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# Unification without Unification

## I Introduction

The standard model, consisting of the gauge group $`SU(3)SU(2)U(1)`$ broken at the weak scale to $`SU(3)U(1)`$, has been extremely successful. Nonetheless, it has a number distasteful features, which has prompted a great deal of study into the possibilities of physics beyond the standard model.

It is exceptionally notable that two significant proposals of physics beyond the standard model seem quite complementary, namely Grand Unified Theories (GUTs) and supersymmetry (SUSY). As precision measurements on the gauge couplings $`\alpha _1`$, $`\alpha _2`$ and $`\alpha _3`$ have improved, it has become increasingly clear that the original GUTs - without supersymmetry  \- do not agree with the measured value of $`\mathrm{sin}^2\theta _W`$. However, GUTs with supersymmetry  seem to agree quite well with precision data . Indeed, this is often considered a great success of supersymmetry.

A generic feature of GUTs is the instability of the proton, which occurs dominantly through either X and Y boson mediated dimension six operators, or through triplet Higgsino mediated dimension five operators. The triplet Higgs mass is a free parameter, but often the dimension five operators are the dominant source of proton decay . Together with precision measurements on the gauge couplings, this has been used to exclude various models of grand unification .

While GUTs are theoretically appealing, they are not without problems. Probably the greatest is the doublet/triplet splitting problem. Because of the larger gauge group, the Higgs comes with a triplet partner, whose mass must in general be near the GUT scale. In “minimal” $`SU(5)`$, the GUT is broken by a field $`\mathrm{\Sigma }`$, which transforms as a $`\mathrm{𝟐𝟒}`$ under $`SU(5)`$. The bare mass superpotential term $`mH\overline{H}`$ is then tuned against a $`\mathrm{\Sigma }H\overline{H}`$ term to give the doublet a small mass, while leaving the triplet with a mass $`O(M_{GUT})`$.

A number of solutions exist for this, including the missing partner mechanism , the Higgs as a pseudo-goldstone boson , and others. We shall not discuss the merits and drawbacks of each here, but clearly some solution is in order.

### A Grand Unification?

Before we continue further, let us reexamine what the evidence is for grand unification. Given the particle content of the standard model, we can study the renormalization group evolution of the gauge couplings from the weak scale to higher energy scales. We then extrapolate over fourteen decades of energy, assuming nothing but MSSM fields enter into the RGEs. This evidence for grand unification is quite indirect.

At the same time, there is also indirect evidence against grand unification. There is the absence of any proton decay signal, but additionally, the expected relations between $`m_e,m_\mu ,m_d`$ and $`m_s`$ fail by an order of magnitude. Given the additional complexities that are necessary to solve the doublet/triplet splitting problem, it is perhaps worthwhile to question whether we must read the gauge coupling unification as an indication of the standard model being embedded in a unified group. Put simply: can we understand coupling unification without a conventional GUT?

Various proposals have put forth to this end. For instance, in  it was proposed that coupling constant unification could occur in a strongly coupled theory. Other possibilities include using a different group structure , or with unification at the string scale , without a grand unified group.

In this letter, we will see how an enlarged gauge symmetry can naturally give gauge coupling unification without having a grand unified theory in the conventional sense. The outline is as follows: in section II we shall discuss how Higgsing a strongly coupled sector into a weakly coupled remnant of a grand unified group gives the appearance of unification, what we lose from such a scenario, and how such breaking might occur. In section III we comment on such a scenario in theories with TeV -sized extra dimensions and gauge coupling unification at a low scale, $`O(10\mathrm{T}\mathrm{e}\mathrm{V})`$.

## II Unification without Unification

We begin by considering the well known case of two copies of a single gauge group $`G`$, with couplings $`g_1`$ and $`g_2`$. If the theory is Higgsed down to the diagonal subgroup, the gauge coupling of the resulting massless gauge boson is given by the well-known formula

$$\frac{1}{g_{eff}^2}=\frac{1}{g_1^2}+\frac{1}{g_2^2}.$$
(1)
The situation we shall be most interested in is the case in which $`g_1`$ is small and $`g_2`$ is large. In this case, $`g_{eff}g_1`$.

With this simple fact in hand, we can consider the following scenario. Consider a model in which the gauge symmetry is $`G_WG_S`$. As before, $`G_W`$ will be weakly coupled, while $`G_S`$ will be strongly coupled at the GUT scale. $`G_W`$ will be some semi-simple group which contains $`SU(3)SU(2)U(1)`$ as a subgroup, but not the groups under which quarks and leptons are charged. Instead, let us take $`G_S`$ to also contain a copy of $`SU(3)SU(2)U(1)`$ \- although it may be larger - under which quarks and leptons are charged.

At some scale $`M_DM_{GUT}`$, we assume some additional dynamics acts to Higgs the $`G_WG_S`$ down to its diagonal $`(SU(3)SU(2)U(1))^2`$ subgroup. This may occur simultaneously with the GUT breaking or at a lower scale. For the practical purpose of achieving gauge coupling unification, it is generally best that these happen simultaneously. However, since $`g_Sg_W`$, then as before we have $`g_{eff}g_W`$, except now the standard model fields are charged under this group!

Let us study the RG evolution of the gauge couplings to extrapolate to low energies. At the GUT scale, the 3-2-1 gauge couplings are strong, while the $`SU(5)`$ coupling is weak. Since we are assuming that the only non-$`SU(5)`$ complete multiplets lie in the standard model sector, the gauge couplings run from the GUT scale as

$`\alpha _i^1(\mu )`$ $`=`$ $`\alpha _i^1(M_{GUT})`$ (3)
$`+(\mathrm{MSSM}\mathrm{running})+(\mathrm{universal}\mathrm{running}),`$
$`\alpha _5^1(\mu )`$ $`=`$ $`\alpha _5^1(M_{GUT})`$ (5)
$`+(\mathrm{universal}\mathrm{running}).`$
When we Higgs to the diagonal subgroup, leaving only 3-2-1, the gauge couplings of the remaing gauge group are just the sum of these. Explicitly, at a scale $`\mu <M_D`$, we have

$`\alpha _{(LE)i}^1(\mu )`$ $`=`$ $`\alpha _i^1(M_{GUT})+\alpha _5(M_{GUT})`$ (8)
$`+{\displaystyle \frac{b_{i,MSSM}}{2\pi }}\mathrm{log}(M_{GUT}/\mu )`$
$`+(\mathrm{SU}(5)\mathrm{universal}),`$
where we use LE (low energy) to distinguish the gauge coupling of the remaining massless group after Higgsing from the corresponding coupling above $`M_D`$. Note the MSSM running is independent of the scale of breaking.

At the weak scale, this will be indistinguishable from an ordinary GUT up to corrections arising from the $`\alpha _i^1(M_{GUT})`$. We would like these corrections to be comparable to those expected in ordinary GUT theories, requiring $`\alpha _i(M_{GUT})1`$, so the theory is somewhat strongly coupled, but still perturbative.

We now have a remarkable situation: at low energies, the gauge couplings are consistent with being embedded within a grand unified group. However, there is no proton decay from X and Y exchange as quarks and leptons are not charged under the GUT. There is no proton decay from the Higgs triplet because there is no Higgs triplet in the theory. Moreover, the Yukawas will not obey any GUT relationships.

This scenario is reminiscent of a model of doublet/triplet splitting proposed in , in which the gauge group $`SU(5)SU(3)U(1)`$ was postulated to give the Higgs triplet a large mass. The differences are profound, however: there, the standard model really was embedded into a unified group. Here it is not.

### A Collapsed GUTs and Dimensional Deconstruction

The recent surge of interest in “Moose”  or “Quiver”  models has been spurred by the realization that such theories can serve as UV completions of higher dimensional gauge theories , and provide useful features of the higher dimensional theories without the associated UV problems.

This mechanism also has a clear analog in higher dimensions: that of the GUT broken by orbifold boundary conditions . The idea of breaking grand unified theories by Wilson lines has existed for a great while , and has recently seen a resurgence of its application in realistic model building . In these models, at a specific point in the fifth dimension, the SU(5) gauge transformation vanishes. We can identify this point as the site on a Moose diagram where we merely have 3-2-1 gauge group. While a direct deconstruction would in general have multiple SU(5) sites, while we have but one, the connection is clear. A more general discussion of deconstruction would be interesting .

### B What have we lost?

Grand unified theories do have many desirable features . Now that the standard model is not grand unified, we lose many of these, but not as much as might be expected.

For instance, we have the charge assignments of the MSSM chiral matter fields. Since any underlying theory can only should only generate consistent quantum theories, we can still understand this through anomaly cancellation. Nonetheless, ther overall normalization of hypercharge is still undetermined. One might make assumptions that the fundamental string theory naturally gives the proper normalization, but this is not necessary. A perhaps more natural assumption is that 3-2-1 is contained in a nonabelian gauge group, in which the charge assignments are automatic. Two obvious examples would be $`SU(3)^3`$ and $`SU(4)SU(2)SU(2)`$ .

Although there is no right handed neutrino in this model, we still expect heavy states at $`M_{GUT}`$, so if lepton number is broken there, we still understand neutrino masses. In any event, there are a number of ways to understand neutrino masses in supersymmetric theories .

Additional symmetries are easily added to the theory, such as lepton number, $`BL`$, and Froggatt-Nielsen symmetries. The unification of bottom and tau Yukawas is an important success in certain regions of parameter space, but it is not a generic success of the MSSM .

In conclusion, while these are many successes which arise from grand unification, for the most part they can be included in this framework.

