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# Generalized bit-moments and cumulants based on discrete derivative

## 1. Introduction

The last decade saw an increasing interest in a nonextensive generalization of Boltzmann-Gibbs statistical mechanics, popularly called as Tsallis statistics. It is based on a nonadditive entropy, dependent on a real positive parameter $`q`$. Maximising Tsallis entropy under suitable constraints, leads to power-law type distributions which have been applied to various classes of physical systems and models, for example, fully developed turbulence, low-dimensional maps at onset of chaos, Hamiltonian systems with long-range interactions etc. (see Ref.  for a complete list of references.) Apart from these, it has motivated extension of the axiomatic foundations of information theory  as well as development of new mathematical tools and quantifiers .

In this spirit, the classical bit cumulants were generalized  within nonextensive thermodynamic approach. Bit statistics is a tool to describe the complicated probability distributions, such as generated by chaotic systems. Particularly, the second bit cumulant which is a generalization of specific heat, can be applied in the context of equilibrium and non-equilibrium phase transitions . The $`q`$-generalized second bit cumulant has been applied  to study the issue of sensitivity to initial conditions in asymmetric unimodal maps at the threshold of chaos.

In this letter, we show that these generalized bit- moments and cumulants can be generated simply by introducing a discrete derivative in place of usual derivative into their definitions. The generalization we aim at can be achieved in two ways: (i) only generalize the bit-moments and then use the standard relations between bit-moments and bit-cumulants to define generalized cumulants, which yields $`q`$-cumulants of Ref. ; (ii) generalize the moments and cumulants independently from their basic definition (see below), using the discrete derivative. This procedure does not preserve standard relations between moments and cumulants.

First we briefly review the moments and cumulants in the Shannon-Gibbs bit statistics. Given a probability distribution $`\{p_i|x=x_i\}_{i=1,\mathrm{},W}`$ for a discrete random variable $`x`$, $`k`$th order moments of the distribution are defined as $`M_k=_{i=1}^Wx_{i}^{}{}_{}{}^{k}p_i`$. It is useful to define a generalized partition function, $`Z(\sigma )=_ip_ie^{\sigma x_i}`$. Then moments of the distribution $`\{p_i\}`$ are given as

$$M_k=\frac{^k}{\sigma ^k}Z(\sigma )|_{\sigma =0}.$$
(1)
Similarly, the cumulants for the distribution may be obtained from a generating function $`G(\sigma )=\mathrm{ln}Z`$, as follows

$$C_k=\frac{^k}{\sigma ^k}G(\sigma )|_{\sigma =0}.$$
(2)
Let us take $`x`$ to be the fluctuating bit number, $`\mathrm{ln}p_ia_i`$. Thus the relevant partition function is

$$Z(\sigma )=\underset{i}{}p_ie^{\sigma a_i}.$$
(3)
Now within the above statistical analysis, the first cumulant $`C_1`$ (which is also equal to first moment $`M_1`$) is the average value of the bit number. In the present context, it is equal to Shannon entropy. The second cumulant is given by $`C_2=_i(\mathrm{ln}p_i)^2p_i(_ip_i\mathrm{ln}p_i)^2`$, and is called the bit variance. Realizing that within Tsallis’ framework, the generalized bit number can be given by

$$[a_i]=\frac{(p_i)^\mathrm{\Delta }1}{\mathrm{\Delta }},$$
(4)
where from now on we imply $`\mathrm{\Delta }=(1q)`$, a generalization  of standard cumulants was considered by modifying the partition function in Eq. (3) based on $`[a_i]`$ instead of $`a_i`$. Such a generalization of second bit cumulant has found an interesting application in low-dimensional maps at chaotic threshold. Note that in applications of Tsallis formalism to such systems a critical value of $`q=q^{}`$ exists, which may be inferred from the study of sensitivity to initial condition  or from the multifractal spectrum of the attractor at chaotic threshold . Although, a priori, $`q`$ introduced above is a free parameter, it is found to behave like the critical index $`q^{}`$ in quantifiers such as the generalized second bit cumulant. This implies that  information about relation of Tsallis index $`q^{}`$ and inflexion parameter $`z`$ of the nonlinear mapping can be reliably obtained, where it is difficult to do so by other techniques (see also ).

### 2. Method (i)

In the following, we show that moments of the above bit number in Eq. (4) can be obtained by modifying the derivative rule in the Eq. (1), but keeping the partition function of Eq. (3) unchanged. We simply replace the ordinary derivative with respect to $`\sigma `$ by a discrete derivative operator defined as follows

$$_{\mathrm{\Delta },x}f(x)=\frac{f(x+\mathrm{\Delta })f(x)}{\mathrm{\Delta }}.$$
(5)
Naturally, as $`\mathrm{\Delta }=(1q)0^+`$, we get back the ordinary derivative. Now we make the substitution

$$\frac{^k}{\sigma ^k}Z(\sigma )_{\mathrm{\Delta },\sigma }^kZ(\sigma ).$$
(6)
In other words, the $`q`$-moments of order $`k`$, are defined as

$$M_k^{(q)}=_{\mathrm{\Delta },\sigma }^kZ(\sigma )|_{\sigma =0}.$$
(7)
It can be easily verified that the $`q`$-moment of order 1 is

$$M_1^{(q)}=\frac{1\underset{i}{}(p_i)^q}{q1},$$
(8)
which is Tsallis entropy. Pseudoadditivity of Tsallis entropy can be understood as originating from the modified Leibnitz rule

$`_{\mathrm{\Delta },x}fg(x)`$ $`=`$ $`_{\mathrm{\Delta },x}f(x)g(x)+f(x+\mathrm{\Delta })_{\mathrm{\Delta },x}g(x)`$ (9)
$`=`$ $`_{\mathrm{\Delta },x}f(x)g(x+\mathrm{\Delta })+f(x)_{\mathrm{\Delta },x}g(x).`$ (10)
In general, we have

$$M_k^{(q)}=\underset{i}{}([a_i])^kp_i.$$
(11)
Note that generalized bit number $`[a_i]`$ of Eq. (4) appears automatically by operating discrete derivative on the ”classical” partition function, Eq. (3). To obtain $`q`$-cumulants, we have to consider the rule in Eq. (6) again. For that purpose we note that

$$C_1=\frac{1}{Z}\frac{}{\sigma }Z(\sigma )|_{\sigma =0}.$$
(12)
Thus $`q`$-cumulant of order 1 can be written as

$$C_1^{(q)}=\frac{1}{Z}_{\mathrm{\Delta },\sigma }Z(\sigma )|_{\sigma =0}.$$
(13)
Due to the normalization $`Z(\sigma =0)=1`$, $`C_1^{(q)}=M_1^{(q)}`$. Similarly, we have

$$C_2=\frac{1}{Z}\frac{^2}{\sigma ^2}Z(\sigma )|_{\sigma =0}\frac{1}{Z^2}\left(\frac{Z(\sigma )}{\sigma }\right)^2|_{\sigma =0}.$$
(14)
Applying rule of Eq. (6), we have

$$C_2^{(q)}=\frac{1}{Z}_{\mathrm{\Delta },\sigma }^2Z(\sigma )|_{\sigma =0}\frac{1}{Z^2}(_{\mathrm{\Delta },\sigma }Z(\sigma ))^2|_{\sigma =0},$$
(15)
and so on for higher order $`q`$-cumulants. Note that $`C_2^{(q)}`$ is the variance of the generalized bit number $`[a_i]`$ in the same way as $`C_2`$ is the variance of the classical bit number $`\mathrm{ln}p_i`$. In the above scheme, we have effectively generalized the standard bit moments to $`q`$-moments and then $`q`$-cumulants follow as a result of standard relations between moments and cumulants of a distribution. In this way, we maintain the usual meaning of moments and cumulants of a distribution.

### 3. Method (ii)

Naturally, one cannot claim a unique way to define the generalized bit moments as well as the cumulants. This problem is similar to the one of defining a (multi)parameter dependent generalization of Shannon entropy, where some physical/mathematical principle is required to motivate the generalization. For example, seeking the form invariance of certain mathematical relations can require the valid generalized entropy to be an appropriate renormalisation of Tsallis entropy . In this sense, our method (i) is motivated by the requirement of keeping the standard meaning of bit moments and cumulants, and also the relations between them. Otherwise, the use of a modified derivative operator offers at least one more possibility to define a generalization of the standard bit cumulants. The new rule may be given as

$$\frac{^k}{\sigma ^k}_{\mathrm{\Delta },\sigma }^k.$$
(16)
Compare this with Eq. (6). Then applying the above rule to Eqs. (1) and (2), we note that $`q`$-moments remain the same as given by Eq. (7), but $`q`$-cumulants are a new set of quantities given by

$$𝒞_k^{(q)}=_{\mathrm{\Delta },\sigma }^kG(\sigma )|_{\sigma =0}.$$
(17)
This generalization seems interesting due to the fact that the first $`q`$-cumulant is

$$𝒞_1^{(q)}=\frac{\mathrm{ln}\underset{i}{}(p_i)^q}{1q},$$
(18)
which is Renyi entropy with index $`q`$ . This distinguishes Tsallis entropy and Renyi entropy, based on the use of discrete derivative: Tsallis entropy is obtained from $`Z`$, while Renyi entropy follows from the generating function $`G=\mathrm{ln}Z`$. Also this definition of Renyi entropy potentially connects it to non-commutative differential calculus  which is based on discrete derivative.

