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where๐ธdenotes the space of holomorphic Eisenstein series for SL2(โ„ค).

These properties agree perfectly with all the conjectures that we have mentioned on modular graph functions (including our conjecture on single-valued multiple zeta values). Indeed, in [24] it is conjectured that modular graph functions should belong to the class๎ˆน๎ˆต๐ธ. Moreover, the linear combinations of real and imaginary parts of iterated integrals of Eisenstein series are precisely the same linear combina-tion that one encounters for elliptic multiple zeta values.

Appendix A

Proof of Theorem 4.3.2.

In the beginning we will partially exploit the same ideas (and notations) of [83], so we will be slightly sketchy, referring the reader to that reference for more details.

Let us recall the definition of the function๐‘…: ๐‘…(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ) โˆถ= โˆ‘

(๐‘˜,โ„Ž,๐‘ก)

๐›ฟ0((๐‘˜, โ„Ž))๐›ฟ0((๐‘˜, ๐‘ก))

|๐‘˜||โ„Ž||๐‘ก|(โ€–๐‘˜โ€–+โ€–โ„Žโ€–)๐›ผ(โ€–๐‘˜โ€–+โ€–๐‘กโ€–)๐›ฝ . Note that if we haveโˆ‘

๐‘–๐‘˜๐‘–= ๐‘Žfor some๐‘Žโˆˆ โ„ค, then we impose, using the condition in the numerator, that alsoโˆ‘

๐‘–โ„Ž๐‘– = ๐‘Žandโˆ‘

๐‘–๐‘ก๐‘– = ๐‘Ž. This means that we can rewrite the series as๐‘…(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ) =๐‘…0(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ) + 2๐‘…>0(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ)where

๐‘…0(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ) โˆถ= โˆ‘

(๐‘˜,โ„Ž,๐‘ก)

๐›ฟ0(๐‘˜)๐›ฟ0(โ„Ž)๐›ฟ0(๐‘ก)

|๐‘˜||โ„Ž||๐‘ก|(โ€–๐‘˜โ€–+โ€–โ„Žโ€–)๐›ผ(โ€–๐‘˜โ€–+โ€–๐‘กโ€–)๐›ฝ and

๐‘…>0(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ) โˆถ=โˆ‘

๐‘Žโ‰ฅ1

โˆ‘

(๐‘˜,โ„Ž,๐‘ก)

๐›ฟ๐‘Ž(๐‘˜)๐›ฟ๐‘Ž(โ„Ž)๐›ฟ๐‘Ž(๐‘ก)

|๐‘˜||โ„Ž||๐‘ก|(โ€–๐‘˜โ€–+โ€–โ„Žโ€–)๐›ผ(โ€–๐‘˜โ€–+โ€–๐‘กโ€–)๐›ฝ. We define, for๐‘™โ‰ฅ1and for๐‘Ÿโ‰ฅ0,

๐‘†๐‘Ÿ(๐‘™) โˆถ= โˆ‘

๐‘˜1,โ€ฆ,๐‘˜๐‘Ÿโ‰ฅ1 ๐‘˜1+โ‹ฏ+๐‘˜๐‘Ÿ=๐‘™

1

|๐‘˜|,

setting๐‘†๐‘Ÿ(๐‘™) = 0if๐‘Ÿ= 0or if๐‘Ÿ > ๐‘™.

Let us consider now๐‘…0(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ): if๐‘Ÿ1is the number of positive๐‘˜๐‘–โ€™s,๐‘Ÿ2and ๐‘Ÿ3the same for theโ„Ž๐‘–โ€™s and the๐‘ก๐‘–โ€™s, and๐‘™1(resp. ๐‘™2and๐‘™3) is the sum of the positive ๐‘˜๐‘–โ€™s (resp.โ„Ž๐‘–โ€™s and๐‘ก๐‘–โ€™s), then

๐‘…0(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ) = โˆ‘

๐‘Ÿ1=0,โ€ฆ,๐‘š1 ๐‘Ÿ2=0,โ€ฆ,๐‘š2 ๐‘Ÿ3=0,โ€ฆ,๐‘š3

โˆ‘

๐‘™1,๐‘™2,๐‘™3โ‰ฅ1

โˆ3 ๐‘–=1

(๐‘š๐‘– ๐‘Ÿ๐‘–

)๐‘†๐‘Ÿ

๐‘–(๐‘™๐‘–)๐‘†๐‘š

๐‘–โˆ’๐‘Ÿ๐‘–(๐‘™๐‘–) (2๐‘™1+ 2๐‘™2)๐›ผ(2๐‘™1+ 2๐‘™3)๐›ฝ

= 1

2๐›ผ+๐›ฝ

โˆ‘

๐‘™1,๐‘™2,๐‘™3โ‰ฅ1

โˆ3

๐‘–=1coeff๐‘ฅ๐‘™๐‘–๐‘ฆ๐‘™๐‘–

[(Li1(๐‘ฅ) +Li1(๐‘ฆ))๐‘š๐‘–] (๐‘™1+๐‘™2)๐›ผ(๐‘™1+๐‘™3)๐›ฝ , where Li1(๐‘ฅ) =โˆ‘

๐‘˜โ‰ฅ1๐‘ฅ๐‘˜โˆ•๐‘˜.

