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# THE RELATIVISTIC PRECESSION MODEL FOR QPOS IN LOW MASS X-RAY BINARIES

## 1. Introduction

Old accreting neutron stars, NSs, in low mass X-ray binaries, LMXRBs, display a complex variety of quasi-periodic oscillation, QPO, modes in their X-ray flux. The low frequency QPOs ($`1100`$ Hz) that were discovered and studied from high luminosity Z-sources in the eighties are further classified into horizontal, normal and flaring branch oscillations (HBOs, NBOs and FBOs, respectively), depending on the simultaneous position occupied by a source in the X-ray colour-colour diagram (for a review see van der Klis 1995). The kHz QPOs ($`0.2`$ to $`1.3`$ kHz) that were revealed and investigated with RXTE in a number of NS LMXRBs (see van der Klis 1998, 1999, 2000 and references therein) involve timescales similar to the dynamical timescales close to the NS. A common phenomenon is the presence of a pair of kHz QPOs (centroid frequencies of $`\nu _1`$ and $`\nu _2`$) which drift in frequency while mantaining their frequency difference $`\mathrm{\Delta }\nu \nu _2\nu _1250360`$ Hz roughly constant. Detailed studies showed that in four sources $`\mathrm{\Delta }\nu `$ decreases significantly (by up to $`100`$ Hz) as $`\nu _2`$ increases; these are Sco X-1 (van der Klis et al. 1997), 4U1608-52 (Mendez et al. 1998a,b), 4U1735-44 (Ford et al. 1998) and 4U1728-34 (Mendez & van der Klis 1999). Owing to poor statistics, a similar variation of $`\mathrm{\Delta }\nu `$ in other sources would have remained undetected (Psaltis et al. 1998).

kHz QPOs show remarkably similar properties across NS LMXRBs of the Z and Atoll groups, the luminosity of which differs by a factor of $`10`$ on average. During type I bursts from six Atoll sources, a nearly coherent signal at a frequency of $`\nu _{burst}290580`$ Hz has also been detected (for a review see Strohmayer 2000). In a few cases $`\nu _{burst}`$ is consistent, to within the errors, with the frequency separation of the kHz QPO pair $`\mathrm{\Delta }\nu `$ or twice its value $`2\mathrm{\Delta }\nu `$. Yet there are currently two sources (4U1636-53, Mendez et al. 1999, and 4U1728-34, Mendez & van der Klis 1999) for which $`\nu _{burst}`$ is significantly different from $`\mathrm{\Delta }\nu `$ and its harmonics.

The presence of HBOs has been firmly established in both Atoll and Z-sources. Their frequency, $`\nu _{HBO}`$ ($`15`$ to $`60`$ Hz) shows an approximately quadratic dependence ($`\nu _2^2`$) on the higher kHz QPO frequency that is observed simultaneously in a number of sources. The frequency changes of the kHz QPOs and HBOs are positively correlated with the instantaneous accretion rate. Some evidence has also been found for an equivalent of the NBOs and FBOs of Z-sources (Wijnands et al. 1999; Psaltis, Belloni & van der Klis 1999).

A remarkable correlation between the centroid frequencies of QPOs (or peaked noise components) from LMXRBs has been recently discovered (Psaltis, Belloni & van der Klis 1999). This correlation extends over nearly 3 decades in frequency and encompasses both NS and black hole candidate, BHC, systems. The frequencies of these QPOs, despite their quasi-periodic nature, provide the most accurately measured observables of LMXRBs. A primary goal of any QPO model is therefore to explain the frequency range and dependence of the different QPO types of these sources. The basic features of the relativistic precession model, RPM, are reviewed here (Stella & Vietri 1998a, 1999; Stella, Vietri & Morsink 1999). In the RPM the QPO signals arise from the fundamental frequencies of the motion of matter in the vicinity of the NS. The corresponding orbits are supposed to be slightly eccentric and tilted. As in other models, the higher frequency kHz QPOs at $`\nu _2`$ are produced by the $`\varphi `$-motion (i.e. the Keplerian motion) of inhomogeneities orbiting the inner disk boundary, while the lower frequency QPO signal at $`\nu _1`$ originates from their periastron precession, which is primarily determined by strong-field effects. The HBOs are due to the nodal precession in the orbits of the same inhomogeneities, an effect which is dominated by frame-dragging around fast-rotating collapsed stars. The RPM can be applied to BHCs as well.

## 2. Periastron Precession and kHz QPOs

We consider here only infinitesimally eccentric and tilted orbits, under the assumption that the motion of matter in the innermost disk regions is dictated by the star’s gravity alone. In the case of a circular geodesic in the equatorial plane ($`\theta =\pi /2`$) of a Kerr black hole of mass $`M`$ and specific angular momentum $`a`$, the coordinate frequency measured by a static observer at infinity is

$$\nu _\varphi =\pm M^{1/2}r^{3/2}[2\pi (1\pm aM^{1/2}r^{3/2})]^1$$
(1)
(we use units such that $`G=c=1`$). The upper sign refers to prograde orbits. If we slightly perturb a circular orbit in the $`r`$ and $`\theta `$ directions, the coordinate frequencies of the small amplitude oscillations within the plane (the epicyclic frequency $`\nu _r`$) and in the perpendicular direction (the vertical frequency $`\nu _\theta `$) are given by (see Stella & Vietri 1999 and references therein)

$$\nu _r^2=\nu _\varphi ^2(16Mr^1\pm 8aM^{1/2}r^{3/2}3a^2r^2),$$
(2)
$$\nu _\theta ^2=\nu _\varphi ^2(14aM^{1/2}r^{3/2}+3a^2r^2).$$
(3)
In the Schwarzschild limit ($`a=0`$) $`\nu _\theta `$ coincides with $`\nu _\varphi `$, such that the nodal precession frequency $`\nu _{nod}\nu _\varphi \nu _\theta `$ is identically zero. $`\nu _r`$, instead, is always lower than the other two frequencies, reaching a maximum for $`r=8M`$ and going to zero at $`r_{ms}=6M`$. This qualitative behaviour of $`\nu _r`$ is preserved in the Kerr field ($`a0`$). Therefore the periastron precession frequency $`\nu _{per}\nu _\varphi \nu _r`$ is dominated by a “Schwarzschild” term over a wide range of parameters (Stella & Vietri 1999).

In the RPM the higher and lower frequency kHz QPOs are identified with $`\nu _2=\nu _\varphi `$ and $`\nu _1=\nu _{per}`$, respectively. Therefore $`\mathrm{\Delta }\nu \nu _2\nu _1=\nu _\varphi (\nu _\varphi \nu _r)=\nu _r`$. For $`a=0`$, Eqs. 1-2 give

$$\nu _r=\nu _\varphi (16M/r)^{1/2}=\nu _\varphi [16(2\pi \nu _\varphi M)^{2/3}]^{1/2}.$$
(4)
The curves in Fig. 1A show $`\nu _r`$ vs. $`\nu _\varphi `$ for $`a=0`$ and selected values of $`M`$, the only free parameter in Eq. 4. The measured $`\mathrm{\Delta }\nu `$ vs. $`\nu _2`$ for eleven NS LMXRBs is also plotted. It is apparent that for NS masses in the 2 M range, the simple model outlined above is in qualitative agreement with the measured values, including the decrease of $`\mathrm{\Delta }\nu `$ for increasing $`\nu _2`$ seen in Sco X-1, 4U1608-52, 4U1735-44 and 4U1728-34. The model above is only an approximation: first, the spacetime around a fast rotating NS is different from a Kerr spacetime (due to the star’s oblateness induced by rotation); second, the orbits might possess a finite (though small !) eccentricity.

Analytical formulae to partly correct for these effects were derived by Stella & Vietri (1999); Fig. 1B shows the fit to the observed $`\mathrm{\Delta }\nu `$ vs. $`\nu _2`$ relationship in Sco X-1 that was obtained through them. The orbital eccentricity, in particular, was varied in order to obtain different frequencies, while keeping the periastron distance $`r_p=a(1e)`$ fixed. The best model for a non-rotating NS is shown in Fig. 1B. The model reproduces fairly accurately the data with a minimum number of free parameters, the NS mass ($`M1.9`$ M$``$) and periastron distance ($`r_p6.2`$ $`M`$). The latter value is close to the marginally stable orbit radius. When the NS spin is allowed a finite value (say $`\nu _s300600`$ Hz), fits of very similar quality are obtained, the parameters of which differ only slightly from those given above. In essence, the effects induced by the NS rotation on $`\nu _r`$ are small, though non-negligible.

The behaviour of the curves in Fig. 1A,B , and therefore the ability of the model to match the observations, reflects the properties of the strong field Schwarzschild metric, since lower order expansions fail to reproduce the observed frequencies (see Stella & Vietri 1999).

Within the RPM, the maximum value of $`\nu _r=\mathrm{\Delta }\nu `$ depends mainly on the mass of the compact object. The NS masses deduced from the simple modelling in Fig. 1A,B are in the $`1.82.0`$ M range, in agreement with the only relatively accurate mass measurement from optical spectro-photometry in any of these systems (Cyg X-2; $`M=1.78\pm 0.23`$ M ; Orosz & Kuulkers 1999). In general within the RPM, $`\mathrm{\Delta }\nu `$ should not be obviously related to the NS spin frequency $`\nu _s`$. Therefore, it seems natural to identify $`\nu _s`$ with $`\nu _{burst}`$, i.e. the stable frequency seen during type I X-ray bursts (for a review see Strohmayer 2000). The distribution of NS spins inferred in this way is fairly wide ($`290580`$ Hz) and compares well with that of millisecond radio pulsars, MSPs, in agreement with evolutionary scenarios in which LMXRBs are the progenitors of MSPs. The $`401`$ Hz spin of SAX J1808.4-3658, the only bursting LMXRB displaying coherent pulsations in its persistent emission (Wijnands & van der Klis 1998; Chakrabarty & Morgan 1998), is also in the range of spin frequencies deduced from $`\nu _{burst}`$. None of the LMXRBs of the (high luminosity) Z-class has yet displayed burst oscillations; therefore their spin period is still to be measured. Cyg X-2 and GX 17+2, the only type I X-ray bursters in the group, might provide this important piece of information.

## 3. Nodal Precession and HBOs

If the orbits giving rise to the signals at $`\nu _\varphi `$ and $`\nu _{per}`$ are slightly tilted relative to the equatorial plane, nodal precession will take place around the spin axis. In the RPM the HBO frequency is related to the nodal precession frequency. From Eqs. 1 and 3 this can be written in the slow rotation limit ($`a/M1`$)

$$\nu _{nod}4\pi a\nu _\varphi ^26.2\times 10^5(a/M)m\nu _\varphi ^2\mathrm{Hz}4.4\times 10^8I_{45}m^1\nu _\varphi ^2\nu _s\mathrm{Hz},$$
(5)
where $`M=m`$ M. This is the well known Lense-Thirring nodal precession formula. The latter equality refers to a rotating NS, where $`aM=2\pi \nu _sI`$ with $`I=10^{45}I_{45}`$ g cm2 its moment of inertia.

If $`\nu _\varphi `$ and $`\nu _s`$ are measured, the only parameter in Eq. 5 that is not identified from observations is $`I_{45}m^1`$; this can vary over a limited range, $`0.5<I_{45}m^1<2`$, for virtually any mass and EOS (see the rotating NS models of Friedman, Ipser & Parker 1986 and Cook, Shapiro & Teukolsky 1992). The stellar oblateness induced by the star’s rotation gives rise to correction terms in the nodal precession frequency also (see Morsink & Stella 1999 for a post-Newtonian formula). Their relative importance increases for high $`\nu _s`$ and $`\nu _\varphi `$. Yet the Lense-Thirring term dominates over a wide range of parameters, such that a $`\nu _\varphi ^2`$ dependence is expected for $`\nu _{nod}`$.

An approximately quadratic dependence of $`\nu _{HBO}`$ on the higher frequency kHz QPOs has been measured in a number of LMXRBs. This dependence was originally suggested on the basis of a few power spectra of the Atoll source 4U1728-34 (Stella & Vietri 1998a). Ford & van der Klis (1998) analysed a large set of power spectra from the same source and determined that the frequency $`\nu _{low}`$ of the $`1050`$ Hz QPOs scales as $`\nu _2^{2.11\pm 0.06}`$. Note that the low frequency QPO vs. $`\nu _2`$ relation of this source appears to be double-branched, with the centroid frequency shifting by a factor of $`2`$ across different observations. This suggests that on occasions the 2nd harmonic of $`\nu _{HBO}`$ is excited instead of the fundamental. Stella & Vietri (1998b) first noticed that the HBO frequency of the Z-source GX 17+2 displays a nearly quadratic dependence on $`\nu _2`$. Psaltis et al. (1999) carried out a systematic study of Z-sources and determined that the HBO frequency is consistent with a $`\nu _2^2`$ scaling (Cyg X-2 and Sco X-1 show evidence for a somewhat flatter dependence). In essence these results confirmed one of the basic features of the RPM, namely the nearly quadratic dependence of the nodal precession frequency on the $`\varphi `$-frequency.

