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# Contents

## 1 Prologue

Ferrara is obviously an appropriate site for a conference like ours dedicated to cultural and intellectual as well as practical considerations. To cite just one historical example as case in point: Duke Alfonso I reigned here supporting poets and painters while at the same time succeeding in making Ferrara’s artillery the best in Italy. He also married Lucrezia Borgia 499 years ago and brought her to Ferrara with her celebrated charm and beauty; never mind that both were somewhat tainted by scandal.

In this introductory lecture to the conference I want to sketch the big picture on CP violation concerning past developments, theoretical tools employed and future promises and novel challenges.

I will group the material into three periods:

* the ‘past’ – 1964 - 1998 – with the main topics being the discovery of CP violation, its theory including Penguins and an interlude on new theoretical technologies of the ’90’s, namely lattice QCD and $`1/m_Q`$ expansions;
* the ‘present’ – 1998 - 2002 – with the observation of $`ϵ^{}/ϵ0`$, T violation and CP violation in beauty decays and
* the ‘future’ – 2002 - 2015 ff. – with non-mainstream CP violation (electric dipole moments, $`K_{\mu 3}`$ decays, $`D^0\overline{D}^0`$ oscillations and CP violation) as well as CKM trigonometry.

In my summary I will describe the Cathedral Builders’ paradigm.

## 2 The Past: 1964 - 1998

### 2.1 CP Violation as a fundamentally new paradigm

The discovery in 1957 that parity was broken in weak decays certainly caused a shock in the community. Yet the latter recovered remarkably fast largely due to arguments put forward by leading physicists like Landau. They suggested one had been hasty in requiring full invariance under parity. Invoking somewhat obliquely Mach’s principle they instead argued in favour of CP symmetry pairing left-handed neutrinos with right-handed antineutrinos; ‘left’ and ‘right’ is then defined in terms ‘positive’ and ‘negative’. This is similar to a German saying that the thumb is ‘left’ on the ‘right’ hand: it is as factually correct as it is useless since circular. A world of left-handed fermions and right-handed antifermions is thus a completely symmetric one. Indeed it was found that maximal parity violation in weak interactions is matched by maximal violation of charge conjugation.

The observation of $`K_L\pi ^+\pi ^{}`$ in 1964 was totally unexpected by almost all theorists, and they did not give up without a fight. Interpretations other than CP violation were entertained: the existance of particles $`U`$ escaping detection in $`K_L\pi ^+\pi ^{}[U]`$ was postulated 222It is an argument analogous to Pauli’s introduction of neutrinos into $`\beta `$ decay: an ‘invisible’ particle is postulated to save a conservation law, namely that of energy-momentum there and CP here. While this idea worked there, it failed here. ; cosmological background fields were invoked and even the idea of nonlinear effects in quantum mechanics were floated  – to no avail! The fact that CP invariance appeared to be a ‘near-miss’ – BR$`(K_L\pi ^+\pi ^{})0.0021`$ in contrast to maximal P violation – made it even harder to accept. Nevertheless the whole community soon came around to accept CP violation as an empirical fact .

I am telling this story not to poke fun at my predecessors. There were very good reasons for theorists’ slowness in embracing CP violation. For it was clearly realized that CP violation represented a more fundamental and radical shift to a new paradigm than parity violation. Firstly CP violation means that ‘left’- and ‘right’-handed can be distinguished in an absolute way, independant of any convention concerning the sign of charges. This is most obvious from the observation on semileptonic $`K_L`$ decays:

$$\mathrm{\Gamma }(K_Ll^+\nu _L\pi ^{})>\mathrm{\Gamma }(K_Ll^{}\overline{\nu }_R\pi ^+).$$
(1)
Secondly based on CPT symmetry CP violation implies T violation, i.e. that nature distinguishes between ‘past’ and ‘future’ on the microscopic level. Thirdly one can add (at least in retrospect) that CP violation is a necessary ingredient in any effort to understand the baryon number of the Universe as a dynamically generated quantity rather than as a parameter reflecting initial conditions. On a more technical level one can point out that CP violation represents the smallest observed violation of a symmetry: Im$`M_{12}1.110^8`$ eV or Im$`M_{12}/m_K2.210^{17}`$. The peculiar role of T violation surfaces also through Kramers’ Degeneracy . With the time reversal operator $`T`$ being antiunitary, $`T^2`$ has eigenvalues $`\pm 1`$ meaning the Hilbert space has two distinct sectors. It is easily shown that each energy eigenstate in the sector with $`T^2=1`$ is at least doubly degenerate. This degeneracy is realized in nature through fermionic degrees of freedom. I find it quite remarkable that the operator $`T`$ anticipates this option (and the qualitative difference between fermions and bosons) through $`T^2=1`$ without any explicit reference to spin.

### 2.2 Basic CP \[& T\] phenomenology and the data in 1998

Due to CPT symmetry CP and T violation can enter through complex phases only. For them to become observable, one needs two different amplitudes to contribute coherently. This can be realized in different ways:

* Particle-antiparticle oscillations followed by a decay into a common final state:

Such asymmetries are often referred to – with less than Shakespearean flourish – as indirect CP violation. The decay rate evolution in proper time then differs from a pure exponential, and the difference between CP conjugate transitions becomes a nontrivial function of time. Well-known examples are $`K^0(t)\pi ^+\pi ^{}`$ vs. $`\overline{K}^0(t)\pi ^+\pi ^{}`$ or $`B_d(t)\psi K_S`$ vs. $`\overline{B}_d(t)\psi K_S`$ with

$$\mathrm{\Gamma }(B_d(t)[\overline{B}_d(t)]\psi K_S)e^{t/\tau (B_d)}\left(1[+]A\mathrm{sin}(\mathrm{\Delta }m_dt)\right)$$
(2)
Final state interactions (FSI) in general will affect the signal, although not in this case. On the other hand they are not required and they cannot fake a signal.
* Direct CP violation:

Within the SM they can occur in CKM suppressed modes only. There are several classes of such effects differing in the role played by final state interactions (FSI); they all share the feature that the signal is independant of the time of decay.

+ Partial width differences: If the final state consists of two pseudoscalar mesons or one pseudoscalar and one vector meson, then CP violation can manifest itself only in a partial width difference. FSI are necessary to transform CP violation into an observable. While they cloud the numerical interpretation of a signal (or its absence), they cannot fake a signal.
    + Final state distributions: If a final state is more complex, i.e. consists of at least three pseudoscalar mesons not forming a resonance or of two vector mesons etc., then there are several potential layers of dynamical information. There could be asymmetries in subregions of a Dalitz plot that are substantially larger than when integrated over the whole Dalitz plot.

    Going one step further one can study decays of a particle P into four pseudoscalar mesons: $`Pa+b+c+d`$. Such a final state allows to construct non-trivial T-odd correlations:

    $$C_T\stackrel{}{p}_a(\stackrel{}{p}_b\times \stackrel{}{p}_c)$$
    (3)
    with $`C_TC_T`$ under time reversal. T violation can produce $`C_T0`$ irrespective of FSI; yet $`C_T0`$ does not necessarily establish T violation. Since T is described by an antiunitary operator, FSI can induce $`C_T0`$ with T-invariant dynamics. In contrast to the situation with partial widths where FSI play the role of a necessary evil, they can act here as an imposter. Yet comparing this observable for particle and antiparticle decays and finding $`C_T+\overline{C}_T0`$ establishes CP violation.

    The muon polarization transverse to the decay plane in $`K^+\mu ^+\pi ^0\nu `$ represents such a T-odd correlation: $`P_{}(\mu )=\stackrel{}{s}(\mu )(\stackrel{}{p}(\mu )\times \stackrel{}{p}(\pi ))/|\stackrel{}{p}(\mu )\times \stackrel{}{p}(\pi )|`$, which in this case could not be faked realistically by final-state interactions and would reveal genuine T violation.
    + The leading, namely linear term for the energy shift of a system inside a weak electric field $`\stackrel{}{E}`$ is described by a static quantity, the electric dipole moment $`\stackrel{}{d}`$:

    $$\mathrm{\Delta }=\stackrel{}{d}\stackrel{}{E}+𝒪(E^2)$$
    (4)
    For a non-degenerate system with spin $`\stackrel{}{s}`$ one has $`\stackrel{}{d}\stackrel{}{s}`$; therefore $`\stackrel{}{d}0`$ reveals T (and P) violation.

The relevant data read as follows in 1998:

* $`\mathrm{BR}(K_L\pi ^+\pi ^{})`$ $``$ $`2.310^30`$ (5)
$`{\displaystyle \frac{\mathrm{BR}(K_Ll^+\nu \pi ^{})}{\mathrm{BR}(K_Ll^{}\nu \pi ^+)}}`$ $``$ $`1.0060`$ (6)
* $$\mathrm{Re}\frac{ϵ^{}}{ϵ_K}=\{\begin{array}{c}(2.30\pm 0.65)10^3NA\mathrm{\hspace{0.17em}31}\hfill \\ (0.74\pm 0.59)10^3E\mathrm{\hspace{0.17em}731}\hfill \end{array}$$
(7)
* The muon transverse polarization in $`K^+\mu ^+\nu \pi ^0`$:

$$\mathrm{Pol}_{}(\mu )=(1.85\pm 3.6)10^3$$
(8)
* Electric dipole moments (EDM) for neutrons and electrons

$`d_N`$ $`<`$ $`9.710^{26}ecm`$ (9)
$`d_e`$ $`=`$ $`(0.3\pm 0.8)10^{26}ecm`$ (10)
To get an intuitive understanding about the sensitivity achieved one can point out that the uncertainty in the electron’s magnetic moment is about $`210^{22}`$ e cm and thus several orders of magnitude larger than the bound on its EDM! The bound on the neutron’s EDM is smaller than its radius by 13 orders of magnitude. This corresponds to a relative displacement of an electron and a positron spread over the whole earth by less than 1 $`\mu `$ – much less than the thickness of human hair!

The situation in 1998 can then be described as follows: after 34 years of dedicated experimental work CP violation could still be described by a single number, namely $`ϵ`$, the situation concerning direct CP violation was in limbo, see Eq.(7), and no other manifestation had been seen.

### 2.3 Theory of CP violation

Initially it had been suggested that electrodynamics might violate CP invariance; yet it was soon cleared of that suspicion. There was then no theory of CP violation till 1973. The community can be forgiven for not being overly concerned about explaining BR$`(K_L\pi ^+\pi ^{})0.002`$ when there are still infinities arising in the theoretical description of weak decays. Yet I find it highly remarkable that even after the SM had been formulated as a renormalizable theory by the late 1960’s the lack of a theory for CP violation was not noticed till 1972 . It is often said in response:”Well, we had the superweak model put forward by Wolfenstein already in 1964”. However I view the superweak model  as a classification scheme for theories rather than a theory itself. Whenever one suggests a theory of CP violation, one has to analyze whether it provides a dynamical implementation of the superweak scenario or not, and to which accuracy it does so.

