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# 1 Introduction

## 1 Introduction

The gauge hierarchy problem is one of the most challenging problem in particle physics. It questions why the electroweak scale $`M_W100`$ GeV is so small as compared to the scale of gravitational interaction $`M_P10^{18}`$ GeV which is often considered as a fundamental scale of physics. Recently, however, it was shown in ref.  that the essence of the hierarchy problem can be drastically changed in the presence of reasonably large extra dimensions. In particular, in the context of $`D`$ -dimensional theory, with 1 time and $`D1`$ spatial coordinates, one can consider a picture when the Standard Model (SM) particles are localized on a 3-brane identified with the observed 3-dimensional space, while gravity propagates in the full $`D`$-dimensional bulk with $`N=D4`$ compact dimensions. In this situation the fundamental scale of gravitational interaction could be as low as $`M_{Pf}`$ few TeV, whereas the observed weakness of the Newtonian constant is due to the large size of extra dimensions ($`R`$ TeV-1). The effective Planck scale $`M_P`$ of the 4-dimensional theory is related to $`M_{Pf}`$ via the large volume $`VR^N`$ of the internal space as $`M_P^2M_{Pf}^{2+N}R^N`$. Hence, the hierarchy problem between $`M_W`$ and $`M_{Pf}`$ is ”nullified” but now it can be reformulated as a question to why the extra dimensions have a size $`R`$ much larger than fundamental Planck length $`M_{Pf}^1`$. At distances larger than the typical size of these extra dimensions gravitational potential goes to its standard Newton’s form. Moreover, all currently known experimental data including that of astrophysical as well as cosmological constraints can be barely satisfied by the above theoretical construction in the case of two or more extra dimensions, $`N2`$ .

Recent developments in string theory have revealed an interesting possibility that the string scale $`M_{str}`$ may be much lower than the fundamental Planck scale $`M_P`$  and perhaps as low as $``$few TeV . As it is well known, any consistent superstring theory has two parameters: a mass scale $`M_{str}`$ and dimensionless string coupling $`g_{str}`$ given by the vacuum expectation value (VEV) of the dilaton field. Upon the compactification of extra dimensions these parameters determine the four-dimensional Planck mass $`M_P`$ and a single dimensionless gauge coupling $`g`$ at the string scale $`M_{str}`$. Thus, in the context of string theory we have to achieve an unification of the SM gauge couplings at $`M_{str}`$, while they are known substantially differ from each other at currently available energies. However, the extrapolation of gauge couplings from their precisely measured values at $`Z`$-peak to higher energies according to the ordinary 4-dimensional renormalization flow gives the unification scale around $`10^{16}`$ GeV, much higher than the electroweak scale.444 This is an additional point of the problem of hierarchy of fundamental scales..

One possibility to achieve a low–scale ($`O`$(TeV)) gauge coupling unification is to consider the possibility that the number of space-time dimensions experienced by the SM fields are rised when the SM gauge couplings are running on their way to the unification point, i.e. to assume the presence of some extra dimensions with radii larger than $`M_{str}`$. This leads to change in the evolution of the gauge couplings from 4-dimensional logarithmic to higher-dimensional power–low and, hence, accelerates unification in an energy region where the theory becomes high dimensional. Considerable interest to this possibility was renewed by the first indication of unification of gauge couplings extrapolated from one–loop calculation . After more accurate test of the minimal scenario it became evident that in order to justify the unification condition  an extension of the SM or the Minimal Supersymmetric Standard Model ( MSSM) is required. Typically, to improve the unification picture of the minimal scenario, one considers the models with extra vector–like matter  or extended SM gauge symmetry  or when the SUSY breaking scale is large than the compactification scale , but both are order of TeV.

In this connection the following question might be naturally raised: What kind of extension of the SM or MSSM are needed to achieve the low-scale gauge coupling unification just in four dimensions without help of extra dimensions? If such models can be constructed then they can be also considered from the point of view of a possible resolution of the unification problem in various higher dimensional models where the SM fields are restricted to be stuck on a 3-brane and thus do not feel the extra dimensions at all. This might be the situation within the millimeter size extra dimensions  or within the models with non–compact extra dimensions .

In this paper we study systematically the group-theoretical constraints on the gauge coupling $`b`$-functions that ensure TeV scale unification in the SUSY as well as in the non-SUSY cases. We find a certain set of new particles which modify properly the running of the gauge couplings driving them to unify at energies around the TeV scale. It is remarkable that such particles can be easily observed at future colluders.

The paper is organized as follows. In the next section we present a general analysis of the gauge coupling unification and determine how the corresponding $`b`$-factors should be modified in order to have successful low-scale unification. Based on this analysis we give some explicit examples of extra matter multiplets which provide the gauge coupling unification at the two-loop level. In Section 3 we briefly discuss some possibilities how to circumvent the proton decay problem which we face in low-scale GUT models. Finally, in Section 4, we present our conclusions.

## 2 Gauge coupling unification at TeV scale

Let us start by considering general aspects of the gauge coupling unification at one-loop level. The coupling constants $`g_{3,2,1}`$ of the standard gauge factors $`SU(3)\times SU(2)\times U(1)`$ at low energies are known with a quite good accuracy. Namely, the world averages for the values $`\alpha _i=g_i^2/4\pi `$ at $`Z`$-peak are the following :

$$\alpha _1^1(M_Z)=58.98\pm 0.04,\alpha _2^1(M_Z)=29.57\pm 0.03,\alpha _3(M_Z)=0.119\pm 0.002.$$
(1)
The running constants $`\alpha _i(\mu )`$ at higher energies, $`\mu >M_Z`$, can be calculated by the standard renormalization group (RG) equations. The fact of the gauge coupling unification means that the all three running constants become equal at some scale $`\mu =M_U`$, i.e. $`\alpha _1(M_U)=\alpha _2(M_U)=\alpha _3(M_U)=\alpha _U`$. In principle, starting from some scale $`M>M_Z`$, the theory may include some extra particle states $`F`$ in non-trivial representations of $`SU(3)\times SU(2)\times U(1)`$, with masses $`M_FM`$. In this case, the one-loop RG equations relating $`\alpha _U`$ to $`\alpha _i(M)`$ and $`\alpha _i(M_Z)`$ read as:

$$\alpha _i^1(M)=\alpha _U^1+\frac{b_i^\mathrm{S}}{2\pi }\mathrm{ln}\frac{M_U}{M}+\underset{F}{}\frac{b_i^\mathrm{F}}{2\pi }\mathrm{ln}\frac{M_U}{M_F},$$
(2)
and

$$\alpha _i^1(M_Z)=\alpha _i^1(M)+\frac{b_i^\mathrm{S}}{2\pi }\mathrm{ln}\frac{M}{M_Z}$$
(3)
where $`b_i^\mathrm{S}`$ are the standard one-loop $`b`$-coefficients. Namely, in the Standard Model we have $`b_i^\mathrm{S}=b_i^{\mathrm{SM}}=(41/10,19/6,7)`$, while in the MSSM $`b_i^\mathrm{S}=b_i^{\mathrm{MSSM}}=(33/5,1,3)`$.555 In the following, for the sake of definiteness, we take the effective SUSY scale as $`M_Z`$.  The second term in (2) stands for the contribution of extra particles $`F`$, with one-loop coefficients $`b_i^F`$ which depend on the representation content of the latter.

One can introduce the effective coefficients $`b_i`$ which extrapolate eqs. (2) as

$$\alpha _i^1(M)=\alpha _U^1+\frac{b_i}{2\pi }\mathrm{ln}\frac{M_U}{M}.$$
(4)
¿From here follows that

$$\frac{\alpha _i^1(M)\alpha _j^1(M)}{\alpha _j^1(M)\alpha _k^1(M)}=\frac{b_ib_j}{b_jb_k},i,j,k=1,2,3,$$
(5)
and for the difference of the effective $`b`$-coefficients $`B_{ij}=b_ib_j`$ we obtain:

$$B_{ij}=\frac{B_{ij}^\mathrm{S}+_FB_{ij}^F}{1+\frac{1}{2\pi A_{ij}(M)}_FB_{ij}^F\mathrm{ln}\frac{M_F}{M}},$$
(6)
where $`B_{ij}^{\mathrm{S},\mathrm{F}}=b_i^{\mathrm{S},\mathrm{F}}b_j^{\mathrm{S},\mathrm{F}}`$ and $`A_{ij}(M)=\alpha _i^1(M)\alpha _j^1(M)`$. As for the unification scale and the unified gauge constant, we have respectively:

$$\mathrm{ln}\frac{M_U}{M}=\frac{2\pi A_{ij}^1(M)}{B_{ij}},\alpha _U^1=\alpha _1^1(M)A_{12}(M)\frac{b_1}{B_{12}}$$
(7)
Hence, the criterion for the gauge coupling crossing at one scale is encoded into the condition:

$$\frac{B_{12}}{B_{23}}=\frac{A_{12}(M)}{A_{23}(M)}R(M),$$
(8)
In other words, the theoretical ratio $`BB_{12}/B_{23}`$ which depends on the extra particle content and their mass splitting, should coincide with the quantity $`R(M)`$ which is determined by the experimental values of the gauge coupling constants (1). In particular, for $`M=M_Z`$, we have $`R(M_Z)=1.39\pm 0.03`$, with the uncertainty corresponding to $`2\sigma `$ error-bars in eqs. (1). For $`M`$ larger than $`M_Z`$, we obtain from (3):

$$R(M)=R(M_Z)\frac{1\frac{B_{12}^\mathrm{S}}{2\pi A_{12}(M_Z)}\mathrm{ln}\frac{M}{M_Z}}{1\frac{B_{23}^\mathrm{S}}{2\pi A_{23}(M_Z)}\mathrm{ln}\frac{M}{M_Z}}$$
(9)
Therefore, for $`M`$ in the range up to TeV or so the values of $`R(M)`$ remain very close to $`R(M_Z)`$ (see Fig. 1). In particular, in the MSSM we have $`R(M)=R(M_Z)`$ with a very good accuracy while in the SM we obtain $`R(M)=R(M_Z)[110^2\mathrm{ln}(M/M_Z)]`$, where the correction is comparable to uncertainty in $`R(M_Z)`$ itself. The values of $`R(M)`$ for $`M>M_Z`$ calculated in 1 and 2-loops are shown in Fig. 2.

In particular, in the SM case, without the extra particle contribution, the unification condition is not satisfied: we have $`B=B_{12}^\mathrm{S}/B_{23}^\mathrm{S}1.90`$, about 17 standard deviations away from the range $`R(M_Z)=1.39\pm 0.03`$. However, in the MSSM we have $`B=1.4`$, in a wanderful agreement with $`R(M_Z)`$. In this way, we have once again demonstrated the remarkable success of the supersymmetric grand unification . Since the MSSM yields rather small values of $`B_{ij}`$, namely $`B_{12}^\mathrm{S}=5.6`$ and $`B_{23}^\mathrm{S}=4`$, the gauge coupling unification occurs at very large scale, $`M_U10^{16}`$ GeV, which also renders the proton to be enough long-living.

On the other hand, lower $`M_U`$ would need the larger values of the coefficients $`B_{ij}`$ which should be achieved due to the contribution of the extra particles. In particular, for achieving the unification at the scale $`M_U`$ order few TeV one has to choose the representation content of the extra states $`F`$ so that the coefficients $`B_{12}`$ and $`B_{23}`$ are large, $`O(100)`$, and they are related as in eq. (8). The required correlation $`B_{23}=B_{12}/R(M_Z)`$ as well as the values of the unification scale as a function of $`B_{12}`$ is shown in Fig. 2.

