(The analysis that follows is a light introduction. For more austere results, consult Paper 1).

Having seen some clues about the behavior of z^{zz...}
for complex z, in the fractal in the previous section, it
would be nice to investigate it a bit further. In fact, quoting a reference by John
Bailey and Dave L. Renfro, which was posted in sci.math:

Baker and Rippon, "Convergence of infinite exponentials" Ann Acad Sci Fenn Ser AI
Math 1983 179-186 showed that z^{zz...} converges for
log(z) contained in {t*e^{-t}: |t| < 1 or t^{n} = 1 for some n= 1,
2, ..} and that it diverges^{[1]} elsewhere.

Let's look at it closer:

Assume that Log(z) is the principal branch of the complex log(z) in all the following steps.

Let also W denote the principal branch of the Lambert's W function.

Then:

It would be wiser to examine the behavior of the function f(z)=c^{z},
instead of looking at the exponential through recursive sequences as I had done
above.

First, we need a second Lemma:

Lemma #2:

if z is such that: Re(z)>-Im(z)*cot(Im(z)) and |Im(z)|<Pi, then
W(z*e^{z})=z

We have good reason to believe this. In fact, Maple says:

>series(W(z*exp(z)), z, 7);

= z + O(z^7).

(It is tempting here to want to claim that W(z*e^{z})=z for ALL values of z.
Unfortunately, this is **NOT** true. We will see later down why).

Proof:

From the definition of Lambert's W function:

W(z)*e^{W(z)}=z

Here we are tempted to say:

using z=W^{-1}(w) we get: **(15)**

W(W^{-1}(w))*e^{W(W(-1)(w))}=W^{-1}(w),

so:

w*e^{w}=W^{-1}(w)

and therefore:

W(w*e^{w})=W(W^{-1}(w)) = w.

But we have to be careful with step **(15)**. Since W has a branch cut on real
values of z in: (-oo,-1/e], we need to examine the behavior of the inverse:
z*e^{z} on those values a bit more carefully.

First let's look at the graph of f(z)=z:

>complexplot3d(z,z=-1-I..1+I);

Now let us see if the function W(z*e^{z}) has any branch cuts. Indeed it
does:

>h:=z->W(z*exp(z));

>complexplot3d(h(z),z=-1-I..1+I);

Here is the same function in more detail and different angles:

It is obvious that something strange happens at a well defined boundary of the
W(z*e^{z}) and outside this boundary the function differs radically from the
function f(z)=z, so we need to investigate this boundary a bit further.

Since W has a branch cut on real values of z in (-oo, -1/e], we expect this branch
cut to give rise to new branch cuts for W(z*e^{z}). And indeed it does. The new
branch cuts will come **precisely** from those values of z, for which
z*e^{z} (W's inverse) is in (-oo,-1/e].

Those values then, will be those for which:

z*e^{z}=w is in (-oo,-1/e]

But the solution to the above equation is none other (by the definition of W!!) than:

z=W(w) with w in (-oo,-1/e].

Since W's branch cut starts at -1/e, we can force w to range in (-oo,-1/e] and see what happens to the image:

>complexplot(W(w),w=-exp(-1)..-10);

The curve above defines a branch cut for all such z with Arg(z) in [0, Pi]. Another
branch cut for the function W(z*e^{z}) is defined for those z with Arg(z) in
[Pi, 2*Pi].

And the surprise here is that the two cuts are none other than the curve -y*cot(y)+y*I, which is the image of (-oo,-1/e] under the LambertW! The figure below is the graph of this curve, but not to scale.

Do we indeed have a branch cut at -y*cot(y)+y*I? Let's try to see this since we have bothered with it so far:

Note that if k>0 then

W(z*e^{z}) is close to -y*cot(y)+y*I, if

z*e^{z} is close to -1/e-k+/-epsilon*I,

which happens if:

z is close to W(-1/e-k+/-epsilon*I).

First we need a third Lemma:

conjugate(W(z))=W(conjugate(z));

Proof:

This is one of the standard properties of Lambert's W function and is contained in a paper by Corless which describes the function in detail.

