Thursday, August 22, 2013
Friday, August 9, 2013
The Fulton-MacPherson compactification of a configuration space
\newcommand{\bR}{\mathbb{R}} \newcommand{\bZ}{\mathbb{Z}} \DeclareMathOperator{\Bl}{\boldsymbol{Bl}}
Suppose that M is a real analytic manifold of dimension m. Fix a finite set L of labels. For any subset S\subset L we define the following objects.
The space of configurations M(L) is an open subset of M^L. We want to construct a certain completion M[L] of M(L) as a manifold with corners. This completion is known as the Fulton-MacPherson compactification of M. The completion M[L] is compact when M is compact. We follow closely the approach of Axelrod and Singer, Chern-Simons perturbation theory.II, J. Diff. Geom., 39(1994), 173-213.
We begin with some simple observations. Observe that if S\subset S', then we have a natural projection \pi_S: M^{S'}\to M^S which associates to a map S'\to S its restriction to S
M^{S'}\ni x_{S'}\mapsto x_{S}\in M^S.
\newcommand{\hra}{\hookrightarrow} We set
\Delta_S^L=\pi_S^{-1}(\Delta_S)\subset M^L.
More explicitly, \Delta_S^L consists of the maps L\to M which are constant on S. Observe that
M^L\setminus M(L)=\bigcup_{|S|\geq 2} \Delta_S^L.
For x\in M and S\subset M we denote by x^S the constant map S\to\lbrace x\rbrace viewed as an element in M^S. We can identify x^S with a point in x\in M so
Suppose that M is a real analytic manifold of dimension m. Fix a finite set L of labels. For any subset S\subset L we define the following objects.
- The manifold M^S consisting of maps S\to M. We will indicate a point in M^S as a collection x_S:=(x_s)_{s\in S}, x_s\in M, \forall s\in S.
- The configuration space M(S)\subset consisting of injective maps S\to M.
- The thin diagonal \Delta_S\subset M^S consisting of the constant maps S\to M.
The space of configurations M(L) is an open subset of M^L. We want to construct a certain completion M[L] of M(L) as a manifold with corners. This completion is known as the Fulton-MacPherson compactification of M. The completion M[L] is compact when M is compact. We follow closely the approach of Axelrod and Singer, Chern-Simons perturbation theory.II, J. Diff. Geom., 39(1994), 173-213.
We begin with some simple observations. Observe that if S\subset S', then we have a natural projection \pi_S: M^{S'}\to M^S which associates to a map S'\to S its restriction to S
M^{S'}\ni x_{S'}\mapsto x_{S}\in M^S.
\newcommand{\hra}{\hookrightarrow} We set
\Delta_S^L=\pi_S^{-1}(\Delta_S)\subset M^L.
More explicitly, \Delta_S^L consists of the maps L\to M which are constant on S. Observe that
M^L\setminus M(L)=\bigcup_{|S|\geq 2} \Delta_S^L.
For x\in M and S\subset M we denote by x^S the constant map S\to\lbrace x\rbrace viewed as an element in M^S. We can identify x^S with a point in x\in M so
T_{x^S}M^S\cong (T_xM)^S.
The thin diagonal \Delta_S is a submanifold in M^S of codimension m(|S|-1). We denote by \newcommand{\eN}{\mathscr{N}} \eN_S the normal bundle of the embedding \Delta_S\hra M^S. The fiber \eN_S(x) of the normal bundle \eN_S=T_{x^S}M^S/T_{x^S}\Delta_S at a point x^S is the quotient of (T_xM)^S modulo the equivalence relation \newcommand{\Llra}{\Longleftrightarrow}
(u_S)_{s\in S}\in (T_xM)^S\sim (v_S)_{s\in S}\in (T_xM)^S\;\stackrel{def}{\Llra}\; (u_{s_0}-u_{s_1})=v_{s_0}-v_{s_1},\;\;\forall s_0,s_1\in S.