### C Breaking to the diagonal subgroup

It is simple to break $`SU(5)SU(3)SU(2)U(1)`$ to the diagonal subgroup. An explicit linear sigma model was given in . One could also imagine using strong dynamics if fields charged under $`SU(5)`$ and under $`SU(3)SU(2)U(1)`$ condensed, breaking to the diagonal. Of course, this has swept various questions into the guise of strong dynamics. For instace, we have no clear understanding of why it is broken precisely to the diagonal subgroup, rather than some other subgroup. However, for a non-SUSY GUT model, these are certainly necessary questions, and warrant the development of a realistic model.

In general, the $`321`$ sector should be strongly coupled at or near the GUT scale. Absent additional matter content, $`SU(3)`$ remains asymptotically free. Thus, for $`M_D`$ to lie significantly below the GUT scale, additional multiplets are needed. However, the matter used to break to the diagonal subgroup can serve this purpose, for example the fields in . We also assume the fields in the breaking sector should only contain fields which appear in complete $`SU(5)`$ multiplets in order not to spoil the quantitative success of grand unification. One can imagine including fields in which there were incomplete multiplets, but this can only be addressed within a specific model.

Finally, we should make one comment regarding scales: without additional matter content, $`SU(2)_SU(1)_S`$ is infrared free, while $`SU(3)`$ is asymptotically free. Thus, to have all couplings be simultaneously strong at the GUT scale is a significant constraint on the theory. In particular, a strong U(1) at the GUT scale will have a Landau pole before the Planck scale, so it cannot be considered truly fundamental unless the string scale is lowered. We should note, however, that these problems are irrelevant once we have embedded the U(1) into a non-Abelian group. Since this is already motivated by hypercharge assignment, the asymptotic freedom of the model is not a great concern.

## III TeV scales and phenomenology

Does this scenario have any unique phenomenology? Outside of the absence of proton decay and the non-unification of Yukawas, there is no obvious signal. However, there is a great deal of dependence on the scale at which the strong and weak groups are Higgsed to the diagonal subgroup. If this occurs at a scale significantly below $`M_{GUT}`$, there could be noticeable threshold effects if any multiplets are split. Of course, we already expect some level of non-universal effects from the $`321`$ gauge couplings themselves.

Other possibilities arise when we add additional structure. In supersymmetric theories, the RG contribution to the soft scalar masses should be modified above $`M_D`$, and so could be incompatible with mSUGRA depending on the size of the effect. Moreover, because the gauginos will mix, their masses need not unify.

We now have the possibility of adding other gauge groups, such as $`U(1)_B`$ which are incompatible with $`SU(5)`$, for instance, so long as it is made anomaly free. There are no doubt other interesting extensions.

There is another exciting possibility, however, which is that the Higgsing to the diagonal subgroup occurs near the TeV scale. In such a scenario, at upcoming colliders, we would expect to see new $`321`$ gauge bosons with strong couplings to quarks and leptons. Such a possibility is especially attractive in models with TeV scale GUTs proposed in ref. . Quantitatively, we must address such a possibility. If there are TeV scale GUTs, then quantitative unification is not as precise in SUSY GUTs, so the constraint on the strength of the gauge couplings at the GUT scale may be weaker.

## IV Conclusions

The apparent unification of gauge couplings has given us motivation for considering grand unified theories. However, the absence of proton decay, the non-unification of Yukawas and the doublet/triplet splitting problem warrant consideration of other possibilities. At the most minimal level, we only have the unification of coupling constants, so we need also ask whether that alone can be explained without conventional grand unification.

Here we have demonstrated a scenario in which this can happen naturally. By Higgsing a weakly coupled $`SU(3)SU(2)U(1)`$ arising out of a unified group with a strongly coupled copy under which quarks and leptons transform, it will be in many cases indistinguishable from a unified theory, up to the absence of proton decay and constraints on the Yukawas. At present, we have merely described a mechanism, involving unknown dynamics. The development of a complete model is an worthwhile task.

Such a scenario might be interesting to consider if Higgsed to the diagonal group at the TeV scale, or when embedded into TeV scale GUTs. There is a wealth of phenomenology to be undertaken.

Acknowledgments
We would like to acknowledge David E. Kaplan and Yasunori Nomura for useful discussions, and to Ann Nelson for reviewing the manuscript and useful discussions. We would also like to thank the organizers of the visitor program at Fermilab where this work was completed. This work was partially supported by the DOE under contract DE-FGO3-96-ER40956.


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# Violations of local realism by two entangled quNits

## Abstract

Results obtained in two recent papers,  and  seem to indicate that the nonlocal character of the correlations between the outcomes of measurements performed on entangled systems separated in space is not robust in the presence of noise. This is surprising, since entanglement itself is robust. Here we revisit this problem and argue that the class of gedanken-experiments considered in  and  is too restrictive. By considering a more general class, involving sequences of measurements, we prove that the nonlocal correlations are in fact robust.

In his famous paper , J. Bell showed that quantum mechanics predicts nonlocal correlations between measurement outcomes at spatially separated regions in a certain experiment. By nonlocal correlations we mean correlations which cannot be explained by any local hidden variable model (LHV). During the last few years other aspects of nonlocality, in addition to generating nonlocal correlations have been discovered. For example, the ability of quantum states to teleport, to super-dense code, and to reduce the number of classical bits required to perform certain communication tasks (in the so called “communication complexity” scenario). Further, nonlocality appears to be at the heart of quantum computation and its ability to perform certain computations exponentially faster than any classical device.

Two recent papers  and  have studied the question of robustness of nonlocal correlations. Results in  and  seem to indicate a very surprising result. Namely, it appears that in a certain sense (which we will define more precisely later), quantum nonlocal correlations are not very robust. Here we would like to argue that nonlocal correlations are actually very robust. While we do not disagree with the specific results found in  and , we show that the class of gedanken experiments they have considered (though very interesting in itself) is in fact quite limited and not sensitive enough. We present a different class of experiments which shows that nonlocal correlations are robust.

The authors of  and  have considered two quantum particles, each living in an $`N`$ dimensional Hilbert space, which are in the maximally entangled state mixed with random noise. ie. states of the form

$$\rho _N(F_N)=(1F_N)|\mathrm{\Psi }_N_{AB}\mathrm{\Psi }_N|+F_N\frac{1}{N^2}\widehat{I}_{N\times N},$$
(1)
where

$$|\mathrm{\Psi }_N_{AB}=\frac{1}{\sqrt{N}}\underset{m=1}{\overset{N}{}}|m_A|m_B,$$
(2)
$`F_N`$ is a constant $`0F_N1`$ which describes the fraction of noise and $`\widehat{I}_{N\times N}`$ is the identity matrix. They have asked, “what is the maximum fraction of noise, $`F_N`$, which can be added to the maximally entangled state so that the state still generates nonlocal correlations?”

It is useful here to make a clear distinction between two different issues which are relevant for our discussion. The first is the issue of entanglement or non-separability. A quantum state is separable if it can be written as

$$\rho _{AB}=\underset{i}{}p_i\rho _A^i\rho _B^i,$$
(3)
and it is non-separable otherwise.

It has been shown ,  and  that if too much noise is added to the maximally entangled state, the state ceases to be entangled. Obviously, at this moment the quantum state ceases to have any nonlocal aspects whatsoever.

The other issue is whether or not the results of all possible measurements performed on the state can be explained by a local hidden variable model. If they cannot we say, following Bell, that the state generates nonlocal correlations (sometimes this is called a “violation of local realism”).

It is clear that when there is so much noise that the state becomes separable, the state cannot generate any nonlocal correlations. It is however possible that the state ceases to generate nonlocal correlations at smaller levels of noise, i.e. while it is still entangled. Indeed, it is not known if every entangled (mixed) state generates nonlocal correlations or not - this is one of the most important issues in quantum nonlocality.

It appears from the results of  and  that the nonlocal correlations are not robust, meaning that for fractions of noise greater than $`F_N0.33`$ none of the states $`\rho (F_N)`$ produce nonlocal correlations. This is very surprising since the entanglement property of the maximally entangled states is robust - for any fraction of noise, when the dimensionality of the systems is large enough (how large depending on the fraction of noise), the states of form (1) are entangled. Furthermore, these mixed entangled states exhibit most other nonlocality aspects - for example they can be used for teleportation, super-dense coding, and can be purified to yield singlets. So it would be quite strange if they couldn’t also generate nonlocal correlations.

We shall show that nonlocal correlations are, similar to entanglement, robust. More precisely we shall show that for any fraction of noise there are states (and experiments to perform upon those states) which exhibit nonlocal correlations. The reason that  and  did not find these experiments is because they only looked at experiments in which a single von-Neumann measurement is made on each particle; here we look at sequences of von-Neumann measurements.

The present discussion is, to some extent, a repeat of the history concerning Werner’s density matrices. In 1989 Werner  presented some density matrices which are entangled but which are such that if single von-Neumann measurements are made on each particle, the results can be explained by a local hidden variables model. At that time it was tacitly assumed that performing single von-Neumann measurements on each particle essentially covers all possibilities. However it was subsequently shown  that the outcomes of sequences of von-Neumann measurements are nonlocal - they cannot be explained by any hidden variables model. This work was then extended in ,  and .

We shall next explain why performing sequences of measurements puts additional constraints on local hidden variable models, then use this to prove that there are states with arbitrarily high fractions of noise which exhibit nonlocal correlations.

