INSTRUCTIONS The text between the lines BODY and ENDBODY is made of 2337 lines and 103855 bytes (not counting or ) In the following table this count is broken down by ASCII code; immediately following the code is the corresponding character. 55919 lowercase letters 4884 uppercase letters 2357 digits 12117 ASCII characters 32 4 ASCII characters 33 ! 8 ASCII characters 34 " 3092 ASCII characters 36 $ 90 ASCII characters 38 & 270 ASCII characters 39 ' 1586 ASCII characters 40 ( 1586 ASCII characters 41 ) 5 ASCII characters 42 * 278 ASCII characters 43 + 1275 ASCII characters 44 , 460 ASCII characters 45 - 991 ASCII characters 46 . 14 ASCII characters 47 / 118 ASCII characters 58 : 1978 ASCII characters 59 ; 12 ASCII characters 60 < 333 ASCII characters 61 = 52 ASCII characters 62 > 1 ASCII characters 64 @ 251 ASCII characters 91 [ 7093 ASCII characters 92 \ 248 ASCII characters 93 ] 886 ASCII characters 94 ^ 2693 ASCII characters 95 _ 38 ASCII characters 96 ` 2460 ASCII characters 123 { 296 ASCII characters 124 | 2460 ASCII characters 125 } BODY \magnification=1200 \font\mm=msxm10 \def\n{\noindent} \font\eightrm=cmr8 \font\sixrm=cmr6 \newfam\bbfam \font\tenbb=msym10 \textfont\bbfam=\tenbb \def\bb{\fam\bbfam\tenbb} \def\r{\rightarrow} \def\b{\bigskip} \def\m{\medskip} \def\v{\varepsilon} \def\p{\partial} \def\u{\underline} \def\D{\Delta} \def\L{\Lambda} \catcode `@=11 \null\vskip 3cm \centerline {\bf ON THE GIBBS STATES FOR ONE-DIMENSIONAL LATTICE} \centerline{\bf BOSON SYSTEMS WITH A LONG-RANGE INTERACTION} \vskip 10truemm \centerline{\bf E. Olivieri$^{1,2}$, P. Picco$^{1,2,6}$ and Yu.M. Suhov$^{2,3,4,5}$} \vskip 10truemm {\leftskip=2.5cm\rightskip=2cm\n\eightrm {\bf Abstract} : We consider an infinite chain of interacting quantum (anharmonic) oscillators. The pair potential for the oscillators at lattice distance $d$ is proportional to $(d^2(\log(d+1))F(d))^{-1}$ where ${\displaystyle{\Sigma_{r\in{\bf Z}}(rF(r))^{-1}<\infty}}$. We prove that for any value of the inverse temperature $\beta>0$ there exists a limiting Gibbs state which is translationally invariant and ergodic. Furthermore, it is analytic in a natural sense. This shows the absence of phase transitions in the systems under consideration for any value of the thermodynamic parameters. \vskip 10truemm \n February 1992 \vskip 15truemm \n 1\quad Dipartimento di Matematica, Universit\'a di Roma ``Tor Vergata'', $\;$Roma ITALIA.CNR-GNFM. \n 2\quad Centre de Physique Th\'eorique, CNRS-Luminy, Marseille FRANCE. \n 3\quad Institute for Problems of Information Transmission, The Russian Academy of Sciences, Moscow RUSSIA. \n 4\quad Dipartimento di Matematica "Guido Castelnuovo", Universit\'a degli Studi di Roma "La Sapienza", Roma ITALIA. \n 5\quad Statistical Laboratory, Department of Pure Mathematics and Mathematical Statistics, University of Cambridge, Cambridge ENGLAND UK. \n 6\quad Courant Institute of Mathematical Sciences, New York, USA \par} \vfill\eject \n {\bf 0. INTRODUCTION} \m One-dimensional systems of statistical mechanics, both classical and quantum, are believed not to exhibit phase transitions provided that the interaction between particles decreases fast enough with the distance. A border case is the inverse square power interaction: classical one-dimensional systems with that type of interaction were investigated in [FS]. Quantum systems are more difficult to study; even for relatively simple classes of systems (spins on a one-dimensional lattice or one-dimensional particle systems with a fermion-type interaction) the rigorous proof of the absence of phase transitions requires sophisticated techniques. In this paper we investigate a class of one-dimensional quantum lattice boson systems (chains of quantum anharmonic oscillators) with long-range interaction potentials that decrease slightly faster than the inverse square power of the lattice distance. The main technical tools to use are the Wiener integral representation [Gi] and the cluster expansions which, in the one-dimensional classical situation, was elaborated in [C.C.O.]. The absence of phase transitions is expressed here in the following terms: for any value of the inverse temperature $\beta >0$ there exists a limiting Gibbs state which is translation-invariant and ergodic. Moreover, this state is analytic, in terms of the self-interaction and two-body interaction potentials, in the sense that the expectation values of certain observables admit an analytic continuation to a complex domain containing part of the real axis. Our method may be considered as alternative to the one used in [P1] and [P2]. We aim to extend our results to one-dimensional continuous quantum systems in a separate publication. The paper is organized as follows. In Section 1 we formulate our main results (Theorems 1,2) and introduce basic objects for future use. In Section 2 the proofs are accomplished. An Appendix contains the proof of superstability estimates which are not related to the one-dimensional structure of systems under consideration. \b \n {\bf 1. PRELIMINARIES, RESULTS AND TECHNICAL TOOLS} \m A Hilbert space ${\cal H}_j$ identified as $L_{2}({\bf R})$ is associated with any site $j$ of the one-dimensional lattice $\bf Z$. By ${\cal B}_j$ we denote the $C^{\star}$-algebra of the bounded operators in ${\cal H}_j$. Given a finite set $\L\subset \bf Z$, we identify a Hilbert space ${\cal H}_\L$ with $\;L_2({\bf R}^J)\;$ (which is nothing but the tensor product $\;\otimes_{j\in \L}{\cal H}_j\;$) and denote by ${\cal B}_\L$ the $C^{\star}$-algebra of the bounded operators in ${\cal H}_\L$. The inductive limit $\lim _{\L\nearrow \bf Z} {\cal B}_\L$ is denoted as ${\cal B}$; this is the $^{\star}$-algebra of local observables of our system. Its completion in the operator norm is the $C^{\star}$-algebra $\cal B$ of quasilocal observables. In the sequel we do not distinguish between the operators in ${\cal H}_\L$ and the corresponding elements of $\cal B$. The action of the space translation group $S_{y}, y\in \bf Z,$ on $\cal B$ is defined in the standard way. By $q_j$ and $p_j$ we denote the position and momentum operators in ${\cal H}_j$ (or the corresponding operators in ${\cal H}_\L$ with $\L\ni j:$) $$q_{j}\;f(x_{j}) = x_{j}f(x_{j}),\quad\quad p_{j}\;f(x_{j}) = - i {d \over dx_j}f(x_j).$$ The Hamiltonian (the operator of the energy) $\;H_\L\;$ of the system in a finite `volume' $\;\L\;$ is the self-adjoint operator in $\;{\cal H}_\L\;$ $$H_{\L} \ = \ K_\L \;+ \; U_\L.\eqno (1.1)$$ Here $K_\L \; $ is the kinetic part and $\; U_\L \;$ the potential part: $$ K_\L\; = \; {1\over 2} \sum _{j \in \L} {p_j}^2 ,\eqno (1.2)$$ and $$\ U_\L \;=\;U_{\L,0} \;+\;U_{\L,1}, \eqno (1.3) $$ where $\ U_{\L,0} \ $ is the self-interaction energy and $\ U_{\L,1}\ $ is the two-body interaction energy $$U_{\L,0} \;= \; \sum _{j \in \L} \Phi(\;q_j\;),\quad U_{\L,1} \;=\;{1\over 2} \sum _{j,j^\prime \in \L:j\ne j^\prime} \Psi _{\vert j - j^{\prime}\vert}(\;q_{j},q_{j^\prime}\;). \eqno (1.4) $$ Here, $\Phi : {\bf R}\rightarrow {\bf R}$ (a self-interaction potential) and $ \Psi_{d} : {\bf R}\times {\bf R}\rightarrow {\bf R}$ (a two-body interaction potential, at distance $d$), $\;d\in {\bf Z}^+\;$, are $C^2$-functions, $\;\Psi_{d}\;$ is symmetric. [We use the same symbols for denoting functions (of real variables) and the corresponding multiplication operators.] We list below the conditions that are imposed on the interaction potentials. (I)The function $\;\Psi_d (x,y)\;$ obeys $$\vert\Psi_{d}(x,y)\vert\;\le{{(\vert x\vert+1)\; (\vert y\vert +1)}\over{d^{2}F(d)\log\;(d+1)}},\ x,y \in \bf R, \eqno (1.5)$$ where $\;F\;$ is a monotone function $\;\bf Z^+\rightarrow\bf R^+\;$ with $$\sum _{r\in \bf Z} (r F(r))^{-1} <\infty .\eqno (1.6)$$ In addition, we suppose that \m (II) there exists $\;r^0>0\;$ such that for any finite $\;\L\subset\bf Z$, $\;x_\L=(x_j,j\in\L)\in{\bf R}^\L,\;$ and positive integer $\;r\geq r^0\;$ $$U^{(\leq r )}_{\L}(x_{\L})\ge\;\sum_{j\in\L}(c_1x_{j}^{2} -c_{2} ), \eqno (1.7)$$ where $\;c_{1}>0\;$ and $\;c_{2}\in\bf R\;$ are constants. Here $$U_\L^{(\leq r)}(x_\L )={1\over 2}\sum_{j,j'\in\L :|j-j'|\leq r}\Psi_{|j-j'|} (x_j,x_{j'}) + \sum_{j \in \L} \Phi (x_j) .\eqno (1.8)$$ The bound (1.7), with $\;r\;$ greater than the length of $\;\L,\;$ is usually called a superstability condition. At a certain stage we shall need a similar condition for the derivatives: (III)The functions $\;\displaystyle{\Phi^{(\mu )}(x)= {{\partial^\mu}\over{\partial x^\mu}}\Phi (x)}\;$ and $\;\displaystyle{\Psi_d^{(\mu )}(x,y)= {{\partial^\mu}\over{\partial x^\mu}}\Psi_d (x,y)}$, $\mu=1,2$, satisfy the bounds $$|\Psi^{(\mu )}_d (x,y)|\;\le {{(|x|+1)\;(|y|+1)}\over{d^2F(d)\log (d+1)}},\;x,y\in{\bf R},\;\mu=1,2,\eqno (1.9)$$ and $$|\Phi^{(\mu )}(x)|\leq \exp(\tilde c_1x^2-\tilde c_2) \;x\in{\bf R},\;\mu=1,2,\eqno (1.10)$$ where $\;\tilde c_1>0\;$ and $\;\tilde c_2\in{\bf R}\;$ are some constants. Examples of potentials $\;\Phi\;$ and $\;\Psi_d\;$satisfying the conditions stated are easily provided by `polynomial' interactions. A Gibbs state in a finite volume $\L \subset \bf Z$ is defined by $$\phi_{\L}(a)\ =\ \hbox{tr}\;(a\rho_{\L}),\ a\in{\cal B}_\L, \eqno (1.11)$$ where $\rho_\L$ is the density matrix $$ \rho_{\L} \ = \ \Xi_{\L}^{-1} \exp (-\beta H_{\L}), \eqno (1.12)$$ $\Xi_\L$ is the partition function $$\Xi_\L \ =\ \hbox{tr} \ \exp (- \beta H_{\L}) \eqno (1.13)$$ and $\;\beta > 0\;$ is the inverse temperature of the system. The existence of a state $\;\phi_\L\;$ is guaranteed by \n {\bf Proposition 1.1} \m {\it Under the condition (II), for any $\ \beta >0\;$ operator $\;\exp (-\beta H_\L)\;$ is of trace class.} \b Being of trace class, the operator $\;\rho_\L\;$ is determined by its integral kernel $\;k_\L(x_\L,y_\L):\;$ $$\rho_\L f(x_\L)=\int_{{\bf R}^\L}dy_\L k_\L(x_\L,y_\L)f(y_\L),\;f\in L_2({\bf R}^\L),\;x_\L,y_\L\in{\bf R}^\L,\eqno (1.14)$$ where $\;dy_\L\;$ denotes the Lebesgue measure on $\;{\bf R}^\L.