NO PHASE TRANSITION FOR THE NODAL LENGTH

OF BAND-LIMITED SPHERICAL RANDOM FIELDS

ANNA PAOLA TODINO

A BSTRACT. In this paper we investigate the nodal length for band-limited spherical random waves. When a finite sum of
spherical eigenfunctions is considered the behaviour of the nodal length is linear with respect to the eigenvalue; while it is
logarithmic if only one eigenfunction is considered. Then, it is natural to think that there exists a phase transition with respect
to the width of the band. However, here we show that the variance of the nodal length of band-limited spherical random fields,
in the high energy limit, is still logarithmic. The result is achieved exploiting the Christoffel-Darboux formula to establish the
arXiv:2302.01156v1 [math.PR] 2 Feb 2023

covariance function of the field and its first and second derivatives. This allows to compute the two-point correlation function at
high frequency and then to derive the variance of the nodal length.

1. I NTRODUCTION
1.1. Laplacian eigenfunctions and Berry’s random wave model. Let (M , g) be a compact Riemannian manifold
and ∆g be the Laplace-Beltrami operator on M . We denote the corresponding eigenvalues {λj }j≥0 with associate
orthonormal basis L2 (M ) consisting of eigenfunctions {fλj }j≥0 , i.e.

(1.1) ∆g fλj + λj fλj = 0.

The nodal set of fλ is its zero set

fλ−1 (0) := {x ∈ M : fλ (x) = 0}.

It is known that fλ−1 is the union of smooth curves outside a finite set of points [6]. Yau conjectured that its volume
(the nodal length in dimension 2) satisfies

√ √
(1.2) c λ ≤ V ol(fλ−1 (0)) ≤ C λ

for some constants c, C > 0 which depend on M only. Donnelly and Fefferman [8] showed that Yau’s conjecture
holds for any real-analytic manifold (of any dimension), and recently, Logunov and Malinnikova [12, 14, 13] proved
the lower-bound in the smooth case and gave a polynomial upper-bound. The studies of Laplacian eigenfunctions have
been recently intensified in view of the Berry’s conjecture [4]. Indeed, according to Berry, the behaviour of high energy
(λ → ∞) deterministic eigenfunctions should be universal, at least on generic chaotic surfaces, meaning that one √ can
compare such an eigenfunction fλ of large eigenvalue λ with the random monochromatic plane wave of wavelength λ,
that is, the (unique in law) centered Gaussian random field on R2 whose covariance kernel is
√
(1.3) J0 ( λkx − yk), x, y ∈ R2 ,

J0 being the Bessel function of the first kind of order zero. Indeed Berry’s Random Wave model (RWM) is the centred
Gaussian random field u : R2 → R of monochromatic isotropic waves, described by the covariance function

r(x, y) = r(x − y) := E[u(x) · u(y)] = J0 (|x − y|).

Berry’s RWM has recently been investigated by many authors, we refer to [30], [20], [7], [21] for some recent studies
on nodal lengths and nodal sets.

D EPARTMENT OF S TATISTICS , S APIENZA U NIVERSITY OF ROME ,

E-mail address: annapaola.todino@uniroma1.it.
2020 Mathematics Subject Classification. 60G60, 42C10, 33C55, 62M15, 35P20.
Key words and phrases. Gaussian Eigenfunctions, Spherical Harmonics, Berry’s cancellation, band-limited functions.
1
2 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS

1.2. Random Spherical harmonics. Among models of the form (1.1) a lot of interest has been aroused by the case
of random spherical eigenfunctions. Motivations are mainly two: on the one hand Berry’s conjecture, indeed random
spherical eigenfunctions exhibit the same covariance structure as the Euclidean case, in the scaling limit, and on the other
hand its application to the Cosmic Microwave Background [15]. We describe the model below.
Let us consider M = S2 and then the Helmholtz equation
(1.4) ∆S2 T + λℓ T = 0,
where ∆S2 is the spherical Laplacian and λℓ = ℓ(ℓ + 1) for ℓ ∈ N. Spherical eigenfunctions are defined as the
solutions of (1.4). For any eigenvalue −λℓ we can choose an arbitrary L2 −orthonormal basis {Yℓm (·)}m=−ℓ,...,ℓ and
consider random eigenfunctions of the form
ℓ
X
(1.5) Tℓ (x) = aℓm Yℓm (x),
m=−ℓ

where {aℓm } is the array of random spherical harmonic coefficients, which are independent, safe for the condition
āℓm = (−1)m aℓ,−m ; for m 6= 0 they are standard complex-valued Gaussian variables, while aℓ0 is a standard real-valued
Gaussian variable. They satisfy
′
m′
E[aℓm āℓ′ m′ ] = δℓℓ δm .
2
The random fields {Tℓ (x) : x ∈ S } are isotropic centred Gaussian with covariance function given by
2ℓ + 1 2ℓ + 1
E[Tℓ (x)Tℓ (y)] = Pℓ (cos d(x, y)) and then Var(Tℓ (x)) = ,
4π 4π
denoting with Pℓ the Legendre polynomial and d(x, y) = arccoshx, yi the geodesic distance on the sphere, see [15] for
more details. The nodal set of Tℓ is
Tℓ−1 (0) = {x ∈ S2 : Tℓ (x) = 0}.
The analysis of its volume, i.e. the nodal length, and other properties in the high energy domain have been largely
investigated for example in [19], [18], [33], [32], [16].
It is worth stressing that the scaling limit of random spherical harmonics is Berry’s RWM (1.3). Indeed, Hilb’s asymp-
totic formula, see [26] Equation 8.21.7 and [32], ensures that, for every ǫ > 0, uniformly for θ ∈ [0, π − ǫ],
r
θ
(1.6) Pℓ (cos θ) ∼ J0 (ℓθ), ℓ → +∞.
sin θ
When valid, Berry’s ansatz implies Yau’s conjecture in (1.2) (see [35]).
Berry’s conjecture goes far beyond the macroscopic setting, i.e. the random wave model (1.3) is applicable to shrinking
domains. For example, as it has been shown in [27], it should be a good model for fλ−1 (0) ∩ Brλ , in particular for the
nodal length lying inside a shrinking geodesic ball Brλ of radius slightly above the Planck scale: rλ ≈ √Cλ with C ≫ 0
sufficiently big. For a recent survey on nodal structures of random fields see [34].
1.3. Band-limited functions. Another important and interesting model is given by the so-called band-limited functions
on a smooth Riemannian manifold M . Indeed, while the round sphere has spectral degeneracies, in the case of a generic
manifold each eigenspace has dimension one, so that we cannot introduce a Gaussian ensemble on the eigenspace. For a
generic manifold M , let λj be the eigenvalues and fj the corresponding eigenfunction. In this case, rather than consider-
ing random eigenfunctions, one considers random combinations of eigenfunctions with growing energy window of either
type
X
f L (x) = aj fj (x)
λj ∈[0,λ]
(called long range dependent) X
f S (x) = aj fj (x)
√ √
λj ∈[ λ, λ+1]
(called short range dependent) as λ → ∞. In [3] and [31] the authors found the expected value for the nodal length
in the long range dependent while in [31] the expected value in the short range. See also [29] for the study of the
number of boundary intersections for random combinations of eigenfunction f L (x) and f S (x) on generic billiards, [24]
for topologies of nodal sets of random band-limited functions, [2] for volume distribution of their nodal domains and [10]
for nodal volume for non-Gaussian random band-limited functions.
In this paper we are interested in the nodal length for band-limited functions on the sphere. We present in the next
section the model and the main result of the paper.
 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS 3

2. M AIN R ESULTS
2.1. Nodal length for band-limited functions on the sphere. In this paper we consider the following random field,
n
X
(2.1) T̄αn (x) = Cαn Tℓ (x),
ℓ=αn n

where Tℓ are defined in (1.5), αn is a sequence such that αn = 1 − g(n) with g(n) = o(1) as n → ∞ and such that
ng(n) → ∞. The coefficient Cαn is chosen such that
n n
X X 2ℓ + 1
V ar(T̄αn (x)) = Cα2 n V ar(Tℓ (x)) = Cα2 n = 1.
4π
ℓ=αn n ℓ=αn n

Hence we take
4π 4π 4π
Cα2 n = = = 2
n2 (1 − α2n )
+ 2n + 1 n2 (1 2
− (1 − g(n)) ) + 2n + 1 n (1 − 1 + 2g(n) − g(n)2 ) + 2n + 1
4π
= .
2g(n)n2 − g(n)2 n2 + 2n + 1
The covariance function of T̄αn (x) is given by
n
X 2ℓ + 1
(2.2) Γαn (x, y) := E[T̄αn (x)T̄αn (y)] = Cα2 n Pℓ (x, y)
4π
ℓ=αn n

and the nodal length of the random field T̄αn is, by definition,
Lαn := len(T̄α−1
n
(0)) = len{x ∈ S2 : T̄αn (x) = 0}.
Our main result is the following.
Theorem 2.1. As n → ∞, we have that
1
(2.3) log n + O(1) + O(g(n) log n).
V ar[Lαn ] =
32
2.2. No phase transition and Berry’s cancellation. Let us compare Theorem 2.1 with the results obtained for one
eigenfunction Tℓ (which correspond to the case αn ≡ 1 in (2.1)). The nodal length of Tℓ has already been investigated in
[32, 16]. More precisely, denoting
Lℓ := len{x ∈ S2 : Tℓ (x) = 0},
it has been proved in [32] that
log ℓ
(2.4) V ar(Lℓ ) =
+ O(1),
32
as ℓ → ∞. This result shows that the asymptotic variance is logarithmic and hence of order lower than ℓ which would
be expected by the natural scaling considerations of the problem, as it happens for nonzero levels (see for example [23]).
Indeed, originally it was conjectured that
(2.5) V ar(len(Tℓ−1 (z))) = c1 · n + c2 · log n + O(1)
for any level z ∈ R with c1 , c2 ≥ 0, for z ∈ R. However, it turned out that, when z = 0, c1 vanishes and one obtains
(2.4), as predicted by Berry [5] for the RWM. This phenomenon is called Berry’s cancellation phenomenon, it is due
to the fact that the leading nonconstant term in the long range asymptotics of the 2-point correlation function (see [32]
and Section 3.2) is purely oscillating, so that it does not contribute to the variance and the non-oscillating leading terms
cancel. This phenomenon seems to be of general nature. It also occurs in the torus [11] and it is believed to hold for
random combinations of eigenfunctions on a generic manifold. As we can see from Theorem 2.1 it also holds in our
context. One might suspect that considering a sum of eigenfunctions as in (2.1), the leading non constant terms of the
2-point correlation function do not cancel out for all sequences αn = 1 − o(1), as n → ∞ and then the leading term could
vary depending on the choice of αn (therefore on the bandwidth). Indeed, when a finite sum of spherical eigenfunctions
is considered, the constant c1 appearing in (2.5) is not zero. Then it is natural to think that there exists a sequence αn such
that below it the constant c1 vanishes while above it one has c1 6= 0. However, this turns out not to be the case. Theorem
2.1 shows that for any sequence αn := 1 − g(n) and g(n)n → ∞ and g(n) → 0 the Berry’s cancellation phenomenon
occurs and the behaviour of the nodal length is logarithmic, so that no phase transition with respect to the sequence αn
arises in the nodal length behaviour of spherical eigenfunctions.
4 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS

2.3. Interpretation in terms of Wiener-Itô chaoses. The result in Theorem 2.1 can be interpreted in terms of the L2 (Ω)
expansion of the nodal length into Wiener-Itô chaoses (see also the discussion in [34]), which are orthogonal spaces
spanned by Hermite polynomials. First of all, we recall that the Hermite polynomials Hq (x) are defined by H0 (x) = 1,
and for q = 2, 3, . . .
1 dq φ(x)
Hq (x) = (−1)q ,
φ(x) dxq
2
with φ(x) = √12π e−x /2 .
We consider the Wiener-Itô chaos expansion
∞
X
(2.6) Lαn = Lαn [q],
q=0

where Lαn [q] denotes the projection of Lαn on the q-order chaos component that is the space generated by the L2 -
completion of linear combinations of the form
Hq1 (ξ1 ) · Hq2 (ξ2 ) · · · Hqk (ξk ), k ≥ 1,
with qi ∈ N such that q1 + · · · + qk = q, and (ξ1 , . . . , ξk ) standard real Gaussian vector.
The result in Theorem 2.1 can be compared to those obtained for the full sphere S2 in [32, 16] for the nodal length of
the spherical harmonics Tℓ (x). In that case, exploiting the Wiener-Itô chaos expansion for these nonlinear functionals of
Gaussian fields, it results that (after centering) a single term dominates the L2 (Ω) expansion, that is, the fourth chaotic
component. More precisely, defining the random variable
Z
hℓ,4 := H4 (fℓ (x)) dx,
S2
called sample trispectrum, see i.e. [16, 17], we have that
log ℓ
Var(hℓ,4 ) = + O(1).
32
Our result in Theorem 2.1 suggests that the same happens for the nodal length T̄αn . Namely that the the random
variable Z
hαn n;4 := H4 (T̄αn (x)) dx
S2
dominates the Wiener-Itô chaos expansion in (2.6).
Note that in the case of Tℓ the second chaotic projection is exactly zero while for T̄αn it does not vanish. However it is
not the leading term of the Wiener-Ito chaos expansion.
As a further result, in this paper, we give a direct computation of the second chaotic component of Lαn which can be
read in the following proposition.
Proposition 2.2. As n → ∞, we have that
2π 2
  
1
(2.7) V ar(Lαn [2]) = g(n) 1 + O (g(n)) + O .
3 ng(n)
2.4. On the proof of Theorem 2.1. In the proof of Theorem 2.1 we follow the same idea as in [32] for the nodal length of
spherical eigenfunction. To be precisely, we employ the Kac-Rice formula, which reduces the computation of the length
variance to the 2-point correlation function, given in terms of distribution of the values T̄αn as well as their gradients
∇T̄αn ∈ Tx (S2 ), for all x ∈ S2 . We derive then the 2-point correlation function for the field defined in (2.1) and we
investigate its asymptotic behaviour. To do so we need to study the covariance function (2.2) and its first and second
derivatives in the high energy limit. Note that usually the analysis of the variance of Tℓ exploits the Hilb’s asymptotic
(formula (8.21.17) on page 197 [26]):

 1/2
θ
(2.8) Pℓ (cos θ) = J0 ((ℓ + 1/2)θ) + δ(θ),
sin θ
uniformly for 0 ≤ θ ≤ π/2, where J0 is the Bessel function of order 0 and the error term is
(
θ1/2 O(ℓ−3/2 ), Cℓ−1 < θ < π/2
δ(θ) ≪
θ2 O(1), 0 < θ < Cℓ−1 ,
where C > 0 is any constant and the constants involved in the ”O”−notation depend on C only.
 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS 5

Here we cannot directly use (2.8) Pinside (2.2). Indeed substituting the Hilb’s asymptotic inside the sum in (2.2) we
are not able to control the error term nℓ=αn n δ(θ), which grows faster than the leading term. To avoid this problem we
exploit the following formula, found in [9] and derived by the so-called Cristoffel-Darboux formula [1],

n ℓ
X X n + 1 (1,0)
(2.9) Yℓ,m (x)Yℓ,m (y) = P (cos θ(x, y)),
4π n
ℓ=0 m=−ℓ
(1,0)
where Pn is a Jacobi Polynomial, defined in general as
n    n−s  s
X n+α n+β x−1 x+1
Pn(α,β) (x) = ,
s=0
s n−s 2 2
(
θ3 O(n), 0 ≤ θ ≤ c/n
R1,n (θ) =
θ1/2 O(n−3/2 ), c/n ≤ θ ≤ π − ǫ
(1,0)
and J1 is the Bessel function of order 1. Note that in our notation we have Pℓ (x) = Pℓ (x).
(2.9) allows to write the covariance function as
 
2 n + 1 (1,0) nαn (1,0)
Γαn (cos θ) = Cαn P (cos θ(x, y)) − P (cos θ(x, y))
4π n 4π nαn −1
and hence to get rid of the sum. At this point we can appeal to the asymptotic for Jacobi polynomials, given in theorem
8.21.13 in [26], namely

Pnα,β (cos θ) = n−1/2 k(θ) cos(N θ + γ) + O(n−1/2 ),

where

k(θ) = π −1/2 (sin θ/2)−α−1/2 (cos θ/2)−β−1/2 ,

N = n + (α + β + 1)/2 and γ = −(α + 1/2)π/2.

To derive also the asymptotic behaviour of the first and second derivatives of the covariance function we exploit that
d a,b 1 (a+1,b+1)
P (x) = (a + b + n + 1)Pn−1 (x)
dx n 2
(see (4.5.5) [26]) and proceed similarly.
2.5. Plan of the paper. The paper is organized as follows. In Section 3 we start giving the first and second moment of
Lαn . In particular we show an explicit formulation of the second moment in terms of the two-point correlation function
and we give its asymptotic expansion in the high energy limit (Lemma 3.1). In Section 4 we prove Theorem 2.1 exploiting
Lemma 3.1, which has been proved in Section 5. In Section 6 we compute the second chaotic component of Lαn , proving
Proposition 2.2. Finally in Appendix A the asymptotic behaviour of the covariance function and its derivatives have been
investigated, while Appendix B collects some technical results used in the proof of Lemma 3.1.
Acknowledgements. The author would like to thank Domenico Marinucci and Igor Wigman for suggesting this problem,
for the helpful discussions and comments. The author is also grateful to Maurizia Rossi for some insightful conversations.
This work has been partially supported by ”Progetto di Ricerca GNAMPA-INdAM”, codice CUP E55F22000270001.

3. A N E XPLICIT I NTEGRAL F ORMULA FOR THE SECOND MOMENT

In this section we give the first moment of the nodal length Lαn and we express its second moment via the Kac-Rice
formula introducing the two-point correlation function.
First of all let us consider the gradient
Xn
∇T̄αn (x) = Cαn ∇Tℓ (x);
ℓ=αn n

the nodal length can be formally written as

Z
Lαn = δ0 (T̄αn (x))||∇T̄αn (x)|| dx
S2
(as seen for example in [16]).
6 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS

The variance of each component of ∇T̄αn (x) is given by

n
X 2ℓ + 1 ℓ(ℓ + 1)
Dαn := Cα2 n .
4π 2
ℓ=αn n

We normalize the gradient such that the variance of the components is equal to 1. Hence

T̄αn (x)
˜ T̄αn (x) := ∇p
Z
˜ T̄αn (x)|| dx,
p
Lαn = Dαn δ0 (T̄αn (x))||∇ with ∇ .
S2 Dαn
3.1. First moment of the nodal length. For ǫ > 0 we define
Z
Lαǫn := ||∇T̄αn (x)||χǫ (T̄αn (x)) dx.
S2
The same steps in [16] and in [25] prove that, as ǫ → 0,
lim E[|Lαǫn − Lαn |2 ] = 0
ǫ→0

in the L2 −sense. Then the mean of the nodal length is given by

1p ˜ T̄αn (x)||]
E[Lαn n ] = lim E[Lαǫn n ] = lim Dαn E[1−ǫ,ǫ (T̄αn (x))||∇
ǫ→0 ǫ→0 2ǫ
p |S2 |
= Dαn .
2
3.2. Two-point correlation function and second moment. In this section we follow the steps in [32] readapted to our
field. One may define the Two-point correlation function K̃(x, y) intrinsically as

1
K̃(x, y) = p E[||∇T̄αn (x)|| · ||∇T̄αn (y)|||T̄αn (x) = T̄αn (x) = 0].
(2π) 1 − Γαn (x, y)2
Now we present the Kac-Rice formula. Given x, y ∈ S2 we consider the two local orthonormal frames F x (z) =
and F y (z) = {ey1 , ey2 } , defined in some neighbourhood of x and y respectively.
{ex1 , ex2 }
For x, y ∈ S2 we define the following random vectors:
(3.1) Z = (T̄αn (x), T̄αn (y), ∇ ˜ T̄αn (y)) ∈ R2 × Tx (S2 ) × Ty (S2 ).
˜ T̄αn (x), ∇
The random vector Z is a mean zero Gaussian with covariance matrix
 
A B
Σ = Σ(x, y) = ,
Bt C
where
 
1 Γαn
(3.2) A = Aαn (x, y) = ,
Γαn 1
 
0 ∇y Γαn
(3.3) B = Bαn (x, y) =
∇x Γαn 0
and
2
Cα Pn !
ℓ=αn n ℓ(ℓ + 1)I2 H
n
(3.4) C = Cαn (x, y) = 2 ,
2
t Cα Pn
H 2
n
ℓ=αn n ℓ(ℓ + 1)I2
with H the ”pseudo-Hessian”
Hαn (x, y) = (∇x ⊗ ∇y )Γαn (x, y),
i.e.
∂2
H = (hjk )j,k=1,2 with entries given by hjk = ∂ex y Γαn (x, y).
j ∂ek

The covariance matrix of the Gaussian distribution of Z in (3.1) conditioned upon T̄αn (x) = T̄αn (y) = 0 is given by
Ωαn (x, y) = C − B t A−1 B.
Then the two-point correlation function is
 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS 7