Consider two observers, Alice and Bob, situated in two space separated regions. The standard assumption of LHV is that if Alice performs any arbitrary measurement $`A`$ and Bob performs any arbitrary measurement $`B`$, and the measurements are timed so that they take place outside the light-cone of each other, then there exists a shared random variable $`\lambda `$, with distribution $`\mu (\lambda )`$, and local distributions $`P_A(a;\lambda )`$ and $`P_B(b;\lambda )`$ such that the joint probability that the measurement of $`A`$ yields $`a`$ and the measurement of $`B`$ yields $`b`$ is given by

$$P_{AB}(a,b)=P_A(a;\lambda )P_B(b;\lambda )\mu (\lambda )𝑑\lambda .$$
(4)
Consider now that Alice and Bob, instead of subjecting their particles to a single measurement, perform two measurements one after the other, say $`A_1`$ followed by $`A_2`$ and $`B_1`$ followed by $`B_2`$. Then a LHV model implies that

$`P_{A_1A_2B_1B_2}(a_1,a_2,b_1,b_2)=`$ (6)
$`{\displaystyle P_{A_1A_2}(a_1,a_2;\lambda )P_{B_1B_2}(b_1,b_2;\lambda )\mu (\lambda )𝑑\lambda }.`$
Quantum mechanically the two measurements on each side could be viewed as a single POVM. For LHV models however, doing one measurement after the other gives us the extra constraint that we must be able to write $`P_{A_1A_2}(a_1,a_2;\lambda )`$ in the form

$$P_{A_1A_2}(a_1,a_2;\lambda )=P_{A_1}(a_1;\lambda )P_{A_2}(a_2;A_1,a_1,\lambda ).$$
(7)
Here $`P_{A_1}(a_1;\lambda )`$ is the probability that Alice’s particle yields the answer $`a_1`$ when the first measurement to which is subjected is $`A_1`$ and given that the hidden variable has the value $`\lambda `$. $`P_{A_2}(a_2;A_1,a_1,\lambda )`$ is the probability that Alice’s particle yields the outcome $`a_2`$ when the second measurement is $`A_2`$, given that the hidden variable has the value $`\lambda `$ and given that it was first subjected to a measurement of $`A_1`$ to which it yielded the outcome $`a_1`$. The reason is that when Alice’s particle has to give the outcome of measurement $`A_1`$, it does not yet know what exactly will be the measurement $`A_2`$ that will be subsequently performed, and so cannot use that information to decide which outcome $`a_1`$ to give. We must write Bob’s probabilities in a similar way.

Now, let us look at the probabilities of outcomes of the second measurement, conditioned on some fixed result of the first.

$$P_{A_2B_2}(a_2,b_2;A_1,a_1,B_1,b_1)=\frac{P_{A_1A_2B_1B_2}(a_1,a_2,b_1,b_2)}{P_{A_1B_1}(a_1b_1)}.$$
(8)
Substituting (6) and (7) into (8), and defining

$$\stackrel{~}{\mu }(\lambda )=\frac{P_{A_1}(a_1;\lambda )P_{B_1}(b_1;\lambda )}{P_{A_1}(a_1;\lambda )P_{B_1}(b_1;\lambda )\mu (\lambda )𝑑\lambda },$$
(9)
we have that

$`P_{A_2B_2}(a_2,b_2;A_1,a_1,B_1,b_1)=`$ (11)
$`{\displaystyle P_{A_2}(a_2;A_1,a_1,\lambda )P_{B_2}(b_2;B_1,b_1,\lambda )\stackrel{~}{\mu }(\lambda )𝑑\lambda }.`$
We shall now only consider experiments in which the first measurements are fixed and give some particular fixed outcomes, and thus can drop the indices $`A_1`$, $`a_1`$, $`B_1`$ and $`b_1`$, which leaves us with

$$P_{A_2B_2}(a_2b_2)=P_{A_2}(a_2;\lambda )P_{B_2}(b_2;\lambda )\stackrel{~}{\mu }(\lambda )𝑑\lambda .$$
(12)
We further note that $`\stackrel{~}{\mu }(\lambda )`$ is positive and $`\stackrel{~}{\mu }(\lambda )𝑑\lambda =1`$, thus it can be viewed as a probability distribution analogously to $`\mu (\lambda )`$. Thus, if the whole experiment could be explained by a local hidden variables model, then the probabilities of outcomes for the second measurement conditioned upon any result of the first measurement have to be given by a LHV model themselves. This is a consequence of doing the measurements one after the other rather than together. In particular, we can look at Bell inequalities for these conditioned probabilities, and know that if they are violated, then the initial state is nonlocal. For example suppose that the second measurement which is performed by Alice is either $`A_2`$ or $`A_2^{}`$ and that performed by Bob is either $`B_2`$ or $`B_2^{}`$. Then using the CHSH inequality  (a particular Bell type inequality) and (12) it follows that

$$E(A_2B_2)+E(A_2B_2^{})+E(A_2^{}B_2)E(A_2^{}B_2^{})2.$$
(13)
Here $`E(A_2B_2)=Tr\stackrel{~}{\rho }A_2B_2`$ is the expectation value of the product of the operators $`A_2`$ and $`B_2`$ in the state $`\stackrel{~}{\rho }`$ which is the state of the system after the first measurements (assuming that we indeed obtained the particular fixed outcomes we have chosen).

We shall now use (13) to show that for sufficiently large $`N`$, the states defined in equation (1) generate nonlocal correlations. We take the first measurement on Alice’s side, $`A_1`$, to be the projection onto the subspace $`\{|1>_A,|2>_A\}`$. The first measurement on Bob’s side, $`B_1`$, is the projection onto the subspace $`\{|1>_B,|2>_B\}`$. We just look at the cases where the state is indeed in the first two subspaces, in which case the state becomes (after the first measurements):

$$\stackrel{~}{\rho }=\frac{(1F_N)N}{N(1F_N)+2F_N}|\mathrm{\Psi }_2\mathrm{\Psi }_2|+\frac{2F_N}{N(1F_N)+2F_N}\frac{\widehat{I}_{2\times 2}}{2^2}.$$
(14)
We now take the second measurements ($`A_2`$, $`A_2^{}`$, $`B_2`$, $`B_2^{}`$) to be those which give the maximal violation of the CHSH inequality on the state $`|\mathrm{\Psi }_2_{AB}`$, and we note that if the CHSH inequality is violated, the initial state is nonlocal. This occurs when

$$F_N<\frac{N}{N+c},$$
(15)
where $`c=\frac{2}{\sqrt{2}1}4.83`$. Therefore, for any fraction of noise we can, by taking $`N`$ large enough, find states which give nonlocal correlations. Thus we have shown that the nonlocal correlations are robust to noise.

Finally, we note that we have not completely solved the problem of which states of the form (1) generate nonlocal correlations. Recalling that \[7-9\] states of this form are separable iff $`F_N\frac{N}{N+1}`$, we can see that the states for which $`\frac{N}{N+c}F_N<\frac{N}{N+1}`$ are entangled but do not violate the Bell inequality we have considered. It is an interesting and open question as to whether these states generate nonlocal correlations or not.


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# Electronic states in the antiferromagnetic phase of electron-doped high-𝑇_𝑐 cuprates

## Abstract

We investigate the electronic states in the antiferromagnetic (AF) phase of electron-doped cuprates by using numerically exact diagonalization technique for a $`t`$-$`t^{}`$-$`t^{\prime \prime }`$-$`J`$ model. When AF correlation develops with decreasing temperature, a gaplike behavior emerges in the optical conductivity. Simultaneously, the coherent motion of carriers due to the same sublattice hoppings is enhanced. We propose that the phase is characterized as an AF state with small Fermi surface around the momentum k=($`\pi `$,0) and (0,$`\pi `$). This is a remarkable contrast to the behavior of hole-doped cuprates.

High-$`T_c`$ superconductivity emerges with carrier doping as insulating cuprates, i.e., Mott insulators. In electron-doped cuprates such as Nd2-xCexCuO4, an antiferromagnetic (AF) phase remains up to the concentration $`x`$$``$0.15, in contrast with hole-doped cuprates such as La2-xSrxCuO4 in which the AF phase disappears with an extremely small amount of $`x`$. On the other hand, the superconducting order parameter of the electron-doped cuprates is the same as that of the hole-doped ones: Phase-sensitive experiments, microwave measurements, and angle-resolved photoemission spectroscopy (ARPES) have reported $`d`$-wave symmetry. This suggests the same mechanism of superconductivity in both types of cuprates. In order to clarify common factors between the two cuprates, it is crucial to understand the nature of AF phases adjacent to superconducting phases and also to find key factors characterizing the AF phases.

Recently, the charge dynamics for AF samples of electron-doped Nd2-xCexCuO4 has been measured and a gaplike feature has been observed in the optical conductivity $`\sigma (\omega )`$. The gap energy increases with decreasing $`x`$ from 0.2 eV for $`x`$=0.125 to 0.45 eV for $`x`$=0.05. Similar doping dependence is seen in the gap-opening temperature $`T^{}`$ whose energy scale is one order of magnitude smaller than that of the gap: $`T^{}`$$``$200 K for $`x`$=0.125 and $``$450 K for $`x`$=0.05. No similar gap features have been observed in hole-doped cuprates. Therefore a remarkable difference of the electronic states between the electron- and hole-doped cuprates is expected.

