Statistics and Probability Letters 193 (2023) 109696

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Statistics and Probability Letters

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Laplacian and Brownian motion on positive definite matrices,

revisited
∗
Hiroyuki Matsumoto , Jun Otani
Department of Mathematical Sciences, College of Science and Engineering, Aoyama Gakuin University, 5-10-1 Fuchinobe,
Chuo-ku, Sagamihara-shi, Kanagawa 252-5258, Japan
Graduate School of Science and Engineering, Aoyama Gakuin University, 5-10-1 Fuchinobe,
Chuo-ku, Sagamihara-shi, Kanagawa 252-5258, Japan

article info a b s t r a c t

Article history: We present explicit expression for the Laplace–Beltrami operator on the symmetric
Received 24 May 2021 space of positive definite matrices by using the Iwasawa decomposition and study the
Accepted 2 October 2022 corresponding diffusion process, the Brownian motion. We show that some inductive
Available online 12 October 2022
arguments in the dimensions work.
MSC: © 2022 Elsevier B.V. All rights reserved.
primary 58J65
secondary 60J60

Keywords:
Diffusion process
Brownian motion
Symmetric space
Positive definite matrices
Laplace–Beltrami operator

1. Introduction

Let Pn be the space of n × n real positive definite matrices endowed with the Riemannian metric which is invariant
under the action of the general linear group GL(n, R) of non-singular real matrices and let ∆n be the corresponding
Laplace–Beltrami operator on Pn .
The purpose of this article is to show explicit expressions for ∆n under the Iwasawa coordinate and for the
Brownian motion on Pn , which is the diffusion process {Yt }t ≧0 generated by ∆n /2. In particular, we show that the
determinant process behaves exactly as a geometric Brownian motion and that the largest and the smallest eigenvalues
do asymptotically in a similar manner.
The space Pn , which is a symmetric space and also is a homogeneous space of GL(n, R), is a classical object and we
have fundamental references Maass (1971), Muirhead (1982) and Terras (2016). But, several authors are still working on
this space. See, for example, O’Connell (2021) and Rider and Valkó (2016).
Our analysis on Pn is based on that developed in Terras (2016), where a recursive relationship between ∆n−1 and ∆n
is given. Starting from this result, we show a clear expression for ∆n and, by using it, we study the Brownian motion.
Brownian motion on non-compact symmetric spaces have been studied by several authors. See e.g., Dynkin (1961),
Malliavin and Malliavin (1974), Norris et al. (1986), Orihara (1970) and Taylor (1988, 1991). In particular, after Dynkin

∗ Corresponding author at: Department of Mathematical Sciences, College of Science and Engineering, Aoyama Gakuin University, 5-10-1 Fuchinobe,
Chuo-ku, Sagamihara-shi, Kanagawa 252-5258, Japan.
E-mail addresses: matsu@math.aoyama.ac.jp (H. Matsumoto), junasuka0426@gmail.com (J. Otani).

https://doi.org/10.1016/j.spl.2022.109696
0167-7152/© 2022 Elsevier B.V. All rights reserved.
H. Matsumoto and J. Otani Statistics and Probability Letters 193 (2023) 109696

(1961) and Orihara (1970), Norris et al. (1986) have showed for the eigenvalues λ1 (t), . . . , λn (t) (λ1 (t) ≧ ... ≧ λn (t)) of
the Brownian motion {Yt } on Pn that
1 (n + 1) − 2i
lim log λi (t) = , i = 1, . . . , n (1.1)
t →∞ t 4
by using stochastic analysis. See also Pauwels and Rogers (1988). In the book Rogers and Williams (1987) by Rogers and
Williams, some detailed analysis in the two-dimensional case is given.
The Iwasawa coordinate expresses Y ∈ Pn in the form Y = n′ an, where n is an upper triangular matrix with 1 on the
diagonal, n′ is its transpose and a is a diagonal matrix with positive diagonal elements. Writing Yt = νt′ αt νt by the Iwasawa
coordinate, we show that the diagonal components of αt are geometric Brownian motions and that similar formulas to
(1.1) hold for them. In particular, det Yt is also a geometric Brownian motion. For the largest eigenvalue λ1 (t) and the
smallest one λn (t) we show that the laws of
1 ( n−1 ) 1 ( n−1 )
log λ 1 (t) − t and log λn (t) + t
t 1/2 4 t 1/2 4
converge to the standard normal distribution. Convergence of nt as t → ∞, which has been discussed in a general
framework of non-compact symmetric spaces by Malliavin and Malliavin (1974), is also easily seen,
We also give several results on the two- and three-dimensional cases since they are the starting points of our recursive
arguments and these lead us to easy understanding on the general case.
This article is organized as follows. In the next Section 2, following Terras (2016), we review the Iwasawa coordinate
on Pn . In Section 3 we give some explicit computations for the Laplace–Beltrami operators and the Brownian motions on
P2 and P3 . Section 4 is devoted to show some general results and, in Section 5, we study the largest and the smallest
eigenvalues.