Hence we get the generating function

โˆ‘

๐‘š1,๐‘š2,๐‘š3โ‰ฅ0

๐‘…0(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ)

๐‘š1!๐‘š2!๐‘š3! ๐‘‹๐‘š1๐‘Œ๐‘š2๐‘๐‘š3 = 1 2๐›ผ+๐›ฝ

โˆ‘

๐‘™1,๐‘™2,๐‘™3โ‰ฅ1

(๐‘‹+๐‘™1โˆ’1 ๐‘™1

)2(๐‘Œ+๐‘™2โˆ’1 ๐‘™2

)2(๐‘+๐‘™3โˆ’1

๐‘™3

)2

(๐‘™1+๐‘™2)๐›ผ(๐‘™1+๐‘™3)๐›ฝ

= 1 2๐›ผ+๐›ฝ

โˆ‘

๐‘™1,๐‘™2,๐‘™3โ‰ฅ1

๐‘‹2๐‘Œ2๐‘2 (๐‘™1+๐‘™2)๐›ผ(๐‘™1+๐‘™3)๐›ฝ๐‘™2

1๐‘™2

2๐‘™2

3 ๐‘™1โˆ’1

โˆ

๐‘›=1

( 1 + ๐‘‹

๐‘› )2๐‘™โˆ2โˆ’1

๐‘=1

( 1 + ๐‘Œ

๐‘ )2๐‘™โˆ3โˆ’1

๐‘ž=1

( 1 +๐‘

๐‘ž )2

= 1

2๐›ผ+๐›ฝ

โˆ‘

๐‘™1,๐‘™2,๐‘™3โ‰ฅ1

๐‘‹2๐‘Œ2๐‘2

(๐‘™1+๐‘™2)๐›ผ(๐‘™1+๐‘™3)๐›ฝ๐‘™21๐‘™22๐‘™23ร—

ร—

๐‘™โˆ1โˆ’1 ๐‘›=1

(

1 + 4 โˆ‘

๐›พโˆˆ{1,2}

(๐‘‹โˆ•2)๐›พ ๐‘›๐›พ

)๐‘™โˆ2โˆ’1

๐‘=1

(

1 + 4 โˆ‘

๐›ฟโˆˆ{1,2}

(๐‘Œโˆ•2)๐›ฟ ๐‘๐›ฟ

)๐‘™โˆ3โˆ’1

๐‘ž=1

(

1 + 4 โˆ‘

๐œ€โˆˆ{1,2}

(๐‘โˆ•2)๐œ€ ๐‘ž๐œ€

)

= 1 2๐›ผ+๐›ฝ

โˆ‘

๐‘ ,๐‘ƒ ,๐‘„โ‰ฅ1

โˆ‘โ€ฒ 4๐‘+๐‘ƒ+๐‘„๐‘‹2+๐›พ๐‘Œ2+๐›ฟ๐‘2+๐œ€

2๐›พ+๐›ฟ+๐œ€(๐‘™1+๐‘™2)๐›ผ(๐‘™1+๐‘™3)๐›ฝ๐‘™21๐‘™22๐‘™23๐‘›๐›พ11โ‹ฏ๐‘›๐›พ๐‘๐‘๐‘๐›ฟ11โ‹ฏ๐‘๐›ฟ๐‘ƒ๐‘ƒ๐‘ž1๐œ€1โ‹ฏ๐‘ž๐œ€๐‘„๐‘„ ,

where the sum โˆ‘โ€ฒ

runs over ๐‘™1 > ๐‘›1 > โ‹ฏ > ๐‘›๐‘ > 0, ๐‘™2 > ๐‘1 > โ‹ฏ > ๐‘๐‘ƒ > 0, ๐‘™3> ๐‘ž1 >โ‹ฏ> ๐‘ž๐‘„ >0and over all the๐›พ๐‘–,๐›ฟ๐‘–and๐œ€๐‘–belonging to{1,2}.

