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# 1 Introduction

## 1 Introduction

In an article on ”Physical Reality” Max Born once said that in his opinion the key to a reasonable concept of reality, not only in physics, but for all aspects of the world, can be found in the idea of the invariant . In this paper I will not discuss ”reality”, because it is an elusive notion, at best. Rather I will apply Born’s idea to the basic phenomenology of physics: The observation of ”clicks”. This phenomenology appears to be incapable of further reduction. Therefore, the occurrence of clicks shall be the unquestioned starting point from which I will try to extract invariants contained in observed data to see what kind of structure emerges. No fields, no particles, no space, let alone any specific theory, are to be assumed as given. Indeed, the very idea that the world should be made up of ”something” with muscular connotation — whence the term physics— will be put aside. The structures which arise will solely be due to the interpretative tool for extracting meaning from the data of observations.

First I want to clarify why I consider the basic phenomenology of physics, which is the phenomenology of quantum physics, as irreducible. In quantum physics an observation yields one outcome of a countable number of possible outcomes. In the simplest case only two outcomes are possible: A detector may fire or it may not. This was not the case in classical physics. There, a pointer could take a continuum of positions. When reading the position, the experimenter would in principle have assigned values to an infinite number of bits, to put it in modern language. Naturally, he or she could not do this in finite time, and so had to accept a cut-off error in reading the position of the pointer, thereby assigning values to only a finite number of bits. In quantum experiments this comes about automatically. A quantum observation contains no cut-off error of reading the instrument. For an unexplained, and perhaps unexplainable reason, only a finite number of bits can be observed in finite time . Now we could ask ourselves whether a still more elementary mode of observation is possible. Imagine a hitherto unknown strata of the world. How could it manifest itself? Although we cannot exclude that it might affect an observer in some unintelligible way, it is clear that, whatever the observer records, and thus captures for further communication, will be expressible without loss by a finite number of bits. This means we would be back at the phenomenology of quantum physics.

So, with Max Born’s view in mind, the task at hand is to look for all kinds of invariants that can be extracted from discrete and finite data. In trying to do this, we are faced with the need for interpretation at the very beginning. Should we assume that observed data are deterministically related to the data of other observations, or should we assume a probabilistic link, or something different altogether? I want to discard a deterministic link. The reason is that the amount of records available to the observer to form a conception of the world is always finite, so that many different sets of laws can be invented to account for them. Pinning down any one of these sets as the laws of nature is then purely speculative. On the other hand we have the probabilistic view, which is successfully used to interpret quantum observations. It seems that in this view we assign a minimum of information content to observed data. To see this, imagine the $`N`$ trials of a probabilistic yes-no experiment, like tossing a coin, in which the outcome ”yes” occurs $`L`$ times. If we want to tell somebody else the result it is sufficient to state the values of $`N`$ and of $`L`$. With the deterministic view, in which the precise sequence of outcomes is important, we would in general have to communicate many more details to enable the receiver to reconstruct this sequence.

Nevertheless, taking the number of trials and the number of ”yes” outcomes as completely representing the observed data does not yet constitute the probabilistic view. We could still extract $`N+1`$ different messages from this experiment, because $`L`$ can be between 0 and $`N`$. The number of different messages would grow linearly with the number of trials. But we know that in probabilistic yes-no experiments the number of distinguishable messages only grows as the square root of the number of trials, due to the binomial distribution. Of the three views for extracting meaning from $`N`$ bits the probabilistic view thus expects to obtain the least information. This fits well with our premise to assume no physical structure as given. Also, the probabilistic view invites the question whether it leads to apparant but testable laws — even if there are no laws contained in the data — by mirroring to the observer as unexpected structure what he has put in as rules for categorizing data. If true, this would indeed be an appealing basis for science. The possibility of lawlessness, and laws being only symmetries, has recently been taken up by several authors , , , although it may be traced back to Kant, and possibly further.

Hence, we shall adopt the probabilistic view. Our aim is to look for invariants in discrete data, where we assume that only the probability that we have observed this outcome rather than any other one is to render meaning.

## 2 The observer’s situation

Before we begin our actual analysis it will be useful to clarify what we mean by observation. For us humans observation is the act of taking note of a sensory impression or of a state of mind. This ties observation to consciousness, which in turn seems to be separate for different individuals. An individual may communicate its observations to others . Parallel to the stream of observational data the human observer is aware of the passage of time. Without having to disect the concept of time here, I think it is a precondition of science, impossible to extract from the discoveries of science. The passage of time can, of course, be linked to properties of observable quantities, e.g. the increase of entropy. But ultimately this is only a rewording of the a priori statement ”time passes”. For our purposes it is sufficient to assume that the observer automatically assigns a unique ”identity tag” in the form of a time stamp to each observed fact.

The empirical sciences take their input mainly from sensory impressions. These impressions, but more generally quantities derived from them, constitute the data which are subjected to rational analysis in order to obtain invariants with respect to all kinds of operations. Such unveiled invariants are the essential structure contained in the data. Therefore, the world to the observer is the set of invariants in his or her data.

The role of consciousness in observation is the ability to take note of. This is how data come into existence. For an idealized model of the observer we can simply postulate that data come into existence at sensors. This liberates our further considerations from the philosophical burden of the term consciousness. Hence we can think of the observer as a machine with an internal clock, a huge memory to never have to forget data, and equally huge data analysing and reasoning abilities . The machine receives data in the form of a persistent stream of bits at a number of sensors. At any unit time interval each of the sensors can only show ”0” or ”1”. We could call this machine the common observer (Fig.1a). A further idealization is the assumption that the observer has only one sensor, shown as the ultimate observer in Fig.1b. This is possible, because ultimately the data of each of several sensors will have to be taken up by the central calculating and reasoning agent, otherwise they cannot be known to that agent and we cannot speak of just one observer. Neither the common nor the ultimate observer have any possibility to act, because making a decision and acting is actually again just a particular stream of data (for us humans it appears as data generated internally in our brain and body). The idealized observer has initially no idea of ”body”. This is something it would have to find as a particular set of invariants in the data. And it has no concept of existing ”in” a space. It should discover space as a convenient form of representation of data. All experience of this observer, ”external” as well as ”internal”, ”mental” as well as ”sensory”, is just a stream of data.

We should note that the idea of seeking structure in the mere fact of the persistent increase of information in the form of known data is not new. But it seems to have been motivated by cosmological considerations, e.g., von Weizsäcker’s ur-theory , , , , or the program which ensued from Eddington’s Fundamental Theory .

In this paper we will not take direct recourse to either the common or the ultimate observer. Nevertheless, I think it is important to illustrate the level of abstraction to which we are lead once we accept the empirical finding of quantum physics that any observation yields a discrete and finite outcome.

What we will do in the following sections is to investigate the more practical question of how we gain information in elementary experiments and what is the optimal way to represent this knowledge by means of numbers to bring out the invariants. (Since we do not presuppose that nature is in any way ”mathematical”, the representation of knowledge by numbers rather than just arbitrary names will at one point have to be justified. This is not the purpose of the paper. We just use numbers as a convenient resource of names. But clearly, the fact that a number has two neighbours forces a structure into the representation of knowledge, which one should be aware of.) To this end we will characterize experiments according to how many separate clicks constitute a single trial. A click is conventionally associated with the registration of a particle at a detector which can only indicate click or no-click in one unit interval of its time resolution. The simplest case is an experiment where a click can occur in one of two detectors (or occurrence or non-occurrence of a click at just one detector). This can be extended to experiments with an arbitray number of detectors, where the single click of a trial can occur in any of them. The next level of experiments would be those, in which the registration of two clicks constitutes a single trial. Then we can go to experiments where three clicks happen per trial, etc. But we will confine ourselves to one-click and two-click experiments, because these are sufficient to reveal the essential invariants we are aiming for.

Strictly speaking, the distinction of levels of probabilistic experiments according to how many clicks constitute a single trial is already a concession to familiar physics. From a logical point of view the only relevant criterion is how many different outcomes are possible in a single trial. And if these are more than two, we can always label a particular outcome as ”yes” and collect the others into ”no”, so that we have again just yes-no experiments. The invariants extractable from the yes-no experiment are therefore basic to all experimentation. We will look at this experiment now.

## 3 The observation of a probability

The aim of observations is to learn something about the situation we are investigating. A more correct way of putting this is that we have a number of hypotheses on what the situation might be and by means of observations we try to exclude as many of them as we can, so that only few remain as possibly true at the chosen level of confidence. An everyday example would be the test of the state of charge of a battery. Initially we cannot say anything. Therefore the range of hypotheses has to encompass all possibilities from ”no charge” to ”full charge”. By measurement of the current through a specified resistance we obtain information. On the basis of these data we exclude all hypotheses except those which conjectured a state of charge compatible with the uncertainty interval of the result of the measurement.

When we determine the parameters of a physical situation through the measurement of a probability, we proceed in the same manner. For the sake of concreteness, we imagine an experiment where a particle can impinge on one of two detectors (Fig.2). The overall physical situation determines the probability that it impinges on detector 1, and thereby also the complementary probability that it impinges on detector 2.

We assume we do not know which physical conditions have been set. By measuring the probability $`p`$ for a click in detector 1 (or, conversely, of $`1p`$ for a click in detector 2) we wish to eliminate hypotheses on the physical situation. We will denote hypotheses by the real variable $`\chi `$. The number of hypotheses in the interval $`(\chi ,\chi +\mathrm{\Delta }\chi )`$ shall be proportional to $`\mathrm{\Delta }\chi `$ and independent of $`\chi `$. In this way, $`\chi `$ linearly enumerates the different hypotheses we have about the physical situation. Since $`\chi `$ will have a functional relation to the physical parameters of the experiment, $`\chi `$ can also be thought of as a physical parameter. This is how we will use $`\chi `$ later on. But we will always keep in mind that $`\chi `$ is originally a label enumerating hypotheses. In fact it will turn out that this is all we need, and those ”actually physical parameters”, to which we think $`\chi `$ to be related, will never have to be specified and only serve as a guide to our imagination.

In order to be able to exclude hypotheses by measuring the probability $`p`$, we need a mapping of $`\chi `$ to $`p`$. It is important to note that we are completely free in inventing this mapping. The reason for this is that the laws existing between the parameters of the physical situation and the probability $`p`$, can be seen as laws between those parameters and $`\chi `$, plus a mapping of $`\chi `$ to $`p`$. Figure 3 illustrates the mapping, and how we exclude hypotheses by measuring the probability. When $`N`$ trials have been made, of which $`L`$ resulted in a click at detector 1, we can estimate the true value of $`p`$ to within an uncertainty interval $`2\mathrm{\Delta }p`$ by means of ordinary probability theory. This permits to isolate the corresponding hypotheses as possibly true at the chosen confidence level. As can be seen in Fig.3, their labels $`\chi `$ need not be in just one interval, because we will permit different hypotheses to predict the same $`p`$. And, in order to facilitate mathematical manipulation, we will use a mapping where neighbouring values of $`\chi `$ correspond to neighbouring values of $`p`$. But aside from these technical aspects, what principle criteria should we follow?