In order to define better the rules of the game, let us assume that extra particles may have masses from few hundred GeV to few TeV. In the standard model context they can present in the form of new scalars or vector-like fermions. In the MSSM context one has to introduce chiral superfields in vector-like or self-adjoint representations. Such massive states would not affect the phenomenology of the standard model and also would satisfy the anomaly cancellation conditions.

Clearly, for achieving the big values of $`B_{23}`$ in more economic way, one has to increase $`b_2`$ without increasing much $`b_3`$. In other words, one has to introduce as few as possible extra states with the non-trivial colour content, and ultimately one could restrict himself only by the colour singlet states. Moreover, too many colour states would violate the asymptotic freedom of $`SU(3)`$ so that the gauge coupling crossing could occur in the strong coupling regime where the perturbation theory is no more valid, or even in the unphysical region with the negative $`\alpha _U^1`$. In particular, in order the evolution of $`\alpha _3^1`$ to higher energies does not change the slope to a negative value, we need $`_Fb_3^F`$ to be less than 7 in the case of the SM, or less than 3 in the MSSM context.

This simplifies our selection rules for the representation content of the extra states. The low scale unification of the gauge couplings should be achieved essentially due to the contributions of the colour singlet extra states - sort of heavy leptons. We have also to demand that electric charges $`Q=T_3+Y/2`$ of these states are integer, which means that the isospin $`T`$ and hypercharge $`Y`$ should be related as $`Y=2(T+k)`$, $`k`$ being any integer.

For definiteness, let us consider the supersymmetric case, with extra matter in the form of vector-like pairs of the colour singlet chiral superfields in $`SU(2)\times U(1)`$ representations $`F(D,Y)+\overline{F}(D,Y)`$, where $`D=2T+1`$ is the dimension of $`SU(2)`$ representation. These fields should form massive states with the mass terms $`M_F\overline{F}F`$, $`M_FM_Z`$.666The superfields in real representations of $`SU(2)\times U(1)`$, i.e. the ones with $`Y=0`$ and $`D`$ being the odd number, can have also Majorana like mass terms $`M_FFF`$.

Each of the superfields $`F`$ and $`\overline{F}`$ contribute the one-loop $`b`$ coefficients as follows:777 In principle, small amount of the colour triplets (the heavy exotic quarks) can be also allowed, in representations $`Q(3,D,Y)+\overline{Q}(\overline{3},D,Y)`$, with the hypercharges $`Y=\frac{1}{3}+D+2k`$, $`k`$ being any integer. Their contributions in the $`b`$ coefficients are: $`b_1^Q=\frac{9}{20}DY^2`$, $`b_2^Q=\frac{1}{4}D(D^21)`$ and $`b_3^Q=\frac{1}{2}D`$. In order to maintain the asymptotic freedom of $`SU(3)`$, the $`SU(2)`$ dimension of these multiplets should not be very large, $`_QD_Q<3`$.

$$b_1^F=\frac{3}{20}DY^2,b_2^F=\frac{1}{12}D(D^21),b_3^F=0$$
(10)
Obviously, the existence of extra heavy states, with masses in the range from few hundred GeV to TeV can be directly tested in the future colliders. In addition, these states may contain the particles with the same quantum numbers as ordinary leptons and quarks, which can also have impact for the mass generation mechanism of the latter, in the spirit of the mechanism . Since the mass scale of the heavy states is close to the electroweak scale, then in general one could expect some violation of the universality (unitarity) of the CKM mixing and additional contributions to the flavour changing phenomena.

One can further simplify a situation and consider all extra particles having the same mass, $`M_F=M`$. In this case the eq. (6) reduces to $`B_{ij}=B_{ij}^\mathrm{S}+_FB_{ij}^F`$. Therefore, our goal is to select the representation content of the extra $`F`$ particles so that the non-standard contributions in $`B_{12}`$ and $`B_{23}`$ are $`O(100)`$, and their ratio is $`R(M)`$. In particular, one can choose the representations which predict $`B=1.4`$, as it holds in the case of the MSSM.

Clearly, many different solutions can be envisaged. For example, one can consider extra states consisting exclusively of heavy replicas of the ordinary lepton species, $`L(2,1)+\overline{L}(2,1)`$ and $`\overline{E}(1,2)+E(1,2)`$, for simplicity all located at the same scale $`M`$. Then, if we take their multiplicities as $`N_L=2N`$ and $`N_E=3N`$, with $`N`$ being any integer number, we obtain $`b_1^{\mathrm{NS}}=4.8N`$ and $`b_2^{\mathrm{NS}}=2N`$, and so $`B^{NS}=1.4`$. On the other hand, for having the low scale unification, $`N`$ should be large number. For example, for $`M=400`$ GeV, the unification scale $`M_U10`$ TeV can be obtained only if $`n=18`$.888 Alternatively, one could take the same number of these species, $`N_L=N_E`$ but consider the mass splitting between these states. For instance, $`M_U10`$ TeV can be achieved by taking 42 copies for each of $`L+\overline{L}`$ and $`\overline{E}+E`$, with $`M_E=200`$ GeV and $`M_L=1`$ TeV.

Another possibility is to seek for just one big representation which could do a job alone. A candidate we have found is a vector-like multiplet $`F(7,8)+\overline{F}(7,8)`$. It leads to $`b_1^F=134.4`$ and $`b_2^F=56`$, and hence $`B^{\mathrm{NS}}=1.4`$. These coefficients are enough big, $`B_{12}=78.4`$, to provide $`M_U`$ order TeV. And finally, one can consider a mixed situation, containing some big representations appended by few small ones. Some possible candidates are given below.

A subtle questions which arise here is whether the solutions found in 1-loop approximation will be stable against 2-loop corrections. This question seems most challenging for the solutions with large representations in which case the 2-loop RG effects are expected to be significant. Therefore, one needs to examine the 2-loop RG equations:

$$\frac{d\alpha _i}{dt}=\frac{b_i}{2\pi }\alpha _i^2\frac{1}{8\pi ^2}\alpha _i^2\underset{j=1}{\overset{3}{}}b_{ij}\alpha _j$$
(11)
where $`b_i=b_i^\mathrm{S}+_Fb_i^F`$ are the 1-loop $`b`$-coefficients, with $`b_i^F`$ fiven as in eq. (10), and $`b_{ij}=b_{ij}^\mathrm{S}+_Fb_{ij}^F`$ are the 2-loop ones. In the MSSM the standard 2-loop coefficients are given by the matrix:

$$b_{ij}^\mathrm{S}=\left(\begin{array}{ccc}199/25& 27/5& 88/5\\ 9/5& 25& 24\\ 11/5& 9& 14\end{array}\right),$$
(12)
while the non-standard contributions can be calculated as :

$`b_{11}^F={\displaystyle \frac{9}{100}}DY^4,b_{12}^F=3b_{21}^F={\displaystyle \frac{3}{20}}D(D^21)Y^2,`$
$`b_{22}^F={\displaystyle \frac{1}{12}}(D^2+3)D(D^21),`$ (13)
The two loop corrections significantly affect the solutions with small representations. However, a remarkable thing occurs for the solutions with large representations: the fact of the gauge coupling unification remains robust, whereas naively one would expect strong violations since the 2-loop effects normally become bigger with bigger representations.

The reason of the stability of the unification condition has a simple explanation. To demonstrate this, it is convenient to approximate the two-loop RG predictions as follows:

$$\alpha _i^1(M)=\alpha _U^1+\frac{b_i}{2\pi }\mathrm{ln}\frac{M_U}{M}+\frac{1}{4\pi }\underset{j=1}{\overset{3}{}}\frac{b_{ij}}{b_j}\mathrm{ln}\frac{\alpha _U}{\alpha _j(M)}$$
(14)
One can rewrite these equations in a form analogous to 1-loop extrapolation (4):

$$\alpha _i^1(M)=\alpha _U^1+\frac{b_i^{(2)}}{2\pi }\mathrm{ln}\frac{M_U}{M}$$
(15)
where

$$b_i^{(2)}=b_i+\frac{1}{2}\underset{j=1}{\overset{3}{}}\frac{b_{ij}}{b_j}X_j,X_j=\frac{\mathrm{ln}(\alpha _U/\alpha _j(M))}{\mathrm{ln}(M_U/M)}.$$
(16)
Then the gauge coupling crossing condition becomes

$$B^{(2)}\frac{B_{12}^{(2)}}{B_{23}^{(2)}}=R(M).$$
(17)
Hence, the stability of the 1-loop solution with satisfying (8) implies that the ratio of 2-loop factors $`B^{(2)}B_{12}^{(2)}/B_{23}^{(2)}`$ should remain close to the ratio of 1-loop factors $`B=B_{12}/B_{23}`$.

This is what actually happens when the RG evolution of couplings is dominated by one big representation $`F(D,Y)`$, due to a conspiracy between the 1- and 2-loop coefficients (10) and (2). Indeed, one obtains:

$$B_{12}^{(2)F}=B_{12}^F\left[1+\frac{2}{D}(X_1+3X_2)\right]2X_2,B_{23}^{(2)F}=B_{23}^F\left[1+\frac{2}{D}(X_1+3X_2)\right]+2X_2$$
(18)
and so $`B^{(2)}B`$, with about a per cent correction caused by the terms $`2X_2`$.

We found the solutions by solving numerically the precise 2-loop equations as well. Namely, first we justify the unification condition (8), by selecting the particle states with appropriate quantum numbers which could ensure the desired modification of $`b`$-factors at one-loop. Then we test these solutions by numerical analysis at two-loop level.999 Higher-loop corrections are expected to be negligible as we have a logarithmic running of gauge couplings and all gauge couplings are in perturbative region.

As it was expected from the above analysis, the case of large multiplet $`F(7,8)+\overline{F}(7,8)`$ which satisfies the 1-loop criterion of the gauge coupling crossing (8), $`B=1.4`$, is perfectly stable in two-loops. However, the value of unification scale changes significantly. Namely, by taking the mass scale $`M=400`$ GeV, we had $`M_U^{(1)}=3.3`$ TeV at 1-loop, while at 2-loops we obtain $`M_U^{(2)}=2`$ TeV.

The list of some mixed solutions is given below. They all imply $`B=1.4`$ at 1-loop and are stable against 2-loop RG analysis. We show the $`SU(2)\times U(1)`$ content and multiplicities of the chiral superfields (plus their conjugates) and the unification scales at 1- and 2-loops respectively.

$`(6,7)+3\times (2,1)+(1,2)`$ $`:`$ $`M_U^{(1)}=8.2\mathrm{TeV},M_U^{(2)}=4.8\mathrm{TeV}`$
$`2\times (5,6)+2\times (3,2)`$ $`:`$ $`M_U^{(1)}=4.6\mathrm{TeV},M_U^{(2)}=3.3\mathrm{TeV}`$
$`2\times (4,5)+2\times (3,2)`$ $`:`$ $`M_U^{(1)}=21\mathrm{TeV},M_U^{(2)}=15\mathrm{TeV}`$ (19)
In the case of solutions with only small representations $`L+\overline{L}`$ and $`E+\overline{E}`$, with $`N_L=36`$ and $`N_E=54`$, the coupling crossing does not occur anymore within $`2\sigma `$ error-bars in $`\alpha _3(M_Z)`$, and it requires about $`4.5\sigma `$ deviation. In order to obtain the coupling crossing at $`2\sigma `$ level, on has to change the number of fields, namely to take $`N_L=35`$ and $`N_E=54`$, which at one-loop would correspond to $`B=1.45`$. On the other hand, the unification scale does not change substantially and remains around $`10`$ TeV.

