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# Lowest eigenvalues of the Dirac operator for two color QCD at finite densitySupported in part by FWF project P14435-TPH.

## Abstract

We investigate the eigenvalue spectrum of the staggered Dirac matrix in full QCD with two colors and finite chemical potential. Along the strong-coupling axis up to the temperature phase transition, the low-lying Dirac spectrum is well described by random matrix theory (RMT) and exhibits universal behavior. The situation is discussed in the chirally symmetric phase and no universality is seen for the microscopic spectral density.

We have continued our investigations  of the small eigenvalues in the whole phase diagram. The Banks-Casher formula relates the Dirac eigenvalue density $`\rho (\lambda )`$ at $`\lambda =0`$ to the chiral condensate, $`\mathrm{\Sigma }|\overline{\psi }\psi |=lim_{\epsilon 0}lim_V\mathrm{}\pi \rho (\epsilon )/V`$. The microscopic spectral density, $`\rho _s(z)=lim_V\mathrm{}\rho \left(z/V\mathrm{\Sigma }\right)/V\mathrm{\Sigma },`$ should be given by the appropriate prediction of RMT. In the presence of a chemical potential $`\mu >0`$, leading to complex eigenvalues, the situation is more complicated and $`\rho (0)`$ can be used as a lower bound for $`\mathrm{\Sigma }`$.

We present results for the density of the small eigenvalues in the left plots of Fig. 1 for two-color QCD with staggered fermions on a $`6^4`$ lattice around the critical chemical potential $`\mu _c0.3`$ keeping $`\beta =1.3`$ fixed . Since the eigenvalues move into the complex plane for $`\mu >0`$, $`\rho (|\lambda |)`$ was constructed from the absolute value for $`|\lambda |`$ small. Alternatively, a band of width $`ϵ=0.015`$ parallel to the imaginary axis was considered to construct $`\rho (y)`$, i.e. $`\rho (y)_ϵ^ϵ𝑑x\rho (x,y)`$, where $`\rho (x,y)`$ is the density of the complex eigenvalues $`\lambda =x+iy`$. Both results are compared in the upper and lower plot.

The distribution of the lowest eigenvalue is displayed in the center plots of Fig. 1. In the confinement it was shown for $`\mu =0`$ that both the microscopic spectral density $`\rho _s(z)`$ and the distribution $`P(\lambda _{\mathrm{min}})`$ of the smallest eigenvalue agree with the RMT predictions of the chiral symplectic ensemble . The quality of the data from at least 2100 configurations at $`\mu 0`$ was not sufficient for a reliable fit to a trial function for $`P(\lambda _{\mathrm{min}})`$.

Nevertheless, the quasi-zero modes which are responsible for the chiral condensate $`\mathrm{\Sigma }0`$ build up when we cross from the plasma into the confined phase. Both $`\rho (\lambda )`$ and $`P(\lambda _{\mathrm{min}})`$ plotted with varying $`\mu `$ on identical scales can serve as an indicator for the phase transition.

In the right plots of Fig. 1 we discuss the spectrum in the quark-gluon plasma. From RMT a functional form of $`\rho (\lambda )=C(\lambda \lambda _0)^{2m+1/2}`$ is expected at the onset of the eigenvalue density . We tried a fit and obtained consistency with universality class $`m=0`$ .

In summary, we studied universality concerning the low-lying spectra of the Dirac operator for two-color QCD with chemical potential. We could not obtain a relation for $`\rho _s(z)`$ in $`0<\mu <\mu _c`$, not only because of our data but also in lack of an analytic result for non-Hermitian RMT. In the phase where chiral symmetry is restored one has to rely on ordinary RMT. Here we find universal behavior only of the macroscopic density $`\rho (\lambda )`$.


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# Pretty-Simple Password-Authenticated Key-Exchange Protocol

## 1 Introduction

We consider the following situation. Two entities, at least one of them is a human, beforehand share a human memorable password, which is secure against on-line (and serial) exhaustive searches, but vulnerable against off-line (and parallel) exhaustive searches. Human entities have only passwords in mind and have no unmemorable secrets, such as private-keys, public-keys (or fingerprints of them), secret information to use ID-based cryptosystems. Two entities run a protocol and share a new secret (we call it keying material) that is secure against off-line exhaustive searches. The shared keying material is then used to generate keys for identifying the other entity and then establishing a secure channel (where secrecy and/or data integrity are provided).

While such secure channels can be established using public-keys like SSH and SSL, users must verify the validity of the public-keys used in them (using signature-verification keys or fingerprints of the public-keys). For ordinal users, it is very troublesome to carry them anywhere and anytime, and then perform verification. Due to this troublesomeness, users may skip the verification of the public-keys and weaken the security of it.

Password-authenticated key-exchanges are very convenient for users (especially when they log in their own servers remotely with their hands empty) since they do not need to carry any verification-keys or fingerprints with them and do not need to verify the public-keys for PKI 111 One of the advantages of PKI is that unknown users can communicate securely.. While such protocols have been proposed in , most of them are a little bit complicated.

In this paper, we propose pretty-simple protocol which is based on the difficulty of solving DDH problem. It has the following advantages: (1) Both $`y_1`$ and $`y_2`$ are independent and thus they can be pre-computed and sent independently. This speeds up the protocol without leaking the information on the passwords. (2) Clients and servers can use almost the same algorithm. This reduces the implementation costs without accepting replay attacks and abuse of entities as oracles.

## 2 Our Protocol

Our protocol is defined over a finite cyclic group $`𝒢=<g>`$ where $`|𝒢|=q`$ and $`q`$ is a large prime (or a positive integer divisible by a large prime). While $`𝒢`$ can be a group over an elliptic curve, in this paper we assume $`𝒢`$ is a prime order subgroup over a finite field $`F_p`$.

Both $`g`$ and $`h`$ are two generators of $`𝒢`$, chosen so that its DLP (Discrete Logarithm Problem), i.e. calculating

$`a=\mathrm{log}_gh,`$ (1)
should be hard222Since we assume the DDH (Decision Diffie-Hellman) problem is hard, it is reasonable to assume that DLP is also hard. for each entity. Both $`g`$ and $`h`$ may be chosen as system parameters or chosen with the negotiation between entities. For example, $`g`$ may be a random generator of $`𝒢`$ and $`h:=Hash(g)^{(p1)/q}\text{ mod }p`$, or a client chooses $`g:=g_b^{s_1}`$ for a random $`s_1(Z/qZ)^{}`$ where $`g_b`$ is a random generator of $`𝒢`$, and then sends its commitment $`Hash(g)`$ to a server, the server replies $`h:=g_b^{s_2}`$ for a random $`s_2(Z/qZ)^{}`$, and finally the client reveals $`g`$ to the server.

The protocol consists of the following two phases: a secrecy-amplification phase and a verification phase.

In the secrecy-amplification phase, the secrecy of a pre-shared weak secret, i.e. a human memorable password that may be vulnerable against off-line attack, is amplified to a strong secret, i.e. a keying material that is secure even against off-line attack. In the verification phase, an ordinal challenge-response protocol is used to verify whether the other entity has the same secret or not. The point to notice is that challenges should be chosen to be unique at every session and at every entity, and to be uncontrollable by an entity in one side to avoid replay attacks and abuse of one entity in the other side as an oracle.

Both phases are describe as follows.

### 2.1 Secrecy-Amplification Phase

The secrecy-amplification phase is illustrated in Fig. 1. A client chooses a random number $`r_1(Z/qZ)^{}`$ and then calculates $`y_1:=g^{r_1}h^{pass_c}`$ using its password $`pass_c`$. It sends $`y_1`$ to a server. The server also calculates $`y_2:=g^{r_2}h^{pass_s}`$ using its password $`pass_s`$ and a random number $`r_2(Z/qZ)^{}`$, and then sends it to the client Now, the client’s keying material is $`km_c=(y_2h^{pass_c})^{r_1}`$ and the server’s one is $`km_s=(y_1h^{pass_s})^{r_2}`$.

Only when they run the protocol using the same password, they can share the same keying material. Otherwise distinguishing the other’s one is as hard as solving DDH problem that is defined as follows:

###### Definition 1

(DDH problem) Given $`g_b𝒢`$ and $`d=(d_1,d_2,d_3)=(g_b^{x_1},g_b^{x_2},g_b^{x_3})`$ where $`x_3`$ is either $`x_1x_2`$ or not with probability $`1/2`$, then decide whether $`g_b^{x_3}=g_b^{x_1x_2}`$ or not.

One of the advantages of this protocol is that both $`y_1`$ and $`y_2`$ are independent and thus they can be pre-computed and sent independently. This means the servers can transmit $`y_2`$ first (or before it receives $`y_1`$). This speeds up the protocol without leaking the information of the passwords since they are masked with random numbers $`r_2`$ (or $`r_1`$).

Another advantage is that both the clients and the servers can use almost the same algorithm. This reduces the implementation costs without accepting replay attacks and abuse of entities as oracles since $`(y_1,y_2)`$ cannot be controlled by one entity and it is unique at every sessions and entities.

### 2.2 Verification Phase

Whether the other entity shares the same keying material with me is verified in this phase as follows: Both the client and the server exchange $`v_1:=`$ $`KH_{km_s}(Tag_sy_1y_2)`$ and $`v_2:=KH_{km_c}(Tag_cy_1y_2)`$ each other where $`v_1`$ is generated by the server and $`v_2`$ is generated by the client respectively, $`KH_k()`$ is a keyed hash function whose key is $`k`$. Both $`Tag_s`$ and $`Tag_c`$ are pre-determined distinct values, e.g. $`Tag_s=0`$ and $`Tag_c=1`$. The client verifies $`v_1\stackrel{\mathrm{?}}{=}KH_{km_c}(Tag_sy_1y_2)`$ and the server verifies $`v_2\stackrel{\mathrm{?}}{=}KH_{km_s}(Tag_cy_1y_2)`$.

Similarly to the secrecy-amplification phase, both $`v_1`$ and $`v_2`$ can be transmitted independently each other. (This verification phase may be skipped if data-integrity is provided after the secrecy-amplification phase using the shared keying material.)

While adversaries can perform exhaustive searches for the keying material using $`v_1`$ or $`v_2`$, that is not a matter if strong secret can be shared at the secrecy-amplification phase and no efficient algorithm is known to find the key $`k`$ of $`KH_k()`$ than exhaustive searches. The latter property can be satisfied using practical functions, such as HMAC  so far, and then $`KH_k()`$ does not need to be a random oracle.

## 3 Conclusion

We proposed pretty simple password-authenticated key-exchange protocol which is base on the difficulty of solving the DDH problem.

Our protocol has the following advantages: (1) both $`y_1`$ and $`y_2`$ are independent and thus they can be pre-computed and sent independently. This speeds up the protocol, but does not leak the information on the passwords since they are masked with random numbers $`r_1`$ (or $`r_2`$). (2) Clients and servers can use almost the same algorithm. This reduces the implementation costs, but does not weaken the security against replay attacks and abuse of entities as oracles since $`(y_1,y_2)`$ cannot be controlled by one entity and it is unique at every sessions and entities.


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# 1 Introduction

## 1 Introduction

In the recent effort to understand quantum gravity in de Sitter (dS) spaces , the role of asymptotic symmetries was particularly stressed. This is the group which naturally acts on the conserved charges in classical theories of gravitation  and then on states of the Hilbert states of the quantum theory. On the other hand, in cases where we perturb space-time away from some simple vacuum, – for instance, Minkowski, de Sitter or the usual anti-de Sitter (AdS) space-times – holography states that basically all the information about the whole of space-time is encoded in the conformal boundary. The asymptotic symmetry group would then take for quantum gravity a similar role as the Poincaré group has for the usual quantum field theory.

The particular case of dS contrasts sharply with AdS in that there is no model of a more fundamental description, no model derived from string theory111despite some recent efforts in this direction .. On the other hand, dS not only presents itself as perhaps a more realistic background but also displays some puzzles that have to be addressed before a background independent formulation can even be dreamed of.

Among these is the finite observable entropy of dS spaces . The puzzle relies on how a natural cut-off could be implemented that reduces the degrees of freedom so drastically to a finite number – and perhaps worse, a finite number large enough to be of any phenomenological interest. Another puzzle, perhaps related, is the apparent instability of dS with respect to quantum fluctuations . For instance, dS can “decay” by a topology change process – hence differently from the usual Minkowski instability – into many copies of itself. These questions have just recently begun to be addressed, and they certainly possess some keys to the understanding of quantum gravity in general.