Comparing the coefficients we get ๐‘…0(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ) =

๐‘š1!๐‘š2!๐‘š3! 2๐›ผ+๐›ฝ+๐‘š1+๐‘š2+๐‘š3โˆ’6

โˆ‘โ€ฒโ€ฒ 22(๐‘+๐‘ƒ+๐‘„) (๐‘™1+๐‘™2)๐›ผ(๐‘™1+๐‘™3)๐›ฝ๐‘™2

1๐‘™2

2๐‘™2

3๐‘›๐›พ1

1 โ‹ฏ๐‘›๐›พ๐‘

๐‘๐‘๐›ฟ1

1 โ‹ฏ๐‘๐›ฟ๐‘ƒ

๐‘ƒ ๐‘ž๐œ€1

1 โ‹ฏ๐‘ž๐œ€๐‘„

๐‘„

, (A.1) whereโˆ‘โ€ฒโ€ฒ

runs over all the๐‘ , ๐‘ƒ , ๐‘„, and over all the๐›พ๐‘–,๐›ฟ๐‘–and๐œ€๐‘–belonging to{1,2}

such that๐›พ1+โ‹ฏ+๐›พ๐‘ = ๐‘š1โˆ’ 2,๐›ฟ1+โ‹ฏ+๐›ฟ๐‘ƒ = ๐‘š2โˆ’ 2,๐œ€1+โ‹ฏ+๐œ€๐‘„ = ๐‘š3โˆ’ 2, as well as over๐‘™1> ๐‘›1 >โ‹ฏ> ๐‘›๐‘ >0,๐‘™2 > ๐‘1>โ‹ฏ> ๐‘๐‘ƒ >0,๐‘™3> ๐‘ž1>โ‹ฏ> ๐‘ž๐‘„>0. Note that this sum is not zero only if all the๐‘š๐‘–โ€™s are strictly bigger than1. Note also that, by definition of๎ˆฎ,๐‘…0(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ) โˆˆ๎ˆฎ.

Now let us consider the more complicated sum๐‘…>0(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ):

๐‘…>0(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ) = โˆ‘

๐‘Žโ‰ฅ1

โˆ‘

๐‘Ÿ1=0,โ€ฆ,๐‘š1 ๐‘Ÿ2=0,โ€ฆ,๐‘š2 ๐‘Ÿ3=0,โ€ฆ,๐‘š3

โˆ‘

๐‘™1,๐‘™2,๐‘™3โ‰ฅ1

โˆ3 ๐‘–=1

(๐‘š๐‘– ๐‘Ÿ๐‘–

)๐‘†๐‘Ÿ

๐‘–(๐‘™๐‘–+๐‘Ž)๐‘†๐‘š

๐‘–โˆ’๐‘Ÿ๐‘–(๐‘™๐‘–) (2๐‘™1+ 2๐‘™2+ 2๐‘Ž)๐›ผ(2๐‘™1+ 2๐‘™3+ 2๐‘Ž)๐›ฝ

= 1

2๐›ผ+๐›ฝ

โˆ‘

๐‘™1,๐‘™2,๐‘™3โ‰ฅ1 ๐‘Žโ‰ฅ1

โˆ3

๐‘–=1coeff๐‘ฅ๐‘™๐‘–+๐‘Ž๐‘ฆ๐‘™๐‘–

[(Li1(๐‘ฅ) +Li1(๐‘ฆ))๐‘š๐‘–] (๐‘™1+๐‘™2+๐‘Ž)๐›ผ(๐‘™1+๐‘™3+๐‘Ž)๐›ฝ , Therefore we find the generating function

2๐›ผ+๐›ฝ โˆ‘

๐‘š1,๐‘š2,๐‘š3โ‰ฅ0

๐‘…>0(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ)

๐‘š1!๐‘š2!๐‘š3! ๐‘‹๐‘š1๐‘Œ๐‘š2๐‘๐‘š3

= โˆ‘

๐‘™1,๐‘™2,๐‘™3โ‰ฅ0 ๐‘Žโ‰ฅ1

(๐‘‹+๐‘™1+๐‘Žโˆ’1

๐‘™1+๐‘Ž

)(๐‘‹+๐‘™1โˆ’1

๐‘™1

)(๐‘Œ+๐‘™2+๐‘Žโˆ’1 ๐‘™2+๐‘Ž

)(๐‘Œ+๐‘™2โˆ’1 ๐‘™2

)(๐‘+๐‘™3+๐‘Žโˆ’1

๐‘™3+๐‘Ž

)(๐‘+๐‘™3โˆ’1

๐‘™3

)

(๐‘™1+๐‘™2+๐‘Ž)๐›ผ(๐‘™1+๐‘™3+๐‘Ž)๐›ฝ

= โˆ‘

๐‘Žโ‰ฅ1

(๐‘‹+๐‘Žโˆ’1

๐‘Ž

)(๐‘Œ+๐‘Žโˆ’1 ๐‘Ž

)(๐‘+๐‘Žโˆ’1

๐‘Ž

) ๐‘Ž๐›ผ+๐›ฝ

+ โˆ‘

๐‘™1,๐‘Žโ‰ฅ1

(๐‘‹+๐‘™1+๐‘Žโˆ’1

๐‘™1+๐‘Ž

)(๐‘‹+๐‘™1โˆ’1

๐‘™1

)(๐‘Œ+๐‘Žโˆ’1 ๐‘Ž

)(๐‘+๐‘Žโˆ’1

๐‘Ž

)