In this report, we theoretically examine the electronic and magnetic properties of electron-doped cuprates and clarify the nature of the AF phase through comparison with hole doping. In contrast to other theoretical works that are based on approaches from overdoped regions emphasizing spin fluctuations as well as Fermi surface nesting, we approach this problem from the Mott insulator side using a $`t`$-$`J`$ model with long-range hoppings ($`t^{}`$ and $`t^{\prime \prime }`$). From previous studies, it is known that AF correlation strongly survives in the electron-doped $`t`$-$`t^{}`$-$`t^{\prime \prime }`$-$`J`$ model upon doping at zero temperature. We find from finite-temperature calculations for small clusters that, when the AF correlation develops with decreasing temperature, a gaplike behavior emerges in $`\sigma (\omega )`$. There is no such gap structure in the hole-doped $`t`$-$`t^{}`$-$`t^{\prime \prime }`$-$`J`$ model where AF correlation is strongly suppressed upon doping. In addition to the gap feature, a large Drude weight is obtained in the small cluster, indicating coherent motion of the carriers. It is also known that a doped electron at half filling enters into the k=($`\pi `$,0) or (0,$`\pi `$) points in the $`t`$-$`t^{}`$-$`t^{\prime \prime }`$-$`J`$ model in contrast to a doped hole that goes into ($`\pi `$/2,$`\pi `$/2). The spectral function calculations indicate that doped electrons continue to occupy around ($`\pi `$,0) as long as the AF order persists. Therefore we propose that the AF phase in the electron-doped cuprates is characterized as an AF state with small Fermi surface around ($`\pi `$,0).

The $`t`$-$`J`$ Hamiltonian with long-range hoppings, termed the $`t`$-$`t^{}`$-$`t^{\prime \prime }`$-$`J`$ model, is

$`H`$ $`=`$ $`J{\displaystyle \underset{i,j_{1\mathrm{s}\mathrm{t}}}{}}𝐒_i𝐒_jt{\displaystyle \underset{i,j_{1\mathrm{s}\mathrm{t}}\sigma }{}}c_{i\sigma }^{}c_{j\sigma }`$ (2)
$`t^{}{\displaystyle \underset{i,j_{2\mathrm{n}\mathrm{d}}\sigma }{}}c_{i\sigma }^{}c_{j\sigma }t^{\prime \prime }{\displaystyle \underset{i,j_{3\mathrm{r}\mathrm{d}}\sigma }{}}c_{i\sigma }^{}c_{j\sigma }+\mathrm{H}.\mathrm{c}.,`$
where the summations $`i,j_{1\mathrm{s}\mathrm{t}}`$, $`i,j_{2\mathrm{n}\mathrm{d}}`$, and $`i,j_{3\mathrm{r}\mathrm{d}}`$ run over first, second, and third nearest-neighbor (NN) pairs, respectively. No double occupancy is allowed, and the rest of the notation is standard. In the model, the difference between hole and electron carriers is expressed as the sign difference of the hopping parameters: $`t`$$`>`$0, $`t^{}`$$`<`$0, $`t^{\prime \prime }`$$`>`$0 for hole doping and $`t`$$`<`$0, $`t^{}`$$`>`$0, $`t^{\prime \prime }`$$`<`$0 for electron doping. The ratios $`t^{}`$/$`t`$ and $`t^{\prime \prime }`$/$`t`$ are estimatied to be $``$0.34 and 0.23, respectively, although they are material dependent. Here $`J`$/$`|t|`$ is taken to be 0.4. In order to examine the model, we use numerically exact diagonalization methods for small-size clusters with $`N`$=$`\sqrt{20}`$$`\times `$$`\sqrt{20}`$ and 4$`\times `$4 sites. A standard Lanczos techunique is employed at $`T`$=0, and for $`T`$$`>`$0 a finite-temperature Lanzos method is used.

Let us start with a single carrier in the Mott insulators. The energy dispersion of the carrier is approximately given by

$`E`$ $`(𝐤)`$ $`=0.55J\left(\mathrm{cos}k_x+\mathrm{cos}k_y\right)^2`$ (4)
$`+4t_{eff}^{}\mathrm{cos}k_x\mathrm{cos}k_y+2t_{eff}^{\prime \prime }\left(\mathrm{cos}2k_x+\mathrm{cos}2k_y\right).`$
The first term on the right-hand side is a contribution from $`t`$ and $`J`$ terms giving a dispersion from k=(0,0) to ($`\pi `$,$`\pi `$) with a width of 2.2$`J`$ and a flat dispersion along the (0,$`\pi `$)-($`\pi `$,0) direction. The second and third terms represent contributions from $`t^{}`$ and $`t^{\prime \prime }`$, respectively, with effective values $`t_{eff}^{}`$ and $`t_{eff}^{\prime \prime }`$ proportional to the bare hoppings. Along the (0,$`\pi `$)-($`\pi `$,0) direction, the degeneracy in the first term is lifted by the last two terms. When the carrier is a hole, the ($`\pi `$/2,$`\pi `$/2) point has the lowest energy. This means that a doped hole goes into ($`\pi `$/2,$`\pi `$/2). On the contrary, a doped electron enters into ($`\pi `$,0) or (0,$`\pi `$) when the proper signs of $`t^{}`$ and $`t^{\prime \prime }`$ are taken into account. In other words, the band edge of the lower Hubbard band is at ($`\pi `$/2,$`\pi `$/2), while that of the upper Hubbard band is at ($`\pi `$,0). It is important to notice that the energy gain due to the $`t^{}`$ and $`t^{\prime \prime }`$ terms contains information on spin background. Here $`t^{}`$ and $`t^{\prime \prime }`$ do not change spin configuration because of the same sublattice hoppings. Therefore the second and third terms in Eq. (2) are a good measure of the energy of a Néel-type spin configuration with a single carrier. Along the (0,$`\pi `$)-($`\pi `$,0) direction, the maximum value of the energy gain due to the terms for a hole is $``$4$`|t_{eff}^{\prime \prime }|`$ at k=($`\pi `$/2,$`\pi `$/2), while that for an electron is $`4(|t_{eff}^{}|+|t_{eff}^{\prime \prime }|)`$ at k=($`\pi `$,0). The Néel-type spin configuration is thus more stable in the single-electron ground state than in the single-hole ground state, resulting in strong AF correlation for electron doping.

The AF correlation remains strong in the underdoped region of the electron-doped $`t`$-$`t^{}`$-$`t^{\prime \prime }`$-$`J`$ model. Figure 1(a) shows staggered spin correlations at $`T`$=0 calculated for a $`\sqrt{20}`$$`\times `$$`\sqrt{20}`$ cluster with periodic boundary conditions (PBC’s). The correlation function is defined as $`C_\mathrm{S}\left(𝐫\right)=\mathrm{P}\left(𝐫\right)S_𝐫^zS_\mathrm{𝟎}^z`$, where $`S_𝐫^z`$ is the $`z`$ component of the spin operator at site r, and $`\mathrm{P}\left(𝐫\right)`$ is 1 when site r and site 0 are in the same sublattice and it is $``$1 otherwise. In the case of two electrons in the cluster (the concentration $`x`$=0.1), the AF correlation remains strong at the farthest site, indicating the presence of AF long-range order. With further doping of electrons (four electrons and $`x`$=0.2), the AF correlation becomes as weak as those for hole doping.

We next examine how the AF spin correlation influences charge dynamics. The real part of optical conductivity \[$`\sigma _{xx}(\omega )`$=$`\sigma (\omega )`$\] is given by the sum of the singular part (the charge stiffness constant or so-called Drude weight $`D`$) and regular part: $`\sigma \left(\omega \right)=2\pi e^2D\delta (\omega )+\sigma _{\mathrm{reg}}\left(\omega \right)`$. Here $`\sigma _{\mathrm{reg}}(\omega )`$ at $`T`$=0 for the $`\sqrt{20}`$$`\times `$$`\sqrt{20}`$ $`t`$-$`t^{}`$-$`t^{\prime \prime }`$-$`J`$ cluster is shown in Fig. 2. The spectrum for electron doping with $`x`$=0.1 exhibits a large gap structure with $`\omega `$/$`t`$$``$2 in contract to the hole-doped $`t`$-$`t^{}`$-$`t^{\prime \prime }`$-$`J`$ model. This gap is very sensitive to not only $`J`$ but also $`t^{}`$ and $`t^{\prime \prime }`$: With increasing the absolute values of $`t^{}`$/$`t`$ and $`t^{\prime \prime }`$/$`t`$, the gap increases in energy. This implies that the gap is closely related to the presence of AF order, since the increase of $`t^{}`$/$`t`$ and $`t^{\prime \prime }`$/$`t`$ stabilizes the AF order. The gap is thus characterized as an excitation from the AF ground state to an excited state where wrong spin bonds are created by the motion of electrons. We note that incoherent excitations above the gap are physically the same as those discussed in the context of single-hole motion in the Mott insulator. With increasing carrier concentration from $`x`$=0.1 to $`x`$=0.2, the spectral weights shift to the lower-energy side and thus the gap value for electron doping decreases, being consistent with the reduction of AF correlation shown in Fig. 1(a).

The AF correlation for electron doping is expected to weaken with increasing temperature. We thus examine the temperature dependence of spin correlation and charge dynamics. In the calculations, we employ a 4$`\times `$4 cluster with two holes or two electrons ($`x`$=0.125) with PBC’s. Here $`t^{}`$/$`t`$ is set to be $``$0.4, and the $`t^{\prime \prime }`$ term is excluded because the cluster is too small to include hoppings connecting sites with two lattice spacing. In a small system, there is a characteristic temperature below which finite-size effects are appreciable. This temperature is roughly proportional to an average level spacing in the low-energy sector and thus $``$0.2$`t`$ in our system. Figure 1(b) shows the temperature dependence of $`C_s(𝐫)`$ for electron doping. As expected, the AF correlation rapidly decreases with increasing temperature above $`T`$=0.2$`t`$.