2. (Partial) Iwasawa coordinate on Pn

We first prepare some basic notations and recall a recursive relationship for the Laplace–Beltrami operators, following
mostly Terras (2016). See also Muirhead (1982).
We denote by Pn the space of n × n real positive definite matrices :

Pn = {Y = (yij ) | yij = yji ∈ R, Y [ξ ] ≡ ξ ′ Y ξ > 0 for ξ ∈ Rn \ {0}}.

Here and throughout, X ′ denotes the transpose of a matrix (vector) X . The general linear group G = GL(n; R) acts on Pn
by

Y [g ] = g ′ Yg , Y ∈ Pn , g ∈ G.

Denoting by Tr(X ) the trace of a square matrix X , we endow Pn with the Riemannian metric given by

ds2 = Tr((Y −1 dY )2 ),

which is invariant under the action of G. The measure dµn defined by

n +1
∏
dµn (Y ) = det(Y )− 2 dyij (2.1)
1≦i≦j≦n

is invariant under G and the volume element is constant times of it.

Now write Y ∈ Pn as
( ) [( )] ( )
V 0 In−1 x V Vx
Y = = , (2.2)
0 w 0 1 (Vx)′ w + x′ Vx
where V = (vij ) ∈ Pn−1 , w > 0, x ∈ Rn−1 and In−1 is the identity matrix of order n − 1. Then, for the Laplace–Beltrami
operators ∆Y = ∆n and ∆V = ∆n−1 on Pn and Pn−1 , respectively, the following formula is known (Terras, 2016, p.34) :
( ∂ )2 1 − n ∂ n−1
1 ∑ ij ∂ 2 1 ( ∂ )
∆Y = ∆V + w + w + w v + Tr V , (2.3)
∂w 2 ∂w 2 ∂ xi ∂ xj 2 ∂V
i,j=1

where (v ij ) = V −1 is the inverse matrix of V and

∂ (1 ∂ )
= (1 + δij ) .
∂V 2 ∂vij 1≦i,j≦n−1
Formula (2.3) is the starting point of our arguments. We show that the last term is written in a clear way and obtain
the results in this article. For details, see Section 4 and the Appendix.
2
H. Matsumoto and J. Otani Statistics and Probability Letters 193 (2023) 109696

3. Study in the low dimensional cases

Before mentioning the main results, we give explicit computations in the two- and three-dimensional cases.

3.1. The case n = 2

We write Y ∈ P2 as
( ) ( ) [( )] ( )
y11 y12 a1 0 1 x a1 a1 x
Y = = = .
y12 y22 0 a2 0 1 a1 x a2 + a1 x2
Then, after some elementary computations, we see that the metric is written as
1 1 2a1
ds2 = Tr((Y −1 dY )2 ) = da21 + da22 + dx2
a21 a22 a2
and the volume element d vol is given by
√
2
d vol(Y ) = da1 da2 dx.
a1 a32

The Jacobian of the change of coordinates is

∂ (y11 )/∂ a1 ∂ (y11 )/∂ a2 ∂ (y11 )/∂ x
⎛ ⎞
∂ (Y )
= det ⎝∂ (y12 )/∂ a1 ∂ (y12 )/∂ a2 ∂ (y12 )/∂ x⎠ = −a1
∂ (a1 , a2 , x)
∂ (y22 )/∂ a1 ∂ (y22 )/∂ a2 ∂ (y22 )/∂ x
and, hence, the invariant measure dµ2 given by (2.1) is
3
∏ 1
dµ2 (Y ) = (det(Y ))− 2 dyij = √ da1 da2 dx.
1≦i≦j≦2 a1 a32