\;$ The quantity $\lambda_\L\;=\;-1/ \vert \L\vert \;\ln \;\hbox {tr} \;\exp (-\beta H_\L)$ gives the free energy per lattice site in the volume $\L\;(\;\vert\L\vert$ denotes the number of lattice sites in $\L$). Actually, it is of interest to consider $\;\phi_\L(a)\;$ also for some unbounded operators \break \n$a\;$ in $\;{\cal H}_\L$ (this is possible when $\;a\rho_\L\;$ is a trace class operator). Good examples are the position and the momentum operators $\;q_j$, $p_j$, $j\in\L\;$ and functions of them such as the Hamiltonian $\;H_{\L}\;$ and its kinetic and potential parts, $\;K_{\L}\;$ and $\;U_{\L}.\;$ It is also interesting to consider the Hamiltonian $\;H_{J}\;$ for a `sub-system' in a smaller volume $\;J\subseteq\L$ as well as its kinetic and potential parts. Finally, we can take a `relative' potential energy operator $\;U_{J\;|\;\L\setminus J}$ = $U_\L-U_{J}$. In general, we consider operators of the form $\;{\cal F}_J$ = ${\cal F}_J(q_j,j\in J)\;$ where $\;{\cal F}_J:{\bf R}^J\to{\bf R}\;$ is a measurable function such that $$|{\cal F}_J(x_J)|\leq \exp [\sum_{j\in J}(\bar c_1x^2-\bar c_2)],\eqno (1.15)$$ where $\;\bar c_10$, (a) there exists the limit $$\lambda\ =\lim_{\L\nearrow\bf Z}\ \lambda_\L\eqno (1.16) $$ (the free energy of the infinite system), (b) there exists the $\; w^{\star}-$limit $$ \phi\ =\ \lim_{\L\nearrow \bf Z}\ \phi_\L \eqno (1.17) $$ which defines a state $\ \phi\ $ on $\;C^{{\star}}$-algebra $\ \cal B\;.$ Furthermore, the state $\ \phi\ $ is locally normal (i.e. is given by a family $\ (\rho^{(J)})\ $ of local density matrices), translationally invariant and has the following mixing property: $$ \lim _{u\nearrow \pm \infty }\phi (a_{1}\;S_{u}a_{2})\ =\ \phi (a_{1})\ \phi (a_{2}). \eqno (1.18) $$ Hence, $\;\phi\;$is ergodic, i.e., $\ \phi \ $ gives an extreme point of the set of translationally invariant states on the $C^{{\star}}$-algebra $\ \cal B $. For any finite $\ J \subset \bf Z, \ $ the operator $\ \rho^{(J)} \ $acts in $\ {\cal H }_{J}; \ $it is positively defined, of trace class and with ${\rm {tr}}\;\rho^{(J)}\;= \;1.$ (c) The functionals $\phi ({\cal F}_{J})\;$ (defined as {\rm{tr}} $\;({\cal F}_{J})\rho^{(J)})\;$ are finite for any finite $\;J\subset\bf Z\;$ and any measurable function $\;{\cal F}_J\; :{\bf R}^{J} \rightarrow \bf R \ $ which obeys (1.15). In addition, they coincide with the limits $$\lim_{\L\nearrow\bf Z}\phi_\L({\cal F}_J).\eqno (1.19)$$ In particular, this is true for $\;{\cal F}_J=U_J.\;$ Moreover, there exists a finite limit $$\phi (U_{J\;|\;{\bf Z}\setminus J})=\lim_{\tilde\L\nearrow{\bf Z}} \phi (U_{J\;|\;\tilde\L\setminus J})=\lim_{\L\nearrow{\bf Z}}\phi_\L (U_{J\;|\;\L\setminus J}).\eqno (1.20)$$ (d) If, in addition, condition (III) is valid, then, for any finite $\;J\subset{\bf Z},\;$ the integral kernel $\;k^{(J)}\;$ of operator $\;\rho^{(J)}\;$ is a $\;C^2$-function of arguments $\; x_J,\;{y}_J\;\in{\bf R}^J.\;$ Furthermore, $\;\phi (p^2_{l})\;$ (defined as {\rm {tr}}$\;(p^2_{l}\rho^{(\{l\})})\;$) is finite and coincides with the limit} $$\lim_{\L\nearrow\bf Z}\phi_\L(p^2_l).\eqno (1.21) $$ {\bf Remarks.} 1. The kernels $\;k^{(J)}\;$ are given by the formula (cf. (1.14)) $$\rho^{(J)}f(x_J)=\int_{{\bf R}^J}dy_Jk^{(J)} (x_J,y_J)f(y_J),\;f\in L_2({\bf R}^J),\;x_J,y_J \in{\bf R}^J,\eqno (1.22)$$ where $\;dy_J\;$ denotes, as before, the Lebesgue measure on $\;{\bf R}^J;\;$ these kernels are formally determined almost everywhere with respect to this measure. Speaking of their smoothness property, we have in mind their variants that are determined everywhere on $\;{\bf R}^J$. The same is true for the analyticity property . In fact, this remark holds for every kernel we deal with in the sequel, and for every property that is stated for any $\;x_J$, $y_J$ $\in{\bf R}^J$. 2. In view of the translation-invariance property of $\;\phi\;$, $\phi (p^2_l)\;$ does not depend on $\;l\;$ and also $\;\phi (U_{S_uJ})\;$ and $\;\phi (U_{S_uJ|{\bf Z}\setminus S_uJ})\;$ do not depend on $\;u.\;$ \b The following theorem expresses the analyticity properties of the limiting state $\;\phi\;$ constructed in Theorem 1. \b \n {\bf Theorem 2} \m {\it Let the functions $\;\Phi (\;\cdot\;,z_0)\;$ and $\; \Psi_{d}(\cdot\;,z_1)\;$ depend on parameters $\;z_{l}\in{\bf C},\;l\;=\;0,1,\;$ in the following way: $$\Phi(\;\cdot\;,z_{0}\;)\;=\;z_{0}\;\Phi , \;\Psi_{d}(\;\cdot\;,z_{1}\;)\;=\;z_{1}\;\Psi_{d},\eqno (1.23) $$ where $\;\Phi\;$ and $\;\Psi_d\;$ satisfy conditions (I) and (II). Then, for any $\;\beta > 0,\;$ (a) The free energy $\;\lambda\;$ is a real analytic function of variables $\;z_0,z_1\;$ in the \break region $\;{\cal V}=\{z_0\in{\bf R}^{+},z_1\in[0,z_0]\}\;$ which has an analytic continuation in a complex domain in $\;{\bf C}^{2}\;$ containing $\;{\cal V}$, (b) For any finite $\;J\;$ and any $\;x_J,y_J\in{\bf R}^J,\;$ the same assertion holds for the kernels $\;k^{(J)}(x_J,y_J).\;$ Furthermore the same is true for $\;\phi ({\cal F}_{J})\;$ where $\;F_{J}\; $ is as in Theorem 1 (in particular, for $\;F_J=U_J\;$). Finally, the same is true for $\;\phi (U_{J\;|\;{\bf Z}\setminus J}).\;$ (c) For any finite $\;J\;$ and a Hilbert-Schmidt operator $\;a\in{\cal B}_J,\;$ $\;\phi (a)\;$ admits an analytic continuation in a complex domain of $\;{\bf C}^2\;$ containing $\;{\cal V}.$ (d) If, in addition, the condition (III) is valid, then $\;\phi (p_l^2)\;$ is also a real-analytic function of $\;z_0$, $z_1$ $\in{\cal V}\;$ which admits an analytic continuation in a complex domain containing $\;\cal V.\;$ Moreover, for any finite $\;J\;$ and any $\;x_J$, $y_J$ $\in {\bf R}^J,\;$ $\;\displaystyle{{{\partial^\mu}\over{\partial x^\mu}}} k^{(J)}(x_J,y_J)\;$ and $\;\displaystyle{{{\partial^\mu}\over{\partial y^\mu}}}k^{(J)}(x_J,y_J)$, $\mu =1,2,\;$ are real-analytic functions which again admit an analytic continuation in a complex domains of the same kind as before.} \b {\bf Remarks.} 1. the variables $\;z_{0}\;$ and $\;z_1\;$ are subject to the restriction Re $z_0>0,\;\;0\leq$ Re $z_1\leq\;$ Re $z_0\;$ in order to preserve the superstability condition for Im $z_0=$Im $z_1=0$. 2. Of course, one can admit a more general form of dependence of the potentials $ \; \Phi \; $ and $ \; \Psi_d \; $ on the variables $ \; z_{l} \; $ (with the same kind of restrictions as in the previous remark). We have chosen the form of (1.23) for the sake of simplicity of the exposition. 3. Combining the results of this paper with those from [P2], one can also prove a theorem establishing a (weak) KMS property of the limiting state $\;\phi.\;$ 4. The complex domain of analyticity of $\;\phi (\cdot )\;$ in the assertions (b) and (c) of Theorem 2 depends on the operator in the argument of $\;\phi.\;$ The same is true for the assertion (d) where the domain of analyticity of $\;k^{(J)}(x_J,y_J)\;$ depends on $\;x_J,y_J.\;$ However, under some extra conditions controlling the increasing of $\;{\cal F}_J\;$ or the decreassing of the kernel of a Hilbert-Schmidt operator $\;a,\;$ this domain may be chosen independently on $\;{\cal F}_J\;$ or on$\;a.\;$ Similarly, the analyticity domain of $\;k^{(J)}(x_J,y_J)\;$ may be chosen independently on $\;x_J,y_J\;$ running over any given compact domain in $\;{\bf R}^J.\;$ In any case, a `width' (in `imaginary directions') of the complex analyticity domain varies with $\;z_0\;$ and $\;z_1\;$ and in general tends to zero as $\;z_0\to\infty .$ In the sequel, we write $$z_0=1+w_0,\;z_1=1+w_1,\eqno (1.24)$$ incorporating in the potentials $\;\Phi\;$ and $\;\Psi_d\;$ `unperturbed' values belonging to $\;\cal V\;$ and treating $\;w_0\;$ and $\;w_1\;$ as a small complex perturbations. 5. As it was noted before, the condition (III) involving derivatives of functions $\Phi\;$ and $\;\Psi_d\;$ is used only for proving the assertions concerning the functional $\;\phi (p^\mu_l).\;$ \b We now introduce some basic technical tools and mention preliminary facts which will be repeatedly used below. The main statement of Theorem 1, the existence of a limiting state $\;\phi\;$ (see assertion (b)), is a direct corollary of the following fact. For any finite $\; J \subset \bf Z \;$ the limit $$ \lim_{\L\nearrow\bf Z}\;\rho_{\L}^{(J)}\;= \;\rho^{(J)}\eqno (1.25)$$ exits in the trace norm in $\ {\cal H}_J$. Here $\ \rho_{\L}^{(J)}\ $ is the density matrix for the restriction of the state $\ \phi_{\L}\ $ to the $C^{\star}$-algebra $\ {\cal B}_{J}$: $$ \rho _{\L}^{(J)} \ = \ \hbox {tr}_{{\cal H}_{\L \setminus J}} \rho _{\L} . \eqno (1.26)$$ By using Lemma 1 from [S2], one reduces the problem to prove that the limit (1.25) holds in the Hilbert-Schmidt norm in $\;{\cal H}_{J}.\;$ It is convenient to pass to the integral kernels $\;k_{\L}^{(J)}(x_J,y_J),\; x_J$, ${y}_J$ $\in{\bf R}^{J},\;$ of the operators $\;\rho _{\L}^{(J)},\;J\subset\L,\;$ which are given by $$ \rho_{\L}^{(J)}f(x_J)\;=\;\int_{{\bf R}^{J}} d{y}_J\;k_{\L}^{(J)}(x_J, y_J)\;f(y_J).\eqno (1.27)$$ In terms of the kernels $\ k _{\L}^{(J)} ( x_J, y_J ) \ $ the Hilbert-Schmidt norm convergence means that $$\lim_{\L\nearrow{\bf Z}}\int_{{\bf R}^J\times{\bf R}^J}dx_J\times dy_J\; (\ k_{\L}^{(J)}(x_J,y_J )\;-\; k^{(J)}( x_J, y_J )\ )^2\ =\ 0. \eqno (1.28)$$ Here $\ k^{(J)}( x_J,{y}_J) \ $ is a limiting kernel that defines the limiting density matrix $\ \rho^{(J)} \ $ in the same way as in (1.27). By the Lebesgue's dominated convergence theorem, it is enough to check that the kernels $\ k_{\L}^{(J)} \ $ satisfy, uniformly in $\ \L \supset J,\ $ a bound $$0\;\le \; k_{\L}^{(J)} ( x_J, {y}_J)\;\le \; k_{{\star}}^{(J)} ( x_J, {y}_J ), \ x_J, {y}_J \; \in {\bf R}^{J}, \eqno (1.29)$$ with $\ k_{{\star}}^{(J)} \in L_{2} ( {{\bf R}^{J}}\times {{\bf R}^{J}} ) \ $ and that the following pointwise convergence takes place: $$\lim_{\L \nearrow Z} k_{\L}^{(J)} ( x_J,{ y}_J )\ = \ k^{(J)} ( x_J, y_J ), \ x_J,{y}_J \in {\bf R}^{J}. \eqno (1.30)$$ The translation invariance of the limiting state $\ \phi \ $ follows from the equality for the kernels $ \ k^{(J)}$: $$ k^{(J)}(x_J,{y}_J)\ = \ k^{(S_{u}J)} ( S_{u} x_J, S_{u} {y}_J ),\; x_J,{y}_J \in {\bf R}^J, \; u \in {\bf Z}, \eqno (1.31)$$ where $\ S_{u}J \; = \; (j:\; j-u \; \in J)\ $ and $\ S_{u}{ z}_J \ $ denotes, for $\ { z}_J \;= \; (z_{j}, \; j \in J) \; \in \; {\bf R}^{J},\ $ the element of $\ {\bf R}^{S_{u}J}\ $ given by $$S_{u}{ z}_J\;=\;(z^{\prime}_{j^{\prime}}, \; j^{\prime} \in S_{u} J ) \ \hbox {with}\ z^{\prime}_{j^{\prime}} \; = \; z_{j'-u}.