(๐‘™1+๐‘Ž)๐›ผ+๐›ฝ

+ โˆ‘

๐‘™2,๐‘Žโ‰ฅ1

(๐‘‹+๐‘Žโˆ’1

๐‘Ž

)(๐‘Œ+๐‘™2+๐‘Žโˆ’1 ๐‘™2+๐‘Ž

)(๐‘Œ+๐‘™2โˆ’1 ๐‘™2

)(๐‘+๐‘Žโˆ’1

๐‘Ž

) (๐‘™2+๐‘Ž)๐›ผ๐‘Ž๐›ฝ

+ โˆ‘

๐‘™3,๐‘Žโ‰ฅ1

(๐‘‹+๐‘Žโˆ’1

๐‘Ž

)(๐‘Œ+๐‘Žโˆ’1 ๐‘Ž

)(๐‘+๐‘™3+๐‘Žโˆ’1 ๐‘™3+๐‘Ž

)(๐‘+๐‘™3โˆ’1

๐‘™3

)

(๐‘™3+๐‘Ž)๐›ฝ๐‘Ž๐›ผ

+ โˆ‘

๐‘™1,๐‘™2,๐‘Žโ‰ฅ1

(๐‘‹+๐‘™1+๐‘Žโˆ’1

๐‘™1+๐‘Ž

)(๐‘‹+๐‘™1โˆ’1

๐‘™1

)(๐‘Œ+๐‘™2+๐‘Žโˆ’1 ๐‘™2+๐‘Ž

)(๐‘Œ+๐‘™2โˆ’1 ๐‘™2

)(๐‘+๐‘Žโˆ’1

๐‘Ž

)

(๐‘™1+๐‘™2+๐‘Ž)๐›ผ(๐‘™1+๐‘Ž)๐›ฝ

+ โˆ‘

๐‘™1,๐‘™3,๐‘Žโ‰ฅ1

(๐‘‹+๐‘™1+๐‘Žโˆ’1

๐‘™1+๐‘Ž

)(๐‘‹+๐‘™1โˆ’1

๐‘™1

)(๐‘Œ+๐‘Žโˆ’1 ๐‘Ž

)(๐‘+๐‘™3+๐‘Žโˆ’1

๐‘™3+๐‘Ž

)(๐‘+๐‘™3โˆ’1

๐‘™3

)

(๐‘™1+๐‘Ž)๐›ผ(๐‘™1+๐‘™3+๐‘Ž)๐›ฝ

+ โˆ‘

๐‘™2,๐‘™3,๐‘Žโ‰ฅ1

(๐‘‹+๐‘Žโˆ’1

๐‘Ž

)(๐‘Œ+๐‘™2+๐‘Žโˆ’1 ๐‘™2+๐‘Ž

)(๐‘Œ+๐‘™2โˆ’1 ๐‘™2

)(๐‘+๐‘™3+๐‘Žโˆ’1

๐‘™3+๐‘Ž

)(๐‘+๐‘™3โˆ’1

๐‘™3

)

(๐‘™2+๐‘Ž)๐›ผ(๐‘™3+๐‘Ž)๐›ฝ

+ โˆ‘

๐‘™1,๐‘™2,๐‘™3,๐‘Žโ‰ฅ1

(๐‘‹+๐‘™1+๐‘Žโˆ’1

๐‘™1+๐‘Ž

)(๐‘‹+๐‘™1โˆ’1

๐‘™1

)(๐‘Œ+๐‘™2+๐‘Žโˆ’1 ๐‘™2+๐‘Ž

)(๐‘Œ+๐‘™2โˆ’1 ๐‘™2

)(๐‘+๐‘™3+๐‘Žโˆ’1

๐‘™3+๐‘Ž

)(๐‘+๐‘™3โˆ’1

๐‘™3

)

(๐‘™1+๐‘™2+๐‘Ž)๐›ผ(๐‘™1+๐‘™3+๐‘Ž)๐›ฝ

The idea is to apply to all these sums the same method shown for๐‘…0(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ).

Just to fix the notation, we write down explicitly what happens with the last and most complicated sum:

โˆ‘

๐‘™1,๐‘™2,๐‘™3,๐‘Žโ‰ฅ1

(๐‘‹+๐‘™1+๐‘Žโˆ’1

๐‘™1+๐‘Ž

)(๐‘‹+๐‘™1โˆ’1

๐‘™1

)(๐‘Œ+๐‘™2+๐‘Žโˆ’1 ๐‘™2+๐‘Ž

)(๐‘Œ+๐‘™2โˆ’1 ๐‘™2

)(๐‘+๐‘™3+๐‘Žโˆ’1

๐‘™3+๐‘Ž

)(๐‘+๐‘™3โˆ’1

๐‘™3

)