Figures 3(a) and 3(b) show the temperature dependence of $`\sigma (\omega )`$, where both the Drude and regular parts are plotted with the same broadening factor of 0.1$`t`$. In the hole-doped case, anti-PBC’s are adopted along one of the two directions to give a ground state with an absolute energy minimum. $`\sigma (\omega )`$ is obtained averaging the two cases (anti-PBC’s along the $`x`$ direction or along the $`y`$ direction). $`\sigma (\omega )`$ for hole doping exhibits a broad distribution of the spectral weight in a wide energy range with small temperature dependence. In contrast, with decreasing temperature from $`T`$=0.4$`t`$ to 0.2$`t`$, a clear pseudogaplike feature develops for electron doping at $`\omega `$/$`t`$$``$1 together with a peak structure at $`\omega `$/$`t`$=1.6. The pseudogap is correlated with the development of AF order. This confirms a picture discussed above that the gap is caused by the presence of the AF order stabilized by long-range hoppings of carriers. We also note that the temperature at which the pseudogap feature develops is almost one order of magnitude smaller than the gap energy. This is consistent with experimental data reported recently.

In addition to the gaplike feature, a large Drude contribution is observed near $`\omega `$=0 in contrast to the hole-doped case. The Drude weight can be calculated from the sum rule of $`\sigma (\omega )`$,

$`D={\displaystyle \frac{K}{2N}}{\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\mathrm{}}}\sigma _{\mathrm{reg}}\left(\omega \right)𝑑\omega ,`$ (5)
where $`K`$=$`\tau _{xx}`$, $`\tau `$ being the stress tensor operator. In the inset of Fig. 3(b), $`D`$ and $`K`$ are plotted as functions of $`T`$. Here $`D`$ is enhanced below $`T`$/$`t`$$``$0.4 for electron doping. This is accompanied by an increase of $`K`$ which reflects an increase of the kinetic energy. Finite Drude weight at $`T`$=0 is generally a characteristic signature of a metallic state. At $`T`$$`>`$0, one would expect $`D`$=0 in the thermodynamic limit of $`t`$-$`J`$-type models because there exist scattering processes which prevent the coherent motion of carriers. Therefore finite $`D`$ at $`T`$$`>`$0 obtained from small systems does not necessarily mean a persist current in macroscopically large systems. However, it may be reasonable to regard the finite $`D`$ observed in our cluster as an indication of a tendency toward a metallic state, because the mean free path for the coherent motion of carriers is, at least, larger than the system size. It is easy to understand the physical origin of such metallic behavior. Below $`T`$/$`t`$$``$0.4=$`J`$, the AF correlation increases and AF order is established with the help of $`t^{}`$ and $`t^{\prime \prime }`$. At the same time, by using $`t^{}`$ and $`t^{\prime \prime }`$, electron carriers can move in the same sublattice without being disturbed by surrounding spins. This hoping process induces finite $`D`$. In contrast, the spin background for hole doping is strongly disturbed. Therefore hole carriers are easily scattered by spins, resulting in small $`D`$ at finite temperature even in our small cluster as shown in Fig. 3(c).

The spectral function $`A(𝐤,\omega )`$ also provides useful information on the electronic states. Figure 4 shows $`A(𝐤,\omega )`$ at $`T`$=0 in the electron-doped $`\sqrt{20}`$$`\times `$$`\sqrt{20}`$ $`t`$-$`t^{}`$-$`t^{\prime \prime }`$-$`J`$ cluster. At $`x`$=0.1, a large spectral weight exists at k=($`\pi `$,0) in the electron-removal function. This is a reasonable result because a doped electron at half filling enters into the ($`\pi `$,0) point as mentioned above. Since doped electrons are mostly accommodated at ($`\pi `$,0) and (0,$`\pi `$) as seen in the momentum distribution function $`n(𝐤)`$ shown in Fig. 4(c), it is natural to expect an electron pocket showing a small Fermi surface (FS) around k=($`\pi `$,0). We note that a small amount of spectral weight exists below the Fermi level at (0,0), (0.4$`\pi `$,0.2$`\pi `$), and (0.2$`\pi `$,0.6$`\pi `$). At $`x`$=0.2, doped electrons almost enter into momentum points inside an expected large FS. Reflecting the large FS, the energy of the ($`\pi `$,0) quasiparticle becomes deep as compared with that at $`x`$=0.1. This doping dependence is a great contrast to that in the hole-doped $`t`$-$`J`$-type models where a doped hole at half filling enters into ($`\pi `$/2,$`\pi `$/2) and at $`x`$$``$0.1 a large FS is already formed.

The paring correlation of doped electrons with $`d`$-wave symmetry is enhanced when long-range hopping $`t^{}`$ with positive sign corresponding to electron doping is introduced into the $`t`$-$`J`$ model. This is accompanied by an enhancement of the AF correlation. We speculate that the AF correlation exceeds the paring correlation near half filling; i.e., the AF order overcomes the superconducting order. With increasing electron concentration, the AF correlation weakens and finally the paring correlation may become dominant, resulting in a transition from AF to superconducting order as observed experimentally. An important point is that the transition may be accompanied by a topology change of the FS from a small surface to a large one as discussed above.

In summary, we have investigated electronic states in the AF phase of the electron-doped cuprates and clarified the nature of the AF phase by employing a numerically exact diagonalization technique for the $`t`$-$`t^{}`$-$`t^{\prime \prime }`$-$`J`$ model. AF order develops with decreasing temperature with the help of long-range hopping $`t^{}`$ and $`t^{\prime \prime }`$. Simultaneously, a gaplike behavior emerges in $`\sigma (\omega )`$. There is no such a gap structure in the hole-doped $`t`$-$`t^{}`$-$`t^{\prime \prime }`$-$`J`$ model. In addition to the gap feature, a large Drude weight is obtained in the small cluster, suggesting coherent motion of the electron carriers. From examination of the spectral function, we propose that the AF phase in the electron-doped cuprates is characterized as an AF state with small Fermi surface around k=($`\pi `$,0) and (0,$`\pi `$). ARPES experiments in the AF phase are desired in order to detect the small Fermi surface.

We would like to thank Y. Onose and Y. Tokura for enlightening discussions. This work was supported by a Grant-in-Aid for Scientific Research from the Ministry of Education, Culture, Sports, Science and Technology of Japan, and CREST. One of the authors (S.M.) acknowledges support of the Humboldt Foundation. The numerical calculations were performed in the supercomputing facilities in ISSP, University of Tokyo, and IMR, Tohoku University.


text:
# Constraining Cosmological Parameters Based on Relative Galaxy Ages

## 1 Introduction

Recently, there has been much progress in constraining cosmological parameters, such as the matter content of the Universe (Peacock et al. 2001) and the Hubble constant (Freedman et al. 2001). Available data for the microwave background anisotropies on degree scales (de Bernardis et al. 2000; Hanany et al. 2000; Netterfield et al. 2001; Lee et al. 2001 ) and the Hubble diagram of Type Ia supernovae (Riess et al. 1998; Perlmutter et al. 1999) indicate that the Universe has a flat geometry and is dominated at present by some form of dark energy with a negative pressure (Garnavich et al. 1998; Perlmutter et al. 1999). The equation of state of the dark energy, $`p_Q=w_Q\rho _Q`$, expresses the ratio between the pressure, $`p_Q`$, and the mass density, $`\rho _Q`$, of the dark energy in terms of the parameter $`w_Q`$ (in units of $`c=1`$). The value of $`w_Q`$ could either be constant as in the case of a cosmological constant ($`w_Q=1`$), or time-dependent as in the case of a rolling scalar field or “Quintessence” (Ratra & Peebles 1988; Caldwell et al. 1998). Any such behavior would have far–reaching implications for particle physics. Therefore, the next observational challenge is to determine the evolution of $`w_Q`$ as a function of redshift (Huterer & Turner 2000; Maor et al. 2001; Weller & Albrecht 2001). The related observations need to be done at redshifts $`z2`$, when the dark energy started to dominate the expansion of the Universe.

The popular approach for measuring $`w_Q(z)`$ uses its effect on the luminosity distance of sources. In particular, the proposal for the Supernova/Acceleration Probe (SNAP) mission111http://snap.lbl.gov/ suggests to monitor $`2000`$ Type Ia supernovae across the sky per year and determine their luminosity distances up to a redshift $`z1.5`$ with high precision. However, the sensitivity of the luminosity distance to the redshift history of $`w_Q(z)`$ is compromised by its integral nature (Maor et al. 2001),

$$d_\mathrm{L}=(1+z)_z^0(1+z^{})\frac{dt}{dz^{}}𝑑z^{},$$
(1)
where $`t(z)`$ is the age of the Universe at a redshift $`z`$ which depends on $`w_Q(z)`$.

In this paper, we propose an alternative method that offers a much better sensitivity to $`w_Q(z)`$ since it measures the integrand of equation (1) directly. Any such method must rely on a clock that dates the variation in the age of the Universe with redshift. The clock in our method is provided by spectroscopic dating of galaxy ages. Based on measurements of the age difference, $`\mathrm{\Delta }t`$, between two passively–evolving galaxies that formed at the same time but are separated by a small redshift interval $`\mathrm{\Delta }z`$, one can infer the derivative, $`(dz/dt)`$, from the ratio $`(\mathrm{\Delta }z/\mathrm{\Delta }t)`$. The statistical significance of the measurement can be improved by selecting fair samples of passively–evolving galaxies at the two redshifts and by comparing the upper cut-off in their age distributions. All selected galaxies need to have similar metallicities and low star formation rates (i.e. a red color), so that the average age of their stars would far exceed the age difference between the two galaxy samples, $`\mathrm{\Delta }t`$.

