We systematically develop theories of critical phenomena with a prior formed memory of a power-law decaying long-range temporal interaction parameterized by a constant theta>0 for a space dimension d both below and above an upper critical dimension d(c) = 6-2/theta. We first provide more evidences to confirm the previous theory that a dimensional constant d(t) is demanded to rectify a hyperscaling law, to produce correct unique mean-field critical exponents via an effective spatial dimension originating from temporal dimension, and to transform the time and change the dynamic critical exponent. Next, for d<d(c), we develop a renormalization-group theory by employing the momentum-shell technique to the leading nontrivial order explicitly and to higher orders formally in epsilon = d(c) - d but to zero order in epsilon = 1 - theta and find that more scaling laws besides the hyperscaling law are broken due to the breaking of the fluctuation-dissipation theorem. Moreover, because dynamics and statics are intimately interwoven, even the static critical exponents involve contributions from the dynamics and hence do not restore the short-range exponents even for theta = 1 and the crossover between the short-range and long-range fixed points is discontinuous contrary to the case of long-range spatial interaction. In addition, a new scaling law relating the dynamic critical exponent with the static ones emerges, indicating that the dynamic critical exponent is not independent. However, once d(t) is displaced by a series of epsilon and epsilon such that most values of the critical exponents are changed, all scaling laws are saved again, even though the fluctuation-dissipation theorem keeps violating. Then, for d >= d(c), we develop an effective-dimension theory by carefully discriminating the corrections of both temporal and spatial dimensions and find three different regions. For d >= d(c0) = 4, the upper critical dimension of the usual short-range theory, the usual Landau mean-field theory with fluctuations confined to the effective-dimension equal to d(c0) correctly describe the critical phenomena with memory, while for d(c) < d <= 4, there exist new universality classes whose critical exponents depend only on the space dimension but not at all on theta. Yet another region consists of d = d(c) only and the previous theory is retrieved. All these results show that the dimensional constant d(t) is the fundamental ingredient of the theories for critical phenomena with memory. However, its value continuously varies with the space dimension and vanishes exactly at d = 4, reflecting the variation of the amount of the temporal dimension that is transferred to the spatial one with the strength of fluctuations. Moreover, special finite-size scaling appears ubiquitously except for d = d(c0).