I think there are two properties to be considered. The first is a belief at the bottom of any rational endeavour, and in particular of empirical science, which is so elementary that it is rarely spelled out: Through observation our information about the world can only increase, never just stay the same, and never decrease. For our problem this implies that, the number of hypotheses still considered as possibly true after a number of observations have been made, should strictly decrease with increasing number of observations. The total length of the intervals isolated on the $`\chi `$-axis in Fig.3 should therefore get smaller with each additional trial. It is a surprising but well known fact of statistics that almost all well-behaved mappings of $`\chi `$ to $`p`$ do not have this property.

The second property also concerns the number of hypotheses not yet excluded by the data. Consider two runs of the experiment in Fig.2. In each run $`N`$ trials are made. Let us assume detector 1 registered $`L`$ counts in the first run, and a different number of $`L^{}`$ counts in the second run. In general, this will isolate different intervals on the $`\chi `$-axis, whose total length will also differ. Therefore, the total number of possibly true hypotheses will also be different, in general, although we have done the same number of observations. This is a skewed state of affairs. We would like to be in a position, where $`N`$ observations always isolate equally many hypotheses as possibly true, and where the result $`L`$ only determines the location of these hypotheses on the $`\chi `$-axis. This would reflect the fact that the number of trials, $`N`$, is not a result. It is something the experimenter can decide. Therefore, we demand that our mapping of $`\chi `$ to $`p`$ has the property that the total number of hypotheses not excluded by the experimental data be invariant with respect to the outcome of the experiment and only depend on the number of observations, i.e. trials. We may conjecture that this affords great predictive power when we do chains of experiments, in which the parameters of one experiment are set according to the results of earlier ones, as is the conduct of ordinary science. The space of hypotheses will then be multidimensional. But, while the results of the experiments are open, we can know in advance how much of this space will have been excluded by the experiments. We only need to fix the number of trials of each of the different probabilistic experiments. I think once we have accepted an intrinsically probabilistic view of the world, it is especially this latter property of invariance, which should allow us to define an investigative method which nothing can escape.

The two principle properties we wish to have can be summarized in graphical terms as follows: The mapping of the hypotheses $`\chi `$ to the probabilities $`p`$ shall be such that, while the location of the isolated intervals on the $`\chi `$-axis in Fig.3 will depend on the result $`L`$ of the experiment, their total length must only depend on the number $`N`$ of observations and must strictly decrease with this number. Formally, we want to transform the observed random variable $`L/N`$ to another one, which has the property that its standard deviation becomes independent of $`L`$ when $`N`$ becomes large.

We will now derive this mapping . We have done $`N`$ trials and registered $`L`$ clicks in detector 1. The two integers, $`N`$ and $`L`$, must serve to pin down the fixed, but unknown, probability $`p_{true}`$ that the particle hits detector 1. The random variable $`L/N`$ is subject to a binomial distribution. Since this distribution has a finite standard deviation, it fulfills Chebyshev’s inequality :

$$Prob\left(\left|p_{true}L/N\right|>k\sigma \right)\frac{1}{k^2},$$
(1)
where the standard deviation $`\sigma `$ is given by

$$\sigma =\sqrt{\frac{p_{true}(1p_{true})}{N}}.$$
(2)
This inequality means that, the probability that the ratio $`L/N`$ will deviate from $`p_{true}`$ by more than $`k`$ standard deviations is less than or equal to $`1/k^2`$. The arbitrary confidence parameter $`k`$ only makes sense for $`k>1`$. Our best estimate for $`p_{true}`$, which we call $`p_b`$, is

$$p_b=\frac{L}{N}.$$
(3)
With this definition, the interval, within which $`p_{true}`$ can be found with a probability larger than $`11/k^2`$, is obtained as

$$(p_bf+\frac{k^2}{2N}fkf\sqrt{\frac{p_b(1p_b)}{N}+\frac{k^2}{4N^2}},p_bf+\frac{k^2}{2N}f+kf\sqrt{\frac{p_b(1p_b)}{N}+\frac{k^2}{4N^2}}),$$
(4)
where $`f=(1+\frac{k^2}{N})^1`$. For sufficiently large $`N`$ this reduces to the interval

$$(p_bk\mathrm{\Delta }p_b,p_b+k\mathrm{\Delta }p_b)$$
(5)
with

$$\mathrm{\Delta }p_b=\sqrt{\frac{p_b(1p_b)}{N}},$$
(6)
which is the familiar form for the estimate of an unknown probability from observed data.

The width of the uncertainty interval, eq.(5), is $`2k\mathrm{\Delta }p_b`$. We will call $`\mathrm{\Delta }p_b`$ the uncertainty of our best estimate $`p_b`$. The total length of the corresponding intervals on the axis of the hypotheses will be proportional to a quantity $`\mathrm{\Delta }\chi `$, which we will call the uncertainty of $`\chi `$, and which is given by

$$\mathrm{\Delta }\chi =\left|\frac{d\chi }{dp_b}\right|\mathrm{\Delta }p_b=\left|\frac{d\chi }{dp_b}\right|\sqrt{\frac{p_b(1p_b)}{N}}.$$
(7)
(Here we have tacitly assumed the validity of the gaussian approximation of the posterior probability distributions both for the estimates of $`p`$ and of $`\chi `$, which is justified for sufficiently large $`N`$.) According to our second principal property, $`\mathrm{\Delta }\chi `$ must only depend on $`N`$. Hence we must have

$$\left|\frac{d\chi }{dp_b}\right|\sqrt{p_b(1p_b)}=C$$
(8)
where $`C`$ is a positive real constant. From (7) and (8) we obtain, what we had required:

$$\mathrm{\Delta }\chi =\frac{C}{\sqrt{N}}.$$
(9)
Because of the absolute sign, integration of (8) yields two solutions:

$$\chi _\pm =\pm C\mathrm{arcsin}(2p1)+\theta _\pm $$
(10)
where $`\theta _\pm `$ are real constants. However, for any choice of the constants $`C`$, $`\theta _+`$ and $`\theta _{}`$, the solution $`\chi _{}`$ will be a linear function of the solution $`\chi _+`$, such that it is actually not a different mapping of hypotheses to probabilities. Therefore, we only need to consider the solution $`\chi _+`$, which we will simply call $`\chi `$, and the arbitrary constants will be $`C`$ and $`\theta `$. The inverse of eq.(10) is thus

$$p=\mathrm{cos}^2\left(\frac{\chi \theta }{2C}\right).$$
(11)
It is depicted graphically in Fig. 4. An experimentally established uncertainty interval of $`p`$ defines an infinite number of corresponding uncertainty intervals on the axis of $`\chi `$, whose width is invariant with respect to the outcome of the experiment. Note that we can infer numerical values to label the hypotheses to which the result of a concrete experiment points, only after fixing $`C`$ and $`\theta `$ .

Although eq.(11) is common knowledge in statistics, its significance to physics seems to have gone unnoticed until the work of Wootters on distinguishability in quantum experiments .

As we have mentioned before, and as is evident from Fig.4, the invariance property of $`\mathrm{\Delta }\chi `$ permits to make a very powerful statement. One can specify with the confidence level fixed by the parameter $`k`$ of eq.(1), the fraction of hypotheses excluded by $`N`$ trials of the experiment. The excluded fraction is $`1\frac{2k}{\pi \sqrt{N}}`$. This implies for instance that, if we just plan to do 1000 trials, we immediately know we have excluded 94.0% of the hypotheses with a confidence level corresponding to $`k=3`$. Such concrete advance knowledge is impossible with any other mapping of hypotheses to probabilities. In order to see this, suppose we had, instead of eq.(11), a linear mapping of hypotheses to probabilities. Following eq.(5), the excluded fraction of hypotheses would be given by $`12k\mathrm{\Delta }p`$, which, for $`N=1000`$ and $`k=3`$, can be anywhere between 90.5% and 99.1% (eq.(4) has been used for the limits of $`p`$ at 0 and 1, because the approximate form of eqs.(5) and (6) is invalid there). But without actually doing the experiment and obtaining the data we could not say anything more specific.

Another graphical presentation of the mapping of $`\chi `$ to $`p`$ is shown in Fig.5a. The circle is a segment of the axis of $`\chi `$ which corresponds to one full period. The axis of the probability $`p`$ is the diameter of the circle. Projecting the uncertainty limits of $`p`$ onto the circle gives the corresponding uncertainty limits of $`\chi `$. Yet another representation of $`\chi `$ is obtained by placing this drawing into the complex plane such that the bottom of the circle is at the origin, and then tilting it by an arbitrary angle, as shown in Fig.5b. This representation is used by quantum theory. Later we will see that it is more powerful for forming predictions than the purely real representations.

To summarize this section, we found a unique mapping of hypotheses to probabilities. From the point of view of probability theory we simply derived that random variable, whose standard deviation asymptotically becomes an invariant under different outcomes $`L`$ of the experiment. That is why our finding has nothing to do with elementary physical experiments, in particular. (A similar observation was made by Brukner and Zeilinger, when trying to find an invariant information measure for 2-level systems .) However, we will see that there is a deeper reason why $`\chi `$ or $`\beta `$ are useful quantities in binomial experiments like elementary quantum yes-no setups, and less useful ones in seemingly analogous everyday procedures like estimating the fraction of red cars in a city by determining their fraction in just a few streets.

In the following sections we will derive other quantities from more complex experimental schemes. We will from now on no longer emphasize that by means of an experiment we eliminate hypotheses. We will switch to the usual manner of saying that we measure quantities. And we will reserve the term ”physical quantity”, to measurable quantities which have the same invariance properties as we required from our quantity $`\chi `$: The uncertainty interval must get smaller with each additional observation, and it must be invariant under different outcomes of the experiment.