$$ The proof of the mixing property (1.18) proceeds in a similar way. Here the problem is reduced to proving the following relation for the limiting kernels $\ k^{(J)}$: $$\lim_{u\rightarrow\infty}k^{(J^{(1)}\cup S_{u}J^{(2)})}({ x}_{J^{(1)}}\vee S_{u}{x}_{J^{(2)}},\;{ y}_{J^{(1)}}\vee S_{u}{y}_{J^{(2)}})\ =$$ $$=\ k^{(J^{(1)})}({x}_{J^{(1)}},{ y}_{J^{(1)}})\;k^{(J^{(2)})}({x}_{J^{(2)}},{ y}_{J^{(2)}}),\eqno (1.32)$$ $$x_{J^{(1)}},{y}_{J^{(1)}} \in{\bf R}^{J^{(1)}}, \;{x}_{J^{(2)}},{y}_{J^{(2)}}\in {\bf R}^{J^{(2)}}. $$ Symbol $\ \vee\ $ indicates the operation of ``glueing" configurations over non-intersecting volumes on $\ {\bf Z}. \ $ The ergodicity of the limiting state $\ \phi \ $ follows from the mixing property by virtue of general theorems (see e.g. [Ru1]) Let us now comment on the existence of $\;\phi ({\cal F}_{J} )\;$ (see assertion (c) of Theorem 1). Without loss of generality, we can assume that the function $\;{\cal F}_J\;$ is non-negative. We can write $$\phi_\L({\cal F}_J)=\int_{{\bf R}^J}dx_Jk_\L^{(J)} (x_J,x_J){\cal F}_J(x_J);\eqno (1.33)$$ a similar equality holds for $\;\phi ({\cal F}_J).\;$ Under the condition (1.15) we will establish the estimate $$k_\L^{(J)}(x_J,x_J){\cal F}_J(x_J)\leq \exp [-\sum_{j\in J} ({\u c}_1x_j^2-{\u c}_2)]\eqno (1.34)$$ for some constants $\;{\u c}_1>0\;$ and $\;{\u c}_2 \in{\bf R}\;$ depending on $\;{\cal F}_J,\;$ but not on $\;x_J,y_J\in{\bf R}^J.\;$ The existence of the pointwise limit in (1.30) and the Lebesgue's dominated convergence Theorem will then imply the convergence to a finite limit in (1.19) and the coincidence of the limiting value with $\;\phi ({\cal F}_J)$. In a similar way one can prove the existence of the limits in (1.20) and their coincidence with $\;\phi (U_{J\;|\;{\bf Z}\setminus J}).\;$ We omit a detailed argument since it is the same as in the case of $\;\phi_\L (p^2_l)$. Finally, the smoothness of the limiting kernels $\;k^{(J)}\;$ and the existence of $\;\phi (p_l^2)\;$ (see the assertion (d) of Theorem 1) is established as follows. For any finite $\;\L\subset{\bf Z}\;$ and $\;J\subseteq\L\;$ the kernel $\;k_\L^{(J)}\;$ is a $\;C^2$-function of the variables $\;x_J,y_J\;$ and it indeed converges to a limit, as $\;\L\nearrow{\bf Z},\;$ together with its derivatives $${{\partial^\mu}\over{\partial x_j^\mu}}k_\L^{(J)}(x_J,y_J)\quad {\rm{and}}\quad{{\partial^\mu}\over{\partial y_j^\mu}}k_\L^{(J)}(x_J,y_J), \;j\in J,\;x_J,y_J\in{\bf R}^J,\;\mu =1,2.\eqno (1.35)$$ Moreover, the convergence is uniform in $\;x_J,y_J\;$ running over a compact set in $\;{\bf R}^J.\;$ The Fubini's theorem then implies that the limiting kernel $\;k^{(J)}\;$ is a $\;C^2$-function of $\;x_J,y_J\in{\bf R}^J\;$ and that the limits of the derivatives coincide with the derivatives of the limiting kernel. In addition, we establish a bound: for any finite $\;\L\subset\bf Z\;$ and $\; J\subseteq\L,\;$ $$\vert{{\partial^\mu}\over{\partial x^\mu}}k^{(J)}_\L(x_J,y_J) \lceil_{x_J=y_J}\vert\leq\exp [-\sum_{j\in J}(\tilde c_1x_j^2 -\tilde c_2)],\eqno (1.36)$$ where, for a fixed $\;J,\;$ constants $\;\tilde c_1>0\;$ and $\;\tilde c_2\in\bf R\;$ do not depend on $\; \L\;$ and $\;x_J,y_J\in\bf R.\;$ We then write $\;\phi_\L(p_l^2)\;$ as an integral $$\phi_\L(p_l^2) \;= \; \int_{\bf R} dx_l( {\partial^{2}\over\partial x_l^{2}} k_\L^{(\{l\})} (x_l, y_l) \lceil _{x_l=y_l});\eqno (1.37)$$ a similar representation holds also for $\;\phi (p^2_l).\;$ After the estimate (1.36), the existence of a finite limit of the quantity (1.37) and its coincidence with $\;\phi_(p^2_l)\;$ follows, as before, from the convergence of the derivatives (1.35) and the Lebesgue's dominated convergence theorem.\footnote* {As a byproduct of this argument, we get that $\;\phi (p_l)\;$ is finite (and equals zero).} A key role in the proof of the assertions stated is played by the Wiener integral representations for the partition function $\ \Xi_\L \ $ and the kernels $\ k_\L^{(J)},\;J\subset\L,\ $ which follow from the Feynman-Kac formula for the integral kernel $\ e_\L\ $ of operator $\ \exp (-{\beta} H_\L )\ $ (see [Gi]): $$e_\L ({x}_{\L},{y}_{\L})\;=\;\int_{{\bf W}_{ x_{\L},{y}_{\L}}^{(\beta )}} dP_{x_{\L}, y_{\L}}^{(\beta )}({\omega}_{\L})\;\exp\;(-V_\L ({ \omega}_{\L})),\quad {x}_{\L},{y}_{\L}\in{\bf R}^\L.\eqno (1.38)$$ Here, the space $\;{\bf W}_{{x}_{\L},{y}_{\L}}^{(\beta )} \ $ is the Cartesian product $$\times _{j \in \L} {\bf W}_{x_j,y_j}^{(\beta )},$$ where $\ {x}_{\L}\;=\;(x_j,j\in \L),\ { y}_{\L}\;=\;(y_j,j\in\L),\ $ and $\ {\bf W}_{x,y}^{(\beta )},\;x,y\in{\bf R},\ $ is defined as the set of continuous functions (paths) $\ \omega : \; [0, \beta ] \rightarrow {\bf R} \ $ with $ \ \omega (0) \; = \; x, \; \omega ( \beta ) \; = \; y ,\ $ which is endowed with the standard Borel space structure. Furthermore, a measure $\ P_{{x}_{\L},{y}_{\L}}^{(\beta )}\qquad $ is the product $$\times_{j\in\L}P_{x_j,y_j}^{(\beta )}$$ where $\ P_{x,y}^{(\beta )}\ $ is the non-normalized conditioned Wiener measure on $\ {\bf W}_{x,y}^{(\beta )}\ $ (this means that $\ P_{x,y}^{(\beta )}( {\bf W}_{x,y}^{(\beta )})\;=\;(2\pi\beta )^{-1/2}\;\exp\;[- 1/2\beta (x-y)^2)]).\ $ Finally,$\ V ({ \omega}_{\L}) \ $ is the `potential energy' of the path `configuration' $\ {\omega}_{\L}\;=\;(\omega_j,\;j\in\L )\in{\bf W}_{{x}_{\L},{y}_{\L}}^{(\beta )}.\ $ In analogy with (1.2b,c) we set $$V_\L (\;{ \omega}_{\L}\;) \;= \;V_{\L ,0}(\;{ \omega}_{\L}\;)\;+\;V_{\L ,1}(\;{ \omega}_{\L}\;),\eqno (1.39)$$ where $$V_0(\;{ \omega}_{\L}\;) \;=\;\sum_{j\in \L} \varphi(\;\omega_j\;),\qquad\;V_1(\;{ \omega}_{\L}\;)\;=\;{1\over 2}\sum_{j,j^\prime\in\L :j\ne j^\prime}\;\psi_{|j-j'|} (\;\omega_j,\omega_{j^\prime}\;), \eqno(1.40)$$ $$\varphi (\;\omega\;)\;=\;\int _0^{\beta} \Phi (\;\omega (t)\;)dt, \quad\quad\psi_d (\omega ,\omega')\;=\;\int_0^{\beta} \Psi_d (\omega (t),\omega '(t)\;)dt\eqno (1.41) $$ For the sake of simplicity, we omit the index $\ (\beta )\ $ from the notations. We also identify the spaces $\ {\bf W}_{x,x},\;x\in {\bf R},\ $ with a single space $\ {\bf W}\;=\;{\bf W}_{0,0} \ $ by means of the mapping $ \ \omega \hbox{\mm !} \omega\;+\; x.\ $ Measures $\ P_{x,x}\ $ and $\ P=P_{0,0} \ $ are transformed thereby into each other. A measure space $\ ({\bf W}_{{x}^\L,{x}^\L},P_{{x}^\L,{ x}^\L})\ $ will be identified with the product-space $\ ({\bf W}^\L,P^\L). \ $ Sometimes it will also be convenient to use the map $\ {\bf W}_{x,y} \hbox{\mm !} {\bf W}_{0,0} \ $ given by $\ \omega \hbox{\mm !} \omega \; + \; L_{x,y} \ $ where $\ L_{x,y} \ $ is the linear function $\ L_{x,y} (t)\;=\; x+t\beta^{-1}(y-x).\ $ The measure $\ P_{x,y} \ $ is transformed thereby into $\ \exp\;(-1/2\beta (x-y)^2) P_{0,0}.\ $ The product-space $\;{\bf W}_{x_J,y_J}\;$ is transformed into $\; {\bf W}^J\;$ by a vector analogue of this construction where the function $\;\bar L_{x_J,y_J}(t)=x_J+t\beta^{-1}(y_J-x_J)\;$ is used. It is easy to check that, under our conditions on functions $\Phi\ $ and $\ \Psi_d,\ $ the kernel $\ e_\L \ $ is a continuous function of variables $\ {x}_{\L} \ $ and $\ {y}_{\L}.\ $ According to the Mercer's theorem and our previous arguments, we can write the following formulas for the partition function $\ \Xi_\L \ $ and the kernels $\ k_\L^{(J)}:$ $$\Xi_\L\;=\;\int_{{\bf R}^\L\times {{\bf W}^\L}}d{ u}_{\L} dP^\L({\omega}_{\L})\exp (-V({\omega}_{\L}+{u}_{\L}))\eqno (1.42)$$ and $$ k_\L^{(J)}(x_J, {y}_J) \; = \; (\Xi_\L)^{-1} \; \Xi_\L^{(J)}(x_J,{y}_J),\quad x_J,y_J\in {\bf R}^J,\eqno (1.43)$$ where $$\Xi_\L^{(J)}(x_J,y_J)\;=\;\exp [-1/2\beta\sum_{j\in J}(x_j-y_j)^2] \int_{{\bf R}^{\L\setminus J}\times {\bf W}^{\L\setminus J}}du_{\L\setminus J}dP^{\L\setminus J}( \omega_{\L\setminus J})\; \times $$ $$\int_{{\bf W}^{J}} dP^{J}(\omega_J)\exp (-V_\L (({\omega}_{\L\setminus J}+{u}_{\L\setminus J} )\vee ({\omega}_J+\bar L_{x_J,y_J})).\eqno (1.44) $$ Here $\;\omega_{\L}\;+\;{u}_{\L}\;$ is the collection of the shifted trajectories $\;(\omega_j+u_j,j \in \L),\;$ and $\;du_{\L}\;$ is the Lebesgue measure on $\;{\bf R}^{\mid\L\mid}.\;$ The symbol $\ \vee\ $ has the same meaning as in (1.32). We give at this point a scheme of the proof of Proposition 1.1 and Theorems 1 and 2 (taking into account the intermediary assertions stated so far in the course of exposition). Using formula (1.38), we reduce the problem of proving Proposition 1.1 to check that the integral in the RHS is finite for any value of $\ \beta > 0\ $. This is a straight-\break forward (though tedious) calculation based on the superstability condition (1.7). Cf. the bound (2.32) in Section 2 of this paper. The above arguments show that the part ($b$) of Theorem 1 follows from Lemma 1 (see below). Furthermore, the proof of the part ($a$) is contained in the proof of this lemma. \b \n{\bf Lemma 1} \m {\it Assume that the interaction potentials $\;\Phi\;$ and $\;\Psi_d\;$ satisfy the conditions (I) and (II). Let the kernels $\;k^{(J)}_{\L}\;$ be given by (1.43). Then the pointwise limit (1.30) exits and the limiting functions $k^{(J)}$ obey (1.31), (1.32). Moreover, the kernels $\;k^{(J)}_{\L}\;$ (and hence also the limiting kernels $\;k^{(J)}\;$ ) satisfy the bound (1.29) uniformly in $\L$ with a function $k^{(J)}_*\ $ that has the properties listed above. For any function $\;{\cal F}_J\;$ obeying (1.15) the bound (1.34) is fulfilled. If, in addition, the condition (III) is valid, then the kernels $\;k_\L^{(J)}\;$ are of class $\;C^2\;$ in the variables $\;x_J,y_J\;$ and they converge to limits together with their derivatives (1.35). Moreover, this convergence is uniform in $\;x_J,y_J\;$ running over a compact set in $\;{\bf R}^J.