## 3 GUT picture and proton stability

An interesting issue is whether the coupling constant crossing can really correspond to the possibility that at the scale $`M_U`$ of a few TeV three gauge gauge factors $`SU(3)\times SU(2)\times U(1)`$ are indeed embedded in some grand unified group. The main obstacle for the realization of the consistent GUT scenario is the problem of proton stability. Indeed, if the quark and lepton fields are unified into the $`SU(5)`$ multiplets $`\overline{5}_k`$ and $`10_k`$, $`k=1,2,3`$, then the processes mediated by the heavy gauge bosons $`X`$ and $`Y`$ of $`SU(5)`$ with masses $`M_U`$ will lead to the catastrophically fast proton decay.

Nevertheless, several ways out can be envisaged. One possible scenario for the suppression of the proton decay can be thought as follows. Suppose the gauge $`SU(5)`$ theory which is in the confining phase outside the 3+1-dimensional domain wall (3-brane) produced by some master field $`\varphi `$, a singlet of $`SU(5)`$. However on the 3-brane, due to the appropriate coupling with the master field $`\varphi `$ , some adjoint scalar field $`\mathrm{\Sigma }`$ is triggered to develop the $`SU(3)\times SU(2)\times U(1)`$ preserving VEV, $`\mathrm{\Sigma }=V\mathrm{diag}(2,2,2,3,3)`$. Then, according to the Dvali-Shifman mechanism , all gauge fields of the standard model are localized on the 3-brane, while the massive (on the 3-brane) $`X`$ and $`Y`$ bosons freely propagate in the bulk. Now, assuming also that chiral matter fields in $`\overline{5}+10`$ representations of $`SU(5)`$ are confined on the 3-brane their effective 4-dimensional couplings to $`X`$ and $`Y`$ bosons could be suppressed by the volume-factor comming from the integration out of extra coordinates in the effective Lagrangian:

$$g_{X,Y}^{(4dim)}=\frac{1}{\sqrt{V_N}}g_{SU(5)}^{(bulk)},$$
(20)
where $`V_NR^N`$ is the volume of compact internal space with $`N`$ extra dimensions of radius $`R`$. The rough estimation shows that the case of $`N=2`$ extra dimensions with $`R10^3`$ mm is perfectly safe to satisfy experimental bounds on the proton lifetime even if the unification scale is around TeV.

The obvious trouble with the above mechanism is related with the colour triplet partner of the electroweak doublet. The point is that, as long as gluons are confined on the brane the coloured Higgs has to be restricted on the brane as well, due to the colour flux conservation argument . This coloured Higgs (as well as its superpartner, Higgsino) can mediate fast proton decay, unless it is completely decoupled from the quarks and leptons. Such a decoupling can be indeed achieved in some extended GUTs (say, in $`SO(10)`$ GUT) thanks to the special pattern of the GUT symmetry breaking (for more details see ). Another way is to simply remove the fundamental Higgs from the theory, attributing the electroweak symmetry breaking to some dynamical mechanism involving say the top-antitop condensation .

Another possibility of keeping baryon and /or lepton numbers approximately conserved in 4-dimensions and thus suppressing the proton decay up to a desired level is offered by the mechanism of ref. . It reveals to the field-theoretic localization of chiral matter on a fat 3+1-dimensional domain wall (3-brane) when the quarks and leptons are localized at a different points along the extra coordinate. This mechanism is also compatible with GUT models, providing that GUT symmetry, say $`SU(5)`$, is broken down to the $`SU(3)\times SU(2)\times U(1)`$ by the VEV of the bulk adjoint field $`\mathrm{\Sigma }`$. The higher-dimensional model is initially vector-like, so along with the usual $`(\overline{5}+10)`$ representations for each family of ordinary quarks and leptons there are mirror fermions $`(5+\overline{10})`$ as well. In the bulk the Dirac masses of the quarks and leptons residing in quintuplets and decuplets are splitted as a result of GUT symmetry breaking according to the following equations:

$$\overline{5}\left(\mathrm{\Sigma }+M_5\right)5,\overline{10}\left(\mathrm{\Sigma }+M_{10}\right)10.$$
(21)
Here we omit Yukawa constants and family indeces for simplicitly; $`M_5`$ and $`M_{10}`$ are $`SU(5)`$ invariant masses for the quintuplets and decuplets, respectively.

The matter fields above are assumed to couple with the master scalar field ($`SU(5)`$-singlet) $`\varphi `$ as well. This scalar field ”produce” the domain wall $`\varphi (x_5)=\varphi _0\mathrm{tanh}(\mu x_5)`$ with a certain thikness $`\mu ^1`$. Then, as it is well known, only the chiral matter (e.g. $`(\overline{5}+10)`$) get localized on the domain wall. The points where the wave functions of the quarks and leptons are peaked are actually different (schematically we denote them as $`x_5^q`$ and $`x_5^l,`$ respectively) due to the precence of the $`SU(5)`$-breaking VEV of $`\mathrm{\Sigma }`$ in (21) and are determined by the equations:

$$\overline{5}\left(\mathrm{\Sigma }+M_5+\varphi (x_5)\right)5=0,\overline{10}\left(\mathrm{\Sigma }+M_{10}+\varphi (x_5)\right)10=0.$$
(22)
Thus, any transition between quarks and leptons in 4 dimensions will contain an exponetial suppression factor $`\mathrm{exp}\left(\mu ^2(x_5^qx_5^l)^2\right)`$, since the interactions are non-local in extra dimension. This exponential factor suitably adjusted could indeed suppress the proton decay up to a desired level.

Perhaps the most natural realization of such GUT models can be found within the higher-dimensional theories when certain symmetries inherited from the compactified internal space can be used to prevent the rapid proton decay. One of such intrinsically higher-dimensional mechanism has been proposed in  where the minimal SUSY $`SU(5)`$ was considered in 5 dimensions compactified on $`S^1/Z_2`$ orbifold. The chiral matter (i.e. ordinary quarks and leptons and their superparners) in  is assumed to be located at the orbifold fixed point, while gauge fields and possibly Higgs fields as well are allowed to propagate in the full 5-dimensional bulk. Then, assuming that $`X`$ and $`Y`$ bosons (and the colored Higgs as well) are odd under the $`Z_2`$ orbifold parity, one can totally decouple them from the quarks and leptons, so that they could not be responsible for the proton decay 101010 The minimal proposal of ref.  do not seem fully satisfactory since the scalar leptoquarks remained couple with quarks and leptons could also mediate unacceptable rapid proton decay. For further developments of the mechanism of ref.  see ..

Finally, one could construct the GUT models with absolutely stabile proton just in 4 dimensions. For some models constructed in the past see e.g. . The obvious candidates for such a GUTs are the models with discretely covered GUT symmetry, such as $`\left(SU(3)\right)^3`$ trinification or $`SU(N)SU(N)`$-type theories with approprately chosen matter representations. In such models typically there are no $`X`$ and $`Y`$ gauge bosons (or they are not responcible for the transition of ordinary quarks into leptons and vice versa) and thus there is no gauge mediation of the proton decay. As to the coloured Higgs (Higgsino) mediation of proton decay one can still use one of the mechanism described above.

Moreover, one can construct the GUT models based on the simple groups as well. As an instructive example we scotch here $`SU(5)`$ GUT with special fermion assignment. Namely, imagine that the theory contains 5 states $`\overline{F}_{1,2}\overline{5}`$ and $`T_{1,2,3}10`$, and 3 anti-states $`F`$ and $`\overline{T}_{1,2}`$ per each generation, among the other possible vector-like states. Imagine also that $`SU(5)`$ symmetry is broken by the fields $`\mathrm{\Phi }`$ and $`\mathrm{\Omega }`$, both in the reducible $`24+1`$ representations, having the following ”orthogonal” VEV patterns: $`\mathrm{\Phi }=V_1\mathrm{diag}(1,1,1,0,0)`$ and $`\mathrm{\Omega }=V_2\mathrm{diag}(0,0,0,1,1)`$. There is also one extra $`24+1`$ field $`\mathrm{\Sigma }`$ which develops VEV of the form $`\mathrm{\Sigma }=\sigma \mathrm{diag}(1,1,1,1,1)`$. Note, however, that all this fields and their VEVs more naturally look in the context of GUTs higher than $`SU(5)`$. E.g. in $`SU(5)SU(5)`$ they can emerge from the mixed representations like $`(5,\overline{5})`$. Let us now consider the following superpotential terms:

$$\left(\overline{F}_1F+T_1\overline{T}_1\right)\mathrm{\Phi }+\left(\overline{F}_2F+T_2\overline{T}_1\right)\mathrm{\Omega }+T_3\overline{T}_2\mathrm{\Sigma }$$
(23)
Then, the VEVs of $`\mathrm{\Phi },`$ $`\mathrm{\Omega }`$ and $`\mathrm{\Sigma }`$ pick up the $`L`$ $`\overline{F}_1`$, $`d^c`$ $`\overline{F}_2`$, $`e^c`$ $`T_1`$, $`u^c`$ $`T_2`$ and $`QT_3`$ as an ordinary massless quarks and leptons of the SM, while all other states get masses from the couplings in (23). At this stage, keeping only massless states as an external ones and while considering all massive states as those of possible intermediate, one can define five separately conserved global charges. They are:

$`C(\overline{F}_1)`$ $`=`$ $`N(e)+N(\nu )`$
$`C(\overline{F}_2)`$ $`=`$ $`N(d^c)`$
$`C(T_1)`$ $`=`$ $`N(e^c)`$
$`C(T_2)`$ $`=`$ $`N(u^c)`$
$`C(T_3)`$ $`=`$ $`N(u)+N(d)`$ (24)
where $`N`$ denotes the particle number operator. Now, whatever mechanism is responsible for the generation of the masses for the SM quarks and leptons above, it is evident that $`\overline{F}_1`$ and $`\overline{F}_2`$ will couple to $`T_1`$ and $`T_3,`$ respectively and $`T_2`$ will couple to $`T_3`$ as well. Thus, the only two combinations of charges in (24) will survive as an unbroken ones. Namely,

$`Q_1`$ $`=`$ $`N(e)+N(\nu )+N(e^c)L`$
$`Q_2`$ $`=`$ $`N(u)+N(d)+N(u^c)+N(d^c)B`$ (25)
separately conserved. They are the lepton $`L`$ number and the baryon number $`B`$. Thus, the proton is stabile in all orders of perturbation theory.

The following remark is in order. One could ask, what can be the origin of the ”leptonic” fragments $`F+\overline{F}`$ in big representations of $`SU(2)\times U(1)`$ considered in previous section, which are needed to properly correct the RG evolution of the gauge couplings. Clearly, these can naturally emerge from the GUT superfields in big representations. For example, consider the $`SU(5)`$ superfields in $`2`$-index symmetric representations $`T_{ab}15`$ and $`\overline{T}^{ab}\overline{15}`$. One can consider the couplings $`T\mathrm{\Phi }\overline{T}`$ with the Higgs $`\mathrm{\Phi }`$ having the VEV $`\mathrm{diag}(1,1,1,0,0)`$. Clearly, this would give order $`M_U`$ mass to all fragments in $`T`$ and $`\overline{T}`$ apart of the fragments $`F(3,2)+\overline{F}(3,2)`$ (all indices from $`SU(2)`$ subgroup). Any other ”leptonic” superfield in representations $`F(D,Y)+\overline{F}(D,Y)`$ can be left light by the interaction with the Higgs $`\mathrm{\Phi }`$ by proper choice of the corresponding big $`SU(5)`$ representation, while any fragment with at least one colour index would get mass order $`M_U`$. Thus, the extra particle states needed for correcting the RG evolution of the gauge couplings for achieving the TeV scale unification can be obtained by the same ”missing VEV” mechanism which also guarantees the fermion mass arangement rendering the proton stable and also leaves the Higgs doublets light.