(๐‘™1+๐‘™2+๐‘Ž)๐›ผ(๐‘™1+๐‘™3+๐‘Ž)๐›ฝ

= โˆ‘

๐‘™1,๐‘™2,๐‘™3,๐‘Žโ‰ฅ1

๐‘‹2๐‘Œ2๐‘2

(๐‘™1+๐‘™2+๐‘Ž)๐›ผ(๐‘™1+๐‘™3+๐‘Ž)๐›ฝ(๐‘™1+๐‘Ž)(๐‘™2+๐‘Ž)(๐‘™3+๐‘Ž)๐‘™1๐‘™2๐‘™3 ร—

ร—

๐‘™1โˆ+๐‘Žโˆ’1 ๐‘›=1

( 1 + ๐‘‹

๐‘› )๐‘™โˆ1โˆ’1

๐‘‘=1

( 1 +๐‘‹

๐‘‘

)๐‘™2โˆ+๐‘Žโˆ’1

๐‘=1

( 1 + ๐‘Œ

๐‘ )๐‘™โˆ2โˆ’1

๐‘’=1

( 1 +๐‘Œ

๐‘’

)๐‘™3โˆ+๐‘Žโˆ’1

๐‘ž=1

( 1 +๐‘

๐‘ž )๐‘™โˆ3โˆ’1

๐‘“=1

( 1 +๐‘

๐‘“ )

= โˆ‘

๐‘ ,๐ทโ‰ฅ0 ๐‘ƒ ,๐ธโ‰ฅ0 ๐‘„,๐นโ‰ฅ0

โˆ‘โˆผ ๐‘‹2+๐‘+๐ท๐‘Œ2+๐‘ƒ+๐ธ๐‘2+๐‘„+๐น

(๐‘™1+๐‘™2+๐‘Ž)๐›ผ(๐‘™1+๐‘™3+๐‘Ž)๐›ฝ(๐‘™1+๐‘Ž)(๐‘™2+๐‘Ž)(๐‘™3+๐‘Ž)๐‘™1๐‘™2๐‘™3๐‘›1โ‹ฏ๐‘“๐น

whereโˆ‘โˆผ

runs over๐‘Ž โ‰ฅ 1, ๐‘™1+๐‘Ž > ๐‘›1 > โ‹ฏ > ๐‘›๐‘ > 0, ๐‘™1 > ๐‘‘1 > โ‹ฏ > ๐‘‘๐ท > 0, ๐‘™2+๐‘Ž > ๐‘1 > โ‹ฏ > ๐‘๐‘ƒ > 0, ๐‘™2 > ๐‘’1 > โ‹ฏ > ๐‘’๐ธ > 0, ๐‘™3+๐‘Ž > ๐‘ž1 > โ‹ฏ > ๐‘ž๐‘„ > 0,

๐‘™3> ๐‘“1>โ‹ฏ> ๐‘“๐น >0.

Doing this for all the sums involved and comparing the coefficients, one finally obtains that(๐‘š1!๐‘š2!๐‘š3!โˆ•2๐›ผ+๐›ฝ)๐‘…>0(๐‘š1, ๐‘š2, ๐‘š3;๐›ผ, ๐›ฝ)is

= โˆ‘ 1

๐‘Ž๐›ผ+๐›ฝ+3๐‘›1โ‹ฏ๐‘ž๐‘š

3โˆ’1

(A.2)

+ โˆ‘

๐‘ ,๐ทโ‰ฅ0 ๐‘+๐ท=๐‘š1โˆ’2

โˆ‘ 1

(๐‘™1+๐‘Ž)๐›ผ+๐›ฝ+1๐‘Ž2๐‘™1๐‘›1โ‹ฏ๐‘ž๐‘š

3โˆ’1

(A.3)

+ โˆ‘

๐‘ƒ ,๐ธโ‰ฅ0 ๐‘ƒ+๐ธ=๐‘š2โˆ’2

โˆ‘ 1

(๐‘™2+๐‘Ž)๐›ผ+1๐‘Ž๐›ฝ+2๐‘™2๐‘›1โ‹ฏ๐‘ž๐‘š

3โˆ’1

(A.4)

+ โˆ‘

๐‘„,๐นโ‰ฅ0 ๐‘„+๐น=๐‘š3โˆ’2

โˆ‘ 1

(๐‘™3+๐‘Ž)๐›ฝ+1๐‘Ž๐›ผ+2๐‘™3๐‘›1โ‹ฏ๐‘“๐น (A.5)

+ โˆ‘

๐‘ ,๐ท,๐‘ƒ ,๐ธโ‰ฅ0 ๐‘+๐ท=๐‘š1โˆ’2 ๐‘ƒ+๐ธ=๐‘š2โˆ’2

โˆ‘ 1

(๐‘™1+๐‘™2+๐‘Ž)๐›ผ(๐‘™1+๐‘Ž)๐›ฝ+1(๐‘™2+๐‘Ž)๐‘Ž ๐‘™1๐‘™2๐‘›1โ‹ฏ๐‘ž๐‘š

3โˆ’1

(A.6)