\;$ Finally, the bound (1.36) holds.} \b Theorem 2 follows from Theorem 1 and Lemma 2: \b \n{\bf Lemma 2} \m {\it Assume that the potentials $\Phi$ and $\Psi_d$, $d\geq 1$, depend on the parameters $z_0,\ z_1$ as indicated in (1.23). Under the conditions (I) and (II), for any $\;\beta\;$ there exist neighborhoods ${\cal O}_0\ ,{\cal O}_1$ of the origin in ${\bf C}$ such that, for any finite $\;\L\subset\bf Z$, $\;\lambda_\L\;$ admits an analytic continuation in $\;w_\ell\in{\cal O}_\ell\;$ and $\ |\lambda_\L|\ $ is bounded uniformly in $\;\L\;$ and $\;w_{\ell}\in{\cal O}_{\ell}\ ,\ \ell=0,1.$ Furthermore, as $\;\L\nearrow\bf Z,\;$ the analytic functions $\;\lambda_\L\;$ converge, uniformly in $\;{\cal O}_0\times{\cal O}_1,\;$ to a limit which is again an analytic function in $\;w_\ell\in\cal O_\ell ,$ $\ell =0,1.$ Similarly, for any $\;\beta>0,\;$ any finite $\;J\subset{\bf Z}\;$ and any $\;x_J,y_J\in{\bf R}^J,\;$ there exist neighborhoods $\;{\cal O}_0\;$ and $\;{\cal O}_1\;$ of the origin in $\;\bf C\;$ such that for any finite $\;\L\supseteq J\;$ the kernel $\;k_\L^{(J)}(x_J,y_J)\;$ admits an analytic continuation in a domain $\;{\cal O}_0\times{\cal O}_1\;$ and $\;|k_\L^{(J)}(x_J,y_J)|\;$ is bounded uniformly in $\;\L\;$ and $\;w_\ell\in{\cal O}_\ell$, $\ell=0,1$. Furthermore, as $\;\L\nearrow{\bf Z},\;$ the analytic functions $\;k_\L^{(J)}(x_J,y_J)\;$ converge, uniformly in $\;{\cal O}_0\times{\cal O}_1,\;$ to a limit which is again an analytic function in $\;w_\ell\in{\cal O}_\ell$, $\ell=0,1$. If $\;x_J,y_J\;$ run over a compact set in $\;{\bf R}^J,\;$ then the neighborhoods $\;{\cal O}_\ell\;$ may be chosen independently on $\;x_J,y_J\;$ and the convergence is uniform in $\;x_J,y_J.\;$ Moreover, similar assertions hold, for any $\;\beta>0\;$ and finite $\;J\subset\bf Z,\;$ for $\;\phi_\L(a)\;$ where $\;a\;$ is an operator in ${\cal H}_J$ of the kind considered in assertions (b) and (c) of Theorem 2. If, in addition, condition (III) is valid, then the same assertions hold for the derivatives (1.35) and $\;\phi_\L(p^2_l)\;$ given by (1.37).} \medskip The proof of Lemmas 1 and 2 are similar and are given in Section 2. In the following we shall use the notation $${\bf S}={\bf R}\times {\bf W}\quad{\rm{and}}\quad s=(x,\omega )\in{\bf S}\eqno (1.45)$$ as well as $$\bar{\bf S}={\bf R}\times{\bf R}\times{\bf W}\quad{\rm{and}}\quad\bar s=(x, y,\omega )\in\bar{\bf S}.\eqno (1.46)$$ Of course, $\;\bf S\;$ may be identified as a `diagonal part' of $\;\bar {\bf S};\;$ in the sequel we use this fact without mentioning it. The spaces $\;\bf S\;$ and $\;\bar{\bf S}\;$ are provided with the norms $$\parallel s\parallel_r=(\int^{\beta}_{0} |s(t)|^rdt)^{1\over r},\;r=1,2, \eqno (1.47)$$ and $$\parallel\bar s\parallel_r=(\int_0^\beta |\bar s(t)|^rdt)^{1 \over r},\;r=1,2,\eqno (1.48)$$ where $$s(t)=x+\omega (t),\;\bar s(t)=L_{x,y}(t)+\omega (t).$$ Given a finite $\;J\subset{\bf Z}\;$, we denote $$s_{J}=(s_j,j\in J)\in{\bf S}^{J}(= {\bf R}^J\times {\bf W}^J),\;s_j=(x_j;\omega_j)\in{\bf S},\eqno (1.49)$$ or, equivalently, $$s_J=(x_J;\omega_J),\;x_J\in{\bf R}^J,\; \omega_J\in{\bf W}^J,$$ and $$\bar s_J=(\bar s_j,j\in J)\in{\bar{\bf S}}^J(={\bf R}^J\times{\bf R}^J \times{\bf W}^J),\;\bar s_j=(x_j,y_j;\omega_j)\in\bar{\bf S},\eqno (1.50)$$ or, equivalently, $$\bar s_J=(x_J,y_J;\omega_J ),\;x_J,y_J\in{\bf R}^J,\;\omega_J\in{\bf W}^J.$$ As before, $\ s_J\ $ and $\ {\bar s}_J\ $ are called path configurations over $\ J.$ We also denote by $\;ds_J\;$ the measure $\;du_JdP(\omega_J)\;$ on ${\bf S}^J$ and use, as before, the notation $\;s_J\vee s_{J'}\;$ (and also $\;s_J\vee\bar s_{J'},\;\bar s_J\vee s_{J'},\;$ etc.), $\;J\;$ and $\;J'\;$ being non-intersecting finite subsets of $\;\bf Z,\;$ for the operation of ``glueing'' path configurations. The space-translations $\ S_u,\ u\in{\bf Z},\ $ act on path configurations in a natural way: they map $\ {\bf S}^J\ $ onto $\ {\bf S}^{S_uJ}\ $ and transform the measure $\ du_JdP(\omega_J)\ $ to $\ du_{S_uJ}dP(\omega_{S_uJ}).\ $ We can then use the notation $\;\varphi (s)$, $\psi_{|j-j'|}(s_j,s_j')$, $\;V_\L(s_\L )\;$ and $\;V_\L (s_{\L \setminus J}\vee\bar s_J)\;$ and define: $$k^{(J)}_{\L}(\bar s_{J})=(\Xi_\L )^{-1}\Xi_\L^{(J )}(\bar s_{J})\eqno (1.51)$$ where $$\Xi_\L^{(J)}(\bar s_J)=\int_{{\bf S}^{\L\backslash J}}ds_{\L\backslash J}\;\exp\;(- V_\L (\bar s_J\vee s_{\L\setminus J})) .\eqno (1.52)$$ This allows us to write: $$k_\L^{(J)}(x_J,y_J)=\exp [-1/2\beta\sum_{j\in J}(x_j-y_j)^2]\int_{{\bf W}^J} dP^J(\omega_J)k_\L^{(J)}(\bar s_J)\eqno (1.53)$$ with $\;\omega_J=(\omega_j)_{j\in J}\;$ and $\;\bar s_J=(\bar s_j)_{j\in J}\;$ where $\;\bar s_j=(x_j,y_j;\omega_j).\;$ We are now going to write down formulas for the derivatives (1.35). For the sake of brevity, we restrict ourselves to the case of the derivatives $\;\displaystyle{{\partial^\mu}\over{\partial x^\mu_j}};\;$ obvious modifications needed to cover the case of $\;\displaystyle {{\partial^\mu}\over{\partial y^\mu_j}}\;$ may easily be done by the reader. Introducing the notation $$\varphi^{(\mu )}(\bar s)=\int_0^\beta dt(1-\beta^{-1}t)^\mu \Phi^{(\mu )}(\bar s(t)),\;\mu=1,2,\;\bar s\in\bar{\bf S},\eqno (1.54)$$ $$\psi_d^{(\mu )}(\bar s,\bar s')=\int_0^\beta dt(1-\beta^{-1}t)^\mu \Psi_d(\bar s(t),\bar s'(t)),\;\mu=1,2, \;\bar s,\bar s'\in\bar{\bf S},\eqno (1.55)$$ and $$(V_\L)^{(\mu )}_j(\bar s_\L)=\varphi^{(\mu )} (\bar s_j) +\sum_{j'\in\L:j'\neq j}\psi^{(\mu )}_{|j-j'|} (\bar s_j,\bar s_{j'}),\;\bar s_\L=(\bar s_{\tilde j}, \tilde j\in\L),\eqno (1.56)$$ we can write, by using (1.42) - (1.44) and (1.51) - (1.53), $${\partial\over{\partial x_j}}k_\L^{(J)}(x_J,y_J)=- (\Xi_\L)^{-1}[{1\over\beta}(x_j-y_j)\;\Xi_\L(x_J,y_J)+ (\Xi_\L^{(J)}(x_J,y_J))^{(1)}_j],\eqno (1.57)$$ where $$\eqalignno{(&\Xi_\L^{(J)}(x_J,y_J))^{(1)}_j=\exp[-1/2\beta \sum_{\tilde j\in J}(x_{\tilde j}-y_{\tilde j})^2] \int_{{\bf W}^J}dP^J(\omega_J)\times\cr &\int_{{\bf S}^{\L\setminus J}}ds_{\L\setminus J}(V_\L)^{(\mu )}_j (\bar s_J\vee s_{\L\setminus J})\exp [-V_\L(\bar s_J\vee s_{\L\setminus J})],\;\bar s_J=(x_J,y_J;\omega_J ),&(1.58)\cr}$$ and $$\eqalignno{{{\partial^2}\over{\partial x^2_j}}k_\L^{(J)}(x_J,y_J)= &(\Xi_\L)^{-1}[({1\over{\beta^2}}(x_j-y_j)^2-{1\over\beta})\Xi_\L (x_J,y_J)+\cr&+{2\over\beta}(x_j-y_j)\;(\Xi_\L^{(J)}(x_J,y_J))^{(1)}_j- (\Xi_\L^{(J)}(x_J,y_J))^{(2)}_j],&(1.59)\cr}$$ where $$\eqalignno{(\Xi_\L^{(J)}(x_J,y_J))^{(2)}_j&=\exp [-1/2\beta \sum_{\tilde j\in J}(x_{\tilde j}-y_{\tilde j})^2]\times\cr &\int_{{\bf W}^J}dP^J(\omega_J)\int_{{\bf S}^{\L\setminus J}} ds_{\L\setminus J}\{[-(V_\L)^{(1)}_j(\bar s_J \vee s_{\L\setminus J})]^2+\cr+(V_\L)^{(2)}_j (\bar s_J\vee&s_{\L\setminus J})\}\exp\;[-V_\L (\bar s_J\vee s_{\L\setminus J})],\;\bar s_J =(x_J,y_J;\omega_J ).&(1.60)\cr}$$ The idea that we follow in the sequel (see the end of Section 2) is to treat separately the addends in the square brackets $\;[\dots ]\;$ in (1.57) and (1.59) and, in the case of (1.60), the single addends in the braces $\;\{\dots \}\;$ in the integrand. Furthermore, those addends are decomposed into series, according to (1.56), and we deal with a single term in such a series. In fact, at a certain point we need to consider separately the `positive' and `negative' parts of these terms meaning merely the integrals of the positive and the negative parts of the corresponding integrand. For example, the positive part of a term in the RHS of (1.60), which, after decomposing quantity $\;(V_\L)^{(2)}_j(\bar s_J \vee s_{\L\setminus J}),\;$ corresponds to $\;\psi_{|j-j'|} (\bar s_j,\bar s_{j'}),\;$ is $$\eqalignno{\exp\;[-1/2\beta\sum_{\tilde j\in J}(x_{\tilde j} -y_{\tilde j})^2]&\int_{{\bf W}^J} dP^J(\omega_J )\int_{{\bf S}^{\L\setminus J}}ds_{\L\setminus J} [(V_\L)^{(1)}_j(\bar s_J\vee s_{\L\setminus J})]^2\times\cr&\exp\; [-V_\L(\bar s_J\vee s_{\L\setminus J})],\; \bar s_J=(x_J,y_J;\omega_J).&(1.61)\cr}$$ We use, for the positive and negative parts of such a term, a conventional notation $[(\Xi_\L^{(J)}(x_J,y_J))^{(\mu )}_j]_\pm^{\rm{single}}.$ We conclude this section with a lemma containing the basic probability estimate for a general system of oscillators. As it was noted before, a general system of oscillators may be considered on a multi-dimensional lattice ${\bf Z}^{\nu}\;$ and have $L_2({\bf R}^{l}\;$ as a single-particle phase space, $ \nu,\, l \geq 1$.We now make this concept precise. In Lemma 3 below, by a general system of quantum oscillators (in a finite volume $\L\subset{\bf Z}^\nu\;$) we mean a probability distribution on the path configuration space $\;\bar{\bf S}^\L\;$ (or on its subset such as $\;{\bf S}^\L\;$ or $\;{\bf W}^J\times{\bf S}^{\L\setminus J}\;$ where $\;J\subseteq\L\;$). By a path we now mean a multi-dimensional Wiener trajectory $\;\omega$ : $[0,\beta ]\to{\bf R}^l;\;$ all objects introduced so far are extended to this case without difficulties. The structure of a probability distribution is motivated for example by the formula (1.51). More precisely, such a measure is determined by a normalizing denominator which has the form of an integral, over a subset of $\;\bar{\bf S}^\L,\;$ with a non-negative integrand. In other words, we follow the definition of a Gibbs measure in classical Statistical Mechanics, in a situation where the role of a `spin' is played by a path. In these terms, the denominator $\;\Xi_\L\;$ determines the `original' measure on $\;{\bf S}^\L\;$: $${1 \over \Xi_{\Lambda}} du_{\Lambda}\,dP^{\Lambda}(\omega_{\Lambda}) \exp [-V(\omega_{\Lambda} + u_{\Lambda})] $$ Other examples of interest are measures on $\;{\bf W}^J\times{\bf S}^{\L\setminus J}\;$ determined by the denominators $\;\Xi_\L^{(J)}(x_J,y_J)\;$ and $\;\pm [(\Xi_\L^{(J)}(x_J,y_J))^{(\mu )}_j]_\pm^{\rm{single}}$, $x_j,y_J\in{\bf R}^J,$ $\mu=1,2,\;$ provided that they do not vanish, of course (in the case $\;l>1\;$ where derivatives are replaced with gradients, we treat separately different components of the corresponding vector- and tensor-functions). Furthermore, given a non-negative function $\;{\cal E}_J:({\bf S}^l)^J\to{\bf R}^+\;$ and a Hilbert-Schmidt operator $\;a\;$ in $\;{\cal H}_J(=L_2(({\bf R}^l)^J))\;$ with a non-negative kernel $\;{\cal A}:$ $({\bf R}^l)^J\times ({\bf R}^l)^J$ $\to{\bf R}^+,\;$ we can speak of measures on $\;{\bf S}^\L\;$ determined by the denominators $\;\Xi_\L({\cal E}_J)\;$ and $\;\Xi_\L(a)\;$ given by $$\Xi_\L ({\cal E}_J)=\int_{{\bf S}^\L}ds_\L{\cal F}(s_\L) \exp [-V_\L (s_\L )]\eqno (1.62)$$ and $$\Xi_\L (a)=\int_{{\bf S}^{\L\setminus J}}ds_{\L\setminus J} \int_{\bar{\bf S}^J}d\bar s_J {\cal A}(y_J,x_J)\exp [-V_\L(\bar s_J\vee s_{\L\setminus J})],\;\bar s_J=(x_J,y_J;\omega_J).