Now, let w be a real number in the range (-oo,-1/e] and let z_{1} and
z_{2} be:

z_{1}=W(w+epsilon*I),

z_{2}=W(w-epsilon*I).

Now by the definition of W:

z_{1}*exp(z_{1})=w+epsilon*I, and

z_{2}*exp(z_{2})=w-epsilon*I.

Now if f(z)= W(z*e^{z}),

|f(z_{1})-f(z_{2})|=|W(z_{1}*exp(z_{1}))-W(z_{2}*exp(z_{2}))|
(16)

Since z_{2} falls inside the -y*cot(y)+y*I curve,

W(z_{2}*exp(z_{2}))=z_{2} by Lemma #2, and

W(z_{1}*exp(z_{1}))=

W(w+epsilon*I)=

W(conjugate(w-epsilon*I))=

conjugate(W(w-epsilon*I))=

conjugate(z_{2}), using Lemma #2 and #3.

So (16) becomes:

|conjugate(z_{2})-z_{2}| >=

2*Im(z_{2}) = constant.

So indeed, the curve -y*cot(y)+y*I defines a branch cut. Let us verify this, using some Maple code:

> f:=z->W(z*exp(z));

> epsilon:=0.001;

> k:=13; #set any appropriate positive k
here.

> z1:=W(-exp(-1)-k+epsilon*I);

> z2:=W(-exp(-1)-k-epsilon*I);

> evalf(f(z1));

> evalf(f(z2));

> evalf(abs(f(z2)-f(z1)));

> evalf(2*Im(z2));

and indeed, |f(z_{1})-f(z_{2})|>=2*Im(z_{2}).

To conclude:

if z is inside the curve, then W(z*e^{z})=z,

in other words: if z is such that: Re(z)>-Im(z)*cot(Im(z)) and |Im(z)|<Pi,
then W(z*e^{z})=z.

The restriction |Im(z)|<Pi, ensures that z is inside the **MAIN** region (that
which includes the origin) that is defined by the curve -y*cot(y)+y*I. The condition
Re(z)>-Im(z)*cot(Im(z)) is satisfied by other z's as well that fall outside this
region. I haven't checked the validity of the lemma for those z's, but it appears that
it is false for those z's. In any case, we don't care, since we need the lemma for the
unit disk only. See below. The value Pi for the restriction comes from the fact that
the curve -y*cot(y)+y*I has two asymptotes, at +/-Pi.

Now, we can go back to the proof of Lemma #2 and complete it.

(Note that an immediate side consequence of the proof for the lemma is that if z is
such that: Re(z)>-Im(z)*cot(Im(z)) and |Im(z)|<Pi then
W^{-1}(w)=w*e^{w}).

Continuing with the rest of the proof:

We now iterate the function:

f(z)=c^{z}

Our fixed points z are given by:

-W(-Log(c))/Log(c), (2)

then, using the part of the hypothesis that Log(c)=t*e^{-t}, (2)
becomes:

W(-t*e^{-t})/(-t*e^{-t}) (3)

Using the second Lemma: W(-t*e^{-t})=-t, when t is inside the unit circle,
since the unit circle falls **INSIDE** the curve that defines the branch cut
(-y*cot(y)+y*I) (below),

(3) then becomes:

=-t/(-t*e^{-t})

=e^{t}.

Iterating the function f(z) at its fixed point e^{t}, we get:

[e^{(t/et)}]^{[e(t/et)][e(t/et)]...}=e^{t}.

It is interesting to note that the fixed points e^{t} are indeed
attractors:

if c_{0} is a fixed point of f(z), c_{0} it is an attractor, if:

|f'(c_{0})|<1 (4)

Using the hypothesis:

|f'(c_{0})|

=|t*e^{-t}*e^{Log(c)*et}|

=|t*e^{-t}*e^{t*e(-t)*et}|

=|t*e^{-t}*e^{t}|

=|t|<1

which is true in view of the hypothesis. Convergence follows from a theorem by Shell:

**Theorem (Shell):** c^{c...} converges to e^{t} in
some neighborhood of e^{t} if |t|<1 and can do so only if |t|<=1.

Now let t_{k}=e^{2*k*Pi/n*i} be a complex n-th root of unity,

with k in {0,1,2,...n-1}.

