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# Comment on Dirac spectral sum rules for QCD3

## Abstract

Recently Magnea \[Phys. Rev. D61, 056005 (2000); Phys. Rev. D62, 016005 (2000)\] claimed to have computed the first sum rules for Dirac operators in 3D gauge theories from 0D non-linear $`\sigma `$ models. I point out that these computations are incorrect, and that they contradict with the exact results for the spectral densities unambiguously derived from random matrix theory by Nagao and myself.

preprint: TIT-HEP-452

Magnea  has recently claimed to have derived Dirac spectral sum rules for three-dimensional gauge theories coupled in a ($`P,𝐙_2`$)-invariant manner to fundamental fermions with $`N_c=2`$ (corresponding to the Dyson index $`\beta =1`$) and adjoint fermions ($`\beta =4`$). She employed the small-mass expansion of the low-energy effective theories, i.e. the zero-dimensional $`\sigma `$ models over Riemannian symmetric spaces $`=`$CII and BDI, instead of AIII that had been proposed for the case with fundamental fermions and $`N_c3`$ ($`\beta =2`$) . She concluded that the first sum rule in the presence of even number ($`N_f`$) of massless 2-component complex or 4-component real (Majorana) fermions is common both to the $`\beta =1`$ and $`\beta =4`$ universality classes, and takes the form

$$\underset{i}{}\frac{1}{\zeta _i^2}^{(1,4)}=_{\mathrm{}}^{\mathrm{}}𝑑\zeta \frac{\rho _s^{(1,4)}(\zeta )}{\zeta ^2}=\frac{4}{N_f},$$
(1)
where $`\zeta `$ stands for an unfolded Dirac eigenvalue (i.e. rescaled by $`1/(\pi \rho (0))`$) and $`\rho _s^{(\beta )}(\zeta )`$ stands for the scaled spectral density. If true, this conclusion, derived from an obviously correct formula (see Ref.)

$$\underset{i}{}\frac{1}{\zeta _i^2}=\frac{d^2}{N_fM}$$
(2)
($`d`$ stands for the rank of the matrix that parameterizes $``$, and $`M`$ for the dimension of $``$), would be surprising, as the four-dimensional counterpart of the spectral sum rules are known to be different for three values of $`\beta `$ .

On the other hand, Nagao and myself  have obtained Pfaffian expressions for the generic $`p`$-level correlation functions in a presence of an arbitrary number of (for $`\beta =1`$) and an arbitrary number of pairwise degenerate (for $`\beta =4`$) finite fermion masses $`\{\mu _f\}`$, by applying the skew-orthogonal polynomial method to pertinent random matrix ensembles. To make comparison with Eq.(1), I take a completely confluent limit $`\mu _f0`$ for all $`f`$, of our results \[Ref., Eqs.(2.40), (2.42), (3.23), (3.25), (3.49), (3.51)\] with $`p=1`$ (spectral density), to obtain:

$`\pi \rho _s^{(1)}(\zeta )`$ $`=`$ $`1{\displaystyle \frac{3}{\zeta ^2}}+{\displaystyle \frac{3}{2\zeta ^4}}{\displaystyle \frac{3\mathrm{cos}2\zeta }{2\zeta ^4}}(N_f=2),`$ (4)
$`=`$ $`1{\displaystyle \frac{10}{\zeta ^2}}{\displaystyle \frac{30}{\zeta ^4}}+{\displaystyle \frac{210}{\zeta ^6}}+{\displaystyle \frac{525}{2\zeta ^8}}+\left({\displaystyle \frac{70}{\zeta ^5}}{\displaystyle \frac{525}{\zeta ^7}}\right)\mathrm{sin}2\zeta +\left({\displaystyle \frac{5}{\zeta ^4}}+{\displaystyle \frac{315}{\zeta ^6}}{\displaystyle \frac{525}{2\zeta ^8}}\right)\mathrm{cos}2\zeta (N_f=4),`$ (5)
$`=`$ $`1{\displaystyle \frac{21}{\zeta ^2}}{\displaystyle \frac{357}{2\zeta ^4}}{\displaystyle \frac{945}{\zeta ^6}}+{\displaystyle \frac{48195}{\zeta ^8}}+{\displaystyle \frac{218295}{\zeta ^{10}}}+{\displaystyle \frac{1964655}{2\zeta ^{12}}}+\left({\displaystyle \frac{378}{\zeta ^5}}{\displaystyle \frac{50652}{\zeta ^7}}+{\displaystyle \frac{873180}{\zeta ^9}}{\displaystyle \frac{1964655}{\zeta ^{11}}}\right)\mathrm{sin}2\zeta `$ (7)
$`+\left({\displaystyle \frac{21}{2\zeta ^4}}+{\displaystyle \frac{5859}{\zeta ^6}}{\displaystyle \frac{266490}{\zeta ^8}}+{\displaystyle \frac{1746360}{\zeta ^{10}}}{\displaystyle \frac{1964655}{2\zeta ^{12}}}\right)\mathrm{cos}2\zeta (N_f=6),`$
$`\pi \rho _s^{(4)}(\zeta )`$ $`=`$ $`1{\displaystyle \frac{\mathrm{sin}2\zeta }{2\zeta }}(N_f=2),`$ (9)
$`=`$ $`1{\displaystyle \frac{\mathrm{sin}^22\zeta }{4\zeta ^2}}+\left({\displaystyle \frac{\mathrm{sin}2\zeta }{4\zeta ^2}}+{\displaystyle \frac{\mathrm{cos}2\zeta }{2\zeta }}\right)\mathrm{Si}(2\zeta )(N_f=4),`$ (10)
$`=`$ $`1{\displaystyle \frac{3}{4\zeta ^2}}+{\displaystyle \frac{3}{32\zeta ^4}}+\left({\displaystyle \frac{1}{\zeta }}{\displaystyle \frac{3}{4\zeta ^3}}\right)\mathrm{sin}2\zeta +{\displaystyle \frac{3\mathrm{cos}2\zeta }{2\zeta ^2}}{\displaystyle \frac{3\mathrm{cos}4\zeta }{32\zeta ^4}}(N_f=6),`$ (11)
$`=`$ $`1{\displaystyle \frac{27}{16\zeta ^2}}+{\displaystyle \frac{45}{64\zeta ^4}}+{\displaystyle \frac{45}{256\zeta ^6}}+\left({\displaystyle \frac{15}{32\zeta ^3}}{\displaystyle \frac{45}{64\zeta ^5}}\right)\mathrm{sin}4\zeta +\left({\displaystyle \frac{3}{16\zeta ^2}}+{\displaystyle \frac{45}{64\zeta ^4}}{\displaystyle \frac{45}{256\zeta ^6}}\right)\mathrm{cos}4\zeta `$ (13)
$`+\left[\left({\displaystyle \frac{9}{4\zeta ^2}}{\displaystyle \frac{45}{32\zeta ^4}}\right)\mathrm{sin}2\zeta +\left({\displaystyle \frac{3}{4\zeta }}+{\displaystyle \frac{45}{16\zeta ^3}}\right)\mathrm{cos}2\zeta \right]\mathrm{Si}(2\zeta )(N_f=8),`$
(Si stands for the sine-integral function) and so forth. These expressions for the spectral densities lead to the sum rules

$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\zeta {\displaystyle \frac{\rho _s^{(1)}(\zeta )}{\zeta ^2}}={\displaystyle \frac{N_f}{(N_f1)(2N_f+1)}},`$ (14)
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\zeta {\displaystyle \frac{\rho _s^{(4)}(\zeta )}{\zeta ^2}}={\displaystyle \frac{N_f}{(N_f1)(N_f/2+1)}},`$ (15)
which are sensitive to the Dyson index $`\beta `$. The above sum rules agree perfectly with the numerical results for random matrix ensembles of large but finite ranks $`(40)`$, obtained by Hilmoine and Niclasen  via two alternative methods (an analytical method of Widom’s \[Table 4 of Ref.\] and numerical Monte-Carlo simulations of random matrix ensembles). Therefore I conclude that the expression (1) is erroneous, and the coincidence of the first sum rules for $`\beta =1`$ and $`\beta =4`$ claimed in her papers is illusory.

I thank C. Hilmoine for bringing this issue to my attention. This work was supported in part by JSPS, and by Grant-in-Aid No. 411044 from the Ministry of Education, Science and Culture, Japan.


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# 1 Commutator function of the ER-scalar

Introduction: The Einstein-Rosen (ER) subsector of general relativity provides a simple, yet instructive, laboratory for studying certain quantum aspects of gravity . In brief, ER-waves are gravitational wave solutions to the Einstein equations with cylindrical symmetry and aligned polarizations. In Weyl-canonical coordinates the 4-dim. line element can locally be written in the form

$$ds^2=e^{\gamma \varphi }(dt^2dr^2)(e^\varphi dz^2+r^2e^\varphi d\alpha ^2),$$
(1)
where $`\varphi `$ and $`\gamma `$ are functions of $`t,r`$ and $`z,\alpha `$ are the coordinates along the orbits of the two Killing vector fields. Einstein’s equations turn out simply to be equivalent to a spherical wave equation for $`\varphi `$, i.e. $`[_t^2_r^2\frac{1}{r}_r]\varphi =0`$, together with the condition that $`\gamma `$ is expressed in terms of $`\varphi `$ by

$$\gamma (t,r^{})=\frac{1}{2}_0^r^{}𝑑rr[(_t\varphi )^2+(_r\varphi )^2],$$
(2)
The conserved quantity $`\gamma _{\mathrm{}}=\gamma (t,\mathrm{})`$ is known as Thorn’s C-energy while the physical Hamiltonian is $`1e^{\gamma _{\mathrm{}}/2}`$ , and measures a 3D deficit angle.

The Killing vector fields $`\frac{}{z}`$, $`\frac{}{\alpha }`$ of course are unique only up to normalization. A constant rescaling of the coordinates $`ze^{\lambda /2}z,\alpha e^{\lambda /2}\alpha `$, $`\lambda \text{IR}`$, amounts to changing their norm, which can be compensated by $`\varphi (t,r)\varphi (t,r)+\lambda `$. For the combinations of the metric coefficients $`\mathrm{ch}\varphi `$ and $`\mathrm{sh}\varphi `$ the shift amounts to a linear transformation by an element of the non-compact Lie group O(1,1), which can be seen to be a symmetry of the classical phase space. Adopting the quantization scheme of  we shall later find this symmetry to be spontaneously broken in the quantum theory.

In the $`(t,r)`$ part of the line element (1) the shift $`\varphi (t,r)\varphi (t,r)+\lambda `$ can be compensated by a rescaling $`te^{\lambda /2}t,re^{\lambda /2}r`$. Together with the time translations this generates a Borel subgroup of $`SL(2,\text{IR})`$, which classically can be promoted to a symmetry of (1). Although the “targetspace” O(1,1) symmetry is spontaneously broken in the quantum theory, the dilatation symmetry $`te^{\lambda /2}t,re^{\lambda /2}r`$ turns out to remain intact, and is unitarily implemented by a generator $`H`$. In particular this gives rise to a thermalization phenomenon akin to the the Unruh effect: Restricting the quantum theory to the cone $`tr0`$, the ground state for $`\gamma _{\mathrm{}}`$ (generating the $`t`$-evolution) is a thermal state for the dilatation-evolution, of temperature $`1/2\pi `$. From the 4D viewpoint the restricted theory can be regarded as the quantum theory of those “exotic” ER-waves whose scalar $`\varphi (t,r)`$ has support for $`tr0`$ only. On the level of the Lie algebra, the symmetry can further be extended to a full $`sl(2,\text{IR})`$ action on the $`(t,r)`$ “worldsheet”, whose generators $`E=\gamma _{\mathrm{}}/2,H`$ and $`F`$ are local conserved charges that leave the vacuum invariant. The corresponding finite transformations however will be symmetries of the (classical and quantum) theory only if the $`(t,r)`$ Lorentzian space is extended to the double cover of two-dimensional Anti-deSitter space, $`\mathrm{AdS}_2`$. Without the extension the ER-system would also not allow for a CPT operation. Taking advantage of the $`\mathrm{AdS}_2`$ extension, the $`\mathrm{AdS}_2/\mathrm{CFT}_1`$ correspondence then yields a quantum version of the known classical reconstruction  from the $`r=0`$ symmetry axis.

Spontaneous breakdown of O(1,1) symmetry: The quantum theory of ER-waves descends from that of a free scalar field $`\mathrm{\Phi }=\sqrt{r}\varphi `$ having the following expansion in terms of Bessel functions (see e.g. )

$`\mathrm{\Phi }(t,r)={\displaystyle _0^{\mathrm{}}}𝑑\omega \sqrt{{\displaystyle \frac{r}{2}}}J_0(\omega r)\left[A(\omega )e^{i\omega t}+A^{}(\omega )e^{i\omega t}\right],`$
$`[A(\omega ),A^{}(\omega ^{})]=\delta (\omega \omega ^{}).`$ (3)
It is readily identified as that of a weight $`h=1/2`$ massive free field on $`\mathrm{AdS}_2`$. Indeed in Poincaré coordinates $`(t,r)`$ the wave equation on $`\mathrm{AdS}_2`$ is (see e.g. )

$$\left\{\mathrm{}_{AdS_2}+h(h1)\right\}\phi (t,r)=0,\text{ }\mathrm{}_{AdS_2}=r^2(_t^2_r^2),$$
(4)
where $`h1/2`$ parameterizes the mass via $`m^2=h(h1)`$, and $`h=1/2`$ is the unitarity threshold. For $`h=1/2`$ one obtains the expansion (3) in terms of positive and negative frequency solutions. The shift invariance $`\varphi (t,r)\varphi (t,r)+\lambda `$ reflects the ambiguity in the zero mode contribution proportional to $`\sqrt{r}`$ in (3). The $`(t,r)`$ coordinates cover only part of $`\mathrm{AdS}_2`$; we shall describe later why the extension to the double cover of $`\mathrm{AdS}_2`$ is mandatory in this context.