In 1973 the celebrated paper by Kobayashi and Maskawa appeared in print . It pointed out that the electroweak SM with two full families – i.e. charm included – conserves CP; secondly it demonstrated how different types of New Physics – more families, more Higgs doublets, right-handed currents – allow CP breaking 333It had been noted first by Mohapatra that the SM with two families conserves CP. He suggested right-handed currents as the origin of CP violation . 444One can point out that Kobayashi and Maskawa benefitted from some ‘insider’ information: both were working in the Physics Department of Nagoya University at that time where, due to Sakata and his school, the notion of quarks as real rather than merely mathematical objects had been readily accepted, as had been the existence of charm due to the discovery of Niu .. Only one of these variants, namely the one with (at least) three families is now referred to as KM ansatz.

This KM ansatz (in the narrow sense) removes the mystery from the apparent ‘near miss’ of CP invariance in $`K_L\pi \pi `$: this transition requires the interplay between three families; yet the third family is almost decoupled from the first two – not surprisingly (again at least in retrospect) considering its much heavier masses.

A second milestone was reached in the 1970’s when the relevance of the so-called Penguin operators was realized, first in the context of the $`\mathrm{\Delta }I=1/2`$ rule , then also for allowing for $`ϵ^{}/ϵ0`$ . Since then the treatment of Penguin operators and operator renormalization has reached a high level of sophistication .

A third milestone is represented by the formulation of the ‘Strong CP Problem’; it still awaits its resolution !

Another milestone was the realization in 1980 that the KM ansatz unequivocally predicts large CP asymmetries in some nonleptonic decay channels of neutral $`B`$ mesons like $`B_d\psi K_S`$ . It was stated explicitely that asymmetries could be 1- 20 % and possible larger – at a time when neither the ‘long’ $`B`$ lifetime nor the large $`B_d\overline{B}_d`$ oscillation rate nor the huge top mass were known; at that time a top mass exceeding 60 GeV would have been seen as a frivolous notion!

### 2.4 The ‘unreasonable’ success of the CKM description

The observation of the ‘long’ $`B`$ lifetime of about 1 psec together with the dominance of $`bc`$ over $`bu`$ revealed a hierarchical structure in the KM matrix that is expressed in the Wolfenstein representation in powers of $`\lambda =\mathrm{tg}\theta _C`$. We often see plots of the CKM unitarity triangle where the constraints coming from various observables appear as broad bands. While the latter is often bemoaned, it obscures a more fundamental point: the fact that these constraints can be represented in such plots at all is quite amazing! The quark box without GIM subtraction yields a value for $`\mathrm{\Delta }m_K`$ exceeding the experimental number by more than a factor of thousand; it is the GIM mechanism that brings it down to within a factor of two or so of experiment. The GIM subtracted quark box for $`\mathrm{\Delta }M_B`$ coincides with the data again within a factor of two. Yet if the beauty lifetime were of order $`10^{14}`$ sec while $`m_t180`$ GeV it would exceed it by an order of magnitude; on the other hand it would undershoot by an order of magnitude if $`m_t40`$ GeV were used with $`\tau (B)10^{12}`$ sec; i.e., the observed value can be accommodated because a tiny value of $`|V(td)V(ts)|`$ is offset by a large $`m_t`$.

This amazing success is repeated with $`ϵ`$. Over the last 25 years it could always be accommodated (apart from some very short periods of grumbling mostly off the record) whether the correct set \[$`m_t=180`$ GeV with $`|V(td)|\lambda ^3`$, $`|V(ts)|\lambda ^2`$\] or the wrong one \[$`m_t=40`$ GeV with $`|V(td)|\lambda ^2`$, $`|V(ts)|=\lambda `$\] were used. Yet both $`m_t=180`$ GeV with $`|V(td)|=\lambda ^2`$, $`|V(ts)|=\lambda `$ as well as $`m_t=40`$ GeV with $`|V(td)|=\lambda ^3`$, $`|V(ts)|=\lambda ^2`$ would have lead to a clear inconsistency!

Thus the phenomenological success of the CKM description has to be seen as highly nontrivial or ‘unreasonable’. This cannot have come about by accident – there must be a profound reason.

### 2.5 Experimental developments

As we all know (and will be reminded of during this conference) there is a worldwide and dedicated program of $`B`$ physics underway now. It has benefitted tremendously from experimental developments that could hardly be anticipated in 1980.

Driven by the demads of charm physics the technology for microvertex detectors was developed that resolves secondary decay vertices of charm and beauty states giving meaning to the term ‘long’ $`B`$ lifetime; it also allows to track $`B_d\overline{B}_d`$ oscillations which were first discovered in 1987 at a rate close to the decay rate. Various methods for ‘opposite-side’ and ‘same-side’ flavour tagging were pioneered in charm studies. Finally the concept of asymmetric $`e^+e^{}`$ colliders and detectors for them (something that at first had to be seen as quite frivolous to put it mildly) was born – and realized!

### 2.6 New QCD technologies of the 1990’s

Since we have to study the decays of quarks bound inside hadrons, we have to deal with nonperturbative dynamics 555Since top quarks decay before they can hadronize, their interactions can be treated perturbatively . – a problem that in general has not been brought under theoretical control. Yet we can employ various theoretical technologies that allow to treat nonperturbative effects in special situation:

* For strange hadrons where $`m_s\mathrm{\Lambda }_{QCD}`$ one invokes chiral perturbation theory.
* For beauty hadrons with $`m_b\mathrm{\Lambda }_{QCD}`$ one can employ $`1/m_b`$ expansions in various incarnations; they should provide us with rather reliable results, whenever an operator product expansion can be applied .
* It is natural to extrapolate such expansions down to the charm scale; this has to be done with considerable caution, though: while the charm quark mass does exceed ordinary hadronic mass scales, it does not do so by a large amount.
* Lattice QCD on the other hand is most readily set up at ordinary hadronic scales; from those one extrapolates down towards the chiral limit (which represents a nontrivial challenge ) and up to the charm scale and beyond.

Let me add a few more specific comments:

Lattice QCD, which originally had been introduced to prove confinement and bring hadronic spectroscopy under computational control is now making major contributions to heavy flavour physics. This can be illustrated with very recent results on decay constants where the first unquenched results (with two dynamical quark flavours) have become available .

* $$f(D_s)=\{\begin{array}{c}240\pm 4\pm 24,\mathrm{\hspace{0.17em}275}\pm 20\mathrm{MeV},\mathrm{lattice}\mathrm{QCD}\hfill \\ 269\pm 22\mathrm{MeV},\mathrm{world}\mathrm{average}\mathrm{of}\mathrm{data}\hfill \end{array}$$
(11)
* $`f(B)`$ $`=`$ $`190\pm 6\pm 20_0^{+9}\mathrm{MeV},\mathrm{lattice}\mathrm{QCD}`$ (12)
$`f(B_s)`$ $`=`$ $`218\pm 5\pm 26_0^{+9}\mathrm{MeV},\mathrm{lattice}\mathrm{QCD}`$ (13)

The $`1/m_Q`$ expansions have become more refined and reliable qualitatively as well as quantitatively:

* The $`b`$ quark mass has been extracted from data by different groups; their findings, when expressed in terms of the socalled ‘kinetic’ mass, read as follows:

$$m_b^{\mathrm{kin}}(1\mathrm{GeV})=\{\begin{array}{c}4.56\pm 0.06\mathrm{GeV}\text{[20]},\hfill \\ 4.57\pm 0.04\mathrm{GeV}\text{[21]},\hfill \\ 4.59\pm 0.06\mathrm{GeV}\text{[22]}\hfill \end{array}$$
(14)
The error estimates of 1 - 1.5 % might be overly optimistic (as it often happens), but not foolish. Since all three analyses use basically the same input from the $`\mathrm{{\rm Y}}(4S)`$ region, they could suffer from a common systematic uncertainty, though.
* For the form factor describing $`Bl\nu D^{}`$ at zero recoil one has the following results:

$$F_D^{}(0)=\{\begin{array}{c}0.89\pm 0.08\text{[23]},\hfill \\ 0.913\pm 0.042\text{[24]},\hfill \\ 0.935\pm 0.03\text{[19]}\hfill \end{array}$$
(15)
where the last number has been obtained in lattice QCD.

There is a natural feedback between lattice QCD and $`1/m_Q`$ expansions: by now both represent mature technologies that are defined in Euclidean rather than Minkowskian space; they share some expansion parameters, while differing in others; lattice QCD can evaluate hadronic matrix elements that serve as input parameters to $`1/m_Q`$ expansions.

It has been accepted for a long time now that heavy flavour decays can serve as high sensitivity probes for New Physics. I feel increasingly optimistic that our tools are and will be such that that they will provide us even with high accuracy probes!

### 2.7 Expectations and predictions 1998

The observed hierarchy in the CKM parameters

$$|V(ub)|^2|V(cb)|^2|V(cd)|^2$$
(16)
tells us that the CKM matrix can conveniently be described by the Wolfenstein parametrization in powers of $`\lambda =\mathrm{tg}(\theta _C)`$:

$$V_{CKM}=\left(\begin{array}{ccc}V(ud)& V(us)& V(ub)\\ V(cd)& V(cs)& V(cb)\\ V(td)& V(ts)& V(tb)\end{array}\right)=\left(\begin{array}{ccc}1& 𝒪(\lambda )& 𝒪(\lambda ^3)\\ 𝒪(\lambda )& 1& 𝒪(\lambda ^2)\\ 𝒪(\lambda ^3)& 𝒪(\lambda ^2)& 1\end{array}\right)$$
(17)
More specifically PDG2000 states as 90 % C.L. ranges

$$|V_{CKM}|=\left(\begin{array}{ccc}0.9750\pm 0.0008& 0.223\pm 0.004& 0.003\pm 0.002\\ 0.222\pm 0.003& 0.9742\pm 0.0008& 0.040\pm 0.003\\ 0.009\pm 0.005& 0.039\pm 0.004& 0.9992\pm 0.0002\end{array}\right)$$
(18)
Without imposing three-family unitarity that is implicit in the Wolfenstein representation PDG2000 lists numbers that in particular for the top couplings are much less restrictive:

$$|V_{CKM}|=\left(\begin{array}{cccc}0.9735\pm 0.0013& 0.220\pm 0.004& 0.003\pm 0.002& \mathrm{}\\ 0.226\pm 0.007& 0.880\pm 0.096& 0.040\pm 0.003& \mathrm{}\\ 0.05\pm 0.04& 0.28\pm 0.27& 0.5\pm 0.49& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\end{array}\right)$$
(19)
I would like to add two comments here: (i) The brandnew CLEO number for $`|V(cb)|`$ from $`Bl\nu D^{}`$$`|V(cb)F_D^{}(0)|=(42.4\pm 1.8\pm 1.9)\times 10^3`$  – falls outside the 90% C.L. range stated by PDG2000 for the expected values of $`F_D^{}(0)`$. (ii) The OPAL collaboration has presented a new direct determination of $`|V(cs)|`$ from $`WH_cX`$: $`|V(cs)|=0.969\pm 0.058`$ .