This differential age method is much more reliable than a method based on an absolute age determination for galaxies (e.g., Dunlop et al. 1996; Alcaniz & Lima 2001; Stockton 2001). As demonstrated in the case of globular clusters, absolute stellar ages are more vulnerable to systematic uncertainties than relative ages (Stetson, Vandenberg & Bolte 1996). Moreover, absolute galaxy ages can only provide a lower limit to the age of the Universe and only place weak constraints on the possible histories of $`w_Q(z)`$.

The quantity measured in our method is directly related to the Hubble parameter,

$$H(z)=\frac{1}{(1+z)}\frac{dz}{dt}.$$
(2)
Hence, an application of this method to old elliptical galaxies in the local Universe can be used to determine the value of the current Hubble constant, $`H_0`$.

In §2 we quantify the advantage of the above differential age method relative to the standard luminosity distance method in constraining the history of $`w_Q(z)`$. We then describe the spectroscopic dating technique and apply it to mock galaxy spectra in §3. In particular, we analyze the dependence of the cosmological constraints on the signal-to-noise ratio of the spectroscopic data and the number of observed galaxies. The significance level of the constraints attainable with a single pair of galaxies, dictates the number of such pairs required in order to differentiate between various histories of $`w_Q(z)`$. Finally, we summarize our main conclusions in §4.

## 2 Observables

We consider a flat universe composed of matter and dark energy, the latter having an equation of state $`p_Q=w_Q(z)\rho _Q`$, where $`w_Q`$ may depend on redshift. The Hubble parameter is $`H^2=H_0^2[\rho _T(z)/\rho _T(0)]`$. Here, the subscripts $`Q`$, $`m`$, and $`T`$ refer to the dark energy, the matter, or the total sum of the two, respectively. Assuming further that the matter is non-relativistic (i.e. effectively presureless), we get

$$H_0^1\frac{dz}{dt}=(1+z)\frac{H(z)}{H_0}=(1+z)^{5/2}\left[\mathrm{\Omega }_m(0)+\mathrm{\Omega }_Q(0)\mathrm{exp}\left\{3_0^z\frac{dz^{}}{(1+z^{})}w_Q\right\}\right]^{1/2},$$
(3)
where we have used the energy conservation equation for the dark energy, $`\dot{\rho }_Q=3H(1+w_Q)\rho _Q`$ (Maor et al. 2000). Thus, $`(dz/dt)`$ is related to the equation of state of the dark energy through one integration only, while the luminosity distance in equation (1) is given by an integral of the inverse of equation (3), namely through two integrations. By differentiating $`(dz/dt)`$ with respect to $`t`$ we find,

$$H_0^2\frac{d^2z}{dt^2}=\frac{[H_0^1(dz/dt)]^2}{(1+z)}\left[\frac{5}{2}+\frac{3}{2}w_Q(z)\right]\frac{3}{2}\mathrm{\Omega }_m(0)(1+z)^4w_Q(z),$$
(4)
which depends explicitly on $`w_Q`$ without any integrations. Thus, the second derivative of redshift with respect to cosmic time measures $`w_Q`$ directly. While it is possible to find significantly different redshift histories of $`w_Q`$ for which the evolution of $`d_\mathrm{L}`$ is similar, this cannot be done for $`(d^2z/dt^2)`$.

Maor et al. (2000) have argued that due to its integral form, the luminosity distance has only a weak discriminating power with respect to different possible histories of $`w_Q(z)`$. To demonstrate their case, they considered examples of $`w_Q`$ which have a quadratic dependence on $`z`$. Figure 1 shows similar examples (top panel) along with their corresponding observables, namely the luminosity distance $`d_\mathrm{L}(z)`$ (second panel), $`dz/dt`$ (third panel), and $`d^2z/dt^2`$ (bottom panel). The different $`w_Q(z)`$ histories generate a variation of $`5\%`$ in $`d_\mathrm{L}`$, $`10\%`$ in $`(dz/dt)`$, and $`30\%`$ in $`(d^2z/dt^2)`$ at $`z1.5`$. The last observable has a fractional variation as large as that of $`w_Q(z)`$.

## 3 Spectroscopic Dating of Passively–Evolving Gallaxies

The change of cosmic time with redshift may be inferred from the aging of stellar populations in galaxies. This inference must be done with caution since galaxies are vigorous sites of star formation at high redshift. It might seem difficult to estimate accurately the differential aging of the universe based on star–forming galaxies, since the stars in these galaxies are born continuously and a young stellar population may dominate their emission spectrum. Fortunately, examples of passively–evolving galaxies have already been identified in large numbers at high redshifts (Dunlop 1996; Daddi, Cimatti & Renzini 2000; Dey et al. 2001; Stockton 2001). We focus our attention on these red galaxies since their light is dominated by an old stellar population.

Our goal is to measure the age difference between two passively–evolving galaxies at different redshifts. How accurately can this be done? We emphasize that the relative age is better determined than the absolute age since systematic effects on the absolute scale are factored out (for a fractional age difference $`1`$). At redshifts $`z1`$$`2`$ the rest-frame UV spectrum of non star–forming (elliptical) galaxies is dominated by light from main sequence stars with masses of 1–2 M, in a regime of stellar evolution that is well understood (Spinrad et al. 1997). The lack of interstellar dust or gas simplifies further the spectrum of old elliptical galaxies. The top panel in Figure 2 shows a simulated galaxy spectrum in the rest frame UV that can be easily collected by 10 meter class telescopes from the ground (e.g. Dunlop et al. 1996). This spectrum was calculated for a single stellar population with a specific metallicity (solar) and age (2.4 Gyr), using the synthetic stellar population models developed in Jimenez et al. (1998). The simulated spectrum has a 10 Å resolution, to which we have added Poisson photon noise with a signal-to-noise ratio $`S/N=30`$ per resolution element. The bottom panel shows the values recovered at the 95% confidence level (using a $`\chi ^2`$ goodness-of-fit statistics) for the metallicity and age with $`S/N=30`$ (dark shaded region) and $`S/N=50`$ (lightly shaded inner region). Note that age and metallicity are not degenerate in the rest–frame UV, provided that the measured spectra have a sufficient $`S/N`$ (Nolan et al. 2001). A value of $`S/N=15`$$`30`$ can be obtained for a faint galaxy of magnitude 24 in the $`R`$–band after 10 hours of integration on the Keck telescope (K. Adelberger, private communication). Observation of a sufficiently wide field of view would allow to measure spectra of many passively–evolving galaxies at the same time.

The assumption that stars in an elliptical galaxy have a single metallicity value is clearly an over-simplification. Local ellipticals have metallicity gradients (e.g. Davies et al. 1993), even though these gradients are mild (e.g. Friaca & Terlevich 1998). We therefore consider the possibility that elliptical galaxies have a mixture of populations with different metallicities222The small spread in age among stars in an elliptical galaxy does not affect our results, since the method only relies on the shift in the average stellar age as a function of redshift. For a passively–evolving galaxy, the shift in the average age of its stars within a given redshift interval, is determined only by the background cosmology.. In order to assess the accuracy by which we can recover the age of a mixed stellar population, we simulated several spectra with a mixture of six metallicity values ranging from 0.01 to 5 times the solar value. For example, one of our models had weights of 5, 10, 25, 20, 12 and 28% for metallicities of 0.01, 0.2, 1, 2.5 and 5 times the solar value, respectively. We then attempted to recover the age by searching for the best–fit model with a single metallicity, and found an age uncertainty of 0.1 Gyr. Alternatively, we fitted the simulated spectrum by a mixed metallicity model with six free components, and recovered a more accurate age with an uncertainty of $`0.05`$ Gyr (as well as a reduced metallicity uncertainty of 8%).

Using the more conservative age uncertainty of 0.1 Gyr derived above for $`S/N=30`$, we may now estimate the attainable constraints on $`w_Q(z)`$ for a fiducial pair of passively–evolving galaxies which formed at the same time but are observed at $`z=1.4`$ and 1.6 and have ages of 2.79 and 2.4 Gyr, respectively. Figure 3 shows the resulting error bar on $`(dz/dt)`$, which is not sufficiently restrictive for a single pair of galaxies. However, for a statistical ensemble of independent galaxies (which do not all belong to the same local region of a galaxy cluster, for example), the error bar will be reduced by the square root of the number of analyzed galaxy pairs. The smaller error bar in the plot illustrates the constraint that could be placed by 20 such pairs. This constraint is sufficient to distinguish among the different $`w_Q(z)`$ histories in Figure 1.