For the discussion of symmetry breaking it is more useful to regard (3) as the spherical reduction of a 1+2 dim. massless scalar field. Recalling the positive frequency two-point function of the latter

$$W_3(x)=\frac{1}{4\pi }\left[\theta (x^2)\frac{\mathrm{sign}(\mathrm{x}_0)}{\sqrt{x^2}}+i\theta (x^2)\frac{1}{\sqrt{x^2}}\right],x^2=x_0^2x_1^2x_2^2,$$
(5)
and switching to angular coordinates in the $`x_1,x_2`$ plane, the two-point function of $`\mathrm{\Phi }(t,r)`$ in the Fock vacuum $`A(\omega )|0=0`$, can be written as

$`W(t_1t_2;r_1,r_2)`$ $`=`$ $`i0|\mathrm{\Phi }(t_1,r_1)\mathrm{\Phi }(t_2,r_2)|0=\sqrt{r_1r_2}{\displaystyle _\pi ^\pi }𝑑\alpha W_3(t_1t_2;r_1,r_2;\alpha ),`$ (6)
in an obvious notation for the integrand. The integrations in (6) can be reduced to complete elliptic integrals $`𝐊(u)=_0^{\pi /2}𝑑\alpha (1u\mathrm{sin}^2\alpha )^{1/2}`$. The result is

$$W(t_1t_2;r_1,r_2)=\frac{1}{2}\mathrm{sign}(t_1t_2)d(\xi ^2)+\frac{i}{2}d(1\xi ^2),$$
(7)
where $`\xi ^2=[(t_1t_2)^2(r_1r_2)^2]/(4r_1r_2)`$ is the $`\mathrm{AdS}_2`$ invariant distance in Poincaré coordinates. The function $`d(u)`$ is given by $`d(u)=0`$ for $`u<0`$ and

$$d(u)=\theta (1u)\frac{1}{\pi }𝐊(u)+\theta (u1)\frac{1}{\pi \sqrt{u}}𝐊(1/u),u0.$$
(8)
Up to a sign $`d(\xi ^2)`$ coincides with the commutator function $`2\mathrm{R}\mathrm{e}W`$; a plot of $`d(\xi ^2)`$ is shown below. Large and small distances are related by the duality $`d(1/\xi ^2)=\sqrt{\xi ^2}d(\xi ^2)`$. The limits are: $`lim_{\xi ^20^+}d(\xi ^2)=1/2`$ and $`d(\xi ^2)1/2\sqrt{\xi ^2}`$, for $`\xi ^2\mathrm{}`$. Note that rather than being singular on the 1+1 dim. lightcone $`\xi ^2=0`$, $`d(\xi ^2)`$ is singular at $`\xi ^2=1`$, i.e. $`|t_1t_2|=r_1+r_2`$. The behavior across the $`1+1`$ dim. lightcone is discontinuous, but with a finite jump.

Classically the symmetry $`\mathrm{\Phi }(t,r)\mathrm{\Phi }(t,r)+\lambda \sqrt{r}`$ is generated by the conserved charge $`Q=i_0^{\mathrm{}}𝑑r\sqrt{r}_t\mathrm{\Phi }`$. In the quantum theory, following the standard procedure , one will try to define $`Q`$ as a suitable limit of regularized operators $`Q_R`$ (supported in a sphere of radius $`R`$), as $`R\mathrm{}`$. The symmetry associated with the current is said to be spontaneously broken, if the limit of the commutator’s vacuum expectation value $`q:=lim_R\mathrm{}(\mathrm{\Omega },[Q_R,A(x)]\mathrm{\Omega })()`$ is a non-zero number, independent of the regulators, for some $`A(x)`$. In this case the limit of the operators $`Q_R`$ does not define the generator of a unitary group of automorphisms which induces the symmetry transformations and leaves the vacuum invariant. For the application to the ER-waves it is important that this criterion has a functional analytical origin  and does not hinge e.g. on Poincaré invariance. In a Minkowski space quantum field theory it is known that $`q0`$ can only occur in the presence of massless 1-particle states. Indeed the prototype example for $`()`$ to hold with $`q0`$ is the current $`i_0\varphi `$ of a massless free scalar field in $`d3`$ spacetime dimensions, taking for $`A(x)`$ the scalar field $`\varphi (x)`$ itself. The symmetry broken is $`\varphi (x)\varphi (x)+\lambda `$. In $`d=2`$ this result does not apply because the massless commutator function fails to comply with the Wightman axioms, – which is one way of understanding the absence of spontaneous symmetry breaking in two dimensions .

In view of (5), (6) the ER-scalar lies in-between the 2+1 dim. and the 1+1 dim. situation and the issue has to be examined from scratch. To do so, one first verifies that for every operator $`A`$ in the polynomial field algebra of $`\mathrm{\Phi }`$ the commutator $`[Q_R,A]`$ is independent of $`g_R`$ and $`f`$ for sufficiently large $`R`$, where

$$Q_R=i𝑑t𝑑r\sqrt{r}f(t)g_R(r)_t\mathrm{\Phi }(t,r),$$
(9)
and $`g_R`$ is a smooth function with $`g_R(r)=1`$ for $`r[R^1,R]`$, rapidly decaying for $`r0`$ and $`r\mathrm{}`$, and $`𝑑tf(t)=1`$. The independence of $`g_R`$ follows from the vanishing of the commutator function $`2\mathrm{R}\mathrm{e}W`$ at spacelike 1+1-dim. distances; the independence from $`f`$ is a consequence of current conservation. The attempt to define a hermitian charge operator along the above lines requires that the commutator with $`\mathrm{\Phi }`$ has vanishing vacuum expectation value for sufficiently large $`R`$. However one straightforwardly verifies

$$0|[Q_R,\mathrm{\Phi }(t_2,r_2)]|0=\sqrt{r_2},\text{for }R\text{ large},$$
(10)
establishing that the transformation $`\mathrm{\Phi }(t,r)\mathrm{\Phi }(t,r)+\lambda \sqrt{r}`$ cannot be unitarily implemented on the Fock space. It is crucial here that the commutator function is a well-defined $`\mathrm{AdS}_2`$-invariant distribution so that no caveat arises as in the case of a relativistic massless field in 1+1 dim. Minkowski space; c.f. . An analogous symmetry breaking has already been found in the situation with generic polarizations  by very different means.

Unbroken $`sl(2,\text{IR})`$ symmetry: The field eq. (4) follows from an obvious action, which can be verified to be separately invariant under the variations $`\delta _e\mathrm{\Phi }=i𝐞\mathrm{\Phi }`$, $`\delta _h\mathrm{\Phi }=i𝐡\mathrm{\Phi }`$, $`\delta _f\mathrm{\Phi }=i𝐟\mathrm{\Phi }`$. Here $`𝐞,𝐡,𝐟`$ generate a realization of $`sl(2,\text{IR})`$ in terms of differential operators $`𝐞=_t,𝐡=2(t_t+r_r),𝐟=(t^2+r^2)_t2tr_r`$, acting on a suitable space of test functions. In particular they are anti-hermitian wrt the measure $`𝑑t𝑑t/r^2`$. The quadratic Casimir is $`𝐂=\mathrm{}_{AdS_2}`$, so that the operator equation of motion for $`\mathrm{\Phi }`$ amounts to $`𝐂=h(h1)|_{h=1/2}\text{11}=1/4\text{11}`$. The Noether currents $`J_\mu (𝐞),J_\mu (𝐡),J_\mu (𝐟)`$ associated with the above $`sl(2,\text{IR})`$ variations are

$`\begin{array}{cc}J_t(𝐞)=(_t\mathrm{\Phi })^2+(_r\mathrm{\Phi })^2\frac{1}{4r^2}\mathrm{\Phi }^2,\hfill & J_r(𝐞)=2_r\mathrm{\Phi }_t\mathrm{\Phi },\hfill \\ J_t(𝐡)=2tJ_t(𝐞)+2rJ_r(𝐞),\hfill & J_r(𝐡)=2r[J_t(𝐞)+\frac{1}{2r^2}\mathrm{\Phi }^2]+2tJ_r(𝐞),\hfill \\ J_t(𝐟)=(t^2+r^2)J_t(𝐞)2trJ_r(𝐞),\hfill & J_r(𝐟)=2tr[J_t(𝐞)+\frac{1}{2r^2}\mathrm{\Phi }^2](t^2+r^2)J_r(𝐞).\hfill \end{array}`$ (14)
In (14) we omitted total derivative terms in order to simplify the expressions. Restoring them is however essential to arrive at the correct classical Noether charges. In the quantum theory normal ordering is understood. Repeating the previous analysis for these charges, one finds that this symmetry is unbroken and is implemented by hermitian operators $`E,H,F`$ that annihilate the vacuum. They satisfy $`[E,\mathrm{\Phi }(t,r)]=i𝐞\mathrm{\Phi }(t,r)`$, etc., and generate the expected $`sl(2,\text{IR})`$ algebra: $`[H,E]=2iE,[F,E]=iH,[H,F]=2iF`$. Explicitly

$`\begin{array}{cc}E={\displaystyle _0^{\mathrm{}}}𝑑\omega A^{}(\omega )ie(\omega )A(\omega ),\hfill & e(\omega )=i\omega ,\hfill \\ H={\displaystyle _0^{\mathrm{}}}𝑑\omega A^{}(\omega )ih(\omega )A(\omega ),\hfill & h(\omega )=(2\omega _\omega +1),\hfill \\ F={\displaystyle _0^{\mathrm{}}}𝑑\omega A^{}(\omega )if(\omega )A(\omega ),\hfill & f(\omega )=i(\omega _\omega ^2+_\omega ).\hfill \end{array}`$ (18)
Here $`e(\omega ),h(\omega ),f(\omega )`$ again form an anti-hermitian realization of $`sl(2,\text{IR})`$, now with constant Casimir $`C(\omega )=1/4`$. In particular $`2E`$ yields a quantum version of the C-energy $`\gamma _{\mathrm{}}`$ . Exponentiating this $`sl(2,\text{IR})`$ action yields

$`\begin{array}{ccc}e^{isE}A^{}(\omega )e^{isE}\hfill & =e^{se(\omega )}A^{}(\omega )\hfill & =e^{is\omega }A^{}(\omega ),\hfill \\ e^{isH}A^{}(\omega )e^{isH}\hfill & =e^{sh(\omega )}A^{}(\omega )\hfill & =e^sA^{}(e^{2s}\omega ),\hfill \\ e^{isF}A^{}(\omega )e^{isF}\hfill & =e^{sf(\omega )}A^{}(\omega )\hfill & ={\displaystyle \frac{i}{s}}{\displaystyle _0^{\mathrm{}}}𝑑\lambda J_0({\displaystyle \frac{2}{s}}\sqrt{\omega \lambda })e^{\frac{i}{s}(\omega +\lambda )}A^{}(\lambda ).\hfill \end{array}`$ (22)
Together the 1-parameter families (22) generate a unitary representation $`SL(2,\text{IR})gU(g)`$ on the Fock space. The 1-particle subspace of the Fock space is irreducible wrt this $`SL(2,\text{IR})`$ action; see e.g. . The action of $`U(g)`$ is best described in terms of the Laplace transforms

$$A^{}(\theta )=\frac{1}{\sqrt{2}}_0^{\mathrm{}}𝑑\omega A(\omega )e^{i\omega \theta },\mathrm{Im}\theta <0,A^+(\theta )=\frac{1}{\sqrt{2}}_0^{\mathrm{}}𝑑\omega A^{}(\omega )e^{i\omega \theta },\mathrm{Im}\theta >0,$$
(23)
(both supposed to vanish in the other half plane) and reads

$$U(g)A^\pm (\theta )U(g)^1=\frac{A^\pm (\theta ^g)}{c\theta +d},\text{ }\theta ^g=\frac{a\theta +b}{c\theta +d},g=\left(\genfrac{}{}{0pt}{}{ab}{cd}\right)SL(2,\text{IR}).$$
(24)
We take $`\varphi ^b(t)=lim_{ϵ0}[A^{}(tiϵ)+A^+(t+iϵ)]`$ as the definition of the (classical and quantum) field on the $`r=0`$ symmetry axis. In a distributional sense $`\varphi ^b(t)`$ inherits the transformation law (24). The two-point function on the axis

$$\underset{r0}{lim}\frac{1}{r}W(t_1t_2;r,r)=\frac{1}{2(t_1t_2)}=i0|\varphi ^b(t_1)\varphi ^b(t_2)|0,$$
(25)
is well-defined and covariant. The boundary field $`\varphi ^b(t)`$ is of additional interest because $`\varphi (t,r)`$ can be uniquely reconstructed from it. Indeed, using the Laplace transforms (23) one can rewrite the expansion (3) as

$`\varphi (t,r)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle _{tr}^{t+r}}𝑑\theta {\displaystyle \frac{1}{\sqrt{r^2(t\theta )^2}}}[A^+(\theta )+A^{}(\theta )]`$ (26)
$`+`$ $`{\displaystyle \frac{i}{2\pi }}\left({\displaystyle _{\mathrm{}}^{tr}}𝑑\theta {\displaystyle _{t+r}^{\mathrm{}}}𝑑\theta \right){\displaystyle \frac{1}{\sqrt{(t\theta )^2r^2}}}[A^+(\theta )A^{}(\theta )].`$
The terms in square brackets can be identified as the field on the axis and its Hilbert transform

$$A^+(\theta )+A^{}(\theta )=\varphi ^b(\theta ),\text{ }A^+(\theta )A^{}(\theta )=\frac{1}{i\pi }𝒫_{\mathrm{}}^{\mathrm{}}𝑑t\frac{\varphi ^b(t)}{t\theta }.$$
(27)
Thus (26) allows one to reconstruct the field entirely from its values on the $`t`$-axis. In contrast to the Cauchy problem only one function has to be prescribed.