If the NS spin frequency is measured, then for any value of $`\nu _\varphi `$ the model yields a predicted nodal precession frequency which is uncertain only by a factor of a few, mainly due to the allowed range of $`I_{45}m^1`$ (Stella & Vietri 1998a). Only in the Atoll source 4U1728-34 burst oscillations and simultaneous kHz QPOs and HBOs have so far been detected unambiguously (Strohmayer et al. 1996; Ford & van der Klis 1998; Mendez & van der Klis 1999). Therefore its QPO frequencies can be used to test both the $`\nu _{HBO}`$ and $`\mathrm{\Delta }\nu `$ versus $`\nu _2`$ relationships predicted by the RPM, when the NS spin derived from burst oscillations is used ($`\nu _{burst}364`$ Hz). In order to take fully into account of all the effects that contribute determining geodetic motion in the vicinity of the NS, we adopted a numerical approach and computed the spacetime metric of the star using Stergioulas’ (1995) code, an equivalent of that of Cook et al.(1992); see also Stergioulas and Friedman (1995). From this, $`\nu _r`$ and $`\nu _{nod}`$ were derived as a function of $`\nu _\varphi `$ for infinitesimally small tilt angles and eccentricities (Morsink & Stella 1999; Stella, Vietri & Morsink 1999).

Fig. 1C shows the measured values of $`\mathrm{\Delta }\nu `$ and $`\nu _{HBO}`$ versus $`\nu _2`$ in 4U1728-34. Relatively high NS masses (see also Sect. 2) and stiff EOSs such as AU and UU (Wiringa et al. 1988) are required in this application of the RPM. The solid lines in Fig. 1C are for a $`1.93`$ M NS with EOS AU and $`\nu _s=364`$ Hz. A good agreement is obtained if the HBO frequency, the lower of the two branches seen in 4U1728-34, is identified with the 2nd harmonics of $`\nu _{nod}`$ (i.e. $`2\nu _{nod}`$; see also Morsink & Stella 1999; Stella & Vietri 1999a). Correspondingly the upper HBO branch is well fit by $`4\nu _{nod}`$. The geometry of tilted orbits in the innermost disk regions might be such that a stronger signal is produced at the even harmonics of the nodal precession frequency (e.g. Psaltis et al. 1999). The frequency range and trend of the epicyclic frequency $`\nu _r`$ in this model are also in reasonable agreement with the $`\mathrm{\Delta }\nu `$ measurements; a more complex model is clearly required in order to fit these data more accurately.

In summary, the model presented here is capable of reproducing the salient features of both the $`\mathrm{\Delta }\nu `$ versus $`\nu _2`$ and $`\nu _{HBO}`$ versus $`\nu _2`$ relationships, with just two free parameters ($`M`$ and the EOS), the allowed range of which is fairly limited (moreover the EOS cannot even be varied continuously !). Concerning Z-sources and all other Atoll sources for which burst oscillations have not been detected yet, the NS spin can still be regarded as a free parameter. The application of the RPM to the HBOs of these sources can therefore be used to constrain the spin of their NSs. Conversely, in those Atoll source in which $`\nu _{burst}`$ is measured, but HBOs have not been detected yet, the RPM can be used to predict $`\nu _{HBO}`$. These issues are briefly addressed in the next Section.

## 4. THE RELATIVISTIC PRECESSION MODEL AND THE PBV CORRELATION

Psaltis, Belloni & van der Klis (1999) recently identified two QPOs and peaked noise components the frequency of which follows a tight correlation over nearly three decades. This correlation (hereafter PBV correlation) involves both NS and BHC LMXRBs spanning different classes and a wide range of luminosities (see the points in Fig. 2). In kHz QPO NS systems, these components are the lower frequency kHz QPOs, $`\nu _1`$, and the low frequency, HBO or HBO-like QPOs, $`\nu _{HBO}`$. For BHC systems and lower luminosity NS LMXRBs the correlation involves either two QPOs, or a QPO and a peaked noise component. In all cases the frequency separation is about a decade and an approximate linear relationship ($`\nu _{HBO}\nu _1^{0.95}`$) holds. The QPO frequencies from the peculiar NS system Cir X-1 varies over nearly a decade while closely following the PBV correlation and bridging its low and high frequency ends. Psaltis, Belloni & van der Klis (1999) noted also that the $`\nu _2`$ vs. $`\nu _1`$ relations of different Atoll and Z-sources line-up with good accuracy.

The RPM matches precisely the PBV correlation, without resorting to any additional assumption (see Stella, Vietri & Morsink 1999). We assume that in all QPO sources, including BHCs, $`\nu _{HBO}2\nu _{nod}`$ as in 4U1728-34 (see Sect.3). Fig. 2A shows $`2\nu _{nod}`$ and $`\nu _\varphi `$ obtained from Eqs. 1-3 as a function of $`\nu _{per}`$ for corotating orbits and selected values of $`M`$ and $`a/M`$. The high frequency end of each line is dictated by the orbital radius reaching the marginally stable orbit.

The separation of the lines in Fig. 2A testifies that while $`\nu _{nod}`$ depends weakly on the mass and more strongly on $`a/M`$, the opposite is true for $`\nu _\varphi `$. By taking the weak field ($`M/r1`$) and slow rotation ($`a/M1`$) limit of Eqs. 1-3 the relevant first order dependence is made explicit,

$$\nu _\varphi (2\pi )^{2/5}3^{3/5}M^{2/5}\nu _{per}^{3/5}33m^{2/5}\nu _{per}^{3/5}\mathrm{Hz},$$
(6)
$$\nu _{nod}(2/3)^{6/5}\pi ^{1/5}(a/M)M^{1/5}\nu _{per}^{6/5}6.7\times 10^2(a/M)m^{1/5}\nu _{per}^{6/5}\mathrm{Hz}.$$
(7)
For the case of rotating NSs we adopt the numerical approach outlined in Sect. 3. Results are shown in Fig. 2B for a NS mass of 1.95 M, EOS AU and $`\nu _s=`$ 300, 600, 900 and 1200 Hz (corresponding to $`a/M=`$ 0.11, 0.22, 0.34 and 0.47, respectively). Note that the approximate scalings in Eqs. 6-7 remain valid over a wide range of frequencies. Only for the largest values of $`\nu _{per}`$ and $`\nu _s`$, $`\nu _{nod}`$ departs substantially from the $`\nu _{per}^{6/5}`$ dependence.

The measured QPO and peaked noise frequencies giving rise to the PBV correlation are also plotted in Fig. 2B. Higher kHz QPO frequencies from NS systems ($`\nu _2`$) are included (for the sake of clarity NBOs and FBOs were excluded). The agreement over the range of frequencies spanned by each kHz QPO NS system should not be surprising: together with the accurate matching of the corresponding $`\nu _1\nu _2`$ relationship in Z-sources, this is indeed part of the evidence on which the RPM model was proposed. However the fact that the dependence of $`\nu _{nod}`$ on $`\nu _{per}`$ matches the observed $`\nu _{HBO}\nu _1`$ correlation to a good accuracy over $`3`$ decades in frequency (down to $`\nu _1`$ of a few Hz), encompassing both NS and BHC systems, provides additional independent evidence in favor of the RPM. The observed variation of $`\nu _{HBO}`$ and $`\nu _1`$ in individual sources (Cir X-1 is the most striking example, see Fig. 2B) further supports the scaling predicted by the RPM. The matching of the observed $`\nu _2`$ vs. $`\nu _1`$ relation in terms of $`\nu _\varphi `$ vs. $`\nu _{per}`$ is also quite accurate.

For EOS AU and $`m=1.95`$, the $`\nu _{HBO}`$ vs. $`\nu _1`$ values of most NS LMXRBs are best matched for $`\nu _s`$ in the $`600`$ to 900 Hz range. It is apparent from Fig. 2B that $`\nu _s`$ as low as $`300`$ Hz are required for the Atoll sources with $`\nu _{HBO}`$ somewhat below the main PBV correlation: these are 4U1728-34 (see Sect. 3) and 4U1608-52 (from which burst oscillations have not been detected yet). The values above are close to the range of $`\nu _s`$ inferred from $`\nu _{burst}`$ in a number of other Atoll sources (van der Klis 1999). Z-type LMXRBs appear to require $`\nu _s`$ in the $`600`$ to 900 Hz range, a possibility that is still open since for none of these sources there exists yet a $`\nu _s`$ measurement. Note that the upper HBO branch of 4U1728-34 matches well the main PBV correlation. In the interpretation of Sect. 3 the lower branch corresponds to $`2\nu _{nod}`$ and the upper branch to $`4\nu _{nod}`$. One could further speculate that sources following the main PBV correlation, Z-sources in particular, are also in the upper HBO branch at $`4\nu _{nod}`$; in this case their $`\nu _s`$ might be expected in the $`300400`$ Hz range.

For BHC LMXRBs the scatter around the PBV correlation implies values of $`a/M`$ of $`0.10.3`$ (see Fig. 2B). The points from XTE J1550-564, while inconsistent with any single value of $`a/M`$, might lie along two distinct branches separated by a factor of $`2`$ in $`\nu _{HBO}`$, similar to the case of 4U1728-34. In the RPM the high frequency BHC QPOs (e.g. the $`300`$ Hz QPOs of GRO1655-40) are interpreted terms of $`\nu _1=\nu _{per}`$. This is at variance with the $`\nu _1=\nu _{nod}`$ interpretation of Cui et al. (1998), which requires high values of $`a/M`$ ($`0.95`$ in GRO1655-40), in contrast with BHC accretion-driven spinup scenarios (King & Kolb 1999). From Fig. 2A it is apparent that the $`300`$ Hz QPOs from GRO 1655-40 lie close to the high frequency end of the $`a/M=0.1`$, $`m=7`$ line. Since the mass of the BHC in GRO 1655-40 determined through optical observations is $`7`$ M (Shahbaz et al. 1999), we conclude that, according to the RPM, $`\nu _{per}300`$ Hz close to the marginally stable orbit, where by definition $`\nu _\varphi =\nu _{per}`$. This suggests that any additional QPO signal at $`\nu _2=\nu _\varphi `$ would be very close to or even blended with the QPO peak at $`\nu _1`$. The detection of two closeby or even partially overlapping QPO peaks close to $`300`$ Hz in GRO 1655-40 would therefore provide further evidence in favor of the RPM interpretation.

## 5. DISCUSSION

### 5.1. Beat Frequency Models

In the alternative scenario provided by beat frequency models, BFMs, disk inhomogeneities at the magnetospheric boundary ($`r_m`$) and the sonic point radius ($`r_s`$) are accreted at the beat frequency between the local Keplerian frequency, $`\nu _\varphi `$, and the NS spin frequency, $`\nu _s`$, giving rise to the HBOs ($`\nu _{HBO}=\nu _\varphi (r_m)\nu _s`$) and the lower frequency kHz QPOs ($`\nu _1=\nu _\varphi (r_s)\nu _s`$), respectively (Alpar & Shaham 1985; Lamb et al. 1985; Miller et al. 1998). The higher frequency kHz QPOs are attributed to the Keplerian motion at the sonic point radius ($`\nu _2=\nu _\varphi (r_s)`$). The frequency separation $`\mathrm{\Delta }\nu `$ therefore, yields the NS spin frequency, $`\nu _s`$. The narrow distribution of $`\nu _s`$ inferred in this way ($`250360`$ Hz) is far from the mass shedding limit of any NS model and considerably less extended than that of fast MSPs ($`600`$ Hz). Accordingly the NSs of LMXRBs should be equilibrium rotators with a narrow frequency range despite their different average mass transfer rates, magnetic field strenghts and evolutionary histories. Moreover, if LMXRBs are the progenitors of MSPs, then BFMs would require a different evolutionary path leading to the formation of radio pulsars with $`\nu _s>400`$ Hz.

The fact that in some Atoll LMXRBs $`\nu _{burst}\mathrm{\Delta }\nu `$ (or $`2\mathrm{\Delta }\nu `$) is readily interpreted, because in BFMs $`\nu _s\mathrm{\Delta }\nu `$. Yet, $`\mathrm{\Delta }\nu `$ does vary and is significantly different from $`\nu _{burst}`$ in several sources (see Sect. 1). This in contrast with the expectations of simple BFMs.