## 4 Conclusions

We have demonstrated that the the unification of $`SU(3)\times SU(2)\times U(1)`$ gauge couplings at very low scale can be achieved in four dimensions with the help of not so little friends - some extra particles in rather big representations of $`SU(2)\times U(1)`$ at some intermediate scales between few hundred GeV and TeV. In this case no power like RG evolution has to be invoked in extra dimensions. These particles can be directly observed at the future accelerators and have many phenomenological implications. Theoretical models can be constructed in which the garnd unification occurs at TeV scales but proton remains stable.

Acknowledgments.

We gratefully acknowledge helpful discussions with Gia Dvali, Gregory Gabadadze, and especially with Goran Senjanović who was extremely enthusiastic about the TeV scale grand unification. The work of Z.B. was partially supported by the MURST research grant ”Astroparticle Physics” and that of A.B.K. by the Academy of Finland under the Project No. 163394.


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# Search for CP violation in tau decays.

## 1 Introduction

The violation of the combined symmetry of charge conjugation and parity (CP) has been of long-standing interest as a possible source of the matter-antimatter asymmetry  in the Universe. Efforts to search for the CP-violating effects have concentrated so far on the hadronic sector. CP violation in strange meson decay has been the subject of intensive investigation since its first observation  in 1964. Studies of hadronic  as well as semileptonic  kaon decays provide precision measurements of the CP violation parameters. Searches for corresponding asymmetries in $`B`$ meson decays are the focus of several large ongoing experiments . Recent indications of possible neutrino oscillations  make it important to re-examine the question of CP non-conservation in the leptonic sector. Such violation is forbidden in the Standard Model but appears as a consequence of its various extensions . Among best-known theoretically are the multi-Higgs-doublet models (MHDM) . Models predicting lepton flavor violation often also predict CP violation in lepton decays . Precision studies of muon decay parameters  show no indication for CP violation in such decay.

In this talk I discuss three searches for CP violation in tau lepton decays. The searches for the CP-violating asymmetry in single tau decays were done by the CLEO  and the BELLE  collaborations. In the third analysis by CLEO  correlated tau decays are used to search for a non-zero value of CP-odd optimal observable indicating CP violation.

## 2 CP violation

CP violation is the observable difference between a process ($`ab`$) and its CP conjugate ($`\overline{a}\overline{b}`$). The necessary condition to observe such a difference is to have a non-zero CP violating phase $`\varphi `$ in the Lagrangian describing the process.

Since the absolute value of a CP-odd phase does not have a physical meaning, CP violation can be observed only when interfered with a CP-even phase $`\delta `$. Therefore, two interfering diagrams is needed to observe CP violation (see Fig. 1). The probability density for such a process is given by:

$$|𝒜|^2=(A_1+A_2e^{i\varphi }e^{i\delta })(A_1+A_2e^{i\varphi }e^{i\delta })$$

$$=A_1^2+A_2^2+2A_1A_2\mathrm{cos}\varphi \mathrm{cos}\delta \underset{¯}{2A_1A_2\mathrm{sin}\varphi \mathrm{sin}\delta }.$$
(1)
The last, underlined, term is CP-odd since the phase $`\varphi `$ changes sign under CP conjugation. If this term is not equal to zero, physical observables between a process ($`ab`$) and its CP conjugate ($`\overline{a}\overline{b}`$) may be different and CP is violated.

$`A_1`$ and $`A_2`$ denote the amplitudes and for physical processes they must be different from zero. Thus CP-odd term is not equal to zero if the factors $`e^{i\varphi }`$ and $`e^{i\delta }`$ differ from zero and are complex.

## 3 CP violation in $`\tau `$ decays

A possible scenario for CP violation in $`\tau `$ lepton decays is described  by the interference of the Standard Model decay amplitude mediated by the W boson (amplitude $`A_W`$) with the amplitude mediated by the charged Higgs boson in the multi-Higgs-doublet model (amplitude $`A_H`$). These amplitudes play the roles of $`A_1`$ and $`A_2`$ of the previous section (see Fig. 2). In this scenario, the charged Higgs couples to quarks and leptons with complex coupling constants and, thus, there can be a weak complex (CP-violating) phase ($`\mathrm{sin}\varphi 0`$). The overall Higgs coupling to the $`\pi \pi ^0`$ system is denoted by $`\mathrm{\Lambda }`$:

$$\mathrm{\Lambda }=\mathrm{}(\mathrm{\Lambda })+i\mathrm{}(\mathrm{\Lambda })=|\mathrm{\Lambda }|(\mathrm{cos}\varphi +i\mathrm{sin}\varphi ).$$
(2)
The usual choice for the CP-even phase $`\delta `$ is a strong phase  which arises due to the QCD final state interactions between quarks. In the following, I consider only $`\tau `$ decays into hadronic final states and a neutrino.

There are several possible tau decay modes that can be used to search for CP violation. The $`\tau K\pi \nu _\tau `$ mode is favored with the largest possible CP violation effects . The corresponding branching fraction is, however, Cabbibo suppressed and the kaon identification efficiency in CLEO data is small, thus, leading to a small sample that can be used for experimental studies. This is not the case for $`\tau \pi \pi ^0\nu _\tau `$ decay due to the largest branching fraction of tau decaying into two pion state. However, scalar decaying into two pions implies isospin violation . Therefore, the CP violating effects in this mode are suppressed.***The suppression factor is proportional to the mass difference of $`u`$ and $`d`$ quarks. It is estimated to be of the order of $`0.0035`$ . In the following I discuss searches for CP violation in both tau decay modes.

## 4 Searches for CP violation in single tau decays

There are two analyses  which use single tau decays into $`K\pi \nu _\tau `$ and $`\pi \pi ^0`$ final state using the technique proposed by J.H. Kühn and E. Mirkes . It can be shown that for the decays of unpolarized tau leptons the CP-odd part of the probability density is proportional to:

$$P_{odd}\mathrm{}(\mathrm{\Lambda })\mathrm{}(e^{i\delta })\mathrm{cos}\beta \mathrm{cos}\psi ,$$
(3)
where $`\mathrm{}(\mathrm{\Lambda })`$ is an imaginary part of the overall Higgs coupling (see Eq. 2), $`\delta `$ is a relative strong phase between $`W`$ and Higgs exchange diagrams. $`\beta `$ and $`\psi `$ are angles between a hadron, $`\tau `$ lepton and direction of the hadronic rest frame in the laboratory frame (see Fig. 3).

Therefore, the distributions of $`\mathrm{cos}\beta \mathrm{cos}\psi `$ for $`\tau ^+`$ and $`\tau ^{}`$ decays are given by:

$$\frac{dN(\tau ^+)}{d\mathrm{cos}\beta \mathrm{cos}\psi }=const+c_1\mathrm{}(\mathrm{\Lambda })\mathrm{cos}\beta \mathrm{cos}\psi ,$$
(4)
and

$$\frac{dN(\tau ^{})}{d\mathrm{cos}\beta \mathrm{cos}\psi }=const+c_1\mathrm{}(\mathrm{\Lambda }^{})\mathrm{cos}\beta \mathrm{cos}\psi ,$$
(5)
where $`const`$ is contribution from the standard, CP-even part of the probability density and $`c_1`$ is a proportionality constant. Asymmetry, defined as a difference between Eqs. 4 and 5 normalized by the sum of these distributions is:

$$A_{cp}=\frac{c_1}{const}\mathrm{}(\mathrm{\Lambda })\mathrm{cos}\beta \mathrm{cos}\psi .$$
(6)
Non-zero slope in $`\mathrm{cos}\beta \mathrm{cos}\psi `$ distribution indicates CP violation. The value of $`\mathrm{}(\mathrm{\Lambda })`$ can be determined if empirical coefficient $`c_1/const`$ is known.Can be estimated in Monte Carlo simulation.

### 4.1 CLEO $`\tau K\pi \nu _\tau `$ results

The first search for CP violation in tau decays is performed in the $`\tau K\pi \nu _\tau `$ mode . Data collected from $`e^+e^{}`$ collisions at a center of mass energy ($`\sqrt{s}`$) of 10.6 GeV with the CLEO II detector  at the Cornell Electron Storage Ring (CESR) is used in this analysis. The total integrated luminosity of the data sample is 4.8 fb-1, corresponding to the production of $`4.4\times 10^6`$ tau pairs. A $`\tau ^{}K_s^0h^{}\nu _\tau `$, $`K_s^0\pi ^{}\pi ^+`$ event sample is selected since three charged tracks in the final state are well measured. Here $`h^{}`$ is a charged pion or kaon. The standard selection criteria is used to reconstruct $`\tau K_s^0h\nu _\tau `$ by CLEO in previous analysis .

Observed asymmetry $`A_{cp}`$ (see Eq. 6) in the data sample for the positive and for the negative values of $`\mathrm{cos}\beta \mathrm{cos}\psi `$ after subtraction of the background is given in Table 1. The distribution of $`A_{cp}`$ for the data and Standard Model Monte Carlo is illustrated in Fig. 4.

To relate the observed asymmetry $`A_{cp}`$ to the imaginary part of the coupling constant $`\mathrm{\Lambda }`$, the value of the proportionality coefficient $`c_1`$ (see Eq. 6) is estimated using modified TAUOLA package . No CP violation is observed and the following upper limit on CP-violation is set:

$$|\mathrm{}(\mathrm{\Lambda })|<1.7,\text{ at 90\% C.L.}$$
(7)
### 4.2 BELLE $`\tau \pi \pi ^0\nu _\tau `$ results

There is an ongoing search  by the BELLE Collaboration for CP violation in $`\tau \pi \pi ^0\nu _\tau `$ mode using the same technique. The data sample used in this analysis has been collected in $`e^{}e^+`$ collisions at a center of mass energy of 10.6 GeV with the Belle detector at the KEK asymmetric energy collider (KEKB) .

The total integrated luminosity accumulated during this period is 6.7 fb-1, corresponding to 6.2 million tau pairs. The final sample of $`\tau \pi \pi ^0\nu _\tau `$ contains $`2.6\times 10^5`$ events. Using this sample the asymmetry from $`\tau ^+`$ and $`\tau ^{}`$ decays has been measured in two intervals of $`\mathrm{cos}\beta \mathrm{cos}\psi `$ similarly to the previous section. The values of the observed asymmetry are given in Table 2.

The distribution of the asymmetry is illustrated in Fig. 5. The value of the asymmetry is consistent with previous CLEO result and indicates no CP violation in $`\tau \pi \pi ^0\nu _\tau `$ decays within measurement errors:

$$|A_{cp}|<0.010,\text{ at 90 \% C.L..}$$
(8)
The limit on the imaginary part of the scalar coupling will be set in the near future.

### 4.3 Summary of searches in single tau decays

The first search for CP violation in $`\tau `$ decays is done in $`\tau K\pi \nu _\tau `$ mode and provides for the first time a restriction on the imaginary part of a scalar coupling in tau decays:

$$|\mathrm{}(\mathrm{\Lambda })|<1.7,\text{ at 90\% C.L..}$$
(9)
Analysis using a single tau decaying into $`\pi \pi ^0\nu _\tau `$ final state is in progress and current upper limit on the CP-violating asymmetry is:

$$|A_{cp}|<0.010,\text{ at 90 \% C.L..}$$
(10)
This limit will be improved with better understanding of the systematics and an increase of the data sample. A conversion of the above upper limit to the imaginary part of the scalar coupling will be done in the near future.