The finite transformations generated by the exponentials of $`𝐞,𝐡,𝐟`$ are Moebius transformations in the null coordinates $`t\pm r`$, i.e.

$$t\pm r(t\pm r)^g=\frac{a(t\pm r)+b}{c(t\pm r)+d},adbc=1.$$
(28)
They leave the line element $`ds^2=(dt^2dr^2)/r^2`$ and the Casimir operator in (4) invariant. Thus, although for $`c0`$ they no longer preserve the Weyl-canonical form of the line element (1), they in principle map solutions of the field equations into themselves. However outside some save regions (like the $`t`$-axis or the cone $`tr0`$ for $`cd>0`$) transformations with $`c0`$ can map positive $`r`$ and positive $`t^2r^2`$ into negative ones, and can also ruin the hermiticity of the transformed field $`\varphi `$. Such problems are known to be a generic feature of conformal quantum field theories and the resolution is to switch to a suitable covering manifold (see e.g.  in the original, and  in the AdS context). In the case at hand one is lead to the double cover of $`\mathrm{AdS}_2`$.

$`\mathrm{AdS}_2`$ and $`SU(1,1)`$ action: The universal cover of $`\mathrm{AdS}_2`$ can be described in terms of coordinates $`(\tau ,\sigma )`$ in which the line element takes the form $`ds^2=(d\tau ^2d\sigma ^2)/\mathrm{cos}^2\sigma `$, with $`\frac{\pi }{2}\sigma <\frac{\pi }{2}`$, $`\mathrm{}<\tau <\mathrm{}`$. Spatial infinity is at $`\sigma =\pm \frac{\pi }{2}`$, the segment $`\pi <\tau <\pi `$ is called the primitive domain. The invariant distance is

$$\xi _G^2=\frac{\mathrm{cos}(\sigma _1\sigma _2)\mathrm{cos}(\tau _1\tau _2)}{2\mathrm{cos}\sigma _1\mathrm{cos}\sigma _2}.$$
(29)
The projection onto $`\mathrm{AdS}_2`$ is effected by identifying the points $`(\tau ,\sigma )`$ and $`(\tau +\pi ,\sigma )`$. The previously used Poincaré coordinates $`(t,r)`$ cover only the patch $`\tau +\sigma <\frac{\pi }{2}`$ and $`\tau \sigma >\frac{\pi }{2}`$ in the primitive domain; c.f. Fig. 2 below. They are related to the global coordinates by $`(t,r)=(\mathrm{sin}\tau ,\mathrm{cos}\sigma )/(\mathrm{cos}\tau \mathrm{sin}\sigma )`$. In brief, the problem with the special conformal transformations, $`c0`$, now is absent, because by virtue of $`r(\tau ,\sigma )=r(\tau +\pi ,\sigma )`$, a negative $`r`$ in the primitive domain can always be traded for a positive $`r`$ in a secondary domain.

The $`\mathrm{AdS}_2`$ Laplacian in global coordinates is $`\mathrm{cos}^2\sigma (_\tau ^2_\sigma ^2)`$. A complete set of positive frequency solutions of (4) of weight $`1/2`$ is now provided by (e.g. )

$$\phi _n(\tau ,\sigma )=\frac{1}{\sqrt{2}}e^{i(n+1/2)\tau }(\mathrm{cos}\sigma )^{1/2}P_n(\mathrm{sin}\sigma ),n0,$$
(30)
where $`P_n`$ are the Legendre polynomials. In contrast to the ones in (2) they are square integrable in addition to being orthonormal wrt the Klein-Gordon symplectic form. The $`h=1/2`$ free scalar field admits an alternative expansion in terms of the solutions (30)

$$\mathrm{\Phi }(\tau ,\sigma )=\underset{n0}{}[a_n\phi _n(\tau ,\sigma )+a_n^{}\phi _n^{}(\tau ,\sigma )],\text{ }[a_n,a_m^{}]=\delta _{mn}.$$
(31)
The shift invariance here corresponds to shifts by the two real linear combinations of the zero modes $`v_+=\sqrt{2}\mathrm{cos}\frac{\tau }{2}(\mathrm{cos}\sigma )^{1/2}`$, $`v_{}=\sqrt{2}\mathrm{sin}\frac{\tau }{2}(\mathrm{cos}\sigma )^{1/2}`$. Infinitesimally they are generated by the hermitian operators $`Q_+=i(a_0a_0^{})`$ and $`Q_{}=a_0+a_0^{}`$, i.e. $`[Q_\pm ,\mathrm{\Phi }]=iv_\pm `$, which are linked by the Hamiltonian $`\widehat{H}/2`$ of the $`\tau `$-evolution via $`[\widehat{H},Q_\pm ]=\pm iQ_{}`$. Clearly $`Q_\pm `$ don’t leave the Fock vacuum invariant, consistent with the symmetry breaking found in the $`sl(2,\text{IR})`$ framework. In fact no normalizable state exists annihilated by both $`Q_+`$ and $`Q_{}`$.

The Fock vacuum in (6) is also the Fock vacuum for the $`a_n`$-modes . The global two-point function in the complex $`(\tau ,\sigma )`$ domain is

$$W(\tau _1\tau _2;\sigma _1,\sigma _2)=\frac{i\eta _2}{2\pi \sqrt{\xi _G^2}}𝐊\left(\frac{1}{\xi _G^2}\right),\xi _G^2\text{ }\text{I}\text{C}\backslash \text{IR}^+,$$
(32)
where $`\eta _2=\mathrm{sign}[\mathrm{cos}\mathrm{Re}(\frac{\tau _1\tau _2}{2})]`$. It is $`4\pi `$-periodic in $`\mathrm{Re}(\tau _1\tau _2)`$, signaling that the theory lives on the double cover of $`\mathrm{AdS}_2`$. The result (32) arises through analytic continuation from the mode sum $`W(\tau _1\tau _2iϵ;\sigma _1,\sigma _2)=i_{n0}\phi _n(\tau _1iϵ,\sigma _1)\phi _n(\tau _2,\sigma _2)^{}`$. The boundary value for real points comes out as

$$W(\tau _1\tau _2;\sigma _1,\sigma _2)=\eta _2\frac{1}{2}\left[\mathrm{sign}[\mathrm{sin}(\tau _1\tau _2)]d(\xi _G^2)+id(1\xi _G^2)\right],$$
(33)
with $`d`$ given by (8). This agrees with (7) in the patch covered by the Poincaré coordinates. In addition (33) allows one to understand the close relation between the real and the imaginary part of (7). From $`\phi _n(\tau _1+\pi ,\sigma _1)=i\phi _n(\tau _1,\sigma _1)`$ and the mode sum one expects that $`W(\tau +\pi ;\sigma _1,\sigma _2)=iW(\tau ;\sigma _1,\sigma _2)`$, which indeed is a property of (33). Finally (32) also illustrates that the causal properties of a quantum field theory living on $`\widehat{\mathrm{AdS}}_2`$ are very different from one living on $`\mathrm{AdS}_2`$. For example the pair of points $`(\tau ,\sigma )`$ and $`(\tau +\pi ,\sigma )`$ has embedding coordinates $`(X^0,X^1,X^2)=(\mathrm{sin}\tau ,\mathrm{sin}\sigma ,\mathrm{cos}\tau )/\mathrm{cos}\sigma `$ and $`(X^0,X^1,X^2)`$, respectively. In a quantum field theory on $`\mathrm{AdS}_2`$ proper such points are expected to be causally independent in the sense that the corresponding smeared field operators commute. In the theory at hand however the commutator function at the points considered, having $`\xi _G^21`$, does not vanish.

For the Killing vectors $`𝐞,𝐡,𝐟`$ the use of global coordinates amounts to switching to a $`su(1,1)`$ basis $`\widehat{𝐞},\widehat{𝐡},\widehat{𝐟}`$ of the $`sl_2`$ Lie-algebra, where $`\widehat{𝐡}`$ is hermitian and $`\widehat{𝐞}^{}=\widehat{𝐟}`$ wrt the measure $`d\tau d\sigma /\mathrm{cos}^2\sigma `$ on $`\mathrm{AdS}_2`$. Repeating the previous analysis leads to known Noether charges

$$\widehat{H}=\underset{n0}{}(2n+1)a_n^{}a_n,\widehat{E}=\underset{n0}{}(n+1)a_n^{}a_{n+1},\widehat{F}=\underset{n0}{}(n+1)a_{n+1}^{}a_n,$$
(34)
where $`\widehat{H}`$ is hermitian and $`\widehat{E}^{}=\widehat{F}`$. In our conventions $`[\widehat{H},\mathrm{\Phi }(\tau ,\sigma )]=\widehat{𝐡}\mathrm{\Phi }(\tau ,\sigma )`$, $`[\widehat{E},\mathrm{\Phi }(\tau ,\sigma )]=\widehat{𝐞}\mathrm{\Phi }(\tau ,\sigma )`$, $`[\widehat{F},\mathrm{\Phi }(\tau ,\sigma )]=\widehat{𝐟}\mathrm{\Phi }(\tau ,\sigma )`$. The 1-mode Fock space $`_n\text{ }\text{I}\text{C}a_n^{}|0`$ carries a unitary irreducible representation of the $`su(1,1)`$ realization (34), with $`a_0^{}|0Q_\pm |0`$ playing the role of the lowest weight vector.

In contrast to the $`SL(2,\text{IR})`$ action in (28) the finite transformations generated by the exponentials of $`\widehat{𝐞},\widehat{𝐡},\widehat{𝐟}`$ act geometrically on the covering space. On functions of the exponentials $`e^{i(\tau \pm \sigma \pm \pi /2)}`$ the $`SU(1,1)`$ action is given by

$$e^{i(\tau \pm \sigma \pm \pi /2)}\frac{\alpha e^{i(\tau \pm \sigma \pm \pi /2)}+\beta }{\beta ^{}e^{i(\tau \pm \sigma \pm \pi /2)}+\alpha ^{}},\text{ }|\alpha |^2|\beta |^2=1.$$
(35)
It is unitarily implemented by the charges (34) and yields a representation $`SU(1,1)gU(g)`$ under which the field $`\mathrm{\Phi }(\tau ,\sigma )`$ transforms covariantly with weight zero

$$U(g)\mathrm{\Phi }(\tau ,\sigma )U(g)^1=\mathrm{\Phi }(\tau ^g,\sigma ^g),\text{ }g=\left(\genfrac{}{}{0pt}{}{\alpha \beta }{\beta ^{}\alpha ^{}}\right)SU(1,1),$$
(36)
with $`(\tau ^g,\sigma ^g)`$ induced by (35). As they act on the same Fock space, and in view of the isomorphism $`SU(1,1)SL(2,R)`$, we use the same notation $`U(g)`$ as in (24). The correspondence between the $`SU(1,1)`$ parameters in (35) and the $`SL(2,\text{IR})`$ parameters in (28) is $`\alpha =[a+d+i(bc)]/2,\beta =[a+d+i(b+c)]/2`$. For the original scalar field $`\varphi (\tau ,\sigma )=[(\mathrm{cos}\tau \mathrm{sin}\sigma )/\mathrm{cos}\sigma ]^{1/2}\mathrm{\Phi }(\tau ,\sigma )`$ eq. (36) implies the transformation law

$$U(g)\varphi (\tau ,\sigma )U(g)^1=\frac{1}{|\alpha +\beta ^{}|}\left(\frac{\mathrm{cos}\tau \mathrm{sin}\sigma }{\mathrm{cos}(\tau +2\gamma )\mathrm{sin}\sigma }\right)^{1/2}\varphi (\tau ^g,\sigma ^g),\gamma =\mathrm{Arg}(\alpha +\beta ^{}).$$
(37)
The $`sl(2,\text{IR})`$ Noether charges now have globally defined counterparts

$$E_G=\frac{i}{2}[(\widehat{E}+\widehat{F})i\widehat{H}],H_G=\widehat{E}\widehat{F},F_G=\frac{i}{2}[(\widehat{E}+\widehat{F})+i\widehat{H}],$$
(38)
which on the patch of $`\widehat{\mathrm{AdS}}_2`$ covered by the Poincaré coordinates generate the same geometric action as $`E,H,F`$. They are of interest because of their physical meaning for the original problem: $`2E_G`$ is the $`C`$-energy $`\gamma _{\mathrm{}}`$, now for globally defined solutions, and similarly for $`H_G`$ and $`F_G`$. The unitary representation $`U(g)`$ rotates these charges into each other

$$U(g)\left(\begin{array}{c}E_G\\ H_G\\ F_G\end{array}\right)U(g)^1=\left(\begin{array}{ccc}a^2& ac& c^2\\ 2ab& ad+bc& 2cd\\ b^2& bd& d^2\end{array}\right)\left(\begin{array}{c}E_G\\ H_G\\ F_G\end{array}\right),$$
(39)
where we used the $`SL(2,\text{IR})`$ parameterization. The rotation matrices are elements of $`SO_0(2,1)`$ in accordance with the isomorphism $`SL(2,\text{IR})/Z_2SO_0(2,1)`$. The classical analogue of (39) has the following interpretation: The $`SL(2,R)SU(1,1)`$ group action maps a solution $`\varphi (\tau ,\sigma )`$ of the field equation into a new solution, and in the global $`(\tau ,\sigma )`$ coordinates it is a point transformation. One can thus ask whether the values of the conserved charges (energy content etc.) of the new solution can be expressed in terms of that of the old solution. The answer is Yes and is given by the rhs of (39). In view of (2) this implies for the classical spectra (i.e. the possible values on a solution): $`\mathrm{cSpec}E_G=\text{IR}^+`$, $`\mathrm{cSpec}H_G=\text{IR}`$, $`\mathrm{cSpec}F_G=\text{IR}^{}`$. In the quantum theory the same holds, now with $`\mathrm{cSpec}`$ referring to the continuous spectrum of the corresponding operators. In addition the spectrum of $`\widehat{H}=E_GF_G`$ is discrete and non-negative.