The situation in reality is not as simple as described above, since a galaxy survey will not just identify galaxies that formed at the same cosmic time. Rather, the galaxies selected as not having substantial star formation, will show an age distribution at any given redshift. Given this age distribution, what is the accuracy by which one may recover the age shift, provided that the age of each passively–evolving galaxy is measured with a 0.1 Gyr uncertainty? To answer this question, we have simulated the galaxy age distributions at two different redshifts. The distribution at the higher redshift was modeled fiducially as a Schechter function which is asymptotically flat at low ages and is fully truncated at some finite maximum age value (because galaxies cannot be older than the age of the universe). In our example we chose a cutoff at 2.4 Gyr. The distribution was then binned into bins of 0.1 Gyr width, corresponding to the age uncertainty for individual galaxies. The age distribution at a lower redshift was chosen to be the same as the first one but shifted by either 0.0, 0.15 or 0.30 Gyr (so that the maximum age in the distribution would be 2.4, 2.55 or 2.7 Gyr, respectively). We also removed or added a fixed fraction (20%) of the galaxies within each bin through a random Poisson realization of this fraction. This degree of freedom is required since some galaxies may have merged with a star–forming galaxy and therefore disappeared from the old galaxy population. Moreover, the normalization of the two distributions is regarded as a free parameter because the volume surveyed at the two redshifts might be different. Our approach assumes that both samples of galaxies have been passively evolving for a time much longer than the age difference between the two redshifts. Each member of the low–redshift sample has a progenitor which, statistically speaking, is included in the high–redshift sample. But each high–redshift galaxy has some probability of encountering a merger and disappearing from the low–redshift sample. Our method would fail only if this probability is both significantly large and significantly age–dependent. However, for a sufficiently narrow redshift interval, the merger probability is small. The tight color–magnitude relation of present-day ellipticals further limits the effect of mergers on their age distribution (Peacock 1991; Bower, Lucey & Ellis 1992; Peacock et al. 1998).

The two distributions are shown as the two upper panels of Figure 4 for an age shift of 0.3 Gyr and a total of $`75`$ galaxies in each distribution. We binned the distributions for illustrative purposes. The best statistical method to recover the shift is the Kolmogorov–Smirnov (KS) test on the unbinned data. The bottom panel shows the probability for getting a particular value of the peak in the KS probability (Press et al. 1992) for the three cases we consider. We derived this probability distribution through a large number of Monte–Carlo realizations of the above distributions. Also shown as shaded regions are the shift levels for which one could distinguish among the different $`w_Q(z)`$ histories in Figure 3. We find that the shifts can be recovered with good precision, despite the fact that the tip of the age distribution is populated by a small number of galaxies. In particular, we get a $`90\%`$ probability in this example for distinguishing among the different $`w_Q(z)`$ histories.

At present, there is no such set of galaxy spectra that could discriminate between a constant and a variable $`w_Q(z)`$. Nevertheless, it is instructive to examine the best spectroscopically observed pair of red galaxies to date, namely 53W091 and 53W069, which reside at $`z=1.43`$ and 1.55, respectively. The stellar populations of these galaxies have been studied in detail recently by Nolan et al. (2001), who demonstrated that the age–metallicity degeneracy can be broken based on UV rest-frame spectroscopy with high quality. However, since these galaxies where observed with only $`(S/N)6`$$`10`$, they do not provide strong constraints on $`w_Q(z)`$.

## 4 Conclusions

We have shown that the derivative of cosmic time with respect to redshift can be used as an effective tool for measuring the equation of state of the dark energy as a function of redshift. For this purpose, spectra of passively–evolving galaxies need to be obtained with a high signal-to-noise ratio. In order to differentiate at the 2-$`\sigma `$ level between a constant and a variable $`w_Q(z)`$, one needs $`70`$ pairs of galaxies at $`R24`$. For a field of view $`(10^{})^2`$, which is attainable with instruments like DEIMOS on the Keck telescope and VIMOS on the VLT, we estimate that the required number of ellipticals may be found in the volume between $`z=1.4`$ and 1.6, and so all pairs can be observed simultaneously over 10 hours of integration on a 10 meter class telescope, such as Keck or the VLT.

The key advantages of our method relative to supernova searches such as the SNAP space mission, are that (i) the observable $`(dz/dt)`$ is more sensitive to $`w_Q(z)`$ than the luminosity distance $`d_\mathrm{L}`$; and (ii) the related precision observations can be done from the ground. In fact, some observational groups have already identified relevant sets of red galaxies at high–redshifts (e.g., Daddi et al. 2000; Stockton 2001).

The Hubble constant, $`H_0`$, can be measured by computing the age difference between red galaxies at $`z=0`$ and $`z0.2`$. The characteristic age difference in this redshift range, $`2`$ Gyr, can be measured for a single pair of galaxies with a precision of $`20\%`$ given data with $`S/N=10`$ and spectral resolution of 10Å . A large volume of spectroscopic data with this quality on red galaxies in the local universe, will soon be released by the Sloan Digital Sky Survey (SDSS333http://www.sdss.org). The wavelength coverage of the SDSS spectra of 3900–9100 Å includes spectroscopic features such as $`H_\beta `$, that are sensitive to the aging of the stellar population. Given a statistical sample of many hundreds of red SDSS galaxies (D. Eisenstein, private communication), one could in principle determine the value of $`H_0`$ to a percent accuracy, as long as the systematic modeling uncertainties for relative ages can be reduced to that level. The differential age method is independent of the Cepheid distance scale and is subject to other uncertainties.

We thank Kurt Adelberger, Rennan Barkana, Rob Caldwell and Marc Kamionkowski for useful discussions. This work was supported in part by NASA grants NAG 5-7039, 5-7768, and by NSF grants AST-9900877, AST-0071019.


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# Do Globular Clusters Harbor Black Holes?

## 1 Introduction

Supermassive black holes have been convincingly detected in the centers of some nearby galaxies (Kormendy & Richstone 1995). Kormendy & Gebhardt (2001, hereafter KG2001) gave a comprehensive review of recent black hole discoveries made with the Hubble Space Telescope (HST). A tight correlation between black hole mass and bulge velocity dispersion is confirmed. They noticed that black hole mass correlates with the luminosity of “pseudobulges” in disk galaxies, elliptical galaxies and the bulges of disk galaxies, but is independent of the luminosity of galaxy disks. The correlation strongly suggests a causal connection between the formation and evolution of the black hole and the bulge but the nature of this connection remains unknown.

It is interesting to check whether this correlation still applies to both larger and smaller spherical systems. We may even speculate whether the correlation extends to systems with dispersion as low as that of globular clusters, since the globular clusters are also self-gravitating spherical systems similar to galactic bulges. Using the MBH$`\sigma `$ correlation, a crude estimate for the possible black hole mass in globular clusters can be obtained. For a typical massive globular cluster having a dispersion of the order of 10 km s-1, a black hole mass of about 2$`\times \mathrm{\hspace{0.17em}10}^3`$ M is expected. In certain galaxies, the black hole directly reveals itself through its associated accretion and activity. Such activity can hardly happen in globular clusters due to shortage of gas. However, recent X-ray observations of several starburst galaxies (e.g. M82, NGC 4038/39) reveal the existence of intermediate-mass black hole in starburst regions which are related to the formation of globular clusters (Kaaret et al. 2001; Matsumoto et al. 2001; Fabbiano, Zezas, & Murray 2001). The presence of a black hole in a globular cluster affects the stellar density profile and the central stellar dynamics. With the dynamical detection sensitivity currently available, black hole mass as low as 1000 M can hardly be identified (van der Marel 2001). So far, the only example was presented by Gebhardt et al. (2000) for M15 which may possibly host a black hole of the order of 103 M.

## 2 Constraint on MBH$`\sigma `$ correlation by M15

Gebhardt et al. (2000) inferred the projected velocity dispersion profile from $``$1800 member stars in M15 with known line-of-light velocities. Assuming isotropic velocity distribution, a constant stellar mass-to-light ratio (M/L)V = 1.7 and no rotation, the best spherical dynamical model that matches the data contains a 2000 M black hole (see fig.15 in Gebhardt et al. 2000). However, other models also explain the data, such as the models presented by Gebhardt et al. (2000). To draw a firm conclusion on this issue, further studies are needed.

If the globular clusters are eventually found to possess central black holes, as hinted in Gebhardt et al. (2000), it is interesting to investigate the correlation between black hole mass and velocity dispersion among globular clusters. Taking the projected velocity dispersion at effective radius 9.0 $`\pm `$ 0.7 km s-1 and assuming a black hole with mass of 2000 M, M15 can be plotted into the MBH$`\sigma _e`$ diagram. In Fig. 1, the solid line defined by

$$M_{BH}=(1.26\pm 0.07)\times \mathrm{\hspace{0.17em}10}^8M_{}\left(\frac{\sigma _e}{200\mathrm{km}\mathrm{s}^1}\right)^{3.42\pm 0.08},$$

is the best fit to the galaxies. Within the uncertainties, M15 is perfectly sitting on the lower extension of the fit! Adding M15 to KG2001 data, a robust MBH$`\sigma _e`$ correlation in a much larger range can be given as

$$M_{BH}=(1.27\pm 0.07)\times \mathrm{\hspace{0.17em}10}^8M_{}\left(\frac{\sigma _e}{200\mathrm{km}\mathrm{s}^1}\right)^{3.50\pm 0.04},$$

which is shown by dash line in Fig. 1. Should the globular clusters and galaxies follow similar physical process of black hole formation, they would exhibit the same correlation between black hole mass and velocity dispersion. Based on the data of globular clusters and galaxies, the determination of the MBH$`\sigma `$ correlation would be improved significantly.

## 3 Black Hole Mass Estimate in Globular Clusters

Bearing in mind that black hole mass correlates only with velocity dispersion or luminosity of the self-gravitating spherical systems, a bold speculation arises that the formation and growth of black hole can be linked with a certain potential physical process that is universal for such systems, and hence various sizes of self-gravitating systems satisfy the same correlation. With this speculation, the same MBH$`\sigma `$ correlation should be found in a wide range of dimensions going from stellar globular clusters to galaxies. The black hole mass measurement by Gebhardt et al. (2000) shows that the globular cluster M15 is remarkably consistent with the MBH$`\sigma `$ correlation derived from galaxies. This implies that the speculation might be applicable at least for globular clusters.

