I is invertible by the spectralmapping theorem for analytic functional calculus of commuting pairs Then

                A1 z1 ˝ I I ˝ A2 z1 D

                A1 z1 ˝ II ˝ A2 z A1 z˝ II ˝ A2 z1 D

                A1 z1 ˝ A2 z1ŒI ˝ A2 A1 ˝ I

                54 Disjoint Unions of Domains 67

                Hence

                A1 z11 ˝ A2 z12 D

                ŒI ˝ A2 A1 ˝ I1A1 z1 ˝ I I ˝ A2 z11 ˝ 2

                By integrating the above identity along a large circle with the differential formpzdz we get for an arbitrary polynomial p 2 CŒz

                V

                pA11pA22

                D

                pApA1˝IpI˝A2

                I˝A2A1˝I 1 ˝ 2

                We know that a trace-class perturbation will not alter the asymptotics ofthe orthogonal polynomials associated to these pairs of operators and vectorsTherefore assuming that dim H2 lt 1 we can work only with polynomials pzwhich annihilate A2 W pA2 D 0 We obtain then an isometric map

                WpA11 D

                pAI ˝ A2 A1 ˝ I1pA11 ˝ 2

                pA2 D 0

                We introduce the operator D W H1 H1 ˝ H2

                Dx D I ˝ A2 A1 ˝ I1x ˝ 2

                and remark that kDxk kxk for x D pA11 pA22 D 0 Note also that

                A1 ˝ ID D DA1 (51)

                With these preparations we are ready to prove the following surprising resultabout the invisibility of quadrature domains in the asymptotics of the zeros ofexponential orthogonal polynomials associated to disjoint unions of open sets

                Theorem 53 Let ˝ D ˝1 [ ˝2 be a disjoint union of a bounded open set ˝1

                with a quadrature domain˝2 The zeros of the exponential orthogonal polynomialsassociated to ˝ cluster in the convex hull of ˝1

                Proof Modulo changing the complex variables into the conjugate ones we areworking in the setting described above A1A2 are the cohyponormal operatorsattached to ˝1 respectively˝2 A is attached to ˝ etc

                Let Pn denote the orthogonal polynomials attached to ˝ that is orthogonalizingthe semi-norm kpAk Since a finite rank perturbation does not affect the convexhull of the zero asymptotics we can work only in the subspace of polynomialsp 2 CŒz which annihilate A2 along the vector 2 that is pA22 D 0 In particularfor these polynomials we have

                kpA11k2 kDpA11k2 D kpAk2

                68 5 Finite Central Truncations of Linear Operators

                or by polarization and using the intertwining relation (51)

                hA1 cx xi hA1 c˝ IDxDxi D hAy yi

                where c 2 C and x D pA11 y D pAAssume that r ReA1 c r for a non-negative r Then obviously ReA

                c˝ I satisfies the same bounds and because

                kxk2 kDxk2 D kyk2

                we obtain

                rkyk2 RehA cy yi rkyk2

                This proves that any weak limit of the zeros of the orthogonal polynomialsPn has support contained in the numerical range of A1 hence the statement of thetheorem

                Since the operator A1 ˝ I I ˝ A2 is cohyponormal invertible if dist˝1˝2 gt

                0 and k2k2 D Area˝2 we can complement the above statement by thequantitative observation

                kDk p

                Area˝2p dist˝1˝2

                Numerical experiments illustrating the asymptotic zero distribution in the caseof an external disk and also comparison with the corresponding behavior forBergman orthogonal polynomials can be found in Sects 781 and 782 belowFigs 711ndash714 The zeros ignore the disk in sharp contrast with the situationfor a disjoint union of two non-quadrature domains illustrated by Fig 715 inSect 7101

                55 Perturbations of Finite Truncations

                Let ˝ be a bounded quadrature domain with mother body (this concept to beprecisely defined in Sect 61) a positive measure supported on a compact subsetK ˝ Specifically we here just assume just that the functional f 7 R

                ˝fdA

                ( f 2 O˝) has a compact carrier (in˝) which by discussions in Sect 311 meansthat there exists and K as above such that

                f dA DZ

                Kf d f 2 O˝

                We assume that ˝ is not a finite quadrature domain

                55 Perturbations of Finite Truncations 69

                The inner product in the space H ˝ can in this case be pushed to the set K aswe know

                h f gi D 1

                2

                ZHzwf zf wdzdw

                As in previous sections we denote by the same letter the positive operator

                Hf w D 1

                ZHzwf zdz

                We will be interested in evaluating this operator on polynomials f 2 CŒz remarkingthat H is Hilbert-Schmidt (and even more smooth) on L2 due to the compactnessof K and the analyticityanti-analyticity of the integral kernel Hzw

                We will perform simultaneously spectral analysis approximation in two non-equivalent norms Besides the inner product h i of the space H ˝ we alsoconsider the inner product in the Lebesgue space L2 The norm in H ˝

                will be simply denoted k k while the norm in L2 carries a subscript k k2The orthonormal polynomials in H ˝ are denoted as before by pn

                pnz D nzn C Ozn1

                while the orthonormal polynomials in L2 are

                qnz D nzn C Ozn1

                The significance of the leading coefficients n n is classical

                1n D inf

                deg f n1 kzn f k 1n D inf

                deg f n1 kzn f k2

                Finally to fix notation we denote by n the orthogonal projection of H ˝ ontothe polynomials of degree less than or equal to n 1 and by n the correspondingorthogonal projection in L2 For an linear operator T on one of the two Hilbertspaces we denote Tn D nTn or Tn D nTn the respective compressions Asproved before the operator Z D Mz of multiplication by the variable on H ˝

                has finite central truncations Zn with characteristic polynomials equal to pn whilethe normal operator A D Mz on L2 produces finite central truncations An whosecharacteristic polynomials are the orthogonal polynomials qn

                Let f g 2 Cn1Œz be polynomials of degree less than or equal to n 1 Then

                hZf gi D h f Zgi D Hf zg D zHf g D AHf g

                70 5 Finite Central Truncations of Linear Operators

                and one step further we can keep track of the orthogonal projections and insertwhenever possible the corresponding orthogonal projections

                hZf gi D hnZn f gi Hf zg D nC1Hn f Ang etc

                We end up with the identity

                HnZn D nAnC1Hn D A

                n Hn C nAnC1 nHn

                Since˝ is not a finite point quadrature domain the operator Hn is strictly positiveon Cn1Œz

                We expect in general that the difference

                HnZn H1

                n An D nAnC1 nHnH1

                n

                converges to zero in the operator topology which would provide the expectedasymptotics for the spectrum of Zn To be more specific we isolate the followinggeneral observation We denote by conv K the convex hull of the compact set K

                Proposition 52 Assume in the above notation that

                lim sup kH1n ZnHn Ank D r lt 1

                Let nk 2 Znk k 1 be a sequence of spectral points converging to Then

                dist conv K r

                Proof We drop the subsequence notation and consider a unit vector un with theproperty

                H1n ZnHnun D nun

                Since A is a normal operator the point n D Anun un belongs to the numericalrange of A that is conv K But

                jn nj D jH1n ZnHnun Anun unj kH1

                n ZnHn Ank

                and the statement follows by passing to the limitNext we analyze in more detail the defect operator D

                n D H1n ZnHn An The

                difference of two orthogonal projections in its expression is rank one

                nC1 n D qn qn

                whence

                Dn WD nAnC1 nHnH1n D nAqn qnHnH1

                n D nAqnH1n nHqn

                55 Perturbations of Finite Truncations 71

                The good news is that we can further simplify this rank one matrixFirst remark that

                Aqn1 D zn1zn1 C Ozn1 D n1n

                qnzC Ozn1

                and consequently

                nAqn qn1 D qnAqn1 D n1n

                Since

                nAqn qk D qn zqk D 0 k n 2

                we infer

                nAqn D n1n

                qn1

                The other factor in the difference operator Dn can be simplified as well For anarbitrary vector f one has

                HnH1n f qn D f H1

                n nHqn

                We decompose in orthogonal components

                Hqn D s C t deg s n 1 nt D 0

                On the other hand there exists a polynomial h 2 Cn1Œx which satisfies

                Hh D s C t0 nt0 D 0

                By its definition s D Hnh hence

                h D H1n nHqn

                By subtracting the two equations we find that the polynomial qn h of degree equalto n satisfies Hqn h Cn1Œz in the inner product of L2 That is qn h isorthogonal to Cn1Œz in the space H ˝ Consequently qn h is a scalar multipleof pn We find

                h D qn n

                npn

                by Cramerrsquos rule for computing the inverse of a matrix

                72 5 Finite Central Truncations of Linear Operators

                Putting all these computations together we arrive at the following statement

                Theorem 54 Let ˝ be a bounded open set which admits a quadrature identity foranalytic functions with respect to a positive measure supported by a compact subsetK of ˝ If

                limn1

                n1n

                kqn n

                npnk2 D 0

                then any weak limit of the counting measures of the exponential orthogonalpolynomials is supported by the convex hull of K

                The case of an ellipse is extreme for the above theorem because the systems oforthogonal polynomials pn and qn coincide up to the right normalization thatis qn D n

                npn for all n 0

                For regular measures the general theory of orthogonal polynomialsimplies that the quotient n1

                nconverges to 1=capK hence only condition

                limn1 kqn nn

                pnk2 D 0 suffices for the spectral asymptotics

                Corollary 54 Assume under the hypotheses of the theorem that the closed supportK of the quadrature measure decomposes into a disjoint union K D fg [ K0 Thenany weak limit of the counting measures of the exponential orthogonal polynomialsis supported by the convex hull of K0

                Proof We know that a finite rank perturbation of the operator Z will not change theasymptotics of the exponential orthogonal polynomials Then we repeat the proofof the theorem by considering orthogonal projections onto the maximal ideal ofpolynomials vanishing at Remarking that the vanishing condition is still valid forthe new sequence of projections

                The computations of the preceding section can be better understood from thepoint of view of Cholesky decomposition of positive definite matrices The notationis the same In the end we will need to work with the monic orthogonal polynomialsse we denote for all n 0

                Pnz D pnz

                nD zn C nzn1 C lower order terms

                Qnz D qnz

                nD zn C ınzn1 C lower order terms

                We still have hPnPki D QnQk D 0 for all k curren nThe connection between orthogonal polynomials and moment matrices is well

                known and can be derived from the decompositions

                zn D rnnpnzC rnn1pn1zC

                zn D snnqnzC snn1qn1zC

                55 Perturbations of Finite Truncations 73

                which yield

                hzn zki DX

                jminnk

                rnjrkj

                respectively

                zn zk DX

                jminnk

                snjskj

                Denoting by B D hzn zki1nkD0 and N D zn zk1nkD0 the corresponding momentmatrices and by R D rj`

                1j`D0 S D sj`

                1j`D0 the lower triangular matrices above

                we obtain Cholesky decompositions

                B D RR N D SS

                Note that the rows of the inverse matrices R1 and S1 coincide with thecoefficients of the orthogonal polynomials pn respectively qn as derived from theidentities

                1 z z2 z3 T D R p0z p1z p2z T

                1 z z2 z3 T D Sq0z q1z 22z T

                The transition matrix C entering into the decomposition

                pn DXkn

                cnkqk

                is therefore

                C D R1S

                Remark that C1 is Hilbert-Schmidt because

                ınm D Hpn pm DXk`

                cnkHqk q`cm`

                or in closed matricial form

                I D CHC

                The quantitative defect in the spectral asymptotic theorem above is

                kqn pn

                cnnk22 D

                n1XkD0

                j cnk

                cnnj2

                74 5 Finite Central Truncations of Linear Operators

                And we want in the best scenario that this sequence converges to zero One sufficientcondition is stated below

                Proposition 53 Assume that the measure is regular and that the matrix Hassociated to the H-kernel with respect to the orthonormal basis of polynomialsin L2 admits the LDU decomposition

                H D I C LDI C L

                where D is a diagonal operator and L is a Hilbert-Schmidt strictly lower triangularoperator Then any weak limit of the counting measures of the exponentialorthogonal polynomials is supported by the convex hull of K D supp

                Again the ellipse is relevant as in this case H D D

                56 Real Central Truncations

                There is flexibility in chopping out the quantized hyponormal operator T associatedto a bounded open set ˝ of the complex plane Leaving aside the Krylov spacesattached to T and the range of self-commutator we can envisage a ldquorealrdquo cut-offrather than the ldquocomplexrdquo truncations used throughout these notes

                Quite specifically let ŒTT D ˝ be the irreducible hyponormal operatorwith principal function gT D ˝ We consider the linear subspaces

                Vn D spanfTiTj maxi j ng

                and the orthogonal projections n onto them Let Rn D nTn be the compression ofT to the finite dimensional subspace Vn Clearly n monotonically converges in thestrong operator topology to the identity Henceforth we call Rn the n-th order realcentral truncation of T

                Note that due to the commutation relation ŒTT D ˝ we have

                TVn VnC1 TVn VnC1

                That is with respect to the chain Vn the matrix attached to the operator T is blockthree-diagonal

                The quantized matrix model constructed for a quadrature domain cf Sect 44yields the following conclusion

                Theorem 55 Let ˝ be a quadrature domain of order d with nodes a1 am andrespective multiplicities d1 dm The counting measures n of the spectra of thereal central truncations of the hyponormal operator attached to ˝ satisfy

                w limnn D d1

                dıa1 C d2

                dıa2 C C dm

                dıam

                56 Real Central Truncations 75

                Proof The staircase matrix model of T proved in Sect 44 (for the adjoint transposeZ) shows that

                T D

                0BBBBB

                T0 0 0 0

                T1 0 0

                0 T2 0 0 T3

                1CCCCCA

                Recall that the diagonal blocks Tk are all similar and they have spectrum equalto fa1 amg with the same multiplicities fd1 dmg as the original quadraturedomain

                We also know that the vectors T Td1 are linearly independent butTd is linear dependent of them For any integer n gt d we have using the notationof Sect 44

                Vn D spanfTiTj maxi j ng D spanfTiHa˝ i ng D Kn

                In other terms the real truncation Rn consists of the first d C 1 blocks of thestair-case matrix model of T Remark also that

                dim Vn D n C 1d

                Let pz be a complex polynomial The matrix pTn has a lower triangular block-structure with pTk 0 k n as diagonal blocks Therefore

                tr pRn DnX

                kD0tr pTk D n C 1pT0 D n C 1Œd1pa1C C dmpam

                The normalized traces give exactly the value of the counting measure

                Zp dn D tr pRn

                dim VnD d1

                dpa1C d2

                dpa2C C dm

                dpam

                In conclusion we face a constant sequence of counting measures convergent tothe finite atomic measure in the statement The convergence established on complexpolynomials obviously extends to all real polynomials

                It would be interesting to explore the following question Let ˝ be a domainsatisfying a generalized quadrature identity with positive measure 13 By approxi-mating 13 by a sequence of finite atomic positive measures 13n we get a sequence ofquadrature domains ˝ converging ldquoin momentsrdquo to ˝ The attached operators Trespectively Tn also converge in moments Can we compare the real truncations ofT to the real truncations of Tn

                Chapter 6Mother Bodies

                Abstract We outline the general theory for a certain kind of potential theoreticskeletons or lsquomother bodiesrsquo associated to a given domain The hope is generallyspeaking that such skeletons can be identified as attractors for zeros of orthogonalpolynomials and in a few cases such expectations have indeed been met theoret-ically andor experimentally For the exponential polynomials the success is ratherlimited so far but by building in enough flexibility in the models one expects in somenot so distant future to reach a reasonable matching In the present chapter we set updesirable properties (formulated as lsquoaxiomsrsquo) to be satisfied by mother bodies Sincethe search for potential theoretic skeletons is a highly ill-posed problem (related tothe Cauchy problem for an elliptic operator) very few domains admit mother bodiesbut for domains with piecewise algebraic boundaries there is a rather constructiveand efficient theory bearing in mind that the same class of domains is also amenablefor studying zeros of orthogonal polynomials

                61 General

                We have previously discussed the notion of carrier for the analytic functional f 7h f 1iH ˝ D 1

                R˝ f dA f 2 O˝ see Sect 311 Of special interest are minimal

                carriers which always exist and it is natural to conjecture that they have somethingto do with asymptotic locations of zeros of orthogonal polynomials

                One thing which speaks against minimal carriers is that there may be too manyof them as was seen in an example in Sect 311 Therefore a more refined notion isdesirable Such a refinement may be based on turning from analytic test functionsto harmonic and subharmonic functions hence from complex analysis to potentialtheory In this area there is a more or less established notion of potential theoreticskeleton or ldquomother bodyrdquo to use a term coined by the Bulgarian geophysicistZidarov [113] and the group around him