The Laplace–Beltrami operator is given by

∂2 3 ∂ 2 ∂
2
1 ∂ a2 ∂ 2
∆2 = a21 + a1 + a + a 2 + , (3.1)
∂ a21 2 ∂ a1 2
∂ a22 2 ∂ a2 2a1 ∂ x2

which is also obtained from the recursion relation (2.3) since ∆V = ∆a1 = a21 ∂ 2 /∂ a21 + a1 ∂/∂ a1 .
Let {Y (t) = (α1 (t), α2 (t), γ (t))}t ≧0 be a Brownian motion, a diffusion process generated by ∆2 /2, which is expressed by
the above mentioned coordinate. By (3.1) it is realized as the unique strong solution for the following stochastic differential
equation based on the three-dimensional standard Brownian motion {(wt1 , wt2 , wt3 )}t ≧0 :
3 1
dα1 (t) = α1 (t)dwt1 + α1 (t)dt , dα2 (t) = α2 (t)dwt2 + α2 (t)dt ,
√ 4 4
1 α2 (t) 3
dγ (t) = √ dw .
2 α1 (t) t
We readily have
t t
α1 (t) = α1 (0)ewt + 4 ,
1
α2 (t) = α2 (0)ewt − 4 ,
2

√
α2 (0)
∫ t
1 s
(3.2)
e 2 (ws −ws )− 4 dws3
2 1
γ (t) = γ (0) +
2α1 (0) 0

and
det(Y (t)) = α1 (t)α2 (t) = det(Y (0)) exp(wt1 + wt2 ).
It is also easy to compute the eigenvalues λ1 (t), λ2 (t), where λ1 (t) ≧ λ2 (t), and to show
1 1
log λ1 (t) =
t + wt1 + O(1) and log λ2 (t) = − t + wt2 + O(1)
4 4
as t → ∞. The convergence of γ (t) as t → ∞ is also easily seen. The limit obeys the Cauchy distribution whose density
is given by
√
c
π ((u − γ (0))2 + c)
3
H. Matsumoto and J. Otani Statistics and Probability Letters 193 (2023) 109696

∫∞
with c = α2 (0)/α1 (0). This is shown by the help of the Dufresne identity (Dufresne, 1990), which says (2 0 exp(2(wt1 −
µt))dt)−1 obeys the Gamma distribution with parameter µ > 0.
We now put S(t) = (det Y (t))−1/2 Y (t). Then, by harmonic analysis, we see that {S(t)} is independent of {det Y (t)},
which is also checked by the expression above for Y (t). Taking this in mind, we change the coordinate by
δ 1/2
a1 = , a2 = ηδ 1/2 , x = ξ.
η
Then, we have for the Laplace–Beltrami operator
∂2 ∂ 1 2( ∂ 2 ∂2 )
∆2 = 2δ 2 + 2δ + η + , δ > 0, ξ ∈ R, η > 0.
∂δ 2 ∂δ 2 ∂ξ 2 ∂η2
Hence the transition density of {Y (t)} is a product of a Gaussian kernel (with respect to the variable log δ ) and the heat
kernel of the Laplace–Beltrami operator on the Poincaré upper half plane H = H(ξ ,η) . For the space H, see Terras (2013).
We can show another expression for the transition density {Y (t)} from the representation (3.2) as a Wiener functional
by using Yor’s formula (Yor, 1991) for the integral of a geometric Brownian motion. See also Matsumoto and Taniguchi
(2017) for Yor’s formula and its relation to stochastic analysis on H. We note here that the heat equations on Pn , especially
in the low dimensional cases, have been studied by Sawyer (1992) by harmonic analysis.
Unfortunately, the authors have not obtained a nice explicit form of the Laplace transform in time, that is, of the Green
function for ∆2 .