We identify \eN_S(x) with the subspace of Z_S(x)\subset (T_xM)^L consisting of vectors v_L=(v_\ell)_{\ell\in L}, v_\ell\in T_xM such that
v_\ell=0,\;\;\forall \ell\in L\setminus S,\;\; \sum_{s\in S} v_s=0. \tag{1}\label{1}
We have a natural \newcommand{\bsP}{\boldsymbol{P}} projector
\bsP_S: (T_x M)^L\to Z_S(x)
defined as follows. For a vector \vec{v}=(v_\ell)_{\ell\in L} \in (T_xM)^L, we denote by \newcommand{\bb}{\boldsymbol{b}} \bb_S(\vec{v})\in T_xM the barycenter of its S-component
\bb_S(\vec{v}):=\frac{1}{|S|}\sum_{s\in S} v_s\in T_x M,
and we set
\bsP_S(\vec{v}) =(\bar{v}_s)_{s\in S},\;\;\bar{v}_s:=v_s-\bb_S(\vec{v}),\;\;\forall s\in S,\;\;v_\ell=0.
Note that for u_S\in (T_xM)^S we have u_S\sim \bsP_S u_S.
We denote by \Bl(S,M) the radial blowup of M^S along \Delta_S. This is manifold with boundary whose interior is naturally identified with M_*^S:=M^S\setminus \Delta_S. \newcommand{\bsS}{\boldsymbol{S}} Its boundary is \bsS(\eN), the "unit" sphere bundle bundle of \eN. Equivalently we identify the fiber of \bsS(\eN) at x^S with the quotient
\bsS(\eN(x^S))=\bigl(\; Z_S(x)\setminus 0\; \bigr)/\propto,
where
u_S\propto v_S \Llra \exists c>0:\;\; v_S=c u_S.
Following Fulton and MacPherson we will refer to the elements in Z_S(x) as S-screens at x. Up to a a positive rescaling, an S-screen at x^S\in \Delta_S is a collection of points u_S\in (T_xM)^S\setminus 0^S with barycenter at the origin. If we fix a metric g on M, then the fiber \bsS\bigl(\;\eN(x^S)\;\bigr) that can be identified with the collection v_L\in (T_xM)^L satisfying (\ref{1}) and
\max_{s\in S}|v_s|=1. \tag{3}\label{3}
There is a natural smooth surjection (blow-down map)
\beta_S:\Bl(S,M)\to M^S
whose restriction to the interior of \Bl(S,M) \DeclareMathOperator{\int}{\boldsymbol{int}} induces a diffeomorphism to M^S_* We denote by \beta_S^{-1} the inverse
\beta_S^{-1}: M_*^S\to \int \Bl(S,M).
For x_S\in M_*^S we set \newcommand{\ve}{{\varepsilon}}
\hat{x}_S:=\beta_S^{-1}(x_S).
If
[0,\ve)\ni t\mapsto x_S(t) \in M^S,\;\; x_S(0)=x_0^S\in\Delta_S
is a real analytic path such that x_S(t)\in M_*^S for t>0, then the limit \lim_{t\searrow 0}\hat{x}_S(t) can be described as follows.
We have a natural map \newcommand{\eX}{\mathscr{X}}
\gamma: M(L)\to \eX(M,L):=M^L\times\prod_{|S|\geq 2} \Bl(S,M),\;\; M(L)\ni x_L\mapsto \gamma(x_L):=\Bigl(\; x_L;\;\;(\hat{x}_S)_{|S|\geq 2}\;\Bigr)\in \eX(M,L).
The Fulton-MacPherson compactification of M(V) is the closure of \gamma\bigl(\;M(L)\;\bigr) in \eX(M,L).
We want to give a more explicit description of this closure. Observe first that \eX(M,L) and thus any point in the closure of \gamma(M[L]) can be approached from within \gamma(M[L]) along a real analytic path. Suppose that (0,\ve)\ni t \mapsto x_L(t) is a real analytic path such that \gamma\bigl(\; x_L(t)\;\bigr) approaches a point \gamma^0\in \eX(M,L). The limit point is a collection ( x^*_L, (y(S))_{|S|\geq 2})\in \eX(M,L).
To the point x^*_L\in M^L we associate an equivalence relation on L
\ell_0\sim_0 \ell_1 \Llra x^*_{\ell_0}=x^*_{\ell_1}.
Denote by \newcommand{\eC}{\mathscr{C}} \eC_0\subset 2^S the collection of equivalence classes of \sim_0 of cardinality \geq 2.
The subsets S of L of cardinality \geq 2 are of two types.