                Mother bodies have the advantage of not being too abundant (there may befinitely many of them for a given body but probably not continuous families) Theprice to be payed for this is that they do not always exist Existence is in factextremely rare in a general setting However for the types of domains discussedin this paper like domains with piecewise algebraic boundaries finitely manygood candidates can always be singled out and then it becomes a task of partly

                copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_6

                77

                78 6 Mother Bodies

                combinatorial nature to figure out which of these really are mother bodies or atleast are good enough for the purpose at hand In contrast to a carrier which is a seta mother body is a mass distribution (a measure) However it will turn out that onlythe support of this (again a set) will have a reasonable agreement with zero sets oforthogonal polynomials This will be exemplified in Chap 7

                Informally a mother body for a given body (mass distribution) is a moreconcentrated body (a ldquoskeletonrdquo) which produces the same exterior gravitationalfield (or potential) as the given body The basic example which actually goesback to Isaac Newton (in the case of three dimensions) is the appropriate pointmass at the center of a massive homogenous ball Much of our inspiration forconsidering mother bodies comes directly from D Zidarov and members in hisgroup for example O Kounchev But also specific questions by HS Shapiro andconsiderations in general around quadrature domains have been formative (see[101])

                First some notational issues We define the logarithmic potential of a measure as

                Uz D 1

                2

                Zlog jz j d

                so that U D Some variants of this notation will also be used for example ifthe measure has a density with respect to area measure (ie d D dA) we writeU and U˝ if D ˝ We shall also use

                Cz D 1

                Zd

                zD 4

                zUz

                for the Cauchy transform of a measure so that Nz C D

                The given body will be represented for us by a positive density 0 on abounded open set ˝ C extended by D 0 outside ˝ Thus the body is anabsolutely continuous measure with compact support represented by its densityfunction 2 L1C Our assumptions on ˝ will always include that ˝ equalsthe interior of its closure and that ˝ has area measure zero We may write theseassumptions as

                ˝e D ˝ j˝j D 0 (61)

                Quite often we will assume more The case that will be mostly discussed is that ofa uniform density say D ˝ Ideal requirements for a mother body of werediscussed in [34] where the following list of desirable properties was singled out

                Definition 61 A mother body for a given mass distribution 0 as above is ameasure satisfying the following requirements

                61 General 79

                M1

                U D U in ˝e

                M2

                U U in all C

                M3

                0

                M4

                jsuppj D 0

                M5

                Every component of C n supp intersects ˝e

                The positivity of has been stated as a separate axiom M3 because in somecontexts it turns out to be appropriate to keep open for signed measures if nogood positive measures can be found However further relaxations for exampleto distributions of higher order turns out to be no good because it allows for toomany mother bodies

                It is obvious from the axioms that supp ˝ and in general supp will reachout to ˝ (at some points) However does not load ˝ ie ˝ D 0 Thiscan be deduced from a generalized version of Katorsquos inequality see [12 28] Indeedsetting u D UU so that u 0 by M2 this inequality shows that the restrictionof the measure u to fu D 0g is non-negative Under our assumptions this impliesthat D 0 on ˝ It is worth to notice also that u is lower semicontinuous (becauseU is) and that therefore u D 0 automatically holds on all ˝c (not only ˝e aswritten in M1)

                The two inequality statements above M2 and M3 concern orderings whichare dual to each other with respect the pairing between potentials and measuresappearing in the definition of mutual energy

                13energy DZ

                Ud13 DZ

                U13d

                So the partial order in M2 is a natural ingredient in potential theory and in fact thisaxiom is necessary in order that one shall be able to reconstruct from by meansof the appropriate balayage process partial balayage For this process a desireddensity 0 has to be given in advance in all C Then one wants to sweep

                80 6 Mother Bodies

                satisfying M3 M4 to a body (measure) of the form (in terms of densities)

                D ˝

                for some open set˝ C (not known in advance) That is always possible providedthere is enough space under Specifically it is enough to assume that

                Rd ltR

                dA see [41] but to simplify the treatment it is convenient to impose bounds0 lt c1 c2 lt 1 The open set ˝ is in any case uniquely determined (up tonull-sets) by the requirement that M1 M2 shall hold

                We shall not go deeply into this kind of potential theory but for later use weintroduce at least the notation

                Bal D ˝ (62)

                for the partial balayage 7 D ˝ We have assumed that satisfies M3and M4 In a different language (62) says that ˝ is a quadrature domain forsubharmonic functions with respect to (and the given density )

                Z d

                dA 2 SL1˝ (63)

                This formulation requires some more care as for nullsets but we shall not go intosuch details In general we refer to [89] SL1˝ denotes the set of integrablesubharmonic functions in ˝

                Like mother bodies also partial balayage can be traced back to Zidarov [113]at least as for discrete and numerical versions From a mathematical point ofview it has been (independently) developed by Sakai [89] and one of the presentauthors [35 42] It is closely related to weighted equilibrium distributions [86]obstacle problems [90 91] the ldquosmash sumrdquo [17] and stochastic processes suchas internal diffusion limited aggregation [71] as well as several growth processesin mathematical physics and corresponding issues in random matrix theory [57]Further examples of recent developments are [27 41]

                Now the point we wish to make (eventually) in this work is that we want to matchasymptotic distribution of zeros of orthogonal polynomials ie weak limits of thecounting measures 13n with mother bodies for suitable choices (yet unclear) of In the case of Bergman polynomials there has been some progress in this respectIn that case the appropriate given body is not exactly of the above sort insteadit is according to general theories for classical orthogonal polynomials [103] theequilibrium measure of the domain˝ (or its closure) In place of mother body termssuch as ldquomadonna bodyrdquo or electrostatic skeleton has been used for such cases see[21 50] for example Despite the different nature of the given body much of thetheory in Sect 62 below applies also to such kinds of skeletons

                62 Some General Properties of Mother Bodies 81

                62 Some General Properties of Mother Bodies

                We collect here a few general facts which are known about mother bodies Someof these facts (more precisely Propositions 61 63 64) are taken from [35]where they are stated for D ˝ but in an arbitrary number of dimensions Forconvenience we repeat these results here including proofs

                We start with a simple observation which will repeatedly be referred to

                Lemma 61 If is a signed measure with compact support then U and C arelocally integrable functions Hence the distributional properties of these functionsdepend only on their values almost everywhere For example if U or C vanishesexcept on a null-set then necessarily D 0

                The same applies to U13 if 13 is a compactly supported distribution of order atmost one

                Proof Since the fundamental logarithmic kernel is locally integrable as well as itsfirst order derivatives the first statement in the lemma follows by a direct applicationof Fubinirsquos theorem So U and C are locally integrable functions which then fullyrepresent the corresponding distributions in the usual way

                A distribution 13 of order at most one is locally a sum of distributional derivativesof a measures Assume for example considering only one term in such a sum that13 D

                x where is a (signed) measure Then defining the potential of 13 as theconvolution with the fundamental solution ie U13 D U13ı D 13 Uı we see thatU13 D

                x Uı D x Uı Here the last factor again has a locally integrable

                singularity and the last statement of the lemma follows from Fubinirsquos theorem asbefore

                Proposition 61 Let be a mother body for Then among (signed) measures 1313j satisfying just M1 and M3 we have that

                (i) supp is minimal as a set if supp 13 supp then 13 D (ii) is maximal with respect to the partial ordering by potentials if U13 U

                holds everywhere then 13 D (iii) is an extremal element in the convex set of measures satisfying M1 M3

                if D 12131 C 132 then D 131 D 132

                Proof In view of Lemma 61 and axiom M4 (for ) it is enough to prove that therelevant potentials agree in C n supp

                So let D be a component of C n supp and set w D U13 U (cases i and ii)w D U13j U (case iii) We shall then show in all cases that w D 0 in D Weobserve that D ˝e curren by M5 (for ) and that w D 0 in D ˝e by M1 (for and 13 13j)

                In case i w is harmonic in D and we then directly infer that w D 0 in all D byharmonic continuation

                In case ii we have w 0 and w 0 in D Hence either w gt 0 in all D orw D 0 in all D But the first alternative has already been excluded so we again getw D 0 in D

                82 6 Mother Bodies

                In case iii we have supp 12131 C 132 D supp 131 [ supp 132 Hence supp 13j

                supp and we are back to case iThe next proposition strengthens i in Proposition 61 by saying that supp is

                minimal not only among supports of mother bodies but even among carriers of theanalytic functional associated to the body

                Proposition 62 If is a mother body for then supp is a minimal carrier forthe analytic functional f 7 R

                f dA f 2 O˝

                Proof Assume that K supp is a carrier for f 7 Rf dA We shall then prove

                that K D supp in other words that D 0 in C n KSince C D C outside˝ D supp C provides an analytic extension of Cj˝e

                to C n supp By assumption there is also an analytic continuation ˚ of Cj˝e toC n K Clearly ˚ D C in C n supp (axiom M5 is crucial for this conclusion)But C ˚ both being locally integrable in C n K (C by Lemma 61 and ˚ becauseit is analytic) and supp being a null-set it follows that ˚ D C as distributions inC n K Since ˚ in analytic in C n K we conclude that D 0 there as desired

                Mother bodies are not always unique for example non-convex polygons withuniform density always have more than one mother body as shown in [43] (whileconvex polygons have exactly one) It is easy to strengthen the axioms for a motherbody so that strict uniqueness is always achieved but then the price is even more rareexistence of mother bodies Let us give one theorem in this direction by introducingthe axiom

                M6 supp does not disconnect any open set

                which is much stronger than M5 The axiom says more explicitly that for anyconnected open set D the set Dnsupp is also connected Thus in a generic situationfor a mother body with supp consisting of isolated points and curve segmentsM6 rules out the curve segments The consequence for uniqueness is the following

                Proposition 63 If and 13 are mother bodies for and satisfies M6 then13 D

                Proof Keeping the notations from the proof of Proposition 61 we have that if 13satisfies M6 then supp 13 does not disconnect D Therefore w D 0 in D n supp 13 byharmonic continuation hence w D 0 ae in D which is enough for the conclusion

                With the standard axioms M1ndashM5 one can at least argue that mother bodiesshould not occur in continuous families If t 7 t is a continuous family ofmother bodies for such that the derivative Pt exists in a strong enough sense thenone expects this derivative to be a distribution of order at most one since looselyspeaking it is the infinitesimal difference between two distributions of order zero(ie measures) Strictly speaking to be a distribution of order at most one meansto be something which can be written as a spatial derivative of a measure to be aderivative with the respect to an external parameter like t is not enough in generalBut under some additional assumptions one can connect the two kinds of derivatives

                62 Some General Properties of Mother Bodies 83

                The following proposition is a rudimentary result on non-occurrence of continuousfamilies

                Proposition 64 Assume that t 7 t is a family of mother bodies for some fixed which moves in the flow of a smooth vector field D z t in C Then the motherbodies are all the same t D 0 for all t

                Proof That flows by can be taken to mean in differential geometric languagethat

                tC L D 0

                where L denotes the Lie derivative with respect to (see [24] for example) SinceL is a spatial derivative of first order L is a distribution of order at most onehence so is P by the equation

                By Lemma 61 it now follows that U Pt 2 L1loc Clearly supp Pt supptSince Ut D U˝ in˝e by M1 for all t we conclude that U Pt D 0 in˝e Henceby harmonic continuation and M5 U Pt D 0 in all C n suppt ie almosteverywhere in C Thus Pt D 0 which is the desired conclusion

                If is a mother body for then the quadrature formula

                f dA DZ˝

                f d f 2 O˝ (64)

                holds In fact this is just a weaker version of (63) In particular and representthe same element in H ˝ In the definition of a mother body there is norequirement that shall have compact support in ˝ The reason is that one wantspolygons and other domains with corners to admit mother bodies

                In the other direction even finite quadrature domains in the sense (341) do notalways admit mother bodies in the strict sense of Definition 61 and with D ˝ Indeed if

                1

                f dA DmX

                kD1

                nk1XjD0

                ckjf jak (65)

                then a necessary condition that D ˝ shall have a mother body is that nk D 1 andck0 gt 0 for all k But even that is not sufficient it may still happen that axiom M2fails for the only available candidate of mother body namely

                D

                mXkD1

                ck0ıak

                Example 61 Let f W D ˝ be a conformal map which is an entire function withf 0 D 0 Consider ˝ as a body with density one ie take D ˝ If f D a

                84 6 Mother Bodies

                then ˝ is a disk which is a quadrature domain and for which D a2ı0 is theunique mother body If f is a polynomial of degree 2 then ˝ is still a quadraturedomain with a multiple quadrature node at the origin but it has no mother bodysatisfying all of M1ndashM5 Indeed M2 and M3 fail

                If f is not a polynomial (but still entire) then ˝ is not a quadrature domainand there is no mother body But the analytic functional in (347) still has thesingleton f0g as a carrier However there will be no distribution sitting exactly onf0g representing M only a hyperfunction (a Dirac multipole of infinite order)

                Example 62 If a gt 0 is sufficiently large then there exists a quadrature domain ˝admitting the quadrature identity

                f dA D af 0C i f 1C f C1 f 2 O˝ (66)

                One may view the right member as something of the formR

                f d but then will bea complex measure which mixes the real and imaginary parts of f As an analyticfunctional f 7 R

                ˝f dA has f1 0C1g as a minimal carrier but D ˝ does not

                have any mother body (eg M2 M3 will be violated for )One can still find real-valued representing distributions (with small support) but

                then one need to connect the points ˙1 For example writing f D uC iv and setting D Œ1C1 we have

                i f 1C f C1 D iZ

                f

                xdx D i

                Z

                u

                xdx C

                Z

                u

                ydx

                Taking real parts of (66) therefore givesZ˝

                u dA D au0CZ

                u

                ydx

                Here u runs over real-valued harmonic functions but of course complex-valuedfunctions u are allowed as well and then nothing prevents u from being analyticitself Hence we have a real-valued representation of the analytic functional f 7R˝

                f dA by a distribution of order one with support on the line segment DŒ1C1

                63 Reduction of Inner Product to Mother Body

                What is special with the inner product in Ha˝ is that it in contrast to the L2-innerproduct in the Bergman space L2a˝ immediately collapses to any mother body for D ˝ Indeed using (64) gives

                h f gi D 1

                2

                Hzwf zgw dzdw (67)

                63 Reduction of Inner Product to Mother Body 85

                Choosing here f D kz g D kw for zw 2 ˝e and using (338) gives

                1 Fzw D hkz kwi D 1

                2

                Hu vdu

                u z

                dv

                Nv Nw

                Recall that kz D 1= z and that Fzw denotes the restriction of Ezw to˝e ˝e including analytic continuations of this Thus we see clearly that Fzwhas an analytic continuation to C n supp C n supp if is a mother body

                Similarly Fzw extends to C n K C n K whenever K ˝ is a carrier forf 7 R

                ˝f dA This statement can be sharpened to become a full-fledged assertion on

                regularity of free boundaries applying for example to the classical obstacle problem[75] We give some details on this in Sect 64 below

                The above can be equivalently expressed with the inner product written on theform (325)

                h f gi D 1

                42

                1 Fzwf zgw dzd Nw (68)

                Here we have replaced the original Ezw in (325) equivalently (328) by itsanalytic continuation Fzw and then the path of integration can be shrunk tosurround just the support of any mother body with the mother body itself then beingrepresented by the jump of Fzw across the arising slits or by residues of polesif Fzw has point singularities In the integrals above f g 2 Ha˝ but forsimplicity we may think of f and g as being good analytic functions say in O˝

                In terms of the Schwarz function see (220) the analytic continuation of Fzwis connected to Hzw by (224) ie by

                Fzw D z SwSz NwHzw zw 2 ˝ n supp

                Similarly is related to the singularities of Sz in a direct way eg simple polescorrespond to point masses and jumps between different branches give line sourcesexplicitly by formulas like (621) below Using these relationships the two forms ofthe inner product (67) and (68) can be identified

                We remark that the information in the right member of (67) having both Hzwand present is actually redundant The function Hzw contains all informationof ˝ and hence of all mother bodies and in the other direction if is known andsatisfies at least axioms M1 M2 in the definition of a mother body then ˝ canbe reconstructed by a partial balayage as mentioned in Sect 61

                So Hzw and are coupled to each other even though in a rather implicitway The redundancy may be explained in terms of moments (see Sect 22) asfollows complete knowledge of Hzw (or Ezw) is equivalent to knowledgeof all complex moments Mkj whereas knowledge of just means knowledgeof the harmonic moments Mk D Mk0 Indeed the complex moments are thecoefficients of the expansion of Ezw at infinity while the harmonic momentsare the coefficients of C˝z D Cz at infinity More specifically contains

                86 6 Mother Bodies

                information of singularities in a fairly explicit way while the remaining informationin Hzw can be considered to be of a more lsquosoftrsquo character

                Part of the above discussion is also relevant the Bergman inner product whenthis is written on the form (327) Indeed in terms of Fzw this becomes

                f gL2˝ D 1

                42

                log Fzwf zgw dzd Nw (69)