With these input values one can make predictions on CP asymmetries, at least in principle and to some degree. I will confine myself to a few more qualitative comments since these issues will be discussed in great detail in subsequent talks at this conference.

* If there is a single CP violating phase $`\delta `$ as is the case in the KM ansatz one can conclude based on the $`\mathrm{\Delta }I=1/2`$ rule: $`ϵ^{}/ϵ1/20`$. The large top mass – $`m_tM_W`$ – enhances the SM prediction for $`ϵ`$ considerably more than for $`ϵ^{}`$ for a given $`\delta `$ and therefore on quite general grounds

$$ϵ^{}/ϵ1/20$$
(20)
* Of course the KM predictions made employed much more sophisticated theoretical reasoning. Before 1999 they tended to yield – with few exceptions  – values not exceeding $`10^3`$ due to sizeable cancellations between different contributions.
* Once the CKM matrix exhibits the qualitative pattern given in Eq.(17), it neccessarily follows that certain $`B_d`$ decay channels will exhibit CP asymmetries of order unity. To be more specific one can combine what is known about $`V(cb)`$, $`V(ub)`$, $`V(ts)`$ and $`V(td)`$ from semileptonic $`B`$ decays, $`B_d\overline{B}_d`$ oscillations and bounds on $`B_s\overline{B}_s`$ oscillations with or without using $`ϵ`$ to construct the CKM unitarity triangle describing $`B`$ decays. A crucial question to which I will return later centers on the proper treatment of theoretical uncertainties. A typical example is :

$`\mathrm{sin2}\varphi _1[\beta ]`$ $`=`$ $`0.716\pm 0.070`$ (21)
$`\mathrm{sin2}\varphi _2[\alpha ]`$ $`=`$ $`0.26\pm 0.28`$ (22)

## 3 The Present: 1999 - $``$ 2002

A new period began in 1999 when direct CP violation became established in $`K_L`$ decays and the new $`B`$ factories started up. I expect those $`B`$ factories to have established CP violation in at least one $`B`$ decay mode by 2002.

I will confine myself to a few brief comments on this present period since that is the subject of this conference, and I do not want to overengage in poaching.

* There can no longer be any doubt that direct CP violation has been observed in $`K_L`$ decays although its actual strength is not precisely known yet. It is a discovery of the first rank irrespective of what theory says or does not say.

As I had argued before a rather small, but nonzero value is a natural expectation of the KM ansatz. To go beyond such a qualitative statement, one has to evaluate hadronic matrix elements; apparently one had underestimated the complexities in this task. One intriguing aspect in this development is the saga of the $`\mathrm{\Delta }I=1/2`$ rule: formulated in a compact way  it was originally expected to find a simple dynamical explanation; several enhancement factors were indeed found, but the observed enhancement could not be reproduced in a convincing manner; this problem was then bracketed for some future reconsideration and it was argued that $`ϵ^{}/ϵ`$ could be predicted while ignoring the $`\mathrm{\Delta }I=1/2`$ rule. Some heretics – ‘early’ ones  and ‘just-in-time’ ones  – however argued that only approaches that reproduce the observed $`\mathrm{\Delta }I=1/2`$ enhancement can be trusted to yield a realistic estimate of $`ϵ^{}/ϵ`$.
* It is often alleged that CPT invariance can boast of impressive experimental verification as expressed through the bound $`|M(K^0)M(\overline{K}^0)|/M(K)=(0.08\pm 5.3)10^{19}`$. However one might as well have divided this difference by the mass of an elephant since intrinsically the kaon mass is hardly more related to the $`K\overline{K}`$ mass splitting than the elephant’s mass.

To put it differently: since this CPT breaking is expressed through a mass difference, one needs another dimensional quantity as yardstick. This can be provided by Im$`M_{12}`$ expressing CP violation in the mass matrix:

$$|M(K^0)M(\overline{K}^0)|<2.510^{10}\mathrm{eV}\mathrm{Im}M_{12}10^8\mathrm{eV};$$
(23)
i.e., CPT breaking still could be as ‘large’as a few percent of the observed CP violation!

Our belief in CPT invariance is of course based much more on ‘dogma’, i.e. theory, than empirical facts. For it is an almost inescapable consequence of local quantum field theories based on canonized assumptions like Lorentz invariance, the existence of a unique vacuum state and weak local commutativity obeying the ‘right’ statistics. Some explicit examples of CPT breaking theories have been given, but they are highly contrived and unattractive .

The new interest in experimental studies of CPT symmetry is fed by two more recent developments :

+ Novel tests of CPT as well as linear quantum mechanics can be performed at the $`\mathrm{\Phi }`$ and beauty factories DA$`\mathrm{\Phi }`$NE, BABAR and BELLE respectively by harnessing EPR correlations .
    + Superstring theories are intrinsically nonlocal thus vitiating one of the central axioms of the CPT theorem. Furthermore gravity could induce CPT breaking either as a true symmetry violation or as a background effect due to the preponderance of matter over antimatter in our corner of the universe. It would then be not unreasonable to expect CPT asymmteries to scale like a positive power of $`E/M_{Planck}`$; if that power were unity one would guestimate $`|M(K^0)M(\overline{K}^0)|M(K)/M_{Planck}10^{19}`$!
* Although CP violation implies T violation due to the CPT theorem, I consider it highly significant that more direct evidence has been obtained through the ‘Kabir test’: CPLEAR has found

$$A_T\frac{\mathrm{\Gamma }(K^0\overline{K}^0)\mathrm{\Gamma }(\overline{K}^0K^0)}{\mathrm{\Gamma }(K^0\overline{K}^0)+\mathrm{\Gamma }(\overline{K}^0K^0)}=(6.6\pm 1.3\pm 1.0)10^3$$
(24)
versus the value $`(6.54\pm 0.24)10^3`$ inferred from $`K_L\pi ^+\pi ^{}`$. Of course, some assumptions still have to be made, namely that semileptonic $`K`$ decays obey CPT or that the Bell-Steinberger relation is satisfied with known decay channels only. Avoiding both assumptions one can write down an admittedly contrived scheme where the CPLEAR data are reproduced without T violation; the price one pays is a large CPT asymmetry $`𝒪(10^3)`$ in $`K^\pm \pi ^\pm \pi ^0`$ .
* KTeV and NA48 have analyzed the rare decay $`K_L\pi ^+\pi ^{}e^+e^{}`$ and found a large T-odd correlation between the $`\pi ^+\pi ^{}`$ and $`e^+e^{}`$ planes in full agreement with predictions . Let me add just two comments here: (i) This agreement cannot be seen as a success for the KM ansatz. Any scheme reproducing $`\eta _+`$ will do the same. (ii) The argument that strong final state interactions (which are needed to generate a T odd correlation above 1% with T invariant dynamics) cannot affect the relative orientation of the $`e^+e^{}`$ and $`\pi ^+\pi ^{}`$ planes fails on the quantum level .

The effect found represents a true CP asymmetry. Yet if one is sufficiently determined, it still could be attributed to CP and CPT breaking that leaves T invariant. A more detailed discussion of these subtle points is given in Sehgal’s talk.

## 4 The Future: 2005 - 2015 ff.

Considerable circumstantial evidence has been accumulated that the SM is incomplete. There are (at least) four central mysteries at the basis of flavour dynamics:

* Why is there a family structure relating quarks and leptons?
* Why is there more than one family, why three, is three a fundamental parameter?
* What is the origin of the observed pattern in the quark masses and the CKM parameters? This pattern can hardly have come about by accident.
* Why are neutrinos massless – or aren’t they?

To a large degree studying flavour dynamics represents an indirect or high sensitivity search for New Physics.

The significance of the dates is that by 2005 or so the data flow on $`B`$ decays will increase very significantly allowing for precision measurements and by about 2015 such precision measurements from the $`e^+e^{}`$ factories and from hadronic colliders will have been made.

### 4.1 Searching for qualitative discrepancies

$`\mathrm{\Delta }S=1,2`$ dynamics have provided several examples of revealing the intervention of features that represented New Physics at that time; it thus has been instrumental in the evolution of the SM. This happened through the observation of ‘qualitative’ discrepencies; i.e., rates that were expected to vanish did not, or rates were found to be smaller than expected by several orders of magnitude. Such an indirect search for New Physics can be characterised as a ‘King Kong’ scenario: ”One might be unlikely to encounter King Kong; yet once it happens there can be no doubt that one has come across someting out of the ordinary”. Such a situation can be realized for charm and $`K_{\mu 3}`$ decays and EDMs.

#### 4.1.1 $`P_{}(\mu )`$ in $`K^+\mu ^+\pi ^0\nu `$

With $`P_{}(\mu )10^6`$ in the SM, it would also reveal New Physics that has to involve chirality breaking weak couplings: $`P_{}(\mu )\mathrm{Im}\xi `$, where $`\xi f_{}/f_+`$ with $`f_{}[f_+]`$ denoting the chirality violating \[conserving\] decay amplitude. There is an on-going experiment at KEK (KEK-E 246) aiming at a sensitivity for $`P_{}(\mu )`$ of $`10^3`$ or better.

#### 4.1.2 EDM’s

With the KM scheme predicting unobservably tiny effects (with the only exception being the ‘strong CP’ problem) – namely $`d_{N,e}<10^{30}`$ e cm – and many New Physics scenarios yielding $`d_{neutron}`$, $`d_{electron}`$ $`10^{27}`$ ecm, this is truly a promising zero background search for New Physics! The next round of experiments is aiming at $`10^{28}`$ e cm for $`d_N`$ and $`10^{30}`$ e cm for $`d_e`$.

The game one is hunting is actually much more numerous, since many effects from the domain of nuclear physics can be employed here. These intriguing possibilities are discussed in Hinds’ talk.

#### 4.1.3 $`D^0`$ Oscillations & CP Violation

It is often stated that $`D^0`$ oscillations are slow and CP asymmetries tiny within the SM and that therefore their analysis provides us with zero-background searches for New Physics.

Oscillations are described by the normalized mass and width differences: $`x_D\frac{\mathrm{\Delta }M_D}{\mathrm{\Gamma }_D}`$, $`y_D\frac{\mathrm{\Delta }\mathrm{\Gamma }}{2\mathrm{\Gamma }_D}`$. A conservative SM estimate yields $`x_D`$, $`y_D`$ $`𝒪(0.01)`$. Stronger bounds have appeared in the literature, namely that the contributions from the operator product expansion (OPE) are completely insignificant and that long distance contributions beyond the OPE provide the dominant effects yielding $`x_D^{SM}`$, $`y_D^{SM}`$ $`𝒪(10^410^3)`$. A recent detailed analysis  revealed that a proper OPE treatment reproduces also such long distance contributions with

$$x_D^{SM}|_{OPE},y_D^{SM}|_{OPE}𝒪(10^3)$$
(25)
and that $`\mathrm{\Delta }\mathrm{\Gamma }`$, which is generated from on-shell contributions, is – in contrast to $`\mathrm{\Delta }m_D`$ – insensitive to New Physics while on the other hand more susceptible to violations of (quark-hadron) duality.