\eqno (1.63)$$ In a general case (of complex-valued functions and kernels), we can deal with the positive and negative restrictions (of both positive and negative parts) and consider the corresponding probability measures on $\;{\bf S}^\L.$ Furthermore, an `energy' $\;V_\L(\bar s_\L )\;$ of a path configuration $\;\bar s_\L\in{\bf S}^\L\;$ may be generated by a non-translation-invariant, multi-body interaction which is described by a family $\;\{\Phi_j, j\in{\bf Z}^\nu\}\;$ of the self-interaction potentials with $$\sup_{j\in{\bf Z}^\nu}\sup_{x\in{\bf R}^l:||x||\leq 1}| \Phi_j(x)|\leq\u c<\infty ,\eqno (1.64)$$ and a family $\;\{\Psi_B,B\subset{\bf Z}^\nu\}\;$ of the interaction potentials. Here, $\;\Psi_B\;$ describes the contribution, into the potential energy, of a subsystem of oscillators over a finite set $\;B\subset{\bf Z}^\nu.\;$ We assume that $\;\Psi_B\;$ is a function $\;({\bf R}^l)^B\to{\bf R}.\;$ Actually, for our purposes it is sufficient to assume that $\;\Psi_B\;$ is non-zero for a finite collection of sets $\;B\;$ with $\;|B|\geq 2.\;$ As for $\;B\;$ with $\;|B|=2,\;$ we assume that $$|\Psi_{\{j,j'\}}(x_j,x_{j'})|\leq \hat c(||x_j||+1)\;(||x_{j'}||+1) \;|j-j'|^{-(\nu +\eta )},\eqno (1.65)$$ where $\;\hat c\;$ and $\;\eta\;$ are positive constants and $\;|j-j'|\;$ is the Euclidean distance between $\;j\;$ and $\;j'$. The condition (1.7) is preserved (with obvious modifications in the corresponding definitions). We use the notation $\;{\bf m}_\L\;$ for a measure of one of the types previously considered. In analogy with (1.51), the `local' density in a volume $\;J\subset\L\;$ is denoted by $\;k_{{\bf m}_\L}^{(J)}(\bar s_J)$, $\bar s_J\in\bar{\bf S}^J.$ \b \n{\bf Lemma 3} \m {\it Consider a general system of quantum oscillators, as specified above. Then for any $\;c^{\star}_1\in (0,c_1)\;$ (see (1.7)) there exists a constant $\;c^\star_2\in{\bf R}$ (depending on a measure $\;{\bf m}_\L\;$) such that for any finite $\;\L\subset{\bf Z}\;$ and $\;J\subset\L\;$ and any $\;\bar s_J=(\bar s_j,j\in J)\in\bar{\bf S}^J$ $$k^{(J)}_{{\bf m}_{\L}}(\bar s_J)\;\leq\;\exp\;[-\sum_{j\in J}^{}(c^{\star}_1 \parallel \bar s_j\parallel^2_2-c^\star_2)].\eqno (1.66)$$ The constant $\;c^\star_2\;$ may be chosen to be uniform for measures with the same form of the denominator provided that, in the RHS of (1.7), (1.64) and (1.65), $\;c_1\;$ and $\;\eta\;$ are separated from zero and $\;c_2$, $\u c\;$ and $\;\hat c\;$ are varying in compact sets. In the case of the measures on $\;{\bf W}^J\times{\bf S}^{\L\setminus J}\;$ with the denominators $\;\Xi_\L^{(J)}(x_J,y_J)\;$ and $\;\pm [(\Xi_\L^{(J)}(x_J,y_J))^{(\mu )}_j]_\pm^{\rm{single}}$, $x_j,y_J\in{\bf R}^J,$ $\mu=1,2,\;$ (and fixed interaction potentials) constants $\;c^\star_1\;$ and $\;c^\star_2\;$ may be chosen uniformly for $\;x_J,y_J\in\bf O\;$ where $\;{\bf O}\subset ({\bf R}^k)^J\;$ is a compact set.} \b The proof of Lemma 3 is carried out in the Appendix. \b \n {\bf 2. PROOF OF LEMMAS 1 AND 2} \m \n The proof is based on methods developed in [C.C.O.]. For completeness we reproduce a construction used in [C.C.O.] to transform our ``ensemble'' of interacting paths into a polymer system. We start by treating the partition function $\Xi_{\L}$ for the unperturbed Hamiltonian $H$ (that is, for $w_0=w_1=0$ in (1.24)). Let $L,\ n,\ p$ be positive integers and $\ \L(=\L_{L,n,p})\subset{\bf Z}\ $ be an interval of length $\;\vert\L\vert =(2p+1)L+2pnL,\;$ centred at the origin.\footnote{$^*$}{The term `interval' and notation $\;[\alpha ,\alpha']\;$ are used here and below for intervals on the lattice $\;\bf Z.\;$ By centred at the origin we mean that the origin coincides with the rightmost point of the A-block $\;A_0$ (see below).} Interval $\;\L\;$ is decomposed into pair-wise disjoint consecutive intervals, or blocks, $\ A_i\ $ and $\ B_i\ $ (alternatively called blocks of type A and B, or briefly, A- and B-blocks): $$\L_p=A_{-p}\cup B_{-p}\cup A_{-p+1}\dots \cup B_{-1}\cup A_0\cup B_0\dots \cup B_{p-1}\cup A_p$$ where $\vert A_i\vert = L,\ \vert B_i\vert = nL.\ $ Furthermore, for any $\;i=-p,\dots ,p-1\;$ we decompose the B-block $B_i$ into $n$ consecutive intervals (blocks) of length $L$ : $$B_i=\bigcup_{k=1}^{n} B_{i,k},\qquad \vert B_{i,k}\vert = L.$$ The blocks $\ A_j\ $ and $\ B_{j,k}\ $ are sometimes called elementary. The block partition of volume $\L$ allows us to write a path configuration $s_{\L}\in{\bf S}^{\L}$ as a sequence $$(s_{A_{-p}},s_{B_{-p}},...,s_{B_p},s_{A_p})$$ and furthermore a path configuration $\;s_{B_j}\in{\bf S}^{B_j}\;$ as $$(s_{B_{j,1}},...,s_{B_{j,n}})\;$$ and to use the notation introduced so far. In particular, given an integer $\;L>0,\;$ the potential energy of a collection $\;s_\L\;$ may be written as the sum $$V^{\leq L}(s_{\L})+V^{> L} (s_{\L})\eqno (2.1a)$$ (subscript $\;\L\;$ is omitted for the sake of simplicity). Here $\;V^{\le L}\;$ includes the self-interaction energy and the energy of two-body interaction on distances $\ \leq L\;:$ $$V^{\leq L}(s_{\L})=V_0(s_{\L})+V_1^{\leq L}(s_{\L}),\eqno (2.1b)$$ $$V_1^{\leq L}(s_{\L})={1\over 2}\sum_{i,i^\prime\in\L:i\ne i'} \psi^{ \leq L}_{\vert i-i^\prime\vert}( s_i,s_{i^\prime})\eqno (2.1c) $$ and $\ V^{>L}(s_{\L})\ $ is the remaining part of the energy containing the long-range two-body interaction terms: $$V^{>L}(s_{\L})={1\over 2}\sum_{i,i^\prime\in\L}\psi^{> L}_{\vert i-i^\prime\vert}(s_i,s_{i^\prime}),\eqno (2.1d) $$ where (cf. (1.41)), for $\ s,s^\prime\in{\bf S},\;$ $$\psi^{\leq L}_d (s,s^\prime )=\psi_d(s,s^\prime ),\ \hbox {if}\ d\leq L,\eqno (2.1e)$$ $$\psi^{\leq L}_d(s,s^\prime )=0,\ \hbox {if} \ d > L,\eqno (2.1f)$$ and $$\psi^{>L}_d(s,s^\prime )=\psi_d ( s,s^\prime)-\psi (s,s^\prime ).\eqno (2.1g)$$ We call $\ V^{\leq L}\ $ a short-range part of the interaction energy. Notice that in the cut-off interaction picture the non-adjacent elementary blocks do not interact. Let us now consider the long-range part of the interaction. Given two blocks $D$ and $D'$ (not necessarily distinct), we set: $$W^{>L}(s_D,s_{D'})=\sum_{i\in D}\; \sum_{i'\in D'}\; \psi^{>L}_{|i-i'|}(s_i,s_{i'})\eqno (2.2a)$$ For a pair $\;C=\{D,D'\}\;$ we then write $$ W^{>L}(s_C)\;=\;W^{>L}(s_D,s_{D'}) \eqno (2.2b)$$ We denote by ${\cal C}_{\L}$ the collection of block pairs $C$ of the following form: $$\eqalign{&C=\{A_j,A_{j'}\},\quad\quad -p\leq j,j'\leq p,\quad j\not = j-1,j,j+1,\cr &C=\{A_j,B_{j'}\},\quad\quad -p\leq j\leq p,\quad -p\leq j'\leq p-1,\quad j'\not = j,j-1,\cr &C=\{B_j,B_{j'}\},\quad\quad -p\leq j,j'\leq p.\cr}$$ Furthermore, given a block `triplet' $\;\{A_j,B_j,A_{j+1}\},\;$ we set $$W^{>L}(s_{A_j},s_{B_j},s_{A_{j+1}})\;=\;W^{>L}(A_j,A_{j+1})\;+$$ $$\;W^{>L}(s_{A_j},s_{B_j})+W^{>L}(s_{B_j},s_{B_j})+W^{>L} (s_{B_j},s_{A_{j+1}}). \eqno (2.2c)$$ We then denote by ${\cal P}_{\L}$ the collection of triplets of the form $C=\{A_j,B_j,A_{j+1 }\},\ -p\leq jL}(s_{\L})=\sum_{C\in{\cal C}_\L\cup{\cal P}_\L} W^{>L}(s_C)\eqno (2.3)$$ Therefore, calling $\varrho_C=\exp\ [-W^{>L}(s_C)]-1$, we get $$\exp\;[-V^{>L}(s_{\L})]\;=\;\prod_{C\in{\cal C}_{\L}\cup{\cal P}_{\L}}\; (1+\varrho_C(s_C))\; =\;1+\sum_{\Gamma\subset{\cal C}_{\L}\cup{\cal P}_{\L}}\;\prod_{C\in\Gamma} \varrho_C(s_C).\eqno (2.4)$$ To give an idea of the proof, let us consider the term corresponding to unity in (2.4). We first introduce a cut-off on the path configurations $\;s_k\;$ for $\;k\in A_j,\;j\in -p,...,p.\;$ That is, we write: $$\eqalignno{ 1&=\prod_{j=-p}^{p}(\left [\chi_{_M}(s_{A_j})\chi_{_M}(s_{A_{j+1}})\right ]+ \left [1-\chi_{_M}(s_{A_j})\chi_M(s_{A_{j+1}})\right ])\cr &=\prod_{j=-p}^{p}\chi_{_M}(s_{A_j})\chi_{_M}(s_{A_{j+1}})\cr &\hphantom{=}+\sum_{Y\subset\{-p,...,p\}}\;\prod_{k\in Y^c}\;\chi_{_M}(s_{A_k})\chi_{_M}(s_{A_{k+1}}) \prod_{k'\in Y}\;\left (1-\chi_{_M}(s_{A_{k'}})\chi_{_M}(s_{A_{k'+1}})\right ) &(2.5)\cr}$$ where $\ \chi_{_M}\ $ denotes an indicator function of a set of path configuration that will be defined later. Let us consider the following quantity : $$\exp\;[-V^{\leq L}(s_{\L})]\;\prod_{j=-p}^{p}\chi_M (s_{A_j})\chi_M (s_{A_{j+1}}).\eqno (2.6)$$ it can be written as $$\exp [-{1\over 2}V^{\leq L}_{A_{-p}}(s_{A_{-p}})] \prod_{j=-p}^{p}\chi_M(s_{A_j}){\bf T}(s_{A_j}, s_{B_j},s_{A_{j+1}})\chi_M(s_{A_{j+1}})\time \eqno(2.7) $$ $$\exp [-{1\over 2}V^{\leq L}_{A_p}(s_{A_p})],$$ where $$\eqalignno{&{\bf T}(s_{A_j};s_{B_j};s_{A_{j+1}}) =\cr &T(s_{A_{j}};s_{B_{j,1}})\prod_{k=1}^{n-1}T(s_{B_{j,k}}; s_{B_{j,k+1}}) T(s_{B_{j,n}};s_{A_{j+1}})&(2.8)\cr}$$ \n and $$T(s_D;s_{D'})=\exp\;[{1\over 2} V^{\leq L}(s_D)-V^{\leq L}(s_D\vee s_{D'}) + {1\over 2} V^{\leq L}(s_{D'})].