Attempts at fitting the PBV correlation within BFMs by using the range of spin frequencies inferred from $`\mathrm{\Delta }\nu `$ fail to produce a power-law like behaviour over a sufficiently large range of frequencies (see van der Klis 1999). This is because both $`\nu _1`$ and $`\nu _{HBO}`$ result from the difference of a variable frequency ($`\nu _\varphi `$ at $`r_s`$ and $`r_m`$, respectively) and a fixed frequency ($`\nu _s`$). Moreover, BFMs are not applicable to BHCs, since the no hair theorem excludes the possibility that an offset magnetic field or radiation beam can be stably anchored to the black hole, as required to produce the beating with the disk Keplerian frequency.

### 5.2. The Relativistic Precession Model

The RPM naturally explains the frequency range and dependence of the kHz QPOs and HBOs in NS LMXRBs, as well as the PBV correlation, which involves both NS and BHC systems. The model has a minimum number of free parameters. Predictions that can be tested through future analyses and/or observations include:

(a) The frequency difference $`\mathrm{\Delta }\nu =\nu _r`$ is expected to decrease also for low values of $`\nu _2=\nu _\varphi `$ (see Eq. 4 and Fig. 1). Moreover if the highest $`\nu _2=\nu _\varphi `$ frequencies do originate from nearly circular orbits (see Fig. 1A), then $`\mathrm{\Delta }\nu `$ should quickly decrease as $`\nu _2`$ increases further and the orbital radius approaches the marginally stable orbit.

(b) $`\nu _2=\nu _\varphi `$ is expected to scale as $`\nu _1^{3/5}=\nu _{per}^{3/5}`$. Extending the $`\nu _2`$ vs. $`\nu _1`$ correlation in NS systems toward lower frequencies and detecting the signal at $`\nu _2`$ in BHC systems would provide important new tests.

In the RPM the QPO signals are produced at $`r/M100m^{2/5}\nu _{per}^{2/5}`$, which, for individual sources, must decrease for increasing mass accretion rates (as $`\dot{M}`$ is positively correlated with e.g. $`\nu _2`$). The inferred radii range from close to the marginally stable ($`r/M6`$) to $`r/M30`$ over the frequency span covered by the PBV correlation. Many NS and BHC LMXRBs display two component X-ray spectra consisting of a soft thermal component, usually interpreted in terms of emission from an optically thick accretion disk, and a harder, often power-law like component, likely due to a hot inner disk region. The QPOs might originate at the transition radius between the optically thick disk and the hot inner region as a result of occultation or modulated emission by inhomogeneities (Stella, Vietri & Morsink 1999; see also Di Matteo & Psaltis 1999).

Mechanisms that can induce a finite (though small) eccentricity and tilt in the motion of matter in the innermost disk regions are currently under investigation. In the case of NSs, some kind of resonance between the star spin and the motion of matter inhomogeneities (see e.g. Vietri & Stella 1998) might be responsible for the close commensurability of $`\nu _{burst}`$ and $`\mathrm{\Delta }\nu `$ (or $`2\mathrm{\Delta }\nu `$) observed in a few sources. These issues will be addressed elsewhere.

A simple test-particle approximation has been adopted so far within the RPM. Much needed hydrodynamical calculations are still in their infancy; among other things these are hampered by uncertainties concerning the physics of the innermost disk regions. Yet we note that in the hydrodynamical approach explored by Psaltis & Norman (2000), the test particle frequencies (the same as in the RPM plus an additional frequency at $`\nu _\varphi +\nu _r`$) are selected by the response of an annulus in the disk, when this is subject to a wide-band input noise.

If confirmed, the RPM will provide an unprecedented opportunity to measure GR effects in the strong field regime, such as the periastron precession in the vicinity of the marginally stable orbit and the radial dependence of the Lense-Thirring nodal precession frequency. In principle, accurately measured kHz QPO and HBO frequencies would yield crucial information on the compact object such as its mass and angular momentum (e.g. by solving Eqs. 1-3 for $`m`$, $`a/M`$ and $`r`$). Should suitable, additional observables be found, it might become possible to obtain a self-consistency check of the RPM, together with tests of GR in the strong field regime.

## ACKNOWLEDGEMENTS

I am grateful to my close collaborators in this project, S. Morsink and M. Vietri.

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# Persistence of a Continuous Stochastic Process with Discrete-Time Sampling

## Abstract

We introduce the concept of ‘discrete-time persistence’, which deals with zero-crossings of a continuous stochastic process, $`X(T)`$, measured at discrete times, $`T=n\mathrm{\Delta }T`$. For a Gaussian Markov process with relaxation rate $`\mu `$, we show that the persistence (no crossing) probability decays as $`[\rho (a)]^n`$ for large $`n`$, where $`a=\mathrm{exp}(\mu \mathrm{\Delta }T)`$, and we compute $`\rho (a)`$ to high precision. We also define the concept of ‘alternating persistence’, which corresponds to $`a<0`$. For $`a>1`$, corresponding to motion in an unstable potential ($`\mu <0`$), there is a nonzero probability of having no zero-crossings in infinite time, and we show how to calculate it.

PACS numbers: 05.70.Ln, 05.40.+j, 02.50.-r, 81.10.Aj

Persistence of a continuous stochastic process has generated much recent interest in a wide variety of nonequilibrium systems including various models of phase ordering kinetics, diffusion, fluctuating interfaces and reaction-diffusion processes. Persistence has also been recently used in fields as diverse as ecology and seismology. Persistence is simply the probability $`P(t)`$ that a stochastic process $`x(t)`$ does not change sign up to time $`t`$. In most of the systems mentioned above, $`P(t)t^\theta `$ for large $`t`$, where the persistence exponent $`\theta `$ is nontrivial. Apart from various analytical and numerical results, this exponent has also been measured experimentally in systems such as breath figures, liquid crystals, soap bubbles, and more recently in laser-polarized Xe gas using NMR techniques.

Persistence has also remained a popular subject among applied mathematicians for many decades. They are most interested in the probability of ‘no zero crossing’ of a Gaussian stationary process (GSP) between times $`T_1`$ and $`T_2`$. It is well known that this probability usually decays as $`\mathrm{exp}(\theta T)`$ for large $`T=|T_2T_1|`$ where $`\theta `$ is nontrivial. The persistence of some of the non-stationary processes mentioned in the previous paragraph such as the diffusion processes, can be mapped to that of a corresponding GSP. This makes the two sets of problems related to each other and the power law exponent in the former problem becomes the inverse decay rate in the latter. Even though $`\theta `$ is, in general, hard to compute analytically, it is very easy to evaluate numerically in most cases. Given this fact, and the combined interest of both statistical physicists and applied mathematicians, much recent effort has been devoted to computing $`\theta `$ numerically to extremely high precision.

This raises a natural question: How accurately can one measure $`\theta `$? Is there a natural limitation and if so, can it be overcome? This issue arises from the following simple observation. All the stochastic processes mentioned above occur in continuous time. However, when one performs numerical simulations or experiments on persistence, one has to discretize time in some way and sample the data only at these discrete time points to check if the process has retained its sign. Due to this discretization, some information is lost. For example, the process may have crossed and recrossed zero (or a spin may have flipped sign many times) between two consecutive discrete time points. These crossings (or sign flips) go undetected due to the discrete sampling of the data. The question is how serious is this loss of information. Is it possible to estimate quantitatively the error involved due to the discretization?

The purpose of this Letter is twofold: (i) to point out that there is indeed a very general and nontrivial effect, due to the discretization of time, on the measured persistence of any continuous stochastic process, and (ii) to provide a quantitative estimate of its magnitude in a simple Markov model. The effect turns out to be nontrivial even for this simple toy model. We also develop two new analytical approaches, perturbative and variational, which provide results to extremely high precision. We emphasize that, even though we restrict ourselves here to a simple model by way of an example, this effect is very general and should be observable in simulations or experiments on more realistic systems.

To formulate a precise quantitative question, let us consider a stationary stochastic process in continuous time $`T`$ which is sampled at times $`T_1`$, $`T_2`$, $`\mathrm{}`$, $`T_n=T`$ separated by a uniform window size, $`T_iT_{i1}=\mathrm{\Delta }T`$ such that $`T=n\mathrm{\Delta }T`$. The continuous persistence $`P(T)`$ is then approximated as $`P(T)P_n`$ where $`P_n`$ is the probability that the process $`X(T)`$ is positive at all the $`n`$ discrete points. Note that, for finite $`\mathrm{\Delta }T`$, $`P_n`$ is different from $`P(T)`$ since the process can cross zero more than once between two successive discrete times. One expects that the approximation $`P(T)P_n`$ will improve as the window size, $`\mathrm{\Delta }T`$, decreases, and in the limit $`\mathrm{\Delta }T0`$, $`n\mathrm{}`$ keeping $`T=n\mathrm{\Delta }T`$ fixed, $`P_nP(T)`$. By contrast, if the window size $`\mathrm{\Delta }T\tau `$ where $`\tau `$ is the correlation time of the process, the stochastic variables at different discrete points become completely uncorrelated and we expect $`P_n2^n`$, since the probability that at each point the process is positive is just $`1/2`$. We then ask: How does the discrete persistence $`P_n`$ interpolate between these two limits as $`\mathrm{\Delta }T`$ varies continuously from $`0`$ to $`\mathrm{}`$? We show that for a GSP, in general, $`P_n[\rho (\mathrm{\Delta }T)]^n`$ for large $`n`$, where the function $`\rho (\mathrm{\Delta }T)`$ is nontrivial with the limiting behavior

$$\rho (\mathrm{\Delta }T)\{\begin{array}{cc}1\theta \mathrm{\Delta }T,\hfill & \mathrm{\Delta }T0\hfill \\ 1/2,\hfill & \mathrm{\Delta }T\mathrm{}\text{,}\hfill \end{array}$$
(1)
where $`\theta `$ is the usual persistence exponent. As $`\mathrm{\Delta }T0`$, one recovers the continuous persistence, $`P_n(1\theta \mathrm{\Delta }T)^n\mathrm{exp}(\theta T)`$ where $`T=n\mathrm{\Delta }T`$. The general goal would be to compute this function $`\rho (\mathrm{\Delta }T)`$, the knowledge of which will provide an estimate of the difference, due to the finite window size $`\mathrm{\Delta }T`$, between the measured persistence $`P_n`$ and the $`P(T)`$ of the underlying continuous process.

The nonstationary processes discussed in the first paragraph are related to the equivalent stationary ones via $`T=\mathrm{ln}t`$ . A uniform spacing, $`\mathrm{\Delta }T`$, between measurements in the latter systems, therefore, corresponds to measurements uniformly spaced in log time in the former. Such a measurement regime has indeed been used in a recent experimental study of diffusive persistence , with a spacing in log-time equivalent to $`\mathrm{\Delta }T0.24`$. The present paper is the first step in understanding how such discretization affects the measured result. To compare directly with the experiment, we need to compute the function $`\rho (\mathrm{\Delta }T)`$ for the diffusion equation which is hard due to the non-Markovian nature of the process. However, to understand the general nature of this function $`\rho (\mathrm{\Delta }T)`$, it would be useful to find a toy model where it can be computed explicitly. We consider below a simple Gaussian Markov process for which progress can be made in that direction. The physical process we study is the one-dimensional Ornstein-Uhlenbeck motion of a noisy, overdamped particle in a potential $`V(X)=\mu X^2/2`$, where the position $`X`$ of the particle evolves via the Langevin equation,

$$\frac{dX}{dT}=\mu X+\eta (T).$$
(2)
The white noise $`\eta (T)`$ has zero mean and a correlator $`\eta (T)\eta (T^{})=2D\delta (TT^{})`$.

For this process, we first evaluate the continuous persistence and then compute the function $`\rho (\mathrm{\Delta }T)`$. For the continuous persistence, a backward Fokker-Planck (BFP) approach is useful. Let $`Q(X,T)`$ denote the probability that, starting at $`X`$ at $`T=0`$, the particle has not crossed the origin, $`X=0`$, up to time $`T`$. We expect different behavior depending on whether $`\mu >0`$ (stable potential) or $`\mu <0`$ (unstable potential). In the former case, the particle will eventually cross the origin and hence $`Q(X,T)`$ will decay exponentially with time. In the latter case, however, the particle has a finite probability to escape to infinity, and hence persistence should decay to a nonzero number. The latter case is also related to the problems of escape from metastable states studied before.