Four experiments have reported new data on $`y_D`$:

$`y_D=(0.8\pm 2.9\pm 1.0)\%\mathrm{E791}`$ , $`(3.42\pm 1.39\pm 0.74)\%\mathrm{FOCUS}`$ (26)
$`y_D=(1.0_{3.52.1}^{+3.8+1.1})\%\mathrm{BELLE}`$ , $`y_D^{}=(2.5_{1.6}^{+1.4}\pm 0.3)\%\mathrm{CLEO}`$ (27)
E 791 and FOCUS compare the lifetimes for two different channels, whereas CLEO fits a general lifetime evolution to $`D^0(t)K^+\pi ^{}`$; its $`y_D^{}`$ depends on the strong rescattering phase between $`D^0K^{}\pi ^+`$ and $`D^0K^+\pi ^{}`$ and therefore could differ substantially from $`y_D`$ – even in sign  – if that phase were sufficiently large. The FOCUS data contain a suggestion that the lifetime difference in the $`D^0\overline{D}^0`$ complex might be as large as $`𝒪(1\%)`$. If $`y_D`$ indeed were $`0.01`$, two scenarios could arise for the mass difference. If $`x_D\mathrm{few}\times 10^3`$ were found, one would infer that the $`1/m_c`$ expansion yields a correct semiquantitative result while blaming the large value for $`y_D`$ on a sizeable and not totally surprising violation of duality. If on the other hand $`x_D0.01`$ would emerge, we would face a theoretical conundrum: an interpretation ascribing this to New Physics would hardly be convincing since $`x_Dy_D`$. A more sober interpretation would be to blame it on duality violation or on the $`1/m_c`$ expansion being numerically unreliable. Observing $`D^0`$ oscillations then would not constitute a ‘King Kong’ scenario.

Searching for direct CP violation in Cabibbo suppressed $`D`$ decays as a sign for New Physics would also represent a very complex challenge: within the KM description one expects to find some asymmetries of order 0.1 %; yet it would be hard to conclusively rule out some more or less accidental enhancement due to a resonance etc. raising an asymmetry to the 1% level.

The only clean environment is provided by CP violation involving $`D^0`$ oscillations, like in $`D^0(t)K^+K^{}`$ and/or $`D^0(t)K^+\pi ^{}`$. For the asymmetry would depend on the product sin$`(\mathrm{\Delta }m_Dt)\mathrm{Im}[T(\overline{D}f)/T(D\overline{f})]`$: with both factors being $`𝒪(10^3)`$ in the SM one predicts a practically zero effect. Yet New Physics scenarios can induce signals as large as order 1 percent for $`D^0(t)K^+K^{}`$ and even larger for $`D^0(t)K^+\pi ^{}`$

### 4.2 Beauty physics

There are several different layers of beauty transitions driven by $`\mathrm{\Delta }B=1\&2`$ dynamics, and they are realized in a multitude of different channels. Thus there are many opportunities for finding New Physics. This can be expressed also by pointing out that there are actually six KM unitarity triangles with several of their angles affecting CP asymmetries in $`B`$ decays . One is particularly intriguing, namely the angle that controls the asymmetry in $`B_s(t)\psi \varphi `$ or $`B_s(t)\psi \eta `$: it is $`𝒪(\lambda ^2)`$  and about 2 %. Yet New Physics could very possibly raise it even by an order of magnitude. These modes could thus reveal what I have referred to as a qualitative discrepancy.

Yet the more typical situation is that the expected asymmetry is already large. Thus one is faced with a novel challenge: can one be confident of having established the presence of New Physics when the difference between the expected and the observed signal is much less than an order of magnitude? To be more specific: assume one predicts an asymmetry of 40 %, yet observes - 40 %, can one be certain of New Physics? What about if one observes 60 %? 50%? Interpreting such quantitative discrepancies represents a completely new challenge which we have not faced before.

#### 4.2.1 Quantitative discrepancies

I expect a number of asymmetries to be measured within a few percent uncertainty, although this is easier said than done. The crucial question is whether this experimental sensitivity can be exploited theoretically. I am optimistic that the value of $`|V(cb)|`$ will be known to better than 5 % over the next few years, $`|V(ub)|`$ and maybe also $`|V(td)|`$ to within 5 - 10 % in the long run. This would imply that one could make KM predictions for CP asymmetries with typically 5 % accuracy. However – what exactly does one mean by theoretical uncertainty?

In my judgement there is no unambigous answer in general. For I view theoretical uncertainties to be mostly in the class of systematic errors, which are notoriously hard to evaluate. Furthermore no uniform standard has been established among theorists for stating a range for a theoretical uncertainty. My understanding behind quoting the latter is the following: ”I would be very surprised if the true value would fall outside the stated range.” Such a statement is obviously hard to quantify.

An extensive literature on how to evaluate them has emerged over the last two years in particular (see, for example, ). It seems to me that the passion of the debate has overshadowed the fact that a lot of learning has happened. For example it is increasingly understood that any value within a stated range has to be viewed as equally likely. While concerns are legitimate that some actors might be overly aggressive in stating constraints on the KM triangle, it would be unfair to characterize them as silly. I also view it as counterproductive to bless one approach while anathematizing all others ‘ex cathedra’. I believe many different paths should be pursued since ”good decisions come from experience that often is learnt from bad decisions”.

There is one feature of the ‘scanning method’  which I find particularly informative since it enhances the transparency of the underlying information. For each of the theoretical input quantities which reflect the size of hadronic matrix elements one picks one acceptable value; with this set one deduces constraints on the unitarity triangle from the available data and circles the resulting allowed area by a line. Then one selects another set of acceptable input values and repeats the procedure etc. Such a display reflects the overall uncertainty through the area covered by the union of these subdomains; at the same time it separates the impact of the theoretical and experimental uncertainties and that is a major help in understanding the origins of the constraints.

Our most powerful weapon for controlling theoretical uncertainties will again be overdetermining basic quantities by extracting their values from more than one independant measurement. In this respect the situation is actually more favourable in $`B`$ than in $`K`$ decays since there are fewer free parameters relative to the number of available decay modes. Once the investment has been made to collect the huge number of decays required to obtain a sufficient number of the transitions of primary interest – say $`B_d\psi K_S(l^+l^{})_\psi (\pi ^+\pi ^{})_{K_S}`$ – then we have also a slew of many other channels that can act as cross checks or provide us with information about hadronization effects etc. Finally one should clearly distinguish the goal one has in mind: does one want to state the most likely expectation – or does one want to infer the presence of New Physics from a discrepancy between expectations and data? The latter goal is of course much more ambitious where for once being conservative is a virtue!

## 5 The Cathedral Builders’ Paradigm

### 5.1 The Paradigm

The dynamical ingredients for numerous and multi-layered manifestations of CP and T violations do exist or are likely to exist. Accordingly one searches for them in many phenomena, namely in

* the neutron electric dipole moment probed with ultracold neutrons at ILL in Grenoble, France;
* the electric dipole moment of electrons studied through the dipole moment of atoms at Seattle, Berkeley and Amherst in the US;
* the transverse polarization of muons in $`K^{}\mu ^{}\overline{\nu }\pi ^0`$ at KEK in Japan;
* $`ϵ^{}/ϵ_K`$ as obtained from $`K_L`$ decays at FNAL and CERN and soon at DA$`\mathrm{\Phi }`$NE in Italy;
* in decay distributions of hyperons at FNAL;
* likewise for $`\tau `$ leptons at CERN, the beauty factories and BES in Beijing;
* CP violation in the decays of charm hadrons produced at FNAL and the beauty factories;
* CP asymmetries in beauty decays at DESY, at the beauty factories at Cornell, SLAC and KEK, at the FNAL collider and ultimately at the LHC.

A quick glance at this list already makes it clear that frontline research on this topic is pursued at all high energy labs in the world – and then some; techniques from several different branches of physics – atomic, nuclear and high energy physics – are harnessed in this endeavour together with a wide range of set-ups. Lastly, experiments are performed at the lowest temperatures that can be realized on earth – ultracold neutrons – and at the highest – in collisions produced at the LHC. And all of that dedicated to one profound goal. At this point I can explain what I mean by the term ”Cathedral Builders’ Paradigm”. The building of cathedrals required interregional collaborations, front line technology (for the period) from many different fields and commitment; it had to be based on solid foundations – and it took time. The analogy to the ways and needs of high energy physics are obvious – but it goes deeper than that. At first sight a cathedral looks like a very complicated and confusing structure with something here and something there. Yet further scrutiny reveals that a cathedral is more appropriately characterized as a complex rather than a complicated structure, one that is multi-faceted and multi-layered – with a coherent theme! One cannot (at least for first rate cathedrals) remove any of its elements without diluting (or even destroying) its technical soundness and intellectual message. Neither can one in our efforts to come to grips with CP violation!

### 5.2 Outlook

I want to start with a statement about the past: The comprehensive study of kaon and hyperon physics has been instrumental in guiding us to the Standard Model.

* The $`\tau \theta `$ puzzle led to the realization that parity is not conserved in nature.
* The observation that the production rate exceeded the decay rate by many orders of magnitude – this was the origin of the name ‘strange particles’ – was explained through postulating a new quantum number – ‘strangeness’ – conserved by the strong, though not the weak forces. This was the beginning of the second quark family.
* The absence of flavour-changing neutral currents was incorporated through the introduction of the quantum number ‘charm’, which completed the second quark family.
* CP violation finally led to postulating yet another, the third family.

All of these elements which are now essential pillars of the Standard Model were New Physics at that time!

I take this historical precedent as clue that a detailed, comprehensive and thus neccessarily long-term program on the dynamics of heavy flavours – on the quark as well as lepton side – in general and on CP violation in particular will lead to a new paradigm, a new Standard Model. For we are addressing the problem of fermion mass generation – a central mystery in our present SM. Such studies are of fundamental importance, they will teach us lessons that cannot be obtained any other way and cannot become obsolete.

It will not be an easy journey, nor will it be short, but we are at the beginning of an exciting adventure – and we are highly privileged to participate!

Acknowledgements

Ferrara with its austere beauty and culinary charm has provided us with the perfect setting for an inspiring meeting. Prof. Savrie and his colleagues deserve great thanks for introducing Ferrara into the conference calender. I can only hope it will have more appearances there in the future. This work has been supported by the NSF under the grant PHY 96-05080.