+ โˆ‘

๐‘ ,๐ท,๐‘„,๐นโ‰ฅ0 ๐‘+๐ท=๐‘š1โˆ’2 ๐‘„+๐น=๐‘š3โˆ’2

โˆ‘ 1

(๐‘™1+๐‘Ž)๐›ผ+1(๐‘™1+๐‘™3+๐‘Ž)๐›ฝ(๐‘™3+๐‘Ž)๐‘Ž ๐‘™1๐‘™3๐‘›1โ‹ฏ๐‘“๐น (A.7)

+ โˆ‘

๐‘ƒ ,๐ธ,๐‘„,๐นโ‰ฅ0 ๐‘ƒ+๐ธ=๐‘š2โˆ’2 ๐‘„+๐น=๐‘š3โˆ’2

โˆ‘ 1

(๐‘™2+๐‘Ž)๐›ผ+1(๐‘™3+๐‘Ž)๐›ฝ+1๐‘Ž ๐‘™2๐‘™3๐‘›1โ‹ฏ๐‘“๐น (A.8)

+ โˆ‘

๐‘ ,๐ท,๐‘ƒ ,๐ธโ‰ฅ0 ๐‘+๐ท=๐‘š1โˆ’2 ๐‘ƒ+๐ธ=๐‘š2โˆ’2 ๐‘„+๐น=๐‘š3โˆ’2

โˆ‘ 1

(๐‘™1+๐‘™2+๐‘Ž)๐›ผ(๐‘™1+๐‘™3+๐‘Ž)๐›ฝ(๐‘™1+๐‘Ž)(๐‘™2+๐‘Ž)(๐‘™3+๐‘Ž)๐‘™1๐‘™2๐‘™3๐‘›1โ‹ฏ๐‘“๐น(A.9)

The sum in (A.2) runs over๐‘›1>โ‹ฏ> ๐‘›๐‘š

1โˆ’1 >0,๐‘1>โ‹ฏ> ๐‘๐‘š

2โˆ’1 >0,๐‘ž1>โ‹ฏ> ๐‘ž๐‘š

3โˆ’1>

0,๐‘Ž >max{๐‘›1, ๐‘1, ๐‘ž1}.

The sum in (A.3) runs over ๐‘™1 +๐‘Ž > ๐‘›1 > โ‹ฏ > ๐‘›๐‘ > 0, ๐‘™1 > ๐‘‘1 > โ‹ฏ > ๐‘‘๐ท > 0, ๐‘1>โ‹ฏ> ๐‘๐‘š

2โˆ’1>0,๐‘ž1>โ‹ฏ> ๐‘ž๐‘š

3โˆ’1>0,๐‘Ž >max{๐‘1, ๐‘ž1}, and is0if๐‘š1 = 1.

The sum in (A.4) runs over ๐‘›1 > โ‹ฏ > ๐‘›๐‘š

1โˆ’1 > 0, ๐‘™2 +๐‘Ž > ๐‘1 > โ‹ฏ > ๐‘๐‘ƒ > 0, ๐‘™2> ๐‘’1>โ‹ฏ> ๐‘’๐ธ>0,๐‘ž1>โ‹ฏ> ๐‘ž๐‘š

3โˆ’1>0,๐‘Ž >max{๐‘›1, ๐‘ž1}, and is0if๐‘š2= 1.

The sum in (A.5) runs over๐‘›1 > โ‹ฏ > ๐‘›๐‘š

1โˆ’1 > 0,๐‘1 > โ‹ฏ > ๐‘๐‘š

2โˆ’1 > 0,๐‘™3+๐‘Ž > ๐‘ž1 >

โ‹ฏ> ๐‘ž๐‘„>0,๐‘™3 > ๐‘“1>โ‹ฏ> ๐‘“๐น >0,๐‘Ž >max{๐‘›1, ๐‘1}, and is0if๐‘š3 = 1.

The sum in (A.6) runs over ๐‘™1 +๐‘Ž > ๐‘›1 > โ‹ฏ > ๐‘›๐‘ > 0, ๐‘™1 > ๐‘‘1 > โ‹ฏ > ๐‘‘๐ท > 0, ๐‘™2+๐‘Ž > ๐‘1 >โ‹ฏ > ๐‘๐‘ƒ > 0,๐‘™2 > ๐‘’1 > โ‹ฏ> ๐‘’๐ธ > 0,๐‘Ž > ๐‘ž1 > โ‹ฏ> ๐‘ž๐‘š

3โˆ’1 >0, and is0if ๐‘š1= 1or๐‘š2= 1.

The sum in (A.7) runs over ๐‘™1 +๐‘Ž > ๐‘›1 > โ‹ฏ > ๐‘›๐‘ > 0, ๐‘™1 > ๐‘‘1 > โ‹ฏ > ๐‘‘๐ท > 0, ๐‘Ž > ๐‘1 > โ‹ฏ> ๐‘๐‘š

2โˆ’1 > 0,๐‘™3+๐‘Ž > ๐‘ž1 >โ‹ฏ > ๐‘ž๐‘„ >0,๐‘™3 > ๐‘“1 >โ‹ฏ> ๐‘“๐น >0, and is0if ๐‘š1= 1or๐‘š3= 1.