Searches for CP violation in a single $`\tau `$ decay are sensitive only to a spin-independent CP-violating term in the decay rate. Other spin-dependent terms are proportional to tau polarization vector and, therefore, average to zero. However, the situation is different for decays of tau pairs produced in $`e^+e^{}`$ annihilations, where the parent virtual photon introduces correlations of the $`\tau ^+`$ and $`\tau ^{}`$ spins. This correlation provides an additional constraint which permits to be sensitive to all CP-odd terms of the decay rate and maximizes the sensitivity to possible CP-violating effects. In the following, I discuss an analysis  without these disadvantages.

## 5 CP violation in correlated tau decays

To maximize the sensitivity of our search an optimal variable is constructed, first proposed  by D. Atwood and A. Soni, $`\xi `$, with the smallest associated statistical error. The variable is equal to the ratio of the CP-odd and CP-even parts of the total cross section assuming that the absolute value of the coupling $`\mathrm{\Lambda }`$ is unity:

$$\xi =\frac{P_{odd}}{P_{even}},$$
(11)
where $`P_{odd}`$ and $`P_{even}`$ are the CP-odd and CP-even parts of the total cross section. These terms are functions of the vector and scalar hadronic currents. A vector hadronic current is parameterized by the relative momentum between the charged and neutral pions multiplied by the vector form factor, $`f_v`$, described by $`\rho `$ Breit-Wigner shape:

$$f_v=\frac{m^2}{sm^2+im\mathrm{\Gamma }(s)},$$
(12)
where $`s`$ is a squared invariant mass of two pions, $`m_\pi `$ is a pion mass, and $`m`$ and $`\mathrm{\Gamma }(s)`$ are the mass and the momentum-dependent width of the resonance, respectively. The latter is defined as:

$$\mathrm{\Gamma }(s)=\{\begin{array}{cc}\frac{m}{\sqrt{s}}(\frac{s4m_\pi }{m^24m_\pi ^2})^{3/2}\hfill & \text{if }s>(2m_\pi )^2\hfill \\ 0\hfill & \text{elsewhere.}\hfill \end{array}$$
(13)
Here, the contribution from the $`\rho ^{}`$ resonance  is neglected. The scalar hadronic current is parameterized as a product of a dimensional quantity, $`M=1`$ GeV/$`c^2`$ providing overall normalization, and a scalar form factor $`f_s`$. The choice of the scalar form factor is not unambiguous. Three possible cases are studied: one with $`f_s=1`$, the second with $`f_s`$ described by the $`a_0(980)`$ Breit-Wigner shape, and the third with $`f_s`$ described by $`a_0(1450)`$ Breit-Wigner shape (see Eq. 12) with a width given by:

$$\mathrm{\Gamma }(s)=\{\begin{array}{cc}\frac{m}{\sqrt{s}}(\frac{s4m_\pi }{m^24m_\pi ^2})^{1/2}\hfill & \text{if }s>(2m_\pi )^2\hfill \\ 0\hfill & \text{elsewhere.}\hfill \end{array}$$
(14)
Since $`P_{odd}`$ is proportional to the imaginary part of $`\mathrm{\Lambda }`$, then it can be expressed as:

$$P_{odd}(\mathrm{\Lambda })=\mathrm{}(\mathrm{\Lambda })P_{odd}(1),$$
(15)
and

$$<\xi >=\mathrm{}(\mathrm{\Lambda })\frac{P_{odd}(1)^2}{P_{even}}𝑑Lips.$$
(16)
The integral in Eq. 16 is always larger than or equal to zero, and equality occurs only if the odd part of the cross section vanishes. Therefore, the average value of $`\xi `$ is proportional to the imaginary part of the Higgs coupling constant and is positive if $`\mathrm{}(\mathrm{\Lambda })>0`$ and negative if $`\mathrm{}(\mathrm{\Lambda })<0`$. Monte Carlo simulation of the $`\xi `$ distributions for the three choices of the scalar form factors and no CP violation are shown in Fig. 7(a). The same distributions for the CP violating case $`\mathrm{}(\mathrm{\Lambda })=1`$ are shown in Fig. 7(b).

The structure in these distributions is due to the resonant structure in the vector and scalar form factors.

To relate the observed mean value of the optimal observable $`<\xi >`$ to the imaginary part of the coupling constant $`\mathrm{\Lambda }`$, the $`\mathrm{}(\mathrm{\Lambda })`$ dependence of $`<\xi >`$ must be known. To the first order the mean value is proportional to $`\mathrm{}(\mathrm{\Lambda })`$ with a proportionality coefficient $`c`$:

$$<\xi >=c\times \mathrm{}(\mathrm{\Lambda }).$$
(17)
The value of this coefficient is estimated using Monte Carlo simulation as described in the Section 5.2.

### 5.1 Data and Monte Carlo Samples

The data used in this analysis were collected at the Cornell Electron Storage Ring (CESR) at or near the energy of the $`\mathrm{{\rm Y}}(4S)`$. The data correspond to a total integrated luminosity of 13.3 fb-1 and contain 12.2 million $`\tau ^+\tau ^{}`$ pairs. Versions of the CLEO detector employed here are described in Refs. . From this data sample, events consistent with $`e^+e^{}\tau ^+\tau ^{}`$ interactions are selected where each $`\tau `$ decays into the $`\pi \pi ^0\nu _\tau `$ final state. The event selection follows mostly the procedure developed originally for the study of the $`\tau \rho \nu _\tau `$ decays . In the following section it is shown that the event selection criteria do not introduce artificial CP-violating effects.

To estimate backgrounds large samples of Monte Carlo events are analyzed following the same procedures that are applied to the actual CLEO data. All non-tau backgrounds are found to be negligible. The main remaining background is due to the $`\tau `$-pair events in which one of the $`\tau `$’s decays into $`\rho \nu _\tau `$ while the other decays into $`\pi 2\pi ^0\nu _\tau `$ and the photons from one of the $`\pi ^0`$’s are not detected. The contamination from this background source is estimated to be 5.2%. The second largest background contribution of 2.1% is due to one of the $`\tau `$’s decaying into the $`K^{}\nu _\tau `$ final state producing a neutral pion plus a charged kaon which is mistaken for a pion. All other tau decays provide much smaller contributions with the largest being less than 0.7%. The total background contamination from tau decays is estimated to be 9.9%. This background neither introduce a bias in the $`<\xi >`$ distribution nor modifies the value of the coefficient $`c`$, defined in Eq. 17.

### 5.2 Calibration

To relate the observed mean value of the optimal observable $`<\xi >`$ to the imaginary part of the coupling constant $`\mathrm{\Lambda }`$, coefficient $`c`$ must be determined. It is estimated using several signal Monte Carlo samples generatedThese events are generated with full GEANT-based detector simulation  and pattern recognition software. with different values of $`\mathrm{}(\mathrm{\Lambda })`$. For each sample we calculate the average value of the optimal observable $`\xi `$ and plot it as a function of $`\mathrm{}(\mathrm{\Lambda })`$. For each form of the scalar component, the calculated asymmetry distribution is fit to a straight line to obtain the calibration coefficients. To check that the selection criteria do not create an artificial asymmetry the mean value of the optimal observable is calculated for Standard Model Monte Carlo samples for each choice of the scalar form factor. These values along with calculated coefficients $`c`$ are listed in Table 3.

For all three form factors, the mean value of $`\xi `$ for the Standard Model Monte Carlo sample is consistent with zero within its statistical error. Therefore, event selection criteria do not introduce an artificial asymmetry in the $`\xi `$ distribution. The coefficients from Table 3 are used to calculate $`\mathrm{}(\mathrm{\Lambda })`$.

### 5.3 Observed mean values

For each choice of the scalar form factor, a distribution in $`\xi `$ is obtained. These distributions are shown in Fig. 8, with those from the Standard Model Monte Carlo simulations overlaid. From these distributions the mean values $`<\xi >`$ are computed after subtracting the average value for Standard Model Monte Carlo, which are reported in the first column of Table 4. In each case, the appropriate empirically-determined coefficient given in Table 3 is used to derive a value for the imaginary part of the Higgs coupling $`\mathrm{\Lambda }`$, as described in the preceding section. These values along with the $`90\%`$ confidence limits on $`\mathrm{}(\mathrm{\Lambda })`$ are reported in the second and third columns of Table 4.

### 5.4 Summary

No sizable systematic errors are found§§§The detailed description of the most significant effects is given elsewhere . which could alter the limits shown in Table 4. Within our experimental precision no significant asymmetry of the optimal variable is observed and, therefore, no CP violation in $`\tau `$ decays. Due to the uncertainty in the choice of the scalar form factor the most conservative 90% confidence limits are used corresponding to $`f_s=1`$:

$$0.046<\mathrm{}(\mathrm{\Lambda })<0.022,\text{ at 90\% C.L.}.$$

These limits include the effects of possible systematic errors.

### 5.5 Pseudo-helicity method

In this section I discuss another method to search for CP violation in $`\tau `$ decays. It is more intuitive but less sensitive than the optimal observable method described above.

The helicity angle, $`\theta _{\pi \pi }`$, is defined as the angle between the direction of the charged pion in the $`\pi \pi ^0`$ rest frame and the direction of the $`\pi \pi ^0`$ system in the $`\tau `$ rest frame. In Standard Model, the helicity angle is expected to have a distribution corresponding to a vector exchange:

$$\frac{dN}{dcos\theta _{\pi \pi }}a+b\mathrm{cos}^2\theta _{\pi \pi }.$$
(18)
For scalar-mediated decays, there is an additional term proportional to $`\mathrm{cos}\theta _{\pi \pi }`$ that corresponds to the S-P wave interference and linearly proportional to the scalar coupling constant $`\mathrm{\Lambda }`$. In general, $`\mathrm{\Lambda }`$ is complex and the term linear in $`\mathrm{cos}\theta _{\pi \pi }`$ is proportional to the real and imaginary parts of the scalar coupling with coefficients $`c_1`$ and $`c_2`$, respectively:

$$\frac{dN}{dcos\theta _{\pi \pi }}a+c_1\mathrm{}(\mathrm{\Lambda })\mathrm{cos}\theta _{\pi \pi }+c_2\mathrm{}(\mathrm{\Lambda })\mathrm{cos}\theta _{\pi \pi }+b\mathrm{cos}^2\theta _{\pi \pi }.$$
(19)
The observation of the terms proportional to cosine of the helicity angle would indicate the scalar exchange in the tau decays.

In order to calculate the helicity angle tau rest frame must be known. Due to the unobserved neutrino, the tau rest frame can only be reconstructed with a two-fold ambiguity. Such ambiguity can be avoided by using the pseudo-helicity angle, $`\theta ^{}`$. This pseudo-helicity angle is obtained by replacing the tau rest frame with the laboratory rest frame where it is defined as an angle between the direction of $`\pi ^\pm `$ in the $`\pi \pi ^0`$ rest frame and the direction of the $`\pi \pi ^0`$ system in the lab frame. The difference between the pseudo-helicity distributions for the $`\tau ^+`$ and $`\tau ^{}`$ decays is expected to have the same form as given by Eq. 19 but with a different numerical coefficients.

The term including $`\mathrm{}(\mathrm{\Lambda })`$ changes sign for tau leptons of opposite charges. Therefore, the difference of the pseudo-helicity distributions for positive and negative tau leptons has the term linear in $`\mathrm{cos}\theta ^{}`$ proportional to the imaginary part of the scalar coupling $`\mathrm{\Lambda }`$ only:

$$\frac{dN(\tau ^{})}{dcos\theta ^{}}\frac{dN(\tau ^+)}{dcos\theta ^{}}2c_2\mathrm{}(\mathrm{\Lambda })\mathrm{cos}\theta ^{}.$$
(20)
The presence of this term indicates CP violation.

In this study, the same data sample is used as for the optimal observable analysis with the same selection criteria. The pseudo-helicity distribution for $`\tau ^{}`$ and $`\tau ^+`$ is given in Fig. 9(a).