The probability $`Q(X,T)`$ satisfies the BFP equation,

$$\frac{Q}{T}=D\frac{^2Q}{X^2}\mu X\frac{Q}{X},$$
(3)
with boundary conditions $`Q(0,T)=0`$ and $`Q(\mathrm{},T)=1`$ for all $`T`$, and initial condition $`Q(X,0)=1`$ for all $`X>0`$. The solution is

$$Q(X,T)=\mathrm{Erf}\left[\frac{e^{\mu T}}{\sqrt{2D^{}(1e^{2\mu T})}}X\right],$$
(4)
where $`D^{}=D/\mu `$ and $`\mathrm{Erf}[x]`$ is the error function. For $`\mu >0`$, $`Q(X,T)`$ becomes separable in $`X`$ and $`T`$ for large $`T`$, $`Q(X,T)e^{\mu T}X`$, and decays exponentially with $`T`$ for fixed $`X`$. This gives the persistence exponent $`\theta =\mu `$. For $`\mu <0`$, however, $`Q(X,T)`$ approaches the steady state solution $`Q(X)=\mathrm{Erf}(X/\sqrt{2|D^{}|})`$ as $`T\mathrm{}`$. We also note from Eq. (2) that the critical case $`\mu =0`$ corresponds to ordinary Brownian motion, and taking the limit $`\mu 0`$ in Eq. (4), one recovers the known result, $`Q(X,T)=\mathrm{Erf}[X/\sqrt{4DT}]`$, which decays as a power law, $`Q(X,T)X/\sqrt{T}`$, for large $`T`$.

For later purposes, we will also need the Green’s function $`G(X_2,T_2|X_1,T_1)`$, the probability that the particle starting at $`X=X_1`$ at $`T=T_1`$ will reach $`X_2`$ at $`T_2`$, with $`T_2>T_1`$. This propagator can be easily computed exactly from Eq. (2) and we get,

$$G(X_2,T_2|X_1,T_1)=\frac{1}{\sqrt{2\pi D^{}(1a^2)}}e^{\frac{(X_2aX_1)^2}{2D^{}(1a^2)}},$$
(5)
where $`a=e^{\mu (T_2T_1)}`$. Note that for $`\mu 0`$, $`0a1`$, while for $`\mu <0`$, $`a>1`$ (and $`D^{}=D/\mu <0`$).

We now turn to the discrete persistence $`P_n`$ of the continuous process in Eq. (2). Let $`Q_n(X)`$ be the probability that starting at $`X`$ at $`T=0`$, the process is positive at all the discrete points $`T_1=\mathrm{\Delta }T`$, $`T_2=2\mathrm{\Delta }T`$, $`\mathrm{}`$, $`T_n=n\mathrm{\Delta }T`$ separated by the uniform window size $`\mathrm{\Delta }T`$. Then the discrete persistence is $`P_n=_0^{\mathrm{}}Q_n(X)P_0(X)𝑑X`$, where $`P_0(X)`$ is the distribution of the initial position of the particle and can be arbitrary. Using the Markov property of the process in Eq. (2), it is easy to write down a recurrence relation for $`Q_n(X)`$,

$$Q_{n+1}(X)=_0^{\mathrm{}}G(Y,\mathrm{\Delta }T|X,0)Q_n(Y)𝑑Y,$$
(6)
where $`G`$ is the propagator as in Eq. (5) with $`a=e^{\mu \mathrm{\Delta }T}`$ and $`Q_0(X)=1`$ for all $`X>0`$. This recurrence is the discrete analogue of the continuous BFP equation (3). Indeed, it can be checked that Eq. (6) reduces to Eq. (3) in the limit $`\mathrm{\Delta }T0`$. To simplify the algebra, we consider the rescaled variable, $`x=X/\sqrt{D^{}(1a^2)}`$, in terms of which the recursion reads

$$Q_{n+1}(x)=\frac{1}{\sqrt{2\pi }}_0^{\mathrm{}}\mathrm{exp}[(yax)^2/2]Q_n(y)𝑑y,$$
(7)
where we have used the explicit expression for $`G`$ from Eq. (5).

Let us first consider the case $`\mu >0`$, i.e., $`0a=e^{\mu \mathrm{\Delta }T}<1`$, where, guided by the continuous case, we expect $`Q_n(x)\rho ^nq(x)`$ as $`n\mathrm{}`$ at any fixed $`x`$. Substituting this asymptotic form into Eq. (7), we get an integral-eigenvalue equation for $`q(x)`$,

$$\rho q(x)=\frac{1}{\sqrt{2\pi }}_0^{\mathrm{}}\mathrm{exp}[(yax)^2/2]q(y)𝑑y,$$
(8)
with eigenvalue $`\rho (a)`$ that evidently depends continuously on $`a`$. Although Eq. (8) admits many eigenvalues, we are interested only in the largest eigenvalue since it dominates the asymptotic behavior of $`Q_n(x)`$ for large $`n`$. We also note that Eq. (8) determines the eigenfunction $`q(x)`$ only up to an overall multiplicative constant. Let us first consider the limit $`a0`$ or equivalently $`\mathrm{\Delta }T\mathrm{}`$. In this case, Eq. (8) can be solved exactly to give $`\rho =1/2`$ and $`q(x)=\mathrm{const}`$, thus recovering the correct limiting behavior, $`Q_n(x)\mathrm{const}2^n`$ (and the initial condition, $`Q_0(x)=1`$ for $`x>0`$, fixes the constant at unity). For small $`a`$, by expanding Eq. (8) in a Taylor series, it is easy to compute $`\rho (a)`$ perturbatively, giving $`\rho =\frac{1}{2}+\frac{1}{\pi }a+O(a^2)`$. The goal now is to evaluate $`\rho (a)`$ for arbitrary $`a`$. To this end we develop below two analytical approaches and compare them with the direct numerical integration of Eq. (7).

Perturbative approach: We expand the factor $`\mathrm{exp}(axy)`$, from the exponential in Eq. (8), as a power series and integrate term by term, to get

$`\rho q(x)`$ $`=`$ $`{\displaystyle \frac{\mathrm{exp}(a^2x^2/2)}{\sqrt{2\pi }}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{b_n}{\sqrt{n!}}}(\sqrt{a}x)^n,`$ (9)
$`b_n`$ $`=`$ $`{\displaystyle \frac{a^{n/2}}{\sqrt{n!}}}{\displaystyle _0^{\mathrm{}}}𝑑yy^n\mathrm{exp}(y^2/2)q(y).`$ (10)
Substituting (9) into (10) leads to the matrix eigenvalue equation

$`\rho b_n`$ $`=`$ $`{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}A_{nm}b_m,`$ (11)
$`A_{nm}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{4\pi (1+a^2)}}}\left({\displaystyle \frac{2a}{1+a^2}}\right)^{(n+m)/2}{\displaystyle \frac{\mathrm{\Gamma }(\frac{n+m+1}{2})}{\sqrt{n!m!}}}.`$ (12)
This approach converts an integral eigenvalue equation into a matrix eigenvalue equation, with matrix elements that decrease exponentially as $`n`$ and $`m`$ increase. Computing the largest eigenvalue of the $`N\times N`$ submatrix ($`n,m=0,1,\mathrm{},N1`$) gives a rapidly converging series of estimates for $`\rho `$ as $`N`$ increases. For a given $`N`$, the result is exact to order $`ϵ^{N1}`$, where $`ϵ=2a/(1+a^2)`$. In this way one can easily obtain results for $`\rho (a)`$ correct to one part in $`10^{12}`$. Convergence becomes progressively slower as $`a1`$, which is expected since $`ϵ1`$ in this limit. For $`a1`$, however, we have the analytical result $`\rho a`$ \[such that $`\rho ^n\mathrm{exp}(n\mu \mathrm{\Delta }T)=\mathrm{exp}(\mu T)`$\], since we must recover the continuum result in this limit.

Variational approach: It is possible to derive a useful variational inequality for $`\rho `$. First we note that the integral operator in Eq. (8), asymmetric in $`x`$ and $`y`$, can be made self-adjoint via the substitution, $`q(x)=g(x)\mathrm{exp}[\frac{(1a^2)}{4}x^2]`$ which gives,

$$\rho g(x)=\frac{1}{\sqrt{2\pi }}_0^{\mathrm{}}K(x,y)g(y)𝑑y,$$
(13)
where $`K(x,y)=K(y,x)=\mathrm{exp}[\frac{(1+a^2)}{4}(x^2+y^2)+axy]`$. Let $`f(x)`$ be any normalizable function, $`_0^{\mathrm{}}f^2(x)𝑑x=1`$. Using elementary properties of linear vector spaces and the self-adjoint property of the integral operator, it becomes evident from Eq. (13) that the largest eigenvalue $`\rho `$ satisfies the inequality,

$$\rho \frac{1}{\sqrt{2\pi }}_0^{\mathrm{}}_0^{\mathrm{}}f(x)K(x,y)f(y)𝑑x𝑑y.$$
(14)
One can then use any trial function $`f(x)`$ containing one or more variational parameters and then maximize the right hand side of Eq. (14) with respect to these parameters to derive a rigorous lower bound for $`\rho (a)`$ for arbitrary $`0<a<1`$.

The limiting forms of the true eigenfunction $`g(x)`$ in Eq. (13) for $`a0`$ and $`a1`$ can be easily worked out, and suggest a trial function of the form $`f(x)=A(b+x)\mathrm{exp}(\lambda x^2/2)`$. The amplitude $`A`$ is fixed by the normalization condition, $`_0^{\mathrm{}}f^2(x)𝑑x=1`$, while $`b`$ and $`\lambda `$ are the two variational parameters. The right-hand side of the inequality in Eq. (14) can then be evaluated in closed form and the optimization with respect to $`b`$ and $`\lambda `$ performed. The resulting variational estimate turns out to be very accurate for all $`0<a<1`$, when compared to numerical results, and agrees with the perturbative results to at least 4 or 5 decimal places.

Numerical Integration: It is not difficult to integrate Eq. (7) directly. However, since $`Q_n(x)1`$ as $`x\mathrm{}`$, numerically it is convenient to first make the transformation $`Q_n(x)=G_n(x)\mathrm{exp}[(1a^2)x^2/4]`$ in Eq. (7) and then study the resulting equation for $`G_n(x)`$ by numerical iteration, with an arbitrary initial condition. For large $`n`$, $`G_n(x)`$ converges to $`\rho ^ng(x)`$ where $`g(x)`$ is the solution of Eq. (13). The eigenvalue $`\rho `$ is determined from the slope of the log-linear plot of $`A_n=_0^{\mathrm{}}G_n(x)𝑑x\rho ^n`$ versus $`n`$. In Table 1, we compare the numerical, variational, and perturbative estimates of $`\rho `$. The differences are small in all cases, and the variational bound is satisfied.

The eigenfunction $`q(x)`$ of Eq. (8) can also be calculated by using the series (9), with the coefficients $`\{b_n\}`$ obtained from the corresponding eigenvector of the matrix $`A`$, Eq. (12). It is shown, for $`a=0.5`$, as the lower curve in Fig. 1. The asymptotic large-$`x`$ behavior (dashed curve) can be obtained analytically by noting that for large $`x`$ we can set the lower limit in (8) to minus infinity with negligible error. The resulting equation can be solved exactly , with solution $`q(x)=\mathrm{exp}(X^2/4)D_\nu (X)`$, where $`X=(1a^2)^{1/2}x`$, $`D_\nu (X)`$ is the parabolic cylinder function, and $`\nu =\mathrm{ln}\rho /\mathrm{ln}a`$. The asymptotic behavior is $`q(x)x^\nu `$. The variational trial function, however, misses this asymptotic behavior (see Fig. 1) even though the variational eigenvalue is very accurate.

| $`a`$ | $`\rho _{num}`$ | $`\rho _{var}`$ | $`\rho _{pert}`$ |
| --- | --- | --- | --- |
| 1.0 | 1 | 1 | 1 |
| 0.8 | 0.8524547 | 0.852440 | 0.852454696506 |
| 0.6 | 0.7405959 | 0.740589 | 0.740595939159 |
| 0.4 | 0.6477666 | 0.647765 | 0.647766585747 |
| 0.2 | 0.5684903 | 0.568490 | 0.568490321623 |
| 0.0 | 1/2 | 1/2 | 1/2 |
| -0.2 | 0.4408132 | 0.440813 | 0.440813209205 |
| -0.4 | 0.3900580 | 0.390004 | 0.390057988652 |
| -0.6 | 0.3469679 | 0.346814 | 0.346967773049 |
| -0.8 | 0.3106439 | 0.310444 | 0.310643770245 |
| -1.0 | 0.2800859 | 0.279890 | 0.280085758710 |

Table1. Estimates of the eigenvalue $`\rho (a)`$ for $`1a1`$, from numerical, variational and perturbative methods. The latter is the most precise, being accurate to the number of figures quoted.