Noteworthy progress in this direction was recently achieved by Strominger , who proposed that the conjugacy between scalar fields in the bulk and boundary operators worked much the same way as in the AdS-CFT correspondence. Specifically, the conformal weight of operators in the boundary was given by the asymptotic form of the field profile as one approaches the conformal boundary – in the dS case, past and future infinity. A curious bound appears: for fields whose mass was significantly larger than the de Sitter mass, the corresponding operator would have complex dimension. Although it poses no serious problem for the definition of the boundary theory, which is after all Euclidean, the question of what is the exact space-time interpretation of those operators still remains. The clarification of this particular question in three dimensions will be the aim of this short note.

The article is organized as follows: after a short introduction to the Chern-Simons description of three dimensional gravity, emphasizing the de Sitter case, we will present the general solution of three dimensional de Sitter gravity and show that it can be seen as an identification of global de Sitter under the action of a finite group. We will close by discussing how these results can be used to clarify some of the points raised above.

## 2 Chern-Simons and Asymptotic Data

In three dimensions, the spin connection $`\omega _{ab}`$ is dual to a vector field $`\omega ^a=\epsilon ^{abc}\omega _{ab}`$. It was found in  that the Einstein-Hilbert Lagrangian in three dimensions – with a cosmological constant term $`\mathrm{\Lambda }`$ – can be recast in terms of the vector-valued one forms $`A_\pm ^a=\omega ^a\pm \sqrt{\mathrm{\Lambda }}e^a`$, with $`e^a`$ being the triad. In the $`\mathrm{\Lambda }<0`$ case, both $`A_\pm ^a`$ are real and independent. In the $`\mathrm{\Lambda }>0`$ case (which will be dwelled in from now on), they are the complex conjugate of each other, and we will drop the subscript and call $`A_{}`$ by $`A^{}`$. The action that results from the change of variables has the Chern-Simons form222In  or  the reader will find a much more intelligible discussion.:

$$S=\frac{1}{8\pi G}\text{Im}\left[\text{Tr}(AdA+\frac{2}{3}AAA)\right]$$
(1)
where Im denotes the imaginary part. We will set $`\mathrm{\Lambda }=1`$ and $`4G=1`$ from now on. The equations of motion then simply state that $`A`$ is a locally flat connection:

$$dA^a+f_{}^{a}{}_{bc}{}^{}A^aA^b=0$$
(2)
with $`f_{}^{a}{}_{bc}{}^{}`$ being the structure constants of the $`SL(2,C)`$ group. Being locally flat, the connection itself doesn’t carry too much information about the space-time. In parallel to the AdS case, one has to provide some set of boundary conditions that introduce some notion of “asymptotic triviality” and still allow for non-trivial holonomies. From the fact that dS3 has two disconnected conformal boundaries at future and past infinity $`t=\pm \mathrm{}`$, one is naturally led to the following boundary conditions:

$$ds^2|_{^{}}=dt^2+e^{2t}dzd\overline{z}+\mathrm{}$$
(3)
and

$$ds^2|_^+=dt^2+e^{2t}dzd\overline{z}+\mathrm{}$$
(4)
As we will see this turns out to be too restrictive. In a holographic context, one argues that quantum gravity in dS consists of a transfer matrix which relates the Hilbert spaces in the asymptotic past and future. By requiring the two conditions above we are really determining a particular state in both Hilbert spaces, and hence the whole matrix element. In other words, if we restrict ourselves to the gravity sector alone, the only space satisfying both of the conditions above is global dS3. We should then drop at least one of the conditions. It became costumary to drop (4), and then the form of the connection can be derived much the same way as in the AdS case 333The calculation was indeed carried out for dS3 recently .:

$$A=i\left(\begin{array}{cc}\frac{1}{2}dt& e^tdz\\ 𝒪(e^t)& \frac{1}{2}dt\end{array}\right).$$
(5)
where we represented $`SL(2,C)`$ with Pauli matrices. Following the argumentation of section 4 in  one can see that the general solution of the equations of motion with the boundary conditions above is, up to a diffeomorphism:

$$ds^2=dt^2+(e^{2t}+L(z)\overline{L}(\overline{z})e^{2t})dzd\overline{z}+L(z)dz^2+\overline{L}(\overline{z})d\overline{z}^2$$
(6)
with $`L(z)`$ an arbitrary holomorphic function and $`\overline{L}(\overline{z})=[L(z)]^{}`$. The actual proof is entirely analogous to the AdS case (actually for AdS with Euclidean time, which is what is done in ) and will not be shown here. The metric (6) gives rise to the potential:

$$A=i\left(\begin{array}{cc}\frac{1}{2}dt& e^tdz\\ e^tL(z)dz& \frac{1}{2}dt\end{array}\right).$$
(7)
It is perhaps worth noting that the analogue of the Brown-Henneaux symmetry is particularly clear in these coordinates, and not particularly surprisingly so. Setting $`\overline{L}(\overline{z})=0`$ for the sake of clarity, one sees that the transformation:

$$\delta t=\frac{1}{2}ϵ,\delta z=ϵ,\delta \overline{z}=\frac{1}{2}e^{2t}^2ϵ$$
(8)
is a symmetry if we allow $`L(z)`$ to transform as:

$$\delta L=(ϵL+2ϵL+\frac{1}{2}^3ϵ).$$
(9)
From which we can rederive the central charge  by recovering the dependence on $`l`$ and $`G`$. The point of view naturally taken is this case is that the transformation (8) is a diffeomorphism that changes the asymptotic charges and then is not a gauge transformation but rather a global transformation.

So now we turn to the problem of relating the function $`L(z)`$ to physical quantities of the space-time metric such as mass and angular momentum.

## 3 Cartography

We will now turn to the relation of the metric (6) with the three-dimensional Kerr-de Sitter solution :

$$ds^2=\left(Mr^2+\frac{J^2}{4r^2}\right)d\overline{t}^2+\frac{dr^2}{\left(Mr^2+\frac{J^2}{4r^2}\right)}+r^2\left(d\phi \frac{J}{2r^2}d\overline{t}\right)^2.$$
(10)
For that consider (6) with constant $`L(z)=L_0`$. The mapping

$$t^{}=t\frac{1}{4}\mathrm{ln}(L_0\overline{L}_0),x=\sqrt{L_0}z+\sqrt{\overline{L}_0}\overline{z},iy=\sqrt{L_0}z\sqrt{\overline{L}_0}\overline{z}$$
(11)
turns the metric into

$$ds^2=dt^2+\mathrm{cosh}^2t^{}dx^2+\mathrm{sinh}^2t^{}dy^2.$$
(12)
The Kerr-de Sitter metric can also be turned into (12) by the following change of coordinates:

$$\mathrm{sinh}t^{}=\sqrt{\frac{r^2r_+^2}{r_+^2+r_{}^2}},y=r_+\overline{t}+r_{}\phi ,x=r_{}\overline{t}r_+\phi .$$
(13)
where $`M=r_+^2r_{}^2`$ and $`J=2r_+r_{}`$. Note that only the region $`r>r_+`$, $`t^{}>0`$, and thus lying outside the cosmological horizon can be mapped. In this coordinate change we find

$$L_0=\left(r_+ir_{}\right)^2=MiJ\lambda ^2$$
(14)
and also that $`r_{}yr_+x`$ is identified with $`2\pi (r_+^2+r_{}^2)`$ translations. For (6) that means $`z+\overline{z}=\phi [0,2\pi ]`$. Note that $`L_0`$ is complex for non-zero $`J`$. Spatial slices have then the topology of a cylinder, whose non-contractible loop is indeed necessary for the existence of a non-trivial holonomy for $`A`$. Also, it fits in the usual description of mass sources as conical defects in global dS where the spatial slices are spheres.

It is also interesting to study the global structure of the metric (6), or, alternatively, (12). We will restrict ourselves to the case of zero angular momentum, in which $`x`$ is an angular variable with a conical defect $`x[0,2\pi \lambda ]`$ but $`y`$ is not restricted. By defining:

$$\mathrm{tan}\widehat{t}=\mathrm{sinh}t^{}\mathrm{cosh}y,\mathrm{cos}\theta =\frac{\mathrm{sinh}t^{}\mathrm{tanh}y}{\sqrt{\mathrm{cosh}^2t^{}\mathrm{tanh}^2y}},\varphi =x,$$
(15)
one turns (12) into the familiar form of global dS :

$$ds^2=\mathrm{sec}^2\widehat{t}(d\widehat{t}^2+d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2)$$
(16)
The patch covered by $`\{t^{},x,y\}`$ can be seen in Figure 1. Note that it covers both $`^+`$ and $`^{}`$ which also happen to be the holographic screens of dS.

It may not be clear that the null boundary of the hourglass is at $`y\mathrm{}`$. To see that one just needs to consider the inverse transformation:

$$\mathrm{tanh}y=\frac{\mathrm{cos}\theta }{\mathrm{sin}\widehat{t}}$$
(17)
which defines the boundary for $`\mathrm{sin}\widehat{t}=\pm \mathrm{cos}\theta `$. Also, the point at $`\widehat{t}=0`$ is merely a coordinate singularity, just like in the AdS version of (6).

We now turn to the study of the observables and the identifications that introduce non-trivial holonomies from global dS3.

## 4 Holonomies and Identifications

Since $`A`$ is a flat connection, it can be written locally by $`A=i𝒢^1d𝒢`$, where $`𝒢`$ is an element of $`SL(2,C)`$. For $`A`$ as in (7), $`𝒢`$ can be written as:

$$𝒢=\left(\begin{array}{cc}\mathrm{\Psi }_1^{}(z)& \mathrm{\Psi }_1(z)\\ \mathrm{\Psi }_2^{}(z)& \mathrm{\Psi }_2(z)\end{array}\right)\left(\begin{array}{cc}e^{t/2}& 0\\ 0& e^{t/2}\end{array}\right)$$
(18)
with $`\mathrm{\Psi }_{1,2}(z)`$ the solutions of the Schrödinger equation $`(_z^2L(z))\mathrm{\Psi }(z)=0`$, set to have the Wronskian equal to one.

For $`L(z)=L_0=\lambda ^2`$ constant it is useful to define a $`2\times 2`$ coefficient matrix $`B`$ as:

$$g(z)=\left(\begin{array}{cc}\mathrm{\Psi }_1^{}(z)& \mathrm{\Psi }_1(z)\\ \mathrm{\Psi }_2^{}(z)& \mathrm{\Psi }_2(z)\end{array}\right)B\left(\begin{array}{cc}\lambda e^{\lambda z}& e^{\lambda z}\\ \lambda e^{\lambda z}& e^{\lambda z}\end{array}\right)$$
(19)
Note that the actual elements of $`B`$ are not so important, since they can be gauged away by a global $`SL(2,C)`$ transformation, but we have to require $`\text{det}B=\frac{1}{2\lambda }`$. Using the fact that the $`z`$ plane has the topology of a cylinder, the monodromy can be easily computed:

$$g(z+\pi )=Be^{2\pi \lambda \sigma _3}B^1g(z),$$
(20)
and then the holonomy is $`W=2\mathrm{cosh}(\pi \lambda )`$.

Finally, we will show that (6) can be obtained from global dS3 via a proper identification. One way of accomplish that is by embedding the hourglass region (12) in $`SL(2,C)`$:

$$g=e^{i(x+iy)\sigma _2}e^{2t\sigma _3}e^{i(xiy)\sigma _2}$$
(21)
and the action of the $`SL(2,C)`$ group is given by $`ghgh^{}`$. The particular group element that implements the isometry that brings $`x+iy`$ to $`x+iy+2\pi \lambda `$ is

$$h=e^{2\pi i\sigma _2\lambda },$$
(22)
and then the space (6) can be though of as the quotient of global dS3 under the action of the group generated by $`h`$.

## 5 Discussion

In this short note we have collected some results about asymptotic dS3 spaces which may help clarify the role of holography in the quantum theory with that background. Specifically, we have mapped the conformal weights of operators of the boundary theory into space-time quantities like the mass and the angular momentum of the space. It was shown that the weights are complex in general, in accordance with the results of .

Given the form of the general metric solution (10), one might be tempted to work in cosmological patch where time is a Killing vector field. The point of view taken here is different in which we stress the role of the asymptotic symmetries. This is in consonance with holographic arguments which infer that the states of quantum gravity in de Sitter can be encoded in the conformal boundary of space-time. It is particularly clear in this language the space-time role of the Virasoro generators of the boundary conformal field theory.