The thin diagonal \Delta_S is a submanifold in M^S of codimension m(|S|-1). We denote by \newcommand{\eN}{\mathscr{N}} \eN_S the normal bundle of the embedding \Delta_S\hra M^S. The fiber \eN_S(x) of the normal bundle \eN_S=T_{x^S}M^S/T_{x^S}\Delta_S at a point x^S is the quotient of (T_xM)^S modulo the equivalence relation \newcommand{\Llra}{\Longleftrightarrow}
(u_S)_{s\in S}\in (T_xM)^S\sim (v_S)_{s\in S}\in (T_xM)^S\;\stackrel{def}{\Llra}\; (u_{s_0}-u_{s_1})=v_{s_0}-v_{s_1},\;\;\forall s_0,s_1\in S.
We identify \eN_S(x) with the subspace of Z_S(x)\subset (T_xM)^L consisting of vectors v_L=(v_\ell)_{\ell\in L}, v_\ell\in T_xM such that
v_\ell=0,\;\;\forall \ell\in L\setminus S,\;\; \sum_{s\in S} v_s=0. \tag{1}\label{1}
We have a natural \newcommand{\bsP}{\boldsymbol{P}} projector
\bsP_S: (T_x M)^L\to Z_S(x)
defined as follows. For a vector \vec{v}=(v_\ell)_{\ell\in L} \in (T_xM)^L, we denote by \newcommand{\bb}{\boldsymbol{b}} \bb_S(\vec{v})\in T_xM the barycenter of its S-component
\bb_S(\vec{v}):=\frac{1}{|S|}\sum_{s\in S} v_s\in T_x M,
and we set
\bsP_S(\vec{v}) =(\bar{v}_s)_{s\in S},\;\;\bar{v}_s:=v_s-\bb_S(\vec{v}),\;\;\forall s\in S,\;\;v_\ell=0.
Note that for u_S\in (T_xM)^S we have u_S\sim \bsP_S u_S.
We denote by \Bl(S,M) the radial blowup of M^S along \Delta_S. This is manifold with boundary whose interior is naturally identified with M_*^S:=M^S\setminus \Delta_S. \newcommand{\bsS}{\boldsymbol{S}} Its boundary is \bsS(\eN), the "unit" sphere bundle bundle of \eN. Equivalently we identify the fiber of \bsS(\eN) at x^S with the quotient
\bsS(\eN(x^S))=\bigl(\; Z_S(x)\setminus 0\; \bigr)/\propto,
where
u_S\propto v_S \Llra \exists c>0:\;\; v_S=c u_S.
Following Fulton and MacPherson we will refer to the elements in Z_S(x) as S-screens at x. Up to a a positive rescaling, an S-screen at x^S\in \Delta_S is a collection of points u_S\in (T_xM)^S\setminus 0^S with barycenter at the origin. If we fix a metric g on M, then the fiber \bsS\bigl(\;\eN(x^S)\;\bigr) that can be identified with the collection v_L\in (T_xM)^L satisfying (\ref{1}) and
\max_{s\in S}|v_s|=1. \tag{3}\label{3}
There is a natural smooth surjection (blow-down map)
\beta_S:\Bl(S,M)\to M^S
whose restriction to the interior of \Bl(S,M) \DeclareMathOperator{\int}{\boldsymbol{int}} induces a diffeomorphism to M^S_* We denote by \beta_S^{-1} the inverse
\beta_S^{-1}: M_*^S\to \int \Bl(S,M).
For x_S\in M_*^S we set \newcommand{\ve}{{\varepsilon}}
\hat{x}_S:=\beta_S^{-1}(x_S).
If
[0,\ve)\ni t\mapsto x_S(t) \in M^S,\;\; x_S(0)=x_0^S\in\Delta_S
is a real analytic path such that x_S(t)\in M_*^S for t>0, then the limit \lim_{t\searrow 0}\hat{x}_S(t) can be described as follows.
- Fix local (real analytic) coordinate near x_0 so that the points x_{s}(t) can be identified with points in a neighborhood of 0\in\bR^m.
- For t>0 denote by \bb(t) the barycenter of the collection (x_s(t))_{s\in S}\subset\bR^m, \bb(t)=\frac{1}{|S|}\sum_{s\in S} x_s(t).
- For t>0 and s\in S define \bar{x}_s(t) =x_{s}(t)-\bb(t), m(t)=\max_s|\bar{x}_s(t)|.