## 4 Observation of a probability as a function of a parameter

We will now measure the probability of a click in detector 1 in the experiment of Fig.2 for several different physical situations, which we will characterize by the preparation parameter $`t`$. (This need not be time.) We would determine $`t`$ by means of auxiliary measurements, which would ultimately have to be resolvable into observations of probabilities, but would, of course, not involve detections at either detector 1 or detector 2. For the present it will suffice to assume that we can set $`t`$ and verify this setting. Let us measure the fraction of clicks at detector 1 as a function of a sequence of different settings $`t_j`$, $`j=1,\mathrm{},M`$. For simplicity we assume the values of the $`t_j`$ to be aequidistant, and without restricting generality we can let $`t`$ have integer values , thus $`t_j=j`$. But we assume that arbitrary values in between can also be set. With each setting $`t_j`$ we do $`N_j`$ trials. We will first analyse the experiment by means of the the real label $`\chi `$ and then repeat the analysis by using the complex label $`\beta `$.

### 4.1 Real labels for hypotheses

Following eq.(10) we derive the physical quantities $`\chi _j`$. In accordance with eq.(9) we obtain their respective uncertainties as

$$\mathrm{\Delta }\chi _j=N_j^{1/2}$$
(12)
where we set $`C=1`$. Having done this, what other quantities can we form, whose uncertainties have the same invariance properties as the $`\mathrm{\Delta }\chi _j`$ such that we can consider them as physical quantities? Clearly, such other quantities can only be linear functions of the $`\chi _j`$. Let them be denoted by $`g_l`$, $`l=1,\mathrm{},M`$:

$$g_l=\frac{1}{M}\underset{j=1}{\overset{M}{}}a_{lj}\chi _j+\eta _l,$$
(13)
where $`a_{lj}`$, and $`\eta _l`$ are arbitrary real constants. In order that at each setting $`t_j`$ additional data will contribute equally to a decrease of uncertainty of the $`g_l`$, we must require $`a_{lj}=\pm 1`$. The uncertainty intervals are then

$$\mathrm{\Delta }g_l=\mathrm{\Delta }g=\frac{1}{M}\sqrt{\underset{j=1}{\overset{M}{}}\frac{1}{N_j}}.$$
(14)
Depending on which of the $`a_{lj}`$ we set $`+1`$ and which we set $`1`$ the quantities $`g_l`$ may be more or less meaningful. But we can obtain a particularly useful linear combination when we give up the constraint on the $`a_{lj}`$ and let them be coefficients in a Fourier series. For simplicity we assume that $`M`$ is odd, thus we write $`M=2K+1`$, and we divide the $`g_l`$ into the sine coefficients $`s_l`$ and the cosine coefficients $`c_l`$. Then, for $`l=0,\mathrm{},K`$:

$$c_l=\frac{1}{M}\underset{j=1}{\overset{M}{}}\chi _j\mathrm{cos}\left(\frac{2\pi jl}{M}\right)+\eta _l^{(c)}$$
(15)
and

$$s_l=\frac{1}{M}\underset{j=1}{\overset{M}{}}\chi _j\mathrm{sin}\left(\frac{2\pi jl}{M}\right)+\eta _l^{(s)},$$
(16)
where we have $`s_0=0`$, so that there are again just $`M`$ different quantities. As before, we also have arbitrary real additive constants, $`\eta _l^{(c)}`$ and $`\eta _l^{(s)}`$. The uncertainty intervals are

$$\mathrm{\Delta }c_l=\frac{1}{M}\sqrt{\underset{j=1}{\overset{M}{}}\frac{\mathrm{cos}^2\left(\frac{2\pi jl}{M}\right)}{N_j}}$$
(17)
and

$$\mathrm{\Delta }s_l=\frac{1}{M}\sqrt{\underset{j=1}{\overset{M}{}}\frac{\mathrm{sin}^2\left(\frac{2\pi jl}{M}\right)}{N_j}}.$$
(18)
However, here we are faced with the problem that the cosine function becomes zero for certain combinations $`jl`$, for which obtaining additional data with the setting $`t_j`$ does not result in a decrease of $`\mathrm{\Delta }c_l`$. The same holds for other combinations $`jl`$ for the sine function and the corresponding $`\mathrm{\Delta }s_l`$. Therefore, according to our definition of a physical quantity, not all of the $`c_l`$ and $`s_l`$ would qualify for this status.

In order to remedy the situation we are led to consider assigning to one physical quantity two numbers, instead of just one. We will do this by expanding into the plane of complex numbers. We can now define for $`l=K,\mathrm{},K`$:

$$h_l=c_l+is_l=\frac{1}{M}\underset{j=1}{\overset{M}{}}\chi _j\mathrm{exp}\left(i\frac{2\pi jl}{M}\right)+\zeta _l,$$
(19)
where $`\zeta _l=\eta _l^{(c)}+i\eta _l^{(s)}`$ are arbitrary complex constants. If the $`h_l`$ are to be accepted as physical quantities, their uncertainties must only depend on the numbers of trials $`N_j`$ made at the various settings $`t_j`$, and must strictly decrease when any of the $`N_j`$ increases. Since our definition of uncertainty is equal to the standard deviation of the respective random variable when the number of trials becomes large, we can again employ the gaussian approximation and obtain

$$\mathrm{\Delta }h_l=\sqrt{\underset{j=1}{\overset{M}{}}\left|\frac{h_l}{\chi _j}\right|^2\left(\mathrm{\Delta }\chi _j\right)^2}=\frac{1}{M}\sqrt{\underset{j=1}{\overset{M}{}}\frac{1}{N_j}}.$$
(20)
Obviously, the $`\mathrm{\Delta }h_l`$ have the required properties, so that the $`h_l`$ are physical quantities. Moreover, all the $`h_l`$ have the same uncertainty.

Nevertheless, there is a conspicuous asymmetry between the physical quantities $`\chi _j`$ and the equally physical quantities $`h_l`$. The former are by design real, while the latter are in general complex. It is therefore suggestive to start right away with a complex representation of $`\chi `$ as is shown in Fig.5b. We will do so, but we do not want to motivate this step by formal elegance. Rather, we will first show that predictions based on the quantitities $`h_l`$ as derived from real $`\chi _j`$ are too consistent to be credible.

PREDICTIONS BASED ON $`\chi `$: From a formal point of view a prediction is no different to a measurement. It is the calculation of just another random variable from observed data. But, of course, a prediction contains the assumption that from data known to the observer something can be said about the range of possible values of random variables that the observer will obtain from other measurements. According to what rules should such predictions be made? Normally, models of the world, or at least of a particular aspect of the world are invented for the purpose. We shall refrain from this. In the spirit of this paper a prediction must become more accurate with an increase of the number of trials of the probabilistic experiments from whose outcomes the prediction is calculated. And, of course, the uncertainty of the prediction must be an invariant of the outcomes of these experiments. This will ensure the predicted quantity to be a physical quantity. To form such quantities, we can again rely on a linear combination of observed physical quantities.

Presently we will use the observed $`h_l`$ to form predictions of the values of $`\chi `$ that will be observed for settings of our control parameter $`t`$, for which we have not yet made an experiment. Naturally, we have no guarantee that our predictions will hold true when testing them. Let the predictions be denoted by $`\chi ^{}(t)`$:

$$\chi ^{}(t)=\underset{l=K}{\overset{K}{}}\left(h_l\zeta _l\right)\mathrm{exp}\left(i\frac{2\pi l}{M}t\right)=\frac{1}{M}\underset{l=K}{\overset{K}{}}\underset{j=1}{\overset{M}{}}\chi _j\mathrm{exp}\left[i\frac{2\pi l}{M}(jt)\right].$$
(21)
Of course, when $`t`$ is an integer $`j`$ from 1 to M we have $`\chi ^{}(t=j)=\chi _j`$. The uncertainty of $`\chi ^{}(t)`$ due to an uncertainty of the observed quantity $`\chi _j`$ is given by

$$\mathrm{\Delta }_j\chi ^{}(t)=\left|\frac{\chi ^{}(t)}{\chi _j}\right|\mathrm{\Delta }\chi _j=\frac{1}{M}\left|1+\underset{l=1}{\overset{K}{}}2\mathrm{cos}\left[\frac{2\pi l}{M}(jt)\right]\right|\frac{1}{\sqrt{N_j}}.$$
(22)
As expected, we have $`\mathrm{\Delta }_j\chi ^{}(t=j)=\mathrm{\Delta }\chi _j`$. If $`t`$ is not an integer, $`\mathrm{\Delta }_j\chi ^{}(t)`$ depends most strongly on the uncertainty of the nearest data point, and less strongly on the uncertainties of remote data points, as shown in Fig.6. This meets our intuition as to which data points are the most important for making the prediction. A closer inspection of eq.(22) and of Fig.6 reveals that for $`t`$ not an integer we have $`\mathrm{\Delta }_j\chi ^{}(t)0`$ for all $`j`$, $`j`$=1,…,M. This means that all observed data enter into the prediction $`\chi ^{}(t)`$. Most importantly, however, $`\mathrm{\Delta }_j\chi ^{}(t)`$ is invariant of the particular data that we observed, and it strictly decreases with an increase of the number of observations, $`N_j`$. The overall uncertainty of the prediction is

$$\mathrm{\Delta }\chi ^{}(t)=\sqrt{\underset{j=1}{\overset{M}{}}\left|\mathrm{\Delta }_j\chi ^{}(t)\right|^2},$$
(23)
and it, too, is invariant of the outcomes of the experiments and decreases with an increase of any of the $`N_j`$. This qualifies the prediction $`\chi ^{}(t)`$ as a physical quantity.

In order to test the prediction we will have to calculate $`p[\chi ^{}(t)]`$ for the desired $`t`$ using eq.(11). We must, of course, decide on the constants $`C`$ and $`\theta `$ already when determining the values of $`\chi _j`$ from the observed probabilities. Then we can do an experiment with the setting $`t`$ and compare this new observation with the prediction.

Unfortunately, we cannot trust the prediction $`\chi ^{}(t)`$. First, we note an ambiguity in assigning a value to $`\chi `$ from a measured probability $`p`$ using eq.(11). It is evident from Fig.4 that, fixing the constants $`C`$ and $`\theta `$ is not sufficient to obtain a unique value for $`\chi `$, because of the sinusoidally periodic relationship between $`p`$ and $`\chi `$. Even if we select a specific period, there are always two possible values for $`\chi `$, except when $`p=0`$ or $`p=1`$. So, in general, a series of M different settings of $`t`$ permits to derive $`2^M`$ different sets of the physical quantities $`h_l`$, $`l`$=-K,…,K, and hence equally many different predictions $`\chi ^{}(t)`$ for any given $`t`$. Two examples are shown in Fig.7.