However, it should be pointed out that in method (ii), the standard relations between moments and cumulants cannot be preserved. Thus as is already evident, the first $`q`$-cumulant is not equal to first $`q`$-moment. This implies that Renyi entropy cannot be inferred here as a simple expectation value of some generalized bit number. In fact, it can be written only as a kind of nonlinear average .

Similarly, the $`q`$-cumulant of order 2 is given by

$$𝒞_2^{(q)}=\frac{1}{(1q)^2}\left[\mathrm{ln}\underset{i}{}(p_i)^{2q1}2\mathrm{l}\mathrm{n}\underset{i}{}(p_i)^q\right],$$
(19)
which is not equal to the bit variance of generalized bit number $`[a_i]`$, given from Eq. (15) as

$$C_2^{(q)}=\frac{1}{(1q)^2}\left[\underset{i}{}(p_i)^{2q1}(\underset{i}{}(p_i)^q)^2\right].$$
(20)
Thus there does not appear to be a generalized bit number connected with Renyi entropy, unlike $`[a_i]`$ for Tsallis entropy. However, these quantities do go back to the standard bit variance in the limit $`q1`$. The positivity of $`𝒞_2^{(q)}`$ follows from the similar property of $`C_2^{(q)}`$. Thus if $`𝒞_2^{(q)}`$ is considered as generalization of $`C_2^{(1)}`$, then it is interesting to see the implications of using $`𝒞_2^{(q)}`$ instead of $`C_2^{(q)}`$ in such systems as, for example, low dimensional maps along the lines of Ref. . Such a comparative study can help to elucidate the separate roles of Renyi and Tsallis entropies in these systems when they exhibit power-law behaviour .

After observing that discrete derivative may be relevant for Renyi entropy, we consider the special case of multifractals . For such measures also, we can define a generalized partition function $`Z(\beta )=_i(p_i)^\beta `$, where the sum ranges over boxes of size $`l`$. We note that $`Z(\beta )`$ and $`Z(\sigma )`$ in Eq. (3) are equivalent and $`\beta 1\sigma `$. Thus discrete derivative can be expected to be significant for multifractal measures also. For length scale $`l0`$, the partition function scales as

$$Z(\beta )=\underset{i}{}(p_i)^\beta l^{\tau (\beta )}.$$
(21)
The measure is characterized by a whole sequence of exponents $`\tau (\beta )`$, given by

$$\tau (\beta )=\underset{l0}{lim}\frac{\mathrm{ln}\underset{i}{}(p_i)^\beta }{\mathrm{ln}l}.$$
(22)
Choosing different values of $`\beta `$ helps to scan subsets with different probability strengths scaling as $`p_il^{\alpha _i}`$. These properties can be expressed by taking the derivative of $`\tau (\beta )`$ as

$$\frac{d}{d\beta }\tau (\beta )=\underset{l0}{lim}\frac{\underset{i}{}(p_i)^\beta \mathrm{ln}p_i}{_i(p_i)^\beta \mathrm{ln}l}.$$
(23)
Let us replace the ordinary derivative by the discrete derivative and taking into the fact that $`\beta =1\sigma `$, we find that

$$_{\mathrm{\Delta },\beta }\tau (\beta )=\underset{l0}{lim}\mathrm{ln}\left(\frac{\underset{i}{}(p_i)^{\beta \mathrm{\Delta }}}{_i(p_i)^\beta }\right)/\mathrm{\Delta }\mathrm{ln}l.$$
(24)
We find that

$$_{\mathrm{\Delta },\beta }\tau (\beta )|_\beta \mathrm{}=\alpha _{\mathrm{max}},$$
(25)
and

$$_{\mathrm{\Delta },\beta }\tau (\beta )|_\beta \mathrm{}=\alpha _{\mathrm{min}},$$
(26)
where $`\alpha _{\mathrm{max}}`$ and $`\alpha _{\mathrm{min}}`$ are the end points of the multifractal spectrum. These results are just the same as will be obtained by working with Eq. (23). This is reasonable, as discrete derivative in $`\beta `$ measures the change in function with respect to a finite increment $`\mathrm{\Delta }`$. As $`|\beta |\mathrm{}`$, any finite increment $`\mathrm{\Delta }`$ is infinitismally small relative to the magnitude of $`|\beta |`$ and so we expect discrete derivative to yield same result as the usual derivative in this limit. However, for finite $`\beta `$ such as equal to unity, we have

$$_{\mathrm{\Delta },\beta }\tau (\beta )|_{\beta =1}=\frac{1}{(q1)}\underset{l0}{lim}\frac{\mathrm{ln}\underset{i}{}(p_i)^q}{\mathrm{ln}l}=D_q,$$
(27)
which is the definition of generalized dimension. This again illustrates that discrete derivative is the generator of Renyi information, where using the ordinary derivative would give Shannon information

$$\frac{d}{d\beta }\tau (\beta )|_{\beta =1}=\underset{l0}{lim}\underset{i}{}\frac{p_i\mathrm{ln}p_i}{\mathrm{ln}l}.$$
(28)
## 4. Concluding remarks

We have used discrete derivative to obtain generalized bit moments or cumulants and within that, we have noticed the basis to distinguish Tsallis and Renyi entropy. Tsallis entropy has been previously related to Jackson’s $`q`$-derivative and this observation motivated the search for connections between quantum group theory and nonextensive statistics . In fact, it is well known that discrete derivative and Jackson derivative can be mapped onto each other . Briefly, the discrete translation produced by the former operator correspond to dilatation by the latter. Thus the modification of the derivative in Eq. (6) can be written equivalently as

$$\frac{^k}{\sigma ^k}Z(\sigma )(yD_{y,q})^kZ(y),$$
(29)
where $`D_{y,q}`$ is the Jackson derivative operator

$$D_{y,q}f(y)=\frac{f(qy)f(y)}{(q1)y}.$$
(30)
The variable $`y`$ is defined as $`y=e^\sigma `$. Note that the operator $`(yD_{y,q})^k`$ goes to $`\frac{^k}{\sigma ^k}`$ as $`q1`$.

Secondly, as both Shannon and Renyi entropies are additive with respect to independent subsystems, and nonadditivity has been thought to be related to Jackson derivative, it seems Renyi entropy may not have any connection with discrete derivatives. This is somewhat surprising as Jackson derivative seems relevant for multifractal sets  and Renyi entropy has also proved useful for such systems . After showing above that discrete derivative is the generator of Renyi entropy, we point out that it is also consistent with the additive property of Renyi entropy which has been derived here from the generating function $`G=\mathrm{ln}Z`$. Thus for independent subsystems $`A`$ and $`B`$, $`Z(A+B)=Z(A).Z(B)`$ and so the generating function is additive $`G(A+B)=G(A)+G(B)`$. Now the discrete derivative is distributive:

$$_{\mathrm{\Delta },x}(f+g)(x)=_{\mathrm{\Delta },x}f(x)+_{\mathrm{\Delta },x}g(x).$$
(31)
and additivity of Renyi entropy follows directly from this.

In general, we observe that cumulants of method (i) are nonadditive with respect to independent subsystems, whereas those of method (ii) are additive in nature. Thus based on discrete derivative, for one class of (nonextensive) $`q`$-bit moments in Eq. (7), we have two classes of $`q`$-bit cumulants distinguished by their additive properties. Tsallis and Renyi entropies have been cast here in the more general framework of bit-moments and cumulants. Particularly, the concept of biased averaging $`_i(p_i)^q`$ found in both the entropies is shown to have its origin in the finite increment induced by discrete derivative or equivalently, dilatation induced by Jackson derivative. It is hoped that the present approach will help in better understanding the origin and connection between these entropies.

### Acknowledgements

I wish to thank Alexander von Humboldt Foundation, Germany, for financial support.


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# The difficult discrimination of Impulse Stimulated Raman Scattering redshift against Doppler redshift

## 1 Introduction

Twenty years ago, the interpretation of hundreds of observed redshifts seemed so difficult  than many alternatives were searched, in particular an incoherent Raman scattering , but these trials failed because they led to a blur of the images, of the spectra, or they supposed strange properties of matter; the dangerous use of the photon  prevented to consider the coherent Raman scattering, as it tried to dissuade Townes from discovering the maser .

In previous papers , we have described a light-matter interaction, named now ”Incoherent Light Coherent Raman Scattering” (ILCRS), which shifts the frequency of incoherent light by the interference of an exciting incoherent beam with the light scattered by interaction with some low pressure gases. A few molecules per cubic metre would produce the whole cosmological redshift; this order of magnitude shows that a part of the redshift observed in the spectra of some objects could be produced by ILCRS.

As ILCRS is not well known, we need to describe it first. But, to avoid the heavy ab initio method used in the previous papers, ISRS will be considered here as an avatar of a well known effect:

The ”Impulsive Stimulated Raman Scattering” (ISRS), observed using high power ultrashort laser pulses, shifts the frequencies; these shifts depend on the intensity of the laser pulses . Increasing the length of the pulses by orders of magnitude has important quantitative effects. ISRS has no intensity threshold, but decreasing the intensity has the usual linearisation effect due to the zero point electromagnetic field: the frequency shift becomes independent on the intensity; the new name ILCRS is justified by this qualitative change.