Of course, there are a few caveats. It is unclear how exactly the description given in terms of the asymptotic data relates to what a given observer sees. Recovering the observer’s point of view may be more than a technicality given that Susskind et al. argued on generic grounds  that a quantum description of gravity based on local degrees of freedom cannot see beyond a horizon. Being more specific, the local formulations of observables for each side of the horizon are not compatible with one another. Also, one would like to verify which mechanism in the boundary conformal theory is responsible for the finiteness of the dS states. One expects that the correlation between different states in the boundary theory to be large, thus reducing its entropy. Note that here the same scenario envisioned by  happens: there are patches of space-time which have alternative projections on either past or future infinity screens. Following that argument, the language best suited for coping with these issues, especially if one’s goal is to describe local states in the bulk of space, may be that of a correlated or entangled state (see also .)

As this work was in its final states of preparation, we learned of a similar work  which has overlaps with the results listed here. After this work was made publicly available we became aware of the work by Park  in which he also derives the space-time interpretation of the asymptotic conformal theory. Unlike that work, we argue, based on the causal structure of de Sitter, that the boundary conformal theory is defined on a pair of two-spheres instead of a cylinder. We also gave a detailed account on how the Virasoro symmetry acts on the space-time metric, and discussed the role of identifications and holonomies. We have also found a real central charge for the Virasoro symmetry, corroborating the results of .

## Acknowledgements

I would like to thank Emil Martinec for helpful discussions and suggestions on the manuscript. I am also indebted to Ben Craps, Will McElgin, Vasilis Niarchos and Li-Sheng Tseng who in their patience helped me put my thoughts in order.


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# Statistics of Multiple Sign Changes in a Discrete Non-Markovian Sequence

## Abstract

We study analytically the statistics of multiple sign changes in a discrete non-Markovian sequence $`\psi _i=\varphi _i+\varphi _{i1}`$ ($`i=1,2,\mathrm{},n`$) where $`\varphi _i`$’s are independent and identically distributed random variables each drawn from a symmetric and continuous distribution $`\rho (\varphi )`$. We show that the probability $`P_m(n)`$ of $`m`$ sign changes upto $`n`$ steps is universal, i.e., independent of the distribution $`\rho (\varphi )`$. The mean and variance of the number of sign changes are computed exactly for all $`n>0`$. We show that the generating function $`\stackrel{~}{P}(p,n)=_{m=0}^{\mathrm{}}P_m(n)p^m\mathrm{exp}[\theta _d(p)n]`$ for large $`n`$ where the ‘discrete’ partial survival exponent $`\theta _d(p)`$ is given by a nontrivial formula, $`\theta _d(p)=\mathrm{log}[\mathrm{sin}^1(\sqrt{1p^2})/\sqrt{1p^2}]`$ for $`0p1`$. We also show that in the natural scaling limit $`m\mathrm{}`$, $`n\mathrm{}`$ but keeping $`x=m/n`$ fixed, $`P_m(n)\mathrm{exp}[n\mathrm{\Phi }(x)]`$ where the large deviation function $`\mathrm{\Phi }(x)`$ is computed. The implications of these results for Ising spin glasses are discussed.

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

The probability $`P_0(T)`$ that a stochastic process $`\psi (T)`$ does not cross zero upto time $`T`$ is a quantity of long standing interest to both physicists and mathematicians and has resurfaced recently with a new name ‘persistence’ in the context of nonequilibrium systems. A lot of recent efforts have been devoted to compute $`P_0(T)`$ for stationary Gaussian processes. Such a Gaussian stationary process (GSP) is completely specified by its two point correlation function $`C(T)=\psi (0)\psi (T)`$. For a wide class of correlation functions, it is known that $`P_0(T)\mathrm{exp}(\theta T)`$ for large $`T`$ where the persistence exponent $`\theta `$ is usually nontrivial, depends on the full function $`C(T)`$ and is calculable exactly only in very few cases. A natural generalization of $`P_0(T)`$ is $`P_m(T)`$, the probability of $`m`$ zero crossings upto time $`T`$. The mean and the variance of the number of zero crossings upto time $`T`$ of a GSP have been studied before. For a smooth GSP where $`C(T)=1aT^2+\mathrm{}`$ for small $`T`$ with $`a>0`$, the mean is given by Rice’s formula, $`m/T=\sqrt{C^{\prime \prime }(0)}/\pi `$ and the variance by a more complicated formula due to Bendat. Recently it was shown that for a smooth GSP the generating function $`\stackrel{~}{P}(p,T)=_{m=0}^{\mathrm{}}P_m(T)p^m\mathrm{exp}[\theta (p)T]`$ for large $`T`$ where the ‘partial survival’ exponent $`\theta (p)`$ varies smoothly from $`\theta (0)=\theta `$ to $`\theta (1)=0`$ as $`p`$ varies continuously from $`0`$ to $`1`$. In Ref., the exponent $`\theta (p)`$ was computed exactly for the one dimensional Ginzburg Landau model of deterministic coarsening and also approximately within the independent interval approximation for other smooth processes such as the diffusion equation. The only process for which a closed form expression of $`\theta (p)`$ exists, so far, is the random acceleration problem which corresponds to a GSP with correlator $`C(T)=[3\mathrm{exp}(T/2)\mathrm{exp}(3T/2)]/2`$. For this problem, the exponent $`\theta (p)`$ for $`0p1`$ is given by the formula, $`\theta (p)=\frac{1}{4}\left[1\frac{6}{\pi }\mathrm{sin}^1\left(p/2\right)\right]`$.

In this Rapid Communication, we study the statistics of multiple crossings or sign changes in a discrete sequence $`\psi _1`$, $`\psi _2`$, $`\mathrm{}`$, $`\psi _n`$ as opposed to a continuous process $`\psi (T)`$ discussed in the previous paragraph. This study is motivated by the recent works on the persistence of a discrete sequence. The principal motivation for studying the persistence of a discrete sequence is twofold. First, in various experiments and numerical simulations to measure the persistence $`P_0(T)`$ of a continuous stochastic process $`\psi (T)`$, one usually samples the continuous process only at discrete time points separated by a fixed window size $`\mathrm{\Delta }T`$ and checks whether the process has retained the same sign at all these discrete times. Some information gets lost due to this discretization since the continuous process $`\psi (T)`$ may have crossed and recrossed zero in between two successive discrete points. Thus the ‘discrete-time’ persistence $`P_0(n)`$ \[i.e., the probability that the sequence $`\psi (0)`$, $`\psi (\mathrm{\Delta }T)`$, $`\psi (2\mathrm{\Delta }T)`$, $`\mathrm{}`$, $`\psi (n\mathrm{\Delta }T=T)`$ have the same sign\] is usually greater than the continuous time persistence $`P_0(T)`$. In Ref. , it was shown that $`P_0(n)\mathrm{exp}[\theta _dn]`$ where the exponent $`\theta _d`$ depends continuously on the window size $`\mathrm{\Delta }T`$. The second motivation for studying the persistence of a sequence follows from the observation that many processes in nature such as weather records are stationary under translations in time only by an integer multiple of a basic period (which can be chosen to be unity without loss of generality). It was shown in Ref.  that for a wide class of such processes, the continuous time persistence $`P_0(T)`$ is the same as the persistence $`P_0(n)`$ of the corresponding discrete sequence obtained from the measurement of the process only at integer times. A natural generalization of $`P_0(n)`$ is clearly $`P_m(n)`$, the probability that there are $`m`$ sign changes along a sequence of size $`n`$.

The exact calculation of $`P_m(n)`$ for an arbitrary stationary sequence seems difficult. It is therefore important to find exactly solvable cases. In this paper we present exact results for $`P_m(n)`$ for a specific sequence which was introduced in Ref. ,

$$\psi _i=\varphi _i+\varphi _{i1},i=\text{1},\text{2},\text{},\text{n}$$
(1)
where $`\varphi (i)`$’s are independent and identically distributed (i.i.d) random variables, not necessarily Gaussian, each drawn from the same symmetric continuous distribution $`\rho (\varphi )`$. The variables $`\psi _i`$’s have only nearest neighbour correlations. The sequence in Eq. (1) is stationary but non-Markovian since $`\psi _i`$ depends not just only on $`\psi _{i1}`$ but on all the preceding members of the sequence. This sequence appears as a limiting case of the diffusion equation on a hierarchical lattice. It also appears in the one dimensional Ising spin glass problem where $`\psi _i`$ represents the energy cost to flip the $`i`$-th spin. In Ref. , the persistence $`P_0(n)`$ for this sequence was computed exactly for all $`n`$ and remarkably $`P_0(n)`$ was found to be universal, i.e., independent of the distribution $`\rho (\varphi )`$. In particular, it was that $`P_0(n)\mathrm{exp}[\theta _dn]`$ for large $`n`$ with $`\theta _d=\mathrm{log}[\pi /2]`$. The persistence $`P_0(n)`$ was shown to be identical to the average fraction of metastable configurations (originally computed in Ref. ) in the corresponding Ising spin glass chain.

The purpose of this paper is to show that $`P_m(n)`$ for any $`m0`$ can also be calculated exactly for the sequence in Eq. (1) and turns out to be universal. Let us summarize our main results which are all independent of the distrbition $`\rho (\varphi )`$:

$``$ We show that the mean number of sign changes upto $`n`$ steps (i.e., when the sequence size is $`n+1`$) is given by the exact formula, $`m=n/3`$ for all $`n>0`$.

$``$ The variance is given by the formula, $`\sigma _n^2=m^2m^2=[16n+3+\delta _{n,1}]/90`$ for all $`n>0`$.

$``$ We show that analogus to its continuous counterpart, the generating function $`\stackrel{~}{P}(p,n)=_{m=0}^np^mP_m(n)\mathrm{exp}[\theta _d(p)n]`$ where the ‘discrete partial survival’ exponent $`\theta _d(p)`$ is given by the closed form expression

$$\theta _d(p)=\mathrm{log}\left[\frac{\mathrm{sin}^1\left(\sqrt{1p^2}\right)}{\sqrt{1p^2}}\right],\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}0}p1.$$
(2)
This result can be analytically continued to $`p1`$.

$``$ We also show that in the limit $`m\mathrm{}`$, $`n\mathrm{}`$ but keeping $`x=m/n`$ fixed, $`P_m(n)\mathrm{exp}[n\mathrm{\Phi }(x)]`$ where $`\mathrm{\Phi }(x)`$ is a universal large deviation function that we compute.

We start by defining $`P_{m,n}^\pm (\varphi _0)`$ to be the joint probability that the first member of the sequence in Eq. (1) $`\pm \psi _1>0`$ and that the sequence undergoes $`m`$ sign changes upto $`n`$ steps, given the value of $`\varphi _0`$. It is then easy to see that they satisfy the following recursion relations

$`P_{m,n+1}^+(\varphi _0)`$ $`=`$ $`{\displaystyle _{\varphi _0}^{\mathrm{}}}𝑑\varphi _1\rho (\varphi _1)F_{m,n}^+(\varphi _1)`$ (3)
$`P_{m,n+1}^{}(\varphi _0)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\varphi _0}}𝑑\varphi _1\rho (\varphi _1)F_{m,n}^{}(\varphi _1),`$ (4)
where $`F_{m,n}^\pm (\varphi _1)=P_{m,n}^\pm (\varphi _1)+P_{m1,n}^{}(\varphi _1)`$ and the initial conditions are $`P_{m,0}^\pm (\varphi _0)=0`$ for $`m>0`$, $`P_{0,0}^+(\varphi _0)=_{\varphi _0}^{\mathrm{}}\rho (\varphi _1)𝑑\varphi _1`$ and $`P_{0,0}^{}(\varphi _0)=1P_{0,0}^+(\varphi _0)`$. The generating functions $`\stackrel{~}{P}_n^\pm (p,\varphi _0)=_0^{\mathrm{}}P_{m,n}^\pm (\varphi _0)p^m`$ then satisfy the recursion relations

$`\stackrel{~}{P}_{n+1}^+(p,\varphi _0)`$ $`=`$ $`{\displaystyle _{\varphi _0}^{\mathrm{}}}𝑑\varphi _1\rho (\varphi _1)\stackrel{~}{F}_n^+(p,\varphi _1)`$ (5)
$`\stackrel{~}{P}_{n+1}^{}(p,\varphi _0)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\varphi _0}}𝑑\varphi _1\rho (\varphi _1)\stackrel{~}{F}_n^{}(p,\varphi _1),`$ (6)
where $`\stackrel{~}{F}_n^\pm (p,\varphi _1)=\stackrel{~}{P}_n^\pm (p,\varphi _1)+p\stackrel{~}{P}_n^{}(p,\varphi _1)`$ with the initial conditions, $`\stackrel{~}{P}^+(p,\varphi _0)=_0^{\mathrm{}}\rho (\varphi _1)𝑑\varphi _1`$ and $`\stackrel{~}{P}^{}(p,\varphi _0)=1\stackrel{~}{P}^+(p,\varphi _0)`$. Further simplification can be made by differenting Eq. (6) with respect to $`\varphi _0`$ followed by a change of variable $`\varphi _0u=_0^{\varphi _0}\rho (\varphi )𝑑\varphi `$ and then using the symmetry $`\rho (\varphi )=\rho (\varphi )`$. Writing $`\stackrel{~}{P}_n^\pm (p,\varphi _0)=\stackrel{~}{p}_n^\pm (u)`$ (suppressing the $`p`$ dependence for convenience) we find two coupled non-local recursion relations

$$\frac{d\stackrel{~}{p}_{n+1}^\pm (u)}{du}=\pm \left[\stackrel{~}{p}_n^\pm (u)+p\stackrel{~}{p}_n^{}(u)\right],$$
(7)
with the initial conditions $`\stackrel{~}{p}_0^\pm (u)=1/2\pm u`$ and the boundary conditions $`\stackrel{~}{p}^\pm (1/2)=0`$. Note that the explicit dependence on the distribution $`\rho (\varphi )`$ disappears in Eq. (7). As a result, all further quantities computed from these recursion relations will be independent of $`\rho (\varphi )`$ provided $`\rho (\varphi )`$ is symmetric and continuous.