The structure in Fig. 9(a) is due to the variation in the efficiency as a function of charged pion momentum and $`\pi ^0`$ energy. To obtain the product of the imaginary part of the scalar coupling $`\mathrm{\Lambda }`$ and a linearity coefficient $`c_2`$ (see Eq. 20), the difference of the two pseudo-helicity distributions for negative and positive tau leptons is fit to a first order polynomial. To minimize systematic effects due to soft pion reconstruction the fit is performed in the region of $`0.7<\mathrm{cos}\theta ^{}<0.8`$, which corresponds to pions with momentum higher than 0.3 GeV/$`c`$. The obtained value of the slope for the data distribution is:

$$c_2\mathrm{}(\mathrm{\Lambda })=(4.2\pm 3.6)\times 10^4$$

and illustrated in Fig. 9(b). It is consistent with zero within statistical error.

To determine the proportionality coefficient $`c_2`$ the procedure described in Section 5.2 is followed. The slope of the difference of pseudo-helicity distributions is calculated after applying selection criteria. Five samples of 200,000 signal Monte Carlo events generated with different values of $`\mathrm{}(\mathrm{\Lambda })`$ are used. Then, the calculated slope dependence as a function of $`\mathrm{}(\mathrm{\Lambda })`$ is fit to a straight line to obtain $`c_2`$:

$$c_2=(107.5\pm 12.6)\times 10^4.$$
(21)
This coefficient is used to obtain the value of the imaginary part of the scalar coupling $`\mathrm{}(\mathrm{\Lambda })`$ after the correction of the slope by Monte Carlo:

$$\mathrm{}(\mathrm{\Lambda })=0.028\pm 0.037,$$
(22)
and

$$0.033<\mathrm{}(\mathrm{\Lambda })<0.089\text{ at 90\% C.L.}$$
(23)
As expected, the limit on the $`\mathrm{}(\mathrm{\Lambda })`$ is less strict than the one obtained using the optimal observable.

## 6 Summary

I have discussed three searches for CP violation in the decays of tau leptons. No evidence for CP violation is observed within the experimental precision. First two analyses search for non-zero CP-violating asymmetry in the single tau decays to the $`K\pi \nu _\tau `$ and $`\pi \pi ^0\nu _\tau `$ final states. The following upper limit on the imaginary part of the MHDM scalar coupling constant $`\mathrm{\Lambda }`$ is set in $`\tau K\pi \nu _\tau `$ decays:

$$|\mathrm{}(\mathrm{\Lambda })|<1.7\text{ at 90\% C.L.},$$
(24)
The value of the asymmetry for $`\tau \pi \pi ^0\nu _\tau `$ is:

$$|A_{cp}|<0.010,\text{ at 90 \% C.L.}$$
(25)
The conversion of this asymmetry to the value of $`\mathrm{}(\mathrm{\Lambda })`$ will be done in the near future.

The third analysis used optimal variable to search for CP violation in correlated tau decays decaying into $`\pi \pi ^0\nu _\tau `$ final state each. The following confidence limits on $`\mathrm{}(\mathrm{\Lambda })`$ are set:

$$0.046<\mathrm{}(\mathrm{\Lambda })<0.022\text{ at 90\% C.L.}$$
(26)
All these results agree with each other and the limits on imaginary part of the coupling constant $`\mathrm{\Lambda }`$ restrict the size of the contribution of multi-Higgs-doublet model diagrams to the $`\tau `$ lepton decay.

## References


text:
# Anisotropy of magnetothermal conductivity in Sr2RuO4

\[

## Abstract

The dependence of in-plane and interplane thermal conductivities of Sr2RuO4 on temperature, as well as magnetic field strength and orientation, is reported. We found no notable anisotropy in the thermal conductivity for the magnetic field rotation parallel to the conducting plane in the whole range of experimental temperatures and fields, except in the vicinity of the upper critical field $`H_{\mathrm{c2}}`$, where the anisotropy of the $`H_{\mathrm{c2}}`$ itself plays a dominant role. This finding imposes strong constraints on the possible models of superconductivity in Sr2RuO4 and supports the existence of a superconducting gap with a line of nodes running orthogonal to the Fermi surface cylinder.

preprint: HEP/123-qed

\]

The nature of superconductivity of Sr2RuO4 has attracted a lot of interest recently . An early theoretical prediction  about the spin-triplet character of the superconductivity of the material was supported by several key experimental findings made within the last few years. These include ($`i`$) the strong dependence of the superconducting transition temperature $`T_\mathrm{c}`$ on the density of non-magnetic impurities , ($`ii`$) the spontaneous appearance of magnetic field below $`T_\mathrm{c}`$ , as expected for a superconductor with broken time reversal symmetry (TRS), and ($`iii`$) the lack of any change of the spin susceptibility in the magnetic field parallel to the conducting plane , as expected for a spin-triplet superconductor with the Cooper-pair spins parallel to the conducting planes.

To explain experiments ($`i`$)-($`iii`$), a $`p`$-wave superconducting state with broken TRS, described by a $`d`$-vector $`d`$=$`\widehat{z}(k_x+ik_y)`$, was proposed . This state has a full gap on the Fermi surface (FS), with the gap magnitude possibly being different on different FS sheets . However, recent experiments , performed on very pure samples (characterized by $`T_\mathrm{c}`$ close to the estimated value for perfect material $`T_{\mathrm{c0}}`$ =1.5 K) revealed a tendency for a power-law behavior of quasi-particle excitations down to the lowest temperatures (50 mK), contrary to the exponential decrease for the fully gapped state. In view of these findings it was suggested that $`d`$\- or $`f`$-wave states may be better choices for the description of the superconducting state in Sr2RuO4 , although the spin-singlet $`d`$\- wave state would be incompatible with the experimental result ($`iii`$).

For a correct description of the superconducting order parameter in Sr2RuO4, it is important to know the location of the line nodes, if there are any, on the FS. This information can be obtained only with the use of a directional probe. Study of the anisotropy of magnetic field dependence of thermal conductivity is one of the key experiments for this purpose. Similar experiments were performed on the high-$`T_\mathrm{c}`$ cuprates, giving a four-fold anisotropy consistent with the $`d`$-wave order parameter .

In this Letter we report the study of thermal conductivity $`\kappa `$ of Sr2RuO4 as a function of the orientation of the magnetic field within the conducting plane. We studied the thermal conductivity with a heat flow direction, $`\overline{Q}`$, both along the plane, in  direction ($`\kappa _{100}`$), and perpendicular to the conducting plane ($`\kappa _{001}`$). $`\kappa _{100}`$ is electronic in origin  and thus is directly related to the structure of the superconducting gap; however, among several factors limiting the accuracy of $`\kappa _{100}`$ anisotropy measurement, the lack of the symmetry in the magnetic field $`H`$ direction with respect to $`\overline{Q}`$ is quite inevitable. This makes inter-plane configuration preferable, since here $`H`$ parallel to the planes is always transverse to $`\overline{Q}`$. Study of phonon conductivity, which dominates in this configuration, offers additionally essential simplification of the understanding of quasiparticle density variation. In electronic thermal conductivity, generation of quasiparticles due to the Volovik effect  should be taken in a self-consistent way: on increasing $`H`$ the increase of the density of heat carriers and the decrease of their mean free path nearly cancel each other . However, the density of heat carriers in phonon transport is determined only by temperature $`T`$ and is constant in $`H`$, hence all the variation with $`H`$ comes essentially from the increase in the density of scatterers, mainly quasiparticles in the bulk .

The main result of our study is that we did not find any anisotropy beyond the accuracy of our experiment, of the order of 0.5%.This is valid in the whole experimental range of temperatures $`T`$ (down to 0.3 K) and magnetic fields, except very near to the upper critical field $`H_{\mathrm{c2}}`$. A two-fold anisotropy up to 2% was found in $`\kappa _{100}`$, associated with the variation of the $`H`$ direction with respect to $`\overline{Q}`$. The upper bounds of the values of the anisotropy are essentially lower than theoretically predicted variations for the states in which line nodes are running along the FS cylinder only, like a $`d`$-wave state . Therefore our data are in favor of a state with a line node running orthogonal to the FS cylinder, as was proposed recently .

Single crystals of Sr2RuO4 were grown by a Ru self flux method in an image furnace . The samples for our study were cut from a surface part of a single crystalline rod, to avoid inclusions of the so-called 3-K phase . The crystals were subjected to annealing to remove residual strain caused by cutting. All the samples were characterized by ac susceptibility and x-ray measurements prior to the thermal conductivity study. The data showed the high crystalline quality by giving the small width of the superconducting transition (10 mK) and the sharp X-ray rocking curve peak limited by the instrumental resolution. For the measurement of $`\kappa _{100}`$, a sample elongated in the  direction with the size of 2$`\times `$0.5$`\times `$0.05 mm3 was prepared. For the $`\kappa _{001}`$ measurement, two samples were prepared with the dimensions 0.5$`\times `$0.5$`\times `$2 mm3. We intentionally used samples with the side surfaces running in different directions in the conducting plane to check for the influence of sample demagnetization factors . We did not find any dependence of the results on the sample orientation within the accuracy of our experiment.

Usual steady state one- heater-two- thermometers method was used for $`\kappa `$ measurements . A miniature vacuum cell  with the sample was placed in a double axis rotator in a 3He refrigerator insert of a superconducting magnet, allowing for a field alignment with an accuracy better than 0.1. The electrical resistivity, $`\rho `$, and $`\kappa `$ were measured with the same electrical/thermal contacts. To ensure high resolution of the data it is essential to keep the thermal gradient within a sample low, although this leads to deterioration of the signal to noise ratio. To optimize the accuracy under these countervailing requirements we adopted an intentional overheating equal to 0.005$`\times T`$, setting the accuracy of our measurement of $`\kappa `$ at about 0.5%. We performed measurements in both fixed $`T`$\- $`H`$ sweep and fixed $`H`$-$`T`$ sweep modes. No difference was noticed between these two sets of data. On a slow $`H`$ sweep (typically 1 to 10 mT/min) no hysteresis was observed. High precision $`H`$ sweep measurements take a lot of time and it was difficult to keep the temperature with the long term stability better than 5 mK in varying field and heat load. This limited an accuracy of the $`H`$-sweep data at about 2%.

In Fig. 1 we show the temperature dependence of $`\kappa _{100}`$/$`T`$ and $`\kappa _{001}`$/$`T`$. In the normal state, $`\kappa _{100}`$ is proportional to $`T`$, as expected for a normal metal in the $`T`$ range where the scattering of heat carriers is elastic and determined by impurities . As can be seen from Fig. 1, the anisotropy of thermal conductivity is much lower than the anisotropy of the electrical resistivity. This observation indicates the phononic nature of $`\kappa _{001}`$ at 1.5 K. In the normal state (in $`H`$ of 1.5 T parallel to the conducting plane) the $`\kappa _{001}`$/$`T`$ curve is linear down to 0.7 K, below some curvature appears. The leading $`\kappa T^2`$ term in the temperature dependence of the phonon conductivity is naturally ascribed to a transport limited by scattering on conduction electrons .