## 2 Extension of ISRS to long pulses

The replacement of the short, femtosecond laser pulses usually used to perform ISRS, by pulses similar to the relatively long, nanosecond pulses which make incoherent light is a change of the scale of time by a factor of the order of $`10^5`$. This change of the scale of time applies to the other time constants:

i) The space-coherence of the Raman scattering of a wide beam requires that all mono- or poly-atomic molecules radiate with the same phase, that is that no collision perturbs the molecules during a pulse. In ISRS, this condition is fulfilled even in dense matter. To obtain ILCRS, a very low pressure gas must be used.

ii) The Raman period which corresponds to a transition between the molecular levels must be longer than the duration of the pulses: to be active, the gas must have Raman transitions in the radio-frequencies domain, that is it must have an hyperfine structure. Thus the active molecules are:

\- polyatomic molecules with an odd number of electrons; with some exceptions (NO), these molecules are not of common use in the labs even if they are stable, because they are chemically reactive, moderately, as OH, NH2, or strongly as H$`{}_{}{}^{+}{}_{2}{}^{}`$;

\- heavy molecules or atoms;

\- all mono- or poly-atomic molecules in an electric or magnetic field, because their eigenstates are split by Stark or Zeeman effects.

## 3 Extension of Impulsive Stimulated Raman scattering (ISRS) to low power exciting light

In previous papers, we considered the light emitted by dipolar molecules excited by an incident field, without collisions, in a spontaneous but coherent emission; the scattered electric field is proportional to the incident electric field, so that the frequency shift does not depend on the intensity of the incident field. In ISRS experiments , the stimulated emitted field is proportional to the square of the incident field, so that it seems that the effects are different. They are not because the physically meaningful electric field $`\widehat{E}`$ is the sum of the regular field $`E`$ obtained by the usual computation of the radiation of a dipole and the component $`E_0`$ of the zero point electromagnetic field which induces the emission of $`E`$; the field considered in ISRS, in a computation by the correct semiclassical electrodynamics or by quantum electrodynamics, is $`\widehat{E}=E_0+E`$. Evidently, using lasers, $`E_0`$ is negligible. For a low level excitation, the zero point field is larger than $`E`$; in $`\widehat{E}^2=E_0^2+2EE_0+E^2`$, $`E^2`$ is negligible and $`E_0^2`$ is a constant which exists in the dark, so that the square $`\widehat{E}^2`$ varies proportionally to $`E`$ and the frequency shift does not depend on the intensity of the field.

The common properties of ISRS and ILCRS are:

i) ISRS and ILCRS are space-coherent: The wave surfaces of an output beam are identical to the wave surfaces of the input beam; if the beam is wide enough to neglect diffraction, images brought by the beam remain good, without any blur.

ii) The input beam is frequency-shifted, but the width of a spectral line is not changed.

iii) The matter must have Raman lines; the period corresponding to a transition between the Raman levels must be longer than the duration of the pulses.

iv) The relative frequency-shift $`\mathrm{\Delta }\nu /\nu `$ depends on the tensor of polarisability of the matter, which is subject to dispersion;

v) There is no intensity threshold.

ILCRS differs from ISRS by:

vi) In ILCRS the frequency shift does not depend on the intensity of the beam. Thus $`\mathrm{\Delta }\nu /\nu `$ is nearly constant.

The shifts produced by ILCRS and Doppler effect are added; an evaluation of the ratio of the two shifts requires a study of the shifted spectrum precise enough to show the dispersion of ILCRS frequency shift.

## 4 De-excitation of the molecules

The names ISRS and ILCRS are ambiguous because they mean that these effects are Raman, that is that a single light beam interacts with the molecules which are excited or de-excited. This Raman effect exists, but it is less intense than a four photons parametric effect which mixes two simultaneous Raman effects, so that the molecules keep their excitation constant. In laser experiments, the de-exciting beam may be produced by a laser, or result from a super-radiant generation. In ILCRS, the de-excitation of the very low pressure gas can only be radiative; we may have spontaneous radiative de-excitations, but more probably the parametric process, in which the ILCRS blueshift concerns mostly the 2.7K radiation, amplifying it.

The modes of the light have a temperature computed from Planck’s laws. Transferring energy from a hot beam to a colder beam, the active molecules help an increase of the entropy of the light, they are a sort of catalyst.

## 5 Observation of absorption lines of ILCRS active gases.

Suppose that where a gas absorbs, the observed light beam is redshifted by ILCRS or the expansion of the Universe. The absorption scans the frequencies of the beam between the redshifted observed frequency and the line frequency, that is the width of the observed line nearly equals the redshift. As it is much widened, the line appears very weak; if there are many lines in the spectrum, the lines are mixed, the absorption appears uniform, the gas cannot be detected.

A consequence could be the non-detection of the molecule H$`{}_{}{}^{+}{}_{2}{}^{}`$ which is active in ILCRS. The observation of the 21 cm line shows that there are clouds of H2; some astrophysicists think that H2, only observable in absorption by this forbidden transition, could make a part of the dark matter. UV radiation is able to ionise H2 into H$`{}_{}{}^{+}{}_{2}{}^{}`$, a very stable molecule; but H$`{}_{}{}^{+}{}_{2}{}^{}`$ is very reactive, destroyed by all collisions, so that while it may be relatively abundant in very low pressure H2, on the contrary it is nearly absent at higher pressures. Thus, if H$`{}_{}{}^{+}{}_{2}{}^{}`$ is present in a cloud, the pressure is low enough for ILCRS : in any case it is not seen. On the contrary OH, NH2, are slowly destroyed by the collisions, they can exist at pressures which forbid ILCRS, so that they are observed.

In conclusion, invisible clouds of H2 and H$`{}_{}{}^{+}{}_{2}{}^{}`$ can redshift the light which crosses them.

## 6 Observation of the dispersion of ISRS

The relative frequency shift $`\mathrm{\Delta }\nu /\nu `$ by Doppler effect or expansion is strictly independent on the frequency. On the contrary ILCRS depends on the intensity of Raman scatterings subject to dispersion. Two reasons make this dispersion low : The first one, whose evaluation is very difficult, is that, in the parametric process, the dispersion of the redshifting Raman component is partly compensated by the influence of the blueshifting component. The second one comes from a compensation of the dispersions of two lines :

Write the ILCRS frequency shift in a sheet of a chemically homogenous, low pressure gas:

$$\mathrm{d}\nu =\frac{\rho \nu }{q+r(\nu )}\mathrm{d}x$$
(1)
where $`\rho `$ is the density of the gas and $`q+r(\nu )`$ a function depending on the gas in which $`q`$ is a constant, and the average of the small function $`r(\nu )`$ which represents the dispersion is zero.

Two frequencies $`\nu _i`$ and $`\nu _j`$ of the light source at x=0 and the corresponding frequencies $`\nu _{io}`$ and $`\nu _{jo}`$ observed at $`x=X`$ are bound to the mass of the gas per unit of surface by :

$$_0^X\rho dx=_{\nu _i}^{\nu _{io}}(q+r(\nu ))\frac{\mathrm{d}\nu }{\nu }=_{\nu _j}^{\nu _{jo}}(q+r(\nu ))\frac{\mathrm{d}\nu }{\nu }=\mathrm{}$$
(2)
Integrating :

$$q\left[\mathrm{ln}\left(\frac{\nu _i}{\nu _{io}}\right)\mathrm{ln}\left(\frac{\nu _j}{\nu _{jo}}\right)\right]=_{\nu _i}^{\nu _{io}}r(\nu )\frac{\mathrm{d}\nu }{\nu }_{\nu _j}^{\nu _{jo}}r(\nu )\frac{\mathrm{d}\nu }{\nu }=_{\nu _i}^{\nu _j}r(\nu )\frac{\mathrm{d}\nu }{\nu }_{\nu _{io}}^{\nu _{jo}}r(\nu )\frac{\mathrm{d}\nu }{\nu }$$
(3)
Supposing that $`\nu _i\nu _j`$ is small, $`r(\nu )`$ may be replaced by its mean value $`m(\nu _i,\nu _j)`$ between $`\nu _i`$ and $`\nu _j`$, so that equation 3 becomes:

$$\mathrm{ln}\left(\frac{\nu _i}{\nu _{io}}\right)\mathrm{ln}\left(\frac{\nu _j}{\nu _{jo}}\right)\frac{2(\nu _j\nu _i)m(\nu _i,\nu _j)}{q(\nu _i+\nu _j)}\frac{2(\nu _{jo}\nu _{io})m(\nu _{io},\nu _{jo})}{q(\nu _{io}+\nu _{jo})}$$
(4)
Supposing that a frequency shift is purely Doppler, the first member of equation 4 is zero; else, as all frequencies are known, equation 4 gives a relation between the mean dispersions $`m(\nu _i,\nu _j)/q`$ and $`m(\nu _{io},\nu _{jo})/q`$.

Discriminating the dispersions in the intervals $`(\nu _i,\nu _j)`$ or $`(\nu _{io},\nu _{jo})`$, seems possible by a statistical study if the lines are observed with many redshifts; the dispersions could characterise the redshifting gas. The spectroscopy of quasars seems particularly favourable to such a characterisation because:

\- observing similar quasars, sharp absorption lines are observed with many different redshift:

\- the active gases are made of atoms, so that there are few absorption lines, thus relatively large dispersions bound to resonances do not overlap;

-these resonances are near known absorption lines, so that their observation will be a test of the appropriateness of the theory for the quasars. Unhappily, up to now, a sufficient number of very high resolution, well calibrated spectra, is not available.