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# Inhomogeneous Big Bang Nucleosynthesis and the High Baryon Density Suggested by Boomerang and MAXIMA

## I Introduction

The most accurate way to estimate the average density of baryonic matter in the universe, $`\rho _b`$, has for a long time been big bang nucleosynthesis. In standard big bang nucleosynthesis (SBBN) the calculated primordial yields of the light elements depend only on the baryon-to-photon ratio $`\eta n_b/n_\gamma `$. Future precision measurements of the fluctuations in the cosmic microwave background (CMB) will provide another way of measuring the baryon density. The shape of the angular power spectrum of these fluctuations will depend on a number of cosmological parameters, among which is the baryon-to-photon ratio. In this context it is usually given as the baryonic contribution to the critical density times the Hubble constant squared, $`\omega _b\mathrm{\Omega }_bh^2`$.

These two measurements rely on completely different physics, and if they agree it is an important confirmation that we have the right understanding of the early universe. Assuming that there was no significant entropy production in the universe between BBN and recombination, the two parameters $`\omega _b`$ and $`\eta `$ are related via the present temperature of the CMB, $`T=2.725`$ K, by

$$\eta _{10}=274\omega _b.$$
(1)
Two recent balloon-borne experiments, Boomerang and Maxima-1, have now provided us with the first measurements of the CMB angular power spectrum which are of sufficient quality that an estimate of $`\omega _b`$ can be made from them. The result, $`\omega _b0.030`$, is significantly higher than the SBBN result. Indeed, SBBN clearly cannot accommodate as high a baryon density as $`\omega _b=0.030`$.

The SBBN yields for $`\omega _b=0.030`$ are $`Y_p=0.251`$, $`\mathrm{D}/\mathrm{H}=1.7\times 10^5`$, $`{}_{}{}^{3}\mathrm{He}/\mathrm{H}=8.4\times 10^6`$, and $`{}_{}{}^{7}\mathrm{Li}/\mathrm{H}=7.6\times 10^{10}`$. With the exception of $`{}_{}{}^{7}\mathrm{Li}`$, the uncertainty in these SBBN yields is much less than the uncertainty in the primordial abundances derived from observations.

There is much debate about chemical evolution and systematic effects in observations. For the primordial helium abundance there are two competing estimates, the “low $`{}_{}{}^{4}\mathrm{He}`$, $`Y_p=0.234\pm 0.003`$ and the “high $`{}_{}{}^{4}\mathrm{He}`$, $`Y_p=0.244\pm 0.002`$. The difference is largely due to the method of estimating the present abundances from the observed line intensities, suggesting that the systematic uncertainty may be larger than the $`\pm 0.005`$ usually assumed.

Burles and Tytler  claim to have established the primordial deuterium abundance as $`\mathrm{D}/\mathrm{H}=(3.3\pm 0.25)\times 10^5`$ (“low D”) based on Lyman-series absorption by high-redshift clouds. This is based on a detected low deuterium abundance in three such systems and upper limits from others. There remains one such system, where a high deuterium abundance, $`\mathrm{D}/\mathrm{H}2\times 10^4`$ (“high D”), has been observed. It may be that the accuracy of such observations has been overestimated. We refer the reader to recent reviews for further discussion and adopt the observational constraints $`Y_p=0.228`$$`0.248`$, $`\mathrm{D}/\mathrm{H}=2.9`$$`4.0\times 10^5`$. These lead to the SBBN range $`\omega _b=0.004`$$`0.021`$ from $`Y_p`$ and $`\omega _b=0.018`$$`0.022`$ from $`\mathrm{D}/\mathrm{H}`$. The “low D” of Burles and Tytler gives $`\omega _b=0.020\pm 0.01`$.

The “Spite plateau” of $`{}_{}{}^{7}\mathrm{Li}`$ abundance in population II halo stars provides us with the best estimate of the primordial lithium abundance. Bonifacio and Molaro obtain a present lithium abundance $`\mathrm{log}_{10}({}_{}{}^{7}\mathrm{Li}/\mathrm{H})=9.80\pm 0.012\pm 0.05`$ for these stars, and argue against any significant depletion from the primordial abundance, based on the lack of dispersion in the data. Pinsonneault et al. estimate a depletion factor of 0.2–0.4 dex from rotationally induced mixing. In a more recent study Ryan et al. obtain a mean abundance $`\mathrm{log}_{10}({}_{}{}^{7}\mathrm{Li}/\mathrm{H})=9.88`$ for the Spite plateau, and argue that the narrow spread, less than 0.02 dex, limits depletion by rotationally induced mixing to less than 0.1 dex. Moreover, they observe a slight trend with metallicity, suggesting a galactic contribution, so that the primordial abundance could be lower than the observed abundance. Based on this, Ryan et al. derive the range $`\mathrm{log}_{10}({}_{}{}^{7}\mathrm{Li}/\mathrm{H})=10.04`$$`9.72`$ for the primordial abundance. This very tight upper limit to primordial lithium is in conflict with the “low D” estimate, $`\omega _b=0.020`$, which corresponds to $`\mathrm{log}_{10}({}_{}{}^{7}\mathrm{Li}/\mathrm{H})=9.5`$ in SBBN.

At present there seems to be a consensus, that the primordial abundance cannot be larger than the observed value by more than about 0.4 dex, so that models producing a primordial lithium abundance above $`\mathrm{log}_{10}({}_{}{}^{7}\mathrm{Li}/\mathrm{H})=9.4`$, or $`{}_{}{}^{7}\mathrm{Li}/\mathrm{H}=4\times 10^{10}`$, would be ruled out. This gives an upper limit $`\omega _b0.022`$ in SBBN.

While the upper limit to $`\omega _b`$ from $`Y_p`$ is rather soft, the deuterium and lithium abundances are in clear conflict with $`\omega _b=0.03`$.

This CMB measurement of $`\omega _b`$ is rather preliminary and not very accurate, and thus it would be premature to discard the SBBN estimate. Since the CMB measurement is a simultaneous fit of many cosmological parameters, the lack of prominence of the second peak in the power spectrum could have another explanation. Suggestions include a significant tilt, an isocurvature component, or a feature in the primordial perturbation spectrum, and topological defects.

Future satellite experiments, MAP and Planck, will give us a better CMB determination of $`\omega _b`$. If the situation persists and the CMB value of $`\omega _b`$ turns out to be $`\omega _b0.03`$ or higher, one has to consider abandoning SBBN in favor of non-standard BBN. There are many modifications suggested to standard BBN, some of which can accommodate a higher baryon density.

We consider here one such possible modification, inhomogeneous big bang nucleosynthesis (IBBN). In IBBN one assumes that the baryon density was inhomogeneous during BBN. This inhomogeneity could be an initial condition resulting from unknown physics in the early universe, or it could be the result of some physical event, like a phase transition, occurring before BBN.

The nature of IBBN depends on the distance scale of the inhomogeneity. Especially interesting is the case, where this distance scale is of the order of the neutron diffusion length during BBN. Then neutron diffusion will lead to an inhomogeneity in the neutron-to-proton ratio. If the density contrast between high- and low-density regions is large enough, this ratio can exceed unity in the low-density region. In this case IBBN leads to a decrease in the $`{}_{}{}^{4}\mathrm{He}`$ yield and an increase in the $`\mathrm{D}`$ yield, favoring larger $`\omega _b`$. However, the $`{}_{}{}^{7}\mathrm{Li}`$ yield is more likely to increase than decrease from the SBBN result for the same average $`\omega _b`$.

In this paper we focus on the question, whether the high value $`\omega _b=0.030`$, corresponding to $`\eta _{10}=8.22`$, would be acceptable in IBBN. There have been many papers on IBBN. However, because of the large number of parameters in the IBBN model, the parameter space has not been covered thoroughly in them. Focusing on one particular value of $`\eta _{10}`$ we reduce the dimension of the parameter space, allowing us to search the space of the remaining parameters more completely. We can thus give a more specific answer to the above question.

## II Results

We have updated our IBBN code with the latest compilation of reaction rates. The new reaction rates have little impact on the isotope yields. The largest effect is on $`{}_{}{}^{7}\mathrm{Li}`$ production, which is reduced by 5%. Vangioni-Flam et al. estimate the uncertainty in $`{}_{}{}^{7}\mathrm{Li}`$ yield due to reaction rates to be 30%. The actual uncertainty may be even larger, since their method of error estimation allows error compensation.

We assume a simple initial density profile, so that there is a high density region, with one baryon density ($`\eta _{\mathrm{high}}`$), and a low-density region with another baryon density ($`\eta _{\mathrm{low}}`$). Diffusion will then smooth out this initial density profile. We assume a spherically symmetric geometry, allowing us to study two different geometric configurations: 1) centrally condensed (CC), where we have a spherical high density region surrounded by a low density region, and 2) spherical shell (SS), where we have a spherical shell of high baryon density inside which we have low baryon density. The first case approximates a situation where the high density regions have a rather compact shape, with a low surface-to-volume ratio, the second case a situation where the high density regions have a more planar geometry, with a large surface-to-volume ratio.

Once the average baryon density $`\eta `$ is fixed, we have three remaining parameters, the density contrast $`R\eta _{\mathrm{high}}/\eta _{\mathrm{low}}`$, the volume fraction $`f_v`$ of the high-density region, and the distance scale $`r`$. There is an “optimum value” $`r_{\mathrm{opt}}`$ of the distance scale, related to the neutron diffusion scale, where the effect of the neutron excess is maximized. For very high density contrasts, $`f_vR100`$ the results become independent of $`R`$. For a more detailed discussion, see Ref. .

It has been customary in IBBN work to choose $`R`$ sufficiently large to get rid of the $`R`$-dependence. This reduces the dimension of the parameter space by one, and maximizes the effect of the inhomogeneity. We first follow this practice by fixing $`f_vR=100`$, and show the IBBN yields of $`{}_{}{}^{4}\mathrm{He}`$, $`\mathrm{D}`$, and $`{}_{}{}^{7}\mathrm{Li}`$ in the remaining two dimensional parameter space $`(f_v,r)`$ in Fig. 1 for the CC geometry, and in Fig. 2 for the SS geometry.

All our distances given in km refer to comoving distance at $`T=`$ 1 MeV. Note that 1 km at 1 MeV corresponds to 8.5 m at 100 MeV and to $`1.9\times 10^4`$ pc today.

We see that IBBN leads to acceptable $`{}_{}{}^{4}\mathrm{He}`$ and $`\mathrm{D}`$ yields for $`\omega _b=0.030`$. This occurs for distance scales which are near the “optimum distance scale” for IBBN. Moreover, choosing the “high” observed value for $`Y_p`$, and the “low” observed value for $`\mathrm{D}/\mathrm{H}`$ gives us agreement for moderate (not very small) values of $`f_v`$, where the $`{}_{}{}^{7}\mathrm{Li}`$ yield is the lowest. Choosing a lower $`Y_p`$ and a higher $`\mathrm{D}/\mathrm{H}`$ would move the agreement towards smaller $`f_v`$, where the $`{}_{}{}^{7}\mathrm{Li}`$ yield would be significantly larger than in SBBN. However, for the SS geometry, somewhat higher $`\mathrm{D}/\mathrm{H}`$ values would be fine.