The electronic contribution to $`\kappa _{001}`$, $`\kappa _{001}^{el}`$, in the normal state (in the 1.5 T in-plane field) was estimated in two ways. In the first case we compared magnetoresistance in $`\rho _{001}`$ and $`\kappa _{001}`$ . Assuming the same relative change of both $`\rho _{001}`$ and $`\kappa _{001}^{el}`$, this estimation gives $`\kappa _{001}^{el}`$=0.00947 Wm-1K-2, amounting to 7% of $`\kappa _{001}`$ at 1.5 K and 30 % at 0.3 K. This value almost coincides with $`\kappa _{001}^{el}`$ determined from the value of $`\rho _{001}`$ by application of the Wiedemann-Franz ratio, giving 7% at 1.5 K and 32 % at 0.3 K. As we see, in the vicinity of $`T_\mathrm{c}`$, $`\kappa _{001}`$ is mainly determined by phonon flow with scattering by conduction electrons. In the superconducting state the density of quasi-particles decreases and $`\kappa _{001}`$ shows a peak due to the phonon mean free path increase. The magnitude of the peak, is however, 8 times lower than the expectation from the phonon scattering on sample boundaries, showing decisive role of scattering by the electronic carriers even in the superconducting state. Simultaneously the electronic contribution to $`\kappa `$ is notably suppressed below $`T_\mathrm{c}`$ . Therefore, in the superconducting state the phonon contribution is dominating, accounting for 88 % of $`\kappa _{001}`$ at 0.3 K .

Figure 2 shows the field dependence of both $`\kappa _{001}`$ and $`\kappa _{100}`$ at 0.3 K in a magnetic field aligned along the  and  directions. Despite a clear difference of $`H_{\mathrm{c2}}`$ in the two directions, the slope of $`\kappa _{100}`$ vs. $`H`$ at $`H_{\mathrm{c2}}`$ is nearly identical. This observation points to the isotropic gap structure near $`H_{\mathrm{c2}}`$. It is noteworthy that the curves for the two heat flow orientations look mirrorlike. This fact reflects the opposite effect of quasi-particles on the electronic and phononic conductivity, as discussed above. Similar curves were obtained with different azimuthal angles $`\phi `$ of the field within the plane with a 10 step, under exact alignment conditions (with the polar angle $`\theta `$=90 adjusted for each measurement). The extracted values of the $`\kappa _{001}`$ at several representative fields, as well as the anisotropy of the upper critical field, are shown in the polar plot of Fig. 3. As can be seen, $`H_{\mathrm{c2}}`$ shows a notable four-fold anisotropy, with the maximum and the minimum in the  and  directions, respectively. The anisotropy of $`H_{\mathrm{c2}}`$ amounts to 4 %, in a reasonable agreement with the AC susceptibility  and the in-plane thermal conductivity  data. The scatter of $`\kappa _{001}`$ values in this measurement is about 2%.

The difference of the magnetic field effect should be the largest for the two principal directions,  and , within the conducting plane. In view of the tetragonal symmetry of the crystal the superconducting gap can have nodes only in one of these directions. As can be seen from the comparison of the curves in Fig. 2, the difference, if any, is very small. To eliminate the problem of temperature drift during $`H`$ sweep (which is the essential noise factor) we concentrated on measurements in the $`T`$ sweep mode. We performed the measurements with fixed $`H`$ from 0.1 to 1.2 T, with a 0.1 T step, for the  and  directions. It is essential to cover such a broad field range, since different effects can affect the anisotropy at low and high fields. In Fig. 4 we show the results of these measurements at some representative fields, presented as deviations from the average $`\kappa `$ value. We find that the deviations are random and less than 0.5 %.

In order to understand this result, first we recall the anisotropy in the quasiparticle density generated with field, predicted for a $`d`$-wave state by Vekhter et al. , with the difference for  and  directions amounting up to 30 %. To our knowledge there is no experimental observation of this effect. For the cuprates the limitation in experimentally accessible values of the reduced magnetic field, $`H/H_{\mathrm{c2}}`$ $``$ 1 is one of the possible reasons. For Sr2RuO4, in which the whole field range is accessible, the anisotropy of the $`H_{\mathrm{c2}}`$ itself is making a dominant contribution in the very vicinity of $`H_{\mathrm{c2}}`$. At 1.2 T, near (but not very close) to $`H_{\mathrm{c2}}`$, the anisotropy is already very small. Since the interplane heat flow is influenced only by the quasiparticle density, the latter remains constant within the accuracy of our experiment. Thus such anisotropy effect is not present here. Another contribution is the anisotropy in the scattering of quasi-particles due to the Andreev reflection on the superfluid current around the vortex core. This effect would be important for electronic contribution at low fields and is responsible for the weak-field anisotropy observed in the cuprates . Again, there is no evidence for this effect in Sr2RuO4.

In this Letter, we evaluated the anisotropy by covering the whole range of the field. The lack of the anisotropy both at low and high fields makes it reasonable to conclude that both of the abovementioned mechanisms are not operating here. The isotropic quasi-particle contribution can come either from a line node in the superconducting gap running orthogonal to the FS cylinder, or from a sheet of the FS whose superconducting gap is easily and isotropically destroyed by the in-plane field. The former situation is quite analogous to the case of UPt3, in which the presence of the horizontal node is a likely reason for the lack of anisotropy . The latter is a natural extension of the orbital - dependent superconductivity (ODS) model . From the anisotropy experiment alone it is not possible to make the preference for either the ODS or the ”horizontal” node model. However, for a full gap state it is difficult to explain the power-law dependence of the quasiparticle density at low temperatures . Therefore, an ODS model with full gaps on all three FS sheets does not give an appropriate description of the complete set of experiments. Measurements at lower temperatures may clarify this issue.

In conclusion, we have found no notable anisotropy of the thermal conductivity in Sr2RuO4 with high experimental resolution. In conjunction with the existence of low temperature quasi-particle excitations, indicative of nodes in the gap, our results strongly suggest the presence of the line node running orthogonal to the Fermi surface cylinder.

The authors acknowledge A. E. Kovalev and V. A. Bondarenko for the help in experiment design, and D. Agterberg, A. G. Lebed, K. Maki and M.Sigrist for valuable discussions.

Note added. In the following Letter, K.Izawa et al.  make an important extension of our previous study of anisotropy in $`\kappa _{100}`$ .


text:
# Multilayer neural networks with extensively many hidden units

\[

## Abstract

The information processing abilities of a multilayer neural network with a number of hidden units scaling as the input dimension are studied using statistical mechanics methods. The mapping from the input layer to the hidden units is performed by general symmetric Boolean functions whereas the hidden layer is connected to the output by either discrete or continuous couplings. Introducing an overlap in the space of Boolean functions as order parameter the storage capacity if found to scale with the logarithm of the number of implementable Boolean functions. The generalization behaviour is smooth for continuous couplings and shows a discontinuous transition to perfect generalization for discrete ones.

\]

Statistical mechanics investigations of artificial neural networks continue to play a stimulating and integrating role in the scientific dialogue between discipline as diverse as neurophysiology, mathematical statistics, computer science and information theory. In particular the study of feed-forward neural networks pioneered by Gardner  has revealed a variety of interesting results on how these system may learn different tasks of information processing from examples (for a review see ). Of particular importance in this respect are multilayer networks (MLN) because of their ability to implement any function between input and output  which makes them attractive candidates for many practical applications. It is well known that very many hidden units are needed in order to realize this vast computational complexity. However, statistical mechanics studies of MLN have so far been mostly restricted to systems with very few hidden units as compared to the number of inputs . In the present letter we overcome this limitation and study the storage and generalization abilities of a tree MLN in which the size of the hidden layer scales in the same way as the input dimension.

We consider a MLN with $`N`$ binary hidden units $`\tau _i=\pm 1,i=1,\mathrm{},N`$ feeding a binary output $`\sigma =\text{sgn}(_iJ_i\tau _i)`$ through a coupling vector $`𝐉=J_1,\mathrm{},J_N`$. The hidden units are determined via Boolean functions $`\tau _i=B_i(𝐒_i)`$ by disjoint sets of inputs $`𝐒_i=S_{i1},\mathrm{},S_{iL}`$ containing $`L`$ elements each. We are interested in the limit $`N\mathrm{}`$ with $`L`$ remaining constant.

In order to keep the connection with neural network architectures we restrict ourselves to symmetric Boolean functions characterized by $`B_i(𝐒_i)=B_i(𝐒_i)`$. There are $`2^{2^{L1}}`$ such functions with $`L`$ inputs, with only few of them realizable by a coupling vector $`𝐰_i`$ according to $`B_i(𝐒_i)=\text{sgn}(_jw_{ij}S_{ij})`$. For $`L=3`$ there are, e.g., 16 symmetric Boolean functions but only 14 of them are linearly separable.

In order to investigate the storage and generalization properties of the network we consider a set of $`\alpha LN`$ inputs $`𝝃_i^\mu ,\mu =1,\mathrm{},\alpha LN`$ the components $`\xi _{i1}^\mu ,\mathrm{},\xi _{iL}^\mu `$ of which are independent, identically distributed random variables with zero mean and unit variance. We then ask for the ability of the network to map these inputs on outputs $`\sigma ^\mu =1`$ for all $`\mu `$ by adapting the Boolean functions $`B_i`$ and the couplings $`J_i`$ appropriately.

The central quantity in the statistical mechanics analysis is the quenched entropy

$$s=\underset{N\mathrm{}}{lim}\frac{1}{N}𝑑\mu (𝐉)\underset{\{B_i\}}{Tr}\underset{\mu =1}{\overset{\alpha LN}{}}\theta (\underset{i}{}J_iB_i(𝝃_i^\mu ))_{\{𝝃_i^\mu \}}$$
(1)
where $`d\mu (𝐉)`$ is the proper measure in the space of couplings $`𝐉`$, the trace denotes the sum over all Boolean functions, the product is non-zero only if the arguments of all of the $`\theta `$-functions is positive and the double angle stands for the average over the inputs. The determination of $`s`$ can be performed using the replica trick and introducing the overlap between two solutions in the combined space of couplings $`𝐉`$ and Boolean functions $`B_i`$ of the form

$$q^{ab}=\frac{1}{N}\underset{i}{}J_i^aJ_i^bB_i^a(𝝃)B_i^b(𝝃)_𝝃$$
(2)
with the average being now over a single, $`L`$-component vector $`𝝃`$. Exploiting the fact that this average involves a finite number of terms only and assuming replica symmetry $`q^{ab}=q`$ for $`ab`$ we can write $`s`$ using standard techniques  in the form

$$s=\underset{q,\widehat{q}}{extr}\left[G_C(q,\widehat{q})+G_S(\widehat{q})+\alpha LG_E(q)\right],$$
(3)
with the explicit expressions for the functions $`G_C,G_S`$ and $`G_E`$ depending on $`L`$, the constraints on $`𝐉`$ and on whether the storage or the generalization problem is addressed.

Let us begin with the storage problem by asking for the storage capacity $`\alpha _c`$ defined as the maximal value of $`\alpha `$ for which the system can still realize all desired input-output mappings with probability 1. Performing the replica limit with the number of replicas tending to zero characteristic for this problem we find

$$G_E(q)=Dt\mathrm{ln}H(Qt)$$
(4)
with the abbreviations $`Dt=dte^{t^2/2}/\sqrt{2\pi }`$, $`H(x)=_x^{\mathrm{}}Dt`$, and $`Q=\sqrt{q/(1q)}`$. The expressions for $`G_C`$ and $`G_S`$ depend on the constraints on the coupling vector $`𝐉`$.