## 7 The Lyman spectra of the quasars

The spectrum of the quasar shows mainly Lyman lines of the hydrogen atom and some weaker UV metal lines. The strong emission spectrum defines the redshift of the quasar, while similar absorption spectra appear with several lower redshifted. The absorption lines are sharp. Two types of theories have been proposed: either the hot atomic gas which absorbs is in a halo around the quasar, the redshift being produced by a Doppler effect, or it is in the intergalactic space, the redshift being produced by the expansion of the universe.

Supposing that the gas is next to the quasar, it must be ejected by the quasar with extremely large speeds to provide large enough redshifts; this requires extremely large energies, and a propagation of the gas in the vacuum, so that a second problem is the confinement of the sheets of gas. As these problems cannot be solved reasonably, these types of theory are given up.

If the absorbing gas is in the intergalactic space, explanations of observations, maybe debatable, must be found:

a) The composition of the absorbing gas does not change much with the redshift

b) There is a relation between density and temperature .

c) As the absorption lines are sharp, the absorbing clouds are thin in comparison with their distance; the diffusion of the clouds must be prevented by invisible matter.

d) It seems that the redshifts verify relations such as $`\mathrm{\Delta }\mathrm{ln}(z)=0,206`$. A larger abundance of the clouds in old times is possible, but it is difficult to explain a precise rule of repartition of the clouds.

e) To remain over 10000K, the clouds must absorb from heating sources which do not appear clearly along the light paths.

f) According to Halton Arp  many quasars are next to galaxies which have much lower redshifts

g) The relative frequency shift $`\mathrm{\Delta }\nu /\nu `$ is not exactly constant in the spectrum. Webb et al. must suppose that the fine structure constant is not constant.

Supposing that the atmosphere of the quasar observed by its emission spectrum extends into a static halo over several diameters of the quasar, and that a time-constant magnetic field varies along the light path, ILCRS explains immediately the sure and debatable observations:

a) As the halo is fed by the atmosphere it has a nearly constant composition;

b) The density of the halo, and its heating decrease with the distance

c) The magnetic field induces Zeeman hyperfine structures in the gases which become active for ILCRS: as shown in previous section, while a light beam propagates in the halo, the frequencies of the light beam are decreased, so that the spectra written in the beam are redshifted; the eigen-frequencies of the gas, on the contrary, remain constant, so that, relative to the frequencies of the beam, these eigen-frequencies vary, writing absorption lines which are so wide and weak that they cannot be observed.

If the magnetic field is nearly zero, ILCRS does not appear and the lines are visibly written into the spectrum; several zeros of the magnetic field write a line with several redshifts. An elementary computation shows that the width at half intensity is nearly not increased, but that the lines have big feet .

d) Many objects have a magnetic field; we may suppose, for instance, that an extremely low frequency evanescent electromagnetic field produced by the rotation of the core propagates in the halo; as the electrical conductivity of a plasma is large, the Stark effect may be neglected; the zeros of the magnetic field are evenly distributed, with our scale of time they appear stable. As the density of the halo decreases with the altitude, the variations of the redshifts decrease with the altitude too. The properties of the halo are nearly the same in all quasars, so that the law of distribution of the redshifts is nearly the same.

e) The core of the quasar heats the halo.

f) As ILCRS provides a large part of the redshift of the emission lines of the quasar, the quasar may be next to a galaxy having a lower redshift.

g) As shown in the previous section, the dispersion induces a small variation of the ILCRS frequency shifts.

## 8 Discussion

ILCRS, an elementary optical effect, may explain a lot of observations with only the hypothesis of the existence of usual gases, eventually perturbed by electric or magnetic fields. The previous explanations have a single weakness, the absence of a reliable quantitative relation between the frequency shifts and the density of active gas; an evaluation of this relation done using a purely classical theory finds that the cosmological redshift could result of a constant density of 22 molecules per cubic metre. But a classical computation and the hypothesis are not reliable, so that this value may be wrong by orders of magnitude. The molecules which are active in ILCRS have a very rich spectra, so that a good determination of enough Raman tensors of polarisability is a terrible work.

An experimental measure of ILCRS requires a very low pressure, so that very long multipath cells are necessary; consequently, the used gas must be stable. NO may be used, but it is not an important molecule in space. However, we try to convince experimenters to set an ISRS experiment using nanosecond laser pulses, ILCRS parameters being easily deduced from ISRS ones if long pulses are used.

ILCRS is not a simple alternative to the Doppler effect; the energy lost by the redshift of hot beams is transferred to thermal radiation generally at 2.7K. Near the extremely bright objects, ILCRS or ISRS may be the source of the infrared radiation attributed to a hot dust which should be rejected by the pressure of radiation.

## 9 Conclusion

The low pressure gases having a hyperfine spectrum are a sort of catalyst transferring energy from the hot beams of light to the cold ones or to the thermal radiation; this ”Coherent Raman Scattering of Incoherent Light” produces a relative frequency shift of the hot beam, nearly constant in the spectrum. As clouds containing NO, NH2…, or in magnetic fields are observed, a part of the redshifts is not produced by Doppler or expansion effects. Exceptionally well resolved and calibrated spectra of quasars show a non constant relative frequency shift attributed to a variation of the fine structure constant, more probably produced by ILCRS.

ILCRS gives an elementary explanation of probably all observations about the quasars with the simple hypothesis of a magnetic field in their halos. It seems to explain easily lots of other observations, for instance the thermal spectrum of bright objects without dust; it weakens the two main proofs of the big bang.

Will ILCRS solve many or only few problems? Whichever the answer, this powerful, elementary effect must be tested against the other explanations of non trivial observations of redshifts.


text:
# The additivity of the pseudo-additive conditional entropy for a proper Tsallis’ entropic index

## 1 Introduction

There has been growing interest on the non-extensive formalism based on Tsallis’ entropy

$$S_q\frac{1_ip_i^q}{q1},$$
(1)
which is characterized by the index $`q`$. In the limit $`q1`$, $`S_q`$ reduces to Boltzmann entropy. In order to deeply understand what the non-extensive formalism means, the mixing properties of one dimensional (1D) dissipative maps  have been studied based on $`S_q`$. It is shown that there exists the special value $`q^{}`$ of entropic index of $`S_q(t)`$ such that $`K_qlim_t\mathrm{}\{S_q(t)S_q(0)\}/t`$ is finite for $`q=q^{}`$, and vanishes (diverges) for $`q>q^{}(q<q^{})`$. We here focus on the existence of such a unique value of $`q^{}`$ since it may shed some light on the meaning of $`q`$ in the non-extensive formalism. Latora et al.  have found that $`S_q(t)`$ linearly grows when the entropic index $`q`$ equals $`q^{}0.2445`$ for standard logistic map at the Feigenbaum critical point. It is also known  that the $`q^{}`$ can be obtained from three different methods: i) the upper-bound of a sensitivity of initial conditions $`\xi (t)t^{\frac{1}{1q^{}}}`$; ii) the singularity strength of a multi-fractal distribution $`(1q^{})^1=\alpha _{\mathrm{min}}^1\alpha _{\mathrm{max}}^1`$; iii) Tsallis’ entropy becomes linear in time $`S_q^{}(t)t`$. In addition all three methods yield the same value of $`q^{}0.2445`$ for standard logistic map.

We have proposed an alternative method  of obtaining $`q^{}`$ as follows: the conditional non-extensive entropy which is introduced by Abe and Rajagopal ,

$$S_q(t|0)\frac{S_q(t)S_q(0)}{1+(1q)S_q(0)},$$
(2)
becomes additive if and only if $`q`$ equals $`q^{}`$. We here explain the underlying simple mechanism in our method of obtaining $`q^{}`$. Then the works of Latora et al.  and de Moura et al.  are explained in terms of our method. The connection between the rates $`K_q^{}`$ and $`K_q^{}^{}S_q^{}(t|0)/t`$ is also discussed.

## 2 The conditional Tsallis’ entropy method of obtaining $`q^{}`$

Let us begin with explaining the essence of our method  of obtaining $`q^{}`$. Suppose the number of states $`W(t)`$ obeys a power-law evolution expressed with $`W(t)=W(t_0)\mathrm{exp}_q^{}(K_q^{}^{}(tt_0))`$ and $`S_q(t)=\mathrm{ln}_qW(t)`$, where $`\mathrm{exp}_q(x)[1+(1q)x]^{\frac{1}{1q}}`$ and $`\mathrm{ln}_qx(x^{1q}1)/(1q)`$. Then the corresponding conditional Tsallis’ entropy Eq. (2) can be written as

$$S_q(t|0)=\mathrm{ln}_q[\frac{W(t)}{W(0)}]=\mathrm{ln}_q[\mathrm{exp}_q^{}(K_q^{}^{}t)],$$
(3)
where the relation $`\mathrm{ln}_q[y/x]=(\mathrm{ln}_qy\mathrm{ln}_qx)/x^{1q}`$ is used. From the last expression, we see that $`S_q(t|0)`$ is proportional to $`t`$ if and only if $`q=q^{}`$, consequently $`S_q^{}(t|0)`$ becomes additive, i.e., $`S_q^{}(t_1+t_2|0)=S_q^{}(t_1|0)+S_q^{}(t_2|0)`$.