                If F has an analytic continuation then also log F has it to a certain extent Howeverthis may become obstructed by branch-cuts because the logarithm is multivalued(and note that Fz z D 0 on ˝) Such branch cuts at least prevent the innerproduct from collapsing when˝ is a quadrature domain and in general they seem tohave the effect that zeros of Bergman orthogonal polynomials are less willing to godeeply into the domain compared to what is the case for exponential polynomials

                64 Regularity of Some Free Boundaries

                This section contains an outline of ideas behind the main result in [36] which isa theorem on analyticity of some free boundaries namely those boundaries whichadmit analytic continuation of the Cauchy transform The important point is that itassumes no a priori regularity of ˝ ˝ is from outset just a bounded open setHowever we shall here (for briefness) simplify matters a little following partly[38] but full details are given in [36] The statement when formulated in terms ofthe Cauchy kernel kz D 1= z is as follows

                Theorem 61 Let ˝ C be a bounded open set and let K ˝ be compact Thenthe following assertions are equivalent

                (i) The map C n˝ C given by

                z 7 hkz 1i

                extends analytically to C n K C(ii) The map C n˝2 C given by

                zw 7 hkz kwi

                extends analytically to C n K2 C(iii) The Hilbert space-valued map C n˝ H ˝ given by

                z 7 kz

                extends analytically to C n K H ˝

                64 Regularity of Some Free Boundaries 87

                Recall that in terms of Cauchy and exponential transforms hkz 1i D C˝zhkz kwi D 1 Ezw As for the Hilbert space-valued map we say that a map˚ W C n K H ˝ is analytic if and only if the function z 7 h˚z hi is analyticfor each h 2 H ˝ The three assertions say more precisely that there exist analyticfunctions f W C n K C F W C n K2 C ˚ W C n K H ˝ such thatin the respective cases hkz 1i D f z for z 2 C n ˝ hkz kwi D 1 Fzw forzw 2 C n˝ kz D ˚z for z 2 C n˝

                Proof It is easy to see that iii ) ii ) i so we just prove that i ) iiiWe make the simplifying assumptions that (31) and (61) hold but as shown in [36]these assumptions can eventually be removed

                Assuming then i let f z denote the analytic continuation of hkz 1i D C˝zto C n K C and we shall find an analytic continuation ˚z of kz itself It isconvenient to continue f further in an arbitrary fashion over K and to all C andthen think of f as the Cauchy transform of something living on K This somethingcan be taken to be a signed measure or even a smooth function if we just enlargeK a little This does not change anything in principle since this enlargement can bemade arbitrarily small and we may keep the notation K

                Thus we assume that after the extension D fNz is a smooth function in C with

                supp K (610)

                This means that the assumption i takes the form

                C˝ D C on C n˝ (611)

                equivalently

                hkz 1i D hkz 1i for z 2 C n˝

                and we claim then that the analytic extension of kz itself is given by

                ˚z D kz (612)

                Similarly the continuation of hkz kwi in ii of the theorem will be given by

                1 Fzw D hkz kwi D h˚z ˚wi

                That ˚ defined by (612) is in fact analytic as a map C n K H ˝ isimmediate from the definition of analyticity and from (610) So it just remainsto verify that ˚z D kz as elements in H ˝ for z 2 C n˝ There is an beautifulapproximation theorem [8] saying that for a completely arbitrary bounded open set˝ the finite linear combinations of the Cauchy kernels with poles outside ˝ aredense in the space of integrable analytic functions in ˝ The theorem is based onan ingenious construction due L Bers and L Ahlfors of mollifiers which exactly

                88 6 Mother Bodies

                fit the modulus of continuity for Cauchy transforms The theorem can be adapted toharmonic and subharmonic functions as well (cf [56]) and has in such forms beenof crucial importance in the theory of quadrature domains from the work of Sakai[89] and onwards A particular consequence is that the statement (611) is equivalentto the quadrature identity

                h dA DZ

                Kh dA (613)

                holding for all integrable analytic functions h in ˝ Choosing in (613) the integrable analytic function

                h DZ˝

                Hzwkzw dAw

                where z 2 ˝e and 2 L1˝ gives

                hkz i D hkz i

                Thus since L1˝ is dense in H ˝ kz D kz as elements in H ˝ for z hellip ˝ and by continuity also for z hellip ˝ This proves the theorem

                It follows from the definition (21) of the exponential transform that Ez z D 0

                for z 2 ˝ unless this is a point of zero density for˝ When the Cauchy transformC˝z and hence by Theorem 61 E˝zw has an analytic continuation across˝ then ˝ has positive density at all points of ˝ see [36] It therefore follows thatthe analytic continuation Fzw of Ezw in this case becomes a good definingfunction for ˝

                Corollary 61 If the Cauchy transform of a bounded open set ˝ has an analyticcontinuation from the exterior of ˝ across ˝ to a compact set K ˝ then ˝ isnecessarily contained in a real analytic variety

                ˝ fz 2 C n K W Fz z D 0g

                The first complete proofs of analyticity of boundaries admitting analytic con-tinuation of the Cauchy transform or boundaries having a one-sided Schwarzfunction were given by Sakai [92ndash94] For overviews of the regularity theory offree boundaries in general see eg [25 75] In a different context the exponentialtransform has much earlier been used implicitly in characterizations of boundariesof analytic varieties in C2 See [4 54]

                65 Procedures for Finding Mother Bodies 89

                65 Procedures for Finding Mother Bodies

                Let be the density of a mass distribution positive and bounded in a domain ˝ zero outside ˝ and we shall describe some procedures for finding candidates ofmother bodies for For these to work one has to assume that the density is realanalytic in ˝ and that the boundary ˝ is at least piecewise analytic Some of themethods are implicit in the general theory of quadrature domains as presented forexample in [89 101] while other (those based on jumps of the Schwarz function)have been elaborated in [95] and similar papers

                Reasoning backwards assume first that we already have a mother body whichreaches ˝ only at the non-smooth points (the ldquocornersrdquo) Then the function

                u D U U (614)

                is non-negative and satisfies

                u D in ˝ (615)

                u D jruj D 0 on ˝ (616)

                In particular away from supp in ˝ we have

                u D (617)

                Going now in the other direction if is not known then we may start by tryingto solve the Cauchy problem (617) (616) in a neighborhood (in ˝) of the analyticparts of ˝ Unique local solutions do exist in view of the Cauchy-Kovalevskayatheorem Assuming that the domain of definitions of these local solutions cover allof ˝ we may then try to glue these pieces to a continuous function u in ˝ This uwill satisfy (616) and then we may simply define by (615) In lucky cases this will then be a mother body

                An alternative but related procedure uses the Schwarz function Sz If D 1

                in ˝ then the relationship between u and Sz is in one direction

                Sz D Nz 4u

                z (618)

                and in the other direction

                uz D 1

                4jzj2 jz0j2 2Re

                Z z

                z0

                Sd (619)

                Here z0 2 ˝ and the relation holds in a neighborhood of that analytic piece of˝ to which z0 belongs The function u in (618) is sometimes called the modifiedSchwarz potential see [101]

                90 6 Mother Bodies

                In the general case one may first choose a fixed function ˚ satisfying

                ˚ D

                ie ˚ satisfies (617) alone with no concern of boundary data Since all data arereal analytic we shall write and ˚ as D z Nz and ˚ D ˚z Nz with analyticdependence in each argument When D 1 the natural choice of˚ is˚z Nz D 1

                4zNz

                As one easily checks the relationship between u and Sz in general is

                z˚z Sz D z˚z Nz u

                z

                which replaces (618) but only gives Sz implicitly from u and in the other direction

                uz D ˚z Nz ˚z0 Nz0 2ReZ z

                z0

                z˚ Sd (620)

                In these equations z˚ denotes the derivative of ˚ with respect to the first variableHere z0 2 ˝ and (620) holds in a neighborhood of z0 Compare [95] and also[94]

                To find candidates for mother bodies one continues the branches of the Schwarzfunction as far as possible and then try to glue them However since Sz isanalytic one can never glue it to become continuous (because then it would beanalytic throughout ˝ which is impossible) In the generic case there will bejump discontinuities along line segments like branch cuts in the algebraic casePole singularities can also occur The mother body then comes from the jump ofSz across these line segments (plus residues for poles) the contribution from anoriented arc being

                d D 2iŒz˚z Szjump dz along (621)

                If s is an arc length parameter then replacing dz by dz=ds above gives the density of with respect to s along the arc The jump is defined as the value on the right-handside minus the value on the left-hand side The measure should be positive or atleast real and that requirement singles out at each point z 2 ˝ only finitely manypossible directions for a branch cut passing through the point the requirement forsuch a direction being

                Re Œz˚z Szjump dz D 0 along

                See further discussions in [95] On squaring (621) the requirement that shall bereal translates into a certain quadratic differential being asked to be positive Thusthe theory connects to the theory of trajectories of quadratic differentials (see [105])a direction which has been pursued in a random matrix context by Bleher and Silva[9]

                65 Procedures for Finding Mother Bodies 91

                We next give an example showing that the good property of carriers that theintersection of two convex carriers is again a (convex) carrier is not shared bysupports of mother bodies The example is inspired by the construction by Sakai[87] of two simply connected Jordan domains which have the same set of harmonicmoments

                Example 63 Choose numbers 1 lt r lt R lt 1 and consider the two annuli

                (AC D fr lt jz C 1j lt RgA D fr lt jz 1j lt Rg

                Considered as bodies of density one they have the same potentials in the exteriorregions as the point masses R2r2ı1 and R2r2ıC1 respectively It followsthat the two mass distributions AC

                CR2 r2ıC1 and ACR2 r2ı1 have

                the same potentials far away say for jzj gt R C 1Now we disturb the above by replacing the first terms by ACnA

                and AnAC

                respectively This means that we remove some small pieces from the annuli butwhat is important is that we remove the same piece (namely AC A) from bothTherefore the two new mass distributions

                (C D ACnA

                C R2 r2ıC1 D AnAC

                C R2 r2ı1

                still have the same potentials for jzj gt R C 1The next step is that we construct mother bodies C and of ACnA

                andAnAC

                This is easily done using the procedures shown in Sect 65 For examplethe potential u in (614) is given as the minimum of the solutions of (615) (616)connected to the different boundary segments Specifically setting

                uRz D 1

                4jzj2 R2 R2 log

                jzj2R2 (622)

                for the solution of u D 1 in C u D jruj D 0 on jzj D R (and similarly for littler) we define u˙ by

                (uCz D minACnA

                fuRz 1 urz 1 uRzC1 urzC1g for z 2 AC n Auz D minAnAC

                fuRz 1 urz 1 uRzC1 urzC1g for z 2 A n AC

                Thenu˙ D 1 except on some sets where two of the potentials minimized over areequal where we get distributional contributions (negative measures) Defining then

                (C D 1 uC D 1 u

                we have Bal C 1 D ACnA Bal 1 D AnAC

                92 6 Mother Bodies

                Now C C R2 r2ıC1 and C R2 r2ı1 have the same exteriorpotentials as C and respectively Finally we sweep these mass distributions tobodies of constant density by partial balayage To fit our general setting we shouldhave density one but then we may need to first blow up the mother bodies by afactor t gt 1 The result can be written as

                (Bal tC C R2 r2ıC1 1 D Bal tC 1 D ˝Ct

                Bal t C R2 r2ı1 1 D Bal t 1 D ˝t

                If here t gt 1 is sufficiently large then ˝Ct D ˝t This follows fromgeneral theory of partial balayage or quadrature domains Indeed when t is large˝˙ will necessarily be simply connected in fact essentially circular as one realizesby various comparison arguments or by the sharp ldquoinner normal theoremrdquo [44 45]And then the equality˝Ct D ˝t follows from uniqueness theorems originallydue to Sakai [89] (for example Corollary 92 in that text)

                The conclusion of all this is that the domain ˝ D ˝Ct D ˝t has twodifferent mother bodies tC C R2 r2ıC1 and t C R2 r2ı1 and itis easy to see that the are not only different even the convex hulls of their supportsare different

                Remark 61 Some previously known examples of domain having different motherbodies like Zidarovrsquos example [113] have the drawback in this context that theconvex hulls of their supports coincide

                Chapter 7Examples

                Abstract In this chapter we present the results of our numerical experimentsconcerning zeros of exponential polynomials with pictures indicating asymptoticdistributions (or at least the distribution of the first 50ndash100 zeros) We also makethe corresponding theoretical construction of mother bodies and compare the twoIn many cases there are reasonable but far from perfect agreements between thesets where zeros seem to accumulate and the supports of the corresponding motherbodies And here we reach terra incognito as there is no agreement between thedensities they seem rather to be complementary to each other In one case we havecomplete results with theoretical proofs namely for the ellipse Taking a standardellipse with foci ˙1 the zeros go to the focal segment with density proportional to1=

                p1 x2 1 x 1 while the mother body for the ellipse with uniform mass

                distribution has densityp1 x2 on the same segment

                71 The Unit Disk

                For the unit disk Hzw D 11z Nw and HaD degenerates to the one dimensional

                space with inner product

                h f gi D f 0g0

                Set

                enk D 1

                k C 1znNzk

                One computes that

                henk ersi D(1 if n k D r s 0

                0 otherwise

                It follows that H D is generated by the anti-analytic functions fe00 e01 e02g Df Nzk

                kC1 W k D 0 1 2 g and that this is an orthonormal basis It also follows thate00 D e11 D e22 D e01 D e12 D e23 D etc as elements in H D

                copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_7

                93

                94 7 Examples

                Note that on the other hand Hzw coincides in this case with Szegoumlrsquos kernelthat is the reproducing kernel of the Hardy space associated to the unit disk

                72 The Annulus

                For the annulus

                ˝ D fz 2 C W r lt jzj lt Rg

                we have E˝zw D ED0R=ED0r which by (25) gives

                H˝zw D z Nwz Nw r2R2 z Nw zw 2 ˝

                Also

                Gzw D(

                zr2z Nw r lt jzj lt R jwj gt R

                zR2z Nw r lt jzj lt R jwj lt r

                The analytic space Ha˝ is generated by the powers zn z 2 Z and taking thenorm into account gives the orthonormal basis fen W n 2 Zg defined by

                enz D8lt

                zn

                Rnp

                R2r2 n lt 0

                zn

                rnp

                R2r2 n 0

                We can truncate the multiplier Z by the coordinate on the finite dimensionalsubspaces generated by zk n k n The result will be a weighted shift Zn withzero on the main diagonal and only the lower sub-diagonal non-null In particularZn is nilpotent and hence the counting measure n of its spectrum is simply ı0In conclusion all exponential orthogonal polynomials are monomials and the onlylimit measure of their zeros is ı0

                Since ˝ is not a quadrature domain feng is actually an orthonormal basis in allH ˝ (see Theorem 31) Given an arbitrary f 2 H ˝ we can therefore expand

                f DXn2Z

                cnen jj f jj2 DXn2Z

                jcnj2 lt 1 (71)

                In the hope of being able to consider f as an analytic function we insert the variablez and convert the expansion into a power series

                f z DXnlt0

                cn

                Rnp

                R2 r2zn C

                Xn0

                cn

                rnp

                R2 r2zn (72)

                73 Complements of Unbounded Quadrature Domains 95

                Here the first term converges for jzj gt R lim supn1 jnj

                pjcnj and the second termfor jzj lt r= lim supn1 jnj

                pjcnj The lim sups here are 1 but nothing moreis guaranteed Taking for example cn D 1=jnj the first term in the expansion off z converges for jzj gt R and the second term for jzj lt r hence the whole seriesconverges nowhere

                The orthonormal expansion (71) gives a one-to-one identification betweenelements f in H ˝ and `2Z-sequences of coefficients cn Therefore the corre-sponding power series expansion (72) gives a good picture of the nature of elementsin H ˝ from an analytic point of view they are simply formal power serieswith coefficients in an `2-space but with possibly empty convergence region So ingeneral there is no way to associate a value at any point for a ldquofunctionrdquo f 2 H ˝In particular there is no reproducing kernel for H ˝ If there had been this wouldhave been given by

                Xn2Z

                enzenw zw 2 ˝

                (cf (340)) but this series converges nowhereThe annulus ˝ has a unique mother body sitting with uniform density on a

                circle jzj D for certain in the interval r lt lt R namely that value for whichur D uR where ur uR are defined by (622) But as is clear from the abovenot even on this circle there are any continuous point evaluations for elements inH ˝

                73 Complements of Unbounded Quadrature Domains

                Let D be a quadrature domain with 0 2 D The inversion z 7 1=z then takes thecomplement of D to a bounded domain

                ˝ D inv De D fz 2 P W 1z

                2 P n Dg

                Since D is bounded we have 0 2 ˝ The exterior ˝e D inv D is what is calledan unbounded quadrature domain see in general [63 70 88 93 99 100] for thisnotion We shall not need much of the theory of unbounded quadrature domains wejust remark that the class of bounded and unbounded quadrature domains as a wholeis invariant under Moumlbius transformations (see in particular [100] and [93])