In principle, one can solve the recursion relations in Eq. (6) by the generating function method. However to calculate the mean and the variance of zero crossings, it is simpler to directly analyze Eq. (7). Let $`E_n^\pm (\varphi _0)=_{m=0}^{\mathrm{}}P_{m,n}^\pm (\varphi _0)`$ be the expected number of sign changes upto $`n`$ steps with the first member $`\psi _1`$ positive (or negative) and given $`\varphi _0`$. Let us write $`E_n^\pm (\varphi _0)=e_n^\pm (u)`$ after making the change of variable $`\varphi _0u`$. The average number of crossings is then given by $`m=_{\mathrm{}}^{\mathrm{}}[E_n^+(\varphi _0)+E_n^{}(\varphi _0)]\rho (\varphi _0)𝑑\varphi _0=_{1/2}^{1/2}[e_n^+(u)+e_n^{}(u)]𝑑u`$. Differentiating Eqs. (7) once with respect to $`p`$ and putting $`p=1`$, we get

$$\frac{de_{n+1}^\pm }{du}=\pm \left[e_n^+(u)+e_n^{}(u)\right]+u\pm \frac{1}{2},$$
(8)
with the initial conditions $`e_0^\pm (u)=0`$ and the boundary conditions $`e_n^\pm (1/2)=0`$. These recursion relations can be solved exactly and one gets $`e_{n+1}^\pm =(1/2\pm u)(n4)/12\pm u^3/3+u^2/2\pm u/2+1/6`$. Hence $`e_n(u)=e_n^+(u)+e_n^{}(u)=u^2+n/31/12`$. This then gives the exact result $`m=_{1/2}^{1/2}e_n(u)𝑑u=n/3`$ for all $`n0`$, independent of $`\rho (\varphi )`$.

The variance $`\sigma _n^2=m^2m^2`$ can be computed in a similar way by differentiating Eq. (7) twice with respect to $`p`$, putting $`p=1`$ and solving the resulting recursion relations. The functions $`G_n^\pm (\varphi _0)=_{m=0}^{\mathrm{}}m(m1)P_{m,n}^\pm (\varphi _0)=g_n^\pm (u)`$ satisfy the following inhomogeneous recursion relations for $`n>0`$,

$$\frac{dg_{n+1}^\pm }{du}=\pm \left[g_n^+(u)+g_n^{}(u)\right]\pm 2e_n^{}(u),$$
(9)
with the initial conditions $`g_0^\pm (u)=g_1^\pm (u)=0`$ and boundary conditions $`g_n^\pm (1/2)=0`$. Using the known values of $`e_n^\pm (u)`$ one can again solve Eq. (9) explicitly. This finally gives $`m(m1)=_{1/2}^{1/2}[g_n^+(u)+g_n^{}(u)]𝑑u=(10n^214n+3)/90`$ for all $`n2`$. Using $`m=n/3`$, one gets $`\sigma _n^2=[16n+3+\delta _{n,1}]/90`$ for all $`n>0`$, again independent of $`\rho (\varphi )`$.

We now turn to the calculation of the partial survival exponent. We expect that for large $`n`$, $`\stackrel{~}{p}_n^\pm (u)\lambda ^nf^\pm (u)`$ where $`\lambda =\mathrm{exp}[\theta _d(p)]`$. Substituting this asymptotic form in Eq. (7) we get the non-local eigenvalue equation

$$\frac{df^\pm (u)}{du}=\pm \lambda \left[f^+(u)+f^{}(u)\right],$$
(10)
subject to the two boundary conditions, $`f^+(1/2)=0`$ and $`f^{}(1/2)=0`$. Diagonalizing Eq. (10) and solving the resulting non-local equations we get the most general solutions of Eq. (10)

$$f^\pm (u)=A^\pm \mathrm{cos}(\mu u)+B^\pm \mathrm{sin}(\mu u),$$
(11)
where $`\mu =\lambda \sqrt{1p^2}`$ and the four constants $`A^\pm `$ and $`B^\pm `$ can be written in terms of only two unknown constants $`a`$ and $`b`$ via the relations, $`A^+=ap`$, $`A^{}=b\sqrt{1p^2}a`$, $`B^+=bp`$ and $`B^{}=a\sqrt{1p^2}b`$. The solution in Eq. (11) must satisfy the two boundary conditions $`f^\pm (1/2)=0`$ which gives two homogeneous linear equations for the unknown constants $`a`$ and $`b`$. Eliminating $`a`$ and $`b`$ from these two equations one gets $`\mu =\mathrm{sin}^1[\sqrt{1p^2}]`$ and hence $`\lambda =\mathrm{sin}^1[\sqrt{1p^2}]/\sqrt{1p^2}`$. Using the relation $`\theta _d(p)=\mathrm{log}\lambda `$, we obtain the result in Eq. (2), once again independent of $`\rho (\varphi )`$. Note that for $`p=0`$, $`\theta _d(p)`$ reduces to the usual discrete persistence exponent $`\theta _d=\mathrm{log}(\pi /2)`$.

The expression for $`\theta _d(p)`$ in Eq. (2) is valid in the range $`0p1`$. However, in principle, one can define the generating function $`\stackrel{~}{P}(p,n)=_{m=0}^{\mathrm{}}P_m(n)p^n`$ even for $`p>1`$. Then for $`p>1`$ one expects $`\stackrel{~}{P}(p,n)`$ to diverge as $`n\mathrm{}`$ indicating $`\theta _d(p)`$ becomes negative for $`p>1`$. Indeed one can easily get the result for $`p>1`$ by analytically continuing the expression in Eq. (2) to the range $`p1`$ and this gives

$$\theta _d(p)=\mathrm{log}\left[\frac{\mathrm{log}\left(p+\sqrt{p^21}\right)}{\sqrt{p^21}}\right].$$
(12)
Thus $`\theta _d(p)`$ tends to $`\mathrm{}`$ rather slowly as $`\theta _d(p)\mathrm{log}[\mathrm{log}(2p)/p]`$ as $`p\mathrm{}`$.

We next analyse the distribution $`P_m(n)`$ in an interesting scaling limit. Since the average number of crossings scale linearly with the size $`n`$ as $`m=n/3`$, a natural scaling limit is when $`m\mathrm{}`$, $`n\mathrm{}`$ but keeping the ratio $`x=m/n`$ fixed. In this limit, we show that $`P_m(n)\mathrm{exp}[n\mathrm{\Phi }(x)]`$ where $`\mathrm{\Phi }(x)`$ is a large deviation function which is universal, i.e., independent of the distribution $`\rho (\varphi )`$. Large deviation functions associated with different physical observables have appeared before in the context of various nonequilibrium systems. The present model provides an example where there is a large deviation function associated with the number of zero crossings that can be computed explicitly. Indeed, substituting the ansatz $`P_m(n)\mathrm{exp}[n\mathrm{\Phi }(x)]`$ in the generating function one gets $`\stackrel{~}{P}(p,n)_{m=0}^{\mathrm{}}P_m(n)p^m_0^{\mathrm{}}𝑑x\mathrm{exp}[n\{\mathrm{\Phi }(x)x\mathrm{log}p\}]`$. In the large $`n`$ limit the integral can be evaluated by the steepest descent method and one gets $`\stackrel{~}{P}(p,n)\mathrm{exp}[nG(p)]`$ where $`G(p)=\mathrm{min}_x\{\mathrm{\Phi }(x)x\mathrm{log}p\}`$. On the other hand, by definition, $`\stackrel{~}{P}(p,n)\mathrm{exp}[\theta _d(p)n]`$ for large $`n`$. This establishes the relation, $`\mathrm{min}_x\{\mathrm{\Phi }(x)x\mathrm{log}p\}=\theta _d(p)`$. Thus $`\theta _d(p)`$ is just the Legendre transform of $`\mathrm{\Phi }(x)`$. Inverting this Legendre transform we get

$$\mathrm{\Phi }(x)=\mathrm{max}_p\left[x\mathrm{log}p+\theta _d(p)\right],$$
(13)
where $`\theta _d(p)`$ is given exactly by Eqs. (2) and (12) in the range $`p0`$. Note that determining $`\mathrm{\Phi }(x)`$ from Eq. (13) requires a knowledge of $`\theta _d(p)`$ not just in the range $`0p1`$ but also for $`p1`$. Thus we will need both the formulas in Eqs. (2) and (12).

We have obtained $`\mathrm{\Phi }(x)`$ from Eq. (13) using Mathematica and is displayed in Fig. 1. Since the number of crossings $`mn`$, the allowed range of $`x`$ is $`0x1`$. One can analytically determine the behavior of $`\mathrm{\Phi }(x)`$ in the three limits $`x0`$, $`x1`$ and $`x1/3`$. First consider the limit $`x0`$. This corresponds to $`p0`$ limit of $`\theta _d(p)`$. Expanding Eq. (2) for small $`p`$, we get $`\theta _d(p)\mathrm{log}(\pi /2p)`$. Substituting this in Eq. (13) and maximizing with respect to $`p`$ gives $`\mathrm{\Phi }(x)\mathrm{log}(\pi /2)+x\mathrm{log}(x)`$ as $`x0`$. Next consider the opposite limit when $`x1`$. This limit correspond to $`\theta _d(p)`$ in the limit $`p\mathrm{}`$. Hence we need to now use the analytically continued formula in Eq. (12). Expanding Eq. (12) for large $`p`$, we get $`\theta _d(p)\mathrm{log}[\mathrm{log}(2p)/p]`$ to leading order. Substituting this asymptotic form in Eq. (13) and maximizing with respect to $`p`$ we get $`\mathrm{\Phi }(x)\mathrm{log}(1x)1+(1x)\mathrm{log}2`$ as $`x1`$. In Fig. 1, this asymptotic form is shown by the dotted line to which $`\mathrm{\Phi }(x)`$ approaches rather quickly as $`x1`$.