\eqno (2.9)$$ Let ${\bb T} ( = {\bb T}_L ) \ $ denote the linear integral operator generated by the kernel $\ T \ $. This operator acts in a space of functions on $\ {\bf S}^{J_L}\ $ (this may be $\ C({\bf S}^{J_L})\ $ \break or $\ L_1({\bf S}^{J_L},ds_{J_L}),\ $ or $\;L_2({\bf S}^{J_L},ds_{J_L})\;$) where $\ J_L\ $ is the single lattice interval of length $\ L \ $ (it is convenient to set $\ J_L =[0,L-1]\ $ and write $\ {\bf S}^L\ $ instead of $\ {\bf S}^{J_L}\ $ and $\ s^L\ $ instead of $\ s_{J_L}\ $). The operator $\ \bb T \ $ transforms a non-negative function into a positive one and is compact. According to the Krein-Rutman Theorem [K.Ru.] (in either version), it has a unique positive eigenfunction $\ v ( = v_L )\ $ . The corresponding eigenvalue $\ \gamma ( = \gamma_L ) \ $ is not degenerate and gives the maximal point of the spectrum of $\ \bb T. \ $ Finally, the width of the gap between $\ \gamma \ $ and the remainder of the spectrum is positive. A similar assertion holds for the adjoint operator $\ \bb T^{{\star}};\ $ its extremal eigenvector is denoted by $\ v^{{\star}} ( = v^{{\star}}_L ) \ $ (the corresponding eigenvalue $\ \gamma^{{\star}}\ $ coincides with $\ \gamma ).\ $ We normalize $\ v \ $ and $\ v^{{\star}} \ $ in such a way that $$\langle v,v^\star\rangle = 1.\eqno (2.10)$$ Here and below $\;\langle \cdot ,\cdot \rangle\;$ denotes the scalar product in $\;L_2({\bf S}^L,ds^L):$ $$\langle v,v^\star\rangle = \int_{{\bf S}^L} ds^Lv(s^L)v^{\star}(s^L).$$ By using space-translations $\ S_u\ $ we can define the ``shifted'' functions $\ v(s_{A_j})\ $ and $\ v^*(s_{A_j}),$ $j=-p,\cdots ,p;\ $ for these functions the relation (2.10) will hold for any $\ j$. Now let ${\cal G}_{\L}$ denote the family of pairs $\{A_i,A_{i+1}\},\;-p\leq i\leq p-1.\;$ If $\;C$ = $\{A_i,A_{i+1}\}$ $\in{\cal G}_\L,$ we define $$\rho^2_C(s_C)={{T^{(n)}(s_{A_j};s_{A_{j+1}})}\over {\gamma^nv(s_{A_j})v^{\star}(s_{A_{j+1}})}}-1.\eqno (2.11)$$ Here, for $m\geq 2,\ T^{(m)}(s,s')$ is defined iteratively by : $$T^{(m)}(s;s')=\int ds''\ T^{(m-1)}(s;s'')T(s'';\ s')$$ where $\;s,\ s'\;$ and $\;s''\;$ stand for path configurations over appropriate intervals (e.g. for $s_{[0,L-1]},\;s_{[mL,(m+1)L-1]}\;$ and $\;s_{[(m-1)L+1,mL]}\;$, respectively). Returning to (2.6), we can write $$\int ds_\L\exp\;[-V^{\leq L}(s_\L )]\;\prod_{j=-p}^p\chi_M(s_{A_j})\;=$$ $$ \gamma^{2pn}\int ds_{A_{-p}} \times\dots\times ds_{A_p} \prod_{j=-p}^{p-1}[v(s_{A_j})v^{\star}(s_{A_{j+1}})\times$$ $$\chi_M(s_{A_j})\chi_M(s_{A_{j+1}})]\exp [-{1\over 2}V_{A_{-p}}(s_{A_{-p}}) -{1\over 2}V_{A_p}(s_{A_p})]\times$$ $$(1\;+\;\sum_{{\Delta\subset{\cal G}_{\L}\atop \Delta\not=\emptyset}} \;\prod_{C\in \Delta}\varrho^2_C(s_C)).\eqno (2.12)$$ We can now specify the reference system around which we perform a perturbative expansion. This system is formed by a family of independent paths configurations over A-blocks. The partition function of this system is precisely the term corresponding to unity in the RHS of (2.12). Let us now explain how we make this expansion. For $\Gamma\subset{\cal C}_{\L}\cup {\cal P}_{\L}$ we define $${\bf B}(\Gamma )=\{i:B_i\in\bigcup_{C\in\Gamma}C\}\eqno (2.13)$$ and $${\bf B}^c(\Gamma )=[-p,p]\backslash{\bf B}(\Gamma ).$$ We start the argument by writing: $$\int ds_{\L}\;\exp\;[-V(s_\L )] =\gamma^{2np}\sum_{\Gamma\subset {\cal C}_{\L}\cup {\cal P}_{\L}}$$ $$\int ds_{\L\backslash\cup_{i\in{\bf B}^c(\Gamma )}B_i}\prod_{i\in{\bf B}(\Gamma )}{{\bf T}(s_{A_i};s_{B_i}; s_{A_{i+1}})\over \gamma^n}\prod_{C\in \Gamma}\varrho_C(s_C)\times$$ $$\prod_{j\in{\bf B}^c(\Gamma )} [{T^{(n)}(s_{A_j};s_{A_{j+1}})\over\gamma^n}]\exp [-{1\over 2}V_{A_{-p}}(s_{A_{-p}})]\exp [-{1\over 2}V_{A_p} (s_{A_p})]\eqno (2.14)$$ We have used here the fact that, if there is no coupling between a B-block and anything else coming from the $\varrho_C$-terms, we can perform the path configuration integration over this block. We finally get the region $\displaystyle \bigcup_{i\in{\bf B}^c(\Gamma )}B_i$ where we deal with the $n$th iterates $\ {\bb T}^n\ $ of operator $\;\bb T\;.$ The next step is to analyse the terms $T^{(n)}(s_{A_j};s_{A_{j+1}})$ for $j\in{\bf B}^c(\Gamma )$ according to whether or not the path configuration $\;s_{A_j}\;$ belongs to a subset of ${\bf S}^{A_j}\ $ where $\;\chi_M\;=\;1.\;$ As before, we write: $$\eqalignno{1&=\prod_{j\in{\bf B}^c(\Gamma )}\left ([\chi_M(s_{A_j})\chi_M(s_{A_{j+1}})]+ [1-\chi_M(s_{A_j})\chi_M(s_{A_{j+1}})]\right )\cr &=\sum_{I\subset{\cal B}^c(\Gamma )}\prod_{i\in I}\chi_M(s_{A_i})\chi_M(s_{A_{i+1}}) \prod_{j\in{\cal B}^c(\Gamma )\backslash I}(1-\chi_M(s_{A_j})\chi_M(s_{A_{j+1}}))&(2.15) \cr}$$ and then $$\prod_{j\in{\bf B}^c(\Gamma )} \ {T^{(n)}(s_{A_j};s_{A_{j+1}})\over \gamma^n} =$$ $$=\sum_{I\subset{\bf B}^c(\Gamma )}\prod_{i\in I}{T^{(n)}(s_{A_i};s_{A_{i+1}})\over\gamma^n}\chi_M(s_{A_i}) \chi_M(s_{A_{i+1}})\times$$ $$\prod_{j\in{\bf B}^c(\Gamma )\backslash I}{T^{(n)}(s_{A_j};s_{A_{j+1}})\over \gamma^n} [1-\chi_M(s_{A_j})\chi_M(s_{A_{j+1}})]\eqno (2.16)$$ For the terms with $i\in I$ we write : $${T^{(n)}(s_{A_i};s_{A_{i+1}})\over \gamma^n}=\left ({T^{(n)}(s_{A_i};s_{A_{i+1}})\over\gamma^nv (s_{A_i})v^{\star}(s_{A_{i+1}})}-1+1\right )v (s_{A_i})v^{\star}(s_{A_{i+1}})$$ $$= (1+\varrho^2_C(s_C))v (s_{A_i})v^{\star}(s_{A_{i+1}})\eqno (2.17)$$ where $\;C=\{A_i,A_{i+1}\}\;$. Therefore, if we identify our pair $C=\{A_i,A_{i+1}\}$ with site $\;i,\;$ we get: $$\prod_{i\in I}{T^{(n)}(s_{A_i};s_{A_{i+1}})\over \gamma^n}\chi_M(s_{A_i})\chi_M(s_{A_{i+1}}) =$$ $$\sum_{Y\subset I}\prod_{C\in Y}\varrho^2_C(s_C)\prod_{i\in I}v (s_{A_i})\chi_M(s_{A_i})v^{\star}(s_{A_{i+1}})\chi_M(s_{A_{i+1}})$$ We then collect the product-terms $$\prod_{i\in{\bf B}^c\backslash I} (1-\chi_M(s_{A_j})\chi_M(s_{A_{j+1}}))$$ calling them $$\prod_{C\in{\bf B}^c(\Gamma )\backslash I}\varrho^1_C(s_C).$$ As a result, we get $$\prod_{j\in{\bf B}^c(\Gamma )}{T^{(n)}(s_{A_j};s_{A_{j+1}})\over\gamma^n}= \sum_{I\subset{\bf B}^c(\Gamma )}\sum_{Y\subset I} \prod_{C\in Y}\varrho^2_C(s_C)$$ $$\prod_{C\in{\bf B}^c(\Gamma )\backslash I} \varrho^1_C(s_C)\prod_{i\in I}v(s_{A_i})\chi_M(s_{A_i})v^{\star}(s_{A_{i+1}})\chi_M(s_{A_{i+1}})$$ $$\prod_{j\in{\bf B}^c(\Gamma )\backslash I}[{T^{(n)}(s_{A_j};s_{A_{j+1}})\over \gamma^{n}}]\eqno (2.18)$$ Let us note that, given $I\subset{\bf B}^c(\Gamma )\;$ and $\;Y\subset I,\;$ if a pair $C=\{A_j,A_{j+1}\}$ appears as an index in a term $\varrho^2_C(s_C)\;$ with $\;C\in Y\subset I,\;$ it cannot appear simultaneously as an index of $\ \varrho^1\ $ (in which case $\ C\ $ would have to belong to $\ {\bf B}^c(\Gamma )\backslash I$ ). Collecting all the previous expressions, we get: $$\int ds_{\L}\exp [-V(s_{\L})]= \gamma^{2np}\sum_{\Gamma \subset{\cal C}_{\L}\cup{\cal P}_{\L}} \sum_{I \subset{\bf B}^c (\Gamma )}\sum_{Y\subset I}$$ $$\displaystyle\int ds_{\L\backslash \bigcup_{i\in{\bf B}^c(\Gamma )}B_i}\exp [-{1\over 2}V_{A_{-p}} (s_{A_{-p}})-{1\over 2}V_{A_p}(s_{A_p})]\times\eqno (2.19)$$ $$\prod_{i\in{\bf B}^c(\Gamma )}{{\bf T}(s_{A_i};s_{B_i};s_{A_{i+1}})\over \gamma^n}\prod_{C\in \Gamma} \varrho_C(s_C)\prod_{C\in Y}\varrho^2_C(s_C)\prod_{C\in{\bf B}^c(\Gamma )\backslash I} \varrho^1_C(s_C)\times$$ $$\prod_{j\in{\bf B}^c(\Gamma )\backslash I}{T^{n}(s_{A_j};s_{A_{j+1}})\over \gamma^n} \prod_{i\in I}v(s_{A_i})\chi_M(s_{A_i})v^{\star}(s_{A_{i+1}})\chi_M(s_{A_{i+1}}).$$ The term $\displaystyle \prod_{C\in Y}\varrho^2_C(s_C) \prod_{C\in{\bf B}^c(\Gamma )\setminus I}\varrho^1_C(s_C)$ can be seen as associated to a pair $\ (\Gamma_3,\Gamma_4)\ $ where $\ \Gamma_3,\Gamma_4\subset {\cal G}_{\L},$ $\Gamma_3\cap\Gamma_4=\phi$: $$\prod_{C\in \Gamma_3}\varrho^1_C(s_C)\prod_{C\in \Gamma_4}\varrho^2_C(s_C)\eqno (2.20)$$ (the principle of the notation will be clear below). We now want to express the partition function of the original system as the one of a polymer gas where the interaction is a hard-core exclusion. Given $\ C\in{\cal C}_{\L}\cup{\cal P}_{\L}\cup{\cal G}_{\L}\ $ (that is, $\ C\ $ is either a pair of blocks of one of the types indicated before or a triplet $\ (A_i,B_i,A_{i+1})$), we define the support of $\ C,\ $ denoted by $\widehat C$, as: $$\widehat C =(\bigcup_{i:A_i\in C}A_i)\cup (\bigcup_{i:B_i\subset C}B_i)\cup (\bigcup_{i:B_i\hbox{ or }B_{i-1}\subset C}A_i)\eqno (2.21)$$ Note that in this way we have added the two neighbor A-blocks to any B-block which appears in $\ C$. Now let us consider a quadruple $R=(\Gamma_1,\Gamma_2,\Gamma_3,\Gamma_4)$ with $\Gamma_1\subset{\cal C}_{\L},$ $\Gamma_2\subset{\cal P}_{\L}\ $ and $\ \Gamma_3,\Gamma_4\subset {\cal G}_{\L}$. A quadruple $\ R\ $ is called admissible (which means that it could appear in the expression (2.19) as a particular term in the sum $\ \sum_{\Gamma}\sum_{I}\sum_{Y}\ $), if $\ \Gamma_3\cap\Gamma_4=\phi \ $ and moreover if, for any block $\; B_i\;$ that enters some pair or triplet $\ C\in\Gamma_1\cup\Gamma_2,\ $ the pair of the two neighbor-blocks $\ A_i,A_{i+1}\ $ does not belong to $\Gamma_3\cup\Gamma_4$. The last condition comes from the fact that, by construction, a pair $\;\{A_i,A_{i+1}\}\;$ appears only in association with the intermediary B-block $\ B_i$. Hence, if $\;B_i\in C\;$ where $\;C\;$ is from $\;\Gamma_1\cup\Gamma_2\;$ then pair $\;\{A_i,A_{i+1}\}\;$ can appear as an index neither in a term $\varrho^2_C(S_C)$ with $C\in Y\subset I\subset{\bf B}^c(\Gamma )$ nor in a term $\varrho^1_C(S_C)$ with $C\in {\bf B}^c(\Gamma )\backslash I$ (recall that we identify $\;\{A_i,A_{i+1}\}\;$ with site $\;i$). If the block pairs or triplets, $\ C_1\ $ and $\ C_2,\ $ belong to $\;\cup_{i=1}^{4}\Gamma_i,\;$ we say that $\ C_1\ $ and $\ C_2\ $ are connected if $\;\widehat C_1\cap \widehat C_2\not =\emptyset.\;$ An admissible $\;R=(\Gamma_1,\Gamma_2,\Gamma_3,\Gamma_4 )\;$ is called a polymer if, for any $C$ and $C'\in\cup_{i=1}^{4}\Gamma_i,\;$ there exists a sequence $\;C_j,\;j=1,\dots,k,\;$ such that any $\;C_j\in \cup_{i=1}^{4}\Gamma_i,$ $C_1=C,$ $C_k=C'\ $ and $\ C_j$ and $C_{j+1}$ are connected for $1\leq j\leq k-1$. If $\ R=(\Gamma_1,\Gamma_2, \Gamma_3,\Gamma_4 )\ $ is a polymer, we let $\;{\bf I}(R)\;$ be the set of those values $\;i\;$ for which either the corresponding B-block $\;B_i\;$ enters some $\;C\in\Gamma_1\cup\Gamma_2,\;$ or a pair $\;\{A_i,A_{i+1}\}\in\Gamma_3.