                Let d be the order of the quadrature domain D Then by (344) the exteriorexponential transform of D is of the form

                EDzw D FDzw D Qz NwPzPw

                jzj jwj gtgt 1

                96 7 Examples

                where Pz a monic polynomial of degree d and Qz Nw is a polynomial of degreed in each of the variables Some more details on the structure of Qz Nw can beread off from (48) By using Lemma 21 together with (224) or more directly byformula (314) in [36] one obtains from FDzw the interior exponential transformof ˝

                H˝zw D CQ 1z 0Q01Nw

                1 zS01 NwS0Q 1z 1Nw

                D Cpzpw

                qz Nw (73)

                Here Sz D SDz is the Schwarz function for D that branch which is single-valued meromorphic in D and equals Nz on D In addition C D H˝0 0 and p qare polynomials satisfying p0 D q0 0 D 1 Specifically

                qz Nw D zd NwdQ1

                z1

                Nw (74)

                pz D zdQ 1z 0

                1 zS0D zd1 Q 1z 0

                1z S0

                Note that 1z S0 is a factor in Q 1z 0 because QS0 0 D 0 It follows that pzis a polynomial of degree at most d 1

                Since Hzw is positive definite the zeros of pz must be outside ˝ This factcan also be proved directly by using arguments with the Schwarz function includinga valency statement in [101] It also follows that 1=qzw is positive definite in ˝

                If D is connected and has m boundary components (m 1) the algebraic curveloc Q W Qzw D 0 has genus m 1 In fact this curve is (after completionin projective space P2 and resolution of singularities) canonically isomorphic tothe compact Riemann surface (Schottky double of D) obtained by completing Dwith a backside (a copy of D provided with the opposite structure) the two piecesglued together along D On the frontside the isomorphism is given by D 3 z 7z Sz 2 loc Q Recall that QDz Sz D 0 identically From this we obtain thetotal number of branch points of Sz considered as an algebraic function IndeedSz has d branches over the Riemann sphere and the Riemann-Hurwitz formula[22] shows that the number of branch points is

                b D 2m C d 2 (75)

                Turning to ˝ D inv De the Schwarz function for ˝ is related to that for Dby

                S˝z D 1

                SD1=z

                and it has a single-valued branch in ˝e namely that branch which equals Nz on ˝ However continuing that branch into ˝ it will not be single-valued (unless d D 1)

                73 Complements of Unbounded Quadrature Domains 97

                Instead its structure of branch points will determine the mother body structure anymother body will consist of arcs which end up in these branch points

                Notice that in the present situation all poles of S˝z are located outside ˝ soany mother body for˝ will consist solely of branch cuts and from (75) we see that2m C d 2 is an upper bound for the number of end points of these cuts

                731 The Ellipse

                The ellipse can be obtained as the complement of the inversion of a certain two pointquadrature domain known as the Neumann oval see [47 69 93 101] It is also aspecial case of the hypocycloid to be treated in the next subsection The values ofthe parameters in (75) are then d D 2 m D 1 b D 2

                The standard ellipse

                ˝ D fz 2 C W x2

                a2C y2

                b2lt 1g

                with half axes a gt b gt 0 has a unique mother body [102] it is the measuresupported by the focal segment Œc c (c D p

                a2 b2 gt 0) given by

                dx D 2ab

                c2p

                c2 x2 dx c lt x lt c

                (For some higher dimensional aspects see [64]) The madonna body (skeleton forthe equilibrium measure) 13 for the ellipse has the same support but a differentdensity

                d13 D dx

                p

                c2 x2 c lt x lt c (76)

                The Schwarz function for the ellipse is

                Sz D a2 C b2

                c2z 2ab

                c2

                pz2 c2

                that branch of the square root chosen which is positive for large positive values ofz The interior exponential transform Hzw is obtained from (73) with qz Nz D1 x2

                a2 y2

                b2(z D x C iy) and where pz turns out to be constant see also Sect 732

                in this respect Specifically this gives

                Hzw D C

                4a2b2 C a2 b2z2 C Nw2 2a2 C b2z Nw

                where C D 4a2b2H0 0 gt 0

                98 7 Examples

                It is known that the Bergman orthogonal polynomials have 13 as the unique weaklimit of their counting measures The same turns out to be true for the exponentialpolynomials

                Proposition 71 Let 13n be the counting measures for the zeros of the exponentialpolynomials for the ellipse Then in the above notations

                13n 13

                as n 1

                Proof The proof is based on hyponormal operator theory and goes as follows LetS 2 L `2N denote the unilateral shift operator

                Sek D ekC1 k 0

                where ek stands for the orthonormal basis of `2N Let 0 lt r lt 1 be a parameterand consider the operator T D rS C S Since ŒSS D e0 ˝ e0 we infer

                ŒTT D ŒrS C S rS C S D 1 r2ŒSS D 1 r2e0 ˝ e0

                Since the operators S and S commute modulo compact ones the essentialspectrum of T is equal to the set

                essT D fr C 1

                jj D 1g

                that is it coincides with the ellipse of semiaxes 1˙ r Thus the spectrum of T is thesolid ellipse The focal segment for this ellipse is Œ2pr 2

                pr (Fig 71)

                The finite dimensional subspaces to compress T on are

                HnT e0 D spanfe0 e1 en1g

                and the associated truncated operators are

                Tn D

                0BBBBBBBB

                0 r 0 0 0

                1 0 r 0 0

                0 1 0 r 0

                0 0 0 0 r0 0 1 0

                1CCCCCCCCA

                This is a Jacobi matrix and it is well known that its characteristic polynomial isup to a normalizing factor equal to the Chebyshev polynomial of the second type

                73 Complements of Unbounded Quadrature Domains 99

                Fig 71 Zeros of the orthogonal polynomials Pn n D 10 20 30 for an ellipse

                Unz

                2p

                r Recall that

                Uncos D sinn C 1

                sin

                so that indeed the zeros of Unz

                2p

                r asymptotically distribute as in (76) ie

                according to the probability distribution

                1

                d D dx

                p4r x2

                2pr lt x lt 2p

                r

                732 The Hypocycloid

                A hypocycloid is a curve traced out from a point in a disk when this disk rolls insidea larger circle In case the point lies on the boundary of the disk the hypocycloidhas outward pointing cusps otherwise it is a smooth curve If the ratio between theradii of the two circles is an integer then the curve obtained is a closed curve andbounds a domain We shall consider such a hypocycloid domain ˝ centered at theorigin

                Elementary considerations show that if the distance from the origin to the centerof the smaller disk is a gt 0 and the moving point zt sits on distance b gt 0 fromthe center of this smaller disk then the motion is given by

                zt D aeit C beid1t

                100 7 Examples

                Here d gt 1 is the ratio between radius of the larger circle to that of the smaller oneWe assume that d is an integer so d 2 The geometry of the above configurationworks out only if

                a d 1b (77)

                The equality case here corresponds to the hypocycloid being singular with cuspsSetting D eit above we see that the hypocycloid simply is the image of the unit

                circle under the rational function

                D a C b1d

                In addition (77) is exactly the condition for to be univalent in De Thus is

                then a conformal map De ˝e subject to standard normalization at infinity (in

                particular 1 D 1)After inversion z 7 1=z the exterior domain˝e turns into a bounded domain D

                with conformal map W D D given by

                D 1

                1=D

                a C bd

                Since this is a rational function of order d D is a quadrature domain of order d Thed poles are located at the dth roots of a=b In particular we see that the multiplepole of order d 1 of at the origin has split into d simple poles for Since Dis a (bounded) quadrature domain ˝e is an unbounded quadrature domain with amultiple quadrature node at infinity

                The number d above has the same meaning as in the beginning of this Sect 73and the number of boundary components of D or ˝ is m D 1 The boundary of Dis given by an equation

                D W Qz Nz D 0

                where the polynomial Qzw has degree d in each of the variables hence theboundary of ˝ is given by qz Nz D 0 with qzw as in (74) The total numberof branch points of each of SDz and S˝z is given by the Riemann-Hurwitzformula (75) ie equals b D 2m C d 2 D 2d 1

                In addition to these branch points the curve loc Q has singular points Takingmultiplicities into account the total number of singular points is d 12d 1according to the genus formula [29] The quadrature nodes account for dd 1

                singular points located at points of infinity of the two dimensional projective spaceP2 Further on there are d C 1 singular points visible in the real as isolated rootsz 2 C of Qz Nz D 0 or cusps on the boundary in the cusp case One of these pointsis the origin (see argument below) the point of inversion the remaining d pointsare located in D (or on D in the cusp case) on those radii from the origin whichare intermediate between the radii leading to the quadrature nodes The remaining

                73 Complements of Unbounded Quadrature Domains 101

                d12d1dC1D dd3 are not visible in the real The above statementsas well as some assertions below are elaborated in detail and proved [33]

                Using that Qz Nz must be invariant under rotations generated by z 7 e2 i=d onefinds that Qzw more exactly is of the form

                Qzw D ˛0 C ˛1zw C ˛2z2w2 C C ˛d1zd1wd1 C ˛dzdwd C ˇzd C Nwd

                Because we have assumed that D is simply connected it also follows from potentialtheoretic consideration together with symmetries that ˛0 D 0 Indeed the functionu in (618) must have a stationary point at the origin hence SD0 D 0 and soQ0 0 D 0 And since Qz Nz 0 in D it follows that the origin is a singular pointon loc Q By normalization we also have ˛d D 1

                Turning to qzw and pz see (74) it follows that

                qzw D 1C ˛d1zw C ˛d2z2w2 C C ˛1zd1wd1 C ˇzd C ˇwd

                where we have used that ˇ is real and

                pz D zdQ1

                z 0 D ˇ

                In general pz has degree d 1 as mentioned after (74) and when the origin isa singular point it has always degree d 2 as a consequence of Q0 0 D 0 Butin the present case it is even better than so pz is simply a constant This makes theinterior exponential transform (73) to appear on the very simple form

                H˝zw D C

                1C ˛d1z Nw C ˛d2z2 Nw2 C C ˛1zd1 Nwd1 C ˇzd C ˇ Nw d

                (78)

                Since we started out from having uniformizations of the curves Qzw D 0 andqzw D 0 for example

                q 1= N D 0 2 P (79)

                we can easily determine the coefficients in (78) in terms of the coefficients a and bof The result for d D 3 is

                H˝zw D C

                a2bz3 C Nw3 b2z2 Nw2 a2b2 C a4 2b4z Nw C a2 b23

                where we have changed the normalization in the denominator hence changed thevalue of C For any d 2 the values of the coefficients ˛j ˇ are obtained by solvinga linear system of equations obtained from the substitution (79) So this is quitestraight-forward Of course one can also find the polynomial qzw by classical

                102 7 Examples

                elimination theory without knowing anything a priori about qzw but that leadsto more difficult equations to solve

                For d D 2 we are in the ellipse case discussed in terms of different methods andnotations in Sect 731 and in that case we could find the Schwarz function and themother body explicitly But already in the case d D 3 it is not so easy anymoreIt is difficult to write down the Schwarz functions SDz and S˝z explicitlysince this would involve solving a third degree algebraic equation However thelocations of the b D 2d 1 D 4 branch points can be estimated For examplefor S˝z the branch points are inside ˝ one at the origin and the other threeon the radii corresponding (under the inversion) to the radii just mentioned Thusany mother body will consist of arcs connecting these points and analysis of therequirements M1 M5 in Chap 6 leaves only one possibility open namelythat its support consists of the straight lines (radii) from the origin to the threebranch points outside the origin Figure 72 indicates that zeros of the exponentialpolynomials do converge to this configuration

                Similar results have been obtained for other sequences of polynomials see forexample [20 55] and for a warning [85]

                Fig 72 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the hypocycloid defined by D 2 C 1=82

                74 Lemniscates 103

                74 Lemniscates

                For R gt 0 we consider the lemniscate

                ˝ D fz 2 C W jzm 1j lt Rmg

                Thus the boundary is given by

                zm 1Nzm 1 D R2m

                which on solving for Nz gives the Schwarz function

                Sz D m

                szm 1C R2m

                zm 1 (710)

                the appropriate branch chosen Obviously˝ is symmetric under rotations by angle2=m

                We start by computing the mother body There are three cases to consider

                1 The disconnected case 0 lt R lt 1 ˝ then consists of m ldquoislandsrdquoBranch points for Sz z D 1 and 1 R2m1=m (the positive root) plus rotationsby 2=m of this The branch cuts giving rise to a real actually positive motherbody are the interval Œ1R2m1=m 1 ˝ plus the rotations of this The motherbody itself is

                dx D sin m=

                xm 1C R2m

                xm 11=m dx 1 R2m1=m lt x lt 1

                plus rotations by 2=m2 The critical case R D 1 ˝ still consists of m islands meeting at the origin

                which now is a higher order branch point The branch cuts are 0 1 ˝ plusrotations and the formula for d is the same as above

                3 The connected case 1 lt R lt 1In this case the only branch points contained in˝ are the mth roots of unity andthe branch cuts giving a real mother body are the radii from the origin to theseroots of unity The mother body itself is

                dx D sin=m

                xm 1C R2m

                1 xm1=m dx 0 lt x lt 1

                plus rotations

                104 7 Examples

                Fig 73 Zeros of the orthogonal polynomials for lemniscate with m D 3 and R D 09

                These mother bodies seem to agree as far as the supports are concerned withlimits of counting measures found in numerical experiments (Fig 73)

                One may compare with what is known for the Bergman polynomials In that case should be replaced by the equilibrium measure which is related to the exteriorGreenrsquos function and is easy to compute Indeed the Greenrsquos function is

                g˝ez1 D 1

                mlog jzm 1j log R

                the equilibrium measure sits on the boundary and its density with respect to arclength is proportional to the normal derivative of the Greenrsquos function Precisely dA is to be replaced by the measure

                1

                2

                jzjm1

                Rmjdzj on ˝

                75 Polygons 105

                The unique mother body (ldquomadonna bodyrdquo) is in terms of the harmonic continua-tion of the above Greenrsquos function to all C

                D 1

                2g˝e1 D 1

                m

                mXkD1

                ık

                where D e2 i=mThe comparison we wish to make here is first of all that the madonna body

                is completely different from the mother body for D ˝ and second thatfor the counting measures for the Bergman polynomials there is rather completeknowledge saying that certain subsequences converge to the madonna body butother subsequences (actually most of them) converge to an equilibrium measurefor a sublemniscate namely jzm 1j lt R2m (at least when 0 lt R lt 1) Forour exponential polynomials the entire sequence of counting measures seems toconverge to a measure having the same support as the mother body

                75 Polygons

                751 Computation of Mother Body

                For convex polygons with D 1 in ˝ it is known [34] that

                uz D 1

                2dist z˝e2

                for the unique mother body which sits on the ldquoridgerdquo ie the set of those points in˝ which have at least two closest neighbors on the boundary On each line segmentin the ridge the density of with respect to arc length is linear and it goes down tozero where the ridge reaches ˝ namely at the corner points

                As for the supports of these mother bodies they are in reasonable but not perfectagreement with the numerical findings for the limits of the counting measures Thedensities do not agree however

                752 Numerical Experiments

                Asymptotic zeros for a square rectangle pentagon and hexagon are depicted inFigs 74 75 76 77)

                106 7 Examples

                Fig 74 Zeros of the orthogonal polynomials Pn n D 40 50 75 for the square with vertices atthe forth roots of unity

                Fig 75 Zeros of the orthogonal polynomials Pn n D 60 70 80 for the 2 1 rectangle withvertices at 2C i 2C i 2 i and 2 i

                75 Polygons 107

                Fig 76 Zeros of the orthogonal polynomials Pn n D 100 110 120 for the canonical pentagonwith vertices at the fifth roots of unity

                Fig 77 Zeros of the orthogonal polynomials Pn n D 80 90 100 for the canonical hexagon withvertices at the sixth roots of unity

                108 7 Examples

                76 The Half-Disk and Disk with a Sector Removed

                761 Computation of Mother Body

                Let ˝ be the half-disk

                ˝ D fz 2 C W jzj lt 1 Re z gt 0g

                The modified Schwarz potential is

                u D minu1 u2

                where uj solves the Cauchy problem (616) (617) with D ˝ for respectivelythe straight ( j D 1) and circular ( j D 2) part of the boundary

                (u1z D 1

                2Re z2

                u2z D 14jzj2 log jzj2 1

                It follows that the equation for the support of the mother body is

                x2 y2 C logx2 C y2 D 1

                This agrees almost exactly with where the zeros of the orthogonal polynomials arefound in numerical experiments See Fig 78

                Considering a more general convex circular sector say

                ˝ D fz 2 C W jzj lt 1 j arg zj lt ˛g

                where 0 lt ˛ lt 2

                there will be three branches of u corresponding to the differentpart of ˝ to match the straight line segment in the first quadrant the circular arcand the line segment in the fourth quadrant contribute respectively with