The most interesting limit, however, is when $`x1/3`$, i.e. $`mm`$. This limit in $`x`$ corresponds to $`p1`$ limit of $`\theta _d(p)`$. It is easy to see that both the limits $`p1^{}`$ and $`p1^+`$ yield the same result. Let us consider the case when $`p=1ϵ`$ where $`ϵ0`$. Expanding Eq. (2) in powers of $`ϵ`$, we get $`\theta _d(p)ϵ/3+7ϵ^2/90+O(ϵ^3)`$. Substituting this in Eq. (13) and maximizing with respect to $`p=1ϵ`$, we get as $`x1/3`$,

$$\mathrm{\Phi }(x)\frac{45}{16}\left(x\frac{1}{3}\right)^2.$$
(14)
This limiting form can also be derived independently from a central limit theorem. To see this we write the number of sign changes $`m`$ as the sum $`m=_{i=1}^nw_i`$ with $`w_i=1\theta (\psi _i\psi _{i+1})`$ and $`\theta (x)`$ is the Heaviside step function. Thus $`mm=_{i=1}^n(w_iw_i)`$. Clearly in the limit $`mm`$, the variables $`(w_iw_i)`$ become only weakly correlated. Then in the limit when $`n`$ is much larger than the correlation length between these variables one expects the central limit theorem to hold predicting a Gaussian distribution for $`m`$, $`P_m(n)\mathrm{exp}[(mm)^2/2\sigma _n^2]`$. Using the already derived results $`m=n/3`$ and $`\sigma _n^28n/45`$ for large $`n`$, we find $`P_m(n)\mathrm{exp}[45n(x1/3)^2/16]`$ thus yielding the same $`\mathrm{\Phi }(x)`$ as in Eq. (14). Thus this limit provides an indipendent check of our results for the mean and the variance. The three limiting behaviors of $`\mathrm{\Phi }(x)`$ are summmarized as follows

$$\mathrm{\Phi }(x)\{\begin{array}{cc}\mathrm{log}(\pi /2)+x\mathrm{log}x\hfill & x0\text{,}\hfill \\ \frac{45}{16}(x\frac{1}{3})^2\hfill & x1/3\text{,}\hfill \\ \mathrm{log}(1x)1+(1x)\mathrm{log}2\hfill & x1\text{.}\hfill \end{array}$$
(15)
We conclude with a discussion of the implications of our results for an Ising spin glass chain described by the Hamiltonian, $`H=J_{i,i+1}s_is_{i+1}`$ with $`s_i=\pm 1`$ and the bonds $`J_{i,i+1}`$’s are i.i.d random variables each drawn from the same symmetric and continuous distribution. A spin will be called metastable if the cost of energy to flip it under zero temperature Glauber dynamics is positive, i.e. $`\mathrm{\Delta }E_i=2s_i[J_{i1,i}s_{i1}+J_{i,i+1}s_{i+1}]>0`$. A given spin configuration (with fixed $`J`$’s) consists of alternate domains of metastable and non-metastable spins. A natural question is what is the average (over disorder) probability $`P(m,n)`$ that there are $`m`$ such domains in a chain of length $`n`$. Defining the new variables $`\varphi _i=2J_{i,i+1}s_is_{i+1}`$ which are also i.i.d variables, we see that the energy costs $`\mathrm{\Delta }E_i=\varphi _i+\varphi _{i1}`$ form exactly the sequence studied in this paper. The average domain number probability $`P(m,n)`$ is then identical to the probability of having $`2m`$ sign changes in the sequence $`\{\mathrm{\Delta }E_i\}`$ upto $`n`$ steps, i.e., $`P_{2m}(n)`$ that has been computed exactly in this paper. Clearly for $`m=0`$, $`P(0,n)=P_0(n)`$ is just the fraction of fully metastable configurations (out of the $`2^n`$ configurations) at zero temperature and is the same as the persistence of the sequence $`\{\mathrm{\Delta }E_i\}`$. Note that one can easily generalize this question of the domain number probability to higher dimensions as well. The study of the statistics of the domains of metsatable spins in higher dimensional spin glasses may provide interesting insights into the nature of the low temperature phase.

I thank D. Dhar and A.J. Bray for useful discussions.


text:
# Spectroscopic Studies of the Vibrational and Electronic Properties of Solid Hydrogen to 285 GPa

## Abstract

We report Raman scattering and visible to near-infrared absorption spectra of solid hydrogen under static pressure up to 285 GPa at 85-140 K. We obtain pressure dependences of vibron and phonon modes in agreement with previously determined to lower pressures. The results indicate the stability of the ordered molecular phase III to the highest pressure reached and provide constraints on the insulator-to-metal transition pressure.

Recent theoretical predictions for transformation of crystalline solid hydrogen to its metal state are still uncertain and range between 260-410 GPa . Metallization by band overlap is predicted to occur prior break down to a monoatomic state . The ability of theory to calculate the band gap at relevant densities is substantially impaired by the uncertainty of the structure of the high-pressure molecular modification of solid hydrogen -phase III (e.g., Ref. ). The nature of this phase and its related infrared activity have been the topic of numerous theoretical and experimental studies (e.g. Ref. ), but definitive knowledge of its crystal and electronic structure is not yet in hand.

Diamond-anvil cells have been used successfully to reach static pressures on the order of 360 GPa for compressed metals . However, numerous attempts to compress solid hydrogen in order to transform it to conducting states  have not been successful in reaching the critical pressure range while at the same time characterizing the sample and pressure definitively. The claim of compressing solid hydrogen to 342 GPa , for instance, showed no evidence for the presence of hydrogen in the sample chamber, indicating that instead the ”soft” hydrogen was most likely lost by developing small leaks in diamonds and gasket or by reaction with the gasket material (see Ref. ). In addition, the large stress-induced increase in optical absorption and fluorescence in diamond anvils  poses a major obstacle in optical measurements of hydrogen samples and pressure calibration by ruby fluorescence. Control measurements for optical absorption experiments are essential. For example, comparison of the absorption of the transparent ruby grains adjacent to hydrogen can be used to ascertain that the pressure-induced changes in absorption occurs is in hydrogen but not in the diamond windows . At pressures beyond 180 GPa, the ruby fluorescence becomes extremely weak and can be overwhelmed by diamond fluorescence, thus presenting another serious problem for pressure calibration. As a result, the pressure for our previously reported onset of absorption in hydrogen could only be determined as being above 200 GPa, but the upper limit could not be established. Indirect methods of pressure calibration such as x-ray diffraction measurements on the gasket  do not indicate the pressure of the sample, and pressure calibration based on the pressure shift of diamond Raman band  may vary by as much as a factor of three depending upon the local nonhydrostatic stress condition on the pressure-bearing diamond anvil surface .

Infrared and Raman spectroscopies have been successfully used to obtain information about molecular orientational ordering, strength of intermolecular interactions, crystal structure, phase transitions, and charge transfer in hydrogen, but have been previously limited in the pressure range reached . In this paper we extend spectroscopic measurements on solid hydrogen to 285 GPa, as well as accurate pressure determination by ruby fluorescence to 255 GPa. IR spectroscopy is particularly suited for ultrahigh pressure study of hydrogen because of the dramatic increase in vibron intensity in phase III. On the other hand, one must overcome the difficulty of focusing the diffraction limited IR beam to study microscopic samples in the diamond cell. For Raman spectroscopy, we must reduce the fluorescence background of the diamond by choosing anvils with very low initial fluorescence. We find that the hydrogen vibron persists to the highest pressure reached, indicating that the hydrogen molecules remain intact. We find that phase III persists while no unambiguous change of optical properties of hydrogen could be detected. We constrain the pressure of the transition to the metallic state to 325-495 GPa.

Our Raman and IR techniques are described elsewhere . Near IR measurements were performed with a conventional and synchrotron source. We used natural type I beveled (8-10 degrees) diamonds with 30-50 $`\mu `$m culets. Here, we report the results of four different experiments, which ended up by diamond failure at 230-285 GPa. All experiments were done at low temperatures (78-140 K). In one of them (to 255 GPa) the sample contained a small amount of ruby, so Raman and IR absorption measurements could be performed along with accurate pressure measurements by ruby fluorescence using a direct pumping scheme with a Ti-sapphire laser (705-740 nm) as described in Ref. . Raman measurements were also performed with near-IR excitation. Other samples contained a large amount of ruby to improve the pressure distribution in the high-pressure chamber. Since the vibron absorbance in phase III is rather high , we could afford to reduce an amount of hydrogen to approximately 1% of the whole sample volume at highest pressures. Visible optical absorption spectroscopy was used to further characterize the samples.

Figure 1 presents Raman and IR spectra at 250 GPa and at 205 GPa (p-H2 ). The latter were obtained on a sample converted to pure $`p`$-H2  Raman spectra at 250 GPa reveal of a number of narrow low-frequency bands associated with librations and translations of molecules in accord with our previous study to 205 GPa in p-H2 . The spectra are qualitatively very similar; the pressure shift of the lattice and vibron modes will be discussed below. As in Refs. , we observe only one Raman vibron. The second one (which is much weaker) observed in Ref.  is outside our available spectral range determined by the excitation wavelength and the sensitivity of the CCD detector. IR spectra are also in agreement with previous studies at lower pressures . Comparison of the frequencies of the high-frequency IR bands with those of the low-frequency Raman spectrum suggest that they originate from combinations of the IR vibron and lattice modes .

Of particular interest is the 6200 cm-1 band, which represents the combination of the IR vibron and the highest frequency lattice mode, corresponding to the axial translational vibration .

Figure 2 shows the pressure dependence of the IR- and Raman-active vibrons and lattice mode frequencies. The results obtained are in reasonable agreement with our previous study . In contrast, the pressures determined in Refs.  by extrapolating the IR vibron frequency by the second order polynomial are substantially underestimated as noted in Ref. . For the IR absorption measurements above 250 GPa (Fig. 2 inset), the pressure was determined by linearly extrapolating the IR frequency. This determines the stability range of phase III on the basis optical measurements. Comparison of the measured frequencies with the results of recent theoretical calculations  shows some discrepancies including both the number of the modes observed and their IR and Raman activity, however the pressure dependence (slope) is in reasonable agreement (Fig. 2). The same is true for the lattice modes (Fig. 3), although direct comparison is complicated because of a lack of specific assignment from both experiment and theory.

The reason for the disagreement in the case of the vibron modes seems to originate from the structure of phase II proposed in Ref.  (very similar structure was proposed earlier ), which contains two different site symmetries for hydrogen molecules (with generally different bond length). As a result, two distinct manifolds of vibrons are predicted, which does not seem to be confirmed by the experiment. The experimental data indicate that the splitting between IR and Raman vibrons is dominated by vibrational (or factor-group) splitting , and the multiple site-group splitting (if any) does not play a substantial role, unlike the situation for several other molecular crystals (e.g., $`\delta `$-N2 ). If so, one can use a simplified bond-force model to predict the upper bound for dissociation of the hydrogen molecules (e. g. Ref. ). The distinction between intra- and intermolecular bonding creates a gap in the vibrational density of states, which can be determined as a difference between the lowest vibron and the uppermost phonon (Fig. 4). Linear extrapolation of the frequencies to high density (pressure) give an intersection at $``$0.74 mole/cm-3 (495 GPa if using EOS from Ref. ) for the point corresponding to the ”no gap” situation that is to the transition to the nonmolecular state (presumably metallic) assuming no further phase transitions occur. This kind of transformation path would require a structural resemblance between the nonmolecular and molecular phase (e.g, ice X ) and may be preempted by band-overlap metallization within the molecular state, which could trigger a transformation to an altogether different molecular structure .

Figure 5 shows optical absorption spectra of hydrogen samples mixtured with ruby. With increasing pressure an absorption edge appears on the high-energy side and shifts to lower energies. This absorption is presumably related to a closure of the band gap of diamond under nonhydrostatic conditions, as calculated in Ref.  and observed experimentally . This absorption has a long tail with additional features. The 2.3 eV feature observed above 220 GPa has been previously reported in reflectivity spectra when metallic gaskets measured through the stressed diamond anvil  and some of our N2 absorption spectra ; a peak at this energy can also be observed in fluorescence spectra of stressed diamonds . Comparison of spectra measured for two samples with different H2 contents do not show substantial differences. Thus, no obvious absorption due to hydrogen could be observed in these experiments. For comparison, in our experiments on N2 under similar conditions the absorption edge due to electronic interband transitions in the sample is quite obvious (Fig. 4), although thicker samples without ruby filler were needed to determine the band gap .

Resonance Raman scattering could provide an alternative independent way of measurement of the band gap since one expects a resonant increase of intensity of the Raman signal when incoming (and outgoing) phonon energies approach those of electronic excitations, including those associated with the band gap . We found evidence for this in our early experiments on H2/ruby composite samples, although the pressure onset and the measure of the degree of enhancement could not be determined quantitatively . Accurate measurements of this kind require the use of an internal standard (or precision positioning of the sample) and correction for the absorption of hydrogen. The latter is not known because the background absorption of stressed diamond masks it (see above). Nevertheless, here we observed an increase of intensity (by a factor 1.5-2.5) of the librational modes with 716-724 nm excitation at highest pressures reached (250-255 GPa) in our Raman experiment. Because of diamond failure, we were unable to determine whether any further increase in Raman intensity occurs at higher pressure.