A particular simple case is given by Ising couplings $`J_i=\pm 1`$. From the symmetry of the Boolean functions considered it is clear that it is sufficient to consider $`J_i=1`$ for all $`i`$. Consequently in this case all flexibility of the network rests in the choice of the Boolean functions between input and hidden layer and $`q`$ is a sole overlap in the space of these Booleans. We find $`G_C=\widehat{q}(1q)/2`$ where $`\widehat{q}`$ denotes the conjugate order parameter to $`q`$. Moreover, in the case where all $`2^{2^{L1}}`$ symmetric Boolean functions are admissible we use the identity

$$\underset{\{B_i\}}{Tr}\mathrm{exp}(\sqrt{\frac{\widehat{q}}{2^{L1}}}\underset{\xi }{}z_\xi B_i(\xi ))=\underset{\xi }{}(2\mathrm{cosh}(\sqrt{\frac{\widehat{q}}{2^{L1}}}z_\xi ))$$
(5)
with the sums and products over $`𝝃`$ running over all $`2^{L1}`$ configurations of $`𝝃`$ with $`\xi _1=1`$ to find

$$G_S=2^{L1}Dz\mathrm{ln}\left[2\mathrm{cosh}(\sqrt{\frac{\widehat{q}}{2^{L1}}}z)\right].$$
(6)
Under the transformations $`\widehat{q}2^{L1}\widehat{q}`$ and $`\alpha 2^{L1}\alpha /L`$ the resulting expression for the entropy maps exactly on the result for the Ising perceptron corresponding to $`L=1`$ and we may therefore use the well known results for this case . Accordingly the storage capacity is overestimated by the replica symmetric expression and the correct result

$$\alpha _c(L)=\alpha _c(1)\mathrm{\hspace{0.33em}2}^{L1}/L\mathrm{0.83\hspace{0.33em}2}^{L1}/L$$
(7)
is given by the value of $`\alpha `$ at which the entropy $`s(\alpha )`$ turns negative. The storage capacity is hence proportional to the logarithm of the number of implementable Boolean functions. This result is in accordance also with the rigorous upper bound $`\alpha _c2^{L1}/L`$ resulting from the annealed entropy $`s^{\text{ann}}=(2^{L1}\alpha L)\mathrm{ln}2`$. As in the case of the Ising perceptron this bound is related to information theory. The full specification of the network with all $`J_i=1`$ requires $`N\mathrm{\hspace{0.17em}2}^{L1}`$ bits of information necessary to pin down the $`N`$ Boolean functions $`B_i`$. Therefore the machine cannot store more than $`N\mathrm{\hspace{0.17em}2}^{L1}`$ bits and $`\alpha _c`$ cannot exceed $`2^{L1}/L`$.

Fig.1 compares the analytical result $`\alpha _c(3)1.11`$ for $`L=3`$ with numerical simulations using exact enumerations. Even for the small sizes accessible to this numerical technique we find a steepening of the transition with increasing $`N`$ and a crossing point of the curves near to the theoretical prediction.

If the trace over the Boolean functions in (1) is restricted to those which can be realized by perceptrons with coupling vectors $`𝐰_i`$ the exact mapping on the Ising perceptron no longer holds. Solving the corresponding extremum conditions numerically for $`L=3`$ we find $`\alpha _c1.06`$ for this case. The reduction of $`\alpha _c`$ compared to the unrestricted case is roughly as the reduction in the logarithm of the number of admissible Boolean functions $`1.06/1.11\mathrm{ln}(14)/\mathrm{ln}(16)`$.

It is possible to generalize the above analysis to the case of discrete couplings with finite synaptic depth $`l`$ of the form $`J_i=\pm 1/l,\pm 2/l,\mathrm{},\pm 1`$ by building on the analysis of the analogous case for the perceptron . In this case the additional order parameter $`\overline{q}=_i(J_i^a)^2/N`$, and its conjugate, $`\widehat{\overline{q}}`$ have to be introduced. For $`G_E`$ we then again find (4) with now $`Q=\sqrt{q/(\overline{q}q)}`$. Moreover $`G_C=\widehat{\overline{q}}\overline{q}+\widehat{q}q/2`$ and, if all symmetrical Boolean functions are admissible,

$`G_S`$ $`={\displaystyle \underset{𝝃}{}Dz_𝝃}`$ (8)
$`\mathrm{ln}\underset{J}{Tr}\mathrm{exp}(({\displaystyle \frac{\widehat{q}}{2}}\widehat{\overline{q}})J^2){\displaystyle \underset{\xi }{}}2\mathrm{cosh}(J\sqrt{{\displaystyle \frac{\widehat{q}}{2^{L1}}}}z_\xi ),`$ (9)
with $`Tr_J`$ denoting the trace over the $`2l`$ possible values of the couplings $`J_i`$. Using these results we have numerically calculated the storage capacity $`\alpha _c(l)`$ for the simplest case $`L=3`$ as a function of the synaptic depth $`l`$. The results are shown in fig.2 together with a fit to the asymptotic behavior. The capacity increases from $`\alpha _c1.11`$ of the Ising case, $`ł=1`$, to roughly $`1.7`$ for large $`l`$. It is rather difficult to compare these analytical findings with numerical simulations since the effects of the finite synaptic depth do not show up at the small values of $`N`$ accessible to exact enumerations .

To complete the analysis of the storage properties we analyze the case of continuous couplings $`𝐉`$ between hidden and output layer. It is convenient to eliminate the additional order parameter $`k`$ necessary in this case to enforce the normalization $`𝐉^2=N`$ by introducing $`\widehat{Q}=\widehat{q}/(k+\widehat{q})`$. Within replica symmetry the quenched entropy $`s`$ is then again of the form (3) with $`G_C=0`$, $`G_E`$ given by (4), and the extremum taken now over $`Q`$ and $`\widehat{Q}`$. Moreover

$`G_S=`$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}(1{\displaystyle \frac{\widehat{Q}}{1+Q^2}})`$ (10)
$`+{\displaystyle \underset{𝝃}{}Dz_𝝃\mathrm{ln}\underset{B}{Tr}\mathrm{exp}(\frac{\widehat{Q}}{2^L}(\underset{𝝃}{}z_𝝃B(𝝃))^2)}.`$ (11)
The storage capacity $`\alpha _c`$ can be obtained from these expressions in the limits $`Q\mathrm{},\widehat{Q}\mathrm{}`$ corresponding to $`q1`$. This limit indicates that different solutions of the storage problem may at most differ in a non-extensive number of components $`J_i`$ and Boolean functions $`B_i`$. We then find $`G_EQ^2/4`$ and, if all Boolean functions are admissible, $`G_S\widehat{Q}(1/2+(2^{L1}1)/\pi )`$ giving rise to

$$\alpha _c^{RS}=\frac{2+\frac{4}{\pi }(2^{L1}1)}{L}.$$
(12)
For $`L=3`$ this yields $`\alpha _c^{RS}=2/3+4/\pi 1.94`$. If only linearly separable Boolean functions implementable by coupling vectors $`𝐰_i`$ are considered the asymptotic behavior of $`G_S`$ is more difficult to obtain. For the case $`L=3`$ we find $`\alpha _c1.85`$. Again the relative reduction of $`\alpha _c`$ when compared to the unrestricted case is roughly given by the ratio of the logarithms of the number of available Boolean functions per hidden unit.

It is possible to derive an upper bound for $`\alpha _c`$ as has been done for MLN with a finite number of hidden units  by using some exact results for the perceptron . For $`L=3`$ we find $`\alpha _c(L=3)2.394`$ and the replica symmetric result is therefore within the bound. For large $`L`$ the bound is given by $`\alpha _c(L\mathrm{})2^{L1}/L+\mathrm{ln}2`$ and shows the same scaling with $`L`$ as (12). Nevertheless the replica symmetric result (12) is very likely to overestimate the storage capacity as can be seen from fig.2 in which the result for $`\alpha _c`$ for $`L=3`$ is included as horizontal dashed line. Unlike the case of the perceptron  the values for $`\alpha _c`$ for finite synaptic depth seem not to approach the value for continuous couplings when $`l\mathrm{}`$. It would hence be very interesting to investigate the implications of replica symmetry breaking, both on the case of continuous couplings and of couplings with finite synaptic depth .

Let us finally elucidate the generalization problem, i.e. the ability of the network to infer a rule from examples. To this end we consider as usual two networks of the same type with the couplings and Boolean function of one of them (the “teacher”) fixed at random. The other network (the “student”) receives a set of randomly chosen inputs $`𝝃_i^\mu ,\mu =1,\mathrm{},\alpha LN`$ together with the corresponding outputs $`\sigma _T^\mu `$ generated by the teacher. The task for the student is to imitate the teacher as well as possible. The success in doing so is quantified by the generalization error $`\epsilon `$ defined as the probability that a newly chosen random input is classified differently by teacher and student.

As is well known the statistical mechanics analysis of the generalization problem builds again on the expression (1) for the quenched entropy with the number of replicas now tending to 1 rather than to 0 . A nice feature of this limit is that replica symmetry is known to be stable. The order parameter $`q`$ defined in (2) now gives the typical overlap between teacher and student and determines the generalization error $`\epsilon `$ in a simple way. In the present situation we have the standard relation $`\epsilon =(\mathrm{arccos}q)/\pi `$. Moreover (4) is replaced by

$$G_E(q)=2DtH(Qt)\mathrm{ln}H(Qt).$$
(13)
The case using Ising couplings $`J_i=\pm 1`$ and all symmetric Boolean functions can again be mapped exactly on the Ising perceptron. Correspondingly there is a discontinuous transition to perfect learning, $`\epsilon =0`$ for $`\alpha >\alpha _d`$  with $`\alpha _d=\mathrm{1.24\hspace{0.33em}2}^{L1}/L`$. This transition occurs when all Boolean functions of the student “lock” onto the corresponding input-hidden mappings of the teacher and is also expected to occur in the case where only a restricted set of Booleans can be implemented.

For continuous couplings we find $`G_C=Q^2\widehat{Q}/((1+Q^2)(1\widehat{Q}))`$ and

$$G_S=\frac{1}{2}\mathrm{ln}(1\widehat{Q})+\sqrt{1\widehat{Q}}\underset{𝝃}{}Dz_𝝃g(z_𝝃)\mathrm{ln}g(z_𝝃)$$
(14)
where

$$g(z_𝝃)=\underset{B}{Tr}\mathrm{exp}(\frac{\widehat{Q}}{2^L}(\underset{𝝃}{}z_𝝃B(𝝃))^2).$$
(15)
For small $`\alpha `$ this gives rise to $`\epsilon 1/2\alpha L/(\pi ^22^{L1})`$ which coincides with the result for the perceptron for L=1 as it should. With increasing $`L`$ the initial decay of the generalization error becomes slower reflecting the increasing complexity and storage abilities of the network. There is no retarded learning because of the non-zero correlation between the hidden units and the output . For large $`\alpha `$ the generalization behaviour is dominated by the fine tuning of the student couplings between hidden layer and output to the respective couplings of the teacher resulting in the ubiquitous power law decay $`\epsilon 0.625/(L\alpha )`$.

In conclusion we have quantitatively characterized the storage and generalization abilities of a multilayer neural network with a number of hidden units scaling as the input dimension. If the mapping from the input to the hidden layer is realized by symmetric Boolean functions with $`L`$ inputs the capacity is found to be proportional to the logarithm of the number of these Boolean functions divided by $`L`$. The more conventional case in which the hidden units are the outputs of perceptrons with couplings $`𝐰_i`$ is more difficult to analyze. However, speculating that the above scaling holds true also in this case and observing that the logarithm of the number of Boolean functions which can be implemented by a perceptron with $`L`$ inputs is $`O(L^2)`$ we arrive at the interesting result that the number of stored input-output relations per weight of the network is proportional to $`L`$. This implies that doubling the number of couplings in the network would increase the storage capacity by a factor of 2 making the proposed architecture superior to MLN with few ($`KN`$) hidden units in which the storage capacity is known to increase at most logarithmically with the number of weights.

Acknowledgment: We have benefitted from discussions with Wolfgang Kinzel, Robert Urbanczik, Peter Reimann, and Stephan Mertens. We would like to thank the Max-Planck-Institut für Physik komplexer Systeme in Dresden where this work was finished for hospitality and the GIF for support.