1 dw1 dw2
Z
1 −1 T
(3.5) K̃αn (x, y) = p ||W1 ||||W2 ||e− 2 (w1 ,w2 )Ωαn (w1 ,w2 ) p .
1 − Γαn (x, y)2 R2 ×R2 (2π)3 detΩαn (x, y)
Let θ, ϕ be the standard spherical coordinates on S2 . Using the rotational invariance of the 2-point correlation function
(see Remark 2.4 [32]) we obtain
Z Z π
(3.6) E[Lα2n ] = K̃(x, y) dxdy = 2π|S2 | K̃αn (N, x(θ)) sin θ dθ
S2 ×S2 0
2
where x(θ) ∈ S is the point corresponding to the spherical coordinates (θ, ϕ = 0). Note that K̃(N, x(θ)) = K̃(x, y)
for any x, y ∈ S2 with d(x, y) = θ. We have that
Z π
(3.7) E[Lα2n ] = 2π|S | 2
K̃αn (θ) sin θ dθ,
0

where K̃αn (θ) = K̃αn (x, y), x, y ∈ S2 being any pair of points with d(x, y) = θ (see Corollary 2.5 [32]).
We recall that from the fact that K̃(ψ) = K̃(π − ψ) we can integrate in the hemisphere, see [32], and then from (3.7),
rescaling θ = ψ/(αn m), we note that the variance of the nodal length can be written as
Dαn mαn π/2
 
1 ψ
Z
(3.8) V ar[Lαn ] = 16π 2 Kαn (ψ) − sin dψ,
mαn 0 4 mαn
with m = n + 1/2 (see [32] for more details).
The main goal of the present paper reduces to understand the asymptotic behaviour of the function Kαn (ψ), which is
given in the following lemma and whose proof can be found in Section 5.
Lemma 3.1. For C < ψ < (π/2)mαn , with C > 0, denoting
∞ ∞
X 1 1 X
h := g(n)k + + g(n)k ,
n 2n
k=1 k=1

we have that, as n → ∞,
     
1 1 1 ψ ψ 75 2ψ ψ
K(ψ) = + + sin hψ + 2ψ + + O − cos 2hψ + 4ψ + + O
4 256π 2 ψ 2 2πψ 2n n2 256π 2 ψ 2 n n2
     
27 ψ ψ 1 ψ ψ
+ sin hψ + 2ψ − + O − cos hψ + 2ψ − + O
64π 2 ψ 2 n n2 4πψ 2 n n2
     
1 hψ ψ ψ ψ ψ
+ sin + ψ − + O cos ψ − + O
4πψ 2 2 2n n2 2n n2
       
3 hψ ψ ψ π ψ ψ 5
− sin + ψ − + O − cos ψ − + O − π
2πψ 2 2 2n n2 4 2n n2 4
 
1 g(n) 1
+O + 2 + .
ψ3 ψ g(n)nψ 2

4. A SYMPTOTIC FOR THE VARIANCE : P ROOF OF T HEOREM 2.1

In this section we prove Theorem 2.1. Let us define
C  
Dαn 1 ψ
Z
2
I1 := 16π Kαn (ψ) − sin dψ
mαn 0 4 mαn
and
mαn π/2  
Dαn 1 ψ
Z
I2 := 16π 2 Kαn (ψ) − sin dψ.
mαn C 4 mαn
We have the following two propositions.
Proposition 4.1. For any constant C > 0 and C < ψ < mαn π/2, as n → ∞,

1
I2 = log n + O(1) + O(g(n) log n).
32
8 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS

Proof. Exploiting the expansion in Lemma (3.1) we get

Z mαn π/2    
1 1 1 ψ ψ
I2 = 16π 2 n2 + sin hψ + 2ψ + + O
2(mαn )2 C 256π 2 ψ 2 2πψ 2n n2
  
75 2ψ ψ
− cos 2hψ + 4ψ + + O
256π 2 ψ 2 n n2
     
27 ψ ψ 1 ψ ψ
+ sin hψ + 2ψ − + O − cos hψ + 2ψ − + O
64π 2 ψ 2 n n2 4πψ 2 n n2
     
1 hψ ψ ψ ψ ψ
+ sin + ψ − + O cos ψ − + O
4πψ 2 2 2n n2 2n n2
       
3 hψ ψ ψ π ψ ψ 5
− sin + ψ − + O − cos ψ − + O − π
2πψ 2 2 2n n2 4 2n n2 4
 
1 g(n) 1
+O + 2 + ψ dψ.
ψ3 ψ g(n)nψ 2
Rα n Rα n
Solving the integrals and noting that C n sinx x dx = O(1) and C n sin x dx = O(1) we find the thesis of the proposi-
tion. 
Proposition 4.2. For any constant C > 0 we have, as n → ∞
C      
1  ψ 1
Z

Kαn (ψ) − sin dψ = O .
0
 4 αn m n
The proof of Proposition 4.2 is collected in Appendix B.2.
Proposition 4.2 and Proposition 4.1 complete the proof of Theorem 2.1. Indeed, as n → ∞, we get

mαn π/2  
Dαn 1 ψ
Z
V ar[Lαn ] = 16π 2 Kαn (ψ) − sin dψ = I1 + I2
mαn 0 4 mαn
1
= log n + O(g(n) log n) + O(1)
32
5. T HE TWO - POINT CORRELATION FUNCTION : PROOF OF L EMMA 3.1
We write here an explicit expression of the two-point correlation function and we prove Lemma 3.1. Denoting by N
the North Pole, we fix x = N and, in view of the isotropy, using the spherical coordinates on S2 we write Γαn (x, y) =
Γαn (cos θ), with θ ∈ [0, π), and then the determinant of A, defined in (3.2) is
n
!2
2 2
X 2ℓ + 1
detA = 1 − Γαn (cos θ) = 1 − Cαn Pℓ (cos θ) .
4π
ℓ=αn n

The matrix B in (3.3) can be written as

 Pn 2ℓ+1 ′

0 0 4π Pℓ (cos θ) sin θ 0
(5.1) B = ±Cα2 n Pn 2ℓ+1 ′
ℓ=αn n
− ℓ=αn n 4π Pℓ (cos θ) sin θ 0 0 0
and

Γ′αn (cos θ)2 0 Γ′αn (cos θ)2 Γαn (cos θ) 0

 
1 0 0 0 0
B t A−1 B =

(5.2) × ′ 2 ′ 2
,
1 − Γαn (cos θ)2  Γαn (cos θ) Γαn (cos θ) 0 Γαn (cos θ) 0
0 0 0 0
2
Pn 2ℓ+1
where we recall that Γαn (cos θ) = Cαn αn n 4π Pℓ (cos θ) is defined in (2.2) and then its derivative is
n
X 2ℓ + 1 ′
Γ′αn (cos θ) = −Cα2 n Pℓ (cos θ) sin θ.
4π
ℓ=αn n

Moreover,
 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS 9

Pn 2ℓ+1 ′ 2ℓ+1 ′′ 2 

(5.3) H = Cα2 n ℓ=αn n 4π Pℓ (cos θ) cos θ − 4π Pℓ (cos θ) sin (θ) Pn
0
2ℓ+1 ′
0 ℓ=αn n 4π Pℓ (cos θ)
and
Ωαn (x, y) = C − B t A−1 B

(5.4)  
2
Cα Pn
ℓ=αn n ℓ(ℓ + 1) + ã 0 b̃ 0
n
2
 2 
Cα Pn
0 n
ℓ(ℓ + 1) 0 c̃
 
= 2 ℓ=αn n
,
 
2
Cα Pn

 b̃ 0 2
n
ℓ=αn n ℓ(ℓ + 1) + ã 0 

2
Cα Pn
0 c̃ 0 2
n
ℓ=αn n ℓ(ℓ + 1)
where
n
!2
1 X 2ℓ + 1 ′
ã = ãαn (θ) = − 2 Cα2 n
Pℓ (cos θ) sin θ ,
n 2ℓ+1 4π


1 − Cα2 n αn n 4π Pℓ (cos θ)
P
ℓ=αn n
n
!
2
X 2ℓ + 1 ′ 2ℓ + 1 ′′ 2
b̃ = b̃αn (θ) = Cαn Pℓ (cos θ) cos θ − Pℓ (cos θ) sin (θ)
4π 4π
ℓ=αn n
Pn
2 n
!
Cα2 n αn n 2ℓ+1 ′
4π Pℓ (cos θ) sin θ 2
X 2ℓ + 1
−
2 Cαn Pℓ (cos θ) ,
Pn
1 − Cα2 n αn n 2ℓ+1 4π
4π Pℓ (cos θ) ℓ=αn n
n
X 2ℓ + 1 ′
c̃ = c̃αn (θ) = Cα2 n Pℓ (cos θ).
4π
ℓ=αn n
ψ
Now rescaling θ = αn m , we define
 
1 + 2a 0 2b 0
Ωαn (ψ/mαn )  0 1 0 2c
(5.5) ∆αn (ψ) := C 2 P =
 2b
,
αn n
ℓ(ℓ + 1) 0 1 + 2a 0 
2 ℓ=αn n
0 2c 0 1
where

1
a := aαn (ψ) = − Pn ãαn (ψ/(αn m)),
Cα2 n ℓ=αn n ℓ(ℓ + 1)
1
b := bαn (ψ) = Pn b̃αn (ψ/(αn m)),
Cα2 n ℓ=αn n ℓ(ℓ + 1)
1
c := cαn (ψ) = Pn c̃αn (ψ/(αn m)).
Cα2 n ℓ=αn n ℓ(ℓ + 1)
From Remark 2.10 in [32], we know that
1
(5.6) Kαn (ψ) = q E[||U ||||V ||],
2
2π 1 − (Γαn (cos(ψ/(αn m))))
where (U, V ) is a mean zero Gaussian random vector with covariance matrix ∆αn (ψ) and
π π π π 3π 2 3π 4
E[||U ||||V ||] = + a + b 2 − a2 − ab + b + O(a3 + b5 + c2 ).
2 2 4 16 8 64
Now we also have the expansion
  2   4   6 !
1 1 ψ 3 ψ ψ
r   2 = 1 + 2 Γαn cos
αn m
+
8
Γαn cos
αn m
+O Γαn cos
αn m
1 − Γαn cos αnψm

and hence
10 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS

(5.7)
   2   4   6 !
1 1 ψ 3 ψ ψ
Kαn (ψ) = 1+ Γαn cos + Γαn cos +O Γαn cos
2π 2 αn m 8 αn m αn m
2 2
 
π b a 3 3
× 1+a+ − − ab2 + b4 + O(a3 + b5 + c2 )
2 2 8 4 32
 2 2
  2   2
1 π b a 3 3 1 ψ 1 ψ
= 1+a+ − − ab2 + b4 + Γαn cos + Γαn cos a
2π 2 2 8 4 32 2 αn m 2 αn m
  2   4   6 !
1 ψ 2 3 ψ ψ 3 5 2
+ Γαn cos b + Γαn cos +O Γαn cos +a +b +c .
4 αn m 8 αn m αn m
b2 a2
    
1 1 2 ψ 3 2 3 4 1 2 ψ
= 1+a+ + Γαn cos − − ab + b + Γαn cos a
4 2 2 αn m 8 4 32 2 αn m
       
1 2 ψ 2 3 4 ψ 6 ψ 3 5 2
+ Γαn cos b + Γαn cos + O Γαn cos +a +b +c .
4 αn m 8 αn m αn m
Now, exploiting the asymptotic behaviour of each single term, which can be found in Appendix A and B, we obtain
      
1 1 1 2 ψ ψ 75 2ψ ψ
Kαn (ψ) = + + sin hψ + 2ψ + +O − cos 2hψ + 4ψ + +O
4 4 64π 2 ψ 2 πψ 2n n2 64π 2 ψ 2 n n2
     
54 ψ ψ 1 ψ ψ
+ sin hψ + 2ψ − + O − cos hψ + 2ψ − + O
32π 2 ψ 2 n n2 πψ 2 n n2
     
1 hψ ψ ψ ψ ψ
+ 2 sin +ψ− +O cos ψ − + O
πψ 2 2n n2 2n n2
       
6 hψ ψ ψ π ψ ψ 5
− 2 sin +ψ− +O − cos ψ − + O − π
πψ 2 2n n2 4 2n n2 4
 
1 g(n) 1
+O + 2 + ,
ψ3 ψ g(n)nψ 2
which leads to (3.9).