CPT, wedges, and thermalization: Geometrically the proper CPT conjugation on $`\widehat{\mathrm{AdS}}_2`$ is

$$j(\tau ,\sigma )=(\tau +\pi ,\sigma ),\text{ }j^2=id.$$
(40)
Only for fields that are $`2\pi `$-periodic in $`\tau `$ would $`j`$ project down to a CPT operation on $`\mathrm{AdS}_2`$ proper. Of course $`\varphi (\tau ,\sigma )`$ is $`2\pi `$ anti-periodic in $`\tau `$. For the ER-system the following version of a CPT theorem holds: There exists a conjugate-linear anti-unitary operator $`J`$ uniquely determined by the properties

$$J\mathrm{\Phi }(\tau ,\sigma )J^1=\mathrm{\Phi }(j(\tau ,\sigma ))^{},\text{ }J|0=|0.$$
(41)
We omit the proof. A point $`(\tau ,\sigma )`$ and its conjugate $`j(\tau ,\sigma )`$ are spacelike separated, $`\xi _G^2<0`$, iff $`\mathrm{cos}2\sigma +\mathrm{cos}2\tau <0`$. This partitions $`\widehat{\mathrm{AdS}}_2`$ into wedges $`W_k,k\text{ZZ}`$, adjacent to the $`\sigma =\pi /2`$ boundary, their CPT conjugates, and central diamond-shaped regions separating the wedges; c.f. Fig. 2.

There is a unique wedge $`W_1`$ which together with its CPT conjugate lies in the primitive domain. It is characterized by the condition $`t\pm r=\mathrm{tan}\frac{1}{2}(\tau \pm \sigma \pm \pi /2)0`$, and thus in Poincaré coordinates is the cone $`tr0`$. A convenient set of coordinates on $`W_1`$ is $`(\xi ,\rho ),\xi \text{IR},\rho 0`$, related to $`(t,r)`$ by $`t=e^\xi \mathrm{ch}\rho ,r=e^\xi \mathrm{sh}\rho `$. Denoting by $`\mathrm{\Phi }(\xi ,\rho )`$ the field $`\mathrm{\Phi }(t,r)|_{W_1}`$ in these coordinates one can use (22) to identify $`H/2`$ as the Hamiltonian for the cone, i.e.

$$e^{isH}\mathrm{\Phi }(\xi ,\rho )e^{isH}=\mathrm{\Phi }(\xi +2s,\rho ),s\text{IR}.$$
(42)
Let us write $`W(\xi _1\xi _2;\rho _1,\rho _2)`$ for the two-point function $`W(t_1t_2;r_1,r_2)`$ restricted to the cone $`W_1`$, where $`(t_i,r_i)=(e^{\xi _i}\mathrm{ch}\rho _i,e^{\xi _i}\mathrm{sh}\rho _i)`$, $`i=1,2`$. It enjoys the following Kubo-Martin-Schwinger property, which results in a thermalization phenomenon akin to the Unruh effect: As a function of $`\xi _1\xi _2`$ $`W`$ is analytic in the strip $`2\pi <\mathrm{Im}(\xi _1\xi _2)<0`$. The boundary values at the lower and upper rim of the strip are related by

$$W(\xi _1\xi _22i\pi +iϵ;\rho _1,\rho _2)=W(\xi _2\xi _1iϵ;\rho _2,\rho _1).$$
(43)
The proof is based on the primitive tubes of analyticity in  and the above CPT theorem; we omit the details. Let us emphasize that the result holds both for spacelike and timelike separated points $`(t_1,r_1),(t_2,r_2)W_1`$; it does not refer to the worldlines of “observers” but is a property of the cone $`W_1`$: Restricting the quantum theory of the ER-scalar to $`tr0`$, the Fock vacuum is a thermal state for the dilatation-evolution (42), with temperature $`1/2\pi `$. From the 4D viewpoint the restricted theory can be regarded as the quantum theory of those “exotic” ER-waves whose scalar $`\varphi (t,r)`$ has support in $`W_1`$ only. The latter can be constructed explicitly by solving the wave eq. (4) in the $`(\xi ,\rho )`$ coordinates. The ground state for $`H`$ however is not $`SL(2,\text{IR})`$ invariant . In the context of the ER-system the above thermal representation of the canonical commutation relations is therefore preferred in that it preserves more of the classical symmetries.

Boundary holography: In global coordinates the $`r=0`$ axis corresponds to the $`\sigma =\pi /2`$ boundary of $`\mathrm{AdS}_2`$. Parallel to (26) we wish to reconstruct the field $`\varphi (\tau ,\sigma )`$ from its $`\sigma =\pi /2`$ boundary values. Since $`\varphi (\tau ,\sigma )`$ is $`2\pi `$ anti-periodic in $`\tau `$ one can restrict attention to the primitive domain $`\pi <\tau <\pi `$. It is convenient to introduce the mode sums

$$a^{}(\theta )=\underset{n0}{}a_n()^ne^{i(n+1/2)\theta },\mathrm{Im}\theta <0,a^+(\theta )=\underset{n0}{}a_n^{}()^ne^{i(n+1/2)\theta },\mathrm{Im}\theta >0,$$
(44)
both declared to vanish in the other half-plane. They are $`SU(1,1)`$ densities of weight $`1/2`$, i.e.

$$U(g)a^\pm (\theta )U(g)^1=\frac{a^\pm (\theta ^g)}{|\beta e^{i\theta }+\alpha |}.$$
(45)
In terms of them we define the boundary field $`\varphi ^b(\tau )`$ by

$$\varphi ^b(\tau )=\mathrm{cos}\frac{\tau }{2}\underset{ϵ0}{lim}[a^+(\tau +iϵ)+a^{}(\tau iϵ)].$$
(46)
Classically the $`a^\pm (\theta )`$ play the role of scattering data wrt the $`\tau `$ evolution. One can recover them from a given $`\varphi ^b(\tau )`$ by factorizing it into a sum of functions $`\mathrm{cos}\frac{\theta }{2}a^\pm (\theta )`$ holomorphic in the upper and the lower half plane, respectively. The factorization has a unique solution in the primitive domain given by

$$\frac{1}{2\pi }_\pi ^\pi 𝑑\tau \frac{\varphi ^b(\tau )}{1e^{i(\tau \theta iϵ)}}=\mathrm{cos}\frac{\theta }{2}a^{}(\theta iϵ)+\frac{1}{2}a_0^{},$$
(47)
together with its hermitian conjugate yielding $`a^+(\theta )`$. The zero modes are easily split off and the classical reconstruction is completed by insertion of $`a^\pm (\theta )`$ into

$`\varphi (\tau ,\sigma )`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle _\pi ^\pi }𝑑\theta [a^{}(\theta )\varphi _\theta (\tau ,\sigma )+a^+(\theta )\varphi _\theta (\tau ,\sigma )^{}],`$ (48)
$`\varphi _\theta (\tau ,\sigma )`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}{\displaystyle \frac{(\mathrm{cos}\tau \mathrm{sin}\sigma )^{1/2}e^{i(\theta \tau )/2}}{[1+2\mathrm{sin}\sigma e^{i(\theta \tau +iϵ)}+e^{2i(\theta \tau +iϵ)}]^{1/2}}},ϵ>0,`$ (49)
where $`\pi <\tau ,\theta <\pi `$. Since all transformations are linear the above procedure carries over to the quantum case when recast in terms of generic matrix elements of $`\varphi `$. The $`SU(1,1)`$-covariance of the data $`\varphi ^b(\tau )`$, i.e. (37) at $`\sigma =\pi /2`$, implies (37) for the reconstructed field operator.


text:
# Long Range Proximity Effect in Hybrid Ferromagnetic/Superconducting Nanostructures

## 1 Introduction

Recent experimental discoveries of large superconductor-induced changes in the resistance of disordered ferromagnetic nano-wires suggesting long-range superconducting proximity effects  have stimulated a significant number of theoretical investigations , since according to the existing views superconducting correlations cannot penetrate in the bulk of ferromagnetic materials. One of the explanations of the effects put forward by authors of  is based on the properties of the $`F/S`$ interfaces without taking into account proximity induced changes in the bulk of ferromagnetic conductors. Experiments enabling to separate the bulk and interface effects in hybrid $`F/S`$ nanostructures are in order.

So far we concentrated on experimental separation of the bulk and interface contributions using measurements with $`F`$-wires of different thickness and residual resistance. Recently  we reported new results on the dependence of the proximity effects in diffusive mesoscopic $`F/S`$ structures on applied magnetic field. In this paper we focus on the study of the proximity effects in diffusive $`F`$-wires of very similar electrical properties, geometry and crystalline structure however with different distance, $`L`$, between $`F/S`$ contacts. We find that the dependence of the effects on temperature and magnetic field being drastically different in wires with different $`L`$, is remarkably similar for different wires with the same $`L`$ in the range from 300nm to 1000 nm, giving a direct experimental evidence for the long-range nature of the proximity effect in diffusive ferromagnetic wires. We discuss a new mechanism for the long-range effect based on the analysis of the topologies of actual Fermi-surfaces in ferromagnetic metals.

## 2 Experimental

The structures were made using ”lift-off” e-beam lithography technique. The first layer was Ni wire (electrodes 1-7) in contact with Al wires of the second layer (electrodes 2-6 and 8-12) (see Fig. 1).

We have developed a technique of plasma cleaning of the surface of Ni film followed by the deposition of Al without breaking vacuum with the resistance of down to 5x10-2 $`\mathrm{\Omega }`$ for 100x100 nm2 contacts. We measured the resistance of Ni wires with distance $`L`$ between $`F/S`$ contacts in the range from 300 nm to 1000 nm, in the temperature range from 0.28K to 6K in magnetic fields up to 5T applied perpendicular to the substrate. All the measured Ni wires were deposited simultaneously and had thickness of 40 nm, width of 200 nm and the value of $`\rho `$ of 14 $`\mu \mathrm{\Omega }`$cm corresponding to the diffusion constant, $`D`$, of about 40 cm2/s. The Al wires were 100 nm wide. Two batches of samples with Al thickness of 40 nm and 80 nm were prepared under identical conditions with the deposition of Ni, the spinning of the resist and the baking made $`simultaneously`$. The values of $`\rho `$ and $`D`$ for Al were 0.8 $`\mu \mathrm{\Omega }`$cm and 200 cm2/s, correspondingly. We used commercially available materials of purity 99.999% from Advent Ltd.

## 3 Results

The results of measurements of the dependence of the resistance on temperature for 8 Ni structures are shown in Fig. 2. For all the results presented on Fig. 2 and 3 we used Ni wires as current leads and Al wires as potential leads. It is seen that the structures with different distance, $`L`$, between the $`F/S`$ contacts show completely different dependence. Remarkably, the curves for the structures with the same $`L`$ are similar. The drop in the resistance reaches -3 $`\mathrm{\Omega }`$ for the sample with $`L`$=1000nm and 40nm thick Al that is an order in magnitude larger, than the total contact resistance of 0.18x2 $`\mathrm{\Omega }`$ in the normal state. The amplitude of the effect is larger for samples with 40 nm thick Al probes. That can be accounted for by the higher transparency of $`F/S`$ interfaces for that sample, where the resistance of contacts in normal

state was 0.2 0.02 $`\mathrm{\Omega }`$. The voltage-current characteristics of all of the interfaces from Ni40nm/Al40nm sample, were $`N`$-shaped in the superconducting state suggesting strong non-equilibrium effects (Fig. 5 left). The resistance of the contacts for Ni40nm/Al40nm structures had a scatter in the range from 0.1 $`\mathrm{\Omega }`$ up to 1.0 $`\mathrm{\Omega }`$ with linear $`V`$ vs. $`I`$ curves (Fig. 5 right). Nevertheless, an obvious correlation between the temperature-dependent resistance of samples with the same $`L`$ persisted despite such a significant difference in the properties of contacts.

Figure 3 shows magnetoresistance curves for the samples of Fig. 2 measured using the same combinations of leads at $`T=0.28`$ K.

The behaviour of the resistance at the onset of superconductivity at critical magnetic fields correlates with that at critical temperature. The difference between the resistance in the normal limit at high field and that in zero field coincides with the difference of the resistance above critical temperature and that at $`T=0.28`$ K for all samples, however the dependence on magnetic field is more complicated. Singularities in the shape of sharp peaks and dips appear in the vicinity of 100 G.