3.2. The case n = 3

We give a list of the explicit expressions for the Laplace–Beltrami operators, the Brownian motion and so on in the
3 × 3 case, which leads us to easy understanding on our general results in the next section.
Writing V ∈ P2 as
( ) [( )] ( )
a1 0 1 x(1) a1 a1 x(1)
V = (vij ) = = .
0 a2 0 1 a1 x(1) a1 (x(1) )2 + a2

for a1 , a2 > 0 and x(1) ∈ R as in the previous subsection, we represent Y ∈ P3 as

( ) [( )]
V 0 I2 x(2)
Y = ,
0 a3 0 1
(2) (2)
where a3 > 0, x(2) = (x1 , x2 )′ ∈ R2 .
The metric and the volume elements are given by
1 1 2a2
ds2 = da21 + da22 + dx(1)2
a21 a22 a1
1 2( (2)2 (2) (2) (2)2
da23 + a1 dx1 + 2a1 x(1) dx1 dx2 + (a2 + a1 x(1)2 )dx2 ,
)
+
a23 a3
√
2 2 (2) (2)
d vol = da1 da2 da3 dx(1) dx1 dx2 ,
a2 a23
1 (2) (2)
dµ3 = da1 da2 da3 dx(1) dx1 dx2 .
a2 a23
The Laplace–Beltrami operator is given as
2
∂ ( ∂ ) 1−3 ∂ 1 ∑ ij ∂2
∆ Y = a3 a3 + a3 + a3 v
∂ a3 ∂ a3 2 ∂ a3 2 (2)
∂ xi ∂ x(2)
i,j=1 j
( ∂2 3 ∂ ∂ 2
1 ∂ a ∂2 )
2
+ a21 2 + a1 + a22 2 + a2 +
∂ a1 2 ∂ a1 ∂ a2 2 ∂ a2 2a1 ∂ (x(1) )2
1 ( ∂ ∂ )
+ a1 + a2
2 ∂ a1 ∂ a2
∂2 ∂ ∂2 ∂ ∂2 a2 ∂2
= a21 2 + 2a1 + a22 2 + a2 + a23 2 +
∂ a1 ∂ a1 ∂ a2 ∂ a2 ∂ a3 2a1 ∂ (x(1) )2
a3 a2 + a1 (x )
{ (1) 2
∂ 2
x (1)
∂ 2
1 ∂2 }
+ − 2 + .
2 a1 a2 ∂ (x(2)
1 )
2 a2 ∂ x(2) ∂ x(2)
1 2
a2 ∂ (x(2) )2
2
4
H. Matsumoto and J. Otani Statistics and Probability Letters 193 (2023) 109696

For the first identity we have used (2.2). To show the second one, the expression
1/a1
( )( )( )
1 −x(1) 0 1 0
V −1 =
0 1 0 1/a2 −x(1) 1
−1
for V is useful.
Moreover, setting
)( √
1/ a1
( )
1 −x(1) 0
σ = √ ,
0 1 0 1 / a2

we have V = σ σ . Hence, as in the two-dimensional case, we obtain the following expression as a Wiener functional
−1 ′

for the Brownian motion {Y (t)} on P3 , that is, letting {(wt1 , . . . , wt6 )} be a standard six-dimensional Brownian motion, we
have
1 3 1
α1 (t) = α1 (0)ewt + 2 t ,
1
α2 (t) = α2 (0)ewt ,
2
α3 (t) = α3 (0)ewt − 2 t ,
√
α2 (s) 4
∫ t
1
γ (1) (t) = γ (1) (0) + √ dws ,
0 2 α1 (s)
√ ∫ t√
α α3 (s) (1)
∫ t
1 3 (s) 1
γ1(2) (t) = γ1(2) (0) + √ dws5 − √ γ (s)dws6 ,
2 0 α 1 (s) 2 0 α2 (s)
∫ t√
1 α3 (s) 6
γ2(2) (t) = γ2(2) (0) +√ dw
2 0 α2 (s) s
in the obvious notation. We see det(Y (t)) = det(Y (0)) exp(wt1 + wt2 + wt3 ).

4. Laplacian and Brownian motion on Pn

As is guessed from the two- and the three-dimensional cases, we can write Y ∈ Pn as

Y = diag(a1 , a2 , . . . , an )[ν1 ν2 · · · νn−1 ],

where a1 , . . . , an > 0 and νi = νi (x(i) ) with x(i) ∈ Ri , i = 1, . . . , n − 1 are given by