The possibility of so many predicted functions is clearly unsatisfactory. Not only do we predict a range of different experimental outcomes for any new setting of the control parameter $`t`$, but our method convinces us that each of them is consistent with the known data. We can wonder why the $`M`$ observed probabilities should be due to only $`M`$ underlying physical quantities $`h_l`$? There could be many more $`h_l`$, $`|l|>K`$, that contribute to the coming about of the data. But our method gives us no hint about their existence, although it does not exclude that we invent some and see whether this is compatible with the data. Therefore, what we would like to have is a means which can tell us on the basis of the available data, that there might be further quantities $`h_l`$, $`|l|>K`$, because the predictions derived from the data lead to inconsistencies. For this purpose we shall investigate the complex representation of $`\chi `$ as shown in Fig.5b.

### 4.2 Complex labels for hypotheses

From Fig.5b one obtains by simple trigonometry the complex representation of $`\chi `$ as

$$\beta =\left(\sqrt{p(1p)}\pm ip\right)e^{i\phi }.$$
(24)
Assigning a numerical value to $`\beta `$ from experimental data requires the choice of a phase $`\phi `$ and a decision whether $`p`$ shall be projected to the left or the right half of the circle.

The uncertainty of $`\beta `$ is given by

$$\mathrm{\Delta }\beta =\left|\frac{d\beta }{dp}\right|\mathrm{\Delta }p=\frac{1}{2\sqrt{N}}.$$
(25)
It is invariant under different outcomes of the experiment. Therefore, $`\beta `$ is a physical quantity according to our definition. Because $`\beta `$ is such an important quantity — we know it in quantum theory as the probability amplitude for the specific outcome — we shall also show that the standard deviation does indeed become independent of the experimental outcome when the number of trials is large.

The random variable $`\beta `$ is given by

$$\beta (L/N)=\sqrt{\frac{L}{N}\left(1\frac{L}{N}\right)}+i\frac{L}{N}.$$
(26)
Here, $`L`$ is again the number of outcomes ”1” in $`N`$ trials of the experiment of Fig.2. The probability for ”1” in a single trial is given by $`p`$. We neglect a general phase in $`\beta `$, because this would only amount to a rotation around the origin in the complex plane. Similarly, it is sufficient to consider only one projection of $`p`$ onto the circle (see Fig.5b).

The expectation value of $`\beta `$ is given by summing over all possible experimental results with the weights according to the binomial distribution

$$\overline{\beta }=\underset{L=0}{\overset{N}{}}\frac{N!}{L!(NL)!}p^L(1p)^{NL}\beta (L/N).$$
(27)
The dispersion of $`\beta `$ is given by $`\sigma ^2`$, where $`\sigma `$ is the standard deviation. $`\sigma ^2`$ is defined as the expectation value of the absolute square of the difference between $`\beta `$ and $`\overline{\beta }`$

$$\sigma ^2(\beta )=\underset{L=0}{\overset{N}{}}\frac{N!}{L!(NL)!}p^L(1p)^{NL}\left|\beta (L/N)\overline{\beta }\right|^2.$$
(28)
Elementary transformation yields

$$\sigma ^2(\beta )=\left|\overline{\beta }\right|^2+p+ip(\overline{\beta }\overline{\beta ^{}})(\overline{\beta }+\overline{\beta ^{}})\underset{L=0}{\overset{N}{}}\frac{N!}{L!(NL)!}p^L(1p)^{NL}\sqrt{\frac{L}{N}\left(1\frac{L}{N}\right)}.$$
(29)
Noting that the imaginary part of $`\overline{\beta }`$ is equal to $`p`$, and that

$$\left|\overline{\beta }\right|^2=\left[Re(\overline{\beta })\right]^2+\left[Im(\overline{\beta })^2\right]^2$$
(30)
we can simplify further to

$$\sigma ^2(\beta )=\left[Re(\overline{\beta })\right]^2+p(1p).$$
(31)
Since the first term on the right side, i.e. the real part of the expectation value of $`\beta `$, is difficult to evaluate analytically it was obtained numerically. The results for $`\sigma `$ are shown in Fig.8. One notes that $`\sigma `$ does indeed become independent of $`p`$ and that it approaches the uncertainty of $`\beta `$ given in eq.(25): $`\sigma \mathrm{\Delta }\beta =1/(2\sqrt{N})`$.

Let us now look at the observation of a probability as a function of an experimental parameter $`t`$, as we did before. Again we assume $`M`$ different settings equidistant in $`t`$. Also, we let $`M`$ be odd to have the formal advantage of summation indices symmetric around 0 later on. At each setting we do $`N`$ trials of the experiment and get the outcomes $`L_1`$,…,$`L_M`$. Then we calculate the best estimates for the $`\beta _j`$, $`j=1,\mathrm{},M`$ as

$$\beta _j=\left(\sqrt{\frac{L_j}{N}\left(1\frac{L_j}{N}\right)}+i\frac{L_j}{N}\right)e^{i\phi _j}.$$
(32)
Here, we projected $`p`$ onto the right half of the circle, but the choices of $`\phi _j`$ are still free. Now we form linear combinations of the various $`\beta _j`$ which correspond to the Fourier expansion:

$$v_l=\frac{1}{\sqrt{M}}\underset{j=1}{\overset{M}{}}\beta _j\mathrm{exp}\left(i\frac{2\pi }{M}jl\right)$$
(33)
for $`l=K,\mathrm{},K`$ and $`2K+1=M`$. We have introduced the scale factor $`1/\sqrt{M}`$ with the purpose to obtain equal uncertainties of the $`v_l`$ and the $`\beta _j`$. By virtue of the fact that the dispersion of a sum of random variables is equal to the sum of the dispersions of these random variables the uncertainties $`\mathrm{\Delta }v_l`$ will also be independent of the outcomes $`L_1,\mathrm{},L_M`$. We have:

$$\mathrm{\Delta }v_l=\sqrt{\underset{j=1}{\overset{M}{}}\left|\frac{v_l}{\beta _j}\right|^2\left(\mathrm{\Delta }\beta _j\right)^2}=\frac{1}{2\sqrt{N}},$$
(34)
where we have made use of eq.(25). The invariance of the uncertainties of the $`v_l`$ under different experimental outcomes, and the strict decrease of the uncertainties with more trials, qualifies the $`v_l`$ as physical quantities. Clearly, this is also true if the $`M`$ experiments were not all done with the same number of trials and eq.(34) would not reduce to such a compact form. With this, we can now turn to forming predictions.

PREDICTIONS BASED ON $`\beta `$: Using the quantities $`v_l`$ we form predictions for arbitrary settings of the parameter $`t`$ by means of Fourier synthesis

$$\beta ^{}(t)=\frac{1}{\sqrt{M}}\underset{l=K}{\overset{K}{}}v_l^{}\mathrm{exp}\left(i\frac{2\pi }{M}lt\right)=\frac{1}{M}\underset{l=K}{\overset{K}{}}\underset{j=1}{\overset{M}{}}\beta _j\mathrm{exp}\left[i\frac{2\pi }{M}l(jt)\right].$$
(35)
The uncertainty of $`\beta ^{}(t)`$ for a given experimental setting $`t`$ is

$$\mathrm{\Delta }\beta ^{}=\sqrt{\underset{j=1}{\overset{M}{}}\left|\frac{\beta ^{}}{\beta _j}\right|^2(\mathrm{\Delta }\beta _j)^2}=\sqrt{\frac{1}{M}\underset{j=1}{\overset{M}{}}(\mathrm{\Delta }\beta _j)^2}=\frac{1}{2\sqrt{N}}.$$
(36)
It is thus also independent of the experimental outcomes and decreases with the number of trials. Therefore, the prediction $`\beta ^{}(t)`$ is a physical quantity. Note that $`\mathrm{\Delta }\beta ^{}`$ is also independent of $`t`$.

Now we want to compare predictions made on the basis of $`\chi `$ to those made on the basis of $`\beta `$. For this purpose we have used the same data as in Fig.7 and calculated predictions $`\beta ^{}(t)`$, which are shown in Fig.9. Clearly, we have an infinite number of possibilities to form the prediction function $`\beta ^{}(t)`$, because to each observed $`\beta _j`$ we can assign an arbitrary phase $`\phi _j`$. But here, Fig.9 points to a severe problem: The transformation back to a probability according to $`p=|\beta ^{}|^2`$ can result in values $`p>1`$, which are clearly meaningless.

The reason for the occurrence of nonsensical predictions is that the inferred $`v_l`$ do not fulfill the relation

$$\underset{j=1}{\overset{M}{}}\left|v_l\right|1,$$
(37)
such that the summation (35) is not bounded by 1. But, of course, it is possible that there are observations in which the data fulfill this relation. This tells us something: The arbitrary phases $`\phi _j`$ we assigned to each observed $`\beta _j`$ cannot be chosen as freely as we thought. In fact, we are forced to consider them determined by the experimental conditions, at least relative to each other, because the predictions for the probability for not yet observed settings $`t`$ depend crucially on them. We will remark on the implications in the discussion.

The experiment can set limits on the possible combinations of the various $`\phi _j`$, such that the above inequality is fulfilled. However, it could well happen, that no combination of the assigned phases $`\phi _j`$ leads to a prediction function which is bounded by $`\left|\beta ^{}(t)\right|1`$. Therefore we can use the above inequality to separate the kinds of parameters, as a function of which we are observing a probability, into two groups. Those, which fulfill this inequality, and those which don’t.

This distinction is not new. A similar distinction is quite natural in quantum physics, where we can observe a probability as a function of a parameter, and where the sum of these probabilities may or may not have to be limited by 1. Consider the following three examples:

i) Observation of the arrival of a particle in a region of space. Our detector ”1” would cover this region, detector ”2” would represent the rest of space. The parameter $`t`$ would label adjacent regions in space to which we move detector ”1” successively and repeat the experiment with the identically prepared particle. Clearly, the sum of the probabilities at detector ”1” cannot exceed 1.

ii) Quite generally, measurement of the probability to find the particle in one of several possible states. Our detector ”1” would detect for different states as a function of the parameter $`t`$, such that each new setting of $`t`$ would test for another possible state. Detector ”2” would in each case collect together all the other states. Again, the sum of the probabilities measured at detector ”1” cannot go beyond 1.

iii) Measurement of the probability to find a spin-1/2 particle in the state $`|+z>`$, when it has been prepared in the state $`|+b>`$ . Detector ”1” would record the state $`|+z>`$, and detector ”2” would record $`|z>`$. Our parameter $`t`$ would label the angle between $`\stackrel{}{b}`$ and $`\stackrel{}{z}`$. Since we can adjust the successive settings of the angle arbitrarily close, summation of the measured probabilities of arrival in detector ”1” has no upper limit.