Figure 6 summarizes the results of determination of the band gap of hydrogen as a function of density by various methods. The extrapolation of the results of dielectric oscillator model fits based on interference fringe measurements  can be considered a rough guide for the density dependence of the direct gap. Recently calculated theoretically band gaps for assumed Pca21, P21/c and Cmc21 structures  are in agreement in terms of the slope but show smaller values, which is consistent with the fact that they are indirect gap values. Notably, some of the early calculations predicted very different density dependence for the direct and indirect gaps . The indications of the band gap energy from the resonance Raman scattering (Ref.  and this work) are also shown and are consistent with the general trend. No evidence for the direct band gap closure is found in our visible transmission measurements (Fig. 5), although a small indirect gap or even its closure cannot be ruled out because of a submicron thickness of the sample (see also Ref. ). It is worth noting that the band gap of the stressed diamond also decreases with pressure . In one of our early experiments with synthetic diamonds  we observed a stressed induced fluorescence as narrow bands shifting with pressure to lower energy (Fig. 6 inset), which can be related to the band gap closure of stressed diamond in agreement with data of Ref.  and calculations . Note that the band gap of hydrogen and stressed diamond are estimated to be comparable at these pressures, which makes measurements of the band gap of hydrogen problematic by conventional optical techniques. Nevertheless, the data presented in Fig. 6 show that according to different estimations the direct band gap of hydrogen is expected to close at about 0.6-0.65 mole/cm3, which correspond to pressures of 325-385 GPa (c.f. Ref. ) according the equation of state of Ref. .

In conclusion, we have performed various optical measurements of hydrogen to 285 GPa. Vibrational and optical spectroscopy data provide different sets of constraints on the higher-pressure transformations, including both pressure induced dissociation to form a non-molecular metallic solid and band-overlap metallization in which molecular bonding persists. Extrapolations of the vibron and phonon frequencies suggest transformation to a monoatomic state below 495 GPa. On the other hand, considerations of the absorption edge indicate the pressure of metallization at 325-385 GPa on the basis of tentative extrapolation of the direct band gap energy. Although this complicated by affects of stressed-induced diamond absorption and possible differences between the behavior of the direct and indirect gap, there appears to be an emerging consistence between various experimental and theoretical results, with a predicted transition at 325-495 GPa.

We acknowledge financial support of CIW, NSLS, NSF and W. M. Keck Foundation.


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# Anomalous Transverse Acoustic Phonon Broadening in the Relaxor Ferroelectric Pb(Mg1/3Nb2/3)0.8Ti0.2O3

## I Introduction

Relaxors are characterized by the ionic disorder at specific lattice sites. In the case of Pb(Mg1/3Nb2/3)O3 (PMN), considered by most researchers to be the prototype of the lead-oxide class of perovskite (ABO3) relaxors, the disorder results from the random occupation of the B-site by two cations of differing valence, namely Mg2+ and Nb5+. Charge neutrality imposes the Mg:Nb stoichiometry of 1/3:2/3, while the mixed-valence character of the B-site produces corresponding random electric-field gradients, and a locally broken translational symmetry. The associated dielectric susceptibilities exhibit unusually frequency-dependent maxima at a temperature $`T=T_{max}`$ that are broad (diffuse) in temperature, and achieve very high values. Yet relaxors show no evidence of long-range ferroelectric order when cooled in zero field.  Despite an intensive research effort spanning more than a decade, the physics of the “diffuse phase transition” is still controversial.  That such unusual properties are found in lead-oxide perovskite compounds such as PMN, which is a close relative of the prototypical displacive ferroelectric PbTiO3, is intriguing and suggests that the classic soft-mode description  of the phase transition, in which the lattice is unstable against the condensation of a zone-center transverse optic (TO) phonon, requires a conceptual extension in order to include the relaxor class of pseudo-ferroelectric systems. Indeed, the first definitive experimental evidence for a soft mode has been observed recently using neutron inelastic scattering techniques in PMN, but only at temperatures many hundreds of degrees above $`T_{max}`$ ($`230`$ K).  For temperatures near or even a few hundred degrees above $`T_{max}`$, the soft mode is completely overdamped.

Single crystals of PMN and PZN (Z = Zn) doped with PbTiO3 (PMN-$`x`$PT and PZN-$`x`$PT) at concentrations close to the rhombohedral side of the morphotropic phase boundary (MPB) display piezoelectric effects up to ten times greater than those of conventional ceramics which are based on PZT (PbZr1-xTixO3). This remarkable finding by Park and Shrout in 1997  has affected work on industrial device applications as well as basic research on disordered dipolar systems. The subsequent, and unexpected, discovery by Noheda et al.  of a narrow region of monoclinic phase in PZT, sandwiched between the rhombohedral and tetragonal phases, sparked a new explanation of the origin of the exceptional piezoelectric properties exhibited by PZN-$`x`$PT and PMN-$`x`$PT near the MPB.  As the techniques of synthesizing these materials have improved, large single crystals have become available, making feasible studies of the relaxor lattice dynamics using neutron inelastic scattering methods. One important finding of these studies was the so-called “waterfall” anomaly, first observed in measurements of the lowest-frequency TO phonons PZN-8%PT at temperatures well above $`T_c`$ by Gehring et al.  This feature is so named because the TO branch appears to dive into the TA branch at a specific reduced momentum transfer $`q=q_{wf}0.20`$ Å-1. This false impression results from a $`q`$-dependent damping of the TO mode that increases sharply at and below $`q=q_{wf}`$. The waterfall feature has since been observed in other systems such as PZN, PZN-15%PT and PMN.  It has been speculated that the polar nanoregions (PNR) that condense at a temperature $`T_d`$, several hundred degrees higher than either $`T_c`$ or $`T_{max}`$, are the cause of the damping as their random polar nature should impede the propagation of the long-wavelength polar TO modes. The temperature $`T_d`$ was first identified by Burns and Dacol through measurements of the optic index of refraction of various relaxor and disordered ferroelectric systems, including PMN and PZN,  and is known as the Burns temperature.

Motivated by these results, we have chosen to examine a high quality single crystal of PMN-20%PT in which the relaxor behavior should be supressed relative to that observed in pure PMN, thus revealing the effects of ferroelectric Ti4+ on the waterfall anomaly. At this concentration a ferroelectric phase is stable in zero field (whereas it is not in PMN), the transition occurring at $`T_c`$ = 360 K. Since the the waterfall is thought to be induced by the PNR, its absence in PMN-20%PT would imply an absence of the PNR (or at least a reduction in their density). Our results show, however, that even a PbTiO3 concentration of 20% is insufficient to erase the damping effects of the PNR on the TO mode. Instead, we observe an unusual broadening of the transverse acoustic (TA) phonon modes as well, the onset of which correlates well with the condensation of the PNR at the Burns temperature $`T_d`$. Interestingly, while the TO modes become highly overdamped below $`T_d`$ at low $`q`$, the TA modes remain well-defined. Nevertheless the damping effects on the TA modes are significant as the TA peak width in energy increases six-fold between 700 K and 400 K.

## II Sample and Experimental Details

A single crystal of PMN-20%PT was grown using the modified Bridgeman method, and cut into a cube with dimensions 5$`\times `$5$`\times `$5 mm3. The room temperature lattice constant of PMN-20%PT is $`a=4.04`$ Å, thus 1 rlu (reciprocal lattice unit) corresponds to $`2\pi /a=1.555`$ Å-1. The crystal was mounted on an aluminum sample holder during the first series of experiments, and then later remounted onto a boron nitride post using tantalum wire during subsequent experiments so as to avoid parasitic scattering from aluminum (which has nearly the same lattice constant as PMN). Each time the crystal was oriented with the cubic  axis vertical, thereby giving access to reflections of the form $`(h0l)`$. The sample was placed inside a closed-cycle helium refrigerator capable of reaching temperatures between 25 K and 670 K. All of the neutron scattering data presented here were obtained on the BT9 triple-axis spectrometer located at the NIST Center for Neutron Research. The (002) reflection of highly-oriented pyrolytic graphite (HOPG) crystals was used to monochromate and analyze the incident and scattered neutron beams. An HOPG transmission filter was used to eliminate higher-order neutron wavelengths. Our data were taken holding the scattered neutron energy $`E_f`$ fixed at 14.7 meV ($`\lambda =2.359`$ Å) while varying the incident neutron energy $`E_i`$, and using horizontal beam collimations of 40-46-S-40-80 (“S” = sample) from monochromator to detector.

The PbTiO3 (PT) content of our sample was confirmed by measurements of both the dielectric susceptibility ($`ϵ`$) and the Bragg peak intensity as a function of temperature. The susceptibility at 10 kHz exhibits a maximum at 380 K, and is consistent with the published phase diagram  for this system. The temperature dependent scattering intensity of the (200) Bragg peak has also been used to measure the structural phase transition at $`T_c`$, which gives the PT concentration indirectly. In this study we define $`T_c`$ as 360 K, where a rapid change in the (200) Bragg peak intensity (see the right inset of Fig. 2) takes place as a result of the relief of extinction due to the cubic-to-rhombohedral phase transition. The Burns temperature $`T_d`$ has not been identified for this sample. However, it can be roughly estimated assuming a linear extrapolation between the value of $`T_d`$ for PMN (about 620 K) and the value of $`T_c`$ for PbTiO3 (763 K), which gives $`T_d650`$ K.

## III Experimental Results

### A The waterfall anomaly

Following the procedure outlined in prior studies of PZN-8%PT, PZN, and PMN, we looked for the waterfall anomaly in PMN-20%PT using standard constant-$`E`$ scans in which the spectrometer energy transfer $`E=E_iE_f`$ is held fixed while scanning the momentum transfer $`\stackrel{}{Q}=\stackrel{}{k_i}\stackrel{}{k_f}`$ along the crystalline cubic  direction. All such scans were measured in the (200) Brillouin zone at an energy transfer of 7 meV. In this manner the spectrometer sweeps out a horizontal path through $`(E,\stackrel{}{Q})`$ space that cuts through the region between the TO and TA branches as shown in the inset to Fig. 1. The results of constant-$`E`$ scans measured at 670 K, 500 K, and 400 K are presented in Fig. 1, and give clear evidence of the waterfall in this system via the presence of the peak observed around $`q=q_{wf}0.1`$ Å-1, the intensity of which gradually diminishes as the temperature is lowered towards $`T_c`$. It is interesting to note that the waterfall is present even at temperatures slightly above $`T_d`$, as shown in top panel of Fig. 1.

As the temperature drops below $`T_d`$, the waterfall feature broadens in $`q`$ and finally smears out just above $`T_c`$. We note that the full width at half maximum (FWHM) of the waterfall peak, $`\mathrm{\Delta }q`$, changes significantly between 500 K and 600 K. At 670 K and 600 K (not shown in Fig. 1 for clarity) the FWHM $`\mathrm{\Delta }q0.12`$ rlu, which increases to 0.16 rlu at 500 K. Thus a large change in the width takes place near $`T_d`$. As we will see in Fig.’s 3 and 4, an anomaly over the same temperature range is also observed in constant-$`\stackrel{}{Q}`$ scans measured near the reciprocal lattice position of the waterfall, qwf. Interestingly, the scattering intensity measured at the zone center ($`q=0`$) just above $`T_c`$ seems to increase as the temperature is lowered, and may be related to the recovery of the optic phonon mode at low temperature ($`T=25`$ K) observed in the PZN system.  Below $`T_c`$, the crystal structure transforms from cubic to rhombohedral, so a direct comparison with the data above $`T_c`$ is not straightforward because the extinction effects in the cubic phase are released dramatically in the rhombohedral phase.

### B Diffuse scattering

The waterfall anomaly occurs when the optic phonon modes near $`q_{wf}`$ become damped near $`T_d`$. This damping redistributes the TO mode neutron scattering cross section over a wide spectral range that overlaps with that of the acoustic modes. Depending on the extent of the damping, the TO mode cross section may even spill into the elastic channel. This latter possibility motivated our investigation of the diffuse scattering, as it could pick up contributions from a sufficiently broadened transverse optic phonon. During the course of these measurements, we noticed that the use of the aluminum sample holder gave rise to parasitic scattering that mimicked a spurious temperature-dependent diffuse scattering around (200). This false signal was generated not just because Al and PMN share similar lattice spacings (roughly 4.04 Å), but primarily because the thermal expansion of Al is such that the (200) powder line from the sample holder moves towards the PMN (200) peak near 300 K as shown by the broken line in Fig. 2. Generally Al is a preferred material for neutron experiments due to its comparatively high transparency with respect to other elements, and also because it is easily machined. However in this special case the presence of aluminum in the incident neutron beam gives rise to elastic scattering that is particularly insidious as it looks just like the signal one might expect due to a highly-damped TO phonon cross section. Therefore aluminum sample holders should not be used for measurements of the diffuse scattering in PMN. To avoid this problem we machined a flat, cylindrical sample holder made of strongly neutron-absorbing boron nitride for use in a subsequent set of measurements (using tantalum wire to hold the sample in place). These data are shown in Fig. 2.