Using c=e^{Log(c)},

and since Log(c)=t*e^{-t} from the hypothesis,

consider the functions f_{k}(z)=c_{k}^{z}, where
c_{k}=e^{(tk/etk)}

The fixed points for the functions f_{k}(z) are again calculated through the
expression -W(-Log(c_{k}))/Log(c_{k}):

z_{k}=-W(-Log(c_{k}))/Log(c_{k})

-W(-t_{k}*e^{-tk})/(t_{k}*e^{-tk})
(5)

Now, t_{k} is a complex n-th root of unity, thus it is **ON** the unit
circle, so:

W(-t_{k}*e^{-tk})=-t_{k}, from Lemma #2, so (5)
becomes:

-t_{k}/(-t_{k}*e^{-tk})

=e^{tk}

Then, it is immediately obvious, that the points z_{k}=
e^{tk}

are fixed points for their corresponding functions, f_{k}(z).

Iterating the functions f_{k}(z) at their corresponding fixed points
z_{k},

and using a similar analysis to that above, we get:

[e^{(tk/etk)}]^{[e(tk/etk)][e(tk/etk)]...}=e^{tk}.

A couple of observations:

It is interesting to note that the fixed point condition (4), fails badly with the
case 2: t^{n}=1,

since if we attempt to use it (using e^{tk} as the fixed points
on the derivative of f_{k}(z)), we get:

|f_{k}'(e^{tk})|=

=|Log(c_{k})*c_{k}^{etk}|

=|t_{k}*e^{-tk}*e^{tk}|

=|t_{k}|

=1, since all the n-th roots t_{k} lie on the unit circle.

(Actually the fact that it fails is a good indicator that the fixed points are quite "sensitive", most likely unstable)

After looking at the corresponding fractal above (the one with the double bulb near
the origin) it becomes apparent that the case t^{n}=1 concerns the periphery of
the double bulb itself. In fact, the n roots of unity, get mapped onto the periphery of
the bulb, under the map h(z)=e^{z*e-z}.

Here is some Maple code to verify this:

First, the roots themselves:

>restart;

>with(plots):

>t:=(k,n)->exp(2*k*Pi*I/n);

>UR:=[evalf(seq( [Re(t(k,60)),Im(t(k,60))], k=0..59 ))]:

>plot(UR,style=point);

And then, the roots under the appropriate transformation:

>h:=z->exp(z*exp(-z));

>URT:=[evalf(seq([Re(h(t(k,60))),Im(h(t(k,60)))], k=0..59 ))]:

>plot(URT,style=point);

In particular, -1 gets mapped onto (1/e)^{e} and 1 gets mapped onto
e^{1/e}. That's why the real range of the double bulb **IS** exactly,
[(1/e)^{e},e^{1/e}]

Note also that the fixed points e^{tk} of the functions
f_{k}(z) are unstable.

If we perturb z away from e^{tk}, the iterates of the function
f(z)=c^{z} will eventually form a p-cycle where p depends on k and n. (The
results here can be **very** deep, as number theory enters the game...)

That is, the sequence {z, c^{z}, c^{cz}, ...} will
eventually stabilize onto the p-cycle: {c_{0}, f_{k}(c_{0}),
f_{k}^{(2)}(c_{0}),
...f_{k}^{(p-1)}(c_{0})}, where c_{0} is a solution to
the equation: "f_{k}^{(p)}(z)=z" (p total c's).

(Note that there exist solutions to f_{k}^{(p)}(z)=z, distinct from
the trivial one: W(-Log(c))/(-Log(z))), but Maple cannot find them since it can only
solve the equation: f^{(n)}(z)=z, for n=1, but not for any n>1. To see these
solutions, consult the article on
Solving the Second Real Auxiliary Equation)

p, as stated, depends on both k and n and now GCD's and other nice number theoretical goodies enter the game.