These examples show that the observation of a probability as a function of a parameter has something to do with the concept of ”system”. So far we have avoided speaking of ”systems”, because we would have introduced an unjustified ad hoc structure. But now we have a first indication that it may be meaningful to start categorizing data as pertaining to ”systems”, although in this paper we cannot penetrate further into this question. It is necessary to emphasize that working with the purely real quantities $`\chi _j`$ would never have pointed us to the problem. There, the prediction function is always well behaved, because the predicted $`\chi ^{}`$ can have any value and the derived expectation for the probability will never leave the interval . Using the $`\beta _j`$ is thus a more discriminatory method. The complex representation of observed probabilities by means of $`\beta `$ extracts potentially more information from the data than the real representation $`\chi `$. Therefore, we will from now on use only $`\beta `$. As we have already remarked, it is what quantum theory calls the probability amplitude.

At this point we must mention that the existence of a deeper structural relation between probability theory and the quantum theoretical calculus has already been emphasized by Lande , and is also shown by Peres . A more mathematical work of Fivel comes to the same conclusion . And that the superposition principle is not of ”physical” origin was recently elucidated by Orlov .

## 5 Correlations

So far we have assumed that our probabilistic experiment of Fig.2 is performed under well defined conditions, which are themselves ultimately verified by a huge number of elementary detectors. At these exterior detectors we only verify the probabilities of clicks. If these are the same as in the previous trials, at the chosen level of accuracy, we say we have the same conditions. In actual experiments one rarely checks such probabilities themselves. Instead one reads quantities, which are at least in principle derived from them, from indicators of instruments, e.g. readings of lengths, currents, etc. (We imagined our parameter $`t`$ to be verified in this manner.) And in large part the check of the conditions are evaluations of the human senses, which inform us only about mean values, anyway (e.g. when the experimenter verifies by tactile and visual inspection that all the cables are connected in the same way as in the previous trial). Therefore, the data we subsumed under the heading conditions, are not analysed at the level of clicks.

We will now improve on this situation by looking at one of the conditions in detail. For simplicity we will pick out one condition, which up to now was only monitored as the relative frequency with which a click occurred in one of two detectors. Now, occurrence of the click in one detector shall mean another condition than occurrence of the click in the other, so that we are doing the observation at our original two detectors under two different conditions (we exclude other combinations of clicks at the two new detectors as possible conditions). The setup is shown in Fig.10. It is the familiar arrangement of experiments on the Einstein Podolsky Rosen paradoxon.

Observations are made at two sites, each equipped with two detectors. We observe coincidences of clicks of one detector at site A with one at site B, under well defined conditions. (Coincidences need not be restricted to a specific time interval. Only some procedure of relating data of site A with those at site B is needed, which is independent of the data itself.) We do not regard clicks in both detectors at just one site, nor more than one click in a detector. Therefore we have four possible events: ($`A_1`$,$`B_1`$), ($`A_1`$,$`B_2`$), ($`A_2`$,$`B_1`$), ($`A_2`$,$`B_2`$). From the point of view of the observer at site A, he or she is observing the relative frequencies of clicks in the detectors under the two different conditions that at site B either detector 1, or detector 2 fires. Conversely, the observer at site B registers the relative frequency of clicks in the two detectors under the two different conditions that at site A either detector 1, or detector 2 fires. The overall view is that we have a probabilistic experiment under well defined conditions, where one trial can have four possible outcomes.

Let us first assume the point of view of the observer at one site, say A. Observer A may start out by neglecting the clicks at site B, i.e., he only convinces himself that the relative frequency of clicks at $`B_1`$ and $`B_2`$ remains constant, just as all other conditions, while he is doing the $`N`$ trials. He is then effectively doing the sort of experiment of Fig.2. (In practice A may not even be aware of the existence of site B. Then he just has to assume that all unknown conditions are constant. In fact physics relies on this assumption, because an experimenter cannot monitor the whole world while doing some particular observation.)

In $`N`$ trials detector $`A_1`$ fires $`L_A`$ times, detector $`A_2`$ fires $`NL_A`$ times. From these data observer A can extract the probability $`p_A`$ to obtain a click at $`A_1`$, and the corresponding physical quantity $`\beta _A`$ in the manner discussed in section 4.2, and he may measure these quantities as a function of various parameters. It may well happen that he finds no parameters by which he can adjust $`p_A`$ in its full range from 0 to 1. In that case observer A can come to two different conclusions:

i) He may assume that this specific probabilistic experiment simply cannot yield all of the logically conceivable results. The most general conclusion would be that the present state of the world excludes some possibilities. (”Constants” of nature would ultimately manifest themselves in such a way.)

ii) He may assume that looking at the conditions of the experiment only at the level of averages is insufficient. He must start to search which of the exterior measurements monitoring the conditions of his experiment he will have to analyse at the level of clicks. Then he will have to perform the experiment anew, where he now bins the data according to which of the possible outcomes are occurring at that other measurement. Thus he must observe correlations of clicks at two sites. If this is still not sufficient to obtain the full range from 0 to 1 for the various coincidence probabilities by adjusting the experimental conditions, he must postulate the need to look for yet another one of the measurements of the conditions and look at it at the level of clicks. He would then have triple-coincidence probabilities. As a general rule he must integrate so many of the condition-monitoring measurements and take them into account at the level of clicks, until the observed multi-coincidence probabilities can be tuned to any value between 0 and 1 by changing proper parameters (in turn monitored by exterior measurements, but not at the level of clicks). Thus he is lead to the overall view.

We will now analyse the experiment of Fig.10 by adopting the overall view and assuming that no further exterior conditions need to be monitored at the level of clicks. Suppose we perform $`N`$ trials and we obtain the numbers of concident firings $`L_{11}`$, $`L_{12}`$, $`L_{21}`$, and $`L_{22}`$. The first and the second subscript refer to the detector which fired at site $`A`$, and at site $`B`$, respectively. These numbers obey the constraint

$$L_{11}+L_{12}+L_{21}+L_{22}=N.$$
(38)
With this we can estimate the unknown probabilities of the four possible outcomes. Their best estimates and the respective uncertainties are (see eq.(3) and eq.(6))

$$p_{jk}=\frac{L_{jk}}{N},$$
(39)
$$\mathrm{\Delta }p_{jk}=\sqrt{\frac{p_{jk}(1p_{jk})}{N}},$$
(40)
where $`j`$ and $`k`$ can each be 1 or 2. And using eq.(24) we also obtain the associated physical quantities $`\beta _{jk}`$ as

$$\beta _{jk}=\left(\sqrt{1\frac{L_{jk}}{N}}+i\frac{L_{jk}}{N}\right)e^{i\phi _{jk}},$$
(41)
whose uncertainties are invariant under different results, as required (eq.(25)):

$$\mathrm{\Delta }\beta _{jk}=\frac{1}{2\sqrt{N}}.$$
(42)
Clearly, we have

$$\left|\beta _{11}\right|^2+\left|\beta _{12}\right|^2+\left|\beta _{21}\right|^2+\left|\beta _{22}\right|^2=1,$$
(43)
so that the experiment yields three independent random variables. From the previous section we know that the phases $`\phi _{jk}`$ are arbitrary as long as we are not basing predictions on them. Since a common phase can be extracted, we have three free phases whose values cannot be determined in the experiment, but which we must consider as measurable, in principle. Altogether we must thus postulate six independent possibilities of influencing the outcomes in an experiment of the type of Fig.10. We note that quantum theory comes to the same conclusion: It also requires three independent complex probability amplitudes, hence six real numbers, to describe the situation. The result of the observation can now be written as a complex vector of the physical quantities $`\beta _{jk}`$. Setting $`\phi _{22}=0`$ ist looks like this:

$$\left(\begin{array}{c}\beta _{11}\\ \beta _{12}\\ \beta _{21}\\ \beta _{22}\end{array}\right)=\left(\begin{array}{c}\left(\sqrt{1\frac{L_{11}}{N}}+i\frac{L_{11}}{N}\right)e^{i\phi _{11}}\hfill \\ \left(\sqrt{1\frac{L_{12}}{N}}+i\frac{L_{12}}{N}\right)e^{i\phi _{12}}\hfill \\ \left(\sqrt{1\frac{L_{21}}{N}}+i\frac{L_{21}}{N}\right)e^{i\phi _{21}}\hfill \\ \sqrt{\frac{(L_{11}+L_{12}+L_{21})}{N}}+i\frac{NL_{11}L_{12}L_{21}}{N}\hfill \end{array}\right).$$
(44)
The three free random variables are $`L_{11}`$, $`L_{12}`$, $`L_{21}`$ and the three free phases are $`\phi _{11}`$, $`\phi _{12}`$, $`\phi _{21}`$.

The result vector indicates in no way that it represents coincidence outcomes at pairs of detectors at two different sites. It could equally well be the result vector of a probabilistic experiment where one trial can give four different outcomes at just one site. Therefore, whatever functional dependencies of the outcomes on the experimental conditions we observe, they are neither restricted nor expanded by the fact that the data are collected as coincidences of two clicks at two detectors which are distant from each other. The Einstein-Podolsky-Rosen paradoxon rests on the acceptance of ”distance” and ”spatiality” as we know them from everyday life as unquestioned primitive notions . Already special and general relativity have shown the need to scrutinize these notions, although they have made no attempt to found them on more elementary ideas. Indeed, an understanding of ”distance”, ”orientation”, ”space” (of whatever dimension) from pre-geometric concepts seems a formidable task. But it is of utter importance if we take the common or the ultimate observer of Fig.1 seriously as the bare minimum needed to start doing empirical science.

One can now analyse the experiment of Fig.10 when measuring the coincidence probabilities as a function of various parameters. But we will not really find anything different from the quantum theoretical description of the possible measurements on two correlated spin-1/2 systems, although we would understand the emerging structures as consequences of the method how the observer gains information at the level of clicks. Therefore, we shall leave this as a possibly entertaining exercise to the reader.

## 6 Discussion

Several of the points presented in this paper deserve further comments. The first is our unquestioned acceptance that clicks just occur. What is a click, when looked at more closely? Philosophically, it is the transition from not-knowing to knowing which of several possibilities has become actual. For the human individual it is the advance forward in time by one small step, experiencing what this moment is filled with, and naming this experience. A name is, of course, the statement of exactly one out of finitely many possibilities. This connects it to technical measurement, which consists in recording which of finitely many pointer positions is found. Why in both cases only a finite amount of information is captured in finite time is not clear. Perhaps, because mind balks when trying to think the opposite (at least my mind does).

