\(M_{24}\)-twisted product expansions are Siegel modular forms (Q2511246)

In her recent work, \textit{M. C. N. Cheng} [ibid. 4, No. 4, 623--657 (2010; Zbl 1231.14031)] constructed product expansions attached to conjugacy classes of the Mathieu group \(M_{24}\) by using twists of elliptic genera of symmetric powers of K3 surfaces and conjectured the modularity of such expansions. In this paper the author proves that such product expansions of certain type are indeed Siegel modular forms of degree 2 for some subgroup of \(\Gamma\) of \(\mathrm{Sp}_2 (\mathbb Z)\). The level \(N_g\) of the discrete group \(\Gamma\) depends on the conjugacy class \(g\) of \(M_{24}\), and the powers of such Siegel modular forms can be represented as products of rescaled Borcherds products.