\;$ Furthermore, $\;{\bf J}(R)\;$ denotes the set of those values $\;i\;$ for which the corresponding A-block $\;A_i\;$ enters some $\;C\in\Gamma_1\cup\Gamma_4\;$. We define the support of $\;R\;$ by $${\widehat R=(\bigcup_{i\in{\bf I}(R)}(A_i\cup B_i\cup A_{i+1})) \cup (\bigcup_{j\in{\bf J}(R)}A_j)}.\eqno (2.22)$$ For any polymer $\;R\;$ it is easy to see that the support $\widehat R\;$ can be decomposed into the union of pair-wise disjoint intervals: $$\displaystyle{\widehat R=\bigcup_{i=1}^KG_i.}$$ Here $\;K=K(R)\;$ and $G_i$ may be either an A-block $\;A_j\;$ (in which case $\;j\in{\bf J}(R)\;$ and $\;A_j\;$ does not enter any triplet $\;\{A_i,B_i,A_{i+1}\}$ with $\;i\in{\bf I}(R)\;$) or a union corresponding to a chain of consecutive triplets: $$G_i=A_{l_i}\cup B_{l_i}\cup A_{l_i+1}\cup\dots\cup B_{l_i+m_i}\cup A_{l_i+m_i+1}.$$ Let us define the probability measures on $\;{\bf S}^{\widehat R}$: $$\displaystyle\mu_R(ds_{\widehat R})=\prod_{i=1}^{K}\mu_{G_i}(ds_{G_i}).\eqno (2.23)$$ Here, if $\;G=A_l,\;$ then $${d\mu_G(s_G)\over ds_G}={u_l^\star (s_{A_l})u_l(s_{A_l}) \over{\cal N}_G},\eqno (2.24)$$ and, if $\;G=A_l\cup B_l\cup A_{l+1}\cup\dots\cup B_{l+m} \cup A_{l+m+1},\;$ then $${d\mu_G(s_G)\over ds_G}=$$ $${u^\star_l (s_{A_l}){\bf T}(s_{A_l};s_{B_l};s_{A_{l+1}})\cdots {\bf T}(s_{A_{l+m}};s_{B_{l+m}};s_{A_{l+m+1}}) u_{l+m+1}(s_{A_{l+m+1}})\over\gamma^{m(n+1)}{\cal N}_G}\eqno (2.25)$$ where $$u_\ell^\star=v^{\star}\chi_M,\quad{\rm{if}}\;\;-p+1\leq \ell\leq p,$$ $$u_\ell=v\chi_M,\quad{\rm{if}}\;\;-p\leq \ell\leq p-1,$$ $$u_\ell^\star (s_{A_\ell})= \exp [-{1\over 2}V_{A_\ell}(s_{A_\ell})] =u_\ell (s_{A_\ell}),\quad{\rm{if}}\;\;\ell =-p\;{\rm{ or }}\;p,$$ and $\;{\cal N}_G\;$ is the normalization to have a probability measure. Next, we assign to a polymer $\;R\;$ its (not necessary positive) ``fugacity''. First, we set: $${\widetilde\zeta}(R)=\hbox{$\int$}\mu_R(ds_{\widehat R})\prod_{C\in\Gamma_1\cup\Gamma_2}\varrho^0_C(s_C)\ \prod_{C\in\Gamma_3} \varrho^1_C(s_C)\ \prod_{C\in\Gamma_4}\varrho_C^2(s_C).\eqno (2.26)$$ where $\varrho^0_C \equiv \varrho_C$ see eq. (2.4). One can then check that the partition function $\;\Xi_\L\;$ may be written in the following way: $$\Xi_{\L}=\gamma^{2pn}\langle v\exp [-{1\over 2}V_{A_{-p}}] ,\chi_M\rangle\langle v^\star\exp [-{1\over 2}V_{A_p}],\chi_M\rangle (\langle v^\star v,\chi_M\rangle )^{2p-1}\times$$ $$\left[ 1+\sum_{k\geq 1}\quad\sum_{{R_1,\dots ,R_k:\atop {\widehat R}_i\subset\L ,1\leq i\leq k,}\atop{\widehat R}_i\cap{\widehat R}_{i'}=\emptyset,1\leq i0\;$ and $\;\delta\;$ do not depend on $\;N\;$ and $\;L\;.\;$ Moreover, for the probability measure $\;\mu_E\;$ on ${\bf S}^{[0,NL-1]}\;$ with a density $\;E\;$ of the form (2.30) and for any $\;j=0,\dots N-1,\;$ we have: $$\mu_E(\{s_{[0,NL-1]}:\;\chi_M(s^{(j)})=0\})\leq {\bar c}_1e^{-{\bar c}_2M^2};\eqno (2.33)$$ the constants $\;\bar c_1\;$ and $\;\bar c_2\;$ again do not depend on $\;N\;$ and $\;L\;.$ Indeed, the bound (2.33) follows easily from the definition (2.29) - (2.31),the bound (2.32) and the estimate: $$\int_{\{s\in{\bf S}:\Vert s\Vert_2\geq y\}}ds\exp [- c^{\star}\Vert s\Vert_2^2]\leq \exp [-(c^\star -\epsilon )y^2]\int_{\bf S}ds \exp [-\epsilon\Vert s\Vert^2_2]$$ provided that we are able to prove that the integral in the RHS is finite for any $\;\epsilon >0.\;$ The last assertion may be proved in the following way. Given $\;s=(x,\omega ),\;$ we use the definition of the norm $\;\Vert s\Vert^2_2\;$ and the Schwartz inequality to write the bound $$\Vert s\Vert_2^2\;\geq \;\beta x^2+2x\int_0^\beta dt \omega (t)+\beta^{-1} (\int_0^\beta dt\omega (t))^2$$ which implies $$\int_{\bf S} ds\exp (-\epsilon\Vert s\Vert^2_2)\leq \int_{\bf R}dx \int_{\bf W}P(d\omega )\exp [-\epsilon\beta^{-1} (\beta x+\int_0^\beta dt\omega (t))^2].$$ Performing in the RHS the integration in the variable $\;x,\;$ we get the desired result. The following theorem is the crucial ingredient to control the terms $\;\varrho^2_C(s_C)\;$: \b \n{\bf Theorem 2.1} \m {\it There exist positive integers $\;L_0\;$ and positive constants $\;\bar c_3, \;\bar c_4\;$ such that for any $\;L>L_0\;$ and $\;M>1\;$ and for any} $\; s,\ s'\in{\bf S}_M$ $$\left |{T^n(s;s')\over\gamma^nv(s)v^{\star}(s')}-1\right |\leq\exp(\bar C_1M^2-n\ e^{-\bar C_2M^2})\eqno (2.34)$$ Since the proof of Theorem 2.1 is similar to the one of Theorem 2.1 of [C.C.O], the estimate (2.33) playing the role of the bound (2.4) of [C.C.O], we omit it. For estimating the terms $\;\varrho^0\;$ and, in a complex domain, the terms $\;\varrho^3,\;$ one again proceeds in a way similar to [C.C.O.]. It is convenient to summarize all the bounds in Proposition 2.2 below. In this assertion, the condition that $\;M,\;n\,$ and $\;L\;$ are large enough, $\;w_0\;$ and $\;w_1\;$ are small enough means the following. First, we impose the restriction $\;M\geq M^0\;$ and $\;n\geq n^0\;$ where $\;M^0\;$ and $\;n^0\;$ depend only on $\;\beta\;$ and the potentials $\;\Phi\;$ and $\;\Psi_d,\;d\geq 1.\;$ Then, for $\;M\;$ and $\;n\;$ satisfying these conditions, we take $\;L\geq L^0\;$ where $\;L^0= L^0(M,n).\;$ Finally, for $\;M,\;n\;$ and $\;L\;$ that satisfy the above restrictions, we consider $\;w_0\;$ and $\;w_1\;$ with max $[|w_0|,|w_1|] \leq w^0\;$ where $\;w^0=w^0(M,n,L).\;$ The claim is that we can guarantee a proper choice of the thresholds $\;M^0,\;n^0,\;L^0\;$ and $\;w^0\;$ (in bounds (2.40) and (2.44) - (2.46) below these thresholds depend on a parameter $\;\sigma\;$). Note that all the estimates that follow are claimed to be uniform in $\;p.\;$ \b \n{\bf Proposition 2.2} \m {\it Given $\;M,\;n\;$ and $\;L\;$ large enough and $\;w_0\;$ and $\;w_1\;$ small enough, the (complex) polymer fugacity $\;\bar\zeta (R)\;$ satisfies the bound $$\mid\bar\zeta(R)\mid\leq\;{\prod\atop C\in\Gamma_1\cup\Gamma_2\cup\Gamma_3\cup\Gamma_4}{\widehat g}_C.\eqno (2.35)$$ Here, for $\;C=\{D,D'\}\in{\cal C}_\L,\;$ $${\widehat g}_C={\rm{max}}\{{12M^2n^2(1+w^2)\log(nL+1)\over{r_C F(r_CL)}},$$ $$6\bar c\exp\left [-c^{\star}{M^2\over 8}\log(r_C+1)\right]\},\eqno (2.36)$$ where $\;r_C\;$ is the total number of blocks of the both types, {\rm A} and {\rm B}, situated between $\;D\;$ and $\;D'\;$, whereas for $\;C\in{\cal P}_\L\cup{\cal G}_\L,$ $${\widehat g}_C(M,n,L,w)={\rm{max}}\{100M^2\log(nL+1)n\left[{1\over \log(L+1)F(L)}+wL\right]+$$ $$100nLw,\;\;6\bar c\exp (-{c^\star\over 48}M^2),\;\; \exp (\bar c_3M^2-ne^{-\bar c_4M^2})\}.\eqno (2.37)$$ Constant $\;c^\star\;$ comes from Lemma 3, and $\;\bar c_3,\;\bar c_4\;$ from Theorem 2.1 and} $\;w=$ max $[w_0,w_1].\;$ \b The proof of Proposition 2.2 is similar to the one of Lemma 3.1 of [C.C.O.]. In the proof one uses Theorem 2.1 together with (2.33) and the following fact: $$\mid\psi_d(s_i,s_j)\mid\leq{{\langle\mid s_i\mid ,\ \mid s_j\mid \rangle}\over{(i-j)^2\log (1+\mid i-j\mid)F(\mid i-j\mid)}}\eqno(2.38)$$ where $$\eqalignno{\langle\mid s_i\mid , \ \mid s_j\mid\rangle&\equiv\int_0^{\beta}|x_i+w_i(t)|\ |x_j+w_j(t)|dt\cr &\leq{1\over 2}(\Vert s_i\Vert^2_2+\Vert s_j\Vert^2_2) &(2.39)\cr}$$ As before, we omit the details referring the reader to [C.C.O.]. It now can be checked (cf. [C.C.O.], Proposition 2.2) that for $\;M\;$ and $\;L\;$ large enough we have, for some constant $\;{\cal N}>0$: $$\eqalignno{ &{3\over 4}<(v\tilde v^{\star},\chi_{\bar M})\leq(vv^{\star},\chi_M)\leq 1,\cr &{3\over 4}{\cal N}^{-1}<\left({v\ e^{-h/2}\over\sqrt{\gamma}},\chi_M\right)\leq{\cal N},\cr &{\cal N}_R\leq{\cal N}^2.\cr}$$ \n Furthermore, for every polymer $R$ the following inequality holds: $$\mid R\mid\leq 3{\sharp(\Gamma_1\cup\Gamma_2\cup\Gamma_3\cup\Gamma_4)}$$ \n where $\mid R\mid$ denotes the number of blocks of type $A$ or $B$ contained in $\widehat R$. It then follows that, given $\sigma\in [{1\over 2},1),$ we can choose $n,M$ and $\;L\;$ large enough and $\;w_0\;$ and $\;w_1\;$ small enough so that, for every polymer $R=(\Gamma_1,\Gamma_2,\Gamma_3, \Gamma_4)$, the complex fugacity $\;\bar\zeta (R)\;$ admits the bound: $$\mid\bar\zeta(R)\mid\leq\sigma^{\mid R\mid}\prod_ {C\in\Gamma_1\cup\Gamma_2\cup\Gamma_3\cup\Gamma_4}g_c\eqno (2.40)$$ \n where $$g_c=2^3{\cal N}^4\hat g_c.\eqno (2.41)$$ The bound (2.40) is the basic ingredient for proving the convergence of the cluster expansion. More precisely, proceeding as in [C.C.O.] Lemma 1, we get \b \n{\bf Proposition 2.3} \m {\it Let $\;\tilde\Xi_\L\;$ denote the polymer partition function figuring in the square brackets in the RHS of (2.27) (for the complex perturbation of the Hamiltonian): $${\widetilde\Xi}_{\L}=1+\sum_{k\geq 1}\;\sum_{{R_1,\dots ,R_k:\atop{\widehat R}_i\subseteq\L,1\leq i\leq k,}\atop{\widehat R}_i\cap{\widehat R}_{i'} =\emptyset ,1\leq i0\;$ and $\;\tilde c_2\in\bf R\;$ independent on $\;j'$, $j''\;$ and $\;\L.\;$ Here $$\eqalignno{{{\tilde\Xi_\L(x)_{j',j''}}\over{\Xi_\L}}=& \int_{\bf W} dP(\omega_J)\int_{{\bf S}^{\L\setminus\{0\}}}ds_{\L\setminus\{0\}} (||s_0||_1+1)^2\times\cr &(||s_{j'}||_1+1)(||s_{j''}||_1+1) \exp [-V_\L(s_0\vee s_{\L\setminus\{0\}})].&(2.60)\cr}$$ This may be achieved by using the assertion of Lemma 3 (with the integration in $\;dP(\omega_0)\;$ over $\;\bf W\;$) for a measure with the denominator $\;\Xi_\L({\cal E}_{\widetilde J})\;$ where $\;\widetilde J$ = $\{0,j',j''\}\;$ and $${\cal E}_{\widetilde J}=(||s_0||_1+1)^2(||s_{j'}||_1+1) (||s_{j''}||_1+1).$$ \vfill\eject \n{\bf APPENDIX} \m\m \n We prove Lemma 3 by using an argument which is similar to the one from [R2] and [R3]. To make the exposition easier we will use, wherever possible, the notations from [R3], or a close one. Let us start by proving the assertion of Lemma 3 in the simplest case of the measure with the denominator $\;\Xi_\L$. As in [R2] and [R3], we deal with a sequence of volumes (cubes) $\;[\;q\;]$, $q=1,2,$..., where $$[\;q\;]\;=\;\{j=(j_1,...,j_\nu)\in{\bf Z}^\nu :\;|j_i|\leq l_q\}$$ and a sequence of positive integers $\;l_q\;$ is chosen so that $|l_{q+1}/l_q$ $-$ $(1+2\alpha )|$ $<$ $\alpha\;$ where $\;\alpha>0\;$ is a constant. The volume of $\;[\;q\;]\;$ is denoted by $\;v_q\;$ : $v_q$ = $(2l_q+1)^\nu$. We denote by $\;||\bar s||\;$ the norm (1.48) with $\;r=2.