A second point is whether our search for invariants in probabilistic experiments must be restricted to probabilistic experiments that are in some sense ”fundamental”. What is the difference of observing the fraction of red cars in a city, to pick up on our initial doubts, to observing the fraction of counts in a particular detector? Well, the probabilistic measurement of the fraction of red cars in a city is only superficially a yes-no experiment. In fact it is a probabilistic experiment with a huge number of possible outcomes, and we just subsume one group of the outcomes into ”red” and the other group into ”not red”. While this may have become clear in our analysis of correlations, let us look at it again in an example.

Data taken from a ”fundamental” scattering experiment where a particle can end up in one of $`M`$ detectors look no different to the data obtained by letting balls bounce through an array of obstacles so that each ball can end up in one of $`M`$ different baskets. Both will conform to the multinomial distribution of order $`M`$. In both cases we can observe the probabilities as a function of various parameters. The difference is that in the ball experiment we are actually not distinguishing only $`M`$ different outcomes, but many, many more. A ball hitting a specific obstacle and going to basket 1 constitutes a different experiment to a ball not hitting this obstacle but still ending up in basket 1. We have been sloppy and not monitored the conditions properly! So we can start to do all kinds of measurements on the obstacles while the balls are bouncing through, and select out only those cases, where we are convinced that they were done under the same conditions of the obstacles, possibly the same temporal evolution of the conditions of the obstacles while a ball is bouncing through. But then we find that one ball in basket 1 may have come to lie there differently from the next ball in basket 1. Again we have been sloppy! We must now be even more discriminate and select only those cases, where the ball ends up in exactly the same position and same orientation in a basket. This is still not enough. We can still make many more distinctions in a trial than just the $`M`$ possible outcomes, e.g. we could screen the balls for the most minute differences in weight, we could record the patterns of light that are reflected from a ball while bouncing through, etc. But all these externally testable conditions must be the same in each trial, before we can say that we are doing a fundamental probabilistic experiment. If we manage to do that with balls, then we are justified in forming predictions on the basis of our analysis. Our conclusion is here no different to that of quantum theory .

This raises the question, whether fundamental probabilistic experiments are possible at all. The strict answer is no, because an observation can never be repeated. As we have already noted, an experimenter cannot monitor the whole world and ensure all conditions are the same in the successive trials of a probabilistic experiment. Epistemologically, the minimum difference is the record of the previous trials. An experimenter can just try to find out which conditions must be controlled and which can be neglected. In fact, this is how we learn about the world, and it gives us a basis for categorizing it! It is very likely that further analysis along the principle guideline of this paper that, through observation our knowledge about the world can only increase, general rules can be found of how to separate relevant from irrelevant conditions. Presumably this is related to the concept of ”distance”, whose origin clearly lies in human muscular self-experience, and which must therefore be cracked. But as we have not addressed how probabilistic observation is connected to a number of terms which are similarly up for disection, but are indispensible for doing physics, terms like ”system”, ”space”, ”interaction”, etc., we cannot say anything more concrete.

Let us now comment on the consequences of the fact that the physical quantitity $`\beta `$, which we found associated with a measurable probability, is a complex variable. We have noted that the prediction function $`\beta ^{}(t)`$ is only uniquely determined when we assign specific values to the phases of the observed physical quantities $`\beta _j`$ (eq.(35) and Fig.9). More correctly, we must assign specific phase differences $`\phi _j\phi _k`$ between any two observed $`\beta _j`$, $`\beta _k`$. They influence our predictions, which are testable, so that we must take these phase differences seriously as measurable quantities. This implies that, with each observable probability, which is just one number, we must associate two measurable numbers! One of these numbers is obtained by the observed relative frequency $`L/N`$, but the other is buried in the conditions and only its relative value is testable. Nevertheless, as a general statement we find that, a measurable probability is governed by two conditions, which can be controlled separately. Of course, knowing quantum theory, this comes as no surprise. But our analysis started out by avoiding pre-conceived notions about the world, so that this finding has another significance. We can dare to speak of how a probability is related to the world. If we call an observable probability an elementary system, as has recently been advocated , this turns into the visual imagery that an elementary system has a relation to the conditions of the world, which is given by two parameters. A closer inspection reveals, and actually Fig.5b is already suggestive of it, that these two parameters are equivalent to the polar coordinates fixing the direction of a unit vector in 3-dimensional cartesian space! Thus we can say that an observable probability, or an elementary system, has a controllable orientation with respect to the world, as if this world were 3-dimensional. Of course, ”distance” or ”location” do not yet exist here. A similar connection between the 3-dimensionality of space and the fact that quantum theory assigns a complex two-component spinor to any yes-no problem has been emphasized by Weizsäcker , and also expounded by Lyre . An interesting proof was sketched by Penrose  and worked out by Moussouris . The latter assigns an angle between any two multilevel quantum systems from the inner product of the angular momentum operators and then shows that the simultaneous angles of many such systems are compatible with presenting each system as a vector in 3-dimensional space. There, too, the concepts of ”distance” and ”location” are secondary.

Our method of constructing predictions requires a further remark. We have applied it only to predict probabilities when the experimental control parameter $`t`$ was set between values at which measurements have been performed. How shall we form predictions in cases, where we want to say something about the outcome probabilities to be expected in a different experimental setup than the one from which we obtained data for the prediction? What laws should we apply then? As a general rule, it must also be linear laws, just like those that we have used, because this ensures that more information obtained in the original experiment will lead to higher accuracy of the prediction for the other experiment. Take the double slit experiment as an example. We measure the probability of a particle to hit a certain small region on a screen behind the double slit. First we do a measurement with the left slit closed, then one with the right slit closed. Now we want to predict the probability when both slits are open. Here, we have no easy parameter $`t`$ with which to label the three experiments, so that the prediction would again be a kind of interpolation. Nevertheless, the belief that the two one-slit experiments have a lawful relation to the case when both slits are open leads us to apply a linear combination of the two respective quantities $`\beta `$. As one can verify, this gives the correct result, except for an unknown phase.

Finally, let us address the testability of our method of inferring physical quantities and forming predictions. We have already noted that we should expect any measurable probability to be adjustable between 0 and 1 — no matter how many coincident clicks constitute an event. The practical difficulty may lie in finding the experimental conditions which one must tune to achieve this. Also, the method always refers to not yet controlled conditions if a test of a predicted probability disproves the prediction. It does not do so in ”physical” terms, it only insists that there must be something in the conditions which has so far eluded our control while doing the trials. And formally it immediately offers a way to incorporate this uncontrolled condition: Its says that the trials so far must have happened under $`R`$ different conditions, where $`R`$ is an initially unknown integer. If we only manage to do the trials under any of these $`R`$ conditions, but always the same one, then our observed probability will become tunable between 0 and 1. Effectively, it tells us to go to the next higher level of coincidence! This can lead to a regress without end. Thus there is no criterion of how to falsify this method. This is a point of worry, because our method seems to be identical to the quantum theoretical Hilbert space formalism. Quantum theory also just adds a few extra dimensions to Hilbert space and says they must have been floating during the experiment, otherwise we would have observed what it predicts. Consequently, quantum theory might be the frame from which there is no escape, and here I mean the Hilbert space formalism and not so much the physico-muscular lyrics around it. Of course, this conclusion is only warranted as long as we believe in the two tenets of empirical investigation on which we based our analysis:

i) Any observation has finitely many possible outcomes and one just happens.

ii) Only the probability of an outcome is meaningful.

## 7 Conclusion

In this paper we characterized the physicist’s situation as being engulfed by a stream of observed data, where some data signify the conditions and others the outcomes of experiments. The most notable feature of this situation is that information increases with each observed bit, because with it the experimenter knows the answer to a particular yes-no question, while he had at best a guess before the observation. (And contrary to a widely held misconception, there are no sure guesses. New information always counts.)

We argued that probability is the proper tool for extracting meaning, because it expects the least information from the data. Then we heeded Born’s advice to simply look for invariants. This lead us eventually to complex probability amplitudes as random variables with the highest degree of invariance: Their uncertainty strictly decreases with each observation and is independent of the experimental result. A sequence of probabilities observed as a function of a tunable condition results in other quantities to represent probabilistic information, which have the additional symmetry of being independent of that condition. A complex probability amplitude is then seen as a linear superposition of these quantities.

Predictions for observable probabilities must similarly be formed by linear addition of complex probability amplitudes from other observed probabilities, in order to ensure that the prediction becomes more accurate with more observations as input, but is independent of the results of these experiments. In case a prediction fails, rather than doubting the law for making predictions, the search for invariants lead us to postulate that the experiments on whose data the predictions were based, must have been ill controlled, and that this can be remedied by going to a higher level of observing coincidence probabilities. As a consequence we obtain a description of the observer’s world, as if it were the Hilbert space of quantum theory.

An insight of our analysis is that a probability, and more correctly a probability amplitude, is related to experimental conditions in two independent ways, so that one can see it oriented with regard to the experimental conditions as a unit vector in 3-dimensional cartesian space. This is, of course, ontological language. But the finding indicates a connection between the assumption of intrinsic probability and the unexplained effectiveness of believing to exist in a 3-dimensional world.

## 8 Acknowledgment

I am thankful for discussions on topics sometimes closer and sometimes more remote to the one presented here, but in my view always aimed at increasing our predictive power, discussions which I enjoyed with C. Brukner, Z. Hradil, G. Krenn and K. Svozil.


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# Fate of Zero-Temperature Ising Ferromagnets

## Abstract

We investigate the relaxation of homogeneous Ising ferromagnets on finite lattices with zero-temperature spin-flip dynamics. On the square lattice, a frozen two-stripe state is apparently reached approximately 1/4 of the time, while the ground state is reached otherwise. The asymptotic relaxation is characterized by two distinct time scales, with the longer stemming from the influence of a long-lived diagonal stripe “defect”. In greater than two dimensions, the probability to reach the ground state rapidly vanishes as the size increases and the system typically ends up wandering forever within an iso-energy set of stochastically “blinking” metastable states.

PACS Numbers: 64.60.My, 05.40.-a, 05.50.+q, 75.40.Gb

What happens when an Ising ferromagnet, with spins endowed with Glauber dynamics, is suddenly cooled from high temperature to zero temperature ($`T=0`$)? A first expectation is that the system should coarsen and eventually reach the ground state. However, even the simple Ising ferromagnet admits a large number of metastable states with respect to Glauber spin-flip dynamics. Therefore at zero temperature the system could get stuck forever in one of these states.

In this Letter, we present evidence that the behavior of such a kinetic Ising model is richer than either of these scenarios. While the ground state is always reached in one dimension, there appears to be a non-zero probability that the square lattice system freezes into a “stripe” phase, at least for equal initial concentrations of $``$ and $``$ spins. The relaxation is governed by two distinct time scales, the larger of which stems from a long-lived diagonal stripe “defect”. On hypercubic lattices ($`d3`$), the probability to reach the ground state vanishes in the thermodynamic limit and the system ends up wandering forever on an iso-energy subset of connected metastable states. Again, the relaxation seems to be characterized by at least two time scales. It bears emphasizing that these long-time anomalies require that the limit $`T0`$ is taken before the thermodynamic limit $`L\mathrm{}`$; very different behavior occurs if $`L\mathrm{}`$ before $`T0`$.