Using the boron nitride sample holder, we find the surprising result that the diffuse scattering observed around (200), which is normally strong in perovskites, is extremely weak. Moreover, the diffuse scattering measured in the direction transverse to the scattering vector $`\stackrel{}{Q}`$ at (200) does not change much with temperature, as shown in the right panel of Fig. 2. However, a strong temperature dependence of the diffuse scattering is observed in the vicinity of the (101) Bragg peak. Similar results have been reported for the PZN system.  The inset on the left side of Fig. 2 shows that the diffuse intensity at $`\stackrel{}{Q}=(1.04,0,0.96)`$ peaks near $`T_c380`$ K. This demonstrates the presence of critical scattering associated with normal ferroelectric fluctuations  in PMN-20%PT, and stands in marked contrast to the case of pure PMN, for which the diffuse scattering intensity is reported to increase monotonically without any anomaly in the zero-field cooled state.  But once an electric field is applied, which enhances the ferroelectric stability, the diffuse intensity diminishes appreciably, especially at low temperatures, becoming a broad maximum near the freezing temperature $`T_f`$. The observation of critical scattering around $`T_c`$ is direct evidence that PMN-20%PT has lost some of its relaxor character, exhibiting instead classic ferroelectric behavior even in the absence of an external field, because the local random fields have been largely suppresed by the substitution with Ti4+ cations at the perovskite B-site.

### C TA phonon damping

Figure 3 shows data obtained from constant-$`\stackrel{}{Q}`$ scans measured at the scattering vector $`\stackrel{}{Q}=(2,0,0.12)`$ near the waterfall anomaly at 670, 500, and 400 K. The peak at $`E=3`$ meV is associated with the TA mode and is quite strong at high temperature. By contrast, the peak associated with the TO mode is difficult to locate because its spectral weight is so highly spread out in energy. Indeed, the absence of any distinct TO phonon peak indicates that these data were taken within the waterfall regime. The salient features of these scans can be understood using mode coupling theory as described in earlier studies.  The most important feature of these data, however, is the abrupt increase of the half-width at half-maximum (HWHM) of the TA phonon peak, or the damping constant $`\mathrm{\Gamma }_{TA}`$, near the Burns temperature $`T_d650`$ K. Naberezhnov et al. observed a strong temperature dependence to $`\mathrm{\Gamma }_{TA}`$ in PMN at (2,2,0.2) in which the TA mode starts to broaden at $`T_d`$.  They further identified the approximate power law behavior $`\mathrm{\Gamma }_{TA}q^4`$ at 500 K over the range 0.03 rlu $`q`$ 0.07 rlu. This latter observation suggests that the TA damping effects are strongest near $`q_{wf}`$. We chose to study the TA damping for $`q=0.12`$ rlu, which is only slightly above $`q_{wf}0.10`$ rlu, for this reason.

To extract the intrinsic TA phonon HWHM $`\mathrm{\Gamma }_{TA}`$, the data were fit to a Lorentzian function of $`E`$ and $`q`$ convolved with the experimental resolution function.  The resulting values for $`\mathrm{\Gamma }_{TA}`$ are plotted versus temperature in the bottom panel of Fig. 4. Notice that the intrinsic TA width begins to increase at a temperature very close to the extrapolated value for $`T_d`$ as indicated by the vertical dashed lines that extend down from the top panel. These data thus provide strong evidence that the PNR have a substantial damping effect on the TA modes as well as the TO modes, even in a PMN sample that contains a 20% Ti4+ B-site occupancy. We note, however, that PMN-20%PT still lies on the rhombohedral side of the MPB. Further experiments are required to determine whether or not the TA damping persists into the tetragonal side of the MPB, and if so, at what concentration it (and the waterfall anomaly) vanishes.

## IV Discussion

Chemical disorder is thought to inhibit the PNR from growing into regular micron-sized ferroelectric domains.  The ordered cation domains in pure PMN are reported to be about 50 Å in size,  whereas they are only 30 Å in size in PMN-7%PT.  Synchrotron x-ray measurements on our PMN-20%PT sample show no evidence of an F-spot (a Bragg reflection of the form 1/2$`(h,k,l)`$ where $`h`$, $`k`$, $`l`$ are all integers) that would indicate the presence of short-range chemical order. Therefore the 20% PT concentration is believed to be high enough to destroy the local nanometer-scale short-range 1:1 cation order. It is thus of great interest to study the resulting consequences on the PNR. This can be done by comparing the lattice dynamics of PMN-20%PT with those of pure PMN since, as demonstrated by a series of neutron inelastic scattering studies of both PZN and PMN, the $`q`$-dependent damping of the polar TO phonon modes provides a sensitive probe of the PNR  that is unmatched by other spectroscopic techniques.

The extreme broadening of the TO modes produces the unusual waterfall feature, in which no clear optic phonon mode exists below a momentum transfer $`q_{wf}`$, as shown schematically in the inset to Fig. 1. The constant-$`E`$ scans presented in the three panels of Fig. 1 reveal a peak in the scattering intensity similar to those observed in PMN, thereby indicating that the broadening also occurs in our PMN-20%PT sample. More direct evidence of this is given in Fig. 3, where the TO mode manifests itself only as a weak shoulder around 7–9 meV. From this we can conclude that the PNR are still present in a sample of PMN-$`x`$PT which has no local cation order. Whether or not the damping of the TO modes persists at higher PbTiO3 (PT) concentrations in the PMN-PT system is an important question because the substitution of Ti4+ for Mg2+/Nb5+ at the perovskite B-site changes the size of the cation short-range order (which limits the size of the PNR), as well as the random local field configuration (which affects the dielectric properties).

The constant-$`\stackrel{}{Q}`$ data in Fig. 3 further reveal an intriguing damping of the TA phonon modes, similar to that documented by Naberezhnov et al. in PMN. The TA damping is not as severe as that of the TO modes inasmuch as the TA modes remain well-defined at all temperatures. Nevertheless, the instrinsic TA phonon peak HWHM $`\mathrm{\Gamma }_{TA}`$ measured near the waterfall wavevector $`q_{wf}`$ increases roughly sixfold between 700 K (just above $`T_d`$) and 400 K (just above $`T_c`$), as shown in Fig. 4. It is interesting to note that the onset of the broadening of the TA modes appears to correlate more closely with $`T_d`$ than does the broadening of the TO modes at the same $`q`$ given that the waterfall anomaly is observed above $`T_d`$. This latter observation is extremely important, and it motivates our speculation that above $`T_d`$ the PNR exist as dynamic entities that impede the propagation of long-wavelength (low $`q`$) polar TO phonon modes. The zone center TO mode has been shown to soften as the temperature decreases towards $`T_d`$,  while the increase in the diffuse scattering has been shown to correlate accurately with $`T_d`$.  This suggests a picture in which the diffuse scattering results from critical ferroelectric fluctuations that condense into static regions of local polarization, i.e. PNR. Such critical fluctuations are evident in PMN-20%PT as shown by the data plotted in the inset to Fig. 2, in which the near-Bragg scattering peaks at $`T_c380`$ K. In addition, the diffuse scattering further from the (101) Bragg peak shows no such anomaly at $`T_c`$, but instead starts to increase at a temperature consistent with our estimate of $`T_d650`$ K for PMN-20%PT. Thus PMN-20%PT exhibits both ferroelectric and relaxor character. After completing our measurements, Hirota et al. performed a detailed study of the diffuse scattering in pure PMN,  the results of which are consistent with those discussed in this paper.

The behavior of the PNR is one of the most important issues in the study of relaxor ferroelectric systems. We have observed the waterfall anomaly over a wide temperature range, even above $`T_d`$, in a sample containing a relatively high concentration of ferroelectric PbTiO3. The characteristic peak widths in both $`E`$ and $`q`$ increase anomalously for the TA mode ($`E`$-scan) and the waterfall ($`q`$-scan), respectively, near $`T_d`$. We speculate that these results are attributable to the nucleation of PNR around $`T_d`$. Similar studies on samples with different PT concentrations are now being planned.

## Acknowledgments

We would like to thank S. Wakimoto and Z.-G. Ye for stimulating discussions. This work was supported by the NSF under Grant No. DMR-9802513, and also Grant No. DMR-0093143. Work at Brookhaven National Laboratory was supported by the U. S. DOE under contract No. DE-AC02-98CH10886. We acknowledge the support of the NIST Center for Neutron Research, the U. S. Department of Commerce, for providing the neutron facilities used in the present work.


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# Imbeddings of free actions on handlebodies

## Introduction

Any finite group acts (smoothly and) freely preserving orientation on some $`3`$-dimensional handlebody, and the number of inequivalent actions of a fixed $`G`$ on a fixed genus of handlebody can be arbitrarily large . Consequently, the following imbedding property of such actions may appear surprising at first glance:

###### Theorem 1.

Let $`G`$ be a finite group acting freely and preserving orientation on two handlebodies $`V_1`$ and $`V_2`$, not necessarily of the same genus. Then there is a $`G`$-equivariant imbedding of $`V_1`$ into $`V_2`$.

In fact, this result is almost a triviality, as is the following theorem of which it is a special case:

###### Theorem 2.

Let $`G`$ be a finite group acting freely and preserving orientation on a handlebody $`V`$ and on a connected $`3`$-manifold $`X`$. Then there is a $`G`$-equivariant imbedding of $`V`$ into $`X`$.

By a result of D. Cooper and D. D. Long , any finite group acts freely on some hyperbolic rational homology $`3`$-sphere. So theorem 2 shows that a free $`G`$-action on a handlebody always has an extension to an action on such a $`3`$-manifold. Also, by a result of S. Kojima , for any finite $`G`$ there is a closed hyperbolic $`3`$-manifold whose full isometry group is $`G`$, and Kojima’s construction actually produces a free action. So there is an extension to a free action on a closed hyperbolic $`3`$-manifold whose full isometry group is $`G`$.

One might ask for a more natural kind of extension, to a free $`G`$-action on a closed $`3`$-manifold $`M`$, for which $`V`$ is one of the handlebodies in a $`G`$-invariant Heegaard splitting of $`M`$. Simply by forming the double of $`V`$ and taking an identical action on the second copy of $`V`$, one obtains such an extension with $`M`$ a connected sum of $`S^2\times S^1`$’s. A better question is whether $`V`$ is an invariant Heegaard handlebody for a free action on an irreducible $`3`$-manifold. Our main result answers this affirmatively.

###### Theorem 3.

Let $`G`$ be a finite group acting freely and preserving orientation on a handlebody $`V`$. Then the action is the restriction of a free $`G`$-action on a closed irreducible $`3`$-manifold $`M`$, which has a $`G`$-invariant Heegaard splitting with $`V`$ as one of the handlebodies. One may choose $`M`$ to be Seifert-fibered. Provided that $`V`$ has genus greater than $`1`$, one may choose $`M`$ to be hyperbolic. In both cases, there are infinitely many choices of $`M`$.

We remark that any orientation-preserving action of a finite group on a closed $`3`$-manifold, free or not, has an invariant Heegaard splitting. For the quotient is a closed orientable $`3`$-orbifold with $`1`$-dimensional (possibly empty) singular set. One may triangulate the quotient so that the singular set is a subcomplex of the $`1`$-skeleton. Then, the preimage of a regular neighborhood of the $`1`$-skeleton is invariant and is one of the handlebodies in a Heegaard splitting.

In the remaining sections of this paper, we prove theorems 2 and 3. In , a number of results about free $`G`$-actions on handlebodies are obtained using more algebraic methods.

## 1. Proof of theorem 2

Recall that two $`G`$-actions on spaces $`X`$ and $`Y`$ are *equivalent* if there is a homeomorphism $`j:XY`$ such that $`h(x)=j^1(h(j(x)))`$ for all $`xX`$ and all $`hG`$. If $`G`$ acts properly discontinuously and freely on a path-connected space $`X`$, then the quotient map $`XX/G`$ is a regular covering map, so by the theory of covering spaces the action determines an extension

$$1\pi _1(X)\pi _1(X/G)\stackrel{\varphi }{}G1.$$

Since we have not specified basepoints, the homomorphism $`\varphi `$ is well-defined only up to an inner automorphism of $`G`$.