6. S ECOND CHAOTIC COMPONENT: P ROOF OF P ROPOSITION 2.2

In this section we compute explicitly the second chaotic component of the Wiener-Itô chaos expansion mentioned in
Section 2.3. We prove that its variance is O(g(n)) and then Lαn [2] cannot be the leading term of the chaos expansion of
the nodal length Lαn given in (2.6).
Before proving Proposition 2.2, note that
n  
X 2ℓ + 1 1
= n2 + n − (nαn )2 + nαn + n − αn n + 1
4π 4π
ℓ=αn n

2n2 g(n)
 
g(n) 1 1
= 1− + + 2
4π 2 g(n)n 2n g(n)
and then
1 4π
(6.1) Cα2 n = Pn 2ℓ+1
=  
ℓ=αn n 4π 2 g(n) 1 1
2n g(n) 1 − 2 + g(n)n + 2n2 g(n)

which implies that

∞  k !
4π X g(n) 1 1
Cα2 n = 2
1+ − − 2 .
2n g(n) 2 g(n)n 2n g(n)
k=1

Proof of Proposition 2.2. The second chaotic projection is given by

 
β0 α00 β0 α20
Z Z
˜ α (x)i − 2) dx
˜ α (x), ∇T
p
(6.2) Lαn [2] = Dαn H2 (Tαn (x)) dx + (h∇T n n
2 S2 2 S2
 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS 11

(see for example [22]), where α00 = π2 , α20 = π2 21 , β0 = √12π , β2 = − √12π .

p p

Green’s formula implies

 Z 
1 1
Z Z
˜ αn (x), ∇T
h∇T ˜ αn (x)i dx = h∇Tαn (x), ∇Tαn (x)idx = − Tαn (x)∆Tαn (x)dx
S2 Dαn S2 Dαn S2
 Z n n 
1 X X
= − (Cαn Tℓ (x))(Cαn ∆Tℓ′ (x)) dx
Dαn S2 ℓ=αn n ℓ′ =αn n
n n
Cα2 n X X ′ ′
Z
= ℓ (ℓ + 1) Tℓ (x)Tℓ′ (x) dx
Dαn S2
ℓ=αn n ℓ′ =αn n
n
Cα2 n X
Z
= ℓ(ℓ + 1) Tℓ2 (x) dx.
Dαn S2 ℓ=αn

Then the second chaotic projection becomes

n
!
Cα2 n X
 
β0 α00 β0 α20
Z Z Z
Tℓ2 (x) − 2
p
(6.3) Lαn [2] = Dαn H2 (Tαn (x)) dx + ℓ(ℓ + 1) dx .
2 S2 2 S2 Dαn S2
ℓ=αn

Now we observe that

Z Z n
X Z n
X
H2 (Tαn (x)) dx = Cα2 n Tℓ (x)Tℓ′ (x) − 1 dx = Cα2 n Tℓ (x)2 − 1 dx
S2 S2 ℓ,ℓ′ =αn n S2 ℓ=αn n
n n n
2ℓ + 1 2ℓ + 1 Tℓ (x)2
Z X X X Z
= Cα2 n Tℓ (x) − 2
Cα2 n 2
dx = Cαn − 1 dx
S2 4π 4π S2 V ar[Tℓ (x)]
ℓ=αn n ℓ=αn n ℓ=αn n
n
X 2ℓ + 1
= Cα2 n H2 (T̃ℓ (x)) dx.
4π
ℓ,ℓ′ =αn n

It follows that
n n
! !
Cα2 n X Cα2 n X ℓ(ℓ + 1) 2
Z Z
ℓ(ℓ + 1)Tℓ2 (x) − 2 dx = 2 Tℓ (x) − 1 dx.
S2 Dαn S2 Dαn 2
ℓ=αn ℓ=αn

Since
n
X ℓ(ℓ + 1) 2ℓ + 1
Dαn = Cα2 n ,
2 4π
ℓ=αn n
we can write
n
Cα2 n X ℓ(ℓ + 1) 2ℓ + 1
1=
Dαn 2 4π
ℓ=αn n
and then

n n
!
Cα2 n X ℓ(ℓ + 1) 2 Cα2 n X ℓ(ℓ + 1)
 
2ℓ + 1
Z Z
2
2 Tℓ (x) − 1 dx = 2 Tℓ (x) − dx
S2 Dαn 2 S2 Dαn ℓ=α 2 4π
ℓ=αn n
n
!
Cα2 n X ℓ(ℓ + 1) 2ℓ + 1 Tℓ2 (x)
Z
= 2 2ℓ+1
− 1 dx
S2 Dαn ℓ=α 2 4π 4π
n
n
Cα2 n X ℓ(ℓ + 1) 2ℓ + 1 Tℓ2 (x)
Z  
= 2 − 1 dx
S2 Dαn ℓ=α 2 4π V ar[Tℓ (x)]
n
n
C 2 X ℓ(ℓ + 1) 2ℓ + 1
Z
= 2 αn H2 (T̃ℓ (x)) dx,
Dαn 2 4π S2
ℓ=αn

where in the last line we write

12 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS

p
T̃ℓ (x) = Tℓ (x)/ V ar[Tℓ (x)].
Hence, the second projection is
n
β0 α20 Cα2 n X ℓ(ℓ + 1) 2ℓ + 1
 
β0 α00
p Z Z
Lαn [2] = Dαn H2 (Tαn (x)) dx + 2 H2 (T̃ℓ (x)) dx
2 S2 2 Dαn 2 4π S2
ℓ=αn
(6.4) p n
Dαn 2 X
 
ℓ(ℓ + 1) 2ℓ + 1
Z
= Cαn −1 H2 (T̃ℓ (x)) dx.
4 2Dαn 4π S2
ℓ=αn n

Let us compute its variance. We get

n  2  2 Z
Dαn 4 X ℓ(ℓ + 1) 2ℓ + 1
V ar(Lαn [2]) = C −1 2Pℓ (cos d(x, y))2 dxdy
16 αn 2Dαn 4π S2 ×S2
ℓ=αn n
n  2  2 Z π/2
X ℓ(ℓ + 1) 2ℓ + 1
= 2π 2 Dαn Cα4 n −1 Pℓ (cos θ)2 sin θ dθ
2Dαn 4π 0
ℓ=αn n
n  2  2
2 4
X ℓ(ℓ + 1) 2ℓ + 1 1
(6.5) = 2π Dαn Cαn −1
2Dαn 4π 2ℓ + 1
ℓ=αn n
2 4 n
2π Cαn Dαn X (ℓ(ℓ + 1))2 (2ℓ + 1)
 
ℓ(ℓ + 1)(2ℓ + 1)
= + (2ℓ + 1) −
16π 2 4Dα2 n Dαn
ℓ=αn n
n
Cα4 n Dαn X
 
2 2
= (ℓ(ℓ + 1)) (2ℓ + 1) + 4Dαn (2ℓ + 1) − 4Dαn ℓ(ℓ + 1)(2ℓ + 1) .
8 · 4Dα2 n
ℓ=αn n
1 1
P 2ℓ+1 P ℓ(ℓ+1) 2ℓ+1
Noting that Cα2 n = P 2ℓ+1 and then 2
Cα = 4π and Dαn = Cα2 n 2 4π , we have that
4π n

n
Cα4 n Dαn 4Dα2 n
 X 
2 Dαn
V ar(Lαn [2]) = (ℓ(ℓ + 1)) (2ℓ + 1) + 2 4π − 4Dαn 2 8π
8 · 4Dα2 n Cαn Cαn
ℓ=αn n
n
Cα4 n D2 n
 
ℓ2 (ℓ + 1)2 (2ℓ + 1) − 16π α
X
= .
32Dαn Cα2 n
ℓ=αn n

Since Pn
Dα2 n (Cα2 n ℓ(ℓ+1) 2ℓ+1 2
Cα2 n ( nαn n ℓ(ℓ + 1)(2ℓ + 1))2
P
αn n 2 4π )
= = ,
Cα2 n 2
Cαn 64π 2
we get
n Pn
Cα4 n Cα2 n ( αn n ℓ(ℓ + 1)(2ℓ + 1))2
 X 
2 2
V ar(Lαn [2]) = ℓ (ℓ + 1) (2ℓ + 1) − 16π
32Dαn 64π 2
ℓ=αn n

Cα6 n
n
( nαn n ℓ(ℓ + 1)(2ℓ + 1))2
 P 
1 X 2 2
(6.6) = ℓ (ℓ + 1) (2ℓ + 1) − 16π .
32Dαn Cα2 n 64π 2
ℓ=αn n

From (6.1) we have

1 2g(n)n2 − g(n)2 n2 + 2n + 1
= .
Cα2 n 4π
Now we have to compute the two sums appearing in (6.6). We start by considering

n
X n
X n
X αn
X n−1
ℓ(ℓ + 1)(2ℓ + 1) = 2ℓ3 + 3ℓ2 + ℓ = (2ℓ3 + 3ℓ2 + ℓ) − (2ℓ3 + 3ℓ2 + ℓ)
ℓ=αn n ℓ=αn n ℓ=1 ℓ=1
1
n(n + 1)2 (n + 2) − (αn n − 1)(αn n)2 (αn n + 1)

=
2 
n4 α2

4 5 2
= 1 + + 2 + 3 − α4 + 2 .
2 n n n n
 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS 13

Replacing αn = 1 − g(n) we have

n
n4 g(n)2
 
X
2 3 4 4 6 2 2g(n)
ℓ(ℓ + 1)(2ℓ + 1) = 4g(n) − 6g(n) + 4g(n) − g(n) + + 2 + 3 + −
2 n n n n2 n2
ℓ=αn n

n4 4g(n) g(n)3

6 1 6 2
= 1 − g(n) + g(n)2 − + + 2
+
2 4 4 ng(n) 4g(n)n 4g(n)n3

g(n) 2
+ 2 − 2 .
4n 4n
Similarly for the other sum of (6.6) we obtain

n
X n
X αn
X n−1
2 2 2 2
ℓ (ℓ + 1) (2ℓ + 1) = (ℓ (ℓ + 1) (2ℓ + 1)) − (ℓ2 (ℓ + 1)2 (2ℓ + 1))
ℓ=αn n ℓ=1 1
1 1
= n2 (n + 1)2 (n + 2)2 − (αn n − 1)2 (αn n)2 (αn n + 1)2
3 3
n6 13n4 4n2 (αn n)6 13(αn n)4 4(αn n)2
 