Although Eq. (7) was derived for $`a0`$, one can also study this equation or, equivalently, Eq. (8) and Eq. (13), for negative $`a`$. Is there a physical meaning for negative $`a`$? Let $`R_n(x)`$ denote discrete ‘alternating’ persistence, being the probability that, starting at $`x>0`$ ($`x`$ is related to $`X`$ as before) at $`T=0`$, the particle’s position changes sign at alternate discrete points up to the $`n`$-th step. Then $`R_n(x)`$ evolves via the recurrence equation,

$$R_{n+1}(x)=\frac{1}{\sqrt{2\pi }}_{\mathrm{}}^0\mathrm{exp}[(yax)^2/2]R_n(y)𝑑y.$$
(15)
Changing $`yy`$ inside the integral, and using $`R_n(y)=R_n(y)`$ (since the process has zero mean), we find Eq. (15) reduces to Eq. (7) with $`a`$ replaced by $`a`$. Thus, $`R_n(x,a)=Q_n(x,a)`$ and hence the largest eigenvalue $`\rho (a)`$ for negative $`a`$ governs the asymptotic decay of ‘alternating’ discrete persistence. We also note that while, for $`a>0`$, $`Q_n(x)\rho ^n(a)q(x)`$ for large $`n`$ only for $`a<1`$ (for $`a>1`$, $`Q_n(x)`$ approaches a steady state – see later), for negative $`a`$, $`Q_n(x)\rho ^n(a)q(x)`$ for all $`a<0`$. Furthermore, from Eq. (12), one has the symmetry relation $`\rho (1/a)=|a|\rho (a)`$, which can be used to obtain $`\rho `$ (and the corresponding eigenfunction) for $`a<1`$ from the results for $`1<a0`$. In particular, $`\rho 1/2`$ for $`a0`$ implies $`\rho 1/2|a|`$ for $`a\mathrm{}`$.

Finally, we turn to the unstable potential, $`\mu <0`$, i.e. $`a=e^{\mu \mathrm{\Delta }T}>1`$. As in the continuous case, we expect that the solution of Eq. (7) for $`a>1`$ will reach a steady state for large $`n`$, $`Q_n(x)q(x)`$, where $`q(x)`$ will satisfy Eq. (8), but with $`\rho =1`$. Evidently $`q(x)`$ will depend on $`a`$, and in the limit $`a1^+`$ (i.e. $`\mathrm{\Delta }T0`$) it reduces to the continuous result obtained from Eq. (4). For general $`a>1`$, it is again possible to obtain accurate variational and very accurate perturbative estimates for $`q(x)`$. We omit the details here since they are somewhat similar to the $`a<1`$ case. In Fig. 1, we plot the perturbative $`q(x)`$ for $`a=2`$ (upper curve). The variational result, and the numerical result obtained from direct iteration of Eq. (7), are both indistinguishable from the plotted curve. Note that the case $`a<1`$, discussed in the previous paragraph, corresponds to alternating persistence in an unstable potential, which does not approach a steady state.

In summary, we have shown that the discrete persistence due to the finite size of the time windows differs considerably from the continuous persistence usually studied and we have computed explicitly this nontrivial effect analytically for a simple Markov model. The work extending some of the techniques developed here to more realistic non-Markov processes is in progress. We conclude by noting the recent examples of discrete time persistence in dynamical systems.


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# References

The Translation Groups as Generators of Gauge Transformation in B$``$F Theory

Rabin Banerjee111rabin@boson.bose.res.in and Biswajit Chakraborty222biswajit@boson.bose.res.in

S. N. Bose National Centre for Basic Sciences

JD Block, Sector III, Salt Lake City, Calcutta -700 098, India.

Abstract

The translation group $`T(2)`$, contained in Wigner’s little group for massless particles, is shown to generate gauge transformations in the Kalb-Ramond theory, exactly as happens in Maxwell case. For the topologically massive ($`B`$F) gauge theory, both $`T(2)`$ and $`T(3)`$, act as the corresponding generators.

Ever since Wigner introduced the concept of little group for massive and massless relativistic particles way back in 1939 , it played the most important role in classifying the various particles according to their spin quantum number. Furthermore, the transformation properties of quantum states, belonging to the Hilbert space, under Poincare transformation can only be obtained by the method of induced representation from its corresponding transformation properties under the little group. For example, the little group for a massive particle is $`SO(3)`$ exactly as its non-relativistic counterpart. This implies that the transformation property of a massive particle, under rotation, will be the same as that of the non-relativistic one allowing only the usual integer or half-integer spin for massive particles and the whole apparatus of spherical harmonics, Clebsch-Gordon coefficients etc can be carried over from non-relativistic to relativistic quantum mechanics.

The situation for massless particles is quite different on the other hand. First of all it has no non-relativistic counterpart. Secondly, the structure of the corresponding little group E(2), which is a semi-direct product of $`T(2)`$(group of translations in a two dimensional plane perpendicular to the direction of momentum) and $`SO(2)`$, is not semi-simple. In fact, $`T(2)`$ is the Abelian invariant subgroup of E(2). This fact gives rise to some interesting complications. One can show that the spin has to align itself either in the parallel or anti-parallel direction of the momentum of the particle with the allowed values of the helicity, restricted to integers and half integers, just as for its massive counterpart. The question naturally arises regarding the role of the other two ”translation” like generators of $`T(2)`$ E(2). Again it was shown by Weinberg and Han et.al. that these objects play the role of generators of gauge transformations in Maxwell theory, which is a $`U(1)`$ gauge theory. As is well known, a typical gauge theory like Maxwell theory does not allow massive excitations. This is in contrast with topologically massive theory like Maxwell-Chern-Simons(MCS) model in 2+1 dimensions. The B$``$F model  is another example in the usual 3+1 dimensions where gauge invariance coexists with mass.

One can therefore ask whether the translation like generators of $`T(2)`$ can also generate gauge transformation in the rest frame of a quanta in such topologically massive gauge theories? A first attempt in this direction was made in , where it was found that the little group for massless particles in 2+1 dimensions, albeit in a different representation, can still generate gauge transformation in the MCS theory mentioned earlier. But the Wigner’s little group for massless particles in 2+1 dimensions involves only a single parameter(which is isomorphic to $`\times 𝒵_2`$), so the construction of the desirable(non-unique) representation generating the gauge transformation in MCS theory was straightforward. The question is what happens in the more complicated (3+1) dimensional case? For that we consider Kalb-Ramond(KR)  and B$``$F theory  \- both in 3+1 dimension and involving a 2-form gauge field. As is well known, the KR quanta are massless unlike the topologically massive B$``$F theory .

Let us first provide a brief review of the role of the Wigner’s little group in generating gauge transformation in Maxwell theory.333In our convention, the 4-vectors $`x^\mu =(t,x,y,z)^T(x^0,x^1,x^2,x^3)^T`$, the signature of the metric $`g_{\mu \nu }=(+,,,)`$ and the totally antisymmetric tensor $`ϵ^{0123}`$ = +1. The form of the Wigner’s little group of a massless particle moving along $`z`$-direction is given by ,

$$W(\varphi ,u,v)=\{W_{}^{\mu }{}_{\nu }{}^{}\}=\left(\begin{array}{cccc}(1+\frac{u^2+v^2}{2})& (u\mathrm{cos}\varphi v\mathrm{sin}\varphi )& (u\mathrm{sin}\varphi +v\mathrm{cos}\varphi )& (\frac{u^2+v^2}{2})\\ u& \mathrm{cos}\varphi & \mathrm{sin}\varphi & u\\ v& \mathrm{sin}\varphi & \mathrm{cos}\varphi & v\\ (\frac{u^2+v^2}{2})& (u\mathrm{cos}\varphi v\mathrm{sin}\varphi )& (u\mathrm{sin}\varphi +v\mathrm{cos}\varphi )& (1\frac{u^2+v^2}{2})\end{array}\right)$$
(1)
By definition, this preserves the 4-momentum $`p^\mu =(\omega ,0,0,\omega )^T`$ of the massless particle of energy $`\omega `$,

$$W_{}^{\mu }{}_{\nu }{}^{}p^\nu =p^\mu $$
(2)
This matrix $`W(\varphi ,u,v)`$ can be factorized as,

$$W(\varphi ,u,v)=W(0,u,v)R(\varphi )$$
(3)
with,

$$R(\varphi )=\left(\begin{array}{cccc}1& 0& 0& 0\\ 0& \mathrm{cos}\varphi & \mathrm{sin}\varphi & 0\\ 0& \mathrm{sin}\varphi & \mathrm{cos}\varphi & 0\\ 0& 0& 0& 1\end{array}\right)$$
(4)
representing the rotation around the $`z`$-axis - the direction of propagation of photon and $`W(0,u,v)`$ is isomorphic to the group of translations $`T(2)`$ in 2-dimensional Euclidean plane. As a whole, the Lie algebra of $`W(\varphi ,u,v)`$ is isomorphic to that of E(2) and ISO(2).

Now consider a photon having the above mentioned 4-momentum $`p^\mu `$ and polarization vector $`\epsilon ^\mu (p)`$, so that the negative frequency part of the Maxwell gauge field $`A^\mu (x)`$ can be written as,

$$A^\mu (x)=\epsilon ^\mu (p)e^{ipx}$$
(5)
For the sake of simplicity, we shall suppress the positive frequency part and work with (5) only.

Note that a gauge transformation,

$$A_\mu (x)A_\mu ^{}=A_\mu +_\mu f$$
(6)
for some function $`f(x)`$ can be written equivalently in terms of the polarization vector $`\epsilon ^\mu `$ as,

$$\epsilon _\mu (p)\epsilon _\mu ^{}=\epsilon _\mu (p)+if(p)p_\mu $$
(7)
where $`f(x)`$-a scalar function- has been written as $`f(x)=f(p)e^{ipx}`$ just like $`A^\mu `$ (5) and again suppressing the positive frequency part. Now the free Maxwell theory has the equation,

$$_\mu F^{\mu \nu }=0$$
(8)
which follows from the Lagrangian $`=\frac{1}{4}F^{\mu \nu }F_{\mu \nu }`$ . In terms of the gauge field $`A^\mu `$ the above equation can be rewritten as,

$$\left(g_\mu ^\nu \mathrm{}^\nu _\mu \right)A^\mu =0$$
(9)
which again can be cast in terms of the polarization vector using (5) as,

$$p^2\epsilon ^\mu p^\mu p_\nu \epsilon ^\nu =0$$
(10)
One can easily see at this stage that for $`p^20`$, the polarization vector $`\epsilon ^\mu `$ is proportional to $`p^\mu `$;

$$\epsilon ^\mu =\frac{(p^\nu \epsilon _\nu )}{p^2}p^\mu $$
(11)
so that using (7), one gauges it away by making an appropriate choice for $`f(p)`$,

$$f(p)=\frac{i}{p^2}(p^\nu \epsilon _\nu )$$
(12)
One therefore concludes that massive excitations, if any, are gauge artefacts in pure Maxwell theory. This is not true for massless excitations $`p^2=0`$. Using (10), one finds that this only implies,

$$p_\mu \epsilon ^\mu =0$$
(13)
which is nothing but the Lorentz gauge condition $`_\mu A^\mu =0`$. So in the frame, where momentum 4-vector takes the form $`p^\mu =(\omega ,0,0,\omega )^T`$, the corresponding $`\epsilon ^\mu `$ takes the form $`\epsilon ^\mu =(\epsilon ^0,\epsilon ^1,\epsilon ^2,\epsilon ^0)^T`$, which is again gauge equivalent to,

$$\epsilon ^\mu =(0,\epsilon ^1,\epsilon ^2,0)^T$$
(14)
as one can easily show using (7). The physical polarization vector is thus confined in the $`xy`$ plane for the photon moving along the $`z`$-direction and has only two transverse degrees of freedom. The other scalar and longitudinal polarization can be gauged away.

Coming finally to the role of $`T(2)`$ in generating gauge transformations, one can easily see that the action of the little group element $`W(0,u,v)`$(1) on $`\epsilon ^\mu `$ (14) generates the following transformation,

$$\epsilon ^\mu \epsilon ^\mu =W_{}^{\mu }{}_{\nu }{}^{}(0,u,v)\epsilon ^\nu =\epsilon ^\mu +\left(\frac{u\epsilon ^1+v\epsilon ^2}{\omega }\right)p^\mu $$
(15)
Clearly using (7), this can be identified as a gauge transformation. This result was obtained earlier in .