For SBBN with $`\omega _b=0.030`$, all three observables, $`Y_p`$, $`\mathrm{D}/\mathrm{H}`$, and $`{}_{}{}^{7}\mathrm{Li}/\mathrm{H}`$ are outside their observed ranges. While the inhomogeneity at the right distance scale had the effect of moving $`Y_p`$ and $`\mathrm{D}/\mathrm{H}`$ into the observed range, this is not true for $`{}_{}{}^{7}\mathrm{Li}/\mathrm{H}`$. For the CC geometry IBBN does not reduce the $`{}_{}{}^{7}\mathrm{Li}`$ yield appreciably. For the SS geometry there is a reduction in $`{}_{}{}^{7}\mathrm{Li}/\mathrm{H}`$ for not too small $`f_v`$, which could arguably be sufficient.

To see what the effect of the remaining parameter, $`R`$ has on this lithium problem, we choose to track the “lithium valley” of Figures 1 and 2. In we derived the dependence of the optimum scale $`r_{\mathrm{opt}}`$ on $`f_v`$ and $`\eta `$,

$`r_{\mathrm{opt}}`$ $``$ $`{\displaystyle \frac{f_v^{1/3}}{(1f_v)}}\eta ^{2/3}\text{(CC)}`$ (2)
$`r_{\mathrm{opt}}`$ $``$ $`{\displaystyle \frac{\eta ^{2/3}}{f_v^{1/3}(1f_v)^{1/3}}}\text{(SS)}.`$ (3)
From Figures 1 and 2, we see that the minimum $`{}_{}{}^{7}\mathrm{Li}`$ yield occurs for slightly smaller distance scales than the minimum $`{}_{}{}^{4}\mathrm{He}`$ yield. We choose the proportionality constant so that $`r(f_v)`$ tracks the low $`{}_{}{}^{7}\mathrm{Li}`$ yields. Thus we have taken

$`r`$ $`=`$ $`25\mathrm{k}\mathrm{m}{\displaystyle \frac{f_v^{1/3}}{(1f_v)}}\text{(CC)}`$ (4)
$`r`$ $`=`$ $`32.5\mathrm{km}{\displaystyle \frac{1}{f_v^{1/3}(1f_v)^{1/3}}}\text{(SS)},`$ (5)
(the dotted lines in Figures 1 and 2). We now allow $`R`$ to vary independently of $`f_v`$ and show the results in Figures 3 and 4.

To check that the lithium valley does not shift in $`r`$ as the density contrast $`R`$ is reduced, we repeated this for nearby distance scales.

These figures quantify the effect of the density contrast $`R`$ in IBBN. We see how the effect indeed saturates for $`f_vR100`$. For IBBN to have the desired effect of bringing $`Y_p`$ and $`\mathrm{D}/\mathrm{H}`$ into agreement with observations for a high baryon density (here $`\omega _b=0.03`$), we need a density contrast of $`R4/f_v`$. Varying $`R`$ does not have much effect on the lithium problem. The smallest $`{}_{}{}^{7}\mathrm{Li}`$ yield we get with acceptable $`Y_p`$ and $`\mathrm{D}/\mathrm{H}`$ is $`{}_{}{}^{7}\mathrm{Li}/\mathrm{H}=7.4\times 10^{10}`$ for the CC geometry and $`{}_{}{}^{7}\mathrm{Li}/\mathrm{H}=4.0\times 10^{10}`$ for the SS geometry.

We found that IBBN with the CC geometry is not able to reduce the $`{}_{}{}^{7}\mathrm{Li}`$ yield significantly, but the SS geometry can reduce it by about a factor of two. Thus one could argue for a marginal IBBN case, where we have an initial inhomogeneity approximating the SS geometry, i.e., the surface-to-volume ratio of the high-density regions is relatively large. With a high-density volume fraction $`f_v=0.2`$$`0.5`$, density contrast $`R>30`$, and a distance scale $`r=35`$$`70`$ km at 1 MeV, we get $`Y_p`$ near the upper limit 0.248, $`\mathrm{D}/\mathrm{H}`$ comfortably in the observed primordial range, and $`{}_{}{}^{7}\mathrm{Li}/\mathrm{H}4\times 10^{10}`$. With the uncertainties in the $`{}_{}{}^{7}\mathrm{Li}/\mathrm{H}`$ observations and BBN reaction rates leading to $`{}_{}{}^{7}\mathrm{Li}`$ this is in agreement with observations if one is willing to accept a depletion factor of about two.

We are, however, not aware of a well-motivated scenario for producing a baryon inhomogeneity both with this geometry and this distance scale in the early universe.

A baryon inhomogeneity could be generated during inflation as an isocurvature perturbation, or after inflation in some phase transition. In the latter case, the distance scale must be less than the horizon size during the phase transition. At the electroweak phase transition, the horizon size is about 3 km, and the expected distance scale is significantly smaller than this, too small to have a large effect on BBN.

The QCD transition is the most studied candidate for generating the inhomogeneity for IBBN. The horizon size at the QCD transition is about 2000 km. In a first-order transition, the resulting baryon density contrast could well be large enough, and the distribution of distance scales would be fairly narrow. In homogeneous thermal nucleation, the distance scale depends on the latent heat $`L`$ and the surface tension $`\sigma `$ of the phase transition. Typical estimates from lattice QCD calculations give distance scales which are much too small for our scenario, although combinations of $`L`$ and $`\sigma `$ leading to sufficiently large distance scales may not be completely ruled out. Heterogeneous nucleation due to impurities could also lead to larger distance scales, of about 1 km. (Note that in the literature these distances are often quoted as comoving at 100 MeV, and thus smaller by a factor of 1/117).

Because of primordial perturbations the nucleation of the phase transition does not take place in homogeneous conditions. The cosmic fluid is undergoing acoustic oscillations at subhorizon scales. Since the nucleation rate is extremely sensitive to the temperature, thermal nucleation would occur only at cold spots. This could lead to a distance scale of the order of 1 km, which is large enough to affect nucleosynthesis. However, the inhomogeneities produced by the QCD transition appear likely to resemble the CC geometry more than the SS geometry.

## III Conclusions

It is intriguing, that the “high” baryon density $`\omega _b0.03`$, suggested by recent CMB results fits so well with the “low” $`\mathrm{D}/\mathrm{H}`$ and “high” $`Y_p`$ observations in the IBBN scenario. However, the $`{}_{}{}^{7}\mathrm{Li}`$ yield is significantly higher than the standard estimates for its primordial value.

For the SS geometry, IBBN can reduce the lithium yield by about a factor of two in the best case, but for $`\omega _b=0.03`$, we still get $`{}_{}{}^{7}\mathrm{Li}/\mathrm{H}=4\times 10^{10}`$, requiring depletion by at least a factor of two in the Spite plateau. This may be marginally acceptable, especially if one allows for the uncertainty in the $`{}_{}{}^{7}\mathrm{Li}`$ yield due to the reaction rates.

We note for comparison, that the widely accepted “low-D” determination $`\omega _b=0.020`$ in SBBN yields $`{}_{}{}^{7}\mathrm{Li}/\mathrm{H}=3.4\times 10^{10}`$ and thus also requires significant lithium depletion.

The better developed scenarios for producing the kind of inhomogeneity needed for IBBN tend to lead to the CC type of geometry. For this geometry, IBBN is not able to reduce the lithium abundance significantly below the SBBN result, so that depletion by a factor of four would be needed. This seems to be considered unacceptable at present.

## Acknowledgements

We thank the Center for Scientific Computing (Finland) for computational resources.


text:
# Isospin effects on squeeze-out flow in heavy-ion collisions

## Figure captions

The IDQMD model predicted $`R_N`$ as a function of incident energy for reactions of 124Sn + 124Sn and 124Ba + 124Ba at impact parameter $`b`$=4 fm. The lines are plotted to guide the eye.

The IDQMD model predicted $`R_N`$ as a function of impact parameter for reactions of 124Sn + 124Sn and 124Ba + 124Ba at 350 MeV/nucleon. The lines are plotted to guide the eye.

The IDQMD model predicted normalized azimuthal distribution for 124Sn + 124Sn (solid circles) and 124Ba + 124Ba (open circles) at 350 MeV/nucleon and $`b=6`$ fm for mid-rapidity nucleons by using different symmetry energy strength $`C`$ and parametrizations of N-N cross sections: $`C=32`$ MeV with experimental N-N cross section $`\sigma _{\text{exp}}`$ (a), $`C=0`$ (no symmetry energy) with $`\sigma _{\text{exp}}`$ (b), and $`C=32`$ MeV with Cugnon’s N-N cross section $`\sigma _{\text{Cug}}`$ (c). Meanwhile, the results of Legendre polynomial fits according to Eq. (4) for 124Sn + 124Sn (solid line) and 124Ba + 124Ba (dashed line) as well as the resulting $`a_1`$ and $`a_2`$ are also included.

## Table captions

Table 1: The $`R_N`$ values at different situations (see text) for 124Sn + 124Sn and 124Ba + 124Ba at 350 MeV/nucleon and $`b=6`$ fm.

| Reaction systems | $`C`$=32 MeV with $`\sigma _{\text{exp}}`$ | $`C`$=0 with $`\sigma _{\text{exp}}`$ | $`C`$=32 MeV with $`\sigma _{\text{Cug}}`$ |
| --- | --- | --- | --- |
| 124Sn + 124Sn | $`1.086\pm 0.036`$ | $`1.066\pm 0.029`$ | $`1.047\pm 0.021`$ |
| 124Ba + 124Ba | $`1.155\pm 0.041`$ | $`1.137\pm 0.034`$ | $`1.066\pm 0.023`$ |


text:
# Critical geometry of two-dimensional passive scalar turbulence

## a Scaling theory of contour loops

The scaling theory of contour loops of self-affine rough fields (defined below) was developed in Refs.  and . Here we extend this theory to analyze the scaling properties of scalar fields advected by turbulent flows, which are typically intermittent, i.e., not self-affine. For this purpose we distinguish between scaling relations which are a consequence of the scale invariance of the loop ensemble only, and those which require the self-affine property for the concentration field as well. This allows us to test these two distinct hypothesis separately against experimental data.

For a random two-dimensional field $`c(𝐱)`$, we define the contour loop ensemble as a union of level sets for different values of $`c`$. Each level set consists of contour loops which come in many shapes and sizes. The contour loop ensemble is characterized by the loop correlation function $`G(𝐫)`$, which measures the probability that two points separated by $`𝐫`$ are on the same contour loop, and the joint distribution function of loop lengths and radii $`n(s,R)`$. Here $`n(s,R)dsdR`$ is the number of loops, per unit area, which pass through a fixed point (say the origin), and whose length $`s(s,s+ds)`$, and radius $`R(R,R+dR)`$. The radius of a loop is defined by the side of the smallest square that covers it.