We find that the results of measurements depend strongly on the combination of potential and current leads, as expected. Figure 4 shows the magnetoresistance of one of the samples measured using different leads. The difference in the measured resistance is significant. It is much larger than the resistance of the contacts in normal state. The distribution of the electrochemical potentials in our system depends on the current leads used with the potential leads of different materials sensing different electrochemical potentials . We believe that these non-equilibrium effects may result in an $`N`$-shaped voltage-current characteristic of the contact seen on Fig. 5 left.

We have extensively studied the sharp singularities and found that they are the result of the changes taking place due to magnetic field in the vicinity of $`F/S`$ contacts. Figure 5 shows the results of measurements of two contacts for two different samples. Note that there is a voltage drop between the ends of the selfsame Al wire crossing Ni wire. That means, first, that there are normal regions in Al wire. We believe that Al can go normal due to reciprocal exchange proximity effect  in the vicinity of the $`F/S`$ contact. Second, there should exist parallel to the Al wire component of current in the $`F/S`$ contact. The latter may take place in asymmetric contacts with non-uniform distribution of the barrier resistance at the $`F/S`$ interface. Direct measurements (see Fig. 5) confirm the existence for such an asymmetry. An additional asymmetry is introduced in the same magnetic fields as sharp singularities in the magnetoresistance.

## 4 Discussion

The existing theories are based on idealized isotropic models of the Fermi-surfaces of ferromagnetic metals. In a ferromagnet with the exchange field energy, $`h_0`$, the Andreev reflected quasiparticles acquire a momentum of $`Q=2h_0/v_F`$ , where $`v_F`$ is the Fermi velocity , resulting in an exponential decay of the superconductor-induced wave functions in diffusive conductors over microscopic distances, $`\xi _m=\sqrt{\frac{\mathrm{}D}{2\pi k_BT_0}}`$, where $`T_0h_0/k_B`$ is the Curie temperature, $`D`$ is the diffusion constant. Hence the amplitude of long-range effects in diffusive $`F/S`$ systems with small superconducting gap, $`\mathrm{\Delta }h_0`$, is predicted to be negligibly small. We emphasize  that in real metals the exchange interaction is anisotropic with the value of $`Q`$ strongly depending on the position of the Andreev reflected electrons on the Fermi-surface. The value of $`Q`$ may $`vanish`$ for certain electron pairs with opposite spins and directions of momentum (mixed spin regions at the Fermi surface) electron . Such electrons may be Andreev-reflected with no effects of the exchange interaction and hence originate the long-range proximity effects in hybrid $`F/S`$ nanostructures. The amplitude of the superconducting condensate functions on the $`F`$-side should depend on both, the number the mixed spin electrons and their life times. The latter in principle can be larger than the averaged over the Fermi surface transport relaxation time (see e.g.  and references therein).

One more effect which deserves consideration is the variation in the exchange interactions at the ferromagnet/vacuum and ferromagnet/substrate interfaces.

## 5 Summary

We summarise the results of the present work that cannot be accounted by existing theories without assuming long-range proximity effects in ferromagnetic wires.

a) Large drops in the resistance, $`\mathrm{\Delta }R`$, of up to 3 $`\mathrm{\Omega }`$ at normal state barrier resistance of 0.2 $`\mathrm{\Omega }`$. The theory predicts $`\mathrm{\Delta }R<0.1\mathrm{\Omega }`$ for this case.

b) Strong correlation of the proximity induced effects with distance between $`F/S`$ contacts in the range of up to 1000 nm, even though interfaces themselves were quite different.

c) Strong non-equilibrium effects with $`N`$-shaped $`VI`$ curves for $`F/S`$ contacts.

d) Sharp singularities of large amplitude in the magnetoresistance of $`F`$-wires with $`S`$-contacts.

## 6 Acknowledgments

We acknowledge financial support from the EPSRC (Grant Ref: GR/L94611).


text:
# Causality of the brane universe

## I Introduction

Recently, there has been a lot of activity in the idea that our universe may be a brane embedded in some higher dimensional bulk spacetime. If matter fields are confined in the brane while gravitational fields live everywhere, the extra-dimensions could be large as was thought before. Randall and Sandrum(see also) have shown the possibility that the brane is embedded in the 5-dimensional anti-de Sitter bulk spacetime without compactification of the extra-dimension. It is remarkable that the four-dimensional standard gravity on the brane is recovered with a small corrections in the low energy physics  . The self-gravity of the brane plays a important role to single out the zero-mode, which corresponds to 4-dimensional gravity, as the ground state of the gravitational fields, and $`𝐙_2`$ symmetry, which is suggested from the view point of M-theory, is required with respect to the brane.

It is also interesting that the existing bulk spacetime gives rise to some new physical effects on the brane in the high energy physics, where the higher modes would be much excited. There are many works concerning the model in various contexts .

In the Randall-Sandrum model, the brane is 4-dimensional intrinsically flat spacetime if the tension of the brane is fine tuned so as to cancel the bulk cosmological constant. However, the brane is curved extrinsically by its self-gravity. Then, it would be possible that a path appears in the bulk along which an information is carried from a point to another on the brane. In this case, there would be two possible paths for the information propagation: a path confined on the brane and a path in the bulk. If the information via the latter path arrives earlier than the former, causal structure which is based on the intrinsic geometry of the brane should be altered by the existence of the path in the bulk. Thus it is important to investigate geodesics along which the information propagates in the brane universe model.

## II Geodesics in the brane universe

The geodesic is a curve whose tangent vector is parallel propagated along itself. In the brane universe model, there are two kinds of parallel transport: one is with respect to the metric $`g_{\mu \nu }`$ in the bulk, $``$, and the other is with respect to the induced metric $`\gamma _{ab}`$ on the brane, $`\mathrm{\Sigma }`$, which is defined as

$`\gamma _{ab}=g_{\mu \nu }e_a^\mu e_b^\nu ,`$ (1)
where $`e_a^\mu `$ is a basis of vectors which span the tangent space of $`\mathrm{\Sigma }`$. According to these parallel transports, we define two kinds of geodesics which connect two points on $`\mathrm{\Sigma }`$: the geodesics on $`\mathrm{\Sigma }`$ whose tangent vectors $`u^a`$ satisfy

$`u^aD_au^c=0,`$ (2)
and the geodesics in $``$ whose tangent vectors $`u^\mu `$ satisfy

$`u^\mu _\mu u^\nu =0,`$ (3)
where $`D_a`$ and $`_\mu `$ are the covariant derivatives with respect to $`\gamma _{ab}`$ and $`g_{\mu \nu }`$, respectively.

For an arbitrary tangent vector field $`u^\mu `$ on $`\mathrm{\Sigma }`$, which is expressed as

$`u^\mu =u^ae_a^\mu ,`$ (4)
these two parallel transports are related by the Gauss-Weingarten equation as

$`u^\mu _\mu u^\nu =(u^aD_au^c)e_c^\nu K_{ab}u^au^bn^\nu ,`$ (5)
where $`K_{ab}`$ is the extrinsic curvature of $`\mathrm{\Sigma }`$ and $`n^\mu `$ is the normal vector to $`\mathrm{\Sigma }`$. It is obvious, as is well known, that if $`K_{ab}=0`$ then every geodesic on $`\mathrm{\Sigma }`$ is also a geodesic in $``$. The hypersurface $`\mathrm{\Sigma }`$ is called ‘totally geodesic’ in this case. However, the brane universe is not the case.

Self-gravitating brane in the 5-dimensional spacetime has a jump in its extrinsic curvatures of both sides, say $`K_{ab}^+`$ and $`K_{ab}^{}`$. They should satisfy the metric junction conditions,

$`K_{ab}^+K_{ab}^{}=\kappa ^2(S_{ab}{\displaystyle \frac{1}{3}}S\gamma _{ab}),`$ (6)
where $`\kappa ^2`$ is the 5-dimensional gravitational constant, $`S_{ab}`$ is the surface energy-momentum tensor of the brane and $`S`$ is its trace. Imposing $`𝐙_2`$ symmetry with respect to $`\mathrm{\Sigma }`$, we get

$`K_{ab}^+=K_{ab}^{}={\displaystyle \frac{1}{2}}\kappa ^2(S_{ab}{\displaystyle \frac{1}{3}}S\gamma _{ab}).`$ (7)
The negative sign in front of $`K_{ab}^{}`$ comes from the convention of the direction of the normal vector $`n^\nu `$. Hereafter, we consider only + side of the system and drop the symbol +.

For a while, we concentrate ourselves on the vacuum brane whose surface energy-momentum tensor is expressed as

$`S_{ab}=\sigma \gamma _{ab},`$ (8)
where $`\sigma `$ is the surface tension of the brane. From eqs. (7) and (8) we get

$`K_{ab}={\displaystyle \frac{1}{6}}\kappa ^2\sigma \gamma _{ab}.`$ (9)
For a timelike vector fields $`u^a`$, it holds that $`K_{ab}u^au^b0`$. Then, eq.(5) implies that eq. (3) does not hold for the vector fields on $`\mathrm{\Sigma }`$ satisfying eq.(2). Therefore, a timelike geodesic in $`\mathrm{\Sigma }`$ is not a geodesic in $``$. In other words, an inertial motion on $`\mathrm{\Sigma }`$ is an accelerated motion in $``$.

Similarly, a spacelike geodesic in $`\mathrm{\Sigma }`$ is not a geodesic in $``$. In contrast, it is interesting the case of null geodesics. Since $`K_{ab}k^ak^b=0`$ for null vector fields $`k^a`$ on $`\mathrm{\Sigma }`$, any null geodesic in $`\mathrm{\Sigma }`$ is also a null geodesic in $``$.

Another property of geodesics is that spacelike (timelike) geodesics extremize the proper length (the proper time) of curves connecting given two points. We consider whether the geodesics on $`\mathrm{\Sigma }`$ have this property.

First, we consider the vacuum brane with a positive tension $`\sigma >0`$. $`K_{ab}u^au^b<0`$ for a spacelike vector $`u^a`$ means that $`\mathrm{\Sigma }`$ is concave towards $``$ in the spacelike direction. Then for a spacelike geodesic connecting two points on $`\mathrm{\Sigma }`$ there are spacelike ‘short cuts’ in $``$ whose length are shorter than the geodesic. The shortest curve among the ‘short cuts’ is the spacelike geodesic in $``$. On the contrary, $`K_{ab}u^au^b>0`$ for a timelike vector $`u^a`$ means that $`\mathrm{\Sigma }`$ is convex towards $``$ in the timelike direction. Then a timelike geodesic on $`\mathrm{\Sigma }`$ has still the longest proper time among curves which connect the endpoints on $`\mathrm{\Sigma }`$. The set of timelike geodesics in $``$ which connect two points on $`\mathrm{\Sigma }`$ is empty because the spacetime is singular at the place of the self-gravitating brane.

When the tension of the brane is negative, there are timelike ‘short cuts’ in $``$ but there is no spacelike ‘short cut’. A null geodesic on $`\mathrm{\Sigma }`$ is also a null geodesic in $``$ again. However, since matter fields is confined on $`\mathrm{\Sigma }`$ in the brane universe model, the timelike geodesics in $``$ are not of much interest because there is no matter particle which moving along the curve off the brane.

## III Causality

Now, let us consider the causality of the brane universe. Consider two observers A and B on $`\mathrm{\Sigma }`$. The observer A sends a signal at a point P towards the observer B by using a massless field on $`\mathrm{\Sigma }`$ with the light velocity, and the observer B receives the signal at a point Q. The points P and Q are connected by a null geodesic on $`\mathrm{\Sigma }`$ (see Fig.1).

For the vacuum brane with $`𝐙_2`$ symmetry, there is the unique path for the fastest information propagation from an observer to another because a null geodesic on $`\mathrm{\Sigma }`$ is also a null geodesic in $``$. However, when we consider a realistic universe which contains matter energy on the brane, ‘short cuts’ of signal would emerge in $``$. The surface energy-momentum of the brane can take the form

$`S_{ab}=\sigma \gamma _{ab}+T_{ab},`$ (10)
where $`T_{ab}`$ is the energy-momentum tensor of the matter on $`\mathrm{\Sigma }`$. For ordinary matter it is natural that a energy condition $`T_{ab}k^ak^b>0`$ holds. Then we have

$`K_{ab}k^ak^b={\displaystyle \frac{1}{2}}\kappa ^2(S_{ab}{\displaystyle \frac{1}{3}}S\gamma _{ab})k^ak^b={\displaystyle \frac{1}{2}}\kappa ^2S_{ab}k^ak^b={\displaystyle \frac{1}{2}}\kappa ^2T_{ab}k^ak^b<0.`$ (11)
It means that $`\mathrm{\Sigma }`$ is concave towards $``$ in the null direction. Then we can find a null geodesic in $``$ which connects P and R on $`\mathrm{\Sigma }`$. It is easy to show that the point R exists in the past of the point Q defined with respect to the null geodesics on $`\mathrm{\Sigma }`$. The points which separate spacelike with respect to $`\gamma _{ab}`$ is connected by a causal curve in $``$. That is, the causality in the view point of $`\mathrm{\Sigma }`$ is apparently violated. True causality should be defined by the null geodesics in $``$.

The magnitude of the apparent causality violation becomes larger when the the matter on the brane becomes more dense. Then there are two typical cases in which the effect becomes important. One is gravitational collapse of the matter and the other is the early stage of the expanding universe. In the reset of this paper, we consider the causal structure in the early stage of the expanding universe.

## IV Horizon problem

Let us consider the Friedmann-Robertson-Walker (FRW) brane universe embedded in the 5-dimensional anti-de Sitter bulk with a negative cosmological constant $`\mathrm{\Lambda }=4/l^2`$, for simplicity. We assume the energy-momentum tensor of the matter takes the form of a perfect fluid,

$`T_{ab}=(\rho +p)u_au_b+p\gamma _{ab},`$ (12)
where $`\rho `$ and $`p`$ are energy density and pressure of the fluid which are separated by the brane tension.