Adopting such a universal MBH$`\sigma `$ correlation, the mass of the black hole in globular clusters can be estimated in terms of velocity dispersion. In Table 1, the parameters of 22 Galactic and 9 M31 globular clusters are tabulated. According to the relation between the black hole mass and central velocity dispersion of galaxies, given by equation (5) in Merritt & Ferrarese (2001), the mass of black holes in those globular clusters is estimated. The results areand listed in column (6) of Table 1. The uncertainties are given following those of velocity dispersion data.

For galaxies, black hole mass also correlates with bugle luminosity. Such a correlation is expected yet to present in globular clusters. The luminosity of globular clusters is plotted against black hole mass in Fig. 2. The solid line gives the best fit of galaxies by KG2001. The globular clusters fall around the solid line with a considerable scatter. This consistency reinforces the possibility that the globular clusters harbor black holes and satisfy the same MBH$`\sigma `$ correlation as that of galaxies.

It is a pleasure to thank Prof. X.-P. Wu for his creative advice and discussions. The author is extremely grateful to Prof. L.-C. Deng for excellent suggestions and so much help. Many thanks to the staffs of stars and stellar systems group for their very kind help. The author also thank the referee Prof. Z.-G. Deng for helpful suggestions that improve the paper. This work is supported in part by the Ministry of Science and Technology of China through grant G19990754.


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# DMRG Study of the Ground State at Higher Landau Levels – Stripes, Bubbles and the Wigner Crystal –

## I Introduction

In the lowest Landau level the fractional quantum Hall effect is observed. However, it has not been observed in the Landau levels with Landau index $`N_\mathrm{L}`$ larger than two. This is because the interaction between electrons is not short-ranged enough to make Laughlin state realized. In such higher Landau levels, Koulakov et al. proposed realization of the stripe and bubble phases based on the Hartree-Fock theory . These phases belong to families of the charge density wave states proposed before the discovery of the fractional quantum Hall effect in the lowest Landau level . So it is natural to anticipate such states once the FQH states are denied.

The evidence of the stripe phase has been obtained from experiments on ultra high mobility samples at low temperature as remarkable anisotropy in the longitudinal resistance when the higher Landau level is nearly half-filled . Although no direct evidence of the bubble phase has been obtained, the reentrant IQHE around $`\nu ^{}1/4`$ and 3/4  suggests the realization of the bubble phase, where $`\nu ^{}=\nu [\nu ]`$ is the filling factor of the topmost partially filled Landau level.

Since, the Hartree-Fock theory may fail to find the true ground state as evidenced in the lowest Landau level, more reliable theory is desirable. So exact diagonalization studies have been done, and the realization of the stripe phase and the bubble phase in the ground state was confirmed . However, the system size treated by the exact diagonalization is quite small, and the filling factor studied was limited. Because of these limitations, such study cannot determine the phase diagram of the present system. In the present study we investigated the ground state by DMRG method . We have investigated systems with up to 18 electrons, and determined the ground state at various filling factors by examining the pair correlation function. Part of the investigation, where we clarified the phase diagram in the third lowest Landau level ($`N_\mathrm{L}=2`$) has already been published . Here, we give new results for the fourth lowest landau level together with the previous results.

## II Model and Method

The Hamiltonian for electrons in Landau levels contains only the Coulomb interactions. After the projection onto the $`N_\mathrm{L}`$th Landau level, the Hamiltonian is written as

$$H=\underset{i<j}{}\underset{𝐪}{}e^{q^2/2}\left[L_{N_\mathrm{L}}(q^2/2)\right]^2V(q)e^{i𝐪(𝐑_i𝐑_j)},$$
(1)
where $`𝐑_i`$ is the guiding center coordinate of the $`i`$th electron, which satisfy the commutation relation $`[R_j^x,R_k^y]=\mathrm{i}\delta _{j,k}`$. $`L_{N_\mathrm{L}}(x)`$ are the Laguerre polynomials, and $`V(q)=2\pi e^2/q`$ is the Fourier transform of the Coulomb interaction. The magnetic length $`l`$ is set to be 1. We consider uniform positive background charge to cancel the component at $`q=0`$ in eq. (1), and neglect the electrons in fully occupied lower Landau levels. Periodic boundary condition is imposed both in the $`x`$ and $`y`$ directions the period being $`L_x`$ and $`L_y`$, respectively. The filling factor of the relevant Landau level is $`\nu ^{}=2\pi N_\mathrm{e}/L_xL_y`$, where $`N_\mathrm{e}`$ is the total number of electrons. We used the DMRG method to obtain the ground state of the system with up to 18 electrons at various fillings with changing the aspect ratio $`L_x/L_y`$.

We first investigated the aspect ration dependence of the ground state energy at fixed filling factors. Then pair correlation function $`g(𝐫)`$ in guiding center coordinates,

$$g(𝐫)=\frac{L_xL_y}{N_\mathrm{e}(N_\mathrm{e}1)}\underset{ij}{}\delta (𝐫+𝐑_𝐢𝐑_𝐣)$$
(2)
is calculated at local minima of the ground state energy. For the most filling factors our system is large enough that it is rather easy to tell the ground state CDW pattern by looking at $`g(𝐫)`$.

## III Results

From the pair correlation function we found that the ground state at $`N_\mathrm{L}=2`$ and 3 is either the Wigner crystal, the bubble state, or the stripe state depending on the filling factor $`\nu ^{}`$ and the Landau level index $`N_\mathrm{L}`$, except for a small region of the filling factor around 0.28 in $`N_\mathrm{L}=3`$ Landau level. The resultant phase diagram is shown in Fig.1 and Fig.2. For $`N_\mathrm{L}=2`$ Landau level there are three phases. The boundary between the Wigner crystal state and the two-electron bubble phase lies between $`\nu ^{}=2/9`$ and $`1/4`$, and that between the two-electron bubble and the stripe phase lies between $`\nu ^{}=4/11`$ and $`2/5`$. Inspection of the $`𝐫`$ dependence of $`g(𝐫)`$ shows that these boundaries are the first order phase transition points. For $`N_\mathrm{L}=3`$ Landau level there are at least four phases. Here three-electron bubble phase, where cluster of tree electrons form a kind of the Wigner crystal, becomes possible. The ground state between $`\nu ^{}=1/4`$ and $`0.3`$ has not been identified. We will discuss this state later.

We also solved the Hamiltonian by the Hartree-Fock theory . In this method the filling factor is also limited to simple rational fractions. However, for the bubble phase the order parameters obtained by the this method almost coincide with those proposed by Fogler and Koulakov , just the same as the case of the Wigner crystal state . Then it is possible to obtain the Hartree-Fock ground state as a continuous function of the filling factor, and transition point between different bubble states can be determined. The stripe phase has weak modulation along the stripes, which opens the gap at the Fermi level and lowers the energy. The phase diagram by this method is also shown in Figs.1 and 2. The phases are separated by the first order phase transition similarly to the DMRG case. The phase diagrams from these two methods are similar except that the correct phase diagram by the DMRG shows wider region for the stripe phase. The three-electron bubble phase at $`N_\mathrm{L}=2`$ and the four electron bubble phase at $`N_\mathrm{L}=3`$ are swallowed by the stripe phase.

## IV Discussion

In this paper we have determined the phase diagram of electrons in the third and fourth lowest Landau levels by the DMRG method. The slight difference in the phase diagrams for $`N_\mathrm{L}=2`$ and $`3`$ comes from the range of the Coulomb interaction projected to each Landau level, namely the Laguerre polynomial in eq.(1) is responsible for the difference. In actual systems there are several factors which affect the form of the Coulomb potential. The first is the spread of the wave function in the direction perpendicular to the two-dimensional plane. This spread acts mostly to reduce the short-range part of the Coulomb interaction. Since this part is already reduced by the Laguerre factor in the higher Landau levels, we do not expect this will cause qualitative change to our phase diagram. Another factor is the screening by the electrons in the filled lower Landau levels. This acts to reduce the long-range part of the interaction. We did not considered this factor, since this effect is sample dependent. Namely, it depends on the electron density as well as the filling factor. Comparing our Hartree-Fock results with those by Shklovskii’s group, where the screening effect is considered , we have concluded that the screening effect does not affect the qualitative feature of the phase diagram.

We think that the reentrant IQH state is the two-electron bubble phase, which is pinned by impurities. Then our calculation predicts that the reentrant phase should be observed in $`N_\mathrm{L}=3`$ Landau level at lower filling factor.

Our calculation until now have not identified the ground state between $`\nu ^{}=1/4`$ and $`0.3`$ for $`N_\mathrm{L}=3`$ Landau level. The $`g(𝐫)`$ looks like stripe phase with stronger modulation. Actually the energy of stripe phase by the Hartree-Fock theory is quite close to those of the 2-electron and 3-electron bubble phases here. Since the energy lowering by the quantum fluctuation is larger in stripe phase as the result around $`\nu ^{}1/2`$ shows, reentrant stripe phase is a feasible candidate. We hope that we can identify this phase in near future.

## ACKNOWLEDGMENTS

Part of the numerical calculation is performed in the ISSP, University of Tokyo. D.Y. thanks Aspen Center for Physics, where part of the work was done. The present work is supported by Grant-in-Aid No. 12640308 and No. 11740184 from MEXT, Japan.