We next perform a similar analysis for the Kalb-Ramond theory  whose dynamics is governed by the Lagrangian,

$$=\frac{1}{12}H_{\mu \nu \lambda }H^{\mu \nu \lambda }$$
(16)
where

$$H_{\mu \nu \lambda }=_\mu B_{\nu \lambda }+_\nu B_{\lambda \mu }+_\lambda B_{\mu \nu }$$
(17)
is the rank-3 antisymmetric field strength tensor and is derived from the rank-2 antisymmetric gauge field

$$B_{\mu \nu }=B_{\nu \mu }$$
(18)
The corresponding equation of motion is given by

$$_\mu H^{\mu \nu \lambda }=0$$
(19)
Here the model is invariant under the gauge transformation given by

$$B_{\mu \nu }B_{\mu \nu }^{}=B_{\mu \nu }+_\mu f_\nu _\nu f_\mu $$
(20)
In contrast to the Maxwell theory, these gauge transformations are reducible, i.e., they are not all independent. This is connected to the fact that it is possible to choose some $`f_\mu =_\mu \mathrm{\Lambda }`$ for which the gauge variation vanishes trivially. Proceeding just as was done for the Maxwell case, the negative frequency part for the KR gauge field for a particle of 4-momentum $`p^\mu `$ can be written as

$$B^{\mu \nu }(x)=\epsilon ^{\mu \nu }(p)e^{ipx}$$
(21)
where we have introduced an antisymmetric polarization tensor ($`\epsilon ^{\mu \nu }=\epsilon ^{\nu \mu }`$), the counterpart of $`\epsilon ^\mu `$ in (5). One can again cast the gauge transformation (20) and the equation of motion (19) in terms of the polarization tensors as

$$\epsilon _{\mu \nu }\epsilon _{\mu \nu }^{}=\epsilon _{\mu \nu }+i(p_\mu f_\nu (p)p_\nu f_\mu (p))$$
(22)
and

$$p_\mu [p^\mu \epsilon ^{\nu \lambda }+p^\nu \epsilon ^{\lambda \mu }+p^\lambda \epsilon ^{\mu \nu }]=0$$
(23)
respectively. We can then again consider the massive $`(p^20)`$ and massless $`(p^2=0)`$ cases separately. For $`(p^20)`$, one can write,

$$\epsilon ^{\nu \lambda }=\frac{1}{p^2}[p^\nu (p_\nu \epsilon ^{\mu \lambda })p^\lambda (p_\mu \epsilon ^{\mu \nu })]$$
(24)
Using (22), this can be gauged away by choosing

$$f^\lambda (p)=\frac{i}{p^2}p_\mu \epsilon ^{\mu \lambda }$$
(25)
We thus find that massive excitations, if any, are gauge artefacts just as in the Maxwell case. For $`p^2=0`$, on the other hand, one gets by using (23)

$$p_\mu \epsilon ^{\mu \nu }=0$$
(26)
which is again equivalent to the ”Lorentz condition” $`_\mu B^{\mu \nu }=0`$. Using this condition the six independent components of the antisymmetric matrix $`\epsilon \{\epsilon ^{\mu \nu }\}`$ can be reduced further. For example, in the frame where the light-like vector $`p^\mu `$ takes the form $`p^\mu =(\omega ,0,0,\omega )^T`$, the condition (26) reduces to

$$\epsilon p=\left(\begin{array}{cccc}0& \epsilon ^{01}& \epsilon ^{02}& \epsilon ^{03}\\ \epsilon ^{01}& 0& \epsilon ^{12}& \epsilon ^{13}\\ \epsilon ^{02}& \epsilon ^{12}& 0& \epsilon ^{23}\\ \epsilon ^{03}& \epsilon ^{13}& \epsilon ^{23}& 0\end{array}\right)\left(\begin{array}{c}\omega \\ 0\\ 0\\ \omega \end{array}\right)=0$$
(27)
Simplifying, this yields

$$\epsilon ^{03}=0;\epsilon ^{01}=\epsilon ^{13};\epsilon ^{02}=\epsilon ^{23}$$
(28)
so that the reduced form of the $`\epsilon `$ matrix is given by

$$\epsilon =\left(\begin{array}{cccc}0& \epsilon ^{01}& \epsilon ^{02}& 0\\ \epsilon ^{01}& 0& \epsilon ^{12}& \epsilon ^{01}\\ \epsilon ^{02}& \epsilon ^{12}& 0& \epsilon ^{02}\\ 0& \epsilon ^{01}& \epsilon ^{02}& 0\end{array}\right)$$
(29)
This form of $`\epsilon `$ can be reduced further by making the gauge transformation (22), by taking, $`f^1=\frac{i}{\omega }\epsilon ^{01}`$ and $`f^2=\frac{i}{\omega }\epsilon ^{02}`$ whereby $`\epsilon ^{01}`$ and $`\epsilon ^{02}`$ are gauged away and one is left with just one degree of freedom represented by $`\epsilon ^{12}`$. The final form of the $`\epsilon `$ matrix is then,

$$\epsilon =\epsilon ^{12}\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& 0& 1& 0\\ 0& 1& 0& 0\\ 0& 0& 0& 0\end{array}\right)$$
(30)
We are now in a position to study the role of $`T(2)`$ in generating gauge transformations. Using the fact that the rank-2 contravariant tensor $`\epsilon ^{\mu \nu }`$ transforms as

$$\epsilon ^{\mu \nu }\epsilon ^{\mu \nu }=\mathrm{\Lambda }_{}^{\mu }{}_{\rho }{}^{}\mathrm{\Lambda }_{}^{\nu }{}_{\sigma }{}^{}\epsilon ^{\rho \sigma }$$
(31)
under a Lorentz transformation $`\mathrm{\Lambda }(\mathrm{\Lambda }_{}^{\mu }{}_{\nu }{}^{}\frac{x^\mu }{x^\nu })`$, one can write down the transformation property of $`\epsilon `$ matrix under the little group $`W(0,u,v)`$ (1), which is a subgroup of the Lorentz group, in a matrix form as,

$$\epsilon \epsilon ^{}=W(0,u,v)\epsilon W^T(0,u,v)=\epsilon ^{12}\left(\begin{array}{cccc}0& v& u& 0\\ v& 0& 1& v\\ u& 1& 0& u\\ 0& v& u& 0\end{array}\right)=\epsilon +\epsilon ^{12}\left(\begin{array}{cccc}0& v& u& 0\\ v& 0& 0& v\\ u& 0& 0& u\\ 0& v& u& 0\end{array}\right)$$
(32)
This is clearly a gauge transformation, as this can be cast in the form of (22) with $`f^1=\frac{iv}{\omega }\epsilon ^{12},f^2=\frac{iu}{\omega }\epsilon ^{12}`$ and $`f^3=f^0`$.

We finally take up the case of B$``$F model which has massive excitations induced by the topological term. The B$``$F model is described by the Lagrangian 444Note that the interaction term differs from the conventional B$``$F term $`ϵ_{\mu \nu \lambda \rho }B^{\mu \nu }F^{\lambda \rho }`$ by a four divergence.,

$$=\frac{1}{4}F_{\mu \nu }F^{\mu \nu }+\frac{1}{12}H_{\mu \nu \lambda }H^{\mu \nu \lambda }\frac{m}{6}ϵ^{\mu \nu \lambda \rho }H_{\mu \nu \lambda }A_\rho $$
(33)
which is obtained by topologically coupling the $`B_{\mu \nu }`$ field of Kalb-Ramond theory(16) with the Maxwell field $`A_\mu `$ so that the last term in (33) does not contribute to the energy-momentum tensor. The parameter $`m`$ in this term is taken to be positive. The Euler-Lagrange equations for $`A_\mu `$ and $`B_{\mu \nu }`$ fields are given by

$$_\mu F^{\mu \rho }\frac{m}{6}ϵ^{\mu \nu \lambda \rho }H_{\mu \nu \lambda }=0$$
(34)
and

$$_\mu H^{\mu \nu \lambda }=\frac{1}{2}mϵ^{\rho \sigma \nu \lambda }F_{\rho \sigma }$$
(35)
respectively. Using the forms (5) and (21), these coupled equations (34) and (35) can be cast in terms of the polarization vectors and polarization tensors as,

$$p^2\epsilon ^\rho p^\rho p_\mu \epsilon ^\mu +\frac{i}{2}mϵ^{\mu \nu \lambda \rho }p_\mu \epsilon _{\nu \lambda }=0$$
(36)
$$p^2\epsilon ^{\mu \nu }+\epsilon ^{\lambda \mu }p_\lambda p^\nu \epsilon ^{\lambda \nu }p_\lambda p^\mu +imp_\rho \epsilon _\sigma ϵ^{\rho \sigma \mu \nu }=0$$
(37)
As was done in the previous section, here too we can consider the massless ($`p^2=0`$) and massive ($`p^20`$) cases respectively. For massless case one can easily show using (36) that

$$ϵ_{\rho \alpha \beta \gamma }p^\rho p_\mu \epsilon ^\mu =im(p_\alpha \epsilon _{\beta \gamma }p_\beta \epsilon _{\alpha \gamma }+p_\gamma \epsilon _{\alpha \beta })$$
(38)
Contracting with $`p^\beta `$ on either side yields,

$$p_\alpha p^\beta \epsilon _{\beta \gamma }+p_\gamma p^\beta \epsilon _{\alpha \beta }=0$$
(39)
Using (39) and the masslessness condition ($`p^2=0`$), one can immediately see using (37) that

$$p_\rho \epsilon _\alpha ϵ^{\rho \alpha \beta \gamma }=0$$
(40)
so that any general solution of $`\epsilon _\alpha `$ can now be written as,

$$\epsilon _\alpha =f(p)p_\alpha $$
(41)
for some function $`f(p)`$. Using (7), one can thus easily see that massless excitations, if any, are gauge artefacts now. This is in contrast with the Maxwell and KR models considered earlier, where the massive excitations are gauge artefacts. Let us consider the massive case ($`p^2=\theta ^2`$) now. Going to the rest frame with $`p^\mu =(\theta ,\mathrm{𝟎})`$, one can relate the spatial components of $`\epsilon ^\mu `$ and $`\epsilon ^{\mu \nu }`$ by making use of (36) and (37) to get the following coupled equations

$$\epsilon ^i=\frac{im}{2\theta }ϵ^{0ijk}\epsilon _{jk}$$
(42)
$$\epsilon ^{ij}=\frac{im}{\theta }ϵ^{0ijk}\epsilon _k$$
(43)
whereas $`\epsilon ^0`$ and $`\epsilon ^{0i}`$ remain arbitrary. However these can be trivially gauged away by making use of the gauge transformations (7) and (22) and the above mentioned form for the four-momentum $`p^\mu =(\theta ,\mathrm{𝟎})`$ in the rest frame. On the other hand, the mutual compatibility of the pair of equations (42) and (43) implies that we must have

$$\theta =m$$
(44)
as we have taken $`m>0`$. This indicates that the strength ‘$`m`$’ of B$``$F term in (33) can be identified as the mass of the quanta in B$``$F model. With this, (42) and (43) simplify further and one can write $`\epsilon ^{\mu \nu }`$ and $`\epsilon ^\mu `$ in terms of the three independent parameters,

$$\epsilon =\{\epsilon ^{\mu \nu }\}=\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& 0& c& b\\ 0& c& 0& a\\ 0& b& a& 0\end{array}\right)$$
(45)
and

$$\epsilon ^\mu =i\left(\begin{array}{c}0\\ a\\ b\\ c\end{array}\right)$$
(46)
Before we proceed further to construct the generators of gauge transformations in B$``$F model, let us try to see how the varying number of degrees of freedoms associated with the three different models we have considered so far, can be understood through a Hamiltonian analysis at one stroke.