We now explain the work of Latora et al.  in the view of our method. In their work the whole phase space ($`1x1`$) was divided into a large number $`w`$ of equal cells and the time evolution of $`S_q(t)`$ for standard logistic map was calculated. The key points of their procedure are: i) their initial distribution is that all $`N`$ points are in a single cell $`x(0)`$ at $`t=0`$, consequently $`S_q(0)=0`$; and ii) averaging $`S_q(t)`$ over the best initial cells $`\{x(0)\}`$. Note that since $`S_q(0)=0`$, the conditional Tsallis’ entropy $`S_q(t|0)`$ reduces to $`S_q(t)`$. This seems trivial at glance. However the essential point is the averaging over the best initial ensemble in ii). Our opinion is that what is calculated in their procedures is nothing but the conditional Tsallis’ entropy, which is originally defined  by

$$S_q(t|0)\frac{_{x(0)}p(x(0))^qs_q(t|x(0))}{_{x(0)}p(x(0))^q}.$$
(4)
In other words, $`S_q(t|0)`$ is the $`q`$-average of the conditional entropy $`s_q(t|x(0))`$ over the initial cells $`\{x(0)\}`$. In fact the $`p_i(t)=N_i(t)/N`$considered in their paper is a probability of finding a point in the $`i`$-th cell $`x_i(t)`$ at time $`t0`$ for the initial condition that the only $`x(0)`$ is occupied at $`t=0`$. Hence the $`p_i(t)`$ is nothing but the conditional probabilities $`p(x_i(t)|x(0))`$! Then introducing $`s_q(t|x(0))`$ as

$$s_q(t|x(0))=\frac{1_{i=1}^wp(x_i(t)|x_0)^q}{q1},$$
(5)
we can readily show the quantity $`S_q(t)`$ in their paper is nothing but $`S_q(t|t_0)`$ of Eq. (4). In addition, let $`M`$ be the total number of the best initial cells $`\{x(0)\}`$ for the averaging, then $`p(x(0))=1/M`$. The Eq. (4) is rewritten by

$$S_q(t|0)=\frac{(1/M)^q_{x(0)}s_q(t|x(0))}{M(1/M)^q}=\frac{1}{M}\underset{x(0)=1}{\overset{M}{}}s_q(t|x(0)),$$
(6)
which is the conventional average of the conditional Tsallis’ entropy of $`s_q(t|x(0))`$ over the best initial cells $`\{x(0)\}`$.

We next focus on the work of de Moura et al. . They have studied the rate of the convergence to the critical attractor of the generalized logistic map. Their initial ensemble consists of $`N`$ points that uniformly spread over the entire phase space. They assume that $`S_q^{}(t)S_q^{}(0)`$ evolves at a constant rate $`K_q^{}`$, and consequently the number of occupied cells $`W(t)`$ evolves in time as

$$W(t)=[W(0)^{1q^{}}+(1q^{})K_q^{}t]^{\frac{1}{1q^{}}}.$$
(7)
This can be rewritten as

$$W(t)=W(0)\mathrm{exp}_q^{}[\frac{K_q^{}t}{W(0)^{1q^{}}}]=W(0)\mathrm{exp}_q^{}[K_q^{}^{}t],$$
(8)
where $`K_q^{}^{}=K_q^{}/W(0)^{(1q^{})}`$. Note that the relation between $`K_q^{}^{}`$ and $`K_q^{}`$ is the same relation $`\lambda ^{}=\frac{\lambda }{\overline{Z}_q^{1q}}`$ between the Langrage multiplier $`\lambda ^{}`$ of the optimal Lagrange multiplier (OLM) method  and that $`\lambda `$ of Tsallis-Mendes-Plastino in canonical ensemble formalism. Since the conditional Tsallis’ entropy $`S_q(t|0)`$ is expressed as $`S_q(t|0)=\mathrm{ln}_q[W(t)/W(0)]`$, Eq. (8) means $`S_q(t|0)`$ is proportional to $`t`$ when $`q=q^{}`$. Hence the both works of Latora et al.  and of de Moura et al.  can be explained in terms of our method of obtaining $`q^{}`$.

## 3 Conclusions

We have explained that a new kind of additivity of the conditional Tsallis’ entropy holds for the proper entropic index $`q^{}`$. We also show the works of both Latora et al.  and of de Moura et al.  can be explained in terms of our method of obtaining $`q^{}`$.


text:
# References

Comment on “Why is the DNA denaturation transition first order?”

Recently, Kafri, Mukamel and Peliti (KMP) KMP  extended the classical Poland-Scheraga (PS) model for the denaturation transition of DNA PS70 . According to PS, the energetic binding of bases in the double helix competes with the entropic contribution of denatured loops, implying that the nature of the transition depends on the exponent $`c`$ in the statistical weight $`\mathrm{\Omega }(2k)s^kk^c`$ for a closed loop of length $`2k`$: for $`1<c2`$ it is of second order, while for $`c>2`$ it is of first order PS70 ; KMP . Fisher, taking the effects of self-avoidance within a denatured loop into account, found $`c=d\nu 1.766`$ in $`d=3`$, i.e., a second order transition Fis66 . In Ref. KMP  it was obtained that the exponent $`c`$ is modified if additional effects of self-avoidance between a denatured loop and the vicinal double helices are included. For a single loop within two strands of double helix, it was found that KMP

$$c=d\nu 2\sigma _32.115,d=3,$$
(1)
i.e., a first order transition, where $`\sigma _3`$ is a topological exponent related to a 3-vertex of a polymer network Dup86 .

This conclusion is valid in the asymptotic scaling limit for long flexible, self-avoiding chains, i.e., each of the three segments going out from a vertex must be much longer than the persistence length $`\mathrm{}_p`$ of this segment (even though individual values of the $`\mathrm{}_p`$ may be different). If this condition is fulfilled, the analysis for the PS-inspired model in Ref. KMP  is consistent sim ; M . However, we point out in this Comment that it does not apply to the chains typically used in experiments WB85 : the DNA double helix being quite rigid, we expect the transition in such systems to be of second order.

The typical length of DNA used in experiments varies from about 100 to 5000 base pairs (bp), the latter corresponding to a whole viral DNA WB85 . In such DNA, a chain “monomer” $`m`$, which corresponds to a bead in a freely jointed chain, represents one persistence length $`\mathrm{}_p`$. For the single strand in a denatured loop, typically $`\mathrm{}_p(\text{L})40`$Å (roughly 8 bases), whereas for the double helix $`\mathrm{}_p(\text{H})500`$Å (100 bp) MS95 . Even if one assumes that a segment of 10 monomers $`m(\text{H})`$ of the double helix is already long enough to be sufficiently close to the asymptotic scaling limit for long chains (which is hopelessly optimistic SFB92 , and also much less than taken in the simulations sim ), one can at best place 5 loops even on the longest chains such that the flexibility condition is not violated. However, with a maximum number of only 5 loops, the system is governed by finite size effects, and the analysis in Ref. KMP  is no longer valid.

Conversely, only 80 bases (40 bp) are needed to form 10 monomers $`m(\text{L})`$ such that a denatured loop can be considered as sufficiently flexible. The longer chains in the experiments can thus exhibit a fairly large number of such loops, if the segments of the double-stranded helix between them are allowed to be of the order of $`\mathrm{}_p(\text{H})`$ (see below). It is therefore justified to neglect the entropy of the double-stranded helix PS70 . Following this picture, a vertex with three outgoing legs would not tie together three flexible chains, but rather two flexible chains (belonging to the loop) and one rigid rod (the double helix). However, a rigid rod represents an irrelevant object for flexible, self-avoiding chains in the scaling limit for $`d=3`$ HED99 , which implies for the present case that $`\sigma _3`$ in Eq. (1) is replaced by zero. This, in fact, reproduces the original value $`c1.766`$ Fis66 , i.e., a second order transition.

Finally, we note that at the denaturation transition of real DNA the average length $`\xi `$ of bound helical segments between loops is of the order of a few hundred bp, thus comparable with $`\mathrm{}_p(\text{H})`$ and much larger than $`\mathrm{}_p(\text{L})`$ (see, e.g., Eq. (9.129) in Ref. PS70 ). This large value of $`\xi `$ reflects the fact that the denaturation transition of real DNA is highly cooperative; in the PS model, this is generally modeled by the (non-universal) cooperativity parameter $`\sigma _01`$ PS70 ; WB85 ; Blake  which enters the statistical weight of loops in the partition function, leading to $`\xi 1/\sigma _01`$ (see Eqs. (9.1), (9.129) and (9.115a) in Ref. PS70 ).

We thank M. Kardar and H. Scheraga for comments. This work was supported by the DFG and by NSF grant DMR-01-18213.