Then \lim_{t\searrow 0}\hat{x}_S(t) can be identified with the vector
\lim_{t\searrow 0}\frac{1}{m(t)} \bigl(\;\bar{x}_s(t)_{s_\in S}\;\bigr)\in \eN(x_0^S).
We have a natural map \newcommand{\eX}{\mathscr{X}}
\gamma: M(L)\to \eX(M,L):=M^L\times\prod_{|S|\geq 2} \Bl(S,M),\;\; M(L)\ni x_L\mapsto \gamma(x_L):=\Bigl(\; x_L;\;\;(\hat{x}_S)_{|S|\geq 2}\;\Bigr)\in \eX(M,L).
The Fulton-MacPherson compactification of M(V) is the closure of \gamma\bigl(\;M(L)\;\bigr) in \eX(M,L).
We want to give a more explicit description of this closure. Observe first that \eX(M,L) and thus any point in the closure of \gamma(M[L]) can be approached from within \gamma(M[L]) along a real analytic path. Suppose that (0,\ve)\ni t \mapsto x_L(t) is a real analytic path such that \gamma\bigl(\; x_L(t)\;\bigr) approaches a point \gamma^0\in \eX(M,L). The limit point is a collection ( x^*_L, (y(S))_{|S|\geq 2})\in \eX(M,L).
To the point x^*_L\in M^L we associate an equivalence relation on L
\ell_0\sim_0 \ell_1 \Llra x^*_{\ell_0}=x^*_{\ell_1}.
Denote by \newcommand{\eC}{\mathscr{C}} \eC_0\subset 2^S the collection of equivalence classes of \sim_0 of cardinality \geq 2.
The subsets S of L of cardinality \geq 2 are of two types.
- The set S is not contained in any of the equivalence classes in \eC_0, i.e., \exists s_0,s_1\in S such that x^*_{s_0}\neq x^*_{s_1}. We will refer to such subsets as separating subsets.Then y_S=\hat{x}_S^*.
- The subset S is contained in an equivalence class C\in \eC_0. In other words there exists x^*(C)\in M such that x^*_{s}=x^*(C)\in M, \forall s \in C. We will refer to such a subset as non-separating. Then y(S) is an S-screen at x^*(C), y(S)=\bigl(\;y(S)_s\;\bigr)_{s\in S}.
Fix an equivalence class C\in\eC_0. Here is how one computes y_S for S non-separating, S\subset C. The point x^*(C)^S\in\Delta^S is approached along the real analytic path
(0,\ve)\ni t\mapsto x_S(t)\in M(S).
Choose real analytic local coordinates at x^*(C) so a neighborhood of this point in M is identified with a neighborhood of 0 in \bR^m. We have Taylor expansions
x_s(t) = v_s(1) t+v_2(2)t^2+\cdots ,\;\; s\in S.
For k\geq 1 and s\in S we denote by [x_s(t)]_k the k-th jet of x_s(t) at 0
[x_s(t)]_k:=\sum_{j=1}^k v_s(j) t^j.
For each k\geq 1 we have an equivalence relation \sim_k on S given by
s \sim_k s'\Llra [x_s(t)]_k=[x_{s'}(t)]_k. .
We denote by \sim_0 the trivial equivalence relation on C with a single equivalence class C. Let k=k_C(S) be the smallest k such that \sim_k is a nontrivial equivalence relation on S. The integer k_C(S) is called the separation order of S. Then the S-screen y(S) is described as the projection
y(S)\propto \bsP_S v_S(k),\;\; v_S(k)=\bigl(\; v_s(k)\;\bigr)_{s\in S}.
Remark 1. Suppose S\subset S'\subset C\in \eC_0 and |S|\geq 2. Then k_C(S) \geq k_C(S'). Moreover
k_C(S)=k_C(S') \Llra \bsP_Sy_{S'} \neq 0 \Llra y(S)\propto \bsP_S y(S').
The condition \bsP_S y(S)\neq 0 signifies that there exist s_0,s_1\in S' such that
y(S')_{s_0}\neq y(S')_{s_1}.
Note that if S_0,S_1\subset C, |S_0|,|S_1|\geq 2 then
k_C(S_0\cup S_1)\leq \min\bigl\lbrace\; k_C(S_0),k_C(S_1)\;\bigr\rbrace.