We can easily appreciate the peculiarities of zero-temperature dynamics for odd-coordinated lattices, such as the honeycomb lattice. Here any connected cluster in which each spin has at least 2 aligned neighbors is energetically stable in a sea of opposite spins. For any initial state, a sufficiently large system will have many such stable defects. Because the number of such metastable states generally scales exponentially with the total number of spins $`N`$, the system necessarily freezes into one of these states. However, on even-coordinated lattices the number of metastable states grows as a slower, stretched exponential function of $`N`$, and they affect the asymptotic relaxation in much more subtle way.

We therefore study the homogeneous Ising model, with Hamiltonian $`=J_{ij}\sigma _i\sigma _j`$, where $`\sigma _i=\pm 1`$ and the sum is over all nearest-neighbor pairs of sites $`ij`$. We assume initially uncorrelated spins, with $`\sigma _j(t=0)=\pm 1`$ equiprobably, which evolve by zero-temperature Glauber dynamics, corresponding to a quench from $`T=\mathrm{}`$ to $`T=0`$. We focus on $`d`$-dimensional hypercubic lattices with linear size $`L`$ and periodic boundary conditions. Most of our results continue to hold for free boundary conditions and on arbitrary even-coordinated lattices.

Glauber dynamics at zero temperature involves picking a spin at random and considering the energy change $`\mathrm{\Delta }E`$ if the spin were flipped. If $`\mathrm{\Delta }E<0`$ ($`>`$0), the flip is accepted (rejected), while if $`\mathrm{\Delta }E=0`$, the attempt is accepted with probability 1/2. After each event, time is updated by $`1/L^d`$, so that each spin undergoes, on average, one update attempt in a single time unit. In practice, we update only the flippable spins (those with $`\mathrm{\Delta }E0`$) and update the time by $`1/(\mathrm{number}\mathrm{of}\mathrm{flippable}\mathrm{spins})`$. For each initial state, one realization of the dynamics is run until the final state. At $`T=0`$, metastable states in this dynamics have an infinite lifetime and these can prevent the equilibrium ground state from being reached. This is the basic reason why dynamics at $`T=0`$ is very different from that of small positive temperature.

In one dimension, it is easy to determine the ultimate fate of the system. In $`T=0`$ Glauber kinetics, the expectation value of the $`i^{\mathrm{th}}`$ spin, $`s_i\sigma _i`$, obeys the diffusion equation and therefore the average magnetization $`m=\frac{1}{L}_js_j`$ is conserved. Since there are no metastable states in one dimension, the only possible final states are all spins up or all spins down. For initial magnetization $`m(0)`$, a final magnetization $`m(\mathrm{})=m(0)`$ can be achieved only if a fraction $`\frac{1}{2}(1+m(0))`$ of all realizations of the dynamics ends with all spins up and a fraction $`\frac{1}{2}(1m(0))`$ with all spins down.

On the square lattice, there exists a huge number of metastable states which consist of alternating vertical (or horizontal) stripes whose widths are all $`2`$. These arise because in zero-temperature Glauber dynamics a straight boundary between up and down phases is stable; a reversal of any spin along the boundary increases its length and raises the energy. Note that a stripe of width one is not stable because it can be cut in two at no energy cost by flipping one of the spins in the stripe.

The mere existence of these metastable states implies that a finite sample may not reach the ground state. However, one might expect that the probability to reach the ground state approaches unity as the system size grows: $`lim_L\mathrm{}P_{\mathrm{gs}}=1`$. Our numerical simulations on $`L\times L`$ squares appear to disagree with this expectation (Fig. 1). The probability $`P_{\mathrm{gs}}`$ grows extremely slowly with $`L`$ and extrapolates to a value of approximately $`3/4`$ as $`L\mathrm{}`$, so that the probability to reach a two-stripe state, $`P_{\mathrm{str}}=1P_{\mathrm{gs}}`$ would be non-zero. We also find that states with more than two stripes almost never appear.

When the two-stripe state is reached on the square lattice, both stripes have width typically of the order of $`L/2`$, as seen by a gradual narrowing of the continuous component $`C_{2\mathrm{d}}(m)`$ of the final magnetization distribution, $`F_{2d}(m)=\frac{1}{2}P_{\mathrm{gs}}\left[\delta (m1)+\delta (m+1)\right]+P_{\mathrm{str}}C_{2d}(m)`$ (Fig. 2(a)). However, as $`L`$ increases the magnetization distribution appears to converge to a finite-width scaling limit. On the simple cubic lattice, there are many more metastable state topologies and also relatively more states with narrow stripes, so that there is a larger probability that the final magnetization is close to $`\pm 1`$. The final magnetization distribution also exhibits good data collapse even at relatively small system sizes. Strikingly, the final magnetization distribution on the cubic lattice is well fit by $`F_{3d}(m)=\frac{3}{4}(1m^2)`$ (Fig. 2(b)).

Intriguing behavior is also exhibited by the survival probability $`S(t)`$ that the system has not yet reached its final state by time $`t`$. As shown in Fig. 3, $`S(t)`$ is controlled by two different time scales. On a semi-logarithmic plot, $`S(t)`$ lies on one straight line with large negative slope for intermediate times and crosses over to another line with smaller negative slope at long times. In this intermediate time regime, the energy decays as $`t^{1/2}`$, as expected The crossover in $`S(t)`$ occurs when domains, which grow according to the classical $`t^{1/2}`$ law, reach the system size. This gives the crossover time $`\tau _cL^2`$.

Quite surprisingly, the source of the long-time anomaly in $`S(t)`$ arises from the approximately 4% of the configurations in which a diagonal stripe appears (Fig. 4). On the torus, this configuration consists of one stripe of $``$ spins and another of $``$ spins which, by symmetry, have width of order $`L`$. Each of these stripes winds once in both toroidally and poloidally on the torus; they cannot evolve into straight stripes by a continuous deformation of the boundaries. Consequently a diagonal stripe configuration should ultimately reach the ground state.

Diagonal stripes are also extremely long-lived. For $`L=200`$, for example, the time for such a configuration to reach the final state is two orders of magnitude larger than the typical time. To understand this long lifetime, we view a diagonal boundary as an evolving interface in a reference frame rotated by $`45^{}`$.

In this frame (Fig. 4 lower), a spin flip is equivalent to a “particle” which either deposits at the bottom of a valley ($``$) or evaporates from a peak ($``$). In a single time step each such event occurs with probability 1/2. For an interface with transverse dimension of order $`L`$, let us assume that there are of the order of $`L^\mu `$ such height extrema. Ref.  predicts $`\mu =1`$, but we temporarily keep the value arbitrary for clarity. Accordingly, in a single time step, where all interface update attempts occur once on average, the interface center-of-mass moves a distance $`\mathrm{\Delta }yL^{\mu /2}/L`$. This gives an interface diffusivity $`D(\mathrm{\Delta }y)^2L^{\mu 2}`$. We then estimate the lifetime $`\tau _{\mathrm{diag}}`$ of a diagonal stripe as the time for the interface to move a distance of order $`L`$ to meet another interface. This gives $`\tau _{\mathrm{diag}}L^2/DL^{4\mu }`$. Using the results of Ref. , we expect $`\tau _{\mathrm{diag}}L^3`$.

The survival probability reflects these two time scales (Fig. 3), and their $`L`$ dependence is cleanly visible in the reduced moments $`M_kt^k^{1/k}`$ of the time until the final state is reached. The main contribution to the moments with $`k<1`$ comes from short-lived configurations, while for $`k>1`$ the main contribution comes from long-lived diagonal-stripe configurations. Our data for $`M_k`$ with $`k<1`$ scales approximately as $`L^2`$, while for $`k>1`$, $`M_k`$ scales roughly as $`L^{3.5}`$, somewhat faster growth than expected (Fig. 5).

In greater than two dimensions, the probability to reach the ground state rapidly vanishes as the system size increases. For example, $`P_{\mathrm{gs}}0.04`$ and $`0.003`$ for cubic lattices of linear dimension $`L=10`$ and 20. For larger lattices, the ground state has not been reached in any of our simulations. One obvious reason why the system “misses” the ground state is the rapid increase in the number of metastable states with spatial dimension. This proliferation of metastable states makes it more likely that a typical configuration will eventually reach one of these states rather than the ground state. Another striking feature is that many metastable states in three dimensions form connected iso-energy sets, while metastable states are all isolated in two dimensions. Thus a three-dimensional system can end up wandering forever on one of these connected sets.

A specific example from a simulation on a small cube is sketched in Fig. 6. By viewing the spins as cubic blocks, the cluster of aligned spins appears as a “building” with a $`2`$-storey section (marked 2), an adjacent $`3`$-storey section, and a section (marked $`\mathrm{}`$) which wraps around the torus in the vertical direction and rejoins the building on the ground floor. The wiggly lines indicate that building sections also wrap around in the $`x`$\- and $`y`$-directions.

The sites marked by $`\times `$ are “blinkers”. Consider the leftmost such site. Since there are three directions where the nearest neighbors are part of the building, this leftmost spin can flip with zero energy cost. If this occurs, then its right neighbor, which was initially stable, can now flip with no energy cost. This sequence can continue until the right edge of the $`\mathrm{}`$ section of the building but no further. Therefore this third-storey addition performs a random walk, constrained to move forever in the interval marked by the $`\times `$ sites. While this construction appears idiosyncratic, such a structure is the basic element of generic blinkers on even-coordinated Cayley trees.

Another feature of the final state is that it almost always consists of only two interpenetrating clusters which both percolate in all three Cartesian directions. These two percolating clusters must each contain no convex corners to be stable at $`T=0`$. While there are also metastable states with many components and metastable states with components percolating in one or in two directions, such configurations are generally not reached when the system is large enough.

The energy decay on the cubic lattice also suggests that there exists more than one relaxational time scale. Initially, the energy decreases systematically in a manner consistent with a power-law decay. At longer times, however, the energy exhibits plateaux of increasing duration, punctuated by small energy decreases. Ultimately the final energy is reached, after which constant-energy stochastic blinking occurs ad infinitum. Our data for the time until the appearance of the first energy plateau scales roughly as $`L^3`$, while the time to reach the final energy seems to increase faster than any power of $`L`$.