The sum in (A.8) runs over๐‘Ž > ๐‘›1 > โ‹ฏ > ๐‘›๐‘š

1โˆ’1 > 0, ๐‘™2 +๐‘Ž > ๐‘1 > โ‹ฏ > ๐‘๐‘ƒ > 0, ๐‘™2 > ๐‘’1 > โ‹ฏ > ๐‘’๐ธ > 0,๐‘™3+๐‘Ž > ๐‘ž1 > โ‹ฏ > ๐‘ž๐‘„ > 0,๐‘™3 > ๐‘“1 > โ‹ฏ > ๐‘“๐น > 0, and is0if ๐‘š2= 1or๐‘š3= 1.

The sum in (A.9) runs over ๐‘™1 +๐‘Ž > ๐‘›1 > โ‹ฏ > ๐‘›๐‘ > 0, ๐‘™1 > ๐‘‘1 > โ‹ฏ > ๐‘‘๐ท > 0,

๐‘™2+๐‘Ž > ๐‘1 > โ‹ฏ > ๐‘๐‘ƒ > 0, ๐‘™2 > ๐‘’1 > โ‹ฏ > ๐‘’๐ธ > 0, ๐‘™3+๐‘Ž > ๐‘ž1 > โ‹ฏ > ๐‘ž๐‘„ > 0, ๐‘™3> ๐‘“1>โ‹ฏ> ๐‘“๐น >0, and is0if one of the๐‘š๐‘–โ€™s is<2.

From this formula it is not clear yet whether these numbers are in๎ˆฎ, so one needs to quasi-shuffle, or stuffle, some groups of variables.

In (A.2) one has to stuffle the 3 groups of ordered variables๐‘›๐‘–,๐‘๐‘–,๐‘ž๐‘–; then setting ๐‘Ž >max{๐‘›1, ๐‘1, ๐‘ž1}we directly get MZV.

In (A.3) one has to stuffle the 2 groups of ordered variables๐‘๐‘–, ๐‘ž๐‘– and the 2 groups of ordered variables๐‘›๐‘–and๐‘™1 > ๐‘‘1 > โ‹ฏ > ๐‘‘๐ท, in order to get sums of the kind, for 1โ‰ค๐‘–โ‰ค๐‘ and๐‘ , ๐‘€โ‰ฅ1,

โˆ‘

๐‘ฆ๐‘€>โ‹ฏ>๐‘ฆ1>0 ๐‘ฅ๐‘–+๐‘ฆ๐‘€>๐‘ฅ๐‘>โ‹ฏ>๐‘ฅ1>0

1 ๐‘ฅ๐œ‚1

1 โ‹ฏ๐‘ฆ๐œ‚๐‘+๐‘€

๐‘€ (๐‘ฅ๐‘–+๐‘ฆ๐‘€)๐œ€.

Furthermore, if we stuffle the groups of ordered variables๐‘ฆ๐‘€ > โ‹ฏ > ๐‘ฆ1 > 0 and ๐‘ฅ๐‘โˆ’๐‘ฅ๐‘–>โ‹ฏ> ๐‘ฅ๐‘–+1โˆ’๐‘ฅ๐‘–>0, then we get numbers in๎ˆฎ.

The same reasoning works with some obvious modification for all the other sums, and this proves our assertion.

โ–ก

Appendix B

Three vector-valued modular forms

Let us write๐‘ƒ โˆถ= 2๐œ‹๐‘–,๐พ โˆถ=๐‘ƒ4โˆ•720, and let us consider the three vectors

๐‘‰3,2(๐œ) =

โŽกโŽข

โŽขโŽข

โŽขโŽข

โŽขโŽข

โŽฃ

๐‘ƒ2๐œ3๐ด3,2(๐œ) +๐‘ƒ ๐œ2๐ด2,3(๐œ) +๐œ ฬ‚๐ด1,4(๐œ) โˆ’๐พ๐œ4+ 20๐พ๐œ2 ๐‘ƒ2๐œ2๐ด3,2(๐œ) + 2๐‘ƒ ๐œ

3 ๐ด2,3(๐œ) + 1

3๐ดฬ‚1,4(๐œ) โˆ’ 4๐พ๐œ3

3

๐‘ƒ2๐œ๐ด3,2(๐œ) + ๐‘ƒ

3๐ด2,3(๐œ) โˆ’ 2๐พ๐œ2 ๐‘ƒ2๐ด3,2(๐œ)