Recall that we have a sequence of equivalence relations \sim_k on C\in \eC_0. They are finer and finer \sim_k\prec \sim_{k+1}, i.e.
s\sim_{k+1}s'\Rightarrow s\sim_k s'.
Observe that
S\subset C,\;\;|S|\geq 2,\;\; k_C(S)>k \Llra \mbox{$S$ is contained in an equivalence class of $\sim_k$.} \tag{4}\label{4}
Equivalently
S\subset C,\;\;|S|\geq 2,\;\; k_C(S)\leq k \Llra \mbox{exist distinct equivalence classes $S_0,S_1$ of $\sim_k$ such that}\;\; S\cap S_0, S\cap S_1\neq \emptyset \tag{4'}\label{4'}
Let N_C denote the smallest N such that all the equivalence classes of \sim_N consists of single points., i.e.,
s \sim_N s'\Llra s=s'.
Consider \newcommand{\eS}{\mathscr{S}} the collection \eS_C of all the equivalence classes of cardinality \geq 2 of the relations \sim_k, k\geq 0 on C . This is a nested family of subsets of C i.e., if S_0, S_1\in\eS_C, then
S_0\cap S_1 \neq \emptyset \Llra S_0\subset S_1 \;\;\mbox{or}\;\;S_1\subset S_1.
Moreover C\in \eS_C. Observe that if S_0,S_1\in \eS_C and S_0\subsetneq S_1, then k_C(S_0)> k_C(S_1). Using Remark 1 we deduce
S_0,S_1\in \eS_C,\;\;S_0\subsetneq S_1 \Rightarrow \bsP_{S_0}y(S_1)=0. \tag{5}\label{5}
Suppose now that S\subset C and |S|\geq 2. We set
\hat{S}=\bigcap_{S\subset S' \in\eS_C} S'.
In other words, \hat{S} is the smallest subset in \eS_C containing S.
Lemma 2. We have k_C(S)= k_C(\hat{S}).
Proof. Observe first we have k_C(S)\leq k_C(\hat{S}). Set k_0 :=k_C(S).
If k_C(\hat{S})> k_0, then (\ref{4}) implies \hat{S} is contained in an equivalence class of \sim_{k_0}. On the other hand k_C(S)=k_0 (\ref{4'}) implies S_0 intersects nontrivially two equivalence classes of \sim_{k_0}. This contradicts the condition S\subset \hat{S}. qed
Using Remark 1 we deduce
S\subset C,\;\;|S|\geq 2 \Rightarrow y(S)\propto \bsP_S y(\hat{S}). \tag{6}\label{6}
The conditions (\ref{5}), (\ref{6}) describe some compatibility conditions satisfied by the screens y(S), S\subset L non-separating.
We can now form the family of subsets of L
\eS=\bigcup_{C\in\eC_0} \eS_C.
This also a nested family of subsets of cardinality \geq 2. A subset S\subset L of cardinality \geq 2 is called \eS-separating if it is not contained in any of the sets of \eS. Otherwise it is called nonseparating. For any separating set S we denote by \hat{S} the smallest subset of \eS containg S. The limit point
c:= \Bigl(\;x^*(L), \bigl(\;y(S)\;\bigr)_{S\subset L,\;|S|\geq 2}\;\Bigr)\in\eX(M,L) satifies the following conditions.
y(S)\in \beta^{-1}_S\bigl(\;M^S_*\;\bigr),\;\; \mbox{if $S$ is separating}. \tag{$C_1$} \label{C1}
y(S) \;\;\mbox{is an $S$-screen if $S$ is non-separating}. \tag{$C_2$} \label{C2}
S_0,S_1\in \eS,\;\;S_0\subset S_1\Rightarrow \bsP_{S_0}y(S_1)=0. \tag{$C_3$}\label{C3}
S\;\;\mbox{nonseparating} \Rightarrow y(S)\propto \bsP_S y(\hat{S}). \tag{$C_4$}\label{C4}
Comments. (a) Let us recall that (\ref{C3}) signifies that the components y(S_1)_s s\in S_0 are identical.
(b) Let me say a few words about the interpretation of the nested family \eS. A set S corresponds to a collection of distinct points in (x_s)_{s\in S} in M that is clustering ner a point x^*. A subset S' corresponds to a subcollection of the above collection that is clustering at a faster rate.