Suppose now that $`G`$ is finite and acts freely and preserving orientation on a handlebody $`V`$. The quotient manifold $`V/G`$ is orientable and irreducible with nonempty boundary, so $`\pi _1(V/G)`$ is torsionfree. A torsionfree finite extension of a finitely generated free group is free (by  any finitely generated virtually free group is the fundamental group of a graph of groups with finite vertex groups, and if the group is torsionfree, the vertex groups must be trivial). So $`\pi _1(V/G)`$ is free, and theorem 5.2 of  shows that $`V/G`$ is a handlebody. In this context, we obtain a simple algebraic criterion for equivalence.

###### Lemma 4.

Suppose that $`G`$ acts freely and preserving orientation on handlebodies $`V_1`$ and $`V_2`$, with quotient handlebodies $`W_1`$ and $`W_2`$, determining homomorphisms $`\varphi _i:\pi _1(W_i)G`$. The actions are equivalent if and only if there is an isomorphism $`\mathrm{\Psi }:\pi _1(W_1)\pi _1(W_2)`$ for which $`\varphi _2\mathrm{\Psi }=\varphi _1`$.

###### Proof.

An equivalence of the actions $`j:V_1V_2`$ induces a homeomorphism $`\overline{j}:W_1W_2`$ for which $`\varphi _2\overline{j}_\mathrm{\#}=\varphi _1`$. Conversely, suppose $`\mathrm{\Psi }`$ exists. Since both $`W_1`$ and $`W_2`$ are orientable, there is a homeomorphism $`f:W_1W_2`$. Using well-known constructions of homeomorphisms of $`W_2`$ (as for example in ), all of Nielsen’s  generators of the automorphism group of the free group $`\pi _1(W_2)`$ can be induced by homeomorphisms, so $`f`$ may be selected to induce $`\mathrm{\Psi }`$. The condition that $`\varphi _2\mathrm{\Psi }=\varphi _1`$ then shows that $`f`$ lifts to a homeomorphism of covering spaces $`j:V_1V_2`$, and moreover ensures that $`h(x)=j^1(h(j(x)))`$. ∎

Now we prove theorem 2. Let $`W`$ be the quotient handlebody of the action on $`V`$, let $`Y=X/G`$, and let $`\varphi :\pi _1(W)G`$ and $`\psi :\pi _1(Y)G`$ be the homomorphisms determined by the actions.

There is an imbedding $`k:WY`$ so that $`\psi k_\mathrm{\#}=\varphi `$. For we can regard $`W`$ as a regular neighborhood of a $`1`$-point union $`K`$ of circles, so that $`\pi _1(K)=\pi _1(W)`$, and construct a map $`k_0`$ of $`K`$ into $`Y`$ for which $`\psi (k_0)_\mathrm{\#}=\varphi `$. Since $`K`$ is $`1`$-dimensional, $`k_0`$ is homotopic to an imbedding, and since $`W`$ and $`Y`$ are orientable, this imbedding extends to an imbedding $`k`$ of $`W`$ into $`Y`$. Since $`\psi k_\mathrm{\#}=\varphi `$, the preimage of $`k(W)`$ in $`X`$ is connected, and by lemma 4 the restricted $`G`$-action on it is equivalent to the original action on $`V`$.

Theorem 2 extends to the case when some elements of $`G`$ reverse the orientation. The equivariant imbedding exists if and only if the subgroups of elements of $`G`$ that reverse orientation on $`V`$ and on $`X`$ are identical. The proof is affected only at the step when the imbedding of $`K`$ into $`Y`$ is extended to an imbedding of $`W`$ into $`Y`$. The equality of the orientation-reversing subgroups is precisely the condition needed for the extension to exist.

## 2. Proof of theorem 3

If the genus of $`V`$ is $`0`$, then $`G`$ is trivial and we take $`M=S^3`$. If the genus of $`V`$ is $`1`$, so that $`V=D^2\times S^1`$, then (using lemma 4) every free $`G`$-action is equivalent to a cyclic rotation in the $`S^1`$-factor. Regarding $`V`$ as a trivially fibered solid torus in the Hopf fibering of $`S^3`$, the action extends to a free action on $`S^3`$ with $`V`$ an invariant Heegaard splitting (it also extends to free actions on infinitely many lens spaces containing $`V`$ as a fibered Heegaard torus). So we may assume that the genus of $`V`$ is greater than $`1`$. The quotient handlebody $`W=V/G`$ has genus at least $`2`$ (since $`V`$ and consequently $`W`$ have negative Euler characteristic).

We first construct the Seifert-fibered extension. As in section 1, there is a homomorphism $`\varphi :\pi _1(W)G`$ that determines the action. Let $`g`$ be the genus of $`W`$, and let $`n`$ be any positive integer divisible by the orders of all the elements of $`G`$. We consider a collection of simple closed curves $`C_1,\mathrm{}`$, $`C_g`$ in the boundary $`W`$, as shown in figure 1 for the case when $`g=3`$ and $`n=4`$. Each $`C_i`$ winds $`n`$ times around one of the handles of $`W`$. Let $`C_i^{}`$ be the image of $`C_i`$ under the $`n^{th}`$ power of a Dehn twist of $`W`$ about the curve $`C`$. The union of the $`C_i`$ does not separate $`W`$, so neither does the union of the $`C_i^{}`$. So we can obtain a closed $`3`$-manifold $`Y`$ with $`W`$ as a Heegaard handlebody by attaching $`2`$-handles along the $`C_i^{}`$ and filling in the resulting $`2`$-sphere boundary component with a $`3`$-ball.

Let $`x_1,\mathrm{}`$, $`x_g`$ be a standard set of generators of $`\pi _1(W)`$, where $`x_i`$ is represented by a loop that goes once around the $`i^{th}`$ handle. In $`\pi _1(W)`$, $`C_i`$ represents $`x_i^n`$ (up to conjugacy), and $`C_i^{}`$ represents $`x_i^n(x_1\mathrm{}x_g)^n`$. Since every element of $`G`$ has order dividing $`n`$, it follows that $`\varphi `$ carries each $`C_i^{}`$ to the trivial element of $`G`$, so induces a homomorphism $`\psi :\pi _1(Y)G`$. If $`k:WY`$ is the inclusion, then $`\psi k_\mathrm{\#}=\varphi `$. The covering space $`M`$ of $`Y`$ has a free $`G`$-action and an invariant Heegaard splitting, one of whose handlebodies is the covering space of $`W`$ corresponding to the kernel of $`\varphi `$, that is, $`V`$.

We will show that $`Y`$ is Seifert-fibered, from which it follows that $`M`$ is Seifert-fibered. Choose imbedded loops in the interior of $`W`$: $`L`$ near and parallel to $`C`$, and $`L_1,\mathrm{}`$, $`L_g`$ near and parallel to loops $`\mathrm{}_i`$ in $`W`$ with each $`\mathrm{}_i`$ going once around the $`i^{th}`$ handle, meeting $`C_i`$ in one point. The loop $`\mathrm{}_1`$ appears in figure 1. By a standard procedure, as explained for example on pp. 275-278 of , whose notation we follow, we may change the attaching curves for the discs by Dehn twists about $`C`$ and the $`\mathrm{}_i`$, at the expense of performing Dehn surgery on $`L`$ and the $`L_i`$. First we twist $`n`$ times along $`C`$, introducing a $`1/n`$ coefficient on $`L`$ and moving each $`C_i^{}`$ back to $`C_i`$. Then, $`n1`$ twists along each $`\mathrm{}_i`$ move $`C_i`$ to a loop $`C_i^{\prime \prime }`$ in $`W`$ that looks like $`C_i`$ except it goes only once around the handle. This creates surgery coefficients of $`1/(n1)`$ on the $`L_i`$. We may change the attaching homeomorphism of the Heegaard splitting by any homeomorphism of $`W`$ that extends over $`W`$, without changing $`Y`$. In particular, we may perform left-hand twists in the meridinal $`2`$-discs of the $`2`$-handles to move the $`C_i^{\prime \prime }`$ to the $`\mathrm{}_i`$. This subtracts $`1`$ from the surgery coefficients of the $`L_i`$, and subtracts $`g`$ from the coefficient of $`L`$, yielding the diagram in figure 2. The $`\mathrm{}_i`$ are the attaching curves for the discs of a Heegaard description of $`S^3`$, so $`Y`$ is obtained from $`S^3`$ by Dehn surgery using the diagram.

We can already see a Seifert fibering, but we will work out the exact Seifert invariants. The complement of a regular neighborhood of $`L`$ is a solid torus $`T`$, for which the $`L_i`$ are fibers of a product fibering. A cross-sectional surface in this fibering contained in a meridian disc of $`T`$ meets the boundary of a regular neighborhood of each $`L_i`$ in a meridian circle and meets the boundary of a regular neighborhood of $`L`$ in the negative of the longitude, while the fiber meets them in longitude circles and a meridian circle respectively.

A surgery coefficient $`a/b`$ means that a solid torus is filled in so that $`am+b\mathrm{}`$ becomes contractible, where $`m`$ and $`\mathrm{}`$ are a meridian-longitude pair for a boundary torus of a regular neighborhood of the link component. A Seifert invariant $`(\alpha ,\beta )`$ determines a filling in which $`\alpha q+\beta t`$ becomes contractible, where $`q`$ is the cross-section and $`t`$ is the fiber. So the surgery coefficients of our link produce one exceptional fiber with Seifert invariant $`(n,1n)`$ for each $`L_i`$, and one with Seifert invariants $`(n,gn1)`$ for $`L`$. In the notation of , the unnormalized Seifert invariants of $`Y`$ are $`\{0;(o_1,0);(n,1n),\mathrm{},(n,1n),(n,gn1)\}`$, where there are $`g+1`$ exceptional orbits. The normalized invariants are $`\{1;(o_1,0);(n,1),\mathrm{},(n,1),(n,n1)\}`$.

Now, we will construct the extension of the $`G`$-action on $`V`$ to a hyperbolic $`3`$-manifold. As before, let $`n`$ be any positive integer divisible by the orders of all the elements of $`G`$. Assume for the time being that $`g=2`$. We take the same curves $`C_1`$ and $`C_2`$ as in the Seifert-fibered construction, but for $`C`$ we take the image of the loop $`C_0`$ shown in figure 3 under the homeomorphism of $`W`$ which is a right-hand twist in a meridinal disc in each of the two $`1`$-handles.

As before, we take the images of the $`C_i`$ under the $`n^{th}`$ power of a Dehn twist about $`C`$ as the attaching curves, form the closed manifold $`Y`$, and use the induced homomorphism $`\psi `$ to obtain the original $`G`$-action as an invariant Heegaard handlebody of a free $`G`$-action on a covering space $`M`$ of $`Y`$. Let $`\mathrm{}_1`$, $`\mathrm{}_2`$, $`L_1`$, $`L_2`$ and $`L`$ be as before. We choose the $`L_i`$ to lie closer to the boundary of $`W`$ than $`L`$. Again, change the attaching curves first by the inverse of the $`n`$ Dehn twists about $`C`$, introducing a surgery coefficient of $`1/n`$ on $`L`$, then by the $`n1`$ twists about the $`\mathrm{}_i`$, introducing surgery coefficients $`1/(n1)`$ on the $`L_i`$. Applying left-hand twists in the meridian discs of the two $`1`$-handles of $`W`$, we move the attaching curves to the $`\mathrm{}_i`$, obtaining the surgery description of $`Y`$ shown in figure 4. This time, the coefficient of $`L`$ is still $`1/n`$, because $`L`$ has algebraic intersection $`0`$ with each of the meridian discs of the handles of $`Y`$ where the left-hand twists were performed.

The complement of this link is a $`2`$-fold covering of the complement of the Whitehead link, so is hyperbolic. By , Dehn surgery on the link produces a hyperbolic $`3`$-manifold, provided that one avoids finitely many choices for the coefficients of each component. So all but finitely many choices for $`n`$ yield a hyperbolic $`3`$-manifold for $`Y`$, and hence for $`M`$.

Finally, to adapt the construction to arbitrary genus, one simply adds more components to $`C_0`$ to obtain the $`g1`$ circles shown in figure 5. In the surgery description for $`Y`$, the chain $`LL_1`$ in figure 4 is replaced by a chain of length $`2g2`$, in which $`L_1,\mathrm{}`$, $`L_{g1}`$ alternate with components from $`C_0`$, and the component $`L_g`$ links the chain as did $`L_2`$ in figure 4. The $`L_i`$ have surgery coefficients $`11/(n1)`$ as before, and the components coming from $`C_0`$ have coefficient $`1/n`$, since each had algebraic intersection $`0`$ with the union of the meridian discs. The link complement is the $`(2g2)`$-fold covering of the Whitehead link complement, so is hyperbolic, and the argument is completed as before.