Andreas Hanke and Ralf Metzler
Physics Department, MIT, Cambridge, MA 02139


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# Statistical Coalescence Model Analysis of 𝐽/𝜓 Production in Pb+Pb Collisions at 158 A⋅GeV

## Nuclear geometry

The spherically symmetrical distribution of nucleons in the Pb-208 nucleus can be parameterized by a two-parameter Fermi function  (this parameterization is also known as the Woods-Saxon distribution):

$$\rho (r)=\rho _0\left[1+exp\left(\frac{rc}{a}\right)\right]^1$$
(25)
with $`c6.624`$ fm, $`a0.549`$ fm and $`\rho _0`$ is fixed by the normalization condition:

$$4\pi _0^{\mathrm{}}𝑑rr^2\rho (r)=1.$$
(26)
The nuclear thickness distribution $`T_A(b)`$ is given by the formula

$$T_A(b)=_{\mathrm{}}^{\mathrm{}}𝑑z\rho \left(\sqrt{b^2+z^2}\right),$$
(27)
and the nuclear overlap function is defined as

$$T_{AB}(b)=_{\mathrm{}}^{\mathrm{}}𝑑x_{\mathrm{}}^{\mathrm{}}𝑑yT_A\left(\sqrt{x^2+y^2}\right)T_B\left(\sqrt{x^2+(yb)^2}\right).$$
(28)
From Eq.(26), one can deduce that the above functions satisfy the following normalization conditions:

$$2\pi _0^{\mathrm{}}𝑑bbT_A(b)=1,2\pi _0^{\mathrm{}}𝑑bbT_{AB}(b)=1.$$
(29)
In Glauber’s approach the average number of participants (‘wounded nucleons’) in A+B collisions at impact parameter $`b`$ is given by

$`\stackrel{~}{N}_p(b)`$ $`=`$ $`A{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑x{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑yT_A\left(\sqrt{x^2+y^2}\right)\left\{1\left[1\sigma _{NN}^{inel}T_B\left(\sqrt{x^2+(yb)^2}\right)\right]^B\right\}`$ (31)
$`+B{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑x{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑yT_B\left(\sqrt{x^2+(yb)^2}\right)\left\{1\left[1\sigma _{NN}^{inel}T_A\left(\sqrt{x^2+y^2}\right)\right]^A\right\}.`$
Here $`\sigma _{NN}^{inel}`$ is the nucleon-nucleon total inelastic cross section.

At large impact parameter, the nuclei may do not interact at all. Therefore $`\stackrel{~}{N}_p(b)0`$ at $`b\mathrm{}`$. If one interested in the average number of participants, provided that an interaction between two nuclei has taken place, the relevant quantity is

$`N_p(b)`$ $`=`$ $`\stackrel{~}{N}_p(b)/P_{int}(b),`$ (32)
where

$$P_{int}(b)=1\left[1\sigma _{inel}^{NN}T_{AB}(b)\right]^{AB}.$$
(33)
is the probability for nuclei A and B to interact at impact parameter $`b`$. Although $`N_p(b)`$ differ from $`\stackrel{~}{N}_p(b)`$ at large $`b`$: $`\stackrel{~}{N}_p(b)2`$ at $`b\mathrm{}`$, they are almost identical for more central collisions.

The average number of nucleon-nucleon collisions can be calculated from

$$\stackrel{~}{N}_{coll}(b)=AB\sigma _{inel}^{NN}T_{AB}(b).$$
(34)
Provided that an interaction between two nuclei has taken place, the above formula should be modified as

$$N_{coll}(b)=\stackrel{~}{N}_{coll}(b)/P_{int}(b).$$
(35)


text:
# Application of DSMC method to astrophysical flows

## 1. The Direct Simulation Monte Carlo Method

The Direct Simulation Monte Carlo method was invented by Bird (see Bird 1994). It was originally developed to treat rarefied gas flows. In DSMC, the microscopic molecular motion and their mutual collisions are calculated. Macroscopic quantities such as density, velocity and temperature of fluids are calculated by taking some mean of microscopic quantities. Molecular collisions are handled in a stochastic manner. The collision model in DSMC is such that the molecules, or more precisely, the collection of molecules considered as a particle, are assumed to be hard billiard balls.

We divide space into many cells, each containing many such model molecules. Particles in a cell are assumed to have the possibility of mutual collisions. The direction of the particle motion after the collision is decided stochastically. Density can then be calculated by using the particles number in a cell. The fluid velocity in a cell is nothing but a mean velocity of molecules in the cell and we obtain the thermal velocity of a particle by subtracting the mean velocity in the cell from the particle velocity. We may then define the temperature of the gas using the thermal velocity of molecules.

In the process of collision, the number and the total momentum of two particles are conserved. Total kinetic energy of two particles is conserved in an adiabatic case, but it may not conserve if we include cooling. We consider two method of cooling (see below).

## 2. Merits of DSMC

As was stated earlier, DSMC has been developed to treat rarefied gas flow. In this sense the method is a scheme to solve the Boltzmann equation. If the mean free path of the particles $`\lambda `$ is much less than the typical length scale, $`L`$, we may derive the Navier-Stokes equations from the Boltzmann equations. Defining the Knudsen number as $`K_n=\lambda /L`$, we see that in the limit of small $`K_n`$, DSMC can handle continuum flows: $`K_n=0.010.1`$ is good enough for that purpose. Since we solve the molecular motion, molecular viscosity and molecular thermal conduction are included automatically in the system. In the kinetic theory of gas, we know that the dynamical viscosity coefficient $`\nu `$ is estimated to be $`\nu =\beta c\lambda `$, where $`\beta `$ is a constant in the range of 1/3-1/2 depending on the situation, $`c`$ mean thermal speed of molecules. In DSMC, $`\beta `$ is not a constant but is calculated automatically. Note that $`\beta `$ depends on the direction considered in the case of rotating gas as in accretion discs. Note also the similarity between the above formula to the famous alpha model in accretion disc theory.

Viscous heating is included automatically in the calculation. Thermal conduction is also embedded in the system. It may not be important in two-dimensional simulations, but it can be used as a model of radiative diffusion in three-dimensional cases. We do not consider the thermal diffusion effect in the present work.

## 3. Accretion disc in a close binary system

We have performed many three-dimensional DSMC simulations of an accretion disc in a close binary system. Using an adiabatic equation of state results in the gas being unrealistically hot. With $`\gamma =5/3`$, this even prevents the formation of an accretion disc. In the present work, however, we include cooling. Although it is possible to consider a realistic cooling function, we consider two simple models of cooling in the present work: inelastic collision between particles or a drag to particle motion. In the first case, we assume that the particle velocity is reduced, after a collision, by some constant factor $`e`$. In the later case, we reduce the thermal speed of the molecules by a factor $`f`$ at each time step. Note that in either case the cooling rate depends on the choice of the size of time step, so our treatments here are rather phenomenological. In future work, we will consider more realistic cooling function.

Because of lack of space, the results of our simulations will be presented elsewhere.

## References

Bird, G.A. 1994, Molecular Gas Dynamics and the Direct Simulation of Gas Flows (Oxford Science Publications)


text:
# Redshift of reionization: are we there yet?

## 1 Introduction

In a recent paper Becker et al. \[Becker et al. 2001\] analysed spectra of the four highest redshift quasars discovered by SLOAN survey. The highest redshift ($`z=6.28`$) quasar showed almost no transmitted flux just blueward of the quasar Ly-alpha emission line, and on this bases Becker et al. \[Becker et al. 2001\] concluded that reionization took place at a redshift $`z6`$ \[a similar claim was also made by Djorgovski et al. \[Djorgovski et al. 2001\] based on an extrapolation from a lower redshift observations\].

However, one should be cautious before drawing such a conclusion. Indeed, the observed decrease in the mean transmitted flux at $`z6`$ might simply indicate a decrease in the mean ionizing intensity rather then a real reionization of the universe. Thus, without an understanding of the evolution of the universe around the reionization epoch, the Ly-alpha absorption data cannot be used to constrain the epoch of reionization \[unless damping wings are observed in the absorption profiles, \[Miralda-Escudé 1998\]\].

Fortunately, our theoretical understanding of the process of reionization, in part based on numerical simulations, is solid enough so that the evolution of the ionizing intensity at these redshifts can be predicted with a reasonable confidence level. Combining simulations with the observational data indeed allows one to come up with a meaningful value for the redshift of reionization.

## 2 Simulations

A set of three simulations have been performed with the SLH code and are similar to the simulations reported in \[Gnedin 2000a\]. The main difference with previous simulations is that a newly developed and highly accurate Optically Thin Eddington Variable Tensor (OTVET) approximation for modeling radiative transfer \[Gnedin & Abel 2001\] is used instead of a crude Local Optical Depth approximation. The new simulations therefore should be sufficiently accurate (subject to the usual limitations of numerical convergence and phenomenological description of star formation) to be used meaningfully in comparing with the observational data.

Parameters of the three simulations are given in Table 1. All three simulations included $`64^3`$ dark matter particles, an equal number of baryonic cells on a quasi-Lagrangian moving mesh, and about $`100,000`$ stellar particles that formed continuously during the simulation. The box size was fixed at $`2h^1`$ comoving Mpc, and the nominal spatial resolution of the simulation was fixed at $`1h^1`$ comoving kpc, with the real resolution being a factor of two worse.

In all cases a flat cosmology was assumed, with $`\mathrm{\Omega }_{\mathrm{\Lambda },0}=1\mathrm{\Omega }_{m,0}`$, and COBE normalization was adopted. Notice that because of that, a small change in the slope of the primordial power-law spectrum $`n`$ makes a significant effect on the amount of the small-scale power due to a large leverage arm from COBE scales to the tens-of-kpc scales which are important for reionization.