⎛ (2) ⎞
1 0 x1 0 ··· 0
x(1)
⎛ ⎞
1 0 ··· 0
(2)
⎜ ⎟
⎜0 1 0 ··· 0⎟ ⎜0 1 x2 0 ··· 0⎟
⎜ ⎟ ⎜ ⎟
⎜0 0 1 0⎟ ⎜0 0 1 0 0⎟
⎜ ⎟ ⎜ ⎟
···
ν1 = ⎜ .. ⎟, ν2 = ⎜ ⎟,...,
⎜ ⎟ ⎜ ⎟
. ..
.
⎜ ⎟ ⎜ ⎟
⎜ ⎟ ⎜ ⎟
..
⎜ ⎟ ⎜ ⎟
. ..
⎜ ⎟ ⎜ ⎟
O ⎜
.
O
⎝ ⎠ ⎟
⎝ ⎠
1
1
⎛ (n−1)
⎞
1 0 0 0 x1
⎜ ⎟
⎜0 (n−1)
⎜ 1 0 0 x2 ⎟
⎟
⎜ ⎟
⎜0 (n−1) ⎟
⎜ 0 1 0 x3 ⎟
νn−1 =⎜ .. ⎟.
⎜ ⎟
⎜
⎜ . ⎟
⎟
..
⎜ ⎟
⎜ ⎟
⎜
⎝ O . (n−1) ⎟
xn−1 ⎠
1
The component V ∈ Pn−1 in the formula (2.2) is also written in a similar way as

V = diag(a1 , a2 , . . . , an−1 )[ν̃1 ν̃2 · · · ν̃n−2 ],

where ν̃i is the (n − 1) × (n − 1) matrix obtain from νi by deleting its nth row and column. We have written in Section 2
( )
V 0
Y = [νn−1 ].
0 an
5
H. Matsumoto and J. Otani Statistics and Probability Letters 193 (2023) 109696

The recursive relation for the Laplace–Beltrami operators ∆n = ∆Y and ∆n−1 = ∆V is

( ∂ )2 1 − n n−1
∂ 1 ∑ ij ∂2 1 ( ∂ )
∆Y = ∆V + an + an + an v + Tr V .
∂ an 2 ∂ an 2 (n−1)
∂ xi (n−1)
∂ xj 2 ∂V
i,j=1

We can show, by an elementary argument, that

( ∂ ) ( ∂ ) ∂
Tr Y = Tr V + an (4.1)
∂Y ∂V ∂ an
and, therefore,
n
( ∂ ) ∑ ∂
Tr Y = ai . (4.2)
∂Y ∂ ai
i=1

While these formulae, which are simple but quite important for us, seem known, we give a proof in the Appendix since
the authors have not found it in the literature.
Using (4.1) and (4.2), we obtain the following results, which are exactly seen in the low dimensional cases.

Proposition 4.1. The Laplace–Beltrami operator on Pn is expressed under the Iwasawa coordinate in the form
n (
∑ ∂2 n+2−i ∂ )
∆Y = a2i + ai + Ln ,
∂ ai
2
2 ∂ ai
i=1

(k)
where Ln is a second order differential operator with respect to xj , j = 1, . . . , k, k = 1, . . . , n − 2. Moreover, the coefficients
(k)
of Ln are linear combination of an /ai , i = 1, 2, . . . , n − 1 and are polynomials in the xj ’s.

Proof. The first assertion follows from (4.2). For the second assertion we have only to note

V −1 = ν̃n−−11 · · · ν̃1−1 diag(a−

1 ...an )ν̃1 · · · ν̃n−1 . □
1 −1 −1 −1

Theorem 4.2. The diagonal components αi (t), i = 1, 2, . . . , n under the Iwasawa coordinate of the Brownian motion {Y (t)}t ≧0
on Pn are expressed as
( n + 1 − 2i )
αi (t) = αi (0) exp wti + t ,
4
where {(w , . . . , w } is an n-dimensional standard Brownian motion. The other components of {Y (t)} converge as t → ∞.
1
t
n
t)

Corollary 4.3. The determinant process {det(Y (t))} is expressed as

√
det(Y (t)) = det(Y (0)) exp( nwt )

by means of a standard one-dimensional Brownian motion.

5. Asymptotic behavior of largest and smallest eigenvalues

For the diagonal components αi (t), i = 1, 2, . . . , n of {Y (t)}t ≧0 , the Brownian motion on Pn , we have
1 (n + 1) − 2i
lim log αi (t) = , i = 1, . . . , n,
t →∞ t 4
as for the eigenvalues λi (t).
For the largest eigenvalue λ1 (t) the following fluctuation result is shown.

Theorem 5.1. Both of t −1/2 log λ1 (t) − (n − 1)t /4 and t −1/2 log λn (t) + (n − 1)t /4 converge in law to standard normal
( ) ( )
variables as t → ∞.