                8ltˆ

                u1z D 12Im ei˛z2

                u2z D 14jzj2 log jzj2 1

                u3z D 12Im ei˛z2

                76 The Half-Disk and Disk with a Sector Removed 109

                Fig 78 Zeros of theorthogonal polynomials Pnn D 100 110 120 for thehalf-disk

                The particular choice ˛ D 4

                results in the explicit expressions

                8ltˆ

                u1z D 14x2 C y2 2xy

                u2z D 14x2 C y2 logx2 C y2 1

                u3z D 14x2 C y2 C 2xy

                (711)

                The modified Schwarz potential will in the above cases (any convex sector) be u Dminu1 u2 u3 and the presumably unique mother body D 1 u

                Finally we may consider a non-convex sector say

                ˝ D fz 2 C W jzj lt 1 j arg zj lt 3

                4g

                The system (711) is then modified to

                8ltˆ

                u1z D 14x2 y2 2xy

                u2z D 14x2 C y2 logx2 C y2 1

                u3z D 14x2 y2 C 2xy

                110 7 Examples

                Fig 79 Zeros of the orthogonal polynomials Pn n D 60 80 100 for the 3=4-disk

                It is still possible to glue u1 u2 u3 to one continuous function u in ˝ but thecorresponding measure D 1 u will no longer be positive it will be negativeon a line segment of the positive real axis starting at the origin Thus it is out ofquestion that can be the weak limit of some counting measures

                There are however two (positive) measures which do satisfy all requirementsof a mother body These are obtained by decomposing the ˝ into a half disk plusa quarter disk and adding the mother bodies for these This can be done in twodifferent ways but none of the mother bodies obtained come close to agreeing withthe results of numerical experiments These are shown in Fig 79

                762 Numerical Experiment

                See Figs 78 and 79

                77 Domain Bounded by Two Circular Arcs 111

                77 Domain Bounded by Two Circular Arcs

                Consider a domain˝ bounded by two circular arcs with centers on the real axis andmeeting at the points ˙i Denoting by a b 2 R the centers assumed distinct theequations of the circles are

                Ca W jz aj2 D 1C a2

                Cb W jz bj2 D 1C b2

                The corresponding solutions ua ub of the local Cauchy problem (616) (617) with D 1 ie the functions given by (619) are

                uaz D 1

                4jz aj2 1C a2log jz aj2 C 1 log1C a2

                similarly for ub Note that ua satisfiesua D 11Ca2ıa in all C ua D rua D 0

                on Ca (similarly for ub)Since a curren b we may assume that a lt b and also that a lt 0 It is easiest to

                think of the symmetric case that b D a but the analysis below does not reallyrequire that It is easy to see that given a and b there are four different domains ˝such that ˝ Ca [ Cb With Da Db denoting the open disks bounded by Ca Cb

                respectively these domains are Da Db Da [ Db Da n Db Db n Da Set

                L D fz 2 C W uaz D ubzg

                bull For the convex lens domain ˝ab D Da Db the situation is similar to that ofa half-disk in Sect 76 the modified Schwarz potential is u D minua ub andthe unique mother body sits on ˝ab L the positive density with respect to thearc length measure there being the size of the jump of the normal derivative of uwhich is the same as jrub uaj (on ˝ L) Denote this mother body by ab

                bull For the moon-shaped domain ˝ab D Da n Db the situation is somewhatsimilar to that of the lens domain the (presumably unique) mother body is apositive measure sitting on ˝ab L and the modified Schwarz potential still isminua ub where however it is now the restriction of ub to the exterior of Db

                which comes inbull Similarly for ˝ba D Db n Dabull For˝aCb D Da [Db which is not convex the line segment Da DbL divides

                the domain into two parts in such a way that the modified Schwarz potential uis represented by ua in the part containing the point a and by ub in the partcontaining b Within Da Db this gives u D maxua ub hence it is actually

                112 7 Examples

                Fig 710 Zeros of the orthogonal polynomials Pn n D 40 50 60 for ˝aCb with b D a D 1

                opposite to the representation in the case of ˝ab The matching on Da Db L will now result in a negative contribution to the mother body more exactlythe contribution will be ab In addition there will be (positive) contributionsfrom the point masses at a and b In summary one mother body (which howeverviolates the positivity requirement iii in Chap 6) is

                aCb D 1C a2ıa C 1C b2ıb ab

                There are also two other mother bodies which fulfill all the requirements inChap 6 but which are decomposable in a non-desirable sense In the symmetriccase a C b D 0 they do not respect the symmetry of ˝aCb They are obtainedby simply adding the mother bodies of each piece in the decompositions (up tonull-sets) ˝aCb D Da [˝ba D Db [˝ab

                771 Numerical Experiment

                The symmetric case with b D a D 1 is illustrated in Fig 710

                78 External Disk

                In general if˝ is the disjoint union of two domains say˝ D ˝1[˝2˝1˝2 D then E˝zw D E˝1zwE2zw and for example

                H˝zw D H˝1zwE˝2zw for zw 2 ˝1

                Thus H˝zw has H˝1zw as a main term inside ˝1 but is still is influencedby ˝2 via E˝2zw However the singularity structure inside ˝1 is completelyindependent of ˝2 By singularity structure we mean objects like mother bodies j

                78 External Disk 113

                for ˝j ( j D 1 2) or singularities for analytic continuations across the boundary ofthe exterior versions Fjzw of Ejzw

                To make this precise consider the analytic extension into ˝1 of

                F˝zw D F˝1zwF˝2zw

                assuming that ˝1 is analytic Denoting by S1z the Schwarz function for ˝1 thatanalytic extension is given by

                F˝zw D z S1wS1z Nwz wNz Nw E˝1zwF˝2zw zw 2 ˝1

                Here E˝1zw is defined precisely as in (21) and in the last factor we couldalso have written E˝2zw in place of F˝2zw The mentioned singularities areexactly the singularities of the Schwarz function S1z equivalently of the Cauchytransform C˝1z inside ˝1 The point we wish to make is that S1z and C˝1zare local objects completely independent of ˝2 in contrast to what is the casefor the exponential transform and even worse for the global spaces objects suchas the Bergman orthogonal polynomials as we shall see below In other wordsmother bodies and related structures are local objects when considering disjointunion of domains This makes it believable that also asymptotic zero distributionsfor orthogonal polynomials should also local objects at least approximately Andthis is also what is seen in our numerical experiments below

                If ˝ is the disjoint union of a non quadrature domain and a disk then the diskwill probably not be seen by the asymptotic distribution of zeros because only onezero is needed to ldquokillrdquo the disk Similarly for the disjoint union of a quadraturedomain and a non quadrature domain the quadrature domain will (probably) beinvisible in the limit

                781 Numerical Experiment Ellipse Plus Disk

                The disjoint union of an ellipse and a disk case is in sharp contrast with the Bergmanspace picture where different ldquoislandrdquo affect at distance the distribution of zeros ofthe respective complex orthogonal polynomials see [50] (Figs 711 and 712)

                The external curve in the Bergman space picture is a singular level line of theGreenrsquos function of the union of the two domains In this case its Schwarz reflectionin the two boundaries is partially responsible for the root distribution For details onthe Bergman zero distribution see [50]

                782 Numerical Experiment Pentagon Plus Disk

                The numerical experiments supporting the following two images of a pentagon andan external disk illustrate again the sharp contrast between the zero distribution of

                114 7 Examples

                Fig 711 Zeros of the exponential orthogonal polynomials Pn n D 10 15 20 for the disjointunion of an ellipse and a disk

                Fig 712 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of an ellipse and a disk

                Fig 713 Zeros of the exponential orthogonal polynomials Pn n D 40 60 80 for the disjointunion of a regular pentagon and a disk

                complex orthogonal polynomials associated to the exponential transform respec-tively the Bergman space metric Like in the previous picture the external curvein the Bergman space picture is a singular level line of the Greenrsquos function of theexterior domain much responsible for the root distribution in the Bergman spacesituation (Figs 713 and 714)

                79 Abelian Domains 115

                Fig 714 Zeros of the Bergman orthogonal polynomials Pn n D 80 90 100 for the disjointunion of a regular pentagon and a disk

                79 Abelian Domains

                We consider here the case that ˝ is a quadrature in a slightly extended sense forexample that

                1

                h dA D cZ a

                ah dx C

                Xk

                ckhak (712)

                holds for all integrable analytic functions h in ˝ with a c ck gt 0 We assumethat ˝ is simply connected and then the conformal map from the unit disk willcontain logarithmic terms to account for the line segment in addition to the rationalterms needed for the point evaluations See in general [16] (Ch 14) [32 107] (˝is an Abelian domain in the sense of [107]) With emphasis on multiply connecteddomains systematic constructions (analytical and numerical) of quadrature domainsfor sources along curves are given in [73]

                The simplest possible case is obtained by taking f W D ˝ of the form

                f D A log1C ˛

                1 ˛C B (713)

                where 0 lt ˛ lt 1 AB gt 0 This gives

                1

                h dA D AZ a

                ah dx C 2˛AB h0

                where a D A log 1C˛21˛2 C B˛ gt 0 This example has the slight disadvantage that the

                quadrature node z D 0 lies on the support of the line integral If one wants to avoid

                116 7 Examples

                that a next simplest example can be taken as

                f D A log1C ˛

                1 ˛ C B

                1C ˇ22 (714)

                with 0 lt ˇ lt 1The computations are most easily performed by writing h as a derivative say

                h D H0 whereby

                1

                h dA D 1

                2i

                H0zdzdNz D 1

                2i

                HzdNz

                D 1

                2i

                ZD

                H f df 1= N

                which is easily computed as a sum of residuesRecall that Corollary 54 says that under certain assumptions isolated quadra-

                ture nodes such as the ak in (712) are ignored in the asymptotics of the zeros

                710 Disjoint Union of a Hexagon and a Hypocycloid

                7101 Numerical Experiment

                In Fig 715 we have an example of a disjoint union of two non-quadrature domainsand it indicates to what extent the asymptotic zero distributions in the two domainsinfluence each other Only in the case of small separation there will be anysubstantial influence

                Fig 715 Zeros of theorthogonal polynomials Pnn D 50 60 70 for a disjointunion of a hexagon and ahypocycloid

                711 A Square with a Disk Removed 117

                711 A Square with a Disk Removed

                Choosing for example

                ˝ D fz 2 C W jxj lt 1 jyj lt 1 jzj gt Rg

                where 0 lt R lt 1 the modified Schwarz potential u is obtained as the minimum offive such potentials one for each part of the boundary

                uz D 1

                2minfjx 1j2 jx C 1j2 jy 1j2 jy C 1j2 1

                2jzj2 R2 log

                jzj2R2

                R2g

                The (presumably unique) mother body for the density D 1 is then obtainedfrom (615)

                7111 Numerical Experiment

                The zeros for this doubly connected domain are illustrated in Fig 716

                Fig 716 Zeros of the orthogonal polynomials Pn n D 40 60 90 for ˝ as in Sect 711 withR D 025

                Chapter 8Comparison with Classical Function Spaces

                Abstract Two classical quantizations of planar shapes via Toeplitz operatorsacting on Bergman space respectively Hardy-Smirnov space are briefly comparedto the new hyponormal quantization developed in these lecture notes

                81 Bergman Space

                It is possible and desirable for a comparison basis to create Hilbert spaces analogousto H ˝ or Ha˝ with other positive definite kernels in place of Hzw Onenatural choice is the Bergman kernel Kzw producing a Hilbert space K ˝

                with inner product

                h f giK ˝ D 1

                2

                Kzwf zgwdAzdAw

                Note that in the case of a quadrature domain ˝ the above sesquilinear form hasfinite rank We shall not pursue the analysis of this alternative scenario in this paperNote however that if one replaces in the above inner product the Bergman kernel byits complex conjugate then one recovers for analytic f and g the ordinary Bergmanspace inner product

                1

                2

                Kzwf zgwdAzdAw D 1

                f wgwdAw D h f gi2˝

                Here the reproducing property

                f w D 1

                f zKzwdAz f 2 L2a˝ (81)

                of the Bergman kernel was usedA further remark concerns the Friedrichs operator Let P W L2˝ L2a˝

                denote the orthogonal projection onto the Bergman space ie the integral operator

                given by the right member of (81) Then the linear transformation Pf D PNf is

                copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0_8

                119

                120 8 Comparison with Classical Function Spaces

                analogous to our previously studied operator H D ˇ ı ˛ see (37)

                Pf w D 1

                f zKzw dAz f 2 L2˝

                In particular the range consists of anti-analytic functions Conjugating the resultgives the Friedrichs operator f 7 PNf which hence has the representation (onswitching names of the variables)

                PNf z D 1

                Kzwf w dAw

                It maps L2a˝ into itself but has the disadvantage of being linear only over R (sosometimes one studies its square instead)

                Finally we may remark on extension properties to compact Riemann surfaceKeeping w 2 ˝ fixed it is well-known that Kzwdz considered as a differential inz 2 ˝ extends to a meromorphic differential on the Schottky double O of˝ with adouble pole at the mirror point of w as the only singularity In other words Kzwextends to a meromorphic section of the canonical line bundle on the compactRiemann surface O As such it is uniquely determined by the natural periodicityconditions it satisfies (the integrals over those cycles in a canonical homology basiswhich are complementary to those cycles which lie entirely in the plane vanish)The analysis can be extended to both variables simultaneously so that Kzwdzd Nwbecomes a meromorphic double differential on O O See for example [96] for theabove matters

                The above is to be compared with the corresponding properties of Hzwdiscussed in Sect 24 for fixed w 2 ˝ it extends as a holomorphic section of thehyperplane section bundle on the compact Riemann surface P (etc)

                82 Faber Polynomials

                Faber polynomials have a rich history spanning over more than a century Theirimprint on univalent function theory and polynomial approximation in the complexdomain is long lasting The aim of the present section is to draw a parallelbetween Faber polynomials and the orthogonal polynomials associated to theexponential transform Without aiming at full generality we confine ourselves toover conservative smoothness assumptions

                Let ˝ C be a connected and simply connected bounded domain with realanalytic smooth boundary D ˝ Let

                z D w D a1w C a0 C a1w

                C

                82 Faber Polynomials 121

                be a conformal mapping of P n D onto P n˝ normalized so that 1 D 1 and 01 gt 0 We denote by

                w D z D c1z C c0 C c1z

                C

                the inverse conformal map convergent in a neighborhood of z D 1 Faberrsquospolynomial of degree n is the unique polynomial fn satisfying at the level of formalLaurent series

                fn w D wn C Rnw1

                where Rnz is a power series without constant termCauchyrsquos formula proves the generating series definition

                0zz u

                D1X

                nD0

                fnu

                znC1

                See for instance Ullman [106]We will show how to include this classical construction of polynomials attached

                to a planar domain to our operator theory setting Specifically we consider theToeplitz operator with symbol

                T h D P h h 2 H2T

                Above H2 D H2T denotes the Hardy space of the unit disk with orthonormalbasis wk1kD0 and P W L2T d

                2 H2 is the orthogonal projection often called the

                Szegouml projection When analytically extending the functions from their boundaryvalues

                Phz D 1

                2

                ZT

                h

                1 z

                d

                i

                Proposition 81 Assume the Jordan curve is real analytic smooth Then theexterior conformal mapping analytically extends across the unit circle theToeplitz operator T has trace-class self-commutator and the following spectralpicture holds

                T D ˝ essT D

                with principal function g D ˝

                122 8 Comparison with Classical Function Spaces

                Proof Let S D Tz denote the unilateral shift on Hardy space Since the function is smooth on the circle we can write

                T D a1S C a0 C a1S C

                where the series is convergent in operator norm Moreover due to the smoothnessof it is well known that in this case that the commutator ŒT

                T is trace-classWriting

                Q D a1S C a2S2 C

                we note that Q is an analytic Toeplitz operator hence subnormal Consequently theself-commutator ŒQQ is non-positive This implies the bound

                ŒT T D a21ŒS

                SC ŒQQ a211 ˝ 1

                It is also well known that the essential spectrum of T is equal to the image of T by that is

                Let 2 ˝ Then r curren 0 for all 2 T and r 1 Hence the Toeplitzoperator T r is Fredholm And so is its homothetic

                r1T r D a1S C a0

                rC a1

                r2C

                But the latter can be deformed (r 1) in the space of Fredholm operators to a1Shence it has Fredholm index equal to 1 This proves that ˝ T and

                indT D 1 2 ˝

                If hellip ˝ then the function is invertible on T and has winding numberzero Then a factorization of the symbol into a product of an analyticinvertible function inside the disk and one analytic and invertible outside the diskshows that T is invertible

                The infinite Toeplitz matrix associated to T in the basis formed by themonomials is