From the junction condition with $`𝐙_2`$ symmetry (7) for the surface energy-momentum tensor (10) and (12) we get the modified Friedmann equation

$`\left({\displaystyle \frac{1}{a}}{\displaystyle \frac{da}{d\tau }}\right)^2={\displaystyle \frac{8\pi }{3}}{\displaystyle \frac{\kappa ^4\sigma }{6}}\rho {\displaystyle \frac{k}{a^2}}+{\displaystyle \frac{\kappa ^4}{36}}\rho ^2,`$ (13)
where fine tuning $`1/l^2=\kappa ^4\sigma ^2/36`$ has been done so as to eliminate the 4-dimensional effective cosmological constant on $`\mathrm{\Sigma }`$. Here, $`a(\tau )`$ is the scale factor of the FRW brane universe, $`\tau `$ is the proper time of the co-moving matter on the brane and $`k=+1,0,1`$ for the closed, flat and open universe model, respectively. The last term in the right hand side is a new term for the brane universe model. The energy conservation law has a usual form

$`{\displaystyle \frac{d}{d\tau }}(\rho a^3)+p{\displaystyle \frac{d}{d\tau }}(a^3)=0.`$ (14)
We consider the closed FRW universe case, in this paper, because it is the easiest case to see the embedding. The essential feature which we will see below is same for flat and open FRW universe cases as will be discussed in the separated paper.

We use the static coordinate for the 5-dimensional anti-de Sitter bulk spacetime, $``$,

$`ds_5^2=\left(1+{\displaystyle \frac{r^2}{l^2}}\right)dt^2+\left(1+{\displaystyle \frac{r^2}{l^2}}\right)^1dr^2+r^2d\mathrm{\Omega }_3^2,`$ (15)
where $`d\mathrm{\Omega }_3^2`$ is the metric of unit $`S^3`$. The embedding of the FRW brane, $`\mathrm{\Sigma }`$, in $``$ is given by

$`r=a(\tau ),t=T(\tau ),`$ (16)
where $`a(\tau )`$ is a solution of eq.(13) and $`T(\tau )`$ is determined by

$`\left(1+{\displaystyle \frac{a^2}{l^2}}\right)\left({\displaystyle \frac{dT}{d\tau }}\right)^2+\left(1+{\displaystyle \frac{a^2}{l^2}}\right)^1\left({\displaystyle \frac{da}{d\tau }}\right)^2=1.`$ (17)
It is easy to see the qualitative behavior of the scale factor $`a(\tau )`$ from eqs.(13) and (14). For the equation of state $`p=\beta \rho `$ with a constant $`\beta >2/3`$, the closed universe begins at the initial singularity, expands to the maximum radius, and recollapse to the final singularity in a time symmetric manner. (see Fig.2.) The initial behavior of the scale factor is determined by the last term in the right hand side of eq.(13) as $`a\tau ^{1/(3(\beta +1))}`$. From eq.(17) it is obtained that the asymptotic behavior of $`a`$ at the initial singularity is $`a=t`$. Therefore, $`\mathrm{\Sigma }`$ is a timelike surface which is tangent to the light cone at the initial and final singularities as shown in Fig.2.

To see the causal structure near the initial singularity, take a arbitrary point P in the vicinity of it. Null geodesics on $`\mathrm{\Sigma }`$, which are obtained in a usual manner, starting from the point P converge backward to the initial singularity as the usual FRW cosmology (see Fig.3). The set of past directed null geodesics on $`\mathrm{\Sigma }`$ from P, say $`\text{C}_\mathrm{\Sigma }`$, is the boundary of causal past of P defined with respect to the null geodesics on $`\mathrm{\Sigma }`$. If we restrict ourselves to consider physical processes on $`\mathrm{\Sigma }`$, the observer at P can communicate a small part of observers starting from the initial singularity whose world lines intersect $`\text{C}_\mathrm{\Sigma }`$. That is, the initial singularity is spacelike as is in the usual FRW universe model.

On the other hand, if we take null geodesics in $``$ into account, the causal structure becomes different. The light cone of P, which is the subset of $``$ generated by null geodesics in $``$ starting from P on $`\mathrm{\Sigma }`$, is shown in Fig.4. If P is taken so close to the initial singularity that $`r^2/l^2`$ in the metric (15) can be neglected , the light cone illustrated in this figure is approximately same as in Minkowski spacetime. Let $`\text{C}_{}`$ be an intersection of the light cone of P and the brane universe $`\mathrm{\Sigma }`$. $`\text{C}_{}`$ is the set of points on $`\mathrm{\Sigma }`$ with which the observer at P can communicate. Since $`\text{C}_{}`$ is a spacelike surface on $`\mathrm{\Sigma }`$ which intersects all timelike world lines starting from the initial singularity, it is seen that the observer at P can communicate all observers in the universe. In contrast to the usual FRW universe, there is no particle horizon in the brane universe. The initial singularity is pointlike from the view point of the null geodesic in $``$.

By the qualitative analysis in this paper, it is shown that the horizon problem in the FRW brane universe does not exist since gravitons in the excited modes (KK-modes), which travel along null geodesics in the bulk, can carry an information from a point on the brane universe to another quickly. However, it is still open question whether the enough amount of gravitons in exited modes could homogenize the early universe or not. As noted before, even an inertial particle on $`\mathrm{\Sigma }`$ is an accelerated particle in $``$. The highly accelerated particles in the early universe emit and absorb gravitational waves which propagate in the bulk. It would be envisaged that the backreaction of these processes would cause the homogenization and isotropization of the brane universe. The closed FRW brane universe is a ‘spherically symmetric’ solution in the 5-dimensional sense. By the 5-dimensional version of Birkoff’s theorem, it emits no more gravitational wave. Then, the isotropic and homogeneous brane universe would be a final state of the expanding universe.

Finally, it should be noted that when the energy density of the matter reaches order of the brane tension, the brane description, which is assumed in this paper, would not be valid. It is an interesting future problem to obtain a complete picture of the causality of the brane universe including quantum corrections.

###### Acknowledgements.

The author would like to thank N. Deruelle for her encouragement. He gratefully acknowledges the hospitality of DARC, Paris Observatory, Meudon.


text:
# Scaling and Multi-scaling in Financial Markets

## I Introduction

The probability distribution of returns of many market indexes and exchange rates, at a given (but not too long) time scale seems consistent, with an asymptotic power law decay $`P(r)r^{(1+\mu )}.`$ A crossover between a Levy stable regime with $`\mu <2`$ Mantegna , and a power law with an exponent $`2<\mu <4`$ Pagan  has been reported Gopikrishnan . Power law distributions are self-similar, therefore the distribution of returns $`r_\tau (t)=\mathrm{log}(P(t+\tau )/P(t))`$ at different time scales $`\tau `$, rescaled by a lag-dependent factor $`\eta (\tau )`$, satisfies

$$P(r_\tau )=\frac{1}{\eta (\tau )}(\frac{r_\tau }{\eta (\tau )})$$
(1)
where $``$$`(u)`$ is a time independent scaling function. For self-affine function $`\eta (\tau )=\tau ^H`$ with $`H=1/2`$ for a Gaussian process and $`H=1/\mu `$ for a Levy process. If scale consistency holds the time-scale at which the process is observed becomes irrelevant. The situation in financial markets is more complicate than this and one observes that when $`\tau `$ increases over a certain value (a few days for market indexes and a few weeks for individual stocks) the scaling breaks down and the the shape of a Gaussian, as predicted by the random-walk hypothesis, is recovered. This implies that it is not possible to find a unique real number $`H`$ such that the statistical properties of the rescaled variables $`r_\tau (t)/\tau ^H`$ do not depend on $`\tau `$. The notion of multiaffinity is introduced to characterize a stochastic process $`X(t)`$ which satisfies

$$E(|X(t+\tau )X(t)|^q)=c(q)\tau ^{\varphi _q}$$
(2)
where $`\varphi _q`$ is the scaling function. Self-affine processes are characterized by a $`\varphi _q`$ which is linear and fully determined by its index $`H`$: $`\varphi _q=Hq`$. Multi-affine processes instead are characterized by a non-linear scaling function $`\varphi _q`$. Anomalous scaling, or multiscaling, appear in a wide class of phenomena where global dilatation invariance fails. For example intermittent behaviour in dynamical system, i.e. strong time dependence in the degree of chaoticity, is accompanied by anomalous scaling with respect to time dilatations in the trajectory space. If the non linear shape of the scaling exponents $`\varphi _q`$ is a consequence of intermittent behaviour multiaffinity also involves multifractality of an opportunely defined probability measure. A measure of the degree of intermittency could than be provided in terms of an infinite set of exponents associated to the geometrical structure of this probability measure Calvet .

Multiscaling in financial markets is an indication that returns, even if uncorrelated, are not independent stochastic variables and it reveals the presence of wild fluctuations. The wilder the fluctuations, the larger the difference of $`\varphi _q`$ from a linear behaviour in $`q`$. Indeed it is well known that while stock market returns are uncorrelated, the autocorrelation function of a measure of volatilty, such as absolute value of returns, is positive and slowly decaying, indicating long memory effects. This phenomenon, known in the literature as volatility clustering implies temporal dependencies in the alternation of period of large price changes with period of smaller changes. Empirical analysis shows that the decay of the autocorrelations of absolute returns is hyperbolic over a large range of time lags (from one day to one year), with an exponent $`0.1<\gamma <0.4`$ Ding .

Considerable attention has been devoted in detecting comovements of volatility with other economic variables in the attempt to interpret and capture the source of clustering effects in returns. In particular a big effort has been devoted to the analysis of correlations between volatility of returns and trading volume. Empirical evidence has been provided Pagan  of a positive cross correlation between these two quantities. Furthermore a lack of regularity has been observed in the trading or business time. Stochastic trading time models Clark ; Dacorogna ; Scalas  have also been proposed as a possible explanation for the emergence of persistency in volatility.

## II Phenomenological Models

A simple model proposed by Mandelbrot and van Ness Mandel\_2  which can generate volatilty persistence is the Fractional Brownian Motion. FBM is a random process with stationary, self-similar increments which grow locally at a rate $`\tau ^H`$, where $`H`$ is the self-affinity exponent. Even thought this model account for correlated volatility fluctuations, these are generated through dependent, and hence predictable, price increments with negative autocorrelation when $`0<H<1/2`$ and positive correlation when $`1/2<H<1`$.

An earlier model introduced by Mandelbrot Mandel\_3 , which has become very popular in the physics literature, is the Levy Flight (LF) model. A LF is a random walk in which the step lenght is chosen from a Levy distribution. Since Levy distributions are stable under convolution the LF process exhibits exact self-similarity. The exact scaling of both FBM and LF is not consistent though with the scaling break down observed in financial market data. To overcome the many limitations of Levy flights (not last the difficulties to deal with a process with a diverging second moment) Truncated Levy flights (TLF) have been introduced. A TLF is a process based on a truncated Levy stable distribution with a cut-off in its power law tail. The truncation can be introduced as a sharp cut-off as in Mantegna and Stanley Mantegna  or, to preserve the infinitely divisible property of the pdf through a smoother exponential decay in the tail as in Koponen Koponen . Because of the cut-off the distribution is no longer self-similar when convoluted and has finite variance. Even though the TLF pdf belongs to the basin of attraction of a Gaussian, it converges to the Gaussian very slowly and the process exhibits Levy scaling in a wide range of sampling intervals. Nakao Nakao  has shown that TLFs a la Koponen exhibit the simplest form of multiscaling, i.e. bi-fractality. Nonetheless his results, i.e. $`\varphi _q=q/\alpha `$ for $`0<q<\alpha `$ and $`\varphi _q=1`$ for $`q>\alpha `$ are not consistent with the empirical findings. Similar results have been found by Chechkin Chechkin  who analized a finite sample of a simulated ordinary LF. Indeed, even though Levy flights have stationary, statistically self-affine and stably distributed increments, the finiteness of the sample size violate sef-affinity giving rise to spurios multi-scaling. Consequently, while the moments of stable Levy distribution with $`\alpha <2`$ diverge, together with the q-th order structure function, at $`q>\alpha `$ both quantities are finite for finite sample size. A rough estimate of finite sample effects gives Chechkin  a linear $`\tau `$-dependence of the q-th order structure function with an exponent which does not depend on q at $`q>\alpha `$. So both ordinary or truncated Levy flights can generate multiaffinity but the shape of the scaling function $`\varphi _q`$ is not consistent with the empirical one.

Few aspects remain unexplained by the TLF: first is that the TLF describes well only the central part of distribution of return but not the far tails which decay with an exponent $`\mu `$ well outside the Levy regime. Second the crossover to the Gaussian regime occurs at much larger times than the one expected from the TLF and, finally, it does not account for correlated variance fluctuations.

In the economics literature the modelling of financial time series developed in a quite different direction and leptokurtotic distributions have been introduced through a variance conditionally dependent on its past (heteroschedasticity), as in the ARCH/GARCH models Bollerslev . GARCH models nonetheless, even if fat-tailed, only achieve weak memory effetcs, manifest in an exponential (and not hyperbolic) decay of the volatility autocorrelation function. The recently developed FIGARCH Baillie  process achives long memory still mantaining the martingale property of asset returns. Nonetheless, unlike GARCH, FIGARCH does not converge to a Gaussian process over long sampling intervals and fails to describe the scaling properties of pdfs at different time horizons.