Assuming that the contour loop ensemble is self-similar, we can define geometrical exponents which express the scaling properties of the two measures, $`G(𝐫)`$ and $`n(s,R)`$. The loop correlation function,

$$G(r)\frac{1}{r^{2x_l}},$$
(1)
defines the loop correlation exponent $`x_l`$, while the joint distribution function has a scaling form,

$$n(s,R)s^{1\tau 1/D}f_n(s/R^D),$$
(2)
and it defines the exponents $`D`$ and $`\tau `$. Both relations are expected to hold for large loops with radii much bigger than the lattice spacing (for image data, lattice spacing = pixel size). For a self-similar contour loop ensemble $`D`$ is also the fractal dimension of large loops, not too be confused with the dimension of the whole level set studied previously .

These three geometrical exponents satisfy a scaling relation,

$$D(3\tau )=22x_l$$
(3)
which is derived from a sum rule . The sum rule equates the two ways of calculating the mean loop length in a finite region, one using $`G(r)`$ and the other based on $`n(s,R)`$. This scaling relation is a useful check on the validity of the assumption of scale invariance of the loop ensemble and in particular Eqs. 1 and 2.

For a random field which is rough ($`0\alpha 1`$) and self affine we can derive a second relation:

$$D(\tau 1)=2\alpha $$
(4)
where $`\alpha `$ is the affine exponent. It is defined by the relation $`c(𝐱)b^\alpha c(b𝐱)`$, where “$``$” means that the original field and its rescaled version are statistically equivalent; $`b>1`$ is an arbitrary scale parameter. Eq. (4) is a kind of hyperscaling relation, and it follows from the fact that the number of large loops at a particular scale of observation grows with the scale to power $`\alpha `$ . (The usual hyperscaling relation, $`D(\tau 1)=2`$, say in 2D critical percolation, follows from the assumption that at every scale the number of large clusters is of order one, i.e., $`\alpha =0`$.)

Furthermore, for self-affine rough fields the three geometrical exponents, $`\tau `$, $`D`$, and $`x_l`$, depend on the value of $`\alpha `$ only . Namely, based on exact results derived in the two limiting cases $`\alpha =0`$ and $`\alpha =1`$, $`x_l=1/2`$ independent of $`\alpha `$ was conjectured ; this has been checked in numerical simulations . Once this value of $`x_l`$ is accepted, formulas for the other two geometrical exponents,

$$D=\frac{3\alpha }{2},\tau 1=\frac{42\alpha }{3\alpha },$$
(5)
follow from Eq. (3) and Eq. (4).

We can analyze the level sets of random two-dimensional fields based on the above scaling theory. The procedure consists of tracing out contour loops of $`c(𝐱)`$. Then for each loop its radius and length are recorded, as well as its contribution to the loop correlation function. The three geometrical exponents are measured by power-law fitting of $`G(r)`$ (for $`x_l`$), the average loop length as a function of radius (for $`D`$), and the number of loops whose length is greater than $`s`$ (for $`\tau 2`$). The last two measures are derived from $`n(s,R)`$ by integration:

$`s(R)`$ $``$ $`{\displaystyle \frac{_0^{\mathrm{}}𝑑sn(s,R)s}{_0^{\mathrm{}}𝑑sn(s,R)}}R^D`$ (6)
$`N_>(s)`$ $`=`$ $`{\displaystyle _s^{\mathrm{}}}𝑑s^{}{\displaystyle _0^{\mathrm{}}}𝑑Rn(s^{},R)s^{(\tau 2)}.`$ (7)
Given that we can reliably extract the three exponents (i.e. the data show at least a decade of scaling) we can test our assumptions about the loop ensemble by checking the validity of the various scaling relations. First, if the loop ensemble is self similar, Eq. (3) should hold. Furthermore, if it is self-affine, we expect both relations in Eq. (5) to hold. We check this by extracting $`\alpha `$ from $`D`$ and $`\tau `$ separately and comparing them. For an intermittent field we do not expect the two values of $`\alpha `$ to coincide.

## b Experimental data

The contour loop analysis is performed on images of a fluorescent dye (passive scalar) advected by magnetically forced two-dimensional turbulent flows . The flow is generated by running a current through a thin slab of salty water in the presence of a perpendicular magnetic field; the Lorentz force on the charged ions provides the stirring. The magnetic field is generated by an array of permanent magnets placed in proximity to the flow.

With a suitable arrangement of magnets and choice of driving current a turbulent velocity field is set up either in the regime of a direct enstrophy cascade  or an inverse energy cascade . In both cases the advection of fluorescent dye was monitored using a CCD camera. The data we analyze below consists of two sets, one for each of the two flow regimes, of 10 images of the tracer field. These images were selected from the time interval during which stationarity of the tracer fluctuations was achieved. In this time interval the energy dissipation was observed to be roughly time-independent .

## c Results of the loop analysis

The contour loop analysis for the two types of forcing was performed by measuring the loop correlation function, the average loop length as a function of the loop radius, and the distribution of loop lengths from the images provided by P. Tabeling’s group. Each image consists of a $`512\times 512`$ array of integers which represent the gray scale values of the intensity of the fluorescent dye, which is proportional to its concentration $`c(𝐱)`$. The unit of length we use throughout is the lattice spacing which physically corresponds to the size of one pixel. For each image $`10^4`$ points on the dual lattice were chosen at random and through each point a contour loop was constructed following the algorithm described in . For each loop we measured the length and radius, and its contribution to the loop correlation function.

To check the stationarity condition for the data from the two flow regimes we performed the loop analysis on each image separately. We found no discernible variation in time for the three measures $`G(𝐫)`$, $`s(R)`$, and $`N_>(s)`$. Therefore we combined the loop data from all 10 images to improve our statistics.

FIG. 1 The top row gives the level set and loop analysis of the scalar data in the direct cascade while the bottom row figures corresponds to scalar data obtained from the inverse cascade. All lengths ($`r`$,$`R`$, and $`s`$) are reported in units of one pixel; $`G(r)`$ is not normalized.

i. Direct cascade –  The loop correlation function shows the $`1/r`$ (i.e. $`x_l=1/2`$) behavior characteristic of rough fields for separations $`r<100`$ (see Fig. 1); in terms of the geometrical exponent $`x_l`$ we find from a linear least squares fit a value of $`x_l=0.495(10)`$. The rather large (compared to the inverse cascade data) crossover region for $`100<r<300`$ which precedes the fall off at $`r>400`$ (due to system size) might be indicative of an intermediate length scale at which the scaling of the loop ensemble changes. This is confirmed by the cumulative loop length distribution, $`N_>(s)`$.

The graph of the mean loop length as a function of the radius, Fig. 1, shows a scaling range for loop radii $`3<R<300`$. It leads to a fractal dimension for contour loops of $`D=1.20(3)`$. The value of the exponent is estimated by comparing results from linear least-square fits to data within several different subintervals of the scaling range.

The cumulative loop length distribution graph, Fig. 1, shows scaling for $`10<s<200`$ after which there is a crossover to what looks like a power law with a smaller (more negative) exponent. The fall off at lengths $`s>7000`$ occurs as the system size intervenes. The crossover occurs at length scales comparable to the effective dissipation scale which was identified from the scalar power spectrum in Ref. . The exponent $`\tau 2=0.19(2)`$ is extracted from the scaling range, using the same procedure (sub-interval fits) as for $`D_f`$.

Using the scaling relations Eq. (5), we extract the value of the affine exponent $`\alpha =0.60(6)`$ from the measured $`D`$, and $`\alpha =0.53(8)`$ from $`\tau 2`$. The fact that they match within error bars indicates that the loop data is consistent with simple scaling of the tracer field below the effective dissipation scale.

Above the dissipation scale Batchelor (logarithmic) scaling is expected to hold . This implies $`\alpha =0`$ and is not well supported by the loop analysis. Namely, we would expect no crossover for $`x_l`$ which is universal, and (from Eq. (5)) a crossover of $`D`$ to higher and $`\tau 2`$ to a lower value. This is qualitatively consistent with the loop data (accept for $`x_l`$) but the actual numbers are off. We conclude that if the Batchelor regime is reached it occurs for a narrow range of scales which is not resolved by the loop analysis.

Additional checks on the critical nature of the loop ensemble is provided by measuring the distribution of loop radii, $`N_>(R)`$. $`N_>(R)`$ is the number of loops whose radius is larger than $`R`$ and $`N_>(R)R^{D(\tau 2)}`$ follows from Eq. (6). In the $`N_>(R)`$ plot we again see a crossover occurring at $`R60`$, which from the $`s(R)`$ plot in Fig. 1 corresponds to $`s300`$, consistent with the $`N_>(s)`$ plot. For loops with $`3<R<40`$ we measure $`D(\tau 2)=0.22(1)`$ by fitting subintervals to a power law, while from the previous measurements of $`D`$ and $`\tau 2`$, $`D(\tau 2)=0.23(3)`$ follows.

ii. Inverse cascade –  Loop analysis of the inverse energy cascade images reveals a very different picture. The scaling is much better as no crossover scale is detected. The geometrical exponents can be extracted reliably from the data and they do not satisfy the scaling relations Eq. (5).

The loop correlation function decays with distance as a power law, for $`r<100`$ (see Fig. 1); the measured value of the exponent $`x_l=0.485(5)`$ is consistent with the universal value $`x_l=1/2`$. The $`s(R)`$ plot shows a scaling range for $`10<R<100`$, from which we extract $`D=1.30(1)`$ (see Fig. 1). The $`N_>(s)`$ plot, Fig. 1, has a rather remarkable scaling range for loop lengths $`10<s<3000`$ from which the geometrical exponent $`\tau 2=0.273(4)`$ is obtained. Assuming the validity of the affine scaling relations Eq. (5) the exponent $`\alpha =0.40(2)`$ follows from the value of $`D`$, while $`\alpha =0.25(2)`$ is the value implied by the measured $`\tau 2`$. Clearly, these two values are different, thus signaling the breakdown of simple scaling. We conclude that the scalar field is intermittent.

To check that the loop ensemble is described by a joint distribution function that has a scaling form, Eq. (2), we check for the validity of the scaling relation Eq. (3). From the measured values of $`D`$ and $`\tau 2`$ we have $`D(\tau 3)=0.95(1)`$ while we expect $`22x_l=1`$ from the universal value $`x_l=1/2`$; $`22x_l=1.03(1)`$ is the value that follows from the $`G(r)`$ measure. Furthermore we measure the combination $`D(\tau 2)`$ from $`N_>(R)`$. We find $`D(\tau 2)=0.344(4)`$ (scaling range $`3<R<100`$), while the measures used above yield $`D(\tau 2)=0.355(8)`$. Taken together these results give strong support to the assumed critical nature of the contour loop ensemble of the scalar data in the inverse energy cascade regime.