                T D

                0BBB

                a0 a1 a2 a1 a0 a10 a1 a0

                1CCCA

                The cyclic subspaces

                HnC1 D spanf1T 1 Tn 1g D spanf1w wng

                82 Faber Polynomials 123

                form exactly the standard scale Let n denote the orthogonal projection of H2 ontoHn and set

                T n D nT n

                for the finite central truncation of the above Toeplitz matrixThe very definition of the Faber polynomial implies

                Tfn 1 D wn n 0

                On the other hand the inner product

                Πp q WD h pT 1 qT 1i

                is non-degenerate on complex polynomials p q 2 CŒz hence we can speak aboutthe associated orthonormal polynomials Specifically there exists for every non-negative integer n a polynomial Fn of degree n such that

                FnT 1 D wn n 0

                We will call them quantized Faber polynomialsHowever the other natural inner product

                f p qg D hTpı 1Tqı 1i D PV1

                2

                ZT2

                p eitq eis

                1 eistdtds

                has diagonal singularities comparable to the Hilbert space structure studied in theprevious chapters

                As a matter of fact the Hessenberg matrix representing the multiplication by zin the basis fn1nD0 differs from the Toeplitz matrix associated to the inverse seriesz only by a rank-one perturbation More precisely adopting the normalizationa1 D c1 D 1 one knows that Faber polynomials fn are the characteristic polynomialsof the finite central truncations of the infinite matrix

                X D

                0BBBBB

                c0 2c1 3c2 4c3 1 c0 c1 c20 1 c0 c1 0 0 1 c0

                1CCCCCA

                see Eiermann and Varga [20] The distribution of zeros and asymptotics of thecounting measures of the Faber polynomials fn1nD0 is understood in detail dueto many recent contributions notably Ullman [106] and Kuijlaars-Saff [68]

                124 8 Comparison with Classical Function Spaces

                The good news is that the zero asymptotics of the quantized Faber polynomialsis also well understood in the case of finite banded Toeplitz matrices that is forconformal mappings with finitely many negative modes

                z D w D a1w C a0 C a1w

                C C an

                wn

                More exactly the cluster of eigenvalues of the finite central truncations T n aswell as the asymptotics of the counting measures is understood in this case in termsof and relation with classical potential theory We refer to the classical works ofSchmidt-Spitzer Hirschman and Ullman amply commented and carefully exposedin the monograph by Boumlttcher and Grudsky [11]

                For our essay this case is quite relevant as the complement of the domain ˝ isa quadrature domain on the Riemann sphere

                In order to illustrate what it is at stake in the asymptotic analysis of the zeros ofFaber polynomials we reproduce from [106] and [68] a few fundamental results Let

                0 D lim supn1

                jcnj1=n

                denote the radius of convergence of the inverse conformal mapping The fibres ofthe map

                W fz W jzj gt 0g C

                play a crucial role First we isolate after Ullman the complement of the range of

                C0 D fw 2 C W 1fwg D g

                This is a compact subset of the complex plane because the range of covers aneighborhood of the point at infinity Second among the points in the range of we distinguish the set C1 of those w 2 C with the property that 1w has asingle element of largest modulus say and there the map is non-ramified that is0 curren 0 Since is non-ramified at z D 1 the set C1 covers a neighborhood ofinfinity

                Ullman proved that all limit points of the Faber polynomials fk are contained inthe complement of C1 and that every boundary point of C1 is a limit point of thesezeros [106] Further on combining methods of potential theory with approximationtechniques of Toeplitz matrices Kuijlaars and Saff [68] refined the above pictureas follows Denote the counting measures of the zeros of Faber polynomials fk byk k 1

                If C0 has no interior then the sequence k converges in weak-star topology toa positive measure whose support is equal to C1 If in addition C D C0 [ C1then is the equilibrium measure of C0 If int C0 is non-empty and connected thena subsequence of k will have the same limiting behavior It goes without sayingthat computing the sets C0 and C1 is quite challenging even for rational conformalmappings

                Appendix AHyponormal Operators

                We gather below some basic facts used throughout the text about hyponormaloperators By definition a linear bounded operator T acting on a Hilbert space His called hyponormal if the commutator inequality

                ŒTT D TT TT 0

                holds true in the operator sense That is for every vector x 2 H one has

                hTTx xi hTTx xi

                or equivalently

                kTxk kTxk x 2 H

                Typical examples are subnormal operators and singular integral operators on theline with Cauchy type kernel Indeed if S D NjH is the restriction of a normaloperator to an invariant subspace H then

                kSxk D kNxk D kNxk kPNxk D kSxk x 2 H

                where P denotes the orthogonal projection of the larger Hilbert space onto HFor instance the multiplication Mz by the complex variable on the Bergman

                space L2a˝ attached to a bounded planar domain˝ is subnormal hence hyponor-mal As for singular integral examples consider L2I dx where I is a closedinterval on the line Let a b 2 L1I with a D a ae Obviously the multiplicationoperator ŒXx D xx is self-adjoint on L2I dx The operator

                ŒYx D axx bx

                i

                ZI

                byy

                y xdy

                copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

                125

                126 A Hyponormal Operators

                is well defined as a principal value and bounded on L2 by the well known continuityof the Hilbert transform Then

                ŒXYx D bx

                i

                ZIbyydy

                hence T D X C iY is a hyponormal operator

                ŒTT D 2iŒXY 0

                It was this very specific example of singular integral transforms which boosted theearly discoveries related to hyponormal operators

                Proposition A1 The spectral radius of a hyponormal operator is equal to its norm

                Proof It is known that the spectral radius of T can be computed as jTjsp Dlimn kTnk1=n We will prove that for a hyponormal operator T one has

                kTnk D kTkn n 1

                Indeed let x 2 H and fix a positive integer n By assumption

                kTTnxk kTnC1xk

                whence

                kTTnk kTnC1k

                Consequently

                kTnk2 D kTnTnk kTn1TTnk kTn1kkTTnk

                kTn1kkTnC1k D kTn1kkTnC1k

                If we suppose kTpk D kTkp p n as an induction hypothesis we obtain

                kTknC1 kTnC1k

                which implies kTknC1 D kTnC1kThus there are no non-trivial quasi-nilpotent hyponormal operators

                Proposition A2 A linear fractional transformation preserves the hyponormality ofan operator

                A Hyponormal Operators 127

                Proof Let T be a hyponormal operator and assume hellip T Then the operatorI T1 is bounded and

                ŒI T1 I T1 D

                I T1I T1ŒTTI T1I T1 0

                An affine transformation obviously leaves hyponormal operators invariantAs a consequence of the spectral mapping theorem we infer

                kI T1k D 1

                dist T

                This simple observation has a non-trivial consequence at the level of numericalrange

                Proposition A3 Let T 2 L H be a hyponormal operator The closure of itsnumerical range coincides with the convex hull of its spectrum

                WT D convT

                Proof The inclusion convT WT holds in general Assume that there existsa point 2 WT which is not in the convex hull of the spectrum By an affinechange of variables we can assume that T is contained in a disk centered at zeroof radius r and jj gt r Since the spectral radius of T equals its norm we findkTk r and on the other hand

                hTx xi D

                for a unit vector x That is jj jhTx xij r a contradictionMore refined operations leave the class of hyponormal operators invariant For

                instance take T D X C iY to be a hyponormal operator written in cartesian formand let S be a bounded operator in the commutant of X Then X C iSYS is alsohypo-normal

                ŒX iSYSX C iSYS D 2iŒXSYS D S2iŒXYS D SŒTTS 0

                In particular if S D EXı is the spectral projection associated to a Borel set ı Rone obtains a very useful cut-off operation of hyponormal operators One of the non-trivial implication is that in this case EXıTEXı is a hyponormal operate whosespectrum is localized to the band ı R C

                In this respect it is worth recording a non-trivial spectral mapping projectionresult

                128 A Hyponormal Operators

                Theorem A1 (Putnam [82]) Let T D XCiY be a hyponormal operator written incartesian form The projection of the spectrum T onto the x-axis coincides withthe spectrum of X

                Hence the spectrum of the cut-off operator EXıTEXı lies in the vertical bandwith ı as base See [74] for proofs and more details

                One can reverse the flow from abstract to concrete prove first that the real andimaginary parts of a pure hyponormal operators have absolute continuous spectrumand then build a general one variable singular integral functional model In thisprocess one needs precise estimates We recall two of them

                A deep inequality related to non-negative self-commutators was discovered byPutnam It asserts that for every hyponormal operator T one has

                kŒTTk Area T

                Thus every hyponormal operator with ldquothinrdquo spectrum is normal in particular ahyponormal finite dimensional matrix is automatically normal

                As a matter of fact not only the norm but even the trace of a hyponormal operatorT enters into a similar inequality This bears the name of Berger and Shaw and itstates

                TraceŒTT mT

                Area T

                where mT stands for the rational multiplicity of T that is the minimal number ofvectors hj 1 j mT so that f Thj span the whole Hilbert space on which Tacts where f is an arbitrary rational function analytic in a neighborhood of T

                Using these inequalities and cartesian cut-off operations one can prove that thespectrum of a pure hyponormal operators has positive planar density at every pointof it As a matter of fact every compact subset of the complex plane with this densityproperty is the spectrum of a hyponormal operator

                The main concern in this lecture notes is the class of hyponormal operatorswith rank-one self commutator Their classification and spectral analysis is classicalby now thanks to fundamental contributions of Pincus Carey L Brown HeltonHowe Clancey D Xia The monograph [74] contains an overview of the theory ofhyponormal operators and a couple of chapters are devoted to this class of operatorsWe confine ourselves to a few identities used in the main body of the lecture notes

                Let T 2 L H be a linear bounded operator acting on a separable infinitedimensional space and possessing rank-one self-commutator

                ŒTT D ˝

                We also assume that T is irreducible that is the linear span of vectors TnTmnm 0 is dense in H Let zw 2 C be points outside the spectrum of T Then theresolvents T w1 and T z1 exist and the multiplicative commutator

                T zT wT z1T w1

                A Hyponormal Operators 129

                is in the determinant class (that is the identity plus a trace-class operator) and

                detT zT wT z1T w1 D

                detŒI ˝ T z1T w1 D

                1 hT z1T w1 i D

                1 hT w1 T z1i

                Mutatis mutantis we can perform the same operation on the multiplicativecommutator with reversed order of factors

                detT wT zT w1T z1 D

                detŒI C ˝ T w1T z1 D

                1C hT w1T z1 i D

                1C hT z1 T w1i

                Since the product of the two commutators is the identity we infer

                Œ1C hT z1 T w1iŒ1 hT w1 T z1i D 1 (A1)

                The unitary equivalence orbit of the irreducible operator T subject to thecommutation relation ŒTT D ˝ is encoded into the germ at infinity of theanalytic-antianalytic determinantal function

                Ezw D 1 hT w1 T z1i jzj jwj gt kTk

                Hence also in the germ at infinity of the function

                1

                EzwD 1C hT z1 T w1i jzj jwj gt kTk

                The main character of our study is the function E and its exponential representationas a double Cauchy transform

                Theorem A2 (Pincus [76]) The integral representation

                1 hT w1 T z1i D exp1

                ZC

                gdA

                z w jzj jwj gt kTk

                130 A Hyponormal Operators

                establishes a one-to-one correspondence between all irreducible hyponormal oper-ators T with rank-one self-commutator ŒTT D ˝ and L1-classes of Borelmeasurable functions g W C Œ0 1 of compact support

                For the original proof see [76] The function g is called the principal functionof the operator T and it can be regarded as a generalized Fredholm index which isdefined even for points of the essential spectrum

                A simple and far reaching application of the operator counterparts of the abovedeterminants is the ldquodiagonalizationrdquo in a concrete functional model of the operatorsT respectively T Specifically let denote a circle centered at z D 0 of radiusR gt kTk Then Riesz functional calculus yields for any couple of polynomialsf g 2 CŒz

                h f T gTi D 1

                42

                Z

                Z

                f ugvdudv

                Eu v (A2)

                while in complete symmetry

                hgT f Ti D 1

                42

                Z

                Z

                f ugvEu vdudv (A3)

                To illustrate the nature of the above integral representation we outline a novelproof of a classical inequality due to Ahlfors and Beurling Specifically if anessentially bounded function f on C is non-negative and integrable with respectto the two dimensional Lebesgue measure then

                jZC

                f wd Areaw

                w zj2 kf k1kf k1

                for all z 2 CIndeed we can assume that f has compact support and 0 f 1 ae hence

                it is equal to the principal function of a hyponormal operator T with rank-one self-commutator ŒTT D ˝ Then

                h T z1i D 1

                ZC

                f wd Areaw

                w z

                and on the other hand

                kT z1k 1 z 2 C

                and

                kk2 D 1

                ZC

                f wd Areaw

                A Hyponormal Operators 131

                A remarkable and more symmetric formula involving functional calculi wasdiscovered by Helton and Howe [58] We state it in our context of rank-one self-commutator although it is true for trace-class self-commutators

                traceΠpTT qTT D 1

                ZC

                J p qg dA p q 2 CŒz z (A4)

                where J p q stands for the Jacobian of the two functions see [58 74] It was thisvery formula that was the source of Connesrsquo cyclic cohomology theory [15]

                The principal function like the Fredholm index is functorial with respect toanalytic functional calculus Moreover it is invariant under Hilbert-Schmidt additiveperturbations and satisfies non-trivial bounds We reproduce below only one of theseinequalities For proofs and more comments see [74]

                Theorem A3 (Berger [7]) Assume T S are hyponormal operators with trace-class self-commutator and let X be a trace-class operator with null kernel andcokernel If SX D XT then gS gT

                In particular Bergerrsquos Theorem shows that the principal function of a cyclichyponormal operator is bounded by 1

                In case the principal function g is the characteristic function of a bounded openset with real analytic smooth boundary the determinantal function also known asexponential transform Ezw analytically extends across the boundary as explainedin the main body of these notes This observation was used in the proof of a centralregularity result for free boundaries in two real dimensions cf Sect 64 in thesenotes

                Among the early applications of the theory of the principal function anobservation of Basor and Helton [6] stands aside The two authors reproved andgeneralized the Szegouml limit theorem While today there are more refined variants ofthe theorem due to Widom and a few other authors the method used by Basor andHelton is relevant for the topics reviewed in Appendix We sketch below the mainidea

                Let H2 D H2D denote Hardy space of the unit disk with orthogonal projectionP W L2T H2D A Toeplitz operator

                T f D Pf f 2 H2

                with continuous non-vanishing symbol 2 CT is known to be Fredholm withindex equal to negative of the winding number of along the unit circle Assumethat the symbol is smooth and has zero winding number Then the general theorybuilt around the Riemann-Hilbert problem yields a factorization

                z D Czz z 2 T

                where C is a smooth function on T which analytically extends to D while zis smooth and analytically extends to the complement of the disk and 1 D 1

                132 A Hyponormal Operators

                It is easy to check for instance on monomials that

                T D TTC

                Denote by Pn the orthogonal projection of H2 onto the linear span of 1 z znThe finite central truncation Tn D PnTPn is a n C1 n C1 Toeplitz matrix andso are the triangular matrices

                TCn D PnTC

                Pn D PnTC T

                n D PnTPn D T

                Pn

                Note that TCn T

                n D PnTCT

                Pn is not equal to Tn exactly this discrepancy and theprincipal function formula proves Szegouml limit theorem Quite specifically let

                G D exp1

                2

                ZT

                logzdz

                iz

                be the geometric mean of the invertible symbol The logarithm above is definedon C n 1 0 so that log1 D 0 Moreover

                G D 1

                2

                ZT

                Czdz

                iz1

                2

                ZT

                zdz

                iz

                But the matrices TCn T

                n are triangular with the identical entries equal to

                12

                RTCz dz

                iz respectively 12

                RTz dz

                iz on the diagonal Hence

                GnC1 D detTCn det T

                n

                Next linear algebra gives

                Tn D PnTPn D PnTTC

                Pn D PnTCT1

                C

                TTC

                T1

                TPn D

                TCn PnT1

                C

                TTC

                T1

                PnTn

                Therefore

                det Tn

                GnC1 D det Tn

                det TCn det T

                n

                D PnT1C

                TTC

                T1

                Pn

                Due to the smoothness assumption

                det T1C

                TTC

                T1

                D det TTC

                T1

                T1C

                D detTT1

                A Hyponormal Operators 133

                exists and is equal to the limit of the truncated determinants This observation plusHelton-Howe formula imply Szegouml-Widom limit Theorem

                limn1

                det Tn

                GnC1 D detTT1 D exp1

                ZD

                JlogC logdA

                Above J denotes the Jacobian of the two functions

                Historical Notes

                Quadrature domains were isolated in the work by Dov Aharonov and Harold SShapiro see in particular the seminal paper [1] Although originally motivated byunivalent function theory the central role of this class of semi-algebraic domainsfound unexpected reverberations in many areas of modern mathematics suchas fluid mechanics potential theory integrable systems free boundaries inverseproblems The collections of articles [19] offers a good glimpse on the status of thetheory of quadrature domains until 2005 A small selection of books survey articlesand more recent contributions are [16 26 46 70 89 101 107]