Running the above arguments in revers one can show that a collection
\Bigl(\;x^*(L), \bigl(\;y(S)\;\bigr)_{S\subset L,\;|S|\geq 2}\;\Bigr)\in\eX(M,L)
belongs to the closure of \gamma\bigl(\;M(L)\;\bigr) in \eX(M, L) if and only if there exists a nested collection \eS of subsets of L of cardinality \geq 2 such that satisfying the compatibility conditions (\ref{C1}-\ref{C4}) are satisfied. The set \eS is called the type of the limit point. For a nested family \eS of subsets of L of cardinality \geq 2 we denote Define M^(\eS) the collection of points of type \eS.
The stratum M(\eS) has codimension |\eS|. This can be seen after a tedious computation that takes into account a (\ref{C1}-\ref{C4}) . To explain introduce a notation. Given S, S'\in \eS we say that S precedes S' and we write this S\lessdot S', if S is maximal amomgst the subsets of \eS contained but not equal to S'. Denote by \eS_{\max} the collection of maximal sets in \eS. (The collection \eS_{\max} coincides with the collection \eC_0 in the above discussion.) The, if we recall that \dim M=m and |L|=n we deduce
\dim M(\eS)^* =m\left(\; n-\sum_{S\in\eS_{\max}}(|S|-1)\;\right) +\sum_{S\in \eS}\left[\;\;m\left(\;(|S|-1)-\sum_{S'\lessdot S}\bigl(\;|S'|-1\;\bigr)\right)-1\;\right]
To understand this formula let us consider a point
c =\Bigl(\;x^*(L), \bigl(\;y(S)\;\bigr)_{S\subset L,\;|S|\geq 2}\;\Bigr)\in M(\eS)^*.
The coordinates of x^*(L) are described by nm parameters Each S\in \eS_{\max} introduces the constraints
x^*(L)_{s_1}=x^*(L)_{s_2},\forall s_1,s_2\in S.
If S=\lbrace s_1,\dotsc,s_N\rbrace we see that the above constraints are consequences of the linearly independent ones
x^*(L)_{s_1}-x^*(L)_{s_2}= \cdots =x^*(L)_{s_{N-1}}-x^*(L)_{s_N}=0.
These cut down the number of parameters required to describe x^*(L) by m(N-1)=m(|S|-1).
Thus the number of parameters need to describe x^*(L) is
m\left(\; n-\sum_{S\in\eS_{\max}}(|S|-1)\;\right)
From (\ref{C3}) and (\ref{C4}) we deduce that the collection
\bigl(\;y(S)\;\bigr)_{S\subset L,\;|S|\geq 2}
is uniquely determined by the subcollection
\bigl(\;y(S)\;\bigr)_{S\in\eS} .
The screen y(S) belongs to the unit sphere \bsS(\eN(x_S)) which has dimension
\dim M^S-\dim\delta_S-1= m(|S|-1)-1.
Thus we need m(|S|-1) parameters to describe the screen y(S). However, the condition (\ref{C3}) shows that any S'\lessdot S induces m(|S'|-1) linearly independent constraints on these parameters so that y(S) has a total of
m\left(\;(|S|-1)-\sum_{S'\lessdot S}\bigl(\;|S'|-1\;\bigr)\right)-1
degrees of freedom.
We want to describe a neighborhood of M(\eS) in M[L]. We will achieve this via an explicit map
\Psi : M(\eS)\times \bR_{\geq 0}^{\eS} \to M[L]
defined as follows. Denote by \vec{t}=(t_S)_{s\in\eS} the coordinates on \bR^{\eS}_{\geq 0}. For S\in \eS we set
T_S=\prod_{\eS\ni S'\supseteq S} t_{S'}.
If
c = (x(c), (y(S,c))_{S\in\eS})\in M(\eS), then
\Psi(c, \vec{t})= \bigl( x_\ell (c,\vec{t})\;\bigr)_{\ell \in L},
where
x_\ell(c,\vec{t})= x(c)_\ell +\sum_{\ell\in S\in \eS} T_S y(S,c)_\ell.
In the above formula y(S) is assumed to be a vector of norm 1 in Z_S(x_\ell).