For this it is convenient to consider the B$``$F model (33) itself, as for $`m=0`$, this model reduces to a system of decoupled Maxwell and KR models(16). Introduce the momenta variables,

$$\pi ^\mu =\frac{}{\dot{A}_\mu }=F^{\mu 0}$$
(47)
$$\pi ^{\mu \nu }=\frac{}{\dot{B}_{\mu \nu }}=\frac{1}{2}(H^{0\mu \nu }mϵ^{0\rho \mu \nu }A_\rho )$$
(48)
conjugate to $`A_\mu `$ and $`B_{\mu \nu }`$ respectively. Clearly $`\pi ^0`$ and $`\pi ^{0i}`$ vanish

$$\pi ^00;\pi ^{0i}0$$
(49)
and correspond to the primary constraints of the model. To check for any secondary constraints, we have to get hold of the Legendre transformed Hamiltonian, which is given by

$$=\pi ^\mu \dot{A}_\mu +\pi ^{<\mu \nu >}\dot{B}_{<\mu \nu >}+\frac{1}{4}F_{\mu \nu }F^{\mu \nu }\frac{1}{12}H_{\mu \nu \lambda }H^{\mu \nu \lambda }+\frac{m}{6}ϵ^{\mu \nu \lambda \rho }H_{\mu \nu \lambda }A_\rho $$
(50)
where the symbol $`<>`$ means that the indices within it have to be ordered either in an increasing or decreasing order to avoid double counting. Upon simplification, this takes the final form as,

$$=\frac{1}{2}\left[\pi ^i\pi ^i+F_{<ij>}F_{<ij>}+(H_{123})^2\right]+\frac{1}{2}m^2𝐀^2+m(A_1\pi _{23}+A_2\pi _{31}+A_3\pi _{12})A_0GB_{0i}G_i$$
(51)
with

$$G_i\pi ^i+mH_{123}0$$
(52)
and

$$G^i_j\pi ^{ji}0$$
(53)
being the secondary(Gauss) constraints. They are first class and generate appropriate gauge transformations.One can easily check that there are no tertiary constraint in the model. At this stage one can note the following points: (i) The first class constraints $`G_i`$ are reducible as they satisfy

$$_iG^i=0$$
(54)
so that the number of such independent constraints is only 2. (ii) The pair $`\pi ^0`$ (49), $`G`$ (52)(except the $`mH_{123}`$ term) are two first class constraints in the free Maxwell theory and the other pair $`\pi ^{0i}`$ (49) and $`G_i`$ (53), along with the reducibility property (54), are the first class constraints of the KR field. It is thus easy to see the number of degrees of freedom in B$``$F theory can be obtained by just putting together the number of degrees of freedom in Maxwell and KR theories. To that end consider free Maxwell theory which has $`4\times 2=8`$ variables $`(A_\mu ,\pi ^\nu )`$ in phase space to begin with. The two constraints $`(\pi ^0,G)`$ along with two gauge fixing conditions will reduce the dimension of the physical phase space to four which is equivalent to two degrees of freedom in the configuration space. Correspondingly the polarization vector takes the form (14) with only transverse degrees of freedom surviving.

Taking up the case of KR theory now, it has $`6\times 2=12`$ variables in the phase space$`(B_{\mu \nu },\pi ^{\mu \nu })`$. The total number of first class constraints $`\pi ^{0i}`$ (49) and $`G_i`$ (52) is 3+2 = 5 now. Along with gauge fixing conditions, the dimension of phase space will reduce to $`12(5\times 2)=2`$ so that there is only one independent variable in the configuration space. Correspondingly the polarization matrix $`\epsilon `$ involves a single parameter (30). The number of independent configuration space variables in B$``$F theory is therefore just 3. Correspondingly the polarization vector and polarization tensor take the forms (45) and (46).

Another way of understanding the degree of freedom count is to recall that the B$``$F Lagrangian (33) can be regarded either as a massive Maxwell(i.e., Proca) theory or a massive KR theory . This can be achieved by eliminating once the KR field or, alternatively, the vector field from the coupled set of equations (34, 35). Both these theories have three massive degrees of freedom. It is intriguing to note that this dual structure appears to be manifested in (45) and (46), by the orthogonality relation,

$$\epsilon ^{\mu \nu }\epsilon _\nu =0$$
(55)
.

Returning to the issue of gauge transformations in the B$``$F theory, observe that $`W(0,u,v)`$ fails to be a generator. Does this mean that $`T(2)`$, in contrast to the Maxwell and KR examples, is not a generator of gauge transformation in the B$``$F theory? Before discussing this, consider the matrix,

$$D(\alpha ,\beta ,\gamma )=\left(\begin{array}{cccc}1& \alpha & \beta & \gamma \\ 0& 1& 0& 0\\ 0& 0& 1& 0\\ 0& 0& 0& 1\end{array}\right)$$
(56)
involving three real parameters $`\alpha ,\beta ,\gamma `$. This generates gauge transformation acting on the polarization vector and polarization tensor (45) and (46):

$$\epsilon ^\mu \epsilon ^\mu =D_{}^{\mu }{}_{\nu }{}^{}(\alpha ,\beta ,\gamma )\epsilon ^\nu =\epsilon ^\mu \frac{i}{m}(\alpha a+\beta b+\gamma c)p^\mu $$
(57)
$$\epsilon \epsilon ^{}=D(\alpha ,\beta ,\gamma )\epsilon D^T(\alpha ,\beta ,\gamma )=\epsilon +\left(\begin{array}{cccc}0& (\gamma b\beta c)& (\alpha c\gamma a)& (\beta a\alpha b)\\ (\gamma b\beta c)& 0& 0& 0\\ (\alpha c\gamma a)& 0& 0& 0\\ (\beta a\alpha b)& 0& 0& 0\end{array}\right)$$
(58)
as both (57) and (58) can be easily cast into the form (7) and (22) with appropriate choices of $`f(p)`$ and $`f^i(p)`$. Also it preserves the 4-momentum of a massive particle at rest. We can now identify the group to which $`D(\alpha ,\beta ,\gamma )`$ belongs. One can easily show that

$$D(\alpha ,\beta ,\gamma )D(\alpha ^{},\beta ^{},\gamma ^{})=D(\alpha +\alpha ^{},\beta +\beta ^{},\gamma +\gamma ^{})$$
(59)
and

$$[P_1,P_2]=[P_1,P_3]=[P_2,P_3]=0$$
(60)
where

$$P_1=\frac{D(\alpha ,0,0)}{\alpha };P_2=\frac{D(0,\beta ,0)}{\beta };P_3=\frac{D(0,0,\gamma )}{\gamma }$$
(61)
can be thought of as three mutually commuting ”translational” generators. The group can therefore be identified with $`T(3)`$ \- the invariant subgroup of E(3) or ISO(3).

Clearly three different canonical embeddings of $`T(2)`$ within $`T(3)`$ can be obtained by successively setting one of the parameters $`\alpha ,\beta ,\gamma `$ to be zero in (56). Not only that these different $`T(2)`$’s generate gauge transformations, as can be seen trivially from (57) and (58), they also preserve the 4-momenta of massless particles moving in $`x`$, $`y`$ and $`z`$ directions respectively. The only distinguishing features of these different $`T(2)`$’s are their representations, which they inherit either from the Wigner’s little group in (1) or from the representation of $`T(3)`$ in (56). In the former case, it acts as a generator in Maxwell or KR theory involving only massless excitations while in the latter case, it acts as a generator in topologically massive B$``$F theory. The group $`T(3)`$, on the other hand, acts as a generator only in the B$``$F theory.

To conclude, we have found that in B$``$F theory the generator of gauge transformations can be identified to $`T(3)`$ \- the group of translations in $`R^3`$. Clearly $`T(2)T(3)`$ also does the job and since it is isomorphic to the group defined by $`W(0,u,v)`$ (1) one can say that the abelian invariant subgroup $`T(2)`$ of Wigner’s little group acts also as a generator in massive B$``$F theory. The B$``$F theory therefore manifests both aspects of gauge invariance, conventional or massive. This does not happen in the usual gauge theories like Maxwell or KR, where only Wigner’s little group T(2) acts as the generator.

Our results may be compared with a dynamical (hamiltonian) approach where the Gauss operator generates the gauge transformations. The structure of this operator differs from theory to theory. On the contrary, our analysis revealed a universal structure for the generators; namely, the translational group. We feel this is related to the fact that the abelian gauge transformations are translational in nature. It would be worthwhile to extend this analysis where the gauge transformations are curvilinear, as in nonabelian theories or gravity .


text:
# Collective flow and multiparticle azimuthal correlations

## 1 Flow and two-particle correlations

The standard method for analyzing the experimental data relies on a study of two-particle azimuthal correlations. The one-particle azimuthal distribution is first expanded into a Fourier series, whose coefficients $`v_n`$ characterize the flow:

$$v_n=e^{in\varphi },$$
(1)
where $`\varphi `$ denotes the azimuth with respect to the reaction plane, while the average is performed over a large number of events.

Since the actual orientation of the reaction plane is not known, only differences between particle azimuths can be measured. Thus, flow is extracted from the measured two-particle correlations $`e^{in(\varphi _1\varphi _2)}`$, under the assumption that they are only due to flow, or at least that the contribution $`e^{in(\varphi _1\varphi _2)}_c`$ of direct, nonflow correlations is negligible. In other words, it is assumed that in the decomposition

$$e^{in(\varphi _1\varphi _2)}=v_n^2+e^{in(\varphi _1\varphi _2)}_c$$
(2)
the second term in the right-hand side is much smaller than the first.

However, we have shown that this ansatz is not valid at SPS energies: nonflow two-particle correlations, which can stem from various sources, are of the same magnitude as two-particle correlations due to flow. Thus, the NA49 values for pion and proton flow are significantly modified when two-particle azimuthal correlations arising from momentum conservation, HBT quantum effects, and resonance decays are subtracted from the measured correlations.

Two-particle correlations may not be easy to take into account in the standard analysis, even if the sources are well identified (as for example in the case of resonance decays). Moreover, the possibility that there are still unknown sources cannot be discarded. Thus, the safest approach consists in using a method which does not require a precise knowledge of these correlations.

## 2 Measuring flow using multiparticle azimuthal correlations

We recently proposed a new method for the analysis of flow, which does not depend on two-particle correlations since these are eliminated by means of a cumulant expansion of multiparticle azimuthal correlations. In this section, we show how this method allows measurements of integrated flow (i.e. averaged over a phase space region, see 2.1) as well as differential flow for given transverse momentum and rapidity (2.2).

### 2.1 Integrated flow

The main idea underlying our method is the following. In a collision where $`N`$ particles are emitted, direct $`k`$-particle correlations are typically of order $`1/N^{k1}`$, so that they become smaller when $`k`$ increases. In particular, their magnitude decreases faster than the flow contribution to the measured $`k`$-particle correlations: one can expect that the comparison between both terms allows measurements of smaller and smaller flow values.

Let us consider for instance the measured four-particle azimuthal correlations. These correlations can be expanded as the sum of products of direct one-, two- and three-particle correlations, where “one-particle correlation” means correlation with the reaction plane, that is flow. The order of magnitude of each term in the expansion can easily be estimated, keeping in mind that a flow term is of order $`v_n`$ while direct $`k`$-particle correlations are $`O(1/N^{k1})`$. After calculation, the dominant terms in the expansion are:

$`e^{in(\varphi _1+\varphi _2\varphi _3\varphi _4)}`$ $``$ $`v_n^4+e^{in(\varphi _1\varphi _3)}_ce^{in(\varphi _2\varphi _4)}_c`$
$`+e^{in(\varphi _1\varphi _4)}_ce^{in(\varphi _2\varphi _3)}_c+e^{in(\varphi _1+\varphi _2\varphi _3\varphi _4)}_c.`$
\[For simplicity, we have assumed that $`v_n`$ is not much smaller than $`v_{2n}`$, and neglected a term $`O(v_{2n}^2/N^2)`$.\] The first and the fourth terms in r.-h. s. are of magnitude $`v_n^4`$ and $`1/N^3`$ respectively: a direct comparison between them would allow flow measurements down to values $`v_n1/N^{3/4}`$, smaller than the $`v_n1/N^{1/2}`$ limit of the standard analysis which can be deduced from Eq. (2). In order to compare these two terms, we have to get rid of the second and third terms, which are in fact equal, and correspond to two-particle correlations.

That can be done, taking the cumulant of the four-particle azimuthal correlation. The purpose of this cumulant is precisely to remove lower order (i.e. involving $`k^{}`$ particles with $`k^{}<k=4`$) correlations. It is defined as the difference between measured correlations $`e^{in(\varphi _1+\varphi _2\varphi _3\varphi _4)}2e^{in(\varphi _1\varphi _3)}^2`$. Using Eqs. (2) and (2.1), one finds that the cumulant is:

$$e^{in(\varphi _1+\varphi _2\varphi _3\varphi _4)}=v_n^4+e^{in(\varphi _1+\varphi _2\varphi _3\varphi _4)}_c=v_n^4+O\left(\frac{1}{N^3}\right),$$
(4)
so that it gives the flow, provided this latter is larger than $`1/N^{3/4}`$. Measuring this cumulant is indeed sensitive to smaller flow values than the standard method. For instance, at SPS energies where about $`N=2500`$ particles are emitted, using the cumulant (4) allows measurements of $`v_n0.3\%`$, while the standard method is limited to $`v_n2\%`$; these values are to be compared with the published values $`v_1v_23\%`$ for pions.

### 2.2 Differential flow

Let us assume that the average value $`v_n=e^{in\varphi }`$ of flow is known for a given particle species, which we shall call “pions” to fix ideas. For any type of particles, let us say “protons”, although it can be anything—even “pions”—, it is possible to perform detailed measurements of the flow $`v_m^{}(p_T,y)=e^{im\psi }`$ using multiparticle correlations in order to go beyond the limitations of the standard two-particle method. To simplify the expressions, we shall assume $`n=m`$; however, the ideas remain valid is $`m`$ is a multiple of $`n`$.