                The idea of a potential theoretic skeleton goes right back to Isaac Newtonwho showed that the gravitational field produced by a homogenous ball coincidesoutside the ball by the field of a point mass located at the center of the ball Laterdevelopments involve for example a Preisschrift ldquoUumlber die analytische Fortsetzungdes Potentials ins Innere der anziehenden Massenrdquo by Herglotz available in [59](see also Chapter 1 in [101]) and in particular systematic work by DimiterZidarov and his collaborators on ldquoMaternal and most concentrated bodiesldquo (titleof Chapter III6 in [113]) The particular term ldquomother bodyrdquo was used informallyby O Kounchev for example and inspired by the ideas of this Bulgarian groupin geophysical potential theory an attempt to make the notion of a mother bodymathematically precise was made in [34] Some further developments can befound in [43 95 102] In recent years the ideas of a mother bodies relatedldquomadonna bodiesrdquo and other kinds of potential theoretic skeletons have turnedout to be relevant for asymptotic distributions of zeros of orthogonal polynomialseigenvalues of random matrices etc See for example [9 10 50]

                Orthogonal polynomials have a long and glorious history spanning a centuryand a half Although originally streaming from real function theory questionssuch as extremal problems moment problems convergence of continued fractionseigenfunction expansions generating functions with a combinatorial flavor and soon complex variables turned out to be essential in studying the fine structure andasymptotic behavior of classical orthogonal polynomials The pioneering works of

                copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

                135

                136 Historical Notes

                Fekete Szegouml Carleman Bergman Gonchar Suetin Widom (to name only a fewkey contributors to the subject) laid the foundations of complex analytic and poten-tial theoretic interpretation of the qualitative aspects of orthogonal polynomialsThis trend continues to bloom today with notable impact on quantum mechanicsstatistical mechanics and approximation theory The authoritative monographs[86 103] gave the tone for all later developments of the potential theoretic andcomplex function theoretic aspects of orthogonal polynomials In spite of the factthat the orthogonality studied in the present notes and in particular the class ofassociated orthogonal polynomials does not strictly fit in the framework of theseinfluential works there are too many similarities not to seek in future works aunifying explanation

                One of the first uses of the exponential transform outside operator theorywas to prove regularity of certain free boundaries in two dimensions [36] Theboundaries in question were more precisely boundaries of quadrature domains (ina general sense) and those arising in the related area of Hele-Shaw flow movingboundary problems (Laplacian growth) See [51] for the latter topic The exponentialtransform provided in these cases a simplified route compared to that of Sakai [92ndash94] One advantage with the exponential transform is that it directly gives a realanalytic defining function of the free boundary On the other hand as a tool infree boundary theory it is far less flexible than the general methods developed byL Caffarelli and others within the framework of nonlinear PDE

                In general the theory of free boundaries and their regularity has been a highlyactive and rapidly developing area for at least half a century The regularity theoryis in general very difficult in particular in higher dimensions A few standardreferences are [14 25 65 75]

                The notion of hyponormal operator was introduced by Halmos under a differentname in the article [52] After a necessary period of piling up the naive foundationswell exposed in Halmos problem book [53] Putnam raised the subject to a higherspeed by discovering his famous inequality and by regarding everything from theperspective of commutator algebra [82] It was Joel D Pincus [76] who pushedforward hyponormal and semi-normal operators to a novel direction of quantumscattering theory by isolating a remarkable spectral invariant known as the principalfunction Afterwards it was clear that explicit models of hyponormal operatorsdepart from classical analytic functional spaces by involving singular integraltransforms with kernels of Cauchy type The trace formula for commutators ofHelton and Howe [58] put the principal function into a totally new focus withlinks to global analysis concepts such as curvature invariants characteristic classesand index formulas Out of this phenomenology Alain Connes [15] invented cycliccohomology an important chapter of modern operator algebras In this respect ouressay falls within low dimensional cyclic cohomology theory A synthesis of thetheory of hyponormal operators can be found in the monograph [74]

                The exponential transform arose as the characteristic function of a Hilbertspace operator with trace-class self-commutator Functions of a complex variableencoding in an invariant way the unitary equivalence class of an operator are knownas characteristic functions they played a prominent role in the classification of

                Historical Notes 137

                non-selfadjoint transformations streaming from the works of Moshe Livsic ondissipative operators and Nagy-Foias on contractive operators The lucid approachof Larry Brown [13] revealed the algebraic K-theoretic nature of the exponentialtransform as the determinant of a multiplicative commutator in an infinite dimen-sional setting On the other hand one can interpret the exponential transform inpurely function theoretic terms as a Riesz potential at critical exponent with clearbenefits for the multidimensional setting Or as a solution to a Riemann-Hilbertfactorization problem as in these notes very much in harmony with Pincusrsquo originalvision [76]

                The Ritz-Galerkin method of converting an infinite dimensional and continuousoperator equation into a finite-dimensional discrete problem was widely usedand refined for more than a century in numerical analysis The more specificKrylov subspace approximation of a linear operator by its compressions to finitedimensional subspaces defined by the degree filtration of powers of the operatorsapplied to a cyclic vector is intimately linked to the theory of complex orthogonalpolynomials and has numerous supporters in the applied mathematics community[72] In particular the analysis and inversion of Toeplitz or Wiener-Hopf operatorsby their Krylov subspace compressions was thoroughly studied by several genera-tions of mathematicians see [11] for historical references and the intriguing (by itscomplexity and openness) picture of the field these days

                Glossary

                P D C [ f1g

                DaR D fz 2 C W jz aj lt Rg D D D0 1

                dA D dAz D dArea D dxdy

                For˝ C a bounded open set

                ˝c D C n˝

                ˝e D C n˝ or P n˝ depending on context

                j˝j D Area˝

                f g2˝ D f gL2˝ D 1

                f Ng dA Also k f kp˝ D jj f jjLp˝ (1 p 1)

                L2a˝ Bergman space (analytic functions in L2˝)

                DC Set of smooth test functions with compact support in C

                OE Germs of functions holomorphic in an open set containing E C

                Ezw The exponential transform of a bounded open set ˝ C Defined in allC C by (21)

                Fzw The restriction of Ezw to ˝e ˝e and analytic continuations of thisSee (22)

                Gzw A version of the exponential transform defined and analyticantianalyticin ˝ ˝e Gzw D Gw z See (23) (24)

                Hzw The interior exponential transform defined and analyticantianalytic in˝ ˝ See (25)

                C˝z C˝zw Cauchy transforms (ordinary and double) of ˝ Csee (28) (29)

                copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

                139

                140 Glossary

                Cz Cauchy transform of a measure Written as Cf if d D f dA See Sect 61

                U Logarithmic potential of a measure Written as U˝ if d D ˝ dA SeeSect 61

                Mkj Mk Bkj D bkj Complex harmonic and exponential moments see Sect 22

                Sz The Schwarz function of a real analytic curve See (220)

                H ˝ A Hilbert space associated to the exponential transform see Sect 31

                Ha˝ The subspace of H ˝ generated by analytic functions see (36)

                h f gi Inner product in a Hilbert space in general

                h f gi D h f giH ˝ Standard inner product in H ˝ (and Ha˝) See (34)

                hh f gii D h Nf NgiH ˝ See (322)

                h f giPXX The Pincus-Xia-Xia inner product in Ha˝ See (326)

                f gduality D 12 i

                f zgzdz f 2 O˝ g 2 O˝e0

                H The operator L2˝ L2˝ with kernel Hzw defined by

                Hf w D 1

                Hzwf zdAz w 2 ˝

                See (37)

                G The operator with kernel Gzw defined by

                Gf w D 1

                Gzwf zdAz w 2 ˝e

                See (333)

                Z The operator H ˝ H ˝ defined by Zf z D zf z

                NZ The operator H ˝ H ˝ defined by NZf z D Nzf z

                C The operator H ˝ H ˝ defined by Cf D Cf (Cauchy transform of f )

                NC Related to C by NCf D CNf

                L H The set of bounded linear operators on a Hilbert space H

                C1H The set of those A 2 L H with jAj1 D trp

                AA lt 1 (finite trace norm)

                T Spectrum of an operator T 2 L H

                WT D fhTx xi W x 2 H kxk D 1g the numerical range of an operator T 2L HMore special notations appear in the text

                References

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                2 LV Ahlfors Complex Analysis An Introduction of the Theory of Analytic Functions of OneComplex Variable 2nd edn (McGraw-Hill New York 1966)

                3 NI Akhiezer The Classical Moment Problem and Some Related Questions in Analysis(Hafner Publishing New York 1965) Translated by N Kemmer

                4 H Alexander J Wermer Several Complex Variables and Banach Algebras Graduate Textsin Mathematics vol 35 3rd edn (Springer New York 1998)

                5 M Andersson M Passare R Sigurdsson Complex Convexity and Analytic Functionals vol225 Progress in Mathematics (Birkhaumluser Basel 2004)

                6 E Basor J William Helton A new proof of the Szego limit theorem and new results forToeplitz operators with discontinuous symbol J Operator Theory 3(1) 23ndash39 (1980)

                7 CA Berger Intertwined operators and the Pincus principal function Integr Equ OperTheory 4(1) 1ndash9 (1981)

                8 L Bers An approximation theorem J Anal Math 14 1ndash4 (1965)9 P Bleher G Silva The mother body phase transition in the normal matrix model (2016)

                arXiv16010512410 R Boslash gvad B Shapiro On mother body measures with algebraic Cauchy transform Enseign

                Math 62(1ndash2) 117ndash142 (2016)11 A Boumlttcher SM Grudsky Spectral Properties of Banded Toeplitz Matrices (Society for

                Industrial and Applied Mathematics Philadelphia PA 2005)12 H Brezis AC Ponce Katorsquos inequality when u is a measure C R Math Acad Sci Paris

                338(8) 599ndash604 (2004)13 LG Brown The Determinant Invariant for Operators with Trace Class Self Commutators

                Lecture Notes in Mathematics vol 345 (Springer Berlin 1973) pp 210ndash22814 LA Caffarelli The obstacle problem revisited J Fourier Anal Appl 4(4ndash5) 383ndash402

                (1998)15 A Connes Noncommutative Geometry (Academic San Diego CA 1994)16 PJ Davis The Schwarz Function and its Applications The Carus Mathematical Monographs

                vol 17 (The Mathematical Association of America Buffalo NY 1974)17 P Diaconis W Fulton A growth model a game an algebra Lagrange inversion and

                characteristic classes Rend Sem Mat Univ Politec Torino 49(1) 95ndash119 (1993) 1991Commutative algebra and algebraic geometry II (Italian) (Turin 1990)

                18 WF Donoghue Jr Monotone Matrix Functions and Analytic Continuation (Springer NewYork Heidelberg 1974) Die Grundlehren der mathematischen Wissenschaften Band 207

                copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

                141

                142 References

                19 P Ebenfelt B Gustafsson D Khavinson M Putinar Preface in Quadrature Domainsand Their Applications Operator Theory Advances and Applications vol 156 (BirkhaumluserBasel 2005) pp viindashx

                20 M Eiermann RS Varga Zeros and local extreme points of Faber polynomials associatedwith hypocycloidal domains Electron Trans Numer Anal 1 49ndash71 (1993) (electronic only)

                21 A Eremenko E Lundberg K Ramachandran Electrstatic skeletons (2013)arXiv13095483

                22 HM Farkas I Kra Riemann Surfaces Graduate Texts in Mathematics vol 71 2nd edn(Springer New York 1992)

                23 RP Feynman AR Hibbs Quantum Mechanics and Path Integrals emended edition (DoverMineola NY 2010) Emended and with a preface by Daniel F Styer

                24 T Frankel The Geometry of Physics 3rd edn (Cambridge University Press Cambridge2012) An introduction

                25 A Friedman Variational Principles and Free-Boundary Problems Pure and AppliedMathematics (Wiley New York 1982) A Wiley-Interscience Publication

                26 SJ Gardiner T Sjoumldin Quadrature domains for harmonic functions Bull Lond Math Soc39(4) 586ndash590 (2007)

                27 SJ Gardiner T Sjoumldin Partial balayage and the exterior inverse problem of potential theoryin Potential Theory and Stochastics in Albac Theta Series in Advanced Mathematics (ThetaBucharest 2009) pp 111ndash123

                28 SJ Gardiner T Sjoumldin Two-phase quadrature domains J Anal Math 116 335ndash354 (2012)29 P Griffiths J Harris Principles of Algebraic Geometry (Wiley-Interscience New York

                1978) Pure and Applied Mathematics30 A Grothendieck Sur certains espaces de fonctions holomorphes I J Reine Angew Math

                192 35ndash64 (1953)31 M Guidry Gauge Field Theories A Wiley-Interscience Publication (Wiley New York

                1991) An introduction with applications32 B Gustafsson Quadrature identities and the Schottky double Acta Appl Math 1(3) 209ndash

                240 (1983)33 B Gustafsson Singular and special points on quadrature domains from an algebraic

                geometric point of view J Anal Math 51 91ndash117 (1988)34 B Gustafsson On mother bodies of convex polyhedra SIAM J Math Anal 29(5) 1106ndash

                1117 (1998) (electronic)35 B Gustafsson Lectures on balayage in Clifford Algebras and Potential Theory Univ

                Joensuu Dept Math Rep Ser vol 7 (University of Joensuu Joensuu 2004) pp 17ndash6336 B Gustafsson M Putinar An exponential transform and regularity of free boundaries in two

                dimensions Ann Scuola Norm Sup Pisa Cl Sci (4) 26(3) 507ndash543 (1998)37 B Gustafsson M Putinar Linear analysis of quadrature domains II Isr J Math 119

                187ndash216 (2000)38 B Gustafsson M Putinar Analytic continuation of Cauchy and exponential transforms

                in Analytic Extension Formulas and Their Applications (Fukuoka 1999Kyoto 2000)International Society for Analysis Applications and Computation vol 9 (Kluwer Dordrecht2001) pp 47ndash57

                39 B Gustafsson M Putinar Linear analysis of quadrature domains IV in QuadratureDomains and Their Applications Operator Theory Advances and Applications vol 156(Birkhaumluser Basel 2005) pp 173ndash194

                40 B Gustafsson M Putinar Selected topics on quadrature domains Phys D 235(1ndash2) 90ndash100(2007)

                41 B Gustafsson J Roos Partial balayage on riemannian manifolds (2016) arXiv16050310242 B Gustafsson M Sakai Properties of some balayage operators with applications to

                quadrature domains and moving boundary problems Nonlinear Anal 22(10) 1221ndash1245(1994)

                43 B Gustafsson M Sakai On potential-theoretic skeletons of polyhedra Geom Dedicata76(1) 1ndash30 (1999)

                References 143

                44 B Gustafsson M Sakai Sharp estimates of the curvature of some free boundaries in twodimensions Ann Acad Sci Fenn Math 28(1) 123ndash142 (2003)

                45 B Gustafsson M Sakai On the curvature of the free boundary for the obstacle problem intwo dimensions Monatsh Math 142(1ndash2) 1ndash5 (2004)

                46 B Gustafsson HS Shapiro What is a quadrature domain in Quadrature Domains andTheir Applications Operator Theory Advances and Applications vol 156 (Birkhaumluser Basel2005) pp 1ndash25

                47 B Gustafsson VG Tkachev On the exponential transform of multi-sheeted algebraicdomains Comput Methods Funct Theory 11(2) 591ndash615 (2011)

                48 B Gustafsson M Sakai HS Shapiro On domains in which harmonic functions satisfygeneralized mean value properties Potential Anal 7(1) 467ndash484 (1997)

                49 B Gustafsson C He P Milanfar M Putinar Reconstructing planar domains from theirmoments Inverse Prob 16(4) 1053ndash1070 (2000)

                50 B Gustafsson M Putinar EB Saff N Stylianopoulos Bergman polynomials on anarchipelago estimates zeros and shape reconstruction Adv Math 222(4) 1405ndash1460 (2009)

                51 B Gustafsson R Teoderscu A Vasilrsquoevrsquo Classical and Stochastic Laplacian GrowthAdvances in Mathematical Fluid Mechanics (Birkhaumluser Basel 2014)