Let us convince ourselves that for fixed c_0\in M(\eS) there exists a small neighborhood U of c_0 in M(\eS) and a neighborhood V of 0\in\bR^{\eS}_{\geq 0} such that \Psi maps U\times V_{>0} into M(L). Here V_{>0}-V\cap \bR^{\eS}_{>0}.
Thus we have to show that if i,j\in L, i\neq j, then for c close to c_0 and \vec{t} close to 0.
x_i(c,\vec{t})\neq x_j(c,\vec{t})
Note that a set S\in\eS that contains i is either contained in S_0 or contains S_0. A similar fact is true for j. Observe that if S\supset\neq S_0 then y(S,c)_i=y(S,c)j. Thus
x(c,\vec{t})_i-x(c,\vec{t})_j =\sum_{S\subsetneq S_0} T_S\bigl(\; y(S)_i-y(S)_j\;\bigr)+ T_{S_0}(y(S_0)_i-y(S_0)_j
=T_{S_0}\left(\sum_{S\subsetneq S_0} \tau _S\bigl(\; y(S)_i-y(S)_j\;\bigr)+ (y(S_0)_i-y(S_0)_j\;\right),
where
\tau_S=\prod_{S\subset S'\subset\neq S_0} t_{S'}.
The conclusion follows by observing that y(S)_i\neq y(S)_j.
We denote by M[\eS] the closure of M(\eS) in M[L]. Observe that
M(\eS')\subsetneq M[\eS] \Llra \eS'\supsetneq \eS.
We can now form the family of subsets of L
\eS=\bigcup_{C\in\eC_0} \eS_C.
This also a nested family of subsets of cardinality \geq 2. A subset S\subset L of cardinality \geq 2 is called \eS-separating if it is not contained in any of the sets of \eS. Otherwise it is called nonseparating. For any separating set S we denote by \hat{S} the smallest subset of \eS containg S. The limit point
c:= \Bigl(\;x^*(L), \bigl(\;y(S)\;\bigr)_{S\subset L,\;|S|\geq 2}\;\Bigr)\in\eX(M,L) satifies the following conditions.
y(S)\in \beta^{-1}_S\bigl(\;M^S_*\;\bigr),\;\; \mbox{if $S$ is separating}. \tag{$C_1$} \label{C1}
y(S) \;\;\mbox{is an $S$-screen if $S$ is non-separating}. \tag{$C_2$} \label{C2}
S_0,S_1\in \eS,\;\;S_0\subset S_1\Rightarrow \bsP_{S_0}y(S_1)=0. \tag{$C_3$}\label{C3}
S\;\;\mbox{nonseparating} \Rightarrow y(S)\propto \bsP_S y(\hat{S}). \tag{$C_4$}\label{C4}
Comments. (a) Let us recall that (\ref{C3}) signifies that the components y(S_1)_s s\in S_0 are identical.
(b) Let me say a few words about the interpretation of the nested family \eS. A set S corresponds to a collection of distinct points in (x_s)_{s\in S} in M that is clustering ner a point x^*. A subset S' corresponds to a subcollection of the above collection that is clustering at a faster rate.
Running the above arguments in revers one can show that a collection
\Bigl(\;x^*(L), \bigl(\;y(S)\;\bigr)_{S\subset L,\;|S|\geq 2}\;\Bigr)\in\eX(M,L)
belongs to the closure of \gamma\bigl(\;M(L)\;\bigr) in \eX(M, L) if and only if there exists a nested collection \eS of subsets of L of cardinality \geq 2 such that satisfying the compatibility conditions (\ref{C1}-\ref{C4}) are satisfied. The set \eS is called the type of the limit point. For a nested family \eS of subsets of L of cardinality \geq 2 we denote Define M^(\eS) the collection of points of type \eS.
The stratum M(\eS) has codimension |\eS|. This can be seen after a tedious computation that takes into account a (\ref{C1}-\ref{C4}) . To explain introduce a notation. Given S, S'\in \eS we say that S precedes S' and we write this S\lessdot S', if S is maximal amomgst the subsets of \eS contained but not equal to S'. Denote by \eS_{\max} the collection of maximal sets in \eS. (The collection \eS_{\max} coincides with the collection \eC_0 in the above discussion.) The, if we recall that \dim M=m and |L|=n we deduce
\dim M(\eS)^* =m\left(\; n-\sum_{S\in\eS_{\max}}(|S|-1)\;\right) +\sum_{S\in \eS}\left[\;\;m\left(\;(|S|-1)-\sum_{S'\lessdot S}\bigl(\;|S'|-1\;\bigr)\right)-1\;\right]
To understand this formula let us consider a point
c =\Bigl(\;x^*(L), \bigl(\;y(S)\;\bigr)_{S\subset L,\;|S|\geq 2}\;\Bigr)\in M(\eS)^*.
