Threshold Virtual States of a Jacobi operator

We prove that the set of parameters for which a virtual level appears at the edge of the continuous spectrum of a Jacobi matrix with a finite-rank diagonal perturbation constitutes an algebraic variety of codimension one. This variety partitions the parameter space into connected components, with their number determined by the size of the perturbation support. We also reveal a hierarchical structure underlying these critical varieties as the rank of the perturbation increases.