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The thermal trace closes bosonic coherent-state paths periodically and fermionic coherent-state paths antiperiodically: $\psi (\beta )=\zeta \psi (0)$ and $\bar{\psi }(\beta )=\zeta \bar{\psi }(0)$, with $\zeta =1$ for bosons and $-1$ for fermions. The minus sign follows from the fermionic coherent-state trace, not from choosing a different Hamiltonian. These boundary conditions determine the allowed Matsubara frequencies.

Use natural units $\hslash =k_B=1$ for the action conventions of this question. Insert the coherent-state resolution of identity between imaginary-time steps and take the thermal trace. Coherent-state time slicing gives the normally ordered interaction and first-order time term:The fields obey the coherent-state thermal boundary conditions $\psi (\beta ,\mathbf{r})=\psi (0,\mathbf{r})$ and $\bar{\psi }(\beta ,\mathbf{r})=\bar{\psi }(0,\mathbf{r})$. Bosonic Matsubara frequencies are therefore $2\pi n/\beta$. A periodic spatial box can be chosen for the homogeneous bulk calculation; temporal periodicity follows from the trace independently of that spatial choice. The barred and unbarred labels belong to the coherent-state integral prescription, with the usual conjugate contour for bosonic Gaussian integral.

At $U=0$, use fermionic Matsubara frequencies ${\omega }_r=(2r+1)\pi /\beta$. The fermionic Gaussian integral has inverse propagator $-i{\omega }_r+{\xi }_{\mathbf{k}}$. With its thermal normalization, the determinant for one single-particle level is $1+e^{-\beta \xi }$, as also follows from its empty and occupied states. Two spin species therefore giveThe expression labeled Helmholtz free energy in the PDF is the grand potential, since the trace contains $H-\mu \hat{N}$. The thermodynamic Helmholtz free energy at a prescribed electron number $N_e$ is $F={\Omega }_0+\mu N_e$, with $\mu$ fixed by $N_e=2{\sum }_{\mathbf{k}}{n}_F({ϵ}_{\mathbf{k}})$. The Matsubara determinant requires a normalization prescription; a raw infinite sum of logarithms is not an ordinary convergent sum.

Every term in $\tilde{S}$ is proportional to $N$. The Large-N expansion therefore suppresses fluctuations of the auxiliary field by powers of $1/N$, and the leading partition function comes from a saddle-point approximation.

Vary with respect to $i\lambda$ and use $\delta \mathrm{Tr}\log K=\mathrm{Tr}(K^{-1}\delta K)$. At a translation-invariant saddle $i\lambda =m^2$, the gap equation isThe frequencies are the bosonic Matsubara frequencies imposed by periodicity around the imaginary-time thermal circle.

For bosonic Matsubara frequencies ${\omega }_n=2\pi nT$, set $a=vk/(2\pi T)$. Applying the residue theorem to $\pi \coth (\pi z)/(z^2+a^2)$, whose integer poles reproduce the desired summands, givesIt follows thatUsing the area $S_{d-1}=2{\pi }^{d/2}/\Gamma (d/2)$ of the unit sphere, the thermal phase fluctuation becomesAt small $k$, $\coth (vk/(2T))\sim 2T/(vk)$, so the infrared divergence is governed by ${\int }_{0}dk{k}^{d-3}$. It diverges for $d=1,2$ and is finite for $d=3$. Therefore short-range systems cannot have true finite-temperature breaking of this continuous symmetry in one or two dimensions, in agreement with the Mermin-Wagner theorem, whereas it is allowed in three dimensions. In two dimensions a Berezinskii–Kosterlitz–Thouless transition may still produce quasi-long-range order.

Periodicity on the interval $0\le \tau <\beta$ gives the bosonic Matsubara frequenciesThe Fourier coefficients areThe notation emphasizes that these data lie at imaginary real-time frequencies $i{\omega }_n$.