5 3 5 3
= + 2n + + 4n + − + 2(αn n) + + 4(αn n) +
3 3 3 3 3 3
2
−n
= (ng(n) − 2n − 1)(g(n)n + 1)(g(n)2 n − 3g(n)n − g(n) + 3n + 3)(g(n)2 n
3
−g(n)n + g(n) + n + 1)
−n2 4

= n g(n)6 − 6n4 g(n)5 − 2g(n)4 n2 + 15g(n)4 n4 + 8g(n)3 n2
3
−20n4 g(n)3 − 12g(n)2 n2 + 15g(n)2 n4 + 8g(n)n2

+2g(n)n + g(n)2 − 2g − 6n4 g − 6n3 − 15n2 − 12n − 3

n4 g(n)6

2 2 8
=n − + 2n4 g(n)5 + g(n)4 n2 − 5g(n)4 n4 − g(n)3 n2
3 3 3
20 8
+ n4 g(n)3 + 4g(n)2 n2 − 5g(n)2 n4 − g(n)n2
3 3 
2 1 2 2 4 3 2
− g(n)n − g(n) + g(n) + 2n g(n) + 2n + 5n + 4n + 1
3 3 3
and hence we get

n Pn
Cα6 n ( αn n ℓ(ℓ + 1)(2ℓ + 1))2
 
1 X 2 2
V ar(Lαn [2]) = ℓ (ℓ + 1) (2ℓ + 1) − 16π
32Dαn Cα2 n 64π 2
ℓ=αn n

Cα6 n
n
( nαn n ℓ(ℓ + 1)(2ℓ + 1))2
P
2g(n)n2 − g(n)2 n2 + 2n + 1 X 2
 
= ℓ (ℓ + 1)2 (2ℓ + 1) −
32Dαn 4π 4π
ℓ=αn n

Cα6 n n2 n4 g(n)6
 
2
= (2g(n)n2 − g(n)2 n2 + 2n + 1) − + 2n4 g(n)5 + g(n)4 n2 − 5g(n)4 n4
32Dαn 4π 3 3
8 20 8 2 1 2
− g(n)3 n2 + n4 g(n)3 + 4g(n)2 n2 − 5g(n)2 n4 − g(n)n2 − g(n)n − g(n)2 + g(n)
3 3  3 3 3 3
+2n4 g(n) + 2n3 + 5n2 + 4n + 1
2 
g(n)4 3 g(n)2 n

− 2n3 g(n) − 3g(n)2 n3 + 2g(n)3 n3 − n + 2n2 + 3n + 1 + − ng(n)
2 2
6 2 
Cαn n
= 1 + 6n + 13n2 + 12n3 + 4n4 + 4g(n)2 n6 + 8g(n)n5 − 12g(n)2 n5 + 12g(n)n4
32Dαn 4π
14 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS

46 8 8 13 2 2 2 1
− g(n)2 n4 + g(n)2 n3 + g(n)n3 + g(n)2 n2 − 2g(n)n2 + g(n)n − g(n)2 n + g(n) − g(n)2
3 3 3 3 3 3 3 3
 4 2
2 
g(n) g(n) n
− 2n3 g(n) − 3g(n)2 n3 + 2g(n)3 n3 − n3 + 2n2 + 3n + 1 + − ng(n) .
2 2
After cancellations we find

Cα6 n n2 46g(n) 52g(n)2 55g(n)3 40g(n)2

 
6 8
V ar(Lαn [2]) = n g(n) − + + + − 17g(n)3
32Dαn 4π 3n3 3n2 3n2 3 3n
8g(n)2 20g(n)2 g(n)3
    
22g(n) g(n)
− − + +O +O
n n2 n2 n3 n2
6 2 
Cαn n 52g(n)2 55g(n)3 40g(n)2

8 46g(n)
= n6 g(n)3 3 2
− 2 2
+ 2 2
+ 2
+
32Dαn 4π 3n g(n) 3n g(n) 3n g(n) 3g(n) 3ng(n)2
g(n)3 8g(n)2 20g(n)2 g(n)3
    
22g(n) g(n)
−17 − − + + O + O
g(n)2 ng(n)2 n2 g(n)2 n2 g(n)2 n3 g(n)2 g(n)2 n2
Cα6 n n2
 
8 46 52 55g(n) 40 8 20
= n6 g(n)3 − 2 + + + − 17g(n) − − 2
32Dαn 4π 3n3 g(n)2 3n g(n) 3n2 3 3n n n
    
22 1 g(n)
+ 2 +O + O
n g(n) n3 g(n) n2
Cα6 n n2
 
8 46 52 55 40 8
= n6 g(n)4 − 2 + 2 + + − 17 −
32Dαn 4π 3n3 g(n)3 3n g(n)2 3n g(n) 3 3ng(n) ng(n)
    
20 22 1 1
− 2 + +O +O
n g(n) n2 g(n)2 n3 g(n)2 n2
Cα6 n

8 4 8 46 52 55 40 8 20
= n g(n) 3 3
− 2 2
+ 2 + + − 17 − − 2
32Dαn 4π 3n g(n) 3n g(n) 3n g(n) 3 3ng(n) ng(n) n g(n)
   
22 1 1
+ 2 +O +O .
n g(n)2 n3 g(n)2 n2
Now we note that
∞  k !2
Cα6 n 8πCα4 n 64π 3 X g(n) 1 1
= Pn = 8 1+ − −
Dαn αn n ℓ(ℓ + 1)(2ℓ + 1) n g(n)3 2 ng(n) 2n2 g(n)
k=1
" ∞  k #
X 6g(n) 2 g(n)3 1 6 2 g(n) 1
× 1+ − g(n) + − − − − + 2 .
4 4 ng(n) 4n2 g(n) 4g(n)n3 4n2 2n
k=1
Finally we get
∞  k !2
1 64π 3 X g(n) 1 1
V ar(Lαn [2]) = 1+ − −
32 ∗ 4π n8 g(n)3 2 ng(n) 2n2 g(n)
k=1
" ∞  k #
X 6g 2 g(n)3 1 6 2 g(n) 1
× 1+ − g(n) + − − − − + 2
4 4 ng(n) 4n2 g(n) 4g(n)n3 4n2 2n
k=1

8 46 52 4 40 8 20
×n8 g(n)4 − 2 + 2 + + − −
3n3 g(n)3 3n g(n)2 3n g(n) 3 3ng(n) ng(n) n2 g(n)
   
22 1 1
+ 2 + O + O
n g(n)2 n3 g(n)2 n2
64π 3 8

1 44 g(n) 1 6 1
+ O g(n)2


= 8 3
n g(n) 1+ − + g(n) −
32 ∗ 4π n g(n) 3 2 ng(n) 4 ng(n)
   
1 1
+O +O
n2 g(n)2 n
2π 2
    
2 1 1
+ O g(n)2 + O


= g(n) 1 + 2g(n) − + O ,
3 ng(n) n2 g(n)2 n
 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS 15

which completes the proof.



A PPENDIX A. A SYMPTOTICS FOR THE COVARIANCE KERNEL AND ITS DERIVATIVES

A.1. asymptotic for the covariance function. The following lemma gives the asymptotic behaviour in the high fre-
quency limit of the covariance function for C < ψ < αn mπ/2, for C > 0.
Lemma A.1. Given Γαn (x, y) as in (2.2) and denoting
∞ ∞
X 1 1 X
(A.1) h := g(n)k + + g(n)k ,
n 2n
k=1 k=1
we have that, for C < ψ < αn mπ/2, C > 0, as n → ∞,
(A.2)
√  −3/2  −1/2
Cα2 n n
 
ψ ψ ψ ψh
Γαn cos = √ sin cos
αn m 4π π 2αn m 2αn m 2
         
hψ ψ ψ π sin ψh g(n) ψ ψ 3
2 sin +ψ− +O + + cos ψ − +O − π
2 2n 2n 4 ψh ψh 2n 2n 4
   
1 g(n) 1
+O + +O √ .
g(n)nψ ψ n2 g(n) n
Corollary A.2. For C < ψ < αn mπ/2, C > 0, as n → ∞, we have,
  r       
ψ 2 hψ ψ ψ π 1 ψ ψ 3
Γαn cos = sin +ψ− + O( ) + + cos ψ − +O − π
αn m πψ 2 2n 2n 4 2ψ 2n n2 4
       
1 g(n) g(n) 1 1
+O + +O √ +O √ +O √ .
ng(n)ψ ψ ψ ψng(n) n2 g(n) n
Corollary A.3. For C < ψ < αn mπ/2, C > 0, as n → ∞, we have,
2 −3  −1 2 2
Cα4 n n
 
ψ ψ ψ ψ h
Γαn cos = sin cos
αn m (4π)2 π 2αn m 2αn m 4
     2
ψ ψ sin hψ
2 + 2 sin hψ + 2ψ − + O
n n2 hψ
       
g(n) sin hψ hψ ψ ψ π ψ ψ 3
+4 sin +ψ− + O( 2 ) + cos ψ − +O − π
ψh hψ 2 2n n 4 2n n2 4
     
1 g(n) 1 1
+O + +O +O √ .
g(n)nψ ψ ψ2 5/2
n g(n) ψ
4π
Exploiting the fact that sin x ∼ x and C 2 = 2n2 g(n) (1 + O(g(n))) we obtain the following corollary.
Corollary A.4. For C < ψ < αn mπ/2, C > 0, as n → ∞, we have,
 2      
ψ 2 1 1 ψ ψ g(n) hψ ψ ψ π
Γαn cos = + sin hψ + 2ψ − + O + sin +ψ− + O( 2 ) +
αn m πψ 2 2 n n2 ψh 2 2n n 4
  
ψ ψ
× cos ψ − +O
2n n2
       
1 1 g(n) g(n) 1
+O + O + + O + O .
ψ2 g(n)nψ ψ ψ ng(n)ψ
Proof of Lemma A.1. Looking at the covariance function in (2.2) we can write Γαn (x, y) as
X n nαn −1 
2ℓ + 1 X 2ℓ + 1
(A.3) Γαn (x, y) = Cαn Pℓ (hx, yi) − Pℓ (hx, yi) .
4π 4π
ℓ=0 ℓ=0
(see also [28]). Thanks to the following formula ([9], page 6), derived by the Christoffel-Darboux formula ([1]),
n ℓ
X X n + 1 (1,0)
(A.4) Yℓ,m (x)Yℓ,m (y) = P (cos θ(x, y)),
4π n
ℓ=0 m=−ℓ
16 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS

(1,0)
where Pn (cos θ) = Pn (cos θ), and to the addition formula ([15] page 66):
ℓ
X 2ℓ + 1
(A.5) Yℓ,m (x)Yℓ,m (y) = Pℓ (cos θ(x, y)),
4π
m=−ℓ

we obtain that
 
n + 1 (1,0) nαn (1,0)
(A.6) Γαn (cos θ) = Cα2 n P (cos θ(x, y)) − P (cos θ(x, y)) .
4π n 4π nαn −1
Exploiting Theorem 8.21.13 [26],