                52 PR Halmos Normal dilations and extensions of operators Summa Brasil Math 2 125ndash134(1950)

                53 PR Halmos A Hilbert Space Problem Book (D Van Nostrand Princeton NJ TorontoOntorio London 1967)

                54 FR Harvey H Blaine Lawson Jr On boundaries of complex analytic varieties I AnnMath (2) 102(2) 223ndash290 (1975)

                55 MX He EB Saff The zeros of Faber polynomials for an m-cusped hypocycloid J ApproxTheory 78(3) 410ndash432 (1994)

                56 LI Hedberg Approximation in the mean by solutions of elliptic equations Duke Math J40 9ndash16 (1973)

                57 H Hedenmalm N Makarov Coulomb gas ensembles and Laplacian growth Proc LondMath Soc (3) 106(4) 859ndash907 (2013)

                58 JW Helton RE Howe Traces of commutators of integral operators Acta Math 135(3ndash4)271ndash305 (1975)

                59 G Herglotz Gesammelte Schriften (Vandenhoeck amp Ruprecht Goumlttingen 1979) Withintroductory articles by Peter Bergmann S S Chern Ronald B Guenther Claus MuumlllerTheodor Schneider and H Wittich Edited and with a foreword by Hans Schwerdtfeger

                60 L Houmlrmander The Analysis of Linear Partial Differential Operators I Grundlehren derMathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol256 (Springer Berlin 1983) Distribution theory and Fourier analysis

                61 L Houmlrmander Notions of Convexity Progress in Mathematics vol 127 (Birkhaumluser BostonMA 1994)

                62 K Huang Quantum Field Theory A Wiley-Interscience Publication (Wiley New York1998) From operators to path integrals

                63 L Karp AS Margulis Newtonian potential theory for unbounded sources and applicationsto free boundary problems J Anal Math 70 1ndash63 (1996)

                64 D Khavinson E Lundberg A tale of ellipsoids in potential theory Not Am Math Soc61(2) 148ndash156 (2014)

                65 D Kinderlehrer G Stampacchia An Introduction to Variational Inequalities and TheirApplications Pure and Applied Mathematics vol 88 (Academic [Harcourt Brace JovanovichPublishers] New York-London 1980)

                66 G Koumlthe Dualitaumlt in der Funktionentheorie J Reine Angew Math 191 30ndash49 (1953)67 MG Kreın AA Nudelrsquoman The Markov Moment Problem and Extremal Problems

                (American Mathematical Society Providence RI 1977) Ideas and problems of PL Cebyševand AA Markov and their further development Translated from the Russian by D LouvishTranslations of Mathematical Monographs vol 50

                144 References

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                69 JC Langer DA Singer Foci and foliations of real algebraic curves Milan J Math 75225ndash271 (2007)

                70 S-Y Lee NG Makarov Topology of quadrature domains J Am Math Soc 29(2) 333ndash369(2016)

                71 L Levine Y Peres Scaling limits for internal aggregation models with multiple sources JAnal Math 111 151ndash219 (2010)

                72 J Liesen Z Strakoˇ s Krylov Subspace Methods Numerical Mathematics and ScientificComputation (Oxford University Press Oxford 2013) Principles and analysis

                73 JS Marshall On the construction of multiply connected arc integral quadrature domainsComput Methods Funct Theory 14(1) 107ndash138 (2014)

                74 M Martin M Putinar Lectures on Hyponormal Operators Operator Theory Advances andApplications vol 39 (Birkhaumluser Basel 1989)

                75 A Petrosyan H Shahgholian N Uraltseva Regularity of Free Boundaries in Obstacle-Type Problems Graduate Studies in Mathematics vol 136 (American Mathematical SocietyProvidence RI 2012)

                76 JD Pincus Commutators and systems of singular integral equations I Acta Math 121219ndash249 (1968)

                77 JD Pincus D Xia JB Xia The analytic model of a hyponormal operator with rank oneself-commutator Integr Equ Oper Theory 7(4) 516ndash535 (1984)

                78 J Polchinski String Theory Vol I Cambridge Monographs on Mathematical Physics(Cambridge University Press Cambridge 1998) An introduction to the bosonic string

                79 M Putinar On a class of finitely determined planar domains Math Res Lett 1(3) 389ndash398(1994)

                80 M Putinar Linear analysis of quadrature domains Ark Mat 33(2) 357ndash376 (1995)81 M Putinar Extremal solutions of the two-dimensional L-problem of moments J Funct

                Anal 136(2) 331ndash364 (1996)82 CR Putnam Commutation Properties of Hilbert Space operators and Related Topics

                Ergebnisse der Mathematik und ihrer Grenzgebiete Band 36 (Springer New York 1967)83 F Riesz BSz-Nagy Leccedilons drsquoanalyse fonctionnelle (Acadeacutemie des Sciences de Hongrie

                Akadeacutemiai Kiadoacute Budapest 1952)84 C Rovelli Quantum Gravity Cambridge Monographs on Mathematical Physics (Cambridge

                University Press Cambridge 2004) With a foreword by James Bjorken85 EB Saff NS Stylianopoulos Asymptotics for polynomial zeros beware of predictions

                from plots Comput Methods Funct Theory 8(1ndash2) 385ndash407 (2008)86 EB Saff V Totik Logarithmic Potentials with External Fields Grundlehren der Math-

                ematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] vol 316(Springer Berlin 1997) Appendix B by Thomas Bloom

                87 M Sakai A moment problem on Jordan domains Proc Am Math Soc 70(1) 35ndash38 (1978)88 M Sakai Null quadrature domains J Anal Math 40 144ndash154 (1982) 198189 M Sakai Quadrature Domains Lecture Notes in Mathematics vol 934 (Springer Berlin

                1982)90 M Sakai Applications of variational inequalities to the existence theorem on quadrature

                domains Trans Am Math Soc 276(1) 267ndash279 (1983)91 M Sakai Solutions to the obstacle problem as Green potentials J Anal Math 44 97ndash116

                (19841985)92 M Sakai Regularity of a boundary having a Schwarz function Acta Math 166(3ndash4) 263ndash

                297 (1991)93 M Sakai Regularity of boundaries of quadrature domains in two dimensions SIAM J Math

                Anal 24(2) 341ndash364 (1993)94 M Sakai Regularity of free boundaries in two dimensions Ann Scuola Norm Sup Pisa Cl

                Sci (4) 20(3) 323ndash339 (1993)

                References 145

                95 TV Savina BYu Sternin VE Shatalov On a minimal element for a family of bodiesproducing the same external gravitational field Appl Anal 84(7) 649ndash668 (2005)

                96 M Schiffer DC Spencer Functionals of Finite Riemann Surfaces (Princeton UniversityPress Princeton NJ 1954)

                97 MD Schwartz Quantum Field Theory and the Standard Model (Cambridge UniversityPress Cambridge 2014)

                98 J Sebastiatildeo e Silva Analytic functions and functional analysis Port Math 9 1ndash130 (1950)99 H Shahgholian Unbounded quadrature domains in Rn n 3 J Anal Math 56 281ndash291

                (1991)100 HS Shapiro Unbounded quadrature domains in Complex Analysis I (College Park MD

                1985ndash86) Lecture Notes in Mathematics vol 1275 (Springer Berlin 1987) pp 287ndash331101 HS Shapiro The Schwarz Function and its Generalization to Higher Dimensions University

                of Arkansas Lecture Notes in the Mathematical Sciences vol 9 (Wiley New York 1992) AWiley-Interscience Publication

                102 T Sjoumldin Mother bodies of algebraic domains in the complex plane Complex Var EllipticEqu 51(4) 357ndash369 (2006)

                103 H Stahl V Totik General orthogonal polynomials volume 43 of Encyclopedia ofMathematics and its Applications Cambridge University Press Cambridge 1992

                104 MH Stone Linear Transformations in Hilbert Space American Mathematical SocietyColloquium Publications vol 15 (American Mathematical Society Providence RI 1990)Reprint of the 1932 original

                105 K Strebel Quadratic Differentials Ergebnisse der Mathematik und ihrer Grenzgebiete (3)[Results in Mathematics and Related Areas (3)] vol 5 (Springer Berlin 1984)

                106 JL Ullman Studies in Faber polynomials I Trans Am Math Soc 94 515ndash528 (1960)107 AN Varchenko PI Etingof Why the Boundary of a Round Drop Becomes a Curve of Order

                Four AMS University Lecture Series 3rd edn (American Mathematical Society ProvidenceRI 1992)

                108 JL Walsh Interpolation and Approximation by Rational Functions in the Complex Domain4th edn American Mathematical Society Colloquium Publications vol XX (AmericanMathematical Society Providence RI 1965)

                109 RO Wells Jr Differential Analysis on Complex Manifolds Prentice-Hall Series in ModernAnalysis (Prentice-Hall Englewood Cliffs NJ 1973)

                110 H Widom Extremal polynomials associated with a system of curves in the complex planeAdv Math 3 127ndash232 (1969)

                111 D Xia Analytic Theory of Subnormal Operators (World Scientific Hackensack NJ 2015)112 DV Yakubovich Real separated algebraic curves quadrature domains Ahlfors type

                functions and operator theory J Funct Anal 236(1) 25ndash58 (2006)113 D Zidarov Inverse Gravimetric Problem in Geoprospecting and Geodesy Developments in

                Solid Earth Geophysics vol 19 (Elsevier Amsterdam 1990)

                Index

                algebraic domain 40analytic continuation 86analytic functional 43analytic model 33 34analytic moment 11analyticity of free boundary 86annihilation and creation

                operators 36annulus 94

                Bergman inner product 33Bergman kernel 119Bergman space 119

                Caley-Hamilton theorem 58canonical line bundle 120carrier (of analytic functional) 43Cauchy kernel 32Cauchy transform 8Cauchy transform (as an operator) 27characteristic polynomial 58Chebyshev polynomial 98Chern class 17Cholesky decomposition 72cohyponormal operator 28 31complex moment 11convex carrier 91counting measure 47 57cross ratio 10

                defect operator 70determinant of an operator 29double Cauchy transform 8dual basis 38 50

                electrostatic skeleton 80ellipse 63 97equilibrium measure 104exponential moment 11exponential transform 7

                Faber polynomial 120Feynman integral 36finite central truncation 57finitely determined domain 40four variable exponential transform 10Fredhom index 130Friedrichs operator 119

                generalized lemniscate 56genus formula 100Gram matrix 26Greenrsquos function 48 105 113

                Hardy space 35harmonic moment 11Hessenberg matrix 52 123hyperfunction 43hyperplane section bundle 17hypocycloid 99hyponormal operator 31 125

                Jacobi matrix 98Jacobi-Toeplitz matrix 53

                lemniscate 103line bundle 16logarithmic potential 78

                copy Springer International Publishing AG 2017B Gustafsson M Putinar Hyponormal Quantization of Planar DomainsLecture Notes in Mathematics 2199 DOI 101007978-3-319-65810-0

                147

                148 Index

                madonna body 80 105minimal carrier 77 82minimal convex carrier 43minimal polynomial 58modified Schwarz potential 89 108 117mother body 44 78

                numerical range 58 70 127

                order of a quadrature domain 41orthogonal polynomial 47

                Padeacute approximation 60partial balayage 79plurisubharmonic function 51positive definite matrix 13preface viiprincipal function 31 130

                quadratic differential 90quadrature domain 40quadrature domain for subharmonic functions

                80quadrature domain in the wide sense 44quantized Faber polynomial 123

                rational multiplicity 128real central truncation 74reproducing kernel 15ridge 105Riemann-Hilbert problem 18Riemann-Hurwitz formula 96 100

                Schottky double 96 120Schurrsquos theorem 13Schwarz function 16Schwarz reflection 113shift operator 27Silva-Koumlthe-Grothendieck duality 37skeleton 78spectral radius 126symbol 121Szegouml limit theorem 131

                three term relation 63Toeplitz matrix 122Toeplitz operator 121trace norm 58trace-class operator 29trace-class perturbation 58

                unilateral shift 54 122

                LECTURE NOTES IN MATHEMATICS 123Editors in Chief J-M Morel B Teissier

                Editorial Policy

                1 Lecture Notes aim to report new developments in all areas of mathematics and theirapplications ndash quickly informally and at a high level Mathematical texts analysing newdevelopments in modelling and numerical simulation are welcome

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                2 Besides monographs multi-author manuscripts resulting from SUMMER SCHOOLS orsimilar INTENSIVE COURSES are welcome provided their objective was held to presentan active mathematical topic to an audience at the beginning or intermediate graduate level(a list of participants should be provided)

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                3 Manuscripts should be submitted either online at wwweditorialmanagercomlnm toSpringerrsquos mathematics editorial in Heidelberg or electronically to one of the series edi-tors Authors should be aware that incomplete or insufficiently close-to-final manuscriptsalmost always result in longer refereeing times and nevertheless unclear refereesrsquo rec-ommendations making further refereeing of a final draft necessary The strict minimumamount of material that will be considered should include a detailed outline describingthe planned contents of each chapter a bibliography and several sample chapters Parallelsubmission of a manuscript to another publisher while under consideration for LNM is notacceptable and can lead to rejection

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                ndash a subject index as a rule this is genuinely helpful for the readerndash For evaluation purposes manuscripts should be submitted as pdf files

                6 Careful preparation of the manuscripts will help keep production time short besidesensuring satisfactory appearance of the finished book in print and online After accep-tance of the manuscript authors will be asked to prepare the final LaTeX source files(see LaTeX templates online httpswwwspringercomgbauthors-editorsbook-authors-editorsmanuscriptpreparation5636) plus the corresponding pdf- or zipped ps-file TheLaTeX source files are essential for producing the full-text online version of the booksee httplinkspringercombookseries304 for the existing online volumes of LNM) Thetechnical production of a Lecture Notes volume takes approximately 12 weeks Additionalinstructions if necessary are available on request from lnmspringercom

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                AddressesProfessor Jean-Michel Morel CMLA Eacutecole Normale Supeacuterieure de Cachan FranceE-mail moreljeanmichelgmailcom

                Professor Bernard Teissier Equipe Geacuteomeacutetrie et DynamiqueInstitut de Matheacutematiques de Jussieu ndash Paris Rive Gauche Paris FranceE-mail bernardteissierimj-prgfr

                Springer Ute McCrory Mathematics Heidelberg GermanyE-mail lnmspringercom

                • Preface
                • Contents
                • 1 Introduction
                • 2 The Exponential Transform
                  • 21 Basic Definitions
                  • 22 Moments
                  • 23 Positive Definiteness Properties
                  • 24 The Exponential Transform as a Section of a Line Bundle
                  • 25 A Riemann-Hilbert Problem
                    • 3 Hilbert Space Factorization
                      • 31 Definitions and Generalities
                      • 32 Restrictions and Extensions
                      • 33 Linear Operators on H(Ω)
                      • 34 A Functional Model for Hyponormal Operators
                      • 35 Summary in Abstract Setting
                      • 36 The Analytic Subspace Ha(Ω)
                      • 37 The Analytic Model
                      • 38 A Formal Comparison to Quantum Field Theory
                      • 39 Silva-Koumlthe-Grothendieck Duality
                      • 310 Quadrature Domains
                      • 311 Analytic Functionals
                        • 4 Exponential Orthogonal Polynomials
                          • 41 Orthogonal Expansions
                          • 42 Zeros of Orthogonal Polynomials
                          • 43 The Hessenberg Matrices
                          • 44 The Matrix Model of Quadrature Domains
                            • 5 Finite Central Truncations of Linear Operators
                              • 51 Trace Class Perturbations
                              • 52 Padeacute Approximation Scheme
                              • 53 Three Term Relation for the Orthogonal Polynomials
                              • 54 Disjoint Unions of Domains
                              • 55 Perturbations of Finite Truncations
                              • 56 Real Central Truncations
                                • 6 Mother Bodies
                                  • 61 General
                                  • 62 Some General Properties of Mother Bodies
                                  • 63 Reduction of Inner Product to Mother Body
                                  • 64 Regularity of Some Free Boundaries
                                  • 65 Procedures for Finding Mother Bodies
                                    • 7 Examples
                                      • 71 The Unit Disk
                                      • 72 The Annulus
                                      • 73 Complements of Unbounded Quadrature Domains
                                        • 731 The Ellipse
                                        • 732 The Hypocycloid
                                          • 74 Lemniscates
                                          • 75 Polygons
                                            • 751 Computation of Mother Body
                                            • 752 Numerical Experiments
                                              • 76 The Half-Disk and Disk with a Sector Removed
                                                • 761 Computation of Mother Body
                                                • 762 Numerical Experiment
                                                  • 77 Domain Bounded by Two Circular Arcs
                                                    • 771 Numerical Experiment
                                                      • 78 External Disk
                                                        • 781 Numerical Experiment Ellipse Plus Disk
                                                        • 782 Numerical Experiment Pentagon Plus Disk
                                                          • 79 Abelian Domains
                                                          • 710 Disjoint Union of a Hexagon and a Hypocycloid
                                                            • 7101 Numerical Experiment
                                                              • 711 A Square with a Disk Removed
                                                                • 7111 Numerical Experiment
                                                                    • 8 Comparison with Classical Function Spaces
                                                                      • 81 Bergman Space
                                                                      • 82 Faber Polynomials
                                                                        • A Hyponormal Operators
                                                                        • Historical Notes
                                                                        • Glossary
                                                                        • References
                                                                        • Index

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