In conclusion we have shown that a scaling analysis of contour loops of a passive scalar field advected by turbulent flow is a useful geometrical measure for studying its fluctuations. The loop analysis successfully distinguishes between different flow regimes and indicates the breakdown of simple scaling in the case of the inverse cascade. Even though the scalar field is intermittent in this case, the loop ensemble is critical and characterized by two independent geometrical exponents ($`D`$ and $`\tau `$). The direct cascade data reveals an intermediate length scale which can be identified with an effective dissipation length. Below this dissipation scale simple scaling of the scalar field is favored by the loop analysis, while the data above this scale is not indicative of a Batchelor regime with logarithmic structure functions.

The loop analysis described here has an advantage over structure-function measurements as the geometrical exponents are sensitive to higher moments of the concentration difference and they capture the spatial structure of the fluctuations more fully by incorporating connectedness properties. As three dimensional data becomes more available extensions of these ideas to contour surfaces will be a promising direction for future research.

We would like to thank P. Castiglione for valuable discussions regarding the experiments, and M.-C. Jullien and P. Tabeling for supplying the data sets. This work was supported by the NSF, award No. DMR-9984471 (JK).


text:
# Towards identifying the world stock market cross-correlations: DAX versus Dow Jones

## 1 Introduction

The fundamental feature of the time-evolution of self-organizing complex dynamical systems, such as financial markets, is a permanent coexistence and competition between noise and collectivity. Noise is ubiquitous and overwhelming, and therefore it seems natural that majority of eigenvalues of the stock market correlation matrix agree very well  with the universal predictions of random matrix theory . This perhaps can be traced back to similar characteristics observed already on the level of human’s brain activity  Collectivity on the other hand is much more subtle but it is this component which is of principal interest because it accounts for system-specific non-random properties and thus potentially encodes the system’s future states.

In the correlation matrix formalism collectivity can be attributed to deviations from the random matrix predictions. Our related recent study  based on both, the Deutsche Aktienindex (DAX) and the Dow Jones (DJ) industrial average point to a nontrivial time-dependence of the resulting correlations. As a rule, the drawdowns are found to be always accompanied by a sizable separation of one strong collective eigenstate of the correlation matrix which, at the same time, reduces the variance of the noise states. The drawups, on the other hand, turn out to be more competitive. In this case the dynamics spreads more uniformly over the eigenstates of the correlation matrix.

All the above mentioned results are based on studies of the single stock markets, in isolation to all the others. An every day experience indicates, however, an increasing role of effects connected with the world globalization, which seems also to affect the financial markets. It is therefore of great interest to quantify the related characteristics. Besides their significance for understanding the mechanism of evolution of the contemporary stock markets they may also be relevant for practical aspects of the theory of optimal portfolios and risk management . On a way towards exploring this issue below we study the cross-correlations between all the stocks comprised by DAX and by Dow Jones. Both include the same number (30) of the companies and in space terms represent two distant and at the same time leading markets in their area. Mixing them up results in 60 companies which determines the size of the correlation matrix to be studied.

## 2 DAX + DJ correlation matrix

In general for an assets labelled with $`i`$ and represented by the price time-series $`x_i(t)`$ of length $`T`$ one defines a parallel time-series of normalized returns

$$g_i(t)=\frac{G_i(t)G_i(t)_t}{v^2},$$
(1)
where

$$G_i(t)=\mathrm{ln}x_i(t+\tau )\mathrm{ln}x_i(t),$$
(2)
are unnormalized returns,

$$v=\sigma (G_i)=\sqrt{G_i^2(t)_tG_i(t)_t^2}$$
(3)
is the volatility of $`G_i(t)`$ and $`\tau `$ denotes the time lag imposed. For $`N`$ stocks the corresponding time-series $`g_i(t)`$ of length $`T`$ are then used to form a $`N\times T`$ rectangular matrix $`𝐌`$. Then, the correlation matrix is defined as

$$𝐂=\frac{1}{T}𝐌\stackrel{~}{𝐌}.$$
(4)
where the tilde denotes the transposed matrix. In our specific case of the two stock markets the matrix $`𝐌`$ is formed from the time-series of both the DAX $`(g_i^{DAX}(t))`$ and the Dow Jones $`(g_j^{DJ}(t))`$ normalised returns. Then the corresponding global $`(𝒢)`$ correlation matrix $`𝐂_𝒢`$ can be considered to have the following block structure:

$`𝐂_𝒢=\left(\begin{array}{cc}𝐂_{DAX,DAX}& 𝐂_{DAX,DJ}\\ 𝐂_{DJ,DAX}& 𝐂_{DJ,DJ}\end{array}\right)`$ (5)
As our previous study shows  the dynamics of the stock market correlations shows a very nontrivial time-dependence. In order to detect such effects the preferred time window $`T`$ is to be as small as possible. However, in order not to artificially reduce the rank of the correlation matrix, and thus in order not to introduce any spurious collectivity, $`T`$ needs to be at least equal to $`N`$. This sets the lowest limit on a time window which can be used to study the time-dependence of correlations. In the present case of incorporating all the stocks traded by DAX and by Dow Jones based on the daily price changes ($`\tau =1`$ trading day) this corresponds to $`T=60`$ trading days. The total time-interval explored here covers the years 1990-1999.

## 3 Results

To begin with when inspecting the nature of correlations it is instructive to look at the distribution of matrix elements of $`𝐂`$. For $`𝐂_𝒢`$ such a distribution obtained by averaging over all the $`T=60`$ time windows is displayed by the solid line in Fig. 1. Contrary to the single stock market case it visibly deviates from a pure Gaussian-like shape. Decomposing this distribution into its components originating from the internal correlations between the DAX $`(𝐂_{DAX,DAX})`$, the Dow Jones $`(𝐂_{DJ,DJ})`$ and from the cross-correlations between the two ($`𝐂_{DAX,DJ}`$ and $`𝐂_{DJ,DAX}`$), explains the global structure. All the individual distributions are Gaussian-shaped but centered at different locations. Consistent with our previous study  which points to stronger collectivity effects in DAX relative to Dow Jones the distribution associated with DAX is shifted more to positive values as compared to the Dow Jones. The distribution of matrix elements connecting these two stock markets is centered at a value which is much closer to zero. This can be interpreted in terms of a significantly weaker strength and more random character of such cross-correlations than the ones inside DAX and Dow Jones respectively.

The above observations remain in accord with the following more detailed study in terms of the time-dependence of eigenspectrum $`\{\lambda ^i\}`$ of $`𝐂_𝒢`$ calculated with the time step of one trading day over the time interval $`T`$ of the past 60 trading days. Such a time-dependence of the four largest eigenvalues versus the corresponding two indices (DAX and DJ) is illustrated in Fig. 2. In contrast to a single stock market case where dynamics is typically dominated by one outlying eigenvalue here one can systematically identify the two large eigenvalues. The range of variation of the remaining eigenvalues is on average compatible with the limits prescribed  by entirely random correlations:

$$\lambda _{min}^{max}=\sigma ^2(1+1/Q\pm 2\sqrt{1/Q}),$$
(6)
where $`Q=T/N`$ and $`\sigma ^2`$ equals to the variance of the time series. In our case both these quantities equal unity which results in $`\lambda ^{max}=4`$.

In fact the two largest eigenvalues represent the two stock markets as if they were largely independent. Comparing the time-dependences of the largest eigenvalue $`\lambda _𝒢^1`$ of $`𝐂_𝒢`$ with the largest eigenvalue $`\lambda _{DAX}^1`$ of $`𝐂_{DAX,DAX}`$ and the second largest eigenvalue $`\lambda _𝒢^2`$ of $`𝐂_𝒢`$ with the largest eigenvalue $`\lambda _{DJ}^1`$ of $`𝐂_{DJ,DJ}`$, as is shown in Fig. 3, clearly points to such a conclusion. In formal terms the structure of eigenspectrum thus indicates that the two submatrices, $`𝐂_{DAX,DAX}`$ and $`𝐂_{DJ,DJ}`$, remain largely disconnected and this in fact is compatible with the (not far from zero centered) Gaussian distribution of the connecting matrix elements of $`𝐂_{DAX,DJ}`$ and $`𝐂_{DJ,DAX}`$. At the same time however $`\lambda _𝒢^1`$ and $`\lambda _𝒢^2`$ (similarly as $`\lambda _{DAX}^1`$ and $`\lambda _{DJ}^1`$) go in parallel as far as their time-dependence is concerned, especially over the last few years. This in turn signals sizable correlations between them which in fact seems natural because the DAX and the Dow Jones increases and decreases respectively display significant correlations in time as can be seen from Fig. 2.

From the technical perspective reconciling these somewhat confliciting conclusions turns out more straightforward than expected and at the same time leads to a new very interesting result. By constructing the correlation matrix $`𝐂_𝒢`$ from $`g_j^{DJ}(t)`$ and $`g_i^{DAX}(t+1)`$, i.e., the DAX returns are taken one day advanced relative to the Dow Jones returns, one obtains the eigenspectrum whose structure significantly changes. Its resulting time-dependence is shown in Fig. 4. Now, except for the early 90’s, one large eigenvalue dominates the dynamics which means that a sort of a one common market emerges. Consistently, it also obeys the characteristics observed before  for the single markets: as a rule the collectivity of the dynamics is weaker (smaller $`\lambda _𝒢^1`$) during increases than during decreases. The origin of such a significant change of the eigenspectrum when going from the situation of Fig. 2 to the one of Fig. 4 is of course associated with the matrix elements connecting the two markets. As shown in Fig. 5 their distribution is now more asymmetric relative to zero which leads to an amplified coupling between $`C_{DAX,DAX}`$ and $`C_{DJ,DJ}`$.

The significance of this result can be appreciated when looking (Fig. 6) at the eigenspectrum of the correlation matrix where time-ordering between DAX and Dow Jones is interchanged, i.e., $`𝐂_𝒢`$ is built up from $`g_j^{DJ}(t+1)`$ and $`g_i^{DAX}(t)`$. The reminders of correlations that can still be claimed to be present in the case described by Fig. 2 are now seen to be completely washed out and the two sectors become almost entirely uncorrelated. This fact is also globally expressed by the distribution of the corresponding matrix elements shown in Fig. 7. Those connecting DAX and Dow Jones are now centered basically at zero.

## 4 Summary

In summary, the present study of the time-dependence of cross-correlations between all the stocks comprised by DAX and by Dow Jones points to a significant novel element associated with dynamics of the contemporary financial evolution. By properly taking into account the time-zone delays both these markets largely merge into a single one. This becomes particularly spectacular in the last few years. At the same time an emerging global market preserves the distinct difference in the mechanism governing increases and decreases, respectively. Similarly as for single markets  the increases also in this case are less collective and more competitive than decreases. This study also documents that it is the Dow Jones which takes a leading role in this emerging global market. As an interesting problem for further study it seems likely that such a global world market involves many other markets as well.