(A.7) Pnα,β (cos θ) = n−1/2 k(θ) cos(N θ + γ) + O(n−1/2 ),

k(θ) = π −1/2 (sin θ/2)−α−1/2 (cos θ/2)−β−1/2 ,

N = n + (α + β + 1)/2, γ = −(α + 1/2)π/2;

we get

−3/2 !
Cα2 n
    
−1/2 θ −1/2 3 1
Γαn (cos θ) = √ (n + 1) n sin (cos θ) cos (n + 1)θ − π + O √
4π π 2 4 n
(A.8)      
3 1
− nαn (nα − 1)−1/2 (sin θ/2)−3/2 cos(θ/2)−1/2 cos nαθ − π + O √ .
4 αn − 1
Expanding (1 + 1/n) and (1 − g(n)) (since g(n) → 0 as n → ∞)
√     
n 2 −3/2 −1/2 3 1 3
Γαn (cos θ) = √ C (sin θ/2) (cos θ/2) cos (n + 1)θ − π + cos (n + 1)θ − π
4π π αn 4 n 4
     
g(n) 1 3 3 3 3 1
−(1 − g(n)) 1 + + + + 2 + O(g(n) ) cos nαθ − π +O √ .
2 2n 8g(n)2 8n 4 n2 g(n) n
We change variable θ = ψ/(αn m) to get

  √  −3/2  −1/2   
ψ n ψ ψ ψ 3
Γαn cos = √ Cα2 n sin cos cos (n + 1) − π
αn m 4π π 2αn m 2αn m 2αn m 4
   
n 3 g(n) n 3
− cos ψ − π + cos ψ − π
m 4 2 m 4
       
1 ψ 3 1 n 3 1
+ cos (n + 1) − π − cos ψ − π + O(g(n)2 ) + O √ .
n 2αn m 4 2 m 4 n2 g(n) n
Now we note that
 
nψ ψ ψ
=ψ− +O
m 2n n2
and
 
(n + 1)ψ ψ ψ
=ψ− +O + hψ,
αn m 2n n2
where h is defined in (A.1). Substituting these expressions and using the fact that
         
ψ 3 n 3 3 ψ ψ hψ hψ
cos (n + 1) − π − cos ψ − π = −2 sin ψ − π − +O + sin
2αn m 4 m 4 4 2n n2 2 2
   
hψ ψ ψ π hψ
= 2 sin +ψ− +O + sin ,
2 2n n2 4 2
we finally get
 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS 17

  √  −3/2  −1/2
ψ n 2 ψ ψ 1
Γαn cos = √ Cαn sin cos ψh
αn m 4π π 2αn m 2αn m 2
     
hψ ψ ψ π sin hψ g(n)
× 2 sin +ψ− +O 2
+ +
2 2n n 4 hψ hψ
       
ψ ψ 3 1 g(n) 1
× cos ψ − +O − π +O + +O √ .
2n n2 4 g(n)nψ ψ n2 g(n) n

A.2. Asymptotic for the first derivative of the covariance function.
Lemma A.5. For C < ψ < αn mπ/2, C > 0, as n → ∞,
  √   −5/2  −3/2
ψ n n ψ ψ ψ
Γ′αn cos = Cα2 n √ − sin sin cos ψh
αn m 8π π αn m 2αn m 2αn m
sin hψ
        
2 ψh ψ ψ π 3g(n) ψ ψ 5
× 2 sin +ψ− +O − + cos ψ − +O − π
hψ 2 2n n2 4 2ψh 2n n2 4
2
        
3 2 1 ψ ψ 5 1 g(n) ψ
− g(n) cos ψ − +O − π +O + +O √ .
8 ψh 2n n2 4 nψ ψ n3 ng(n)
Corollary A.6. For C < ψ < αn mπ/2, C > 0, as n → ∞,
2 2  −5  −3
Cα4 n 3 2 2
 
′ ψ ψ ψ ψ
Γαn cos = n h ψ sin sin cos
αn m 64π 3 αn m 2αn m αn m
ψh 2 
!
sin 2
   
1 1 ψ ψ
− sin hψ + 2ψ − + O
ψh/2 2 2 n n2
       
3g(n) hψ ψ ψ π ψ ψ 5 sin(ψh/2)
+ sin +ψ− +O 2
− cos ψ − +O 2
− π
ψh 2 2n n 4 2n n 4 ψh/2
       
3 h ψ ψ π 1 1 π
− g(n)2 sin +ψ− +O − cos ψ − +O −
4ψh 2 2n n2 4 2n n2 4
 2
       √ 
g(n) 1 1 ψ
+O +O +O 2
+O 2
√ .
ψ ψn ψ n ng(n)
Corollary A.7. For C < ψ < αn mπ/2, C > 0, as n → ∞,
2
2n2
    
′ ψ 1 1 ψ ψ
Γαn cos = − sin hψ + 2ψ − + O
αn m πψ 2 2 n n2
       
3g(n) hψ ψ ψ π ψ ψ 5
+ sin +ψ− +O − cos ψ − +O − π
ψh 2 2n n2 4 2n n2 4
       
3 2 h ψ ψ π 1 1 π
− g(n) sin +ψ− +O − cos ψ − +O −
4ψh 2 2n n2 4 2n n2 4
√
g(n)2
        
1 1 ψ
+O +O +O +O √ .
ψ ψn ψ2 n2 ng(n)
Proof of Lemma A.5. From (A.6), we get
 
′ 2 n + 1 d (1,0) nαn d (1,0)
Γαn (cos θ) = Cαn P (cos θ(x, y)) − P (cos θ(x, y)) .
4π dθ n 4π dθ nαn −1
From [26] (4.5.5) we also know that
d a,b 1 (a+1,b+1)
(A.9) P (x) = (a + b + n + 1)Pn−1 (x)
dx n 2
and hence

C2
 
(2,1) (2,1)
Γ′αn (cos θ) = αn (− sin θ) (n + 1)(n + 2)Pn−1 (cos θ) − nαn (nαn + 1)Pnαn −2 (cos θ) .
8π
18 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS

Now we exploit (A.7) to get

   
1 (n + 1)(n + 2) 5
Γ′αn (cos θ) = Cα2 n (− sin θ)
(sin θ/2) −5/2
(cos θ/2) √ −3/2
√ cos (n + 1)θ − π
8π π n−1 4
  
nαn (nαn + 1) 5 p
− √ cos nαn θ − π + O( 1/n) .
nαn − 2 4
We note that
√
  
(n + 1)(n + 2) 7 31 1
√ =n n 1+ + 2 +O
n−1 2n 8n n3
and

n2 αn (αn + 1/n) √
 
2 5 3 g(n) 3 2 3
√ p = n n 1 + + 2 − g(n) − + g(n) + O(g(n) ) .
n αn − 2/n n 2n 2 n 8
Replacing these two expressions above, we find that

√

1
Γ′αn (cos θ) = Cα2 n (− sin θ) (sin θ/2)−5/2 (cos θ/2)−3/2 √ n n
8π π
      
5 5 3 5
× cos (n + 1)θ − π − cos nαn θ − π + g(n) cos nαn θ − π
4 4 2 4
     
7 5 2 5 3 5
+ cos (n + 1)θ − π − cos nαn θ − π − g(n)2 cos nαn θ − π
2n 4 n 4 8 4
   
g(n) 1
+O + g(n)3 +O √ .
n n
ψ
Changing θ = αn m , we obtain

  √   −5/2  −3/2
ψ n n ψ ψ ψ
Γ′αn cos = Cα2 n
√ − sin sin cos ψh
αn m 8π π αn m 2αn m 2αn m
sin hψ
        
2 ψh ψ ψ π 3g(n) ψ ψ 5
× 2 sin +ψ− +O − + cos ψ − + O − π
hψ 2 2n n2 4 2ψh 2n n2 4
2
        
3 1 ψ ψ 5 1 g(n) ψ
− g(n)2 cos ψ − +O − π + O + + O √ .
8 ψh 2n n2 4 nψ ψ n3 ng(n)


A.3. Asymptotic for the second derivative of the covariance function.

Lemma A.8. For C < ψ < αn mπ/2, with C > 0, as n → ∞, we have

−7/2  −5/2 √ 
Cα2 n ψ n2 n
  
′′ ψ ψ ψ hψ
Γαn cos = √ sin cos sin2 − 2 sin
αn m 8π π 2αn m αn m αn m 2 2
       
hψ ψ ψ π 5 ψ ψ 7
sin +ψ− +O + + g(n) cos ψ − + O − π
2 2n n2 4 2 2n n2 4
 
1 −5/2 −3/2 ψ
+O + g(n)2 − sin (ψ/2αn m) (cos ψ/2αn m) cos
n αn m
√
    
hψ hψ ψ ψ π 3
×n n 2 sin sin +ψ− +O − + g(n)
2 2 2n n2 4 2
       
ψ ψ 5 3 2 ψ ψ 5
× cos ψ − +O − π − g(n) cos ψ − + O − π
2n n2 4 8 2n n2 4
√ √
    
1 g(n)
+ g(n)3 + O n n + ψ2 n .


+O +O
n n
 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS 19

Corollary A.9. For C < ψ < αn mπ/2, C > 0, as n → ∞,

  r     
ψ 2 2 h hψ ψ ψ π 5g(n)
Γ′′αn cos = n − sin +ψ− +O + +
αn m πψ g(n) 2 2n n2 4 2hψ
       
ψ ψ 7 1 hψ ψ ψ π
× cos ψ − +O − π − sin +ψ− +O −
2n n2 4 ψ 2 2n n2 4
2
     
1 g(n) n
+O +O +O √ .
nψg(n) ψ g(n)n ψ
Proof of Lemma A.8. We have that
 
′′ n + 1 ′′ nαn,β ′′
Γ̄αn (cos θ) = Cα2 n Pn (cos θ(x, y)) − Pnαn,β −1 (cos θ(x, y)) .
4π 4π
We exploit again (A.9) to derive
 
′′ n+2 1 (3,2) 2 (2,1)
Pn (cos θ) = (3 + n)Pn−2 (cos θ) sin θ − Pn−1 (cos θ) cos θ .
2 2
Then we get
  
(n + 1)(n + 2) (n + 3) (3,2) (2,1)
Γαn (cos θ)′′ = Cα2 n Pn−2 (cos θ) sin2 θ − Pn−1 (cos θ) cos θ
8π 2
 
nαn (nαn + 1) nαn + 2 (3,2) (2,1)
− Pnαn −3 (cos θ) sin2 θ − Pnαn −2 (cos θ) cos θ .
8π 2
From (A.7) it follows that