Star formation is incorporated in the simulations using a phenomenological Schmidt law, which introduces two free parameters: the star formation efficiency $`ϵ_{\mathrm{SF}}`$ \[as defined by eq. (6) of Gnedin \[Gnedin 2000b\]\] and the ionizing radiation efficiency $`ϵ_{\mathrm{UV}}`$ (defined as the energy in ionizing photons per unit of the rest energy of stellar particles). These two parameters are listed in the last two columns of Table 1 for reference purposes.

The star formation efficiency $`ϵ_{\mathrm{SF}}`$ is chosen so as to normalize the global star formation rate in the simulation at $`z=4`$ to the observed value from Steidel et al. \[Steidel et al. 1999\], whereas the ultraviolet radiation efficiency $`ϵ_{\mathrm{UV}}`$ is only weakly constrained by the (highly uncertain) mean photoionization rate at $`z4`$. The redshift of reionization strongly depends on $`ϵ_{\mathrm{UV}}`$ and is not in fact predicted in a simulation, but can be changed over a reasonable range depending on the assumed value of $`ϵ_{\mathrm{UV}}`$. I will use this freedom to fit the observational data from Becker et al. \[Becker et al. 2001\] and instead to constrain the redshift of reionization from the observational data.

## 3 A “redshift of reionization”: what is it?

Before one can attempt to measure “the redshift of reionization”, we better be sure that such a quantity can be defined. The whole process of reionization is quite extended ($`\mathrm{\Delta }z510`$), and even the fast process of percolation of ionized bubbles occurs over a sizable redshift interval $`\mathrm{\Delta }z1`$ \[Gnedin 2000a\]. However, one can still define the specific value of the redshift of reionization as the moment which corresponds to the peak rate of increase of the mean free path to ionizing radiation. As can be seen from Figure 1, the time derivative of the mean free path has a well defined peak, which I use throughout this paper as “the redshift of reionization” $`z_{\mathrm{REI}}`$.

## 4 Results

Figure 2 shows the mean transmitted flux as a function of redshift for the three simulations described above. In each case the arrow shows the redshift of reionization, and points with error-bars are taken from Becker et al. \[Becker et al. 2001\]. Each point represents an average of up to four quasars, except for the last two points that are derived from a single quasar and thus have no vertical error-bars. It is important to emphasize that the measurement of the mean transmitted flux for each quasar over an interval $`\mathrm{\Delta }z0.15`$ is quite accurate, with the intrinsic error of only $`0.0030.005`$ in $`F`$, but the variation between different lines of sight (the so-called “cosmic variance”) is much greater, and it is this variation that dominates the vertical error-bar. Thus, one (or better two) more $`z=6.3`$ quasars are required in order to place the vertical error-bars on the open circles. However, because the sharp drop in the mean transmitted flux at $`z6`$ is marked by two data points, it is more reliable than simply one point from one quasar.

Simulations in Fig. 2 differ from the data points in two ways: both the redshift evolution in a simulation and the photoionization rate after reionization (the amplitude of the curve at low $`z`$) are offset relative to the data. As I mentioned above, the free parameter $`ϵ_{\mathrm{UV}}`$ can be used to adjust the simulation to fit the observational data. However, there is no guarantee that with one parameter I can adjust two offsets at the same time for a given cosmological model. This fact is extremely important because it allows one to actually put constraints on the cosmological model per se, and I elaborate on this opportunity in the conclusions, but here I am going to ignore this fact and adjust two offsets independently - by sliding the curve both vertically and horizontally - to fit the observational data. Because the three curves from three simulations have similar shapes, every simulation can thus be made to fit the data - and, again, in reality, only a narrow range of cosmological models will succeed in doing so.

The reason for doing so is to obtain a constraint on the redshift of reionization which does not depend on a (weakly constrained) cosmological model. In addition, the simulations presented here are rather small and numerical errors due to incomplete convergence are substantial \[Gnedin 2000a\]. Simulations with larger box sizes typically have lower mean transmitted flux after reionization than small box simulation - which implies that amplitudes of three curves are not sufficiently accurate in Fig. 2. The arbitrary vertical shift of the curves can thus be considered as a “marginalization” over the simulation box size.

Figure 3 shows the fit to the observational data for each of the three simulations. The shaded region also gives an uncertainty of this fit, which can be considered a random uncertainty due to observational errors (mostly cosmic variance). Because the last two points have no vertical error-bars, they are only partly used: they only constrain models in the horizontal direction, and their redshift error-bars uncertainty are somewhat arbitrarily increased by a factor of 2 (to account for the possibility that they can be moved up and down). The fact that different cosmological models have slightly different redshifts of reionization when made to fit the observed evolution of the mean transmitted flux illustrates the systematic uncertainty due to unknown cosmological parameters. With these two uncertainties included, I can derive a value for the redshift of reionization in the following form:

$$z_{\mathrm{REI}}=6.2\pm 0.1\mathrm{s}\pm 0.2\mathrm{r},$$
(1)
which is the sole result of this paper.

If cosmic variance on the last two points can be estimated, and if it is comparable to the vertical error-bar on the $`z=5.7`$ point, then the random error gets reduced from 0.2 to 0.1.

## 5 Conclusions

SLOAN observations of $`z6`$ quasars push the frontier of the observable universe right into the epoch of reionization. Combined with the most advanced simulations of cosmological reionization to date, the observational data yield a rather precise measurement of the redshift of reionization.

This measurement hinges on the assumption that the $`z=6.28`$ quasar (SDSSp 1030+0524) probes an average region of the universe, i.e. that the cosmic variance in the measurement of the mean transmitted flux at $`z=6.1`$ is not larger than a factor of 3-5. One or two more $`z=6.3`$ quasars are required to confirm or refute this assumption.

A strong sensitivity of the redshift of reionization to the amount of small-scale power offers a unique opportunity to place constraints on the slope of the primordial power spectrum - unattainable even with the SLOAN data on the power spectrum at megaparsec scales. For example, runs B and C in Fig. 2 have similar star formation rates and redshifts of reionization, but differ by a factor of 3 in the mean transmitted flux at $`z=55.5`$ only because the slope of the primordial power spectrum $`n`$ differs by mere 0.02 in the two models. Sufficiently large simulations that have numerical effects under control are currently feasible and will eventually provide a tight constraint on the amount of small-scale power.


text:
# Limits on the Mass of a Composite Higgs Boson: an Update

## I Introduction: Triviality of the Standard Higgs Model

Current results from the LEP Electroweak Working Group Mele (2001) favor a Higgs boson mass that is relatively light. The “best-fit” value 111This value for the Higgs mass arises from using the value $`\mathrm{\Delta }\alpha _{had}^{(5)}=0.02738\pm 0.00020`$ for the contribution to the running of $`\alpha _{em}`$ from hadrons. for the Higgs mass is 106 GeV, somewhat less than experimental lower bound Lhw (2001) of 114.1 GeV (at 95% confidence level). The 95% CL upper bound from precision measurements, in the context of the standard model, is 222 GeV. It is possible that, as these data suggest, the Higgs boson lies around the corner and will be discovered at relatively low masses. On the other hand, it is important to consider alternatives and to understand what class of models can be consistent with precision electroweak tests. In this talk, we will show that even minor modifications to the standard electroweak theory allow for a substantially heavier Higgs boson222For a more complete discussion, see Chivukula et al. (2000) and references therein..

This task is motivated by the fact that the standard one-doublet Higgs model does not strictly exist as a continuum field theory Wilson (1971a, b); Wilson and Kogut (1974). This is because the $`\beta `$-function for the Higgs-boson self-coupling is positive. For any finite low-energy coupling, the running coupling-constant has a Landau pole: it diverges at some finite energy. Conversely, defining the model in terms of a momentum-space cutoff $`\mathrm{\Lambda }`$, the continuum limit is found by taking $`\mathrm{\Lambda }\mathrm{}`$ while holding all low-energy properties fixed. In this limit, one finds that $`\lambda 0`$i.e. the only continuum limit is free or trivial.

The triviality of the scalar sector of the standard one-doublet Higgs model implies that this theory is only an effective low-energy theory valid below some finite cut-off scale $`\mathrm{\Lambda }`$. Given a value of $`m_H^2=2\lambda (m_H)v^2`$, there is an upper bound on $`\mathrm{\Lambda }`$. An estimate of this bound Dashen and Neuberger (1983) can be obtained by integrating the one-loop $`\beta `$-function, which yields

$$\mathrm{\Lambda }\begin{array}{c}<\\ \end{array}m_H\mathrm{exp}\left(\frac{4\pi ^2v^2}{3m_H^2}\right).$$
(1)
For a light Higgs, the bound above is at uninterestingly high scales and the effects of the underlying dynamics can be too small to be phenomenologically relevant. For a Higgs mass of order a few hundred GeV, however, effects from the underlying physics can become important. We will refer to these theories generically as “composite Higgs” models.

## II $`T`$, $`S`$, and $`U`$ in Composite Higgs Models

In an $`SU(2)_W\times U(1)_Y`$ invariant scalar theory of a single doublet, all interactions of dimension less than or equal to four also respect a larger “custodial” symmetry Weinstein (1973); Sikivie et al. (1980) which insures the tree-level relation $`\rho =M_W^2/M_Z^2\mathrm{cos}^2\theta _W1`$. The leading custodial-symmetry violating operator is of dimension six Buchmuller and Wyler (1986); Grinstein and Wise (1991) and involves four Higgs doublet fields $`\varphi `$. In general, the underlying theory does not respect the larger custodial symmetry, and we expect the interaction

$$\text{}\frac{b\kappa ^2}{2!\mathrm{\Lambda }^2}(\varphi ^{}\stackrel{}{D^\mu }\varphi )^2,$$
(2)
to appear in the low-energy effective theory. Here $`b`$ is an unknown coefficient of $`𝒪(1)`$, and $`\kappa `$ measures size of couplings of the composite Higgs field. In a strongly-interacting theory, $`\kappa `$ is expected Manohar and Georgi (1984); Georgi (1993) to be of $`𝒪(4\pi )`$.