\;$ The key technical assertion is the following proposition (cf. Proposition 2.1 from [R2] and [R3]): \m\m {\bf Proposition A.1} {\it Under the conditions of Lemma 3, for any $\;\epsilon >0\;$ and $\;C\geq 0,\;$ there exists $\;\alpha^0>0\;$ such that for any $\;\alpha\in (0,\alpha^0)\;$ one can find $\;P\geq 1\;$ and a monotone increasing sequence $\;\varpi_q$, $q=P,P+1,$..., with $\;\varpi_q\geq 1\;$ and $\;{\displaystyle\lim_{q\to\infty}\varpi_q=\infty}\;$ such that the following holds: Let $\;\L\subset{\bf Z}^\nu\;$ be a finite set and $\;\bar s_\L=(\bar s_j)\;$ be a path configuration from $\;\bar{\bf S}^\L$. Suppose that $\;q\geq P\;$ is the largest integer for which $\;{\displaystyle\sum_{j\in [\;q\;]\cap\L}||\bar s_j||^2}$ $\geq$ $\varpi_qv_q$. Then $$\eqalignno{\sum_{j\in [\;q+1\;]\cap\L}C+\sum_{j\in [\;q+1\;]\cap\L} \;\sum_{j'\in\L\setminus [\;q+1\;]} &|\Psi_{\{j,j'\}}|{1\over 2}(||\bar s_j||^2+||\bar s_{j'}||^2)\leq \cr\leq\epsilon&\sum_{j\in [\;q+1\;]\cap\L}||s_j||^2.&(A.1)\cr}$$ Moreover, if $\;\epsilon\;$ and $\;C\;$ and $\;c_1$, $c_2$, $\u c$, $\hat c\;$ and $\;\eta\;$ figuring in (1.7), (1.64) and (1.65) are varying within compact sets (in the case of $\;\epsilon$, $\;c_1$, $\hat c\;$ and $\;\eta\;$--- separated from $\;0\;$), then $\;\alpha^0\;$ and --- for any $\;\alpha\in(0,\alpha^0)\;$---$\;P\;$ and $\{\varpi_q,q\geq P\}\;$ may be chosen independently on these values.} \m\m We omit the proof of Proposition A.1: it repeats that of Proposition 2.1 of[R2]. In what follows we fix $\;\epsilon\in (0,c_1/3),\;$ $\;C=c_2$ and fix $\;\alpha\in (0,\alpha^0)\;$. Given $\;\L\subset{\bf Z}^\nu$, denote by $\;\Re_0\;$ the set of the path configurations $\;\bar s_\L\in\bar{\bf S}^\L\;$ for which $\;{\displaystyle\sum_{j\in [\;q\;]\cap\L}||\bar s_j||^2}$ $\leq$ $\varpi_qv_q\;$ for any $\;q\geq P$ and by $\;\Re_q$, $q\geq P$, the set of the path configurations $\;\bar s_\L$ for which $\;q\;$ is the largest integer $\;\geq P\;$ with ${\displaystyle\sum_{j\in [\;q\;]\cap\L}||\bar s_j||^2}$ $>\varpi_qv_q.$ An important corollary of Proposition A.1 is \m {\bf Proposition A.2} (a) {\it Let a path configuration $\;\bar s_\L \in\Re_q\;$ where $\;q\geq P.\;$ Then $$\eqalignno{&-V_\L(\bar s_\L)+V_{\L\cap [\;q+1\;]}(\bar s_{\L\cap [\;q+1\;]}) \leq\cr\leq&(-c_1+3\epsilon )\sum_{j\in [\;q+1\;]} ||s_j||^2-C'\varpi_{q+1}v_{q+1}&(A.2)\cr}$$ where the constant $\;C'>0\;$ does not depend on} $\;\L$. (b) {\it Let $\;\bar s_\L\in\Re_0.\;$ Then, for any $\;j\in\L$, $$-V_\L(\bar s_\L)+\varphi_j(\bar s_j)\leq D', \eqno (A.3)$$ where $\;\varphi_j(\bar s)=\int_0^\beta dt\Phi_j(\omega (t)+L_{x,y}(t))$, $\bar s=(x,y;\omega )\;$ (cf. (1.41)) and the constant $\;D'\;$ does not depend on $\;\L$. The constants, $\;C'\;$ and $\;D',\;$ possess the uniformity property stated in Proposition A.1}. \m The proof of Proposition A.2 is similar to the one of Proposition 2.5 of [R2] (combined with the proof of the bound (2.29) from [R2]) and we again omit it . Notice that all constants figuring in the various estimates below possess the uniformity property. The partition of $\;\bar{\bf S}^\L\;$ into sets $\;\Re_0$ and $\;{\displaystyle{\bigcup_{q\geq P}}\Re_q}\;$ generates, for any $\;J\subset\L\;$ and $\;\bar s_J$ = $(\bar s_j$, $j\in J)\in\bar{\bf S}^J,\;$ the corresponding expansion $\;k_{{\bf m}_\L}^{(J)}(\bar s_J)$ = $k'(\bar s_J)$ $+$ $k''(\bar s_J).\;$ As in [R3], we are going to prove later that $$k'(\bar s_J)\leq C''\exp\;[\;(\bar\Psi -c_1)||\bar s_j||^2\;]\; k_{{\bf m}_\L}^{(J\setminus\{j\})}(\bar s_{J\setminus\{j\}})\eqno (A.4)$$ for any $\;j\in\L\;$ and $$\eqalignno{k''(\bar s_J)\;\leq\;\sum_{q\geq P}\exp & \;[\;-C'\varpi_{q+1}v_{q+1} +D''v_{q+1}- (c_1-3\epsilon )\sum_{j\in [\;q+1\;]\cap J}||\bar s_j||^2\;]\times\cr &\times k_{{\bf m}_\L}^{(J\setminus [\;q+1\;])} (\bar s_{J\setminus [\;q+1\;]}),&(A.5)\cr}$$ where $\;C''\,>0\;$ and $\;D''\in{\bf R}\;$ are constants independent on $\;\L\;$ and $\;J\subseteq\L\;$ and $$\bar\Psi\;=\;\sup_{j\in{\bf Z}^\nu} \sum_{j'\in{\bf Z}^\nu :j'\neq j}|\Psi_{\{j,j'\}}|$$ (cf. (2) and (3) in [R3]). Having proved (A.4) and (A.5), we can establish, by using an induction on the card of $\;J\;$ (cf. [R3]), that $$k^{(J)}_{{\bf m}_\L}(\bar s_J)\;\leq\;\exp\;[\;\sum_{j\in J}(E||\bar s_j||^2 +F)]\eqno (A.4)$$ for some constants $\;E,\,F\in{\bf R}\;$ (cf. (4) in [R3]). The next step is to check that indeed a stronger inequality holds: $$k^{(J)}_{{\bf m}_\L}(\bar s_J)\;\leq\;\exp\;(\;\sum_{j\in J} \;[(-c_1+3\epsilon ) ||\bar s_j||^2+\delta\;]),\eqno (A.7)$$ where $\;\delta >0\;$ again does not depend on $\;\L$, $J\subset\L\;$ (cf. (5) in [R3]). The assertion of Lemma 3 then follows with $\;c^\star_1=c_1-3\epsilon$, $c^\star_2=\delta$. The choice of $\;\delta\;$ is: $\delta =(E+c_1-3\epsilon )\varpi_Pv_P+F\;$ (precisely as in [R3]). If $\;||\bar s_j||^2\leq\varpi_Pv_P\;$ for any $\;j \in J$, (A.7) follows from (A.4). Therefore, we can assume that $\;||\bar s_j||^2>\varpi_Pv_P\;$ for some $\;j\in J$. Then $\;k'(\bar s_J)$ = $0\;$ and $\;k^{(J)}_{{\bf m}_\L}(\bar s_J)$ = $k''(\bar s_J)$. By using (A.5) and an induction on the card of $J$, we can write in this case (cf. [R3]): $$\eqalign{k^{(J)}_{{\bf m}_\L}&(\bar s_J)\;\leq\;\exp\;\left[\;\sum_{j\in J} (-c_1+3\epsilon ) ||\bar s_j||^2\;\right]\times\cr&\times\sum_{q\geq P}\exp\; [-C'''\varpi_{q+1}v_{q+1}+ D''v_{q+1}+\delta\;{\rm card}\;(J\setminus [\;q+1\;])\;]\leq\cr &\leq\;\exp\;[\;-\sum_{j\in J}(c_1-3\epsilon ) ||\bar s_j||^2+\delta\;{\rm card}\; (J\setminus [\;P+1\;])\;]\leq\cr &\leq\;\exp\;[\;-\sum_{j\in J}(c_1-3\epsilon )||\bar s_j||^2 +\delta\;{\rm card}\;J\;]\cr}$$ which finishes the proof of Lemma 3. It remains to check the bounds (A.4) and (A.5). The reasoning is again similar to [R3] (cf. Appendix in [R3]). We write $$\eqalignno{k'(\bar s_J)=&\Xi_\L^{-1} \int_{{\bf S}^{\L\setminus J}} ds_{\L\setminus J}\chi_{\Re_0} (\bar s_J \vee s_{\L\setminus J})\;\exp\;[-V_\L(\bar s_J\vee s_{\L\setminus J})\;]\leq\cr \leq&\exp\;[-V_J(\bar s_J)]\;\Xi_\L^{-1} \int_{{\bf S}^{\L\setminus J}} ds_{\L\setminus J}\chi_{\Re_0} (\bar s_J \vee s_{\L\setminus J})\;\exp\;[-V_\L (s'_J\vee s_{\L\setminus J})]\times\cr &\times\exp\;\left[{1\over 2} (||\bar s_j||^2+||s'_j||^2)\bar\Psi +2D'\right]. &(A.8)\cr}$$ Bound (A.8) follows from Proposition A.2 (b). Now pick a subset $\;{\bf S}_0$ = $\{s\in{\bf S}:||s||^2\leq 1\}$, then for any finite $\;\widetilde\L\subset{\bf Z}^\nu$ $$\int_{{\bf S}_0^{\widetilde\L}}ds_{\widetilde\L}\exp\;[-V_{\widetilde\L} (s_{\widetilde\L})]\geq\lambda^{-{\rm card}\;\widetilde\L},\eqno (A.9)$$ where $\;\lambda >0$ (see below). Then the RHS of (A.8) is $$\eqalignno{\leq&\lambda e^{2D'}\exp\;\left[-c_1||\bar s_j||^2+c_2+ {1\over 2}\bar\Psi ||\bar s_j||^2+{1\over 2}\bar\Psi\right]\times\cr &\times\Xi_\L^{-1}\int_{{\bf S}^{(\L\setminus J)\cup\{j\}}} ds_{(\L\setminus J)\cup\{j\}}'\exp\;[-V_\L(\bar s_{J\setminus\{j\}}\vee s'_{(\L\setminus J)\cup\{j\}})]\leq\cr \leq&\;C''\exp\;[(\bar\Psi-c_1)||\bar s_j||^2]\; k^{(J\setminus\{j\})}_{{\bf m}_\L}(\bar s_{J\setminus\{j\}}),&(A.10)\cr}$$ which proves (A.4). Furthermore, $$\eqalign{k''(\bar s_J)=&\sum_{q\geq P}\Xi_\L^{-1} \int_{{\bf S}^{\L\setminus J}} ds_{\L\setminus J}\chi_{\Re_q} (\bar s_J \vee s_{\L\setminus J})\;\exp\;[-V_\L(\bar s_J\vee s_{\L\setminus J})\;]\leq\cr \leq\sum_{q\geq P}\Xi_\L^{-1}& \int_{{\bf S}^{\L\setminus J}} ds_{\L\setminus J}\chi_{\Re_q} (\bar s_J \vee s_{\L\setminus J})\;\exp\;\left[\;\sum_{j\in [\;q+1\;]\cap\L} (-c_1||\bar s_j||^2+c_2)\right]\times\cr &\times\exp\;\left[\;\sum_{j\in [\;q+1\;]\cap\L}\; \sum_{j'\in\L\setminus [\;q+1\;]} |\Psi_{\{j,j'\}}|{1\over 2}(||\bar s_j||^2+||\bar s_{j'}||^2)\right]\times\cr &\times\exp\;\left[\;\sum_{j\in [\;q+1\;]\cap\L}\; \sum_{j'\in\L\setminus [\;q+1\;]} |\Psi_{\{j,j'\}}|{1\over 2}(||s'_j||^2+||\bar s_{j'}||^2)\right]\times\cr}$$ \m $$\times\exp\;[-V_\L(\bar s_{J\setminus [\;q+1\;]}\vee s_{(\L\setminus J) \setminus [\;q+1\;]}\vee s'_{[\;q+1\;]\cap\L})+V_{[\;q+1\;]\cap\L} (s'_{[\;q+1\;]\cap\L})\;];\eqno (A.11)$$ as before, bound (A.11) holds for any (sequence of) path configurations $\;s'_{[\;q+1\;]\cap\L}$ $\in {\bf S}^{[\;q+1\;]\cap\L}$, $q\geq P$. By using Proposition A.2 (a), we continue (A.11) by estimating the RHS as $$\eqalignno{ \leq&\sum_{q\geq P}\exp\;\left[\;\sum_{j\in [\;q+1\;]\cap J}(-c_1+3\epsilon ) ||\bar s_j||^2-C'\varpi_{q+1}v_{q+1}\right]\times\cr &\times\left[\lambda\;\exp\;\left({1\over 2}\bar\Psi\right) \right]^{{\rm card}\;([\;q+1\;]\cap\L)}\times\cr \times\Xi_\L^{-1}&\int_{{\bf S}^{\L\setminus (J\setminus [\;q+1\;])}} ds'_{\L\setminus (J\setminus [\;q+1\;])}\exp\;[-V_\L (\bar s_{J\setminus [\;q+1\;]} \vee s'_{\L\setminus (J\setminus [\;q+1\;])})]\leq\cr \leq&\sum_{q\geq P}\exp\;\left[\sum_{j\in [\;q+1\;]\cap J}(-c_1+3\epsilon ) ||\bar s_j||^2-C'\varpi_{q+1}v_{q+1}+D''v_{q+1}\right]\times\cr &\times k^{(J\setminus [\;q+1\;])}_{{\bf m}_\L}(\bar s_{J\setminus [\;q+1\;]}), &(A.12)\cr}$$\m \n which proves (A.5). To prove (A.9), we observe (as in [R3]) that $$V_{\widetilde\L}(\bar s_{\widetilde\L})\leq\sum_{j\in\widetilde\L} \varphi_j(\bar s_j)+\bar\Psi\sum_{j\in\widetilde\L}||\bar s_j||^2$$ and therefore $$\eqalign{&\int_{{\bf S}_0^{\widetilde\L}}ds_{\widetilde\L} \exp\;[-V_{\widetilde\L}(s_{\widetilde\L})]\geq\cr &\leq\prod_{j\in\widetilde\L}\int_{{\bf S}_0}ds \exp\;[-\varphi_j(s)-\bar\Psi ||s||^2]\geq\cr &\geq\lambda^{{\rm card}\;\widetilde\L}\cr}$$ where $$\lambda=\inf_j\int_{{\bf S}_0}ds\exp\;[-\varphi_j(s)- \bar\Psi||s||^2>0;$$ the last estimate follows directly from the properties of the Wiener measure and the conditions imposed on potentials $\;\Phi_j$. The proof of the assertion of Lemma 3 for other types of measures does not differ from the case of the measure with the denominator $\;\Xi_\L.\;$ In fact what matters is the system of bounds (1.7), (1.64) and (1.65). 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