Cα2 n
    
(n + 1)(n + 2)(n + 3) 7
Γ′′αn (cos θ) = √ √ (sin θ/2)−3−1/2 (cos θ/2)−2−1/2 cos (n + 1)θ − π + O(1)
8π π 2 n−2 4
   
nα n (nα n + 1)(nα n + 2) 7
× sin2 θ − √ (sin θ/2)(−3−1/2) (cos θ/2)−2−1/2 cos nαn θ − π + O(1)
2 nαn − 3 4
   
nα n (nα n + 1) 5
× sin2 θ + √ (sin θ/2)(−2−1/2) (cos θ/2)−1−1/2 cos nαn θ − π + O(1) cos θ
nαn − 2 4
    
(n + 1)(n + 2) 5
− √ (sin θ/2)(−2−1/2) (cos θ/2)−1−1/2 cos (n + 1)θ − π + O(1) cos θ
n−1 4
Cα2 n

1
= √ (sin θ/2)−7/2 (cos θ/2)−5/2 sin2 θ
8π π 2
    
(n + 1)(n + 2)(n + 3) 7 nαn (nαn + 1)(nαn + 2) 7
× √ cos (n + 1)θ − π − √ cos nαn θ − π
n−2 4 nαn − 3 4
2 2√ (−5/2) −3/2
+O(sin θn n) + (sin θ/2) (cos θ/2) cos θ
√
     
nαn (nαn + 1) 5 (n + 1)(n + 2) 5
× √ cos nαn θ − π − √ cos (n + 1)θ − π + O(n n) .
nαn − 2 4 n−1 4
Now we have that
n2
 
nαn (nαn + 1) 3g(n) 2 g(n) 3 5
√ = √ 1− + − + g(n)2 + 2 + O(g(n)3 ) ,
nαn − 2 n 2 n n 8 2n
n2
  
(n + 1)(n + 2) 7 31 1
√ = √ 1+ + +O ,
n−1 n 2n n2 n3
n3
 
nαn (nαn + 1)(nαn + 2) 5 9 27g(n) 15 79
√ = √ 1− g(n) + − + g(n)2 + 2 + O(g(n)3 ) ,
2 nαn − 3 n 2 2n 4n 8 8n
n3
  
(n + 1)(n + 2)(n + 3) 7 37 1
√ = √ 1+ + +O .
2 n−2 n n 2n2 n3
ψ
We change variable θ = αn m and we conclude that
20 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS

−7/2  −5/2  2 2 √ 
Cα2 n
  
′′ ψ ψ ψ ψ n n hψ
Γαn cos = √ sin cos sin − 2 sin
αn m 8π π 2αn m αn m αn m 2 2
       
hψ ψ ψ π 5 ψ ψ 7
sin +ψ− +O + + g(n) cos ψ − + O − π
2 2n n2 4 2 2n n2 4
   −3/2
1 ψ −5/2 ψ ψ
+O + g(n)2 − sin( ) cos cos
n 2αn m 2αn m αn m
√
    
hψ hψ ψ ψ π
×n n 2 sin sin +ψ− +O −
2 2 2n n2 4
     
3 ψ ψ 5 3 2 ψ ψ 5
+ g(n) cos(ψ − +O − π) − g(n) cos ψ − +O − π
2 2n n2 4 8 2n n2 4
√ √
    
1 g(n)
+ g(n)3 + O n n + ψ2 n .


+O +O
n n


A PPENDIX B. T ECHNICAL RESULTS : A SYMPTOTICS FOR THE T WO - POINT CORRELATION FUNCTION

B.1. Technical details of the proof of Lemma 3.1. In this section we derive the asymptotic expression of all terms
appearing in (5.7) of the two-point correlation function Kn (ψ) for large values of ψ uniformly w.r.t. n and ψ.
Proposition B.1. For C < ψ < αn mπ/2, C > 0, as n → ∞,
       
1 ψ ψ 6 g(n) hψ ψh ψ π
a = − 1 − sin hψ + 2ψ − + O + sin +ψ− +O −
πψ n n2 ψ h 2 2n n2 4
  

ψ
 
ψ 5

1 cos 2hψ + 4ψ − 2ψ ψ
n + O n2
cos ψ − +O − π + +
2n n2 4 2πψ 2πψ
 
1 1 g(n)
+O + +
ψ2 g(n)nψ ψ
Proof. From the definition of a, given in Section 5, we have
 
n !2
C4 
   
1  X 2ℓ + 1 ′ ψ ψ
a = − αn  2  Pℓ cos sin
2Dαn 4π αn m αn m

2
P 2ℓ+1 ψ
1 − Cαn 4π Pℓ cos( αn m )
ℓ=αn n
 
  2
1 1 ′ ψ
= − 2  Γαn cos
 
2Dαn αn m
 
1 − Γαn (cos αnψm )
   2        
1 ′ ψ 2 ψ 4 ψ
= − Γαn cos 1 + Γαn cos + O Γαn cos .
2Dαn αn m αn m αn m
Using the expansion of the covariance function and its derivatives found in the previous section, we get
−2n2
   
1 1 ψ ψ
a = − sin hψ + 2ψ − + O
2Dαn πψ 2 2 n n2
       
3g(n) hψ ψ ψ π ψ ψ 5
+ sin +ψ− +O − cos ψ − + O − π
ψh 2 2n n2 4 2n n2 4
       √ 
g(n) 1 1 ψψ
+O +O +O +O √
ψ ψn ψ2 n4 ng(n)
  
ψ ψ

2 1
 sin hψ + 2ψ − n + O n2 g(n)

hψ ψ
 
ψ π

× 1+ + + sin +ψ− +O +
πψ 2 2 hψ 2 2n n2 4
       
ψ ψ 3 1 1 g(n)
cos ψ − +O − π +O +O + .
2n n2 4 ψ2 g(n)nψ ψ
 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS 21

1−cos(2α)
Multiplying and using the fact that sin2 (α) = 2 and that
n ∞  k
X ℓ(ℓ + 1) 2ℓ + 1 4π X g(n) 1 1 n4 4g(n)
1
Dαn = Cα2 n = 2 − −
2 4π 2n g(n) 2 ng(n) 2n2 g(n)
8π 2
ℓ=αn n k=0

g(n)3
 
6 1 6 2 g(n) 2
1 − g(n) + g(n)2 − + + + + − 2
4 4 ng(n) 4g(n)n2 4g(n)n3 4n2 4n
n2
  
1 1 2 1
= 1 − g(n) − +O + g(n) + 2
2 g(n)2 n2 n n g
2
    
n 1 1
= 1 + O(g(n)) + O +O ,
2 g(n)2 n2 n
we get the thesis of the proposition. 

Proposition B.2. For C < ψ < αn mπ/2, C > 0, as n → ∞,

r         
2 hψ ψ ψ π 5g(n) ψ ψ 7
b = sin +ψ− +O + − cos ψ − + O − π
πψ 2 2n n2 4 2ψh 2n n2 4
         
1 hψ ψ ψ π 1 hψ ψ ψ π 1
+ sin +ψ− +O − − sin + ψ − + O + + O
ψ 2 2n n2 4 πψ 2 2n n2 4 ψ2
      
1 ψ ψ hψ ψ ψ π
+ sin hψ + 2ψ − + O sin + ψ − + O +
πψ n n2 2 2n n2 4
 √    
1 g(n) ψ 1
+O + + √ +O + O(g(n)) .
ng(n) ψ ng(n) n ng(n)ψ
Proof. As we did in the previous proposition, starting from the definition of b, given in Section 5, we have
n 2
Cα2 n
 X          
2ℓ + 1 ′ ψ ψ 2ℓ + 1 ′′ ψ ψ
b = Pℓ cos cos − Pℓ cos sin
2Dαn 4π αn m αn m 4π αn m αn m
ℓ=nαn
 P     2
ψ
C2 2ℓ+1 ′
4π Pℓ cos αn m sin αnψm X n
2ℓ + 1
 
ψ
 
− 2 P ℓ cos
4π αn m
 P  
n ψ
1 − C 2 ℓ=αn n 2ℓ+1 4π Pℓ cos αn m
ℓ=nαn
    
ψ
1  ′′
 
ψ
 Γ αn cos αn m
 
ψ
2
′
= −Γαn cos − 2 Γαn cos

2Dαn αn m αn m
  
ψ
1 − Γαn cos αn m
          2
1 ′′ ψ ψ ′ ψ
= − Γαn cos − Γαn cos Γαn cos
2Dαn αn m αn m αn m
        
ψ ψ
× 1 + Γ2αn cos + O Γ4αn cos .
αn m αn m
From corollary A.7 and corollary A.2 we derive that

2n2 1 1
       
ψ ψ ψ ψ
Γαn cos Γ′2
αn cos = − sin hψ + 2ψ − + O
αn m αn m πψ 2 2 n n2
         
3 hψ ψ ψ π ψ ψ 5 g 1 1
+ sin +ψ− +O − cos ψ − + O − π + O + +
ψ 2 2n n2 4 2n n2 4 ψ ψ2 nψ
√
   
 g(n) cos ψ − ψ ψ 3
2n + O n2 − 4 π
   
2 h hψ ψ ψ π
×√ sin +ψ− +O + +
πψ g(n) 2 2n n2 4 2ψh
 
1
+O + g(n)
ng(n)
2n2
r         
2 h 1 hψ ψ ψ π g(n) ψ ψ 3
= sin +ψ− +O + + cos ψ − + O − π
πψ πψ g(n) 2 2 2n n2 2 4ψh 2n n2 4
22 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS

      
1 ψ ψ hψ ψ ψ π
− sin hψ + 2ψ − + O sin + ψ − + O +
2 n n2 2 2n n2 4
      
g(n) ψ ψ 3π ψ ψ
− cos ψ − +O − sin hψ + 2ψ − + O
4ψh 2n n2 4 n n2
       
3g(n) ψ ψ π hψ ψ ψ π
+ sin hψ/2 + ψ − + O − sin + ψ − + O +
ψh n n2 4 2 n n2 4
2
      
ψ ψ 5 1 g(n) g(n) 1
cos ψ − +O − π +O + 2 + + 2 .
2n n2 4 nψ ψ ψ ψ g(n)n
It follows that
r         
1 2 2 h hψ ψ ψ π 5g(n) ψ ψ 7
b = n sin +ψ− +O + − cos ψ − +O − π
2Dαn πψ g(n) 2 2n n2 4 2ψh 2n n2 4
         
1 hψ ψ ψ π 1 hψ ψ ψ π 1
+ sin +ψ− +O − − sin +ψ− +O + +O
ψ 2 2n n2 4 πψ 2 2n n2 4 ψ2
        
1 ψ ψ hψ ψ ψ π 1 g(n)
+ sin hψ + 2ψ − + O sin +ψ− +O + +O +
πψ n n2 2 2n n2 4 ng(n)ψ ψ
 
1
+O ,
ng(n)
from which we get the thesis of the proposition. 