The phase-space structure of the metastable states appears to be a crucial element in understanding the fate of Ising ferromagnets. The simplest aspect is to estimate the number of metastable states $`M_d(N)`$ as a function of the spatial dimension $`d`$ and number of spins $`N=L^d`$. In two dimensions, a metastable state contains alternating horizontal or vertical stripes of up and down spins, with each stripe of width $`2`$. This is identical to the number of ground states of a periodic Ising chain with nearest-neighbor ferromagnetic interaction $`J_1`$ and second-neighbor antiferromagnetic interaction $`J_2`$ (axial next-nearest neighbor Ising (ANNNI) model), when $`J_2=J_1/2`$. For the chain with open boundaries, the number of metastable state was previously found in terms of the Fibonacci numbers. For the periodic system the number of metastable states is

$$M_2=\frac{g^{L1}(g)^{L+1}}{\sqrt{5}}\frac{2}{\sqrt{3}}\mathrm{sin}\frac{\pi }{3}(L1)+2,$$
(1)
where $`g=\frac{1}{2}(1+\sqrt{5})`$ is the golden ratio, and the first term is just the ANNNI model degeneracy. Eq. (1) therefore gives $`M_2(V)e^{A_2\sqrt{N}}`$ with $`A_2=\mathrm{ln}g`$.

For $`d=3`$, we give a lower bound for the number of metastable states by generalizing the stripe states of the square lattice. Consider states which consist of an array of straight filaments such that each filament cross-section is rectangular and the “Manhattan” distance between any two rectangles is $`2`$. The number of packings of such filaments is of the order of $`\mathrm{exp}(cL^2)`$, where $`c`$ is a constant. This gives the lower bound for the number of metastable states, $`M_3(N)>\mathrm{exp}(cN^{2/3})`$. This same construction in $`d`$ dimensions gives $`M_d(N)>\mathrm{exp}(cN^{(d1)/d})`$. While we have not succeeded in constructing an upper bound, it seems plausible that this bound has the same functional form as the lower bound; hence $`M_d(N)\mathrm{exp}\left(A_dN^{(d1)/d}\right)`$. In addition, it can be verified that the number of metastable states on the Cayley tree grows exponentially with the number of spins. Thus metastable states become relatively more numerous as the dimension increases and their influence on long-time kinetics should correspondingly increase.

In summary, the homogeneous Ising ferromagnet exhibits surprisingly rich behavior following a quench from infinite to zero temperature. On the square lattice, there appears to be a non-zero probability of reaching a static two-stripe state. Evolution via a diagonal stripe configuration is responsible for a two-time-scale relaxation kinetics. On the cubic lattice, the probability of reaching both the ground state or a frozen metastable state vanishes rapidly as the system size increases. The system instead reaches a finite iso-energy attractor of metastable states upon which it wanders stochastically forever.

We thank C. Godrèche, M. Grant, J. Krug, T. Liggett, C. Newman, Z. Rácz, J. Sethna, and D. Stein for helpful discussions, and NSF grant DMR9978902 for financial support.


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# A NUMERICAL STUDY OF COSMIC SHEAR STATISTICS

## 1 Introduction

The cosmic shear effect has recently been detected (see Bacon et al. 2000, Wittman et al. 2000, Kaiser et al. 2000, van Waerbeke et al. 2000 and these proceedings) and the shear variance has been measured in a range of scales from 30” to 10’. However, theoretical investigation of lensing statistics (Bernardeau et al 1997) show that the measurement of the third order moment of the convergence $`\kappa `$ is necessary to break the degeneracy between $`\mathrm{\Omega }_m`$ and $`\sigma _8`$ (for symmetry reasons, the third order moment of the shear is null). This implies to proceed to a full reconstruction of the convergence map.
Knowing that the skewness of the convergence field is a statistic much more difficult to measure than the variance, this raises a few questions: (1) do the measurement errors preserve the correlation between cells? (2) How the measurement errors of the shear propagate into the convergence reconstruction? (3) How to correctly estimate the noise due to the intrinsic ellipticity of galaxies in an observational context? (4) How clustering of the galaxies (leading to a spatially varying S/N ratio) affects this reconstruction?
The points 1) and 2) have been adressed by van Waerbeke et al. (1999), considering only the noise coming from intrinsic ellipticity. We tried a different approach: we performed two kinds of simulations to partly address all those problems.

## 2 The simulated lensing survey

We performed the simulation of a large (100 deg2) compact survey whose characteristics are similar to those of the future MEGACAM dedicated survey at CFHT. The simulation is generated in 6 steps:
First we have created the synthetic catalog of the whole survey (in an open CDM Universe), using the SkyStuff a program. We then modified the relevant galaxy parameters (axis ratio, luminosity, etc.) accordingly to 2-dimensional simulations of dark matter with an angular resolution of 2.5’ (see van Waerbeke et al (1999) for details). We generated in this manner numerous sub-catalogs (40$`\times `$40) and used the SkyMaker aaaSkyStuff and SkyMaker are freely available at ftp://ftp.iap.fr/pub/from\_users/bertin software to create the synthetic images of the galaxies lensed by this 2D simulation. These images have been analyzed with IMCAT bbb see http://www.ifa.hawaii.edu/faculty/kaiser/, and we used SExtractor to clean the catalogs of spurious detections (and to select the objets with uncorrupted photometry as indicated by the FLAG keyword). The measured shear was then used to reconstruct the $`\kappa `$ map.

The characteristics of the survey are listed in table 1. As we have only 2-dimensional dark matter simulations for a 10$`\times `$10 degrees map, all sources in a given area are affected the same way, regardless of their redshift. Considering the wide variety of shear values and galaxy parameters, this should not weaken our conclusions. The shear is estimated by the quantities $`\frac{<e_1>}{<P_{11}^\gamma >}`$ and $`\frac{<e_2>}{<P_{22}^\gamma >}`$, where the $`P^\gamma `$’s are components of the shear susceptibility tensor and $`<>`$ means a spatial average.

To correct for the noise coming from intrinsic ellipticity, we have simply calculated $`\frac{<e_1^2>}{<P_{11}^{\gamma ^2}>}`$. Since the theoretical noise is defined from the complex ellipticity,

$$ϵ=\frac{ab}{a+b}e^{i2\theta }$$
(1)
which is not equal to the KSB-defined ellipticity (which is itself filtered by Gaussians windows, etc.) it is interesting to get such a simple estimator. Nevertheless, this estimation is in very good agreement with the noise one can measure directly on the power spectrum of $`|\gamma |`$, indicating that we obtain a white noise. We applied the results of Bernardeau et al (1997) to correct for the cosmic variance, using a ‘sample size’ equal to 6 times our largest scale of measure, i.e. 2.5 degree. The variance and skewness of $`\kappa `$ that we obtain as a function of the filtering scale are shown in fig 1.

Although the simulated images still have a quality superior of those of real data (e.g. no strong PSF anisotropy - we still performed the anisotropy correction -, no big diffraction spikes, no bad columns, no strong gradients), the accuracy of those measures shows that current measurement techniques, applied to high-quality data, are reliable enough to allow a good determination of large-scale lensing statistics.

## 3 Varying the S/N ratio on the shear map

In the weak lensing approximation one usually estimates the shear inside a window by the mean of the galaxies’ ellipticities inside the window, i.e.

$$\stackrel{~}{\gamma }_\alpha =\gamma _\alpha +\frac{_1^Nϵ_\alpha }{N}$$
(2)
So one considers the variance of the estimator

$$<\stackrel{~}{\gamma }^2>_{ϵ,N}<\gamma ^2>+\frac{\sigma _ϵ^2}{\overline{n}}$$
(3)
where $`\overline{n}`$ is the mean number of objects per window and $`<>_{ϵ,N}`$ means averaging on the ellipticity distribution and the spatial distribution of tracers. It is then clear that the signal-to-noise ratio of the shear depends on the local density of tracers, leading to local noise variation. To investigate this effect, we performed a simulation of a 25 deg2 survey, again with 2-dimensional shear maps; the positions of tracers were drawn either from a random (Poisson) distribution, or as the result of a random-walk process, of which third and fourth moment are independant of scale, while the angular autocorrelation function of the galaxies has an amplitude roughly one order of magnitude higher than that of faint blue galaxies ($``$ 0.15 at 1’, see e.g. Brainerd & Smail (1998)). We used 60 realizations of the dark matter maps, and for each of them we have distributed intrinsically elliptical tracers ($`\sigma _{|ϵ|}0.2`$), distributed in the two differents manners, and we studied 3 different densities (10, 30 and 200 objects/arcmin2).

The results on the variance for $`\overline{n}`$ = 30 galaxies/arcmin2 are show in fig. 2.; an excess of power at small scales is visible in the case of clustering of galaxies. Note however that in this set of simulations galaxy positions are uncorrelated with dark matter distribution (Bernardeau 1998). Although this is not presented on a plot, we checked that the effect on the skewness is only due to the alteration of the variance. To correct for the effect, one has to realize the simple fact that the noise correction must not be done by means of eq. (3), but instead that

$$<\stackrel{~}{\gamma }^2>_{ϵ,N}<\gamma ^2>+\sigma _ϵ^2\times <\frac{1}{N}>$$
(4)
where $`<\frac{1}{N}>`$ is filtered at the scale of interest. For strongly correlated, low-density samples, the $`<\frac{1}{N}>`$ statistic can significantly differ from $`\frac{1}{\overline{n}}`$. We can see on fig. 2. that this suffices to solve the problem. Such a correction is not as accurate in the $`\overline{n}`$ = 10 galaxies/arcmin2 case, but this should not constitute a problem in an observational context as the current surveys have galaxies samples with larger density and correlation length.

## 4 Conclusion

In the framework of future wide field surveys (e.g. the MEGACAM lensing survey), it it essential to verify the stability of the statistics of the density field through the measurement process. We checked this stability in two ways: first we performed a detailed simulation of a large (100 deg2), compact survey and analyzed the obtained images, and we succeeded to extract the cosmological signal. Secondly, we investigated the effect of rapidly varying S/N ratio on the convergence reconstruction via realizations of a random-walk process; the effect introduces spurious variance at small scales but can easily be corrected for in most relevant cases. This work therefore enhances our confidence on the capability of future wide surveys to accurately measure cosmic shear statistics.

## Acknowledgments

This work was supported by the TMR Network “Gravitational Lensing: New Constraints on Cosmology and the Distribution of Dark Matter” of the EC under contract No. ERBFMRX-CT97-0172. A. T. is grateful to the MAGIQUE center (IAP) for providing storage and computational facilities. The authors would also like to thank the organizers of the Rencontres de Moriond.

## References