As above, c_{k}= e^{tk} is a fixed point of
f^{(n)}(z), for all n. (since it is a fixed point of
f^{(1)}(z)=f(z))

To try to see the behavior of f around those known fixed points e^{t}k, we
define:

f^{(1)}(z)=c^{z}, as above, and

f^{(n)}(z)=f(f^{(n-1)}(z)),

and look at |[f^{(p)}(c_{0})]'|.

On the other hand, it can be shown by induction that:

[f^{(n)}(z)]'=[Log(c)]^{n}*Prod(f^{(k)}(z), k=1..n), so:

|[f^{(p)}(e^{tk})]'|

=|Log(c_{k})^{p}*(e^{tk})^{p}|

=|[Log(c_{k})*e^{tk}]^{p}|, but this is:

|[t_{k}/e^{tk}*e^{tk}]^{p}|

=|t_{k}^{p}|

=1,

and this stubbornly refuses to give us any information.

However the above actually gives us a small clue about what happens on the
boundary:

|t^{n}|=1 => {|t|=1 and t^{n}=1 OR |t|=1 and t^{n}
<>1, n in N}

Here is some Maple code to actually view the cycles. The code constructs the
corresponding functions f_{k} and iterates them (perturbed slightly) at their
fixed points e^{tk}. (Set n and k to desired values).

> t:=(k,n)->exp(2*k*Pi/n*I);

>n:=5;

>for k from 0 to n-1 do

>c[k]:=exp(t(k,n)*exp(-t(k,n))); #calculate the corresponding c_k's

>od:

>for k from 0 to n-1 do

>f[k]:=z->c[k]^z; #calculate the corresponding f_k's

>od:

>perturb:=3.5; #purturb a bit

>for k from 0 to n-1 do

>z[k]:=exp(t(k,n))+perturb; #calculate some points close to the fixed points

>od:

>k:=2; #set for iterations with specific k

> rLim:=evalf(Re(exp(t(k,n))));

> iLim:=evalf(Im(exp(t(k,n)))); # calculate actual limit point

> URL:=[[rLim,iLim]]: #graph of limit point

>UR:=[evalf(seq([Re((f[k]@@m)(z[k])),Im((f[k]@@m)(z[k]))], m=1..50 ))]:

>plot({UR,URL},-1..1,-1..1,style=point,color=red);

Here is the cycle along with the limit point for the third 5-th root of unity (k=2, n=5), perturbed 3.5 away from the limit point:

And here is the cycle trajectory:

(An interesting connection exists between those trajectories above and a certain optics problem. For details, check this page).

An Example of Chaos

Use exactly the same Maple code as above, but replace the line:

> t:=(k,n)->exp(2*k*Pi/n*I);

with:

> t:=(k,n)->exp(2*sqrt(2)*Pi*I); #an irrational multiple of 2*π

Result:

(The resultant chaotic turbulence of the orbit is directly proportional to the magnitude of the "perturb" factor).

On the other hand, let K={z: Log(z)=t*e^{-t}, |t| <=1} be the main
kidney-shaped region along with its boundary on the figure above and let c not in
K.

e^{-W(-Log(c))/(e-W(-Log(c)))}

=e^{-W(-Log(c))/(W(-Log(c))/(-Log(c)))}

=e^{Log(c)}

=c

so t=-W(-Log(c)) is a pre-image of the point c, under the map
h(z)=e^{z*e-z}. Necessarily then:

|t|=|W(-Log(c))|> 1 **(16)**

for otherwise, h(t)=c in K and this is not the case by assumption.

Since f(z)'s fixed points c_{0} are always given by -W(-Log(c))/Log(c):

|f '(c_{0})|

=|Log(c)*c^{c0}|

=|Log(c)*e^{-W(-Log(c))}|

=|Log(c)*W(-Log(c))/(-Log(c))|

=|W(-Log(c))|>1 **(17)**

using (16). But the later implies that f^{(n)}(z), n in N, c not in K cannot
possibly converge to a limit l, for if it did, f(l)=l and |f'(l)| <= 1,
contradicting (17).

- For what happens when it diverges and in particular on the boudary of the unit circle, see math.stackexchange.com.