The coordinates of x^*(L) are described by nm parameters Each S\in \eS_{\max} introduces the constraints
x^*(L)_{s_1}=x^*(L)_{s_2},\forall s_1,s_2\in S.
If S=\lbrace s_1,\dotsc,s_N\rbrace we see that the above constraints are consequences of the linearly independent ones
x^*(L)_{s_1}-x^*(L)_{s_2}= \cdots =x^*(L)_{s_{N-1}}-x^*(L)_{s_N}=0.
These cut down the number of parameters required to describe x^*(L) by m(N-1)=m(|S|-1).
Thus the number of parameters need to describe x^*(L) is
m\left(\; n-\sum_{S\in\eS_{\max}}(|S|-1)\;\right)
From (\ref{C3}) and (\ref{C4}) we deduce that the collection
\bigl(\;y(S)\;\bigr)_{S\subset L,\;|S|\geq 2}
is uniquely determined by the subcollection
\bigl(\;y(S)\;\bigr)_{S\in\eS} .
The screen y(S) belongs to the unit sphere \bsS(\eN(x_S)) which has dimension
\dim M^S-\dim\delta_S-1= m(|S|-1)-1.
Thus we need m(|S|-1) parameters to describe the screen y(S). However, the condition (\ref{C3}) shows that any S'\lessdot S induces m(|S'|-1) linearly independent constraints on these parameters so that y(S) has a total of
m\left(\;(|S|-1)-\sum_{S'\lessdot S}\bigl(\;|S'|-1\;\bigr)\right)-1
degrees of freedom.
We want to describe a neighborhood of M(\eS) in M[L]. We will achieve this via an explicit map
\Psi : M(\eS)\times \bR_{\geq 0}^{\eS} \to M[L]
defined as follows. Denote by \vec{t}=(t_S)_{s\in\eS} the coordinates on \bR^{\eS}_{\geq 0}. For S\in \eS we set
T_S=\prod_{\eS\ni S'\supseteq S} t_{S'}.
If
c = (x(c), (y(S,c))_{S\in\eS})\in M(\eS), then
\Psi(c, \vec{t})= \bigl( x_\ell (c,\vec{t})\;\bigr)_{\ell \in L},
where
x_\ell(c,\vec{t})= x(c)_\ell +\sum_{\ell\in S\in \eS} T_S y(S,c)_\ell.
In the above formula y(S) is assumed to be a vector of norm 1 in Z_S(x_\ell).
Let us convince ourselves that for fixed c_0\in M(\eS) there exists a small neighborhood U of c_0 in M(\eS) and a neighborhood V of 0\in\bR^{\eS}_{\geq 0} such that \Psi maps U\times V_{>0} into M(L). Here V_{>0}-V\cap \bR^{\eS}_{>0}.
Thus we have to show that if i,j\in L, i\neq j, then for c close to c_0 and \vec{t} close to 0.
x_i(c,\vec{t})\neq x_j(c,\vec{t})
Note that a set S\in\eS that contains i is either contained in S_0 or contains S_0. A similar fact is true for j. Observe that if S\supset\neq S_0 then y(S,c)_i=y(S,c)j. Thus
x(c,\vec{t})_i-x(c,\vec{t})_j =\sum_{S\subsetneq S_0} T_S\bigl(\; y(S)_i-y(S)_j\;\bigr)+ T_{S_0}(y(S_0)_i-y(S_0)_j
=T_{S_0}\left(\sum_{S\subsetneq S_0} \tau _S\bigl(\; y(S)_i-y(S)_j\;\bigr)+ (y(S_0)_i-y(S_0)_j\;\right),
where
\tau_S=\prod_{S\subset S'\subset\neq S_0} t_{S'}.
The conclusion follows by observing that y(S)_i\neq y(S)_j.
We denote by M[\eS] the closure of M(\eS) in M[L]. Observe that
M(\eS')\subsetneq M[\eS] \Llra \eS'\supsetneq \eS.
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