Corollary B.3. For C < ψ < αn mπ/2, C > 0, as n → ∞,

      
2 1 ψ ψ 5 hψ ψ ψ
b = 1 + sin hψ + 2ψ − +O − cos +ψ+ +O
πψ 2n n2 ψ 2 2n n2
       
5 hψ 2 ψ ψ 1 1 ψ ψ
− sin − cos hψ + 2ψ + +O − − cos 2hψ + 4ψ + + O
ψ 2 ψ 2n n2 πψ πψ n n2
   
g(n) 1 1
+O +O + ,
ψ ψ2 ng(n)ψ
  
ψ ψ
3 cos 2hψ + 4ψ + n + O n2
     
1 ψ ψ 1
b4 = − + 2 sin hψ + 2ψ + +O +O ,
π2 ψ2 2 2 2n n2 ψ
  
ψ ψ
3 cos 2hψ + 4ψ + n + O n2
     
1 ψ ψ 1
a2 = − − 2 sin hψ + 2ψ + + O + O ,
π2 ψ2 2 2 2n n2 ψ
  
ψ ψ
1 cos 2hψ + 4ψ + n + O n2
  
1 1
ab2 = − 2 2 + +O ,
π ψ 2 2 ψ
and
  

ψ

1

1 cos 2hψ + 4ψ + ψn + O nψ2  
1
aΓ2αn cos =− 2 2 + +O ,
αn m π ψ 2 2 ψ
  

ψ

1

3 cos 2hψ + 4ψ + ψn + O nψ2 
ψ
 
ψ
 
1
2 2
b Γαn cos = 2 2 − + 2 sin hψ + 2ψ + +O 2
+O ,
αn m π ψ 2 2 2n n ψ
  
ψ ψ
3 cos 2hψ + 4ψ + n + O n2
       
4 ψ 4 1 ψ ψ 1
Γαn cos = 2 2 − + sin hψ + 2ψ + +O +O .
αn m π ψ 8 8 2 2n n2 ψ
B.2. Proof of Proposition 4.2. Proposition 4.2 is a readaptation of Lemma 4.4 [25] (see also Lemma 3.4 and corollary
3.5 [33]) to our context. From the mentioned papers we have that
Dαn
Kαn (x, N ) ≪ q Pn .
1 − (Cαn ℓ=αn 2ℓ+1
2
4π Pℓ (cos θ))2
 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS 23

Then
C/(αn m)  
1 
Z

Kαn (θ) − sin θ dθ
0
 4
is bounded by
C/(αn m)
Dαn
Z
q Pn sin(θ) dθ.
2ℓ+1
0 1 − (Cα2 n ℓ=αn 4π Pℓ (cos θ))2

From the Taylor approximation Pℓ (cos θ) = 1 − θ2 ℓ(ℓ+1)

2 + θ4 O(ℓ4 ), we conclude that
1 − Pℓ (cos θ)Pℓ′ (cos θ)
ℓ′ (ℓ′ + 1) ℓ′ (ℓ′ + 1) ℓ(ℓ + 1)
 
ℓ(ℓ + 1)
= 1 − 1 − θ2 + O(ℓ4 θ4 ) − θ2 + O(ℓ′4 θ4 ) + θ4
2 2 2 2
′ ′ ′ ′
ℓ(ℓ + 1) ℓ (ℓ + 1) ℓ (ℓ + 1) ℓ(ℓ + 1)
= θ2 + θ2 + θ4 + O(ℓ4 θ4 ) + O(ℓ′4 θ4 ),
2 2 2 2
and thus,
n
!2 n n
X 2ℓ + 1 X X 2ℓ + 1 2ℓ′ + 1
1− Cα2 n Pℓ (cos θ) = Cα4 n (1 − Pℓ (cos θ)Pℓ′ (cos θ))
4π 4π 4π
ℓ=αn ℓ=αn ℓ =αn
′

n n
2ℓ + 1 ℓ(ℓ + 1) X 2 2ℓ′ +
 X 1
= θ2 2Cα2 n Cαn
4π 2 4π
ℓ=αn ℓ′ =αn
n
X 2ℓ + 1 2ℓ′ + 1 ℓ(ℓ + 1) ℓ′ (ℓ′ + 1)
+θ2 Cα4 n
4π 4π 4 4
ℓ,ℓ′ =αn
 X 2ℓ + 1 2ℓ′ + 1  
+O θ2 ℓ4 Cα4 n
4π 4π
2 2
 
= 2θ Dαn 1 + O(θ Dαn ) .
This implies that
Z C/(αn m) !
C/(αn m)
D D 1 sin θ
Z
√ αn sin θ dθ = O p αn p = O (1) .
0 1 − u2 Dαn 0 1 + O(Dαn θ ) θ
2

R EFERENCES
[1] Atkinson, K; Han, W. (2012) Spherical Harmonics and Approximations on the Unit Sphere: An introduction, Lecture Notes in Mathematics,
Volume 2044, Springer.
[2] Beliaev, D.; Wigman, I. (2018). Volume distribution of nodal domains of random band-limited functions. (English summary) Probability Theory
and Related Fields 172, no. 1-2, 453-492.
[3] Bérard, P. (1985) Volume des ensembles nodaux des fonctions propres du laplacien. BonySjostrand-Meyer seminar, 1984-1985, Exp. No 14, 10
pp., Ecole Polytech. Palaiseau.
[4] Berry, M. (1977) Regular and irregular semiclassical wavefunctions. Journal of Physics A: Mathematical and General 10 2083.
[5] Berry, M. (2002) Statistics of nodal lines and points in chaotic quantum billiards: perimeter corrections, fluctuations, curvature. Journal of Physics
A: Mathematical and General 35, 3025-3038.
[6] Cheng, S. Y. (1976) Eigenfunctions and nodal sets. Commentarii Mathematici Helvetici 51 , 43-55.
[7] Dierickx, G.; Nourdin, I.; Peccati, G.; Rossi, M. Small scale CLTs for the nodal length of monochromatic waves. Communications in Mathematical
Physics (in press).
[8] Donnelly, H.; Fefferman, C. (1988) Nodal sets of eigenfunctions on Riemannian manifolds. Inventiones Mathematicae 93, 161-183.
[9] Feng, R.; Xu, X; Adler, R. J. (2018) Critical radius and Supremum of Random Spherical Harmonics (II). Electronic Communications in Probability
23, no. 50, 11 pp. 33C55.
[10] Kabluchko, Z; Sartori, A.; Wigman, I. (2021) Expected nodal volume for non-Gaussian random band-limited functions. Preprint
arXiv:2102.11689.
[11] Krishnapur, M.; Wigman, I. (2013) Nodal length fluctuations for arithmetic random waves, Annals of Mathematics, Pages 699-737 from Volume
177, Issue 2 .
[12] Logunov, A (2018) Nodal sets of Laplace eigenfunctions: proof of Nadirashvili’s conjecture and of the lower bound in Yau’s conjecture. Annals of
Mathematics (2) 187, no. 1, 241-262.
[13] Logunov, A; Malinnikova, E. (2018) Nodal sets of Laplace eigenfunctions: estimates of the Hausdorff measure in dimensions two and three, 50
years with Hardy spaces, 333-344.
24 NO PHASE TRANSITION FOR THE NODAL LENGTH OF BAND-LIMITED SPHERICAL RANDOM FIELDS

[14] Logunov, A. (2018) Nodal sets of Laplace eigenfunctions: polynomial upper estimates of the Hausdorff measure, Annals of Mathematics (2) 187,
no. 1, 221-239.
[15] Marinucci, D.; Peccati, G. (2011) Random fields on the sphere. Representation, limit theorems and cosmological applications. London Mathemat-
ical Society Lecture Note Series, 389. Cambridge University Press, Cambridge.
[16] Marinucci D.; Rossi M.; Wigman I. (2020) The asymptotic equivalence of the sample trispectrum and the nodal length for random spherical
harmonics. Annales de l’Institut Henri Poincaré, Probabilités et Statistiques, 56(1): 374-390.
[17] Marinucci, D.; Wigman, I. (2014) On Nonlinear Functionals of Random Spherical Eigenfunctions, Communications in Mathematical Physics,
327, no. 3, 849-872.
[18] Nazarov, F.; Sodin, M. (2016). Asymptotic laws for the spatial distribution and the number of connected components of zero sets of Gaussian
random functions. (English summary) Zhurnal Matematicheskoi Fiziki, Analiza, Geometrii 12, no. 3, 205-278.
[19] Nazarov, F.; Sodin, M.(2009). On the number of nodal domains of random spherical harmonics. American Journal of Mathematics, no 131(5):1337-
1357.
[20] Notarnicola, M.; Peccati, G.; Vidotto, A. (2022) Functional Convergence of Berry’s Nodal Lengths: Approximate Tightness and Total Disorder,
preprint arXiv:2208.07580.
[21] Nourdin, I.; Peccati, G.; Rossi, M. (2019) Nodal Statistics of Planar Random Waves. Communications in Mathematical Physics, 369, 1, 99-151.
[22] Rossi, M. (2019) Random nodal lengths and Wiener chaos. Probabilistic Methods in Geometry, Topology and Spectral Theory Contemporary
Mathematics Series, 739, 155-169.
[23] Rossi, M. (2016) The Geometry of Spherical Random Fields. PhD thesis. arXiv:1603.07575
[24] Sarnak, P.; Wigman, I. (2019) Topologies of nodal sets of random band-limited functions. Communications on Pure and Applied Mathematics 72,
no. 2, 275-342.
[25] Shevchenko, R.; Todino, A. P. (2023) Asymptotic Behaviour of Level Sets of Needlet Random Fields. Stochastic Processes and their Applications
Volume 155, Pages 268-318.
[26] Szego, G. (1975) Orthogonal polynomials, Fourth edition. American Mathematical Society, Colloquium Publications, Vol. XXIII. American
Mathematical Society, Providence, R.I.
[27] Todino, A. P. (2020) Nodal Lengths in Shrinking Domains for Random Eigenfunctions on S 2 , Bernoulli 26 (4), 3081-3110.
[28] Todino, A. P. (2022) Limiting Behavior for the Excursion Area of Band-Limited Spherical Random Fields. Electronic Communication in Proba-
bility , 27, 1 - 12.
[29] Toth, J. A.; Wigman, I. (2009) Counting open nodal lines of random waves on planar domains, International Mathematics Research Notices,
Volume 2009, Issue 18, 2009, Pages 3337–3365, https://doi.org/10.1093/imrn/rnp052.
[30] Vidotto, A. (2021) A Note on the Reduction Principle for the Nodal Length of Planar Random Waves, Statistics and Probability Letters, volume
174.
[31] Zelditch, S. (2009) Real and complex zeros of Riemannian random waves. Proceedings of the Conference, ”Spectral Analysis in Geometry and
Number Theory on the occasion of Toshikazu Sunada’s 60th birthday”, Contemporary Mathematics Series.
[32] Wigman, I. (2010) Fluctuations of the nodal length of random spherical harmonics, Communications in Mathematical Physics, 398 no. 3 787-831.
[33] Wigman, I. (2009) On the distribution of the nodal sets of random spherical harmonics, Journal of Mathematical Physics, 50, 013521.
[34] Wigman, I. (2022) On the nodal structures of random fields - a decade of results. arXiv:2206.10020
[35] Yau, S. T. (1982) Survey on partial differential equations in differential geometry. Seminar on Differential Geometry, pp. 371, Annals of Mathe-
matics Studies, Princeton Univ. Press.