As a generalization of ARCH models Heteroskedastic Levy Flight (HLF) processes have been recently introduced. Podobnik et al. Podobnik  show that due to the correlations in the variance the process generates power-law tails in the distribution of returns whose exponents can be controlled through the way the correlations in the variance are introduced. The crossover between the two power-law regimes ($`\mu <2`$ and $`2<\mu <4`$) can also be generated in these models. Santini Santini  moreover has shown that in the HLF the Levy scaling of the pdf persists for times of order of magnitude larger than for uncorrelated variance fluctuations. It would be interesting to analyze whether this model also reproduces the multiscaling behaviour of financial data.

An alternative exactly soluble model that mimics the long range volatility correlations has been introduced by Bouchaud et al. Bouchaud . Although their model is uni-affine by construction, it shows apparent multiscaling, in good agreement with empirical data, as a result of very long transient effects, induced by the long range nature of the volatility correlations.

This scenario seems to indicate that multiscaling in financial markets is not a trivial effect of the truncature in the tails but is a consequence of correlated variance fluctuations.

Following a completely different approach, an altenative model, the Multifractal Model of Asset Return (MMAR), has been introduced by Mandelbrot Mandel\_4 . Fluctuations in volatility are introduced in MMAR by a random trading time, generated as the cumulative ditribution function of a random multifractal measure. Trading time is assumed highly variable and contains long memory. Both these characteristics are passed on to the price process trough compounding. Subordinate stochastic process have been extensively used in the economic literature where either the trading volume Clark  or the trading time Dacorogna ; Scalas  has been chosen as the directing process. Note that in general the distributions of subordinated stochastic processes do not possess scaling properties. In the MMAR model the return process is a compound process $`X(t)=B_H[\theta (t)]`$ where $`B_H(t)`$ is a fractional Brownian Motion with self-affinity index $`H`$, and $`\theta (t)`$ is a stochastistic trading time. In particular $`\theta (t)`$ is a multifractal process with continuous, non-drecreasing paths and stationary increments. If $`B_H(t)`$ is a Brownian motion ($`H`$ = 1/2) without drift the MMAR generates, together with multiscaling, uncorrelated increments and persistence in volatility.

Aside the phenomelogical characterization of the scaling properties of financial data the microscopic origins of the complexity of financial markets needs to be investigated. From a physicist point a view the market is a perfect example of a complex system, with a large number of heterogenous agents interacting in an intricate way. It is than tempting to describe the behaviour of market’s player using models developed in the context of the statistical mechanics of disordered systems, as it is proposed in the following section.

## III A Microscopic Model

It is not settled yet whether the emergence of power law fluctuations and volatility clustering observed in financial data is due to external factors, like the arrival of new information, or to the inherent interaction among market players and the trading process itself.

Iori Iori  proposed a model where large fluctuations in returns arise purely from communication and imitation among traders. The key element in the model is the introduction of a trade friction (representing transactions costs) which, by responding to price movements, creates a feedback mechanism on future trading and generates volatility clustering. In Iori  (to which the reader is refered for more details and for references of alternative agents based models), the market consists of a market maker plus a number of noise traders. Traders buy from or sell to the market maker and respond to a signal which incorporates idiosyncratic preferences and the influence of the traders nearest to them. Only one kind of stock is traded, whose price is set by the market maker on the basis of the observed order flow and the overall trading volume.

The model is studied through numerical simulations. It repoduces correctly the scaling of the distribution of returns, with a power law decay with $`\mu 3`$, at short time and a slow convergences to a Gaussian distribution at larger time scales. Moreover the model generates volatility clustering and positive cross-correlation between volatility and trading volume. The autocorelation function of the volatility decays hyperbolically with an exponent $`\gamma 0.3`$ consistent with empirical observations.

The analysis of the moments of the distribution of the simulated data also reveals multiscaling (fig.(1a)). By using a step-wise linear regression, the slopes in the structure function are estimated as $`0.47`$ for $`q<3`$ and $`0.14`$ for $`q>3`$. These results are in good agreement with the empirical analysis performed by Baviera et al. Baviera  on the $`DM/US`$ exchange rate quotes.

Baviera et al. Baviera  also detected multiscaling in the volatility autocorrelations by analyzing the generalized correlation functions:

$$C_q(L)=<|r(t)|^q|r(t+L)|^q><|r(t)|^q><|r(t+L)|^q>.$$
(3)
If the absolute returns’ serie $`|r(t)|^q`$ has long term memory we would find $`C_q(L)L^{\beta (q)}`$ with $`\beta (q)<1`$ while if $`|r(t)|^q`$ is an uncorrelated process $`\beta (q)=1`$. Multi-scaling would be signaled by a non linear shape of $`\beta (q)`$. The scaling exponent $`\beta (q)`$ measured from simulated data is shown in fig.(1b) for $`0<q<4`$. In analogy with the NYSE index and the USD-DM exchange rate Baviera ; Pasquini , $`\beta (q)`$ is not a constant function of $`q`$ revealing the presence of different anomalous scales. The convergence of $`\beta (q)`$ to one reveals that large fluctuations are practically independent. This observation might justify the convergence of the distribution of returns to a Gaussian even though returns are not independent random variables.

This simple model can reproduce many of the stylized facts of stock market returns and has outlined a mechanism which can explain the emergence of the observed power-law fluctuations.


text:
# VACUUM INSTABILITY IN THE ABELIAN HIGGS MODEL WITH STRINGS

## I Introduction

In our previous publications , we have formulated a general method how to correctly calculate the truly nonperturbative vacuum energy density (VED) in the QCD quantum models of its ground state using the effective potential approach for composite operators \[3-5\]. The truly nonperturbative VED is defined as integrated out of the truly nonperturbative part of the full gluon propagator over the deep infrared (IR) region (soft momentum region). The nontrivial minimization procedure which can be done only by the two different ways (leading however to the same numerical value (if any) of the truly nonperturbative VED) makes it possible to determine the value of the soft cutoff in terms of the corresponding nonperturbative scale parameter which is inevitably present in any nonperturbative model for the full gluon propagator. If the chosen Ansatz for the full gluon propagator is a realistic one, then our method uniquely determines the truly nonperturbative VED, which is always finite, automatically negative and it has no imaginary part (see, for example Refs. ). Our method can serve as a test of different QCD quantum as well as classical vacuum models since it provides an exact criterion for the separation ”stable vs. unstable” vacuum. The vacuum stability in the classical models is also important. In the above-mentioned paper , we have already shown that the vacuum of the Abelian Higgs model  without string contributions is unstable against quantum corrections. The main purpose of this work is to investigate the vacuum structure of the Abelian Higgs model on account of string contributions.

The relevant expression for the truly nonperturbative Yang-Mills (YM) VED, which was obtained in Ref. , is (four-dimensional Euclidean apace)

$$ϵ_g^{np}=\frac{1}{\pi ^2}_0^{q_0^2}𝑑q^2q^2\left[\mathrm{ln}\left(1+q^2F^{NP}(q^2)+G^{NP}(q^2)\right)\left(q^2F^{NP}(q^2)+G^{NP}(q^2)\right)\right],$$
(1)
where $`q_0^2`$ is the above-mentioned soft cutoff. The truly nonperturbative gluon form factors $`F^{NP}(q^2)`$ and $`G^{NP}(q^2)`$ are defined as follows:

$`F^{NP}(q^2,\mathrm{\Lambda }_{NP})`$ $`=`$ $`F(q^2,\mathrm{\Lambda }_{NP})F(q^2,\mathrm{\Lambda }_{NP}=0),`$ (2)
$`G^{NP}(q^2,\mathrm{\Lambda }_{NP})`$ $`=`$ $`G(q^2,\mathrm{\Lambda }_{NP})G(q^2,\mathrm{\Lambda }_{NP}=0),`$ (3)
which explains the difference between the truly nonperturbative and the full gluon form factors which are nonperturbative themselves, while $`\mathrm{\Lambda }_{NP}`$ is precisely the scale parameter responsible for nonperturbative dynamics in the model under consideration. Moreover, it guaratees that the truly nonperturbative VED (1.1) is manifestly gauge invariant quantity. Though the full gluon propagator is explicitly gauge dependent, its truly nonperturbative part is not since the explicit gauge dependence on the parameter which fixes the direction of gauge goes away along with the perturbative terms contained in $`F,G(q^2,\mathrm{\Lambda }_{NP}=0)F^{PT},G^{PT}(q^2)`$. It is easy to understand that by ”PT” we mean intermediate (IM) plus ultraviolet (UV) regions, i.e., ”PT= IM + UV” (the IM region remains $`terraincognita`$ in QCD). Fortunately the ”PT” part is of no importance here.

Thus the separation of ”NP vs. PT” becomes exact because of the definition (1.2). The separation of ”soft vs. hard” momenta also becomes exact because of the above-mentioned minimization procedure. The analysis of the truly nonperturbative VED (1.1) after the scale factorization provides in addition an exact criterion for the separation of ”stable vs. unstable” vacuum. Thus the truly nonperturbative VED as it is given in Eq. (1.1) is uniquely defined. It is truly nonperturbative since it contains no even one bit of perturbative information, i.e., it is free from all kinds of perturbative contamination. This is absolutely similar to lattice approach where by using different ”smoothing” techniques such as ”cooling” , ”cycling” , etc. it is possible to ”wash out” all types of the perturbative fluctuations and excitations of the gluon field configurations from the QCD vacuum in order to deal only with its true nonperturbative structure.

The above-briefly-described general method  can serve as a test of QCD vacuum different not only quantum, classical but lattice models as well. Let us formulate now the classical Abelian Higgs model of the dual QCD ground state .

## II Abelian Higgs model

In the dual Abelian Higgs theory which confines electric charges the coefficient functions $`F(q^2)`$ and $`G(q^2)`$, which determine the vacuum of this model, are  (Euclidean metrics)

$`F(q^2)`$ $`=`$ $`{\displaystyle \frac{1}{q^2+M_B^2}}\left(1+{\displaystyle \frac{M_B^4D^\mathrm{\Sigma }(q^2)}{q^2+M_B^2}}\right),`$ (4)
$`G(q^2)`$ $`=`$ $`{\displaystyle \frac{M_B^2}{q^2+M_B^2}}\left(1M_B^2{\displaystyle \frac{q^2D^\mathrm{\Sigma }(q^2)}{q^2+M_B^2}}\right),`$ (5)
where $`M_B`$ is the mass of the dual gauge boson $`B_\mu `$ and $`D^\mathrm{\Sigma }(q^2)`$ represents the string contribution into the gauge boson propagator. The mass scale paprameter $`M_B`$ is the scale responsible for nonperturbative dynamics in this model (in our notations $`\mathrm{\Lambda }_{NP}=M_B`$). When it formally goes to zero, then one recovers the free perturbative expressions indeed, $`q^2F^{PT}(q^2)=1`$ and $`G^{PT}(q^2)=0`$. Removing the string contributions from these relations we get

$$F^{nostr.}(q^2)=\frac{1}{q^2+M_B^2},G^{nostr.}(q^2)=\frac{M_B^2}{q^2+M_B^2},$$
(6)
i.e., even in this case these quantities remain nonperturbative. The truly nonperturbative counterparts of the coefficient functions (2.1) because of the definitions (1.2) are

$`F^{NP}(q^2)`$ $`=`$ $`{\displaystyle \frac{M_B^2}{q^2(q^2+M_B^2)}}\left(1{\displaystyle \frac{M_B^2q^2D^\mathrm{\Sigma }(q^2)}{q^2+M_B^2}}\right),`$ (7)
$`G^{NP}(q^2)`$ $`=`$ $`{\displaystyle \frac{M_B^2}{q^2+M_B^2}}\left(1{\displaystyle \frac{M_B^2q^2D^\mathrm{\Sigma }(q^2)}{q^2+M_B^2}}\right),`$ (8)
while with no-string contributions they become

$$F_{NP}^{nostr.}(q^2)=\frac{M_B^2}{q^2(q^2+M_B^2)},G_{NP}^{nostr.}(q^2)=\frac{M_B^2}{q^2+M_B^2}.$$
(9)
Both expressions (2.3) and (2.4) are truly nonperturbative indeed, since they become zero in the perturbative limit ($`M_B0`$), when only perturbative phase remains. From these relations also follows

$`G^{NP}(q^2)`$ $`=`$ $`q^2F^{NP}(q^2)={\displaystyle \frac{M_B^2}{q^2+M_B^2}}\left(1{\displaystyle \frac{M_B^2q^2D^\mathrm{\Sigma }(q^2)}{q^2+M_B^2}}\right),`$ (10)
$`G_{NP}^{nostr.}(q^2)`$ $`=`$ $`q^2F_{NP}^{nostr.}(q^2)={\displaystyle \frac{M_B^2}{q^2+M_B^2}},`$ (11)
so the truly nonperturbative vacuum energy density (1.1) will depend on the one function only, say, $`G^{NP}(q^2)`$ (see next section).