Deviations in the low-energy theory from the standard model can be summarized in terms of the “oblique” parameters Peskin and Takeuchi (1990, 1992); Golden and Randall (1991); Holdom and Terning (1990); Dobado et al. (1991) $`S`$, $`T`$, and $`U`$. The operator in eqn. 2 will give rise to a deviation ($`\mathrm{\Delta }\rho =\epsilon _1=\alpha T`$)

$$|\mathrm{\Delta }T|=|b|\kappa ^2\frac{v^2}{\alpha (M_Z)\mathrm{\Lambda }^2}\begin{array}{c}>\\ \end{array}\frac{|b|\kappa ^2v^2}{\alpha (M_Z^2)m_H^2}\mathrm{exp}\left(\frac{8\pi ^2v^2}{3m_H^2}\right),$$
(3)
where $`v246`$ GeV and we have used eqn. 1 to obtain the final inequality. The consequences of eqns. (1) and (3) are summarized in Figures 2 and 2. The larger $`m_H`$, the lower $`\mathrm{\Lambda }`$ and the larger the expected value of $`\mathrm{\Delta }T`$. Current limits imply $`|T|\stackrel{<}{}0.5`$, and hence $`\mathrm{\Lambda }\stackrel{>}{}4\mathrm{TeV}\kappa `$. (For $`\kappa 4\pi `$, $`m_H\begin{array}{c}<\\ \end{array}450`$ GeV.)

By contrast, the leading contribution to $`S`$ arises from

$$\text{}\frac{a}{2!\mathrm{\Lambda }^2}\left\{[D_\mu ,D_\nu ]\varphi \right\}^{}[D^\mu ,D^\nu ]\varphi .$$
(4)
This gives rise to ($`\epsilon _3=\alpha S/4\mathrm{sin}^2\theta _W`$)

$$\mathrm{\Delta }S=\frac{4\pi av^2}{\mathrm{\Lambda }^2}.$$
(5)
It is important to note that the size of contributions to $`\mathrm{\Delta }T`$ and $`\mathrm{\Delta }S`$ are very different

$$\frac{\mathrm{\Delta }S}{\mathrm{\Delta }T}=\frac{a}{b}\left(\frac{4\pi \alpha }{\kappa ^2}\right)=𝒪\left(\frac{10^1}{\kappa ^2}\right).$$
(6)
Even for $`\kappa 1`$, $`|\mathrm{\Delta }S||\mathrm{\Delta }T|`$.

Finally, contributions to $`U`$ ($`\epsilon _2=\frac{\alpha U}{4\mathrm{sin}^2\theta _W}`$), arise from

$$\frac{cg^2\kappa ^2}{\mathrm{\Lambda }^4}(\varphi ^{}W^{\mu \nu }\varphi )^2$$
(7)
and, being suppressed by $`\mathrm{\Lambda }^4`$, are typically much smaller than $`\mathrm{\Delta }T`$.

## III Limits on a Composite Higgs Boson

From triviality, we see that the Higgs model can only be an effective theory valid below some high-energy scale $`\mathrm{\Lambda }`$. As the Higgs becomes heavier, the scale $`\mathrm{\Lambda }`$ decreases. Hence, the expected size of contributions to $`T`$ grow, and are larger than the expected contribution to $`S`$ or $`U`$. The limits from precision electroweak data in $`(m_H,\mathrm{\Delta }T)`$ plane shown in Figure 3. We see that, for positive $`\mathrm{\Delta }T`$ at 95% CL, the allowed values of Higgs mass extend to well beyond 800 GeV. On the other hand, not all values can be realized consistent with the bound given in eqn. (1). As shown in figure 3, values of Higgs mass beyond approximately 500 GeV would likely require values of $`\mathrm{\Delta }T`$ much larger than allowed by current measurements.

We should emphasize that these estimates are based on dimensional arguments, and we are not arguing that it is impossible to construct a composite Higgs model consistent with precision electroweak tests with $`m_H`$ greater than 500 GeV. Rather, barring accidental cancellations in a theory without a custodial symmetry, contributions to $`\mathrm{\Delta }T`$ consistent with eqn. 1 are generally to be expected.

These results may also be understood by considering limits in the $`(S,T)`$ plane for fixed $`(m_H,m_t)`$. In Figure 4, changes from the nominal standard model best fit ($`m_H=84`$ GeV) value of the Higgs mass are displayed as contributions to $`\mathrm{\Delta }S(m_H)`$ and $`\mathrm{\Delta }T(m_H)`$. Also shown are the 68% and 95% CL bounds on $`\mathrm{\Delta }S`$ and $`\mathrm{\Delta }T`$ consistent with current data. We see that, for $`m_H`$ greater than $`𝒪`$(200 GeV), a positive contribution to $`T`$ can bring the model within the allowed region.

## IV The Top Quark Seesaw Model

The top-quark seesaw theory of electroweak symmetry breaking Dobrescu and Hill (1998); Chivukula et al. (1999); Collins et al. (2000); He et al. (2001) provides a simple example of a model with a potentially heavy composite Higgs boson consistent with electroweak data. In this case, electroweak symmetry breaking is due to the condensation, driven by a strong topcolor Hill (1991) gauge interaction, of the left-handed top-quark with a new right-handed singlet fermion $`\chi `$. Such an interaction gives rise to a composite Higgs field at low energies, and the mass of the top-color gauge boson sets the scale of the Landau pole $`\mathrm{\Lambda }`$ Bardeen et al. (1990). The weak singlet $`\chi _L`$ and $`t_R`$ fields are introduced so that the $`2\times 2`$ mass matrix,

$$\left(\begin{array}{cc}0& m_{t\chi }\\ m_{\chi t}& m_{\chi \chi }\end{array}\right)$$
(8)
is of seesaw form ($`m_{\chi \chi }m_{t\chi },m_{\chi t}`$) and has a light eigenvalue corresponding to the observed top quark. The value of $`m_{t\chi }`$ is related to the weak scale, and its value is estimated to be 600 GeV Dobrescu and Hill (1998).

The coupling of the top-quark to $`\chi `$ violates custodial symmetry in the same way that the top-quark mass does in the standard model. The leading contribution to $`T`$ from the underlying top seesaw physics arises from contributions to $`W`$ and $`Z`$ vacuum polarization diagrams involving the $`\chi `$. This contribution is positive and is calculated to be Dobrescu and Hill (1998); Collins et al. (2000); He et al. (2001)

$$\mathrm{\Delta }T=\frac{N_c}{16\pi ^2\alpha _{em}(M_Z^2)}\frac{m_{t\chi }^4}{m_{\chi \chi }^2v^2}\frac{0.7}{\alpha _{em}}\left(\frac{\mathrm{\Lambda }^2}{m_{\chi \chi }^2}\right)\left(\frac{v^2}{\mathrm{\Lambda }^2}\right),$$
(9)
which is of the form of eqn. 2 with $`b\kappa ^2(\mathrm{\Lambda }/m_{\chi \chi })^2`$. Note that $`\mathrm{\Lambda }/m_{\chi \chi }`$ cannot be small since top-color gauge interactions must drive $`t\chi `$ chiral symmetry breaking.

A recent detailed analysis of precision electroweak constraints He et al. (2001); He (2001), taking into account the running of the Higgs self-coupling below the compositeness scale, yields the results shown in Figure 5. The results show that the top quark seesaw model essentially saturates the bounds implied by the triviality curves plotted in Figure 3.

## V Conclusions

In conclusion, the triviality of the Standard Higgs model implies that it is at best a low-energy effective theory valid below a scale $`\mathrm{\Lambda }`$ characteristic of nontrivial underlying dynamics. As the Higgs mass increases, the upper bound on the scale $`\mathrm{\Lambda }`$ decreases. If the underlying dynamics does not respect a custodial symmetry, it will give rise to corrections to $`T`$ of order $`\kappa ^2v^2/\alpha \mathrm{\Lambda }^2`$, while the contributions to $`S`$ and $`U`$ are likely to be much smaller. For this reason, it is necessary to consider limits on a Higgs boson in the $`(m_H,\mathrm{\Delta }T)`$ plane. In doing so, we see that a Higgs mass larger than 200 GeV is consistent with precision electroweak tests if there is a positive $`\mathrm{\Delta }T`$. Absent a custodial symmetry, however, Higgs masses larger than $`500`$ GeV are unlikely: the scale of underlying physics is so low that $`\mathrm{\Delta }T`$ is likely to be too large.

## VI Acknowledgments

We thank Bogdan Dobrescu, Nick Evans, and E. H. Simmons for fruitful collaborations, and Hong-Jian He for extensive discussions on electroweak fits in composite Higgs models and for allowing us to use Figure 5. This work was supported in part by the U.S. Department of Energy under grant DE-FG02-91ER40676.