Let us consider for example the four-particle azimuthal correlation between a proton and three pions $`e^{in(\psi +\varphi _1\varphi _2\varphi _3)}`$. As above, this measured correlation can be expanded in terms of lower order direct correlations, yielding a term $`v_n^{}v_n^3`$, a term of order $`1/N^3`$ corresponding to direct four-particle correlations, and other terms. These latter, and in particular two-particle correlations, can be removed taking the cumulant \[by analogy with Eq. (4)\]

$`e^{in(\psi +\varphi _1\varphi _2\varphi _3)}`$ $``$ $`e^{in(\psi +\varphi _1\varphi _2\varphi _3)}2e^{in(\psi \varphi _2)}e^{in(\varphi _1\varphi _3)}`$
$``$ $`v_n^{}v_n^3+e^{in(\psi +\varphi _1\varphi _2\varphi _3)}_c=v_n^{}v_n^3+O\left({\displaystyle \frac{1}{N^3}}\right).`$
Inspection of this equation reveals that the measurement of the cumulant in the left-hand side gives access to $`v_n^{}`$ as soon as it is larger than $`1/(Nv_n)^3`$, which is also the accuracy on $`v_n^{}`$.

## 3 Practical implementation using the event flow vector

### 3.1 Integrated flow

An easy way to implement the method outlined in section 2 consists in using the event flow vector, which is defined as

$$Q_n=\frac{1}{\sqrt{M}}\underset{j=1}{\overset{M}{}}e^{in\varphi _j},$$
(6)
where the sum runs over particles from the same event, and $`M`$ should be chosen as large as possible. Averaging Eq. (6) over many events, one finds $`Q_n=\sqrt{M}v_n`$: a nonvanishing $`Q_n`$ signals collective flow.

From definition (6), it is obvious that the powers of $`|Q_n|^2`$ involve multiparticle azimuthal correlations, and only differences between angles (which require no knowledge of the reaction plane orientation). That explains why the method can naturally be expressed in terms of the flow vector: the average value $`Q_n`$ corresponds to $`v_n`$, i.e. what we want to extract from the data, while the measured quantity $`|Q_n|^k`$ corresponds to measured $`k`$-particle azimuthal correlations.

Let us turn once more to four-particle correlations. By analogy with what was found in section 2, the expansion of the moment $`|Q_n|^4`$ involves various terms: $`Q_n^4`$, a term $`|Q_n|^4_c`$ corresponding to direct four-particle correlations, and other terms which we wish to get rid of. These latter can indeed be removed, using the cumulant of the $`Q_n`$ distribution, which at order $`k=4`$ is defined as

$$|Q_n|^4|Q_n|^42|Q_n|^2^2=Q_n^4+O\left(\frac{1}{M}\right).$$
(7)
Since $`Q_n=\sqrt{M}v_n`$, this equation is strictly equivalent to Eq. (4), provided $`M`$ and $`N`$ are of the same magnitude. Therefore, the measurement of the cumulant (7) provides a way to extract smaller $`v_n`$ values than what can be obtained within the standard two-particle analysis.

### 3.2 Acceptance corrections

An important feature of the method is the easy implementation of acceptance corrections. The only modification regards the definition of the cumulant: in Eq. (7), the cumulant involves only two moments of the $`Q_n`$ distribution because the other terms vanish for a perfectly isotropic detector. If the detector is not isotropic, these terms should be reintroduced in the definition, and the flow vector $`\overline{Q}_n`$ measured in the laboratory frame is not equivalent to the flow vector $`Q_n`$ with respect to the reaction plane. Taking into account these changes, the cumulant is (dropping the $`n`$ for brevity):

$`|\overline{Q}|^4`$ $``$ $`|\overline{Q}|^42\overline{Q}\overline{Q}\overline{Q}^22\overline{Q}^{}\overline{Q}^{}\overline{Q}^22|\overline{Q}|^2^2\overline{Q}^2\overline{Q}^2`$ (9)
$`+8\overline{Q}\overline{Q}^{}|\overline{Q}|^2+4\overline{Q}^2\overline{Q}^2+4\overline{Q}^{}^2\overline{Q}^26\overline{Q}^2\overline{Q}^{}^2`$
$`=`$ $`Q^4+O(1/M).`$ (10)
This expression generalizes Eq. (7) to the case of real, nonperfect detectors, and should be used to extract flow from experimental data.

### 3.3 Differential flow

Let us readopt the same notations as in Sec. 2.1. Representing the pions’ azimuths by the flow vector $`Q_n`$ \[Eq. (6)\], the four-particle (1 proton, 3 pions) correlations considered in Sec. 2.1 appears in the moment $`|Q_n|^2Q_n^{}e^{in\psi }`$. The idea is again to expand this moment, and to take the cumulant in order to remove unwanted terms. More precisely, the corresponding cumulant for the (1+3)-particle azimuthal correlation is:

$`|Q_n|^2Q_n^{}e^{in\psi }`$ $``$ $`|Q_n|^2Q_n^{}e^{in\psi }2Q_n^{}e^{in\psi }|Q_n|^2`$ (11)
$`=`$ $`Q_n^3v_n^{}+O\left({\displaystyle \frac{1}{M}}\right).`$ (12)
Once the pion flow $`Q_n`$ has been measured, this cumulant gives $`v_n^{}`$ with accuracy $`O(1/MQ_n^3)=O(1/(Mv_n)^3)`$, as did the cumulant (2.2).

## 4 Summary

We have shown that the standard flow analysis, which relies on two-particle azimuthal correlations, is in trouble when $`v_n`$ becomes of order $`1/N^{1/2}`$. In opposition, the new method we advocate, based on a cumulant expansion of four-particle correlations, allows integrated flow measurements down to values $`v_n1/N^{3/4}`$. It is even possible to extract smaller values, using higher order cumulants, as for example the cumulant of the six-particle azimuthal correlation, or equivalently the cumulant $`|Q_n|^6`$: we have derived a generating equation which gives the cumulant of the $`Q_n`$ distribution at a given order, and relates it to the corresponding power of $`Q_n`$.

This new method also allows the measurement of differential flow, from the correlation between a particle azimuth and the event flow vector $`Q_n`$. Once again, the results of Sec. 3.3 can be generalized to arbitrary order, using a generating equation.. Finally, corrections for detector inefficiencies are naturally implemented in the method, using a redefinition of the cumulants.

We wish to emphasize that all the cumulants, either of multiparticle azimuthal correlations or of the $`Q_n`$ vector, can be obtained from measured quantities, that is, the moments of the $`Q_n`$ distribution: our method relies only on measurable quantities, and therefore can easily be implemented.

## Acknowledgements

N. B. acknowledges the support of the “Actions de Recherche Concertées” of “Communauté Française de Belgique” and IISN–Belgium.


text:
# The 7/11 Rule and an Estimate of 𝑚_𝜌

The two-point functions for the vector and axial currents $`V_\mu =\overline{d}\gamma _\mu u`$ and $`A_\mu =\overline{d}\gamma _\mu \gamma _5u`$ contain information on the hadronic resonances $`\rho `$, $`\rho ^{}`$, $`a_1`$, etc. While it has thus far not been possible to calculate these two-point functions from QCD, their behavior is constrained at low energy by Chiral Perturbation Theory (ChPT), at high energy by the OPE, and at all scales by large $`N_c`$, in which limit the two-point functions are saturated by an infinite tower of narrow resonances:

$$\frac{1}{\pi }\mathrm{Im}\mathrm{\Pi }_V(t)=\underset{n=1}{\overset{\mathrm{}}{}}2f_n^2m_n^2\delta (tm_n^2),$$
(1)
with $`m_1=m_\rho `$, $`f_1=f_\rho `$ the EM decay constant of the $`\rho `$. Similarly, the axial two-point function is a tower of resonances starting with $`\pi `$ and $`a_1`$ in large $`N_c`$. The above-mentioned constraints lead to relations between these resonance parameters, ChPT parameters and condensates.

Since eq. (1) contains infinitely many parameters, we need additional input, which we will take to be the LMD ansatz,

$$\frac{1}{\pi }\mathrm{Im}\mathrm{\Pi }_V(t)=2f_\rho ^2m_\rho ^2\delta (tm_\rho ^2)+\left(\frac{4}{3}\frac{N_c}{(4\pi )^2}+\mathrm{}\right)\theta (ts_0),$$
(2)
where the second term is obtained from large-$`N_c`$ QCD perturbation theory (pQCD), starting from a scale $`s_0`$. A similar ansatz is used in the axial channel, with the same $`s_0`$, motivated by the fact that pQCD does not break chiral symmetry. The parameter $`s_0`$ is a parameter to be determined. Clearly, one needs $`s_0>m_\rho ^2,m_{a_1}^2`$ for consistency. More explicit resonances can be put in.

Considering $`\mathrm{\Pi }_{V,A}`$ for large space-like $`Q^2`$ term by term in the (large-$`N_c`$) OPE, one obtains (from the first two terms) the well-known Weinberg sum rules, and from the four-fermion condensate the new relation (in the chiral limit, and to leading order in $`\alpha _s`$)

$$1\frac{3}{4}\frac{(4\pi )^4}{N_c^2}f_\rho ^4=\frac{7}{11}\left(\left(1\frac{f_\pi ^2}{f_\rho ^2m_\rho ^2}\right)^1\frac{3}{4}\frac{(4\pi )^4}{N_c^2}f_\rho ^4\right),$$
(3)
1presenter at conference

the “7/11” rule. From the first Weinberg sum rule, $`f_\rho ^2m_\rho ^2>f_\pi ^2`$, from which it follows that $`f_\rho >0.15`$, just from the fact that the rhs of eq. (3) has to be negative. If we use also the relation $`f_\rho ^2m_\rho ^2=2f_\pi ^2`$, we find, using eq. (3) and the Weinberg sum rules, that $`m_\rho /f_\pi =8.8`$, $`m_{a_1}/m_\rho =1.4`$, and $`f_\rho =2f_{a_1}=0.16`$, in remarkable agreement with experiment. We find that $`\sqrt{s_0}=4\pi f_\pi >m_{a_1}`$, hence it is not unreasonable to use pQCD above $`\sqrt{s_0}`$. There are perturbative corrections to the 7/11 rule, unlike the Weinberg sum rules but, to the order we are working, the rule does not depend on any condensates. Furthermore the phenomenological results are robust to $`O(\alpha _s)`$ corrections.

For completeness, we also considered two-point functions for the scalar and pseudo-scalar densities, to the same order in the OPE. The idea is to use the gluon and four-fermion condensates predicted in this approach in the (axial-)vector sector, and see what we learn in the (pseudo-)scalar sector. In this case, there are two instead of one subtractions for each two-point function, because of the lack of current conservation, and we end up with only four instead of six equations, with five parameters, the scalar mass $`m_S`$, $`m_\pi ^{}`$, the amplitudes $`c_m`$, $`d_m`$ replacing $`f_{\rho ,a_1}`$, and $`\widehat{s}_0`$, equivalent, but not equal, to $`s_0`$. We supplemented the four equations with $`L_8=c_m^2/2m_S^2d_m^2/2m_\pi ^{}^2=0.0009(3)`$.

Our findings are as follows. With the condensates from the vector sector, we find no solutions with $`\sqrt{\widehat{s}_0}>m_\pi ^{}`$, essentially because of a clash in the equations for $`\widehat{s}_0`$ involving dimension-six operators. Instead, we eliminated this quantity (i.e. the terms originating from the pQCD part of our ansatz for the (pseudo-)scalar two-point functions) from the equations involving the four-fermion condensate, took $`m_\pi ^{}=1300`$ MeV as input, and found $`c_m=41`$ MeV, $`d_m=27`$ MeV, $`m_S=860`$ MeV, $`\sqrt{\widehat{s}_0}=2.2`$ GeV. This solution is very insensitive to the gluon condensate, $`\alpha _s`$, and $`m_\pi ^{}`$, and $`700<m_S<1200`$ (MeV) for $`12>10^4L_8>6`$. Hence, for the central value of $`L_8`$, phenomenological results are rather insensitive to our input, and one always finds a scalar mass of order $`800900`$ MeV in the chiral and large-$`N_c`$ limits. Our result for $`c_m`$ is in good agreement with other estimates. Using our results as additional input in the analysis of Peris et al., good predictions for $`L_{1,2,3,5,8,9,10}`$ are obtained if a Nambu–Jona-Lasinio-type model is assumed. We conclude with noting that the fact that we do not find a “perfect” solution for the combined vector and scalar sectors suggests that other resonances may have to be taken into account.