Proof. Write

Y (t) = ν (t)′ α (t)ν (t),

using the same notations as above. Then we have

λ1 (t) = max⟨Y (t)x, x⟩ = max⟨α (t)ν (t)x, ν (t)x⟩.

|x|=1 |x|=1
6
H. Matsumoto and J. Otani Statistics and Probability Letters 193 (2023) 109696

Since ν (t) is bounded in t, there is a constant C almost surely such that

λ1 (t) ≦ C max⟨α (t)x, x⟩.
|x|=1

Hence we have
( n−1 )
λ1 (t) ≦ C α1 (0) exp wt1 + t .
4
On the other hand, letting e1 = (1, 0, . . . , 0)′ the unit vector, we have ν (t)e1 = e1 and
λ1 (t) = max⟨α (t)ν (t)x, ν (t)x⟩ ≧ α1 (t)
|x|=1

and
( n−1 )
λ1 (t) ≧ α1 (0) exp wt1 + t .
4
Combining these estimates, we obtain the assertion for λ1 (t).
Considering Y (t)−1 = ν (t)−1 α (t)−1 (ν (t)−1 )′ and noting νi (x(i) )−1 = νi (−x(i) ), we obtain the assertion for the smallest
eigenvalue λn (t) in the same way. □

Acknowledgment

The first author is partially supported by JSPS, Japan KAKENHI Grant Number 21K03298.

Appendix. Proof of (4.1)

Write Y = (yij ) ∈ Pn as
( ) ( ) [( )]
F h V 0 I x
Y = = ,
h′ g 0′ an x′ 1

where F = (fij ), V = (vij ) ∈ Pn−1 , x = (x1 , . . . , xn−1 )′ , h = (h1 , . . . , hn−1 )′ ∈ Rn−1 , g , an > 0. Starting from
( ∂ ) n n
∑ ∂ ∑ ∂ 1 ∑∑ ∂
Tr F = yij = yii + yij
∂Y ∂ yij ∂ yii 2 ∂ yij
1≦i≦j≦n i=1 i=1 j̸ =i
n−1 { n−1
(A.1)
∑ ∂ 1∑ ∂ 1 ∂ } 1∑ ∂ ∂
= fii + fij + hi + hi +g ,
∂ fii 2 ∂ fij 2 ∂ hi 2 ∂ hi ∂g
i=1 j ̸ =i i=1

we change the variables given by

fij = vij , g = an + ⟨Vx, x⟩, h = Vx.
We have
∂ ∂ ∂ ∂
= + x2i + xi ,
∂vii ∂ fii ∂g ∂ hi
∂ ∂ ∂ ∂ ∂
= + 2xi xj + xj + xi (i ̸ = j),
∂vij ∂ fij ∂g ∂ hi ∂ hj
∂ ∂
=
∂ an ∂g
and
∂
∇x = 2(Vx)i + V ∇h ,
∂g
where ∇x = (∂/∂ x1 , . . . , ∂/∂ xn−1 )′ and ∇h = (∂/∂ h1 , . . . , ∂/∂ hn−1 ). Hence, we get
∂
∇h = V −1 ∇x − 2x
∂ an
∂ ∂ ∂
= − xi (V −1 ∇x )i + x2i
∂ fii ∂vii ∂ an
and, for i ̸ = j,
∂ ∂ ∂
= − xj (V −1 ∇x )i − xi (∇x )j + 2xi xj .
∂ fij ∂vij ∂ an
7
H. Matsumoto and J. Otani Statistics and Probability Letters 193 (2023) 109696

From these identities we obtain

∂ 1∑ ∂ 1 ∂ ∂ 1∑ ∂ 1 ∂
fii + fij + hi = vii + vij − xi ,
∂ fii 2 ∂ fij 2 ∂ hi ∂vii 2 ∂vij 2 ∂ xi
j ̸ =i j̸ =i
n−1 n−1
∑ ∂ ∑ ∂ ∂
hi = xi − 2⟨Vx, x⟩
∂ hi ∂ xi ∂ zn
i=1 i=1

and
∂ ∂
g = (an + ⟨Vx, x⟩) .
∂g ∂ an
Finally, inserting the identities above into the right hand side of (A.1), we arrive at the desired formula (4.1).

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