Although the expressions (2.1) for the gluon propagator are exact, nevertheless they contain an unknown function $`D^\mathrm{\Sigma }(q^2)`$ which is the intermadiate string state contribution into the gauge boson propagator . It can be considered as a glueball state with the photon quantum numbers $`1^{}`$. The bahavior of this function $`D^\mathrm{\Sigma }(q^2)`$ in the IR region ($`q^20`$) can be estimated as follows :

$$D^\mathrm{\Sigma }(q^2)=\frac{C}{q^2+M_{gl}^2}+\mathrm{},$$
(12)
where $`C`$ is a dimensionless parameter and $`M_{gl}^2`$ is the mass of the lowest $`1^{}`$ glueball state. The dots denote the contributions of heavier states. Thus, according to Eqs. (2.1) and (2.6), the coefficient functions in the IR limit behave like

$$F(q^2)=\frac{1}{M_B^2}+\frac{C}{M_{gl}^2}+O(q^2),G(q^2)=1+O(q^2),q^20.$$
(13)
At the same time according to Eqs. (2.3), (2.5) and (2.6) their truly nonperturbative counterparts behave like

$$G^{NP}(q^2)=q^2F^{NP}(q^2)=1+O(q^2),q^20,$$
(14)
i.e., in the same way as $`G(q^2)`$ in Eq. (2.7). Comparing with Eq. (2.4), one can can conclude in that the string contribution is not dominant in the most important nonperturbative infrared (IR) region. It is the next-to-leading order term in the IR. In the next section, we will show that precisely this feature leaves the vacuum of this model unstable even on account of string contributions into the gauge boson propagator.

## III Vacuum structure in the Abelian Higgs model

Let us calculate the truly nonperturbative VED in the Abelian Higgs model described in the preceding section. Because of the relations (2.5), it depends on the one structure function only, namely

$$ϵ_g^{np}=\frac{1}{\pi ^2}_0^{q_0^2}𝑑q^2q^2\left[2G^{NP}(q^2)\mathrm{ln}\left(1+2G^{NP}(q^2)\right)\right].$$
(15)
As was emphasized in our paper , it is always convenient to factorize the dependence on a scale in the truly nonperturbative VED (3.1). The full gluon form factors always contain at least one scale parameter responsible for the nonperturbative dynamics in the model under consideration, $`\mathrm{\Lambda }_{NP}`$. Within our general method we are considering it as free one, i.e., as ”running” (when it formally goes to zero, only perturbative phase survives in the model) and its numerical value (if any) will be used only at final stage in order to numerically evaluate the corresponding truly nonperturbative VED (if any). We can introduce dimensionless variables and parameters by using completely extra scale (which is aways fixed in comparison with $`\mathrm{\Lambda }_{NP}`$), for example flavorless QCD asymptotic scale parameter $`\mathrm{\Lambda }_{YM}`$ (the so-called A-scheme of Ref. ). However, in this case it is much more convenient to use the B-scheme  with $`\mathrm{\Lambda }_{NP}=M_B`$ in order to factorize the scale dependence in the expression (3.1) , namely

$$z=\frac{q^2}{M_B^2},z_0=\frac{q_0^2}{M_B^2},a=\frac{M_{gl}^2}{M_B^2}.$$
(16)
Introducing further the effective potential at a fixed soft cutoff , one obtains

$$\overline{\mathrm{\Omega }}_g(z_0)=\frac{1}{q_0^4}ϵ_g^{np}(z_0)=\frac{1}{\pi ^2}z_0^2_0^{z_0}𝑑zz\left[2G^{NP}(z)\mathrm{ln}\left(1+2G^{NP}(z)\right)\right],$$
(17)
where the gluon form factor $`G^{NP}(z)`$ (2.5) obviously becomes

$$G^{NP}(z)=\frac{1}{1+z}\left[1\frac{Cz}{(1+z)(z+a)}\right].$$
(18)
Integrating Eq. (3.3) on account of (3.4), one obtains

$$\overline{\mathrm{\Omega }}_g(z_0)=\frac{z_0^2}{2\pi ^2}\left[\frac{2z_0(a1C)}{(a1)}\frac{2Ca^2}{(a1)^2}\mathrm{ln}\left(1+\frac{z_0}{a}\right)2\left(1+\frac{C(12a)}{(a1)^2}\right)\mathrm{ln}(1+z_0)+I(z_0)\right],$$
(19)
where

$$I(z_0)=_0^{z_0}𝑑zz\mathrm{ln}\left[1\frac{2}{1+z}\left(1\frac{Cz}{(1+z)(z+a)}\right)\right].$$
(20)
When $`C=0`$ one recovers the effective potential without string contributions obtained in Ref. .

The specific feature of this model is that the combination

$$\nu =\frac{z_0}{a}=\frac{q_0^2}{M_{gl}^2}$$
(21)
is fixed when the soft cutoff $`q_0`$ and $`M_{gl}`$ are fixed. Precisely this takes place in our case ($`q_0`$ is fixed bacause of (3.3) and $`M_{gl}`$ is fixed $`apriori`$). Thus the effective potential (3.5) becomes

$$\overline{\mathrm{\Omega }}_g=\frac{z_0^2}{2\pi ^2}\left[\frac{2Cz_0^2\mathrm{ln}(1+\nu )}{(z_0\nu )^2}\frac{2z_0(z_0\nu C\nu )}{(z_0\nu )}+2\left(1+\frac{C\nu (\nu 2z_0)}{(z_0\nu )^2}\right)\mathrm{ln}(1+z_0)I(z_0)\right],$$
(22)
where now $`\overline{\mathrm{\Omega }}_g\overline{\mathrm{\Omega }}_g(z_0,\nu ,C)`$, i.e., in fact the dependece on $`z_0`$ is more complicated. It becomes a function of the three independent above-indicated variables and

$$I(z_0)I(z_0,C,\nu )=_0^{z_0}𝑑zz\mathrm{ln}\left[\frac{1+z}{1+z}+\frac{2Cz\nu }{(1+z)^2(z_0+\nu z)}\right].$$
(23)
The bahaviour of the effective potential (3.8) with respect to the parameters $`C`$ and $`\nu `$ is not restricted at all, while with respect to the soft cutoff $`z_0`$ it should vanish at infinity ($`z_0\mathrm{}`$) since the truly nonperturbative VED vanishes when the perturbative phase remains only in the perturbative ($`M_B0`$) limit. Indeed, asymptotics of the effective potential (3.8) to-leading order are

$$\overline{\mathrm{\Omega }}_g(z_0)_{z_00}\frac{1}{\pi ^2}\left[\frac{\mathrm{ln}(1+\nu 2C\nu )}{2\nu ^2(2C1)^2}\frac{9C}{\nu }\frac{14C\nu ^2}{2\nu ^2}\mathrm{ln}(1+\nu )\frac{1}{2}\mathrm{ln}(2C\nu 1\nu )\right]$$
(24)
and

$$\overline{\mathrm{\Omega }}_g(z_0)_{z_0\mathrm{}}\frac{2}{\pi ^2}z_0^2\mathrm{ln}z_0.$$
(25)
Thus in the perturbative limit ($`z_0\mathrm{}`$) it vanishes as it should be. At the same time, from asymptotic behavior (3.10) it follows that at any values of the parameters $`C`$ and $`\nu `$, the effective potential (3.8) at zero point ($`z_0=0`$) will always contain the imaginary part which manifests a possible vacuum instability  in this model.

However, it can be proven that the effective potential (3.8) will always have an imaginary part at any finite values of its variables, $`C,\nu `$ and $`z_0`$ as well. To this end, it suffices to investigate the integral (3.9), more precisely the function under logarithm, namely

$$RR(z,z_0,C,\nu )=\frac{1+z}{1+z}+\frac{2Cz\nu }{(1+z)^2(z_0+\nu z)}.$$
(26)
Let us notice that $`R(z=0,z_0,C,\nu )=1`$ holds true for $`anyfixed`$ $`C`$, $`\nu `$ and $`z_0`$. Since $`R`$ is regular as a function of $`z`$ in the whole interval $`[0,z_0]`$ for any $`z_0`$, $`C`$ and $`\nu `$***The poles at $`z=1`$ and $`z=(z_0/\nu )`$ do not lie in the interval $`[0,z_0]`$ since $`z_0`$ is always positive, by definition., it simply follows from the Boltzano-Weierstrass theorem that there exists an interval (with $`z=0`$ as the left end point) where $`R`$ is negative, provided $`R`$ becomes non-negative somewhere in the interval $`[0,z_0]`$. If this were not true then $`R`$ must be negative in the whole interval $`[0,z_0]`$. Having such an interval where $`R<0`$, and taking into consideration that the logarithm is a monotonous function, we certainly have an imaginary part in the effective potential (3.8) at any finite set of parameters, $`z_0,C,\nu `$.

Thus one conludes in that the vacuum of the Abelian Higgs model is unstable against quantum corrections. Moreover, the string contributions cannot cure this fundamental defect since (as mentioned above) they do not rearrange the structure of the vacuum in the deep IR (nonperturbative) domain.

One of the authors (V.G.) is grateful to M. Plikarpov for correspondence. We would like also to thank Gy. Kluge for discussion and useful remarks. This work was supported by the OTKA grant No: T016743.


text:
# 1 a) Leading diagram for ⟨𝐹_∥²⟩ with one normal diffuson (thick wavy line) and two high-𝑚 “diffusons” (thin wavy lines); b) corresponding contribution in the impurity diagram technique; the shaded block denotes the diffuson.

Comment on “Antilocalization in a 2D Electron Gas in a Random Magnetic Field”

In a recent Letter , Taras-Semchuk and Efetov reconsider the problem of electron localization in a random magnetic field (RMF) in two dimensions. They obtain an additional term in the effective field theory ($`\sigma `$-model) of the problem, leading to delocalization at the one-loop level. This calls into question the results of earlier analytical studies , where the RMF problem was mapped onto the conventional unitary-class $`\sigma `$-model, implying that the leading quantum correction is of two-loop order and of a localizing nature.

We will show, however, that the new term that is claimed to appear in  due to the long-range nature of the vector potential ($`𝐀`$) correlations, in fact does not exist and was erroneously obtained in  because of an inconsistent treatment violating gauge invariance. A diagrammatic analysis of the effective action (9) of Ref.  shows that in leading order the contribution of the new term to the conductivity (denoted there as $`F_{}^2`$) is represented by a diagram with one diffuson ($`m=0`$ angular harmonic in momentum space) and two “massive diffusons” ($`m1`$), see Fig. 1a. In contrast to the normal ($`m=0`$) diffuson, for which summation of an infinite series of ladder diagrams produces a singularity at $`q,\omega 0`$, the corresponding terms of the series for the “massive diffuson” can be considered separately. In particular, keeping the first term in both “massive diffusons” and switching to the conventional diagram technique, we get the diagram of Fig. 1b; higher terms produce analogous diagrams with $`n>2`$ impurity lines crossing the diffuson.

We show now that for any $`n`$ the sum of all diagrams with $`n`$ impurity lines crossing the diffuson and having their starting (end) point anywhere on the left (right) block yields a non-divergent contribution to the conductivity. Indeed, this contribution has the form

$`\mathrm{\Delta }\sigma _{xx}`$ $`=`$ $`{\displaystyle \frac{e^2}{2\pi }}{\displaystyle \frac{1}{n!}}{\displaystyle (dq_1)\mathrm{}(dq_n)\frac{1}{2\pi \nu \tau ^2(Dq^2i\omega )}}`$ (1)
$`\times `$ $`S_{x\alpha _1\mathrm{}\alpha _n}(𝐪_1,\mathrm{},𝐪_n)S_{x\beta _1\mathrm{}\beta _n}(𝐪_1,\mathrm{},𝐪_n)`$ (2)
$`\times `$ $`𝒟_{\alpha _1\beta _1}(𝐪_1)\mathrm{}𝒟_{\alpha _n\beta _n}(𝐪_n),`$ (3)
where $`𝐪=_i𝐪_i`$ is the diffuson momentum, $`𝒟_{\alpha \beta }(q)=[W_B(q)/q^2](\delta _{\alpha \beta }q_\alpha q_\beta /q^2)`$, and $`W_B(q)=B(q)B(q)`$ is the RMF correlation function in momentum space. Exploiting the fact that insertion of a RMF line in all possible ways can be generated by variation of the vertex part $`S`$ with respect to the vector potential, $`\delta /\delta A_\alpha (𝐫)`$, and using the gauge invariance argument, it is not difficult to show that the vertex part satisfies

$$S_{x\alpha _1\mathrm{}\alpha _n}(𝐪_1,\mathrm{},𝐪_n)qq_1\mathrm{}q_n.$$

Therefore, all the singularities in the vector potential correlators $`𝒟_{\alpha _i\beta _i}`$ and in the diffusion propagator in Eq. (3) are canceled by the vertex parts, yielding a non-divergent contribution of the form

$$\mathrm{\Delta }\sigma _{xx}(dq)q^2/(Dq^2i\omega )\mathrm{const}+|\omega |\tau .$$

Though this correction is non-analytic at $`\omega 0`$ (corresponding to a $`1/t^2`$ long-time tail in the velocity correlation function, see  for details), it is non-divergent. For a random potential, a similar cancellation of the divergent diffuson contribution occurs .

Having shown that a divergent one-diffuson contribution does not exist, it is natural to ask why did the authors of  find it. The point is that while the sum of all diagrams with a given $`n`$ is finite, any individual diagram does diverge. So, a loss of some diagrams produces a spurious divergent term. It remains to point out a diagram lost in . In fact, there are many of them: all the diagrams originating from the $`𝐀^2`$ term in the Hamiltonian are omitted. While these diagrams do not contribute in the derivation of the diffusion action in leading order performed in , they are crucially important for maintaining gauge invariance in higher order calculations.

This work was supported by SFB 195 and the Schwerpunktprogramm “Quanten-Hall-Systeme” of the Deutsche Forschungsgemeinschaft.

Alexander D. Mirlin and Peter Wölfle
Institut für Nanotechnologie,
Forschungszentrum Karlsruhe, 76021 Karlsruhe, Germany;
Institut für Theorie der kondensierten Materie,
Universität Karlsruhe, 76128 Karlsruhe, Germany