๐พ๐œ ๐พ

โŽคโŽฅ

โŽฅโŽฅ

โŽฅโŽฅ

โŽฅโŽฅ

โŽฆ ,

๐‘‰2,3(๐œ) =

โŽกโŽข

โŽขโŽข

โŽขโŽข

โŽขโŽฃ

๐‘ƒ ๐œ2๐ด2,3(๐œ) + 2๐œ ฬ‚๐ด1,4(๐œ) +๐พ๐œ4 ๐‘ƒ ๐œ๐ด2,3(๐œ) +๐ดฬ‚1,4(๐œ) + 2๐พ๐œ3

๐‘ƒ ๐ด2,3(๐œ) ๐พ๐œ2

๐พ๐œ ๐พ

โŽคโŽฅ

โŽฅโŽฅ

โŽฅโŽฅ

โŽฅโŽฆ ,

๐‘‰1,4(๐œ) =

โŽกโŽข

โŽขโŽข

โŽขโŽข

โŽขโŽฃ

๐œ ฬ‚๐ด1,4(๐œ) โˆ’๐พ๐œ4 ๐ดฬ‚1,4(๐œ)

๐พ๐œ3 ๐พ๐œ2 ๐พ๐œ

๐พ

โŽคโŽฅ

โŽฅโŽฅ

โŽฅโŽฅ

โŽฅโŽฆ .

Then using the explicit formulae obtained in Section 5.5 we can see them as vector-valued modular forms for SL2(โ„ค):

๐‘‰3,2(๐œ)||

||โˆ’1๐‘‡ =

โŽกโŽข

โŽขโŽข

โŽขโŽข

โŽขโŽฃ

1 3 3 1 36 19 0 1 2 1 โˆ’4 โˆ’4

3

0 0 1 1 โˆ’4 โˆ’2

0 0 0 1 0 0

0 0 0 0 1 1

0 0 0 0 0 1

โŽคโŽฅ

โŽฅโŽฅ

โŽฅโŽฅ

โŽฅโŽฆ

๐‘‰3,2(๐œ)

๐‘‰3,2(๐œ)||

||โˆ’1๐‘† =

โŽกโŽข

โŽขโŽข

โŽขโŽข

โŽขโŽข

โŽฃ

0 0 0 โˆ’1 3 0

0 0 1 0 0 55

3

0 โˆ’1 0 0 โˆ’55

3 0

1 0 0 0 0 โˆ’3

0 0 0 0 0 โˆ’1

0 0 0 0 1 0

โŽคโŽฅ

โŽฅโŽฅ

โŽฅโŽฅ

โŽฅโŽฅ

โŽฆ

๐‘‰3,2(๐œ)

๐‘‰2,3(๐œ)||

||โˆ’2๐‘‡ =

โŽกโŽข

โŽขโŽข

โŽขโŽข

โŽขโŽฃ

1 2 1 6 2 1

0 1 1 6 6 2

0 0 1 0 0 0

0 0 0 1 2 1

0 0 0 0 1 1

0 0 0 0 0 1

โŽคโŽฅ

โŽฅโŽฅ

โŽฅโŽฅ

โŽฅโŽฆ

๐‘‰2,3(๐œ)

๐‘‰2,3(๐œ)||

||โˆ’2๐‘†=

โŽกโŽข

โŽขโŽข

โŽขโŽข

โŽขโŽฃ

0 0 1 1 0 โˆ’5

0 โˆ’1 0 0 0 0

1 0 0 5 0 โˆ’1

0 0 0 0 0 1

0 0 0 0 โˆ’1 0

0 0 0 1 0 0

โŽคโŽฅ

โŽฅโŽฅ

โŽฅโŽฅ

โŽฅโŽฆ

๐‘‰2,3(๐œ)

๐‘‰1,4(๐œ)||

||โˆ’3๐‘‡ =

โŽกโŽข

โŽขโŽข

โŽขโŽข

โŽขโŽฃ

1 1 โˆ’4 โˆ’6 โˆ’4 โˆ’1

0 1 0 0 0 0

0 0 1 3 3 1

0 0 0 1 2 1

0 0 0 0 1 1

0 0 0 0 0 1

โŽคโŽฅ

โŽฅโŽฅ

โŽฅโŽฅ

โŽฅโŽฆ

๐‘‰1,4(๐œ)

๐‘‰1,4(๐œ)||

||โˆ’3๐‘†=

โŽกโŽข

โŽขโŽข

โŽขโŽข

โŽขโŽฃ

0 โˆ’1 1 0 โˆ’5 0

1 0 0 5 0 โˆ’1

0 0 0 0 0 โˆ’1

0 0 0 0 1 0

0 0 0 โˆ’1 0 0

0 0 1 0 0 0

โŽคโŽฅ

โŽฅโŽฅ

โŽฅโŽฅ

โŽฅโŽฆ

๐‘‰1,4(๐œ)

These are explicit examples of Theorem5.5.10, which indeed predicts that๐ด3,2(๐œ) can be seen as a component of a weightโˆ’1vector-valued modular form,๐ด2,3(๐œ)can be seen as a component of a weightโˆ’2vector-valued modular form, and๐ดฬ‚1,4(๐œ)can be seen as a component of a weightโˆ’3vector-valued modular form.

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